(* File: Akra_Bazzi_Asymptotics.thy Author: Manuel Eberl Proofs for the four(ish) asymptotic inequalities required for proving the Akra Bazzi theorem with variation functions in the recursive calls. *) section \Asymptotic bounds\ theory Akra_Bazzi_Asymptotics imports Complex_Main Akra_Bazzi_Library "HOL-Library.Landau_Symbols" begin locale akra_bazzi_asymptotics_bep = fixes b e p hb :: real assumes bep: "b > 0" "b < 1" "e > 0" "hb > 0" begin context begin text \ Functions that are negligible w.r.t. @{term "ln (b*x) powr (e/2 + 1)"}. \ private abbreviation (input) negl :: "(real \ real) \ bool" where "negl f \ f \ o(\x. ln (b*x) powr (-(e/2 + 1)))" private lemma neglD: "negl f \ c > 0 \ eventually (\x. \f x\ \ c / ln (b*x) powr (e/2+1)) at_top" by (drule (1) landau_o.smallD, subst (asm) powr_minus) (simp add: field_simps) private lemma negl_mult: "negl f \ negl g \ negl (\x. f x * g x)" by (erule landau_o.small_1_mult, rule landau_o.small_imp_big, erule landau_o.small_trans) (insert bep, simp) private lemma ev4: assumes g: "negl g" shows "eventually (\x. ln (b*x) powr (-e/2) - ln x powr (-e/2) \ g x) at_top" proof (rule smallo_imp_le_real) define h1 where [abs_def]: "h1 x = (1 + ln b/ln x) powr (-e/2) - 1 + e/2 * (ln b/ln x)" for x define h2 where [abs_def]: "h2 x = ln x powr (- e / 2) * ((1 + ln b / ln x) powr (- e / 2) - 1)" for x from bep have "((\x. ln b / ln x) \ 0) at_top" by (simp add: tendsto_0_smallo_1) note one_plus_x_powr_Taylor2_bigo[OF this, of "-e/2"] also have "(\x. (1 + ln b / ln x) powr (- e / 2) - 1 - - e / 2 * (ln b / ln x)) = h1" by (simp add: h1_def) finally have "h1 \ o(\x. 1 / ln x)" by (rule landau_o.big_small_trans) (insert bep, simp add: power2_eq_square) with bep have "(\x. h1 x - e/2 * (ln b / ln x)) \ \(\x. 1 / ln x)" by simp also have "(\x. h1 x - e/2 * (ln b/ln x)) = (\x. (1 + ln b/ ln x) powr (-e/2) - 1)" by (rule ext) (simp add: h1_def) finally have "h2 \ \(\x. ln x powr (-e/2) * (1 / ln x))" unfolding h2_def by (intro landau_theta.mult) simp_all also have "(\x. ln x powr (-e/2) * (1 / ln x)) \ \(\x. ln x powr (-(e/2+1)))" by simp also from g bep have "(\x. ln x powr (-(e/2+1))) \ \(g)" by (simp add: smallomega_iff_smallo) finally have "g \ o(h2)" by (simp add: smallomega_iff_smallo) also have "eventually (\x. h2 x = ln (b*x) powr (-e/2) - ln x powr (-e/2)) at_top" using eventually_gt_at_top[of "1::real"] eventually_gt_at_top[of "1/b"] by eventually_elim (insert bep, simp add: field_simps powr_diff [symmetric] h2_def ln_mult [symmetric] powr_divide del: ln_mult) hence "h2 \ \(\x. ln (b*x) powr (-e/2) - ln x powr (-e/2))" by (rule bigthetaI_cong) finally show "g \ o(\x. ln (b * x) powr (- e / 2) - ln x powr (- e / 2))" . next show "eventually (\x. ln (b*x) powr (-e/2) - ln x powr (-e/2) \ 0) at_top" using eventually_gt_at_top[of "1/b"] eventually_gt_at_top[of "1::real"] by eventually_elim (insert bep, auto intro!: powr_mono2' simp: field_simps simp del: ln_mult) qed private lemma ev1: "negl (\x. (1 + c * inverse b * ln x powr (-(1+e))) powr p - 1)" proof- from bep have "((\x. c * inverse b * ln x powr (-(1+e))) \ 0) at_top" by (simp add: tendsto_0_smallo_1) have "(\x. (1 + c * inverse b * ln x powr (-(1+e))) powr p - 1) \ O(\x. c * inverse b * ln x powr - (1 + e))" using bep by (intro one_plus_x_powr_Taylor1_bigo) (simp add: tendsto_0_smallo_1) also from bep have "negl (\x. c * inverse b * ln x powr - (1 + e))" by simp finally show ?thesis . qed private lemma ev2_aux: defines "f \ \x. (1 + 1/ln (b*x) * ln (1 + hb / b * ln x powr (-1-e))) powr (-e/2)" obtains h where "eventually (\x. f x \ 1 + h x) at_top" "h \ o(\x. 1 / ln x)" proof (rule that[of "\x. f x - 1"]) define g where [abs_def]: "g x = 1/ln (b*x) * ln (1 + hb / b * ln x powr (-1-e))" for x have lim: "((\x. ln (1 + hb / b * ln x powr (- 1 - e))) \ 0) at_top" by (rule tendsto_eq_rhs[OF tendsto_ln[OF tendsto_add[OF tendsto_const, of _ 0]]]) (insert bep, simp_all add: tendsto_0_smallo_1) hence lim': "(g \ 0) at_top" unfolding g_def by (intro tendsto_mult_zero) (insert bep, simp add: tendsto_0_smallo_1) from one_plus_x_powr_Taylor2_bigo[OF this, of "-e/2"] have "(\x. (1 + g x) powr (-e/2) - 1 - - e/2 * g x) \ O(\x. (g x)\<^sup>2)" . also from lim' have "(\x. g x ^ 2) \ o(\x. g x * 1)" unfolding power2_eq_square by (intro landau_o.big_small_mult smalloI_tendsto) simp_all also have "o(\x. g x * 1) = o(g)" by simp also have "(\x. (1 + g x) powr (-e/2) - 1 - - e/2 * g x) = (\x. f x - 1 + e/2 * g x)" by (simp add: f_def g_def) finally have A: "(\x. f x - 1 + e / 2 * g x) \ O(g)" by (rule landau_o.small_imp_big) hence "(\x. f x - 1 + e/2 * g x - e/2 * g x) \ O(g)" by (rule sum_in_bigo) (insert bep, simp) also have "(\x. f x - 1 + e/2 * g x - e/2 * g x) = (\x. f x - 1)" by simp finally have "(\x. f x - 1) \ O(g)" . also from bep lim have "g \ o(\x. 1 / ln x)" unfolding g_def by (auto intro!: smallo_1_tendsto_0) finally show "(\x. f x - 1) \ o(\x. 1 / ln x)" . qed simp_all private lemma ev2: defines "f \ \x. ln (b * x + hb * x / ln x powr (1 + e)) powr (-e/2)" obtains h where "negl h" "eventually (\x. f x \ ln (b * x) powr (-e/2) + h x) at_top" "eventually (\x. \ln (b * x) powr (-e/2) + h x\ < 1) at_top" proof - define f' where "f' x = (1 + 1 / ln (b*x) * ln (1 + hb / b * ln x powr (-1-e))) powr (-e/2)" for x from ev2_aux obtain g where g: "eventually (\x. 1 + g x \ f' x) at_top" "g \ o(\x. 1 / ln x)" unfolding f'_def . define h where [abs_def]: "h x = ln (b*x) powr (-e/2) * g x" for x show ?thesis proof (rule that[of h]) from bep g show "negl h" unfolding h_def by (auto simp: powr_diff elim: landau_o.small_big_trans) next from