diff --git a/src/HOL/Analysis/Infinite_Set_Sum.thy b/src/HOL/Analysis/Infinite_Set_Sum.thy --- a/src/HOL/Analysis/Infinite_Set_Sum.thy +++ b/src/HOL/Analysis/Infinite_Set_Sum.thy @@ -1,1385 +1,1400 @@ (* Title: HOL/Analysis/Infinite_Set_Sum.thy Author: Manuel Eberl, TU München A theory of sums over possible infinite sets. (Only works for absolute summability) *) section \Sums over Infinite Sets\ theory Infinite_Set_Sum imports Set_Integral Infinite_Sum begin +(* + WARNING! This file is considered obsolete and will, in the long run, be replaced with + the more general "Infinite_Sum". +*) + text \Conflicting notation from \<^theory>\HOL-Analysis.Infinite_Sum\\ no_notation Infinite_Sum.abs_summable_on (infixr "abs'_summable'_on" 46) (* TODO Move *) lemma sets_eq_countable: assumes "countable A" "space M = A" "\x. x \ A \ {x} \ sets M" shows "sets M = Pow A" proof (intro equalityI subsetI) fix X assume "X \ Pow A" hence "(\x\X. {x}) \ sets M" by (intro sets.countable_UN' countable_subset[OF _ assms(1)]) (auto intro!: assms(3)) also have "(\x\X. {x}) = X" by auto finally show "X \ sets M" . next fix X assume "X \ sets M" from sets.sets_into_space[OF this] and assms show "X \ Pow A" by simp qed lemma measure_eqI_countable': assumes spaces: "space M = A" "space N = A" assumes sets: "\x. x \ A \ {x} \ sets M" "\x. x \ A \ {x} \ sets N" assumes A: "countable A" assumes eq: "\a. a \ A \ emeasure M {a} = emeasure N {a}" shows "M = N" proof (rule measure_eqI_countable) show "sets M = Pow A" by (intro sets_eq_countable assms) show "sets N = Pow A" by (intro sets_eq_countable assms) qed fact+ lemma count_space_PiM_finite: fixes B :: "'a \ 'b set" assumes "finite A" "\i. countable (B i)" shows "PiM A (\i. count_space (B i)) = count_space (PiE A B)" proof (rule measure_eqI_countable') show "space (PiM A (\i. count_space (B i))) = PiE A B" by (simp add: space_PiM) show "space (count_space (PiE A B)) = PiE A B" by simp next fix f assume f: "f \ PiE A B" hence "PiE A (\x. {f x}) \ sets (Pi\<^sub>M A (\i. count_space (B i)))" by (intro sets_PiM_I_finite assms) auto also from f have "PiE A (\x. {f x}) = {f}" by (intro PiE_singleton) (auto simp: PiE_def) finally show "{f} \ sets (Pi\<^sub>M A (\i. count_space (B i)))" . next interpret product_sigma_finite "(\i. count_space (B i))" by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable assms) thm sigma_finite_measure_count_space fix f assume f: "f \ PiE A B" hence "{f} = PiE A (\x. {f x})" by (intro PiE_singleton [symmetric]) (auto simp: PiE_def) also have "emeasure (Pi\<^sub>M A (\i. count_space (B i))) \ = (\i\A. emeasure (count_space (B i)) {f i})" using f assms by (subst emeasure_PiM) auto also have "\ = (\i\A. 1)" by (intro prod.cong refl, subst emeasure_count_space_finite) (use f in auto) also have "\ = emeasure (count_space (PiE A B)) {f}" using f by (subst emeasure_count_space_finite) auto finally show "emeasure (Pi\<^sub>M A (\i. count_space (B i))) {f} = emeasure (count_space (Pi\<^sub>E A B)) {f}" . qed (simp_all add: countable_PiE assms) definition\<^marker>\tag important\ abs_summable_on :: "('a \ 'b :: {banach, second_countable_topology}) \ 'a set \ bool" (infix "abs'_summable'_on" 50) where "f abs_summable_on A \ integrable (count_space A) f" definition\<^marker>\tag important\ infsetsum :: "('a \ 'b :: {banach, second_countable_topology}) \ 'a set \ 'b" where "infsetsum f A = lebesgue_integral (count_space A) f" syntax (ASCII) "_infsetsum" :: "pttrn \ 'a set \ 'b \ 'b::{banach, second_countable_topology}" ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10) syntax "_infsetsum" :: "pttrn \ 'a set \ 'b \ 'b::{banach, second_countable_topology}" ("(2\\<^sub>a_\_./ _)" [0, 51, 10] 10) translations \ \Beware of argument permutation!\ "\\<^sub>ai\A. b" \ "CONST infsetsum (\i. b) A" syntax (ASCII) "_uinfsetsum" :: "pttrn \ 'a set \ 'b \ 'b::{banach, second_countable_topology}" ("(3INFSETSUM _:_./ _)" [0, 51, 10] 10) syntax "_uinfsetsum" :: "pttrn \ 'b \ 'b::{banach, second_countable_topology}" ("(2\\<^sub>a_./ _)" [0, 10] 10) translations \ \Beware of argument permutation!\ "\\<^sub>ai. b" \ "CONST infsetsum (\i. b) (CONST UNIV)" syntax (ASCII) "_qinfsetsum" :: "pttrn \ bool \ 'a \ 'a::{banach, second_countable_topology}" ("(3INFSETSUM _ |/ _./ _)" [0, 0, 10] 10) syntax "_qinfsetsum" :: "pttrn \ bool \ 'a \ 'a::{banach, second_countable_topology}" ("(2\\<^sub>a_ | (_)./ _)" [0, 0, 10] 10) translations "\\<^sub>ax|P. t" => "CONST infsetsum (\x. t) {x. P}" print_translation \ 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>\_qinfsetsum\$ Syntax_Trans.mark_bound_abs (x, Tx) $P'$ t' end | sum_tr' _ = raise Match; in [(\<^const_syntax>\infsetsum\, K sum_tr')] end \ lemma restrict_count_space_subset: "A \ B \ restrict_space (count_space B) A = count_space A" by (subst restrict_count_space) (simp_all add: Int_absorb2) lemma abs_summable_on_restrict: fixes f :: "'a \ 'b :: {banach, second_countable_topology}" assumes "A \ B" shows "f abs_summable_on A \ (\x. indicator A x *\<^sub>R f x) abs_summable_on B" proof - have "count_space A = restrict_space (count_space B) A" by (rule restrict_count_space_subset [symmetric]) fact+ also have "integrable \ f \ set_integrable (count_space B) A f" by (simp add: integrable_restrict_space set_integrable_def) finally show ?thesis unfolding abs_summable_on_def set_integrable_def . qed lemma abs_summable_on_altdef: "f abs_summable_on A \ set_integrable (count_space UNIV) A f" unfolding abs_summable_on_def set_integrable_def by (metis (no_types) inf_top.right_neutral integrable_restrict_space restrict_count_space sets_UNIV) lemma abs_summable_on_altdef': "A \ B \ f abs_summable_on A \ set_integrable (count_space B) A f" unfolding abs_summable_on_def set_integrable_def by (metis (no_types) Pow_iff abs_summable_on_def inf.orderE integrable_restrict_space restrict_count_space_subset sets_count_space space_count_space) lemma abs_summable_on_norm_iff [simp]: "(\x. norm (f x)) abs_summable_on A \ f abs_summable_on A" by (simp add: abs_summable_on_def integrable_norm_iff) lemma abs_summable_on_normI: "f abs_summable_on A \ (\x. norm (f x)) abs_summable_on A" by simp lemma abs_summable_complex_of_real [simp]: "(\n. complex_of_real (f n)) abs_summable_on A \ f abs_summable_on A" by (simp add: abs_summable_on_def complex_of_real_integrable_eq) lemma abs_summable_on_comparison_test: assumes "g abs_summable_on A" assumes "\x. x \ A \ norm (f x) \ norm (g x)" shows "f abs_summable_on A" using assms Bochner_Integration.integrable_bound[of "count_space A" g f] unfolding abs_summable_on_def by (auto simp: AE_count_space) lemma abs_summable_on_comparison_test': assumes "g abs_summable_on A" assumes "\x. x \ A \ norm (f x) \ g x" shows "f abs_summable_on A" proof (rule abs_summable_on_comparison_test[OF assms(1), of f]) fix x assume "x \ A" with assms(2) have "norm (f x) \ g x" . also have "\ \ norm (g x)" by simp finally show "norm (f x) \ norm (g x)" . qed lemma abs_summable_on_cong [cong]: "(\x. x \ A \ f x = g x) \ A = B \ (f abs_summable_on A) \ (g abs_summable_on B)" unfolding abs_summable_on_def by (intro integrable_cong) auto lemma abs_summable_on_cong_neutral: assumes "\x. x \ A - B \ f x = 0" assumes "\x. x \ B - A \ g x = 0" assumes "\x. x \ A \ B \ f x = g x" shows "f abs_summable_on A \ g abs_summable_on B" unfolding abs_summable_on_altdef set_integrable_def using assms by (intro Bochner_Integration.integrable_cong refl) (auto simp: indicator_def split: if_splits) lemma abs_summable_on_restrict': fixes f :: "'a \ 'b :: {banach, second_countable_topology}" assumes "A \ B" shows "f abs_summable_on A \ (\x. if x \ A then f x else 0) abs_summable_on B" by (subst abs_summable_on_restrict[OF assms]) (intro abs_summable_on_cong, auto) lemma abs_summable_on_nat_iff: "f abs_summable_on (A :: nat set) \ summable (\n. if n \ A then norm (f n) else 0)" proof - have "f abs_summable_on A \ summable (\x. norm (if x \ A then f x else 0))" by (subst abs_summable_on_restrict'[of _ UNIV]) (simp_all add: abs_summable_on_def integrable_count_space_nat_iff) also have "(\x. norm (if x \ A then f x else 0)) = (\x. if x \ A then norm (f x) else 0)" by auto finally show ?thesis . qed lemma abs_summable_on_nat_iff': "f abs_summable_on (UNIV :: nat set) \ summable (\n. norm (f n))" by (subst abs_summable_on_nat_iff) auto lemma nat_abs_summable_on_comparison_test: fixes f :: "nat \ 'a :: {banach, second_countable_topology}" assumes "g abs_summable_on I" assumes "\n. \n\N; n \ I\ \ norm (f n) \ g n" shows "f abs_summable_on I" using assms by (fastforce simp add: abs_summable_on_nat_iff intro: summable_comparison_test') lemma abs_summable_comparison_test_ev: assumes "g abs_summable_on I" assumes "eventually (\x. x \ I \ norm (f x) \ g x) sequentially" shows "f abs_summable_on I" by (metis (no_types, lifting) nat_abs_summable_on_comparison_test eventually_at_top_linorder assms) lemma abs_summable_on_Cauchy: "f abs_summable_on (UNIV :: nat set) \ (\e>0. \N. \m\N. \n. (\x = m.. f abs_summable_on A" unfolding abs_summable_on_def by (rule integrable_count_space) lemma abs_summable_on_empty [simp, intro]: "f abs_summable_on {}" by simp lemma abs_summable_on_subset: assumes "f abs_summable_on B" and "A \ B" shows "f abs_summable_on A" unfolding abs_summable_on_altdef by (rule set_integrable_subset) (insert assms, auto simp: abs_summable_on_altdef) lemma abs_summable_on_union [intro]: assumes "f abs_summable_on A" and "f abs_summable_on B" shows "f abs_summable_on (A \ B)" using assms unfolding abs_summable_on_altdef by (intro set_integrable_Un) auto lemma abs_summable_on_insert_iff [simp]: "f abs_summable_on insert x A \ f abs_summable_on A" proof safe assume "f abs_summable_on insert x A" thus "f abs_summable_on A" by (rule abs_summable_on_subset) auto next assume "f abs_summable_on A" from abs_summable_on_union[OF this, of "{x}"] show "f abs_summable_on insert x A" by simp qed lemma abs_summable_sum: assumes "\x. x \ A \ f x abs_summable_on B" shows "(\y. \x\A. f x y) abs_summable_on B" using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_sum) lemma abs_summable_Re: "f abs_summable_on A \ (\x. Re (f x)) abs_summable_on A" by (simp add: abs_summable_on_def) lemma abs_summable_Im: "f abs_summable_on A \ (\x. Im (f x)) abs_summable_on A" by (simp add: abs_summable_on_def) lemma abs_summable_on_finite_diff: assumes "f abs_summable_on A" "A \ B" "finite (B - A)" shows "f abs_summable_on B" proof - have "f abs_summable_on (A \ (B - A))" by (intro abs_summable_on_union assms abs_summable_on_finite) also from assms have "A \ (B - A) = B" by blast finally show ?thesis . qed lemma abs_summable_on_reindex_bij_betw: assumes "bij_betw g A B" shows "(\x. f (g x)) abs_summable_on A \ f abs_summable_on B" proof - have *: "count_space B = distr (count_space A) (count_space B) g" by (rule distr_bij_count_space [symmetric]) fact show ?thesis unfolding abs_summable_on_def by (subst *, subst integrable_distr_eq[of _ _ "count_space B"]) (insert assms, auto simp: bij_betw_def) qed lemma abs_summable_on_reindex: assumes "(\x. f (g x)) abs_summable_on A" shows "f abs_summable_on (g  A)" proof - define g' where "g' = inv_into A g" from assms have "(\x. f (g x)) abs_summable_on (g'  g  A)" by (rule abs_summable_on_subset) (auto simp: g'_def inv_into_into) also have "?this \ (\x. f (g (g' x))) abs_summable_on (g  A)" unfolding g'_def by (intro abs_summable_on_reindex_bij_betw [symmetric] inj_on_imp_bij_betw inj_on_inv_into) auto also have "\ \ f abs_summable_on (g  A)" by (intro abs_summable_on_cong refl) (auto simp: g'_def f_inv_into_f) finally show ?thesis . qed lemma abs_summable_on_reindex_iff: "inj_on g A \ (\x. f (g x)) abs_summable_on A \ f abs_summable_on (g  A)" by (intro abs_summable_on_reindex_bij_betw inj_on_imp_bij_betw) lemma abs_summable_on_Sigma_project2: fixes A :: "'a set" and B :: "'a \ 'b set" assumes "f abs_summable_on (Sigma A B)" "x \ A" shows "(\y. f (x, y)) abs_summable_on (B x)" proof - from assms(2) have "f abs_summable_on (Sigma {x} B)" by (intro abs_summable_on_subset [OF assms(1)]) auto also have "?this \ (\z. f (x, snd z)) abs_summable_on (Sigma {x} B)" by (rule abs_summable_on_cong) auto finally have "(\y. f (x, y)) abs_summable_on (snd  Sigma {x} B)" by (rule abs_summable_on_reindex) also have "snd  Sigma {x} B = B x" using assms by (auto simp: image_iff) finally show ?thesis . qed lemma abs_summable_on_Times_swap: "f abs_summable_on A \ B \ ($$x,y). f (y,x)) abs_summable_on B \ A" proof - have bij: "bij_betw (\(x,y). (y,x)) (B \ A) (A \ B)" by (auto simp: bij_betw_def inj_on_def) show ?thesis by (subst abs_summable_on_reindex_bij_betw[OF bij, of f, symmetric]) (simp_all add: case_prod_unfold) qed lemma abs_summable_on_0 [simp, intro]: "(\_. 0) abs_summable_on A" by (simp add: abs_summable_on_def) lemma abs_summable_on_uminus [intro]: "f abs_summable_on A \ (\x. -f x) abs_summable_on A" unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_minus) lemma abs_summable_on_add [intro]: assumes "f abs_summable_on A" and "g abs_summable_on A" shows "(\x. f x + g x) abs_summable_on A" using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_add) lemma abs_summable_on_diff [intro]: assumes "f abs_summable_on A" and "g abs_summable_on A" shows "(\x. f x - g x) abs_summable_on A" using assms unfolding abs_summable_on_def by (rule Bochner_Integration.integrable_diff) lemma abs_summable_on_scaleR_left [intro]: assumes "c \ 0 \ f abs_summable_on A" shows "(\x. f x *\<^sub>R c) abs_summable_on A" using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_left) lemma abs_summable_on_scaleR_right [intro]: assumes "c \ 0 \ f abs_summable_on A" shows "(\x. c *\<^sub>R f x) abs_summable_on A" using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_scaleR_right) lemma abs_summable_on_cmult_right [intro]: fixes f :: "'a \ 'b :: {banach, real_normed_algebra, second_countable_topology}" assumes "c \ 0 \ f abs_summable_on A" shows "(\x. c * f x) abs_summable_on A" using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_right) lemma abs_summable_on_cmult_left [intro]: fixes f :: "'a \ 'b :: {banach, real_normed_algebra, second_countable_topology}" assumes "c \ 0 \ f abs_summable_on A" shows "(\x. f x * c) abs_summable_on A" using assms unfolding abs_summable_on_def by (intro Bochner_Integration.integrable_mult_left) lemma abs_summable_on_prod_PiE: fixes f :: "'a \ 'b \ 'c :: {real_normed_field,banach,second_countable_topology}" assumes finite: "finite A" and countable: "\x. x \ A \ countable (B x)" assumes summable: "\x. x \ A \ f x abs_summable_on B x" shows "(\g. \x\A. f x (g x)) abs_summable_on PiE A B" proof - define B' where "B' = (\x. if x \ A then B x else {})" from assms have [simp]: "countable (B' x)" for x by (auto simp: B'_def) then interpret product_sigma_finite "count_space \ B'" unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) from assms have "integrable (PiM A (count_space \ B')) (\g. \x\A. f x (g x))" by (intro product_integrable_prod) (auto simp: abs_summable_on_def B'_def) also have "PiM A (count_space \ B') = count_space (PiE A B')" unfolding o_def using finite by (intro count_space_PiM_finite) simp_all also have "PiE A B' = PiE A B" by (intro PiE_cong) (simp_all add: B'_def) finally show ?thesis by (simp add: abs_summable_on_def) qed lemma not_summable_infsetsum_eq: "\f abs_summable_on A \ infsetsum f A = 0" by (simp add: abs_summable_on_def infsetsum_def not_integrable_integral_eq) lemma infsetsum_altdef: "infsetsum f A = set_lebesgue_integral (count_space UNIV) A f" unfolding set_lebesgue_integral_def by (subst integral_restrict_space [symmetric]) (auto simp: restrict_count_space_subset infsetsum_def) lemma infsetsum_altdef': "A \ B \ infsetsum f A = set_lebesgue_integral (count_space B) A f" unfolding set_lebesgue_integral_def by (subst integral_restrict_space [symmetric]) (auto simp: restrict_count_space_subset infsetsum_def) lemma nn_integral_conv_infsetsum: assumes "f abs_summable_on A" "\x. x \ A \ f x \ 0" shows "nn_integral (count_space A) f = ennreal (infsetsum f A)" using assms unfolding infsetsum_def abs_summable_on_def by (subst nn_integral_eq_integral) auto lemma infsetsum_conv_nn_integral: assumes "nn_integral (count_space A) f \ \" "\x. x \ A \ f x \ 0" shows "infsetsum f A = enn2real (nn_integral (count_space A) f)" unfolding infsetsum_def using assms by (subst integral_eq_nn_integral) auto lemma infsetsum_cong [cong]: "(\x. x \ A \ f x = g x) \ A = B \ infsetsum f A = infsetsum g B" unfolding infsetsum_def by (intro Bochner_Integration.integral_cong) auto lemma infsetsum_0 [simp]: "infsetsum (\_. 