(* Title: HOL/Library/Liminf_Limsup.thy
Author: Johannes Hölzl, TU München
Author: Manuel Eberl, TU München
*)
section \<open>Liminf and Limsup on conditionally complete lattices\<close>
theory Liminf_Limsup
imports Complex_Main
begin
lemma (in conditionally_complete_linorder) le_cSup_iff:
assumes "A \<noteq> {}" "bdd_above A"
shows "x \<le> Sup A \<longleftrightarrow> (\<forall>y<x. \<exists>a\<in>A. y < a)"
proof safe
fix y assume "x \<le> Sup A" "y < x"
then have "y < Sup A" by auto
then show "\<exists>a\<in>A. y < a"
unfolding less_cSup_iff[OF assms] .
qed (auto elim!: allE[of _ "Sup A"] simp add: not_le[symmetric] cSup_upper assms)
lemma (in conditionally_complete_linorder) le_cSUP_iff:
"A \<noteq> {} \<Longrightarrow> bdd_above (f`A) \<Longrightarrow> x \<le> SUPREMUM A f \<longleftrightarrow> (\<forall>y<x. \<exists>i\<in>A. y < f i)"
using le_cSup_iff [of "f ` A"] by simp
lemma le_cSup_iff_less:
fixes x :: "'a :: {conditionally_complete_linorder, dense_linorder}"
shows "A \<noteq> {} \<Longrightarrow> bdd_above (f`A) \<Longrightarrow> x \<le> (SUP i\<in>A. f i) \<longleftrightarrow> (\<forall>y<x. \<exists>i\<in>A. y \<le> f i)"
by (simp add: le_cSUP_iff)
(blast intro: less_imp_le less_trans less_le_trans dest: dense)
lemma le_Sup_iff_less:
fixes x :: "'a :: {complete_linorder, dense_linorder}"
shows "x \<le> (SUP i\<in>A. f i) \<longleftrightarrow> (\<forall>y<x. \<exists>i\<in>A. y \<le> f i)" (is "?lhs = ?rhs")
unfolding le_SUP_iff
by (blast intro: less_imp_le less_trans less_le_trans dest: dense)
lemma (in conditionally_complete_linorder) cInf_le_iff:
assumes "A \<noteq> {}" "bdd_below A"
shows "Inf A \<le> x \<longleftrightarrow> (\<forall>y>x. \<exists>a\<in>A. y > a)"
proof safe
fix y assume "x \<ge> Inf A" "y > x"
then have "y > Inf A" by auto
then show "\<exists>a\<in>A. y > a"
unfolding cInf_less_iff[OF assms] .
qed (auto elim!: allE[of _ "Inf A"] simp add: not_le[symmetric] cInf_lower assms)
lemma (in conditionally_complete_linorder) cINF_le_iff:
"A \<noteq> {} \<Longrightarrow> bdd_below (f`A) \<Longrightarrow> INFIMUM A f \<le> x \<longleftrightarrow> (\<forall>y>x. \<exists>i\<in>A. y > f i)"
using cInf_le_iff [of "f ` A"] by simp
lemma cInf_le_iff_less:
fixes x :: "'a :: {conditionally_complete_linorder, dense_linorder}"
shows "A \<noteq> {} \<Longrightarrow> bdd_below (f`A) \<Longrightarrow> (INF i\<in>A. f i) \<le> x \<longleftrightarrow> (\<forall>y>x. \<exists>i\<in>A. f i \<le> y)"
by (simp add: cINF_le_iff)
(blast intro: less_imp_le less_trans le_less_trans dest: dense)
lemma Inf_le_iff_less:
fixes x :: "'a :: {complete_linorder, dense_linorder}"
shows "(INF i\<in>A. f i) \<le> x \<longleftrightarrow> (\<forall>y>x. \<exists>i\<in>A. f i \<le> y)"
unfolding INF_le_iff
by (blast intro: less_imp_le less_trans le_less_trans dest: dense)
lemma SUP_pair:
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _ :: complete_lattice"
shows "(SUP i \<in> A. SUP j \<in> B. f i j) = (SUP p \<in> A \<times> B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: SUP_least SUP_upper2)
lemma INF_pair:
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _ :: complete_lattice"
shows "(INF i \<in> A. INF j \<in> B. f i j) = (INF p \<in> A \<times> B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: INF_greatest INF_lower2)
