| author | wenzelm | 
| Wed, 26 Dec 2018 20:57:23 +0100 | |
| changeset 69506 | 7d59af98af29 | 
| parent 68651 | 16d98ef49a2c | 
| child 69517 | dc20f278e8f3 | 
| permissions | -rw-r--r-- | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 1 | (* | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 2 | Title: HOL/Analysis/Infinite_Set_Sum.thy | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 3 | Author: Manuel Eberl, TU München | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 4 | |
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 5 | A theory of sums over possible infinite sets. (Only works for absolute summability) | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 6 | *) | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 7 | section \<open>Sums over infinite sets\<close> | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 8 | theory Infinite_Set_Sum | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 9 | imports Set_Integral | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 10 | begin | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 11 | |
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 12 | (* TODO Move *) | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 13 | lemma sets_eq_countable: | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 14 |   assumes "countable A" "space M = A" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M"
 | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 15 | shows "sets M = Pow A" | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 16 | proof (intro equalityI subsetI) | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 17 | fix X assume "X \<in> Pow A" | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 18 |   hence "(\<Union>x\<in>X. {x}) \<in> sets M"
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 19 | by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3)) | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 20 |   also have "(\<Union>x\<in>X. {x}) = X" by auto
 | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 21 | finally show "X \<in> sets M" . | 
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changeset | 22 | next | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 23 | fix X assume "X \<in> sets M" | 
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changeset | 24 | from sets.sets_into_space[OF this] and assms | 
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changeset | 25 | show "X \<in> Pow A" by simp | 
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changeset | 26 | qed | 
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changeset | 27 | |
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changeset | 28 | lemma measure_eqI_countable': | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 29 | assumes spaces: "space M = A" "space N = A" | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 30 |   assumes sets: "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets N"
 | 
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changeset | 31 | assumes A: "countable A" | 
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changeset | 32 |   assumes eq: "\<And>a. a \<in> A \<Longrightarrow> emeasure M {a} = emeasure N {a}"
 | 
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changeset | 33 | shows "M = N" | 
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changeset | 34 | proof (rule measure_eqI_countable) | 
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changeset | 35 | show "sets M = Pow A" | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 36 | by (intro sets_eq_countable assms) | 
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changeset | 37 | show "sets N = Pow A" | 
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changeset | 38 | by (intro sets_eq_countable assms) | 
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changeset | 39 | qed fact+ | 
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changeset | 40 | |
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changeset | 41 | lemma PiE_singleton: | 
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changeset | 42 | assumes "f \<in> extensional A" | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 43 |   shows   "PiE A (\<lambda>x. {f x}) = {f}"
 | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 44 | proof - | 
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changeset | 45 |   {
 | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 46 |     fix g assume "g \<in> PiE A (\<lambda>x. {f x})"
 | 
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changeset | 47 | hence "g x = f x" for x | 
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changeset | 48 | using assms by (cases "x \<in> A") (auto simp: extensional_def) | 
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changeset | 49 | hence "g = f" by (simp add: fun_eq_iff) | 
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changeset | 50 | } | 
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HOL-Analysis: Convergent FPS and infinite sums
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changeset | 51 | thus ?thesis using assms by (auto simp: extensional_def) | 
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changeset | 52 | qed | 
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changeset | 53 | |
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changeset | 54 | lemma count_space_PiM_finite: | 
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changeset | 55 | fixes B :: "'a \<Rightarrow> 'b set" | 
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changeset | 56 | assumes "finite A" "\<And>i. countable (B i)" | 
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changeset | 57 | shows "PiM A (\<lambda>i. count_space (B i)) = count_space (PiE A B)" | 
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changeset | 58 | proof (rule measure_eqI_countable') | 
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changeset | 59 | show "space (PiM A (\<lambda>i. count_space (B i))) = PiE A B" | 
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changeset | 60 | by (simp add: space_PiM) | 
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changeset | 61 | show "space (count_space (PiE A B)) = PiE A B" by simp | 
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changeset | 62 | next | 
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changeset | 63 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 64 |   hence "PiE A (\<lambda>x. {f x}) \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))"
 | 
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changeset | 65 | by (intro sets_PiM_I_finite assms) auto | 
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changeset | 66 |   also from f have "PiE A (\<lambda>x. {f x}) = {f}" 
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changeset | 67 | by (intro PiE_singleton) (auto simp: PiE_def) | 
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changeset | 68 |   finally show "{f} \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))" .
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changeset | 69 | next | 
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changeset | 70 | interpret product_sigma_finite "(\<lambda>i. count_space (B i))" | 
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changeset | 71 | by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms) | 
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changeset | 72 | thm sigma_finite_measure_count_space | 
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changeset | 73 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 74 |   hence "{f} = PiE A (\<lambda>x. {f x})"
 | 
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changeset | 75 | by (intro PiE_singleton [symmetric]) (auto simp: PiE_def) | 
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changeset | 76 | also have "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) \<dots> = | 
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changeset | 77 |                (\<Prod>i\<in>A. emeasure (count_space (B i)) {f i})"
 | 
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changeset | 78 | using f assms by (subst emeasure_PiM) auto | 
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changeset | 79 | also have "\<dots> = (\<Prod>i\<in>A. 1)" | 
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changeset | 80 | by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto) | 
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changeset | 81 |   also have "\<dots> = emeasure (count_space (PiE A B)) {f}"
 | 
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changeset | 82 | using f by (subst emeasure_count_space_finite) auto | 
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changeset | 83 |   finally show "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) {f} =
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changeset | 84 |                   emeasure (count_space (Pi\<^sub>E A B)) {f}" .
