Theory Series (Isabelle2005: October 2005)

# Theory Series

Up to index of Isabelle/HOL/HOL-Complex

theory Series
imports SEQ Lim
begin

    (*  Title       : Series.thy
        Author      : Jacques D. Fleuriot
        Copyright   : 1998  University of Cambridge

    Converted to Isar and polished by lcp
    Converted to setsum and polished yet more by TNN
    Additional contributions by Jeremy Avigad
    *)

    header{*Finite Summation and Infinite Series*}

    theory Series
    imports SEQ Lim
    begin

    declare atLeastLessThan_iff[iff]
    declare setsum_op_ivl_Suc[simp]

    constdefs
       sums  :: "(nat => real) => real => bool"     (infixr "sums" 80)
       "f sums s  == (%n. setsum f {0..<n}) ----> s"

       summable :: "(nat=>real) => bool"
       "summable f == (∃s. f sums s)"

       suminf   :: "(nat=>real) => real"
       "suminf f == SOME s. f sums s"

    syntax
      "_suminf" :: "idt => real => real"    ("∑_. _" [0, 10] 10)
    translations
      "∑i. b" == "suminf (%i. b)"

    lemma sumr_diff_mult_const:
     "setsum f {0..<n} - (real n*r) = setsum (%i. f i - r) {0..<n::nat}"
    by (simp add: diff_minus setsum_addf real_of_nat_def)

    lemma real_setsum_nat_ivl_bounded:
         "(!!p. p < n ==> f(p) ≤ K)
          ==> setsum f {0..<n::nat} ≤ real n * K"
    using setsum_bounded[where A = "{0..<n}"]
    by (auto simp:real_of_nat_def)

    (* Generalize from real to some algebraic structure? *)
    lemma sumr_minus_one_realpow_zero [simp]:
      "(∑i=0..<2*n. (-1) ^ Suc i) = (0::real)"
    by (induct "n", auto)

    (* FIXME this is an awful lemma! *)
    lemma sumr_one_lb_realpow_zero [simp]:
      "(∑n=Suc 0..<n. f(n) * (0::real) ^ n) = 0"
    apply (induct "n")
    apply (case_tac [2] "n", auto)
    done

    lemma sumr_group:
         "(∑m=0..<n::nat. setsum f {m * k ..< m*k + k}) = setsum f {0 ..< n * k}"
    apply (subgoal_tac "k = 0 | 0 < k", auto)
    apply (induct "n")
    apply (simp_all add: setsum_add_nat_ivl add_commute)
    done

    (* FIXME generalize? *)
    lemma sumr_offset:
     "(∑m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}"
    by (induct "n", auto)

    lemma sumr_offset2:
     "∀f. (∑m=0..<n::nat. f(m+k)::real) = setsum f {0..<n+k} - setsum f {0..<k}"
    by (induct "n", auto)

    lemma sumr_offset3:
      "setsum f {0::nat..<n+k} = (∑m=0..<n. f (m+k)::real) + setsum f {0..<k}"
    by (simp  add: sumr_offset)

    lemma sumr_offset4:
     "∀n f. setsum f {0::nat..<n+k} =
            (∑m=0..<n. f (m+k)::real) + setsum f {0..<k}"
    by (simp add: sumr_offset)

    (*
    lemma sumr_from_1_from_0: "0 < n ==>
          (∑n=Suc 0 ..< Suc n. if even(n) then 0 else
                 ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n =
          (∑n=0..<Suc n. if even(n) then 0 else
                 ((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n"
    by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto)
    *)

    subsection{* Infinite Sums, by the Properties of Limits*}

    (*----------------------
       suminf is the sum
     ---------------------*)
    lemma sums_summable: "f sums l ==> summable f"
    by (simp add: sums_def summable_def, blast)

    lemma summable_sums: "summable f ==> f sums (suminf f)"
    apply (simp add: summable_def suminf_def)
    apply (blast intro: someI2)
    done

    lemma summable_sumr_LIMSEQ_suminf:
         "summable f ==> (%n. setsum f {0..<n}) ----> (suminf f)"
    apply (simp add: summable_def suminf_def sums_def)
    apply (blast intro: someI2)
    done

