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/- | |
Copyright (c) 2017 Johannes Hölzl. All rights reserved. | |
Released under Apache 2.0 license as described in the file LICENSE. | |
Authors: Sébastien Gouëzel, Johannes Hölzl, Yury G. Kudryashov, Patrick Massot | |
-/ | |
import algebra.geom_sum | |
import order.filter.archimedean | |
import order.iterate | |
import topology.instances.ennreal | |
/-! | |
# A collection of specific limit computations | |
This file, by design, is independent of `normed_space` in the import hierarchy. It contains | |
important specific limit computations in metric spaces, in ordered rings/fields, and in specific | |
instances of these such as `ℝ`, `ℝ≥0` and `ℝ≥0∞`. | |
-/ | |
noncomputable theory | |
open classical set function filter finset metric | |
open_locale classical topological_space nat big_operators uniformity nnreal ennreal | |
variables {α : Type*} {β : Type*} {ι : Type*} | |
lemma tendsto_inverse_at_top_nhds_0_nat : tendsto (λ n : ℕ, (n : ℝ)⁻¹) at_top (𝓝 0) := | |
tendsto_inv_at_top_zero.comp tendsto_coe_nat_at_top_at_top | |
lemma tendsto_const_div_at_top_nhds_0_nat (C : ℝ) : tendsto (λ n : ℕ, C / n) at_top (𝓝 0) := | |
by simpa only [mul_zero] using tendsto_const_nhds.mul tendsto_inverse_at_top_nhds_0_nat | |
lemma nnreal.tendsto_inverse_at_top_nhds_0_nat : tendsto (λ n : ℕ, (n : ℝ≥0)⁻¹) at_top (𝓝 0) := | |
by { rw ← nnreal.tendsto_coe, exact tendsto_inverse_at_top_nhds_0_nat } | |
lemma nnreal.tendsto_const_div_at_top_nhds_0_nat (C : ℝ≥0) : | |
tendsto (λ n : ℕ, C / n) at_top (𝓝 0) := | |
by simpa using tendsto_const_nhds.mul nnreal.tendsto_inverse_at_top_nhds_0_nat | |
lemma tendsto_one_div_add_at_top_nhds_0_nat : | |
tendsto (λ n : ℕ, 1 / ((n : ℝ) + 1)) at_top (𝓝 0) := | |
suffices tendsto (λ n : ℕ, 1 / (↑(n + 1) : ℝ)) at_top (𝓝 0), by simpa, | |
(tendsto_add_at_top_iff_nat 1).2 (tendsto_const_div_at_top_nhds_0_nat 1) | |
/-! ### Powers -/ | |
lemma tendsto_add_one_pow_at_top_at_top_of_pos [linear_ordered_semiring α] [archimedean α] {r : α} | |
(h : 0 < r) : | |
tendsto (λ n:ℕ, (r + 1)^n) at_top at_top := | |
tendsto_at_top_at_top_of_monotone' (λ n m, pow_le_pow (le_add_of_nonneg_left (le_of_lt h))) $ | |
not_bdd_above_iff.2 $ λ x, set.exists_range_iff.2 $ add_one_pow_unbounded_of_pos _ h | |
lemma tendsto_pow_at_top_at_top_of_one_lt [linear_ordered_ring α] [archimedean α] | |
{r : α} (h : 1 < r) : | |
tendsto (λn:ℕ, r ^ n) at_top at_top := | |
sub_add_cancel r 1 ▸ tendsto_add_one_pow_at_top_at_top_of_pos (sub_pos.2 h) | |
lemma nat.tendsto_pow_at_top_at_top_of_one_lt {m : ℕ} (h : 1 < m) : | |
tendsto (λn:ℕ, m ^ n) at_top at_top := | |
tsub_add_cancel_of_le (le_of_lt h) ▸ | |
tendsto_add_one_pow_at_top_at_top_of_pos (tsub_pos_of_lt h) | |
lemma tendsto_pow_at_top_nhds_0_of_lt_1 {𝕜 : Type*} [linear_ordered_field 𝕜] [archimedean 𝕜] | |
[topological_space 𝕜] [order_topology 𝕜] {r : 𝕜} (h₁ : 0 ≤ r) (h₂ : r < 1) : | |
tendsto (λn:ℕ, r^n) at_top (𝓝 0) := | |
h₁.eq_or_lt.elim | |
(assume : 0 = r, | |
(tendsto_add_at_top_iff_nat 1).mp $ by simp [pow_succ, ← this, tendsto_const_nhds]) | |