 | 
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changeset | 85 | qed (simp_all add: countable_PiE assms) | 
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changeset | 86 | |
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changeset | 87 | |
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changeset | 88 | |
| 68651 | 89 | definition%important abs_summable_on :: | 
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changeset | 90 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> bool" 
 | 
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changeset | 91 | (infix "abs'_summable'_on" 50) | 
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changeset | 92 | where | 
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changeset | 93 | "f abs_summable_on A \<longleftrightarrow> integrable (count_space A) f" | 
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changeset | 94 | |
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changeset | 95 | |
| 68651 | 96 | definition%important infsetsum :: | 
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changeset | 97 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> 'b"
 | 
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changeset | 98 | where | 
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changeset | 99 | "infsetsum f A = lebesgue_integral (count_space A) f" | 
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changeset | 100 | |
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changeset | 101 | syntax (ASCII) | 
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changeset | 102 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}" 
 | 
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changeset | 103 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
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changeset | 104 | syntax | 
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changeset | 105 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}" 
 | 
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changeset | 106 |   ("(2\<Sum>\<^sub>a_\<in>_./ _)" [0, 51, 10] 10)
 | 
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changeset | 107 | translations \<comment> \<open>Beware of argument permutation!\<close> | 
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changeset | 108 | "\<Sum>\<^sub>ai\<in>A. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) A" | 
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changeset | 109 | |
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changeset | 110 | syntax (ASCII) | 
| 66526 | 111 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}" 
 | 
| 112 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
 | |
| 113 | syntax | |
| 114 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}" 
 | |
| 115 |   ("(2\<Sum>\<^sub>a_./ _)" [0, 10] 10)
 | |
| 116 | translations \<comment> \<open>Beware of argument permutation!\<close> | |
| 117 | "\<Sum>\<^sub>ai. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) (CONST UNIV)" | |
| 118 | ||
| 119 | syntax (ASCII) | |
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changeset | 120 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}" 
 | 
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changeset | 121 |   ("(3INFSETSUM _ |/ _./ _)" [0, 0, 10] 10)
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changeset | 122 | syntax | 
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changeset | 123 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}" 
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changeset | 124 |   ("(2\<Sum>\<^sub>a_ | (_)./ _)" [0, 0, 10] 10)
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changeset | 125 | translations | 
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changeset | 126 |   "\<Sum>\<^sub>ax|P. t" => "CONST infsetsum (\<lambda>x. t) {x. P}"
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changeset | 127 | |
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changeset | 128 | print_translation \<open> | 
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changeset | 129 | let | 
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changeset | 130 |   fun sum_tr' [Abs (x, Tx, t), Const (@{const_syntax Collect}, _) $ Abs (y, Ty, P)] =
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changeset | 131 | if x <> y then raise Match | 
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changeset | 132 | else | 
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changeset | 133 | let | 
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changeset | 134 | val x' = Syntax_Trans.mark_bound_body (x, Tx); | 
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changeset | 135 | val t' = subst_bound (x', t); | 
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changeset | 136 | val P' = subst_bound (x', P); | 
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changeset | 137 | in | 
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changeset | 138 |             Syntax.const @{syntax_const "_qinfsetsum"} $ Syntax_Trans.mark_bound_abs (x, Tx) $ P' $ t'
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changeset | 139 | end | 
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changeset | 140 | | sum_tr' _ = raise Match; | 
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changeset | 141 | in [(@{const_syntax infsetsum}, K sum_tr')] end
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changeset | 142 | \<close> | 
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changeset | 143 | |
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changeset | 144 | |
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changeset | 145 | lemma restrict_count_space_subset: | 
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changeset | 146 | "A \<subseteq> B \<Longrightarrow> restrict_space (count_space B) A = count_space A" | 
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changeset | 147 | by (subst restrict_count_space) (simp_all add: Int_absorb2) | 
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changeset | 148 | |
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changeset | 149 | lemma abs_summable_on_restrict: | 
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changeset | 150 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
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changeset | 151 | assumes "A \<subseteq> B" | 
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changeset | 152 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) abs_summable_on B" | 
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changeset | 153 | proof - | 
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changeset | 154 | have "count_space A = restrict_space (count_space B) A" | 
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changeset | 155 | by (rule restrict_count_space_subset [symmetric]) fact+ | 
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changeset | 156 | also have "integrable \<dots> f \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 157 | by (simp add: integrable_restrict_space set_integrable_def) | 
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changeset | 158 | finally show ?thesis | 
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changeset | 159 | unfolding abs_summable_on_def set_integrable_def . | 
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changeset | 160 | qed | 
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changeset | 161 | |
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changeset | 162 | lemma abs_summable_on_altdef: "f abs_summable_on A \<longleftrightarrow> set_integrable (count_space UNIV) A f" | 
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changeset | 163 | unfolding abs_summable_on_def set_integrable_def | 
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changeset | 164 | by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV) | 
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changeset | 165 | |
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changeset | 166 | lemma abs_summable_on_altdef': | 
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changeset | 167 | "A \<subseteq> B \<Longrightarrow> f abs_summable_on A \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 168 | unfolding abs_summable_on_def set_integrable_def | 
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changeset | 169 | by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset set_integrable_def sets_count_space space_count_space) | 
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changeset | 170 | |
| 66526 | 171 | lemma abs_summable_on_norm_iff [simp]: | 
| 172 | "(\<lambda>x. norm (f x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | |
| 173 | by (simp add: abs_summable_on_def integrable_norm_iff) | |
| 174 | ||
| 175 | lemma abs_summable_on_normI: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. norm (f x)) abs_summable_on A" | |
| 176 | by simp | |
| 177 | ||
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changeset | 178 | lemma abs_summable_complex_of_real [simp]: "(\<lambda>n. complex_of_real (f n)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | 
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changeset | 179 | by (simp add: abs_summable_on_def complex_of_real_integrable_eq) | 
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changeset | 180 | |
| 66526 | 181 | lemma abs_summable_on_comparison_test: | 
| 182 | assumes "g abs_summable_on A" | |
| 183 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> norm (g x)" | |
| 184 | shows "f abs_summable_on A" | |
| 185 | using assms Bochner_Integration.integrable_bound[of "count_space A" g f] | |
| 186 | unfolding abs_summable_on_def by (auto simp: AE_count_space) | |
| 187 | ||
| 188 | lemma abs_summable_on_comparison_test': | |
| 189 | assumes "g abs_summable_on A" | |
| 190 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> g x" | |
| 191 | shows "f abs_summable_on A" | |
| 192 | proof (rule abs_summable_on_comparison_test[OF assms(1), of f]) | |
| 193 | fix x assume "x \<in> A" | |
| 194 | with assms(2) have "norm (f x) \<le> g x" . | |
| 195 | also have "\<dots> \<le> norm (g x)" by simp | |
| 196 | finally show "norm (f x) \<le> norm (g x)" . | |
