src/HOL/Analysis/Infinite_Set_Sum.thy
author wenzelm
Mon, 11 Sep 2023 19:30:48 +0200
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(*
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  Title:    HOL/Analysis/Infinite_Set_Sum.thy
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  Author:   Manuel Eberl, TU München
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  A theory of sums over possible infinite sets. (Only works for absolute summability)
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*)
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section \<open>Sums over Infinite Sets\<close>
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theory Infinite_Set_Sum
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  imports Set_Integral Infinite_Sum
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begin
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(*
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  WARNING! This file is considered obsolete and will, in the long run, be replaced with
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  the more general "Infinite_Sum".
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*)
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text \<open>Conflicting notation from \<^theory>\<open>HOL-Analysis.Infinite_Sum\<close>\<close>
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no_notation Infinite_Sum.abs_summable_on (infixr "abs'_summable'_on" 46)
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(* TODO Move *)
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lemma sets_eq_countable:
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  assumes "countable A" "space M = A" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M"
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  shows   "sets M = Pow A"
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proof (intro equalityI subsetI)
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  fix X assume "X \<in> Pow A"
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  hence "(\<Union>x\<in>X. {x}) \<in> sets M"
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    by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3))
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  also have "(\<Union>x\<in>X. {x}) = X" by auto
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  finally show "X \<in> sets M" .
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next
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  fix X assume "X \<in> sets M"
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  from sets.sets_into_space[OF this] and assms
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    show "X \<in> Pow A" by simp
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qed
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lemma measure_eqI_countable':
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  assumes spaces: "space M = A" "space N = A"
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  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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  assumes A: "countable A"
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  assumes eq: "\<And>a. a \<in> A \<Longrightarrow> emeasure M {a} = emeasure N {a}"
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  shows "M = N"
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proof (rule measure_eqI_countable)
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  show "sets M = Pow A"
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    by (intro sets_eq_countable assms)
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  show "sets N = Pow A"
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    by (intro sets_eq_countable assms)
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qed fact+
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lemma count_space_PiM_finite:
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  fixes B :: "'a \<Rightarrow> 'b set"
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  assumes "finite A" "\<And>i. countable (B i)"
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  shows   "PiM A (\<lambda>i. count_space (B i)) = count_space (PiE A B)"
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proof (rule measure_eqI_countable')
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  show "space (PiM A (\<lambda>i. count_space (B i))) = PiE A B"
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    by (simp add: space_PiM)
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  show "space (count_space (PiE A B)) = PiE A B" by simp
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next
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  fix f assume f: "f \<in> PiE A B"
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  hence "PiE A (\<lambda>x. {f x}) \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))"
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    by (intro sets_PiM_I_finite assms) auto
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  also from f have "PiE A (\<lambda>x. {f x}) = {f}"
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    by (intro PiE_singleton) (auto simp: PiE_def)
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  finally show "{f} \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))" .
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next
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  interpret product_sigma_finite "(\<lambda>i. count_space (B i))"
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    by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms)
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  thm sigma_finite_measure_count_space
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  fix f assume f: "f \<in> PiE A B"
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  hence "{f} = PiE A (\<lambda>x. {f x})"
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    by (intro PiE_singleton [symmetric]) (auto simp: PiE_def)
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  also have "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) \<dots> =
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               (\<Prod>i\<in>A. emeasure (count_space (B i)) {f i})"
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    using f assms by (subst emeasure_PiM) auto
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  also have "\<dots> = (\<Prod>i\<in>A. 1)"
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    by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto)
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  also have "\<dots> = emeasure (count_space (PiE A B)) {f}"
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    using f by (subst emeasure_count_space_finite) auto
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  finally show "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) {f} =
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                  emeasure (count_space (Pi\<^sub>E A B)) {f}" .
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qed (simp_all add: countable_PiE assms)
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definition\<^marker>\<open>tag important\<close> abs_summable_on ::
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    "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> bool"
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    (infix "abs'_summable'_on" 50)
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 where
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   "f abs_summable_on A \<longleftrightarrow> integrable (count_space A) f"
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definition\<^marker>\<open>tag important\<close> infsetsum ::
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    "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> 'b"
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 where
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   "infsetsum f A = lebesgue_integral (count_space A) f"
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syntax (ASCII)
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  "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
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syntax
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  "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  ("(2\<Sum>\<^sub>a_\<in>_./ _)" [0, 51, 10] 10)
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translations \<comment> \<open>Beware of argument permutation!\<close>
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  "\<Sum>\<^sub>ai\<in>A. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) A"
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syntax (ASCII)
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  "_uinfsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
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syntax
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  "_uinfsetsum" :: "pttrn \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  ("(2\<Sum>\<^sub>a_./ _)" [0, 10] 10)
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translations \<comment> \<open>Beware of argument permutation!\<close>
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diff changeset
   113
  "\<Sum>\<^sub>ai. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) (CONST UNIV)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   114
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   115
syntax (ASCII)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   116
  "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   117
  ("(3INFSETSUM _ |/ _./ _)" [0, 0, 10] 10)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   118
syntax
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   119
  "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   120
  ("(2\<Sum>\<^sub>a_ | (_)./ _)" [0, 0, 10] 10)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   121
translations
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   122
  "\<Sum>\<^sub>ax|P. t" => "CONST infsetsum (\<lambda>x. t) {x. P}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   123
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   124
print_translation \<open>
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   125
let
69597
ff784d5a5bfb isabelle update -u control_cartouches;
wenzelm
parents: 69517
diff changeset
   126
  fun sum_tr' [Abs (x, Tx, t), Const (\<^const_syntax>\<open>Collect\<close>, _) $ Abs (y, Ty, P)] =
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   127
        if x <> y then raise Match
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   128
        else
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   129
          let
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   130
            val x' = Syntax_Trans.mark_bound_body (x, Tx);
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   131
            val t' = subst_bound (x', t);
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   132
            val P' = subst_bound (x', P);
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   133
          in
69597
ff784d5a5bfb isabelle update -u control_cartouches;
wenzelm
parents: 69517
diff changeset
   134
            Syntax.const \<^syntax_const>\<open>_qinfsetsum\<close> $ Syntax_Trans.mark_bound_abs (x, Tx) $ P' $ t'
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   135
          end
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   136
    | sum_tr' _ = raise Match;
69597
ff784d5a5bfb isabelle update -u control_cartouches;
wenzelm
parents: 69517
diff changeset
   137
in [(\<^const_syntax>\<open>infsetsum\<close>, K sum_tr')] end
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   138
\<close>
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   139
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   140
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   141
lemma restrict_count_space_subset:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   142
  "A \<subseteq> B \<Longrightarrow> restrict_space (count_space B) A = count_space A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   143
  by (subst restrict_count_space) (simp_all add: Int_absorb2)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   144
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   145
lemma abs_summable_on_restrict:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   146
  fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   147
  assumes "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   148
  shows   "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   149
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   150
  have "count_space A = restrict_space (count_space B) A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   151
    by (rule restrict_count_space_subset [symmetric]) fact+
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   152
  also have "integrable \<dots> f \<longleftrightarrow> set_integrable (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   153
    by (simp add: integrable_restrict_space set_integrable_def)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   154
  finally show ?thesis
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   155
    unfolding abs_summable_on_def set_integrable_def .
