(*
Title: HOL/Analysis/Infinite_Sum.thy
Author: Dominique Unruh, University of Tartu
A theory of sums over possible infinite sets.
*)
section \<open>Infinite sums\<close>
\<^latex>\<open>\label{section:Infinite_Sum}\<close>
text \<open>In this theory, we introduce the definition of infinite sums, i.e., sums ranging over an
infinite, potentially uncountable index set with no particular ordering.
(This is different from series. Those are sums indexed by natural numbers,
and the order of the index set matters.)
Our definition is quite standard: $s:=\sum_{x\in A} f(x)$ is the limit of finite sums $s_F:=\sum_{x\in F} f(x)$ for increasing $F$.
That is, $s$ is the limit of the net $s_F$ where $F$ are finite subsets of $A$ ordered by inclusion.
We believe that this is the standard definition for such sums.
See, e.g., Definition 4.11 in \cite{conway2013course}.
This definition is quite general: it is well-defined whenever $f$ takes values in some
commutative monoid endowed with a Hausdorff topology.
(Examples are reals, complex numbers, normed vector spaces, and more.)\<close>
theory Infinite_Sum
imports
"HOL-Analysis.Elementary_Topology"
"HOL-Library.Extended_Nonnegative_Real"
"HOL-Library.Complex_Order"
begin
subsection \<open>Definition and syntax\<close>
definition has_sum :: \<open>('a \<Rightarrow> 'b :: {comm_monoid_add, topological_space}) \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> bool\<close> where
\<open>has_sum f A x \<longleftrightarrow> (sum f \<longlongrightarrow> x) (finite_subsets_at_top A)\<close>
definition summable_on :: "('a \<Rightarrow> 'b::{comm_monoid_add, topological_space}) \<Rightarrow> 'a set \<Rightarrow> bool" (infixr "summable'_on" 46) where
"f summable_on A \<longleftrightarrow> (\<exists>x. has_sum f A x)"
definition infsum :: "('a \<Rightarrow> 'b::{comm_monoid_add,t2_space}) \<Rightarrow> 'a set \<Rightarrow> 'b" where
"infsum f A = (if f summable_on A then Lim (finite_subsets_at_top A) (sum f) else 0)"
abbreviation abs_summable_on :: "('a \<Rightarrow> 'b::real_normed_vector) \<Rightarrow> 'a set \<Rightarrow> bool" (infixr "abs'_summable'_on" 46) where
"f abs_summable_on A \<equiv> (\<lambda>x. norm (f x)) summable_on A"
syntax (ASCII)
"_infsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::topological_comm_monoid_add" ("(3INFSUM (_/:_)./ _)" [0, 51, 10] 10)
syntax
"_infsum" :: "pttrn \<Rightarrow> 'a set \<Rightarrow> 'b \<Rightarrow> 'b::topological_comm_monoid_add" ("(2\<Sum>\<^sub>\<infinity>(_/\<in>_)./ _)" [0, 51, 10] 10)
translations \<comment> \<open>Beware of argument permutation!\<close>
"\<Sum>\<^sub>\<infinity>i\<in>A. b" \<rightleftharpoons> "CONST infsum (\<lambda>i. b) A"
syntax (ASCII)
"_univinfsum" :: "pttrn \<Rightarrow> 'a \<Rightarrow> 'a" ("(3INFSUM _./ _)" [0, 10] 10)
syntax
"_univinfsum" :: "pttrn \<Rightarrow> 'a \<Rightarrow> 'a" ("(2\<Sum>\<^sub>\<infinity>_./ _)" [0, 10] 10)
translations
"\<Sum>\<^sub>\<infinity>x. t" \<rightleftharpoons> "CONST infsum (\<lambda>x. t) (CONST UNIV)"
syntax (ASCII)
"_qinfsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a" ("(3INFSUM _ |/ _./ _)" [0, 0, 10] 10)
syntax
"_qinfsum" :: "pttrn \<Rightarrow> bool \<Rightarrow> 'a \<Rightarrow> 'a" ("(2\<Sum>\<^sub>\<infinity>_ | (_)./ _)" [0, 0, 10] 10)
translations
"\<Sum>\<^sub>\<infinity>x|P. t" => "CONST infsum (\<lambda>x. t) {x. P}"
print_translation \<open>
let
fun sum_tr' [Abs (x, Tx, t), Const (@{const_syntax Collect}, _) $ Abs (y, Ty, P)] =
if x <> y then raise Match
else
let
val x' = Syntax_Trans.mark_bound_body (x, Tx);
val t' = subst_bound (x', t);
val P' = subst_bound (x', P);
in
Syntax.const @{syntax_const "_qinfsum"} $ Syntax_Trans.mark_bound_abs (x, Tx) $ P' $ t'
end
| sum_tr' _ = raise Match;
in [(@{const_syntax infsum}, K sum_tr')] end
\<close>
subsection \<open>General properties\<close>
lemma infsumI:
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, t2_space}\<close>
assumes \<open>has_sum f A x\<close>
shows \<open>infsum f A = x\<close>
by (metis assms finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)
lemma infsum_eqI:
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, t2_space}\<close>
assumes \<open>x = y\<close>
assumes \<open>has_sum f A x\<close>
assumes \<open>has_sum g B y\<close>
shows \<open>infsum f A = infsum g B\<close>
by (metis assms(1) assms(2) assms(3) finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)
lemma infsum_eqI':
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, t2_space}\<close>
assumes \<open>\<And>x. has_sum f A x \<longleftrightarrow> has_sum g B x\<close>
shows \<open>infsum f A = infsum g B\<close>
by (metis assms infsum_def infsum_eqI summable_on_def)
lemma infsum_not_exists:
fixes f :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, t2_space}\<close>
assumes \<open>\<not> f summable_on A\<close>
shows \<open>infsum f A = 0\<close>
by (simp add: assms infsum_def)
lemma has_sum_cong_neutral:
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, topological_space}\<close>
assumes \<open>\<And>x. x\<in>T-S \<Longrightarrow> g x = 0\<close>
assumes \<open>\<And>x. x\<in>S-T \<Longrightarrow> f x = 0\<close>
assumes \<open>\<And>x. x\<in>S\<inter>T \<Longrightarrow> f x = g x\<close>
shows "has_sum f S x \<longleftrightarrow> has_sum g T x"
proof -
have \<open>eventually P (filtermap (sum f) (finite_subsets_at_top S))
= eventually P (filtermap (sum g) (finite_subsets_at_top T))\<close> for P
proof
assume \<open>eventually P (filtermap (sum f) (finite_subsets_at_top S))\<close>
then obtain F0 where \<open>finite F0\<close> and \<open>F0 \<subseteq> S\<close> and F0_P: \<open>\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> F \<supseteq> F0 \<Longrightarrow> P (sum f F)\<close>
by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top)
define F0' where \<open>F0' = F0 \<inter> T\<close>
have [simp]: \<open>finite F0'\<close> \<open>F0' \<subseteq> T\<close>
by (simp_all add: F0'_def \<open>finite F0\<close>)
have \<open>P (sum g F)\<close> if \<open>finite F\<close> \<open>F \<subseteq> T\<close> \<open>F \<supseteq> F0'\<close> for F
proof -
have \<open>P (sum f ((F\<inter>S) \<union> (F0\<inter>S)))\<close>
apply (rule F0_P)
using \<open>F0 \<subseteq> S\<close> \<open>finite F0\<close> that by auto
also have \<open>sum f ((F\<inter>S) \<union> (F0\<inter>S)) = sum g F\<close>
apply (rule sum.mono_neutral_cong)
using that \<open>finite F0\<close> F0'_def assms by auto
finally show ?thesis
by -
qed
with \<open>F0' \<subseteq> T\<close> \<open>finite F0'\<close> show \<open>eventually P (filtermap (sum g) (finite_subsets_at_top T))\<close>
by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top)
next
assume \<open>eventually P (filtermap (sum g) (finite_subsets_at_top T))\<close>
then obtain F0 where \<open>finite F0\<close> and \<open>F0 \<subseteq> T\<close> and F0_P: \<open>\<And>F. finite F \<Longrightarrow> F \<subseteq> T \<Longrightarrow> F \<supseteq> F0 \<Longrightarrow> P (sum g F)\<close>
by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top)
define F0' where \<open>F0' = F0 \<inter> S\<close>
have [simp]: \<open>finite F0'\<close> \<open>F0' \<subseteq> S\<close>
by (simp_all add: F0'_def \<open>finite F0\<close>)
have \<open>P (sum f F)\<close> if \<open>finite F\<close> \<open>F \<subseteq> S\<close> \<open>F \<supseteq> F0'\<close> for F
proof -
have \<open>P (sum g ((F\<inter>T) \<union> (F0\<inter>T)))\<close>
apply (rule F0_P)
using \<open>F0 \<subseteq> T\<close> \<open>finite F0\<close> that by auto
also have \<open>sum g ((F\<inter>T) \<union> (F0\<inter>T)) = sum f F\<close>
apply (rule sum.mono_neutral_cong)
using that \<open>finite F0\<close> F0'_def assms by auto
finally show ?thesis
by -
qed
with \<open>F0' \<subseteq> S\<close> \<open>finite F0'\<close> show \<open>eventually P (filtermap (sum f) (finite_subsets_at_top S))\<close>
by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top)
qed
then have tendsto_x: "(sum f \<longlongrightarrow> x) (finite_subsets_at_top S) \<longleftrightarrow> (sum g \<longlongrightarrow> x) (finite_subsets_at_top T)" for x
by (simp add: le_filter_def filterlim_def)
then show ?thesis
by (simp add: has_sum_def)
qed
lemma summable_on_cong_neutral:
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, topological_space}\<close>
assumes \<open>\<And>x. x\<in>T-S \<Longrightarrow> g x = 0\<close>
assumes \<open>\<And>x. x\<in>S-T \<Longrightarrow> f x = 0\<close>
assumes \<open>\<And>x. x\<in>S\<inter>T \<Longrightarrow> f x = g x\<close>
shows "f summable_on S \<longleftrightarrow> g summable_on T"
using has_sum_cong_neutral[of T S g f, OF assms]
by (simp add: summable_on_def)
lemma infsum_cong_neutral:
fixes f g :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add, t2_space}\<close>
assumes \<open>\<And>x. x\<in>T-S \<Longrightarrow> g x = 0\<close>
assumes \<open>\<And>x. x\<in>S-T \<Longrightarrow> f x = 0\<close>
assumes \<open>\<And>x. x\<in>S\<inter>T \<Longrightarrow> f x = g x\<close>
shows \<open>infsum f S = infsum g T\<close>
apply (rule infsum_eqI')
using assms by (rule has_sum_cong_neutral)
lemma has_sum_cong:
assumes "\<And>x. x\<in>A \<Longrightarrow> f x = g x"
shows "has_sum f A x \<longleftrightarrow> has_sum g A x"
by (smt (verit, best) DiffE IntD2 assms has_sum_cong_neutral)
lemma summable_on_cong:
assumes "\<And>x. x\<in>A \<Longrightarrow> f x = g x"
shows "f summable_on A \<longleftrightarrow> g summable_on A"
by (metis assms summable_on_def has_sum_cong)
lemma infsum_cong:
assumes "\<And>x. x\<in>A \<Longrightarrow> f x = g x"
shows "infsum f A = infsum g A"
using assms infsum_eqI' has_sum_cong by blast
lemma summable_on_cofin_subset:
fixes f :: "'a \<Rightarrow> 'b::topological_ab_group_add"
assumes "f summable_on A" and [simp]: "finite F"
shows "f summable_on (A - F)"
proof -
from assms(1) obtain x where lim_f: "(sum f \<longlongrightarrow> x) (finite_subsets_at_top A)"
unfolding summable_on_def has_sum_def by auto
define F' where "F' = F\<inter>A"
with assms have "finite F'" and "A-F = A-F'"
by auto
have "filtermap ((\<union>)F') (finite_subsets_at_top (A-F))
\<le> finite_subsets_at_top A"
proof (rule filter_leI)
fix P assume "eventually P (finite_subsets_at_top A)"
then obtain X where [simp]: "finite X" and XA: "X \<subseteq> A"
and P: "\<forall>Y. finite Y \<and> X \<subseteq> Y \<and> Y \<subseteq> A \<longrightarrow> P Y"
unfolding eventually_finite_subsets_at_top by auto
define X' where "X' = X-F"
hence [simp]: "finite X'" and [simp]: "X' \<subseteq> A-F"
using XA by auto
hence "finite Y \<and> X' \<subseteq> Y \<and> Y \<subseteq> A - F \<longrightarrow> P (F' \<union> Y)" for Y
using P XA unfolding X'_def using F'_def \<open>finite F'\<close> by blast
thus "eventually P (filtermap ((\<union>) F') (finite_subsets_at_top (A - F)))"
unfolding eventually_filtermap eventually_finite_subsets_at_top
by (rule_tac x=X' in exI, simp)
qed
with lim_f have "(sum f \<longlongrightarrow> x) (filtermap ((\<union>)F') (finite_subsets_at_top (A-F)))"
using tendsto_mono by blast
have "((\<lambda>G. sum f (F' \<union> G)) \<longlongrightarrow> x) (finite_subsets_at_top (A - F))"
if "((sum f \<circ> (\<union>) F') \<longlongrightarrow> x) (finite_subsets_at_top (A - F))"
using that unfolding o_def by auto
hence "((\<lambda>G. sum f (F' \<union> G)) \<longlongrightarrow> x) (finite_subsets_at_top (A-F))"
using tendsto_compose_filtermap [symmetric]
by (simp add: \<open>(sum f \<longlongrightarrow> x) (filtermap ((\<union>) F') (finite_subsets_at_top (A - F)))\<close>
tendsto_compose_filtermap)
have "\<forall>Y. finite Y \<and> Y \<subseteq> A - F \<longrightarrow> sum f (F' \<union> Y) = sum f F' + sum f Y"
by (metis Diff_disjoint Int_Diff \<open>A - F = A - F'\<close> \<open>finite F'\<close> inf.orderE sum.union_disjoint)
hence "\<forall>\<^sub>F x in finite_subsets_at_top (A - F). sum f (F' \<union> x) = sum f F' + sum f x"
unfolding eventually_finite_subsets_at_top
using exI [where x = "{}"]
by (simp add: \<open>\<And>P. P {} \<Longrightarrow> \<exists>x. P x\<close>)
hence "((\<lambda>G. sum f F' + sum f G) \<longlongrightarrow> x) (finite_subsets_at_top (A-F))"
using tendsto_cong [THEN iffD1 , rotated]
\<open>((\<lambda>G. sum f (F' \<union> G)) \<longlongrightarrow> x) (finite_subsets_at_top (A - F))\<close> by fastforce
hence "((\<lambda>G. sum f F' + sum f G) \<longlongrightarrow> sum f F' + (x-sum f F')) (finite_subsets_at_top (A-F))"
