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/-
Copyright (c) 2020 Sébastien Gouëzel. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Anatole Dedecker, Sébastien Gouëzel, Yury Kudryashov, Dylan MacKenzie, Patrick Massot
-/
module
public import Mathlib.Algebra.BigOperators.Module
public import Mathlib.Algebra.Order.Field.Power
public import Mathlib.Algebra.Polynomial.Monic
public import Mathlib.Analysis.Asymptotics.Lemmas
public import Mathlib.Analysis.Normed.Ring.InfiniteSum
public import Mathlib.Analysis.Normed.Module.Basic
public import Mathlib.Analysis.Normed.Order.Lattice
public import Mathlib.Analysis.SpecificLimits.Basic
public import Mathlib.Data.List.TFAE
public import Mathlib.Data.Nat.Choose.Bounds
public import Mathlib.Order.Filter.AtTopBot.ModEq
public import Mathlib.RingTheory.Polynomial.Pochhammer
public import Mathlib.Tactic.NoncommRing
/-!
# A collection of specific limit computations
This file contains important specific limit computations in (semi-)normed groups/rings/spaces, as
well as such computations in `ℝ` when the natural proof passes through a fact about normed spaces.
-/
@[expose] public section
noncomputable section
open Set Function Filter Finset Metric Module Asymptotics Topology Nat NNReal ENNReal
open scoped Ring
variable {α : Type*}
theorem tendsto_natCast_atTop_cobounded
[NormedRing α] [NormSMulClass ℤ α] [Nontrivial α] :
Tendsto Nat.cast atTop (Bornology.cobounded α) := by
rw [← tendsto_norm_atTop_iff_cobounded]
simpa [norm_natCast_eq_mul_norm_one] using tendsto_natCast_atTop_atTop
|>.atTop_mul_const (norm_pos_iff.mpr one_ne_zero)
theorem tendsto_intCast_atBot_sup_atTop_cobounded
[NormedRing α] [NormSMulClass ℤ α] [Nontrivial α] :
Tendsto Int.cast (atBot ⊔ atTop) (Bornology.cobounded α) := by
rw [← tendsto_norm_atTop_iff_cobounded]
simpa [norm_intCast_eq_abs_mul_norm_one] using tendsto_intCast_atTop_atTop
|>.comp (tendsto_abs_atBot_atTop.sup tendsto_abs_atTop_atTop)
|>.atTop_mul_const (norm_pos_iff.mpr one_ne_zero)
theorem tendsto_intCast_atBot_cobounded
[NormedRing α] [NormSMulClass ℤ α] [Nontrivial α] :
Tendsto Int.cast atBot (Bornology.cobounded α) :=
tendsto_intCast_atBot_sup_atTop_cobounded.mono_left le_sup_left
theorem tendsto_intCast_atTop_cobounded
[NormedRing α] [NormSMulClass ℤ α] [Nontrivial α] :
Tendsto Int.cast atTop (Bornology.cobounded α) :=
tendsto_intCast_atBot_sup_atTop_cobounded.mono_left le_sup_right
/-! ### Powers -/
theorem isLittleO_pow_pow_of_lt_left {r₁ r₂ : ℝ} (h₁ : 0 ≤ r₁) (h₂ : r₁ < r₂) :
(fun n : ℕ ↦ r₁ ^ n) =o[atTop] fun n ↦ r₂ ^ n :=
have H : 0 < r₂ := h₁.trans_lt h₂
(isLittleO_of_tendsto fun _ hn ↦ False.elim <| H.ne' <| eq_zero_of_pow_eq_zero hn) <|
(tendsto_pow_atTop_nhds_zero_of_lt_one
(div_nonneg h₁ (h₁.trans h₂.le)) ((div_lt_one H).2 h₂)).congr fun _ ↦ div_pow _ _ _
theorem isBigO_pow_pow_of_le_left {r₁ r₂ : ℝ} (h₁ : 0 ≤ r₁) (h₂ : r₁ ≤ r₂) :
(fun n : ℕ ↦ r₁ ^ n) =O[atTop] fun n ↦ r₂ ^ n :=
h₂.eq_or_lt.elim (fun h ↦ h ▸ isBigO_refl _ _) fun h ↦ (isLittleO_pow_pow_of_lt_left h₁ h).isBigO
theorem isLittleO_pow_pow_of_abs_lt_left {r₁ r₂ : ℝ} (h : |r₁| < |r₂|) :
(fun n : ℕ ↦ r₁ ^ n) =o[atTop] fun n ↦ r₂ ^ n := by
refine (IsLittleO.of_norm_left ?_).of_norm_right
exact (isLittleO_pow_pow_of_lt_left (abs_nonneg r₁) h).congr (pow_abs r₁) (pow_abs r₂)
open List in
/-- Various statements equivalent to the fact that `f n` grows exponentially slower than `R ^ n`.
* 0: $f n = o(a ^ n)$ for some $-R < a < R$;
* 1: $f n = o(a ^ n)$ for some $0 < a < R$;
* 2: $f n = O(a ^ n)$ for some $-R < a < R$;
* 3: $f n = O(a ^ n)$ for some $0 < a < R$;
* 4: there exist `a < R` and `C` such that one of `C` and `R` is positive and $|f n| ≤ Ca^n$
for all `n`;
* 5: there exists `0 < a < R` and a positive `C` such that $|f n| ≤ Ca^n$ for all `n`;
* 6: there exists `a < R` such that $|f n| ≤ a ^ n$ for sufficiently large `n`;
* 7: there exists `0 < a < R` such that $|f n| ≤ a ^ n$ for sufficiently large `n`.
NB: For backwards compatibility, if you add more items to the list, please append them at the end of
the list. -/
theorem TFAE_exists_lt_isLittleO_pow (f : ℕ → ℝ) (R : ℝ) :
TFAE
[∃ a ∈ Ioo (-R) R, f =o[atTop] (a ^ ·), ∃ a ∈ Ioo 0 R, f =o[atTop] (a ^ ·),
∃ a ∈ Ioo (-R) R, f =O[atTop] (a ^ ·), ∃ a ∈ Ioo 0 R, f =O[atTop] (a ^ ·),
∃ a < R, ∃ C : ℝ, (0 < C ∨ 0 < R) ∧ ∀ n, |f n| ≤ C * a ^ n,
∃ a ∈ Ioo 0 R, ∃ C > 0, ∀ n, |f n| ≤ C * a ^ n, ∃ a < R, ∀ᶠ n in atTop, |f n| ≤ a ^ n,
∃ a ∈ Ioo 0 R, ∀ᶠ n in atTop, |f n| ≤ a ^ n] := by
have A : Ico 0 R ⊆ Ioo (-R) R :=
fun x hx ↦ ⟨(neg_lt_zero.2 (hx.1.trans_lt hx.2)).trans_le hx.1, hx.2⟩
have B : Ioo 0 R ⊆ Ioo (-R) R := Subset.trans Ioo_subset_Ico_self A
-- First we prove that 1-4 are equivalent using 2 → 3 → 4, 1 → 3, and 2 → 1
tfae_have 1 → 3 := fun ⟨a, ha, H⟩ ↦ ⟨a, ha, H.isBigO⟩