lemma INF_Sigma:
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _ :: complete_lattice"
shows "(INF i \<in> A. INF j \<in> B i. f i j) = (INF p \<in> Sigma A B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: INF_greatest INF_lower2)
subsubsection \<open>\<open>Liminf\<close> and \<open>Limsup\<close>\<close>
definition Liminf :: "'a filter \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'b :: complete_lattice" where
"Liminf F f = (SUP P\<in>{P. eventually P F}. INF x\<in>{x. P x}. f x)"
definition Limsup :: "'a filter \<Rightarrow> ('a \<Rightarrow> 'b) \<Rightarrow> 'b :: complete_lattice" where
"Limsup F f = (INF P\<in>{P. eventually P F}. SUP x\<in>{x. P x}. f x)"
abbreviation "liminf \<equiv> Liminf sequentially"
abbreviation "limsup \<equiv> Limsup sequentially"
lemma Liminf_eqI:
"(\<And>P. eventually P F \<Longrightarrow> INFIMUM (Collect P) f \<le> x) \<Longrightarrow>
(\<And>y. (\<And>P. eventually P F \<Longrightarrow> INFIMUM (Collect P) f \<le> y) \<Longrightarrow> x \<le> y) \<Longrightarrow> Liminf F f = x"
unfolding Liminf_def by (auto intro!: SUP_eqI)
lemma Limsup_eqI:
"(\<And>P. eventually P F \<Longrightarrow> x \<le> SUPREMUM (Collect P) f) \<Longrightarrow>
(\<And>y. (\<And>P. eventually P F \<Longrightarrow> y \<le> SUPREMUM (Collect P) f) \<Longrightarrow> y \<le> x) \<Longrightarrow> Limsup F f = x"
unfolding Limsup_def by (auto intro!: INF_eqI)
lemma liminf_SUP_INF: "liminf f = (SUP n. INF m\<in>{n..}. f m)"
unfolding Liminf_def eventually_sequentially
by (rule SUP_eq) (auto simp: atLeast_def intro!: INF_mono)
lemma limsup_INF_SUP: "limsup f = (INF n. SUP m\<in>{n..}. f m)"
unfolding Limsup_def eventually_sequentially
by (rule INF_eq) (auto simp: atLeast_def intro!: SUP_mono)
lemma Limsup_const:
assumes ntriv: "\<not> trivial_limit F"
shows "Limsup F (\<lambda>x. c) = c"
proof -
have *: "\<And>P. Ex P \<longleftrightarrow> P \<noteq> (\<lambda>x. False)" by auto
have "\<And>P. eventually P F \<Longrightarrow> (SUP x \<in> {x. P x}. c) = c"
using ntriv by (intro SUP_const) (auto simp: eventually_False *)
then show ?thesis
unfolding Limsup_def using eventually_True
by (subst INF_cong[where D="\<lambda>x. c"])
(auto intro!: INF_const simp del: eventually_True)
qed
lemma Liminf_const:
assumes ntriv: "\<not> trivial_limit F"
shows "Liminf F (\<lambda>x. c) = c"
proof -
have *: "\<And>P. Ex P \<longleftrightarrow> P \<noteq> (\<lambda>x. False)" by auto
have "\<And>P. eventually P F \<Longrightarrow> (INF x \<in> {x. P x}. c) = c"
using ntriv by (intro INF_const) (auto simp: eventually_False *)
then show ?thesis
unfolding Liminf_def using eventually_True
by (subst SUP_cong[where D="\<lambda>x. c"])
(auto intro!: SUP_const simp del: eventually_True)
qed
lemma Liminf_mono:
assumes ev: "eventually (\<lambda>x. f x \<le> g x) F"
shows "Liminf F f \<le> Liminf F g"
unfolding Liminf_def
proof (safe intro!: SUP_mono)
fix P assume "eventually P F"
with ev have "eventually (\<lambda>x. f x \<le> g x \<and> P x) F" (is "eventually ?Q F") by (rule eventually_conj)
then show "\<exists>Q\<in>{P. eventually P F}. INFIMUM (Collect P) f \<le> INFIMUM (Collect Q) g"
by (intro bexI[of _ ?Q]) (auto intro!: INF_mono)