0) A = 0" by (simp add: infsetsum_def) lemma infsetsum_all_0: "(\x. x \ A \ f x = 0) \ infsetsum f A = 0" by simp lemma infsetsum_nonneg: "(\x. x \ A \ f x \ (0::real)) \ infsetsum f A \ 0" unfolding infsetsum_def by (rule Bochner_Integration.integral_nonneg) auto lemma sum_infsetsum: assumes "\x. x \ A \ f x abs_summable_on B" shows "(\x\A. \\<^sub>ay\B. f x y) = (\\<^sub>ay\B. \x\A. f x y)" using assms by (simp add: infsetsum_def abs_summable_on_def Bochner_Integration.integral_sum) lemma Re_infsetsum: "f abs_summable_on A \ Re (infsetsum f A) = (\\<^sub>ax\A. Re (f x))" by (simp add: infsetsum_def abs_summable_on_def) lemma Im_infsetsum: "f abs_summable_on A \ Im (infsetsum f A) = (\\<^sub>ax\A. Im (f x))" by (simp add: infsetsum_def abs_summable_on_def) lemma infsetsum_of_real: shows "infsetsum (\x. of_real (f x) :: 'a :: {real_normed_algebra_1,banach,second_countable_topology,real_inner}) A = of_real (infsetsum f A)" unfolding infsetsum_def by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_inner_left[of 1]]) auto lemma infsetsum_finite [simp]: "finite A \ infsetsum f A = (\x\A. f x)" by (simp add: infsetsum_def lebesgue_integral_count_space_finite) lemma infsetsum_nat: assumes "f abs_summable_on A" shows "infsetsum f A = (\n. if n \ A then f n else 0)" proof - from assms have "infsetsum f A = (\n. indicator A n *\<^sub>R f n)" unfolding infsetsum_altdef abs_summable_on_altdef set_lebesgue_integral_def set_integrable_def by (subst integral_count_space_nat) auto also have "(\n. indicator A n *\<^sub>R f n) = (\n. if n \ A then f n else 0)" by auto finally show ?thesis . qed lemma infsetsum_nat': assumes "f abs_summable_on UNIV" shows "infsetsum f UNIV = (\n. f n)" using assms by (subst infsetsum_nat) auto lemma sums_infsetsum_nat: assumes "f abs_summable_on A" shows "(\n. if n \ A then f n else 0) sums infsetsum f A" proof - from assms have "summable (\n. if n \ A then norm (f n) else 0)" by (simp add: abs_summable_on_nat_iff) also have "(\n. if n \ A then norm (f n) else 0) = (\n. norm (if n \ A then f n else 0))" by auto finally have "summable (\n. if n \ A then f n else 0)" by (rule summable_norm_cancel) with assms show ?thesis by (auto simp: sums_iff infsetsum_nat) qed lemma sums_infsetsum_nat': assumes "f abs_summable_on UNIV" shows "f sums infsetsum f UNIV" using sums_infsetsum_nat [OF assms] by simp lemma infsetsum_Un_disjoint: assumes "f abs_summable_on A" "f abs_summable_on B" "A \ B = {}" shows "infsetsum f (A \ B) = infsetsum f A + infsetsum f B" using assms unfolding infsetsum_altdef abs_summable_on_altdef by (subst set_integral_Un) auto lemma infsetsum_Diff: assumes "f abs_summable_on B" "A \ B" shows "infsetsum f (B - A) = infsetsum f B - infsetsum f A" proof - have "infsetsum f ((B - A) \ A) = infsetsum f (B - A) + infsetsum f A" using assms(2) by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms(1)]) auto also from assms(2) have "(B - A) \ A = B" by auto ultimately show ?thesis by (simp add: algebra_simps) qed lemma infsetsum_Un_Int: assumes "f abs_summable_on (A \ B)" shows "infsetsum f (A \ B) = infsetsum f A + infsetsum f B - infsetsum f (A \ B)" proof - have "A \ B = A \ (B - A \ B)" by auto also have "infsetsum f \ = infsetsum f A + infsetsum f (B - A \ B)" by (intro infsetsum_Un_disjoint abs_summable_on_subset[OF assms]) auto also have "infsetsum f (B - A \ B) = infsetsum f B - infsetsum f (A \ B)" by (intro infsetsum_Diff abs_summable_on_subset[OF assms]) auto finally show ?thesis by (simp add: algebra_simps) qed lemma infsetsum_reindex_bij_betw: assumes "bij_betw g A B" shows "infsetsum (\x. f (g x)) A = infsetsum f B" proof - have *: "count_space B = distr (count_space A) (count_space B) g" by (rule distr_bij_count_space [symmetric]) fact show ?thesis unfolding infsetsum_def by (subst *, subst integral_distr[of _ _ "count_space B"]) (insert assms, auto simp: bij_betw_def) qed theorem infsetsum_reindex: assumes "inj_on g A" shows "infsetsum f (g  A) = infsetsum (\x. f (g x)) A" by (intro infsetsum_reindex_bij_betw [symmetric] inj_on_imp_bij_betw assms) lemma infsetsum_cong_neutral: assumes "\x. x \ A - B \ f x = 0" assumes "\x. x \ B - A \ g x = 0" assumes "\x. x \ A \ B \ f x = g x" shows "infsetsum f A = infsetsum g B" unfolding infsetsum_altdef set_lebesgue_integral_def using assms by (intro Bochner_Integration.integral_cong refl) (auto simp: indicator_def split: if_splits) lemma infsetsum_mono_neutral: fixes f g :: "'a \ real" assumes "f abs_summable_on A" and "g abs_summable_on B" assumes "\x. x \ A \ f x \ g x" assumes "\x. x \ A - B \ f x \ 0" assumes "\x. x \ B - A \ g x \ 0" shows "infsetsum f A \ infsetsum g B" using assms unfolding infsetsum_altdef set_lebesgue_integral_def abs_summable_on_altdef set_integrable_def by (intro Bochner_Integration.integral_mono) (auto simp: indicator_def) lemma infsetsum_mono_neutral_left: fixes f g :: "'a \ real" assumes "f abs_summable_on A" and "g abs_summable_on B" assumes "\x. x \ A \ f x \ g x" assumes "A \ B" assumes "\x. x \ B - A \ g x \ 0" shows "infsetsum f A \ infsetsum g B" using \A \ B\ by (intro infsetsum_mono_neutral assms) auto lemma infsetsum_mono_neutral_right: fixes f g :: "'a \ real" assumes "f abs_summable_on A" and "g abs_summable_on B" assumes "\x. x \ A \ f x \ g x" assumes "B \ A" assumes "\x. x \ A - B \ f x \ 0" shows "infsetsum f A \ infsetsum g B" using \B \ A\ by (intro infsetsum_mono_neutral assms) auto lemma infsetsum_mono: fixes f g :: "'a \ real" assumes "f abs_summable_on A" and "g abs_summable_on A" assumes "\x. x \ A \ f x \ g x" shows "infsetsum f A \ infsetsum g A" by (intro infsetsum_mono_neutral assms) auto lemma norm_infsetsum_bound: "norm (infsetsum f A) \ infsetsum (\x. norm (f x)) A" unfolding abs_summable_on_def infsetsum_def by (rule Bochner_Integration.integral_norm_bound) theorem infsetsum_Sigma: fixes A :: "'a set" and B :: "'a \ 'b set" assumes [simp]: "countable A" and "\i. countable (B i)" assumes summable: "f abs_summable_on (Sigma A B)" shows "infsetsum f (Sigma A B) = infsetsum (\x. infsetsum (\y. f (x, y)) (B x)) A" proof - define B' where "B' = (\i\A. B i)" have [simp]: "countable B'" unfolding B'_def by (intro countable_UN assms) interpret pair_sigma_finite "count_space A" "count_space B'" by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ have "integrable (count_space (A \ B')) (\z. indicator (Sigma A B) z *\<^sub>R f z)" using summable by (metis (mono_tags, lifting) abs_summable_on_altdef abs_summable_on_def integrable_cong integrable_mult_indicator set_integrable_def sets_UNIV) also have "?this \ integrable (count_space A \\<^sub>M count_space B') (\(x, y). indicator (B x) y *\<^sub>R f (x, y))" by (intro Bochner_Integration.integrable_cong) (auto simp: pair_measure_countable indicator_def split: if_splits) finally have integrable: \ . have "infsetsum (\x. infsetsum (\y. f (x, y)) (B x)) A = (\x. infsetsum (\y. f (x, y)) (B x) \count_space A)" unfolding infsetsum_def by simp also have "\ = (\x. \y. indicator (B x) y *\<^sub>R f (x, y) \count_space B' \count_space A)" proof (rule Bochner_Integration.integral_cong [OF refl]) show "\x. x \ space (count_space A) \ (\\<^sub>ay\B x. f (x, y)) = LINT y|count_space B'. indicat_real (B x) y *\<^sub>R f (x, y)" using infsetsum_altdef'[of _ B'] unfolding set_lebesgue_integral_def B'_def by auto qed also have "\ = (\(x,y). indicator (B x) y *\<^sub>R f (x, y) \(count_space A \\<^sub>M count_space B'))" by (subst integral_fst [OF integrable]) auto also have "\ = (\z. indicator (Sigma A B) z *\<^sub>R f z \count_space (A \ B'))" by (intro Bochner_Integration.integral_cong) (auto simp: pair_measure_countable indicator_def split: if_splits) also have "\ = infsetsum f (Sigma A B)" unfolding set_lebesgue_integral_def [symmetric] by (rule infsetsum_altdef' [symmetric]) (auto simp: B'_def) finally show ?thesis .. qed lemma infsetsum_Sigma': fixes A :: "'a set" and B :: "'a \ 'b set" assumes [simp]: "countable A" and "\i. countable (B i)" assumes summable: "(\(x,y). f x y) abs_summable_on (Sigma A B)" shows "infsetsum (\x. infsetsum (\y. f x y) (B x)) A = infsetsum (\(x,y). f x y) (Sigma A B)" using assms by (subst infsetsum_Sigma) auto lemma infsetsum_Times: fixes A :: "'a set" and B :: "'b set" assumes [simp]: "countable A" and "countable B" assumes summable: "f abs_summable_on (A \ B)" shows "infsetsum f (A \ B) = infsetsum (\x. infsetsum (\y. f (x, y)) B) A" using assms by (subst infsetsum_Sigma) auto lemma infsetsum_Times': fixes A :: "'a set" and B :: "'b set" fixes f :: "'a \ 'b \ 'c :: {banach, second_countable_topology}" assumes [simp]: "countable A" and [simp]: "countable B" assumes summable: "(\(x,y). f x y) abs_summable_on (A \ B)" shows "infsetsum (\x. infsetsum (\y. f x y) B) A = infsetsum (\(x,y). f x y) (A \ B)" using assms by (subst infsetsum_Times) auto lemma infsetsum_swap: fixes A :: "'a set" and B :: "'b set" fixes f :: "'a \ 'b \ 'c :: {banach, second_countable_topology}" assumes [simp]: "countable A" and [simp]: "countable B" assumes summable: "(\(x,y). f x y) abs_summable_on A \ B" shows "infsetsum (\x. infsetsum (\y. f x y) B) A = infsetsum (\y. infsetsum (\x. f x y) A) B" proof - from summable have summable': "(\(x,y). f y x) abs_summable_on B \ A" by (subst abs_summable_on_Times_swap) auto have bij: "bij_betw (\(x, y). (y, x)) (B \ A) (A \ B)" by (auto simp: bij_betw_def inj_on_def) have "infsetsum (\x. infsetsum (\y. f x y) B) A = infsetsum (\(x,y). f x y) (A \ B)" using summable by (subst infsetsum_Times) auto also have "\ = infsetsum (\(x,y). f y x) (B \ A)" by (subst infsetsum_reindex_bij_betw[OF bij, of "\(x,y). f x y", symmetric]) (simp_all add: case_prod_unfold) also have "\ = infsetsum (\y. infsetsum (\x. f x y) A) B" using summable' by (subst infsetsum_Times) auto finally show ?thesis . qed theorem abs_summable_on_Sigma_iff: assumes [simp]: "countable A" and "\x. x \ A \ countable (B x)" shows "f abs_summable_on Sigma A B \ (\x\A. (\y. f (x, y)) abs_summable_on B x) \ ((\x. infsetsum (\y. norm (f (x, y))) (B x)) abs_summable_on A)" proof safe define B' where "B' = (\x\A. B x)" have [simp]: "countable B'" unfolding B'_def using assms by auto interpret pair_sigma_finite "count_space A" "count_space B'" by (intro pair_sigma_finite.intro sigma_finite_measure_count_space_countable) fact+ { assume *: "f abs_summable_on Sigma A B" thus "(\y. f (x, y)) abs_summable_on B x" if "x \ A" for x using that by (rule abs_summable_on_Sigma_project2) have "set_integrable (count_space (A \ B')) (Sigma A B) (\z. norm (f z))" using abs_summable_on_normI[OF *] by (subst abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) also have "count_space (A \ B') = count_space A \\<^sub>M count_space B'" by (simp add: pair_measure_countable) finally have "integrable (count_space A) (\x. lebesgue_integral (count_space B') (\y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y))))" unfolding set_integrable_def by (rule integrable_fst') also have "?this \ integrable (count_space A) (\x. lebesgue_integral (count_space B') (\y. indicator (B x) y *\<^sub>R norm (f (x, y))))" by (intro integrable_cong refl) (simp_all add: indicator_def) also have "\ \ integrable (count_space A) (\x. infsetsum (\y. norm (f (x, y))) (B x))" unfolding set_lebesgue_integral_def [symmetric] by (intro integrable_cong refl infsetsum_altdef' [symmetric]) (auto simp: B'_def) also have "\ \ (\x. infsetsum (\y. norm (f (x, y))) (B x)) abs_summable_on A" by (simp add: abs_summable_on_def) finally show \ . } { assume *: "\x\A. (\y. f (x, y)) abs_summable_on B x" assume "(\x. \\<^sub>ay\B x. norm (f (x, y))) abs_summable_on A" also have "?this \ (\x. \y\B x. norm (f (x, y)) \count_space B') abs_summable_on A" by (intro abs_summable_on_cong refl infsetsum_altdef') (auto simp: B'_def) also have "\ \ (\x. \y. indicator (Sigma A B) (x, y) *\<^sub>R norm (f (x, y)) \count_space B') abs_summable_on A" (is "_ \ ?h abs_summable_on _") unfolding set_lebesgue_integral_def by (intro abs_summable_on_cong) (auto simp: indicator_def) also have "\ \ integrable (count_space A) ?h" by (simp add: abs_summable_on_def) finally have **: \ . have "integrable (count_space A \\<^sub>M count_space B') (\z. indicator (Sigma A B) z *\<^sub>R f z)" proof (rule Fubini_integrable, goal_cases) case 3 { fix x assume x: "x \ A" with * have "(\y. f (x, y)) abs_summable_on B x" by blast also have "?this \ integrable (count_space B') (\y. indicator (B x) y *\<^sub>R f (x, y))" unfolding set_integrable_def [symmetric] using x by (intro abs_summable_on_altdef') (auto simp: B'_def) also have "(\y. indicator (B x) y *\<^sub>R f (x, y)) = (\y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" using x by (auto simp: indicator_def) finally have "integrable (count_space B') (\y. indicator (Sigma A B) (x, y) *\<^sub>R f (x, y))" . } thus ?case by (auto simp: AE_count_space) qed (insert **, auto simp: pair_measure_countable) moreover have "count_space A \\<^sub>M count_space B' = count_space (A \ B')" by (simp add: pair_measure_countable) moreover have "set_integrable (count_space (A \ B')) (Sigma A B) f \ f abs_summable_on Sigma A B" by (rule abs_summable_on_altdef' [symmetric]) (auto simp: B'_def) ultimately show "f abs_summable_on Sigma A B" by (simp add: set_integrable_def) } qed lemma abs_summable_on_Sigma_project1: assumes "(\(x,y). f x y) abs_summable_on Sigma A B" assumes [simp]: "countable A" and "\x. x \ A \ countable (B x)" shows "(\x. infsetsum (\y. norm (f x y)) (B x)) abs_summable_on A" using assms by (subst (asm) abs_summable_on_Sigma_iff) auto lemma abs_summable_on_Sigma_project1': assumes "(\(x,y). f x y) abs_summable_on Sigma A B" assumes [simp]: "countable A" and "\x. x \ A \ countable (B x)" shows "(\x. infsetsum (\y. f x y) (B x)) abs_summable_on A" by (intro abs_summable_on_comparison_test' [OF abs_summable_on_Sigma_project1[OF assms]] norm_infsetsum_bound) theorem infsetsum_prod_PiE: fixes f :: "'a \ 'b \ 'c :: {real_normed_field,banach,second_countable_topology}" assumes finite: "finite A" and countable: "\x. x \ A \ countable (B x)" assumes summable: "\x. x \ A \ f x abs_summable_on B x" shows "infsetsum (\g. \x\A. f x (g x)) (PiE A B) = (\x\A. infsetsum (f x) (B x))" proof - define B' where "B' = (\x. if x \ A then B x else {})" from assms have [simp]: "countable (B' x)" for x by (auto simp: B'_def) then interpret product_sigma_finite "count_space \ B'" unfolding o_def by (intro product_sigma_finite.intro sigma_finite_measure_count_space_countable) have "infsetsum (\g. \x\A. f x (g x)) (PiE A B) = (\g. (\x\A. f x (g x)) \count_space (PiE A B))" by (simp add: infsetsum_def) also have "PiE A B = PiE A B'" by (intro PiE_cong) (simp_all add: B'_def) hence "count_space (PiE A B) = count_space (PiE A B')" by simp also have "\ = PiM A (count_space \ B')" unfolding o_def using finite by (intro count_space_PiM_finite [symmetric]) simp_all also have "(\g. (\x\A. f x (g x)) \$$ = (\x\A. infsetsum (f x) (B' x))" by (subst product_integral_prod) (insert summable finite, simp_all add: infsetsum_def B'_def abs_summable_on_def) also have "\ = (\x\A. infsetsum (f x) (B x))" by (intro prod.cong refl) (simp_all add: B'_def) finally show ?thesis . qed lemma infsetsum_uminus: "infsetsum (\x. -f x) A = -infsetsum f A" unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_minus) lemma infsetsum_add: assumes "f abs_summable_on A" and "g abs_summable_on A" shows "infsetsum (\x. f x + g x) A = infsetsum f A + infsetsum g A" using assms unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_add) lemma infsetsum_diff: assumes "f abs_summable_on A" and "g abs_summable_on A" shows "infsetsum (\x. f x - g x) A = infsetsum f A - infsetsum g A" using assms unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_diff) lemma infsetsum_scaleR_left: assumes "c \ 0 \ f abs_summable_on A" shows "infsetsum (\x. f x *\<^sub>R c) A = infsetsum f A *\<^sub>R c" using assms unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_scaleR_left) lemma infsetsum_scaleR_right: "infsetsum (\x. c *\<^sub>R f x) A = c *\<^sub>R infsetsum f A" unfolding infsetsum_def abs_summable_on_def by (subst Bochner_Integration.integral_scaleR_right) auto lemma infsetsum_cmult_left: fixes f :: "'a \ 'b :: {banach, real_normed_algebra, second_countable_topology}" assumes "c \ 0 \ f abs_summable_on A" shows "infsetsum (\x. f x * c) A = infsetsum f A * c" using assms unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_mult_left) lemma infsetsum_cmult_right: fixes f :: "'a \ 'b :: {banach, real_normed_algebra, second_countable_topology}" assumes "c \ 0 \ f abs_summable_on A" shows "infsetsum (\x. c * f x) A = c * infsetsum f A" using assms unfolding infsetsum_def abs_summable_on_def by (rule Bochner_Integration.integral_mult_right) lemma infsetsum_cdiv: fixes f :: "'a \ 'b :: {banach, real_normed_field, second_countable_topology}" assumes "c \ 0 \ f abs_summable_on A" shows "infsetsum (\x. f x / c) A = infsetsum f A / c" using assms unfolding infsetsum_def abs_summable_on_def by auto (* TODO Generalise with bounded_linear *) lemma fixes f :: "'a \ 'c :: {banach, real_normed_field, second_countable_topology}" assumes [simp]: "countable A" and [simp]: "countable B" assumes "f abs_summable_on A" and "g abs_summable_on B" shows abs_summable_on_product: "($$x,y). f x * g y) abs_summable_on A \ B" and infsetsum_product: "infsetsum (\(x,y). f x * g y) (A \ B) = infsetsum f A * infsetsum g B" proof - from assms show "(\(x,y). f x * g y) abs_summable_on A \ B" by (subst abs_summable_on_Sigma_iff) (auto intro!: abs_summable_on_cmult_right simp: norm_mult infsetsum_cmult_right) with assms show "infsetsum (\(x,y). f x * g y) (A \ B) = infsetsum f A * infsetsum g B" by (subst infsetsum_Sigma) (auto simp: infsetsum_cmult_left infsetsum_cmult_right) qed lemma abs_summable_finite_sumsI: assumes "\F. finite F \ F\S \ sum (\x. norm (f x)) F \ B" shows "f abs_summable_on S" proof - have main: "f abs_summable_on S \ infsetsum (\x. norm (f x)) S \ B" if \B \ 0\ and \S \ {}\ proof - define M normf where "M = count_space S" and "normf x = ennreal (norm (f x))" for x have "sum normf F \ ennreal B" if "finite F" and "F \ S" and "\F. finite F \ F \ S \ (\i\F. ennreal (norm (f i))) \ ennreal B" and "ennreal 0 \ ennreal B" for F using that unfolding normf_def[symmetric] by simp hence normf_B: "finite F \ F\S \ sum normf F \ ennreal B" for F using assms[THEN ennreal_leI] by auto have "integral\<^sup>S M g \ B" if "simple_function M g" and "g \ normf" for g proof - define gS where "gS = g  S" have "finite gS" using that unfolding gS_def M_def simple_function_count_space by simp have "gS \ {}" unfolding gS_def using \S \ {}\ by auto define part where "part r = g - {r} \ S" for r have r_finite: "r < \" if "r : gS" for r using \g \ normf\ that unfolding gS_def le_fun_def normf_def apply auto using ennreal_less_top neq_top_trans top.not_eq_extremum by blast define B' where "B' r = (SUP F\{F. finite F \ F\part r}. sum normf F)" for r have B'fin: "B' r < \" for r proof - have "B' r \ (SUP F\{F. finite F \ F\part r}. sum normf F)" unfolding B'_def by (metis (mono_tags, lifting) SUP_least SUP_upper) also have "\ \ B" using normf_B unfolding part_def by (metis (no_types, lifting) Int_subset_iff SUP_least mem_Collect_eq) also have "\ < \" by simp finally show ?thesis by simp qed have sumB': "sum B' gS \ ennreal B + \" if "\>0" for \ proof - define N \N where "N = card gS" and "\N = \ / N" have "N > 0" unfolding N_def using \gS\{}\ \finite gS\ by (simp add: card_gt_0_iff) from \N_def that have "\N > 0" by (simp add: ennreal_of_nat_eq_real_of_nat ennreal_zero_less_divide) have c1: "\y. B' r \ sum normf y + \N \ finite y \ y \ part r" if "B' r = 0" for r using that by auto have c2: "\y. B' r \ sum normf y + \N \ finite y \ y \ part r" if "B' r \ 0" for r proof- have "B' r - \N < B' r" using B'fin \0 < \N\ ennreal_between that by fastforce have "B' r - \N < Sup (sum normf  {F. finite F \ F \ part r}) \ \F. B' r - \N \ sum normf F \ finite F \ F \ part r" by (metis (no_types, lifting) leD le_cases less_SUP_iff mem_Collect_eq) hence "B' r - \N < B' r \ \F. B' r - \N \ sum normf F \ finite F \ F \ part r" by (subst (asm) (2) B'_def) then obtain F where "B' r - \N \ sum normf F" and "finite F" and "F \ part r" using \B' r - \N < B' r\ by auto thus "\F. B' r \ sum normf F + \N \ finite F \ F \ part r" by (metis add.commute ennreal_minus_le_iff) qed have "\x. \y. B' x \ sum normf y + \N \ finite y \ y \ part x" using c1 c2 by blast hence "\F. \x. B' x \ sum normf (F x) + \N \ finite (F x) \ F x \ part x" by metis then obtain F where F: "sum normf (F r) + \N \ B' r" and Ffin: "finite (F r)" and Fpartr: "F r \ part r" for r using atomize_elim by auto have w1: "finite gS" by (simp add: \finite gS$$ have w2: "\i\gS. finite (F i)" by (simp add: Ffin) have False if "\r. F r \ g - {r} \ F r \ S" and "i \ gS" and "j \ gS" and "i \ j" and "x \ F i" and "x \ F j" for i j x by (metis subsetD that(1) that(4) that(5) that(6) vimage_singleton_eq) hence w3: "\i\gS. \j\gS. i \ j \ F i \ F j = {}" using Fpartr[unfolded part_def] by auto have w4: "sum normf (\ (F  gS)) + \ = sum normf (\ (F  gS)) + \" by simp have "sum B' gS \ (\r\gS. sum normf (F r) + \N)" using F by (simp add: sum_mono) also have "\ = (\r\gS. sum normf (F r)) + (\r\gS. \N)" by (simp add: sum.distrib) also have "\ = (\r\gS. sum normf (F