(assume : 0 < r, | |
have tendsto (λn, (r⁻¹ ^ n)⁻¹) at_top (𝓝 0), | |
from tendsto_inv_at_top_zero.comp | |
(tendsto_pow_at_top_at_top_of_one_lt $ one_lt_inv this h₂), | |
this.congr (λ n, by simp)) | |
lemma tendsto_pow_at_top_nhds_within_0_of_lt_1 {𝕜 : Type*} [linear_ordered_field 𝕜] [archimedean 𝕜] | |
[topological_space 𝕜] [order_topology 𝕜] {r : 𝕜} (h₁ : 0 < r) (h₂ : r < 1) : | |
tendsto (λn:ℕ, r^n) at_top (𝓝[>] 0) := | |
tendsto_inf.2 ⟨tendsto_pow_at_top_nhds_0_of_lt_1 h₁.le h₂, | |
tendsto_principal.2 $ eventually_of_forall $ λ n, pow_pos h₁ _⟩ | |
lemma uniformity_basis_dist_pow_of_lt_1 {α : Type*} [pseudo_metric_space α] | |
{r : ℝ} (h₀ : 0 < r) (h₁ : r < 1) : | |
(𝓤 α).has_basis (λ k : ℕ, true) (λ k, {p : α × α | dist p.1 p.2 < r ^ k}) := | |
metric.mk_uniformity_basis (λ i _, pow_pos h₀ _) $ λ ε ε0, | |
(exists_pow_lt_of_lt_one ε0 h₁).imp $ λ k hk, ⟨trivial, hk.le⟩ | |
lemma geom_lt {u : ℕ → ℝ} {c : ℝ} (hc : 0 ≤ c) {n : ℕ} (hn : 0 < n) | |
(h : ∀ k < n, c * u k < u (k + 1)) : | |
c ^ n * u 0 < u n := | |
begin | |
refine (monotone_mul_left_of_nonneg hc).seq_pos_lt_seq_of_le_of_lt hn _ _ h, | |
{ simp }, | |
{ simp [pow_succ, mul_assoc, le_refl] } | |
end | |
lemma geom_le {u : ℕ → ℝ} {c : ℝ} (hc : 0 ≤ c) (n : ℕ) (h : ∀ k < n, c * u k ≤ u (k + 1)) : | |
c ^ n * u 0 ≤ u n := | |
by refine (monotone_mul_left_of_nonneg hc).seq_le_seq n _ _ h; simp [pow_succ, mul_assoc, le_refl] | |
lemma lt_geom {u : ℕ → ℝ} {c : ℝ} (hc : 0 ≤ c) {n : ℕ} (hn : 0 < n) | |
(h : ∀ k < n, u (k + 1) < c * u k) : | |
u n < c ^ n * u 0 := | |
begin | |
refine (monotone_mul_left_of_nonneg hc).seq_pos_lt_seq_of_lt_of_le hn _ h _, | |
{ simp }, | |
{ simp [pow_succ, mul_assoc, le_refl] } | |
end | |
lemma le_geom {u : ℕ → ℝ} {c : ℝ} (hc : 0 ≤ c) (n : ℕ) (h : ∀ k < n, u (k + 1) ≤ c * u k) : | |
u n ≤ (c ^ n) * u 0 := | |
by refine (monotone_mul_left_of_nonneg hc).seq_le_seq n _ h _; simp [pow_succ, mul_assoc, le_refl] | |
/-- If a sequence `v` of real numbers satisfies `k * v n ≤ v (n+1)` with `1 < k`, | |
then it goes to +∞. -/ | |
lemma tendsto_at_top_of_geom_le {v : ℕ → ℝ} {c : ℝ} (h₀ : 0 < v 0) (hc : 1 < c) | |
(hu : ∀ n, c * v n ≤ v (n + 1)) : tendsto v at_top at_top := | |
tendsto_at_top_mono (λ n, geom_le (zero_le_one.trans hc.le) n (λ k hk, hu k)) $ | |
(tendsto_pow_at_top_at_top_of_one_lt hc).at_top_mul_const h₀ | |
lemma nnreal.tendsto_pow_at_top_nhds_0_of_lt_1 {r : ℝ≥0} (hr : r < 1) : | |
tendsto (λ n:ℕ, r^n) at_top (𝓝 0) := | |
nnreal.tendsto_coe.1 $ by simp only [nnreal.coe_pow, nnreal.coe_zero, | |
tendsto_pow_at_top_nhds_0_of_lt_1 r.coe_nonneg hr] | |
lemma ennreal.tendsto_pow_at_top_nhds_0_of_lt_1 {r : ℝ≥0∞} (hr : r < 1) : | |
tendsto (λ n:ℕ, r^n) at_top (𝓝 0) := | |
begin | |
rcases ennreal.lt_iff_exists_coe.1 hr with ⟨r, rfl, hr'⟩, | |
rw [← ennreal.coe_zero], | |
norm_cast at *, | |
apply nnreal.tendsto_pow_at_top_nhds_0_of_lt_1 hr | |
end | |
/-! ### Geometric series-/ | |
section geometric | |
lemma has_sum_geometric_of_lt_1 {r : ℝ} (h₁ : 0 ≤ r) (h₂ : r < 1) : | |
