src/HOL/Analysis/Infinite_Set_Sum.thy
author nipkow
Tue, 17 Jun 2025 06:29:55 +0200
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(*
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  Title:    HOL/Analysis/Infinite_Set_Sum.thy
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  Author:   Manuel Eberl, TU München
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  A theory of sums over possible infinite sets. (Only works for absolute summability)
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*)
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section \<open>Sums over Infinite Sets\<close>
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theory Infinite_Set_Sum
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  imports Set_Integral Infinite_Sum
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begin
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(*
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  WARNING! This file is considered obsolete and will, in the long run, be replaced with
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  the more general "Infinite_Sum".
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*)
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text \<open>Conflicting notation from \<^theory>\<open>HOL-Analysis.Infinite_Sum\<close>\<close>
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no_notation Infinite_Sum.abs_summable_on (infixr \<open>abs'_summable'_on\<close> 46)
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(* TODO Move *)
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lemma sets_eq_countable:
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  assumes "countable A" "space M = A" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M"
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  shows   "sets M = Pow A"
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proof (intro equalityI subsetI)
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  fix X assume "X \<in> Pow A"
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  hence "(\<Union>x\<in>X. {x}) \<in> sets M"
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    by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3))
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  also have "(\<Union>x\<in>X. {x}) = X" by auto
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  finally show "X \<in> sets M" .
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next
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  fix X assume "X \<in> sets M"
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  from sets.sets_into_space[OF this] and assms
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    show "X \<in> Pow A" by simp
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qed
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lemma measure_eqI_countable':
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  assumes spaces: "space M = A" "space N = A"
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  assumes sets: "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets M" "\<And>x. x \<in> A \<Longrightarrow> {x} \<in> sets N"
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  assumes A: "countable A"
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  assumes eq: "\<And>a. a \<in> A \<Longrightarrow> emeasure M {a} = emeasure N {a}"
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  shows "M = N"
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proof (rule measure_eqI_countable)
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  show "sets M = Pow A"
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    by (intro sets_eq_countable assms)
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  show "sets N = Pow A"
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    by (intro sets_eq_countable assms)
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qed fact+
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lemma count_space_PiM_finite:
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  fixes B :: "'a \<Rightarrow> 'b set"
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  assumes "finite A" "\<And>i. countable (B i)"
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  shows   "PiM A (\<lambda>i. count_space (B i)) = count_space (PiE A B)"
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proof (rule measure_eqI_countable')
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  show "space (PiM A (\<lambda>i. count_space (B i))) = PiE A B"
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    by (simp add: space_PiM)
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  show "space (count_space (PiE A B)) = PiE A B" by simp
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next
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  fix f assume f: "f \<in> PiE A B"
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  hence "PiE A (\<lambda>x. {f x}) \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))"
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    by (intro sets_PiM_I_finite assms) auto
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  also from f have "PiE A (\<lambda>x. {f x}) = {f}"
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    by (intro PiE_singleton) (auto simp: PiE_def)
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  finally show "{f} \<in> sets (Pi\<^sub>M A (\<lambda>i. count_space (B i)))" .
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next
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  interpret product_sigma_finite "(\<lambda>i. count_space (B i))"
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    by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms)
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  thm sigma_finite_measure_count_space
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  fix f assume f: "f \<in> PiE A B"
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  hence "{f} = PiE A (\<lambda>x. {f x})"
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    by (intro PiE_singleton [symmetric]) (auto simp: PiE_def)
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  also have "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) \<dots> =
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               (\<Prod>i\<in>A. emeasure (count_space (B i)) {f i})"
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    using f assms by (subst emeasure_PiM) auto
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  also have "\<dots> = (\<Prod>i\<in>A. 1)"
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    by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto)
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  also have "\<dots> = emeasure (count_space (PiE A B)) {f}"
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    using f by (subst emeasure_count_space_finite) auto
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  finally show "emeasure (Pi\<^sub>M A (\<lambda>i. count_space (B i))) {f} =
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                  emeasure (count_space (Pi\<^sub>E A B)) {f}" .
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qed (simp_all add: countable_PiE assms)
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definition\<^marker>\<open>tag important\<close> abs_summable_on ::
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    "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> bool"
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    (infix \<open>abs'_summable'_on\<close> 50)
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 where
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   "f abs_summable_on A \<longleftrightarrow> integrable (count_space A) f"
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definition\<^marker>\<open>tag important\<close> infsetsum ::
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    "('a \<Rightarrow> 'b :: {banach, second_countable_topology}) \<Rightarrow> 'a set \<Rightarrow> 'b"
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 where
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   "infsetsum f A = lebesgue_integral (count_space A) f"
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syntax (ASCII)
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  "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  (\<open>(\<open>indent=3 notation=\<open>binder INFSETSUM\<close>\<close>INFSETSUM _:_./ _)\<close> [0, 51, 10] 10)
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syntax
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  "_infsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  (\<open>(\<open>indent=2 notation=\<open>binder \<Sum>\<^sub>a\<close>\<close>\<Sum>\<^sub>a_\<in>_./ _)\<close> [0, 51, 10] 10)
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syntax_consts
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  "_infsetsum" \<rightleftharpoons> infsetsum
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translations \<comment> \<open>Beware of argument permutation!\<close>
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  "\<Sum>\<^sub>ai\<in>A. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) A"
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syntax (ASCII)
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  "_uinfsetsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
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  (\<open>(\<open>indent=3 notation=\<open>binder INFSETSUM\<close>\<close>INFSETSUM _:_./ _)\<close> [0, 51, 10] 10)
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syntax
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   112
  "_uinfsetsum" :: "pttrn \<Rightarrow> 'b \<Rightarrow> 'b::{banach, second_countable_topology}"
81097
6c81cdca5b82 more inner syntax markup: HOL-Analysis;
wenzelm
parents: 80914
diff changeset
   113
  (\<open>(\<open>indent=2 notation=\<open>binder \<Sum>\<^sub>a\<close>\<close>\<Sum>\<^sub>a_./ _)\<close> [0, 10] 10)
80768
c7723cc15de8 more markup for syntax consts;
wenzelm
parents: 74791
diff changeset
   114
syntax_consts
c7723cc15de8 more markup for syntax consts;
wenzelm
parents: 74791
diff changeset
   115
  "_uinfsetsum" \<rightleftharpoons> infsetsum
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   116
translations \<comment> \<open>Beware of argument permutation!\<close>
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   117
  "\<Sum>\<^sub>ai. b" \<rightleftharpoons> "CONST infsetsum (\<lambda>i. b) (CONST UNIV)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   118
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   119
syntax (ASCII)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   120
  "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
81097
6c81cdca5b82 more inner syntax markup: HOL-Analysis;
wenzelm
parents: 80914
diff changeset
   121
  (\<open>(\<open>indent=3 notation=\<open>binder INFSETSUM\<close>\<close>INFSETSUM _ |/ _./ _)\<close> [0, 0, 10] 10)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   122
syntax
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   123
  "_qinfsetsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a::{banach, second_countable_topology}"
81097
6c81cdca5b82 more inner syntax markup: HOL-Analysis;
wenzelm
parents: 80914
diff changeset
   124
  (\<open>(\<open>indent=2 notation=\<open>binder \<Sum>\<^sub>a\<close>\<close>\<Sum>\<^sub>a_ | (_)./ _)\<close> [0, 0, 10] 10)
80768
c7723cc15de8 more markup for syntax consts;
wenzelm
parents: 74791
diff changeset
   125
syntax_consts
c7723cc15de8 more markup for syntax consts;
wenzelm
parents: 74791
diff changeset
   126
  "_qinfsetsum" \<rightleftharpoons> infsetsum
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   127
translations
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   128
  "\<Sum>\<^sub>ax|P. t" => "CONST infsetsum (\<lambda>x. t) {x. P}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   129
print_translation \<open>
81150
3dd8035578b8 eliminate clones: just one Collect_binder_tr';
wenzelm
parents: 81097
diff changeset
   130
  [(\<^const_syntax>\<open>infsetsum\<close>, K (Collect_binder_tr' \<^syntax_const>\<open>_qinfsetsum\<close>))]
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   131
\<close>
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   132
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   133
lemma restrict_count_space_subset:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   134
  "A \<subseteq> B \<Longrightarrow> restrict_space (count_space B) A = count_space A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   135
  by (subst restrict_count_space) (simp_all add: Int_absorb2)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   136
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   137
lemma abs_summable_on_restrict:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   138
  fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   139
  assumes "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   140
  shows   "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   141
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   142
  have "count_space A = restrict_space (count_space B) A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   143
    by (rule restrict_count_space_subset [symmetric]) fact+
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   144
  also have "integrable \<dots> f \<longleftrightarrow> set_integrable (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   145
    by (simp add: integrable_restrict_space set_integrable_def)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   146
  finally show ?thesis
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   147
    unfolding abs_summable_on_def set_integrable_def .
