(* Title : Series.thy
Author : Jacques D. Fleuriot
Copyright : 1998 University of Cambridge
Converted to Isar and polished by lcp
Converted to sum and polished yet more by TNN
Additional contributions by Jeremy Avigad
*)
section \<open>Infinite Series\<close>
theory Series
imports Limits Inequalities
begin
subsection \<open>Definition of infinite summability\<close>
definition sums :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a \<Rightarrow> bool"
(infixr "sums" 80)
where "f sums s \<longleftrightarrow> (\<lambda>n. \<Sum>i<n. f i) \<longlonglongrightarrow> s"
definition summable :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> bool"
where "summable f \<longleftrightarrow> (\<exists>s. f sums s)"
definition suminf :: "(nat \<Rightarrow> 'a::{topological_space, comm_monoid_add}) \<Rightarrow> 'a"
(binder "\<Sum>" 10)
where "suminf f = (THE s. f sums s)"
text\<open>Variants of the definition\<close>
lemma sums_def': "f sums s \<longleftrightarrow> (\<lambda>n. \<Sum>i = 0..n. f i) \<longlonglongrightarrow> s"
apply (simp add: sums_def)
apply (subst LIMSEQ_Suc_iff [symmetric])
apply (simp only: lessThan_Suc_atMost atLeast0AtMost)
done
lemma sums_def_le: "f sums s \<longleftrightarrow> (\<lambda>n. \<Sum>i\<le>n. f i) \<longlonglongrightarrow> s"
by (simp add: sums_def' atMost_atLeast0)
subsection \<open>Infinite summability on topological monoids\<close>
lemma sums_subst[trans]: "f = g \<Longrightarrow> g sums z \<Longrightarrow> f sums z"
by simp
lemma sums_cong: "(\<And>n. f n = g n) \<Longrightarrow> f sums c \<longleftrightarrow> g sums c"
by (drule ext) simp
lemma sums_summable: "f sums l \<Longrightarrow> summable f"
by (simp add: sums_def summable_def, blast)
lemma summable_iff_convergent: "summable f \<longleftrightarrow> convergent (\<lambda>n. \<Sum>i<n. f i)"
by (simp add: summable_def sums_def convergent_def)
lemma summable_iff_convergent': "summable f \<longleftrightarrow> convergent (\<lambda>n. sum f {..n})"
by (simp_all only: summable_iff_convergent convergent_def
lessThan_Suc_atMost [symmetric] LIMSEQ_Suc_iff[of "\<lambda>n. sum f {..<n}"])
lemma suminf_eq_lim: "suminf f = lim (\<lambda>n. \<Sum>i<n. f i)"
by (simp add: suminf_def sums_def lim_def)
lemma sums_zero[simp, intro]: "(\<lambda>n. 0) sums 0"
unfolding sums_def by simp
lemma summable_zero[simp, intro]: "summable (\<lambda>n. 0)"
by (rule sums_zero [THEN sums_summable])
lemma sums_group: "f sums s \<Longrightarrow> 0 < k \<Longrightarrow> (\<lambda>n. sum f {n * k ..< n * k + k}) sums s"
apply (simp only: sums_def sum_nat_group tendsto_def eventually_sequentially)
apply safe
apply (erule_tac x=S in allE)
apply safe
apply (rule_tac x="N" in exI, safe)
apply (drule_tac x="n*k" in spec)
apply (erule mp)
apply (erule order_trans)
apply simp
done
lemma suminf_cong: "(\<And>n. f n = g n) \<Longrightarrow> suminf f = suminf g"
by (rule arg_cong[of f g], rule ext) simp
lemma summable_cong:
fixes f g :: "nat \<Rightarrow> 'a::real_normed_vector"
assumes "eventually (\<lambda>x. f x = g x) sequentially"
shows "summable f = summable g"
proof -
from assms obtain N where N: "\<forall>n\<ge>N. f n = g n"
by (auto simp: eventually_at_top_linorder)
define C where "C = (\<Sum>k<N. f k - g k)"
from eventually_ge_at_top[of N]
have "eventually (\<lambda>n. sum f {..<n} = C + sum g {..<n}) sequentially"
proof eventually_elim
case (elim n)
then have "{..<n} = {..<N} \<union> {N..<n}"
by auto
also have "sum f ... = sum f {..<N} + sum f {N..<n}"
by (intro sum.union_disjoint) auto
also from N have "sum f {N..<n} = sum g {N..<n}"
by (intro sum.cong) simp_all
also have "sum f {..<N} + sum g {N..<n} = C + (sum g {..<N} + sum g {N..<n})"
unfolding C_def by (simp add: algebra_simps sum_subtractf)
also have "sum g {..<N} + sum g {N..<n} = sum g ({..<N} \<union> {N..<n})"
by (intro sum.union_disjoint [symmetric]) auto
also from elim have "{..<N} \<union> {N..<n} = {..<n}"
by auto
finally show "sum f {..<n} = C + sum g {..<n}" .
qed
from convergent_cong[OF this] show ?thesis
by (simp add: summable_iff_convergent convergent_add_const_iff)
qed
lemma sums_finite:
assumes [simp]: "finite N"
and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0"
shows "f sums (\<Sum>n\<in>N. f n)"
proof -
have eq: "sum f {..<n + Suc (Max N)} = sum f N" for n
proof (cases "N = {}")
case True
with f have "f = (\<lambda>x. 0)" by auto
then show ?thesis by simp
next
case [simp]: False
show ?thesis
proof (safe intro!: sum.mono_neutral_right f)
fix i
assume "i \<in> N"
then have "i \<le> Max N" by simp
then show "i < n + Suc (Max N)" by simp
qed
qed
show ?thesis
unfolding sums_def
by (rule LIMSEQ_offset[of _ "Suc (Max N)"])
(simp add: eq atLeast0LessThan del: add_Suc_right)
qed
corollary sums_0: "(\<And>n. f n = 0) \<Longrightarrow> (f sums 0)"
by (metis (no_types) finite.emptyI sum.empty sums_finite)
lemma summable_finite: "finite N \<Longrightarrow> (\<And>n. n \<notin> N \<Longrightarrow> f n = 0) \<Longrightarrow> summable f"
by (rule sums_summable) (rule sums_finite)
lemma sums_If_finite_set: "finite A \<Longrightarrow> (\<lambda>r. if r \<in> A then f r else 0) sums (\<Sum>r\<in>A. f r)"
using sums_finite[of A "(\<lambda>r. if r \<in> A then f r else 0)"] by simp
lemma summable_If_finite_set[simp, intro]: "finite A \<Longrightarrow> summable (\<lambda>r. if r \<in> A then f r else 0)"
by (rule sums_summable) (rule sums_If_finite_set)
lemma sums_If_finite: "finite {r. P r} \<Longrightarrow> (\<lambda>r. if P r then f r else 0) sums (\<Sum>r | P r. f r)"
using sums_If_finite_set[of "{r. P r}"] by simp
lemma summable_If_finite[simp, intro]: "finite {r. P r} \<Longrightarrow> summable (\<lambda>r. if P r then f r else 0)"
by (rule sums_summable) (rule sums_If_finite)
lemma sums_single: "(\<lambda>r. if r = i then f r else 0) sums f i"
using sums_If_finite[of "\<lambda>r. r = i"] by simp
lemma summable_single[simp, intro]: "summable (\<lambda>r. if r = i then f r else 0)"
by (rule sums_summable) (rule sums_single)
context
fixes f :: "nat \<Rightarrow> 'a::{t2_space,comm_monoid_add}"
begin
lemma summable_sums[intro]: "summable f \<Longrightarrow> f sums (suminf f)"
by (simp add: summable_def sums_def suminf_def)
(metis convergent_LIMSEQ_iff convergent_def lim_def)
lemma summable_LIMSEQ: "summable f \<Longrightarrow> (\<lambda>n. \<Sum>i<n. f i) \<longlonglongrightarrow> suminf f"
by (rule summable_sums [unfolded sums_def])
lemma sums_unique: "f sums s \<Longrightarrow> s = suminf f"