has_sum (λn:ℕ, r ^ n) (1 - r)⁻¹ := | |
have r ≠ 1, from ne_of_lt h₂, | |
have tendsto (λn, (r ^ n - 1) * (r - 1)⁻¹) at_top (𝓝 ((0 - 1) * (r - 1)⁻¹)), | |
from ((tendsto_pow_at_top_nhds_0_of_lt_1 h₁ h₂).sub tendsto_const_nhds).mul tendsto_const_nhds, | |
(has_sum_iff_tendsto_nat_of_nonneg (pow_nonneg h₁) _).mpr $ | |
by simp [neg_inv, geom_sum_eq, div_eq_mul_inv, *] at * | |
lemma summable_geometric_of_lt_1 {r : ℝ} (h₁ : 0 ≤ r) (h₂ : r < 1) : summable (λn:ℕ, r ^ n) := | |
⟨_, has_sum_geometric_of_lt_1 h₁ h₂⟩ | |
lemma tsum_geometric_of_lt_1 {r : ℝ} (h₁ : 0 ≤ r) (h₂ : r < 1) : ∑'n:ℕ, r ^ n = (1 - r)⁻¹ := | |
(has_sum_geometric_of_lt_1 h₁ h₂).tsum_eq | |
lemma has_sum_geometric_two : has_sum (λn:ℕ, ((1:ℝ)/2) ^ n) 2 := | |
by convert has_sum_geometric_of_lt_1 _ _; norm_num | |
lemma summable_geometric_two : summable (λn:ℕ, ((1:ℝ)/2) ^ n) := | |
⟨_, has_sum_geometric_two⟩ | |
lemma summable_geometric_two_encode {ι : Type*} [encodable ι] : | |
summable (λ (i : ι), (1/2 : ℝ)^(encodable.encode i)) := | |
summable_geometric_two.comp_injective encodable.encode_injective | |
lemma tsum_geometric_two : ∑'n:ℕ, ((1:ℝ)/2) ^ n = 2 := | |
has_sum_geometric_two.tsum_eq | |
lemma sum_geometric_two_le (n : ℕ) : ∑ (i : ℕ) in range n, (1 / (2 : ℝ)) ^ i ≤ 2 := | |
begin | |
have : ∀ i, 0 ≤ (1 / (2 : ℝ)) ^ i, | |
{ intro i, apply pow_nonneg, norm_num }, | |
convert sum_le_tsum (range n) (λ i _, this i) summable_geometric_two, | |
exact tsum_geometric_two.symm | |
end | |
lemma tsum_geometric_inv_two : ∑' n : ℕ, (2 : ℝ)⁻¹ ^ n = 2 := | |
(inv_eq_one_div (2 : ℝ)).symm ▸ tsum_geometric_two | |
/-- The sum of `2⁻¹ ^ i` for `n ≤ i` equals `2 * 2⁻¹ ^ n`. -/ | |
lemma tsum_geometric_inv_two_ge (n : ℕ) : | |
∑' i, ite (n ≤ i) ((2 : ℝ)⁻¹ ^ i) 0 = 2 * 2⁻¹ ^ n := | |
begin | |
have A : summable (λ (i : ℕ), ite (n ≤ i) ((2⁻¹ : ℝ) ^ i) 0), | |
{ apply summable_of_nonneg_of_le _ _ summable_geometric_two; | |
{ intro i, by_cases hi : n ≤ i; simp [hi] } }, | |
have B : (finset.range n).sum (λ (i : ℕ), ite (n ≤ i) ((2⁻¹ : ℝ)^i) 0) = 0 := | |
finset.sum_eq_zero (λ i hi, ite_eq_right_iff.2 $ λ h, | |
(lt_irrefl _ ((finset.mem_range.1 hi).trans_le h)).elim), | |
simp only [← sum_add_tsum_nat_add n A, B, if_true, zero_add, zero_le', | |
le_add_iff_nonneg_left, pow_add, tsum_mul_right, tsum_geometric_inv_two], | |
end | |
lemma has_sum_geometric_two' (a : ℝ) : has_sum (λn:ℕ, (a / 2) / 2 ^ n) a := | |
begin | |
convert has_sum.mul_left (a / 2) (has_sum_geometric_of_lt_1 | |
(le_of_lt one_half_pos) one_half_lt_one), | |
{ funext n, simp, refl, }, | |
{ norm_num } | |
end | |
lemma summable_geometric_two' (a : ℝ) : summable (λ n:ℕ, (a / 2) / 2 ^ n) := | |
⟨a, has_sum_geometric_two' a⟩ | |
lemma tsum_geometric_two' (a : ℝ) : ∑' n:ℕ, (a / 2) / 2^n = a := | |
(has_sum_geometric_two' a).tsum_eq | |
/-- **Sum of a Geometric Series** -/ | |
lemma nnreal.has_sum_geometric {r : ℝ≥0} (hr : r < 1) : | |
has_sum (λ n : ℕ, r ^ n) (1 - r)⁻¹ := | |
begin | |
apply nnreal.has_sum_coe.1, | |
push_cast, | |
rw [nnreal.coe_sub (le_of_lt hr)], | |
exact has_sum_geometric_of_lt_1 r.coe_nonneg hr | |