    (*-------------------
        sum is unique
     ------------------*)
    lemma sums_unique: "f sums s ==> (s = suminf f)"
    apply (frule sums_summable [THEN summable_sums])
    apply (auto intro!: LIMSEQ_unique simp add: sums_def)
    done

    lemma sums_split_initial_segment: "f sums s ==>
      (%n. f(n + k)) sums (s - (SUM i = 0..< k. f i))"
      apply (unfold sums_def);
      apply (simp add: sumr_offset);
      apply (rule LIMSEQ_diff_const)
      apply (rule LIMSEQ_ignore_initial_segment)
      apply assumption
    done

    lemma summable_ignore_initial_segment: "summable f ==>
        summable (%n. f(n + k))"
      apply (unfold summable_def)
      apply (auto intro: sums_split_initial_segment)
    done

    lemma suminf_minus_initial_segment: "summable f ==>
        suminf f = s ==> suminf (%n. f(n + k)) = s - (SUM i = 0..< k. f i)"
      apply (frule summable_ignore_initial_segment)
      apply (rule sums_unique [THEN sym])
      apply (frule summable_sums)
      apply (rule sums_split_initial_segment)
      apply auto
    done

    lemma suminf_split_initial_segment: "summable f ==>
        suminf f = (SUM i = 0..< k. f i) + suminf (%n. f(n + k))"
    by (auto simp add: suminf_minus_initial_segment)

    lemma series_zero:
         "(∀m. n ≤ m --> f(m) = 0) ==> f sums (setsum f {0..<n})"
    apply (simp add: sums_def LIMSEQ_def diff_minus[symmetric], safe)
    apply (rule_tac x = n in exI)
    apply (clarsimp simp add:setsum_diff[symmetric] cong:setsum_ivl_cong)
    done

    lemma sums_zero: "(%n. 0) sums 0";
      apply (unfold sums_def);
      apply simp;
      apply (rule LIMSEQ_const);
    done;

    lemma summable_zero: "summable (%n. 0)";
      apply (rule sums_summable);
      apply (rule sums_zero);
    done;

    lemma suminf_zero: "suminf (%n. 0) = 0";
      apply (rule sym);
      apply (rule sums_unique);
      apply (rule sums_zero);
    done;

    lemma sums_mult: "f sums a ==> (%n. c * f n) sums (c * a)"
    by (auto simp add: sums_def setsum_mult [symmetric]
             intro!: LIMSEQ_mult intro: LIMSEQ_const)

    lemma summable_mult: "summable f ==> summable (%n. c * f n)";
      apply (unfold summable_def);
      apply (auto intro: sums_mult);
    done;

    lemma suminf_mult: "summable f ==> suminf (%n. c * f n) = c * suminf f";
      apply (rule sym);
      apply (rule sums_unique);
      apply (rule sums_mult);
      apply (erule summable_sums);
    done;

    lemma sums_mult2: "f sums a ==> (%n. f n * c) sums (a * c)"
    apply (subst mult_commute)
    apply (subst mult_commute);back;
    apply (erule sums_mult)
    done

    lemma summable_mult2: "summable f ==> summable (%n. f n * c)"
      apply (unfold summable_def)
      apply (auto intro: sums_mult2)
    done

    lemma suminf_mult2: "summable f ==> suminf f * c = (∑n. f n * c)"
    by (auto intro!: sums_unique sums_mult summable_sums simp add: mult_commute)

    lemma sums_divide: "f sums a ==> (%n. (f n)/c) sums (a/c)"
    by (simp add: real_divide_def sums_mult mult_commute [of _ "inverse c"])

    lemma summable_divide: "summable f ==> summable (%n. (f n) / c)";
      apply (unfold summable_def);
      apply (auto intro: sums_divide);
    done;

    lemma suminf_divide: "summable f ==> suminf (%n. (f n) / c) = (suminf f) / c";
      apply (rule sym);
      apply (rule sums_unique);
      apply (rule sums_divide);
      apply (erule summable_sums);
    done;