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   148
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   149
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   150
lemma abs_summable_on_altdef: "f abs_summable_on A \<longleftrightarrow> set_integrable (count_space UNIV) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   151
  unfolding abs_summable_on_def set_integrable_def
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   152
  by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   153
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   154
lemma abs_summable_on_altdef':
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   155
  "A \<subseteq> B \<Longrightarrow> f abs_summable_on A \<longleftrightarrow> set_integrable (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   156
  unfolding abs_summable_on_def set_integrable_def
71633
07bec530f02e cleaned proofs
nipkow
parents: 70136
diff changeset
   157
  by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset sets_count_space space_count_space)
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   158
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   159
lemma abs_summable_on_norm_iff [simp]:
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   160
  "(\<lambda>x. norm (f x)) abs_summable_on A \<longleftrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   161
  by (simp add: abs_summable_on_def integrable_norm_iff)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   162
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   163
lemma abs_summable_on_normI: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. norm (f x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   164
  by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   165
67268
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   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"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   167
  by (simp add: abs_summable_on_def complex_of_real_integrable_eq)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   168
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   169
lemma abs_summable_on_comparison_test:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   170
  assumes "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   171
  assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> norm (g x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   172
  shows   "f abs_summable_on A"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   173
  using assms Bochner_Integration.integrable_bound[of "count_space A" g f]
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   174
  unfolding abs_summable_on_def by (auto simp: AE_count_space)
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   175
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   176
lemma abs_summable_on_comparison_test':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   177
  assumes "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   178
  assumes "\<And>x. x \<in> A \<Longrightarrow> norm (f x) \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   179
  shows   "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   180
proof (rule abs_summable_on_comparison_test[OF assms(1), of f])
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   181
  fix x assume "x \<in> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   182
  with assms(2) have "norm (f x) \<le> g x" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   183
  also have "\<dots> \<le> norm (g x)" by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   184
  finally show "norm (f x) \<le> norm (g x)" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   185
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   186
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   187
lemma abs_summable_on_cong [cong]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff 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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   189
  unfolding abs_summable_on_def by (intro integrable_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   190
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   191
lemma abs_summable_on_cong_neutral:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   192
  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
   193
  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
   194
  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
   195
  shows   "f abs_summable_on A \<longleftrightarrow> g abs_summable_on B"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   196
  unfolding abs_summable_on_altdef set_integrable_def using assms
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   197
  by (intro Bochner_Integration.integrable_cong refl)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   198
     (auto simp: indicator_def split: if_splits)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   199
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   200
lemma abs_summable_on_restrict':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   201
  fixes f :: "'a \<Rightarrow> 'b :: {banach, second_countable_topology}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   202
  assumes "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   203
  shows   "f abs_summable_on A \<longleftrightarrow> (\<lambda>x. if x \<in> A then f x else 0) abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   204
  by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   205
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   206
lemma abs_summable_on_nat_iff:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   207
  "f abs_summable_on (A :: nat set) \<longleftrightarrow> summable (\<lambda>n. if n \<in> A then norm (f n) else 0)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   208
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   209
  have "f abs_summable_on A \<longleftrightarrow> summable (\<lambda>x. norm (if x \<in> A then f x else 0))"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   210
    by (subst abs_summable_on_restrict'[of _ UNIV])
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   211
       (simp_all add: abs_summable_on_def integrable_count_space_nat_iff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   213
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   214
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   215
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   216
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   217
lemma abs_summable_on_nat_iff':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   218
  "f abs_summable_on (UNIV :: nat set) \<longleftrightarrow> summable (\<lambda>n. norm (f n))"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   219
  by (subst abs_summable_on_nat_iff) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   220
67268
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   221
lemma nat_abs_summable_on_comparison_test:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   222
  fixes f :: "nat \<Rightarrow> 'a :: {banach, second_countable_topology}"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   223
  assumes "g abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   224
  assumes "\<And>n. \<lbrakk>n\<ge>N; n \<in> I\<rbrakk> \<Longrightarrow> norm (f n) \<le> g n"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   225
  shows   "f abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   226
  using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test')
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   227
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   228
lemma abs_summable_comparison_test_ev:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   229
  assumes "g abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   230
  assumes "eventually (\<lambda>x. x \<in> I \<longrightarrow> norm (f x) \<le> g x) sequentially"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   231
  shows   "f abs_summable_on I"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   232
  by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   233
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   234
lemma abs_summable_on_Cauchy:
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   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)"
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   236
  by (simp add: abs_summable_on_nat_iff' summable_Cauchy sum_nonneg)
bdf25939a550 new/improved theories involving convergence; better pretty-printing for bounded quantifiers and sum/product
paulson <lp15@cam.ac.uk>
parents: 67167
diff changeset
   237
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   238
lemma abs_summable_on_finite [simp]: "finite A \<Longrightarrow> f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   239
  unfolding abs_summable_on_def by (rule integrable_count_space)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   240
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   241
lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   242
  by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   243
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   244
lemma abs_summable_on_subset:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   245
  assumes "f abs_summable_on B" and "A \<subseteq> B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   246
  shows   "f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   247
  unfolding abs_summable_on_altdef
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   248
  by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   249
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   250
lemma abs_summable_on_union [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   251
  assumes "f abs_summable_on A" and "f abs_summable_on B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   252
  shows   "f abs_summable_on (A \<union> B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   253
  using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   254
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   255
lemma abs_summable_on_insert_iff [simp]:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   256
  "f abs_summable_on insert x A \<longleftrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   257
proof safe
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   258
  assume "f abs_summable_on insert x A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   259
  thus "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   260
    by (rule abs_summable_on_subset) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   261
next
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   262
  assume "f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   263
  from abs_summable_on_union[OF this, of "{x}"]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   264
    show "f abs_summable_on insert x A" by simp
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   265
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   266
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   267
lemma abs_summable_sum:
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   268
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   269
  shows   "(\<lambda>y. \<Sum>x\<in>A. f x y) abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   270
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   271
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   272
lemma abs_summable_Re: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Re (f x)) abs_summable_on A"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   273
  by (simp add: abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   274
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   275
lemma abs_summable_Im: "f abs_summable_on A \<Longrightarrow> (\<lambda>x. Im (f x)) abs_summable_on A"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   276
  by (simp add: abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   277
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   278
lemma abs_summable_on_finite_diff:
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   279
  assumes "f abs_summable_on A" "A \<subseteq> B" "finite (B - A)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   280
  shows   "f abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   281
proof -
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   282
  have "f abs_summable_on (A \<union> (B - A))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   283
    by (intro abs_summable_on_union assms abs_summable_on_finite)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   284
  also from assms have "A \<union> (B - A) = B" by blast
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   285
  finally show ?thesis .