end | |
lemma nnreal.summable_geometric {r : ℝ≥0} (hr : r < 1) : summable (λn:ℕ, r ^ n) := | |
⟨_, nnreal.has_sum_geometric hr⟩ | |
lemma tsum_geometric_nnreal {r : ℝ≥0} (hr : r < 1) : ∑'n:ℕ, r ^ n = (1 - r)⁻¹ := | |
(nnreal.has_sum_geometric hr).tsum_eq | |
/-- The series `pow r` converges to `(1-r)⁻¹`. For `r < 1` the RHS is a finite number, | |
and for `1 ≤ r` the RHS equals `∞`. -/ | |
@[simp] lemma ennreal.tsum_geometric (r : ℝ≥0∞) : ∑'n:ℕ, r ^ n = (1 - r)⁻¹ := | |
begin | |
cases lt_or_le r 1 with hr hr, | |
{ rcases ennreal.lt_iff_exists_coe.1 hr with ⟨r, rfl, hr'⟩, | |
norm_cast at *, | |
convert ennreal.tsum_coe_eq (nnreal.has_sum_geometric hr), | |
rw [ennreal.coe_inv $ ne_of_gt $ tsub_pos_iff_lt.2 hr] }, | |
{ rw [tsub_eq_zero_iff_le.mpr hr, ennreal.inv_zero, ennreal.tsum_eq_supr_nat, supr_eq_top], | |
refine λ a ha, (ennreal.exists_nat_gt (lt_top_iff_ne_top.1 ha)).imp | |
(λ n hn, lt_of_lt_of_le hn _), | |
calc (n:ℝ≥0∞) = ∑ i in range n, 1 : by rw [sum_const, nsmul_one, card_range] | |
... ≤ ∑ i in range n, r ^ i : sum_le_sum (λ k _, one_le_pow_of_one_le' hr k) } | |
end | |
end geometric | |
/-! | |
### Sequences with geometrically decaying distance in metric spaces | |
In this paragraph, we discuss sequences in metric spaces or emetric spaces for which the distance | |
between two consecutive terms decays geometrically. We show that such sequences are Cauchy | |
sequences, and bound their distances to the limit. We also discuss series with geometrically | |
decaying terms. | |
-/ | |
section edist_le_geometric | |
variables [pseudo_emetric_space α] (r C : ℝ≥0∞) (hr : r < 1) (hC : C ≠ ⊤) {f : ℕ → α} | |
(hu : ∀n, edist (f n) (f (n+1)) ≤ C * r^n) | |
include hr hC hu | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * r^n`, `C ≠ ∞`, `r < 1`, | |
then `f` is a Cauchy sequence.-/ | |
lemma cauchy_seq_of_edist_le_geometric : cauchy_seq f := | |
begin | |
refine cauchy_seq_of_edist_le_of_tsum_ne_top _ hu _, | |
rw [ennreal.tsum_mul_left, ennreal.tsum_geometric], | |
refine ennreal.mul_ne_top hC (ennreal.inv_ne_top.2 _), | |
exact (tsub_pos_iff_lt.2 hr).ne' | |
end | |
omit hr hC | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * r^n`, then the distance from | |
`f n` to the limit of `f` is bounded above by `C * r^n / (1 - r)`. -/ | |
lemma edist_le_of_edist_le_geometric_of_tendsto {a : α} (ha : tendsto f at_top (𝓝 a)) (n : ℕ) : | |
edist (f n) a ≤ (C * r^n) / (1 - r) := | |
begin | |
convert edist_le_tsum_of_edist_le_of_tendsto _ hu ha _, | |
simp only [pow_add, ennreal.tsum_mul_left, ennreal.tsum_geometric, div_eq_mul_inv, mul_assoc] | |
end | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * r^n`, then the distance from | |
`f 0` to the limit of `f` is bounded above by `C / (1 - r)`. -/ | |
lemma edist_le_of_edist_le_geometric_of_tendsto₀ {a : α} (ha : tendsto f at_top (𝓝 a)) : | |
edist (f 0) a ≤ C / (1 - r) := | |
by simpa only [pow_zero, mul_one] using edist_le_of_edist_le_geometric_of_tendsto r C hu ha 0 | |
end edist_le_geometric | |
section edist_le_geometric_two | |