qed
lemma Liminf_eq:
assumes "eventually (\<lambda>x. f x = g x) F"
shows "Liminf F f = Liminf F g"
by (intro antisym Liminf_mono eventually_mono[OF assms]) auto
lemma Limsup_mono:
assumes ev: "eventually (\<lambda>x. f x \<le> g x) F"
shows "Limsup F f \<le> Limsup F g"
unfolding Limsup_def
proof (safe intro!: INF_mono)
fix P assume "eventually P F"
with ev have "eventually (\<lambda>x. f x \<le> g x \<and> P x) F" (is "eventually ?Q F") by (rule eventually_conj)
then show "\<exists>Q\<in>{P. eventually P F}. SUPREMUM (Collect Q) f \<le> SUPREMUM (Collect P) g"
by (intro bexI[of _ ?Q]) (auto intro!: SUP_mono)
qed
lemma Limsup_eq:
assumes "eventually (\<lambda>x. f x = g x) net"
shows "Limsup net f = Limsup net g"
by (intro antisym Limsup_mono eventually_mono[OF assms]) auto
lemma Liminf_bot[simp]: "Liminf bot f = top"
unfolding Liminf_def top_unique[symmetric]
by (rule SUP_upper2[where i="\<lambda>x. False"]) simp_all
lemma Limsup_bot[simp]: "Limsup bot f = bot"
unfolding Limsup_def bot_unique[symmetric]
by (rule INF_lower2[where i="\<lambda>x. False"]) simp_all
lemma Liminf_le_Limsup:
assumes ntriv: "\<not> trivial_limit F"
shows "Liminf F f \<le> Limsup F f"
unfolding Limsup_def Liminf_def
apply (rule SUP_least)
apply (rule INF_greatest)
proof safe
fix P Q assume "eventually P F" "eventually Q F"
then have "eventually (\<lambda>x. P x \<and> Q x) F" (is "eventually ?C F") by (rule eventually_conj)
then have not_False: "(\<lambda>x. P x \<and> Q x) \<noteq> (\<lambda>x. False)"
using ntriv by (auto simp add: eventually_False)
have "INFIMUM (Collect P) f \<le> INFIMUM (Collect ?C) f"
by (rule INF_mono) auto
also have "\<dots> \<le> SUPREMUM (Collect ?C) f"
using not_False by (intro INF_le_SUP) auto
also have "\<dots> \<le> SUPREMUM (Collect Q) f"
by (rule SUP_mono) auto
finally show "INFIMUM (Collect P) f \<le> SUPREMUM (Collect Q) f" .
qed
lemma Liminf_bounded:
assumes le: "eventually (\<lambda>n. C \<le> X n) F"
shows "C \<le> Liminf F X"
using Liminf_mono[OF le] Liminf_const[of F C]
by (cases "F = bot") simp_all
lemma Limsup_bounded:
assumes le: "eventually (\<lambda>n. X n \<le> C) F"
shows "Limsup F X \<le> C"
using Limsup_mono[OF le] Limsup_const[of F C]
by (cases "F = bot") simp_all
lemma le_Limsup:
assumes F: "F \<noteq> bot" and x: "\<forall>\<^sub>F x in F. l \<le> f x"
shows "l \<le> Limsup F f"
using F Liminf_bounded[of l f F] Liminf_le_Limsup[of F f] order.trans x by blast
lemma Liminf_le:
assumes F: "F \<noteq> bot" and x: "\<forall>\<^sub>F x in F. f x \<le> l"
shows "Liminf F f \<le> l"
using F Liminf_le_Limsup Limsup_bounded order.trans x by blast
lemma le_Liminf_iff:
fixes X :: "_ \<Rightarrow> _ :: complete_linorder"
shows "C \<le> Liminf F X \<longleftrightarrow> (\<forall>y<C. eventually (\<lambda>x. y < X x) F)"
proof -
have "eventually (\<lambda>x. y < X x) F"
if "eventually P F" "y < INFIMUM (Collect P) X" for y P
using that by (auto elim!: eventually_mono dest: less_INF_D)
moreover
have "\<exists>P. eventually P F \<and> y < INFIMUM (Collect P) X"
if "y < C" and y: "\<forall>y<C. eventually (\<lambda>x. y < X x) F" for y P
proof (cases "\<exists>z. y < z \<and> z < C")
case True
then obtain z where z: "y < z \<and> z < C" ..