g(2) have "g \ o(\x. 1)" by (rule landau_o.small_big_trans) simp with bep have "eventually (\x. \ln (b*x) powr (-e/2) * (1 + g x)\ < 1) at_top" by (intro smallo_imp_abs_less_real) simp_all thus "eventually (\x. \ln (b*x) powr (-e/2) + h x\ < 1) at_top" by (simp add: algebra_simps h_def) next from eventually_gt_at_top[of "1/b"] and g(1) show "eventually (\x. f x \ ln (b*x) powr (-e/2) + h x) at_top" proof eventually_elim case (elim x) from bep have "b * x + hb * x / ln x powr (1 + e) = b*x * (1 + hb / b * ln x powr (-1 - e))" by (simp add: field_simps powr_diff powr_add powr_minus) also from elim(1) bep have "ln \ = ln (b*x) * (1 + 1/ln (b*x) * ln (1 + hb / b * ln x powr (-1-e)))" by (subst ln_mult) (simp_all add: add_pos_nonneg field_simps) also from elim(1) bep have "\ powr (-e/2) = ln (b*x) powr (-e/2) * f' x" by (subst powr_mult) (simp_all add: field_simps f'_def) also from elim have "\ \ ln (b*x) powr (-e/2) * (1 + g x)" by (intro mult_left_mono) simp_all finally show "f x \ ln (b*x) powr (-e/2) + h x" by (simp add: f_def h_def algebra_simps) qed qed qed private lemma ev21: obtains g where "negl g" "eventually (\x. 1 + ln (b * x + hb * x / ln x powr (1 + e)) powr (-e/2) \ 1 + ln (b * x) powr (-e/2) + g x) at_top" "eventually (\x. 1 + ln (b * x) powr (-e/2) + g x > 0) at_top" proof- from ev2 guess g . note g = this from g(3) have "eventually (\x. 1 + ln (b * x) powr (-e/2) + g x > 0) at_top" by eventually_elim simp with g(1,2) show ?thesis by (intro that[of g]) simp_all qed private lemma ev22: obtains g where "negl g" "eventually (\x. 1 - ln (b * x + hb * x / ln x powr (1 + e)) powr (-e/2) \ 1 - ln (b * x) powr (-e/2) - g x) at_top" "eventually (\x. 1 - ln (b * x) powr (-e/2) - g x > 0) at_top" proof- from ev2 guess g . note g = this from g(2) have "eventually (\x. 1 - ln (b * x + hb * x / ln x powr (1 + e)) powr (-e/2) \ 1 - ln (b * x) powr (-e/2) - g x) at_top" by eventually_elim simp moreover from g(3) have "eventually (\x. 1 - ln (b * x) powr (-e/2) - g x > 0) at_top" by eventually_elim simp ultimately show ?thesis using g(1) by (intro that[of g]) simp_all qed lemma asymptotics1: shows "eventually (\x. (1 + c * inverse b * ln x powr -(1+e)) powr p * (1 + ln (b * x + hb * x / ln x powr (1 + e)) powr (- e / 2)) \ 1 + (ln x powr (-e/2))) at_top" proof- let ?f = "\x. (1 + c * inverse b * ln x powr -(1+e)) powr p" let ?g = "\x. 1 + ln (b * x + hb * x / ln x powr (1 + e)) powr (- e / 2)" define f where [abs_def]: "f x = 1 - ?f x" for x from ev1[of c] have "negl f" unfolding f_def by (subst landau_o.small.uminus_in_iff [symmetric]) simp from landau_o.smallD[OF this zero_less_one] have f: "eventually (\x. f x \ ln (b*x) powr -(e/2+1)) at_top" by eventually_elim (simp add: f_def) from ev21 guess g . note g = this define h where [abs_def]: "h x = -g x + f x + f x * ln (b*x) powr (-e/2) + f x * g x" for x have A: "eventually (\x. ?f x * ?g x \ 1 + ln (b*x) powr (-e/2) - h x) at_top" using g(2,3) f proof eventually_elim case (elim x) let ?t = "ln (b*x) powr (-e/2)" have "1 + ?t - h x = (1 - f x) * (1 + ln (b*x) powr (-e/2) + g x)" by (simp add: algebra_simps h_def) also from elim have "?f x * ?g x \ (1 - f x) * (1 + ln (b*x) powr (-e/2) + g x)" by (intro mult_mono[OF _ elim(1)]) (simp_all add: algebra_simps f_def) finally show "?f x * ?g x \ 1 + ln (b*x) powr (-e/2) - h x" . qed from bep \negl f\ g(1) have "negl h" unfolding h_def by (fastforce intro!: sum_in_smallo landau_o.small.mult simp: powr_diff intro: landau_o.small_trans)+ from ev4[OF this] A show ?thesis by eventually_elim simp qed lemma asymptotics2: shows "eventually (\x. (1 + c * inverse b * ln x powr -(1+e)) powr p * (1 - ln (b * x + hb * x / ln x powr (1 + e)) powr (- e / 2)) \ 1 - (ln x powr (-e/2))) at_top" proof- let ?f = "\x. (1 + c * inverse b * ln x powr -(1+e)) powr p" let ?g = "\x. 1 - ln (b * x + hb * x / ln x powr (1 + e)) powr (- e / 2)" define f where [abs_def]: "f x = 1 - ?f x" for x from ev1[of c] have "negl f" unfolding f_def by (subst landau_o.small.uminus_in_iff [symmetric]) simp from landau_o.smallD[OF this zero_less_one] have f: "eventually (\x. f x \ ln (b*x) powr -(e/2+1)) at_top" by eventually_elim (simp add: f_def) from ev22 guess g . note g = this define h where [abs_def]: "h x = -g x - f x + f x * ln (b*x) powr (-e/2) + f x * g x" for x have "((\x. ln (b * x + hb * x / ln x powr (1 + e)) powr - (e / 2)) \ 0) at_top" apply (insert bep, intro tendsto_neg_powr, simp) apply (rule filterlim_compose[OF ln_at_top]) apply (rule filterlim_at_top_smallomega_1, simp) using eventually_gt_at_top[of "max 1 (1/b)"] apply (auto elim!: eventually_mono intro!: add_pos_nonneg simp: field_simps) apply (smt (z3) divide_nonneg_nonneg mult_neg_pos mult_nonneg_nonneg powr_non_neg) done hence ev_g: "eventually (\x. \1 - ?g x\ < 1) at_top" by (intro smallo_imp_abs_less_real smalloI_tendsto) simp_all have A: "eventually (\x. ?f x * ?g x \ 1 - ln (b*x) powr (-e/2) + h x) at_top" using g(2,3) ev_g f proof eventually_elim case (elim x) let ?t = "ln (b*x) powr (-e/2)" from elim have "?f x * ?g x \ (1 - f x) * (1 - ln (b*x) powr (-e/2) - g x)" by (intro mult_mono) (simp_all add: f_def) also have "... = 1 - ?t + h x" by (simp add: algebra_simps h_def) finally show "?f x * ?g x \ 1 - ln (b*x) powr (-e/2) + h x" . qed from bep \negl f\ g(1) have "negl h" unfolding h_def by (fastforce intro!: sum_in_smallo landau_o.small.mult simp: powr_diff intro: landau_o.small_trans)+ from ev4[OF this] A show ?thesis by eventually_elim simp qed lemma asymptotics3: "eventually (\x. (1 + (ln x powr (-e/2))) / 2 \ 1) at_top" (is "eventually (\x. ?f x \ 1) _") proof (rule