    lemma sums_add: "[| x sums x0; y sums y0 |] ==> (%n. x n + y n) sums (x0+y0)"
    by (auto simp add: sums_def setsum_addf intro: LIMSEQ_add)

    lemma summable_add: "summable f ==> summable g ==> summable (%x. f x + g x)";
      apply (unfold summable_def);
      apply clarify;
      apply (rule exI);
      apply (erule sums_add);
      apply assumption;
    done;

    lemma suminf_add:
         "[| summable f; summable g |]
          ==> suminf f + suminf g  = (∑n. f n + g n)"
    by (auto intro!: sums_add sums_unique summable_sums)

    lemma sums_diff: "[| x sums x0; y sums y0 |] ==> (%n. x n - y n) sums (x0-y0)"
    by (auto simp add: sums_def setsum_subtractf intro: LIMSEQ_diff)

    lemma summable_diff: "summable f ==> summable g ==> summable (%x. f x - g x)";
      apply (unfold summable_def);
      apply clarify;
      apply (rule exI);
      apply (erule sums_diff);
      apply assumption;
    done;

    lemma suminf_diff:
         "[| summable f; summable g |]
          ==> suminf f - suminf g  = (∑n. f n - g n)"
    by (auto intro!: sums_diff sums_unique summable_sums)

    lemma sums_minus: "f sums s ==> (%x. - f x) sums (- s)";
      by (simp add: sums_def setsum_negf LIMSEQ_minus);

    lemma summable_minus: "summable f ==> summable (%x. - f x)";
      by (auto simp add: summable_def intro: sums_minus);

    lemma suminf_minus: "summable f ==> suminf (%x. - f x) = - (suminf f)";
      apply (rule sym);
      apply (rule sums_unique);
      apply (rule sums_minus);
      apply (erule summable_sums);
    done;

    lemma sums_group:
         "[|summable f; 0 < k |] ==> (%n. setsum f {n*k..<n*k+k}) sums (suminf f)"
    apply (drule summable_sums)
    apply (auto simp add: sums_def LIMSEQ_def sumr_group)
    apply (drule_tac x = r in spec, safe)
    apply (rule_tac x = no in exI, safe)
    apply (drule_tac x = "n*k" in spec)
    apply (auto dest!: not_leE)
    apply (drule_tac j = no in less_le_trans, auto)
    done

    lemma sumr_pos_lt_pair_lemma:
      "[|∀d. - f (n + (d + d)) < (f (Suc (n + (d + d))) :: real) |]
       ==> setsum f {0..<n+Suc(Suc 0)} ≤ setsum f {0..<Suc(Suc 0) * Suc no + n}"
    apply (induct "no", auto)
    apply (drule_tac x = "Suc no" in spec)
    apply (simp add: add_ac)
    (* FIXME why does simp require a separate step to prove the (pure arithmetic)
       left-over? With del cong: strong_setsum_cong it works!
    *)
    apply simp
    done

    lemma sumr_pos_lt_pair:
         "[|summable f;
            ∀d. 0 < (f(n + (Suc(Suc 0) * d))) + f(n + ((Suc(Suc 0) * d) + 1))|]
          ==> setsum f {0..<n} < suminf f"
    apply (drule summable_sums)
    apply (auto simp add: sums_def LIMSEQ_def)
    apply (drule_tac x = "f (n) + f (n + 1)" in spec)
    apply (auto iff: real_0_less_add_iff)
       --{*legacy proof: not necessarily better!*}
    apply (rule_tac [2] ccontr, drule_tac [2] linorder_not_less [THEN iffD1])
    apply (frule_tac [2] no=no in sumr_pos_lt_pair_lemma)
    apply (drule_tac x = 0 in spec, simp)
    apply (rotate_tac 1, drule_tac x = "Suc (Suc 0) * (Suc no) + n" in spec)
    apply (safe, simp)
    apply (subgoal_tac "suminf f + (f (n) + f (n + 1)) ≤
     setsum f {0 ..< Suc (Suc 0) * (Suc no) + n}")
    apply (rule_tac [2] y = "setsum f {0..<n+ Suc (Suc 0)}" in order_trans)
    prefer 3 apply assumption
    apply (rule_tac [2] y = "setsum f {0..<n} + (f (n) + f (n + 1))" in order_trans)
    apply simp_all
    apply (subgoal_tac "suminf f ≤ setsum f {0..< Suc (Suc 0) * (Suc no) + n}")
    apply (rule_tac [2] y = "suminf f + (f (n) + f (n + 1))" in order_trans)
    prefer 3 apply simp
    apply (drule_tac [2] x = 0 in spec)
     prefer 2 apply simp
    apply (subgoal_tac "0 ≤ setsum f {0 ..< Suc (Suc 0) * Suc no + n} + - suminf f")
    apply (simp add: abs_if)
    apply (auto simp add: linorder_not_less [symmetric])
    done