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   156
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   157
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   158
lemma abs_summable_on_altdef: "f abs_summable_on A \<longleftrightarrow> set_integrable (count_space UNIV) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   159
  unfolding abs_summable_on_def set_integrable_def
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   160
  by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   161
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   162
lemma abs_summable_on_altdef':
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   163
  "A \<subseteq> B \<Longrightarrow> f abs_summable_on A \<longleftrightarrow> set_integrable (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   164
  unfolding abs_summable_on_def set_integrable_def
71633
07bec530f02e cleaned proofs
nipkow
parents: 70136
diff changeset
   165
  by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset sets_count_space space_count_space)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   166
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   167
lemma abs_summable_on_norm_iff [simp]:
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   168
  "(\<lambda>x. norm (f x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   169
  by (simp add: abs_summable_on_def integrable_norm_iff)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   170
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   171
lemma abs_summable_on_normI: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. norm (f x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   172
  by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   173
67268
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   174
lemma abs_summable_complex_of_real [simp]: "(\<lambda>n. complex_of_real (f n)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   175
  by (simp add: abs_summable_on_def complex_of_real_integrable_eq)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   176
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   177
lemma abs_summable_on_comparison_test:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   178
  assumes "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   179
  assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> norm (g x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   180
  shows   "f abs_summable_on A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   181
  using assms Bochner_Integration.integrable_bound[of "count_space A" g f]
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   182
  unfolding abs_summable_on_def by (auto simp: AE_count_space)
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   183
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   184
lemma abs_summable_on_comparison_test':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   185
  assumes "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   186
  assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   187
  shows   "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   188
proof (rule abs_summable_on_comparison_test[OF assms(1), of f])
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   189
  fix x assume "x \<in> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   190
  with assms(2) have "norm (f x) \<le> g x" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   191
  also have "\<dots> \<le> norm (g x)" by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   192
  finally show "norm (f x) \<le> norm (g x)" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   193
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   194
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   195
lemma abs_summable_on_cong [cong]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   196
  "(\<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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   197
  unfolding abs_summable_on_def by (intro integrable_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   198
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   199
lemma abs_summable_on_cong_neutral:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   200
  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
   201
  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
   202
  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
   203
  shows   "f abs_summable_on A \<longleftrightarrow> g abs_summable_on B"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   204
  unfolding abs_summable_on_altdef set_integrable_def using assms
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   205
  by (intro Bochner_Integration.integrable_cong refl)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   206
     (auto simp: indicator_def split: if_splits)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   207
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   208
lemma abs_summable_on_restrict':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   209
  fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   210
  assumes "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   211
  shows   "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. if x \<in> A then f x else 0) abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   212
  by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   213
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   214
lemma abs_summable_on_nat_iff:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   215
  "f abs_summable_on (A :: nat set) \<longleftrightarrow> 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
   216
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   217
  have "f abs_summable_on A \<longleftrightarrow> summable (\<lambda>x. norm (if x \<in> A then f x else 0))"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   218
    by (subst abs_summable_on_restrict'[of _ UNIV])
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   219
       (simp_all add: abs_summable_on_def integrable_count_space_nat_iff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   220
  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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   221
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   222
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   223
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   224
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   225
lemma abs_summable_on_nat_iff':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   226
  "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> summable (\<lambda>n. norm (f n))"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   227
  by (subst abs_summable_on_nat_iff) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   228
67268
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   229
lemma nat_abs_summable_on_comparison_test:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   230
  fixes f :: "nat \<Rightarrow> 'a :: {banach, second_countable_topology}"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   231
  assumes "g abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   232
  assumes "\<And>n. \<lbrakk>n\<ge>N; n \<in> I\<rbrakk> \<Longrightarrow> norm (f n) \<le> g n"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   233
  shows   "f abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   234
  using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test')
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   235
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   236
lemma abs_summable_comparison_test_ev:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   237
  assumes "g abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   238
  assumes "eventually (\<lambda>x. x \<in> I \<longrightarrow> norm (f x) \<le> g x) sequentially"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   239
  shows   "f abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   240
  by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   241
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   242
lemma abs_summable_on_Cauchy:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   243
  "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)"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   244
  by (simp add: abs_summable_on_nat_iff' summable_Cauchy sum_nonneg)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   245
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   246
lemma abs_summable_on_finite [simp]: "finite A \<Longrightarrow> f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   247
  unfolding abs_summable_on_def by (rule integrable_count_space)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   248
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   249
lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   250
  by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   251
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   252
lemma abs_summable_on_subset:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   253
  assumes "f abs_summable_on B" and "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   254
  shows   "f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   255
  unfolding abs_summable_on_altdef
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   256
  by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   257
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   258
lemma abs_summable_on_union [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   259
  assumes "f abs_summable_on A" and "f abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   260
  shows   "f abs_summable_on (A \<union> B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   261
  using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   262
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   263
lemma abs_summable_on_insert_iff [simp]:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   264
  "f abs_summable_on insert x A \<longleftrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   265
proof safe
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   266
  assume "f abs_summable_on insert x A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   267
  thus "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   268
    by (rule abs_summable_on_subset) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   269
next
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   270
  assume "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   271
  from abs_summable_on_union[OF this, of "{x}"]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   272
    show "f abs_summable_on insert x A" by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   273
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   274
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   275
lemma abs_summable_sum:
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   276
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   277
  shows   "(\<lambda>y. \<Sum>x\<in>A. f x y) abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   278
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   279
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   280
lemma abs_summable_Re: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Re (f x)) abs_summable_on A"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   281
  by (simp add: abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   282
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   283
lemma abs_summable_Im: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Im (f x)) abs_summable_on A"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   284
  by (simp add: abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   285
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   286
lemma abs_summable_on_finite_diff:
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   287
  assumes "f abs_summable_on A" "A \<subseteq> B" "finite (B - A)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   288
  shows   "f abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   289
proof -
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   290
  have "f abs_summable_on (A \<union> (B - A))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   291
    by (intro abs_summable_on_union assms abs_summable_on_finite)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   292
  also from assms have "A \<union> (B - A) = B" by blast
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   293
  finally show ?thesis .
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   294
qed
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   295
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   296
lemma abs_summable_on_reindex_bij_betw:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   297
  assumes "bij_betw g A B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   298
  shows   "(\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   299
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   300
  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
   301
    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
   302
  show ?thesis unfolding abs_summable_on_def
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   303
    by (subst *, subst integrable_distr_eq[of _ _ "count_space B"])
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   304
       (insert assms, auto simp: bij_betw_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   305
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   306
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   307
lemma abs_summable_on_reindex:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   308
  assumes "(\<lambda>x. f (g x)) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   309
  shows   "f abs_summable_on (g ` A)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   310
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   311
  define g' where "g' = inv_into A g"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   312
  from assms have "(\<lambda>x. f (g x)) abs_summable_on (g' ` g ` A)"
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   313
    by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   314
  also have "?this \<longleftrightarrow> (\<lambda>x. f (g (g' x))) abs_summable_on (g ` A)" unfolding g'_def
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   315
    by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   316
  also have "\<dots> \<longleftrightarrow> f abs_summable_on (g ` A)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   317
    by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   318
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   319
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   320
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   321
lemma abs_summable_on_reindex_iff:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   322
  "inj_on g A \<Longrightarrow> (\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on (g ` A)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   323
  by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   324
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   325
lemma abs_summable_on_Sigma_project2:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   326
  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
   327
  assumes "f abs_summable_on (Sigma A B)" "x \<in> A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   328
  shows   "(\<lambda>y. f (x, y)) abs_summable_on (B x)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   329
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   330
  from assms(2) have "f abs_summable_on (Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   331
    by (intro 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
   332
  also have "?this \<longleftrightarrow> (\<lambda>z. f (x, snd z)) abs_summable_on (Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   333
    by (rule abs_summable_on_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   334
  finally have "(\<lambda>y. f (x, y)) abs_summable_on (snd ` Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   335
    by (rule abs_summable_on_reindex)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   336
  also have "snd ` Sigma {x} B = B x"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   337
    using assms by (auto simp: image_iff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   338
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   339
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   340
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   341
lemma abs_summable_on_Times_swap:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   342
  "f abs_summable_on A \<times> B \<longleftrightarrow> (\<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
   343
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   344
  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
   345
    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
   346
  show ?thesis
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   347
    by (subst abs_summable_on_reindex_bij_betw[OF bij, of f, symmetric])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   348
       (simp_all add: case_prod_unfold)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   349
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   350
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   351
lemma abs_summable_on_0 [simp, intro]: "(\<lambda>_. 0) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   352
  by (simp add: abs_summable_on_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   353
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   354
lemma abs_summable_on_uminus [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   355
  "f abs_summable_on A \<Longrightarrow> (\<lambda>x. -f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   356
  unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   357
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   358
lemma abs_summable_on_add [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   359
  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
   360
  shows   "(\<lambda>x. f x + g x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   361
  using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   362
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   363
lemma abs_summable_on_diff [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   364
  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
   365
  shows   "(\<lambda>x. f x - g x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   366
  using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   367
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   368
lemma abs_summable_on_scaleR_left [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   369
  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
   370
  shows   "(\<lambda>x. f x *\<^sub>R c) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   371
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   372
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   373
lemma abs_summable_on_scaleR_right [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   374
  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
   375
  shows   "(\<lambda>x. c *\<^sub>R f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   376
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   377
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   378