moreover from z have "z \<le> INFIMUM {x. z < X x} X"
by (auto intro!: INF_greatest)
ultimately show ?thesis
using y by (intro exI[of _ "\<lambda>x. z < X x"]) auto
next
case False
then have "C \<le> INFIMUM {x. y < X x} X"
by (intro INF_greatest) auto
with \<open>y < C\<close> show ?thesis
using y by (intro exI[of _ "\<lambda>x. y < X x"]) auto
qed
ultimately show ?thesis
unfolding Liminf_def le_SUP_iff by auto
qed
lemma Limsup_le_iff:
fixes X :: "_ \<Rightarrow> _ :: complete_linorder"
shows "C \<ge> Limsup F X \<longleftrightarrow> (\<forall>y>C. eventually (\<lambda>x. y > X x) F)"
proof -
{ fix y P assume "eventually P F" "y > SUPREMUM (Collect P) X"
then have "eventually (\<lambda>x. y > X x) F"
by (auto elim!: eventually_mono dest: SUP_lessD) }
moreover
{ fix y P assume "y > C" and y: "\<forall>y>C. eventually (\<lambda>x. y > X x) F"
have "\<exists>P. eventually P F \<and> y > SUPREMUM (Collect P) X"
proof (cases "\<exists>z. C < z \<and> z < y")
case True
then obtain z where z: "C < z \<and> z < y" ..
moreover from z have "z \<ge> SUPREMUM {x. z > X x} X"
by (auto intro!: SUP_least)
ultimately show ?thesis
using y by (intro exI[of _ "\<lambda>x. z > X x"]) auto
next
case False
then have "C \<ge> SUPREMUM {x. y > X x} X"
by (intro SUP_least) (auto simp: not_less)
with \<open>y > C\<close> show ?thesis
using y by (intro exI[of _ "\<lambda>x. y > X x"]) auto
qed }
ultimately show ?thesis
unfolding Limsup_def INF_le_iff by auto
qed
lemma less_LiminfD:
"y < Liminf F (f :: _ \<Rightarrow> 'a :: complete_linorder) \<Longrightarrow> eventually (\<lambda>x. f x > y) F"
using le_Liminf_iff[of "Liminf F f" F f] by simp
lemma Limsup_lessD:
"y > Limsup F (f :: _ \<Rightarrow> 'a :: complete_linorder) \<Longrightarrow> eventually (\<lambda>x. f x < y) F"
using Limsup_le_iff[of F f "Limsup F f"] by simp
lemma lim_imp_Liminf:
fixes f :: "'a \<Rightarrow> _ :: {complete_linorder,linorder_topology}"
assumes ntriv: "\<not> trivial_limit F"
assumes lim: "(f \<longlongrightarrow> f0) F"
shows "Liminf F f = f0"
proof (intro Liminf_eqI)
fix P assume P: "eventually P F"
then have "eventually (\<lambda>x. INFIMUM (Collect P) f \<le> f x) F"
by eventually_elim (auto intro!: INF_lower)
then show "INFIMUM (Collect P) f \<le> f0"
by (rule tendsto_le[OF ntriv lim tendsto_const])
next
fix y assume upper: "\<And>P. eventually P F \<Longrightarrow> INFIMUM (Collect P) f \<le> y"
show "f0 \<le> y"
proof cases
assume "\<exists>z. y < z \<and> z < f0"
then obtain z where "y < z \<and> z < f0" ..
