(* Title: HOL/Library/Liminf_Limsup.thy
Author: Johannes Hölzl, TU München
Author: Manuel Eberl, TU München
*)
section \<open>Liminf and Limsup on conditionally complete lattices\<close>
theory Liminf_Limsup
imports Complex_Main
begin
lemma (in conditionally_complete_linorder) le_cSup_iff:
assumes "A \ {}" "bdd_above A"
shows "x \ Sup A \ (\ya\A. y < a)"
proof safe
fix y assume "x \ Sup A" "y < x"
then have "y < Sup A" by auto
then show "\a\A. y < a"
unfolding less_cSup_iff[OF assms] .
qed (auto elim!: allE[of _ "Sup A"] simp add: not_le[symmetric] cSup_upper assms)
lemma (in conditionally_complete_linorder) le_cSUP_iff:
"A \ {} \ bdd_above (f`A) \ x \ Sup (f ` A) \ (\yi\A. y < f i)"
using le_cSup_iff [of "f ` A"] by simp
lemma le_cSup_iff_less:
fixes x :: "'a :: {conditionally_complete_linorder, dense_linorder}"
shows "A \ {} \ bdd_above (f`A) \ x \ (SUP i\A. f i) \ (\yi\A. y \ f i)"
by (simp add: le_cSUP_iff)
(blast intro: less_imp_le less_trans less_le_trans dest: dense)
lemma le_Sup_iff_less:
fixes x :: "'a :: {complete_linorder, dense_linorder}"
shows "x \ (SUP i\A. f i) \ (\yi\A. y \ f i)" (is "?lhs = ?rhs")
unfolding le_SUP_iff
by (blast intro: less_imp_le less_trans less_le_trans dest: dense)
lemma (in conditionally_complete_linorder) cInf_le_iff:
assumes "A \ {}" "bdd_below A"
shows "Inf A \ x \ (\y>x. \a\A. y > a)"
proof safe
fix y assume "x \ Inf A" "y > x"
then have "y > Inf A" by auto
then show "\a\A. y > a"
unfolding cInf_less_iff[OF assms] .
qed (auto elim!: allE[of _ "Inf A"] simp add: not_le[symmetric] cInf_lower assms)
lemma (in conditionally_complete_linorder) cINF_le_iff:
"A \ {} \ bdd_below (f`A) \ Inf (f ` A) \ x \ (\y>x. \i\A. y > f i)"
using cInf_le_iff [of "f ` A"] by simp
lemma cInf_le_iff_less:
fixes x :: "'a :: {conditionally_complete_linorder, dense_linorder}"
shows "A \ {} \ bdd_below (f`A) \ (INF i\A. f i) \ x \ (\y>x. \i\A. f i \ y)"
by (simp add: cINF_le_iff)
(blast intro: less_imp_le less_trans le_less_trans dest: dense)
lemma Inf_le_iff_less:
fixes x :: "'a :: {complete_linorder, dense_linorder}"
shows "(INF i\A. f i) \ x \ (\y>x. \i\A. f i \ y)"
unfolding INF_le_iff
by (blast intro: less_imp_le less_trans le_less_trans dest: dense)
lemma SUP_pair:
fixes f :: "_ \ _ \ _ :: complete_lattice"
shows "(SUP i \ A. SUP j \ B. f i j) = (SUP p \ A \ B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: SUP_least SUP_upper2)
lemma INF_pair:
fixes f :: "_ \ _ \ _ :: complete_lattice"
shows "(INF i \ A. INF j \ B. f i j) = (INF p \ A \ B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: INF_greatest INF_lower2)
lemma INF_Sigma:
fixes f :: "_ \ _ \ _ :: complete_lattice"
shows "(INF i \ A. INF j \ B i. f i j) = (INF p \ Sigma A B. f (fst p) (snd p))"
by (rule antisym) (auto intro!: INF_greatest INF_lower2)
subsubsection \<open>\<open>Liminf\<close> and \<open>Limsup\<close>\<close>
definition Liminf :: "'a filter \ ('a \ 'b) \ 'b :: complete_lattice" where
"Liminf F f = (SUP P\{P. eventually P F}. INF x\{x. P x}. f x)"
definition Limsup :: "'a filter \ ('a \ 'b) \ 'b :: complete_lattice" where