by simp
hence "(sum f \<longlongrightarrow> x - sum f F') (finite_subsets_at_top (A-F))"
using tendsto_add_const_iff by blast
thus "f summable_on (A - F)"
unfolding summable_on_def has_sum_def by auto
qed
lemma
fixes f :: "'a \<Rightarrow> 'b::{topological_ab_group_add}"
assumes \<open>has_sum f B b\<close> and \<open>has_sum f A a\<close> and AB: "A \<subseteq> B"
shows has_sum_Diff: "has_sum f (B - A) (b - a)"
proof -
have finite_subsets1:
"finite_subsets_at_top (B - A) \<le> filtermap (\<lambda>F. F - A) (finite_subsets_at_top B)"
proof (rule filter_leI)
fix P assume "eventually P (filtermap (\<lambda>F. F - A) (finite_subsets_at_top B))"
then obtain X where "finite X" and "X \<subseteq> B"
and P: "finite Y \<and> X \<subseteq> Y \<and> Y \<subseteq> B \<longrightarrow> P (Y - A)" for Y
unfolding eventually_filtermap eventually_finite_subsets_at_top by auto
hence "finite (X-A)" and "X-A \<subseteq> B - A"
by auto
moreover have "finite Y \<and> X-A \<subseteq> Y \<and> Y \<subseteq> B - A \<longrightarrow> P Y" for Y
using P[where Y="Y\<union>X"] \<open>finite X\<close> \<open>X \<subseteq> B\<close>
by (metis Diff_subset Int_Diff Un_Diff finite_Un inf.orderE le_sup_iff sup.orderE sup_ge2)
ultimately show "eventually P (finite_subsets_at_top (B - A))"
unfolding eventually_finite_subsets_at_top by meson
qed
have finite_subsets2:
"filtermap (\<lambda>F. F \<inter> A) (finite_subsets_at_top B) \<le> finite_subsets_at_top A"
apply (rule filter_leI)
using assms unfolding eventually_filtermap eventually_finite_subsets_at_top
by (metis Int_subset_iff finite_Int inf_le2 subset_trans)
from assms(1) have limB: "(sum f \<longlongrightarrow> b) (finite_subsets_at_top B)"
using has_sum_def by auto
from assms(2) have limA: "(sum f \<longlongrightarrow> a) (finite_subsets_at_top A)"
using has_sum_def by blast
have "((\<lambda>F. sum f (F\<inter>A)) \<longlongrightarrow> a) (finite_subsets_at_top B)"
proof (subst asm_rl [of "(\<lambda>F. sum f (F\<inter>A)) = sum f o (\<lambda>F. F\<inter>A)"])
show "(\<lambda>F. sum f (F \<inter> A)) = sum f \<circ> (\<lambda>F. F \<inter> A)"
unfolding o_def by auto
show "((sum f \<circ> (\<lambda>F. F \<inter> A)) \<longlongrightarrow> a) (finite_subsets_at_top B)"
unfolding o_def
using tendsto_compose_filtermap finite_subsets2 limA tendsto_mono
\<open>(\<lambda>F. sum f (F \<inter> A)) = sum f \<circ> (\<lambda>F. F \<inter> A)\<close> by fastforce
qed
with limB have "((\<lambda>F. sum f F - sum f (F\<inter>A)) \<longlongrightarrow> b - a) (finite_subsets_at_top B)"
using tendsto_diff by blast
have "sum f X - sum f (X \<inter> A) = sum f (X - A)" if "finite X" and "X \<subseteq> B" for X :: "'a set"
using that by (metis add_diff_cancel_left' sum.Int_Diff)
hence "\<forall>\<^sub>F x in finite_subsets_at_top B. sum f x - sum f (x \<inter> A) = sum f (x - A)"
by (rule eventually_finite_subsets_at_top_weakI)
hence "((\<lambda>F. sum f (F-A)) \<longlongrightarrow> b - a) (finite_subsets_at_top B)"
using tendsto_cong [THEN iffD1 , rotated]
\<open>((\<lambda>F. sum f F - sum f (F \<inter> A)) \<longlongrightarrow> b - a) (finite_subsets_at_top B)\<close> by fastforce
hence "(sum f \<longlongrightarrow> b - a) (filtermap (\<lambda>F. F-A) (finite_subsets_at_top B))"
by (subst tendsto_compose_filtermap[symmetric], simp add: o_def)
hence limBA: "(sum f \<longlongrightarrow> b - a) (finite_subsets_at_top (B-A))"
apply (rule tendsto_mono[rotated])
by (rule finite_subsets1)
thus ?thesis
by (simp add: has_sum_def)
qed
lemma
fixes f :: "'a \<Rightarrow> 'b::{topological_ab_group_add}"
assumes "f summable_on B" and "f summable_on A" and "A \<subseteq> B"
shows summable_on_Diff: "f summable_on (B-A)"
by (meson assms summable_on_def has_sum_Diff)
lemma
fixes f :: "'a \<Rightarrow> 'b::{topological_ab_group_add,t2_space}"
assumes "f summable_on B" and "f summable_on A" and AB: "A \<subseteq> B"
shows infsum_Diff: "infsum f (B - A) = infsum f B - infsum f A"
by (smt (z3) AB assms(1) assms(2) finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_Diff has_sum_def tendsto_Lim)
lemma has_sum_mono_neutral:
fixes f :: "'a\<Rightarrow>'b::{ordered_comm_monoid_add,linorder_topology}"
(* Does this really require a linorder topology? (Instead of order topology.) *)
assumes \<open>has_sum f A a\<close> and "has_sum g B b"
assumes \<open>\<And>x. x \<in> A\<inter>B \<Longrightarrow> f x \<le> g x\<close>
assumes \<open>\<And>x. x \<in> A-B \<Longrightarrow> f x \<le> 0\<close>
assumes \<open>\<And>x. x \<in> B-A \<Longrightarrow> g x \<ge> 0\<close>
shows "a \<le> b"
proof -
define f' g' where \<open>f' x = (if x \<in> A then f x else 0)\<close> and \<open>g' x = (if x \<in> B then g x else 0)\<close> for x
have [simp]: \<open>f summable_on A\<close> \<open>g summable_on B\<close>
using assms(1,2) summable_on_def by auto
have \<open>has_sum f' (A\<union>B) a\<close>
apply (subst has_sum_cong_neutral[where g=f and T=A])
by (auto simp: f'_def assms(1))
then have f'_lim: \<open>(sum f' \<longlongrightarrow> a) (finite_subsets_at_top (A\<union>B))\<close>
by (meson has_sum_def)
have \<open>has_sum g' (A\<union>B) b\<close>
apply (subst has_sum_cong_neutral[where g=g and T=B])
by (auto simp: g'_def assms(2))
then have g'_lim: \<open>(sum g' \<longlongrightarrow> b) (finite_subsets_at_top (A\<union>B))\<close>
using has_sum_def by blast
have *: \<open>\<forall>\<^sub>F x in finite_subsets_at_top (A \<union> B). sum f' x \<le> sum g' x\<close>
apply (rule eventually_finite_subsets_at_top_weakI)
apply (rule sum_mono)
using assms by (auto simp: f'_def g'_def)
show ?thesis
apply (rule tendsto_le)
using * g'_lim f'_lim by auto
qed
lemma infsum_mono_neutral:
fixes f :: "'a\<Rightarrow>'b::{ordered_comm_monoid_add,linorder_topology}"
assumes "f summable_on A" and "g summable_on B"
assumes \<open>\<And>x. x \<in> A\<inter>B \<Longrightarrow> f x \<le> g x\<close>
assumes \<open>\<And>x. x \<in> A-B \<Longrightarrow> f x \<le> 0\<close>
assumes \<open>\<And>x. x \<in> B-A \<Longrightarrow> g x \<ge> 0\<close>
shows "infsum f A \<le> infsum g B"
apply (rule has_sum_mono_neutral[of f A _ g B _])
using assms apply auto
by (metis finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)+
lemma has_sum_mono:
fixes f :: "'a\<Rightarrow>'b::{ordered_comm_monoid_add,linorder_topology}"
assumes "has_sum f A x" and "has_sum g A y"
assumes \<open>\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x\<close>
shows "x \<le> y"
apply (rule has_sum_mono_neutral)
using assms by auto
lemma infsum_mono:
fixes f :: "'a\<Rightarrow>'b::{ordered_comm_monoid_add,linorder_topology}"
assumes "f summable_on A" and "g summable_on A"
assumes \<open>\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x\<close>
shows "infsum f A \<le> infsum g A"
apply (rule infsum_mono_neutral)
using assms by auto
lemma has_sum_finite[simp]:
assumes "finite F"
shows "has_sum f F (sum f F)"
using assms
by (auto intro: tendsto_Lim simp: finite_subsets_at_top_finite infsum_def has_sum_def principal_eq_bot_iff)
lemma summable_on_finite[simp]:
fixes f :: \<open>'a \<Rightarrow> 'b::{comm_monoid_add,topological_space}\<close>
assumes "finite F"
shows "f summable_on F"
using assms summable_on_def has_sum_finite by blast
lemma infsum_finite[simp]:
assumes "finite F"
shows "infsum f F = sum f F"
using assms by (auto intro: tendsto_Lim simp: finite_subsets_at_top_finite infsum_def principal_eq_bot_iff)
lemma has_sum_finite_approximation:
fixes f :: "'a \<Rightarrow> 'b::{comm_monoid_add,metric_space}"
assumes "has_sum f A x" and "\<epsilon> > 0"
shows "\<exists>F. finite F \<and> F \<subseteq> A \<and> dist (sum f F) x \<le> \<epsilon>"
proof -
have "(sum f \<longlongrightarrow> x) (finite_subsets_at_top A)"
by (meson assms(1) has_sum_def)
hence *: "\<forall>\<^sub>F F in (finite_subsets_at_top A). dist (sum f F) x < \<epsilon>"
using assms(2) by (rule tendstoD)
show ?thesis
by (smt (verit) * eventually_finite_subsets_at_top order_refl)
qed
lemma infsum_finite_approximation:
fixes f :: "'a \<Rightarrow> 'b::{comm_monoid_add,metric_space}"
assumes "f summable_on A" and "\<epsilon> > 0"
shows "\<exists>F. finite F \<and> F \<subseteq> A \<and> dist (sum f F) (infsum f A) \<le> \<epsilon>"
by (metis assms(1) assms(2) finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_finite_approximation has_sum_def tendsto_Lim)
lemma abs_summable_summable:
fixes f :: \<open>'a \<Rightarrow> 'b :: banach\<close>
assumes \<open>f abs_summable_on A\<close>
shows \<open>f summable_on A\<close>
proof -
from assms obtain L where lim: \<open>(sum (\<lambda>x. norm (f x)) \<longlongrightarrow> L) (finite_subsets_at_top A)\<close>
unfolding has_sum_def summable_on_def by blast
then have *: \<open>cauchy_filter (filtermap (sum (\<lambda>x. norm (f x))) (finite_subsets_at_top A))\<close>
by (auto intro!: nhds_imp_cauchy_filter simp: filterlim_def)
have \<open>\<exists>P. eventually P (finite_subsets_at_top A) \<and>
(\<forall>F F'. P F \<and> P F' \<longrightarrow> dist (sum f F) (sum f F') < e)\<close> if \<open>e>0\<close> for e
proof -
define d P where \<open>d = e/4\<close> and \<open>P F \<longleftrightarrow> finite F \<and> F \<subseteq> A \<and> dist (sum (\<lambda>x. norm (f x)) F) L < d\<close> for F
then have \<open>d > 0\<close>
by (simp add: d_def that)
have ev_P: \<open>eventually P (finite_subsets_at_top A)\<close>
using lim
by (auto simp add: P_def[abs_def] \<open>0 < d\<close> eventually_conj_iff eventually_finite_subsets_at_top_weakI tendsto_iff)
moreover have \<open>dist (sum f F1) (sum f F2) < e\<close> if \<open>P F1\<close> and \<open>P F2\<close> for F1 F2
proof -
from ev_P
obtain F' where \<open>finite F'\<close> and \<open>F' \<subseteq> A\<close> and P_sup_F': \<open>finite F \<and> F \<supseteq> F' \<and> F \<subseteq> A \<Longrightarrow> P F\<close> for F
apply atomize_elim by (simp add: eventually_finite_subsets_at_top)
define F where \<open>F = F' \<union> F1 \<union> F2\<close>
have \<open>finite F\<close> and \<open>F \<subseteq> A\<close>
using F_def P_def[abs_def] that \<open>finite F'\<close> \<open>F' \<subseteq> A\<close> by auto
have dist_F: \<open>dist (sum (\<lambda>x. norm (f x)) F) L < d\<close>
by (metis F_def \<open>F \<subseteq> A\<close> P_def P_sup_F' \<open>finite F\<close> le_supE order_refl)
from dist_F have \<open>dist (sum (\<lambda>x. norm (f x)) F) (sum (\<lambda>x. norm (f x)) F2) < 2*d\<close>
by (smt (z3) P_def dist_norm real_norm_def that(2))
then have \<open>norm (sum (\<lambda>x. norm (f x)) (F-F2)) < 2*d\<close>
unfolding dist_norm
by (metis F_def \<open>finite F\<close> sum_diff sup_commute sup_ge1)
then have \<open>norm (sum f (F-F2)) < 2*d\<close>
by (smt (verit, ccfv_threshold) real_norm_def sum_norm_le)
then have dist_F_F2: \<open>dist (sum f F) (sum f F2) < 2*d\<close>
by (metis F_def \<open>finite F\<close> dist_norm sum_diff sup_commute sup_ge1)
from dist_F have \<open>dist (sum (\<lambda>x. norm (f x)) F) (sum (\<lambda>x. norm (f x)) F1) < 2*d\<close>
by (smt (z3) P_def dist_norm real_norm_def that(1))
then have \<open>norm (sum (\<lambda>x. norm (f x)) (F-F1)) < 2*d\<close>
unfolding dist_norm
by (metis F_def \<open>finite F\<close> inf_sup_ord(3) order_trans sum_diff sup_ge2)
then have \<open>norm (sum f (F-F1)) < 2*d\<close>
by (smt (verit, ccfv_threshold) real_norm_def sum_norm_le)
then have dist_F_F1: \<open>dist (sum f F) (sum f F1) < 2*d\<close>
by (metis F_def \<open>finite F\<close> dist_norm inf_sup_ord(3) le_supE sum_diff)
from dist_F_F2 dist_F_F1 show \<open>dist (sum f F1) (sum f F2) < e\<close>
unfolding d_def apply auto
by (meson dist_triangle_half_r less_divide_eq_numeral1(1))
qed
then show ?thesis
using ev_P by blast
qed
then have \<open>cauchy_filter (filtermap (sum f) (finite_subsets_at_top A))\<close>
by (simp add: cauchy_filter_metric_filtermap)
then obtain L' where \<open>(sum f \<longlongrightarrow> L') (finite_subsets_at_top A)\<close>
apply atomize_elim unfolding filterlim_def
apply (rule complete_uniform[where S=UNIV, simplified, THEN iffD1, rule_format])
apply (auto simp add: filtermap_bot_iff)
by (meson Cauchy_convergent UNIV_I complete_def convergent_def)
then show ?thesis
using summable_on_def has_sum_def by blast
qed
text \<open>The converse of @{thm [source] abs_summable_summable} does not hold:
Consider the Hilbert space of square-summable sequences.