| 197 | qed | |
| 198 | ||
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changeset | 199 | lemma abs_summable_on_cong [cong]: | 
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changeset | 200 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> (f abs_summable_on A) \<longleftrightarrow> (g abs_summable_on B)" | 
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changeset | 201 | unfolding abs_summable_on_def by (intro integrable_cong) auto | 
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changeset | 202 | |
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changeset | 203 | lemma abs_summable_on_cong_neutral: | 
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changeset | 204 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x = 0" | 
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changeset | 205 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x = 0" | 
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changeset | 206 | assumes "\<And>x. x \<in> A \<inter> B \<Longrightarrow> f x = g x" | 
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changeset | 207 | shows "f abs_summable_on A \<longleftrightarrow> g abs_summable_on B" | 
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changeset | 208 | unfolding abs_summable_on_altdef set_integrable_def using assms | 
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changeset | 209 | by (intro Bochner_Integration.integrable_cong refl) | 
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changeset | 210 | (auto simp: indicator_def split: if_splits) | 
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changeset | 211 | |
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changeset | 212 | lemma abs_summable_on_restrict': | 
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changeset | 213 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
 | 
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changeset | 214 | assumes "A \<subseteq> B" | 
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changeset | 215 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. if x \<in> A then f x else 0) abs_summable_on B" | 
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changeset | 216 | by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto) | 
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changeset | 217 | |
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changeset | 218 | lemma abs_summable_on_nat_iff: | 
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changeset | 219 | "f abs_summable_on (A :: nat set) \<longleftrightarrow> summable (\<lambda>n. if n \<in> A then norm (f n) else 0)" | 
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changeset | 220 | proof - | 
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changeset | 221 | have "f abs_summable_on A \<longleftrightarrow> summable (\<lambda>x. norm (if x \<in> A then f x else 0))" | 
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changeset | 222 | by (subst abs_summable_on_restrict'[of _ UNIV]) | 
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changeset | 223 | (simp_all add: abs_summable_on_def integrable_count_space_nat_iff) | 
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changeset | 224 | also have "(\<lambda>x. norm (if x \<in> A then f x else 0)) = (\<lambda>x. if x \<in> A then norm (f x) else 0)" | 
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changeset | 225 | by auto | 
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changeset | 226 | finally show ?thesis . | 
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changeset | 227 | qed | 
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changeset | 228 | |
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changeset | 229 | lemma abs_summable_on_nat_iff': | 
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changeset | 230 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> summable (\<lambda>n. norm (f n))" | 
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changeset | 231 | by (subst abs_summable_on_nat_iff) auto | 
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changeset | 232 | |
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changeset | 233 | lemma nat_abs_summable_on_comparison_test: | 
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changeset | 234 |   fixes f :: "nat \<Rightarrow> 'a :: {banach, second_countable_topology}"
 | 
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changeset | 235 | assumes "g abs_summable_on I" | 
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changeset | 236 | assumes "\<And>n. \<lbrakk>n\<ge>N; n \<in> I\<rbrakk> \<Longrightarrow> norm (f n) \<le> g n" | 
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changeset | 237 | shows "f abs_summable_on I" | 
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changeset | 238 | using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test') | 
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changeset | 239 | |
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changeset | 240 | lemma abs_summable_comparison_test_ev: | 
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changeset | 241 | assumes "g abs_summable_on I" | 
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changeset | 242 | assumes "eventually (\<lambda>x. x \<in> I \<longrightarrow> norm (f x) \<le> g x) sequentially" | 
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changeset | 243 | shows "f abs_summable_on I" | 
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changeset | 244 | by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms) | 
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changeset | 245 | |
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changeset | 246 | lemma abs_summable_on_Cauchy: | 
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changeset | 247 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n. (\<Sum>x = m..<n. norm (f x)) < e)" | 
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changeset | 248 | by (simp add: abs_summable_on_nat_iff' summable_Cauchy sum_nonneg) | 
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changeset | 249 | |
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changeset | 250 | lemma abs_summable_on_finite [simp]: "finite A \<Longrightarrow> f abs_summable_on A" | 
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changeset | 251 | unfolding abs_summable_on_def by (rule integrable_count_space) | 
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changeset | 252 | |
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changeset | 253 | lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}"
 | 
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changeset | 254 | by simp | 
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changeset | 255 | |
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changeset | 256 | lemma abs_summable_on_subset: | 
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changeset | 257 | assumes "f abs_summable_on B" and "A \<subseteq> B" | 
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changeset | 258 | shows "f abs_summable_on A" | 
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changeset | 259 | unfolding abs_summable_on_altdef | 
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changeset | 260 | by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef) | 
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changeset | 261 | |
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changeset | 262 | lemma abs_summable_on_union [intro]: | 
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changeset | 263 | assumes "f abs_summable_on A" and "f abs_summable_on B" | 
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changeset | 264 | shows "f abs_summable_on (A \<union> B)" | 
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changeset | 265 | using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto | 
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changeset | 266 | |
| 66526 | 267 | lemma abs_summable_on_insert_iff [simp]: | 
| 268 | "f abs_summable_on insert x A \<longleftrightarrow> f abs_summable_on A" | |
| 269 | proof safe | |
| 270 | assume "f abs_summable_on insert x A" | |
| 271 | thus "f abs_summable_on A" | |
| 272 | by (rule abs_summable_on_subset) auto | |
| 273 | next | |
| 274 | assume "f abs_summable_on A" | |
| 275 |   from abs_summable_on_union[OF this, of "{x}"]
 | |
| 276 | show "f abs_summable_on insert x A" by simp | |
| 277 | qed | |
| 278 | ||
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changeset | 279 | lemma abs_summable_sum: | 
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changeset | 280 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 281 | shows "(\<lambda>y. \<Sum>x\<in>A. f x y) abs_summable_on B" | 
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changeset | 282 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum) | 
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changeset | 283 | |
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changeset | 284 | lemma abs_summable_Re: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Re (f x)) abs_summable_on A" | 
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changeset | 285 | by (simp add: abs_summable_on_def) | 
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changeset | 286 | |
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changeset | 287 | lemma abs_summable_Im: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Im (f x)) abs_summable_on A" | 
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changeset | 288 | by (simp add: abs_summable_on_def) | 
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changeset | 289 | |
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changeset | 290 | lemma abs_summable_on_finite_diff: | 
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changeset | 291 | assumes "f abs_summable_on A" "A \<subseteq> B" "finite (B - A)" | 
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changeset | 292 | shows "f abs_summable_on B" | 
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changeset | 293 | proof - | 
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changeset | 294 | have "f abs_summable_on (A \<union> (B - A))" | 