eventually_mp[OF always_eventually], clarify) from bep have "(?f \ 1/2) at_top" by (force intro: tendsto_eq_intros tendsto_neg_powr ln_at_top) hence "\e. e>0 \ eventually (\x. \?f x - 0.5\ < e) at_top" by (subst (asm) tendsto_iff) (simp add: dist_real_def) from this[of "0.5"] show "eventually (\x. \?f x - 0.5\ < 0.5) at_top" by simp fix x assume "\?f x - 0.5\ < 0.5" thus "?f x \ 1" by simp qed lemma asymptotics4: "eventually (\x. (1 - (ln x powr (-e/2))) * 2 \ 1) at_top" (is "eventually (\x. ?f x \ 1) _") proof (rule eventually_mp[OF always_eventually], clarify) from bep have "(?f \ 2) at_top" by (force intro: tendsto_eq_intros tendsto_neg_powr ln_at_top) hence "\e. e>0 \ eventually (\x. \?f x - 2\ < e) at_top" by (subst (asm) tendsto_iff) (simp add: dist_real_def) from this[of 1] show "eventually (\x. \?f x - 2\ < 1) at_top" by simp fix x assume "\?f x - 2\ < 1" thus "?f x \ 1" by simp qed lemma asymptotics5: "eventually (\x. ln (b*x - hb*x*ln x powr -(1+e)) powr (-e/2) < 1) at_top" proof- from bep have "((\x. b - hb * ln x powr -(1+e)) \ b - 0) at_top" by (intro tendsto_intros tendsto_mult_right_zero tendsto_neg_powr ln_at_top) simp_all hence "LIM x at_top. (b - hb * ln x powr -(1+e)) * x :> at_top" by (rule filterlim_tendsto_pos_mult_at_top[OF _ _ filterlim_ident], insert bep) simp_all also have "(\x. (b - hb * ln x powr -(1+e)) * x) = (\x. b*x - hb*x*ln x powr -(1+e))" by (intro ext) (simp add: algebra_simps) finally have "filterlim ... at_top at_top" . with bep have "((\x. ln (b*x - hb*x*ln x powr -(1+e)) powr -(e/2)) \ 0) at_top" by (intro tendsto_neg_powr filterlim_compose[OF ln_at_top]) simp_all hence "eventually (\x. \ln (b*x - hb*x*ln x powr -(1+e)) powr (-e/2)\ < 1) at_top" by (subst (asm) tendsto_iff) (simp add: dist_real_def) thus ?thesis by simp qed lemma asymptotics6: "eventually (\x. hb / ln x powr (1 + e) < b/2) at_top" and asymptotics7: "eventually (\x. hb / ln x powr (1 + e) < (1 - b) / 2) at_top" and asymptotics8: "eventually (\x. x*(1 - b - hb / ln x powr (1 + e)) > 1) at_top" proof- from bep have A: "(\x. hb / ln x powr (1 + e)) \ o(\_. 1)" by simp from bep have B: "b/3 > 0" and C: "(1 - b)/3 > 0" by simp_all from landau_o.smallD[OF A B] show "eventually (\x. hb / ln x powr (1+e) < b/2) at_top" by eventually_elim (insert bep, simp) from landau_o.smallD[OF A C] show "eventually (\x. hb / ln x powr (1 + e) < (1 - b)/2) at_top" by eventually_elim (insert bep, simp) from bep have "(\x. hb / ln x powr (1 + e)) \ o(\_. 1)" "(1 - b) / 2 > 0" by simp_all from landau_o.smallD[OF this] eventually_gt_at_top[of "1::real"] have A: "eventually (\x. 1 - b - hb / ln x powr (1 + e) > 0) at_top" by eventually_elim (insert bep, simp add: field_simps) from bep have "(\x. x * (1 - b - hb / ln x powr (1+e))) \ \(\_. 