r)) + (card gS * \N)" by auto also have "\ = (\r\gS. sum normf (F r)) + \" unfolding \N_def N_def[symmetric] using \N>0\ by (simp add: ennreal_times_divide mult.commute mult_divide_eq_ennreal) also have "\ = sum normf (\ (F  gS)) + \" using w1 w2 w3 w4 by (subst sum.UNION_disjoint[symmetric]) also have "\ \ B + \" using \finite gS\ normf_B add_right_mono Ffin Fpartr unfolding part_def by (simp add: \gS \ {}\ cSUP_least) finally show ?thesis by auto qed hence sumB': "sum B' gS \ B" using ennreal_le_epsilon ennreal_less_zero_iff by blast have "\r. \y. r \ gS \ B' r = ennreal y" using B'fin less_top_ennreal by auto hence "\B''. \r. r \ gS \ B' r = ennreal (B'' r)" by (rule_tac choice) then obtain B'' where B'': "B' r = ennreal (B'' r)" if "r \ gS" for r by atomize_elim have cases[case_names zero finite infinite]: "P" if "r=0 \ P" and "finite (part r) \ P" and "infinite (part r) \ r\0 \ P" for P r using that by metis have emeasure_B': "r * emeasure M (part r) \ B' r" if "r : gS" for r proof (cases rule:cases[of r]) case zero thus ?thesis by simp next case finite have s1: "sum g F \ sum normf F" if "F \ {F. finite F \ F \ part r}" for F using \g \ normf\ by (simp add: le_fun_def sum_mono) have "r * of_nat (card (part r)) = r * (\x\part r. 1)" by simp also have "\ = (\x\part r. r)" using mult.commute by auto also have "\ = (\x\part r. g x)" unfolding part_def by auto also have "\ \ (SUP F\{F. finite F \ F\part r}. sum g F)" using finite by (simp add: Sup_upper) also have "\ \ B' r" unfolding B'_def using s1 SUP_subset_mono by blast finally have "r * of_nat (card (part r)) \ B' r" by assumption thus ?thesis unfolding M_def using part_def finite by auto next case infinite from r_finite[OF \r : gS\] obtain r' where r': "r = ennreal r'" using ennreal_cases by auto with infinite have "r' > 0" using ennreal_less_zero_iff not_gr_zero by blast obtain N::nat where N:"N > B / r'" and "real N > 0" apply atomize_elim using reals_Archimedean2 by (metis less_trans linorder_neqE_linordered_idom) obtain F where "finite F" and "card F = N" and "F \ part r" using infinite(1) infinite_arbitrarily_large by blast from \F \ part r\ have "F \ S" unfolding part_def by simp have "B < r * N" unfolding r' ennreal_of_nat_eq_real_of_nat using N \0 < r'\ \B \ 0\ r' by (metis enn2real_ennreal enn2real_less_iff ennreal_less_top ennreal_mult' less_le mult_less_cancel_left_pos nonzero_mult_div_cancel_left times_divide_eq_right) also have "r * N = (\x\F. r)" using \card F = N\ by (simp add: mult.commute) also have "(\x\F. r) = (\x\F. g x)" using \F \ part r\ part_def sum.cong subsetD by fastforce also have "(\x\F. g x) \ (\x\F. ennreal (norm (f x)))" by (metis (mono_tags, lifting) \g \ normf\ \normf \ \x. ennreal (norm (f x))\ le_fun_def sum_mono) also have "(\x\F. ennreal (norm (f x))) \ B" using \F \ S\ \finite F\ \normf \ \x. ennreal (norm (f x))\ normf_B by blast finally have "B < B" by auto thus ?thesis by simp qed have "integral\<^sup>S M g = (\r \ gS. r * emeasure M (part r))" unfolding simple_integral_def gS_def M_def part_def by simp also have "\ \ (\r \ gS. B' r)" by (simp add: emeasure_B' sum_mono) also have "\ \ B" using sumB' by blast finally show ?thesis by assumption qed hence int_leq_B: "integral\<^sup>N M normf \ B" unfolding nn_integral_def by (metis (no_types, lifting) SUP_least mem_Collect_eq) hence "integral\<^sup>N M normf < \" using le_less_trans by fastforce hence "integrable M f" unfolding M_def normf_def by (rule integrableI_bounded[rotated], simp) hence v1: "f abs_summable_on S" unfolding abs_summable_on_def M_def by simp have "(\x. norm (f x)) abs_summable_on S" using v1 Infinite_Set_Sum.abs_summable_on_norm_iff[where A = S and f = f] by auto moreover have "0 \ norm (f x)" if "x \ S" for x by simp moreover have "(\\<^sup>+ x. ennreal (norm (f x)) \count_space S) \ ennreal B" using M_def \normf \ \x. ennreal (norm (f x))\ int_leq_B by auto ultimately have "ennreal (\\<^sub>ax\S. norm (f x)) \ ennreal B" by (simp add: nn_integral_conv_infsetsum) hence v2: "(\\<^sub>ax\S. norm (f x)) \ B" by (subst ennreal_le_iff[symmetric], simp add: assms \B \ 0\) show ?thesis using v1 v2 by auto qed then show "f abs_summable_on S" by (metis abs_summable_on_finite assms empty_subsetI finite.emptyI sum_clauses(1)) qed lemma infsetsum_nonneg_is_SUPREMUM_ennreal: fixes f :: "'a \ real" assumes summable: "f abs_summable_on A" and fnn: "\x. x\A \ f x \ 0" shows "ennreal (infsetsum f A) = (SUP F\{F. finite F \ F \ A}. (ennreal (sum f F)))" proof - have sum_F_A: "sum f F \ infsetsum f A" if "F \ {F. finite F \ F \ A}" for F proof- from that have "finite F" and "F \ A" by auto from \finite F\ have "sum f F = infsetsum f F" by auto also have "\ \ infsetsum f A" proof (rule infsetsum_mono_neutral_left) show "f abs_summable_on F" by (simp add: \finite F\) show "f abs_summable_on A" by (simp add: local.summable) show "f x \ f x" if "x \ F" for x :: 'a by simp show "F \ A" by (simp add: \F \ A\) show "0 \ f x" if "x \ A - F" for x :: 'a using that fnn by auto qed finally show ?thesis by assumption qed hence geq: "ennreal (infsetsum f A) \ (SUP F\{G. finite G \ G \ A}. (ennreal (sum f F)))" by (meson SUP_least ennreal_leI) define fe where "fe x = ennreal (f x)" for x have sum_f_int: "infsetsum f A = \\<^sup>+ x. fe x $$count_space A)" unfolding infsetsum_def fe_def proof (rule nn_integral_eq_integral [symmetric]) show "integrable (count_space A) f" using abs_summable_on_def local.summable by blast show "AE x in count_space A. 0 \ f x" using fnn by auto qed also have "\ = (SUP g \ {g. finite (gA) \ g \ fe}. integral\<^sup>S (count_space A) g)" unfolding nn_integral_def simple_function_count_space by simp also have "\ \ (SUP F\{F. finite F \ F \ A}. (ennreal (sum f F)))" proof (rule Sup_least) fix x assume "x \ integral\<^sup>S (count_space A)  {g. finite (g  A) \ g \ fe}" then obtain g where xg: "x = integral\<^sup>S (count_space A) g" and fin_gA: "finite (gA)" and g_fe: "g \ fe" by auto define F where "F = {z:A. g z \ 0}" hence "F \ A" by simp have fin: "finite {z:A. g z = t}" if "t \ 0" for t proof (rule ccontr) assume inf: "infinite {z:A. g z = t}" hence tgA: "t \ g  A" by (metis (mono_tags, lifting) image_eqI not_finite_existsD) have "x = (\x \ g  A. x * emeasure (count_space A) (g - {x} \ A))" unfolding xg simple_integral_def space_count_space by simp also have "\ \ (\x \ {t}. x * emeasure (count_space A) (g - {x} \ A))" (is "_ \ \") proof (rule sum_mono2) show "finite (g  A)" by (simp add: fin_gA) show "{t} \ g  A" by (simp add: tgA) show "0 \ b * emeasure (count_space A) (g - {b} \ A)" if "b \ g  A - {t}" for b :: ennreal using that by simp qed also have "\ = t * emeasure (count_space A) (g - {t} \ A)" by auto also have "\ = t * \" proof (subst emeasure_count_space_infinite) show "g - {t} \ A \ A" by simp have "{a \ A. g a = t} = {a \ g - {t}. a \ A}" by auto thus "infinite (g - {t} \ A)" by (metis (full_types) Int_def inf) show "t * \ = t * \" by simp qed also have "\ = \" using \t \ 0\ by (simp add: ennreal_mult_eq_top_iff) finally have x_inf: "x = \" using neq_top_trans by auto have "x = integral\<^sup>S (count_space A) g" by (fact xg) also have "\ = integral\<^sup>N (count_space A) g" by (simp add: fin_gA nn_integral_eq_simple_integral) also have "\ \ integral\<^sup>N (count_space A) fe" using g_fe by (simp add: le_funD nn_integral_mono) also have "\ < \" by (metis sum_f_int ennreal_less_top infinity_ennreal_def) finally have x_fin: "x < \" by simp from x_inf x_fin show False by simp qed have F: "F = (\t\gA-{0}. {z\A. g z = t})" unfolding F_def by auto hence "finite F" unfolding F using fin_gA fin by auto have "x = integral\<^sup>N (count_space A) g" unfolding xg by (simp add: fin_gA nn_integral_eq_simple_integral) also have "\ = set_nn_integral (count_space UNIV) A g" by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space) also have "\ = set_nn_integral (count_space UNIV) F g" proof - have "\a. g a * (if a \ {a \ A. g a \ 0} then 1 else 0) = g a * (if a \ A then 1 else 0)" by auto hence "(\\<^sup>+ a. g a * (if a \ A then 1 else 0) \count_space UNIV) = (\\<^sup>+ a. g a * (if a \ {a \ A. g a \ 0} then 1 else 0) \count_space UNIV)" by presburger thus ?thesis unfolding F_def indicator_def using mult.right_neutral mult_zero_right nn_integral_cong by (simp add: of_bool_def) qed also have "\ = integral\<^sup>N (count_space F) g" by (simp add: nn_integral_restrict_space[symmetric] restrict_count_space) also have "\ = sum g F" using \finite F\ by (rule nn_integral_count_space_finite) also have "sum g F \ sum fe F" using g_fe unfolding le_fun_def by (simp add: sum_mono) also have "\ \ (SUP F \ {G. finite G \ G \ A}. (sum fe F))" using \finite F\ \F\A\ by (simp add: SUP_upper) also have "\ = (SUP F \ {F. finite F \ F \ A}. (ennreal (sum f F)))" proof (rule SUP_cong [OF refl]) have "finite x \ x \ A \ (\x\x. ennreal (f x)) = ennreal (sum f x)" for x by (metis fnn subsetCE sum_ennreal) thus "sum fe x = ennreal (sum f x)" if "x \ {G. finite G \ G \ A}" for x :: "'a set" using that unfolding fe_def by auto qed finally show "x \ \" by simp qed finally have leq: "ennreal (infsetsum f A) \ (SUP F\{F. finite F \ F \ A}. (ennreal (sum f F)))" by assumption from leq geq show ?thesis by simp qed lemma infsetsum_nonneg_is_SUPREMUM_ereal: fixes f :: "'a \ real" assumes summable: "f abs_summable_on A" and fnn: "\x. x\A \ f x \ 0" shows "ereal (infsetsum f A) = (SUP F\{F. finite F \ F \ A}. (ereal (sum f F)))" proof - have "ereal (infsetsum f A) = enn2ereal (ennreal (infsetsum f A))" by (simp add: fnn infsetsum_nonneg) also have "\ = enn2ereal (SUP F\{F. finite F \ F \ A}. ennreal (sum f F))" apply (subst infsetsum_nonneg_is_SUPREMUM_ennreal) using fnn by (auto simp add: local.summable) also have "\ = (SUP F\{F. finite F \ F \ A}. (ereal (sum f F)))" proof (simp add: image_def Sup_ennreal.rep_eq) have "0 \ Sup {y. \x. (\xa. finite xa \ xa \ A \ x = ennreal (sum f xa)) \ y = enn2ereal x}" by (metis (mono_tags, lifting) Sup_upper empty_subsetI ennreal_0 finite.emptyI mem_Collect_eq sum.empty zero_ennreal.rep_eq) - moreover have "Sup {y. \x. (\y. finite y \ y \ A \ x = ennreal (sum f y)) \ - y = enn2ereal x} = Sup {y. \x. finite x \ x \ A \ y = ereal (sum f x)}" - using enn2ereal_ennreal fnn in_mono sum_nonneg Collect_cong - by (smt (verit, ccfv_SIG)) + moreover have "(\x. (\y. finite y \ y \ A \ x = ennreal (sum f y)) \ y = enn2ereal x) = + (\x. finite x \ x \ A \ y = ereal (sum f x))" for y + proof - + have "(\x. (\y. finite y \ y \ A \ x = ennreal (sum f y)) \ y = enn2ereal x) \ + (\X x. finite X \ X \ A \ x = ennreal (sum f X) \ y = enn2ereal x)" + by blast + also have "\ \ (\X. finite X \ X \ A \ y = ereal (sum f X))" + by (rule arg_cong[of _ _ Ex]) + (auto simp: fun_eq_iff intro!: enn2ereal_ennreal sum_nonneg enn2ereal_ennreal[symmetric] fnn) + finally show ?thesis . + qed + hence "Sup {y. \x. (\y. finite y \ y \ A \ x = ennreal (sum f y)) \ y = enn2ereal x} = + Sup {y. \x. finite x \ x \ A \ y = ereal (sum f x)}" + by simp ultimately show "max 0 (Sup {y. \x. (\xa. finite xa \ xa \ A \ x = ennreal (sum f xa)) \ y = enn2ereal x}) = Sup {y. \x. finite x \ x \ A \ y = ereal (sum f x)}" by linarith qed finally show ?thesis by simp qed text \The following theorem relates \<^const>\Infinite_Set_Sum.abs_summable_on\ with \<^const>\Infinite_Sum.abs_summable_on\. Note that while this theorem expresses an equivalence, the notion on the lhs is more general nonetheless because it applies to a wider range of types. (The rhs requires second-countable Banach spaces while the lhs is well-defined on arbitrary real vector spaces.)\ lemma abs_summable_equivalent: \Infinite_Sum.abs_summable_on f A \ f abs_summable_on A\ proof (rule iffI) define n where \n x = norm (f x)\ for x assume \n summable_on A\ then have \sum n F \ infsum n A\ if \finite F\ and \F\A\ for F using that by (auto simp flip: infsum_finite simp: n_def[abs_def] intro!: infsum_mono_neutral) then show \f abs_summable_on A\ by (auto intro!: abs_summable_finite_sumsI simp: n_def) next define n where \n x = norm (f x)\ for x assume \f abs_summable_on A\ then have \n abs_summable_on A\ by (simp add: \f abs_summable_on A\ n_def) then have \sum n F \ infsetsum n A\ if \finite F\ and \F\A\ for F using that by (auto simp flip: infsetsum_finite simp: n_def[abs_def] intro!: infsetsum_mono_neutral) then show \n summable_on A\ - apply (rule_tac pos_summable_on) + apply (rule_tac nonneg_bdd_above_summable_on) by (auto simp add: n_def bdd_above_def) qed lemma infsetsum_infsum: assumes "f abs_summable_on A" shows "infsetsum f A = infsum f A" proof - have conv_sum_norm[simp]: "(\x. norm (f x)) summable_on A" using abs_summable_equivalent assms by blast have "norm (infsetsum f A - infsum f A) \ \" if "\>0" for \ proof - define \ where "\ = \/2" with that have [simp]: "\ > 0" by simp obtain F1 where F1A: "F1 \ A" and finF1: "finite F1" and leq_eps: "infsetsum (\x. norm (f x)) (A-F1) \ \" proof - have sum_SUP: "ereal (infsetsum (\x. norm (f x)) A) = (SUP F\{F. finite F \ F \ A}. ereal (sum (\x. norm (f x)) F))" (is "_ = ?SUP") apply (rule infsetsum_nonneg_is_SUPREMUM_ereal) using assms by auto have "(SUP F\{F. finite F \ F \ A}. ereal (\x\F. norm (f x))) - ereal \ < (SUP i\{F. finite F \ F \ A}. ereal (\x\i. norm (f x)))" using \\>0\ by (metis diff_strict_left_mono diff_zero ereal_less_eq(3) ereal_minus(1) not_le sum_SUP) then obtain F where "F\{F. finite F \ F \ A}" and "ereal (sum (\x. norm (f x)) F) > ?SUP - ereal ($$" by (meson less_SUP_iff) hence "sum (\x. norm (f x)) F > infsetsum (\x. norm (f x)) A - (\)" unfolding sum_SUP[symmetric] by auto hence "\ > infsetsum (\x. norm (f x)) (A-F)" proof (subst infsetsum_Diff) show "(\x. norm (f x)) abs_summable_on A" if "(\\<^sub>ax\A. norm (f x)) - \ < (\x\F. norm (f x))" using that by (simp add: assms) show "F \ A" if "(\\<^sub>ax\A. norm (f x)) - \ < (\x\F. norm (f x))" using that \F \ {F. finite F \ F \ A}\ by blast show "(\\<^sub>ax\A. norm (f x)) - (\\<^sub>ax\F. norm (f x)) < \" if "(\\<^sub>ax\A. norm (f x)) - \ < (\x\F. norm (f x))" using that \F \ {F. finite F \ F \ A}\ by auto qed thus ?thesis using that apply atomize_elim using \F \ {F. finite F \ F \ A}\ less_imp_le by blast qed obtain F2 where F2A: "F2 \ A" and finF2: "finite F2" and dist: "dist (sum (\x. norm (f x)) F2) (infsum (\x. norm (f x)) A) \ \" apply atomize_elim by (metis \0 < \\ conv_sum_norm infsum_finite_approximation) have leq_eps': "infsum (\x. norm (f x)) (A-F2) \ \" apply (subst infsum_Diff) using finF2 F2A dist by (auto simp: dist_norm) define F where "F = F1 \ F2" have FA: "F \ A" and finF: "finite F" unfolding F_def using F1A F2A finF1 finF2 by auto have "(\\<^sub>ax\A - (F1 \ F2). norm (f x)) \ (\\<^sub>ax\A - F1. norm (f x))" apply (rule infsetsum_mono_neutral_left) using abs_summable_on_subset assms by fastforce+ hence leq_eps: "infsetsum (\x. norm (f x)) (A-F) \ \" unfolding F_def using leq_eps by linarith have "infsum (\x. norm (f x)) (A - (F1 \ F2)) \ infsum (\x. norm (f x)) (A - F2)" apply (rule infsum_mono_neutral) using finF by (auto simp add: finF2 summable_on_cofin_subset F_def) hence leq_eps': "infsum (\x. norm (f x)) (A-F) \ \" unfolding F_def by (rule order.trans[OF _ leq_eps']) have "norm (infsetsum f A - infsetsum f F) = norm (infsetsum f (A-F))" apply (subst infsetsum_Diff [symmetric]) by (auto simp: FA assms) also have "\ \ infsetsum (\x. norm (f x)) (A-F)" using norm_infsetsum_bound by blast also have "\ \ \" using leq_eps by simp finally have diff1: "norm (infsetsum f A - infsetsum f F) \ \" by assumption have "norm (infsum f A - infsum f F) = norm (infsum f (A-F))" apply (subst infsum_Diff [symmetric]) by (auto simp: assms abs_summable_summable finF FA) also have "\ \ infsum (\x. norm (f x)) (A-F)" by (simp add: finF summable_on_cofin_subset norm_infsum_bound) also have "\ \ \" using leq_eps' by simp finally have diff2: "norm (infsum f A - infsum f F) \ \" by assumption have x1: "infsetsum f F = infsum f F" using finF by simp have "norm (infsetsum f A - infsum f A) \ norm (infsetsum f A - infsetsum f F) + norm (infsum f A - infsum f F)" apply (rule_tac norm_diff_triangle_le) apply auto by (simp_all add: x1 norm_minus_commute) also have "\ \ \" using diff1 diff2 \_def by linarith finally show ?thesis by assumption qed hence "norm (infsetsum f A - infsum f A) = 0" by (meson antisym_conv1 dense_ge norm_not_less_zero) thus ?thesis by auto qed end diff --git a/src/HOL/Analysis/Infinite_Sum.thy b/src/HOL/Analysis/Infinite_Sum.thy --- a/src/HOL/Analysis/Infinite_Sum.thy +++ b/src/HOL/Analysis/Infinite_Sum.thy @@ -1,1977 +1,2576 @@ (* Title: HOL/Analysis/Infinite_Sum.thy Author: Dominique Unruh, University of Tartu + Manuel Eberl, University of Innsbruck - A theory of sums over possible infinite sets. + A theory of sums over possibly infinite sets. *) section \Infinite sums\ \<^latex>\\label{section:Infinite_Sum}\ text \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.)\ theory Infinite_Sum imports - "HOL-Analysis.Elementary_Topology" + Elementary_Topology "HOL-Library.Extended_Nonnegative_Real" "HOL-Library.Complex_Order" begin subsection \Definition and syntax\ definition has_sum :: $$'a \ 'b :: {comm_monoid_add, topological_space}) \ 'a set \ 'b \ bool\ where \has_sum f A x \ (sum f \ x) (finite_subsets_at_top A)\ definition summable_on :: "('a \ 'b::{comm_monoid_add, topological_space}) \ 'a set \ bool" (infixr "summable'_on" 46) where "f summable_on A \ (\x. has_sum f A x)" definition infsum :: "('a \ 'b::{comm_monoid_add,t2_space}) \ 'a set \ '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 \ 'b::real_normed_vector) \ 'a set \ bool" (infixr "abs'_summable'_on" 46) where "f abs_summable_on A \ (\x. norm (f x)) summable_on A" syntax (ASCII) "_infsum" :: "pttrn \ 'a set \ 'b \ 'b::topological_comm_monoid_add" ("(3INFSUM (_/:_)./ _)" [0, 51, 10] 10) syntax "_infsum" :: "pttrn \ 'a set \ 'b \ 'b::topological_comm_monoid_add" ("(2\\<^sub>\(_/\_)./ _)" [0, 51, 10] 10) translations \ \Beware of argument permutation!