Let $e_i$ denote the sequence with 1 in the $i$th position and 0 elsewhere.
Let $f(i) := e_i/i$ for $i\geq1$. We have \<^term>\<open>\<not> f abs_summable_on UNIV\<close> because $\lVert f(i)\rVert=1/i$
and thus the sum over $\lVert f(i)\rVert$ diverges. On the other hand, we have \<^term>\<open>f summable_on UNIV\<close>;
the limit is the sequence with $1/i$ in the $i$th position.
(We have not formalized this separating example here because to the best of our knowledge,
this Hilbert space has not been formalized in Isabelle/HOL yet.)\<close>
lemma norm_has_sum_bound:
fixes f :: "'b \<Rightarrow> 'a::real_normed_vector"
and A :: "'b set"
assumes "has_sum (\<lambda>x. norm (f x)) A n"
assumes "has_sum f A a"
shows "norm a \<le> n"
proof -
have "norm a \<le> n + \<epsilon>" if "\<epsilon>>0" for \<epsilon>
proof-
have "\<exists>F. norm (a - sum f F) \<le> \<epsilon> \<and> finite F \<and> F \<subseteq> A"
using has_sum_finite_approximation[where A=A and f=f and \<epsilon>="\<epsilon>"] assms \<open>0 < \<epsilon>\<close>
by (metis dist_commute dist_norm)
then obtain F where "norm (a - sum f F) \<le> \<epsilon>"
and "finite F" and "F \<subseteq> A"
by (simp add: atomize_elim)
hence "norm a \<le> norm (sum f F) + \<epsilon>"
by (smt norm_triangle_sub)
also have "\<dots> \<le> sum (\<lambda>x. norm (f x)) F + \<epsilon>"
using norm_sum by auto
also have "\<dots> \<le> n + \<epsilon>"
apply (rule add_right_mono)
apply (rule has_sum_mono_neutral[where A=F and B=A and f=\<open>\<lambda>x. norm (f x)\<close> and g=\<open>\<lambda>x. norm (f x)\<close>])
using \<open>finite F\<close> \<open>F \<subseteq> A\<close> assms by auto
finally show ?thesis
by assumption
qed
thus ?thesis
using linordered_field_class.field_le_epsilon by blast
qed
lemma norm_infsum_bound:
fixes f :: "'b \<Rightarrow> 'a::real_normed_vector"
and A :: "'b set"
assumes "f abs_summable_on A"
shows "norm (infsum f A) \<le> infsum (\<lambda>x. norm (f x)) A"
proof (cases "f summable_on A")
case True
show ?thesis
apply (rule norm_has_sum_bound[where A=A and f=f and a=\<open>infsum f A\<close> and n=\<open>infsum (\<lambda>x. norm (f x)) A\<close>])
using assms True
by (metis finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)+
next
case False
obtain t where t_def: "(sum (\<lambda>x. norm (f x)) \<longlongrightarrow> t) (finite_subsets_at_top A)"
using assms unfolding summable_on_def has_sum_def by blast
have sumpos: "sum (\<lambda>x. norm (f x)) X \<ge> 0"
for X
by (simp add: sum_nonneg)
have tgeq0:"t \<ge> 0"
proof(rule ccontr)
define S::"real set" where "S = {s. s < 0}"
assume "\<not> 0 \<le> t"
hence "t < 0" by simp
hence "t \<in> S"
unfolding S_def by blast
moreover have "open S"
proof-
have "closed {s::real. s \<ge> 0}"
using Elementary_Topology.closed_sequential_limits[where S = "{s::real. s \<ge> 0}"]
by (metis Lim_bounded2 mem_Collect_eq)
moreover have "{s::real. s \<ge> 0} = UNIV - S"
unfolding S_def by auto
ultimately have "closed (UNIV - S)"
by simp
thus ?thesis
by (simp add: Compl_eq_Diff_UNIV open_closed)
qed
ultimately have "\<forall>\<^sub>F X in finite_subsets_at_top A. (\<Sum>x\<in>X. norm (f x)) \<in> S"
using t_def unfolding tendsto_def by blast
hence "\<exists>X. (\<Sum>x\<in>X. norm (f x)) \<in> S"
by (metis (no_types, lifting) eventually_mono filterlim_iff finite_subsets_at_top_neq_bot tendsto_Lim)
then obtain X where "(\<Sum>x\<in>X. norm (f x)) \<in> S"
by blast
hence "(\<Sum>x\<in>X. norm (f x)) < 0"
unfolding S_def by auto
thus False using sumpos by smt
qed
have "\<exists>!h. (sum (\<lambda>x. norm (f x)) \<longlongrightarrow> h) (finite_subsets_at_top A)"
using t_def finite_subsets_at_top_neq_bot tendsto_unique by blast
hence "t = (Topological_Spaces.Lim (finite_subsets_at_top A) (sum (\<lambda>x. norm (f x))))"
using t_def unfolding Topological_Spaces.Lim_def
by (metis the_equality)
hence "Lim (finite_subsets_at_top A) (sum (\<lambda>x. norm (f x))) \<ge> 0"
using tgeq0 by blast
thus ?thesis unfolding infsum_def
using False by auto
qed
lemma has_sum_infsum[simp]:
assumes \<open>f summable_on S\<close>
shows \<open>has_sum f S (infsum f S)\<close>
using assms by (auto simp: summable_on_def infsum_def has_sum_def tendsto_Lim)
lemma infsum_tendsto:
assumes \<open>f summable_on S\<close>
shows \<open>((\<lambda>F. sum f F) \<longlongrightarrow> infsum f S) (finite_subsets_at_top S)\<close>
using assms by (simp flip: has_sum_def)
lemma has_sum_0:
assumes \<open>\<And>x. x\<in>M \<Longrightarrow> f x = 0\<close>
shows \<open>has_sum f M 0\<close>
unfolding has_sum_def
apply (subst tendsto_cong[where g=\<open>\<lambda>_. 0\<close>])
apply (rule eventually_finite_subsets_at_top_weakI)
using assms by (auto simp add: subset_iff)
lemma summable_on_0:
assumes \<open>\<And>x. x\<in>M \<Longrightarrow> f x = 0\<close>
shows \<open>f summable_on M\<close>
using assms summable_on_def has_sum_0 by blast
lemma infsum_0:
assumes \<open>\<And>x. x\<in>M \<Longrightarrow> f x = 0\<close>
shows \<open>infsum f M = 0\<close>
by (metis assms finite_subsets_at_top_neq_bot infsum_def has_sum_0 has_sum_def tendsto_Lim)
text \<open>Variants of @{thm [source] infsum_0} etc. suitable as simp-rules\<close>
lemma infsum_0_simp[simp]: \<open>infsum (\<lambda>_. 0) M = 0\<close>
by (simp_all add: infsum_0)
lemma summable_on_0_simp[simp]: \<open>(\<lambda>_. 0) summable_on M\<close>
by (simp_all add: summable_on_0)
lemma has_sum_0_simp[simp]: \<open>has_sum (\<lambda>_. 0) M 0\<close>
by (simp_all add: has_sum_0)
lemma has_sum_add:
fixes f g :: "'a \<Rightarrow> 'b::{topological_comm_monoid_add}"
assumes \<open>has_sum f A a\<close>
assumes \<open>has_sum g A b\<close>
shows \<open>has_sum (\<lambda>x. f x + g x) A (a + b)\<close>
proof -
from assms have lim_f: \<open>(sum f \<longlongrightarrow> a) (finite_subsets_at_top A)\<close>
and lim_g: \<open>(sum g \<longlongrightarrow> b) (finite_subsets_at_top A)\<close>
by (simp_all add: has_sum_def)
then have lim: \<open>(sum (\<lambda>x. f x + g x) \<longlongrightarrow> a + b) (finite_subsets_at_top A)\<close>
unfolding sum.distrib by (rule tendsto_add)
then show ?thesis
by (simp_all add: has_sum_def)
qed
lemma summable_on_add:
fixes f g :: "'a \<Rightarrow> 'b::{topological_comm_monoid_add}"
assumes \<open>f summable_on A\<close>
assumes \<open>g summable_on A\<close>
shows \<open>(\<lambda>x. f x + g x) summable_on A\<close>
by (metis (full_types) assms(1) assms(2) summable_on_def has_sum_add)
lemma infsum_add:
fixes f g :: "'a \<Rightarrow> 'b::{topological_comm_monoid_add, t2_space}"
assumes \<open>f summable_on A\<close>
assumes \<open>g summable_on A\<close>
shows \<open>infsum (\<lambda>x. f x + g x) A = infsum f A + infsum g A\<close>
proof -
have \<open>has_sum (\<lambda>x. f x + g x) A (infsum f A + infsum g A)\<close>
by (simp add: assms(1) assms(2) has_sum_add)
then show ?thesis
by (smt (z3) finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)
qed
lemma has_sum_Un_disjoint:
fixes f :: "'a \<Rightarrow> 'b::topological_comm_monoid_add"
assumes "has_sum f A a"
assumes "has_sum f B b"
assumes disj: "A \<inter> B = {}"
shows \<open>has_sum f (A \<union> B) (a + b)\<close>
proof -
define fA fB where \<open>fA x = (if x \<in> A then f x else 0)\<close>
and \<open>fB x = (if x \<notin> A then f x else 0)\<close> for x
have fA: \<open>has_sum fA (A \<union> B) a\<close>
apply (subst has_sum_cong_neutral[where T=A and g=f])
using assms by (auto simp: fA_def)
have fB: \<open>has_sum fB (A \<union> B) b\<close>
apply (subst has_sum_cong_neutral[where T=B and g=f])
using assms by (auto simp: fB_def)
have fAB: \<open>f x = fA x + fB x\<close> for x
unfolding fA_def fB_def by simp
show ?thesis
unfolding fAB
using fA fB by (rule has_sum_add)
qed
lemma summable_on_Un_disjoint:
fixes f :: "'a \<Rightarrow> 'b::topological_comm_monoid_add"
assumes "f summable_on A"
assumes "f summable_on B"
assumes disj: "A \<inter> B = {}"
shows \<open>f summable_on (A \<union> B)\<close>
by (meson assms(1) assms(2) disj summable_on_def has_sum_Un_disjoint)
lemma infsum_Un_disjoint:
fixes f :: "'a \<Rightarrow> 'b::{topological_comm_monoid_add, t2_space}"
assumes "f summable_on A"
assumes "f summable_on B"
assumes disj: "A \<inter> B = {}"
shows \<open>infsum f (A \<union> B) = infsum f A + infsum f B\<close>
by (smt (verit, ccfv_threshold) assms(1) assms(2) disj finite_subsets_at_top_neq_bot summable_on_def has_sum_Un_disjoint has_sum_def has_sum_infsum tendsto_Lim)
text \<open>The following lemma indeed needs a complete space (as formalized by the premise \<^term>\<open>complete UNIV\<close>).
The following two counterexamples show this:
\begin{itemize}
\item Consider the real vector space $V$ of sequences with finite support, and with the $\ell_2$-norm (sum of squares).
Let $e_i$ denote the sequence with a $1$ at position $i$.
Let $f : \mathbb Z \to V$ be defined as $f(n) := e_{\lvert n\rvert} / n$ (with $f(0) := 0$).
We have that $\sum_{n\in\mathbb Z} f(n) = 0$ (it even converges absolutely).
But $\sum_{n\in\mathbb N} f(n)$ does not exist (it would converge against a sequence with infinite support).
\item Let $f$ be a positive rational valued function such that $\sum_{x\in B} f(x)$ is $\sqrt 2$ and $\sum_{x\in A} f(x)$ is 1 (over the reals, with $A\subseteq B$).
Then $\sum_{x\in B} f(x)$ does not exist over the rationals. But $\sum_{x\in A} f(x)$ exists.
\end{itemize}
The lemma also requires uniform continuity of the addition. And example of a topological group with continuous
but not uniformly continuous addition would be the positive reals with the usual multiplication as the addition.
