| author | wenzelm | 
| Sat, 23 Feb 2019 21:48:18 +0100 | |
| changeset 69833 | c3500cec8290 | 
| parent 69710 | 61372780515b | 
| child 70136 | f03a01a18c6e | 
| permissions | -rw-r--r-- | 
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changeset | 1 | (* | 
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changeset | 2 | Title: HOL/Analysis/Infinite_Set_Sum.thy | 
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changeset | 3 | Author: Manuel Eberl, TU München | 
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changeset | 4 | |
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changeset | 5 | A theory of sums over possible infinite sets. (Only works for absolute summability) | 
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changeset | 6 | *) | 
| 69517 | 7 | section \<open>Sums over Infinite Sets\<close> | 
| 8 | ||
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changeset | 9 | theory Infinite_Set_Sum | 
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changeset | 10 | imports Set_Integral | 
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changeset | 11 | begin | 
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changeset | 12 | |
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changeset | 13 | (* TODO Move *) | 
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changeset | 14 | lemma sets_eq_countable: | 
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changeset | 15 |   assumes "countable A" "space M = A" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M"
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changeset | 16 | shows "sets M = Pow A" | 
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changeset | 17 | proof (intro equalityI subsetI) | 
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changeset | 18 | fix X assume "X \<in> Pow A" | 
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changeset | 19 |   hence "(\<Union>x\<in>X. {x}) \<in> sets M"
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changeset | 20 | by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3)) | 
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changeset | 21 |   also have "(\<Union>x\<in>X. {x}) = X" by auto
 | 
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changeset | 22 | finally show "X \<in> sets M" . | 
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changeset | 23 | next | 
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changeset | 24 | fix X assume "X \<in> sets M" | 
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changeset | 25 | from sets.sets_into_space[OF this] and assms | 
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changeset | 26 | show "X \<in> Pow A" by simp | 
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changeset | 27 | qed | 
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changeset | 28 | |
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changeset | 29 | lemma measure_eqI_countable': | 
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changeset | 30 | assumes spaces: "space M = A" "space N = A" | 
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changeset | 31 |   assumes sets: "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets N"
 | 
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changeset | 32 | assumes A: "countable A" | 
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changeset | 33 |   assumes eq: "\<And>a. a \<in> A \<Longrightarrow> emeasure M {a} = emeasure N {a}"
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changeset | 34 | shows "M = N" | 
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changeset | 35 | proof (rule measure_eqI_countable) | 
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changeset | 36 | show "sets M = Pow A" | 
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changeset | 37 | by (intro sets_eq_countable assms) | 
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changeset | 38 | show "sets N = Pow A" | 
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changeset | 39 | by (intro sets_eq_countable assms) | 
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changeset | 40 | qed fact+ | 
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changeset | 41 | |
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changeset | 42 | lemma count_space_PiM_finite: | 
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changeset | 43 | fixes B :: "'a \<Rightarrow> 'b set" | 
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changeset | 44 | assumes "finite A" "\<And>i. countable (B i)" | 
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changeset | 45 | shows "PiM A (\<lambda>i. count_space (B i)) = count_space (PiE A B)" | 
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changeset | 46 | proof (rule measure_eqI_countable') | 
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changeset | 47 | show "space (PiM A (\<lambda>i. count_space (B i))) = PiE A B" | 
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changeset | 48 | by (simp add: space_PiM) | 
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changeset | 49 | show "space (count_space (PiE A B)) = PiE A B" by simp | 
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changeset | 50 | next | 
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changeset | 51 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 52 |   hence "PiE A (\<lambda>x. {f x}) \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))"
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changeset | 53 | by (intro sets_PiM_I_finite assms) auto | 
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changeset | 54 |   also from f have "PiE A (\<lambda>x. {f x}) = {f}"
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changeset | 55 | by (intro PiE_singleton) (auto simp: PiE_def) | 
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changeset | 56 |   finally show "{f} \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))" .
 | 
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changeset | 57 | next | 
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changeset | 58 | interpret product_sigma_finite "(\<lambda>i. count_space (B i))" | 
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changeset | 59 | by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms) | 
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changeset | 60 | thm sigma_finite_measure_count_space | 
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changeset | 61 | fix f assume f: "f \<in> PiE A B" | 
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changeset | 62 |   hence "{f} = PiE A (\<lambda>x. {f x})"
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changeset | 63 | by (intro PiE_singleton [symmetric]) (auto simp: PiE_def) | 
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changeset | 64 | also have "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) \<dots> = | 
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changeset | 65 |                (\<Prod>i\<in>A. emeasure (count_space (B i)) {f i})"
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changeset | 66 | using f assms by (subst emeasure_PiM) auto | 
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changeset | 67 | also have "\<dots> = (\<Prod>i\<in>A. 1)" | 
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changeset | 68 | by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto) | 
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changeset | 69 |   also have "\<dots> = emeasure (count_space (PiE A B)) {f}"
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changeset | 70 | using f by (subst emeasure_count_space_finite) auto | 
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changeset | 71 |   finally show "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) {f} =
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changeset | 72 |                   emeasure (count_space (Pi\<^sub>E A B)) {f}" .