moreover have "z \<le> INFIMUM {x. z < f x} f"
by (rule INF_greatest) simp
ultimately show ?thesis
using lim[THEN topological_tendstoD, THEN upper, of "{z <..}"] by auto
next
assume discrete: "\<not> (\<exists>z. y < z \<and> z < f0)"
show ?thesis
proof (rule classical)
assume "\<not> f0 \<le> y"
then have "eventually (\<lambda>x. y < f x) F"
using lim[THEN topological_tendstoD, of "{y <..}"] by auto
then have "eventually (\<lambda>x. f0 \<le> f x) F"
using discrete by (auto elim!: eventually_mono)
then have "INFIMUM {x. f0 \<le> f x} f \<le> y"
by (rule upper)
moreover have "f0 \<le> INFIMUM {x. f0 \<le> f x} f"
by (intro INF_greatest) simp
ultimately show "f0 \<le> y" by simp
qed
qed
qed
lemma lim_imp_Limsup:
fixes f :: "'a \<Rightarrow> _ :: {complete_linorder,linorder_topology}"
assumes ntriv: "\<not> trivial_limit F"
assumes lim: "(f \<longlongrightarrow> f0) F"
shows "Limsup F f = f0"
proof (intro Limsup_eqI)
fix P assume P: "eventually P F"
then have "eventually (\<lambda>x. f x \<le> SUPREMUM (Collect P) f) F"
by eventually_elim (auto intro!: SUP_upper)
then show "f0 \<le> SUPREMUM (Collect P) f"
by (rule tendsto_le[OF ntriv tendsto_const lim])
next
fix y assume lower: "\<And>P. eventually P F \<Longrightarrow> y \<le> SUPREMUM (Collect P) f"
show "y \<le> f0"
proof (cases "\<exists>z. f0 < z \<and> z < y")
case True
then obtain z where "f0 < z \<and> z < y" ..
moreover have "SUPREMUM {x. f x < z} f \<le> z"
by (rule SUP_least) simp
ultimately show ?thesis
using lim[THEN topological_tendstoD, THEN lower, of "{..< z}"] by auto
next
case False
show ?thesis
proof (rule classical)
assume "\<not> y \<le> f0"
then have "eventually (\<lambda>x. f x < y) F"
using lim[THEN topological_tendstoD, of "{..< y}"] by auto
then have "eventually (\<lambda>x. f x \<le> f0) F"
using False by (auto elim!: eventually_mono simp: not_less)
then have "y \<le> SUPREMUM {x. f x \<le> f0} f"
by (rule lower)
moreover have "SUPREMUM {x. f x \<le> f0} f \<le> f0"
by (intro SUP_least) simp
ultimately show "y \<le> f0" by simp
qed
qed
qed
lemma Liminf_eq_Limsup:
fixes f0 :: "'a :: {complete_linorder,linorder_topology}"
assumes ntriv: "\<not> trivial_limit F"
and lim: "Liminf F f = f0" "Limsup F f = f0"
shows "(f \<longlongrightarrow> f0) F"
proof (rule order_tendstoI)
fix a assume "f0 < a"
with assms have "Limsup F f < a" by simp
then obtain P where "eventually P F" "SUPREMUM (Collect P) f < a"
unfolding Limsup_def INF_less_iff by auto
then show "eventually (\<lambda>x. f x < a) F"
by (auto elim!: eventually_mono dest: SUP_lessD)
next
fix a assume "a < f0"
with assms have "a < Liminf F f" by simp
then obtain P where "eventually P F" "a < INFIMUM (Collect P) f"
unfolding Liminf_def less_SUP_iff by auto
then show "eventually (\<lambda>x. a < f x) F"
by (auto elim!: eventually_mono dest: less_INF_D)
qed
lemma tendsto_iff_Liminf_eq_Limsup:
fixes f0 :: "'a :: {complete_linorder,linorder_topology}"
shows "\<not> trivial_limit F \<Longrightarrow> (f \<longlongrightarrow> f0) F \<longleftrightarrow> (Liminf F f = f0 \<and> Limsup F f = f0)"
by (metis Liminf_eq_Limsup lim_imp_Limsup lim_imp_Liminf)