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   286
qed
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   287
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   288
lemma abs_summable_on_reindex_bij_betw:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   289
  assumes "bij_betw g A B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
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"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   291
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   292
  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
   293
    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
   294
  show ?thesis unfolding abs_summable_on_def
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   295
    by (subst *, subst integrable_distr_eq[of _ _ "count_space B"])
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   296
       (insert assms, auto simp: bij_betw_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   297
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   298
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   299
lemma abs_summable_on_reindex:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   300
  assumes "(\<lambda>x. f (g x)) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   301
  shows   "f abs_summable_on (g ` A)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   302
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   303
  define g' where "g' = inv_into A g"
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   304
  from assms have "(\<lambda>x. f (g x)) abs_summable_on (g' ` g ` A)"
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   305
    by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   306
  also have "?this \<longleftrightarrow> (\<lambda>x. f (g (g' x))) abs_summable_on (g ` A)" unfolding g'_def
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   307
    by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   308
  also have "\<dots> \<longleftrightarrow> f abs_summable_on (g ` A)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   309
    by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   310
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   311
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   312
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   313
lemma abs_summable_on_reindex_iff:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   315
  by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   316
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   317
lemma abs_summable_on_Sigma_project2:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   318
  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
   319
  assumes "f abs_summable_on (Sigma A B)" "x \<in> A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   320
  shows   "(\<lambda>y. f (x, y)) abs_summable_on (B x)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   321
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   322
  from assms(2) have "f abs_summable_on (Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   323
    by (intro abs_summable_on_subset [OF assms(1)]) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   324
  also have "?this \<longleftrightarrow> (\<lambda>z. f (x, snd z)) abs_summable_on (Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   325
    by (rule abs_summable_on_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   326
  finally have "(\<lambda>y. f (x, y)) abs_summable_on (snd ` Sigma {x} B)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   327
    by (rule abs_summable_on_reindex)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   328
  also have "snd ` Sigma {x} B = B x"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   329
    using assms by (auto simp: image_iff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   330
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   331
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   332
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   333
lemma abs_summable_on_Times_swap:
4b8d1df8933b 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"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   335
proof -
4b8d1df8933b 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)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   337
    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
   338
  show ?thesis
4b8d1df8933b 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])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   340
       (simp_all add: case_prod_unfold)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   341
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   342
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   343
lemma abs_summable_on_0 [simp, intro]: "(\<lambda>_. 0) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   344
  by (simp add: abs_summable_on_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   345
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   346
lemma abs_summable_on_uminus [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   347
  "f abs_summable_on A \<Longrightarrow> (\<lambda>x. -f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   348
  unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   349
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   350
lemma abs_summable_on_add [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   351
  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
   352
  shows   "(\<lambda>x. f x + g x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   353
  using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   354
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   355
lemma abs_summable_on_diff [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   356
  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
   357
  shows   "(\<lambda>x. f x - g x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   358
  using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   359
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   360
lemma abs_summable_on_scaleR_left [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   361
  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
   362
  shows   "(\<lambda>x. f x *\<^sub>R c) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   363
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   364
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   365
lemma abs_summable_on_scaleR_right [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   366
  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
   367
  shows   "(\<lambda>x. c *\<^sub>R f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   368
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   369
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   370
lemma abs_summable_on_cmult_right [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   371
  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
   372
  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
   373
  shows   "(\<lambda>x. c * f x) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   374
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   375
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   376
lemma abs_summable_on_cmult_left [intro]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   377
  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
   378
  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
   379
  shows   "(\<lambda>x. f x * c) abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   380
  using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   381
66568
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   382
lemma abs_summable_on_prod_PiE:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   383
  fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c :: {real_normed_field,banach,second_countable_topology}"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   384
  assumes finite: "finite A" and countable: "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   385
  assumes summable: "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B x"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   386
  shows   "(\<lambda>g. \<Prod>x\<in>A. f x (g x)) abs_summable_on PiE A B"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   387
proof -
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   388
  define B' where "B' = (\<lambda>x. if x \<in> A then B x else {})"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   389
  from assms have [simp]: "countable (B' x)" for x
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   390
    by (auto simp: B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   391
  then interpret product_sigma_finite "count_space \<circ> B'"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   392
    unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   393
  from assms have "integrable (PiM A (count_space \<circ> B')) (\<lambda>g. \<Prod>x\<in>A. f x (g x))"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   394
    by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   395
  also have "PiM A (count_space \<circ> B') = count_space (PiE A B')"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   396
    unfolding o_def using finite by (intro count_space_PiM_finite) simp_all
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   397
  also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   398
  finally show ?thesis by (simp add: abs_summable_on_def)
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   399
qed
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   400
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   401
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   402
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   403
lemma not_summable_infsetsum_eq:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   404
  "\<not>f abs_summable_on A \<Longrightarrow> infsetsum f A = 0"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   405
  by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   406
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   407
lemma infsetsum_altdef:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   408
  "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   409
  unfolding set_lebesgue_integral_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   410
  by (subst integral_restrict_space [symmetric])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   411
     (auto simp: restrict_count_space_subset infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   412
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   413
lemma infsetsum_altdef':
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   414
  "A \<subseteq> B \<Longrightarrow> infsetsum f A = set_lebesgue_integral (count_space B) A f"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   415
  unfolding set_lebesgue_integral_def
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   416
  by (subst integral_restrict_space [symmetric])
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   417
     (auto simp: restrict_count_space_subset infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   418
66568
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   419
lemma nn_integral_conv_infsetsum:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   420
  assumes "f abs_summable_on A" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   421
  shows   "nn_integral (count_space A) f = ennreal (infsetsum f A)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   422
  using assms unfolding infsetsum_def abs_summable_on_def
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   423
  by (subst nn_integral_eq_integral) auto
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   424
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   425
lemma infsetsum_conv_nn_integral:
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   426
  assumes "nn_integral (count_space A) f \<noteq> \<infinity>" "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   427
  shows   "infsetsum f A = enn2real (nn_integral (count_space A) f)"
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   428
  unfolding infsetsum_def using assms
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   429
  by (subst integral_eq_nn_integral) auto
52b5cf533fd6 Connecting PMFs to infinite sums
eberlm <eberlm@in.tum.de>
parents: 66526
diff changeset
   430
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   431
lemma infsetsum_cong [cong]:
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   432
  "(\<And>x. x \<in> A \<Longrightarrow> f x = g x) \<Longrightarrow> A = B \<Longrightarrow> infsetsum f A = infsetsum g B"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   433
  unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   434
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   435
lemma infsetsum_0 [simp]: "infsetsum (\<lambda>_. 0) A = 0"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   436
  by (simp add: infsetsum_def)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   437
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
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"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   439
  by simp
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   440
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   441
lemma infsetsum_nonneg: "(\<And>x. x \<in> A \<Longrightarrow> f x \<ge> (0::real)) \<Longrightarrow> infsetsum f A \<ge> 0"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   442
  unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   443
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   444
lemma sum_infsetsum:
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   445
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x abs_summable_on B"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   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)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   447
  using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   448
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   449
lemma Re_infsetsum: "f abs_summable_on A \<Longrightarrow> Re (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Re (f x))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   450
  by (simp add: infsetsum_def abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   451
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   452
lemma Im_infsetsum: "f abs_summable_on A \<Longrightarrow> Im (infsetsum f A) = (\<Sum>\<^sub>ax\<in>A. Im (f x))"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   453
  by (simp add: infsetsum_def abs_summable_on_def)
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   454
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   455
lemma infsetsum_of_real:
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   456
  shows "infsetsum (\<lambda>x. of_real (f x)
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   457
           :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A =
67167
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   458
             of_real (infsetsum f A)"
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   459
  unfolding infsetsum_def
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   460
  by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto
88d1c9d86f48 Moved analysis material from AFP
Manuel Eberl <eberlm@in.tum.de>
parents: 66568
diff changeset
   461
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   462
lemma infsetsum_finite [simp]: "finite A \<Longrightarrow> infsetsum f A = (\<Sum>x\<in>A. f x)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   463
  by (simp add: infsetsum_def lebesgue_integral_count_space_finite)
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   464
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   465
lemma infsetsum_nat:
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   466
  assumes "f abs_summable_on A"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   467
  shows   "infsetsum f A = (\<Sum>n. if n \<in> A then f n else 0)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   468
proof -
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   469
  from assms have "infsetsum f A = (\<Sum>n. indicator A n *\<^sub>R f n)"
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   470
    unfolding infsetsum_altdef abs_summable_on_altdef set_lebesgue_integral_def set_integrable_def
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   471
 by (subst integral_count_space_nat) auto
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   472
  also have "(\<lambda>n. indicator A n *\<^sub>R f n) = (\<lambda>n. if n \<in> A then f n else 0)"
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   473
    by auto
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   474
  finally show ?thesis .