by (metis limI suminf_eq_lim sums_def)
lemma sums_iff: "f sums x \<longleftrightarrow> summable f \<and> suminf f = x"
by (metis summable_sums sums_summable sums_unique)
lemma summable_sums_iff: "summable f \<longleftrightarrow> f sums suminf f"
by (auto simp: sums_iff summable_sums)
lemma sums_unique2: "f sums a \<Longrightarrow> f sums b \<Longrightarrow> a = b"
for a b :: 'a
by (simp add: sums_iff)
lemma suminf_finite:
assumes N: "finite N"
and f: "\<And>n. n \<notin> N \<Longrightarrow> f n = 0"
shows "suminf f = (\<Sum>n\<in>N. f n)"
using sums_finite[OF assms, THEN sums_unique] by simp
end
lemma suminf_zero[simp]: "suminf (\<lambda>n. 0::'a::{t2_space, comm_monoid_add}) = 0"
by (rule sums_zero [THEN sums_unique, symmetric])
subsection \<open>Infinite summability on ordered, topological monoids\<close>
lemma sums_le: "\<forall>n. f n \<le> g n \<Longrightarrow> f sums s \<Longrightarrow> g sums t \<Longrightarrow> s \<le> t"
for f g :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add,linorder_topology}"
by (rule LIMSEQ_le) (auto intro: sum_mono simp: sums_def)
context
fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add,linorder_topology}"
begin
lemma suminf_le: "\<forall>n. f n \<le> g n \<Longrightarrow> summable f \<Longrightarrow> summable g \<Longrightarrow> suminf f \<le> suminf g"
by (auto dest: sums_summable intro: sums_le)
lemma sum_le_suminf: "summable f \<Longrightarrow> \<forall>m\<ge>n. 0 \<le> f m \<Longrightarrow> sum f {..<n} \<le> suminf f"
by (rule sums_le[OF _ sums_If_finite_set summable_sums]) auto
lemma suminf_nonneg: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> 0 \<le> suminf f"
using sum_le_suminf[of 0] by simp
lemma suminf_le_const: "summable f \<Longrightarrow> (\<And>n. sum f {..<n} \<le> x) \<Longrightarrow> suminf f \<le> x"
by (metis LIMSEQ_le_const2 summable_LIMSEQ)
lemma suminf_eq_zero_iff: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> suminf f = 0 \<longleftrightarrow> (\<forall>n. f n = 0)"
proof
assume "summable f" "suminf f = 0" and pos: "\<forall>n. 0 \<le> f n"
then have f: "(\<lambda>n. \<Sum>i<n. f i) \<longlonglongrightarrow> 0"
using summable_LIMSEQ[of f] by simp
then have "\<And>i. (\<Sum>n\<in>{i}. f n) \<le> 0"
proof (rule LIMSEQ_le_const)
show "\<exists>N. \<forall>n\<ge>N. (\<Sum>n\<in>{i}. f n) \<le> sum f {..<n}" for i
using pos by (intro exI[of _ "Suc i"] allI impI sum_mono2) auto
qed
with pos show "\<forall>n. f n = 0"
by (auto intro!: antisym)
qed (metis suminf_zero fun_eq_iff)
lemma suminf_pos_iff: "summable f \<Longrightarrow> \<forall>n. 0 \<le> f n \<Longrightarrow> 0 < suminf f \<longleftrightarrow> (\<exists>i. 0 < f i)"
using sum_le_suminf[of 0] suminf_eq_zero_iff by (simp add: less_le)
lemma suminf_pos2:
assumes "summable f" "\<forall>n. 0 \<le> f n" "0 < f i"
shows "0 < suminf f"
proof -
have "0 < (\<Sum>n<Suc i. f n)"
using assms by (intro sum_pos2[where i=i]) auto
also have "\<dots> \<le> suminf f"
using assms by (intro sum_le_suminf) auto
finally show ?thesis .
qed
lemma suminf_pos: "summable f \<Longrightarrow> \<forall>n. 0 < f n \<Longrightarrow> 0 < suminf f"
by (intro suminf_pos2[where i=0]) (auto intro: less_imp_le)
end
context
fixes f :: "nat \<Rightarrow> 'a::{ordered_cancel_comm_monoid_add,linorder_topology}"
begin
lemma sum_less_suminf2:
"summable f \<Longrightarrow> \<forall>m\<ge>n. 0 \<le> f m \<Longrightarrow> n \<le> i \<Longrightarrow> 0 < f i \<Longrightarrow> sum f {..<n} < suminf f"
using sum_le_suminf[of f "Suc i"]
and add_strict_increasing[of "f i" "sum f {..<n}" "sum f {..<i}"]
and sum_mono2[of "{..<i}" "{..<n}" f]
by (auto simp: less_imp_le ac_simps)
lemma sum_less_suminf: "summable f \<Longrightarrow> \<forall>m\<ge>n. 0 < f m \<Longrightarrow> sum f {..<n} < suminf f"
using sum_less_suminf2[of n n] by (simp add: less_imp_le)
end
lemma summableI_nonneg_bounded:
fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add,linorder_topology,conditionally_complete_linorder}"
assumes pos[simp]: "\<And>n. 0 \<le> f n"
and le: "\<And>n. (\<Sum>i<n. f i) \<le> x"
shows "summable f"
unfolding summable_def sums_def [abs_def]
proof (rule exI LIMSEQ_incseq_SUP)+
show "bdd_above (range (\<lambda>n. sum f {..<n}))"
using le by (auto simp: bdd_above_def)
show "incseq (\<lambda>n. sum f {..<n})"
by (auto simp: mono_def intro!: sum_mono2)
qed
lemma summableI[intro, simp]: "summable f"
for f :: "nat \<Rightarrow> 'a::{canonically_ordered_monoid_add,linorder_topology,complete_linorder}"
by (intro summableI_nonneg_bounded[where x=top] zero_le top_greatest)
subsection \<open>Infinite summability on topological monoids\<close>
context
fixes f g :: "nat \<Rightarrow> 'a::{t2_space,topological_comm_monoid_add}"
begin
lemma sums_Suc:
assumes "(\<lambda>n. f (Suc n)) sums l"
shows "f sums (l + f 0)"
proof -
have "(\<lambda>n. (\<Sum>i<n. f (Suc i)) + f 0) \<longlonglongrightarrow> l + f 0"
using assms by (auto intro!: tendsto_add simp: sums_def)
moreover have "(\<Sum>i<n. f (Suc i)) + f 0 = (\<Sum>i<Suc n. f i)" for n
unfolding lessThan_Suc_eq_insert_0
by (simp add: ac_simps sum_atLeast1_atMost_eq image_Suc_lessThan)
ultimately show ?thesis
by (auto simp: sums_def simp del: sum_lessThan_Suc intro: LIMSEQ_Suc_iff[THEN iffD1])
qed
lemma sums_add: "f sums a \<Longrightarrow> g sums b \<Longrightarrow> (\<lambda>n. f n + g n) sums (a + b)"
unfolding sums_def by (simp add: sum.distrib tendsto_add)
lemma summable_add: "summable f \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. f n + g n)"
unfolding summable_def by (auto intro: sums_add)
lemma suminf_add: "summable f \<Longrightarrow> summable g \<Longrightarrow> suminf f + suminf g = (\<Sum>n. f n + g n)"
by (intro sums_unique sums_add summable_sums)
end
context
fixes f :: "'i \<Rightarrow> nat \<Rightarrow> 'a::{t2_space,topological_comm_monoid_add}"
and I :: "'i set"
begin
lemma sums_sum: "(\<And>i. i \<in> I \<Longrightarrow> (f i) sums (x i)) \<Longrightarrow> (\<lambda>n. \<Sum>i\<in>I. f i n) sums (\<Sum>i\<in>I. x i)"
by (induct I rule: infinite_finite_induct) (auto intro!: sums_add)
lemma suminf_sum: "(\<And>i. i \<in> I \<Longrightarrow> summable (f i)) \<Longrightarrow> (\<Sum>n. \<Sum>i\<in>I. f i n) = (\<Sum>i\<in>I. \<Sum>n. f i n)"
using sums_unique[OF sums_sum, OF summable_sums] by simp
lemma summable_sum: "(\<And>i. i \<in> I \<Longrightarrow> summable (f i)) \<Longrightarrow> summable (\<lambda>n. \<Sum>i\<in>I. f i n)"
using sums_summable[OF sums_sum[OF summable_sums]] .