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changeset | 295 | by (intro abs_summable_on_union assms abs_summable_on_finite) | 
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changeset | 296 | also from assms have "A \<union> (B - A) = B" by blast | 
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changeset | 297 | finally show ?thesis . | 
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changeset | 298 | qed | 
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changeset | 299 | |
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changeset | 300 | lemma abs_summable_on_reindex_bij_betw: | 
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changeset | 301 | assumes "bij_betw g A B" | 
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changeset | 302 | shows "(\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on B" | 
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changeset | 303 | proof - | 
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changeset | 304 | have *: "count_space B = distr (count_space A) (count_space B) g" | 
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changeset | 305 | by (rule distr_bij_count_space [symmetric]) fact | 
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changeset | 306 | show ?thesis unfolding abs_summable_on_def | 
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changeset | 307 | by (subst *, subst integrable_distr_eq[of _ _ "count_space B"]) | 
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changeset | 308 | (insert assms, auto simp: bij_betw_def) | 
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changeset | 309 | qed | 
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changeset | 310 | |
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changeset | 311 | lemma abs_summable_on_reindex: | 
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changeset | 312 | assumes "(\<lambda>x. f (g x)) abs_summable_on A" | 
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changeset | 313 | shows "f abs_summable_on (g ` A)" | 
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changeset | 314 | proof - | 
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changeset | 315 | define g' where "g' = inv_into A g" | 
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changeset | 316 | from assms have "(\<lambda>x. f (g x)) abs_summable_on (g' ` g ` A)" | 
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changeset | 317 | by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into) | 
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changeset | 318 | also have "?this \<longleftrightarrow> (\<lambda>x. f (g (g' x))) abs_summable_on (g ` A)" unfolding g'_def | 
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changeset | 319 | by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto | 
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changeset | 320 | also have "\<dots> \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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changeset | 321 | by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f) | 
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changeset | 322 | finally show ?thesis . | 
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changeset | 323 | qed | 
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changeset | 324 | |
| 66526 | 325 | lemma abs_summable_on_reindex_iff: | 
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changeset | 326 | "inj_on g A \<Longrightarrow> (\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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changeset | 327 | by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw) | 
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changeset | 328 | |
| 66526 | 329 | lemma abs_summable_on_Sigma_project2: | 
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changeset | 330 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 331 | assumes "f abs_summable_on (Sigma A B)" "x \<in> A" | 
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changeset | 332 | shows "(\<lambda>y. f (x, y)) abs_summable_on (B x)" | 
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changeset | 333 | proof - | 
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changeset | 334 |   from assms(2) have "f abs_summable_on (Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 335 | by (intro abs_summable_on_subset [OF assms(1)]) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 336 |   also have "?this \<longleftrightarrow> (\<lambda>z. f (x, snd z)) abs_summable_on (Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 337 | by (rule abs_summable_on_cong) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 338 |   finally have "(\<lambda>y. f (x, y)) abs_summable_on (snd ` Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 339 | by (rule abs_summable_on_reindex) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 340 |   also have "snd ` Sigma {x} B = B x"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 341 | using assms by (auto simp: image_iff) | 
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changeset | 342 | finally show ?thesis . | 
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changeset | 343 | qed | 
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changeset | 344 | |
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changeset | 345 | lemma abs_summable_on_Times_swap: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 346 | "f abs_summable_on A \<times> B \<longleftrightarrow> (\<lambda>(x,y). f (y,x)) abs_summable_on B \<times> A" | 
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changeset | 347 | proof - | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 348 | have bij: "bij_betw (\<lambda>(x,y). (y,x)) (B \<times> A) (A \<times> B)" | 
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changeset | 349 | by (auto simp: bij_betw_def inj_on_def) | 
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changeset | 350 | show ?thesis | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 351 | by (subst abs_summable_on_reindex_bij_betw[OF bij, of f, symmetric]) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 352 | (simp_all add: case_prod_unfold) | 
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changeset | 353 | qed | 
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changeset | 354 | |
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changeset | 355 | lemma abs_summable_on_0 [simp, intro]: "(\<lambda>_. 0) abs_summable_on A" | 
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changeset | 356 | by (simp add: abs_summable_on_def) | 
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changeset | 357 | |
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changeset | 358 | lemma abs_summable_on_uminus [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 359 | "f abs_summable_on A \<Longrightarrow> (\<lambda>x. -f x) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 360 | unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus) | 
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changeset | 361 | |
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changeset | 362 | lemma abs_summable_on_add [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 363 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 364 | shows "(\<lambda>x. f x + g x) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 365 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 366 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 367 | lemma abs_summable_on_diff [intro]: | 
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changeset | 368 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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changeset | 369 | shows "(\<lambda>x. f x - g x) abs_summable_on A" | 
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changeset | 370 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff) | 
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changeset | 371 | |
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changeset | 372 | lemma abs_summable_on_scaleR_left [intro]: | 
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changeset | 373 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 374 | shows "(\<lambda>x. f x *\<^sub>R c) abs_summable_on A" | 
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changeset | 375 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left) | 
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changeset | 376 | |
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changeset | 377 | lemma abs_summable_on_scaleR_right [intro]: | 
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changeset | 378 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 379 | shows "(\<lambda>x. c *\<^sub>R f x) abs_summable_on A" | 
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changeset | 380 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right) | 
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changeset | 381 | |
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changeset | 382 | lemma abs_summable_on_cmult_right [intro]: | 
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changeset | 383 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 384 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 385 | shows "(\<lambda>x. c * f x) abs_summable_on A" | 
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changeset | 386 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right) | 
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changeset | 387 | |
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changeset | 388 | lemma abs_summable_on_cmult_left [intro]: | 
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changeset | 389 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 390 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 391 | shows "(\<lambda>x. f x * c) abs_summable_on A" | 
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changeset | 392 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left) | 
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changeset | 393 | |
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changeset | 394 | lemma abs_summable_on_prod_PiE: | 