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   475
qed
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
   476
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   477
lemma infsetsum_nat':
66480
4b8d1df8933b 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: 69597
diff 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: 69597
diff 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: 69597
diff 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
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   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: 67268
diff 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
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   558
lemma infsetsum_mono_neutral:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   559
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   560
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   561
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   562
  assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   563
  assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff changeset
   565
  using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   566
  by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   567
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   568
lemma infsetsum_mono_neutral_left:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   569
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   570
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   571
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   572
  assumes "A \<subseteq> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   573
  assumes "\<And>x. x \<in> B - A \<Longrightarrow> g x \<ge> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   574
  shows   "infsetsum f A \<le> infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   575
  using \<open>A \<subseteq> B\<close> by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   576
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   577
lemma infsetsum_mono_neutral_right:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   578
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   579
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   580
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   581
  assumes "B \<subseteq> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   582
  assumes "\<And>x. x \<in> A - B \<Longrightarrow> f x \<le> 0"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   583
  shows   "infsetsum f A \<le> infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   584
  using \<open>B \<subseteq> A\<close> by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   585
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   586
lemma infsetsum_mono:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   587
  fixes f g :: "'a \<Rightarrow> real"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   588
  assumes "f abs_summable_on A" and "g abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   589
  assumes "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   590
  shows   "infsetsum f A \<le> infsetsum g A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   591
  by (intro infsetsum_mono_neutral assms) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   592
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   593
lemma norm_infsetsum_bound:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   594
  "norm (infsetsum f A) \<le> infsetsum (\<lambda>x. norm (f x)) A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   595
  unfolding abs_summable_on_def infsetsum_def
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   596
  by (rule Bochner_Integration.integral_norm_bound)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   597
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   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: 69597
diff 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: 67268
diff changeset
   611
    using summable
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff 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: 69597
diff 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: 67268
diff 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: 67268
diff 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: 67268
diff 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: 69597
diff changeset
   625
      using infsetsum_altdef'[of _ B']
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff 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: 69597
diff changeset
   627
      by auto
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff 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: 67268
diff 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
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   640
lemma infsetsum_Sigma':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   641
  fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   642
  assumes [simp]: "countable A" and "\<And>i. countable (B i)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   643
  assumes summable: "(\<lambda>(x,y). f x y) abs_summable_on (Sigma A B)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   644
  shows   "infsetsum (\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) A = infsetsum (\<lambda>(x,y). f x y) (Sigma A B)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   645
  using assms by (subst infsetsum_Sigma) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   683
theorem abs_summable_on_Sigma_iff:
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 69597
diff changeset
   685
  shows   "f abs_summable_on Sigma A B \<longleftrightarrow>
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   686
             (\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x) \<and>
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   687
             ((\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   688
proof safe
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 69597
diff changeset
   690
  have [simp]: "countable B'"
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   691
    unfolding B'_def using assms by auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   692
  interpret pair_sigma_finite "count_space A" "count_space B'"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   693
    by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   694
  {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   695
    assume *: "f abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   696
    thus "(\<lambda>y. f (x, y)) abs_summable_on B x" if "x \<in> A" for x
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   697
      using that by (rule abs_summable_on_Sigma_project2)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   698
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   699
    have "set_integrable (count_space (A \<times> B')) (Sigma A B) (\<lambda>z. norm (f z))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   700
      using abs_summable_on_normI[OF *]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   701
      by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   702
    also have "count_space (A \<times> B') = count_space A \<Otimes>\<^sub>M count_space B'"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   703
      by (simp add: pair_measure_countable)
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   704
    finally have "integrable (count_space A)
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   705
                    (\<lambda>x. lebesgue_integral (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff changeset
   707
      unfolding set_integrable_def by (rule integrable_fst')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 69597
diff changeset
   709
                    (\<lambda>x. lebesgue_integral (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   710
                      (\<lambda>y. indicator (B x) y *\<^sub>R norm (f (x, y))))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   711
      by (intro integrable_cong refl) (simp_all add: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff changeset
   713
      unfolding set_lebesgue_integral_def [symmetric]
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   714
      by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   715
    also have "\<dots> \<longleftrightarrow> (\<lambda>x. infsetsum (\<lambda>y. norm (f (x, y))) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   716
      by (simp add: abs_summable_on_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   717
    finally show \<dots> .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   718
  }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   719
  {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   720
    assume *: "\<forall>x\<in>A. (\<lambda>y. f (x, y)) abs_summable_on B x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   721
    assume "(\<lambda>x. \<Sum>\<^sub>ay\<in>B x. norm (f (x, y))) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   722
    also have "?this \<longleftrightarrow> (\<lambda>x. \<integral>y\<in>B x. norm (f (x, y)) \<partial>count_space B') abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   723
      by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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')
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff changeset
   726
      unfolding set_lebesgue_integral_def
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   727
      by (intro abs_summable_on_cong) (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   728
    also have "\<dots> \<longleftrightarrow> integrable (count_space A) ?h"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   729
      by (simp add: abs_summable_on_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   730
    finally have **: \<dots> .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   731
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   732
    have "integrable (count_space A \<Otimes>\<^sub>M count_space B') (\<lambda>z. indicator (Sigma A B) z *\<^sub>R f z)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   733
    proof (rule Fubini_integrable, goal_cases)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   734
      case 3
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   735
      {
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   736
        fix x assume x: "x \<in> A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   737
        with * have "(\<lambda>y. f (x, y)) abs_summable_on B x"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   738
          by blast
69710
61372780515b some renamings and a bit of new material
paulson <lp15@cam.ac.uk>
parents: 69597
diff changeset
   739
        also have "?this \<longleftrightarrow> integrable (count_space B')
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff changeset
   741
          unfolding set_integrable_def [symmetric]
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff 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: 69597
diff changeset
   743
        also have "(\<lambda>y. indicator (B x) y *\<^sub>R f (x, y)) =
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   744
                     (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   745
          using x by (auto simp: indicator_def)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   746
        finally have "integrable (count_space B')
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   747
                        (\<lambda>y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" .
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   748
      }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   749
      thus ?case by (auto simp: AE_count_space)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   750
    qed (insert **, auto simp: pair_measure_countable)
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   751
    moreover have "count_space A \<Otimes>\<^sub>M count_space B' = count_space (A \<times> B')"
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   752
      by (simp add: pair_measure_countable)
67974
3f352a91b45a replacement of set integral abbreviations by actual definitions!