tfae_have 2 → 1 := fun ⟨a, ha, H⟩ ↦ ⟨a, B ha, H⟩
tfae_have 3 → 2
| ⟨a, ha, H⟩ => by
rcases exists_between (abs_lt.2 ha) with ⟨b, hab, hbR⟩
exact ⟨b, ⟨(abs_nonneg a).trans_lt hab, hbR⟩,
H.trans_isLittleO (isLittleO_pow_pow_of_abs_lt_left (hab.trans_le (le_abs_self b)))⟩
tfae_have 2 → 4 := fun ⟨a, ha, H⟩ ↦ ⟨a, ha, H.isBigO⟩
tfae_have 4 → 3 := fun ⟨a, ha, H⟩ ↦ ⟨a, B ha, H⟩
-- Add 5 and 6 using 4 → 6 → 5 → 3
tfae_have 4 → 6
| ⟨a, ha, H⟩ => by
rcases bound_of_isBigO_nat_atTop H with ⟨C, hC₀, hC⟩
refine ⟨a, ha, C, hC₀, fun n ↦ ?_⟩
simpa only [Real.norm_eq_abs, abs_pow, abs_of_nonneg ha.1.le] using hC (pow_ne_zero n ha.1.ne')
tfae_have 6 → 5 := fun ⟨a, ha, C, H₀, H⟩ ↦ ⟨a, ha.2, C, Or.inl H₀, H⟩
tfae_have 5 → 3
| ⟨a, ha, C, h₀, H⟩ => by
rcases sign_cases_of_C_mul_pow_nonneg fun n ↦ (abs_nonneg _).trans (H n) with (rfl | ⟨hC₀, ha₀⟩)
· obtain rfl : f = 0 := by
ext n
simpa using H n
simp only [lt_irrefl, false_or] at h₀
exact ⟨0, ⟨neg_lt_zero.2 h₀, h₀⟩, isBigO_zero _ _⟩
exact ⟨a, A ⟨ha₀, ha⟩,
isBigO_of_le' _ fun n ↦ (H n).trans <| mul_le_mul_of_nonneg_left (le_abs_self _) hC₀.le⟩
-- Add 7 and 8 using 2 → 8 → 7 → 3
tfae_have 2 → 8
| ⟨a, ha, H⟩ => by
refine ⟨a, ha, (H.def zero_lt_one).mono fun n hn ↦ ?_⟩
rwa [Real.norm_eq_abs, Real.norm_eq_abs, one_mul, abs_pow, abs_of_pos ha.1] at hn
tfae_have 8 → 7 := fun ⟨a, ha, H⟩ ↦ ⟨a, ha.2, H⟩
tfae_have 7 → 3
| ⟨a, ha, H⟩ => by
refine ⟨a, A ⟨?_, ha⟩, .of_norm_eventuallyLE H⟩
exact nonneg_of_eventually_pow_nonneg (H.mono fun n ↦ (abs_nonneg _).trans)
tfae_finish
/-- For any natural `k` and a real `r > 1` we have `n ^ k = o(r ^ n)` as `n → ∞`. -/
theorem isLittleO_pow_const_const_pow_of_one_lt {R : Type*} [NormedRing R] (k : ℕ) {r : ℝ}
(hr : 1 < r) : (fun n ↦ (n : R) ^ k : ℕ → R) =o[atTop] fun n ↦ r ^ n := by
have : Tendsto (fun x : ℝ ↦ x ^ k) (𝓝[>] 1) (𝓝 1) :=
((continuous_id.pow k).tendsto' (1 : ℝ) 1 (one_pow _)).mono_left inf_le_left
obtain ⟨r' : ℝ, hr' : r' ^ k < r, h1 : 1 < r'⟩ :=
((this.eventually (gt_mem_nhds hr)).and self_mem_nhdsWithin).exists
have h0 : 0 ≤ r' := zero_le_one.trans h1.le
suffices (fun n ↦ (n : R) ^ k : ℕ → R) =O[atTop] fun n : ℕ ↦ (r' ^ k) ^ n from
this.trans_isLittleO (isLittleO_pow_pow_of_lt_left (pow_nonneg h0 _) hr')
conv in (r' ^ _) ^ _ => rw [← pow_mul, mul_comm, pow_mul]
suffices ∀ n : ℕ, ‖(n : R)‖ ≤ (r' - 1)⁻¹ * ‖(1 : R)‖ * ‖r' ^ n‖ from
(isBigO_of_le' _ this).pow _
intro n
rw [mul_right_comm]
refine n.norm_cast_le.trans (mul_le_mul_of_nonneg_right ?_ (norm_nonneg _))
simpa [_root_.div_eq_inv_mul, Real.norm_eq_abs, abs_of_nonneg h0] using n.cast_le_pow_div_sub h1
/-- For a real `r > 1` we have `n = o(r ^ n)` as `n → ∞`. -/
theorem isLittleO_coe_const_pow_of_one_lt {R : Type*} [NormedRing R] {r : ℝ} (hr : 1 < r) :
((↑) : ℕ → R) =o[atTop] fun n ↦ r ^ n := by
simpa only [pow_one] using @isLittleO_pow_const_const_pow_of_one_lt R _ 1 _ hr
/-- If `‖r₁‖ < r₂`, then for any natural `k` we have `n ^ k r₁ ^ n = o (r₂ ^ n)` as `n → ∞`. -/
theorem isLittleO_pow_const_mul_const_pow_const_pow_of_norm_lt {R : Type*} [NormedRing R] (k : ℕ)
{r₁ : R} {r₂ : ℝ} (h : ‖r₁‖ < r₂) :
(fun n ↦ (n : R) ^ k * r₁ ^ n : ℕ → R) =o[atTop] fun n ↦ r₂ ^ n := by
by_cases h0 : r₁ = 0
· refine (isLittleO_zero _ _).congr' (mem_atTop_sets.2 <| ⟨1, fun n hn ↦ ?_⟩) EventuallyEq.rfl
simp [zero_pow (one_le_iff_ne_zero.1 hn), h0]
rw [← Ne, ← norm_pos_iff] at h0
have A : (fun n ↦ (n : R) ^ k : ℕ → R) =o[atTop] fun n ↦ (r₂ / ‖r₁‖) ^ n :=
isLittleO_pow_const_const_pow_of_one_lt k ((one_lt_div h0).2 h)
suffices (fun n ↦ r₁ ^ n) =O[atTop] fun n ↦ ‖r₁‖ ^ n by
simpa [div_mul_cancel₀ _ (pow_pos h0 _).ne', div_pow] using A.mul_isBigO this
exact .of_norm_eventuallyLE <| eventually_norm_pow_le r₁
theorem tendsto_pow_const_div_const_pow_of_one_lt (k : ℕ) {r : ℝ} (hr : 1 < r) :
Tendsto (fun n ↦ (n : ℝ) ^ k / r ^ n : ℕ → ℝ) atTop (𝓝 0) :=
(isLittleO_pow_const_const_pow_of_one_lt k hr).tendsto_div_nhds_zero
/-- If `|r| < 1`, then `n ^ k r ^ n` tends to zero for any natural `k`. -/
theorem tendsto_pow_const_mul_const_pow_of_abs_lt_one (k : ℕ) {r : ℝ} (hr : |r| < 1) :
Tendsto (fun n ↦ (n : ℝ) ^ k * r ^ n : ℕ → ℝ) atTop (𝓝 0) := by
by_cases h0 : r = 0
· exact tendsto_const_nhds.congr'
(mem_atTop_sets.2 ⟨1, fun n hn ↦ by simp [zero_lt_one.trans_le hn |>.ne', h0]⟩)
have hr' : 1 < |r|⁻¹ := (one_lt_inv₀ (abs_pos.2 h0)).2 hr
rw [tendsto_zero_iff_norm_tendsto_zero]
simpa [div_eq_mul_inv] using tendsto_pow_const_div_const_pow_of_one_lt k hr'
/-- For `k ≠ 0` and a constant `r` the function `r / n ^ k` tends to zero. -/
lemma tendsto_const_div_pow (r : ℝ) (k : ℕ) (hk : k ≠ 0) :
Tendsto (fun n : ℕ => r / n ^ k) atTop (𝓝 0) := by
simpa using Filter.Tendsto.const_div_atTop (tendsto_natCast_atTop_atTop (R := ℝ).comp
(tendsto_pow_atTop hk)) r
/-- If `0 ≤ r < 1`, then `n ^ k r ^ n` tends to zero for any natural `k`.