lemma abs_summable_on_cmult_right [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   379
  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
   380
  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
   381
  shows   "(\<lambda>x. c * f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   382
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   383
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   384
lemma abs_summable_on_cmult_left [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   385
  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
   386
  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
   387
  shows   "(\<lambda>x. f x * c) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   388
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   389
66568
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   390
lemma abs_summable_on_prod_PiE:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   391
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   392
  assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   393
  assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   394
  shows   "(\<lambda>g. \<Prod>x\<in>A. f x (g x)) abs_summable_on PiE A B"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   395
proof -
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   396
  define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   397
  from assms have [simp]: "countable (B' x)" for x
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   398
    by (auto simp: B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   399
  then interpret product_sigma_finite "count_space \<circ> B'"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   400
    unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   401
  from assms have "integrable (PiM A (count_space \<circ> B')) (\<lambda>g. \<Prod>x\<in>A. f x (g x))"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   402
    by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   403
  also have "PiM A (count_space \<circ> B') = count_space (PiE A B')"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   404
    unfolding o_def using finite by (intro count_space_PiM_finite) simp_all
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   405
  also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   406
  finally show ?thesis by (simp add: abs_summable_on_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   407
qed
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   408
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   409
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   410
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   411
lemma not_summable_infsetsum_eq:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   412
  "\<not>f abs_summable_on A \<Longrightarrow> infsetsum f A = 0"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   413
  by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   414
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   415
lemma infsetsum_altdef:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   416
  "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   417
  unfolding set_lebesgue_integral_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   418
  by (subst integral_restrict_space [symmetric])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   419
     (auto simp: restrict_count_space_subset infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   420
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   421
lemma infsetsum_altdef':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   422
  "A \<subseteq> B \<Longrightarrow> infsetsum f A = set_lebesgue_integral (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   423
  unfolding set_lebesgue_integral_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   424
  by (subst integral_restrict_space [symmetric])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   425
     (auto simp: restrict_count_space_subset infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   426
66568
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   427
lemma nn_integral_conv_infsetsum:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   428
  assumes "f abs_summable_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   429
  shows   "nn_integral (count_space A) f = ennreal (infsetsum f A)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   430
  using assms unfolding infsetsum_def abs_summable_on_def
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   431
  by (subst nn_integral_eq_integral) auto
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   432
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   433
lemma infsetsum_conv_nn_integral:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   434
  assumes "nn_integral (count_space A) f \<noteq> \<infinity>" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   435
  shows   "infsetsum f A = enn2real (nn_integral (count_space A) f)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   436
  unfolding infsetsum_def using assms
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   437
  by (subst integral_eq_nn_integral) auto
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   438
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   439
lemma infsetsum_cong [cong]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   440
  "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> infsetsum f A = infsetsum g B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   441
  unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   442
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   443
lemma infsetsum_0 [simp]: "infsetsum (\<lambda>_. 0) A = 0"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   444
  by (simp add: infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   445
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   446
lemma infsetsum_all_0: "(\<And>x. x \<in> A \<Longrightarrow> f x = 0) \<Longrightarrow> infsetsum f A = 0"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   447
  by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   448
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   449
lemma infsetsum_nonneg: "(\<And>x. x \<in> A \<Longrightarrow> f x \<ge> (0::real)) \<Longrightarrow> infsetsum f A \<ge> 0"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   450
  unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   451
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   452
lemma sum_infsetsum:
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   453
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   454
  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)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   455
  using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   456
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   457
lemma Re_infsetsum: "f abs_summable_on A \<Longrightarrow> Re (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Re (f x))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   458
  by (simp add: infsetsum_def abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   459
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   460
lemma Im_infsetsum: "f abs_summable_on A \<Longrightarrow> Im (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Im (f x))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   461
  by (simp add: infsetsum_def abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   462
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   463
lemma infsetsum_of_real:
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   464
  shows "infsetsum (\<lambda>x. of_real (f x)
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   465
           :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A =
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   466
             of_real (infsetsum f A)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   467
  unfolding infsetsum_def
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   468
  by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   469
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   470
lemma infsetsum_finite [simp]: "finite A \<Longrightarrow> infsetsum f A = (\<Sum>x\<in>A. f x)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   471
  by (simp add: infsetsum_def lebesgue_integral_count_space_finite)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   472
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   473
lemma infsetsum_nat:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   474
  assumes "f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   475
  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
   476
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   477
  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: 67268
diff changeset
   478
    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: 67268
diff changeset
   479
 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
   480
  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
   481
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   482
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   483
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   484
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   485
lemma infsetsum_nat':
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   486
  assumes "f abs_summable_on UNIV"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   487
  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
   488
  using assms by (subst infsetsum_nat) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   489
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   490
lemma sums_infsetsum_nat:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   491
  assumes "f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   492
  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
   493
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   494
  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
   495
    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
   496
  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
   497
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   498
  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
   499
    by (rule summable_norm_cancel)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   500
  with assms show ?thesis
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   501
    by (auto simp: sums_iff infsetsum_nat)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   502
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   503
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   504
lemma sums_infsetsum_nat':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   505
  assumes "f abs_summable_on UNIV"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   506
  shows   "f sums infsetsum f UNIV"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   507
  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
   508
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   509
lemma infsetsum_Un_disjoint:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   510
  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
   511
  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
   512
  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
   513
  by (subst set_integral_Un) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   514
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   515
lemma infsetsum_Diff:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   516
  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
   517
  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
   518
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   519
  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
   520
    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
   521
  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
   522
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   523
  ultimately show ?thesis
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   524
    by (simp add: algebra_simps)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   525
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   526
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   527
lemma infsetsum_Un_Int:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   528
  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
   529
  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
   530
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   531
  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
   532
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   533
  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
   534
    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
   535
  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
   536
    by (intro infsetsum_Diff abs_summable_on_subset[OF assms]) auto
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   537
  finally show ?thesis
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   538
    by (simp add: algebra_simps)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   539
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   540
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   541
lemma infsetsum_reindex_bij_betw:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   542
  assumes "bij_betw g A B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   543
  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
   544
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   545
  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
   546
    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
   547
  show ?thesis unfolding infsetsum_def
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   548
    by (subst *, subst integral_distr[of _ _ "count_space B"])
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   549
       (insert assms, auto simp: bij_betw_def)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   550
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   551
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   552
theorem infsetsum_reindex:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   553
  assumes "inj_on g A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   554
  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
   555
  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
   556
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   557
lemma infsetsum_cong_neutral:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   558
  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
   559
  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
   560
  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
   561
  shows   "infsetsum f A = infsetsum g B"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   562
  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
   563
  by (intro Bochner_Integration.integral_cong refl)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   564
     (auto simp: indicator_def split: if_splits)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   565
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   566
lemma infsetsum_mono_neutral:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   567
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   568
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   569
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   570
  assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   571
  assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   572
  shows   "infsetsum f A \<le> infsetsum g B"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   573
  using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   574
  by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   575
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   576
lemma infsetsum_mono_neutral_left:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   577
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   578
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   579
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   580
  assumes "A \<subseteq> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   581
  assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   582
  shows   "infsetsum f A \<le> infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   583
  using \<open>A \<subseteq> B\<close> by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   584
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   585
lemma infsetsum_mono_neutral_right:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   586
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   587
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   588
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   589
  assumes "B \<subseteq> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   590
  assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   591
  shows   "infsetsum f A \<le> infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   592
  using \<open>B \<subseteq> A\<close> by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   593
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   594
lemma infsetsum_mono:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   595
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   596
  assumes "f abs_summable_on A" and "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   597
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   598
  shows   "infsetsum f A \<le> infsetsum g A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   599
  by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   600
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   601
lemma norm_infsetsum_bound:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   602
  "norm (infsetsum f A) \<le> infsetsum (\<lambda>x. norm (f x)) A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   603
  unfolding abs_summable_on_def infsetsum_def
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   604
  by (rule Bochner_Integration.integral_norm_bound)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   605
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   606
theorem infsetsum_Sigma:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   607
  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
   608
  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
   609
  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
   610
  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
   611
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   612
  define B' where "B' = (\<Union>i\<in>A. B i)"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   613
  have [simp]: "countable B'"
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   614
    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
   615
  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
   616
    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
   617
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   618
  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: 67268
diff changeset
   619
    using summable
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   620
    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
   621
  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
   622
    by (intro Bochner_Integration.integrable_cong)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   623
       (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
   624
  finally have integrable: \<dots> .