paulson <lp15@cam.ac.uk>
parents: 67268
diff changeset
   753
    moreover have "set_integrable (count_space (A \<times> B')) (Sigma A B) f \<longleftrightarrow>
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   754
                 f abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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: 67268
diff 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: 67268
diff changeset
   757
      by (simp add: set_integrable_def)
66526
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   758
  }
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   759
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   760
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   761
lemma abs_summable_on_Sigma_project1:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   762
  assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   763
  assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   764
  shows   "(\<lambda>x. infsetsum (\<lambda>y. norm (f x y)) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   765
  using assms by (subst (asm) abs_summable_on_Sigma_iff) auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   766
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   767
lemma abs_summable_on_Sigma_project1':
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   768
  assumes "(\<lambda>(x,y). f x y) abs_summable_on Sigma A B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   769
  assumes [simp]: "countable A" and "\<And>x. x \<in> A \<Longrightarrow> countable (B x)"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   770
  shows   "(\<lambda>x. infsetsum (\<lambda>y. f x y) (B x)) abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   771
  by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]]
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   772
        norm_infsetsum_bound)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   773
68651
Manuel Eberl <eberlm@in.tum.de>
parents: 67974
diff changeset
   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: 69597
diff 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: 69597
diff 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: 69597
diff 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: 69597
diff 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: 69597
diff 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: 69597
diff 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: 69597
diff 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: 69597
diff 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
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   843
lemma infsetsum_cdiv:
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   844
  fixes f :: "'a \<Rightarrow> 'b :: {banach, real_normed_field, second_countable_topology}"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   845
  assumes "c \<noteq> 0 \<Longrightarrow> f abs_summable_on A"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   846
  shows   "infsetsum (\<lambda>x. f x / c) A = infsetsum f A / c"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   847
  using assms unfolding infsetsum_def abs_summable_on_def by auto
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   848
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   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
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   852
lemma
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   853
  fixes f :: "'a \<Rightarrow> 'c :: {banach, real_normed_field, second_countable_topology}"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   854
  assumes [simp]: "countable A" and [simp]: "countable B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   855
  assumes "f abs_summable_on A" and "g abs_summable_on B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   856
  shows   abs_summable_on_product: "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   857
    and   infsetsum_product: "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) =
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   858
                                infsetsum f A * infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   859
proof -
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   860
  from assms show "(\<lambda>(x,y). f x * g y) abs_summable_on A \<times> B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   861
    by (subst abs_summable_on_Sigma_iff)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   862
       (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   863
  with assms show "infsetsum (\<lambda>(x,y). f x * g y) (A \<times> B) = infsetsum f A * infsetsum g B"
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   864
    by (subst infsetsum_Sigma)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   865
       (auto simp: infsetsum_cmult_left infsetsum_cmult_right)
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   866
qed
322120e880c5 More material on infinite sums
eberlm <eberlm@in.tum.de>
parents: 66480
diff changeset
   867
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   868
lemma abs_summable_finite_sumsI:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   869
  assumes "\<And>F. finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum (\<lambda>x. norm (f x)) F \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   870
  shows "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   871
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   872
  have main: "f abs_summable_on S \<and> infsetsum (\<lambda>x. norm (f x)) S \<le> B" if \<open>B \<ge> 0\<close> and \<open>S \<noteq> {}\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   873
  proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   874
    define M normf where "M = count_space S" and "normf x = ennreal (norm (f x))" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   875
    have "sum normf F \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   876
      if "finite F" and "F \<subseteq> S" and
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   877
        "\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> (\<Sum>i\<in>F. ennreal (norm (f i))) \<le> ennreal B" and
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   878
        "ennreal 0 \<le> ennreal B" for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   879
      using that unfolding normf_def[symmetric] by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   880
    hence normf_B: "finite F \<Longrightarrow> F\<subseteq>S \<Longrightarrow> sum normf F \<le> ennreal B" for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   881
      using assms[THEN ennreal_leI]
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   882
      by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   883
    have "integral\<^sup>S M g \<le> B" if "simple_function M g" and "g \<le> normf" for g 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   884
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   885
      define gS where "gS = g ` S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   886
      have "finite gS"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   887
        using that unfolding gS_def M_def simple_function_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   888
      have "gS \<noteq> {}" unfolding gS_def using \<open>S \<noteq> {}\<close> by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   889
      define part where "part r = g -` {r} \<inter> S" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   890
      have r_finite: "r < \<infinity>" if "r : gS" for r 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   891
        using \<open>g \<le> normf\<close> that unfolding gS_def le_fun_def normf_def apply auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   892
        using ennreal_less_top neq_top_trans top.not_eq_extremum by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   893
      define B' where "B' r = (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   894
      have B'fin: "B' r < \<infinity>" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   895
      proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   896
        have "B' r \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum normf F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   897
          unfolding B'_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   898
          by (metis (mono_tags, lifting) SUP_least SUP_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   899
        also have "\<dots> \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   900
          using normf_B unfolding part_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   901
          by (metis (no_types, lifting) Int_subset_iff SUP_least mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   902
        also have "\<dots> < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   903
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   904
        finally show ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   905
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   906
      have sumB': "sum B' gS \<le> ennreal B + \<epsilon>" if "\<epsilon>>0" for \<epsilon>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   907
      proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   908
        define N \<epsilon>N where "N = card gS" and "\<epsilon>N = \<epsilon> / N"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   909
        have "N > 0" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   910
          unfolding N_def using \<open>gS\<noteq>{}\<close> \<open>finite gS\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   911
          by (simp add: card_gt_0_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   912
        from \<epsilon>N_def that have "\<epsilon>N > 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   913
          by (simp add: ennreal_of_nat_eq_real_of_nat ennreal_zero_less_divide)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   914
        have c1: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   915
          if "B' r = 0" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   916
          using that by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   917
        have c2: "\<exists>y. B' r \<le> sum normf y + \<epsilon>N \<and> finite y \<and> y \<subseteq> part r" if "B' r \<noteq> 0" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   918
        proof-
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   919
          have "B' r - \<epsilon>N < B' r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   920
            using B'fin \<open>0 < \<epsilon>N\<close> ennreal_between that by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   921
          have "B' r - \<epsilon>N < Sup (sum normf ` {F. finite F \<and> F \<subseteq> part r}) \<Longrightarrow>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   922
               \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   923
            by (metis (no_types, lifting) leD le_cases less_SUP_iff mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   924
          hence "B' r - \<epsilon>N < B' r \<Longrightarrow> \<exists>F. B' r - \<epsilon>N \<le> sum normf F \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   925
            by (subst (asm) (2) B'_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   926
          then obtain F where "B' r - \<epsilon>N \<le> sum normf F" and "finite F" and "F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   927
            using \<open>B' r - \<epsilon>N < B' r\<close> by auto  
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   928
          thus "\<exists>F. B' r \<le> sum normf F + \<epsilon>N \<and> finite F \<and> F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   929
            by (metis add.commute ennreal_minus_le_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   930
        qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   931
        have "\<forall>x. \<exists>y. B' x \<le> sum normf y + \<epsilon>N \<and>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   932
            finite y \<and> y \<subseteq> part x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   933
          using c1 c2
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   934
          by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   935
        hence "\<exists>F. \<forall>x. B' x \<le> sum normf (F x) + \<epsilon>N \<and> finite (F x) \<and> F x \<subseteq> part x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   936
          by metis 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   937
        then obtain F where F: "sum normf (F r) + \<epsilon>N \<ge> B' r" and Ffin: "finite (F r)" and Fpartr: "F r \<subseteq> part r" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   938
          using atomize_elim by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   939
        have w1: "finite gS"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   940
          by (simp add: \<open>finite gS\<close>)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   941
        have w2: "\<forall>i\<in>gS. finite (F i)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   942
          by (simp add: Ffin)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   943
        have False
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   944
          if "\<And>r. F r \<subseteq> g -` {r} \<and> F r \<subseteq> S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   945
            and "i \<in> gS" and "j \<in> gS" and "i \<noteq> j" and "x \<in> F i" and "x \<in> F j"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   946
          for i j x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   947
          by (metis subsetD that(1) that(4) that(5) that(6) vimage_singleton_eq)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   948
        hence w3: "\<forall>i\<in>gS. \<forall>j\<in>gS. i \<noteq> j \<longrightarrow> F i \<inter> F j = {}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   949
          using Fpartr[unfolded part_def] by auto          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   950
        have w4: "sum normf (\<Union> (F ` gS)) + \<epsilon> = sum normf (\<Union> (F ` gS)) + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   951
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   952
        have "sum B' gS \<le> (\<Sum>r\<in>gS. sum normf (F r) + \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   953
          using F by (simp add: sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   954
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (\<Sum>r\<in>gS. \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   955
          by (simp add: sum.distrib)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   956
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + (card gS * \<epsilon>N)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   957
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   958
        also have "\<dots> = (\<Sum>r\<in>gS. sum normf (F r)) + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   959