We do not know whether the lemma would also hold for such topological groups.\<close>
lemma summable_on_subset:
fixes A B and f :: \<open>'a \<Rightarrow> 'b::{ab_group_add, uniform_space}\<close>
assumes \<open>complete (UNIV :: 'b set)\<close>
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'b,y). x+y)\<close>
assumes \<open>f summable_on A\<close>
assumes \<open>B \<subseteq> A\<close>
shows \<open>f summable_on B\<close>
proof -
from \<open>f summable_on A\<close>
obtain S where \<open>(sum f \<longlongrightarrow> S) (finite_subsets_at_top A)\<close> (is \<open>(sum f \<longlongrightarrow> S) ?filter_A\<close>)
using summable_on_def has_sum_def by blast
then have cauchy_fA: \<open>cauchy_filter (filtermap (sum f) (finite_subsets_at_top A))\<close> (is \<open>cauchy_filter ?filter_fA\<close>)
by (auto intro!: nhds_imp_cauchy_filter simp: filterlim_def)
let ?filter_fB = \<open>filtermap (sum f) (finite_subsets_at_top B)\<close>
have \<open>cauchy_filter (filtermap (sum f) (finite_subsets_at_top B))\<close>
proof (unfold cauchy_filter_def, rule filter_leI)
fix E :: \<open>('b\<times>'b) \<Rightarrow> bool\<close> assume \<open>eventually E uniformity\<close>
then obtain E' where \<open>eventually E' uniformity\<close> and E'E'E: \<open>E' (x, y) \<longrightarrow> E' (y, z) \<longrightarrow> E (x, z)\<close> for x y z
using uniformity_trans by blast
from plus_cont[simplified uniformly_continuous_on_uniformity filterlim_def le_filter_def, rule_format,
OF \<open>eventually E' uniformity\<close>]
obtain D where \<open>eventually D uniformity\<close> and DE: \<open>D (x, y) \<Longrightarrow> E' (x+c, y+c)\<close> for x y c
apply atomize_elim
by (auto simp: case_prod_beta eventually_filtermap uniformity_prod_def
eventually_prod_same uniformity_refl)
with cauchy_fA have \<open>eventually D (?filter_fA \<times>\<^sub>F ?filter_fA)\<close>
unfolding cauchy_filter_def le_filter_def by simp
then obtain P1 P2 where ev_P1: \<open>eventually (\<lambda>F. P1 (sum f F)) ?filter_A\<close> and ev_P2: \<open>eventually (\<lambda>F. P2 (sum f F)) ?filter_A\<close>
and P1P2E: \<open>P1 x \<Longrightarrow> P2 y \<Longrightarrow> D (x, y)\<close> for x y
unfolding eventually_prod_filter eventually_filtermap
by auto
from ev_P1 obtain F1 where \<open>finite F1\<close> and \<open>F1 \<subseteq> A\<close> and \<open>\<forall>F. F\<supseteq>F1 \<and> finite F \<and> F\<subseteq>A \<longrightarrow> P1 (sum f F)\<close>
by (metis eventually_finite_subsets_at_top)
from ev_P2 obtain F2 where \<open>finite F2\<close> and \<open>F2 \<subseteq> A\<close> and \<open>\<forall>F. F\<supseteq>F2 \<and> finite F \<and> F\<subseteq>A \<longrightarrow> P2 (sum f F)\<close>
by (metis eventually_finite_subsets_at_top)
define F0 F0A F0B where \<open>F0 \<equiv> F1 \<union> F2\<close> and \<open>F0A \<equiv> F0 - B\<close> and \<open>F0B \<equiv> F0 \<inter> B\<close>
have [simp]: \<open>finite F0\<close> \<open>F0 \<subseteq> A\<close>
apply (simp add: F0_def \<open>finite F1\<close> \<open>finite F2\<close>)
by (simp add: F0_def \<open>F1 \<subseteq> A\<close> \<open>F2 \<subseteq> A\<close>)
have [simp]: \<open>finite F0A\<close>
by (simp add: F0A_def)
have \<open>\<forall>F1 F2. F1\<supseteq>F0 \<and> F2\<supseteq>F0 \<and> finite F1 \<and> finite F2 \<and> F1\<subseteq>A \<and> F2\<subseteq>A \<longrightarrow> D (sum f F1, sum f F2)\<close>
by (simp add: F0_def P1P2E \<open>\<forall>F. F1 \<subseteq> F \<and> finite F \<and> F \<subseteq> A \<longrightarrow> P1 (sum f F)\<close> \<open>\<forall>F. F2 \<subseteq> F \<and> finite F \<and> F \<subseteq> A \<longrightarrow> P2 (sum f F)\<close>)
then have \<open>\<forall>F1 F2. F1\<supseteq>F0B \<and> F2\<supseteq>F0B \<and> finite F1 \<and> finite F2 \<and> F1\<subseteq>B \<and> F2\<subseteq>B \<longrightarrow>
D (sum f (F1 \<union> F0A), sum f (F2 \<union> F0A))\<close>
by (smt (verit) Diff_Diff_Int Diff_subset_conv F0A_def F0B_def \<open>F0 \<subseteq> A\<close> \<open>finite F0A\<close> assms(4) finite_UnI sup.absorb_iff1 sup.mono sup_commute)
then have \<open>\<forall>F1 F2. F1\<supseteq>F0B \<and> F2\<supseteq>F0B \<and> finite F1 \<and> finite F2 \<and> F1\<subseteq>B \<and> F2\<subseteq>B \<longrightarrow>
D (sum f F1 + sum f F0A, sum f F2 + sum f F0A)\<close>
by (metis Diff_disjoint F0A_def \<open>finite F0A\<close> inf.absorb_iff1 inf_assoc inf_bot_right sum.union_disjoint)
then have *: \<open>\<forall>F1 F2. F1\<supseteq>F0B \<and> F2\<supseteq>F0B \<and> finite F1 \<and> finite F2 \<and> F1\<subseteq>B \<and> F2\<subseteq>B \<longrightarrow>
E' (sum f F1, sum f F2)\<close>
using DE[where c=\<open>- sum f F0A\<close>]
apply auto by (metis add.commute add_diff_cancel_left')
show \<open>eventually E (?filter_fB \<times>\<^sub>F ?filter_fB)\<close>
apply (subst eventually_prod_filter)
apply (rule exI[of _ \<open>\<lambda>x. E' (x, sum f F0B)\<close>])
apply (rule exI[of _ \<open>\<lambda>x. E' (sum f F0B, x)\<close>])
apply (auto simp: eventually_filtermap)
using * apply (metis (no_types, lifting) F0B_def Int_lower2 \<open>finite F0\<close> eventually_finite_subsets_at_top finite_Int order_refl)
using * apply (metis (no_types, lifting) F0B_def Int_lower2 \<open>finite F0\<close> eventually_finite_subsets_at_top finite_Int order_refl)
using E'E'E by auto
qed
then obtain x where \<open>filtermap (sum f) (finite_subsets_at_top B) \<le> nhds x\<close>
apply atomize_elim
apply (rule complete_uniform[where S=UNIV, THEN iffD1, rule_format, simplified])
using assms by (auto simp add: filtermap_bot_iff)
then have \<open>(sum f \<longlongrightarrow> x) (finite_subsets_at_top B)\<close>
by (auto simp: filterlim_def)
then show ?thesis
by (auto simp: summable_on_def has_sum_def)
qed
text \<open>A special case of @{thm [source] summable_on_subset} for Banach spaces with less premises.\<close>
lemma summable_on_subset_banach:
fixes A B and f :: \<open>'a \<Rightarrow> 'b::banach\<close>
assumes \<open>f summable_on A\<close>
assumes \<open>B \<subseteq> A\<close>
shows \<open>f summable_on B\<close>
apply (rule summable_on_subset)
using assms apply auto
by (metis Cauchy_convergent UNIV_I complete_def convergent_def)
lemma has_sum_empty[simp]: \<open>has_sum f {} 0\<close>
by (meson ex_in_conv has_sum_0)
lemma summable_on_empty[simp]: \<open>f summable_on {}\<close>
by auto
lemma infsum_empty[simp]: \<open>infsum f {} = 0\<close>
by simp
lemma sum_has_sum:
fixes f :: "'a \<Rightarrow> 'b::topological_comm_monoid_add"
assumes finite: \<open>finite A\<close>
assumes conv: \<open>\<And>a. a \<in> A \<Longrightarrow> has_sum f (B a) (s a)\<close>
assumes disj: \<open>\<And>a a'. a\<in>A \<Longrightarrow> a'\<in>A \<Longrightarrow> a\<noteq>a' \<Longrightarrow> B a \<inter> B a' = {}\<close>
shows \<open>has_sum f (\<Union>a\<in>A. B a) (sum s A)\<close>
using assms
proof (insert finite conv disj, induction)
case empty
then show ?case
by simp
next
case (insert x A)
have \<open>has_sum f (B x) (s x)\<close>
by (simp add: insert.prems)
moreover have IH: \<open>has_sum f (\<Union>a\<in>A. B a) (sum s A)\<close>
using insert by simp
ultimately have \<open>has_sum f (B x \<union> (\<Union>a\<in>A. B a)) (s x + sum s A)\<close>
apply (rule has_sum_Un_disjoint)
using insert by auto
then show ?case
using insert.hyps by auto
qed
lemma summable_on_finite_union_disjoint:
fixes f :: "'a \<Rightarrow> 'b::topological_comm_monoid_add"
assumes finite: \<open>finite A\<close>
assumes conv: \<open>\<And>a. a \<in> A \<Longrightarrow> f summable_on (B a)\<close>
assumes disj: \<open>\<And>a a'. a\<in>A \<Longrightarrow> a'\<in>A \<Longrightarrow> a\<noteq>a' \<Longrightarrow> B a \<inter> B a' = {}\<close>
shows \<open>f summable_on (\<Union>a\<in>A. B a)\<close>
using finite conv disj apply induction by (auto intro!: summable_on_Un_disjoint)
lemma sum_infsum:
fixes f :: "'a \<Rightarrow> 'b::{topological_comm_monoid_add, t2_space}"
assumes finite: \<open>finite A\<close>
assumes conv: \<open>\<And>a. a \<in> A \<Longrightarrow> f summable_on (B a)\<close>
assumes disj: \<open>\<And>a a'. a\<in>A \<Longrightarrow> a'\<in>A \<Longrightarrow> a\<noteq>a' \<Longrightarrow> B a \<inter> B a' = {}\<close>
shows \<open>sum (\<lambda>a. infsum f (B a)) A = infsum f (\<Union>a\<in>A. B a)\<close>
using sum_has_sum[of A f B \<open>\<lambda>a. infsum f (B a)\<close>]
using assms apply auto
by (metis finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim)
text \<open>The lemmas \<open>infsum_comm_additive_general\<close> and \<open>infsum_comm_additive\<close> (and variants) below both state that the infinite sum commutes with
a continuous additive function. \<open>infsum_comm_additive_general\<close> is stated more for more general type classes
at the expense of a somewhat less compact formulation of the premises.