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   625
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   626
  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
   627
          (\<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
   628
    unfolding infsetsum_def by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   629
  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: 67268
diff changeset
   630
  proof (rule Bochner_Integration.integral_cong [OF refl])
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   631
    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: 67268
diff changeset
   632
         (\<Sum>\<^sub>ay\<in>B x. f (x, y)) = LINT y|count_space B'. indicat_real (B x) y *\<^sub>R f (x, y)"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   633
      using infsetsum_altdef'[of _ B']
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   634
      unfolding set_lebesgue_integral_def B'_def
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   635
      by auto
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   636
  qed
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   637
  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
   638
    by (subst integral_fst [OF integrable]) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   639
  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
   640
    by (intro Bochner_Integration.integral_cong)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   641
       (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
   642
  also have "\<dots> = infsetsum f (Sigma A B)"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   643
    unfolding set_lebesgue_integral_def [symmetric]
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   644
    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
   645
  finally show ?thesis ..
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   646
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   647
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   648
lemma infsetsum_Sigma':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   649
  fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   650
  assumes [simp]: "countable A" and "\<And>i. countable (B i)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   651
  assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (Sigma A B)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   652
  shows   "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) A = infsetsum (\<lambda>(x,y). f x y) (Sigma A B)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   653
  using assms by (subst infsetsum_Sigma) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   654
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   655
lemma infsetsum_Times:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   656
  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
   657
  assumes [simp]: "countable A" and "countable B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   658
  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
   659
  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
   660
  using assms by (subst infsetsum_Sigma) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   661
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   662
lemma infsetsum_Times':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   663
  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
   664
  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
   665
  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
   666
  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
   667
  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
   668
  using assms by (subst infsetsum_Times) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   669
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   670
lemma infsetsum_swap:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   671
  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
   672
  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
   673
  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
   674
  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
   675
  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
   676
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   677
  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
   678
    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
   679
  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
   680
    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
   681
  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
   682
    using summable by (subst infsetsum_Times) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   683
  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
   684
    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
   685
       (simp_all add: case_prod_unfold)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   686
  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
   687
    using summable' by (subst infsetsum_Times) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   688
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   689
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   690
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   691
theorem abs_summable_on_Sigma_iff:
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   692
  assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   693
  shows   "f abs_summable_on Sigma A B \<longleftrightarrow>
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   694
             (\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x) \<and>
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   695
             ((\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   696
proof safe
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   697
  define B' where "B' = (\<Union>x\<in>A. B x)"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   698
  have [simp]: "countable B'"
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   699
    unfolding B'_def using assms by auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   700
  interpret pair_sigma_finite "count_space A" "count_space B'"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   701
    by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   702
  {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   703
    assume *: "f abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   704
    thus "(\<lambda>y. f (x, y)) abs_summable_on B x" if "x \<in> A" for x
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   705
      using that by (rule abs_summable_on_Sigma_project2)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   706
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   707
    have "set_integrable (count_space (A \<times> B')) (Sigma A B) (\<lambda>z. norm (f z))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   708
      using abs_summable_on_normI[OF *]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   709
      by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   710
    also have "count_space (A \<times> B') = count_space A \<Otimes>\<^sub>M count_space B'"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   711
      by (simp add: pair_measure_countable)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   712
    finally have "integrable (count_space A)
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   713
                    (\<lambda>x. lebesgue_integral (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   714
                      (\<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: 67268
diff changeset
   715
      unfolding set_integrable_def by (rule integrable_fst')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   716
    also have "?this \<longleftrightarrow> integrable (count_space A)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   717
                    (\<lambda>x. lebesgue_integral (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   718
                      (\<lambda>y. indicator (B x) y *\<^sub>R norm (f (x, y))))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   719
      by (intro integrable_cong refl) (simp_all add: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   720
    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: 67268
diff changeset
   721
      unfolding set_lebesgue_integral_def [symmetric]
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   722
      by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   723
    also have "\<dots> \<longleftrightarrow> (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   724
      by (simp add: abs_summable_on_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   725
    finally show \<dots> .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   726
  }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   727
  {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   728
    assume *: "\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   729
    assume "(\<lambda>x. \<Sum>\<^sub>ay\<in>B x. norm (f (x, y))) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   730
    also have "?this \<longleftrightarrow> (\<lambda>x. \<integral>y\<in>B x. norm (f (x, y)) \<partial>count_space B') abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   731
      by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   732
    also have "\<dots> \<longleftrightarrow> (\<lambda>x. \<integral>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y)) \<partial>count_space B')
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   733
                        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: 67268
diff changeset
   734
      unfolding set_lebesgue_integral_def
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   735
      by (intro abs_summable_on_cong) (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   736
    also have "\<dots> \<longleftrightarrow> integrable (count_space A) ?h"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   737
      by (simp add: abs_summable_on_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   738
    finally have **: \<dots> .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   739
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   740
    have "integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   741
    proof (rule Fubini_integrable, goal_cases)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   742
      case 3
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   743
      {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   744
        fix x assume x: "x \<in> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   745
        with * have "(\<lambda>y. f (x, y)) abs_summable_on B x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   746
          by blast
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   747
        also have "?this \<longleftrightarrow> integrable (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   748
                      (\<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: 67268
diff changeset
   749
          unfolding set_integrable_def [symmetric]
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   750
         using x by (intro abs_summable_on_altdef') (auto simp: B'_def)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   751
        also have "(\<lambda>y. indicator (B x) y *\<^sub>R f (x, y)) =
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   752
                     (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   753
          using x by (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   754
        finally have "integrable (count_space B')
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   755
                        (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   756
      }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   757
      thus ?case by (auto simp: AE_count_space)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   758
    qed (insert **, auto simp: pair_measure_countable)
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   759
    moreover have "count_space A \<Otimes>\<^sub>M count_space B' = count_space (A \<times> B')"
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   760
      by (simp add: pair_measure_countable)
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   761
    moreover have "set_integrable (count_space (A \<times> B')) (Sigma A B) f \<longleftrightarrow>
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   762
                 f abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   763
      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: 67268
diff changeset
   764
    ultimately show "f abs_summable_on Sigma A B"
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   765
      by (simp add: set_integrable_def)
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   766
  }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   767
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   768
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   769
lemma abs_summable_on_Sigma_project1:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   770
  assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   771
  assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   772
  shows   "(\<lambda>x. infsetsum (\<lambda>y. norm (f x y)) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   773
  using assms by (subst (asm) abs_summable_on_Sigma_iff) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   774
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   775
lemma abs_summable_on_Sigma_project1':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   776
  assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   777
  assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   778
  shows   "(\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   779
  by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   780
        norm_infsetsum_bound)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   781
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   782
theorem infsetsum_prod_PiE:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   783
  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
   784
  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
   785
  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
   786
  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
   787
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   788
  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
   789
  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
   790
    by (auto simp: B'_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   791
  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
   792
    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
   793
  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
   794
          (\<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
   795
    by (simp add: infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   796