          unfolding \<epsilon>N_def N_def[symmetric] using \<open>N>0\<close> 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   960
          by (simp add: ennreal_times_divide mult.commute mult_divide_eq_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   961
        also have "\<dots> = sum normf (\<Union> (F ` gS)) + \<epsilon>" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   962
          using w1 w2 w3 w4
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   963
          by (subst sum.UNION_disjoint[symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   964
        also have "\<dots> \<le> B + \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   965
          using \<open>finite gS\<close> normf_B add_right_mono Ffin Fpartr unfolding part_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   966
          by (simp add: \<open>gS \<noteq> {}\<close> cSUP_least)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   967
        finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   968
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   969
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   970
      hence sumB': "sum B' gS \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   971
        using ennreal_le_epsilon ennreal_less_zero_iff by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   972
      have "\<forall>r. \<exists>y. r \<in> gS \<longrightarrow> B' r = ennreal y"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   973
        using B'fin less_top_ennreal by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   974
      hence "\<exists>B''. \<forall>r. r \<in> gS \<longrightarrow> B' r = ennreal (B'' r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   975
        by (rule_tac choice) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   976
      then obtain B'' where B'': "B' r = ennreal (B'' r)" if "r \<in> gS" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   977
        by atomize_elim 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   978
      have cases[case_names zero finite infinite]: "P" if "r=0 \<Longrightarrow> P" and "finite (part r) \<Longrightarrow> P"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   979
        and "infinite (part r) \<Longrightarrow> r\<noteq>0 \<Longrightarrow> P" for P r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   980
        using that by metis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   981
      have emeasure_B': "r * emeasure M (part r) \<le> B' r" if "r : gS" for r
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   982
      proof (cases rule:cases[of r])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   983
        case zero
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   984
        thus ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   985
      next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   986
        case finite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   987
        have s1: "sum g F \<le> sum normf F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   988
          if "F \<in> {F. finite F \<and> F \<subseteq> part r}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   989
          for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   990
          using \<open>g \<le> normf\<close> 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   991
          by (simp add: le_fun_def sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   992
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   993
        have "r * of_nat (card (part r)) = r * (\<Sum>x\<in>part r. 1)" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   994
        also have "\<dots> = (\<Sum>x\<in>part r. r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   995
          using mult.commute by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   996
        also have "\<dots> = (\<Sum>x\<in>part r. g x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   997
          unfolding part_def by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   998
        also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F\<subseteq>part r}. sum g F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
   999
          using finite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1000
          by (simp add: Sup_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1001
        also have "\<dots> \<le> B' r"        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1002
          unfolding B'_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1003
          using s1 SUP_subset_mono by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1004
        finally have "r * of_nat (card (part r)) \<le> B' r" by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1005
        thus ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1006
          unfolding M_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1007
          using part_def finite by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1008
      next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1009
        case infinite
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1010
        from r_finite[OF \<open>r : gS\<close>] obtain r' where r': "r = ennreal r'"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1011
          using ennreal_cases by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1012
        with infinite have "r' > 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1013
          using ennreal_less_zero_iff not_gr_zero by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1014
        obtain N::nat where N:"N > B / r'" and "real N > 0" apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1015
          using reals_Archimedean2
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1016
          by (metis less_trans linorder_neqE_linordered_idom)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1017
        obtain F where "finite F" and "card F = N" and "F \<subseteq> part r"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1018
          using infinite(1) infinite_arbitrarily_large by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1019
        from \<open>F \<subseteq> part r\<close> have "F \<subseteq> S" unfolding part_def by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1020
        have "B < r * N"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1021
          unfolding r' ennreal_of_nat_eq_real_of_nat
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1022
          using N \<open>0 < r'\<close> \<open>B \<ge> 0\<close> r'
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1023
          by (metis enn2real_ennreal enn2real_less_iff ennreal_less_top ennreal_mult' less_le mult_less_cancel_left_pos nonzero_mult_div_cancel_left times_divide_eq_right)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1024
        also have "r * N = (\<Sum>x\<in>F. r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1025
          using \<open>card F = N\<close> by (simp add: mult.commute)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1026
        also have "(\<Sum>x\<in>F. r) = (\<Sum>x\<in>F. g x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1027
          using \<open>F \<subseteq> part r\<close>  part_def sum.cong subsetD by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1028
        also have "(\<Sum>x\<in>F. g x) \<le> (\<Sum>x\<in>F. ennreal (norm (f x)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1029
          by (metis (mono_tags, lifting) \<open>g \<le> normf\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> le_fun_def 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1030
              sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1031
        also have "(\<Sum>x\<in>F. ennreal (norm (f x))) \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1032
          using \<open>F \<subseteq> S\<close> \<open>finite F\<close> \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> normf_B by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1033
        finally have "B < B" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1034
        thus ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1035
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1036
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1037
      have "integral\<^sup>S M g = (\<Sum>r \<in> gS. r * emeasure M (part r))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1038
        unfolding simple_integral_def gS_def M_def part_def by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1039
      also have "\<dots> \<le> (\<Sum>r \<in> gS. B' r)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1040
        by (simp add: emeasure_B' sum_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1041
      also have "\<dots> \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1042
        using sumB' by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1043
      finally show ?thesis by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1044
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1045
    hence int_leq_B: "integral\<^sup>N M normf \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1046
      unfolding nn_integral_def by (metis (no_types, lifting) SUP_least mem_Collect_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1047
    hence "integral\<^sup>N M normf < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1048
      using le_less_trans by fastforce
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1049
    hence "integrable M f"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1050
      unfolding M_def normf_def by (rule integrableI_bounded[rotated], simp)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1051
    hence v1: "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1052
      unfolding abs_summable_on_def M_def by simp  
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1053
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1054
    have "(\<lambda>x. norm (f x)) abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1055
      using v1 Infinite_Set_Sum.abs_summable_on_norm_iff[where A = S and f = f]
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1056
      by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1057
    moreover have "0 \<le> norm (f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1058
      if "x \<in> S" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1059
      by simp    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1060
    moreover have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>count_space S) \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1061
      using M_def \<open>normf \<equiv> \<lambda>x. ennreal (norm (f x))\<close> int_leq_B by auto    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1062
    ultimately have "ennreal (\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> ennreal B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1063
      by (simp add: nn_integral_conv_infsetsum)    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1064
    hence v2: "(\<Sum>\<^sub>ax\<in>S. norm (f x)) \<le> B"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1065
      by (subst ennreal_le_iff[symmetric], simp add: assms \<open>B \<ge> 0\<close>)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1066
    show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1067
      using v1 v2 by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1068
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1069
  then show "f abs_summable_on S"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1070
    by (metis abs_summable_on_finite assms empty_subsetI finite.emptyI sum_clauses(1))
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1071
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1072
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1073
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1074
lemma infsetsum_nonneg_is_SUPREMUM_ennreal:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1075
  fixes f :: "'a \<Rightarrow> real"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1076
  assumes summable: "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1077
    and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1078
  shows "ennreal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1079
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1080
  have sum_F_A: "sum f F \<le> infsetsum f A" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1081
    if "F \<in> {F. finite F \<and> F \<subseteq> A}" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1082
    for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1083
  proof-
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1084
    from that have "finite F" and "F \<subseteq> A" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1085
    from \<open>finite F\<close> have "sum f F = infsetsum f F" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1086
    also have "\<dots> \<le> infsetsum f A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1087
    proof (rule infsetsum_mono_neutral_left)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1088
      show "f abs_summable_on F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1089
        by (simp add: \<open>finite F\<close>)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1090
      show "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1091
        by (simp add: local.summable)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1092
      show "f x \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1093
        if "x \<in> F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1094
        for x :: 'a
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1095
        by simp 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1096
      show "F \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1097
        by (simp add: \<open>F \<subseteq> A\<close>)        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1098
      show "0 \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1099
        if "x \<in> A - F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1100
        for x :: 'a
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1101
        using that fnn by auto 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1102
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1103
    finally show ?thesis by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1104
  qed 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1105
  hence geq: "ennreal (infsetsum f A) \<ge> (SUP F\<in>{G. finite G \<and> G \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1106
    by (meson SUP_least ennreal_leI)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1107
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1108
  define fe where "fe x = ennreal (f x)" for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1109
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1110
  have sum_f_int: "infsetsum f A = \<integral>\<^sup>+ x. fe x \<partial>(count_space A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1111
    unfolding infsetsum_def fe_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1112