E.g., by avoiding the constant \<^const>\<open>additive\<close> which introduces an additional sort constraint
(group instead of monoid). For example, extended reals (\<^typ>\<open>ereal\<close>, \<^typ>\<open>ennreal\<close>) are not covered
by \<open>infsum_comm_additive\<close>.\<close>
lemma has_sum_comm_additive_general:
fixes f :: \<open>'b :: {comm_monoid_add,topological_space} \<Rightarrow> 'c :: {comm_monoid_add,topological_space}\<close>
assumes f_sum: \<open>\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> sum (f o g) F = f (sum g F)\<close>
\<comment> \<open>Not using \<^const>\<open>additive\<close> because it would add sort constraint \<^class>\<open>ab_group_add\<close>\<close>
assumes cont: \<open>f \<midarrow>x\<rightarrow> f x\<close>
\<comment> \<open>For \<^class>\<open>t2_space\<close>, this is equivalent to \<open>isCont f x\<close> by @{thm [source] isCont_def}.\<close>
assumes infsum: \<open>has_sum g S x\<close>
shows \<open>has_sum (f o g) S (f x)\<close>
proof -
have \<open>(sum g \<longlongrightarrow> x) (finite_subsets_at_top S)\<close>
using infsum has_sum_def by blast
then have \<open>((f o sum g) \<longlongrightarrow> f x) (finite_subsets_at_top S)\<close>
apply (rule tendsto_compose_at)
using assms by auto
then have \<open>(sum (f o g) \<longlongrightarrow> f x) (finite_subsets_at_top S)\<close>
apply (rule tendsto_cong[THEN iffD1, rotated])
using f_sum by fastforce
then show \<open>has_sum (f o g) S (f x)\<close>
using has_sum_def by blast
qed
lemma summable_on_comm_additive_general:
fixes f :: \<open>'b :: {comm_monoid_add,topological_space} \<Rightarrow> 'c :: {comm_monoid_add,topological_space}\<close>
assumes \<open>\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> sum (f o g) F = f (sum g F)\<close>
\<comment> \<open>Not using \<^const>\<open>additive\<close> because it would add sort constraint \<^class>\<open>ab_group_add\<close>\<close>
assumes \<open>\<And>x. has_sum g S x \<Longrightarrow> f \<midarrow>x\<rightarrow> f x\<close>
\<comment> \<open>For \<^class>\<open>t2_space\<close>, this is equivalent to \<open>isCont f x\<close> by @{thm [source] isCont_def}.\<close>
assumes \<open>g summable_on S\<close>
shows \<open>(f o g) summable_on S\<close>
by (meson assms summable_on_def has_sum_comm_additive_general has_sum_def infsum_tendsto)
lemma infsum_comm_additive_general:
fixes f :: \<open>'b :: {comm_monoid_add,t2_space} \<Rightarrow> 'c :: {comm_monoid_add,t2_space}\<close>
assumes f_sum: \<open>\<And>F. finite F \<Longrightarrow> F \<subseteq> S \<Longrightarrow> sum (f o g) F = f (sum g F)\<close>
\<comment> \<open>Not using \<^const>\<open>additive\<close> because it would add sort constraint \<^class>\<open>ab_group_add\<close>\<close>
assumes \<open>isCont f (infsum g S)\<close>
assumes \<open>g summable_on S\<close>
shows \<open>infsum (f o g) S = f (infsum g S)\<close>
by (smt (verit) assms(2) assms(3) continuous_within f_sum finite_subsets_at_top_neq_bot summable_on_comm_additive_general has_sum_comm_additive_general has_sum_def has_sum_infsum tendsto_Lim)
lemma has_sum_comm_additive:
fixes f :: \<open>'b :: {ab_group_add,topological_space} \<Rightarrow> 'c :: {ab_group_add,topological_space}\<close>
assumes \<open>additive f\<close>
assumes \<open>f \<midarrow>x\<rightarrow> f x\<close>
\<comment> \<open>For \<^class>\<open>t2_space\<close>, this is equivalent to \<open>isCont f x\<close> by @{thm [source] isCont_def}.\<close>
assumes infsum: \<open>has_sum g S x\<close>
shows \<open>has_sum (f o g) S (f x)\<close>
by (smt (verit, best) additive.sum assms(1) assms(2) comp_eq_dest_lhs continuous_within finite_subsets_at_top_neq_bot infsum summable_on_def has_sum_comm_additive_general has_sum_def has_sum_infsum sum.cong tendsto_Lim)
lemma summable_on_comm_additive:
fixes f :: \<open>'b :: {ab_group_add,t2_space} \<Rightarrow> 'c :: {ab_group_add,topological_space}\<close>
assumes \<open>additive f\<close>
assumes \<open>isCont f (infsum g S)\<close>
assumes \<open>g summable_on S\<close>
shows \<open>(f o g) summable_on S\<close>
by (meson assms(1) assms(2) assms(3) summable_on_def has_sum_comm_additive has_sum_infsum isContD)
lemma infsum_comm_additive:
fixes f :: \<open>'b :: {ab_group_add,t2_space} \<Rightarrow> 'c :: {ab_group_add,t2_space}\<close>
assumes \<open>additive f\<close>
assumes \<open>isCont f (infsum g S)\<close>
assumes \<open>g summable_on S\<close>
shows \<open>infsum (f o g) S = f (infsum g S)\<close>
by (rule infsum_comm_additive_general; auto simp: assms additive.sum)
lemma pos_has_sum:
fixes f :: \<open>'a \<Rightarrow> 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
assumes \<open>bdd_above (sum f ` {F. F\<subseteq>A \<and> finite F})\<close>
shows \<open>has_sum f A (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)\<close>
proof -
have \<open>(sum f \<longlongrightarrow> (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)) (finite_subsets_at_top A)\<close>
proof (rule order_tendstoI)
fix a assume \<open>a < (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)\<close>
then obtain F where \<open>a < sum f F\<close> and \<open>finite F\<close> and \<open>F \<subseteq> A\<close>
by (metis (mono_tags, lifting) Collect_cong Collect_empty_eq assms(2) empty_subsetI finite.emptyI less_cSUP_iff mem_Collect_eq)
show \<open>\<forall>\<^sub>F x in finite_subsets_at_top A. a < sum f x\<close>
unfolding eventually_finite_subsets_at_top
apply (rule exI[of _ F])
using \<open>a < sum f F\<close> and \<open>finite F\<close> and \<open>F \<subseteq> A\<close>
apply auto
by (smt (verit, best) Diff_iff assms(1) less_le_trans subset_iff sum_mono2)
next
fix a assume \<open>(SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F) < a\<close>
then have \<open>sum f F < a\<close> if \<open>F\<subseteq>A\<close> and \<open>finite F\<close> for F
by (smt (verit, best) Collect_cong antisym_conv assms(2) cSUP_upper dual_order.trans le_less_linear less_le mem_Collect_eq that(1) that(2))
then show \<open>\<forall>\<^sub>F x in finite_subsets_at_top A. sum f x < a\<close>
by (rule eventually_finite_subsets_at_top_weakI)
qed
then show ?thesis
using has_sum_def by blast
qed
lemma pos_summable_on:
fixes f :: \<open>'a \<Rightarrow> 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
assumes \<open>bdd_above (sum f ` {F. F\<subseteq>A \<and> finite F})\<close>
shows \<open>f summable_on A\<close>
using assms(1) assms(2) summable_on_def pos_has_sum by blast
lemma pos_infsum:
fixes f :: \<open>'a \<Rightarrow> 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
assumes \<open>bdd_above (sum f ` {F. F\<subseteq>A \<and> finite F})\<close>
shows \<open>infsum f A = (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)\<close>
using assms by (auto intro!: infsumI pos_has_sum)
lemma pos_has_sum_complete:
fixes f :: \<open>'a \<Rightarrow> 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
shows \<open>has_sum f A (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)\<close>
using assms pos_has_sum by blast
lemma pos_summable_on_complete:
fixes f :: \<open>'a \<Rightarrow> 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
shows \<open>f summable_on A\<close>
using assms pos_summable_on by blast
lemma pos_infsum_complete:
fixes f :: \<open>'a \<Rightarrow> 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\<close>
assumes \<open>\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0\<close>
shows \<open>infsum f A = (SUP F\<in>{F. finite F \<and> F\<subseteq>A}. sum f F)\<close>
using assms pos_infsum by blast
lemma has_sum_nonneg:
fixes f :: "'a \<Rightarrow> 'b::{ordered_comm_monoid_add,linorder_topology}"
assumes "has_sum f M a"
and "\<And>x. x \<in> M \<Longrightarrow> 0 \<le> f x"
shows "a \<ge> 0"
by (metis (no_types, lifting) DiffD1 assms(1) assms(2) empty_iff has_sum_0 has_sum_mono_neutral order_refl)
lemma infsum_nonneg:
fixes f :: "'a \<Rightarrow> 'b::{ordered_comm_monoid_add,linorder_topology}"
assumes "f summable_on M"
and "\<And>x. x \<in> M \<Longrightarrow> 0 \<le> f x"
shows "infsum f M \<ge> 0" (is "?lhs \<ge> _")
by (metis assms infsum_0_simp summable_on_0_simp infsum_mono)
lemma has_sum_reindex:
assumes \<open>inj_on h A\<close>
shows \<open>has_sum g (h ` A) x \<longleftrightarrow> has_sum (g \<circ> h) A x\<close>
proof -
have \<open>has_sum g (h ` A) x \<longleftrightarrow> (sum g \<longlongrightarrow> x) (finite_subsets_at_top (h ` A))\<close>
by (simp add: has_sum_def)
also have \<open>\<dots> \<longleftrightarrow> ((\<lambda>F. sum g (h ` F)) \<longlongrightarrow> x) (finite_subsets_at_top A)\<close>
apply (subst filtermap_image_finite_subsets_at_top[symmetric])
using assms by (auto simp: filterlim_def filtermap_filtermap)
also have \<open>\<dots> \<longleftrightarrow> (sum (g \<circ> h) \<longlongrightarrow> x) (finite_subsets_at_top A)\<close>
apply (rule tendsto_cong)
apply (rule eventually_finite_subsets_at_top_weakI)
apply (rule sum.reindex)
using assms subset_inj_on by blast
also have \<open>\<dots> \<longleftrightarrow> has_sum (g \<circ> h) A x\<close>
by (simp add: has_sum_def)
finally show ?thesis
by -
qed
lemma summable_on_reindex:
assumes \<open>inj_on h A\<close>
shows \<open>g summable_on (h ` A) \<longleftrightarrow> (g \<circ> h) summable_on A\<close>
by (simp add: assms summable_on_def has_sum_reindex)
lemma infsum_reindex:
assumes \<open>inj_on h A\<close>
shows \<open>infsum g (h ` A) = infsum (g \<circ> h) A\<close>
by (metis (no_types, opaque_lifting) assms finite_subsets_at_top_neq_bot infsum_def summable_on_reindex has_sum_def has_sum_infsum has_sum_reindex tendsto_Lim)
lemma sum_uniformity:
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'b::{uniform_space,comm_monoid_add},y). x+y)\<close>
assumes \<open>eventually E uniformity\<close>
obtains D where \<open>eventually D uniformity\<close>
and \<open>\<And>M::'a set. \<And>f f' :: 'a \<Rightarrow> 'b. card M \<le> n \<and> (\<forall>m\<in>M. D (f m, f' m)) \<Longrightarrow> E (sum f M, sum f' M)\<close>
proof (atomize_elim, insert \<open>eventually E uniformity\<close>, induction n arbitrary: E rule:nat_induct)
case 0
then show ?case
by (metis card_eq_0_iff equals0D le_zero_eq sum.infinite sum.not_neutral_contains_not_neutral uniformity_refl)
next
case (Suc n)
from plus_cont[unfolded uniformly_continuous_on_uniformity filterlim_def le_filter_def, rule_format, OF Suc.prems]
obtain D1 D2 where \<open>eventually D1 uniformity\<close> and \<open>eventually D2 uniformity\<close>
and D1D2E: \<open>D1 (x, y) \<Longrightarrow> D2 (x', y') \<Longrightarrow> E (x + x', y + y')\<close> for x y x' y'
apply atomize_elim
by (auto simp: eventually_prod_filter case_prod_beta uniformity_prod_def eventually_filtermap)
from Suc.IH[OF \<open>eventually D2 uniformity\<close>]
obtain D3 where \<open>eventually D3 uniformity\<close> and D3: \<open>card M \<le> n \<Longrightarrow> (\<forall>m\<in>M. D3 (f m, f' m)) \<Longrightarrow> D2 (sum f M, sum f' M)\<close>
for M :: \<open>'a set\<close> and f f'
by metis
define D where \<open>D x \<equiv> D1 x \<and> D3 x\<close> for x
have \<open>eventually D uniformity\<close>
using D_def \<open>eventually D1 uniformity\<close> \<open>eventually D3 uniformity\<close> eventually_elim2 by blast
have \<open>E (sum f M, sum f' M)\<close>
if \<open>card M \<le> Suc n\<close> and DM: \<open>\<forall>m\<in>M. D (f m, f' m)\<close>
for M :: \<open>'a set\<close> and f f'
proof (cases \<open>card M = 0\<close>)
case True
then show ?thesis
by (metis Suc.prems card_eq_0_iff sum.empty sum.infinite uniformity_refl)
next
case False
with \<open>card M \<le> Suc n\<close> obtain N x where \<open>card N \<le> n\<close> and \<open>x \<notin> N\<close> and \<open>M = insert x N\<close>
by (metis card_Suc_eq less_Suc_eq_0_disj less_Suc_eq_le)
from DM have \<open>\<And>m. m\<in>N \<Longrightarrow> D (f m, f' m)\<close>
using \<open>M = insert x N\<close> by blast
with D3[OF \<open>card N \<le> n\<close>]
have D2_N: \<open>D2 (sum f N, sum f' N)\<close>
using D_def by blast
from DM
have \<open>D (f x, f' x)\<close>
using \<open>M = insert x N\<close> by blast
then have \<open>D1 (f x, f' x)\<close>
by (simp add: D_def)
with D2_N
have \<open>E (f x + sum f N, f' x + sum f' N)\<close>
using D1D2E by presburger
then show \<open>E (sum f M, sum f' M)\<close>
by (metis False \<open>M = insert x N\<close> \<open>x \<notin> N\<close> card.infinite finite_insert sum.insert)
qed
with \<open>eventually D uniformity\<close>
show ?case
by auto
qed
lemma has_sum_Sigma:
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<times> 'b \<Rightarrow> 'c::{comm_monoid_add,uniform_space}\<close>
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'c,y). x+y)\<close>
assumes summableAB: "has_sum f (Sigma A B) a"
assumes summableB: \<open>\<And>x. x\<in>A \<Longrightarrow> has_sum (\<lambda>y. f (x, y)) (B x) (b x)\<close>
shows "has_sum b A a"
proof -
define F FB FA where \<open>F = finite_subsets_at_top (Sigma A B)\<close> and \<open>FB x = finite_subsets_at_top (B x)\<close>
and \<open>FA = finite_subsets_at_top A\<close> for x
from summableB
have sum_b: \<open>(sum (\<lambda>y. f (x, y)) \<longlongrightarrow> b x) (FB x)\<close> if \<open>x \<in> A\<close> for x
using FB_def[abs_def] has_sum_def that by auto
from summableAB
have sum_S: \<open>(sum f \<longlongrightarrow> a) F\<close>
using F_def has_sum_def by blast
have finite_proj: \<open>finite {b| b. (a,b) \<in> H}\<close> if \<open>finite H\<close> for H :: \<open>('a\<times>'b) set\<close> and a
apply (subst asm_rl[of \<open>{b| b. (a,b) \<in> H} = snd ` {ab. ab \<in> H \<and> fst ab = a}\<close>])
by (auto simp: image_iff that)
have \<open>(sum b \<longlongrightarrow> a) FA\<close>
proof (rule tendsto_iff_uniformity[THEN iffD2, rule_format])
fix E :: \<open>('c \<times> 'c) \<Rightarrow> bool\<close>
assume \<open>eventually E uniformity\<close>