variables [pseudo_emetric_space α] (C : ℝ≥0∞) (hC : C ≠ ⊤) {f : ℕ → α} | |
(hu : ∀n, edist (f n) (f (n+1)) ≤ C / 2^n) {a : α} (ha : tendsto f at_top (𝓝 a)) | |
include hC hu | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * 2^-n`, then `f` is a Cauchy sequence.-/ | |
lemma cauchy_seq_of_edist_le_geometric_two : cauchy_seq f := | |
begin | |
simp only [div_eq_mul_inv, ennreal.inv_pow] at hu, | |
refine cauchy_seq_of_edist_le_geometric 2⁻¹ C _ hC hu, | |
simp [ennreal.one_lt_two] | |
end | |
omit hC | |
include ha | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * 2^-n`, then the distance from | |
`f n` to the limit of `f` is bounded above by `2 * C * 2^-n`. -/ | |
lemma edist_le_of_edist_le_geometric_two_of_tendsto (n : ℕ) : | |
edist (f n) a ≤ 2 * C / 2^n := | |
begin | |
simp only [div_eq_mul_inv, ennreal.inv_pow] at *, | |
rw [mul_assoc, mul_comm], | |
convert edist_le_of_edist_le_geometric_of_tendsto 2⁻¹ C hu ha n, | |
rw [ennreal.one_sub_inv_two, inv_inv] | |
end | |
/-- If `edist (f n) (f (n+1))` is bounded by `C * 2^-n`, then the distance from | |
`f 0` to the limit of `f` is bounded above by `2 * C`. -/ | |
lemma edist_le_of_edist_le_geometric_two_of_tendsto₀: edist (f 0) a ≤ 2 * C := | |
by simpa only [pow_zero, div_eq_mul_inv, ennreal.inv_one, mul_one] | |
using edist_le_of_edist_le_geometric_two_of_tendsto C hu ha 0 | |
end edist_le_geometric_two | |
section le_geometric | |
variables [pseudo_metric_space α] {r C : ℝ} (hr : r < 1) {f : ℕ → α} | |
(hu : ∀n, dist (f n) (f (n+1)) ≤ C * r^n) | |
include hr hu | |
lemma aux_has_sum_of_le_geometric : has_sum (λ n : ℕ, C * r^n) (C / (1 - r)) := | |
begin | |
rcases sign_cases_of_C_mul_pow_nonneg (λ n, dist_nonneg.trans (hu n)) with rfl | ⟨C₀, r₀⟩, | |
{ simp [has_sum_zero] }, | |
{ refine has_sum.mul_left C _, | |
simpa using has_sum_geometric_of_lt_1 r₀ hr } | |
end | |
variables (r C) | |
/-- If `dist (f n) (f (n+1))` is bounded by `C * r^n`, `r < 1`, then `f` is a Cauchy sequence. | |
Note that this lemma does not assume `0 ≤ C` or `0 ≤ r`. -/ | |
lemma cauchy_seq_of_le_geometric : cauchy_seq f := | |
cauchy_seq_of_dist_le_of_summable _ hu ⟨_, aux_has_sum_of_le_geometric hr hu⟩ | |
/-- If `dist (f n) (f (n+1))` is bounded by `C * r^n`, `r < 1`, then the distance from | |
`f n` to the limit of `f` is bounded above by `C * r^n / (1 - r)`. -/ | |
lemma dist_le_of_le_geometric_of_tendsto₀ {a : α} (ha : tendsto f at_top (𝓝 a)) : | |
dist (f 0) a ≤ C / (1 - r) := | |
(aux_has_sum_of_le_geometric hr hu).tsum_eq ▸ | |
dist_le_tsum_of_dist_le_of_tendsto₀ _ hu ⟨_, aux_has_sum_of_le_geometric hr hu⟩ ha | |
/-- If `dist (f n) (f (n+1))` is bounded by `C * r^n`, `r < 1`, then the distance from | |
`f 0` to the limit of `f` is bounded above by `C / (1 - r)`. -/ | |
lemma dist_le_of_le_geometric_of_tendsto {a : α} (ha : tendsto f at_top (𝓝 a)) (n : ℕ) : | |
dist (f n) a ≤ (C * r^n) / (1 - r) := | |
begin | |
have := aux_has_sum_of_le_geometric hr hu, | |
convert dist_le_tsum_of_dist_le_of_tendsto _ hu ⟨_, this⟩ ha n, | |