end
subsection \<open>Infinite summability on real normed vector spaces\<close>
context
fixes f :: "nat \<Rightarrow> 'a::real_normed_vector"
begin
lemma sums_Suc_iff: "(\<lambda>n. f (Suc n)) sums s \<longleftrightarrow> f sums (s + f 0)"
proof -
have "f sums (s + f 0) \<longleftrightarrow> (\<lambda>i. \<Sum>j<Suc i. f j) \<longlonglongrightarrow> s + f 0"
by (subst LIMSEQ_Suc_iff) (simp add: sums_def)
also have "\<dots> \<longleftrightarrow> (\<lambda>i. (\<Sum>j<i. f (Suc j)) + f 0) \<longlonglongrightarrow> s + f 0"
by (simp add: ac_simps lessThan_Suc_eq_insert_0 image_Suc_lessThan sum_atLeast1_atMost_eq)
also have "\<dots> \<longleftrightarrow> (\<lambda>n. f (Suc n)) sums s"
proof
assume "(\<lambda>i. (\<Sum>j<i. f (Suc j)) + f 0) \<longlonglongrightarrow> s + f 0"
with tendsto_add[OF this tendsto_const, of "- f 0"] show "(\<lambda>i. f (Suc i)) sums s"
by (simp add: sums_def)
qed (auto intro: tendsto_add simp: sums_def)
finally show ?thesis ..
qed
lemma summable_Suc_iff: "summable (\<lambda>n. f (Suc n)) = summable f"
proof
assume "summable f"
then have "f sums suminf f"
by (rule summable_sums)
then have "(\<lambda>n. f (Suc n)) sums (suminf f - f 0)"
by (simp add: sums_Suc_iff)
then show "summable (\<lambda>n. f (Suc n))"
unfolding summable_def by blast
qed (auto simp: sums_Suc_iff summable_def)
lemma sums_Suc_imp: "f 0 = 0 \<Longrightarrow> (\<lambda>n. f (Suc n)) sums s \<Longrightarrow> (\<lambda>n. f n) sums s"
using sums_Suc_iff by simp
end
context (* Separate contexts are necessary to allow general use of the results above, here. *)
fixes f :: "nat \<Rightarrow> 'a::real_normed_vector"
begin
lemma sums_diff: "f sums a \<Longrightarrow> g sums b \<Longrightarrow> (\<lambda>n. f n - g n) sums (a - b)"
unfolding sums_def by (simp add: sum_subtractf tendsto_diff)
lemma summable_diff: "summable f \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. f n - g n)"
unfolding summable_def by (auto intro: sums_diff)
lemma suminf_diff: "summable f \<Longrightarrow> summable g \<Longrightarrow> suminf f - suminf g = (\<Sum>n. f n - g n)"
by (intro sums_unique sums_diff summable_sums)
lemma sums_minus: "f sums a \<Longrightarrow> (\<lambda>n. - f n) sums (- a)"
unfolding sums_def by (simp add: sum_negf tendsto_minus)
lemma summable_minus: "summable f \<Longrightarrow> summable (\<lambda>n. - f n)"
unfolding summable_def by (auto intro: sums_minus)
lemma suminf_minus: "summable f \<Longrightarrow> (\<Sum>n. - f n) = - (\<Sum>n. f n)"
by (intro sums_unique [symmetric] sums_minus summable_sums)
lemma sums_iff_shift: "(\<lambda>i. f (i + n)) sums s \<longleftrightarrow> f sums (s + (\<Sum>i<n. f i))"
proof (induct n arbitrary: s)
case 0
then show ?case by simp
next
case (Suc n)
then have "(\<lambda>i. f (Suc i + n)) sums s \<longleftrightarrow> (\<lambda>i. f (i + n)) sums (s + f n)"
by (subst sums_Suc_iff) simp
with Suc show ?case
by (simp add: ac_simps)
qed
corollary sums_iff_shift': "(\<lambda>i. f (i + n)) sums (s - (\<Sum>i<n. f i)) \<longleftrightarrow> f sums s"
by (simp add: sums_iff_shift)
lemma sums_zero_iff_shift:
assumes "\<And>i. i < n \<Longrightarrow> f i = 0"
shows "(\<lambda>i. f (i+n)) sums s \<longleftrightarrow> (\<lambda>i. f i) sums s"
by (simp add: assms sums_iff_shift)
lemma summable_iff_shift: "summable (\<lambda>n. f (n + k)) \<longleftrightarrow> summable f"
by (metis diff_add_cancel summable_def sums_iff_shift [abs_def])
lemma sums_split_initial_segment: "f sums s \<Longrightarrow> (\<lambda>i. f (i + n)) sums (s - (\<Sum>i<n. f i))"
by (simp add: sums_iff_shift)
lemma summable_ignore_initial_segment: "summable f \<Longrightarrow> summable (\<lambda>n. f(n + k))"
by (simp add: summable_iff_shift)
lemma suminf_minus_initial_segment: "summable f \<Longrightarrow> (\<Sum>n. f (n + k)) = (\<Sum>n. f n) - (\<Sum>i<k. f i)"
by (rule sums_unique[symmetric]) (auto simp: sums_iff_shift)
lemma suminf_split_initial_segment: "summable f \<Longrightarrow> suminf f = (\<Sum>n. f(n + k)) + (\<Sum>i<k. f i)"
by (auto simp add: suminf_minus_initial_segment)
lemma suminf_split_head: "summable f \<Longrightarrow> (\<Sum>n. f (Suc n)) = suminf f - f 0"
using suminf_split_initial_segment[of 1] by simp
lemma suminf_exist_split:
fixes r :: real
assumes "0 < r" and "summable f"
shows "\<exists>N. \<forall>n\<ge>N. norm (\<Sum>i. f (i + n)) < r"
proof -
from LIMSEQ_D[OF summable_LIMSEQ[OF \<open>summable f\<close>] \<open>0 < r\<close>]
obtain N :: nat where "\<forall> n \<ge> N. norm (sum f {..<n} - suminf f) < r"
by auto
then show ?thesis
by (auto simp: norm_minus_commute suminf_minus_initial_segment[OF \<open>summable f\<close>])
qed
lemma summable_LIMSEQ_zero: "summable f \<Longrightarrow> f \<longlonglongrightarrow> 0"
apply (drule summable_iff_convergent [THEN iffD1])
apply (drule convergent_Cauchy)
apply (simp only: Cauchy_iff LIMSEQ_iff)
apply safe
apply (drule_tac x="r" in spec)
apply safe
apply (rule_tac x="M" in exI)
apply safe
apply (drule_tac x="Suc n" in spec)
apply simp
apply (drule_tac x="n" in spec)
apply simp
done
lemma summable_imp_convergent: "summable f \<Longrightarrow> convergent f"
by (force dest!: summable_LIMSEQ_zero simp: convergent_def)
lemma summable_imp_Bseq: "summable f \<Longrightarrow> Bseq f"
by (simp add: convergent_imp_Bseq summable_imp_convergent)
end
lemma summable_minus_iff: "summable (\<lambda>n. - f n) \<longleftrightarrow> summable f"
for f :: "nat \<Rightarrow> 'a::real_normed_vector"
by (auto dest: summable_minus) (* used two ways, hence must be outside the context above *)
lemma (in bounded_linear) sums: "(\<lambda>n. X n) sums a \<Longrightarrow> (\<lambda>n. f (X n)) sums (f a)"
unfolding sums_def by (drule tendsto) (simp only: sum)
lemma (in bounded_linear) summable: "summable (\<lambda>n. X n) \<Longrightarrow> summable (\<lambda>n. f (X n))"
unfolding summable_def by (auto intro: sums)
lemma (in bounded_linear) suminf: "summable (\<lambda>n. X n) \<Longrightarrow> f (\<Sum>n. X n) = (\<Sum>n. f (X n))"
by (intro sums_unique sums summable_sums)
lemmas sums_of_real = bounded_linear.sums [OF bounded_linear_of_real]
lemmas summable_of_real = bounded_linear.summable [OF bounded_linear_of_real]
lemmas suminf_of_real = bounded_linear.suminf [OF bounded_linear_of_real]
lemmas sums_scaleR_left = bounded_linear.sums[OF bounded_linear_scaleR_left]