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changeset | 395 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
 | 
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changeset | 396 | assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
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changeset | 397 | assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x" | 
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changeset | 398 | shows "(\<lambda>g. \<Prod>x\<in>A. f x (g x)) abs_summable_on PiE A B" | 
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changeset | 399 | proof - | 
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changeset | 400 |   define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
 | 
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changeset | 401 | from assms have [simp]: "countable (B' x)" for x | 
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changeset | 402 | by (auto simp: B'_def) | 
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changeset | 403 | then interpret product_sigma_finite "count_space \<circ> B'" | 
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changeset | 404 | unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) | 
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changeset | 405 | from assms have "integrable (PiM A (count_space \<circ> B')) (\<lambda>g. \<Prod>x\<in>A. f x (g x))" | 
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changeset | 406 | by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def) | 
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changeset | 407 | also have "PiM A (count_space \<circ> B') = count_space (PiE A B')" | 
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changeset | 408 | unfolding o_def using finite by (intro count_space_PiM_finite) simp_all | 
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changeset | 409 | also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def) | 
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changeset | 410 | finally show ?thesis by (simp add: abs_summable_on_def) | 
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changeset | 411 | qed | 
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changeset | 412 | |
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changeset | 413 | |
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changeset | 414 | |
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changeset | 415 | lemma not_summable_infsetsum_eq: | 
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changeset | 416 | "\<not>f abs_summable_on A \<Longrightarrow> infsetsum f A = 0" | 
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changeset | 417 | by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq) | 
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changeset | 418 | |
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changeset | 419 | lemma infsetsum_altdef: | 
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changeset | 420 | "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f" | 
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changeset | 421 | unfolding set_lebesgue_integral_def | 
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changeset | 422 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 423 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 424 | |
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changeset | 425 | lemma infsetsum_altdef': | 
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changeset | 426 | "A \<subseteq> B \<Longrightarrow> infsetsum f A = set_lebesgue_integral (count_space B) A f" | 
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changeset | 427 | unfolding set_lebesgue_integral_def | 
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changeset | 428 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 429 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 430 | |
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changeset | 431 | lemma nn_integral_conv_infsetsum: | 
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changeset | 432 | assumes "f abs_summable_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 433 | shows "nn_integral (count_space A) f = ennreal (infsetsum f A)" | 
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changeset | 434 | using assms unfolding infsetsum_def abs_summable_on_def | 
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changeset | 435 | by (subst nn_integral_eq_integral) auto | 
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changeset | 436 | |
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changeset | 437 | lemma infsetsum_conv_nn_integral: | 
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changeset | 438 | assumes "nn_integral (count_space A) f \<noteq> \<infinity>" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 439 | shows "infsetsum f A = enn2real (nn_integral (count_space A) f)" | 
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changeset | 440 | unfolding infsetsum_def using assms | 
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changeset | 441 | by (subst integral_eq_nn_integral) auto | 
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changeset | 442 | |
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changeset | 443 | lemma infsetsum_cong [cong]: | 
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changeset | 444 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> infsetsum f A = infsetsum g B" | 
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changeset | 445 | unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto | 
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changeset | 446 | |
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changeset | 447 | lemma infsetsum_0 [simp]: "infsetsum (\<lambda>_. 0) A = 0" | 
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changeset | 448 | by (simp add: infsetsum_def) | 
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changeset | 449 | |
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changeset | 450 | lemma infsetsum_all_0: "(\<And>x. x \<in> A \<Longrightarrow> f x = 0) \<Longrightarrow> infsetsum f A = 0" | 
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changeset | 451 | by simp | 
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changeset | 452 | |
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changeset | 453 | lemma infsetsum_nonneg: "(\<And>x. x \<in> A \<Longrightarrow> f x \<ge> (0::real)) \<Longrightarrow> infsetsum f A \<ge> 0" | 
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changeset | 454 | unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto | 
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changeset | 455 | |
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changeset | 456 | lemma sum_infsetsum: | 
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changeset | 457 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 458 | shows "(\<Sum>x\<in>A. \<Sum>\<^sub>ay\<in>B. f x y) = (\<Sum>\<^sub>ay\<in>B. \<Sum>x\<in>A. f x y)" | 
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changeset | 459 | using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum) | 
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changeset | 460 | |
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changeset | 461 | lemma Re_infsetsum: "f abs_summable_on A \<Longrightarrow> Re (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Re (f x))" | 
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changeset | 462 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 463 | |
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changeset | 464 | lemma Im_infsetsum: "f abs_summable_on A \<Longrightarrow> Im (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Im (f x))" | 
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changeset | 465 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 466 | |
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changeset | 467 | lemma infsetsum_of_real: | 
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changeset | 468 | shows "infsetsum (\<lambda>x. of_real (f x) | 
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changeset | 469 |            :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A = 
 | 
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changeset | 470 | of_real (infsetsum f A)" | 
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changeset | 471 | unfolding infsetsum_def | 
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changeset | 472 | by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto | 
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changeset | 473 | |
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changeset | 474 | lemma infsetsum_finite [simp]: "finite A \<Longrightarrow> infsetsum f A = (\<Sum>x\<in>A. f x)" | 
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changeset | 475 | by (simp add: infsetsum_def lebesgue_integral_count_space_finite) | 
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changeset | 476 | |
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changeset | 477 | lemma infsetsum_nat: | 