then obtain D where D_uni: \<open>eventually D uniformity\<close> and DDE': \<open>\<And>x y z. D (x, y) \<Longrightarrow> D (y, z) \<Longrightarrow> E (x, z)\<close>
by (metis (no_types, lifting) \<open>eventually E uniformity\<close> uniformity_transE)
from sum_S obtain G where \<open>finite G\<close> and \<open>G \<subseteq> Sigma A B\<close>
and G_sum: \<open>G \<subseteq> H \<Longrightarrow> H \<subseteq> Sigma A B \<Longrightarrow> finite H \<Longrightarrow> D (sum f H, a)\<close> for H
unfolding tendsto_iff_uniformity
by (metis (mono_tags, lifting) D_uni F_def eventually_finite_subsets_at_top)
have \<open>finite (fst ` G)\<close> and \<open>fst ` G \<subseteq> A\<close>
using \<open>finite G\<close> \<open>G \<subseteq> Sigma A B\<close> by auto
thm uniformity_prod_def
define Ga where \<open>Ga a = {b. (a,b) \<in> G}\<close> for a
have Ga_fin: \<open>finite (Ga a)\<close> and Ga_B: \<open>Ga a \<subseteq> B a\<close> for a
using \<open>finite G\<close> \<open>G \<subseteq> Sigma A B\<close> finite_proj by (auto simp: Ga_def finite_proj)
have \<open>E (sum b M, a)\<close> if \<open>M \<supseteq> fst ` G\<close> and \<open>finite M\<close> and \<open>M \<subseteq> A\<close> for M
proof -
define FMB where \<open>FMB = finite_subsets_at_top (Sigma M B)\<close>
have \<open>eventually (\<lambda>H. D (\<Sum>a\<in>M. b a, \<Sum>(a,b)\<in>H. f (a,b))) FMB\<close>
proof -
obtain D' where D'_uni: \<open>eventually D' uniformity\<close>
and \<open>card M' \<le> card M \<and> (\<forall>m\<in>M'. D' (g m, g' m)) \<Longrightarrow> D (sum g M', sum g' M')\<close>
for M' :: \<open>'a set\<close> and g g'
apply (rule sum_uniformity[OF plus_cont \<open>eventually D uniformity\<close>, where n=\<open>card M\<close>])
by auto
then have D'_sum_D: \<open>(\<forall>m\<in>M. D' (g m, g' m)) \<Longrightarrow> D (sum g M, sum g' M)\<close> for g g'
by auto
obtain Ha where \<open>Ha a \<supseteq> Ga a\<close> and Ha_fin: \<open>finite (Ha a)\<close> and Ha_B: \<open>Ha a \<subseteq> B a\<close>
and D'_sum_Ha: \<open>Ha a \<subseteq> L \<Longrightarrow> L \<subseteq> B a \<Longrightarrow> finite L \<Longrightarrow> D' (b a, sum (\<lambda>b. f (a,b)) L)\<close> if \<open>a \<in> A\<close> for a L
proof -
from sum_b[unfolded tendsto_iff_uniformity, rule_format, OF _ D'_uni[THEN uniformity_sym]]
obtain Ha0 where \<open>finite (Ha0 a)\<close> and \<open>Ha0 a \<subseteq> B a\<close>
and \<open>Ha0 a \<subseteq> L \<Longrightarrow> L \<subseteq> B a \<Longrightarrow> finite L \<Longrightarrow> D' (b a, sum (\<lambda>b. f (a,b)) L)\<close> if \<open>a \<in> A\<close> for a L
unfolding FB_def eventually_finite_subsets_at_top apply auto by metis
moreover define Ha where \<open>Ha a = Ha0 a \<union> Ga a\<close> for a
ultimately show ?thesis
using that[where Ha=Ha]
using Ga_fin Ga_B by auto
qed
have \<open>D (\<Sum>a\<in>M. b a, \<Sum>(a,b)\<in>H. f (a,b))\<close> if \<open>finite H\<close> and \<open>H \<subseteq> Sigma M B\<close> and \<open>H \<supseteq> Sigma M Ha\<close> for H
proof -
define Ha' where \<open>Ha' a = {b| b. (a,b) \<in> H}\<close> for a
have [simp]: \<open>finite (Ha' a)\<close> and [simp]: \<open>Ha' a \<supseteq> Ha a\<close> and [simp]: \<open>Ha' a \<subseteq> B a\<close> if \<open>a \<in> M\<close> for a
unfolding Ha'_def using \<open>finite H\<close> \<open>H \<subseteq> Sigma M B\<close> \<open>Sigma M Ha \<subseteq> H\<close> that finite_proj by auto
have \<open>Sigma M Ha' = H\<close>
using that by (auto simp: Ha'_def)
then have *: \<open>(\<Sum>(a,b)\<in>H. f (a,b)) = (\<Sum>a\<in>M. \<Sum>b\<in>Ha' a. f (a,b))\<close>
apply (subst sum.Sigma)
using \<open>finite M\<close> by auto
have \<open>D' (b a, sum (\<lambda>b. f (a,b)) (Ha' a))\<close> if \<open>a \<in> M\<close> for a
apply (rule D'_sum_Ha)
using that \<open>M \<subseteq> A\<close> by auto
then have \<open>D (\<Sum>a\<in>M. b a, \<Sum>a\<in>M. sum (\<lambda>b. f (a,b)) (Ha' a))\<close>
by (rule_tac D'_sum_D, auto)
with * show ?thesis
by auto
qed
moreover have \<open>Sigma M Ha \<subseteq> Sigma M B\<close>
using Ha_B \<open>M \<subseteq> A\<close> by auto
ultimately show ?thesis
apply (simp add: FMB_def eventually_finite_subsets_at_top)
by (metis Ha_fin finite_SigmaI subsetD that(2) that(3))
qed
moreover have \<open>eventually (\<lambda>H. D (\<Sum>(a,b)\<in>H. f (a,b), a)) FMB\<close>
unfolding FMB_def eventually_finite_subsets_at_top
apply (rule exI[of _ G])
using \<open>G \<subseteq> Sigma A B\<close> \<open>finite G\<close> that G_sum apply auto
by (smt (z3) Sigma_Un_distrib1 dual_order.trans subset_Un_eq)
ultimately have \<open>\<forall>\<^sub>F x in FMB. E (sum b M, a)\<close>
by (smt (verit, best) DDE' eventually_elim2)
then show \<open>E (sum b M, a)\<close>
apply (rule eventually_const[THEN iffD1, rotated])
using FMB_def by force
qed
then show \<open>\<forall>\<^sub>F x in FA. E (sum b x, a)\<close>
using \<open>finite (fst ` G)\<close> and \<open>fst ` G \<subseteq> A\<close>
by (auto intro!: exI[of _ \<open>fst ` G\<close>] simp add: FA_def eventually_finite_subsets_at_top)
qed
then show ?thesis
by (simp add: FA_def has_sum_def)
qed
lemma summable_on_Sigma:
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<Rightarrow> 'b \<Rightarrow> 'c::{comm_monoid_add, t2_space, uniform_space}\<close>
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'c,y). x+y)\<close>
assumes summableAB: "(\<lambda>(x,y). f x y) summable_on (Sigma A B)"
assumes summableB: \<open>\<And>x. x\<in>A \<Longrightarrow> (f x) summable_on (B x)\<close>
shows \<open>(\<lambda>x. infsum (f x) (B x)) summable_on A\<close>
proof -
from summableAB obtain a where a: \<open>has_sum (\<lambda>(x,y). f x y) (Sigma A B) a\<close>
using has_sum_infsum by blast
from summableB have b: \<open>\<And>x. x\<in>A \<Longrightarrow> has_sum (f x) (B x) (infsum (f x) (B x))\<close>
by (auto intro!: has_sum_infsum)
show ?thesis
using plus_cont a b
by (auto intro: has_sum_Sigma[where f=\<open>\<lambda>(x,y). f x y\<close>, simplified] simp: summable_on_def)
qed
lemma infsum_Sigma:
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<times> 'b \<Rightarrow> 'c::{comm_monoid_add, t2_space, uniform_space}\<close>
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'c,y). x+y)\<close>
assumes summableAB: "f summable_on (Sigma A B)"
assumes summableB: \<open>\<And>x. x\<in>A \<Longrightarrow> (\<lambda>y. f (x, y)) summable_on (B x)\<close>
shows "infsum f (Sigma A B) = infsum (\<lambda>x. infsum (\<lambda>y. f (x, y)) (B x)) A"
proof -
from summableAB have a: \<open>has_sum f (Sigma A B) (infsum f (Sigma A B))\<close>
using has_sum_infsum by blast
from summableB have b: \<open>\<And>x. x\<in>A \<Longrightarrow> has_sum (\<lambda>y. f (x, y)) (B x) (infsum (\<lambda>y. f (x, y)) (B x))\<close>
by (auto intro!: has_sum_infsum)
show ?thesis
using plus_cont a b by (auto intro: infsumI[symmetric] has_sum_Sigma simp: summable_on_def)
qed
lemma infsum_Sigma':
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<Rightarrow> 'b \<Rightarrow> 'c::{comm_monoid_add, t2_space, uniform_space}\<close>
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'c,y). x+y)\<close>
assumes summableAB: "(\<lambda>(x,y). f x y) summable_on (Sigma A B)"
assumes summableB: \<open>\<And>x. x\<in>A \<Longrightarrow> (f x) summable_on (B x)\<close>
shows \<open>infsum (\<lambda>x. infsum (f x) (B x)) A = infsum (\<lambda>(x,y). f x y) (Sigma A B)\<close>
using infsum_Sigma[of \<open>\<lambda>(x,y). f x y\<close> A B]
using assms by auto
text \<open>A special case of @{thm [source] infsum_Sigma} etc. for Banach spaces. It has less premises.\<close>
lemma
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<Rightarrow> 'b \<Rightarrow> 'c::banach\<close>
assumes [simp]: "(\<lambda>(x,y). f x y) summable_on (Sigma A B)"
shows infsum_Sigma'_banach: \<open>infsum (\<lambda>x. infsum (f x) (B x)) A = infsum (\<lambda>(x,y). f x y) (Sigma A B)\<close> (is ?thesis1)
and summable_on_Sigma_banach: \<open>(\<lambda>x. infsum (f x) (B x)) summable_on A\<close> (is ?thesis2)
proof -
have [simp]: \<open>(f x) summable_on (B x)\<close> if \<open>x \<in> A\<close> for x
proof -
from assms
have \<open>(\<lambda>(x,y). f x y) summable_on (Pair x ` B x)\<close>
by (meson image_subset_iff summable_on_subset_banach mem_Sigma_iff that)
then have \<open>((\<lambda>(x,y). f x y) o Pair x) summable_on (B x)\<close>
apply (rule_tac summable_on_reindex[THEN iffD1])
by (simp add: inj_on_def)
then show ?thesis
by (auto simp: o_def)
qed
show ?thesis1
apply (rule infsum_Sigma')
by auto
show ?thesis2
apply (rule summable_on_Sigma)
by auto
qed
lemma infsum_Sigma_banach:
fixes A :: "'a set" and B :: "'a \<Rightarrow> 'b set"
and f :: \<open>'a \<times> 'b \<Rightarrow> 'c::banach\<close>
assumes [simp]: "f summable_on (Sigma A B)"
shows \<open>infsum (\<lambda>x. infsum (\<lambda>y. f (x,y)) (B x)) A = infsum f (Sigma A B)\<close>
by (smt (verit, best) SigmaE assms infsum_Sigma'_banach infsum_cong summable_on_cong old.prod.case)
lemma infsum_swap:
fixes A :: "'a set" and B :: "'b set"
fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::{comm_monoid_add,t2_space,uniform_space}"
assumes plus_cont: \<open>uniformly_continuous_on UNIV (\<lambda>(x::'c,y). x+y)\<close>
assumes \<open>(\<lambda>(x, y). f x y) summable_on (A \<times> B)\<close>
assumes \<open>\<And>a. a\<in>A \<Longrightarrow> (f a) summable_on B\<close>
assumes \<open>\<And>b. b\<in>B \<Longrightarrow> (\<lambda>a. f a b) summable_on A\<close>
shows \<open>infsum (\<lambda>x. infsum (\<lambda>y. f x y) B) A = infsum (\<lambda>y. infsum (\<lambda>x. f x y) A) B\<close>
proof -
have [simp]: \<open>(\<lambda>(x, y). f y x) summable_on (B \<times> A)\<close>
apply (subst product_swap[symmetric])
apply (subst summable_on_reindex)
using assms by (auto simp: o_def)
have \<open>infsum (\<lambda>x. infsum (\<lambda>y. f x y) B) A = infsum (\<lambda>(x,y). f x y) (A \<times> B)\<close>
apply (subst infsum_Sigma)
using assms by auto
also have \<open>\<dots> = infsum (\<lambda>(x,y). f y x) (B \<times> A)\<close>
apply (subst product_swap[symmetric])
apply (subst infsum_reindex)
using assms by (auto simp: o_def)
also have \<open>\<dots> = infsum (\<lambda>y. infsum (\<lambda>x. f x y) A) B\<close>
apply (subst infsum_Sigma)
using assms by auto
finally show ?thesis
by -
qed
lemma infsum_swap_banach:
fixes A :: "'a set" and B :: "'b set"
fixes f :: "'a \<Rightarrow> 'b \<Rightarrow> 'c::banach"
assumes \<open>(\<lambda>(x, y). f x y) summable_on (A \<times> B)\<close>
shows "infsum (\<lambda>x. infsum (\<lambda>y. f x y) B) A = infsum (\<lambda>y. infsum (\<lambda>x. f x y) A) B"
proof -
have [simp]: \<open>(\<lambda>(x, y). f y x) summable_on (B \<times> A)\<close>
apply (subst product_swap[symmetric])
apply (subst summable_on_reindex)
using assms by (auto simp: o_def)
have \<open>infsum (\<lambda>x. infsum (\<lambda>y. f x y) B) A = infsum (\<lambda>(x,y). f x y) (A \<times> B)\<close>
apply (subst infsum_Sigma'_banach)
using assms by auto
also have \<open>\<dots> = infsum (\<lambda>(x,y). f y x) (B \<times> A)\<close>
apply (subst product_swap[symmetric])
apply (subst infsum_reindex)
using assms by (auto simp: o_def)
also have \<open>\<dots> = infsum (\<lambda>y. infsum (\<lambda>x. f x y) A) B\<close>
apply (subst infsum_Sigma'_banach)
using assms by auto
finally show ?thesis
by -
qed
lemma infsum_0D:
fixes f :: "'a \<Rightarrow> 'b::{topological_ab_group_add,ordered_ab_group_add,linorder_topology}"
assumes "infsum f A \<le> 0"
and abs_sum: "f summable_on A"
and nneg: "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
and "x \<in> A"
shows "f x = 0"
proof (rule ccontr)
assume \<open>f x \<noteq> 0\<close>
have ex: \<open>f summable_on (A-{x})\<close>
apply (rule summable_on_cofin_subset)
using assms by auto
then have pos: \<open>infsum f (A - {x}) \<ge> 0\<close>
apply (rule infsum_nonneg)
using nneg by auto
have [trans]: \<open>x \<ge> y \<Longrightarrow> y > z \<Longrightarrow> x > z\<close> for x y z :: 'b by auto
have \<open>infsum f A = infsum f (A-{x}) + infsum f {x}\<close>
apply (subst infsum_Un_disjoint[symmetric])
using assms ex apply auto by (metis insert_absorb)
also have \<open>\<dots> \<ge> infsum f {x}\<close> (is \<open>_ \<ge> \<dots>\<close>)
using pos apply (rule add_increasing) by simp
also have \<open>\<dots> = f x\<close> (is \<open>_ = \<dots>\<close>)
apply (subst infsum_finite) by auto
also have \<open>\<dots> > 0\<close>
using \<open>f x \<noteq> 0\<close> assms(4) nneg by fastforce
finally show False
using assms by auto
qed
lemma has_sum_0D:
fixes f :: "'a \<Rightarrow> 'b::{topological_ab_group_add,ordered_ab_group_add,linorder_topology}"
assumes "has_sum f A a" \<open>a \<le> 0\<close>
and nneg: "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
and "x \<in> A"
shows "f x = 0"
by (metis assms(1) assms(2) assms(4) infsumI infsum_0D summable_on_def nneg)
lemma has_sum_cmult_left:
fixes f :: "'a \<Rightarrow> 'b :: {topological_semigroup_mult, semiring_0}"
assumes \<open>has_sum f A a\<close>
shows "has_sum (\<lambda>x. f x * c) A (a * c)"
proof -
from assms have \<open>(sum f \<longlongrightarrow> a) (finite_subsets_at_top A)\<close>
using has_sum_def by blast
then have \<open>((\<lambda>F. sum f F * c) \<longlongrightarrow> a * c) (finite_subsets_at_top A)\<close>
by (simp add: tendsto_mult_right)
then have \<open>(sum (\<lambda>x. f x * c) \<longlongrightarrow> a * c) (finite_subsets_at_top A)\<close>
apply (rule tendsto_cong[THEN iffD1, rotated])
apply (rule eventually_finite_subsets_at_top_weakI)
using sum_distrib_right by blast
then show ?thesis
using infsumI has_sum_def by blast
qed
lemma infsum_cmult_left:
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, semiring_0}"
assumes \<open>c \<noteq> 0 \<Longrightarrow> f summable_on A\<close>
shows "infsum (\<lambda>x. f x * c) A = infsum f A * c"
proof (cases \<open>c=0\<close>)
case True
then show ?thesis by auto
next
case False
then have \<open>has_sum f A (infsum f A)\<close>
by (simp add: assms)
then show ?thesis