This is a specialized version of `tendsto_pow_const_mul_const_pow_of_abs_lt_one`, singled out
for ease of application. -/
theorem tendsto_pow_const_mul_const_pow_of_lt_one (k : ℕ) {r : ℝ} (hr : 0 ≤ r) (h'r : r < 1) :
Tendsto (fun n ↦ (n : ℝ) ^ k * r ^ n : ℕ → ℝ) atTop (𝓝 0) :=
tendsto_pow_const_mul_const_pow_of_abs_lt_one k (abs_lt.2 ⟨neg_one_lt_zero.trans_le hr, h'r⟩)
/-- If `|r| < 1`, then `n * r ^ n` tends to zero. -/
theorem tendsto_self_mul_const_pow_of_abs_lt_one {r : ℝ} (hr : |r| < 1) :
Tendsto (fun n ↦ n * r ^ n : ℕ → ℝ) atTop (𝓝 0) := by
simpa only [pow_one] using tendsto_pow_const_mul_const_pow_of_abs_lt_one 1 hr
/-- If `0 ≤ r < 1`, then `n * r ^ n` tends to zero. This is a specialized version of
`tendsto_self_mul_const_pow_of_abs_lt_one`, singled out for ease of application. -/
theorem tendsto_self_mul_const_pow_of_lt_one {r : ℝ} (hr : 0 ≤ r) (h'r : r < 1) :
Tendsto (fun n ↦ n * r ^ n : ℕ → ℝ) atTop (𝓝 0) := by
simpa only [pow_one] using tendsto_pow_const_mul_const_pow_of_lt_one 1 hr h'r
/-- In a normed ring, the powers of an element x with `‖x‖ < 1` tend to zero. -/
theorem tendsto_pow_atTop_nhds_zero_of_norm_lt_one {R : Type*} [SeminormedRing R] {x : R}
(h : ‖x‖ < 1) :
Tendsto (fun n : ℕ ↦ x ^ n) atTop (𝓝 0) := by
apply squeeze_zero_norm' (eventually_norm_pow_le x)
exact tendsto_pow_atTop_nhds_zero_of_lt_one (norm_nonneg _) h
theorem tendsto_pow_atTop_nhds_zero_of_abs_lt_one {r : ℝ} (h : |r| < 1) :
Tendsto (fun n : ℕ ↦ r ^ n) atTop (𝓝 0) :=
tendsto_pow_atTop_nhds_zero_of_norm_lt_one h
lemma tendsto_pow_atTop_nhds_zero_iff_norm_lt_one {R : Type*} [SeminormedRing R] [NormMulClass R]
{x : R} : Tendsto (fun n : ℕ ↦ x ^ n) atTop (𝓝 0) ↔ ‖x‖ < 1 := by
-- this proof is slightly fiddly since `‖x ^ n‖ = ‖x‖ ^ n` might not hold for `n = 0`
refine ⟨?_, tendsto_pow_atTop_nhds_zero_of_norm_lt_one⟩
rw [← abs_of_nonneg (norm_nonneg _), ← tendsto_pow_atTop_nhds_zero_iff,
tendsto_zero_iff_norm_tendsto_zero]
apply Tendsto.congr'
filter_upwards [eventually_ge_atTop 1] with n hn
induction n, hn using Nat.le_induction with
| base => simp
| succ n hn IH => simp [pow_succ, IH]
variable {R S : Type*} [Field R] [Field S] [LinearOrder S] {v w : AbsoluteValue R S}
[TopologicalSpace S] [IsStrictOrderedRing S] [Archimedean S] [_i : OrderTopology S]
/-- `v (1 / (1 + a ^n))` tends to `1` for all `v : AbsoluteValue R S` for fields `R` and `S`,
provided `v a < 1`. -/
theorem AbsoluteValue.tendsto_div_one_add_pow_nhds_one {v : AbsoluteValue R S} {a : R}
(ha : v a < 1) : atTop.Tendsto (fun (n : ℕ) ↦ v (1 / (1 + a ^ n))) (𝓝 1) := by
simp_rw [map_div₀ v, v.map_one]
apply one_div_one (G := S) ▸ Tendsto.div tendsto_const_nhds _ one_ne_zero
have h_add := (tendsto_pow_atTop_nhds_zero_of_lt_one (v.nonneg _) ha).const_add 1
have h_sub := (tendsto_pow_atTop_nhds_zero_of_lt_one (v.nonneg _) ha).const_sub 1
exact tendsto_of_tendsto_of_tendsto_of_le_of_le (by simpa using h_sub) (by simpa using h_add)
(fun n ↦ le_trans (by simp) (v.le_add _ _))
(fun n ↦ le_trans (v.add_le _ _) (by simp))
/-- `v (1 / (1 + a ^n))` tends to `0` whenever `v : AbsoluteValue R S` for fields `R` and `S`,
provided `1 < v a`. -/
theorem AbsoluteValue.tendsto_div_one_add_pow_nhds_zero {v : AbsoluteValue R S} {a : R}
(ha : 1 < v a) : Filter.Tendsto (fun (n : ℕ) ↦ v (1 / (1 + a ^ n))) Filter.atTop (𝓝 0) := by
simp_rw [div_eq_mul_inv, one_mul, map_inv₀, fun n ↦ add_comm 1 (a ^ n)]
refine (tendsto_atTop_mono (fun n ↦ v.le_add _ _) ?_).inv_tendsto_atTop
simpa using (tendsto_atTop_add_right_of_le _ _ (tendsto_pow_atTop_atTop_of_one_lt ha)
(fun _ ↦ le_rfl)).congr fun n ↦ (sub_eq_add_neg (v a ^ n) 1).symm
/-! ### Geometric series -/
/-- A normed ring has summable geometric series if, for all `ξ` of norm `< 1`, the geometric series
`∑ ξ ^ n` converges. This holds both in complete normed rings and in normed fields, providing a
convenient abstraction of these two classes to avoid repeating the same proofs. -/
class HasSummableGeomSeries (K : Type*) [NormedRing K] : Prop where
summable_geometric_of_norm_lt_one : ∀ (ξ : K), ‖ξ‖ < 1 → Summable (fun n ↦ ξ ^ n)
lemma summable_geometric_of_norm_lt_one {K : Type*} [NormedRing K] [HasSummableGeomSeries K]
{x : K} (h : ‖x‖ < 1) : Summable (fun n ↦ x ^ n) :=
HasSummableGeomSeries.summable_geometric_of_norm_lt_one x h
instance {R : Type*} [NormedRing R] [CompleteSpace R] : HasSummableGeomSeries R := by
constructor
intro x hx
have h1 : Summable fun n : ℕ ↦ ‖x‖ ^ n := summable_geometric_of_lt_one (norm_nonneg _) hx
exact h1.of_norm_bounded_eventually_nat (eventually_norm_pow_le x)
section HasSummableGeometricSeries
variable {R : Type*} [NormedRing R]
open NormedSpace
/-- Bound for the sum of a geometric series in a normed ring. This formula does not assume that the
normed ring satisfies the axiom `‖1‖ = 1`. -/
theorem tsum_geometric_le_of_norm_lt_one (x : R) (h : ‖x‖ < 1) :
‖∑' n : ℕ, x ^ n‖ ≤ ‖(1 : R)‖ - 1 + (1 - ‖x‖)⁻¹ := by
by_cases hx : Summable (fun n ↦ x ^ n)
· rw [hx.tsum_eq_zero_add]
simp only [_root_.pow_zero]
refine le_trans (norm_add_le _ _) ?_
have : ‖∑' b : ℕ, (fun n ↦ x ^ (n + 1)) b‖ ≤ (1 - ‖x‖)⁻¹ - 1 := by
refine tsum_of_norm_bounded ?_ fun b ↦ norm_pow_le' _ (Nat.succ_pos b)
convert! (hasSum_nat_add_iff' 1).mpr (hasSum_geometric_of_lt_one (norm_nonneg x) h)
simp
linarith
· simp only [tsum_eq_zero_of_not_summable hx, norm_zero]
nontriviality R
have : 1 ≤ ‖(1 : R)‖ := one_le_norm_one R
have : 0 ≤ (1 - ‖x‖)⁻¹ := inv_nonneg.2 (by linarith)
linarith
variable [HasSummableGeomSeries R]
theorem geom_series_mul_neg (x : R) (h : ‖x‖ < 1) : (∑' i : ℕ, x ^ i) * (1 - x) = 1 :=