\ "\\<^sub>\i\A. b" \ "CONST infsum (\i. b) A" syntax (ASCII) "_univinfsum" :: "pttrn \ 'a \ 'a" ("(3INFSUM _./ _)" [0, 10] 10) syntax "_univinfsum" :: "pttrn \ 'a \ 'a" ("(2\\<^sub>\_./ _)" [0, 10] 10) translations "\\<^sub>\x. t" \ "CONST infsum (\x. t) (CONST UNIV)" syntax (ASCII) "_qinfsum" :: "pttrn \ bool \ 'a \ 'a" ("(3INFSUM _ |/ _./ _)" [0, 0, 10] 10) syntax "_qinfsum" :: "pttrn \ bool \ 'a \ 'a" ("(2\\<^sub>\_ | (_)./ _)" [0, 0, 10] 10) translations "\\<^sub>\x|P. t" => "CONST infsum (\x. t) {x. P}" print_translation \ 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 \ subsection \General properties\ lemma infsumI: fixes f g :: \'a \ 'b::{comm_monoid_add, t2_space}\ assumes \has_sum f A x\ shows \infsum f A = x\ 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 :: \'a \ 'b::{comm_monoid_add, t2_space}\ assumes \x = y\ assumes \has_sum f A x\ assumes \has_sum g B y\ shows \infsum f A = infsum g B\ 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 :: \'a \ 'b::{comm_monoid_add, t2_space}\ assumes \\x. has_sum f A x \ has_sum g B x\ shows \infsum f A = infsum g B\ by (metis assms infsum_def infsum_eqI summable_on_def) lemma infsum_not_exists: fixes f :: \'a \ 'b::{comm_monoid_add, t2_space}\ assumes \\ f summable_on A\ shows \infsum f A = 0\ by (simp add: assms infsum_def) +lemma summable_iff_has_sum_infsum: "f summable_on A \ has_sum f A (infsum f A)" + using infsumI summable_on_def by blast + +lemma has_sum_infsum[simp]: + assumes \f summable_on S\ + shows \has_sum f S (infsum f S)\ + using assms by (auto simp: summable_on_def infsum_def has_sum_def tendsto_Lim) + lemma has_sum_cong_neutral: fixes f g :: \'a \ 'b::{comm_monoid_add, topological_space}\ assumes \\x. x\T-S \ g x = 0\ assumes \\x. x\S-T \ f x = 0\ assumes \\x. x\S\T \ f x = g x\ shows "has_sum f S x \ has_sum g T x" proof - have \eventually P (filtermap (sum f) (finite_subsets_at_top S)) = eventually P (filtermap (sum g) (finite_subsets_at_top T))\ for P proof assume \eventually P (filtermap (sum f) (finite_subsets_at_top S))\ then obtain F0 where \finite F0\ and \F0 \ S\ and F0_P: \\F. finite F \ F \ S \ F \ F0 \ P (sum f F)\ by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top) define F0' where \F0' = F0 \ T\ have [simp]: \finite F0'\ \F0' \ T\ by (simp_all add: F0'_def \finite F0$$ have \P (sum g F)\ if \finite F\ \F \ T\ \F \ F0'\ for F proof - have \P (sum f ((F\S) \ (F0\S)))\ apply (rule F0_P) using \F0 \ S\ \finite F0\ that by auto also have \sum f ((F\S) \ (F0\S)) = sum g F\ apply (rule sum.mono_neutral_cong) using that \finite F0\ F0'_def assms by auto - finally show ?thesis - by - + finally show ?thesis . qed with \F0' \ T\ \finite F0'\ show \eventually P (filtermap (sum g) (finite_subsets_at_top T))\ by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top) next assume \eventually P (filtermap (sum g) (finite_subsets_at_top T))\ then obtain F0 where \finite F0\ and \F0 \ T\ and F0_P: \\F. finite F \ F \ T \ F \ F0 \ P (sum g F)\ by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top) define F0' where \F0' = F0 \ S\ have [simp]: \finite F0'\ \F0' \ S\ by (simp_all add: F0'_def \finite F0\) have \P (sum f F)\ if \finite F\ \F \ S\ \F \ F0'\ for F proof - have \P (sum g ((F\T) \ (F0\T)))\ apply (rule F0_P) using \F0 \ T\ \finite F0\ that by auto also have \sum g ((F\T) \ (F0\T)) = sum f F\ apply (rule sum.mono_neutral_cong) using that \finite F0\ F0'_def assms by auto - finally show ?thesis - by - + finally show ?thesis . qed with \F0' \ S\ \finite F0'\ show \eventually P (filtermap (sum f) (finite_subsets_at_top S))\ by (metis (no_types, lifting) eventually_filtermap eventually_finite_subsets_at_top) qed then have tendsto_x: "(sum f \ x) (finite_subsets_at_top S) \ (sum g \ 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 :: \'a \ 'b::{comm_monoid_add, topological_space}\ assumes \\x. x\T-S \ g x = 0\ assumes \\x. x\S-T \ f x = 0\ assumes \\x. x\S\T \ f x = g x\ shows "f summable_on S \ 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 :: \'a \ 'b::{comm_monoid_add, t2_space}\ assumes \\x. x\T-S \ g x = 0\ assumes \\x. x\S-T \ f x = 0\ assumes \\x. x\S\T \ f x = g x\ shows \infsum f S = infsum g T\ apply (rule infsum_eqI') using assms by (rule has_sum_cong_neutral) lemma has_sum_cong: assumes "\x. x\A \ f x = g x" shows "has_sum f A x \ has_sum g A x" - by (smt (verit, best) DiffE IntD2 assms has_sum_cong_neutral) + using assms by (intro has_sum_cong_neutral) auto lemma summable_on_cong: assumes "\x. x\A \ f x = g x" shows "f summable_on A \ g summable_on A" by (metis assms summable_on_def has_sum_cong) lemma infsum_cong: assumes "\x. x\A \ 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 \ '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 \ x) (finite_subsets_at_top A)" unfolding summable_on_def has_sum_def by auto define F' where "F' = F\A" with assms have "finite F'" and "A-F = A-F'" by auto have "filtermap ((\)F') (finite_subsets_at_top (A-F)) \ 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 \ A" and P: "\Y. finite Y \ X \ Y \ Y \ A \ P Y" unfolding eventually_finite_subsets_at_top by auto define X' where "X' = X-F" hence [simp]: "finite X'" and [simp]: "X' \ A-F" using XA by auto hence "finite Y \ X' \ Y \ Y \ A - F \ P (F' \ Y)" for Y using P XA unfolding X'_def using F'_def \finite F'\ by blast thus "eventually P (filtermap ((\) 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 \ x) (filtermap ((\)F') (finite_subsets_at_top (A-F)))" using tendsto_mono by blast have "((\G. sum f (F' \ G)) \ x) (finite_subsets_at_top (A - F))" if "((sum f \ (\) F') \ x) (finite_subsets_at_top (A - F))" using that unfolding o_def by auto hence "((\G. sum f (F' \ G)) \ x) (finite_subsets_at_top (A-F))" using tendsto_compose_filtermap [symmetric] by (simp add: $$sum f \ x) (filtermap (($$ F') (finite_subsets_at_top (A - F)))\ tendsto_compose_filtermap) have "\Y. finite Y \ Y \ A - F \ sum f (F' \ Y) = sum f F' + sum f Y" by (metis Diff_disjoint Int_Diff \A - F = A - F'\ \finite F'\ inf.orderE sum.union_disjoint) hence "\\<^sub>F x in finite_subsets_at_top (A - F). sum f (F' \ x) = sum f F' + sum f x" unfolding eventually_finite_subsets_at_top using exI [where x = "{}"] by (simp add: \\P. P {} \ \x. P x\) hence "((\G. sum f F' + sum f G) \ x) (finite_subsets_at_top (A-F))" using tendsto_cong [THEN iffD1 , rotated] $$(\G. sum f (F' \ G)) \ x) (finite_subsets_at_top (A - F))\ by fastforce hence "((\G. sum f F' + sum f G) \ sum f F' + (x-sum f F')) (finite_subsets_at_top (A-F))" by simp hence "(sum f \ 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 \ 'b::{topological_ab_group_add}" assumes \has_sum f B b\ and \has_sum f A a\ and AB: "A \ B" shows has_sum_Diff: "has_sum f (B - A) (b - a)" proof - have finite_subsets1: "finite_subsets_at_top (B - A) \ filtermap (\F. F - A) (finite_subsets_at_top B)" proof (rule filter_leI) fix P assume "eventually P (filtermap (\F. F - A) (finite_subsets_at_top B))" then obtain X where "finite X" and "X \ B" and P: "finite Y \ X \ Y \ Y \ B \ P (Y - A)" for Y unfolding eventually_filtermap eventually_finite_subsets_at_top by auto hence "finite (X-A)" and "X-A \ B - A" by auto moreover have "finite Y \ X-A \ Y \ Y \ B - A \ P Y" for Y using P[where Y="Y\X"] \finite X\ \X \ B\ 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 (\F. F \ A) (finite_subsets_at_top B) \ 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 \ b) (finite_subsets_at_top B)" using has_sum_def by auto from assms(2) have limA: "(sum f \ a) (finite_subsets_at_top A)" using has_sum_def by blast have "((\F. sum f (F\A)) \ a) (finite_subsets_at_top B)" proof (subst asm_rl [of "(\F. sum f (F\A)) = sum f o (\F. F\A)"]) show "(\F. sum f (F \ A)) = sum f \ (\F. F \ A)" unfolding o_def by auto show "((sum f \ (\F. F \ A)) \ a) (finite_subsets_at_top B)" unfolding o_def using tendsto_compose_filtermap finite_subsets2 limA tendsto_mono \(\F. sum f (F \ A)) = sum f \ (\F. F \ A)\ by fastforce qed with limB have "((\F. sum f F - sum f (F\A)) \ b - a) (finite_subsets_at_top B)" using tendsto_diff by blast have "sum f X - sum f (X \ A) = sum f (X - A)" if "finite X" and "X \ B" for X :: "'a set" using that by (metis add_diff_cancel_left' sum.Int_Diff) hence "\\<^sub>F x in finite_subsets_at_top B. sum f x - sum f (x \ A) = sum f (x - A)" by (rule eventually_finite_subsets_at_top_weakI) hence "((\F. sum f (F-A)) \ b - a) (finite_subsets_at_top B)" using tendsto_cong [THEN iffD1 , rotated] \((\F. sum f F - sum f (F \ A)) \ b - a) (finite_subsets_at_top B)\ by fastforce hence "(sum f \ b - a) (filtermap (\F. F-A) (finite_subsets_at_top B))" by (subst tendsto_compose_filtermap[symmetric], simp add: o_def) hence limBA: "(sum f \ 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 \ 'b::{topological_ab_group_add}" assumes "f summable_on B" and "f summable_on A" and "A \ B" shows summable_on_Diff: "f summable_on (B-A)" by (meson assms summable_on_def has_sum_Diff) lemma fixes f :: "'a \ 'b::{topological_ab_group_add,t2_space}" assumes "f summable_on B" and "f summable_on A" and AB: "A \ B" shows infsum_Diff: "infsum f (B - A) = infsum f B - infsum f A" by (metis AB assms has_sum_Diff infsumI summable_on_def) lemma has_sum_mono_neutral: fixes f :: "'a\'b::{ordered_comm_monoid_add,linorder_topology}" (* Does this really require a linorder topology? (Instead of order topology.) *) assumes \has_sum f A a\ and "has_sum g B b" assumes \\x. x \ A\B \ f x \ g x\ assumes \\x. x \ A-B \ f x \ 0\ assumes \\x. x \ B-A \ g x \ 0\ shows "a \ b" proof - define f' g' where \f' x = (if x \ A then f x else 0)\ and \g' x = (if x \ B then g x else 0)\ for x have [simp]: \f summable_on A\ \g summable_on B\ using assms(1,2) summable_on_def by auto have \has_sum f' (A\B) a\ apply (subst has_sum_cong_neutral[where g=f and T=A]) by (auto simp: f'_def assms(1)) then have f'_lim: \(sum f' \ a) (finite_subsets_at_top (A\B))\ by (meson has_sum_def) have \has_sum g' (A\B) b\ apply (subst has_sum_cong_neutral[where g=g and T=B]) by (auto simp: g'_def assms(2)) then have g'_lim: \(sum g' \ b) (finite_subsets_at_top (A\B))\ using has_sum_def by blast have *: \\\<^sub>F x in finite_subsets_at_top (A \ B). sum f' x \ sum g' x\ 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\'b::{ordered_comm_monoid_add,linorder_topology}" assumes "f summable_on A" and "g summable_on B" assumes \\x. x \ A\B \ f x \ g x\ assumes \\x. x \ A-B \ f x \ 0\ assumes \\x. x \ B-A \ g x \ 0\ shows "infsum f A \ 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)+ + by (rule has_sum_mono_neutral[of f A _ g B _]) (use assms in \auto intro: has_sum_infsum$$ lemma has_sum_mono: fixes f :: "'a\'b::{ordered_comm_monoid_add,linorder_topology}" assumes "has_sum f A x" and "has_sum g A y" assumes \\x. x \ A \ f x \ g x\ shows "x \ y" apply (rule has_sum_mono_neutral) using assms by auto lemma infsum_mono: fixes f :: "'a\'b::{ordered_comm_monoid_add,linorder_topology}" assumes "f summable_on A" and "g summable_on A" assumes \\x. x \ A \ f x \ g x\ shows "infsum f A \ 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 :: \'a \ 'b::{comm_monoid_add,topological_space}\ 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 \ 'b::{comm_monoid_add,metric_space}" assumes "has_sum f A x" and "\ > 0" shows "\F. finite F \ F \ A \ dist (sum f F) x \ \" proof - have "(sum f \ x) (finite_subsets_at_top A)" by (meson assms(1) has_sum_def) hence *: "\\<^sub>F F in (finite_subsets_at_top A). dist (sum f F) x < \" using assms(2) by (rule tendstoD) - show ?thesis - by (smt (verit) * eventually_finite_subsets_at_top order_refl) + thus ?thesis + unfolding eventually_finite_subsets_at_top by fastforce qed lemma infsum_finite_approximation: fixes f :: "'a \ 'b::{comm_monoid_add,metric_space}" assumes "f summable_on A" and "\ > 0" shows "\F. finite F \ F \ A \ dist (sum f F) (infsum f A) \ \" - 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) +proof - + from assms have "has_sum f A (infsum f A)" + by (simp add: summable_iff_has_sum_infsum) + from this and \\ > 0\ show ?thesis + by (rule has_sum_finite_approximation) +qed lemma abs_summable_summable: fixes f :: \'a \ 'b :: banach\ assumes \f abs_summable_on A\ shows \f summable_on A\ proof - from assms obtain L where lim: $$sum (\x. norm (f x)) \ L) (finite_subsets_at_top A)\ unfolding has_sum_def summable_on_def by blast then have *: \cauchy_filter (filtermap (sum (\x. norm (f x))) (finite_subsets_at_top A))\ by (auto intro!: nhds_imp_cauchy_filter simp: filterlim_def) have \\P. eventually P (finite_subsets_at_top A) \ (\F F'. P F \ P F' \ dist (sum f F) (sum f F') < e)\ if \e>0\ for e proof - define d P where \d = e/4\ and \P F \ finite F \ F \ A \ dist (sum (\x. norm (f x)) F) L < d\ for F then have \d > 0\ by (simp add: d_def that) have ev_P: \eventually P (finite_subsets_at_top A)\ using lim by (auto simp add: P_def[abs_def] \0 < d\ eventually_conj_iff eventually_finite_subsets_at_top_weakI tendsto_iff) - + moreover have \dist (sum f F1) (sum f F2) < e\ if \P F1\ and \P F2\ for F1 F2 proof - from ev_P obtain F' where \finite F'\ and \F' \ A\ and P_sup_F': \finite F \ F \ F' \ F \ A \ P F\ for F by atomize_elim (simp add: eventually_finite_subsets_at_top) define F where \F = F' \ F1 \ F2\ have \finite F\ and \F \ A\ using F_def P_def[abs_def] that \finite F'\ \F' \ A\ by auto have dist_F: \dist (sum (\x. norm (f x)) F) L < d\ by (metis F_def \F \ A\ P_def P_sup_F' \finite F\ le_supE order_refl) - from dist_F have \dist (sum (\x. norm (f x)) F) (sum (\x. norm (f x)) F2) < 2*d\ - by (smt (verit, ccfv_threshold) P_def dist_norm real_norm_def that(2)) - then have \norm (sum (\x. norm (f x)) (F-F2)) < 2*d\ - unfolding dist_norm - by (metis F_def \finite F\ sum_diff sup_commute sup_ge1) - then have \norm (sum f (F-F2)) < 2*d\ - by (smt (verit, ccfv_threshold) real_norm_def sum_norm_le) - then have dist_F_F2: \dist (sum f F) (sum f F2) < 2*d\ - by (metis F_def \finite F\ dist_norm sum_diff sup_commute sup_ge1) + have dist_F_subset: \dist (sum f F) (sum f F') < 2*d\ if F': \F' \ F\ \P F'\ for F' + proof - + have \dist (sum f F) (sum f F') = norm (sum f (F-F'))\ + unfolding dist_norm using \finite F\ F' by (subst sum_diff) auto + also have \\ \ norm (\x\F-F'. norm (f x))\ + by (rule order.trans[OF sum_norm_le[OF order.refl]]) auto + also have \\ = dist (\x\F. norm (f x)) (\x\F'. norm (f x))\ + unfolding dist_norm using \finite F\ F' by (subst sum_diff) auto + also have \\ < 2 * d\ + using dist_F F' unfolding P_def dist_norm real_norm_def by linarith + finally show \dist (sum f F) (sum f F') < 2*d\ . + qed - from dist_F have \dist (sum (\x. norm (f x)) F) (sum (\x. norm (f x)) F1) < 2*d\ - by (smt (verit, best) P_def dist_norm real_norm_def that(1)) - then have \norm (sum (\x. norm (f x)) (F-F1)) < 2*d\ - unfolding dist_norm - by (metis F_def \finite F\ inf_sup_ord(3) order_trans sum_diff sup_ge2) - then have \norm (sum f (F-F1)) < 2*d\ - by (smt (verit, ccfv_threshold) real_norm_def sum_norm_le) - then have dist_F_F1: \dist (sum f F) (sum f F1) < 2*d\ - by (metis F_def \finite F\ dist_norm inf_sup_ord(3) le_supE sum_diff) - - from dist_F_F2 dist_F_F1 show \dist (sum f F1) (sum f F2) < e\ - unfolding d_def apply auto - by (meson dist_triangle_half_r less_divide_eq_numeral1(1)) + have \dist (sum f F1) (sum f F2) \ dist (sum f F) (sum f F1) + dist (sum f F) (sum f F2)\ + by (rule dist_triangle3) + also have \\ < 2 * d + 2 * d\ + by (intro add_strict_mono dist_F_subset that) (auto simp: F_def) + also have \\ \ e\ + by (auto simp: d_def) + finally show \dist (sum f F1) (sum f F2) < e\ . qed then show ?thesis using ev_P by blast qed then have \cauchy_filter (filtermap (sum f) (finite_subsets_at_top A))\ by (simp add: cauchy_filter_metric_filtermap) then obtain L' where \(sum f \ L') (finite_subsets_at_top A)\ 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 \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 ith position and 0 elsewhere. Let f(i) := e_i/i for i\geq1. We have \<^term>\\ f abs_summable_on UNIV\ because \lVert f(i)\rVert=1/i and thus the sum over \lVert f(i)\rVert diverges. On the other hand, we have \<^term>\f summable_on UNIV\; the limit is the sequence with 1/i in the ith 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.)\ lemma norm_has_sum_bound: fixes f :: "'b \ 'a::real_normed_vector" and A :: "'b set" assumes "has_sum (\x. norm (f x)) A n" assumes "has_sum f A a" shows "norm a \ n" proof - have "norm a \ n + \" if "\>0" for \ proof- have "\F. norm (a - sum f F) \ \ \ finite F \ F \ A" using has_sum_finite_approximation[where A=A and f=f and \="\"] assms \0 < \\ by (metis dist_commute dist_norm) then obtain F where "norm (a - sum f F) \ \" and "finite F" and "F \ A" by (simp add: atomize_elim) hence "norm a \ norm (sum f F) + \" by (metis add.commute diff_add_cancel dual_order.refl norm_triangle_mono) also have "\ \ sum (\x. norm (f x)) F + \" using norm_sum by auto also have "\ \ n + \" apply (rule add_right_mono) apply (rule has_sum_mono_neutral[where A=F and B=A and f=\\x. norm (f x)\ and g=\\x. norm (f x)\]) using \finite F\ \F \ A\ 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 \ 'a::real_normed_vector" and A :: "'b set" assumes "f abs_summable_on A" shows "norm (infsum f A) \ infsum (\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=\infsum f A\ and n=\infsum (\x. norm (f x)) A\]) 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 (\x. norm (f x)) \ t) (finite_subsets_at_top A)" using assms unfolding summable_on_def has_sum_def by blast have sumpos: "sum (\x. norm (f x)) X \ 0" for X by (simp add: sum_nonneg) have tgeq0:"t \ 0" proof(rule ccontr) define S::"real set" where "S = {s. s < 0}" assume "\ 0 \ t" hence "t < 0" by simp hence "t \ S" unfolding S_def by blast moreover have "open S" proof- have "closed {s::real. s \ 0}" using Elementary_Topology.closed_sequential_limits[where S = "{s::real. s \ 0}"] by (metis Lim_bounded2 mem_Collect_eq) moreover have "{s::real. s \ 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 "\\<^sub>F X in finite_subsets_at_top A. (\x\X. norm (f x)) \ S" using t_def unfolding tendsto_def by blast hence "\X. (\x\X. norm (f x)) \ S" by (metis (no_types, lifting) eventually_mono filterlim_iff finite_subsets_at_top_neq_bot tendsto_Lim) then obtain X where "(\x\X. norm (f x)) \ S" by blast hence "(\x\X. norm (f x)) < 0" unfolding S_def by auto thus False by (simp add: leD sumpos) qed have "\!h. (sum (\x. norm (f x)) \ 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 (\x. norm (f x))))" using t_def unfolding Topological_Spaces.Lim_def by (metis the_equality) hence "Lim (finite_subsets_at_top A) (sum (\x. norm (f x))) \ 0" using tgeq0 by blast thus ?thesis unfolding infsum_def using False by auto qed -lemma has_sum_infsum[simp]: - assumes \f summable_on S\ - shows \has_sum f S (infsum f S)\ - using assms by (auto simp: summable_on_def infsum_def has_sum_def tendsto_Lim) - lemma infsum_tendsto: assumes \f summable_on S\ shows \((\F. sum f F) \ infsum f S) (finite_subsets_at_top S)\ using assms by (simp flip: has_sum_def) lemma has_sum_0: assumes \\x. x\M \ f x = 0\ shows \has_sum f M 0\ unfolding has_sum_def apply (subst tendsto_cong[where g=\\_. 0\]) apply (rule eventually_finite_subsets_at_top_weakI) using assms by (auto simp add: subset_iff) lemma summable_on_0: assumes \\x. x\M \ f x = 0\ shows \f summable_on M\ using assms summable_on_def has_sum_0 by blast lemma infsum_0: assumes \\x. x\M \ f x = 0\ shows \infsum f M = 0\ by (metis assms finite_subsets_at_top_neq_bot infsum_def has_sum_0 has_sum_def tendsto_Lim) text \Variants of @{thm [source] infsum_0} etc. suitable as simp-rules\ lemma infsum_0_simp[simp]: \infsum (\_. 0) M = 0\ by (simp_all add: infsum_0) lemma summable_on_0_simp[simp]: \(\_. 0) summable_on M\ by (simp_all add: summable_on_0) lemma has_sum_0_simp[simp]: \has_sum (\_. 