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changeset | 73 | qed (simp_all add: countable_PiE assms) | 
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changeset | 74 | |
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changeset | 75 | |
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changeset | 76 | |
| 68651 | 77 | definition%important abs_summable_on :: | 
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changeset | 78 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> bool"
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changeset | 79 | (infix "abs'_summable'_on" 50) | 
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changeset | 80 | where | 
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changeset | 81 | "f abs_summable_on A \<longleftrightarrow> integrable (count_space A) f" | 
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changeset | 82 | |
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changeset | 83 | |
| 68651 | 84 | definition%important infsetsum :: | 
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changeset | 85 |     "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> 'b"
 | 
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changeset | 86 | where | 
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changeset | 87 | "infsetsum f A = lebesgue_integral (count_space A) f" | 
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changeset | 88 | |
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changeset | 89 | syntax (ASCII) | 
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changeset | 90 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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changeset | 91 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
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changeset | 92 | syntax | 
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changeset | 93 |   "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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changeset | 94 |   ("(2\<Sum>\<^sub>a_\<in>_./ _)" [0, 51, 10] 10)
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changeset | 95 | translations \<comment> \<open>Beware of argument permutation!\<close> | 
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changeset | 96 | "\<Sum>\<^sub>ai\<in>A. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) A" | 
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changeset | 97 | |
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changeset | 98 | syntax (ASCII) | 
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changeset | 99 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
| 66526 | 100 |   ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10)
 | 
| 101 | syntax | |
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changeset | 102 |   "_uinfsetsum" :: "pttrn \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
 | 
| 66526 | 103 |   ("(2\<Sum>\<^sub>a_./ _)" [0, 10] 10)
 | 
| 104 | translations \<comment> \<open>Beware of argument permutation!\<close> | |
| 105 | "\<Sum>\<^sub>ai. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) (CONST UNIV)" | |
| 106 | ||
| 107 | syntax (ASCII) | |
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changeset | 108 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
 | 
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changeset | 109 |   ("(3INFSETSUM _ |/ _./ _)" [0, 0, 10] 10)
 | 
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changeset | 110 | syntax | 
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changeset | 111 |   "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
 | 
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changeset | 112 |   ("(2\<Sum>\<^sub>a_ | (_)./ _)" [0, 0, 10] 10)
 | 
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changeset | 113 | translations | 
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changeset | 114 |   "\<Sum>\<^sub>ax|P. t" => "CONST infsetsum (\<lambda>x. t) {x. P}"
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changeset | 115 | |
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changeset | 116 | print_translation \<open> | 
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changeset | 117 | let | 
| 69597 | 118 | fun sum_tr' [Abs (x, Tx, t), Const (\<^const_syntax>\<open>Collect\<close>, _) $ Abs (y, Ty, P)] = | 
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changeset | 119 | if x <> y then raise Match | 
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changeset | 120 | else | 
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changeset | 121 | let | 
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changeset | 122 | val x' = Syntax_Trans.mark_bound_body (x, Tx); | 
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changeset | 123 | val t' = subst_bound (x', t); | 
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changeset | 124 | val P' = subst_bound (x', P); | 
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changeset | 125 | in | 
| 69597 | 126 | Syntax.const \<^syntax_const>\<open>_qinfsetsum\<close> $ Syntax_Trans.mark_bound_abs (x, Tx) $ P' $ t' | 
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changeset | 127 | end | 
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changeset | 128 | | sum_tr' _ = raise Match; | 
| 69597 | 129 | in [(\<^const_syntax>\<open>infsetsum\<close>, K sum_tr')] end | 
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changeset | 130 | \<close> | 
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changeset | 131 | |
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changeset | 132 | |
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changeset | 133 | lemma restrict_count_space_subset: | 
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changeset | 134 | "A \<subseteq> B \<Longrightarrow> restrict_space (count_space B) A = count_space A" | 
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changeset | 135 | by (subst restrict_count_space) (simp_all add: Int_absorb2) | 
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changeset | 136 | |
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changeset | 137 | lemma abs_summable_on_restrict: | 
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changeset | 138 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
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changeset | 139 | assumes "A \<subseteq> B" | 
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changeset | 140 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) abs_summable_on B" | 
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changeset | 141 | proof - | 
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changeset | 142 | have "count_space A = restrict_space (count_space B) A" | 
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changeset | 143 | by (rule restrict_count_space_subset [symmetric]) fact+ | 
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changeset | 144 | also have "integrable \<dots> f \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 145 | by (simp add: integrable_restrict_space set_integrable_def) | 
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changeset | 146 | finally show ?thesis | 
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changeset | 147 | unfolding abs_summable_on_def set_integrable_def . | 
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changeset | 148 | qed | 
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changeset | 149 | |
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changeset | 150 | lemma abs_summable_on_altdef: "f abs_summable_on A \<longleftrightarrow> set_integrable (count_space UNIV) A f" | 
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changeset | 151 | unfolding abs_summable_on_def set_integrable_def | 
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changeset | 152 | by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV) | 
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changeset | 153 | |
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changeset | 154 | lemma abs_summable_on_altdef': | 
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changeset | 155 | "A \<subseteq> B \<Longrightarrow> f abs_summable_on A \<longleftrightarrow> set_integrable (count_space B) A f" | 
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changeset | 156 | unfolding abs_summable_on_def set_integrable_def | 
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changeset | 157 | by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset set_integrable_def sets_count_space space_count_space) | 
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changeset | 158 | |
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changeset | 159 | lemma abs_summable_on_norm_iff [simp]: | 
| 66526 | 160 | "(\<lambda>x. norm (f x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | 
| 161 | by (simp add: abs_summable_on_def integrable_norm_iff) | |
| 162 | ||
| 163 | lemma abs_summable_on_normI: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. norm (f x)) abs_summable_on A" | |
| 164 | by simp | |
| 165 | ||
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changeset | 166 | lemma abs_summable_complex_of_real [simp]: "(\<lambda>n. complex_of_real (f n)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A" | 
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changeset | 167 | by (simp add: abs_summable_on_def complex_of_real_integrable_eq) | 
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changeset | 168 | |
| 66526 | 169 | lemma abs_summable_on_comparison_test: | 
| 170 | assumes "g abs_summable_on A" | |
| 171 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> norm (g x)" | |
| 172 | shows "f abs_summable_on A" | |
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changeset | 173 | using assms Bochner_Integration.integrable_bound[of "count_space A" g f] | 
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changeset | 174 | unfolding abs_summable_on_def by (auto simp: AE_count_space) | 