(summable_geometric_of_norm_lt_one h).tsum_pow_mul_one_sub
theorem mul_neg_geom_series (x : R) (h : ‖x‖ < 1) : (1 - x) * ∑' i : ℕ, x ^ i = 1 :=
(summable_geometric_of_norm_lt_one h).one_sub_mul_tsum_pow
theorem geom_series_succ (x : R) (h : ‖x‖ < 1) : ∑' i : ℕ, x ^ (i + 1) = ∑' i : ℕ, x ^ i - 1 := by
rw [eq_sub_iff_add_eq, (summable_geometric_of_norm_lt_one h).tsum_eq_zero_add,
pow_zero, add_comm]
theorem geom_series_mul_shift (x : R) (h : ‖x‖ < 1) :
x * ∑' i : ℕ, x ^ i = ∑' i : ℕ, x ^ (i + 1) := by
simp_rw [← (summable_geometric_of_norm_lt_one h).tsum_mul_left, ← _root_.pow_succ']
theorem geom_series_mul_one_add (x : R) (h : ‖x‖ < 1) :
(1 + x) * ∑' i : ℕ, x ^ i = 2 * ∑' i : ℕ, x ^ i - 1 := by
rw [add_mul, one_mul, geom_series_mul_shift x h, geom_series_succ x h, two_mul, add_sub_assoc]
/-- In a normed ring with summable geometric series, a perturbation of `1` by an element `t`
of distance less than `1` from `1` is a unit. Here we construct its `Units` structure. -/
@[simps val]
def Units.oneSub (t : R) (h : ‖t‖ < 1) : Rˣ where
val := 1 - t
inv := ∑' n : ℕ, t ^ n
val_inv := mul_neg_geom_series t h
inv_val := geom_series_mul_neg t h
theorem geom_series_eq_inverse (x : R) (h : ‖x‖ < 1) :
∑' i, x ^ i = (1 - x)⁻¹ʳ := by
change (Units.oneSub x h)⁻¹ = (1 - x)⁻¹ʳ
rw [← Ring.inverse_unit]
rfl
theorem hasSum_geom_series_inverse (x : R) (h : ‖x‖ < 1) :
HasSum (fun i ↦ x ^ i) (1 - x)⁻¹ʳ := by
convert! (summable_geometric_of_norm_lt_one h).hasSum
exact (geom_series_eq_inverse x h).symm
lemma isUnit_one_sub_of_norm_lt_one {x : R} (h : ‖x‖ < 1) : IsUnit (1 - x) :=
⟨Units.oneSub x h, rfl⟩
end HasSummableGeometricSeries
section Geometric
variable {K : Type*} [NormedDivisionRing K] {ξ : K}
theorem hasSum_geometric_of_norm_lt_one (h : ‖ξ‖ < 1) : HasSum (fun n : ℕ ↦ ξ ^ n) (1 - ξ)⁻¹ := by
have xi_ne_one : ξ ≠ 1 := by
contrapose! h
simp [h]
have A : Tendsto (fun n ↦ (ξ ^ n - 1) * (ξ - 1)⁻¹) atTop (𝓝 ((0 - 1) * (ξ - 1)⁻¹)) :=
((tendsto_pow_atTop_nhds_zero_of_norm_lt_one h).sub tendsto_const_nhds).mul tendsto_const_nhds
rw [hasSum_iff_tendsto_nat_of_summable_norm]
· simpa [geom_sum_eq, xi_ne_one, neg_inv, div_eq_mul_inv] using A
· simp [norm_pow, summable_geometric_of_lt_one (norm_nonneg _) h]
instance : HasSummableGeomSeries K :=
⟨fun _ h ↦ (hasSum_geometric_of_norm_lt_one h).summable⟩
theorem tsum_geometric_of_norm_lt_one (h : ‖ξ‖ < 1) : ∑' n : ℕ, ξ ^ n = (1 - ξ)⁻¹ :=
(hasSum_geometric_of_norm_lt_one h).tsum_eq
theorem hasSum_geometric_of_abs_lt_one {r : ℝ} (h : |r| < 1) :
HasSum (fun n : ℕ ↦ r ^ n) (1 - r)⁻¹ :=
hasSum_geometric_of_norm_lt_one h
theorem summable_geometric_of_abs_lt_one {r : ℝ} (h : |r| < 1) : Summable fun n : ℕ ↦ r ^ n :=
summable_geometric_of_norm_lt_one h
theorem tsum_geometric_of_abs_lt_one {r : ℝ} (h : |r| < 1) : ∑' n : ℕ, r ^ n = (1 - r)⁻¹ :=
tsum_geometric_of_norm_lt_one h
/-- A geometric series in a normed field is summable iff the norm of the common ratio is less than
one. -/
@[simp]
theorem summable_geometric_iff_norm_lt_one : (Summable fun n : ℕ ↦ ξ ^ n) ↔ ‖ξ‖ < 1 := by
refine ⟨fun h ↦ ?_, summable_geometric_of_norm_lt_one⟩
obtain ⟨k : ℕ, hk : dist (ξ ^ k) 0 < 1⟩ :=
(h.tendsto_cofinite_zero.eventually (ball_mem_nhds _ zero_lt_one)).exists
simp only [norm_pow, dist_zero_right] at hk
rw [← one_pow k] at hk
exact lt_of_pow_lt_pow_left₀ _ zero_le_one hk
end Geometric
section MulGeometric
variable {R : Type*} [NormedRing R] {𝕜 : Type*} [NormedDivisionRing 𝕜]
theorem summable_norm_mul_geometric_of_norm_lt_one {k : ℕ} {r : R}
(hr : ‖r‖ < 1) {u : ℕ → ℕ} (hu : (fun n ↦ (u n : ℝ)) =O[atTop] (fun n ↦ (↑(n ^ k) : ℝ))) :
Summable fun n : ℕ ↦ ‖(u n * r ^ n : R)‖ := by
rcases exists_between hr with ⟨r', hrr', h⟩
rw [← norm_norm] at hrr'
apply summable_of_isBigO_nat (summable_geometric_of_lt_one ((norm_nonneg _).trans hrr'.le) h)
calc
fun n ↦ ‖↑(u n) * r ^ n‖
_ =O[atTop] fun n ↦ u n * ‖r‖ ^ n := by
apply (IsBigOWith.of_bound (c := ‖(1 : R)‖) ?_).isBigO
filter_upwards [eventually_norm_pow_le r] with n hn
simp only [norm_mul, Real.norm_eq_abs, abs_cast, norm_pow, abs_norm]
apply (norm_mul_le _ _).trans
have : ‖(u n : R)‖ * ‖r ^ n‖ ≤ (u n * ‖(1 : R)‖) * ‖r‖ ^ n := by
gcongr; exact norm_cast_le (u n)
exact this.trans (le_of_eq (by ring))
_ =O[atTop] fun n ↦ ↑(n ^ k) * ‖r‖ ^ n := hu.mul (isBigO_refl _ _)
_ =O[atTop] fun n ↦ r' ^ n := by
simp only [cast_pow]
exact (isLittleO_pow_const_mul_const_pow_const_pow_of_norm_lt k hrr').isBigO
theorem summable_norm_pow_mul_geometric_of_norm_lt_one (k : ℕ) {r : R}
(hr : ‖r‖ < 1) : Summable fun n : ℕ ↦ ‖((n : R) ^ k * r ^ n : R)‖ := by
simp only [← cast_pow]
exact summable_norm_mul_geometric_of_norm_lt_one (k := k) (u := fun n ↦ n ^ k) hr
(isBigO_refl _ _)
theorem summable_norm_geometric_of_norm_lt_one {r : R}
(hr : ‖r‖ < 1) : Summable fun n : ℕ ↦ ‖(r ^ n : R)‖ := by
simpa using summable_norm_pow_mul_geometric_of_norm_lt_one 0 hr
variable [HasSummableGeomSeries R]
lemma hasSum_choose_mul_geometric_of_norm_lt_one'
(k : ℕ) {r : R} (hr : ‖r‖ < 1) :
HasSum (fun n ↦ (n + k).choose k * r ^ n) ((1 - r)⁻¹ʳ ^ (k + 1)) := by
induction k with
| zero => simpa using hasSum_geom_series_inverse r hr
| succ k ih =>
have I1 : Summable (fun (n : ℕ) ↦ ‖(n + k).choose k * r ^ n‖) := by
apply summable_norm_mul_geometric_of_norm_lt_one (k := k) hr
apply isBigO_iff.2 ⟨2 ^ k, ?_⟩
filter_upwards [Ioi_mem_atTop k] with n (hn : k < n)
simp only [Real.norm_eq_abs, abs_cast, cast_pow, norm_pow]
norm_cast
calc (n + k).choose k
_ ≤ (2 * n).choose k := choose_le_choose k (by lia)
_ ≤ (2 * n) ^ k := Nat.choose_le_pow _ _
_ = 2 ^ k * n ^ k := Nat.mul_pow 2 n k
convert!