"Limsup F f = (INF P\{P. eventually P F}. SUP x\{x. P x}. f x)"
abbreviation "liminf \ Liminf sequentially"
abbreviation "limsup \ Limsup sequentially"
lemma Liminf_eqI:
"(\P. eventually P F \ Inf (f ` (Collect P)) \ x) \
(\<And>y. (\<And>P. eventually P F \<Longrightarrow> Inf (f ` (Collect P)) \<le> y) \<Longrightarrow> x \<le> y) \<Longrightarrow> Liminf F f = x"
unfolding Liminf_def by (auto intro!: SUP_eqI)
lemma Limsup_eqI:
"(\P. eventually P F \ x \ Sup (f ` (Collect P))) \
(\<And>y. (\<And>P. eventually P F \<Longrightarrow> y \<le> Sup (f ` (Collect P))) \<Longrightarrow> y \<le> x) \<Longrightarrow> Limsup F f = x"
unfolding Limsup_def by (auto intro!: INF_eqI)
lemma liminf_SUP_INF: "liminf f = (SUP n. INF m\{n..}. f m)"
unfolding Liminf_def eventually_sequentially
by (rule SUP_eq) (auto simp: atLeast_def intro!: INF_mono)
lemma limsup_INF_SUP: "limsup f = (INF n. SUP m\{n..}. f m)"
unfolding Limsup_def eventually_sequentially
by (rule INF_eq) (auto simp: atLeast_def intro!: SUP_mono)
lemma mem_limsup_iff: "x \ limsup A \ (\\<^sub>F n in sequentially. x \ A n)"
by (simp add: Limsup_def) (metis (mono_tags) eventually_mono not_frequently)
lemma mem_liminf_iff: "x \ liminf A \ (\\<^sub>F n in sequentially. x \ A n)"
by (simp add: Liminf_def) (metis (mono_tags) eventually_mono)
lemma Limsup_const:
assumes ntriv: "\ trivial_limit F"
shows "Limsup F (\x. c) = c"
proof -
have *: "\P. Ex P \ P \ (\x. False)" by auto
have "\P. eventually P F \ (SUP x \ {x. P x}. c) = c"
using ntriv by (intro SUP_const) (auto simp: eventually_False *)
then show ?thesis
apply (auto simp add: Limsup_def)
apply (rule INF_const)
apply auto
using eventually_True apply blast
done
qed
lemma Liminf_const:
assumes ntriv: "\ trivial_limit F"
shows "Liminf F (\x. c) = c"
proof -
have *: "\P. Ex P \ P \ (\x. False)" by auto
have "\P. eventually P F \ (INF x \ {x. P x}. c) = c"
using ntriv by (intro INF_const) (auto simp: eventually_False *)
then show ?thesis
apply (auto simp add: Liminf_def)
apply (rule SUP_const)
apply auto
using eventually_True apply blast
done
qed
lemma Liminf_mono:
assumes ev: "eventually (\x. f x \ g x) F"
shows "Liminf F f \ Liminf F g"
unfolding Liminf_def
proof (safe intro!: SUP_mono)
fix P assume "eventually P F"
with ev have "eventually (\x. f x \ g x \ P x) F" (is "eventually ?Q F") by (rule eventually_conj)
then show "\Q\{P. eventually P F}. Inf (f ` (Collect P)) \ Inf (g ` (Collect Q))"
by (intro bexI[of _ ?Q]) (auto intro!: INF_mono)
qed
lemma Liminf_eq:
assumes "eventually (\x. f x = g x) F"
shows "Liminf F f = Liminf F g"
by (intro antisym Liminf_mono eventually_mono[OF assms]) auto
lemma Limsup_mono:
assumes ev: "eventually (\x. f x \ g x) F"
shows "Limsup F f \ Limsup F g"
unfolding Limsup_def
proof (safe intro!: INF_mono)
fix P assume "eventually P F"
with ev have "eventually (\x. f x \ g x \ P x) F" (is "eventually ?Q F") by (rule eventually_conj)
then show "\Q\{P. eventually P F}. Sup (f ` (Collect Q)) \ Sup (g ` (Collect P))"
by (intro bexI[of _ ?Q]) (auto intro!: SUP_mono)
qed
lemma Limsup_eq:
assumes "eventually (\x. f x = g x) net"