| 66526 | 175 | |
| 176 | lemma abs_summable_on_comparison_test': | |
| 177 | assumes "g abs_summable_on A" | |
| 178 | assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> g x" | |
| 179 | shows "f abs_summable_on A" | |
| 180 | proof (rule abs_summable_on_comparison_test[OF assms(1), of f]) | |
| 181 | fix x assume "x \<in> A" | |
| 182 | with assms(2) have "norm (f x) \<le> g x" . | |
| 183 | also have "\<dots> \<le> norm (g x)" by simp | |
| 184 | finally show "norm (f x) \<le> norm (g x)" . | |
| 185 | qed | |
| 186 | ||
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changeset | 187 | lemma abs_summable_on_cong [cong]: | 
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changeset | 188 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> (f abs_summable_on A) \<longleftrightarrow> (g abs_summable_on B)" | 
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changeset | 189 | unfolding abs_summable_on_def by (intro integrable_cong) auto | 
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changeset | 190 | |
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changeset | 191 | lemma abs_summable_on_cong_neutral: | 
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changeset | 192 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x = 0" | 
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changeset | 193 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x = 0" | 
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changeset | 194 | assumes "\<And>x. x \<in> A \<inter> B \<Longrightarrow> f x = g x" | 
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changeset | 195 | shows "f abs_summable_on A \<longleftrightarrow> g abs_summable_on B" | 
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changeset | 196 | unfolding abs_summable_on_altdef set_integrable_def using assms | 
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changeset | 197 | by (intro Bochner_Integration.integrable_cong refl) | 
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changeset | 198 | (auto simp: indicator_def split: if_splits) | 
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changeset | 199 | |
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changeset | 200 | lemma abs_summable_on_restrict': | 
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changeset | 201 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
 | 
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changeset | 202 | assumes "A \<subseteq> B" | 
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changeset | 203 | shows "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. if x \<in> A then f x else 0) abs_summable_on B" | 
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changeset | 204 | by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto) | 
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changeset | 205 | |
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changeset | 206 | lemma abs_summable_on_nat_iff: | 
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changeset | 207 | "f abs_summable_on (A :: nat set) \<longleftrightarrow> summable (\<lambda>n. if n \<in> A then norm (f n) else 0)" | 
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changeset | 208 | proof - | 
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changeset | 209 | have "f abs_summable_on A \<longleftrightarrow> summable (\<lambda>x. norm (if x \<in> A then f x else 0))" | 
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changeset | 210 | by (subst abs_summable_on_restrict'[of _ UNIV]) | 
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changeset | 211 | (simp_all add: abs_summable_on_def integrable_count_space_nat_iff) | 
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changeset | 212 | also have "(\<lambda>x. norm (if x \<in> A then f x else 0)) = (\<lambda>x. if x \<in> A then norm (f x) else 0)" | 
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changeset | 213 | by auto | 
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changeset | 214 | finally show ?thesis . | 
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changeset | 215 | qed | 
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changeset | 216 | |
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changeset | 217 | lemma abs_summable_on_nat_iff': | 
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changeset | 218 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> summable (\<lambda>n. norm (f n))" | 
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changeset | 219 | by (subst abs_summable_on_nat_iff) auto | 
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changeset | 220 | |
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changeset | 221 | lemma nat_abs_summable_on_comparison_test: | 
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changeset | 222 |   fixes f :: "nat \<Rightarrow> 'a :: {banach, second_countable_topology}"
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changeset | 223 | assumes "g abs_summable_on I" | 
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changeset | 224 | assumes "\<And>n. \<lbrakk>n\<ge>N; n \<in> I\<rbrakk> \<Longrightarrow> norm (f n) \<le> g n" | 
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changeset | 225 | shows "f abs_summable_on I" | 
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changeset | 226 | using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test') | 
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changeset | 227 | |
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changeset | 228 | lemma abs_summable_comparison_test_ev: | 
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changeset | 229 | assumes "g abs_summable_on I" | 
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changeset | 230 | assumes "eventually (\<lambda>x. x \<in> I \<longrightarrow> norm (f x) \<le> g x) sequentially" | 
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changeset | 231 | shows "f abs_summable_on I" | 
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changeset | 232 | by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms) | 
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changeset | 233 | |
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changeset | 234 | lemma abs_summable_on_Cauchy: | 
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changeset | 235 | "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n. (\<Sum>x = m..<n. norm (f x)) < e)" | 
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changeset | 236 | by (simp add: abs_summable_on_nat_iff' summable_Cauchy sum_nonneg) | 
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changeset | 237 | |
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changeset | 238 | lemma abs_summable_on_finite [simp]: "finite A \<Longrightarrow> f abs_summable_on A" | 
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changeset | 239 | unfolding abs_summable_on_def by (rule integrable_count_space) | 
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changeset | 240 | |
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changeset | 241 | lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}"
 | 
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changeset | 242 | by simp | 
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changeset | 243 | |
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changeset | 244 | lemma abs_summable_on_subset: | 
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changeset | 245 | assumes "f abs_summable_on B" and "A \<subseteq> B" | 
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changeset | 246 | shows "f abs_summable_on A" | 
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changeset | 247 | unfolding abs_summable_on_altdef | 
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changeset | 248 | by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef) | 
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changeset | 249 | |
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changeset | 250 | lemma abs_summable_on_union [intro]: | 
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changeset | 251 | assumes "f abs_summable_on A" and "f abs_summable_on B" | 
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changeset | 252 | shows "f abs_summable_on (A \<union> B)" | 
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changeset | 253 | using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto | 
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changeset | 254 | |
| 66526 | 255 | lemma abs_summable_on_insert_iff [simp]: | 
| 256 | "f abs_summable_on insert x A \<longleftrightarrow> f abs_summable_on A" | |
| 257 | proof safe | |
| 258 | assume "f abs_summable_on insert x A" | |
| 259 | thus "f abs_summable_on A" | |
| 260 | by (rule abs_summable_on_subset) auto | |
| 261 | next | |
| 262 | assume "f abs_summable_on A" | |
| 263 |   from abs_summable_on_union[OF this, of "{x}"]
 | |
| 264 | show "f abs_summable_on insert x A" by simp | |
| 265 | qed | |
| 266 | ||
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changeset | 267 | lemma abs_summable_sum: | 
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changeset | 268 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 269 | shows "(\<lambda>y. \<Sum>x\<in>A. f x y) abs_summable_on B" | 
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changeset | 270 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum) | 
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changeset | 271 | |
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changeset | 272 | lemma abs_summable_Re: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Re (f x)) abs_summable_on A" | 
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changeset | 273 | by (simp add: abs_summable_on_def) | 
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changeset | 274 | |