hasSum_sum_range_mul_of_summable_norm' I1 ih.summable
(summable_norm_geometric_of_norm_lt_one hr) (summable_geometric_of_norm_lt_one hr) with
n
· have : ∑ i ∈ Finset.range (n + 1), ↑((i + k).choose k) * r ^ i * r ^ (n - i) =
∑ i ∈ Finset.range (n + 1), ↑((i + k).choose k) * r ^ n := by
apply Finset.sum_congr rfl (fun i hi ↦ ?_)
simp only [Finset.mem_range] at hi
rw [mul_assoc, ← pow_add, show i + (n - i) = n by lia]
simp [this, ← sum_mul, ← Nat.cast_sum, sum_range_add_choose n k, add_assoc]
· rw [ih.tsum_eq, (hasSum_geom_series_inverse r hr).tsum_eq, pow_succ]
lemma summable_choose_mul_geometric_of_norm_lt_one (k : ℕ) {r : R} (hr : ‖r‖ < 1) :
Summable (fun n ↦ (n + k).choose k * r ^ n) :=
(hasSum_choose_mul_geometric_of_norm_lt_one' k hr).summable
lemma tsum_choose_mul_geometric_of_norm_lt_one' (k : ℕ) {r : R} (hr : ‖r‖ < 1) :
∑' n, (n + k).choose k * r ^ n = ((1 - r)⁻¹ʳ) ^ (k + 1) :=
(hasSum_choose_mul_geometric_of_norm_lt_one' k hr).tsum_eq
lemma hasSum_choose_mul_geometric_of_norm_lt_one
(k : ℕ) {r : 𝕜} (hr : ‖r‖ < 1) :
HasSum (fun n ↦ (n + k).choose k * r ^ n) (1 / (1 - r) ^ (k + 1)) := by
convert! hasSum_choose_mul_geometric_of_norm_lt_one' k hr
simp
lemma tsum_choose_mul_geometric_of_norm_lt_one (k : ℕ) {r : 𝕜} (hr : ‖r‖ < 1) :
∑' n, (n + k).choose k * r ^ n = 1 / (1 - r) ^ (k + 1) :=
(hasSum_choose_mul_geometric_of_norm_lt_one k hr).tsum_eq
lemma summable_descFactorial_mul_geometric_of_norm_lt_one (k : ℕ) {r : R} (hr : ‖r‖ < 1) :
Summable (fun n ↦ (n + k).descFactorial k * r ^ n) := by
convert! (summable_choose_mul_geometric_of_norm_lt_one k hr).mul_left (k.factorial : R) using
2 with n
simp [← mul_assoc, descFactorial_eq_factorial_mul_choose (n + k) k]
open Polynomial in
theorem summable_pow_mul_geometric_of_norm_lt_one (k : ℕ) {r : R} (hr : ‖r‖ < 1) :
Summable (fun n ↦ (n : R) ^ k * r ^ n : ℕ → R) := by
refine Nat.strong_induction_on k fun k hk => ?_
obtain ⟨a, ha⟩ : ∃ (a : ℕ → ℕ), ∀ n, (n + k).descFactorial k
= n ^ k + ∑ i ∈ range k, a i * n ^ i := by
let P : Polynomial ℕ := (ascPochhammer ℕ k).comp (Polynomial.X + C 1)
refine ⟨fun i ↦ P.coeff i, fun n ↦ ?_⟩
have mP : Monic P := Monic.comp_X_add_C (monic_ascPochhammer ℕ k) _
have dP : P.natDegree = k := by
simp only [P, natDegree_comp, ascPochhammer_natDegree, mul_one, natDegree_X_add_C]
have A : (n + k).descFactorial k = P.eval n := by
have : n + 1 + k - 1 = n + k := by lia
simp [P, ascPochhammer_nat_eq_descFactorial, this]
conv_lhs => rw [A, mP.as_sum, dP]
simp [eval_finsetSum]
have : Summable (fun n ↦ (n + k).descFactorial k * r ^ n
- ∑ i ∈ range k, a i * n ^ (i : ℕ) * r ^ n) := by
apply (summable_descFactorial_mul_geometric_of_norm_lt_one k hr).sub
apply summable_sum (fun i hi ↦ ?_)
simp_rw [mul_assoc]
simp only [Finset.mem_range] at hi
exact (hk _ hi).mul_left _
convert! this using 1
ext n
simp [ha n, add_mul, sum_mul]
/-- If `‖r‖ < 1`, then `∑' n : ℕ, n * r ^ n = r / (1 - r) ^ 2`, `HasSum` version in a general ring
with summable geometric series. For a version in a field, using division instead of `Ring.inverse`,
see `hasSum_coe_mul_geometric_of_norm_lt_one`. -/
theorem hasSum_coe_mul_geometric_of_norm_lt_one'
{x : R} (h : ‖x‖ < 1) :
HasSum (fun n ↦ n * x ^ n : ℕ → R) (x * ((1 - x)⁻¹ʳ) ^ 2) := by
have A : HasSum (fun (n : ℕ) ↦ (n + 1) * x ^ n) ((1 - x)⁻¹ʳ ^ 2) := by
convert! hasSum_choose_mul_geometric_of_norm_lt_one' 1 h with n
simp
have B : HasSum (fun (n : ℕ) ↦ x ^ n) ((1 - x)⁻¹ʳ) := hasSum_geom_series_inverse x h
convert! A.sub B using 1
· ext n
simp [add_mul]
· symm
calc (1 - x)⁻¹ʳ ^ 2 - (1 - x)⁻¹ʳ
_ = (1 - x)⁻¹ʳ ^ 2 - ((1 - x) * (1 - x)⁻¹ʳ) * (1 - x)⁻¹ʳ := by
simp [Ring.mul_inverse_cancel (1 - x) (isUnit_one_sub_of_norm_lt_one h)]
_ = x * (1 - x)⁻¹ʳ ^ 2 := by noncomm_ring
/-- If `‖r‖ < 1`, then `∑' n : ℕ, n * r ^ n = r / (1 - r) ^ 2`, version in a general ring with
summable geometric series. For a version in a field, using division instead of `Ring.inverse`,
see `tsum_coe_mul_geometric_of_norm_lt_one`. -/
theorem tsum_coe_mul_geometric_of_norm_lt_one'
{r : 𝕜} (hr : ‖r‖ < 1) : (∑' n : ℕ, n * r ^ n : 𝕜) = r * (1 - r)⁻¹ʳ ^ 2 :=
(hasSum_coe_mul_geometric_of_norm_lt_one' hr).tsum_eq
/-- If `‖r‖ < 1`, then `∑' n : ℕ, n * r ^ n = r / (1 - r) ^ 2`, `HasSum` version. -/
theorem hasSum_coe_mul_geometric_of_norm_lt_one {r : 𝕜} (hr : ‖r‖ < 1) :
HasSum (fun n ↦ n * r ^ n : ℕ → 𝕜) (r / (1 - r) ^ 2) := by
convert! hasSum_coe_mul_geometric_of_norm_lt_one' hr using 1
simp [div_eq_mul_inv]
/-- If `‖r‖ < 1`, then `∑' n : ℕ, n * r ^ n = r / (1 - r) ^ 2`. -/
theorem tsum_coe_mul_geometric_of_norm_lt_one {r : 𝕜} (hr : ‖r‖ < 1) :
(∑' n : ℕ, n * r ^ n : 𝕜) = r / (1 - r) ^ 2 :=
(hasSum_coe_mul_geometric_of_norm_lt_one hr).tsum_eq
end MulGeometric
section SummableLeGeometric
variable [SeminormedAddCommGroup α] {r C : ℝ} {f : ℕ → α}
nonrec theorem SeminormedAddCommGroup.cauchySeq_of_le_geometric {C : ℝ} {r : ℝ} (hr : r < 1)
{u : ℕ → α} (h : ∀ n, ‖u n - u (n + 1)‖ ≤ C * r ^ n) : CauchySeq u :=
cauchySeq_of_le_geometric r C hr (by simpa [dist_eq_norm] using h)
theorem dist_partial_sum_le_of_le_geometric (hf : ∀ n, ‖f n‖ ≤ C * r ^ n) (n : ℕ) :
dist (∑ i ∈ range n, f i) (∑ i ∈ range (n + 1), f i) ≤ C * r ^ n := by
rw [sum_range_succ, dist_eq_norm, ← norm_neg, neg_sub, add_sub_cancel_left]
exact hf n
/-- If `‖f n‖ ≤ C * r ^ n` for all `n : ℕ` and some `r < 1`, then the partial sums of `f` form a
Cauchy sequence. This lemma does not assume `0 ≤ r` or `0 ≤ C`. -/
theorem cauchySeq_finset_of_geometric_bound (hr : r < 1) (hf : ∀ n, ‖f n‖ ≤ C * r ^ n) :
CauchySeq fun s : Finset ℕ ↦ ∑ x ∈ s, f x :=
cauchySeq_finset_of_norm_bounded
(aux_hasSum_of_le_geometric hr (dist_partial_sum_le_of_le_geometric hf)).summable hf
/-- If `‖f n‖ ≤ C * r ^ n` for all `n : ℕ` and some `r < 1`, then the partial sums of `f` are within
distance `C * r ^ n / (1 - r)` of the sum of the series. This lemma does not assume `0 ≤ r` or
`0 ≤ C`. -/
theorem norm_sub_le_of_geometric_bound_of_hasSum (hr : r < 1) (hf : ∀ n, ‖f n‖ ≤ C * r ^ n) {a : α}
(ha : HasSum f a) (n : ℕ) : ‖(∑ x ∈ Finset.range n, f x) - a‖ ≤ C * r ^ n / (1 - r) := by
rw [← dist_eq_norm]
apply dist_le_of_le_geometric_of_tendsto r C hr (dist_partial_sum_le_of_le_geometric hf)
exact ha.tendsto_sum_nat
@[simp]
theorem dist_partial_sum (u : ℕ → α) (n : ℕ) :
dist (∑ k ∈ range (n + 1), u k) (∑ k ∈ range n, u k) = ‖u n‖ := by
simp [dist_eq_norm, sum_range_succ]
@[simp]
theorem dist_partial_sum' (u : ℕ → α) (n : ℕ) :
dist (∑ k ∈ range n, u k) (∑ k ∈ range (n + 1), u k) = ‖u n‖ := by
simp [dist_eq_norm', sum_range_succ]
theorem cauchy_series_of_le_geometric {C : ℝ} {u : ℕ → α} {r : ℝ} (hr : r < 1)
(h : ∀ n, ‖u n‖ ≤ C * r ^ n) : CauchySeq fun n ↦ ∑ k ∈ range n, u k :=
cauchySeq_of_le_geometric r C hr (by simp [h])