  proof (rule nn_integral_eq_integral [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1113
    show "integrable (count_space A) f"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1114
      using abs_summable_on_def local.summable by blast      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1115
    show "AE x in count_space A. 0 \<le> f x"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1116
      using fnn by auto      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1117
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1118
  also have "\<dots> = (SUP g \<in> {g. finite (g`A) \<and> g \<le> fe}. integral\<^sup>S (count_space A) g)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1119
    unfolding nn_integral_def simple_function_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1120
  also have "\<dots> \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1121
  proof (rule Sup_least)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1122
    fix x assume "x \<in> integral\<^sup>S (count_space A) ` {g. finite (g ` A) \<and> g \<le> fe}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1123
    then obtain g where xg: "x = integral\<^sup>S (count_space A) g" and fin_gA: "finite (g`A)" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1124
      and g_fe: "g \<le> fe" by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1125
    define F where "F = {z:A. g z \<noteq> 0}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1126
    hence "F \<subseteq> A" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1127
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1128
    have fin: "finite {z:A. g z = t}" if "t \<noteq> 0" for t
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1129
    proof (rule ccontr)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1130
      assume inf: "infinite {z:A. g z = t}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1131
      hence tgA: "t \<in> g ` A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1132
        by (metis (mono_tags, lifting) image_eqI not_finite_existsD)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1133
      have "x = (\<Sum>x \<in> g ` A. x * emeasure (count_space A) (g -` {x} \<inter> A))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1134
        unfolding xg simple_integral_def space_count_space by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1135
      also have "\<dots> \<ge> (\<Sum>x \<in> {t}. x * emeasure (count_space A) (g -` {x} \<inter> A))" (is "_ \<ge> \<dots>")
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1136
      proof (rule sum_mono2)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1137
        show "finite (g ` A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1138
          by (simp add: fin_gA)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1139
        show "{t} \<subseteq> g ` A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1140
          by (simp add: tgA)          
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1141
        show "0 \<le> b * emeasure (count_space A) (g -` {b} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1142
          if "b \<in> g ` A - {t}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1143
          for b :: ennreal
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1144
          using that
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1145
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1146
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1147
      also have "\<dots> = t * emeasure (count_space A) (g -` {t} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1148
        by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1149
      also have "\<dots> = t * \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1150
      proof (subst emeasure_count_space_infinite)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1151
        show "g -` {t} \<inter> A \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1152
          by simp             
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1153
        have "{a \<in> A. g a = t} = {a \<in> g -` {t}. a \<in> A}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1154
          by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1155
        thus "infinite (g -` {t} \<inter> A)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1156
          by (metis (full_types) Int_def inf) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1157
        show "t * \<infinity> = t * \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1158
          by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1159
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1160
      also have "\<dots> = \<infinity>" using \<open>t \<noteq> 0\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1161
        by (simp add: ennreal_mult_eq_top_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1162
      finally have x_inf: "x = \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1163
        using neq_top_trans by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1164
      have "x = integral\<^sup>S (count_space A) g" by (fact xg)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1165
      also have "\<dots> = integral\<^sup>N (count_space A) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1166
        by (simp add: fin_gA nn_integral_eq_simple_integral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1167
      also have "\<dots> \<le> integral\<^sup>N (count_space A) fe"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1168
        using g_fe
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1169
        by (simp add: le_funD nn_integral_mono)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1170
      also have "\<dots> < \<infinity>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1171
        by (metis sum_f_int ennreal_less_top infinity_ennreal_def) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1172
      finally have x_fin: "x < \<infinity>" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1173
      from x_inf x_fin show False by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1174
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1175
    have F: "F = (\<Union>t\<in>g`A-{0}. {z\<in>A. g z = t})"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1176
      unfolding F_def by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1177
    hence "finite F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1178
      unfolding F using fin_gA fin by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1179
    have "x = integral\<^sup>N (count_space A) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1180
      unfolding xg
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1181
      by (simp add: fin_gA nn_integral_eq_simple_integral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1182
    also have "\<dots> = set_nn_integral (count_space UNIV) A g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1183
      by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1184
    also have "\<dots> = set_nn_integral (count_space UNIV) F g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1185
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1186
      have "\<forall>a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) = g a * (if a \<in> A then 1 else 0)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1187
        by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1188
      hence "(\<integral>\<^sup>+ a. g a * (if a \<in> A then 1 else 0) \<partial>count_space UNIV)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1189
           = (\<integral>\<^sup>+ a. g a * (if a \<in> {a \<in> A. g a \<noteq> 0} then 1 else 0) \<partial>count_space UNIV)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1190
        by presburger
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1191
      thus ?thesis unfolding F_def indicator_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1192
        using mult.right_neutral mult_zero_right nn_integral_cong
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1193
        by (simp add: of_bool_def) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1194
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1195
    also have "\<dots> = integral\<^sup>N (count_space F) g"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1196
      by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1197
    also have "\<dots> = sum g F" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1198
      using \<open>finite F\<close> by (rule nn_integral_count_space_finite)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1199
    also have "sum g F \<le> sum fe F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1200
      using g_fe unfolding le_fun_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1201
      by (simp add: sum_mono) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1202
    also have "\<dots> \<le> (SUP F \<in> {G. finite G \<and> G \<subseteq> A}. (sum fe F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1203
      using \<open>finite F\<close> \<open>F\<subseteq>A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1204
      by (simp add: SUP_upper)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1205
    also have "\<dots> = (SUP F \<in> {F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1206
    proof (rule SUP_cong [OF refl])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1207
      have "finite x \<Longrightarrow> x \<subseteq> A \<Longrightarrow> (\<Sum>x\<in>x. ennreal (f x)) = ennreal (sum f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1208
        for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1209
        by (metis fnn subsetCE sum_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1210
      thus "sum fe x = ennreal (sum f x)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1211
        if "x \<in> {G. finite G \<and> G \<subseteq> A}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1212
        for x :: "'a set"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1213
        using that unfolding fe_def by auto      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1214
    qed 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1215
    finally show "x \<le> \<dots>" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1216
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1217
  finally have leq: "ennreal (infsetsum f A) \<le> (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1218
    by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1219
  from leq geq show ?thesis by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1220
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1221
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1222
lemma infsetsum_nonneg_is_SUPREMUM_ereal:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1223
  fixes f :: "'a \<Rightarrow> real"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1224
  assumes summable: "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1225
    and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1226
  shows "ereal (infsetsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1227
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1228
  have "ereal (infsetsum f A) = enn2ereal (ennreal (infsetsum f A))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1229
    by (simp add: fnn infsetsum_nonneg)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1230
  also have "\<dots> = enn2ereal (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ennreal (sum f F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1231
    apply (subst infsetsum_nonneg_is_SUPREMUM_ennreal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1232
    using fnn by (auto simp add: local.summable)      
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1233
  also have "\<dots> = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1234
  proof (simp add: image_def Sup_ennreal.rep_eq)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1235
    have "0 \<le> Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x = ennreal (sum f xa)) \<and>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1236
                     y = enn2ereal x}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1237
      by (metis (mono_tags, lifting) Sup_upper empty_subsetI ennreal_0 finite.emptyI
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1238
          mem_Collect_eq sum.empty zero_ennreal.rep_eq)
74791
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1239
    moreover have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) = 
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1240
                   (\<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x))" for y
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1241
    proof -
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1242
      have "(\<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x) \<longleftrightarrow>
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1243
            (\<exists>X x. finite X \<and> X \<subseteq> A \<and> x = ennreal (sum f X) \<and> y = enn2ereal x)"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1244
        by blast
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1245
      also have "\<dots> \<longleftrightarrow> (\<exists>X. finite X \<and> X \<subseteq> A \<and> y = ereal (sum f X))"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1246
        by (rule arg_cong[of _ _ Ex])
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1247
           (auto simp: fun_eq_iff intro!: enn2ereal_ennreal sum_nonneg enn2ereal_ennreal[symmetric] fnn)
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1248
      finally show ?thesis .
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1249
    qed
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1250
    hence "Sup {y. \<exists>x. (\<exists>y. finite y \<and> y \<subseteq> A \<and> x = ennreal (sum f y)) \<and> y = enn2ereal x} =
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1251
           Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1252
      by simp
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1253
    ultimately show "max 0 (Sup {y. \<exists>x. (\<exists>xa. finite xa \<and> xa \<subseteq> A \<and> x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1254
                                       = ennreal (sum f xa)) \<and> y = enn2ereal x})
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1255
         = Sup {y. \<exists>x. finite x \<and> x \<subseteq> A \<and> y = ereal (sum f x)}"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1256
      by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1257
  qed   
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1258
  finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1259
    by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1260
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1261
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1262
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1263
text \<open>The following theorem relates \<^const>\<open>Infinite_Set_Sum.abs_summable_on\<close> with \<^const>\<open>Infinite_Sum.abs_summable_on\<close>.