  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
   797
    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
   798
  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
   799
    by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   800
  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
   801
    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
   802
  also have "(\<integral>g. (\<Prod>x\<in>A. f x (g x)) \<partial>\<dots>) = (\<Prod>x\<in>A. infsetsum (f x) (B' x))"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   803
    by (subst product_integral_prod)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   804
       (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
   805
  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
   806
    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
   807
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   808
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   809
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   810
lemma infsetsum_uminus: "infsetsum (\<lambda>x. -f x) A = -infsetsum f A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   811
  unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   812
  by (rule Bochner_Integration.integral_minus)
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_add:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   815
  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
   816
  shows   "infsetsum (\<lambda>x. f x + g x) A = infsetsum f A + infsetsum g A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   817
  using assms unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   818
  by (rule Bochner_Integration.integral_add)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   819
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   820
lemma infsetsum_diff:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   821
  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
   822
  shows   "infsetsum (\<lambda>x. f x - g x) A = infsetsum f A - infsetsum g A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   823
  using assms unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   824
  by (rule Bochner_Integration.integral_diff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   825
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   826
lemma infsetsum_scaleR_left:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   827
  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
   828
  shows   "infsetsum (\<lambda>x. f x *\<^sub>R c) A = infsetsum f A *\<^sub>R c"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   829
  using assms unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   830
  by (rule Bochner_Integration.integral_scaleR_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   831
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   832
lemma infsetsum_scaleR_right:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   833
  "infsetsum (\<lambda>x. c *\<^sub>R f x) A = c *\<^sub>R infsetsum f A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   834
  unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   835
  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
   836
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   837
lemma infsetsum_cmult_left:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   838
  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
   839
  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
   840
  shows   "infsetsum (\<lambda>x. f x * c) A = infsetsum f A * c"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   841
  using assms unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   842
  by (rule Bochner_Integration.integral_mult_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   843
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   844
lemma infsetsum_cmult_right:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   845
  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
   846
  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
   847
  shows   "infsetsum (\<lambda>x. c * f x) A = c * infsetsum f A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   848
  using assms unfolding infsetsum_def abs_summable_on_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   849
  by (rule Bochner_Integration.integral_mult_right)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   850
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   851
lemma infsetsum_cdiv:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   852
  fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_field, second_countable_topology}"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   853
  assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   854
  shows   "infsetsum (\<lambda>x. f x / c) A = infsetsum f A / c"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   855
  using assms unfolding infsetsum_def abs_summable_on_def by auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   856
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   857
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   858
(* TODO Generalise with bounded_linear *)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   859
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   860
lemma
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   861
  fixes f :: "'a \<Rightarrow> 'c :: {banach, real_normed_field, second_countable_topology}"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   862
  assumes [simp]: "countable A" and [simp]: "countable B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   863
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   864
  shows   abs_summable_on_product: "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   865
    and   infsetsum_product: "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) =
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   866
                                infsetsum f A * infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   867
proof -
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   868
  from assms show "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   869
    by (subst abs_summable_on_Sigma_iff)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   870
       (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   871
  with assms show "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = infsetsum f A * infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   872
    by (subst infsetsum_Sigma)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   873
       (auto simp: infsetsum_cmult_left infsetsum_cmult_right)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   874
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   875
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   876
lemma abs_summable_finite_sumsI:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   877
  assumes "\<And>F. finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum (\<lambda>x. norm (f x)) F \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   878
  shows "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   879
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   880
  have main: "f abs_summable_on S \<and> infsetsum (\<lambda>x. norm (f x)) S \<le> B" if \<open>B \<ge> 0\<close> and \<open>S \<noteq> {}\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   881
  proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   882
    define M normf where "M = count_space S" and "normf x = ennreal (norm (f x))" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   883
    have "sum normf F \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   884
      if "finite F" and "F \<subseteq> S" and
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   885
        "\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> (\<Sum>i\<in>F. ennreal (norm (f i))) \<le> ennreal B" and
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   886
        "ennreal 0 \<le> ennreal B" for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   887
      using that unfolding normf_def[symmetric] by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   888
    hence normf_B: "finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum normf F \<le> ennreal B" for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   889
      using assms[THEN ennreal_leI]
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   890
      by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   891
    have "integral\<^sup>S M g \<le> B" if "simple_function M g" and "g \<le> normf" for g 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   892
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   893
      define gS where "gS = g ` S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   894
      have "finite gS"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   895
        using that unfolding gS_def M_def simple_function_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   896
      have "gS \<noteq> {}" unfolding gS_def using \<open>S \<noteq> {}\<close> by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   897
      define part where "part r = g -` {r} \<inter> S" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   898
      have r_finite: "r < \<infinity>" if "r : gS" for r 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   899
        using \<open>g \<le> normf\<close> that unfolding gS_def le_fun_def normf_def apply auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   900
        using ennreal_less_top neq_top_trans top.not_eq_extremum by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   901
      define B' where "B' r = (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   902
      have B'fin: "B' r < \<infinity>" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   903
      proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   904
        have "B' r \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   905
          unfolding B'_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   906
          by (metis (mono_tags, lifting) SUP_least SUP_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   907
        also have "\<dots> \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   908
          using normf_B unfolding part_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   909
          by (metis (no_types, lifting) Int_subset_iff SUP_least mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   910
        also have "\<dots> < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   911
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   912
        finally show ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   913
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   914
      have sumB': "sum B' gS \<le> ennreal B + \<epsilon>" if "\<epsilon>>0" for \<epsilon>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   915
      proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   916
        define N \<epsilon>N where "N = card gS" and "\<epsilon>N = \<epsilon> / N"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   917
        have "N > 0" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   918
          unfolding N_def using \<open>gS\<noteq>{}\<close> \<open>finite gS\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   919
          by (simp add: card_gt_0_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   920
        from \<epsilon>N_def that have "\<epsilon>N > 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   921
          by (simp add: ennreal_of_nat_eq_real_of_nat ennreal_zero_less_divide)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   922
        have c1: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   923
          if "B' r = 0" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   924
          using that by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   925
        have c2: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r" if "B' r \<noteq> 0" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   926
        proof-
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   927
          have "B' r - \<epsilon>N < B' r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   928
            using B'fin \<open>0 < \<epsilon>N\<close> ennreal_between that by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   929
          have "B' r - \<epsilon>N < Sup (sum normf ` {F. finite F \<and> F \<subseteq> part r}) \<Longrightarrow>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   930
               \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   931
            by (metis (no_types, lifting) leD le_cases less_SUP_iff mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   932
          hence "B' r - \<epsilon>N < B' r \<Longrightarrow> \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   933
            by (subst (asm) (2) B'_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   934
          then obtain F where "B' r - \<epsilon>N \<le> sum normf F" and "finite F" and "F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   935
            using \<open>B' r - \<epsilon>N < B' r\<close> by auto  
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   936
          thus "\<exists>F. B' r \<le> sum normf F + \<epsilon>N \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   937
            by (metis add.commute ennreal_minus_le_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   938
        qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   939
        have "\<forall>x. \<exists>y. B' x \<le> sum normf y + \<epsilon>N \<and>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   940
            finite y \<and> y \<subseteq> part x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   941
          using c1 c2
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   942
          by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   943
        hence "\<exists>F. \<forall>x. B' x \<le> sum normf (F x) + \<epsilon>N \<and> finite (F x) \<and> F x \<subseteq> part x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   944
          by metis 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   945
        then obtain F where F: "sum normf (F r) + \<epsilon>N \<ge> B' r" and Ffin: "finite (F r)" and Fpartr: "F r \<subseteq> part r" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   946
          using atomize_elim by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   947
        have w1: "finite gS"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   948
          by (simp add: \<open>finite gS\<close>)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   949
        have w2: "\<forall>i\<in>gS. finite (F i)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   950
          by (simp add: Ffin)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   951
        have False
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   952
          if "\<And>r. F r \<subseteq> g -` {r} \<and> F r \<subseteq> S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   953