shows "Limsup net f = Limsup net g"
by (intro antisym Limsup_mono eventually_mono[OF assms]) auto
lemma Liminf_bot[simp]: "Liminf bot f = top"
unfolding Liminf_def top_unique[symmetric]
by (rule SUP_upper2[where i="\x. False"]) simp_all
lemma Limsup_bot[simp]: "Limsup bot f = bot"
unfolding Limsup_def bot_unique[symmetric]
by (rule INF_lower2[where i="\x. False"]) simp_all
lemma Liminf_le_Limsup:
assumes ntriv: "\ trivial_limit F"
shows "Liminf F f \ Limsup F f"
unfolding Limsup_def Liminf_def
apply (rule SUP_least)
apply (rule INF_greatest)
proof safe
fix P Q assume "eventually P F" "eventually Q F"
then have "eventually (\x. P x \ Q x) F" (is "eventually ?C F") by (rule eventually_conj)
then have not_False: "(\x. P x \ Q x) \ (\x. False)"
using ntriv by (auto simp add: eventually_False)
have "Inf (f ` (Collect P)) \ Inf (f ` (Collect ?C))"
by (rule INF_mono) auto
also have "\ \ Sup (f ` (Collect ?C))"
using not_False by (intro INF_le_SUP) auto
also have "\ \ Sup (f ` (Collect Q))"
by (rule SUP_mono) auto
finally show "Inf (f ` (Collect P)) \ Sup (f ` (Collect Q))" .
qed
lemma Liminf_bounded:
assumes le: "eventually (\n. C \ X n) F"
shows "C \ Liminf F X"
using Liminf_mono[OF le] Liminf_const[of F C]
by (cases "F = bot") simp_all
lemma Limsup_bounded:
assumes le: "eventually (\n. X n \ C) F"
shows "Limsup F X \ C"
using Limsup_mono[OF le] Limsup_const[of F C]
by (cases "F = bot") simp_all
lemma le_Limsup:
assumes F: "F \ bot" and x: "\\<^sub>F x in F. l \ f x"
shows "l \ Limsup F f"
using F Liminf_bounded[of l f F] Liminf_le_Limsup[of F f] order.trans x by blast
lemma Liminf_le:
assumes F: "F \ bot" and x: "\\<^sub>F x in F. f x \ l"
shows "Liminf F f \ l"
using F Liminf_le_Limsup Limsup_bounded order.trans x by blast
lemma le_Liminf_iff:
fixes X :: "_ \ _ :: complete_linorder"
shows "C \ Liminf F X \ (\yx. y < X x) F)"
proof -
have "eventually (\x. y < X x) F"
if "eventually P F" "y < Inf (X ` (Collect P))" for y P
using that by (auto elim!: eventually_mono dest: less_INF_D)
moreover
have "\P. eventually P F \ y < Inf (X ` (Collect P))"
if "y < C" and y: "\yx. y < X x) F" for y P
proof (cases "\z. y < z \ z < C")
case True
then obtain z where z: "y < z \ z < C" ..
moreover from z have "z \ Inf (X ` {x. z < X x})"
by (auto intro!: INF_greatest)
ultimately show ?thesis
using y by (intro exI[of _ "\x. z < X x"]) auto
next
case False
then have "C \ Inf (X ` {x. y < X x})"
by (intro INF_greatest) auto
with \<open>y < C\<close> show ?thesis
using y by (intro exI[of _ "\x. y < X x"]) auto
qed
ultimately show ?thesis
unfolding Liminf_def le_SUP_iff by auto
qed
lemma Limsup_le_iff:
fixes X :: "_ \ _ :: complete_linorder"
shows "C \ Limsup F X \ (\y>C. eventually (\x. y > X x) F)"
proof -
{ fix y P assume "eventually P F" "y > Sup (X ` (Collect P))"
then have "eventually (\x. y > X x) F"
by (auto elim!: eventually_mono dest: SUP_lessD) }
moreover
{ fix y P assume "y > C" and y: "\y>C. eventually (\x. y > X x) F"
have "\P. eventually P F \ y > Sup (X ` (Collect P))"
proof (cases "\z. C < z \ z < y")
case True
then obtain z where z: "C < z \ z < y" ..