lemmas summable_scaleR_left = bounded_linear.summable[OF bounded_linear_scaleR_left]
lemmas suminf_scaleR_left = bounded_linear.suminf[OF bounded_linear_scaleR_left]
lemmas sums_scaleR_right = bounded_linear.sums[OF bounded_linear_scaleR_right]
lemmas summable_scaleR_right = bounded_linear.summable[OF bounded_linear_scaleR_right]
lemmas suminf_scaleR_right = bounded_linear.suminf[OF bounded_linear_scaleR_right]
lemma summable_const_iff: "summable (\<lambda>_. c) \<longleftrightarrow> c = 0"
for c :: "'a::real_normed_vector"
proof -
have "\<not> summable (\<lambda>_. c)" if "c \<noteq> 0"
proof -
from that have "filterlim (\<lambda>n. of_nat n * norm c) at_top sequentially"
by (subst mult.commute)
(auto intro!: filterlim_tendsto_pos_mult_at_top filterlim_real_sequentially)
then have "\<not> convergent (\<lambda>n. norm (\<Sum>k<n. c))"
by (intro filterlim_at_infinity_imp_not_convergent filterlim_at_top_imp_at_infinity)
(simp_all add: sum_constant_scaleR)
then show ?thesis
unfolding summable_iff_convergent using convergent_norm by blast
qed
then show ?thesis by auto
qed
subsection \<open>Infinite summability on real normed algebras\<close>
context
fixes f :: "nat \<Rightarrow> 'a::real_normed_algebra"
begin
lemma sums_mult: "f sums a \<Longrightarrow> (\<lambda>n. c * f n) sums (c * a)"
by (rule bounded_linear.sums [OF bounded_linear_mult_right])
lemma summable_mult: "summable f \<Longrightarrow> summable (\<lambda>n. c * f n)"
by (rule bounded_linear.summable [OF bounded_linear_mult_right])
lemma suminf_mult: "summable f \<Longrightarrow> suminf (\<lambda>n. c * f n) = c * suminf f"
by (rule bounded_linear.suminf [OF bounded_linear_mult_right, symmetric])
lemma sums_mult2: "f sums a \<Longrightarrow> (\<lambda>n. f n * c) sums (a * c)"
by (rule bounded_linear.sums [OF bounded_linear_mult_left])
lemma summable_mult2: "summable f \<Longrightarrow> summable (\<lambda>n. f n * c)"
by (rule bounded_linear.summable [OF bounded_linear_mult_left])
lemma suminf_mult2: "summable f \<Longrightarrow> suminf f * c = (\<Sum>n. f n * c)"
by (rule bounded_linear.suminf [OF bounded_linear_mult_left])
end
lemma sums_mult_iff:
fixes f :: "nat \<Rightarrow> 'a::{real_normed_algebra,field}"
assumes "c \<noteq> 0"
shows "(\<lambda>n. c * f n) sums (c * d) \<longleftrightarrow> f sums d"
using sums_mult[of f d c] sums_mult[of "\<lambda>n. c * f n" "c * d" "inverse c"]
by (force simp: field_simps assms)
lemma sums_mult2_iff:
fixes f :: "nat \<Rightarrow> 'a::{real_normed_algebra,field}"
assumes "c \<noteq> 0"
shows "(\<lambda>n. f n * c) sums (d * c) \<longleftrightarrow> f sums d"
using sums_mult_iff[OF assms, of f d] by (simp add: mult.commute)
lemma sums_of_real_iff:
"(\<lambda>n. of_real (f n) :: 'a::real_normed_div_algebra) sums of_real c \<longleftrightarrow> f sums c"
by (simp add: sums_def of_real_sum[symmetric] tendsto_of_real_iff del: of_real_sum)
subsection \<open>Infinite summability on real normed fields\<close>
context
fixes c :: "'a::real_normed_field"
begin
lemma sums_divide: "f sums a \<Longrightarrow> (\<lambda>n. f n / c) sums (a / c)"
by (rule bounded_linear.sums [OF bounded_linear_divide])
lemma summable_divide: "summable f \<Longrightarrow> summable (\<lambda>n. f n / c)"
by (rule bounded_linear.summable [OF bounded_linear_divide])
lemma suminf_divide: "summable f \<Longrightarrow> suminf (\<lambda>n. f n / c) = suminf f / c"
by (rule bounded_linear.suminf [OF bounded_linear_divide, symmetric])
lemma sums_mult_D: "(\<lambda>n. c * f n) sums a \<Longrightarrow> c \<noteq> 0 \<Longrightarrow> f sums (a/c)"
using sums_mult_iff by fastforce
lemma summable_mult_D: "summable (\<lambda>n. c * f n) \<Longrightarrow> c \<noteq> 0 \<Longrightarrow> summable f"
by (auto dest: summable_divide)
text \<open>Sum of a geometric progression.\<close>
lemma geometric_sums:
assumes less_1: "norm c < 1"
shows "(\<lambda>n. c^n) sums (1 / (1 - c))"
proof -
from less_1 have neq_1: "c \<noteq> 1" by auto
then have neq_0: "c - 1 \<noteq> 0" by simp
from less_1 have lim_0: "(\<lambda>n. c^n) \<longlonglongrightarrow> 0"
by (rule LIMSEQ_power_zero)
then have "(\<lambda>n. c ^ n / (c - 1) - 1 / (c - 1)) \<longlonglongrightarrow> 0 / (c - 1) - 1 / (c - 1)"
using neq_0 by (intro tendsto_intros)
then have "(\<lambda>n. (c ^ n - 1) / (c - 1)) \<longlonglongrightarrow> 1 / (1 - c)"
by (simp add: nonzero_minus_divide_right [OF neq_0] diff_divide_distrib)
then show "(\<lambda>n. c ^ n) sums (1 / (1 - c))"
by (simp add: sums_def geometric_sum neq_1)
qed
lemma summable_geometric: "norm c < 1 \<Longrightarrow> summable (\<lambda>n. c^n)"
by (rule geometric_sums [THEN sums_summable])
lemma suminf_geometric: "norm c < 1 \<Longrightarrow> suminf (\<lambda>n. c^n) = 1 / (1 - c)"
by (rule sums_unique[symmetric]) (rule geometric_sums)
lemma summable_geometric_iff: "summable (\<lambda>n. c ^ n) \<longleftrightarrow> norm c < 1"
proof
assume "summable (\<lambda>n. c ^ n :: 'a :: real_normed_field)"
then have "(\<lambda>n. norm c ^ n) \<longlonglongrightarrow> 0"
by (simp add: norm_power [symmetric] tendsto_norm_zero_iff summable_LIMSEQ_zero)
from order_tendstoD(2)[OF this zero_less_one] obtain n where "norm c ^ n < 1"
by (auto simp: eventually_at_top_linorder)
then show "norm c < 1" using one_le_power[of "norm c" n]
by (cases "norm c \<ge> 1") (linarith, simp)
qed (rule summable_geometric)
end
lemma power_half_series: "(\<lambda>n. (1/2::real)^Suc n) sums 1"
proof -
have 2: "(\<lambda>n. (1/2::real)^n) sums 2"
using geometric_sums [of "1/2::real"] by auto
have "(\<lambda>n. (1/2::real)^Suc n) = (\<lambda>n. (1 / 2) ^ n / 2)"
by (simp add: mult.commute)
then show ?thesis
using sums_divide [OF 2, of 2] by simp
qed
subsection \<open>Telescoping\<close>
lemma telescope_sums:
fixes c :: "'a::real_normed_vector"
assumes "f \<longlonglongrightarrow> c"
shows "(\<lambda>n. f (Suc n) - f n) sums (c - f 0)"
unfolding sums_def
proof (subst LIMSEQ_Suc_iff [symmetric])
have "(\<lambda>n. \<Sum>k<Suc n. f (Suc k) - f k) = (\<lambda>n. f (Suc n) - f 0)"
by (simp add: lessThan_Suc_atMost atLeast0AtMost [symmetric] sum_Suc_diff)
also have "\<dots> \<longlonglongrightarrow> c - f 0"
by (intro tendsto_diff LIMSEQ_Suc[OF assms] tendsto_const)
finally show "(\<lambda>n. \<Sum>n<Suc n. f (Suc n) - f n) \<longlonglongrightarrow> c - f 0" .