            and "i \<in> gS" and "j \<in> gS" and "i \<noteq> j" and "x \<in> F i" and "x \<in> F j"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   954
          for i j x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   955
          by (metis subsetD that(1) that(4) that(5) that(6) vimage_singleton_eq)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   956
        hence w3: "\<forall>i\<in>gS. \<forall>j\<in>gS. i \<noteq> j \<longrightarrow> F i \<inter> F j = {}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   957
          using Fpartr[unfolded part_def] by auto          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   958
        have w4: "sum normf (\<Union> (F ` gS)) + \<epsilon> = sum normf (\<Union> (F ` gS)) + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   959
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   960
        have "sum B' gS \<le> (\<Sum>r\<in>gS. sum normf (F r) + \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   961
          using F by (simp add: sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   962
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (\<Sum>r\<in>gS. \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   963
          by (simp add: sum.distrib)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   964
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (card gS * \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   965
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   966
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   967
          unfolding \<epsilon>N_def N_def[symmetric] using \<open>N>0\<close> 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   968
          by (simp add: ennreal_times_divide mult.commute mult_divide_eq_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   969
        also have "\<dots> = sum normf (\<Union> (F ` gS)) + \<epsilon>" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   970
          using w1 w2 w3 w4
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   971
          by (subst sum.UNION_disjoint[symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   972
        also have "\<dots> \<le> B + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   973
          using \<open>finite gS\<close> normf_B add_right_mono Ffin Fpartr unfolding part_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   974
          by (simp add: \<open>gS \<noteq> {}\<close> cSUP_least)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   975
        finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   976
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   977
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   978
      hence sumB': "sum B' gS \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   979
        using ennreal_le_epsilon ennreal_less_zero_iff by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   980
      have "\<forall>r. \<exists>y. r \<in> gS \<longrightarrow> B' r = ennreal y"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   981
        using B'fin less_top_ennreal by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   982
      hence "\<exists>B''. \<forall>r. r \<in> gS \<longrightarrow> B' r = ennreal (B'' r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   983
        by (rule_tac choice) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   984
      then obtain B'' where B'': "B' r = ennreal (B'' r)" if "r \<in> gS" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   985
        by atomize_elim 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   986
      have cases[case_names zero finite infinite]: "P" if "r=0 \<Longrightarrow> P" and "finite (part r) \<Longrightarrow> P"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   987
        and "infinite (part r) \<Longrightarrow> r\<noteq>0 \<Longrightarrow> P" for P r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   988
        using that by metis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   989
      have emeasure_B': "r * emeasure M (part r) \<le> B' r" if "r : gS" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   990
      proof (cases rule:cases[of r])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   991
        case zero
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   992
        thus ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   993
      next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   994
        case finite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   995
        have s1: "sum g F \<le> sum normf F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   996
          if "F \<in> {F. finite F \<and> F \<subseteq> part r}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   997
          for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   998
          using \<open>g \<le> normf\<close> 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   999
          by (simp add: le_fun_def sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1000
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1001
        have "r * of_nat (card (part r)) = r * (\<Sum>x\<in>part r. 1)" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1002
        also have "\<dots> = (\<Sum>x\<in>part r. r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1003
          using mult.commute by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1004
        also have "\<dots> = (\<Sum>x\<in>part r. g x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1005
          unfolding part_def by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1006
        also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum g F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1007
          using finite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1008
          by (simp add: Sup_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1009
        also have "\<dots> \<le> B' r"        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1010
          unfolding B'_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1011
          using s1 SUP_subset_mono by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1012
        finally have "r * of_nat (card (part r)) \<le> B' r" by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1013
        thus ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1014
          unfolding M_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1015
          using part_def finite by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1016
      next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1017
        case infinite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1018
        from r_finite[OF \<open>r : gS\<close>] obtain r' where r': "r = ennreal r'"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1019
          using ennreal_cases by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1020
        with infinite have "r' > 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1021
          using ennreal_less_zero_iff not_gr_zero by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1022
        obtain N::nat where N:"N > B / r'" and "real N > 0" apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1023
          using reals_Archimedean2
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1024
          by (metis less_trans linorder_neqE_linordered_idom)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1025
        obtain F where "finite F" and "card F = N" and "F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1026
          using infinite(1) infinite_arbitrarily_large by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1027
        from \<open>F \<subseteq> part r\<close> have "F \<subseteq> S" unfolding part_def by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1028
        have "B < r * N"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1029
          unfolding r' ennreal_of_nat_eq_real_of_nat
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1030
          using N \<open>0 < r'\<close> \<open>B \<ge> 0\<close> r'
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1031
          by (metis enn2real_ennreal enn2real_less_iff ennreal_less_top ennreal_mult' less_le mult_less_cancel_left_pos nonzero_mult_div_cancel_left times_divide_eq_right)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1032
        also have "r * N = (\<Sum>x\<in>F. r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1033
          using \<open>card F = N\<close> by (simp add: mult.commute)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1034
        also have "(\<Sum>x\<in>F. r) = (\<Sum>x\<in>F. g x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1035
          using \<open>F \<subseteq> part r\<close>  part_def sum.cong subsetD by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1036
        also have "(\<Sum>x\<in>F. g x) \<le> (\<Sum>x\<in>F. ennreal (norm (f x)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1037
          by (metis (mono_tags, lifting) \<open>g \<le> normf\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> le_fun_def 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1038
              sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1039
        also have "(\<Sum>x\<in>F. ennreal (norm (f x))) \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1040
          using \<open>F \<subseteq> S\<close> \<open>finite F\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> normf_B by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1041
        finally have "B < B" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1042
        thus ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1043
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1044
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1045
      have "integral\<^sup>S M g = (\<Sum>r \<in> gS. r * emeasure M (part r))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1046
        unfolding simple_integral_def gS_def M_def part_def by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1047
      also have "\<dots> \<le> (\<Sum>r \<in> gS. B' r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1048
        by (simp add: emeasure_B' sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1049
      also have "\<dots> \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1050
        using sumB' by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1051
      finally show ?thesis by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1052
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1053
    hence int_leq_B: "integral\<^sup>N M normf \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1054
      unfolding nn_integral_def by (metis (no_types, lifting) SUP_least mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1055
    hence "integral\<^sup>N M normf < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1056
      using le_less_trans by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1057
    hence "integrable M f"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1058
      unfolding M_def normf_def by (rule integrableI_bounded[rotated], simp)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1059
    hence v1: "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1060
      unfolding abs_summable_on_def M_def by simp  
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1061
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1062
    have "(\<lambda>x. norm (f x)) abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1063
      using v1 Infinite_Set_Sum.abs_summable_on_norm_iff[where A = S and f = f]
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1064
      by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1065
    moreover have "0 \<le> norm (f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1066
      if "x \<in> S" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1067
      by simp    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1068
    moreover have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>count_space S) \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1069
      using M_def \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> int_leq_B by auto    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1070
    ultimately have "ennreal (\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1071
      by (simp add: nn_integral_conv_infsetsum)    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1072
    hence v2: "(\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1073
      by (subst ennreal_le_iff[symmetric], simp add: assms \<open>B \<ge> 0\<close>)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1074
    show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1075
      using v1 v2 by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1076
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1077
  then show "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1078
    by (metis abs_summable_on_finite assms empty_subsetI finite.emptyI sum_clauses(1))
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1079
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1080
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1081
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1082
lemma infsetsum_nonneg_is_SUPREMUM_ennreal:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1083
  fixes f :: "'a \<Rightarrow> real"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1084
  assumes summable: "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1085
    and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1086
  shows "ennreal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1087
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1088
  have sum_F_A: "sum f F \<le> infsetsum f A" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1089
    if "F \<in> {F. finite F \<and> F \<subseteq> A}" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1090
    for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1091
  proof-
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1092
    from that have "finite F" and "F \<subseteq> A" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1093
    from \<open>finite F\<close> have "sum f F = infsetsum f F" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1094
    also have "\<dots> \<le> infsetsum f A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1095
    proof (rule infsetsum_mono_neutral_left)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1096
      show "f abs_summable_on F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1097
        by (simp add: \<open>finite F\<close>)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1098
      show "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1099
        by (simp add: local.summable)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1100
      show "f x \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1101
        if "x \<in> F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1102
        for x :: 'a