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1264
  Note that while this theorem expresses an equivalence, the notion on the lhs is more general
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1265
  nonetheless because it applies to a wider range of types. (The rhs requires second-countable
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1266
  Banach spaces while the lhs is well-defined on arbitrary real vector spaces.)\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1267
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1268
lemma abs_summable_equivalent: \<open>Infinite_Sum.abs_summable_on f A \<longleftrightarrow> f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1269
proof (rule iffI)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1270
  define n where \<open>n x = norm (f x)\<close> for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1271
  assume \<open>n summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1272
  then have \<open>sum n F \<le> infsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1273
    using that by (auto simp flip: infsum_finite simp: n_def[abs_def] intro!: infsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1274
    
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1275
  then show \<open>f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1276
    by (auto intro!: abs_summable_finite_sumsI simp: n_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1277
next
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1278
  define n where \<open>n x = norm (f x)\<close> for x
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1279
  assume \<open>f abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1280
  then have \<open>n abs_summable_on A\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1281
    by (simp add: \<open>f abs_summable_on A\<close> n_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1282
  then have \<open>sum n F \<le> infsetsum n A\<close> if \<open>finite F\<close> and \<open>F\<subseteq>A\<close> for F
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1283
    using that by (auto simp flip: infsetsum_finite simp: n_def[abs_def] intro!: infsetsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1284
  then show \<open>n summable_on A\<close>
74791
227915e07891 more material for HOL-Analysis.Infinite_Sum
Manuel Eberl <manuel@pruvisto.org>
parents: 74642
diff changeset
  1285
    apply (rule_tac nonneg_bdd_above_summable_on)
74475
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1286
    by (auto simp add: n_def bdd_above_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1287
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1288
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1289
lemma infsetsum_infsum:
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1290
  assumes "f abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1291
  shows "infsetsum f A = infsum f A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1292
proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1293
  have conv_sum_norm[simp]: "(\<lambda>x. norm (f x)) summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1294
    using abs_summable_equivalent assms by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1295
  have "norm (infsetsum f A - infsum f A) \<le> \<epsilon>" if "\<epsilon>>0" for \<epsilon>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1296
  proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1297
    define \<delta> where "\<delta> = \<epsilon>/2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1298
    with that have [simp]: "\<delta> > 0" by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1299
    obtain F1 where F1A: "F1 \<subseteq> A" and finF1: "finite F1" and leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F1) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1300
    proof -
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1301
      have sum_SUP: "ereal (infsetsum (\<lambda>x. norm (f x)) A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum (\<lambda>x. norm (f x)) F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1302
        (is "_ = ?SUP")
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1303
        apply (rule infsetsum_nonneg_is_SUPREMUM_ereal)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1304
        using assms by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1305
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1306
      have "(SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>F. norm (f x))) - ereal \<delta>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1307
            < (SUP i\<in>{F. finite F \<and> F \<subseteq> A}. ereal (\<Sum>x\<in>i. norm (f x)))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1308
        using \<open>\<delta>>0\<close>
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1309
        by (metis diff_strict_left_mono diff_zero ereal_less_eq(3) ereal_minus(1) not_le sum_SUP)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1310
      then obtain F where "F\<in>{F. finite F \<and> F \<subseteq> A}" and "ereal (sum (\<lambda>x. norm (f x)) F) > ?SUP - ereal (\<delta>)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1311
        by (meson less_SUP_iff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1312
        
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1313
      hence "sum (\<lambda>x. norm (f x)) F > infsetsum (\<lambda>x. norm (f x)) A -  (\<delta>)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1314
        unfolding sum_SUP[symmetric] by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1315
      hence "\<delta> > infsetsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1316
      proof (subst infsetsum_Diff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1317
        show "(\<lambda>x. norm (f x)) abs_summable_on A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1318
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1319
          using that
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1320
          by (simp add: assms) 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1321
        show "F \<subseteq> A"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1322
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1323
          using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by blast 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1324
        show "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - (\<Sum>\<^sub>ax\<in>F. norm (f x)) < \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1325
          if "(\<Sum>\<^sub>ax\<in>A. norm (f x)) - \<delta> < (\<Sum>x\<in>F. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1326
          using that \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> by auto 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1327
      qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1328
      thus ?thesis using that 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1329
        apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1330
        using \<open>F \<in> {F. finite F \<and> F \<subseteq> A}\<close> less_imp_le by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1331
    qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1332
    obtain F2 where F2A: "F2 \<subseteq> A" and finF2: "finite F2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1333
      and dist: "dist (sum (\<lambda>x. norm (f x)) F2) (infsum (\<lambda>x. norm (f x)) A) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1334
      apply atomize_elim
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1335
      by (metis \<open>0 < \<delta>\<close> conv_sum_norm infsum_finite_approximation)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1336
    have  leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F2) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1337
      apply (subst infsum_Diff)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1338
      using finF2 F2A dist by (auto simp: dist_norm)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1339
    define F where "F = F1 \<union> F2"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1340
    have FA: "F \<subseteq> A" and finF: "finite F" 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1341
      unfolding F_def using F1A F2A finF1 finF2 by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1342
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1343
    have "(\<Sum>\<^sub>ax\<in>A - (F1 \<union> F2). norm (f x)) \<le> (\<Sum>\<^sub>ax\<in>A - F1. norm (f x))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1344
      apply (rule infsetsum_mono_neutral_left)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1345
      using abs_summable_on_subset assms by fastforce+
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1346
    hence leq_eps: "infsetsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1347
      unfolding F_def
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1348
      using leq_eps by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1349
    have "infsum (\<lambda>x. norm (f x)) (A - (F1 \<union> F2))
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1350
          \<le> infsum (\<lambda>x. norm (f x)) (A - F2)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1351
      apply (rule infsum_mono_neutral)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1352
      using finF by (auto simp add: finF2 summable_on_cofin_subset F_def)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1353
    hence leq_eps': "infsum (\<lambda>x. norm (f x)) (A-F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1354
      unfolding F_def 
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1355
      by (rule order.trans[OF _ leq_eps'])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1356
    have "norm (infsetsum f A - infsetsum f F) = norm (infsetsum f (A-F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1357
      apply (subst infsetsum_Diff [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1358
      by (auto simp: FA assms)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1359
    also have "\<dots> \<le> infsetsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1360
      using norm_infsetsum_bound by blast
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1361
    also have "\<dots> \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1362
      using leq_eps by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1363
    finally have diff1: "norm (infsetsum f A - infsetsum f F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1364
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1365
    have "norm (infsum f A - infsum f F) = norm (infsum f (A-F))"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1366
      apply (subst infsum_Diff [symmetric])
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1367
      by (auto simp: assms abs_summable_summable finF FA)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1368
    also have "\<dots> \<le> infsum (\<lambda>x. norm (f x)) (A-F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1369
      by (simp add: finF summable_on_cofin_subset norm_infsum_bound)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1370
    also have "\<dots> \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1371
      using leq_eps' by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1372
    finally have diff2: "norm (infsum f A - infsum f F) \<le> \<delta>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1373
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1374
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1375
    have x1: "infsetsum f F = infsum f F"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1376
      using finF by simp
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1377
    have "norm (infsetsum f A - infsum f A) \<le> norm (infsetsum f A - infsetsum f F) + norm (infsum f A - infsum f F)"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1378
      apply (rule_tac norm_diff_triangle_le)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1379
       apply auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1380
      by (simp_all add: x1 norm_minus_commute)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1381
    also have "\<dots> \<le> \<epsilon>"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1382
      using diff1 diff2 \<delta>_def by linarith
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1383
    finally show ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1384
      by assumption
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1385
  qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1386
  hence "norm (infsetsum f A - infsum f A) = 0"
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1387
    by (meson antisym_conv1 dense_ge norm_not_less_zero)
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1388
  thus ?thesis
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1389
    by auto
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1390
qed
409ca22dee4c new notion of infinite sums in HOL-Analysis, ordering on complex numbers
eberlm <eberlm@in.tum.de>
parents: 71633
diff changeset
  1391
66480
4b8d1df8933b HOL-Analysis: Convergent FPS and infinite sums
Manuel Eberl <eberlm@in.tum.de>
parents:
diff changeset
  1392
end