src/HOL/Probability/Characteristic_Functions.thy
changeset 63040 eb4ddd18d635
parent 62083 7582b39f51ed
child 63167 0909deb8059b
equal deleted inserted replaced
63039:1a20fd9cf281 63040:eb4ddd18d635
   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