qed
lemma telescope_sums':
fixes c :: "'a::real_normed_vector"
assumes "f \<longlonglongrightarrow> c"
shows "(\<lambda>n. f n - f (Suc n)) sums (f 0 - c)"
using sums_minus[OF telescope_sums[OF assms]] by (simp add: algebra_simps)
lemma telescope_summable:
fixes c :: "'a::real_normed_vector"
assumes "f \<longlonglongrightarrow> c"
shows "summable (\<lambda>n. f (Suc n) - f n)"
using telescope_sums[OF assms] by (simp add: sums_iff)
lemma telescope_summable':
fixes c :: "'a::real_normed_vector"
assumes "f \<longlonglongrightarrow> c"
shows "summable (\<lambda>n. f n - f (Suc n))"
using summable_minus[OF telescope_summable[OF assms]] by (simp add: algebra_simps)
subsection \<open>Infinite summability on Banach spaces\<close>
text \<open>Cauchy-type criterion for convergence of series (c.f. Harrison).\<close>
lemma summable_Cauchy: "summable f \<longleftrightarrow> (\<forall>e>0. \<exists>N. \<forall>m\<ge>N. \<forall>n. norm (sum f {m..<n}) < e)"
for f :: "nat \<Rightarrow> 'a::banach"
apply (simp only: summable_iff_convergent Cauchy_convergent_iff [symmetric] Cauchy_iff)
apply safe
apply (drule spec)
apply (drule (1) mp)
apply (erule exE)
apply (rule_tac x="M" in exI)
apply clarify
apply (rule_tac x="m" and y="n" in linorder_le_cases)
apply (frule (1) order_trans)
apply (drule_tac x="n" in spec)
apply (drule (1) mp)
apply (drule_tac x="m" in spec)
apply (drule (1) mp)
apply (simp_all add: sum_diff [symmetric])
apply (drule spec)
apply (drule (1) mp)
apply (erule exE)
apply (rule_tac x="N" in exI)
apply clarify
apply (rule_tac x="m" and y="n" in linorder_le_cases)
apply (subst norm_minus_commute)
apply (simp_all add: sum_diff [symmetric])
done
context
fixes f :: "nat \<Rightarrow> 'a::banach"
begin
text \<open>Absolute convergence imples normal convergence.\<close>
lemma summable_norm_cancel: "summable (\<lambda>n. norm (f n)) \<Longrightarrow> summable f"
apply (simp only: summable_Cauchy)
apply safe
apply (drule_tac x="e" in spec)
apply safe
apply (rule_tac x="N" in exI)
apply safe
apply (drule_tac x="m" in spec)
apply safe
apply (rule order_le_less_trans [OF norm_sum])
apply (rule order_le_less_trans [OF abs_ge_self])
apply simp
done
lemma summable_norm: "summable (\<lambda>n. norm (f n)) \<Longrightarrow> norm (suminf f) \<le> (\<Sum>n. norm (f n))"
by (auto intro: LIMSEQ_le tendsto_norm summable_norm_cancel summable_LIMSEQ norm_sum)
text \<open>Comparison tests.\<close>
lemma summable_comparison_test: "\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n \<Longrightarrow> summable g \<Longrightarrow> summable f"
apply (simp add: summable_Cauchy)
apply safe
apply (drule_tac x="e" in spec)
apply safe
apply (rule_tac x = "N + Na" in exI)
apply safe
apply (rotate_tac 2)
apply (drule_tac x = m in spec)
apply auto
apply (rotate_tac 2)
apply (drule_tac x = n in spec)
apply (rule_tac y = "\<Sum>k=m..<n. norm (f k)" in order_le_less_trans)
apply (rule norm_sum)
apply (rule_tac y = "sum g {m..<n}" in order_le_less_trans)
apply (auto intro: sum_mono simp add: abs_less_iff)
done
lemma summable_comparison_test_ev:
"eventually (\<lambda>n. norm (f n) \<le> g n) sequentially \<Longrightarrow> summable g \<Longrightarrow> summable f"
by (rule summable_comparison_test) (auto simp: eventually_at_top_linorder)
text \<open>A better argument order.\<close>
lemma summable_comparison_test': "summable g \<Longrightarrow> (\<And>n. n \<ge> N \<Longrightarrow> norm (f n) \<le> g n) \<Longrightarrow> summable f"
by (rule summable_comparison_test) auto
subsection \<open>The Ratio Test\<close>
lemma summable_ratio_test:
assumes "c < 1" "\<And>n. n \<ge> N \<Longrightarrow> norm (f (Suc n)) \<le> c * norm (f n)"
shows "summable f"
proof (cases "0 < c")
case True
show "summable f"
proof (rule summable_comparison_test)
show "\<exists>N'. \<forall>n\<ge>N'. norm (f n) \<le> (norm (f N) / (c ^ N)) * c ^ n"
proof (intro exI allI impI)
fix n
assume "N \<le> n"
then show "norm (f n) \<le> (norm (f N) / (c ^ N)) * c ^ n"
proof (induct rule: inc_induct)
case base
with True show ?case by simp
next
case (step m)
have "norm (f (Suc m)) / c ^ Suc m * c ^ n \<le> norm (f m) / c ^ m * c ^ n"
using \<open>0 < c\<close> \<open>c < 1\<close> assms(2)[OF \<open>N \<le> m\<close>] by (simp add: field_simps)
with step show ?case by simp
qed
qed
show "summable (\<lambda>n. norm (f N) / c ^ N * c ^ n)"
using \<open>0 < c\<close> \<open>c < 1\<close> by (intro summable_mult summable_geometric) simp
qed
next
case False
have "f (Suc n) = 0" if "n \<ge> N" for n
proof -