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changeset | 275 | lemma abs_summable_Im: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Im (f x)) abs_summable_on A" | 
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changeset | 276 | by (simp add: abs_summable_on_def) | 
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changeset | 277 | |
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changeset | 278 | lemma abs_summable_on_finite_diff: | 
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changeset | 279 | assumes "f abs_summable_on A" "A \<subseteq> B" "finite (B - A)" | 
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changeset | 280 | shows "f abs_summable_on B" | 
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changeset | 281 | proof - | 
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changeset | 282 | have "f abs_summable_on (A \<union> (B - A))" | 
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changeset | 283 | by (intro abs_summable_on_union assms abs_summable_on_finite) | 
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changeset | 284 | also from assms have "A \<union> (B - A) = B" by blast | 
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changeset | 285 | finally show ?thesis . | 
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changeset | 286 | qed | 
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changeset | 287 | |
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changeset | 288 | lemma abs_summable_on_reindex_bij_betw: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 289 | assumes "bij_betw g A B" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 290 | shows "(\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on B" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 291 | proof - | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 292 | have *: "count_space B = distr (count_space A) (count_space B) g" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 293 | by (rule distr_bij_count_space [symmetric]) fact | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 294 | show ?thesis unfolding abs_summable_on_def | 
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changeset | 295 | by (subst *, subst integrable_distr_eq[of _ _ "count_space B"]) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 296 | (insert assms, auto simp: bij_betw_def) | 
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changeset | 297 | qed | 
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changeset | 298 | |
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changeset | 299 | lemma abs_summable_on_reindex: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 300 | assumes "(\<lambda>x. f (g x)) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 301 | shows "f abs_summable_on (g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 302 | proof - | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 303 | define g' where "g' = inv_into A g" | 
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changeset | 304 | from assms have "(\<lambda>x. f (g x)) abs_summable_on (g' ` g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 305 | by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 306 | also have "?this \<longleftrightarrow> (\<lambda>x. f (g (g' x))) abs_summable_on (g ` A)" unfolding g'_def | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 307 | by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 308 | also have "\<dots> \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 309 | by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 310 | finally show ?thesis . | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 311 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 312 | |
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changeset | 313 | lemma abs_summable_on_reindex_iff: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 314 | "inj_on g A \<Longrightarrow> (\<lambda>x. f (g x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on (g ` A)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 315 | by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 316 | |
| 66526 | 317 | lemma abs_summable_on_Sigma_project2: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 318 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 319 | assumes "f abs_summable_on (Sigma A B)" "x \<in> A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 320 | shows "(\<lambda>y. f (x, y)) abs_summable_on (B x)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 321 | proof - | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 322 |   from assms(2) have "f abs_summable_on (Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 323 | by (intro abs_summable_on_subset [OF assms(1)]) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 324 |   also have "?this \<longleftrightarrow> (\<lambda>z. f (x, snd z)) abs_summable_on (Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 325 | by (rule abs_summable_on_cong) auto | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 326 |   finally have "(\<lambda>y. f (x, y)) abs_summable_on (snd ` Sigma {x} B)"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 327 | by (rule abs_summable_on_reindex) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 328 |   also have "snd ` Sigma {x} B = B x"
 | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 329 | using assms by (auto simp: image_iff) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 330 | finally show ?thesis . | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 331 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 332 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 333 | lemma abs_summable_on_Times_swap: | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 334 | "f abs_summable_on A \<times> B \<longleftrightarrow> (\<lambda>(x,y). f (y,x)) abs_summable_on B \<times> A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 335 | proof - | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 336 | have bij: "bij_betw (\<lambda>(x,y). (y,x)) (B \<times> A) (A \<times> B)" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 337 | by (auto simp: bij_betw_def inj_on_def) | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 338 | show ?thesis | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 339 | by (subst abs_summable_on_reindex_bij_betw[OF bij, of f, symmetric]) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 340 | (simp_all add: case_prod_unfold) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 341 | qed | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 342 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 343 | lemma abs_summable_on_0 [simp, intro]: "(\<lambda>_. 0) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 344 | by (simp add: abs_summable_on_def) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 345 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 346 | lemma abs_summable_on_uminus [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 347 | "f abs_summable_on A \<Longrightarrow> (\<lambda>x. -f x) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 348 | unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 349 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 350 | lemma abs_summable_on_add [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 351 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 352 | shows "(\<lambda>x. f x + g x) abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 353 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 354 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 355 | lemma abs_summable_on_diff [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 356 | assumes "f abs_summable_on A" and "g abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 357 | shows "(\<lambda>x. f x - g x) abs_summable_on A" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 358 | using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 359 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 360 | lemma abs_summable_on_scaleR_left [intro]: | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 361 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 362 | shows "(\<lambda>x. f x *\<^sub>R c) abs_summable_on A" | 
| 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 363 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left) | 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 364 | |
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 365 | lemma abs_summable_on_scaleR_right [intro]: | 
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changeset | 366 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 367 | shows "(\<lambda>x. c *\<^sub>R f x) abs_summable_on A" | 
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changeset | 368 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right) | 
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changeset | 369 | |
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changeset | 370 | lemma abs_summable_on_cmult_right [intro]: | 
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changeset | 371 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 372 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 373 | shows "(\<lambda>x. c * f x) abs_summable_on A" | 
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changeset | 374 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right) | 
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changeset | 375 | |
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changeset | 376 | lemma abs_summable_on_cmult_left [intro]: | 
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changeset | 377 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_algebra, second_countable_topology}"
 | 
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changeset | 378 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
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changeset | 379 | shows "(\<lambda>x. f x * c) abs_summable_on A" | 
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changeset | 380 | using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left) | 