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changeset | 478 | assumes "f abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 479 | shows "infsetsum f A = (\<Sum>n. if n \<in> A then f n else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 480 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 481 | from assms have "infsetsum f A = (\<Sum>n. indicator A n *\<^sub>R f n)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 482 | unfolding infsetsum_altdef abs_summable_on_altdef set_lebesgue_integral_def set_integrable_def | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 483 | by (subst integral_count_space_nat) auto | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 484 | also have "(\<lambda>n. indicator A n *\<^sub>R f n) = (\<lambda>n. if n \<in> A then f n else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 485 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 486 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 487 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 488 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 489 | lemma infsetsum_nat': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 490 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 491 | shows "infsetsum f UNIV = (\<Sum>n. f n)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 492 | using assms by (subst infsetsum_nat) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 493 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 494 | lemma sums_infsetsum_nat: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 495 | assumes "f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 496 | shows "(\<lambda>n. if n \<in> A then f n else 0) sums infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 497 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 498 | from assms have "summable (\<lambda>n. if n \<in> A then norm (f n) else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 499 | by (simp add: abs_summable_on_nat_iff) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 500 | also have "(\<lambda>n. if n \<in> A then norm (f n) else 0) = (\<lambda>n. norm (if n \<in> A then f n else 0))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 501 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 502 | finally have "summable (\<lambda>n. if n \<in> A then f n else 0)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 503 | by (rule summable_norm_cancel) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 504 | with assms show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 505 | by (auto simp: sums_iff infsetsum_nat) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 506 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 507 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 508 | lemma sums_infsetsum_nat': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 509 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 510 | shows "f sums infsetsum f UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 511 | using sums_infsetsum_nat [OF assms] by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 512 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 513 | lemma infsetsum_Un_disjoint: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 514 |   assumes "f abs_summable_on A" "f abs_summable_on B" "A \<inter> B = {}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 515 | shows "infsetsum f (A \<union> B) = infsetsum f A + infsetsum f B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 516 | using assms unfolding infsetsum_altdef abs_summable_on_altdef | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 517 | by (subst set_integral_Un) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 518 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 519 | lemma infsetsum_Diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 520 | assumes "f abs_summable_on B" "A \<subseteq> B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 521 | shows "infsetsum f (B - A) = infsetsum f B - infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 522 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 523 | have "infsetsum f ((B - A) \<union> A) = infsetsum f (B - A) + infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 524 | using assms(2) by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms(1)]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 525 | also from assms(2) have "(B - A) \<union> A = B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 526 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 527 | ultimately show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 528 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 529 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 530 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 531 | lemma infsetsum_Un_Int: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 532 | assumes "f abs_summable_on (A \<union> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 533 | shows "infsetsum f (A \<union> B) = infsetsum f A + infsetsum f B - infsetsum f (A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 534 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 535 | have "A \<union> B = A \<union> (B - A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 536 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 537 | also have "infsetsum f \<dots> = infsetsum f A + infsetsum f (B - A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 538 | by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 539 | also have "infsetsum f (B - A \<inter> B) = infsetsum f B - infsetsum f (A \<inter> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 540 | by (intro infsetsum_Diff abs_summable_on_subset[OF assms]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 541 | finally show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 542 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 543 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 544 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 545 | lemma infsetsum_reindex_bij_betw: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 546 | assumes "bij_betw g A B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 547 | shows "infsetsum (\<lambda>x. f (g x)) A = infsetsum f B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 548 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 549 | have *: "count_space B = distr (count_space A) (count_space B) g" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 550 | by (rule distr_bij_count_space [symmetric]) fact | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 551 | show ?thesis unfolding infsetsum_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 552 | by (subst *, subst integral_distr[of _ _ "count_space B"]) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 553 | (insert assms, auto simp: bij_betw_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 554 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 555 | |
| 68651 | 556 | theorem infsetsum_reindex: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 557 | assumes "inj_on g A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 558 | shows "infsetsum f (g ` A) = infsetsum (\<lambda>x. f (g x)) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 559 | by (intro infsetsum_reindex_bij_betw [symmetric] inj_on_imp_bij_betw assms) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 560 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 561 | lemma infsetsum_cong_neutral: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 562 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x = 0" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 563 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x = 0" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 564 | assumes "\<And>x. x \<in> A \<inter> B \<Longrightarrow> f x = g x" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 565 | shows "infsetsum f A = infsetsum g B" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 566 | unfolding infsetsum_altdef set_lebesgue_integral_def using assms | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 567 | by (intro Bochner_Integration.integral_cong refl) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 568 | (auto simp: indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 569 | |
| 66526 | 570 | lemma infsetsum_mono_neutral: | 
| 571 | fixes f g :: "'a \<Rightarrow> real" | |
| 572 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 573 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 574 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 575 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 576 | shows "infsetsum f A \<le> infsetsum g B" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 577 | using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def | 
| 66526 | 578 | by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def) | 
| 579 | ||
| 580 | lemma infsetsum_mono_neutral_left: | |
| 581 | fixes f g :: "'a \<Rightarrow> real" | |
| 582 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 583 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 584 | assumes "A \<subseteq> B" | |
| 585 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 586 | shows "infsetsum f A \<le> infsetsum g B" | |
| 587 | using \<open>A \<subseteq> B\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 588 | ||
| 589 | lemma infsetsum_mono_neutral_right: | |
| 590 | fixes f g :: "'a \<Rightarrow> real" | |
| 591 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 592 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 593 | assumes "B \<subseteq> A" | |
| 594 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 595 | shows "infsetsum f A \<le> infsetsum g B" | |
| 596 | using \<open>B \<subseteq> A\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 597 | ||
| 598 | lemma infsetsum_mono: | |
| 599 | fixes f g :: "'a \<Rightarrow> real" | |
| 600 | assumes "f abs_summable_on A" and "g abs_summable_on A" | |
| 601 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 602 | shows "infsetsum f A \<le> infsetsum g A" | |
| 603 | by (intro infsetsum_mono_neutral assms) auto | |
| 604 | ||
| 605 | lemma norm_infsetsum_bound: | |
| 606 | "norm (infsetsum f A) \<le> infsetsum (\<lambda>x. norm (f x)) A" | |
| 607 | unfolding abs_summable_on_def infsetsum_def | |
| 608 | by (rule Bochner_Integration.integral_norm_bound) | |
| 609 | ||