theorem NormedAddCommGroup.cauchy_series_of_le_geometric' {C : ℝ} {u : ℕ → α} {r : ℝ} (hr : r < 1)
(h : ∀ n, ‖u n‖ ≤ C * r ^ n) : CauchySeq fun n ↦ ∑ k ∈ range (n + 1), u k :=
(cauchy_series_of_le_geometric hr h).comp_tendsto <| tendsto_add_atTop_nat 1
theorem NormedAddCommGroup.cauchy_series_of_le_geometric'' {C : ℝ} {u : ℕ → α} {N : ℕ} {r : ℝ}
(hr₀ : 0 < r) (hr₁ : r < 1) (h : ∀ n ≥ N, ‖u n‖ ≤ C * r ^ n) :
CauchySeq fun n ↦ ∑ k ∈ range (n + 1), u k := by
set v : ℕ → α := fun n ↦ if n < N then 0 else u n
have hC : 0 ≤ C :=
(mul_nonneg_iff_of_pos_right <| pow_pos hr₀ N).mp ((norm_nonneg _).trans <| h N <| le_refl N)
have : ∀ n ≥ N, u n = v n := by
intro n hn
simp [v, if_neg (not_lt.mpr hn)]
apply cauchySeq_sum_of_eventually_eq this
(NormedAddCommGroup.cauchy_series_of_le_geometric' hr₁ _)
· exact C
intro n
simp only [v]
split_ifs with H
· rw [norm_zero]
exact mul_nonneg hC (pow_nonneg hr₀.le _)
· push Not at H
exact h _ H
/-- The term norms of any convergent series are bounded by a constant. -/
lemma exists_norm_le_of_cauchySeq (h : CauchySeq fun n ↦ ∑ k ∈ range n, f k) :
∃ C, ∀ n, ‖f n‖ ≤ C := by
obtain ⟨b, ⟨_, key, _⟩⟩ := cauchySeq_iff_le_tendsto_0.mp h
refine ⟨b 0, fun n ↦ ?_⟩
simpa only [dist_partial_sum'] using key n (n + 1) 0 zero_le zero_le
end SummableLeGeometric
/-! ### Summability tests based on comparison with geometric series -/
theorem summable_of_ratio_norm_eventually_le {α : Type*} [SeminormedAddCommGroup α]
[CompleteSpace α] {f : ℕ → α} {r : ℝ} (hr₁ : r < 1)
(h : ∀ᶠ n in atTop, ‖f (n + 1)‖ ≤ r * ‖f n‖) : Summable f := by
by_cases! hr₀ : 0 ≤ r
· rw [eventually_atTop] at h
rcases h with ⟨N, hN⟩
rw [← @summable_nat_add_iff α _ _ _ _ N]
refine .of_norm_bounded (g := fun n ↦ ‖f N‖ * r ^ n)
(Summable.mul_left _ <| summable_geometric_of_lt_one hr₀ hr₁) fun n ↦ ?_
simp only
conv_rhs => rw [mul_comm, ← zero_add N]
refine le_geom (u := fun n ↦ ‖f (n + N)‖) hr₀ n fun i _ ↦ ?_
convert! hN (i + N) (N.le_add_left i) using 3
ac_rfl
· refine .of_norm_bounded_eventually_nat summable_zero ?_
filter_upwards [h] with _ hn
by_contra! h
exact not_lt.mpr (norm_nonneg _) (lt_of_le_of_lt hn <| mul_neg_of_neg_of_pos hr₀ h)
theorem summable_of_ratio_test_tendsto_lt_one {α : Type*} [NormedAddCommGroup α] [CompleteSpace α]
{f : ℕ → α} {l : ℝ} (hl₁ : l < 1) (hf : ∀ᶠ n in atTop, f n ≠ 0)
(h : Tendsto (fun n ↦ ‖f (n + 1)‖ / ‖f n‖) atTop (𝓝 l)) : Summable f := by
rcases exists_between hl₁ with ⟨r, hr₀, hr₁⟩
refine summable_of_ratio_norm_eventually_le hr₁ ?_
filter_upwards [h.eventually_le_const hr₀, hf] with _ _ h₁
rwa [← div_le_iff₀ (norm_pos_iff.mpr h₁)]
theorem not_summable_of_ratio_norm_eventually_ge {α : Type*} [SeminormedAddCommGroup α] {f : ℕ → α}
{r : ℝ} (hr : 1 < r) (hf : ∃ᶠ n in atTop, ‖f n‖ ≠ 0)
(h : ∀ᶠ n in atTop, r * ‖f n‖ ≤ ‖f (n + 1)‖) : ¬Summable f := by
rw [eventually_atTop] at h
rcases h with ⟨N₀, hN₀⟩
rw [frequently_atTop] at hf
rcases hf N₀ with ⟨N, hNN₀ : N₀ ≤ N, hN⟩
rw [← @summable_nat_add_iff α _ _ _ _ N]
refine mt Summable.tendsto_atTop_zero
fun h' ↦ not_tendsto_atTop_of_tendsto_nhds (tendsto_norm_zero.comp h') ?_
convert! tendsto_atTop_of_geom_le _ hr _
· refine lt_of_le_of_ne (norm_nonneg _) ?_
intro h''
specialize hN₀ N hNN₀
simp only [comp_apply, zero_add] at h''
exact hN h''.symm
· grind
theorem not_summable_of_ratio_test_tendsto_gt_one {α : Type*} [SeminormedAddCommGroup α]
{f : ℕ → α} {l : ℝ} (hl : 1 < l) (h : Tendsto (fun n ↦ ‖f (n + 1)‖ / ‖f n‖) atTop (𝓝 l)) :
¬Summable f := by
have key : ∀ᶠ n in atTop, ‖f n‖ ≠ 0 := by
filter_upwards [h.eventually_const_le hl] with _ hn hc
rw [hc, _root_.div_zero] at hn
linarith
rcases exists_between hl with ⟨r, hr₀, hr₁⟩
refine not_summable_of_ratio_norm_eventually_ge hr₀ key.frequently ?_
filter_upwards [h.eventually_const_le hr₁, key] with _ _ h₁
rwa [← le_div_iff₀ (lt_of_le_of_ne (norm_nonneg _) h₁.symm)]
section NormedDivisionRing
variable [NormedDivisionRing α] [CompleteSpace α] {f : ℕ → α}
/-- If a power series converges at `w`, it converges absolutely at all `z` of smaller norm. -/
theorem summable_powerSeries_of_norm_lt {w z : α}
(h : CauchySeq fun n ↦ ∑ i ∈ range n, f i * w ^ i) (hz : ‖z‖ < ‖w‖) :
Summable fun n ↦ f n * z ^ n := by
have hw : 0 < ‖w‖ := (norm_nonneg z).trans_lt hz
obtain ⟨C, hC⟩ := exists_norm_le_of_cauchySeq h
rw [summable_iff_cauchySeq_finset]
refine cauchySeq_finset_of_geometric_bound (r := ‖z‖ / ‖w‖) (C := C) ((div_lt_one hw).mpr hz)
(fun n ↦ ?_)
rw [norm_mul, norm_pow, div_pow, ← mul_comm_div]
conv at hC => enter [n]; rw [norm_mul, norm_pow, ← _root_.le_div_iff₀ (by positivity)]
gcongr
exact hC n
/-- If a power series converges at 1, it converges absolutely at all `z` of smaller norm. -/
theorem summable_powerSeries_of_norm_lt_one {z : α}
(h : CauchySeq fun n ↦ ∑ i ∈ range n, f i) (hz : ‖z‖ < 1) :
Summable fun n ↦ f n * z ^ n :=
summable_powerSeries_of_norm_lt (w := 1) (by simp [h]) (by simp [hz])
end NormedDivisionRing
section
/-! ### Dirichlet and alternating series tests -/
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E]
variable {b : ℝ} {f : ℕ → ℝ} {z : ℕ → E}
/-- **Dirichlet's test** for monotone sequences. -/
theorem Monotone.cauchySeq_series_mul_of_tendsto_zero_of_bounded (hfa : Monotone f)
(hf0 : Tendsto f atTop (𝓝 0)) (hgb : ∀ n, ‖∑ i ∈ range n, z i‖ ≤ b) :
CauchySeq fun n ↦ ∑ i ∈ range n, f i • z i := by
rw [← cauchySeq_shift 1]
simp_rw [Finset.sum_range_by_parts _ _ (Nat.succ _), sub_eq_add_neg, Nat.succ_sub_succ_eq_sub,
tsub_zero]
apply (NormedField.tendsto_zero_smul_of_tendsto_zero_of_bounded hf0
⟨b, eventually_map.mpr <| Eventually.of_forall fun n ↦ hgb <| n + 1⟩).cauchySeq.add
refine CauchySeq.neg ?_
refine cauchySeq_range_of_norm_bounded ?_
(fun n ↦ ?_ : ∀ n, ‖(f (n + 1) + -f n) • (Finset.range (n + 1)).sum z‖ ≤ b * |f (n + 1) - f n|)
· simp_rw [abs_of_nonneg (sub_nonneg_of_le (hfa (Nat.le_succ _))), ← mul_sum]
apply Real.uniformContinuous_const_mul.comp_cauchySeq
simp_rw [sum_range_sub, sub_eq_add_neg]
exact (Tendsto.cauchySeq hf0).add_const
· rw [norm_smul, mul_comm]
exact mul_le_mul_of_nonneg_right (hgb _) (abs_nonneg _)
/-- **Dirichlet's test** for antitone sequences. -/
theorem Antitone.cauchySeq_series_mul_of_tendsto_zero_of_bounded (hfa : Antitone f)
(hf0 : Tendsto f atTop (𝓝 0)) (hzb : ∀ n, ‖∑ i ∈ range n, z i‖ ≤ b) :
CauchySeq fun n ↦ ∑ i ∈ range n, f i • z i := by
have hfa' : Monotone fun n ↦ -f n := fun _ _ hab ↦ neg_le_neg <| hfa hab
have hf0' : Tendsto (fun n ↦ -f n) atTop (𝓝 0) := by
convert! hf0.neg
simp
convert! (hfa'.cauchySeq_series_mul_of_tendsto_zero_of_bounded hf0' hzb).neg
simp
theorem norm_sum_neg_one_pow_le (n : ℕ) : ‖∑ i ∈ range n, (-1 : ℝ) ^ i‖ ≤ 1 := by
rw [neg_one_geom_sum]
split_ifs <;> norm_num
/-- The **alternating series test** for monotone sequences.