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changeset | 381 | |
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changeset | 382 | lemma abs_summable_on_prod_PiE: | 
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changeset | 383 |   fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
 | 
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changeset | 384 | assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | 
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changeset | 385 | assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x" | 
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changeset | 386 | shows "(\<lambda>g. \<Prod>x\<in>A. f x (g x)) abs_summable_on PiE A B" | 
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changeset | 387 | proof - | 
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changeset | 388 |   define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
 | 
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changeset | 389 | from assms have [simp]: "countable (B' x)" for x | 
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changeset | 390 | by (auto simp: B'_def) | 
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changeset | 391 | then interpret product_sigma_finite "count_space \<circ> B'" | 
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changeset | 392 | unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) | 
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changeset | 393 | from assms have "integrable (PiM A (count_space \<circ> B')) (\<lambda>g. \<Prod>x\<in>A. f x (g x))" | 
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changeset | 394 | by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def) | 
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changeset | 395 | also have "PiM A (count_space \<circ> B') = count_space (PiE A B')" | 
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changeset | 396 | unfolding o_def using finite by (intro count_space_PiM_finite) simp_all | 
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changeset | 397 | also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def) | 
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changeset | 398 | finally show ?thesis by (simp add: abs_summable_on_def) | 
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changeset | 399 | qed | 
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changeset | 400 | |
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changeset | 401 | |
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changeset | 402 | |
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changeset | 403 | lemma not_summable_infsetsum_eq: | 
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changeset | 404 | "\<not>f abs_summable_on A \<Longrightarrow> infsetsum f A = 0" | 
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changeset | 405 | by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq) | 
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changeset | 406 | |
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changeset | 407 | lemma infsetsum_altdef: | 
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changeset | 408 | "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f" | 
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changeset | 409 | unfolding set_lebesgue_integral_def | 
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changeset | 410 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 411 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 412 | |
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changeset | 413 | lemma infsetsum_altdef': | 
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changeset | 414 | "A \<subseteq> B \<Longrightarrow> infsetsum f A = set_lebesgue_integral (count_space B) A f" | 
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changeset | 415 | unfolding set_lebesgue_integral_def | 
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changeset | 416 | by (subst integral_restrict_space [symmetric]) | 
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changeset | 417 | (auto simp: restrict_count_space_subset infsetsum_def) | 
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changeset | 418 | |
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changeset | 419 | lemma nn_integral_conv_infsetsum: | 
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changeset | 420 | assumes "f abs_summable_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 421 | shows "nn_integral (count_space A) f = ennreal (infsetsum f A)" | 
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changeset | 422 | using assms unfolding infsetsum_def abs_summable_on_def | 
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changeset | 423 | by (subst nn_integral_eq_integral) auto | 
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changeset | 424 | |
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changeset | 425 | lemma infsetsum_conv_nn_integral: | 
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changeset | 426 | assumes "nn_integral (count_space A) f \<noteq> \<infinity>" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" | 
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changeset | 427 | shows "infsetsum f A = enn2real (nn_integral (count_space A) f)" | 
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changeset | 428 | unfolding infsetsum_def using assms | 
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changeset | 429 | by (subst integral_eq_nn_integral) auto | 
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changeset | 430 | |
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changeset | 431 | lemma infsetsum_cong [cong]: | 
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changeset | 432 | "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> infsetsum f A = infsetsum g B" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 433 | unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto | 
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changeset | 434 | |
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changeset | 435 | lemma infsetsum_0 [simp]: "infsetsum (\<lambda>_. 0) A = 0" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 436 | by (simp add: infsetsum_def) | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 437 | |
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 438 | lemma infsetsum_all_0: "(\<And>x. x \<in> A \<Longrightarrow> f x = 0) \<Longrightarrow> infsetsum f A = 0" | 
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 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 439 | by simp | 
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changeset | 440 | |
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changeset | 441 | lemma infsetsum_nonneg: "(\<And>x. x \<in> A \<Longrightarrow> f x \<ge> (0::real)) \<Longrightarrow> infsetsum f A \<ge> 0" | 
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changeset | 442 | unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto | 
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changeset | 443 | |
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changeset | 444 | lemma sum_infsetsum: | 
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changeset | 445 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B" | 
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changeset | 446 | shows "(\<Sum>x\<in>A. \<Sum>\<^sub>ay\<in>B. f x y) = (\<Sum>\<^sub>ay\<in>B. \<Sum>x\<in>A. f x y)" | 
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changeset | 447 | using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum) | 
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changeset | 448 | |
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changeset | 449 | lemma Re_infsetsum: "f abs_summable_on A \<Longrightarrow> Re (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Re (f x))" | 
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changeset | 450 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 451 | |
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changeset | 452 | lemma Im_infsetsum: "f abs_summable_on A \<Longrightarrow> Im (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Im (f x))" | 
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changeset | 453 | by (simp add: infsetsum_def abs_summable_on_def) | 
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changeset | 454 | |
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changeset | 455 | lemma infsetsum_of_real: | 
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changeset | 456 | shows "infsetsum (\<lambda>x. of_real (f x) | 
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changeset | 457 |            :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A =
 | 
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changeset | 458 | of_real (infsetsum f A)" | 
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changeset | 459 | unfolding infsetsum_def | 
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changeset | 460 | by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto | 
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changeset | 461 | |
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changeset | 462 | lemma infsetsum_finite [simp]: "finite A \<Longrightarrow> infsetsum f A = (\<Sum>x\<in>A. f x)" | 
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changeset | 463 | by (simp add: infsetsum_def lebesgue_integral_count_space_finite) | 
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changeset | 464 | |
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changeset | 465 | lemma infsetsum_nat: | 
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changeset | 466 | assumes "f abs_summable_on A" | 
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changeset | 467 | shows "infsetsum f A = (\<Sum>n. if n \<in> A then f n else 0)" | 