1)" "(0::real) < 2" by simp_all from landau_omega.smallD[OF this] A eventually_gt_at_top[of "0::real"] show "eventually (\x. x*(1 - b - hb / ln x powr (1 + e)) > 1) at_top" by eventually_elim (simp_all add: abs_mult) qed end end definition "akra_bazzi_asymptotic1 b hb e p x \ (1 - hb * inverse b * ln x powr -(1+e)) powr p * (1 + ln (b*x + hb*x/ln x powr (1+e)) powr (-e/2)) \ 1 + (ln x powr (-e/2) :: real)" definition "akra_bazzi_asymptotic1' b hb e p x \ (1 + hb * inverse b * ln x powr -(1+e)) powr p * (1 + ln (b*x + hb*x/ln x powr (1+e)) powr (-e/2)) \ 1 + (ln x powr (-e/2) :: real)" definition "akra_bazzi_asymptotic2 b hb e p x \ (1 + hb * inverse b * ln x powr -(1+e)) powr p * (1 - ln (b*x + hb*x/ln x powr (1+e)) powr (-e/2)) \ 1 - ln x powr (-e/2 :: real)" definition "akra_bazzi_asymptotic2' b hb e p x \ (1 - hb * inverse b * ln x powr -(1+e)) powr p * (1 - ln (b*x + hb*x/ln x powr (1+e)) powr (-e/2)) \ 1 - ln x powr (-e/2 :: real)" definition "akra_bazzi_asymptotic3 e x \ (1 + (ln x powr (-e/2))) / 2 \ (1::real)" definition "akra_bazzi_asymptotic4 e x \ (1 - (ln x powr (-e/2))) * 2 \ (1::real)" definition "akra_bazzi_asymptotic5 b hb e x \ ln (b*x - hb*x*ln x powr -(1+e)) powr (-e/2::real) < 1" definition "akra_bazzi_asymptotic6 b hb e x \ hb / ln x powr (1 + e :: real) < b/2" definition "akra_bazzi_asymptotic7 b hb e x \ hb / ln x powr (1 + e :: real) < (1 - b) / 2" definition "akra_bazzi_asymptotic8 b hb e x \ x*(1 - b - hb / ln x powr (1 + e :: real)) > 1" definition "akra_bazzi_asymptotics b hb e p x \ akra_bazzi_asymptotic1 b hb e p x \ akra_bazzi_asymptotic1' b hb e p x \ akra_bazzi_asymptotic2 b hb e p x \ akra_bazzi_asymptotic2' b hb e p x \ akra_bazzi_asymptotic3 e x \ akra_bazzi_asymptotic4 e x \ akra_bazzi_asymptotic5 b hb e x \ akra_bazzi_asymptotic6 b hb e x \ akra_bazzi_asymptotic7 b hb e x \ akra_bazzi_asymptotic8 b hb e x" lemmas akra_bazzi_asymptotic_defs = akra_bazzi_asymptotic1_def akra_bazzi_asymptotic1'_def akra_bazzi_asymptotic2_def akra_bazzi_asymptotic2'_def akra_bazzi_asymptotic3_def akra_bazzi_asymptotic4_def akra_bazzi_asymptotic5_def akra_bazzi_asymptotic6_def akra_bazzi_asymptotic7_def akra_bazzi_asymptotic8_def akra_bazzi_asymptotics_def lemma akra_bazzi_asymptotics: assumes "\b. b \ set bs \ b \ {0<..<1}" assumes "hb > 0" "e > 0" shows "eventually (\x. \b\set bs. akra_bazzi_asymptotics b hb e p x) at_top" proof (intro eventually_ball_finite ballI) fix b assume "b \ set bs" with assms interpret akra_bazzi_asymptotics_bep b e p hb by unfold_locales auto show "eventually (\x. akra_bazzi_asymptotics b hb e p x) at_top" unfolding akra_bazzi_asymptotic_defs using asymptotics1[of "-c" for c] asymptotics2[of "-c" for c] by (intro eventually_conj asymptotics1 asymptotics2 asymptotics3 asymptotics4 asymptotics5 asymptotics6 asymptotics7 asymptotics8) simp_all qed simp end