| 68651 | 610 | theorem infsetsum_Sigma: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 611 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 612 | assumes [simp]: "countable A" and "\<And>i. countable (B i)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 613 | assumes summable: "f abs_summable_on (Sigma A B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 614 | shows "infsetsum f (Sigma A B) = infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) (B x)) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 615 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 616 | define B' where "B' = (\<Union>i\<in>A. B i)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 617 | have [simp]: "countable B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 618 | unfolding B'_def by (intro countable_UN assms) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 619 | interpret pair_sigma_finite "count_space A" "count_space B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 620 | by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 621 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 622 | have "integrable (count_space (A \<times> B')) (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 623 | using summable | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 624 | by (metis (mono_tags, lifting) abs_summable_on_altdef abs_summable_on_def integrable_cong integrable_mult_indicator set_integrable_def sets_UNIV) | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 625 | also have "?this \<longleftrightarrow> integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>(x, y). indicator (B x) y *\<^sub>R f (x, y))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 626 | by (intro Bochner_Integration.integrable_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 627 | (auto simp: pair_measure_countable indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 628 | finally have integrable: \<dots> . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 629 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 630 | have "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) (B x)) A = | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 631 | (\<integral>x. infsetsum (\<lambda>y. f (x, y)) (B x) \<partial>count_space A)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 632 | unfolding infsetsum_def by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 633 | also have "\<dots> = (\<integral>x. \<integral>y. indicator (B x) y *\<^sub>R f (x, y) \<partial>count_space B' \<partial>count_space A)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 634 | proof (rule Bochner_Integration.integral_cong [OF refl]) | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 635 | show "\<And>x. x \<in> space (count_space A) \<Longrightarrow> | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 636 | (\<Sum>\<^sub>ay\<in>B x. f (x, y)) = LINT y|count_space B'. indicat_real (B x) y *\<^sub>R f (x, y)" | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 637 | using infsetsum_altdef'[of _ B'] | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 638 | unfolding set_lebesgue_integral_def B'_def | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 639 | by auto | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 640 | qed | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 641 | also have "\<dots> = (\<integral>(x,y). indicator (B x) y *\<^sub>R f (x, y) \<partial>(count_space A \<Otimes>\<^sub>M count_space B'))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 642 | by (subst integral_fst [OF integrable]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 643 | also have "\<dots> = (\<integral>z. indicator (Sigma A B) z *\<^sub>R f z \<partial>count_space (A \<times> B'))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 644 | by (intro Bochner_Integration.integral_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 645 | (auto simp: pair_measure_countable indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 646 | also have "\<dots> = infsetsum f (Sigma A B)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 647 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 648 | by (rule infsetsum_altdef' [symmetric]) (auto simp: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 649 | finally show ?thesis .. | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 650 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 651 | |
| 66526 | 652 | lemma infsetsum_Sigma': | 
| 653 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | |
| 654 | assumes [simp]: "countable A" and "\<And>i. countable (B i)" | |
| 655 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (Sigma A B)" | |
| 656 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) A = infsetsum (\<lambda>(x,y). f x y) (Sigma A B)" | |
| 657 | using assms by (subst infsetsum_Sigma) auto | |
| 658 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 659 | lemma infsetsum_Times: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 660 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 661 | assumes [simp]: "countable A" and "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 662 | assumes summable: "f abs_summable_on (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 663 | shows "infsetsum f (A \<times> B) = infsetsum (\<lambda>x. infsetsum (\<lambda>y. f (x, y)) B) A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 664 | using assms by (subst infsetsum_Sigma) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 665 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 666 | lemma infsetsum_Times': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 667 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 668 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {banach, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 669 | assumes [simp]: "countable A" and [simp]: "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 670 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 671 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>(x,y). f x y) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 672 | using assms by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 673 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 674 | lemma infsetsum_swap: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 675 | fixes A :: "'a set" and B :: "'b set" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 676 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {banach, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 677 | assumes [simp]: "countable A" and [simp]: "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 678 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on A \<times> B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 679 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>y. infsetsum (\<lambda>x. f x y) A) B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 680 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 681 | from summable have summable': "(\<lambda>(x,y). f y x) abs_summable_on B \<times> A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 682 | by (subst abs_summable_on_Times_swap) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 683 | have bij: "bij_betw (\<lambda>(x, y). (y, x)) (B \<times> A) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 684 | by (auto simp: bij_betw_def inj_on_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 685 | have "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) B) A = infsetsum (\<lambda>(x,y). f x y) (A \<times> B)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 686 | using summable by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 687 | also have "\<dots> = infsetsum (\<lambda>(x,y). f y x) (B \<times> A)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 688 | by (subst infsetsum_reindex_bij_betw[OF bij, of "\<lambda>(x,y). f x y", symmetric]) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 689 | (simp_all add: case_prod_unfold) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 690 | also have "\<dots> = infsetsum (\<lambda>y. infsetsum (\<lambda>x. f x y) A) B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 691 | using summable' by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 692 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 693 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 694 | |
| 68651 | 695 | theorem abs_summable_on_Sigma_iff: | 
| 66526 | 696 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
| 697 | shows "f abs_summable_on Sigma A B \<longleftrightarrow> | |
| 698 | (\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x) \<and> | |
| 699 | ((\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A)" | |
| 700 | proof safe | |
| 701 | define B' where "B' = (\<Union>x\<in>A. B x)" | |
| 702 | have [simp]: "countable B'" | |
| 703 | unfolding B'_def using assms by auto | |
| 704 | interpret pair_sigma_finite "count_space A" "count_space B'" | |
| 705 | by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ | |
| 706 |   {
 | |
| 707 | assume *: "f abs_summable_on Sigma A B" | |
| 708 | thus "(\<lambda>y. f (x, y)) abs_summable_on B x" if "x \<in> A" for x | |
| 709 | using that by (rule abs_summable_on_Sigma_project2) | |
| 710 | ||
| 711 | have "set_integrable (count_space (A \<times> B')) (Sigma A B) (\<lambda>z. norm (f z))" | |
| 712 | using abs_summable_on_normI[OF *] | |
| 713 | by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 714 | also have "count_space (A \<times> B') = count_space A \<Otimes>\<^sub>M count_space B'" | |
| 715 | by (simp add: pair_measure_countable) | |
| 716 | finally have "integrable (count_space A) | |
| 717 | (\<lambda>x. lebesgue_integral (count_space B') | |
| 718 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y))))" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 719 | unfolding set_integrable_def by (rule integrable_fst') | 
| 66526 | 720 | also have "?this \<longleftrightarrow> integrable (count_space A) | 
| 721 | (\<lambda>x. lebesgue_integral (count_space B') | |
| 722 | (\<lambda>y. indicator (B x) y *\<^sub>R norm (f (x, y))))" | |
| 723 | by (intro integrable_cong refl) (simp_all add: indicator_def) | |
| 724 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x))" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 725 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66526 | 726 | by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def) | 
| 727 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A" | |
| 728 | by (simp add: abs_summable_on_def) | |
| 729 | finally show \<dots> . | |
| 730 | } | |
| 731 |   {
 | |
| 732 | assume *: "\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 733 | assume "(\<lambda>x. \<Sum>\<^sub>ay\<in>B x. norm (f (x, y))) abs_summable_on A" | |
| 734 | also have "?this \<longleftrightarrow> (\<lambda>x. \<integral>y\<in>B x. norm (f (x, y)) \<partial>count_space B') abs_summable_on A" | |
| 735 | by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def) | |
| 736 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. \<integral>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y)) \<partial>count_space B') | |
| 737 | abs_summable_on A" (is "_ \<longleftrightarrow> ?h abs_summable_on _") | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 738 | unfolding set_lebesgue_integral_def | 