lemma liminf_subseq_mono:
fixes X :: "nat \<Rightarrow> 'a :: complete_linorder"
assumes "strict_mono r"
shows "liminf X \<le> liminf (X \<circ> r) "
proof-
have "\<And>n. (INF m\<in>{n..}. X m) \<le> (INF m\<in>{n..}. (X \<circ> r) m)"
proof (safe intro!: INF_mono)
fix n m :: nat assume "n \<le> m" then show "\<exists>ma\<in>{n..}. X ma \<le> (X \<circ> r) m"
using seq_suble[OF \<open>strict_mono r\<close>, of m] by (intro bexI[of _ "r m"]) auto
qed
then show ?thesis by (auto intro!: SUP_mono simp: liminf_SUP_INF comp_def)
qed
lemma limsup_subseq_mono:
fixes X :: "nat \<Rightarrow> 'a :: complete_linorder"
assumes "strict_mono r"
shows "limsup (X \<circ> r) \<le> limsup X"
proof-
have "(SUP m\<in>{n..}. (X \<circ> r) m) \<le> (SUP m\<in>{n..}. X m)" for n
proof (safe intro!: SUP_mono)
fix m :: nat
assume "n \<le> m"
then show "\<exists>ma\<in>{n..}. (X \<circ> r) m \<le> X ma"
using seq_suble[OF \<open>strict_mono r\<close>, of m] by (intro bexI[of _ "r m"]) auto
qed
then show ?thesis
by (auto intro!: INF_mono simp: limsup_INF_SUP comp_def)
qed
lemma continuous_on_imp_continuous_within:
"continuous_on s f \<Longrightarrow> t \<subseteq> s \<Longrightarrow> x \<in> s \<Longrightarrow> continuous (at x within t) f"
unfolding continuous_on_eq_continuous_within
by (auto simp: continuous_within intro: tendsto_within_subset)
lemma Liminf_compose_continuous_mono:
fixes f :: "'a::{complete_linorder, linorder_topology} \<Rightarrow> 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "mono f" and F: "F \<noteq> bot"
shows "Liminf F (\<lambda>n. f (g n)) = f (Liminf F g)"
proof -
{ fix P assume "eventually P F"
have "\<exists>x. P x"
proof (rule ccontr)
assume "\<not> (\<exists>x. P x)" then have "P = (\<lambda>x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (Liminf F g) = (SUP P \<in> {P. eventually P F}. f (Inf (g ` Collect P)))"
unfolding Liminf_def
by (subst continuous_at_Sup_mono[OF am continuous_on_imp_continuous_within[OF c]])
(auto intro: eventually_True)
also have "\<dots> = (SUP P \<in> {P. eventually P F}. INFIMUM (g ` Collect P) f)"
by (intro SUP_cong refl continuous_at_Inf_mono[OF am continuous_on_imp_continuous_within[OF c]])
(auto dest!: eventually_happens simp: F)
finally show ?thesis by (auto simp: Liminf_def)
qed
lemma Limsup_compose_continuous_mono:
fixes f :: "'a::{complete_linorder, linorder_topology} \<Rightarrow> 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "mono f" and F: "F \<noteq> bot"
shows "Limsup F (\<lambda>n. f (g n)) = f (Limsup F g)"
proof -
{ fix P assume "eventually P F"
have "\<exists>x. P x"
proof (rule ccontr)
assume "\<not> (\<exists>x. P x)" then have "P = (\<lambda>x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (Limsup F g) = (INF P \<in> {P. eventually P F}. f (Sup (g ` Collect P)))"
unfolding Limsup_def
by (subst continuous_at_Inf_mono[OF am continuous_on_imp_continuous_within[OF c]])
(auto intro: eventually_True)
also have "\<dots> = (INF P \<in> {P. eventually P F}. SUPREMUM (g ` Collect P) f)"
by (intro INF_cong refl continuous_at_Sup_mono[OF am continuous_on_imp_continuous_within[OF c]])
(auto dest!: eventually_happens simp: F)