moreover from z have "z \ Sup (X ` {x. X x < z})"
by (auto intro!: SUP_least)
ultimately show ?thesis
using y by (intro exI[of _ "\x. z > X x"]) auto
next
case False
then have "C \ Sup (X ` {x. X x < y})"
by (intro SUP_least) (auto simp: not_less)
with \<open>y > C\<close> show ?thesis
using y by (intro exI[of _ "\x. y > X x"]) auto
qed }
ultimately show ?thesis
unfolding Limsup_def INF_le_iff by auto
qed
lemma less_LiminfD:
"y < Liminf F (f :: _ \ 'a :: complete_linorder) \ eventually (\x. f x > y) F"
using le_Liminf_iff[of "Liminf F f" F f] by simp
lemma Limsup_lessD:
"y > Limsup F (f :: _ \ 'a :: complete_linorder) \ eventually (\x. f x < y) F"
using Limsup_le_iff[of F f "Limsup F f"] by simp
lemma lim_imp_Liminf:
fixes f :: "'a \ _ :: {complete_linorder,linorder_topology}"
assumes ntriv: "\ trivial_limit F"
assumes lim: "(f \ f0) F"
shows "Liminf F f = f0"
proof (intro Liminf_eqI)
fix P assume P: "eventually P F"
then have "eventually (\x. Inf (f ` (Collect P)) \ f x) F"
by eventually_elim (auto intro!: INF_lower)
then show "Inf (f ` (Collect P)) \ f0"
by (rule tendsto_le[OF ntriv lim tendsto_const])
next
fix y assume upper: "\P. eventually P F \ Inf (f ` (Collect P)) \ y"
show "f0 \ y"
proof cases
assume "\z. y < z \ z < f0"
then obtain z where "y < z \ z < f0" ..
moreover have "z \ Inf (f ` {x. z < f x})"
by (rule INF_greatest) simp
ultimately show ?thesis
using lim[THEN topological_tendstoD, THEN upper, of "{z <..}"] by auto
next
assume discrete: "\ (\z. y < z \ z < f0)"
show ?thesis
proof (rule classical)
assume "\ f0 \ y"
then have "eventually (\x. y < f x) F"
using lim[THEN topological_tendstoD, of "{y <..}"] by auto
then have "eventually (\x. f0 \ f x) F"
using discrete by (auto elim!: eventually_mono)
then have "Inf (f ` {x. f0 \ f x}) \ y"
by (rule upper)
moreover have "f0 \ Inf (f ` {x. f0 \ f x})"
by (intro INF_greatest) simp
ultimately show "f0 \ y" by simp
qed
qed
qed
lemma lim_imp_Limsup:
fixes f :: "'a \ _ :: {complete_linorder,linorder_topology}"
assumes ntriv: "\ trivial_limit F"
assumes lim: "(f \ f0) F"
shows "Limsup F f = f0"
proof (intro Limsup_eqI)
fix P assume P: "eventually P F"
then have "eventually (\x. f x \ Sup (f ` (Collect P))) F"
by eventually_elim (auto intro!: SUP_upper)
then show "f0 \ Sup (f ` (Collect P))"
by (rule tendsto_le[OF ntriv tendsto_const lim])
next
fix y assume lower: "\P. eventually P F \ y \ Sup (f ` (Collect P))"
show "y \ f0"
proof (cases "\z. f0 < z \ z < y")
case True
then obtain z where "f0 < z \ z < y" ..