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changeset | 468 | proof - | 
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changeset | 469 | from assms have "infsetsum f A = (\<Sum>n. indicator A n *\<^sub>R f n)" | 
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changeset | 470 | unfolding infsetsum_altdef abs_summable_on_altdef set_lebesgue_integral_def set_integrable_def | 
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changeset | 471 | by (subst integral_count_space_nat) auto | 
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changeset | 472 | also have "(\<lambda>n. indicator A n *\<^sub>R f n) = (\<lambda>n. if n \<in> A then f n else 0)" | 
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changeset | 473 | by auto | 
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changeset | 474 | finally show ?thesis . | 
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changeset | 475 | qed | 
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changeset | 476 | |
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changeset | 477 | lemma infsetsum_nat': | 
| 66480 
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HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 478 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 479 | 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 | 480 | using assms by (subst infsetsum_nat) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 481 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 482 | lemma sums_infsetsum_nat: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 483 | assumes "f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 484 | 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 | 485 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 486 | 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 | 487 | 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 | 488 | 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 | 489 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 490 | 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 | 491 | by (rule summable_norm_cancel) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 492 | with assms show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 493 | by (auto simp: sums_iff infsetsum_nat) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 494 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 495 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 496 | lemma sums_infsetsum_nat': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 497 | assumes "f abs_summable_on UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 498 | shows "f sums infsetsum f UNIV" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 499 | 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 | 500 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 501 | lemma infsetsum_Un_disjoint: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 502 |   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 | 503 | 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 | 504 | 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 | 505 | by (subst set_integral_Un) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 506 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 507 | lemma infsetsum_Diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 508 | 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 | 509 | 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 | 510 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 511 | 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 | 512 | 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 | 513 | 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 | 514 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 515 | ultimately show ?thesis | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 516 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 517 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 518 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 519 | lemma infsetsum_Un_Int: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 520 | 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 | 521 | 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 | 522 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 523 | 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 | 524 | by auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 525 | 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 | 526 | 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 | 527 | 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 | 528 | 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: 
69597diff
changeset | 529 | finally show ?thesis | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 530 | by (simp add: algebra_simps) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 531 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 532 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 533 | lemma infsetsum_reindex_bij_betw: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 534 | assumes "bij_betw g A B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 535 | 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 | 536 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 537 | 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 | 538 | 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 | 539 | show ?thesis unfolding infsetsum_def | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 540 | by (subst *, subst integral_distr[of _ _ "count_space B"]) | 
| 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 541 | (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 | 542 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 543 | |
| 68651 | 544 | theorem infsetsum_reindex: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 545 | assumes "inj_on g A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 546 | 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 | 547 | 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 | 548 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 549 | lemma infsetsum_cong_neutral: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 550 | 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 | 551 | 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 | 552 | 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 | 553 | shows "infsetsum f A = infsetsum g B" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 554 | 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 | 555 | by (intro Bochner_Integration.integral_cong refl) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 556 | (auto simp: indicator_def split: if_splits) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 557 | |
| 66526 | 558 | lemma infsetsum_mono_neutral: | 
| 559 | fixes f g :: "'a \<Rightarrow> real" | |
| 560 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 561 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 562 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 563 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 564 | shows "infsetsum f A \<le> infsetsum g B" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 565 | using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def | 
| 66526 | 566 | by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def) | 
| 567 | ||
| 568 | lemma infsetsum_mono_neutral_left: | |
| 569 | fixes f g :: "'a \<Rightarrow> real" | |
| 570 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 571 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 572 | assumes "A \<subseteq> B" | |
| 573 | assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0" | |
| 574 | shows "infsetsum f A \<le> infsetsum g B" | |
| 575 | using \<open>A \<subseteq> B\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 576 | ||
| 577 | lemma infsetsum_mono_neutral_right: | |
| 578 | fixes f g :: "'a \<Rightarrow> real" | |
| 579 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 580 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 581 | assumes "B \<subseteq> A" | |
| 582 | assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0" | |
| 583 | shows "infsetsum f A \<le> infsetsum g B" | |
| 584 | using \<open>B \<subseteq> A\<close> by (intro infsetsum_mono_neutral assms) auto | |
| 585 | ||
| 586 | lemma infsetsum_mono: | |
| 587 | fixes f g :: "'a \<Rightarrow> real" | |
| 588 | assumes "f abs_summable_on A" and "g abs_summable_on A" | |
| 589 | assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x" | |
| 590 | shows "infsetsum f A \<le> infsetsum g A" | |
| 591 | by (intro infsetsum_mono_neutral assms) auto | |
| 592 | ||
| 593 | lemma norm_infsetsum_bound: | |
| 594 | "norm (infsetsum f A) \<le> infsetsum (\<lambda>x. norm (f x)) A" | |
| 595 | unfolding abs_summable_on_def infsetsum_def | |
| 596 | by (rule Bochner_Integration.integral_norm_bound) | |
| 597 | ||
| 68651 | 598 | theorem infsetsum_Sigma: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 599 | 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 | 600 | 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 | 601 | 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 | 602 | 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 | 603 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 604 | 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: 
69597diff
changeset | 605 | have [simp]: "countable B'" | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 606 | 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 | 607 | 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 | 608 | 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 | 609 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 610 | have "integrable (count_space (A \<times> B')) (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 611 | using summable | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 612 | 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 | 613 | 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 | 614 | by (intro Bochner_Integration.integrable_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 615 | (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 | 616 | finally have integrable: \<dots> . | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 617 | |