finally show ?thesis by (auto simp: Limsup_def)
qed
lemma Liminf_compose_continuous_antimono:
fixes f :: "'a::{complete_linorder,linorder_topology} \<Rightarrow> 'b::{complete_linorder,linorder_topology}"
assumes c: "continuous_on UNIV f"
and am: "antimono f"
and F: "F \<noteq> bot"
shows "Liminf F (\<lambda>n. f (g n)) = f (Limsup F g)"
proof -
have *: "\<exists>x. P x" if "eventually P F" for P
proof (rule ccontr)
assume "\<not> (\<exists>x. P x)" then have "P = (\<lambda>x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed
have "f (Limsup F g) = (SUP P \<in> {P. eventually P F}. f (Sup (g ` Collect P)))"
unfolding Limsup_def
by (subst continuous_at_Inf_antimono[OF am continuous_on_imp_continuous_within[OF c]])
(auto intro: eventually_True)
also have "\<dots> = (SUP P \<in> {P. eventually P F}. INFIMUM (g ` Collect P) f)"
by (intro SUP_cong refl continuous_at_Sup_antimono[OF am continuous_on_imp_continuous_within[OF c]])
(auto dest!: eventually_happens simp: F)
finally show ?thesis
by (auto simp: Liminf_def)
qed
lemma Limsup_compose_continuous_antimono:
fixes f :: "'a::{complete_linorder, linorder_topology} \<Rightarrow> 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "antimono f" and F: "F \<noteq> bot"
shows "Limsup F (\<lambda>n. f (g n)) = f (Liminf F g)"
proof -
{ fix P assume "eventually P F"
have "\<exists>x. P x"
proof (rule ccontr)
assume "\<not> (\<exists>x. P x)" then have "P = (\<lambda>x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (Liminf F g) = (INF P \<in> {P. eventually P F}. f (Inf (g ` Collect P)))"
unfolding Liminf_def
by (subst continuous_at_Sup_antimono[OF am continuous_on_imp_continuous_within[OF c]])
(auto intro: eventually_True)
also have "\<dots> = (INF P \<in> {P. eventually P F}. SUPREMUM (g ` Collect P) f)"
by (intro INF_cong refl continuous_at_Inf_antimono[OF am continuous_on_imp_continuous_within[OF c]])
(auto dest!: eventually_happens simp: F)
finally show ?thesis
by (auto simp: Limsup_def)
qed
lemma Liminf_filtermap_le: "Liminf (filtermap f F) g \<le> Liminf F (\<lambda>x. g (f x))"
apply (cases "F = bot", simp)
by (subst Liminf_def)
(auto simp add: INF_lower Liminf_bounded eventually_filtermap eventually_mono intro!: SUP_least)
lemma Limsup_filtermap_ge: "Limsup (filtermap f F) g \<ge> Limsup F (\<lambda>x. g (f x))"
apply (cases "F = bot", simp)
by (subst Limsup_def)
(auto simp add: SUP_upper Limsup_bounded eventually_filtermap eventually_mono intro!: INF_greatest)
lemma Liminf_least: "(\<And>P. eventually P F \<Longrightarrow> (INF x\<in>Collect P. f x) \<le> x) \<Longrightarrow> Liminf F f \<le> x"
by (auto intro!: SUP_least simp: Liminf_def)
lemma Limsup_greatest: "(\<And>P. eventually P F \<Longrightarrow> x \<le> (SUP x\<in>Collect P. f x)) \<Longrightarrow> Limsup F f \<ge> x"
by (auto intro!: INF_greatest simp: Limsup_def)
lemma Liminf_filtermap_ge: "inj f \<Longrightarrow> Liminf (filtermap f F) g \<ge> Liminf F (\<lambda>x. g (f x))"
apply (cases "F = bot", simp)
apply (rule Liminf_least)
subgoal for P
by (auto simp: eventually_filtermap the_inv_f_f
intro!: Liminf_bounded INF_lower2 eventually_mono[of P])