by (auto intro!: infsumI has_sum_cmult_left)
qed
lemma summable_on_cmult_left:
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, semiring_0}"
assumes \<open>f summable_on A\<close>
shows "(\<lambda>x. f x * c) summable_on A"
using assms summable_on_def has_sum_cmult_left by blast
lemma has_sum_cmult_right:
fixes f :: "'a \<Rightarrow> 'b :: {topological_semigroup_mult, semiring_0}"
assumes \<open>has_sum f A a\<close>
shows "has_sum (\<lambda>x. c * f x) A (c * a)"
proof -
from assms have \<open>(sum f \<longlongrightarrow> a) (finite_subsets_at_top A)\<close>
using has_sum_def by blast
then have \<open>((\<lambda>F. c * sum f F) \<longlongrightarrow> c * a) (finite_subsets_at_top A)\<close>
by (simp add: tendsto_mult_left)
then have \<open>(sum (\<lambda>x. c * f x) \<longlongrightarrow> c * a) (finite_subsets_at_top A)\<close>
apply (rule tendsto_cong[THEN iffD1, rotated])
apply (rule eventually_finite_subsets_at_top_weakI)
using sum_distrib_left by blast
then show ?thesis
using infsumI has_sum_def by blast
qed
lemma infsum_cmult_right:
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, semiring_0}"
assumes \<open>c \<noteq> 0 \<Longrightarrow> f summable_on A\<close>
shows \<open>infsum (\<lambda>x. c * f x) A = c * infsum f A\<close>
proof (cases \<open>c=0\<close>)
case True
then show ?thesis by auto
next
case False
then have \<open>has_sum f A (infsum f A)\<close>
by (simp add: assms)
then show ?thesis
by (auto intro!: infsumI has_sum_cmult_right)
qed
lemma summable_on_cmult_right:
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, semiring_0}"
assumes \<open>f summable_on A\<close>
shows "(\<lambda>x. c * f x) summable_on A"
using assms summable_on_def has_sum_cmult_right by blast
lemma summable_on_cmult_left':
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, division_ring}"
assumes \<open>c \<noteq> 0\<close>
shows "(\<lambda>x. f x * c) summable_on A \<longleftrightarrow> f summable_on A"
proof
assume \<open>f summable_on A\<close>
then show \<open>(\<lambda>x. f x * c) summable_on A\<close>
by (rule summable_on_cmult_left)
next
assume \<open>(\<lambda>x. f x * c) summable_on A\<close>
then have \<open>(\<lambda>x. f x * c * inverse c) summable_on A\<close>
by (rule summable_on_cmult_left)
then show \<open>f summable_on A\<close>
by (metis (no_types, lifting) assms summable_on_cong mult.assoc mult.right_neutral right_inverse)
qed
lemma summable_on_cmult_right':
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, division_ring}"
assumes \<open>c \<noteq> 0\<close>
shows "(\<lambda>x. c * f x) summable_on A \<longleftrightarrow> f summable_on A"
proof
assume \<open>f summable_on A\<close>
then show \<open>(\<lambda>x. c * f x) summable_on A\<close>
by (rule summable_on_cmult_right)
next
assume \<open>(\<lambda>x. c * f x) summable_on A\<close>
then have \<open>(\<lambda>x. inverse c * (c * f x)) summable_on A\<close>
by (rule summable_on_cmult_right)
then show \<open>f summable_on A\<close>
by (metis (no_types, lifting) assms summable_on_cong left_inverse mult.assoc mult.left_neutral)
qed
lemma infsum_cmult_left':
fixes f :: "'a \<Rightarrow> 'b :: {t2_space, topological_semigroup_mult, division_ring}"
shows "infsum (\<lambda>x. f x * c) A = infsum f A * c"
proof (cases \<open>c \<noteq> 0 \<longrightarrow> f summable_on A\<close>)
case True
then show ?thesis
apply (rule_tac infsum_cmult_left) by auto
next
case False
note asm = False
then show ?thesis
proof (cases \<open>c=0\<close>)
case True
then show ?thesis by auto
next
case False
with asm have nex: \<open>\<not> f summable_on A\<close>
by simp
moreover have nex': \<open>\<not> (\<lambda>x. f x * c) summable_on A\<close>
using asm False apply (subst summable_on_cmult_left') by auto
ultimately show ?thesis
unfolding infsum_def by simp
qed
qed
lemma infsum_cmult_right':
fixes f :: "'a \<Rightarrow> 'b :: {t2_space,topological_semigroup_mult,division_ring}"
shows "infsum (\<lambda>x. c * f x) A = c * infsum f A"
proof (cases \<open>c \<noteq> 0 \<longrightarrow> f summable_on A\<close>)
case True
then show ?thesis
apply (rule_tac infsum_cmult_right) by auto
next
case False
note asm = False
then show ?thesis
proof (cases \<open>c=0\<close>)
case True
then show ?thesis by auto
next
case False
with asm have nex: \<open>\<not> f summable_on A\<close>
by simp
moreover have nex': \<open>\<not> (\<lambda>x. c * f x) summable_on A\<close>
using asm False apply (subst summable_on_cmult_right') by auto
ultimately show ?thesis
unfolding infsum_def by simp
qed
qed
lemma has_sum_constant[simp]:
assumes \<open>finite F\<close>
shows \<open>has_sum (\<lambda>_. c) F (of_nat (card F) * c)\<close>
by (metis assms has_sum_finite sum_constant)
lemma infsum_constant[simp]:
assumes \<open>finite F\<close>
shows \<open>infsum (\<lambda>_. c) F = of_nat (card F) * c\<close>
apply (subst infsum_finite[OF assms]) by simp
lemma infsum_diverge_constant:
\<comment> \<open>This probably does not really need all of \<^class>\<open>archimedean_field\<close> but Isabelle/HOL
has no type class such as, e.g., "archimedean ring".\<close>
fixes c :: \<open>'a::{archimedean_field, comm_monoid_add, linorder_topology, topological_semigroup_mult}\<close>
assumes \<open>infinite A\<close> and \<open>c \<noteq> 0\<close>
shows \<open>\<not> (\<lambda>_. c) summable_on A\<close>
proof (rule notI)
assume \<open>(\<lambda>_. c) summable_on A\<close>
then have \<open>(\<lambda>_. inverse c * c) summable_on A\<close>
by (rule summable_on_cmult_right)
then have [simp]: \<open>(\<lambda>_. 1::'a) summable_on A\<close>
using assms by auto
have \<open>infsum (\<lambda>_. 1) A \<ge> d\<close> for d :: 'a
proof -
obtain n :: nat where \<open>of_nat n \<ge> d\<close>
by (meson real_arch_simple)
from assms
obtain F where \<open>F \<subseteq> A\<close> and \<open>finite F\<close> and \<open>card F = n\<close>
by (meson infinite_arbitrarily_large)
note \<open>d \<le> of_nat n\<close>
also have \<open>of_nat n = infsum (\<lambda>_. 1::'a) F\<close>
by (simp add: \<open>card F = n\<close> \<open>finite F\<close>)
also have \<open>\<dots> \<le> infsum (\<lambda>_. 1::'a) A\<close>
apply (rule infsum_mono_neutral)
using \<open>finite F\<close> \<open>F \<subseteq> A\<close> by auto
finally show ?thesis
by -
qed
then show False
by (meson linordered_field_no_ub not_less)
qed
lemma has_sum_constant_archimedean[simp]:
\<comment> \<open>This probably does not really need all of \<^class>\<open>archimedean_field\<close> but Isabelle/HOL
has no type class such as, e.g., "archimedean ring".\<close>
fixes c :: \<open>'a::{archimedean_field, comm_monoid_add, linorder_topology, topological_semigroup_mult}\<close>
shows \<open>infsum (\<lambda>_. c) A = of_nat (card A) * c\<close>
apply (cases \<open>finite A\<close>)
apply simp
apply (cases \<open>c = 0\<close>)
apply simp
by (simp add: infsum_diverge_constant infsum_not_exists)
lemma has_sum_uminus:
fixes f :: \<open>'a \<Rightarrow> 'b::topological_ab_group_add\<close>
shows \<open>has_sum (\<lambda>x. - f x) A a \<longleftrightarrow> has_sum f A (- a)\<close>
by (auto simp add: sum_negf[abs_def] tendsto_minus_cancel_left has_sum_def)
lemma summable_on_uminus:
fixes f :: \<open>'a \<Rightarrow> 'b::topological_ab_group_add\<close>
shows\<open>(\<lambda>x. - f x) summable_on A \<longleftrightarrow> f summable_on A\<close>
by (metis summable_on_def has_sum_uminus verit_minus_simplify(4))
lemma infsum_uminus:
fixes f :: \<open>'a \<Rightarrow> 'b::{topological_ab_group_add, t2_space}\<close>
shows \<open>infsum (\<lambda>x. - f x) A = - infsum f A\<close>
by (metis (full_types) add.inverse_inverse add.inverse_neutral infsumI infsum_def has_sum_infsum has_sum_uminus)
subsection \<open>Extended reals and nats\<close>
lemma summable_on_ennreal[simp]: \<open>(f::_ \<Rightarrow> ennreal) summable_on S\<close>
apply (rule pos_summable_on_complete) by simp
lemma summable_on_enat[simp]: \<open>(f::_ \<Rightarrow> enat) summable_on S\<close>
apply (rule pos_summable_on_complete) by simp
lemma has_sum_superconst_infinite_ennreal:
fixes f :: \<open>'a \<Rightarrow> ennreal\<close>
assumes geqb: \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes b: \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "has_sum f S \<infinity>"
proof -
have \<open>(sum f \<longlongrightarrow> \<infinity>) (finite_subsets_at_top S)\<close>
proof (rule order_tendstoI[rotated], simp)
fix y :: ennreal assume \<open>y < \<infinity>\<close>
then have \<open>y / b < \<infinity>\<close>
by (metis b ennreal_divide_eq_top_iff gr_implies_not_zero infinity_ennreal_def top.not_eq_extremum)
then obtain F where \<open>finite F\<close> and \<open>F \<subseteq> S\<close> and cardF: \<open>card F > y / b\<close>
using \<open>infinite S\<close>
by (metis ennreal_Ex_less_of_nat infinite_arbitrarily_large infinity_ennreal_def)
moreover have \<open>sum f Y > y\<close> if \<open>finite Y\<close> and \<open>F \<subseteq> Y\<close> and \<open>Y \<subseteq> S\<close> for Y
proof -
have \<open>y < b * card F\<close>
by (metis \<open>y < \<infinity>\<close> b cardF divide_less_ennreal ennreal_mult_eq_top_iff gr_implies_not_zero infinity_ennreal_def mult.commute top.not_eq_extremum)
also have \<open>\<dots> \<le> b * card Y\<close>
by (meson b card_mono less_imp_le mult_left_mono of_nat_le_iff that(1) that(2))
also have \<open>\<dots> = sum (\<lambda>_. b) Y\<close>
by (simp add: mult.commute)
also have \<open>\<dots> \<le> sum f Y\<close>
using geqb by (meson subset_eq sum_mono that(3))
finally show ?thesis
by -
qed
ultimately show \<open>\<forall>\<^sub>F x in finite_subsets_at_top S. y < sum f x\<close>
unfolding eventually_finite_subsets_at_top
by auto
qed
then show ?thesis
by (simp add: has_sum_def)
qed
lemma infsum_superconst_infinite_ennreal:
fixes f :: \<open>'a \<Rightarrow> ennreal\<close>
assumes \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "infsum f S = \<infinity>"
using assms infsumI has_sum_superconst_infinite_ennreal by blast
lemma infsum_superconst_infinite_ereal:
fixes f :: \<open>'a \<Rightarrow> ereal\<close>
assumes geqb: \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes b: \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "infsum f S = \<infinity>"
proof -
obtain b' where b': \<open>e2ennreal b' = b\<close> and \<open>b' > 0\<close>
using b by blast
have *: \<open>infsum (e2ennreal o f) S = \<infinity>\<close>
apply (rule infsum_superconst_infinite_ennreal[where b=b'])
using assms \<open>b' > 0\<close> b' e2ennreal_mono apply auto
by (metis dual_order.strict_iff_order enn2ereal_e2ennreal le_less_linear zero_ennreal_def)
have \<open>infsum f S = infsum (enn2ereal o (e2ennreal o f)) S\<close>
by (smt (verit, best) b comp_apply dual_order.trans enn2ereal_e2ennreal geqb infsum_cong less_imp_le)
also have \<open>\<dots> = enn2ereal \<infinity>\<close>
apply (subst infsum_comm_additive_general)
using * by (auto simp: continuous_at_enn2ereal)
also have \<open>\<dots> = \<infinity>\<close>
by simp
finally show ?thesis
by -
qed
lemma has_sum_superconst_infinite_ereal:
fixes f :: \<open>'a \<Rightarrow> ereal\<close>
assumes \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "has_sum f S \<infinity>"
by (metis Infty_neq_0(1) assms infsum_def has_sum_infsum infsum_superconst_infinite_ereal)
lemma infsum_superconst_infinite_enat:
fixes f :: \<open>'a \<Rightarrow> enat\<close>
assumes geqb: \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes b: \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "infsum f S = \<infinity>"
proof -
have \<open>ennreal_of_enat (infsum f S) = infsum (ennreal_of_enat o f) S\<close>
apply (rule infsum_comm_additive_general[symmetric])
by auto
also have \<open>\<dots> = \<infinity>\<close>
by (metis assms(3) b comp_apply ennreal_of_enat_0 ennreal_of_enat_inj ennreal_of_enat_le_iff geqb infsum_superconst_infinite_ennreal not_gr_zero)
also have \<open>\<dots> = ennreal_of_enat \<infinity>\<close>
by simp
finally show ?thesis
by (rule ennreal_of_enat_inj[THEN iffD1])
qed
lemma has_sum_superconst_infinite_enat:
fixes f :: \<open>'a \<Rightarrow> enat\<close>
assumes \<open>\<And>x. x \<in> S \<Longrightarrow> f x \<ge> b\<close>
assumes \<open>b > 0\<close>
assumes \<open>infinite S\<close>
shows "has_sum f S \<infinity>"
by (metis assms i0_lb has_sum_infsum infsum_superconst_infinite_enat pos_summable_on_complete)
text \<open>This lemma helps to relate a real-valued infsum to a supremum over extended nonnegative reals.\<close>
lemma infsum_nonneg_is_SUPREMUM_ennreal:
fixes f :: "'a \<Rightarrow> real"
assumes summable: "f summable_on A"
and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
shows "ennreal (infsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))"
proof -
have \<open>ennreal (infsum f A) = infsum (ennreal o f) A\<close>
apply (rule infsum_comm_additive_general[symmetric])
apply (subst sum_ennreal[symmetric])
using assms by auto
also have \<open>\<dots> = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ennreal (sum f F)))\<close>
apply (subst pos_infsum_complete, simp)
apply (rule SUP_cong, blast)
apply (subst sum_ennreal[symmetric])
using fnn by auto
finally show ?thesis
by -
qed
text \<open>This lemma helps to related a real-valued infsum to a supremum over extended reals.\<close>
lemma infsum_nonneg_is_SUPREMUM_ereal:
fixes f :: "'a \<Rightarrow> real"
assumes summable: "f summable_on A"
and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
shows "ereal (infsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
proof -
have \<open>ereal (infsum f A) = infsum (ereal o f) A\<close>
apply (rule infsum_comm_additive_general[symmetric])
using assms by auto
also have \<open>\<dots> = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))\<close>
apply (subst pos_infsum_complete)
by (simp_all add: assms)[2]
finally show ?thesis
by -
qed
subsection \<open>Real numbers\<close>
text \<open>Most lemmas in the general property section already apply to real numbers.