from that have "norm (f (Suc n)) \<le> c * norm (f n)"
by (rule assms(2))
also have "\<dots> \<le> 0"
using False by (simp add: not_less mult_nonpos_nonneg)
finally show ?thesis
by auto
qed
then show "summable f"
by (intro sums_summable[OF sums_finite, of "{.. Suc N}"]) (auto simp: not_le Suc_less_eq2)
qed
end
text \<open>Relations among convergence and absolute convergence for power series.\<close>
lemma Abel_lemma:
fixes a :: "nat \<Rightarrow> 'a::real_normed_vector"
assumes r: "0 \<le> r"
and r0: "r < r0"
and M: "\<And>n. norm (a n) * r0^n \<le> M"
shows "summable (\<lambda>n. norm (a n) * r^n)"
proof (rule summable_comparison_test')
show "summable (\<lambda>n. M * (r / r0) ^ n)"
using assms
by (auto simp add: summable_mult summable_geometric)
show "norm (norm (a n) * r ^ n) \<le> M * (r / r0) ^ n" for n
using r r0 M [of n]
apply (auto simp add: abs_mult field_simps)
apply (cases "r = 0")
apply simp
apply (cases n)
apply auto
done
qed
text \<open>Summability of geometric series for real algebras.\<close>
lemma complete_algebra_summable_geometric:
fixes x :: "'a::{real_normed_algebra_1,banach}"
assumes "norm x < 1"
shows "summable (\<lambda>n. x ^ n)"
proof (rule summable_comparison_test)
show "\<exists>N. \<forall>n\<ge>N. norm (x ^ n) \<le> norm x ^ n"
by (simp add: norm_power_ineq)
from assms show "summable (\<lambda>n. norm x ^ n)"
by (simp add: summable_geometric)
qed
subsection \<open>Cauchy Product Formula\<close>
text \<open>
Proof based on Analysis WebNotes: Chapter 07, Class 41
\<^url>\<open>http://www.math.unl.edu/~webnotes/classes/class41/prp77.htm\<close>
\<close>
lemma Cauchy_product_sums:
fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}"
assumes a: "summable (\<lambda>k. norm (a k))"
and b: "summable (\<lambda>k. norm (b k))"
shows "(\<lambda>k. \<Sum>i\<le>k. a i * b (k - i)) sums ((\<Sum>k. a k) * (\<Sum>k. b k))"
proof -
let ?S1 = "\<lambda>n::nat. {..<n} \<times> {..<n}"
let ?S2 = "\<lambda>n::nat. {(i,j). i + j < n}"
have S1_mono: "\<And>m n. m \<le> n \<Longrightarrow> ?S1 m \<subseteq> ?S1 n" by auto
have S2_le_S1: "\<And>n. ?S2 n \<subseteq> ?S1 n" by auto
have S1_le_S2: "\<And>n. ?S1 (n div 2) \<subseteq> ?S2 n" by auto
have finite_S1: "\<And>n. finite (?S1 n)" by simp
with S2_le_S1 have finite_S2: "\<And>n. finite (?S2 n)" by (rule finite_subset)
let ?g = "\<lambda>(i,j). a i * b j"
let ?f = "\<lambda>(i,j). norm (a i) * norm (b j)"
have f_nonneg: "\<And>x. 0 \<le> ?f x" by auto
then have norm_sum_f: "\<And>A. norm (sum ?f A) = sum ?f A"
unfolding real_norm_def
by (simp only: abs_of_nonneg sum_nonneg [rule_format])
have "(\<lambda>n. (\<Sum>k<n. a k) * (\<Sum>k<n. b k)) \<longlonglongrightarrow> (\<Sum>k. a k) * (\<Sum>k. b k)"
by (intro tendsto_mult summable_LIMSEQ summable_norm_cancel [OF a] summable_norm_cancel [OF b])
then have 1: "(\<lambda>n. sum ?g (?S1 n)) \<longlonglongrightarrow> (\<Sum>k. a k) * (\<Sum>k. b k)"
by (simp only: sum_product sum.Sigma [rule_format] finite_lessThan)
have "(\<lambda>n. (\<Sum>k<n. norm (a k)) * (\<Sum>k<n. norm (b k))) \<longlonglongrightarrow> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
using a b by (intro tendsto_mult summable_LIMSEQ)
then have "(\<lambda>n. sum ?f (?S1 n)) \<longlonglongrightarrow> (\<Sum>k. norm (a k)) * (\<Sum>k. norm (b k))"
by (simp only: sum_product sum.Sigma [rule_format] finite_lessThan)
then have "convergent (\<lambda>n. sum ?f (?S1 n))"
by (rule convergentI)
then have Cauchy: "Cauchy (\<lambda>n. sum ?f (?S1 n))"
by (rule convergent_Cauchy)
have "Zfun (\<lambda>n. sum ?f (?S1 n - ?S2 n)) sequentially"
proof (rule ZfunI, simp only: eventually_sequentially norm_sum_f)
fix r :: real
assume r: "0 < r"
from CauchyD [OF Cauchy r] obtain N
where "\<forall>m\<ge>N. \<forall>n\<ge>N. norm (sum ?f (?S1 m) - sum ?f (?S1 n)) < r" ..
then have "\<And>m n. N \<le> n \<Longrightarrow> n \<le> m \<Longrightarrow> norm (sum ?f (?S1 m - ?S1 n)) < r"
by (simp only: sum_diff finite_S1 S1_mono)
then have N: "\<And>m n. N \<le> n \<Longrightarrow> n \<le> m \<Longrightarrow> sum ?f (?S1 m - ?S1 n) < r"
by (simp only: norm_sum_f)
show "\<exists>N. \<forall>n\<ge>N. sum ?f (?S1 n - ?S2 n) < r"
proof (intro exI allI impI)
fix n
assume "2 * N \<le> n"
then have n: "N \<le> n div 2" by simp
have "sum ?f (?S1 n - ?S2 n) \<le> sum ?f (?S1 n - ?S1 (n div 2))"
by (intro sum_mono2 finite_Diff finite_S1 f_nonneg Diff_mono subset_refl S1_le_S2)
also have "\<dots> < r"
using n div_le_dividend by (rule N)
finally show "sum ?f (?S1 n - ?S2 n) < r" .