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1103
        by simp 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1104
      show "F \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1105
        by (simp add: \<open>F \<subseteq> A\<close>)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1106
      show "0 \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1107
        if "x \<in> A - F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1108
        for x :: 'a
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1109
        using that fnn by auto 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1110
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1111
    finally show ?thesis by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1112
  qed 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1113
  hence geq: "ennreal (infsetsum f A) \<ge> (SUP F\<in>{G. finite G \<and> G \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1114
    by (meson SUP_least ennreal_leI)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1115
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1116
  define fe where "fe x = ennreal (f x)" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1117
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1118
  have sum_f_int: "infsetsum f A = \<integral>\<^sup>+ x. fe x \<partial>(count_space A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1119
    unfolding infsetsum_def fe_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1120
  proof (rule nn_integral_eq_integral [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1121
    show "integrable (count_space A) f"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1122
      using abs_summable_on_def local.summable by blast      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1123
    show "AE x in count_space A. 0 \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1124
      using fnn by auto      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1125
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1126
  also have "\<dots> = (SUP g \<in> {g. finite (g`A) \<and> g \<le> fe}. integral\<^sup>S (count_space A) g)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1127
    unfolding nn_integral_def simple_function_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1128
  also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1129
  proof (rule Sup_least)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1130
    fix x assume "x \<in> integral\<^sup>S (count_space A) ` {g. finite (g ` A) \<and> g \<le> fe}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1131
    then obtain g where xg: "x = integral\<^sup>S (count_space A) g" and fin_gA: "finite (g`A)" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1132
      and g_fe: "g \<le> fe" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1133
    define F where "F = {z:A. g z \<noteq> 0}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1134
    hence "F \<subseteq> A" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1135
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1136
    have fin: "finite {z:A. g z = t}" if "t \<noteq> 0" for t
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1137
    proof (rule ccontr)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1138
      assume inf: "infinite {z:A. g z = t}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1139
      hence tgA: "t \<in> g ` A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1140
        by (metis (mono_tags, lifting) image_eqI not_finite_existsD)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1141
      have "x = (\<Sum>x \<in> g ` A. x * emeasure (count_space A) (g -` {x} \<inter> A))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1142
        unfolding xg simple_integral_def space_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1143
      also have "\<dots> \<ge> (\<Sum>x \<in> {t}. x * emeasure (count_space A) (g -` {x} \<inter> A))" (is "_ \<ge> \<dots>")
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1144
      proof (rule sum_mono2)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1145
        show "finite (g ` A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1146
          by (simp add: fin_gA)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1147
        show "{t} \<subseteq> g ` A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1148
          by (simp add: tgA)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1149
        show "0 \<le> b * emeasure (count_space A) (g -` {b} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1150
          if "b \<in> g ` A - {t}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1151
          for b :: ennreal
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1152
          using that
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1153
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1154
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1155
      also have "\<dots> = t * emeasure (count_space A) (g -` {t} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1156
        by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1157
      also have "\<dots> = t * \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1158
      proof (subst emeasure_count_space_infinite)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1159
        show "g -` {t} \<inter> A \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1160
          by simp             
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1161
        have "{a \<in> A. g a = t} = {a \<in> g -` {t}. a \<in> A}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1162
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1163
        thus "infinite (g -` {t} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1164
          by (metis (full_types) Int_def inf) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1165
        show "t * \<infinity> = t * \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1166
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1167
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1168
      also have "\<dots> = \<infinity>" using \<open>t \<noteq> 0\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1169
        by (simp add: ennreal_mult_eq_top_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1170
      finally have x_inf: "x = \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1171
        using neq_top_trans by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1172
      have "x = integral\<^sup>S (count_space A) g" by (fact xg)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1173
      also have "\<dots> = integral\<^sup>N (count_space A) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1174
        by (simp add: fin_gA nn_integral_eq_simple_integral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1175
      also have "\<dots> \<le> integral\<^sup>N (count_space A) fe"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1176
        using g_fe
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1177
        by (simp add: le_funD nn_integral_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1178
      also have "\<dots> < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1179
        by (metis sum_f_int ennreal_less_top infinity_ennreal_def) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1180
      finally have x_fin: "x < \<infinity>" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1181
      from x_inf x_fin show False by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1182
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1183
    have F: "F = (\<Union>t\<in>g`A-{0}. {z\<in>A. g z = t})"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1184
      unfolding F_def by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1185
    hence "finite F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1186
      unfolding F using fin_gA fin by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1187
    have "x = integral\<^sup>N (count_space A) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1188
      unfolding xg
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1189
      by (simp add: fin_gA nn_integral_eq_simple_integral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1190
    also have "\<dots> = set_nn_integral (count_space UNIV) A g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1191
      by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1192
    also have "\<dots> = set_nn_integral (count_space UNIV) F g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1193
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1194
      have "\<forall>a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) = g a * (if a \<in> A then 1 else 0)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1195
        by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1196
      hence "(\<integral>\<^sup>+ a. g a * (if a \<in> A then 1 else 0) \<partial>count_space UNIV)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1197
           = (\<integral>\<^sup>+ a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) \<partial>count_space UNIV)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1198
        by presburger
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1199
      thus ?thesis unfolding F_def indicator_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1200
        using mult.right_neutral mult_zero_right nn_integral_cong
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1201
        by (simp add: of_bool_def) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1202
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1203
    also have "\<dots> = integral\<^sup>N (count_space F) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1204
      by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1205
    also have "\<dots> = sum g F" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1206
      using \<open>finite F\<close> by (rule nn_integral_count_space_finite)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1207
    also have "sum g F \<le> sum fe F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1208
      using g_fe unfolding le_fun_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1209
      by (simp add: sum_mono) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1210
    also have "\<dots> \<le> (SUP F \<in> {G. finite G \<and> G \<subseteq> A}. (sum fe F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1211
      using \<open>finite F\<close> \<open>F\<subseteq>A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1212
      by (simp add: SUP_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1213
    also have "\<dots> = (SUP F \<in> {F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1214
    proof (rule SUP_cong [OF refl])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1215
      have "finite x \<Longrightarrow> x \<subseteq> A \<Longrightarrow> (\<Sum>x\<in>x. ennreal (f x)) = ennreal (sum f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1216
        for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1217
        by (metis fnn subsetCE sum_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1218
      thus "sum fe x = ennreal (sum f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1219
        if "x \<in> {G. finite G \<and> G \<subseteq> A}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1220
        for x :: "'a set"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1221
        using that unfolding fe_def by auto      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1222
    qed 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1223
    finally show "x \<le> \<dots>" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1224
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1225
  finally have leq: "ennreal (infsetsum f A) \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1226
    by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1227
  from leq geq show ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1228
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1229
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1230
lemma infsetsum_nonneg_is_SUPREMUM_ereal:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1231
  fixes f :: "'a \<Rightarrow> real"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1232
  assumes summable: "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1233
    and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1234
  shows "ereal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1235
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1236
  have "ereal (infsetsum f A) = enn2ereal (ennreal (infsetsum f A))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1237
    by (simp add: fnn infsetsum_nonneg)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1238
  also have "\<dots> = enn2ereal (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ennreal (sum f F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1239
    apply (subst infsetsum_nonneg_is_SUPREMUM_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1240
    using fnn by (auto simp add: local.summable)      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1241
  also have "\<dots> = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1242
  proof (simp add: image_def Sup_ennreal.rep_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1243
    have "0 \<le> Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x = ennreal (sum f xa)) \<and>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1244
                     y = enn2ereal x}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1245
      by (metis (mono_tags, lifting) Sup_upper empty_subsetI ennreal_0 finite.emptyI
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1246
          mem_Collect_eq sum.empty zero_ennreal.rep_eq)
74791
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1247
    moreover have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) = 
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1248
                   (\<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x))" for y
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1249
    proof -
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1250
      have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) \<longleftrightarrow>
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1251
            (\<exists>X x. finite X \<and> X \<subseteq> A \<and> x = ennreal (sum f X) \<and> y = enn2ereal x)"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1252
        by blast
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1253
      also have "\<dots> \<longleftrightarrow> (\<exists>X. finite X \<and> X \<subseteq> A \<and> y = ereal (sum f X))"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1254
        by (rule arg_cong[of _ _ Ex])
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1255
           (auto simp: fun_eq_iff intro!: enn2ereal_ennreal sum_nonneg enn2ereal_ennreal[symmetric] fnn)
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1256
      finally show ?thesis .