done
lemma Limsup_filtermap_le: "inj f \<Longrightarrow> Limsup (filtermap f F) g \<le> Limsup F (\<lambda>x. g (f x))"
apply (cases "F = bot", simp)
apply (rule Limsup_greatest)
subgoal for P
by (auto simp: eventually_filtermap the_inv_f_f
intro!: Limsup_bounded SUP_upper2 eventually_mono[of P])
done
lemma Liminf_filtermap_eq: "inj f \<Longrightarrow> Liminf (filtermap f F) g = Liminf F (\<lambda>x. g (f x))"
using Liminf_filtermap_le[of f F g] Liminf_filtermap_ge[of f F g]
by simp
lemma Limsup_filtermap_eq: "inj f \<Longrightarrow> Limsup (filtermap f F) g = Limsup F (\<lambda>x. g (f x))"
using Limsup_filtermap_le[of f F g] Limsup_filtermap_ge[of F g f]
by simp
subsection \<open>More Limits\<close>
lemma convergent_limsup_cl:
fixes X :: "nat \<Rightarrow> 'a::{complete_linorder,linorder_topology}"
shows "convergent X \<Longrightarrow> limsup X = lim X"
by (auto simp: convergent_def limI lim_imp_Limsup)
lemma convergent_liminf_cl:
fixes X :: "nat \<Rightarrow> 'a::{complete_linorder,linorder_topology}"
shows "convergent X \<Longrightarrow> liminf X = lim X"
by (auto simp: convergent_def limI lim_imp_Liminf)
lemma lim_increasing_cl:
assumes "\<And>n m. n \<ge> m \<Longrightarrow> f n \<ge> f m"
obtains l where "f \<longlonglongrightarrow> (l::'a::{complete_linorder,linorder_topology})"
proof
show "f \<longlonglongrightarrow> (SUP n. f n)"
using assms
by (intro increasing_tendsto)
(auto simp: SUP_upper eventually_sequentially less_SUP_iff intro: less_le_trans)
qed
lemma lim_decreasing_cl:
assumes "\<And>n m. n \<ge> m \<Longrightarrow> f n \<le> f m"
obtains l where "f \<longlonglongrightarrow> (l::'a::{complete_linorder,linorder_topology})"
proof
show "f \<longlonglongrightarrow> (INF n. f n)"
using assms
by (intro decreasing_tendsto)
(auto simp: INF_lower eventually_sequentially INF_less_iff intro: le_less_trans)
qed
lemma compact_complete_linorder:
fixes X :: "nat \<Rightarrow> 'a::{complete_linorder,linorder_topology}"
shows "\<exists>l r. strict_mono r \<and> (X \<circ> r) \<longlonglongrightarrow> l"
proof -
obtain r where "strict_mono r" and mono: "monoseq (X \<circ> r)"
using seq_monosub[of X]
unfolding comp_def
by auto
then have "(\<forall>n m. m \<le> n \<longrightarrow> (X \<circ> r) m \<le> (X \<circ> r) n) \<or> (\<forall>n m. m \<le> n \<longrightarrow> (X \<circ> r) n \<le> (X \<circ> r) m)"
by (auto simp add: monoseq_def)
then obtain l where "(X \<circ> r) \<longlonglongrightarrow> l"
using lim_increasing_cl[of "X \<circ> r"] lim_decreasing_cl[of "X \<circ> r"]
by auto
then show ?thesis
using \<open>strict_mono r\<close> by auto
qed
lemma tendsto_Limsup:
fixes f :: "_ \<Rightarrow> 'a :: {complete_linorder,linorder_topology}"
shows "F \<noteq> bot \<Longrightarrow> Limsup F f = Liminf F f \<Longrightarrow> (f \<longlongrightarrow> Limsup F f) F"
by (subst tendsto_iff_Liminf_eq_Limsup) auto
lemma tendsto_Liminf:
fixes f :: "_ \<Rightarrow> 'a :: {complete_linorder,linorder_topology}"
shows "F \<noteq> bot \<Longrightarrow> Limsup F f = Liminf F f \<Longrightarrow> (f \<longlongrightarrow> Liminf F f) F"
by (subst tendsto_iff_Liminf_eq_Limsup) auto
end