qed
qed
then have "Zfun (\<lambda>n. sum ?g (?S1 n - ?S2 n)) sequentially"
apply (rule Zfun_le [rule_format])
apply (simp only: norm_sum_f)
apply (rule order_trans [OF norm_sum sum_mono])
apply (auto simp add: norm_mult_ineq)
done
then have 2: "(\<lambda>n. sum ?g (?S1 n) - sum ?g (?S2 n)) \<longlonglongrightarrow> 0"
unfolding tendsto_Zfun_iff diff_0_right
by (simp only: sum_diff finite_S1 S2_le_S1)
with 1 have "(\<lambda>n. sum ?g (?S2 n)) \<longlonglongrightarrow> (\<Sum>k. a k) * (\<Sum>k. b k)"
by (rule Lim_transform2)
then show ?thesis
by (simp only: sums_def sum_triangle_reindex)
qed
lemma Cauchy_product:
fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}"
assumes "summable (\<lambda>k. norm (a k))"
and "summable (\<lambda>k. norm (b k))"
shows "(\<Sum>k. a k) * (\<Sum>k. b k) = (\<Sum>k. \<Sum>i\<le>k. a i * b (k - i))"
using assms by (rule Cauchy_product_sums [THEN sums_unique])
lemma summable_Cauchy_product:
fixes a b :: "nat \<Rightarrow> 'a::{real_normed_algebra,banach}"
assumes "summable (\<lambda>k. norm (a k))"
and "summable (\<lambda>k. norm (b k))"
shows "summable (\<lambda>k. \<Sum>i\<le>k. a i * b (k - i))"
using Cauchy_product_sums[OF assms] by (simp add: sums_iff)
subsection \<open>Series on @{typ real}s\<close>
lemma summable_norm_comparison_test:
"\<exists>N. \<forall>n\<ge>N. norm (f n) \<le> g n \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. norm (f n))"
by (rule summable_comparison_test) auto
lemma summable_rabs_comparison_test: "\<exists>N. \<forall>n\<ge>N. \<bar>f n\<bar> \<le> g n \<Longrightarrow> summable g \<Longrightarrow> summable (\<lambda>n. \<bar>f n\<bar>)"
for f :: "nat \<Rightarrow> real"
by (rule summable_comparison_test) auto
lemma summable_rabs_cancel: "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> summable f"
for f :: "nat \<Rightarrow> real"
by (rule summable_norm_cancel) simp
lemma summable_rabs: "summable (\<lambda>n. \<bar>f n\<bar>) \<Longrightarrow> \<bar>suminf f\<bar> \<le> (\<Sum>n. \<bar>f n\<bar>)"
for f :: "nat \<Rightarrow> real"
by (fold real_norm_def) (rule summable_norm)
lemma summable_zero_power [simp]: "summable (\<lambda>n. 0 ^ n :: 'a::{comm_ring_1,topological_space})"
proof -
have "(\<lambda>n. 0 ^ n :: 'a) = (\<lambda>n. if n = 0 then 0^0 else 0)"
by (intro ext) (simp add: zero_power)
moreover have "summable \<dots>" by simp
ultimately show ?thesis by simp
qed
lemma summable_zero_power' [simp]: "summable (\<lambda>n. f n * 0 ^ n :: 'a::{ring_1,topological_space})"
proof -
have "(\<lambda>n. f n * 0 ^ n :: 'a) = (\<lambda>n. if n = 0 then f 0 * 0^0 else 0)"
by (intro ext) (simp add: zero_power)
moreover have "summable \<dots>" by simp
ultimately show ?thesis by simp
qed
lemma summable_power_series:
fixes z :: real
assumes le_1: "\<And>i. f i \<le> 1"
and nonneg: "\<And>i. 0 \<le> f i"
and z: "0 \<le> z" "z < 1"
shows "summable (\<lambda>i. f i * z^i)"
proof (rule summable_comparison_test[OF _ summable_geometric])
show "norm z < 1"
using z by (auto simp: less_imp_le)
show "\<And>n. \<exists>N. \<forall>na\<ge>N. norm (f na * z ^ na) \<le> z ^ na"
using z
by (auto intro!: exI[of _ 0] mult_left_le_one_le simp: abs_mult nonneg power_abs less_imp_le le_1)
qed
lemma summable_0_powser: "summable (\<lambda>n. f n * 0 ^ n :: 'a::real_normed_div_algebra)"
proof -
have A: "(\<lambda>n. f n * 0 ^ n) = (\<lambda>n. if n = 0 then f n else 0)"
by (intro ext) auto
then show ?thesis
by (subst A) simp_all
qed
lemma summable_powser_split_head:
"summable (\<lambda>n. f (Suc n) * z ^ n :: 'a::real_normed_div_algebra) = summable (\<lambda>n. f n * z ^ n)"
proof -
have "summable (\<lambda>n. f (Suc n) * z ^ n) \<longleftrightarrow> summable (\<lambda>n. f (Suc n) * z ^ Suc n)"
(is "?lhs \<longleftrightarrow> ?rhs")
proof
show ?rhs if ?lhs
using summable_mult2[OF that, of z]
by (simp add: power_commutes algebra_simps)
show ?lhs if ?rhs
using summable_mult2[OF that, of "inverse z"]
by (cases "z \<noteq> 0", subst (asm) power_Suc2) (simp_all add: algebra_simps)
qed
also have "\<dots> \<longleftrightarrow> summable (\<lambda>n. f n * z ^ n)" by (rule summable_Suc_iff)
finally show ?thesis .
qed
lemma powser_split_head:
fixes f :: "nat \<Rightarrow> 'a::{real_normed_div_algebra,banach}"
assumes "summable (\<lambda>n. f n * z ^ n)"
shows "suminf (\<lambda>n. f n * z ^ n) = f 0 + suminf (\<lambda>n. f (Suc n) * z ^ n) * z"
and "suminf (\<lambda>n. f (Suc n) * z ^ n) * z = suminf (\<lambda>n. f n * z ^ n) - f 0"
and "summable (\<lambda>n. f (Suc n) * z ^ n)"
proof -
from assms show "summable (\<lambda>n. f (Suc n) * z ^ n)"
by (subst summable_powser_split_head)
from suminf_mult2[OF this, of z]
have "(\<Sum>n. f (Suc n) * z ^ n) * z = (\<Sum>n. f (Suc n) * z ^ Suc n)"
by (simp add: power_commutes algebra_simps)
also from assms have "\<dots> = suminf (\<lambda>n. f n * z ^ n) - f 0"
by (subst suminf_split_head) simp_all
finally show "suminf (\<lambda>n. f n * z ^ n) = f 0 + suminf (\<lambda>n. f (Suc n) * z ^ n) * z"
by simp
then show "suminf (\<lambda>n. f (Suc n) * z ^ n) * z = suminf (\<lambda>n. f n * z ^ n) - f 0"
by simp
qed
lemma summable_partial_sum_bound:
fixes f :: "nat \<Rightarrow> 'a :: banach"
and e :: real
assumes summable: "summable f"
and e: "e > 0"
obtains N where "\<And>m n. m \<ge> N \<Longrightarrow> norm (\<Sum>k=m..n. f k) < e"
proof -
from summable have "Cauchy (\<lambda>n. \<Sum>k<n. f k)"
by (simp add: Cauchy_convergent_iff summable_iff_convergent)
from CauchyD [OF this e] obtain N
where N: "\<And>m n. m \<ge> N \<Longrightarrow> n \<ge> N \<Longrightarrow> norm ((\<Sum>k<m. f k) - (\<Sum>k<n. f k)) < e"
by blast
have "norm (\<Sum>k=m..n. f k) < e" if m: "m \<ge> N" for m n
proof (cases "n \<ge> m")
case True
with m have "norm ((\<Sum>k<Suc n. f k) - (\<Sum>k<m. f k)) < e"
by (intro N) simp_all
also from True have "(\<Sum>k<Suc n. f k) - (\<Sum>k<m. f k) = (\<Sum>k=m..n. f k)"
by (subst sum_diff [symmetric]) (simp_all add: sum_last_plus)
finally show ?thesis .