simp only [pow_add, mul_left_comm C, mul_div_right_comm], | |
rw [mul_comm], | |
exact (this.mul_left _).tsum_eq.symm | |
end | |
omit hr hu | |
variable (hu₂ : ∀ n, dist (f n) (f (n+1)) ≤ (C / 2) / 2^n) | |
/-- If `dist (f n) (f (n+1))` is bounded by `(C / 2) / 2^n`, then `f` is a Cauchy sequence. -/ | |
lemma cauchy_seq_of_le_geometric_two : cauchy_seq f := | |
cauchy_seq_of_dist_le_of_summable _ hu₂ $ ⟨_, has_sum_geometric_two' C⟩ | |
/-- If `dist (f n) (f (n+1))` is bounded by `(C / 2) / 2^n`, then the distance from | |
`f 0` to the limit of `f` is bounded above by `C`. -/ | |
lemma dist_le_of_le_geometric_two_of_tendsto₀ {a : α} (ha : tendsto f at_top (𝓝 a)) : | |
dist (f 0) a ≤ C := | |
(tsum_geometric_two' C) ▸ dist_le_tsum_of_dist_le_of_tendsto₀ _ hu₂ (summable_geometric_two' C) ha | |
include hu₂ | |
/-- If `dist (f n) (f (n+1))` is bounded by `(C / 2) / 2^n`, then the distance from | |
`f n` to the limit of `f` is bounded above by `C / 2^n`. -/ | |
lemma dist_le_of_le_geometric_two_of_tendsto {a : α} (ha : tendsto f at_top (𝓝 a)) (n : ℕ) : | |
dist (f n) a ≤ C / 2^n := | |
begin | |
convert dist_le_tsum_of_dist_le_of_tendsto _ hu₂ (summable_geometric_two' C) ha n, | |
simp only [add_comm n, pow_add, ← div_div], | |
symmetry, | |
exact ((has_sum_geometric_two' C).div_const _).tsum_eq | |
end | |
end le_geometric | |
/-! ### Summability tests based on comparison with geometric series -/ | |
/-- A series whose terms are bounded by the terms of a converging geometric series converges. -/ | |
lemma summable_one_div_pow_of_le {m : ℝ} {f : ℕ → ℕ} (hm : 1 < m) (fi : ∀ i, i ≤ f i) : | |
summable (λ i, 1 / m ^ f i) := | |
begin | |
refine summable_of_nonneg_of_le | |
(λ a, one_div_nonneg.mpr (pow_nonneg (zero_le_one.trans hm.le) _)) (λ a, _) | |
(summable_geometric_of_lt_1 (one_div_nonneg.mpr (zero_le_one.trans hm.le)) | |
((one_div_lt (zero_lt_one.trans hm) zero_lt_one).mpr (one_div_one.le.trans_lt hm))), | |
rw [div_pow, one_pow], | |
refine (one_div_le_one_div _ _).mpr (pow_le_pow hm.le (fi a)); | |
exact pow_pos (zero_lt_one.trans hm) _ | |
end | |
/-! ### Positive sequences with small sums on encodable types -/ | |
/-- For any positive `ε`, define on an encodable type a positive sequence with sum less than `ε` -/ | |
def pos_sum_of_encodable {ε : ℝ} (hε : 0 < ε) | |
(ι) [encodable ι] : {ε' : ι → ℝ // (∀ i, 0 < ε' i) ∧ ∃ c, has_sum ε' c ∧ c ≤ ε} := | |
begin | |
let f := λ n, (ε / 2) / 2 ^ n, | |
have hf : has_sum f ε := has_sum_geometric_two' _, | |
have f0 : ∀ n, 0 < f n := λ n, div_pos (half_pos hε) (pow_pos zero_lt_two _), | |
refine ⟨f ∘ encodable.encode, λ i, f0 _, _⟩, | |
rcases hf.summable.comp_injective (@encodable.encode_injective ι _) with ⟨c, hg⟩, | |
refine ⟨c, hg, has_sum_le_inj _ (@encodable.encode_injective ι _) _ _ hg hf⟩, | |
{ assume i _, exact le_of_lt (f0 _) }, | |
{ assume n, exact le_rfl } | |
end | |
lemma set.countable.exists_pos_has_sum_le {ι : Type*} {s : set ι} (hs : s.countable) | |
{ε : ℝ} (hε : 0 < ε) : | |
∃ ε' : ι → ℝ, (∀ i, 0 < ε' i) ∧ ∃ c, has_sum (λ i : s, ε' i) c ∧ c ≤ ε := | |
begin | |