    text{*A summable series of positive terms has limit that is at least as
    great as any partial sum.*}

    lemma series_pos_le:
         "[| summable f; ∀m ≥ n. 0 ≤ f(m) |] ==> setsum f {0..<n} ≤ suminf f"
    apply (drule summable_sums)
    apply (simp add: sums_def)
    apply (cut_tac k = "setsum f {0..<n}" in LIMSEQ_const)
    apply (erule LIMSEQ_le, blast)
    apply (rule_tac x = n in exI, clarify)
    apply (rule setsum_mono2)
    apply auto
    done

    lemma series_pos_less:
         "[| summable f; ∀m ≥ n. 0 < f(m) |] ==> setsum f {0..<n} < suminf f"
    apply (rule_tac y = "setsum f {0..<Suc n}" in order_less_le_trans)
    apply (rule_tac [2] series_pos_le, auto)
    apply (drule_tac x = m in spec, auto)
    done

    text{*Sum of a geometric progression.*}

    lemmas sumr_geometric = geometric_sum [where 'a = real]

    lemma geometric_sums: "abs(x) < 1 ==> (%n. x ^ n) sums (1/(1 - x))"
    apply (case_tac "x = 1")
    apply (auto dest!: LIMSEQ_rabs_realpow_zero2
            simp add: sumr_geometric sums_def diff_minus add_divide_distrib)
    apply (subgoal_tac "1 / (1 + -x) = 0/ (x - 1) + - 1/ (x - 1) ")
    apply (erule ssubst)
    apply (rule LIMSEQ_add, rule LIMSEQ_divide)
    apply (auto intro: LIMSEQ_const simp add: diff_minus minus_divide_right LIMSEQ_rabs_realpow_zero2)
    done

    text{*Cauchy-type criterion for convergence of series (c.f. Harrison)*}

    lemma summable_convergent_sumr_iff:
     "summable f = convergent (%n. setsum f {0..<n})"
    by (simp add: summable_def sums_def convergent_def)

    lemma summable_Cauchy:
         "summable f =
          (∀e > 0. ∃N. ∀m ≥ N. ∀n. abs(setsum f {m..<n}) < e)"
    apply (auto simp add: summable_convergent_sumr_iff Cauchy_convergent_iff [symmetric] Cauchy_def diff_minus[symmetric])
    apply (drule_tac [!] spec, auto)
    apply (rule_tac x = M in exI)
    apply (rule_tac [2] x = N in exI, auto)
    apply (cut_tac [!] m = m and n = n in less_linear, auto)
    apply (frule le_less_trans [THEN less_imp_le], assumption)
    apply (drule_tac x = n in spec, simp)
    apply (drule_tac x = m in spec)
    apply(simp add: setsum_diff[symmetric])
    apply(subst abs_minus_commute)
    apply(simp add: setsum_diff[symmetric])
    apply(simp add: setsum_diff[symmetric])
    done