0) M 0\ by (simp_all add: has_sum_0) lemma has_sum_add: fixes f g :: "'a \ 'b::{topological_comm_monoid_add}" assumes \has_sum f A a\ assumes \has_sum g A b\ shows \has_sum (\x. f x + g x) A (a + b)\ proof - from assms have lim_f: \(sum f \ a) (finite_subsets_at_top A)\ and lim_g: \(sum g \ b) (finite_subsets_at_top A)\ by (simp_all add: has_sum_def) then have lim: \(sum (\x. f x + g x) \ a + b) (finite_subsets_at_top A)\ 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 \ 'b::{topological_comm_monoid_add}" assumes \f summable_on A\ assumes \g summable_on A\ shows \(\x. f x + g x) summable_on A\ by (metis (full_types) assms(1) assms(2) summable_on_def has_sum_add) lemma infsum_add: fixes f g :: "'a \ 'b::{topological_comm_monoid_add, t2_space}" assumes \f summable_on A\ assumes \g summable_on A\ shows \infsum (\x. f x + g x) A = infsum f A + infsum g A\ proof - have \has_sum (\x. f x + g x) A (infsum f A + infsum g A)\ by (simp add: assms(1) assms(2) has_sum_add) then show ?thesis using infsumI by blast qed lemma has_sum_Un_disjoint: fixes f :: "'a \ 'b::topological_comm_monoid_add" assumes "has_sum f A a" assumes "has_sum f B b" assumes disj: "A \ B = {}" shows \has_sum f (A \ B) (a + b)\ proof - define fA fB where \fA x = (if x \ A then f x else 0)\ and \fB x = (if x \ A then f x else 0)\ for x have fA: \has_sum fA (A \ B) a\ apply (subst has_sum_cong_neutral[where T=A and g=f]) using assms by (auto simp: fA_def) have fB: \has_sum fB (A \ B) b\ apply (subst has_sum_cong_neutral[where T=B and g=f]) using assms by (auto simp: fB_def) have fAB: \f x = fA x + fB x\ 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 \ 'b::topological_comm_monoid_add" assumes "f summable_on A" assumes "f summable_on B" assumes disj: "A \ B = {}" shows \f summable_on (A \ B)\ by (meson assms(1) assms(2) disj summable_on_def has_sum_Un_disjoint) lemma infsum_Un_disjoint: fixes f :: "'a \ 'b::{topological_comm_monoid_add, t2_space}" assumes "f summable_on A" assumes "f summable_on B" assumes disj: "A \ B = {}" shows \infsum f (A \ B) = infsum f A + infsum f B\ - 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) + by (intro infsumI has_sum_Un_disjoint has_sum_infsum assms) +(* TODO move *) +lemma (in uniform_space) cauchy_filter_complete_converges: + assumes "cauchy_filter F" "complete A" "F \ principal A" "F \ bot" + shows "\c. F \ nhds c" + using assms unfolding complete_uniform by blast text \The following lemma indeed needs a complete space (as formalized by the premise \<^term>\complete UNIV$$. The following two counterexamples show this: \begin{itemize} \item Consider the real vector space $V$ of sequences with finite support, and with the $\ell_2$-norm (sum of squares). Let $e_i$ denote the sequence with a $1$ at position $i$. Let $f : \mathbb Z \to V$ be defined as $f(n) := e_{\lvert n\rvert} / n$ (with $f(0) := 0$). We have that $\sum_{n\in\mathbb Z} f(n) = 0$ (it even converges absolutely). But $\sum_{n\in\mathbb N} f(n)$ does not exist (it would converge against a sequence with infinite support). \item Let $f$ be a positive rational valued function such that $\sum_{x\in B} f(x)$ is $\sqrt 2$ and $\sum_{x\in A} f(x)$ is 1 (over the reals, with $A\subseteq B$). Then $\sum_{x\in B} f(x)$ does not exist over the rationals. But $\sum_{x\in A} f(x)$ exists. \end{itemize} The lemma also requires uniform continuity of the addition. And example of a topological group with continuous but not uniformly continuous addition would be the positive reals with the usual multiplication as the addition. We do not know whether the lemma would also hold for such topological groups.\ lemma summable_on_subset: fixes A B and f :: \'a \ 'b::{ab_group_add, uniform_space}\ assumes \complete (UNIV :: 'b set)\ assumes plus_cont: \uniformly_continuous_on UNIV ($$x::'b,y). x+y)\ assumes \f summable_on A\ assumes \B \ A\ shows \f summable_on B\ proof - + let ?filter_fB = \filtermap (sum f) (finite_subsets_at_top B)\ from \f summable_on A\ obtain S where \(sum f \ S) (finite_subsets_at_top A)\ (is \(sum f \ S) ?filter_A$$ using summable_on_def has_sum_def by blast then have cauchy_fA: \cauchy_filter (filtermap (sum f) (finite_subsets_at_top A))\ (is \cauchy_filter ?filter_fA\) by (auto intro!: nhds_imp_cauchy_filter simp: filterlim_def) - let ?filter_fB = \filtermap (sum f) (finite_subsets_at_top B)\ - have \cauchy_filter (filtermap (sum f) (finite_subsets_at_top B))\ proof (unfold cauchy_filter_def, rule filter_leI) fix E :: $$'b\'b) \ bool\ assume \eventually E uniformity\ then obtain E' where \eventually E' uniformity\ and E'E'E: \E' (x, y) \ E' (y, z) \ E (x, z)\ 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 \eventually E' uniformity\] obtain D where \eventually D uniformity\ and DE: \D (x, y) \ E' (x+c, y+c)\ 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 \eventually D (?filter_fA \\<^sub>F ?filter_fA)\ + using plus_cont \eventually E' uniformity\ + unfolding uniformly_continuous_on_uniformity filterlim_def le_filter_def uniformity_prod_def + by (auto simp: case_prod_beta eventually_filtermap eventually_prod_same uniformity_refl) + have DE': "E' (x, y)" if "D (x + c, y + c)" for x y c + using DE[of "x + c" "y + c" "-c"] that by simp + + from \eventually D uniformity\ and cauchy_fA have \eventually D (?filter_fA \\<^sub>F ?filter_fA)\ unfolding cauchy_filter_def le_filter_def by simp - then obtain P1 P2 where ev_P1: \eventually (\F. P1 (sum f F)) ?filter_A\ and ev_P2: \eventually (\F. P2 (sum f F)) ?filter_A\ - and P1P2E: \P1 x \ P2 y \ D (x, y)\ for x y + then obtain P1 P2 + where ev_P1: \eventually (\F. P1 (sum f F)) ?filter_A\ + and ev_P2: \eventually (\F. P2 (sum f F)) ?filter_A\ + and P1P2E: \P1 x \ P2 y \ D (x, y)\ for x y unfolding eventually_prod_filter eventually_filtermap by auto - from ev_P1 obtain F1 where \finite F1\ and \F1 \ A\ and \\F. F\F1 \ finite F \ F\A \ P1 (sum f F)\ + from ev_P1 obtain F1 where F1: \finite F1\ \F1 \ A\ \\F. F\F1 \ finite F \ F\A \ P1 (sum f F)\ by (metis eventually_finite_subsets_at_top) - from ev_P2 obtain F2 where \finite F2\ and \F2 \ A\ and \\F. F\F2 \ finite F \ F\A \ P2 (sum f F)\ + from ev_P2 obtain F2 where F2: \finite F2\ \F2 \ A\ \\F. F\F2 \ finite F \ F\A \ P2 (sum f F)\ by (metis eventually_finite_subsets_at_top) define F0 F0A F0B where \F0 \ F1 \ F2\ and \F0A \ F0 - B\ and \F0B \ F0 \ B\ have [simp]: \finite F0\ \F0 \ A\ - apply (simp add: F0_def \finite F1\ \finite F2$$ - by (simp add: F0_def \F1 \ A\ \F2 \ A\) - have [simp]: \finite F0A\ - by (simp add: F0A_def) - have \\F1 F2. F1\F0 \ F2\F0 \ finite F1 \ finite F2 \ F1\A \ F2\A \ D (sum f F1, sum f F2)\ - by (simp add: F0_def P1P2E \\F. F1 \ F \ finite F \ F \ A \ P1 (sum f F)\ \\F. F2 \ F \ finite F \ F \ A \ P2 (sum f F)\) - then have \\F1 F2. F1\F0B \ F2\F0B \ finite F1 \ finite F2 \ F1\B \ F2\B \ - D (sum f (F1 \ F0A), sum f (F2 \ F0A))\ - by (smt (verit) Diff_Diff_Int Diff_subset_conv F0A_def F0B_def \F0 \ A\ \finite F0A\ assms(4) finite_UnI sup.absorb_iff1 sup.mono sup_commute) - then have \\F1 F2. F1\F0B \ F2\F0B \ finite F1 \ finite F2 \ F1\B \ F2\B \ - D (sum f F1 + sum f F0A, sum f F2 + sum f F0A)\ - by (metis Diff_disjoint F0A_def \finite F0A\ inf.absorb_iff1 inf_assoc inf_bot_right sum.union_disjoint) - then have *: \\F1 F2. F1\F0B \ F2\F0B \ finite F1 \ finite F2 \ F1\B \ F2\B \ - E' (sum f F1, sum f F2)\ - using DE[where c=\- sum f F0A\] - apply auto by (metis add.commute add_diff_cancel_left') + using \F1 \ A\ \F2 \ A\ \finite F1\ \finite F2\ unfolding F0_def by blast+ + + have *: "E' (sum f F1', sum f F2')" + if "F1'\F0B" "F2'\F0B" "finite F1'" "finite F2'" "F1'\B" "F2'\B" for F1' F2' + proof (intro DE'[where c = "sum f F0A"] P1P2E) + have "P1 (sum f (F1' \ F0A))" + using that assms F1(1,2) F2(1,2) by (intro F1) (auto simp: F0A_def F0B_def F0_def) + thus "P1 (sum f F1' + sum f F0A)" + by (subst (asm) sum.union_disjoint) (use that in \auto simp: F0A_def\) + next + have "P2 (sum f (F2' \ F0A))" + using that assms F1(1,2) F2(1,2) by (intro F2) (auto simp: F0A_def F0B_def F0_def) + thus "P2 (sum f F2' + sum f F0A)" + by (subst (asm) sum.union_disjoint) (use that in \auto simp: F0A_def\) + qed + show \eventually E (?filter_fB \\<^sub>F ?filter_fB)\ - apply (subst eventually_prod_filter) - apply (rule exI[of _ \\x. E' (x, sum f F0B)\]) - apply (rule exI[of _ \\x. E' (sum f F0B, x)\]) - apply (auto simp: eventually_filtermap) - using * apply (metis (no_types, lifting) F0B_def Int_lower2 \finite F0\ eventually_finite_subsets_at_top finite_Int order_refl) - using * apply (metis (no_types, lifting) F0B_def Int_lower2 \finite F0\ eventually_finite_subsets_at_top finite_Int order_refl) - using E'E'E by auto + unfolding eventually_prod_filter + proof (safe intro!: exI) + show "eventually (\x. E' (x, sum f F0B)) (filtermap (sum f) (finite_subsets_at_top B))" + and "eventually (\x. E' (sum f F0B, x)) (filtermap (sum f) (finite_subsets_at_top B))" + unfolding eventually_filtermap eventually_finite_subsets_at_top + by (rule exI[of _ F0B]; use * in \force simp: F0B_def\)+ + next + show "E (x, y)" if "E' (x, sum f F0B)" and "E' (sum f F0B, y)" for x y + using E'E'E that by blast + qed qed - then obtain x where \filtermap (sum f) (finite_subsets_at_top B) \ nhds x\ - 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 obtain x where \?filter_fB \ nhds x\ + using cauchy_filter_complete_converges[of ?filter_fB UNIV] \complete (UNIV :: _)\ + by (auto simp: filtermap_bot_iff) then have $$sum f \ x) (finite_subsets_at_top B)\ by (auto simp: filterlim_def) then show ?thesis by (auto simp: summable_on_def has_sum_def) qed text \A special case of @{thm [source] summable_on_subset} for Banach spaces with less premises.\ lemma summable_on_subset_banach: fixes A B and f :: \'a \ 'b::banach\ assumes \f summable_on A\ assumes \B \ A\ shows \f summable_on B\ - apply (rule summable_on_subset) - using assms apply auto - by (metis Cauchy_convergent UNIV_I complete_def convergent_def) + by (rule summable_on_subset[OF _ _ assms]) + (auto simp: complete_def convergent_def dest!: Cauchy_convergent) lemma has_sum_empty[simp]: \has_sum f {} 0\ by (meson ex_in_conv has_sum_0) lemma summable_on_empty[simp]: \f summable_on {}\ by auto lemma infsum_empty[simp]: \infsum f {} = 0\ by simp lemma sum_has_sum: fixes f :: "'a \ 'b::topological_comm_monoid_add" assumes finite: \finite A\ assumes conv: \\a. a \ A \ has_sum f (B a) (s a)\ assumes disj: \\a a'. a\A \ a'\A \ a\a' \ B a \ B a' = {}\ shows \has_sum f (\a\A. B a) (sum s A)\ using assms proof (insert finite conv disj, induction) case empty then show ?case by simp next case (insert x A) have \has_sum f (B x) (s x)\ by (simp add: insert.prems) moreover have IH: \has_sum f (\a\A. B a) (sum s A)\ using insert by simp ultimately have \has_sum f (B x \ (\a\A. B a)) (s x + sum s A)\ 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 \ 'b::topological_comm_monoid_add" assumes finite: \finite A\ assumes conv: \\a. a \ A \ f summable_on (B a)\ assumes disj: \\a a'. a\A \ a'\A \ a\a' \ B a \ B a' = {}\ shows \f summable_on (\a\A. B a)\ using finite conv disj apply induction by (auto intro!: summable_on_Un_disjoint) lemma sum_infsum: fixes f :: "'a \ 'b::{topological_comm_monoid_add, t2_space}" assumes finite: \finite A\ assumes conv: \\a. a \ A \ f summable_on (B a)\ assumes disj: \\a a'. a\A \ a'\A \ a\a' \ B a \ B a' = {}\ shows \sum (\a. infsum f (B a)) A = infsum f (\a\A. B a)\ - using sum_has_sum[of A f B \\a. infsum f (B a)\] - using assms apply auto - by (metis finite_subsets_at_top_neq_bot infsum_def summable_on_def has_sum_def tendsto_Lim) + by (rule sym, rule infsumI) + (use sum_has_sum[of A f B \\a. infsum f (B a)\] assms in auto) text \The lemmas \infsum_comm_additive_general\ and \infsum_comm_additive\ (and variants) below both state that the infinite sum commutes with a continuous additive function. \infsum_comm_additive_general\ 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>\additive\ which introduces an additional sort constraint (group instead of monoid). For example, extended reals (\<^typ>\ereal\, \<^typ>\ennreal$$ are not covered by \infsum_comm_additive\.\ lemma has_sum_comm_additive_general: fixes f :: \'b :: {comm_monoid_add,topological_space} \ 'c :: {comm_monoid_add,topological_space}\ assumes f_sum: \\F. finite F \ F \ S \ sum (f o g) F = f (sum g F)\ \ \Not using \<^const>\additive\ because it would add sort constraint \<^class>\ab_group_add\\ assumes cont: \f \x\ f x\ \ \For \<^class>\t2_space\, this is equivalent to \isCont f x\ by @{thm [source] isCont_def}.\ assumes infsum: \has_sum g S x\ shows \has_sum (f o g) S (f x)\ proof - have $$sum g \ x) (finite_subsets_at_top S)\ using infsum has_sum_def by blast then have \((f o sum g) \ f x) (finite_subsets_at_top S)\ apply (rule tendsto_compose_at) using assms by auto then have \(sum (f o g) \ f x) (finite_subsets_at_top S)\ apply (rule tendsto_cong[THEN iffD1, rotated]) using f_sum by fastforce then show \has_sum (f o g) S (f x)\ using has_sum_def by blast qed lemma summable_on_comm_additive_general: fixes f :: \'b :: {comm_monoid_add,topological_space} \ 'c :: {comm_monoid_add,topological_space}\ assumes \\F. finite F \ F \ S \ sum (f o g) F = f (sum g F)\ \ \Not using \<^const>\additive\ because it would add sort constraint \<^class>\ab_group_add\\ assumes \\x. has_sum g S x \ f \x\ f x\ \ \For \<^class>\t2_space\, this is equivalent to \isCont f x\ by @{thm [source] isCont_def}.\ assumes \g summable_on S\ shows \(f o g) summable_on S\ by (meson assms summable_on_def has_sum_comm_additive_general has_sum_def infsum_tendsto) lemma infsum_comm_additive_general: fixes f :: \'b :: {comm_monoid_add,t2_space} \ 'c :: {comm_monoid_add,t2_space}\ assumes f_sum: \\F. finite F \ F \ S \ sum (f o g) F = f (sum g F)\ \ \Not using \<^const>\additive\ because it would add sort constraint \<^class>\ab_group_add\\ assumes \isCont f (infsum g S)\ assumes \g summable_on S\ shows \infsum (f o g) S = f (infsum g S)\ - 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) + using assms + by (intro infsumI has_sum_comm_additive_general has_sum_infsum) (auto simp: isCont_def) lemma has_sum_comm_additive: fixes f :: \'b :: {ab_group_add,topological_space} \ 'c :: {ab_group_add,topological_space}\ assumes \additive f\ assumes \f \x\ f x\ \ \For \<^class>\t2_space\, this is equivalent to \isCont f x\ by @{thm [source] isCont_def}.\ assumes infsum: \has_sum g S x\ shows \has_sum (f o g) S (f x)\ - 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) + using assms + by (intro has_sum_comm_additive_general has_sum_infsum) (auto simp: isCont_def additive.sum) lemma summable_on_comm_additive: fixes f :: \'b :: {ab_group_add,t2_space} \ 'c :: {ab_group_add,topological_space}\ assumes \additive f\ assumes \isCont f (infsum g S)\ assumes \g summable_on S\ shows \(f o g) summable_on S\ 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 :: \'b :: {ab_group_add,t2_space} \ 'c :: {ab_group_add,t2_space}\ assumes \additive f\ assumes \isCont f (infsum g S)\ assumes \g summable_on S\ shows \infsum (f o g) S = f (infsum g S)\ by (rule infsum_comm_additive_general; auto simp: assms additive.sum) - -lemma pos_has_sum: +lemma nonneg_bdd_above_has_sum: fixes f :: \'a \ 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ assumes \bdd_above (sum f  {F. F\A \ finite F})\ shows \has_sum f A (SUP F\{F. finite F \ F\A}. sum f F)\ proof - have \(sum f \ (SUP F\{F. finite F \ F\A}. sum f F)) (finite_subsets_at_top A)\ proof (rule order_tendstoI) fix a assume \a < (SUP F\{F. finite F \ F\A}. sum f F)\ then obtain F where \a < sum f F\ and \finite F\ and \F \ A\ by (metis (mono_tags, lifting) Collect_cong Collect_empty_eq assms(2) empty_subsetI finite.emptyI less_cSUP_iff mem_Collect_eq) show \\\<^sub>F x in finite_subsets_at_top A. a < sum f x\ unfolding eventually_finite_subsets_at_top - apply (rule exI[of _ F]) - using \a < sum f F\ and \finite F\ and \F \ A\ - apply auto - by (smt (verit, best) Diff_iff assms(1) less_le_trans subset_iff sum_mono2) + proof (rule exI[of _ F], safe) + fix Y assume Y: "finite Y" "F \ Y" "Y \ A" + have "a < sum f F" + by fact + also have "\ \ sum f Y" + using assms Y by (intro sum_mono2) auto + finally show "a < sum f Y" . + qed (use \finite F\ \F \ A\ in auto) next - fix a assume \(SUP F\{F. finite F \ F\A}. sum f F) < a\ - then have \sum f F < a\ if \F\A\ and \finite F\ 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)) + fix a assume *: \(SUP F\{F. finite F \ F\A}. sum f F) < a\ + have \sum f F < a\ if \F\A\ and \finite F\ for F + proof - + have "sum f F \ (SUP F\{F. finite F \ F\A}. sum f F)" + by (rule cSUP_upper) (use that assms(2) in \auto simp: conj_commute$$ + also have "\ < a" + by fact + finally show ?thesis . + qed then show \\\<^sub>F x in finite_subsets_at_top A. sum f x < a\ by (rule eventually_finite_subsets_at_top_weakI) qed then show ?thesis using has_sum_def by blast qed -lemma pos_summable_on: +lemma nonneg_bdd_above_summable_on: fixes f :: \'a \ 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ assumes \bdd_above (sum f  {F. F\A \ finite F})\ shows \f summable_on A\ - using assms(1) assms(2) summable_on_def pos_has_sum by blast + using assms(1) assms(2) summable_on_def nonneg_bdd_above_has_sum by blast - -lemma pos_infsum: +lemma nonneg_bdd_above_infsum: fixes f :: \'a \ 'b :: {conditionally_complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ assumes \bdd_above (sum f  {F. F\A \ finite F})\ shows \infsum f A = (SUP F\{F. finite F \ F\A}. sum f F)\ - using assms by (auto intro!: infsumI pos_has_sum) + using assms by (auto intro!: infsumI nonneg_bdd_above_has_sum) -lemma pos_has_sum_complete: +lemma nonneg_has_sum_complete: fixes f :: \'a \ 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ shows \has_sum f A (SUP F\{F. finite F \ F\A}. sum f F)\ - using assms pos_has_sum by blast + using assms nonneg_bdd_above_has_sum by blast -lemma pos_summable_on_complete: +lemma nonneg_summable_on_complete: fixes f :: \'a \ 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ shows \f summable_on A\ - using assms pos_summable_on by blast + using assms nonneg_bdd_above_summable_on by blast -lemma pos_infsum_complete: +lemma nonneg_infsum_complete: fixes f :: \'a \ 'b :: {complete_linorder, ordered_comm_monoid_add, linorder_topology}\ assumes \\x. x\A \ f x \ 0\ shows \infsum f A = (SUP F\{F. finite F \ F\A}. sum f F)\ - using assms pos_infsum by blast + using assms nonneg_bdd_above_infsum by blast lemma has_sum_nonneg: fixes f :: "'a \ 'b::{ordered_comm_monoid_add,linorder_topology}" assumes "has_sum f M a" and "\x. x \ M \ 0 \ f x" shows "a \ 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 \ 'b::{ordered_comm_monoid_add,linorder_topology}" - assumes "f summable_on M" - and "\x. x \ M \ 0 \ f x" + assumes "\x. x \ M \ 0 \ f x" shows "infsum f M \ 0" (is "?lhs \ _") - by (metis assms infsum_0_simp summable_on_0_simp infsum_mono) + apply (cases \f summable_on M\) + apply (metis assms infsum_0_simp summable_on_0_simp infsum_mono) + using assms by (auto simp add: infsum_not_exists) + +lemma has_sum_mono2: + fixes f :: "'a \ 'b::{topological_ab_group_add, ordered_comm_monoid_add,linorder_topology}" + assumes "has_sum f A S" "has_sum f B S'" "A \ B" + assumes "\x. x \ B - A \ f x \ 0" + shows "S \ S'" +proof - + have "has_sum f (B - A) (S' - S)" + by (rule has_sum_Diff) fact+ + hence "S' - S \ 0" + by (rule has_sum_nonneg) (use assms(4) in auto) + thus ?thesis + by (metis add_0 add_mono_thms_linordered_semiring(3) diff_add_cancel) +qed + +lemma infsum_mono2: + fixes f :: "'a \ 'b::{topological_ab_group_add, ordered_comm_monoid_add,linorder_topology}" + assumes "f summable_on A" "f summable_on B" "A \ B" + assumes "\x. x \ B - A \ f x \ 0" + shows "infsum f A \ infsum f B" + by (rule has_sum_mono2[OF has_sum_infsum has_sum_infsum]) (use assms in auto) + +lemma finite_sum_le_has_sum: + fixes f :: "'a \ 'b::{topological_ab_group_add, ordered_comm_monoid_add,linorder_topology}" + assumes "has_sum f A S" "finite B" "B \ A" + assumes "\x. x \ A - B \ f x \ 0" + shows "sum f B \ S" +proof (rule has_sum_mono2) + show "has_sum f A S" + by fact + show "has_sum f B (sum f B)" + by (rule has_sum_finite) fact+ +qed (use assms in auto) + +lemma finite_sum_le_infsum: + fixes f :: "'a \ 'b::{topological_ab_group_add, ordered_comm_monoid_add,linorder_topology}" + assumes "f summable_on A" "finite B" "B \ A" + assumes "\x. x \ A - B \ f x \ 0" + shows "sum f B \ infsum f A" + by (rule finite_sum_le_has_sum[OF has_sum_infsum]) (use assms in auto) lemma has_sum_reindex: assumes \inj_on h A\ shows \has_sum g (h  A) x \ has_sum (g \ h) A x\ proof - have \has_sum g (h  A) x \ (sum g \ x) (finite_subsets_at_top (h  A))\ by (simp add: has_sum_def) also have \\ \ ((\F. sum g (h  F)) \ x) (finite_subsets_at_top A)\ apply (subst filtermap_image_finite_subsets_at_top[symmetric]) using assms by (auto simp: filterlim_def filtermap_filtermap) also have \\ \ (sum (g \ h) \ x) (finite_subsets_at_top A)\ 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 \\ \ has_sum (g \ h) A x\ by (simp add: has_sum_def) - finally show ?thesis - by - + finally show ?thesis . qed - lemma summable_on_reindex: assumes \inj_on h A\ shows \g summable_on (h  A) \ (g \ h) summable_on A\ by (simp add: assms summable_on_def has_sum_reindex) lemma infsum_reindex: assumes \inj_on h A\ shows \infsum g (h  A) = infsum (g \ h) A\ - 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) + 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 summable_on_reindex_bij_betw: + assumes "bij_betw g A B" + shows "(\x. f (g x)) summable_on A \ f summable_on B" +proof - + thm summable_on_reindex + have $$\x. f (g x)) summable_on A \ f summable_on g  A\ + apply (rule summable_on_reindex[symmetric, unfolded o_def]) + using assms bij_betw_imp_inj_on by blast + also have \\ \ f summable_on B\ + using assms bij_betw_imp_surj_on by blast + finally show ?thesis . +qed + +lemma infsum_reindex_bij_betw: + assumes "bij_betw g A B" + shows "infsum (\x. f (g x)) A = infsum f B" +proof - + have \infsum (\x. f (g x)) A = infsum f (g  A)\ + by (metis (mono_tags, lifting) assms bij_betw_imp_inj_on infsum_cong infsum_reindex o_def) + also have \\ = infsum f B\ + using assms bij_betw_imp_surj_on by blast + finally show ?thesis . +qed lemma sum_uniformity: assumes plus_cont: \uniformly_continuous_on UNIV (\(x::'b::{uniform_space,comm_monoid_add},y). x+y)\ assumes \eventually E uniformity\ obtains D where \eventually D uniformity\ and \\M::'a set. \f f' :: 'a \ 'b. card M \ n \ (\m\M. D (f m, f' m)) \ E (sum f M, sum f' M)\ proof (atomize_elim, insert \eventually E uniformity\, 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 \eventually D1 uniformity\ and \eventually D2 uniformity\ and D1D2E: \D1 (x, y) \ D2 (x', y') \ E (x + x', y + y')\ 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 \eventually D2 uniformity\] obtain D3 where \eventually D3 uniformity\ and D3: \card M \ n \ (\m\M. D3 (f m, f' m)) \ D2 (sum f M, sum f' M)\ for M :: \'a set\ and f f' by metis define D where \D x \ D1 x \ D3 x\ for x have \eventually D uniformity\ using D_def \eventually D1 uniformity\ \eventually D3 uniformity\ eventually_elim2 by blast have \E (sum f M, sum f' M)\ if \card M \ Suc n\ and DM: \\m\M. D (f m, f' m)\ for M :: \'a set\ and f f' proof (cases \card M = 0$$ case True then show ?thesis by (metis Suc.prems card_eq_0_iff sum.empty sum.infinite uniformity_refl) next case False with \card M \ Suc n\ obtain N x where \card N \ n\ and \x \ N\ and \M = insert x N\ by (metis card_Suc_eq less_Suc_eq_0_disj less_Suc_eq_le) from DM have \\m. m\N \ D (f m, f' m)\ using \M = insert x N\ by blast with D3[OF \card N \ n\] have D2_N: \D2 (sum f N, sum f' N)\ using D_def by blast from DM have \D (f x, f' x)\ using \M = insert x N\ by blast then have \D1 (f x, f' x)\ by (simp add: D_def) with D2_N have \E (f x + sum f N, f' x + sum f' N)\ using D1D2E by presburger then show \E (sum f M, sum f' M)\ by (metis False \M = insert x N\ \x \ N\ card.infinite finite_insert sum.insert) qed with \eventually D uniformity\ show ?case by auto qed lemma has_sum_Sigma: fixes A :: "'a set" and B :: "'a \ 'b set" and f :: \'a \ 'b \ 'c::{comm_monoid_add,uniform_space}\ assumes plus_cont: \uniformly_continuous_on UNIV ($$x::'c,y). x+y)\ assumes summableAB: "has_sum f (Sigma A B) a" assumes summableB: \\x. x\A \ has_sum (\y. f (x, y)) (B x) (b x)\ shows "has_sum b A a" proof - define F FB FA where \F = finite_subsets_at_top (Sigma A B)\ and \FB x = finite_subsets_at_top (B x)\ and \FA = finite_subsets_at_top A\ for x from summableB have sum_b: \(sum (\y. f (x, y)) \ b x) (FB x)\ if \x \ A\ for x using FB_def[abs_def] has_sum_def that by auto from summableAB have sum_S: \(sum f \ a) F\ using F_def has_sum_def by blast have finite_proj: \finite {b| b. (a,b) \ H}\ if \finite H\ for H :: \('a\'b) set\ and a apply (subst asm_rl[of \{b| b. (a,b) \ H} = snd  {ab. ab \ H \ fst ab = a}\]) by (auto simp: image_iff that) have \(sum b \ a) FA\ proof (rule tendsto_iff_uniformity[THEN iffD2, rule_format]) fix E :: \('c \ 'c) \ bool\ assume \eventually E uniformity\ then obtain D where D_uni: \eventually D uniformity\ and DDE': \\x y z. D (x, y) \ D (y, z) \ E (x, z)\ by (metis (no_types, lifting) \eventually E uniformity\ uniformity_transE) from sum_S obtain G where \finite G\ and \G \ Sigma A B\ and G_sum: \G \ H \ H \ Sigma A B \ finite H \ D (sum f H, a)\ for H unfolding tendsto_iff_uniformity by (metis (mono_tags, lifting) D_uni F_def eventually_finite_subsets_at_top) have \finite (fst  G)\ and \fst  G \ A\ using \finite G\ \G \ Sigma A B\ by auto thm uniformity_prod_def define Ga where \Ga a = {b. (a,b) \ G}\ for a have Ga_fin: \finite (Ga a)\ and Ga_B: \Ga a \ B a\ for a using \finite G\ \G \ Sigma A B\ finite_proj by (auto simp: Ga_def finite_proj) have \E (sum b M, a)\ if \M \ fst  G\ and \finite M\ and \M \ A\ for M proof - define FMB where \FMB = finite_subsets_at_top (Sigma M B)\ have \eventually (\H. D (\a\M. b a, \(a,b)\H. f (a,b))) FMB\ proof - obtain D' where D'_uni: \eventually D' uniformity\ and \card M' \ card M \ (\m\M'. D' (g m, g' m)) \ D (sum g M', sum g' M')\ for M' :: \'a set\ and g g' apply (rule sum_uniformity[OF plus_cont \eventually D uniformity\, where n=\card M\]) by auto then have D'_sum_D: \(\m\M. D' (g m, g' m)) \ D (sum g M, sum g' M)\ for g g' by auto obtain Ha where \Ha a \ Ga a\ and Ha_fin: \finite (Ha a)\ and Ha_B: \Ha a \ B a\ and D'_sum_Ha: \Ha a \ L \ L \ B a \ finite L \ D' (b a, sum (\b. f (a,b)) L)\ if \a \ A\ for a L proof - from sum_b[unfolded tendsto_iff_uniformity, rule_format, OF _ D'_uni[THEN uniformity_sym]] obtain Ha0 where \finite (Ha0 a)\ and \Ha0 a \ B a\ and \Ha0 a \ L \ L \ B a \ finite L \ D' (b a, sum (\b. f (a,b)) L)\ if \a \ A\ for a L - unfolding FB_def eventually_finite_subsets_at_top apply auto by metis + unfolding FB_def eventually_finite_subsets_at_top unfolding prod.case by metis moreover define Ha where \Ha a = Ha0 a \ Ga a\ for a ultimately show ?thesis using that[where Ha=Ha] using Ga_fin Ga_B by auto qed have \D (\a\M. b a, \(a,b)\H. f (a,b))\ if \finite H\ and \H \ Sigma M B\ and \H \ Sigma M Ha\ for H proof - define Ha' where \Ha' a = {b| b. (a,b) \ H}\ for a have [simp]: \finite (Ha' a)\ and [simp]: \Ha' a \ Ha a\ and [simp]: \Ha' a \ B a\ if \a \ M\ for a unfolding Ha'_def using \finite H\ \H \ Sigma M B\ \Sigma M Ha \ H\ that finite_proj by auto have \Sigma M Ha' = H\ using that by (auto simp: Ha'_def) then have *: \(\(a,b)\H. f (a,b)) = (\a\M. \b\Ha' a. f (a,b))\ apply (subst sum.Sigma) using \finite M\ by auto have \D' (b a, sum (\b. f (a,b)) (Ha' a))\ if \a \ M\ for a apply (rule D'_sum_Ha) using that \M \ A\ by auto then have \D (\a\M. b a, \a\M. sum (\b. f (a,b)) (Ha' a))\ by (rule_tac D'_sum_D, auto) with * show ?thesis by auto qed moreover have \Sigma M Ha \ Sigma M B\ using Ha_B \M \ A\ 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)) + unfolding FMB_def eventually_finite_subsets_at_top + by (intro exI[of _ "Sigma M Ha"]) + (use Ha_fin that(2,3) in \fastforce intro!: finite_SigmaI$$ qed moreover have \eventually (\H. D ($$a,b)\H. f (a,b), a)) FMB\ unfolding FMB_def eventually_finite_subsets_at_top - apply (rule exI[of _ G]) - using \G \ Sigma A B\ \finite G\ that G_sum apply auto - by (meson Sigma_mono dual_order.refl order_trans) + proof (rule exI[of _ G], safe) + fix Y assume Y: "finite Y" "G \ Y" "Y \ Sigma M B" + have "Y \ Sigma A B" + using Y \M \ A\ by blast + thus "D (\(a,b)\Y. f (a, b), a)" + using G_sum[of Y] Y by auto + qed (use \finite G\ \G \ Sigma A B\ that in auto) ultimately have \\\<^sub>F x in FMB. E (sum b M, a)\ - by (smt (verit, best) DDE' eventually_elim2) + by eventually_elim (use DDE' in auto) then show \E (sum b M, a)\ - apply (rule eventually_const[THEN iffD1, rotated]) - using FMB_def by force + by (rule eventually_const[THEN iffD1, rotated]) (force simp: FMB_def) qed then show \\\<^sub>F x in FA. E (sum b x, a)\ using \finite (fst  G)\ and \fst  G \ A\ by (auto intro!: exI[of _ \fst  G\] 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 \ 'b set" and f :: \'a \ 'b \ 'c::{comm_monoid_add, t2_space, uniform_space}\ assumes plus_cont: \uniformly_continuous_on UNIV (\(x::'c,y). x+y)\ assumes summableAB: "(\(x,y). f x y) summable_on (Sigma A B)" assumes summableB: \\x. x\A \ (f x) summable_on (B x)\ shows \(\x. infsum (f x) (B x)) summable_on A\ proof - from summableAB obtain a where a: \has_sum (\(x,y). f x y) (Sigma A B) a\ using has_sum_infsum by blast from summableB have b: \\x. x\A \ has_sum (f x) (B x) (infsum (f x) (B x))\ by (auto intro!: has_sum_infsum) show ?thesis using plus_cont a b by (auto intro: has_sum_Sigma[where f=\\(x,y). f x y\, simplified] simp: summable_on_def) qed lemma infsum_Sigma: fixes A :: "'a set" and B :: "'a \ 'b set" and f :: \'a \ 'b \ 'c::{comm_monoid_add, t2_space, uniform_space}\ assumes plus_cont: \uniformly_continuous_on UNIV (\(x::'c,y). x+y)\ assumes summableAB: "f summable_on (Sigma A B)" assumes summableB: \\x. x\A \ (\y. f (x, y)) summable_on (B x)\ shows "infsum f (Sigma A B) = infsum (\x. infsum (\y. f (x, y)) (B x)) A" proof - from summableAB have a: \has_sum f (Sigma A B) (infsum f (Sigma A B))\ using has_sum_infsum by blast from summableB have b: \\x. x\A \ has_sum (\y. f (x, y)) (B x) (infsum (\y. f (x, y)) (B x))\ 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 \ 'b set" and f :: \'a \ 'b \ 'c::{comm_monoid_add, t2_space, uniform_space}\ assumes plus_cont: \uniformly_continuous_on UNIV (\(x::'c,y). x+y)\ assumes summableAB: "(\(x,y). f x y) summable_on (Sigma A B)" assumes summableB: \\x. x\A \ (f x) summable_on (B x)\ shows \infsum (\x. infsum (f x) (B x)) A = infsum (\(x,y). f x y) (Sigma A B)\ using infsum_Sigma[of \\(x,y). f x y\ A B] using assms by auto text \A special case of @{thm [source] infsum_Sigma} etc. for Banach spaces. It has less premises.\ lemma fixes A :: "'a set" and B :: "'a \ 'b set" and f :: \'a \ 'b \ 'c::banach\ assumes [simp]: "(\(x,y). f x y) summable_on (Sigma A B)" shows infsum_Sigma'_banach: \infsum (\x. infsum (f x) (B x)) A = infsum (\(x,y). f x y) (Sigma A B)\ (is ?thesis1) and summable_on_Sigma_banach: \(\x. infsum (f x) (B x)) summable_on A\ (is ?thesis2) proof - have [simp]: \(f x) summable_on (B x)\ if \x \ A\ for x proof - from assms have \(\(x,y). f x y) summable_on (Pair x  B x)\ by (meson image_subset_iff summable_on_subset_banach mem_Sigma_iff that) then have \((\(x,y). f x y) o Pair x) summable_on (B x)\ 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 \ 'b set" and f :: \'a \ 'b \ 'c::banach\ assumes [simp]: "f summable_on (Sigma A B)" shows \infsum (\x. infsum (\y. f (x,y)) (B x)) A = infsum f (Sigma A B)\ - by (smt (verit, best) SigmaE assms infsum_Sigma'_banach infsum_cong summable_on_cong old.prod.case) + using assms + by (subst infsum_Sigma'_banach) auto lemma infsum_swap: fixes A :: "'a set" and B :: "'b set" fixes f :: "'a \ 'b \ 'c::{comm_monoid_add,t2_space,uniform_space}" assumes plus_cont: \uniformly_continuous_on UNIV (\(x::'c,y). x+y)\ assumes \(\(x, y). f x y) summable_on (A \ B)\ assumes \\a. a\A \ (f a) summable_on B\ assumes \\b. b\B \ (\a. f a b) summable_on A\ shows \infsum (\x. infsum (\y. f x y) B) A = infsum (\y. infsum (\x. f x y) A) B\ proof - have [simp]: \(\(x, y). f y x) summable_on (B \ A)\ apply (subst product_swap[symmetric]) apply (subst summable_on_reindex) using assms by (auto simp: o_def) have \infsum (\x. infsum (\y. f x y) B) A = infsum (\(x,y). f x y) (A \ B)\ apply (subst infsum_Sigma) using assms by auto also have \\ = infsum (\(x,y). f y x) (B \ A)\ apply (subst product_swap[symmetric]) apply (subst infsum_reindex) using assms by (auto simp: o_def) also have \\ = infsum (\y. infsum (\x. f x y) A) B\ apply (subst infsum_Sigma) using assms by auto - finally show ?thesis - by - + finally show ?thesis . qed lemma infsum_swap_banach: fixes A :: "'a set" and B :: "'b set" fixes f :: "'a \ 'b \ 'c::banach" assumes \(\(x, y). f x y) summable_on (A \ B)\ shows "infsum (\x. infsum (\y. f x y) B) A = infsum (\y. infsum (\x. f x y) A) B" proof - have [simp]: \(\(x, y). f y x) summable_on (B \ A)\ apply (subst product_swap[symmetric]) apply (subst summable_on_reindex) using assms by (auto simp: o_def) have \infsum (\x. infsum (\y. f x y) B) A = infsum (\(x,y). f x y) (A \ B)\ apply (subst infsum_Sigma'_banach) using assms by auto also have \\ = infsum (\(x,y). f y x) (B \ A)\ apply (subst product_swap[symmetric]) apply (subst infsum_reindex) using assms by (auto simp: o_def) also have \\ = infsum (\y. infsum (\x. f x y) A) B\ apply (subst infsum_Sigma'_banach) using assms by auto - finally show ?thesis - by - + finally show ?thesis . qed -lemma infsum_0D: +lemma nonneg_infsum_le_0D: fixes f :: "'a \ 'b::{topological_ab_group_add,ordered_ab_group_add,linorder_topology}" assumes "infsum f A \ 0" and abs_sum: "f summable_on A" and nneg: "\x. x \ A \ f x \ 0" and "x \ A" shows "f x = 0" proof (rule ccontr) assume \f x \ 0\ have ex: \f summable_on (A-{x})\ - apply (rule summable_on_cofin_subset) - using assms by auto - then have pos: \infsum f (A - {x}) \ 0\ - apply (rule infsum_nonneg) - using nneg by auto + by (rule summable_on_cofin_subset) (use assms in auto) + have pos: \infsum f (A - {x}) \ 0\ + by (rule infsum_nonneg) (use nneg in auto) have [trans]: \x \ y \ y > z \ x > z\ for x y z :: 'b by auto have \infsum f A = infsum f (A-{x}) + infsum f {x}\ - apply (subst infsum_Un_disjoint[symmetric]) - using assms ex apply auto by (metis insert_absorb) + by (subst infsum_Un_disjoint[symmetric]) (use assms ex in \auto simp: insert_absorb$$ also have \\ \ infsum f {x}\ (is \_ \ \\) - using pos apply (rule add_increasing) by simp + using pos by (rule add_increasing) simp also have \\ = f x\ (is \_ = \\) - apply (subst infsum_finite) by auto + by (subst infsum_finite) auto also have \\ > 0\ using \f x \ 0\ assms(4) nneg by fastforce finally show False using assms by auto qed -lemma has_sum_0D: +lemma nonneg_has_sum_le_0D: fixes f :: "'a \ 'b::{topological_ab_group_add,ordered_ab_group_add,linorder_topology}" assumes "has_sum f A a" \a \ 0\ and nneg: "\x. x \ A \ f x \ 0" and "x \ A" shows "f x = 0" - by (metis assms(1) assms(2) assms(4) infsumI infsum_0D summable_on_def nneg) + by (metis assms(1) assms(2) assms(4) infsumI nonneg_infsum_le_0D summable_on_def nneg) lemma has_sum_cmult_left: fixes f :: "'a \ 'b :: {topological_semigroup_mult, semiring_0}" assumes \has_sum f A a\ shows "has_sum (\x. f x * c) A (a * c)" proof - from assms have $$sum f \ a) (finite_subsets_at_top A)\ using has_sum_def by blast then have \((\F. sum f F * c) \ a * c) (finite_subsets_at_top A)\ by (simp add: tendsto_mult_right) then have \(sum (\x. f x * c) \ a * c) (finite_subsets_at_top A)\ 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 \ 'b :: {t2_space, topological_semigroup_mult, semiring_0}" assumes \c \ 0 \ f summable_on A\ shows "infsum (\x. f x * c) A = infsum f A * c" proof (cases \c=0$$ case True then show ?thesis by auto next case False then have \has_sum f A (infsum f A)\ by (simp add: assms) then show ?thesis by (auto intro!: infsumI has_sum_cmult_left) qed lemma summable_on_cmult_left: fixes f :: "'a \ 'b :: {t2_space, topological_semigroup_mult, semiring_0}" assumes \f summable_on A\ shows "(\x. f x * c) summable_on A" using assms summable_on_def has_sum_cmult_left by blast lemma has_sum_cmult_right: fixes f :: "'a \ 'b :: {topological_semigroup_mult, semiring_0}" assumes \has_sum f A a\ shows "has_sum (\x. c * f x) A (c * a)" proof - from assms have $$sum f \ a) (finite_subsets_at_top A)\ using has_sum_def by blast then have \((\F. c * sum f F) \ c * a) (finite_subsets_at_top A)\ by (simp add: tendsto_mult_left) then have \(sum (\x. c * f x) \ c * a) (finite_subsets_at_top A)\ 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 \ 'b :: {t2_space, topological_semigroup_mult, semiring_0}" assumes \c \ 0 \ f summable_on A\ shows \infsum (\x. c * f x) A = c * infsum f A\ proof (cases \c=0$$ case True then show ?thesis by auto next case False then have \has_sum f A (infsum f A)\ by (simp add: assms) then show ?thesis by (auto intro!: infsumI has_sum_cmult_right) qed lemma summable_on_cmult_right: fixes f :: "'a \ 'b :: {t2_space, topological_semigroup_mult, semiring_0}" assumes \f summable_on A\ shows "(\x. c * f x) summable_on A" using assms summable_on_def has_sum_cmult_right by blast lemma summable_on_cmult_left': fixes f :: "'a \ 'b :: {t2_space, topological_semigroup_mult, division_ring}" assumes \c \ 0\ shows "(\x. f x * c) summable_on A \ f summable_on A" proof assume \f summable_on A\ then show $$\x. f x * c) summable_on A\ by (rule summable_on_cmult_left) next assume \(\x. f x * c) summable_on A\ then have \(\x. f x * c * inverse c) summable_on A\ by (rule summable_on_cmult_left) then show \f summable_on A\ 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 \ 'b :: {t2_space, topological_semigroup_mult, division_ring}" assumes \c \ 0\ shows "(\x. c * f x) summable_on A \ f summable_on A" proof assume \f summable_on A\ then show \(\x. c * f x) summable_on A\ by (rule summable_on_cmult_right) next assume \(\x. c * f x) summable_on A\ then have \(\x. inverse c * (c * f x)) summable_on A\ by (rule summable_on_cmult_right) then show \f summable_on A\ by (metis (no_types, lifting) assms summable_on_cong left_inverse mult.assoc mult.left_neutral) qed lemma infsum_cmult_left': fixes f :: "'a \ 'b :: {t2_space, topological_semigroup_mult, division_ring}" shows "infsum (\x. f x * c) A = infsum f A * c" proof (cases \c \ 0 \ f summable_on A$$ case True then show ?thesis apply (rule_tac infsum_cmult_left) by auto next case False note asm = False then show ?thesis proof (cases \c=0\) case True then show ?thesis by auto next case False with asm have nex: \\ f summable_on A\ by simp moreover have nex': \\ (\x. f x * c) summable_on A\ 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 \ 'b :: {t2_space,topological_semigroup_mult,division_ring}" shows "infsum (\x. c * f x) A = c * infsum f A" proof (cases \c \ 0 \ f summable_on A\) case True then show ?thesis apply (rule_tac infsum_cmult_right) by auto next case False note asm = False then show ?thesis proof (cases \c=0\) case True then show ?thesis by auto next case False with asm have nex: \\ f summable_on A\ by simp moreover have nex': \\ (\x. c * f x) summable_on A\ 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 \finite F\ shows \has_sum (\_. c) F (of_nat (card F) * c)\ by (metis assms has_sum_finite sum_constant) lemma infsum_constant[simp]: assumes \finite F\ shows \infsum (\_. c) F = of_nat (card F) * c\ apply (subst infsum_finite[OF assms]) by simp lemma infsum_diverge_constant: \ \This probably does not really need all of \<^class>\archimedean_field\ but Isabelle/HOL has no type class such as, e.g., "archimedean ring".