haveI := hs.to_encodable, | |
rcases pos_sum_of_encodable hε s with ⟨f, hf0, ⟨c, hfc, hcε⟩⟩, | |
refine ⟨λ i, if h : i ∈ s then f ⟨i, h⟩ else 1, λ i, _, ⟨c, _, hcε⟩⟩, | |
{ split_ifs, exacts [hf0 _, zero_lt_one] }, | |
{ simpa only [subtype.coe_prop, dif_pos, subtype.coe_eta] } | |
end | |
lemma set.countable.exists_pos_forall_sum_le {ι : Type*} {s : set ι} (hs : s.countable) | |
{ε : ℝ} (hε : 0 < ε) : | |
∃ ε' : ι → ℝ, (∀ i, 0 < ε' i) ∧ ∀ t : finset ι, ↑t ⊆ s → ∑ i in t, ε' i ≤ ε := | |
begin | |
rcases hs.exists_pos_has_sum_le hε with ⟨ε', hpos, c, hε'c, hcε⟩, | |
refine ⟨ε', hpos, λ t ht, _⟩, | |
rw [← sum_subtype_of_mem _ ht], | |
refine (sum_le_has_sum _ _ hε'c).trans hcε, | |
exact λ _ _, (hpos _).le | |
end | |
namespace nnreal | |
theorem exists_pos_sum_of_encodable {ε : ℝ≥0} (hε : ε ≠ 0) (ι) [encodable ι] : | |
∃ ε' : ι → ℝ≥0, (∀ i, 0 < ε' i) ∧ ∃c, has_sum ε' c ∧ c < ε := | |
let ⟨a, a0, aε⟩ := exists_between (pos_iff_ne_zero.2 hε) in | |
let ⟨ε', hε', c, hc, hcε⟩ := pos_sum_of_encodable a0 ι in | |
⟨ λi, ⟨ε' i, le_of_lt $ hε' i⟩, assume i, nnreal.coe_lt_coe.1 $ hε' i, | |
⟨c, has_sum_le (assume i, le_of_lt $ hε' i) has_sum_zero hc ⟩, nnreal.has_sum_coe.1 hc, | |
lt_of_le_of_lt (nnreal.coe_le_coe.1 hcε) aε ⟩ | |
end nnreal | |
namespace ennreal | |
theorem exists_pos_sum_of_encodable {ε : ℝ≥0∞} (hε : ε ≠ 0) (ι) [encodable ι] : | |
∃ ε' : ι → ℝ≥0, (∀ i, 0 < ε' i) ∧ ∑' i, (ε' i : ℝ≥0∞) < ε := | |
begin | |
rcases exists_between (pos_iff_ne_zero.2 hε) with ⟨r, h0r, hrε⟩, | |
rcases lt_iff_exists_coe.1 hrε with ⟨x, rfl, hx⟩, | |
rcases nnreal.exists_pos_sum_of_encodable (coe_pos.1 h0r).ne' ι with ⟨ε', hp, c, hc, hcr⟩, | |
exact ⟨ε', hp, (ennreal.tsum_coe_eq hc).symm ▸ lt_trans (coe_lt_coe.2 hcr) hrε⟩ | |
end | |
theorem exists_pos_sum_of_encodable' {ε : ℝ≥0∞} (hε : ε ≠ 0) (ι) [encodable ι] : | |
∃ ε' : ι → ℝ≥0∞, (∀ i, 0 < ε' i) ∧ (∑' i, ε' i) < ε := | |
let ⟨δ, δpos, hδ⟩ := exists_pos_sum_of_encodable hε ι in | |
⟨λ i, δ i, λ i, ennreal.coe_pos.2 (δpos i), hδ⟩ | |
theorem exists_pos_tsum_mul_lt_of_encodable {ε : ℝ≥0∞} (hε : ε ≠ 0) {ι} [encodable ι] | |
(w : ι → ℝ≥0∞) (hw : ∀ i, w i ≠ ∞) : | |
∃ δ : ι → ℝ≥0, (∀ i, 0 < δ i) ∧ ∑' i, (w i * δ i : ℝ≥0∞) < ε := | |
begin | |
lift w to ι → ℝ≥0 using hw, | |
rcases exists_pos_sum_of_encodable hε ι with ⟨δ', Hpos, Hsum⟩, | |
have : ∀ i, 0 < max 1 (w i), from λ i, zero_lt_one.trans_le (le_max_left _ _), | |
refine ⟨λ i, δ' i / max 1 (w i), λ i, nnreal.div_pos (Hpos _) (this i), _⟩, | |
refine lt_of_le_of_lt (ennreal.tsum_le_tsum $ λ i, _) Hsum, | |
rw [coe_div (this i).ne'], | |
refine mul_le_of_le_div' (ennreal.mul_le_mul le_rfl $ ennreal.inv_le_inv.2 _), | |
exact coe_le_coe.2 (le_max_right _ _) | |
end | |
end ennreal | |
/-! | |
### Factorial | |
-/ | |
lemma factorial_tendsto_at_top : tendsto nat.factorial at_top at_top := | |
tendsto_at_top_at_top_of_monotone nat.monotone_factorial (λ n, ⟨n, n.self_le_factorial⟩) | |
lemma tendsto_factorial_div_pow_self_at_top : tendsto (λ n, n! / n^n : ℕ → ℝ) at_top (𝓝 0) := | |
tendsto_of_tendsto_of_tendsto_of_le_of_le' | |