    text{*Comparison test*}

    lemma summable_comparison_test:
         "[| ∃N. ∀n ≥ N. abs(f n) ≤ g n; summable g |] ==> summable f"
    apply (auto simp add: summable_Cauchy)
    apply (drule spec, auto)
    apply (rule_tac x = "N + Na" in exI, auto)
    apply (rotate_tac 2)
    apply (drule_tac x = m in spec)
    apply (auto, rotate_tac 2, drule_tac x = n in spec)
    apply (rule_tac y = "∑k=m..<n. abs(f k)" in order_le_less_trans)
    apply (rule setsum_abs)
    apply (rule_tac y = "setsum g {m..<n}" in order_le_less_trans)
    apply (auto intro: setsum_mono simp add: abs_interval_iff)
    done

    lemma summable_rabs_comparison_test:
         "[| ∃N. ∀n ≥ N. abs(f n) ≤ g n; summable g |]
          ==> summable (%k. abs (f k))"
    apply (rule summable_comparison_test)
    apply (auto)
    done

    text{*Limit comparison property for series (c.f. jrh)*}

    lemma summable_le:
         "[|∀n. f n ≤ g n; summable f; summable g |] ==> suminf f ≤ suminf g"
    apply (drule summable_sums)+
    apply (auto intro!: LIMSEQ_le simp add: sums_def)
    apply (rule exI)
    apply (auto intro!: setsum_mono)
    done

    lemma summable_le2:
         "[|∀n. abs(f n) ≤ g n; summable g |]
          ==> summable f & suminf f ≤ suminf g"
    apply (auto intro: summable_comparison_test intro!: summable_le)
    apply (simp add: abs_le_interval_iff)
    done

    text{*Absolute convergence imples normal convergence*}
    lemma summable_rabs_cancel: "summable (%n. abs (f n)) ==> summable f"
    apply (auto simp add: summable_Cauchy)
    apply (drule spec, auto)
    apply (rule_tac x = N in exI, auto)
    apply (drule spec, auto)
    apply (rule_tac y = "∑n=m..<n. abs(f n)" in order_le_less_trans)
    apply (auto)
    done

    text{*Absolute convergence of series*}
    lemma summable_rabs:
         "summable (%n. abs (f n)) ==> abs(suminf f) ≤ (∑n. abs(f n))"
    by (auto intro: LIMSEQ_le LIMSEQ_imp_rabs summable_rabs_cancel summable_sumr_LIMSEQ_suminf)

    subsection{* The Ratio Test*}

    lemma rabs_ratiotest_lemma: "[| c ≤ 0; abs x ≤ c * abs y |] ==> x = (0::real)"
    apply (drule order_le_imp_less_or_eq, auto)
    apply (subgoal_tac "0 ≤ c * abs y")
    apply (simp add: zero_le_mult_iff, arith)
    done

    lemma le_Suc_ex: "(k::nat) ≤ l ==> (∃n. l = k + n)"
    apply (drule le_imp_less_or_eq)
    apply (auto dest: less_imp_Suc_add)
    done

    lemma le_Suc_ex_iff: "((k::nat) ≤ l) = (∃n. l = k + n)"
    by (auto simp add: le_Suc_ex)

    (*All this trouble just to get 0<c *)
    lemma ratio_test_lemma2:
         "[| ∀n ≥ N. abs(f(Suc n)) ≤ c*abs(f n) |]
          ==> 0 < c | summable f"
    apply (simp (no_asm) add: linorder_not_le [symmetric])
    apply (simp add: summable_Cauchy)
    apply (safe, subgoal_tac "∀n. N < n --> f (n) = 0")
     prefer 2
     apply clarify
     apply(erule_tac x = "n - 1" in allE)
     apply (simp add:diff_Suc split:nat.splits)
     apply (blast intro: rabs_ratiotest_lemma)
    apply (rule_tac x = "Suc N" in exI, clarify)
    apply(simp cong:setsum_ivl_cong)
    done