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1257
    qed
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1258
    hence "Sup {y. \<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x} =
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1259
           Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1260
      by simp
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1261
    ultimately show "max 0 (Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1262
                                       = ennreal (sum f xa)) \<and> y = enn2ereal x})
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1263
         = Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1264
      by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1265
  qed   
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1266
  finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1267
    by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1268
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1269
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1270
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1271
text \<open>The following theorem relates \<^const>\<open>Infinite_Set_Sum.abs_summable_on\<close> with \<^const>\<open>Infinite_Sum.abs_summable_on\<close>.
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1272
  Note that while this theorem expresses an equivalence, the notion on the lhs is more general
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1273
  nonetheless because it applies to a wider range of types. (The rhs requires second-countable
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1274
  Banach spaces while the lhs is well-defined on arbitrary real vector spaces.)\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1275
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1276
lemma abs_summable_equivalent: \<open>Infinite_Sum.abs_summable_on f A \<longleftrightarrow> f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1277
proof (rule iffI)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1278
  define n where \<open>n x = norm (f x)\<close> for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1279
  assume \<open>n summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1280
  then have \<open>sum n F \<le> infsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1281
    using that by (auto simp flip: infsum_finite simp: n_def[abs_def] intro!: infsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1282
    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1283
  then show \<open>f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1284
    by (auto intro!: abs_summable_finite_sumsI simp: n_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1285
next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1286
  define n where \<open>n x = norm (f x)\<close> for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1287
  assume \<open>f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1288
  then have \<open>n abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1289
    by (simp add: \<open>f abs_summable_on A\<close> n_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1290
  then have \<open>sum n F \<le> infsetsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1291
    using that by (auto simp flip: infsetsum_finite simp: n_def[abs_def] intro!: infsetsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1292
  then show \<open>n summable_on A\<close>
74791
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1293
    apply (rule_tac nonneg_bdd_above_summable_on)
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1294
    by (auto simp add: n_def bdd_above_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1295
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1296
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1297
lemma infsetsum_infsum:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1298
  assumes "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1299
  shows "infsetsum f A = infsum f A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1300
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1301
  have conv_sum_norm[simp]: "(\<lambda>x. norm (f x)) summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1302
    using abs_summable_equivalent assms by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1303
  have "norm (infsetsum f A - infsum f A) \<le> \<epsilon>" if "\<epsilon>>0" for \<epsilon>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1304
  proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1305
    define \<delta> where "\<delta> = \<epsilon>/2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1306
    with that have [simp]: "\<delta> > 0" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1307
    obtain F1 where F1A: "F1 \<subseteq> A" and finF1: "finite F1" and leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F1) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1308
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1309
      have sum_SUP: "ereal (infsetsum (\<lambda>x. norm (f x)) A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum (\<lambda>x. norm (f x)) F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1310
        (is "_ = ?SUP")
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1311
        apply (rule infsetsum_nonneg_is_SUPREMUM_ereal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1312
        using assms by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1313
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1314
      have "(SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>F. norm (f x))) - ereal \<delta>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1315
            < (SUP i\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>i. norm (f x)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1316
        using \<open>\<delta>>0\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1317
        by (metis diff_strict_left_mono diff_zero ereal_less_eq(3) ereal_minus(1) not_le sum_SUP)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1318
      then obtain F where "F\<in>{F. finite F \<and> F \<subseteq> A}" and "ereal (sum (\<lambda>x. norm (f x)) F) > ?SUP - ereal (\<delta>)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1319
        by (meson less_SUP_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1320
        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1321
      hence "sum (\<lambda>x. norm (f x)) F > infsetsum (\<lambda>x. norm (f x)) A -  (\<delta>)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1322
        unfolding sum_SUP[symmetric] by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1323
      hence "\<delta> > infsetsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1324
      proof (subst infsetsum_Diff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1325
        show "(\<lambda>x. norm (f x)) abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1326
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1327
          using that
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1328
          by (simp add: assms) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1329
        show "F \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1330
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1331
          using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1332
        show "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - (\<Sum>\<^sub>ax\<in>F. norm (f x)) < \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1333
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1334
          using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by auto 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1335
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1336
      thus ?thesis using that 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1337
        apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1338
        using \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> less_imp_le by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1339
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1340
    obtain F2 where F2A: "F2 \<subseteq> A" and finF2: "finite F2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1341
      and dist: "dist (sum (\<lambda>x. norm (f x)) F2) (infsum (\<lambda>x. norm (f x)) A) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1342
      apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1343
      by (metis \<open>0 < \<delta>\<close> conv_sum_norm infsum_finite_approximation)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1344
    have  leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F2) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1345
      apply (subst infsum_Diff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1346
      using finF2 F2A dist by (auto simp: dist_norm)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1347
    define F where "F = F1 \<union> F2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1348
    have FA: "F \<subseteq> A" and finF: "finite F" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1349
      unfolding F_def using F1A F2A finF1 finF2 by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1350
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1351
    have "(\<Sum>\<^sub>ax\<in>A - (F1 \<union> F2). norm (f x)) \<le> (\<Sum>\<^sub>ax\<in>A - F1. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1352
      apply (rule infsetsum_mono_neutral_left)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1353
      using abs_summable_on_subset assms by fastforce+
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1354
    hence leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1355
      unfolding F_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1356
      using leq_eps by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1357
    have "infsum (\<lambda>x. norm (f x)) (A - (F1 \<union> F2))
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1358
          \<le> infsum (\<lambda>x. norm (f x)) (A - F2)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1359
      apply (rule infsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1360
      using finF by (auto simp add: finF2 summable_on_cofin_subset F_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1361
    hence leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1362
      unfolding F_def 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1363
      by (rule order.trans[OF _ leq_eps'])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1364
    have "norm (infsetsum f A - infsetsum f F) = norm (infsetsum f (A-F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1365
      apply (subst infsetsum_Diff [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1366
      by (auto simp: FA assms)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1367
    also have "\<dots> \<le> infsetsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1368
      using norm_infsetsum_bound by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1369
    also have "\<dots> \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1370
      using leq_eps by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1371
    finally have diff1: "norm (infsetsum f A - infsetsum f F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1372
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1373
    have "norm (infsum f A - infsum f F) = norm (infsum f (A-F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1374
      apply (subst infsum_Diff [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1375
      by (auto simp: assms abs_summable_summable finF FA)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1376
    also have "\<dots> \<le> infsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1377
      by (simp add: finF summable_on_cofin_subset norm_infsum_bound)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1378
    also have "\<dots> \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1379
      using leq_eps' by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1380
    finally have diff2: "norm (infsum f A - infsum f F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1381
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1382
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1383
    have x1: "infsetsum f F = infsum f F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1384
      using finF by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1385
    have "norm (infsetsum f A - infsum f A) \<le> norm (infsetsum f A - infsetsum f F) + norm (infsum f A - infsum f F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1386
      apply (rule_tac norm_diff_triangle_le)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1387
       apply auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1388
      by (simp_all add: x1 norm_minus_commute)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1389
    also have "\<dots> \<le> \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1390
      using diff1 diff2 \<delta>_def by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1391
    finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1392
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1393
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1394
  hence "norm (infsetsum f A - infsum f A) = 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1395
    by (meson antisym_conv1 dense_ge norm_not_less_zero)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1396
  thus ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1397
    by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1398
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1399
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1400
end