moreover have "Sup (f ` {x. f x < z}) \ z"
by (rule SUP_least) simp
ultimately show ?thesis
using lim[THEN topological_tendstoD, THEN lower, of "{..< z}"] by auto
next
case False
show ?thesis
proof (rule classical)
assume "\ y \ f0"
then have "eventually (\x. f x < y) F"
using lim[THEN topological_tendstoD, of "{..< y}"] by auto
then have "eventually (\x. f x \ f0) F"
using False by (auto elim!: eventually_mono simp: not_less)
then have "y \ Sup (f ` {x. f x \ f0})"
by (rule lower)
moreover have "Sup (f ` {x. f x \ f0}) \ f0"
by (intro SUP_least) simp
ultimately show "y \ f0" by simp
qed
qed
qed
lemma Liminf_eq_Limsup:
fixes f0 :: "'a :: {complete_linorder,linorder_topology}"
assumes ntriv: "\ trivial_limit F"
and lim: "Liminf F f = f0" "Limsup F f = f0"
shows "(f \ f0) F"
proof (rule order_tendstoI)
fix a assume "f0 < a"
with assms have "Limsup F f < a" by simp
then obtain P where "eventually P F" "Sup (f ` (Collect P)) < a"
unfolding Limsup_def INF_less_iff by auto
then show "eventually (\x. f x < a) F"
by (auto elim!: eventually_mono dest: SUP_lessD)
next
fix a assume "a < f0"
with assms have "a < Liminf F f" by simp
then obtain P where "eventually P F" "a < Inf (f ` (Collect P))"
unfolding Liminf_def less_SUP_iff by auto
then show "eventually (\x. a < f x) F"
by (auto elim!: eventually_mono dest: less_INF_D)
qed
lemma tendsto_iff_Liminf_eq_Limsup:
fixes f0 :: "'a :: {complete_linorder,linorder_topology}"
shows "\ trivial_limit F \ (f \ f0) F \ (Liminf F f = f0 \ Limsup F f = f0)"
by (metis Liminf_eq_Limsup lim_imp_Limsup lim_imp_Liminf)
lemma liminf_subseq_mono:
fixes X :: "nat \ 'a :: complete_linorder"
assumes "strict_mono r"
shows "liminf X \ liminf (X \ r) "
proof-
have "\n. (INF m\{n..}. X m) \ (INF m\{n..}. (X \ r) m)"
proof (safe intro!: INF_mono)
fix n m :: nat assume "n \ m" then show "\ma\{n..}. X ma \ (X \ r) m"
using seq_suble[OF \<open>strict_mono r\<close>, of m] by (intro bexI[of _ "r m"]) auto
qed
then show ?thesis by (auto intro!: SUP_mono simp: liminf_SUP_INF comp_def)
qed
lemma limsup_subseq_mono:
fixes X :: "nat \ 'a :: complete_linorder"
assumes "strict_mono r"
shows "limsup (X \ r) \ limsup X"
proof-
have "(SUP m\{n..}. (X \ r) m) \ (SUP m\{n..}. X m)" for n
proof (safe intro!: SUP_mono)
fix m :: nat
assume "n \ m"
then show "\ma\{n..}. (X \ r) m \ X ma"
using seq_suble[OF \<open>strict_mono r\<close>, of m] by (intro bexI[of _ "r m"]) auto
qed
then show ?thesis
by (auto intro!: INF_mono simp: limsup_INF_SUP comp_def)
qed
lemma continuous_on_imp_continuous_within:
"continuous_on s f \ t \ s \ x \ s \ continuous (at x within t) f"
unfolding continuous_on_eq_continuous_within
by (auto simp: continuous_within intro: tendsto_within_subset)
lemma Liminf_compose_continuous_mono:
fixes f :: "'a::{complete_linorder, linorder_topology} \ 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "mono f" and F: "F \ bot"
shows "Liminf F (\n. f (g n)) = f (Liminf F g)"
proof -
{ fix P assume "eventually P F"
have "\x. P x"
proof (rule ccontr)
assume "\ (\x. P x)" then have "P = (\x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (SUP P\{P. eventually P F}. Inf (g ` Collect P)) =
Sup (f ` (\<lambda>P. Inf (g ` Collect P)) ` {P. eventually P F})"
using am continuous_on_imp_continuous_within [OF c]
by (rule continuous_at_Sup_mono) (auto intro: eventually_True)
then have "f (Liminf F g) = (SUP P \ {P. eventually P F}. f (Inf (g ` Collect P)))"