tendsto_const_nhds | |
(tendsto_const_div_at_top_nhds_0_nat 1) | |
(eventually_of_forall $ λ n, div_nonneg (by exact_mod_cast n.factorial_pos.le) | |
(pow_nonneg (by exact_mod_cast n.zero_le) _)) | |
begin | |
refine (eventually_gt_at_top 0).mono (λ n hn, _), | |
rcases nat.exists_eq_succ_of_ne_zero hn.ne.symm with ⟨k, rfl⟩, | |
rw [← prod_range_add_one_eq_factorial, pow_eq_prod_const, div_eq_mul_inv, ← inv_eq_one_div, | |
prod_nat_cast, nat.cast_succ, ← prod_inv_distrib, ← prod_mul_distrib, | |
finset.prod_range_succ'], | |
simp only [prod_range_succ', one_mul, nat.cast_add, zero_add, nat.cast_one], | |
refine mul_le_of_le_one_left (inv_nonneg.mpr $ by exact_mod_cast hn.le) (prod_le_one _ _); | |
intros x hx; rw finset.mem_range at hx, | |
{ refine mul_nonneg _ (inv_nonneg.mpr _); norm_cast; linarith }, | |
{ refine (div_le_one $ by exact_mod_cast hn).mpr _, norm_cast, linarith } | |
end | |
/-! | |
### Ceil and floor | |
-/ | |
section | |
lemma tendsto_nat_floor_at_top {α : Type*} [linear_ordered_semiring α] [floor_semiring α] : | |
tendsto (λ (x : α), ⌊x⌋₊) at_top at_top := | |
nat.floor_mono.tendsto_at_top_at_top (λ x, ⟨max 0 (x + 1), by simp [nat.le_floor_iff]⟩) | |
variables {R : Type*} [topological_space R] [linear_ordered_field R] [order_topology R] | |
[floor_ring R] | |
lemma tendsto_nat_floor_mul_div_at_top {a : R} (ha : 0 ≤ a) : | |
tendsto (λ x, (⌊a * x⌋₊ : R) / x) at_top (𝓝 a) := | |
begin | |
have A : tendsto (λ (x : R), a - x⁻¹) at_top (𝓝 (a - 0)) := | |
tendsto_const_nhds.sub tendsto_inv_at_top_zero, | |
rw sub_zero at A, | |
apply tendsto_of_tendsto_of_tendsto_of_le_of_le' A tendsto_const_nhds, | |
{ refine eventually_at_top.2 ⟨1, λ x hx, _⟩, | |
simp only [le_div_iff (zero_lt_one.trans_le hx), sub_mul, | |
inv_mul_cancel (zero_lt_one.trans_le hx).ne'], | |
have := nat.lt_floor_add_one (a * x), | |
linarith }, | |
{ refine eventually_at_top.2 ⟨1, λ x hx, _⟩, | |
rw div_le_iff (zero_lt_one.trans_le hx), | |
simp [nat.floor_le (mul_nonneg ha (zero_le_one.trans hx))] } | |
end | |
lemma tendsto_nat_floor_div_at_top : | |
tendsto (λ x, (⌊x⌋₊ : R) / x) at_top (𝓝 1) := | |
by simpa using tendsto_nat_floor_mul_div_at_top (zero_le_one' R) | |
lemma tendsto_nat_ceil_mul_div_at_top {a : R} (ha : 0 ≤ a) : | |
tendsto (λ x, (⌈a * x⌉₊ : R) / x) at_top (𝓝 a) := | |
begin | |
have A : tendsto (λ (x : R), a + x⁻¹) at_top (𝓝 (a + 0)) := | |
tendsto_const_nhds.add tendsto_inv_at_top_zero, | |
rw add_zero at A, | |
apply tendsto_of_tendsto_of_tendsto_of_le_of_le' tendsto_const_nhds A, | |
{ refine eventually_at_top.2 ⟨1, λ x hx, _⟩, | |
rw le_div_iff (zero_lt_one.trans_le hx), | |
exact nat.le_ceil _ }, | |
{ refine eventually_at_top.2 ⟨1, λ x hx, _⟩, | |
simp [div_le_iff (zero_lt_one.trans_le hx), inv_mul_cancel (zero_lt_one.trans_le hx).ne', | |
(nat.ceil_lt_add_one ((mul_nonneg ha (zero_le_one.trans hx)))).le, add_mul] } | |
end | |
lemma tendsto_nat_ceil_div_at_top : | |
tendsto (λ x, (⌈x⌉₊ : R) / x) at_top (𝓝 1) := | |
by simpa using tendsto_nat_ceil_mul_div_at_top (zero_le_one' R) | |
end | |