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 618 | 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 | 619 | (\<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 | 620 | unfolding infsetsum_def by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 621 | also have "\<dots> = (\<integral>x. \<integral>y. indicator (B x) y *\<^sub>R f (x, y) \<partial>count_space B' \<partial>count_space A)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 622 | proof (rule Bochner_Integration.integral_cong [OF refl]) | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 623 | show "\<And>x. x \<in> space (count_space A) \<Longrightarrow> | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 624 | (\<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: 
69597diff
changeset | 625 | using infsetsum_altdef'[of _ B'] | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 626 | unfolding set_lebesgue_integral_def B'_def | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 627 | by auto | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 628 | qed | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 629 | 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 | 630 | by (subst integral_fst [OF integrable]) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 631 | 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 | 632 | by (intro Bochner_Integration.integral_cong) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 633 | (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 | 634 | also have "\<dots> = infsetsum f (Sigma A B)" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 635 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 636 | 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 | 637 | finally show ?thesis .. | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 638 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 639 | |
| 66526 | 640 | lemma infsetsum_Sigma': | 
| 641 | fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set" | |
| 642 | assumes [simp]: "countable A" and "\<And>i. countable (B i)" | |
| 643 | assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (Sigma A B)" | |
| 644 | shows "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) A = infsetsum (\<lambda>(x,y). f x y) (Sigma A B)" | |
| 645 | using assms by (subst infsetsum_Sigma) auto | |
| 646 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 647 | lemma infsetsum_Times: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 648 | 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 | 649 | assumes [simp]: "countable A" and "countable B" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 650 | 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 | 651 | 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 | 652 | using assms by (subst infsetsum_Sigma) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 653 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 654 | lemma infsetsum_Times': | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 655 | 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 | 656 |   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 | 657 | 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 | 658 | 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 | 659 | 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 | 660 | using assms by (subst infsetsum_Times) 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_swap: | 
| 
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>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 | 668 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 669 | 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 | 670 | 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 | 671 | 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 | 672 | 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 | 673 | 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 | 674 | using summable by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 675 | 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 | 676 | 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 | 677 | (simp_all add: case_prod_unfold) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 678 | 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 | 679 | using summable' by (subst infsetsum_Times) auto | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 680 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 681 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 682 | |
| 68651 | 683 | theorem abs_summable_on_Sigma_iff: | 
| 66526 | 684 | 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: 
69597diff
changeset | 685 | shows "f abs_summable_on Sigma A B \<longleftrightarrow> | 
| 66526 | 686 | (\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x) \<and> | 
| 687 | ((\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A)" | |
| 688 | proof safe | |
| 689 | 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: 
69597diff
changeset | 690 | have [simp]: "countable B'" | 
| 66526 | 691 | unfolding B'_def using assms by auto | 
| 692 | interpret pair_sigma_finite "count_space A" "count_space B'" | |
| 693 | by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ | |
| 694 |   {
 | |
| 695 | assume *: "f abs_summable_on Sigma A B" | |
| 696 | thus "(\<lambda>y. f (x, y)) abs_summable_on B x" if "x \<in> A" for x | |
| 697 | using that by (rule abs_summable_on_Sigma_project2) | |
| 698 | ||
| 699 | have "set_integrable (count_space (A \<times> B')) (Sigma A B) (\<lambda>z. norm (f z))" | |
| 700 | using abs_summable_on_normI[OF *] | |
| 701 | by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 702 | also have "count_space (A \<times> B') = count_space A \<Otimes>\<^sub>M count_space B'" | |
| 703 | by (simp add: pair_measure_countable) | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 704 | finally have "integrable (count_space A) | 
| 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 705 | (\<lambda>x. lebesgue_integral (count_space B') | 
| 66526 | 706 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y))))" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 707 | unfolding set_integrable_def by (rule integrable_fst') | 
| 66526 | 708 | also have "?this \<longleftrightarrow> integrable (count_space A) | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 709 | (\<lambda>x. lebesgue_integral (count_space B') | 
| 66526 | 710 | (\<lambda>y. indicator (B x) y *\<^sub>R norm (f (x, y))))" | 
| 711 | by (intro integrable_cong refl) (simp_all add: indicator_def) | |
| 712 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x))" | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 713 | unfolding set_lebesgue_integral_def [symmetric] | 
| 66526 | 714 | by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def) | 
| 715 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A" | |
| 716 | by (simp add: abs_summable_on_def) | |
| 717 | finally show \<dots> . | |
| 718 | } | |
| 719 |   {
 | |
| 720 | assume *: "\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 721 | assume "(\<lambda>x. \<Sum>\<^sub>ay\<in>B x. norm (f (x, y))) abs_summable_on A" | |
| 722 | also have "?this \<longleftrightarrow> (\<lambda>x. \<integral>y\<in>B x. norm (f (x, y)) \<partial>count_space B') abs_summable_on A" | |
| 723 | by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def) | |
| 724 | also have "\<dots> \<longleftrightarrow> (\<lambda>x. \<integral>y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y)) \<partial>count_space B') | |
| 725 | abs_summable_on A" (is "_ \<longleftrightarrow> ?h abs_summable_on _") | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 726 | unfolding set_lebesgue_integral_def | 
| 66526 | 727 | by (intro abs_summable_on_cong) (auto simp: indicator_def) | 
| 728 | also have "\<dots> \<longleftrightarrow> integrable (count_space A) ?h" | |
| 729 | by (simp add: abs_summable_on_def) | |
| 730 | finally have **: \<dots> . | |
| 731 | ||
| 732 | have "integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)" | |
| 733 | proof (rule Fubini_integrable, goal_cases) | |
| 734 | case 3 | |
| 735 |       {
 | |
| 736 | fix x assume x: "x \<in> A" | |
| 737 | with * have "(\<lambda>y. f (x, y)) abs_summable_on B x" | |
| 738 | by blast | |
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 739 | also have "?this \<longleftrightarrow> integrable (count_space B') | 
| 66526 | 740 | (\<lambda>y. indicator (B x) y *\<^sub>R f (x, y))" | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 741 | unfolding set_integrable_def [symmetric] | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 742 | 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: 
69597diff
changeset | 743 | also have "(\<lambda>y. indicator (B x) y *\<^sub>R f (x, y)) = | 
| 66526 | 744 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" | 
| 745 | using x by (auto simp: indicator_def) | |
| 746 | finally have "integrable (count_space B') | |
| 747 | (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" . | |
| 748 | } | |
| 749 | thus ?case by (auto simp: AE_count_space) | |
| 750 | qed (insert **, auto simp: pair_measure_countable) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 751 | moreover have "count_space A \<Otimes>\<^sub>M count_space B' = count_space (A \<times> B')" | 
| 66526 | 752 | by (simp add: pair_measure_countable) | 
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 753 | moreover have "set_integrable (count_space (A \<times> B')) (Sigma A B) f \<longleftrightarrow> | 
| 66526 | 754 | f abs_summable_on Sigma A B" | 
| 755 | by (rule abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) | |
| 67974 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 756 | ultimately show "f abs_summable_on Sigma A B" | 
| 
3f352a91b45a
replacement of set integral abbreviations by actual definitions!