by (simp add: Liminf_def image_comp)
also have "\ = (SUP P \ {P. eventually P F}. Inf (f ` (g ` Collect P)))"
using * continuous_at_Inf_mono [OF am continuous_on_imp_continuous_within [OF c]]
by auto
finally show ?thesis by (auto simp: Liminf_def image_comp)
qed
lemma Limsup_compose_continuous_mono:
fixes f :: "'a::{complete_linorder, linorder_topology} \ 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "mono f" and F: "F \ bot"
shows "Limsup F (\n. f (g n)) = f (Limsup F g)"
proof -
{ fix P assume "eventually P F"
have "\x. P x"
proof (rule ccontr)
assume "\ (\x. P x)" then have "P = (\x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (INF P\{P. eventually P F}. Sup (g ` Collect P)) =
Inf (f ` (\<lambda>P. Sup (g ` Collect P)) ` {P. eventually P F})"
using am continuous_on_imp_continuous_within [OF c]
by (rule continuous_at_Inf_mono) (auto intro: eventually_True)
then have "f (Limsup F g) = (INF P \ {P. eventually P F}. f (Sup (g ` Collect P)))"
by (simp add: Limsup_def image_comp)
also have "\ = (INF P \ {P. eventually P F}. Sup (f ` (g ` Collect P)))"
using * continuous_at_Sup_mono [OF am continuous_on_imp_continuous_within [OF c]]
by auto
finally show ?thesis by (auto simp: Limsup_def image_comp)
qed
lemma Liminf_compose_continuous_antimono:
fixes f :: "'a::{complete_linorder,linorder_topology} \ 'b::{complete_linorder,linorder_topology}"
assumes c: "continuous_on UNIV f"
and am: "antimono f"
and F: "F \ bot"
shows "Liminf F (\n. f (g n)) = f (Limsup F g)"
proof -
have *: "\x. P x" if "eventually P F" for P
proof (rule ccontr)
assume "\ (\x. P x)" then have "P = (\x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed
have "f (INF P\{P. eventually P F}. Sup (g ` Collect P)) =
Sup (f ` (\<lambda>P. Sup (g ` Collect P)) ` {P. eventually P F})"
using am continuous_on_imp_continuous_within [OF c]
by (rule continuous_at_Inf_antimono) (auto intro: eventually_True)
then have "f (Limsup F g) = (SUP P \ {P. eventually P F}. f (Sup (g ` Collect P)))"
by (simp add: Limsup_def image_comp)
also have "\ = (SUP P \ {P. eventually P F}. Inf (f ` (g ` Collect P)))"
using * continuous_at_Sup_antimono [OF am continuous_on_imp_continuous_within [OF c]]
by auto
finally show ?thesis
by (auto simp: Liminf_def image_comp)
qed
lemma Limsup_compose_continuous_antimono:
fixes f :: "'a::{complete_linorder, linorder_topology} \ 'b::{complete_linorder, linorder_topology}"
assumes c: "continuous_on UNIV f" and am: "antimono f" and F: "F \ bot"
shows "Limsup F (\n. f (g n)) = f (Liminf F g)"
proof -
{ fix P assume "eventually P F"
have "\x. P x"
proof (rule ccontr)
assume "\ (\x. P x)" then have "P = (\x. False)"
by auto
with \<open>eventually P F\<close> F show False
by auto
qed }
note * = this
have "f (SUP P\{P. eventually P F}. Inf (g ` Collect P)) =
Inf (f ` (\<lambda>P. Inf (g ` Collect P)) ` {P. eventually P F})"
using am continuous_on_imp_continuous_within [OF c]
by (rule continuous_at_Sup_antimono) (auto intro: eventually_True)
then have "f (Liminf F g) = (INF P \ {P. eventually P F}. f (Inf (g ` Collect P)))"
by (simp add: Liminf_def image_comp)
also have "\ = (INF P \ {P. eventually P F}. Sup (f ` (g ` Collect P)))"
using * continuous_at_Inf_antimono [OF am continuous_on_imp_continuous_within [OF c]]
by auto
finally show ?thesis
by (auto simp: Limsup_def image_comp)
qed
lemma Liminf_filtermap_le: "Liminf (filtermap f F) g \ Liminf F (\x. g (f x))"
apply (cases "F = bot", simp)