See also `Monotone.tendsto_alternating_series_of_tendsto_zero`. -/
theorem Monotone.cauchySeq_alternating_series_of_tendsto_zero (hfa : Monotone f)
(hf0 : Tendsto f atTop (𝓝 0)) : CauchySeq fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i := by
simp_rw [mul_comm]
exact hfa.cauchySeq_series_mul_of_tendsto_zero_of_bounded hf0 norm_sum_neg_one_pow_le
/-- The **alternating series test** for monotone sequences. -/
theorem Monotone.tendsto_alternating_series_of_tendsto_zero (hfa : Monotone f)
(hf0 : Tendsto f atTop (𝓝 0)) :
∃ l, Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l) :=
cauchySeq_tendsto_of_complete <| hfa.cauchySeq_alternating_series_of_tendsto_zero hf0
/-- The **alternating series test** for antitone sequences.
See also `Antitone.tendsto_alternating_series_of_tendsto_zero`. -/
theorem Antitone.cauchySeq_alternating_series_of_tendsto_zero (hfa : Antitone f)
(hf0 : Tendsto f atTop (𝓝 0)) : CauchySeq fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i := by
simp_rw [mul_comm]
exact hfa.cauchySeq_series_mul_of_tendsto_zero_of_bounded hf0 norm_sum_neg_one_pow_le
/-- The **alternating series test** for antitone sequences. -/
theorem Antitone.tendsto_alternating_series_of_tendsto_zero (hfa : Antitone f)
(hf0 : Tendsto f atTop (𝓝 0)) :
∃ l, Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l) :=
cauchySeq_tendsto_of_complete <| hfa.cauchySeq_alternating_series_of_tendsto_zero hf0
end
/-! ### Partial sum bounds on alternating convergent series -/
section
variable {E : Type*} [Ring E] [PartialOrder E] [IsOrderedRing E]
[TopologicalSpace E] [OrderClosedTopology E]
{l : E} {f : ℕ → E}
/-- Partial sums of an alternating monotone series with an even number of terms provide
upper bounds on the limit. -/
theorem Monotone.tendsto_le_alternating_series
(hfl : Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l))
(hfm : Monotone f) (k : ℕ) : l ≤ ∑ i ∈ range (2 * k), (-1) ^ i * f i := by
have ha : Antitone (fun n ↦ ∑ i ∈ range (2 * n), (-1) ^ i * f i) := by
refine antitone_nat_of_succ_le (fun n ↦ ?_)
rw [show 2 * (n + 1) = 2 * n + 1 + 1 by ring, sum_range_succ, sum_range_succ]
simp_rw [_root_.pow_succ', show (-1 : E) ^ (2 * n) = 1 by simp, neg_one_mul, one_mul,
← sub_eq_add_neg, sub_le_iff_le_add]
gcongr
exact hfm (by lia)
exact ha.le_of_tendsto (hfl.comp (tendsto_atTop_mono (fun n ↦ by dsimp; lia) tendsto_id)) _
/-- Partial sums of an alternating monotone series with an odd number of terms provide
lower bounds on the limit. -/
theorem Monotone.alternating_series_le_tendsto
(hfl : Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l))
(hfm : Monotone f) (k : ℕ) : ∑ i ∈ range (2 * k + 1), (-1) ^ i * f i ≤ l := by
have hm : Monotone (fun n ↦ ∑ i ∈ range (2 * n + 1), (-1) ^ i * f i) := by
refine monotone_nat_of_le_succ (fun n ↦ ?_)
rw [show 2 * (n + 1) = 2 * n + 1 + 1 by ring,
sum_range_succ _ (2 * n + 1 + 1), sum_range_succ _ (2 * n + 1)]
simp_rw [_root_.pow_succ', show (-1 : E) ^ (2 * n) = 1 by simp, neg_one_mul, neg_neg, one_mul,
← sub_eq_add_neg, sub_add_eq_add_sub, le_sub_iff_add_le]
gcongr
exact hfm (by lia)
exact hm.ge_of_tendsto (hfl.comp (tendsto_atTop_mono (fun n ↦ by dsimp; lia) tendsto_id)) _
/-- Partial sums of an alternating antitone series with an even number of terms provide
lower bounds on the limit. -/
theorem Antitone.alternating_series_le_tendsto
(hfl : Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l))
(hfa : Antitone f) (k : ℕ) : ∑ i ∈ range (2 * k), (-1) ^ i * f i ≤ l := by
have hm : Monotone (fun n ↦ ∑ i ∈ range (2 * n), (-1) ^ i * f i) := by
refine monotone_nat_of_le_succ (fun n ↦ ?_)
rw [show 2 * (n + 1) = 2 * n + 1 + 1 by ring, sum_range_succ, sum_range_succ]
simp_rw [_root_.pow_succ', show (-1 : E) ^ (2 * n) = 1 by simp, neg_one_mul, one_mul,
← sub_eq_add_neg, le_sub_iff_add_le]
gcongr
exact hfa (by lia)
exact hm.ge_of_tendsto (hfl.comp (tendsto_atTop_mono (fun n ↦ by dsimp; lia) tendsto_id)) _
/-- Partial sums of an alternating antitone series with an odd number of terms provide
upper bounds on the limit. -/
theorem Antitone.tendsto_le_alternating_series
(hfl : Tendsto (fun n ↦ ∑ i ∈ range n, (-1) ^ i * f i) atTop (𝓝 l))
(hfa : Antitone f) (k : ℕ) : l ≤ ∑ i ∈ range (2 * k + 1), (-1) ^ i * f i := by
have ha : Antitone (fun n ↦ ∑ i ∈ range (2 * n + 1), (-1) ^ i * f i) := by
refine antitone_nat_of_succ_le (fun n ↦ ?_)
rw [show 2 * (n + 1) = 2 * n + 1 + 1 by ring, sum_range_succ, sum_range_succ]
simp_rw [_root_.pow_succ', show (-1 : E) ^ (2 * n) = 1 by simp, neg_one_mul, neg_neg, one_mul,
← sub_eq_add_neg, sub_add_eq_add_sub, sub_le_iff_le_add]
gcongr
exact hfa (by lia)
exact ha.le_of_tendsto (hfl.comp (tendsto_atTop_mono (fun n ↦ by dsimp; lia) tendsto_id)) _
theorem Summable.tendsto_alternating_series_tsum
{E} [Ring E] [UniformSpace E] [IsUniformAddGroup E] [CompleteSpace E]
{f : ℕ → E} (hfs : Summable f) :
Tendsto (fun n => (∑ i ∈ range n, (-1) ^ i * f i)) atTop (𝓝 (∑' i : ℕ, (-1) ^ i * f i)) :=
Summable.tendsto_sum_tsum_nat hfs.alternating
-- TODO: generalize to conditionally-convergent sums
-- see https://github.com/leanprover-community/mathlib4/pull/29577#discussion_r2343447344
theorem alternating_series_error_bound
{E} [Ring E] [LinearOrder E] [IsOrderedRing E]
[UniformSpace E] [IsUniformAddGroup E] [CompleteSpace E] [OrderClosedTopology E]
(f : ℕ → E) (hfa : Antitone f) (hfs : Summable f) (n : ℕ) :
|(∑' i : ℕ, (-1) ^ i * f i) - (∑ i ∈ range n, (-1) ^ i * f i)| ≤ f n := by
obtain h := hfs.tendsto_alternating_series_tsum
have upper := hfa.alternating_series_le_tendsto h
have lower := hfa.tendsto_le_alternating_series h
have I (n : ℕ) : 0 ≤ f n := by
apply le_of_tendsto hfs.tendsto_atTop_zero
filter_upwards [Ici_mem_atTop n] with m hm using hfa hm
obtain (h | h) := even_or_odd n
· obtain ⟨n, rfl⟩ := even_iff_exists_two_mul.mp h
specialize upper n
specialize lower n
simp only [sum_range_succ, even_two, Even.mul_right, Even.neg_pow, one_pow, one_mul] at lower
rw [abs_sub_le_iff]
constructor
· rwa [sub_le_iff_le_add, add_comm]
· rw [sub_le_iff_le_add, add_comm]
exact upper.trans (le_add_of_nonneg_right (I (2 * n)))
· obtain ⟨n, rfl⟩ := odd_iff_exists_bit1.mp h
specialize upper (n + 1)
specialize lower n
rw [Nat.mul_add, Finset.sum_range_succ] at upper
rw [abs_sub_le_iff]
constructor
· rw [sub_le_iff_le_add, add_comm]
exact lower.trans (le_add_of_nonneg_right (I (2 * n + 1)))
· simpa [Finset.sum_range_succ, add_comm, pow_add] using upper
end
/-!