| 66526 | 739 | by (intro abs_summable_on_cong) (auto simp: indicator_def) | 
| 740 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) ?h" | |
| 741 | by (simp add: abs_summable_on_def) | |
| 742 | finally have **: \<dots> . | |
| 743 | ||
| 744 | have "integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | |
| 745 | proof (rule Fubini_integrable, goal_cases) | |
| 746 | case 3 | |
| 747 |       {
 | |
| 748 | fix x assume x: "x \<in> A" | |
| 749 | with * have "(\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 750 | by blast | |
| 751 | also have "?this \<longleftrightarrow> integrable (count_space B') | |
| 752 | (\<lambda>y. indicator (B x) y *\<^sub>R f (x, y))" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 753 | unfolding set_integrable_def [symmetric] | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 754 | using x by (intro abs_summable_on_altdef') (auto simp: B'_def) | 
| 66526 | 755 | also have "(\<lambda>y. indicator (B x) y *\<^sub>R f (x, y)) = | 
| 756 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" | |
| 757 | using x by (auto simp: indicator_def) | |
| 758 | finally have "integrable (count_space B') | |
| 759 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" . | |
| 760 | } | |
| 761 | thus ?case by (auto simp: AE_count_space) | |
| 762 | qed (insert **, auto simp: pair_measure_countable) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 763 | moreover have "count_space A \<Otimes>\<^sub>M count_space B' = count_space (A \<times> B')" | 
| 66526 | 764 | by (simp add: pair_measure_countable) | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 765 | moreover have "set_integrable (count_space (A \<times> B')) (Sigma A B) f \<longleftrightarrow> | 
| 66526 | 766 | f abs_summable_on Sigma A B" | 
| 767 | by (rule abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 768 | ultimately show "f abs_summable_on Sigma A B" | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 769 | by (simp add: set_integrable_def) | 
| 66526 | 770 | } | 
| 771 | qed | |
| 772 | ||
| 773 | lemma abs_summable_on_Sigma_project1: | |
| 774 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 775 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 776 | shows "(\<lambda>x. infsetsum (\<lambda>y. norm (f x y)) (B x)) abs_summable_on A" | |
| 777 | using assms by (subst (asm) abs_summable_on_Sigma_iff) auto | |
| 778 | ||
| 779 | lemma abs_summable_on_Sigma_project1': | |
| 780 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 781 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 782 | shows "(\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) abs_summable_on A" | |
| 783 | by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]] | |
| 784 | norm_infsetsum_bound) | |
| 785 | ||
| 68651 | 786 | theorem infsetsum_prod_PiE: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 787 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 788 | assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 789 | assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 790 | shows "infsetsum (\<lambda>g. \<Prod>x\<in>A. f x (g x)) (PiE A B) = (\<Prod>x\<in>A. infsetsum (f x) (B x))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 791 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 792 |   define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 793 | from assms have [simp]: "countable (B' x)" for x | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 794 | by (auto simp: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 795 | then interpret product_sigma_finite "count_space \<circ> B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 796 | unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 797 | have "infsetsum (\<lambda>g. \<Prod>x\<in>A. f x (g x)) (PiE A B) = | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 798 | (\<integral>g. (\<Prod>x\<in>A. f x (g x)) \<partial>count_space (PiE A B))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 799 | by (simp add: infsetsum_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 800 | also have "PiE A B = PiE A B'" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 801 | by (intro PiE_cong) (simp_all add: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 802 | hence "count_space (PiE A B) = count_space (PiE A B')" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 803 | by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 804 | also have "\<dots> = PiM A (count_space \<circ> B')" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 805 | unfolding o_def using finite by (intro count_space_PiM_finite [symmetric]) simp_all | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 806 | also have "(\<integral>g. (\<Prod>x\<in>A. f x (g x)) \<partial>\<dots>) = (\<Prod>x\<in>A. infsetsum (f x) (B' x))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 807 | by (subst product_integral_prod) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 808 | (insert summable finite, simp_all add: infsetsum_def B'_def abs_summable_on_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 809 | also have "\<dots> = (\<Prod>x\<in>A. infsetsum (f x) (B x))" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 810 | by (intro prod.cong refl) (simp_all add: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 811 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 812 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 813 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 814 | lemma infsetsum_uminus: "infsetsum (\<lambda>x. -f x) A = -infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 815 | unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 816 | by (rule Bochner_Integration.integral_minus) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 817 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 818 | lemma infsetsum_add: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 819 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 820 | shows "infsetsum (\<lambda>x. f x + g x) A = infsetsum f A + infsetsum g A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 821 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 822 | by (rule Bochner_Integration.integral_add) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 823 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 824 | lemma infsetsum_diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 825 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 826 | shows "infsetsum (\<lambda>x. f x - g x) A = infsetsum f A - infsetsum g A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 827 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 828 | by (rule Bochner_Integration.integral_diff) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 829 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 830 | lemma infsetsum_scaleR_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 831 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 832 | shows "infsetsum (\<lambda>x. f x *\<^sub>R c) A = infsetsum f A *\<^sub>R c" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 833 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 834 | by (rule Bochner_Integration.integral_scaleR_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 835 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 836 | lemma infsetsum_scaleR_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 837 | "infsetsum (\<lambda>x. c *\<^sub>R f x) A = c *\<^sub>R infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 838 | unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 839 | by (subst Bochner_Integration.integral_scaleR_right) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 840 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 841 | lemma infsetsum_cmult_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 842 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 843 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 844 | shows "infsetsum (\<lambda>x. f x * c) A = infsetsum f A * c" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 845 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 846 | by (rule Bochner_Integration.integral_mult_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 847 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 848 | lemma infsetsum_cmult_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 849 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 850 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 851 | shows "infsetsum (\<lambda>x. c * f x) A = c * infsetsum f A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 852 | using assms unfolding infsetsum_def abs_summable_on_def | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 853 | by (rule Bochner_Integration.integral_mult_right) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 854 | |
| 66526 | 855 | lemma infsetsum_cdiv: | 
| 856 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_field, second_countable_topology}"
 | |
| 857 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | |
| 858 | shows "infsetsum (\<lambda>x. f x / c) A = infsetsum f A / c" | |
| 859 | using assms unfolding infsetsum_def abs_summable_on_def by auto | |
| 860 | ||
| 861 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 862 | (* TODO Generalise with bounded_linear *) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 863 | |
| 66526 | 864 | lemma | 
| 865 |   fixes f :: "'a \<Rightarrow> 'c :: {banach, real_normed_field, second_countable_topology}"
 | |
| 866 | assumes [simp]: "countable A" and [simp]: "countable B" | |
| 867 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 868 | shows abs_summable_on_product: "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 869 | and infsetsum_product: "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = | |
| 870 | infsetsum f A * infsetsum g B" | |
| 871 | proof - | |
| 872 | from assms show "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 873 | by (subst abs_summable_on_Sigma_iff) | |
| 874 | (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right) | |
| 875 | with assms show "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = infsetsum f A * infsetsum g B" | |
| 876 | by (subst infsetsum_Sigma) | |
| 877 | (auto simp: infsetsum_cmult_left infsetsum_cmult_right) | |
| 878 | qed | |
| 879 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 880 | end |