by (subst Liminf_def)
(auto simp add: INF_lower Liminf_bounded eventually_filtermap eventually_mono intro!: SUP_least)
lemma Limsup_filtermap_ge: "Limsup (filtermap f F) g \ Limsup F (\x. g (f x))"
apply (cases "F = bot", simp)
by (subst Limsup_def)
(auto simp add: SUP_upper Limsup_bounded eventually_filtermap eventually_mono intro!: INF_greatest)
lemma Liminf_least: "(\P. eventually P F \ (INF x\Collect P. f x) \ x) \ Liminf F f \ x"
by (auto intro!: SUP_least simp: Liminf_def)
lemma Limsup_greatest: "(\P. eventually P F \ x \ (SUP x\Collect P. f x)) \ Limsup F f \ x"
by (auto intro!: INF_greatest simp: Limsup_def)
lemma Liminf_filtermap_ge: "inj f \ Liminf (filtermap f F) g \ Liminf F (\x. g (f x))"
apply (cases "F = bot", simp)
apply (rule Liminf_least)
subgoal for P
by (auto simp: eventually_filtermap the_inv_f_f
intro!: Liminf_bounded INF_lower2 eventually_mono[of P])
done
lemma Limsup_filtermap_le: "inj f \ Limsup (filtermap f F) g \ Limsup F (\x. g (f x))"
apply (cases "F = bot", simp)
apply (rule Limsup_greatest)
subgoal for P
by (auto simp: eventually_filtermap the_inv_f_f
intro!: Limsup_bounded SUP_upper2 eventually_mono[of P])
done
lemma Liminf_filtermap_eq: "inj f \ Liminf (filtermap f F) g = Liminf F (\x. g (f x))"
using Liminf_filtermap_le[of f F g] Liminf_filtermap_ge[of f F g]
by simp
lemma Limsup_filtermap_eq: "inj f \ Limsup (filtermap f F) g = Limsup F (\x. g (f x))"
using Limsup_filtermap_le[of f F g] Limsup_filtermap_ge[of F g f]
by simp
subsection \<open>More Limits\<close>
lemma convergent_limsup_cl:
fixes X :: "nat \ 'a::{complete_linorder,linorder_topology}"
shows "convergent X \ limsup X = lim X"
by (auto simp: convergent_def limI lim_imp_Limsup)
lemma convergent_liminf_cl:
fixes X :: "nat \ 'a::{complete_linorder,linorder_topology}"
shows "convergent X \ liminf X = lim X"
by (auto simp: convergent_def limI lim_imp_Liminf)
lemma lim_increasing_cl:
assumes "\n m. n \ m \ f n \ f m"
obtains l where "f \ (l::'a::{complete_linorder,linorder_topology})"
proof
show "f \ (SUP n. f n)"
using assms
by (intro increasing_tendsto)
(auto simp: SUP_upper eventually_sequentially less_SUP_iff intro: less_le_trans)
qed
lemma lim_decreasing_cl:
assumes "\n m. n \ m \ f n \ f m"
obtains l where "f \ (l::'a::{complete_linorder,linorder_topology})"
proof
show "f \ (INF n. f n)"
using assms
by (intro decreasing_tendsto)
(auto simp: INF_lower eventually_sequentially INF_less_iff intro: le_less_trans)
qed
lemma compact_complete_linorder:
fixes X :: "nat \ 'a::{complete_linorder,linorder_topology}"
shows "\l r. strict_mono r \ (X \ r) \ l"
proof -
obtain r where "strict_mono r" and mono: "monoseq (X \ r)"
using seq_monosub[of X]
unfolding comp_def
by auto
then have "(\n m. m \ n \ (X \ r) m \ (X \ r) n) \ (\n m. m \ n \ (X \ r) n \ (X \ r) m)"
by (auto simp add: monoseq_def)
then obtain l where "(X \ r) \ l"
using lim_increasing_cl[of "X \ r"] lim_decreasing_cl[of "X \ r"]
by auto
then show ?thesis
using \<open>strict_mono r\<close> by auto
qed
lemma tendsto_Limsup:
fixes f :: "_ \ 'a :: {complete_linorder,linorder_topology}"
shows "F \ bot \ Limsup F f = Liminf F f \ (f \ Limsup F f) F"
by (subst tendsto_iff_Liminf_eq_Limsup) auto
lemma tendsto_Liminf:
fixes f :: "_ \ 'a :: {complete_linorder,linorder_topology}"
shows "F \ bot \ Limsup F f = Liminf F f \ (f \ Liminf F f) F"
by (subst tendsto_iff_Liminf_eq_Limsup) auto
end
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