 paulson <lp15@cam.ac.uk> parents: 
67268diff
changeset | 757 | by (simp add: set_integrable_def) | 
| 66526 | 758 | } | 
| 759 | qed | |
| 760 | ||
| 761 | lemma abs_summable_on_Sigma_project1: | |
| 762 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 763 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 764 | shows "(\<lambda>x. infsetsum (\<lambda>y. norm (f x y)) (B x)) abs_summable_on A" | |
| 765 | using assms by (subst (asm) abs_summable_on_Sigma_iff) auto | |
| 766 | ||
| 767 | lemma abs_summable_on_Sigma_project1': | |
| 768 | assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B" | |
| 769 | assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)" | |
| 770 | shows "(\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) abs_summable_on A" | |
| 771 | by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]] | |
| 772 | norm_infsetsum_bound) | |
| 773 | ||
| 68651 | 774 | theorem infsetsum_prod_PiE: | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 775 |   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 | 776 | 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 | 777 | 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 | 778 | 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 | 779 | proof - | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 780 |   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 | 781 | 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 | 782 | by (auto simp: B'_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 783 | 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 | 784 | 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 | 785 | 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 | 786 | (\<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 | 787 | by (simp add: infsetsum_def) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 788 | 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 | 789 | 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 | 790 | 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 | 791 | by simp | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 792 | 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 | 793 | 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 | 794 | 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: 
69597diff
changeset | 795 | by (subst product_integral_prod) | 
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 796 | (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 | 797 | 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 | 798 | 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 | 799 | finally show ?thesis . | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 800 | qed | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 801 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 802 | 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: 
69597diff
changeset | 803 | 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 | 804 | by (rule Bochner_Integration.integral_minus) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 805 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 806 | lemma infsetsum_add: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 807 | 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 | 808 | 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: 
69597diff
changeset | 809 | 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 | 810 | by (rule Bochner_Integration.integral_add) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 811 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 812 | lemma infsetsum_diff: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 813 | 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 | 814 | 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: 
69597diff
changeset | 815 | 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 | 816 | by (rule Bochner_Integration.integral_diff) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 817 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 818 | lemma infsetsum_scaleR_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 819 | 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 | 820 | 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: 
69597diff
changeset | 821 | 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 | 822 | by (rule Bochner_Integration.integral_scaleR_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 823 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 824 | lemma infsetsum_scaleR_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 825 | "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: 
69597diff
changeset | 826 | 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 | 827 | 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 | 828 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 829 | lemma infsetsum_cmult_left: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 830 |   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 | 831 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 832 | shows "infsetsum (\<lambda>x. f x * c) A = infsetsum f A * c" | 
| 69710 
61372780515b
some renamings and a bit of new material
 paulson <lp15@cam.ac.uk> parents: 
69597diff
changeset | 833 | 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 | 834 | by (rule Bochner_Integration.integral_mult_left) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 835 | |
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 836 | lemma infsetsum_cmult_right: | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 837 |   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 | 838 | 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 | 839 | 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: 
69597diff
changeset | 840 | 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 | 841 | by (rule Bochner_Integration.integral_mult_right) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 842 | |
| 66526 | 843 | lemma infsetsum_cdiv: | 
| 844 |   fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_field, second_countable_topology}"
 | |
| 845 | assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A" | |
| 846 | shows "infsetsum (\<lambda>x. f x / c) A = infsetsum f A / c" | |
| 847 | using assms unfolding infsetsum_def abs_summable_on_def by auto | |
| 848 | ||
| 849 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 850 | (* TODO Generalise with bounded_linear *) | 
| 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 851 | |
| 66526 | 852 | lemma | 
| 853 |   fixes f :: "'a \<Rightarrow> 'c :: {banach, real_normed_field, second_countable_topology}"
 | |
| 854 | assumes [simp]: "countable A" and [simp]: "countable B" | |
| 855 | assumes "f abs_summable_on A" and "g abs_summable_on B" | |
| 856 | shows abs_summable_on_product: "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 857 | and infsetsum_product: "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = | |
| 858 | infsetsum f A * infsetsum g B" | |
| 859 | proof - | |
| 860 | from assms show "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B" | |
| 861 | by (subst abs_summable_on_Sigma_iff) | |
| 862 | (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right) | |
| 863 | with assms show "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = infsetsum f A * infsetsum g B" | |
| 864 | by (subst infsetsum_Sigma) | |
| 865 | (auto simp: infsetsum_cmult_left infsetsum_cmult_right) | |
| 866 | qed | |
| 867 | ||
| 66480 
4b8d1df8933b
HOL-Analysis: Convergent FPS and infinite sums
 Manuel Eberl <eberlm@in.tum.de> parents: diff
changeset | 868 | end |