### Factorial
-/
/-- The series `∑' n, x ^ n / n!` is summable of any `x : ℝ`. See also `expSeries_div_summable`
for a version that also works in `ℂ`, and `NormedSpace.expSeries_summable'` for a version
that works in any normed algebra over `ℝ` or `ℂ`. -/
theorem Real.summable_pow_div_factorial (x : ℝ) : Summable (fun n ↦ x ^ n / n ! : ℕ → ℝ) := by
-- We start with trivial estimates
have A : (0 : ℝ) < ⌊‖x‖⌋₊ + 1 := zero_lt_one.trans_le (by simp)
have B : ‖x‖ / (⌊‖x‖⌋₊ + 1) < 1 := (div_lt_one A).2 (Nat.lt_floor_add_one _)
-- Then we apply the ratio test. The estimate works for `n ≥ ⌊‖x‖⌋₊`.
suffices ∀ n ≥ ⌊‖x‖⌋₊, ‖x ^ (n + 1) / (n + 1)!‖ ≤ ‖x‖ / (⌊‖x‖⌋₊ + 1) * ‖x ^ n / ↑n !‖ from
summable_of_ratio_norm_eventually_le B (eventually_atTop.2 ⟨⌊‖x‖⌋₊, this⟩)
-- Finally, we prove the upper estimate
intro n hn
calc
‖x ^ (n + 1) / (n + 1)!‖ = ‖x‖ / (n + 1) * ‖x ^ n / (n !)‖ := by
rw [_root_.pow_succ', Nat.factorial_succ, Nat.cast_mul, ← _root_.div_mul_div_comm, norm_mul,
norm_div, Real.norm_natCast, Nat.cast_succ]
_ ≤ ‖x‖ / (⌊‖x‖⌋₊ + 1) * ‖x ^ n / (n !)‖ := by gcongr
section
/-! Limits when `f x * g x` is bounded or convergent and `f` tends to the `cobounded` filter. -/
open Bornology
variable {R K : Type*}
section NormedAddCommGroup
variable [NormedRing K] [IsDomain K] [NormedAddCommGroup R]
variable [Module K R] [IsTorsionFree K R] [NormSMulClass K R]
lemma tendsto_zero_of_isBoundedUnder_smul_of_tendsto_cobounded {f : α → K} {g : α → R}
{l : Filter α} (hmul : IsBoundedUnder (· ≤ ·) l fun x ↦ ‖f x • g x‖)
(hf : Tendsto f l (cobounded K)) :
Tendsto g l (𝓝 0) := by
obtain ⟨c, hc⟩ := hmul.eventually_le
refine Metric.nhds_basis_closedBall.tendsto_right_iff.mpr fun ε hε0 ↦ ?_
filter_upwards [hc, hasBasis_cobounded_norm.tendsto_right_iff.mp hf (c / ε) trivial,
hf.eventually_ne_cobounded 0] with x hfgc hεf hf0
rcases eq_or_lt_of_le ((norm_nonneg _).trans hfgc) with rfl | hc0
· simpa [(smul_eq_zero_iff_right hf0).mp (norm_le_zero_iff.mp hfgc)] using hε0.le
calc
_ = ‖g x‖ := by simp
_ ≤ c / ‖f x‖ := by rwa [norm_smul, ← le_div_iff₀' (by positivity)] at hfgc
_ ≤ c / (c / ε) := by gcongr
_ = ε := div_div_cancel₀ hc0.ne'
lemma tendsto_smul_congr_of_tendsto_left_cobounded_of_isBoundedUnder
{f₁ f₂ : α → K} {g : α → R} {t : R} {l : Filter α}
(hmul : Tendsto (fun x ↦ f₁ x • g x) l (𝓝 t))
(hf₁ : Tendsto f₁ l (cobounded K))
(hbdd : IsBoundedUnder (· ≤ ·) l fun x ↦ ‖f₁ x - f₂ x‖) :
Tendsto (fun x ↦ f₂ x • g x) l (𝓝 t) := by
apply hmul.congr_dist
dsimp
simp_rw [dist_eq_norm, ← sub_smul, norm_smul]
apply isBoundedUnder_le_mul_tendsto_zero
· change IsBoundedUnder _ _ fun _ ↦ _
simpa using hbdd
· rw [← tendsto_zero_iff_norm_tendsto_zero]
exact tendsto_zero_of_isBoundedUnder_smul_of_tendsto_cobounded hmul.norm.isBoundedUnder_le hf₁
set_option linter.overlappingInstances false in
-- The use case in mind for this is when `K = ℝ`, and `R = ℝ` or `ℂ`
lemma tendsto_smul_comp_nat_floor_of_tendsto_nsmul [NormSMulClass ℤ K] [LinearOrder K]
[IsStrictOrderedRing K] [FloorSemiring K] [HasSolidNorm K] {g : ℕ → R} {t : R}
(hg : Tendsto (fun n : ℕ ↦ n • g n) atTop (𝓝 t)) :
Tendsto (fun x : K ↦ x • g ⌊x⌋₊) atTop (𝓝 t) := by
replace hg : Tendsto (fun n : ℕ ↦ (n : K) • g n) atTop (𝓝 t) := mod_cast hg
apply tendsto_smul_congr_of_tendsto_left_cobounded_of_isBoundedUnder
(hg.comp tendsto_nat_floor_atTop)
· exact tendsto_natCast_atTop_cobounded.comp tendsto_nat_floor_atTop
· apply isBoundedUnder_of_eventually_le (a := ‖(1 : K)‖)
apply Eventually.mono _ (fun x h ↦ norm_le_norm_of_abs_le_abs h)
simpa using ⟨0, fun _ h ↦ mod_cast Nat.abs_floor_sub_le h⟩
end NormedAddCommGroup
lemma tendsto_smul_comp_nat_floor_of_tendsto_mul [NormedRing K] [NormedRing R]
[Module K R] [IsTorsionFree K R] [NormSMulClass K R] [NormSMulClass ℤ K] [LinearOrder K]
[IsStrictOrderedRing K] [FloorSemiring K] [HasSolidNorm K] {g : ℕ → R} {t : R}
(hg : Tendsto (fun n : ℕ ↦ (n : R) * g n) atTop (𝓝 t)) :
Tendsto (fun x : K ↦ x • g ⌊x⌋₊) atTop (𝓝 t) :=
tendsto_smul_comp_nat_floor_of_tendsto_nsmul (by simpa only [nsmul_eq_mul] using hg)
end