next
case False
with e show ?thesis by simp_all
qed
then show ?thesis by (rule that)
qed
lemma powser_sums_if:
"(\<lambda>n. (if n = m then (1 :: 'a::{ring_1,topological_space}) else 0) * z^n) sums z^m"
proof -
have "(\<lambda>n. (if n = m then 1 else 0) * z^n) = (\<lambda>n. if n = m then z^n else 0)"
by (intro ext) auto
then show ?thesis
by (simp add: sums_single)
qed
lemma
fixes f :: "nat \<Rightarrow> real"
assumes "summable f"
and "inj g"
and pos: "\<And>x. 0 \<le> f x"
shows summable_reindex: "summable (f \<circ> g)"
and suminf_reindex_mono: "suminf (f \<circ> g) \<le> suminf f"
and suminf_reindex: "(\<And>x. x \<notin> range g \<Longrightarrow> f x = 0) \<Longrightarrow> suminf (f \<circ> g) = suminf f"
proof -
from \<open>inj g\<close> have [simp]: "\<And>A. inj_on g A"
by (rule subset_inj_on) simp
have smaller: "\<forall>n. (\<Sum>i<n. (f \<circ> g) i) \<le> suminf f"
proof
fix n
have "\<forall> n' \<in> (g ` {..<n}). n' < Suc (Max (g ` {..<n}))"
by (metis Max_ge finite_imageI finite_lessThan not_le not_less_eq)
then obtain m where n: "\<And>n'. n' < n \<Longrightarrow> g n' < m"
by blast
have "(\<Sum>i<n. f (g i)) = sum f (g ` {..<n})"
by (simp add: sum.reindex)
also have "\<dots> \<le> (\<Sum>i<m. f i)"
by (rule sum_mono3) (auto simp add: pos n[rule_format])
also have "\<dots> \<le> suminf f"
using \<open>summable f\<close> by (rule sum_le_suminf) (simp add: pos)
finally show "(\<Sum>i<n. (f \<circ> g) i) \<le> suminf f"
by simp
qed
have "incseq (\<lambda>n. \<Sum>i<n. (f \<circ> g) i)"
by (rule incseq_SucI) (auto simp add: pos)
then obtain L where L: "(\<lambda> n. \<Sum>i<n. (f \<circ> g) i) \<longlonglongrightarrow> L"
using smaller by(rule incseq_convergent)
then have "(f \<circ> g) sums L"
by (simp add: sums_def)
then show "summable (f \<circ> g)"
by (auto simp add: sums_iff)
then have "(\<lambda>n. \<Sum>i<n. (f \<circ> g) i) \<longlonglongrightarrow> suminf (f \<circ> g)"
by (rule summable_LIMSEQ)
then show le: "suminf (f \<circ> g) \<le> suminf f"
by(rule LIMSEQ_le_const2)(blast intro: smaller[rule_format])
assume f: "\<And>x. x \<notin> range g \<Longrightarrow> f x = 0"
from \<open>summable f\<close> have "suminf f \<le> suminf (f \<circ> g)"
proof (rule suminf_le_const)
fix n
have "\<forall> n' \<in> (g -` {..<n}). n' < Suc (Max (g -` {..<n}))"
by(auto intro: Max_ge simp add: finite_vimageI less_Suc_eq_le)
then obtain m where n: "\<And>n'. g n' < n \<Longrightarrow> n' < m"
by blast
have "(\<Sum>i<n. f i) = (\<Sum>i\<in>{..<n} \<inter> range g. f i)"
using f by(auto intro: sum.mono_neutral_cong_right)
also have "\<dots> = (\<Sum>i\<in>g -` {..<n}. (f \<circ> g) i)"
by (rule sum.reindex_cong[where l=g])(auto)
also have "\<dots> \<le> (\<Sum>i<m. (f \<circ> g) i)"
by (rule sum_mono3)(auto simp add: pos n)
also have "\<dots> \<le> suminf (f \<circ> g)"
using \<open>summable (f \<circ> g)\<close> by (rule sum_le_suminf) (simp add: pos)
finally show "sum f {..<n} \<le> suminf (f \<circ> g)" .
qed
with le show "suminf (f \<circ> g) = suminf f"
by (rule antisym)
qed
lemma sums_mono_reindex:
assumes subseq: "subseq g"
and zero: "\<And>n. n \<notin> range g \<Longrightarrow> f n = 0"
shows "(\<lambda>n. f (g n)) sums c \<longleftrightarrow> f sums c"
unfolding sums_def
proof
assume lim: "(\<lambda>n. \<Sum>k<n. f k) \<longlonglongrightarrow> c"
have "(\<lambda>n. \<Sum>k<n. f (g k)) = (\<lambda>n. \<Sum>k<g n. f k)"
proof
fix n :: nat
from subseq have "(\<Sum>k<n. f (g k)) = (\<Sum>k\<in>g`{..<n}. f k)"
by (subst sum.reindex) (auto intro: subseq_imp_inj_on)
also from subseq have "\<dots> = (\<Sum>k<g n. f k)"
by (intro sum.mono_neutral_left ballI zero)
(auto dest: subseq_strict_mono simp: strict_mono_less strict_mono_less_eq)
finally show "(\<Sum>k<n. f (g k)) = (\<Sum>k<g n. f k)" .
qed
also from LIMSEQ_subseq_LIMSEQ[OF lim subseq] have "\<dots> \<longlonglongrightarrow> c"
by (simp only: o_def)
finally show "(\<lambda>n. \<Sum>k<n. f (g k)) \<longlonglongrightarrow> c" .
next
assume lim: "(\<lambda>n. \<Sum>k<n. f (g k)) \<longlonglongrightarrow> c"
define g_inv where "g_inv n = (LEAST m. g m \<ge> n)" for n
from filterlim_subseq[OF subseq] have g_inv_ex: "\<exists>m. g m \<ge> n" for n
by (auto simp: filterlim_at_top eventually_at_top_linorder)
then have g_inv: "g (g_inv n) \<ge> n" for n
unfolding g_inv_def by (rule LeastI_ex)
have g_inv_least: "m \<ge> g_inv n" if "g m \<ge> n" for m n
using that unfolding g_inv_def by (rule Least_le)
have g_inv_least': "g m < n" if "m < g_inv n" for m n
using that g_inv_least[of n m] by linarith
have "(\<lambda>n. \<Sum>k<n. f k) = (\<lambda>n. \<Sum>k<g_inv n. f (g k))"
proof
fix n :: nat
{
fix k
assume k: "k \<in> {..<n} - g`{..<g_inv n}"
have "k \<notin> range g"
proof (rule notI, elim imageE)
fix l
assume l: "k = g l"
have "g l < g (g_inv n)"
by (rule less_le_trans[OF _ g_inv]) (use k l in simp_all)
with subseq have "l < g_inv n"
by (simp add: subseq_strict_mono strict_mono_less)
with k l show False
by simp
qed
then have "f k = 0"
by (rule zero)
}
with g_inv_least' g_inv have "(\<Sum>k<n. f k) = (\<Sum>k\<in>g`{..<g_inv n}. f k)"
by (intro sum.mono_neutral_right) auto
also from subseq have "\<dots> = (\<Sum>k<g_inv n. f (g k))"
using subseq_imp_inj_on by (subst sum.reindex) simp_all
finally show "(\<Sum>k<n. f k) = (\<Sum>k<g_inv n. f (g k))" .
qed
also {
fix K n :: nat
assume "g K \<le> n"
also have "n \<le> g (g_inv n)"
by (rule g_inv)
finally have "K \<le> g_inv n"
using subseq by (simp add: strict_mono_less_eq subseq_strict_mono)
}
then have "filterlim g_inv at_top sequentially"
by (auto simp: filterlim_at_top eventually_at_top_linorder)
with lim have "(\<lambda>n. \<Sum>k<g_inv n. f (g k)) \<longlonglongrightarrow> c"
by (rule filterlim_compose)
finally show "(\<lambda>n. \<Sum>k<n. f k) \<longlonglongrightarrow> c" .
qed
lemma summable_mono_reindex:
assumes subseq: "subseq g"
and zero: "\<And>n. n \<notin> range g \<Longrightarrow> f n = 0"
shows "summable (\<lambda>n. f (g n)) \<longleftrightarrow> summable f"
using sums_mono_reindex[of g f, OF assms] by (simp add: summable_def)
lemma suminf_mono_reindex:
fixes f :: "nat \<Rightarrow> 'a::{t2_space,comm_monoid_add}"
assumes "subseq g" "\<And>n. n \<notin> range g \<Longrightarrow> f n = 0"
shows "suminf (\<lambda>n. f (g n)) = suminf f"
proof (cases "summable f")
case True
with sums_mono_reindex [of g f, OF assms]
and summable_mono_reindex [of g f, OF assms]
show ?thesis
by (simp add: sums_iff)
next
case False
then have "\<not>(\<exists>c. f sums c)"
unfolding summable_def by blast
then have "suminf f = The (\<lambda>_. False)"
by (simp add: suminf_def)
moreover from False have "\<not> summable (\<lambda>n. f (g n))"
using summable_mono_reindex[of g f, OF assms] by simp
then have "\<not>(\<exists>c. (\<lambda>n. f (g n)) sums c)"
unfolding summable_def by blast
then have "suminf (\<lambda>n. f (g n)) = The (\<lambda>_. False)"
by (simp add: suminf_def)
ultimately show ?thesis by simp
qed
end