equal
deleted
inserted
replaced
306 (2*\<bar>t\<bar>^n / fact n) * expectation (\<lambda>x. \<bar>x\<bar>^n)" (is "cmod (char M t - ?t1) \<le> _") |
306 (2*\<bar>t\<bar>^n / fact n) * expectation (\<lambda>x. \<bar>x\<bar>^n)" (is "cmod (char M t - ?t1) \<le> _") |
307 proof - |
307 proof - |
308 have integ_iexp: "integrable M (\<lambda>x. iexp (t * x))" |
308 have integ_iexp: "integrable M (\<lambda>x. iexp (t * x))" |
309 by (intro integrable_const_bound) auto |
309 by (intro integrable_const_bound) auto |
310 |
310 |
311 def c \<equiv> "\<lambda>k x. (ii * t)^k / fact k * complex_of_real (x^k)" |
311 define c where [abs_def]: "c k x = (ii * t)^k / fact k * complex_of_real (x^k)" for k x |
312 have integ_c: "\<And>k. k \<le> n \<Longrightarrow> integrable M (\<lambda>x. c k x)" |
312 have integ_c: "\<And>k. k \<le> n \<Longrightarrow> integrable M (\<lambda>x. c k x)" |
313 unfolding c_def by (intro integrable_mult_right integrable_of_real integrable_moments) |
313 unfolding c_def by (intro integrable_mult_right integrable_of_real integrable_moments) |
314 |
314 |
315 have "k \<le> n \<Longrightarrow> expectation (c k) = (\<i>*t) ^ k * (expectation (\<lambda>x. x ^ k)) / fact k" for k |
315 have "k \<le> n \<Longrightarrow> expectation (c k) = (\<i>*t) ^ k * (expectation (\<lambda>x. x ^ k)) / fact k" for k |
316 unfolding c_def integral_mult_right_zero integral_complex_of_real by simp |
316 unfolding c_def integral_mult_right_zero integral_complex_of_real by simp |
341 (is "cmod (char M t - ?t1) \<le> _") |
341 (is "cmod (char M t - ?t1) \<le> _") |
342 proof - |
342 proof - |
343 have integ_iexp: "integrable M (\<lambda>x. iexp (t * x))" |
343 have integ_iexp: "integrable M (\<lambda>x. iexp (t * x))" |
344 by (intro integrable_const_bound) auto |
344 by (intro integrable_const_bound) auto |
345 |
345 |
346 def c \<equiv> "\<lambda>k x. (ii * t)^k / fact k * complex_of_real (x^k)" |
346 define c where [abs_def]: "c k x = (ii * t)^k / fact k * complex_of_real (x^k)" for k x |
347 have integ_c: "\<And>k. k \<le> n \<Longrightarrow> integrable M (\<lambda>x. c k x)" |
347 have integ_c: "\<And>k. k \<le> n \<Longrightarrow> integrable M (\<lambda>x. c k x)" |
348 unfolding c_def by (intro integrable_mult_right integrable_of_real integrable_moments) |
348 unfolding c_def by (intro integrable_mult_right integrable_of_real integrable_moments) |
349 |
349 |
350 have *: "min (2 * \<bar>t * x\<bar>^n / fact n) (\<bar>t * x\<bar>^Suc n / fact (Suc n)) = |
350 have *: "min (2 * \<bar>t * x\<bar>^n / fact n) (\<bar>t * x\<bar>^Suc n / fact (Suc n)) = |
351 \<bar>t\<bar>^n / fact (Suc n) * min (2 * \<bar>x\<bar>^n * real (Suc n)) (\<bar>t\<bar> * \<bar>x\<bar>^(Suc n))" for x |
351 \<bar>t\<bar>^n / fact (Suc n) * min (2 * \<bar>x\<bar>^n * real (Suc n)) (\<bar>t\<bar> * \<bar>x\<bar>^(Suc n))" for x |