A few ones that are specific to reals are given here.\<close>
lemma infsum_nonneg_is_SUPREMUM_real:
fixes f :: "'a \<Rightarrow> real"
assumes summable: "f summable_on A"
and fnn: "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
shows "infsum f A = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (sum f F))"
proof -
have "ereal (infsum f A) = (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (ereal (sum f F)))"
using assms by (rule infsum_nonneg_is_SUPREMUM_ereal)
also have "\<dots> = ereal (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (sum f F))"
proof (subst ereal_SUP)
show "\<bar>SUP a\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum f a)\<bar> \<noteq> \<infinity>"
using calculation by fastforce
show "(SUP F\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum f F)) = (SUP a\<in>{F. finite F \<and> F \<subseteq> A}. ereal (sum f a))"
by simp
qed
finally show ?thesis by simp
qed
lemma has_sum_nonneg_SUPREMUM_real:
fixes f :: "'a \<Rightarrow> real"
assumes "f summable_on A" and "\<And>x. x\<in>A \<Longrightarrow> f x \<ge> 0"
shows "has_sum f A (SUP F\<in>{F. finite F \<and> F \<subseteq> A}. (sum f F))"
by (metis (mono_tags, lifting) assms has_sum_infsum infsum_nonneg_is_SUPREMUM_real)
lemma summable_on_iff_abs_summable_on_real:
fixes f :: \<open>'a \<Rightarrow> real\<close>
shows \<open>f summable_on A \<longleftrightarrow> f abs_summable_on A\<close>
proof (rule iffI)
assume \<open>f summable_on A\<close>
define n A\<^sub>p A\<^sub>n
where \<open>n x = norm (f x)\<close> and \<open>A\<^sub>p = {x\<in>A. f x \<ge> 0}\<close> and \<open>A\<^sub>n = {x\<in>A. f x < 0}\<close> for x
have [simp]: \<open>A\<^sub>p \<union> A\<^sub>n = A\<close> \<open>A\<^sub>p \<inter> A\<^sub>n = {}\<close>
by (auto simp: A\<^sub>p_def A\<^sub>n_def)
from \<open>f summable_on A\<close> have [simp]: \<open>f summable_on A\<^sub>p\<close> \<open>f summable_on A\<^sub>n\<close>
using A\<^sub>p_def A\<^sub>n_def summable_on_subset_banach by fastforce+
then have [simp]: \<open>n summable_on A\<^sub>p\<close>
apply (subst summable_on_cong[where g=f])
by (simp_all add: A\<^sub>p_def n_def)
moreover have [simp]: \<open>n summable_on A\<^sub>n\<close>
apply (subst summable_on_cong[where g=\<open>\<lambda>x. - f x\<close>])
apply (simp add: A\<^sub>n_def n_def[abs_def])
by (simp add: summable_on_uminus)
ultimately have [simp]: \<open>n summable_on (A\<^sub>p \<union> A\<^sub>n)\<close>
apply (rule summable_on_Un_disjoint) by simp
then show \<open>n summable_on A\<close>
by simp
next
show \<open>f abs_summable_on A \<Longrightarrow> f summable_on A\<close>
using abs_summable_summable by blast
qed
subsection \<open>Complex numbers\<close>
lemma has_sum_cnj_iff[simp]:
fixes f :: \<open>'a \<Rightarrow> complex\<close>
shows \<open>has_sum (\<lambda>x. cnj (f x)) M (cnj a) \<longleftrightarrow> has_sum f M a\<close>
by (simp add: has_sum_def lim_cnj del: cnj_sum add: cnj_sum[symmetric, abs_def, of f])
lemma summable_on_cnj_iff[simp]:
"(\<lambda>i. cnj (f i)) summable_on A \<longleftrightarrow> f summable_on A"
by (metis complex_cnj_cnj summable_on_def has_sum_cnj_iff)
lemma infsum_cnj[simp]: \<open>infsum (\<lambda>x. cnj (f x)) M = cnj (infsum f M)\<close>
by (metis complex_cnj_zero infsumI has_sum_cnj_iff infsum_def summable_on_cnj_iff has_sum_infsum)
lemma infsum_Re:
assumes "f summable_on M"
shows "infsum (\<lambda>x. Re (f x)) M = Re (infsum f M)"
apply (rule infsum_comm_additive[where f=Re, unfolded o_def])
using assms by (auto intro!: additive.intro)
lemma has_sum_Re:
assumes "has_sum f M a"
shows "has_sum (\<lambda>x. Re (f x)) M (Re a)"
apply (rule has_sum_comm_additive[where f=Re, unfolded o_def])
using assms by (auto intro!: additive.intro tendsto_Re)
lemma summable_on_Re:
assumes "f summable_on M"
shows "(\<lambda>x. Re (f x)) summable_on M"
apply (rule summable_on_comm_additive[where f=Re, unfolded o_def])
using assms by (auto intro!: additive.intro)
lemma infsum_Im:
assumes "f summable_on M"
shows "infsum (\<lambda>x. Im (f x)) M = Im (infsum f M)"
apply (rule infsum_comm_additive[where f=Im, unfolded o_def])
using assms by (auto intro!: additive.intro)
lemma has_sum_Im:
assumes "has_sum f M a"
shows "has_sum (\<lambda>x. Im (f x)) M (Im a)"
apply (rule has_sum_comm_additive[where f=Im, unfolded o_def])
using assms by (auto intro!: additive.intro tendsto_Im)
lemma summable_on_Im:
assumes "f summable_on M"
shows "(\<lambda>x. Im (f x)) summable_on M"
apply (rule summable_on_comm_additive[where f=Im, unfolded o_def])
using assms by (auto intro!: additive.intro)
lemma infsum_0D_complex:
fixes f :: "'a \<Rightarrow> complex"
assumes "infsum f A \<le> 0"
and abs_sum: "f summable_on A"
and nneg: "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0"
and "x \<in> A"
shows "f x = 0"
proof -
have \<open>Im (f x) = 0\<close>
apply (rule infsum_0D[where A=A])
using assms
by (auto simp add: infsum_Im summable_on_Im less_eq_complex_def)
moreover have \<open>Re (f x) = 0\<close>
apply (rule infsum_0D[where A=A])
using assms by (auto simp add: summable_on_Re infsum_Re less_eq_complex_def)
ultimately show ?thesis
by (simp add: complex_eqI)
qed
lemma has_sum_0D_complex:
fixes f :: "'a \<Rightarrow> complex"
assumes "has_sum f A a" and \<open>a \<le> 0\<close>
and "\<And>x. x \<in> A \<Longrightarrow> f x \<ge> 0" and "x \<in> A"
shows "f x = 0"
by (metis assms infsumI infsum_0D_complex summable_on_def)
text \<open>The lemma @{thm [source] infsum_mono_neutral} above applies to various linear ordered monoids such as the reals but not to the complex numbers.
Thus we have a separate corollary for those:\<close>
lemma infsum_mono_neutral_complex:
fixes f :: "'a \<Rightarrow> complex"
assumes [simp]: "f summable_on A"
and [simp]: "g summable_on B"
assumes \<open>\<And>x. x \<in> A\<inter>B \<Longrightarrow> f x \<le> g x\<close>
assumes \<open>\<And>x. x \<in> A-B \<Longrightarrow> f x \<le> 0\<close>
assumes \<open>\<And>x. x \<in> B-A \<Longrightarrow> g x \<ge> 0\<close>
shows \<open>infsum f A \<le> infsum g B\<close>
proof -
have \<open>infsum (\<lambda>x. Re (f x)) A \<le> infsum (\<lambda>x. Re (g x)) B\<close>
apply (rule infsum_mono_neutral)
using assms(3-5) by (auto simp add: summable_on_Re less_eq_complex_def)
then have Re: \<open>Re (infsum f A) \<le> Re (infsum g B)\<close>
by (metis assms(1-2) infsum_Re)
have \<open>infsum (\<lambda>x. Im (f x)) A = infsum (\<lambda>x. Im (g x)) B\<close>
apply (rule infsum_cong_neutral)
using assms(3-5) by (auto simp add: summable_on_Re less_eq_complex_def)
then have Im: \<open>Im (infsum f A) = Im (infsum g B)\<close>
by (metis assms(1-2) infsum_Im)
from Re Im show ?thesis
by (auto simp: less_eq_complex_def)
qed
lemma infsum_mono_complex:
\<comment> \<open>For \<^typ>\<open>real\<close>, @{thm [source] infsum_mono} can be used.
But \<^typ>\<open>complex\<close> does not have the right typeclass.\<close>
fixes f g :: "'a \<Rightarrow> complex"
assumes f_sum: "f summable_on A" and g_sum: "g summable_on A"
assumes leq: "\<And>x. x \<in> A \<Longrightarrow> f x \<le> g x"
shows "infsum f A \<le> infsum g A"
by (metis DiffE IntD1 f_sum g_sum infsum_mono_neutral_complex leq)
lemma infsum_nonneg_complex:
fixes f :: "'a \<Rightarrow> complex"
assumes "f summable_on M"
and "\<And>x. x \<in> M \<Longrightarrow> 0 \<le> f x"
shows "infsum f M \<ge> 0" (is "?lhs \<ge> _")
by (metis assms(1) assms(2) infsum_0_simp summable_on_0_simp infsum_mono_complex)
lemma infsum_cmod:
assumes "f summable_on M"
and fnn: "\<And>x. x \<in> M \<Longrightarrow> 0 \<le> f x"
shows "infsum (\<lambda>x. cmod (f x)) M = cmod (infsum f M)"
proof -
have \<open>complex_of_real (infsum (\<lambda>x. cmod (f x)) M) = infsum (\<lambda>x. complex_of_real (cmod (f x))) M\<close>
apply (rule infsum_comm_additive[symmetric, unfolded o_def])
apply auto
apply (simp add: additive.intro)
by (smt (verit, best) assms(1) cmod_eq_Re fnn summable_on_Re summable_on_cong less_eq_complex_def zero_complex.simps(1) zero_complex.simps(2))
also have \<open>\<dots> = infsum f M\<close>
apply (rule infsum_cong)
using fnn
using cmod_eq_Re complex_is_Real_iff less_eq_complex_def by force
finally show ?thesis
by (metis abs_of_nonneg infsum_def le_less_trans norm_ge_zero norm_infsum_bound norm_of_real not_le order_refl)
qed
lemma summable_on_iff_abs_summable_on_complex:
fixes f :: \<open>'a \<Rightarrow> complex\<close>
shows \<open>f summable_on A \<longleftrightarrow> f abs_summable_on A\<close>
proof (rule iffI)
assume \<open>f summable_on A\<close>
define i r ni nr n where \<open>i x = Im (f x)\<close> and \<open>r x = Re (f x)\<close>
and \<open>ni x = norm (i x)\<close> and \<open>nr x = norm (r x)\<close> and \<open>n x = norm (f x)\<close> for x
from \<open>f summable_on A\<close> have \<open>i summable_on A\<close>
by (simp add: i_def[abs_def] summable_on_Im)
then have [simp]: \<open>ni summable_on A\<close>
using ni_def[abs_def] summable_on_iff_abs_summable_on_real by force
from \<open>f summable_on A\<close> have \<open>r summable_on A\<close>
by (simp add: r_def[abs_def] summable_on_Re)
then have [simp]: \<open>nr summable_on A\<close>
by (metis nr_def summable_on_cong summable_on_iff_abs_summable_on_real)
have n_sum: \<open>n x \<le> nr x + ni x\<close> for x
by (simp add: n_def nr_def ni_def r_def i_def cmod_le)
have *: \<open>(\<lambda>x. nr x + ni x) summable_on A\<close>
apply (rule summable_on_add) by auto
show \<open>n summable_on A\<close>
apply (rule pos_summable_on)
apply (simp add: n_def)
apply (rule bdd_aboveI[where M=\<open>infsum (\<lambda>x. nr x + ni x) A\<close>])
using * n_sum by (auto simp flip: infsum_finite simp: ni_def[abs_def] nr_def[abs_def] intro!: infsum_mono_neutral)
next
show \<open>f abs_summable_on A \<Longrightarrow> f summable_on A\<close>
using abs_summable_summable by blast
qed
end