\ fixes c :: \'a::{archimedean_field, comm_monoid_add, linorder_topology, topological_semigroup_mult}\ assumes \infinite A\ and \c \ 0\ shows \\ (\_. c) summable_on A\ proof (rule notI) assume $$\_. c) summable_on A\ then have \(\_. inverse c * c) summable_on A\ by (rule summable_on_cmult_right) then have [simp]: \(\_. 1::'a) summable_on A\ using assms by auto have \infsum (\_. 1) A \ d\ for d :: 'a proof - obtain n :: nat where \of_nat n \ d\ by (meson real_arch_simple) from assms obtain F where \F \ A\ and \finite F\ and \card F = n\ by (meson infinite_arbitrarily_large) note \d \ of_nat n\ also have \of_nat n = infsum (\_. 1::'a) F\ by (simp add: \card F = n\ \finite F$$ also have \\ \ infsum (\_. 1::'a) A\ apply (rule infsum_mono_neutral) using \finite F\ \F \ A\ by auto - finally show ?thesis - by - + finally show ?thesis . qed then show False by (meson linordered_field_no_ub not_less) qed lemma has_sum_constant_archimedean[simp]: \ \This probably does not really need all of \<^class>\archimedean_field\ but Isabelle/HOL has no type class such as, e.g., "archimedean ring".\ fixes c :: \'a::{archimedean_field, comm_monoid_add, linorder_topology, topological_semigroup_mult}\ shows \infsum (\_. c) A = of_nat (card A) * c\ apply (cases \finite A\) apply simp apply (cases \c = 0\) apply simp by (simp add: infsum_diverge_constant infsum_not_exists) lemma has_sum_uminus: fixes f :: \'a \ 'b::topological_ab_group_add\ shows \has_sum (\x. - f x) A a \ has_sum f A (- a)\ by (auto simp add: sum_negf[abs_def] tendsto_minus_cancel_left has_sum_def) lemma summable_on_uminus: fixes f :: \'a \ 'b::topological_ab_group_add\ shows$$\x. - f x) summable_on A \ f summable_on A\ by (metis summable_on_def has_sum_uminus verit_minus_simplify(4)) lemma infsum_uminus: fixes f :: \'a \ 'b::{topological_ab_group_add, t2_space}\ shows \infsum (\x. - f x) A = - infsum f A\ by (metis (full_types) add.inverse_inverse add.inverse_neutral infsumI infsum_def has_sum_infsum has_sum_uminus) +lemma has_sum_le_finite_sums: + fixes a :: \'a::{comm_monoid_add,topological_space,linorder_topology}\ + assumes \has_sum f A a\ + assumes \\F. finite F \ F \ A \ sum f F \ b\ + shows \a \ b\ +proof - + from assms(1) + have 1: \(sum f \ a) (finite_subsets_at_top A)\ + unfolding has_sum_def . + from assms(2) + have 2: \\\<^sub>F F in finite_subsets_at_top A. sum f F \ b\ + by (rule_tac eventually_finite_subsets_at_top_weakI) + show \a \ b\ + using _ _ 1 2 + apply (rule tendsto_le[where f=\\_. b\]) + by auto +qed + +lemma infsum_le_finite_sums: + fixes b :: \'a::{comm_monoid_add,topological_space,linorder_topology}\ + assumes \f summable_on A\ + assumes \\F. finite F \ F \ A \ sum f F \ b\ + shows \infsum f A \ b\ + by (meson assms(1) assms(2) has_sum_infsum has_sum_le_finite_sums) + + +lemma summable_on_scaleR_left [intro]: + fixes c :: \'a :: real_normed_vector\ + assumes "c \ 0 \ f summable_on A" + shows "(\x. f x *\<^sub>R c) summable_on A" + apply (cases \c \ 0$$ + apply (subst asm_rl[of $$\x. f x *\<^sub>R c) = (\y. y *\<^sub>R c) o f\], simp add: o_def) + apply (rule summable_on_comm_additive) + using assms by (auto simp add: scaleR_left.additive_axioms) + + +lemma summable_on_scaleR_right [intro]: + fixes f :: \'a \ 'b :: real_normed_vector\ + assumes "c \ 0 \ f summable_on A" + shows "(\x. c *\<^sub>R f x) summable_on A" + apply (cases \c \ 0$$ + apply (subst asm_rl[of $$\x. c *\<^sub>R f x) = (\y. c *\<^sub>R y) o f\], simp add: o_def) + apply (rule summable_on_comm_additive) + using assms by (auto simp add: scaleR_right.additive_axioms) + +lemma infsum_scaleR_left: + fixes c :: \'a :: real_normed_vector\ + assumes "c \ 0 \ f summable_on A" + shows "infsum (\x. f x *\<^sub>R c) A = infsum f A *\<^sub>R c" + apply (cases \c \ 0$$ + apply (subst asm_rl[of $$\x. f x *\<^sub>R c) = (\y. y *\<^sub>R c) o f\], simp add: o_def) + apply (rule infsum_comm_additive) + using assms by (auto simp add: scaleR_left.additive_axioms) + +lemma infsum_scaleR_right: + fixes f :: \'a \ 'b :: real_normed_vector\ + shows "infsum (\x. c *\<^sub>R f x) A = c *\<^sub>R infsum f A" +proof - + consider (summable) \f summable_on A\ | (c0) \c = 0\ | (not_summable) \\ f summable_on A\ \c \ 0\ + by auto + then show ?thesis + proof cases + case summable + then show ?thesis + apply (subst asm_rl[of \(\x. c *\<^sub>R f x) = (\y. c *\<^sub>R y) o f\], simp add: o_def) + apply (rule infsum_comm_additive) + using summable by (auto simp add: scaleR_right.additive_axioms) + next + case c0 + then show ?thesis by auto + next + case not_summable + have \\ (\x. c *\<^sub>R f x) summable_on A\ + proof (rule notI) + assume \(\x. c *\<^sub>R f x) summable_on A\ + then have \(\x. inverse c *\<^sub>R c *\<^sub>R f x) summable_on A\ + using summable_on_scaleR_right by blast + then have \f summable_on A\ + using not_summable by auto + with not_summable show False + by simp + qed + then show ?thesis + by (simp add: infsum_not_exists not_summable(1)) + qed +qed + + +lemma infsum_Un_Int: + fixes f :: "'a \ 'b::{topological_ab_group_add, t2_space}" + assumes [simp]: "f summable_on A - B" "f summable_on B - A" \f summable_on A \ B\ + shows "infsum f (A \ B) = infsum f A + infsum f B - infsum f (A \ B)" +proof - + have [simp]: \f summable_on A\ + apply (subst asm_rl[of \A = (A-B) \ (A\B)\]) apply auto[1] + apply (rule summable_on_Un_disjoint) + by auto + have \infsum f (A \ B) = infsum f A + infsum f (B - A)\ + apply (subst infsum_Un_disjoint[symmetric]) + by auto + moreover have \infsum f (B - A \ A \ B) = infsum f (B - A) + infsum f (A \ B)\ + by (rule infsum_Un_disjoint) auto + moreover have "B - A \ A \ B = B" + by blast + ultimately show ?thesis + by auto +qed + +lemma inj_combinator': + assumes "x \ F" + shows \inj_on (\(g, y). g(x := y)) (Pi\<^sub>E F B \ B x)\ +proof - + have "inj_on ((\(y, g). g(x := y)) \ prod.swap) (Pi\<^sub>E F B \ B x)" + using inj_combinator[of x F B] assms by (intro comp_inj_on) (auto simp: product_swap) + thus ?thesis + by (simp add: o_def) +qed + +lemma infsum_prod_PiE: + \ \See also \infsum_prod_PiE_abs\ below with incomparable premises.\ + fixes f :: "'a \ 'b \ 'c :: {comm_monoid_mult, topological_semigroup_mult, division_ring, banach}" + assumes finite: "finite A" + assumes "\x. x \ A \ f x summable_on B x" + assumes "(\g. \x\A. f x (g x)) summable_on (PiE A B)" + shows "infsum (\g. \x\A. f x (g x)) (PiE A B) = (\x\A. infsum (f x) (B x))" +proof (use finite assms(2-) in induction) + case empty + then show ?case + by auto +next + case (insert x F) + have pi: \Pi\<^sub>E (insert x F) B = (\(g,y). g(x:=y))  (Pi\<^sub>E F B \ B x)\ + unfolding PiE_insert_eq + by (subst swap_product [symmetric]) (simp add: image_image case_prod_unfold) + have prod: \(\x'\F. f x' ((p(x:=y)) x')) = (\x'\F. f x' (p x'))\ for p y + by (rule prod.cong) (use insert.hyps in auto) + have inj: \inj_on (\(g, y). g(x := y)) (Pi\<^sub>E F B \ B x)\ + using \x \ F\ by (rule inj_combinator') + + have summable1: \(\g. \x\insert x F. f x (g x)) summable_on Pi\<^sub>E (insert x F) B\ + using insert.prems(2) . + also have \Pi\<^sub>E (insert x F) B = (\(g,y). g(x:=y))  (Pi\<^sub>E F B \ B x)\ + by (simp only: pi) + also have "(\g. \x\insert x F. f x (g x)) summable_on \ \ + ((\g. \x\insert x F. f x (g x)) \ (\(g,y). g(x:=y))) summable_on (Pi\<^sub>E F B \ B x)" + using inj by (rule summable_on_reindex) + also have "(\z\F. f z ((g(x := y)) z)) = (\z\F. f z (g z))" for g y + using insert.hyps by (intro prod.cong) auto + hence "((\g. \x\insert x F. f x (g x)) \ (\(g,y). g(x:=y))) = + (\(p, y). f x y * (\x'\F. f x' (p x')))" + using insert.hyps by (auto simp: fun_eq_iff cong: prod.cong_simp) + finally have summable2: \(\(p, y). f x y * (\x'\F. f x' (p x'))) summable_on Pi\<^sub>E F B \ B x\ . + + then have \(\p. \\<^sub>\y\B x. f x y * (\x'\F. f x' (p x'))) summable_on Pi\<^sub>E F B\ + by (rule summable_on_Sigma_banach) + then have \(\p. (\\<^sub>\y\B x. f x y) * (\x'\F. f x' (p x'))) summable_on Pi\<^sub>E F B\ + apply (subst infsum_cmult_left[symmetric]) + using insert.prems(1) by blast + then have summable3: \(\p. (\x'\F. f x' (p x'))) summable_on Pi\<^sub>E F B\ if \(\\<^sub>\y\B x. f x y) \ 0\ + apply (subst (asm) summable_on_cmult_right') + using that by auto + + have \(\\<^sub>\g\Pi\<^sub>E (insert x F) B. \x\insert x F. f x (g x)) + = (\\<^sub>\(p,y)\Pi\<^sub>E F B \ B x. \x'\insert x F. f x' ((p(x:=y)) x'))\ + apply (subst pi) + apply (subst infsum_reindex) + using inj by (auto simp: o_def case_prod_unfold) + also have \\ = (\\<^sub>\(p, y)\Pi\<^sub>E F B \ B x. f x y * (\x'\F. f x' ((p(x:=y)) x')))\ + apply (subst prod.insert) + using insert by auto + also have \\ = (\\<^sub>\(p, y)\Pi\<^sub>E F B \ B x. f x y * (\x'\F. f x' (p x')))\ + apply (subst prod) by rule + also have \\ = (\\<^sub>\p\Pi\<^sub>E F B. \\<^sub>\y\B x. f x y * (\x'\F. f x' (p x')))\ + apply (subst infsum_Sigma_banach[symmetric]) + using summable2 apply blast + by fastforce + also have \\ = (\\<^sub>\y\B x. f x y) * (\\<^sub>\p\Pi\<^sub>E F B. \x'\F. f x' (p x'))\ + apply (subst infsum_cmult_left') + apply (subst infsum_cmult_right') + by (rule refl) + also have \\ = (\x\insert x F. infsum (f x) (B x))\ + apply (subst prod.insert) + using \finite F\ \x \ F\ apply auto[2] + apply (cases \infsum (f x) (B x) = 0$$ + apply simp + apply (subst insert.IH) + apply (simp add: insert.prems(1)) + apply (rule summable3) + by auto + finally show ?case + by simp +qed + +lemma infsum_prod_PiE_abs: + \ \See also @{thm [source] infsum_prod_PiE} above with incomparable premises.\ + fixes f :: "'a \ 'b \ 'c :: {banach, real_normed_div_algebra, comm_semiring_1}" + assumes finite: "finite A" + assumes "\x. x \ A \ f x abs_summable_on B x" + shows "infsum (\g. \x\A. f x (g x)) (PiE A B) = (\x\A. infsum (f x) (B x))" +proof (use finite assms(2) in induction) + case empty + then show ?case + by auto +next + case (insert x F) + + have pi: \Pi\<^sub>E (insert x F) B = ($$g,y). g(x:=y))  (Pi\<^sub>E F B \ B x)\ for x F and B :: "'a \ 'b set" + unfolding PiE_insert_eq + by (subst swap_product [symmetric]) (simp add: image_image case_prod_unfold) + have prod: \(\x'\F. f x' ((p(x:=y)) x')) = (\x'\F. f x' (p x'))\ for p y + by (rule prod.cong) (use insert.hyps in auto) + have inj: \inj_on (\(g, y). g(x := y)) (Pi\<^sub>E F B \ B x)\ + using \x \ F\ by (rule inj_combinator') + + define s where \s x = infsum (\y. norm (f x y)) (B x)\ for x + + have *: \(\p\P. norm (\x\F. f x (p x))) \ prod s F\ + if P: \P \ Pi\<^sub>E F B\ and [simp]: \finite P\ \finite F\ + and sum: \\x. x \ F \ f x abs_summable_on B x\ for P F + proof - + define B' where \B' x = {p x| p. p\P}\ for x + have [simp]: \finite (B' x)\ for x + using that by (auto simp: B'_def) + have [simp]: \finite (Pi\<^sub>E F B')\ + by (simp add: finite_PiE) + have [simp]: \P \ Pi\<^sub>E F B'\ + using that by (auto simp: B'_def) + have B'B: \B' x \ B x\ if \x \ F\ for x + unfolding B'_def using P that + by auto + have s_bound: \(\y\B' x. norm (f x y)) \ s x\ if \x \ F\ for x + apply (simp_all add: s_def flip: infsum_finite) + apply (rule infsum_mono_neutral) + using that sum B'B by auto + have \(\p\P. norm (\x\F. f x (p x))) \ (\p\Pi\<^sub>E F B'. norm (\x\F. f x (p x)))\ + apply (rule sum_mono2) + by auto + also have \\ = (\p\Pi\<^sub>E F B'. \x\F. norm (f x (p x)))\ + apply (subst prod_norm[symmetric]) + by simp + also have \\ = (\x\F. \y\B' x. norm (f x y))\ + proof (use \finite F\ in induction) + case empty + then show ?case by simp + next + case (insert x F) + have aux: \a = b \ c * a = c * b\ for a b c :: real + by auto + have inj: \inj_on (\(g, y). g(x := y)) (Pi\<^sub>E F B' \ B' x)\ + by (rule inj_combinator') (use insert.hyps in auto) + have \(\p\Pi\<^sub>E (insert x F) B'. \x\insert x F. norm (f x (p x))) + = (\(p,y)\Pi\<^sub>E F B' \ B' x. \x'\insert x F. norm (f x' ((p(x := y)) x')))\ + apply (subst pi) + apply (subst sum.reindex) + using inj by (auto simp: case_prod_unfold) + also have \\ = (\(p,y)\Pi\<^sub>E F B' \ B' x. norm (f x y) * (\x'\F. norm (f x' ((p(x := y)) x'))))\ + apply (subst prod.insert) + using insert.hyps by (auto simp: case_prod_unfold) + also have \\ = (\(p, y)\Pi\<^sub>E F B' \ B' x. norm (f x y) * (\x'\F. norm (f x' (p x'))))\ + apply (rule sum.cong) + apply blast + unfolding case_prod_unfold + apply (rule aux) + apply (rule prod.cong) + using insert.hyps(2) by auto + also have \\ = (\y\B' x. norm (f x y)) * (\p\Pi\<^sub>E F B'. \x'\F. norm (f x' (p x')))\ + apply (subst sum_product) + apply (subst sum.swap) + apply (subst sum.cartesian_product) + by simp + also have \\ = (\y\B' x. norm (f x y)) * (\x\F. \y\B' x. norm (f x y))\ + by (simp add: insert.IH) + also have \\ = (\x\insert x F. \y\B' x. norm (f x y))\ + using insert.hyps(1) insert.hyps(2) by force + finally show ?case . + qed + also have \\ = (\x\F. \\<^sub>\y\B' x. norm (f x y))\ + by auto + also have \\ \ (\x\F. s x)\ + apply (rule prod_mono) + apply auto + apply (simp add: sum_nonneg) + using s_bound by presburger + finally show ?thesis . + qed + have \(\g. \x\insert x F. f x (g x)) abs_summable_on Pi\<^sub>E (insert x F) B\ + apply (rule nonneg_bdd_above_summable_on) + apply (simp; fail) + apply (rule bdd_aboveI[where M=\\x'\insert x F. s x'\]) + using * insert.hyps insert.prems by blast + + also have \Pi\<^sub>E (insert x F) B = (\(g,y). g(x:=y))  (Pi\<^sub>E F B \ B x)\ + by (simp only: pi) + also have "(\g. \x\insert x F. f x (g x)) abs_summable_on \ \ + ((\g. \x\insert x F. f x (g x)) \ (\(g,y). g(x:=y))) abs_summable_on (Pi\<^sub>E F B \ B x)" + using inj by (subst summable_on_reindex) (auto simp: o_def) + also have "(\z\F. f z ((g(x := y)) z)) = (\z\F. f z (g z))" for g y + using insert.hyps by (intro prod.cong) auto + hence "((\g. \x\insert x F. f x (g x)) \ (\(g,y). g(x:=y))) = + (\(p, y). f x y * (\x'\F. f x' (p x')))" + using insert.hyps by (auto simp: fun_eq_iff cong: prod.cong_simp) + finally have summable2: \(\(p, y). f x y * (\x'\F. f x' (p x'))) abs_summable_on Pi\<^sub>E F B \ B x\ . + + have \(\\<^sub>\g\Pi\<^sub>E (insert x F) B. \x\insert x F. f x (g x)) + = (\\<^sub>\(p,y)\Pi\<^sub>E F B \ B x. \x'\insert x F. f x' ((p(x:=y)) x'))\ + apply (subst pi) + apply (subst infsum_reindex) + using inj by (auto simp: o_def case_prod_unfold) + also have \\ = (\\<^sub>\(p, y)\Pi\<^sub>E F B \ B x. f x y * (\x'\F. f x' ((p(x:=y)) x')))\ + apply (subst prod.insert) + using insert by auto + also have \\ = (\\<^sub>\(p, y)\Pi\<^sub>E F B \ B x. f x y * (\x'\F. f x' (p x')))\ + apply (subst prod) by rule + also have \\ = (\\<^sub>\p\Pi\<^sub>E F B. \\<^sub>\y\B x. f x y * (\x'\F. f x' (p x')))\ + apply (subst infsum_Sigma_banach[symmetric]) + using summable2 abs_summable_summable apply blast + by fastforce + also have \\ = (\\<^sub>\y\B x. f x y) * (\\<^sub>\p\Pi\<^sub>E F B. \x'\F. f x' (p x'))\ + apply (subst infsum_cmult_left') + apply (subst infsum_cmult_right') + by (rule refl) + also have \\ = (\x\insert x F. infsum (f x) (B x))\ + apply (subst prod.insert) + using \finite F\ \x \ F\ apply auto[2] + apply (cases \infsum (f x) (B x) = 0$$ + apply (simp; fail) + apply (subst insert.IH) + apply (auto simp add: insert.prems(1)) + done + finally show ?case + by simp +qed + + + +subsection \Absolute convergence\ + +lemma abs_summable_countable: + assumes \f abs_summable_on A\ + shows \countable {x\A. f x \ 0}\ +proof - + have fin: \finite {x\A. norm (f x) \ t}\ if \t > 0\ for t + proof (rule ccontr) + assume *: \infinite {x \ A. t \ norm (f x)}\ + have \infsum (\x. norm (f x)) A \ b\ for b + proof - + obtain b' where b': \of_nat b' \ b / t\ + by (meson real_arch_simple) + from * + obtain F where cardF: \card F \ b'\ and \finite F\ and F: \F \ {x \ A. t \ norm (f x)}\ + by (meson finite_if_finite_subsets_card_bdd nle_le) + have \b \ of_nat b' * t\ + using b' \t > 0\ by (simp add: field_simps split: if_splits) + also have \\ \ of_nat (card F) * t\ + by (simp add: cardF that) + also have \\ = sum (\x. t) F\ + by simp + also have \\ \ sum (\x. norm (f x)) F\ + by (metis (mono_tags, lifting) F in_mono mem_Collect_eq sum_mono) + also have \\ = infsum (\x. norm (f x)) F\ + using \finite F\ by (rule infsum_finite[symmetric]) + also have \\ \ infsum (\x. norm (f x)) A\ + by (rule infsum_mono_neutral) (use \finite F\ assms F in auto) + finally show ?thesis . + qed + then show False + by (meson gt_ex linorder_not_less) + qed + have \countable (\i\{1..}. {x\A. norm (f x) \ 1/of_nat i})\ + by (rule countable_UN) (use fin in \auto intro!: countable_finite\) + also have \\ = {x\A. f x \ 0}\ + proof safe + fix x assume x: "x \ A" "f x \ 0" + define i where "i = max 1 (nat (ceiling (1 / norm (f x))))" + have "i \ 1" + by (simp add: i_def) + moreover have "real i \ 1 / norm (f x)" + unfolding i_def by linarith + hence "1 / real i \ norm (f x)" using \f x \ 0\ + by (auto simp: divide_simps mult_ac) + ultimately show "x \ (\i\{1..}. {x \ A. 1 / real i \ norm (f x)})" + using \x \ A\ by auto + qed auto + finally show ?thesis . +qed + +(* Logically belongs in the section about reals, but needed as a dependency here *) +lemma summable_on_iff_abs_summable_on_real: + fixes f :: \'a \ real\ + shows \f summable_on A \ f abs_summable_on A\ +proof (rule iffI) + assume \f summable_on A\ + define n A\<^sub>p A\<^sub>n + where \n x = norm (f x)\ and \A\<^sub>p = {x\A. f x \ 0}\ and \A\<^sub>n = {x\A. f x < 0}\ for x + have [simp]: \A\<^sub>p \ A\<^sub>n = A\ \A\<^sub>p \ A\<^sub>n = {}\ + by (auto simp: A\<^sub>p_def A\<^sub>n_def) + from \f summable_on A\ have [simp]: \f summable_on A\<^sub>p\ \f summable_on A\<^sub>n\ + using A\<^sub>p_def A\<^sub>n_def summable_on_subset_banach by fastforce+ + then have [simp]: \n summable_on A\<^sub>p\ + apply (subst summable_on_cong[where g=f]) + by (simp_all add: A\<^sub>p_def n_def) + moreover have [simp]: \n summable_on A\<^sub>n\ + apply (subst summable_on_cong[where g=\\x. - f x\]) + apply (simp add: A\<^sub>n_def n_def[abs_def]) + by (simp add: summable_on_uminus) + ultimately have [simp]: \n summable_on (A\<^sub>p \ A\<^sub>n)\ + apply (rule summable_on_Un_disjoint) by simp + then show \n summable_on A\ + by simp +next + show \f abs_summable_on A \ f summable_on A\ + using abs_summable_summable by blast +qed + +lemma abs_summable_on_Sigma_iff: + shows "f abs_summable_on Sigma A B \ + (\x\A. (\y. f (x, y)) abs_summable_on B x) \ + ((\x. infsum (\y. norm (f (x, y))) (B x)) abs_summable_on A)" +proof (intro iffI conjI ballI) + assume asm: \f abs_summable_on Sigma A B\ + then have $$\x. infsum (\y. norm (f (x,y))) (B x)) summable_on A\ + apply (rule_tac summable_on_Sigma_banach) + by (auto simp: case_prod_unfold) + then show \(\x. \\<^sub>\y\B x. norm (f (x, y))) abs_summable_on A\ + using summable_on_iff_abs_summable_on_real by force + + show \(\y. f (x, y)) abs_summable_on B x\ if \x \ A\ for x + proof - + from asm have \f abs_summable_on Pair x  B x\ + apply (rule summable_on_subset_banach) + using that by auto + then show ?thesis + apply (subst (asm) summable_on_reindex) + by (auto simp: o_def inj_on_def) + qed +next + assume asm: \(\x\A. (\xa. f (x, xa)) abs_summable_on B x) \ + (\x. \\<^sub>\y\B x. norm (f (x, y))) abs_summable_on A\ + have \(\xy\F. norm (f xy)) \ (\\<^sub>\x\A. \\<^sub>\y\B x. norm (f (x, y)))\ + if \F \ Sigma A B\ and [simp]: \finite F\ for F + proof - + have [simp]: \(SIGMA x:fst  F. {y. (x, y) \ F}) = F\ + by (auto intro!: set_eqI simp add: Domain.DomainI fst_eq_Domain) + have [simp]: \finite {y. (x, y) \ F}\ for x + by (metis \finite F\ Range.intros finite_Range finite_subset mem_Collect_eq subsetI) + have \(\xy\F. norm (f xy)) = (\x\fst  F. \y\{y. (x,y)\F}. norm (f (x,y)))\ + apply (subst sum.Sigma) + by auto + also have \\ = (\\<^sub>\x\fst  F. \\<^sub>\y\{y. (x,y)\F}. norm (f (x,y)))\ + apply (subst infsum_finite) + by auto + also have \\ \ (\\<^sub>\x\fst  F. \\<^sub>\y\B x. norm (f (x,y)))\ + apply (rule infsum_mono) + apply (simp; fail) + apply (simp; fail) + apply (rule infsum_mono_neutral) + using asm that(1) by auto + also have \\ \ (\\<^sub>\x\A. \\<^sub>\y\B x. norm (f (x,y)))\ + by (rule infsum_mono_neutral) (use asm that(1) in \auto simp add: infsum_nonneg$$ + finally show ?thesis . + qed + then show \f abs_summable_on Sigma A B\ + by (intro nonneg_bdd_above_summable_on) (auto simp: bdd_above_def) +qed + +lemma abs_summable_on_comparison_test: + assumes "g abs_summable_on A" + assumes "\x. x \ A \ norm (f x) \ norm (g x)" + shows "f abs_summable_on A" +proof (rule nonneg_bdd_above_summable_on) + show "bdd_above (sum (\x. norm (f x))  {F. F \ A \ finite F})" + proof (rule bdd_aboveI2) + fix F assume F: "F \ {F. F \ A \ finite F}" + have \sum (\x. norm (f x)) F \ sum (\x. norm (g x)) F\ + using assms F by (intro sum_mono) auto + also have \\ = infsum (\x. norm (g x)) F\ + using F by simp + also have \\ \ infsum (\x. norm (g x)) A\ + proof (rule infsum_mono_neutral) + show "g abs_summable_on F" + by (rule summable_on_subset_banach[OF assms(1)]) (use F in auto) + qed (use F assms in auto) + finally show "(\x\F. norm (f x)) \ (\\<^sub>\x\A. norm (g x))" . + qed +qed auto + +lemma abs_summable_iff_bdd_above: + fixes f :: \'a \ 'b::real_normed_vector\ + shows \f abs_summable_on A \ bdd_above (sum (\x. norm (f x))  {F. F\A \ finite F})\ +proof (rule iffI) + assume \f abs_summable_on A\ + show \bdd_above (sum (\x. norm (f x))  {F. F \ A \ finite F})\ + proof (rule bdd_aboveI2) + fix F assume F: "F \ {F. F \ A \ finite F}" + show "(\x\F. norm (f x)) \ (\\<^sub>\x\A. norm (f x))" + by (rule finite_sum_le_infsum) (use \f abs_summable_on A\ F in auto) + qed +next + assume \bdd_above (sum (\x. norm (f x))  {F. F\A \ finite F})\ + then show \f abs_summable_on A\ + by (simp add: nonneg_bdd_above_summable_on) +qed + +lemma abs_summable_product: + fixes x :: "'a \ 'b::{real_normed_div_algebra,banach,second_countable_topology}" + assumes x2_sum: "(\i. (x i) * (x i)) abs_summable_on A" + and y2_sum: "(\i. (y i) * (y i)) abs_summable_on A" + shows "(\i. x i * y i) abs_summable_on A" +proof (rule nonneg_bdd_above_summable_on) + show "bdd_above (sum (\xa. norm (x xa * y xa))  {F. F \ A \ finite F})" + proof (rule bdd_aboveI2) + fix F assume F: \F \ {F. F \ A \ finite F}\ + then have r1: "finite F" and b4: "F \ A" + by auto + + have a1: "(\\<^sub>\i\F. norm (x i * x i)) \ (\\<^sub>\i\A. norm (x i * x i))" + apply (rule infsum_mono_neutral) + using b4 r1 x2_sum by auto + + have "norm (x i * y i) \ norm (x i * x i) + norm (y i * y i)" for i + unfolding norm_mult by (smt mult_left_mono mult_nonneg_nonneg mult_right_mono norm_ge_zero) + hence "(\i\F. norm (x i * y i)) \ (\i\F. norm (x i * x i) + norm (y i * y i))" + by (simp add: sum_mono) + also have "\ = (\i\F. norm (x i * x i)) + (\i\F. norm (y i * y i))" + by (simp add: sum.distrib) + also have "\ = (\\<^sub>\i\F. norm (x i * x i)) + (\\<^sub>\i\F. norm (y i * y i))" + by (simp add: \finite F\) + also have "\ \ (\\<^sub>\i\A. norm (x i * x i)) + (\\<^sub>\i\A. norm (y i * y i))" + using F assms + by (intro add_mono infsum_mono2) auto + finally show $$\xa\F. norm (x xa * y xa)) \ (\\<^sub>\i\A. norm (x i * x i)) + (\\<^sub>\i\A. norm (y i * y i))\ + by simp + qed +qed auto + subsection \Extended reals and nats\ lemma summable_on_ennreal[simp]: \(f::_ \ ennreal) summable_on S\ - apply (rule pos_summable_on_complete) by simp + by (rule nonneg_summable_on_complete) simp lemma summable_on_enat[simp]: \(f::_ \ enat) summable_on S\ - apply (rule pos_summable_on_complete) by simp + by (rule nonneg_summable_on_complete) simp lemma has_sum_superconst_infinite_ennreal: fixes f :: \'a \ ennreal\ assumes geqb: \\x. x \ S \ f x \ b\ assumes b: \b > 0\ assumes \infinite S\ shows "has_sum f S \" proof - have \(sum f \$$ (finite_subsets_at_top S)\ proof (rule order_tendstoI[rotated], simp) fix y :: ennreal assume \y < \\ then have \y / b < \\ by (metis b ennreal_divide_eq_top_iff gr_implies_not_zero infinity_ennreal_def top.not_eq_extremum) then obtain F where \finite F\ and \F \ S\ and cardF: \card F > y / b\ using \infinite S\ by (metis ennreal_Ex_less_of_nat infinite_arbitrarily_large infinity_ennreal_def) moreover have \sum f Y > y\ if \finite Y\ and \F \ Y\ and \Y \ S\ for Y proof - have \y < b * card F\ by (metis \y < \\ 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 \\ \ b * card Y\ by (meson b card_mono less_imp_le mult_left_mono of_nat_le_iff that(1) that(2)) also have \\ = sum (\_. b) Y\ by (simp add: mult.commute) also have \\ \ sum f Y\ using geqb by (meson subset_eq sum_mono that(3)) - finally show ?thesis - by - + finally show ?thesis . qed ultimately show \\\<^sub>F x in finite_subsets_at_top S. y < sum f x\ 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 :: \'a \ ennreal\ assumes \\x. x \ S \ f x \ b\ assumes \b > 0\ assumes \infinite S\ shows "infsum f S = \" using assms infsumI has_sum_superconst_infinite_ennreal by blast lemma infsum_superconst_infinite_ereal: fixes f :: \'a \ ereal\ assumes geqb: \\x. x \ S \ f x \ b\ assumes b: \b > 0\ assumes \infinite S\ shows "infsum f S = \" proof - obtain b' where b': \e2ennreal b' = b\ and \b' > 0\ using b by blast - have *: \infsum (e2ennreal o f) S = \\ - apply (rule infsum_superconst_infinite_ennreal[where b=b']) - using assms \b' > 0\ b' e2ennreal_mono apply auto - by (metis dual_order.strict_iff_order enn2ereal_e2ennreal le_less_linear zero_ennreal_def) + have "0 < e2ennreal b" + using b' b + by (metis dual_order.refl enn2ereal_e2ennreal gr_zeroI order_less_le zero_ennreal.abs_eq) + hence *: \infsum (e2ennreal o f) S = \\ + using assms b' + by (intro infsum_superconst_infinite_ennreal[where b=b']) (auto intro!: e2ennreal_mono) have \infsum f S = infsum (enn2ereal o (e2ennreal o f)) S\ - by (smt (verit, best) b comp_apply dual_order.trans enn2ereal_e2ennreal geqb infsum_cong less_imp_le) + using geqb b by (intro infsum_cong) (fastforce simp: enn2ereal_e2ennreal) also have \\ = enn2ereal \\ apply (subst infsum_comm_additive_general) using * by (auto simp: continuous_at_enn2ereal) also have \\ = \\ by simp - finally show ?thesis - by - + finally show ?thesis . qed lemma has_sum_superconst_infinite_ereal: fixes f :: \'a \ ereal\ assumes \\x. x \ S \ f x \ b\ assumes \b > 0\ assumes \infinite S\ shows "has_sum f S \" by (metis Infty_neq_0(1) assms infsum_def has_sum_infsum infsum_superconst_infinite_ereal) lemma infsum_superconst_infinite_enat: fixes f :: \'a \ enat\ assumes geqb: \\x. x \ S \ f x \ b\ assumes b: \b > 0\ assumes \infinite S\ shows "infsum f S = \" proof - have \ennreal_of_enat (infsum f S) = infsum (ennreal_of_enat o f) S\ apply (rule infsum_comm_additive_general[symmetric]) by auto also have \\ = \\ 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 \\ = ennreal_of_enat \\ by simp finally show ?thesis by (rule ennreal_of_enat_inj[THEN iffD1]) qed lemma has_sum_superconst_infinite_enat: fixes f :: \'a \ enat\ assumes \\x. x \ S \ f x \ b\ assumes \b > 0\ assumes \infinite S\ shows "has_sum f S \" - by (metis assms i0_lb has_sum_infsum infsum_superconst_infinite_enat pos_summable_on_complete) + by (metis assms i0_lb has_sum_infsum infsum_superconst_infinite_enat nonneg_summable_on_complete) text \This lemma helps to relate a real-valued infsum to a supremum over extended nonnegative reals.\ lemma infsum_nonneg_is_SUPREMUM_ennreal: fixes f :: "'a \ real" assumes summable: "f summable_on A" and fnn: "\x. x\A \ f x \ 0" shows "ennreal (infsum f A) = (SUP F\{F. finite F \ F \ A}. (ennreal (sum f F)))" proof - have \ennreal (infsum f A) = infsum (ennreal o f) A\ apply (rule infsum_comm_additive_general[symmetric]) apply (subst sum_ennreal[symmetric]) using assms by auto also have \\ = (SUP F\{F. finite F \ F \ A}. (ennreal (sum f F)))\ - apply (subst pos_infsum_complete, simp) + apply (subst nonneg_infsum_complete, simp) apply (rule SUP_cong, blast) apply (subst sum_ennreal[symmetric]) using fnn by auto - finally show ?thesis - by - + finally show ?thesis . qed text \This lemma helps to related a real-valued infsum to a supremum over extended reals.\ lemma infsum_nonneg_is_SUPREMUM_ereal: fixes f :: "'a \ real" assumes summable: "f summable_on A" and fnn: "\x. x\A \ f x \ 0" shows "ereal (infsum f A) = (SUP F\{F. finite F \ F \ A}. (ereal (sum f F)))" proof - have \ereal (infsum f A) = infsum (ereal o f) A\ apply (rule infsum_comm_additive_general[symmetric]) using assms by auto also have \\ = (SUP F\{F. finite F \ F \ A}. (ereal (sum f F)))\ - apply (subst pos_infsum_complete) - by (simp_all add: assms)[2] - finally show ?thesis - by - + by (subst nonneg_infsum_complete) (simp_all add: assms) + finally show ?thesis . qed subsection \Real numbers\ text \Most lemmas in the general property section already apply to real numbers. A few ones that are specific to reals are given here.\ lemma infsum_nonneg_is_SUPREMUM_real: fixes f :: "'a \ real" assumes summable: "f summable_on A" and fnn: "\x. x\A \ f x \ 0" shows "infsum f A = (SUP F\{F. finite F \ F \ A}. (sum f F))" proof - have "ereal (infsum f A) = (SUP F\{F. finite F \ F \ A}. (ereal (sum f F)))" using assms by (rule infsum_nonneg_is_SUPREMUM_ereal) also have "\ = ereal (SUP F\{F. finite F \ F \ A}. (sum f F))" proof (subst ereal_SUP) show "\SUP a\{F. finite F \ F \ A}. ereal (sum f a)\ \ \" using calculation by fastforce show "(SUP F\{F. finite F \ F \ A}. ereal (sum f F)) = (SUP a\{F. finite F \ F \ A}. ereal (sum f a))" by simp qed finally show ?thesis by simp qed lemma has_sum_nonneg_SUPREMUM_real: fixes f :: "'a \ real" assumes "f summable_on A" and "\x. x\A \ f x \ 0" shows "has_sum f A (SUP F\{F. finite F \ F \ 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: +lemma summable_countable_real: fixes f :: \'a \ real\ - shows \f summable_on A \ f abs_summable_on A\ -proof (rule iffI) - assume \f summable_on A\ - define n A\<^sub>p A\<^sub>n - where \n x = norm (f x)\ and \A\<^sub>p = {x\A. f x \ 0}\ and \A\<^sub>n = {x\A. f x < 0}\ for x - have [simp]: \A\<^sub>p \ A\<^sub>n = A\ \A\<^sub>p \ A\<^sub>n = {}\ - by (auto simp: A\<^sub>p_def A\<^sub>n_def) - from \f summable_on A\ have [simp]: \f summable_on A\<^sub>p\ \f summable_on A\<^sub>n\ - using A\<^sub>p_def A\<^sub>n_def summable_on_subset_banach by fastforce+ - then have [simp]: \n summable_on A\<^sub>p\ - apply (subst summable_on_cong[where g=f]) - by (simp_all add: A\<^sub>p_def n_def) - moreover have [simp]: \n summable_on A\<^sub>n\ - apply (subst summable_on_cong[where g=\\x. - f x\]) - apply (simp add: A\<^sub>n_def n_def[abs_def]) - by (simp add: summable_on_uminus) - ultimately have [simp]: \n summable_on (A\<^sub>p \ A\<^sub>n)\ - apply (rule summable_on_Un_disjoint) by simp - then show \n summable_on A\ - by simp -next - show \f abs_summable_on A \ f summable_on A\ - using abs_summable_summable by blast -qed + assumes \f summable_on A\ + shows \countable {x\A. f x \ 0}\ + using abs_summable_countable assms summable_on_iff_abs_summable_on_real by blast subsection \Complex numbers\ lemma has_sum_cnj_iff[simp]: fixes f :: \'a \ complex\ shows \has_sum (\x. cnj (f x)) M (cnj a) \ has_sum f M a\ 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]: "(\i. cnj (f i)) summable_on A \ f summable_on A" by (metis complex_cnj_cnj summable_on_def has_sum_cnj_iff) lemma infsum_cnj[simp]: \infsum (\x. cnj (f x)) M = cnj (infsum f M)\ 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 (\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 (\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 "(\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 (\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 (\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 "(\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: +lemma nonneg_infsum_le_0D_complex: fixes f :: "'a \ complex" assumes "infsum f A \ 0" and abs_sum: "f summable_on A" and nneg: "\x. x \ A \ f x \ 0" and "x \ A" shows "f x = 0" proof - have \Im (f x) = 0\ - apply (rule infsum_0D[where A=A]) + apply (rule nonneg_infsum_le_0D[where A=A]) using assms by (auto simp add: infsum_Im summable_on_Im less_eq_complex_def) moreover have \Re (f x) = 0\ - apply (rule infsum_0D[where A=A]) + apply (rule nonneg_infsum_le_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: +lemma nonneg_has_sum_le_0D_complex: fixes f :: "'a \ complex" assumes "has_sum f A a" and \a \ 0\ and "\x. x \ A \ f x \ 0" and "x \ A" shows "f x = 0" - by (metis assms infsumI infsum_0D_complex summable_on_def) + by (metis assms infsumI nonneg_infsum_le_0D_complex summable_on_def) text \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:\ lemma infsum_mono_neutral_complex: fixes f :: "'a \ complex" assumes [simp]: "f summable_on A" and [simp]: "g summable_on B" assumes \\x. x \ A\B \ f x \ g x\ assumes \\x. x \ A-B \ f x \ 0\ assumes \\x. x \ B-A \ g x \ 0\ shows \infsum f A \ infsum g B\ proof - have \infsum (\x. Re (f x)) A \ infsum (\x. Re (g x)) B\ apply (rule infsum_mono_neutral) using assms(3-5) by (auto simp add: summable_on_Re less_eq_complex_def) then have Re: \Re (infsum f A) \ Re (infsum g B)\ by (metis assms(1-2) infsum_Re) have \infsum (\x. Im (f x)) A = infsum (\x. Im (g x)) B\ apply (rule infsum_cong_neutral) using assms(3-5) by (auto simp add: summable_on_Re less_eq_complex_def) then have Im: \Im (infsum f A) = Im (infsum g B)\ by (metis assms(1-2) infsum_Im) from Re Im show ?thesis by (auto simp: less_eq_complex_def) qed lemma infsum_mono_complex: \ \For \<^typ>\real\, @{thm [source] infsum_mono} can be used. But \<^typ>\complex\ does not have the right typeclass.\ fixes f g :: "'a \ complex" assumes f_sum: "f summable_on A" and g_sum: "g summable_on A" assumes leq: "\x. x \ A \ f x \ g x" shows "infsum f A \ infsum g A" by (metis DiffE IntD1 f_sum g_sum infsum_mono_neutral_complex leq) lemma infsum_nonneg_complex: fixes f :: "'a \ complex" assumes "f summable_on M" and "\x. x \ M \ 0 \ f x" shows "infsum f M \ 0" (is "?lhs \ _") 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: "\x. x \ M \ 0 \ f x" shows "infsum (\x. cmod (f x)) M = cmod (infsum f M)" proof - have \complex_of_real (infsum (\x. cmod (f x)) M) = infsum (\x. complex_of_real (cmod (f x))) M\ - 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)) + proof (rule infsum_comm_additive[symmetric, unfolded o_def]) + have "(\z. Re (f z)) summable_on M" + using assms summable_on_Re by blast + also have "?this \ f abs_summable_on M" + using fnn by (intro summable_on_cong) (auto simp: less_eq_complex_def cmod_def) + finally show \ . + qed (auto simp: additive_def) also have \\ = infsum f M\ apply (rule infsum_cong) - using fnn - using cmod_eq_Re complex_is_Real_iff less_eq_complex_def by force + using fnn 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 :: \'a \ complex\ shows \f summable_on A \ f abs_summable_on A\ proof (rule iffI) assume \f summable_on A\ define i r ni nr n where \i x = Im (f x)\ and \r x = Re (f x)\ and \ni x = norm (i x)\ and \nr x = norm (r x)\ and \n x = norm (f x)\ for x from \f summable_on A\ have \i summable_on A\ by (simp add: i_def[abs_def] summable_on_Im) then have [simp]: \ni summable_on A\ using ni_def[abs_def] summable_on_iff_abs_summable_on_real by force from \f summable_on A\ have \r summable_on A\ by (simp add: r_def[abs_def] summable_on_Re) then have [simp]: \nr summable_on A\ by (metis nr_def summable_on_cong summable_on_iff_abs_summable_on_real) have n_sum: \n x \ nr x + ni x\ for x by (simp add: n_def nr_def ni_def r_def i_def cmod_le) have *: \(\x. nr x + ni x) summable_on A\ apply (rule summable_on_add) by auto show \n summable_on A\ - apply (rule pos_summable_on) - apply (simp add: n_def) + apply (rule nonneg_bdd_above_summable_on) + apply (simp add: n_def; fail) apply (rule bdd_aboveI[where M=\infsum (\x. nr x + ni x) A\]) using * n_sum by (auto simp flip: infsum_finite simp: ni_def[abs_def] nr_def[abs_def] intro!: infsum_mono_neutral) next show \f abs_summable_on A \ f summable_on A\ using abs_summable_summable by blast qed +lemma summable_countable_complex: + fixes f :: \'a \ complex\ + assumes \f summable_on A\ + shows \countable {x\A. f x \ 0}\ + using abs_summable_countable assms summable_on_iff_abs_summable_on_complex by blast + end +