    lemma ratio_test:
         "[| c < 1; ∀n ≥ N. abs(f(Suc n)) ≤ c*abs(f n) |]
          ==> summable f"
    apply (frule ratio_test_lemma2, auto)
    apply (rule_tac g = "%n. (abs (f N) / (c ^ N))*c ^ n"
           in summable_comparison_test)
    apply (rule_tac x = N in exI, safe)
    apply (drule le_Suc_ex_iff [THEN iffD1])
    apply (auto simp add: power_add realpow_not_zero)
    apply (induct_tac "na", auto)
    apply (rule_tac y = "c*abs (f (N + n))" in order_trans)
    apply (auto intro: mult_right_mono simp add: summable_def)
    apply (simp add: mult_ac)
    apply (rule_tac x = "abs (f N) * (1/ (1 - c)) / (c ^ N)" in exI)
    apply (rule sums_divide)
    apply (rule sums_mult)
    apply (auto intro!: geometric_sums)
    done

    text{*Differentiation of finite sum*}

    lemma DERIV_sumr [rule_format (no_asm)]:
         "(∀r. m ≤ r & r < (m + n) --> DERIV (%x. f r x) x :> (f' r x))
          --> DERIV (%x. ∑n=m..<n::nat. f n x) x :> (∑r=m..<n. f' r x)"
    apply (induct "n")
    apply (auto intro: DERIV_add)
    done

    ML
    {*
    val sums_def = thm"sums_def";
    val summable_def = thm"summable_def";
    val suminf_def = thm"suminf_def";

    val sumr_minus_one_realpow_zero = thm "sumr_minus_one_realpow_zero";
    val sumr_one_lb_realpow_zero = thm "sumr_one_lb_realpow_zero";
    val sumr_group = thm "sumr_group";
    val sums_summable = thm "sums_summable";
    val summable_sums = thm "summable_sums";
    val summable_sumr_LIMSEQ_suminf = thm "summable_sumr_LIMSEQ_suminf";
    val sums_unique = thm "sums_unique";
    val series_zero = thm "series_zero";
    val sums_mult = thm "sums_mult";
    val sums_divide = thm "sums_divide";
    val sums_diff = thm "sums_diff";
    val suminf_mult = thm "suminf_mult";
    val suminf_mult2 = thm "suminf_mult2";
    val suminf_diff = thm "suminf_diff";
    val sums_minus = thm "sums_minus";
    val sums_group = thm "sums_group";
    val sumr_pos_lt_pair_lemma = thm "sumr_pos_lt_pair_lemma";
    val sumr_pos_lt_pair = thm "sumr_pos_lt_pair";
    val series_pos_le = thm "series_pos_le";
    val series_pos_less = thm "series_pos_less";
    val sumr_geometric = thm "sumr_geometric";
    val geometric_sums = thm "geometric_sums";
    val summable_convergent_sumr_iff = thm "summable_convergent_sumr_iff";
    val summable_Cauchy = thm "summable_Cauchy";
    val summable_comparison_test = thm "summable_comparison_test";
    val summable_rabs_comparison_test = thm "summable_rabs_comparison_test";
    val summable_le = thm "summable_le";
    val summable_le2 = thm "summable_le2";
    val summable_rabs_cancel = thm "summable_rabs_cancel";
    val summable_rabs = thm "summable_rabs";
    val rabs_ratiotest_lemma = thm "rabs_ratiotest_lemma";
    val le_Suc_ex = thm "le_Suc_ex";
    val le_Suc_ex_iff = thm "le_Suc_ex_iff";
    val ratio_test_lemma2 = thm "ratio_test_lemma2";
    val ratio_test = thm "ratio_test";
    val DERIV_sumr = thm "DERIV_sumr";
    *}

    end

lemma sumr_diff_mult_const:

      setsum f {0..<n} - real n * r = (∑i = 0..<n. f i - r)

lemma real_setsum_nat_ivl_bounded:

      (!!p. p < n ==> f p ≤ K) ==> setsum f {0..<n} ≤ real n * K

lemma sumr_minus_one_realpow_zero:

      (∑i = 0..<2 * n. -1 ^ Suc i) = 0

lemma sumr_one_lb_realpow_zero:

      (∑n = Suc 0..<n. f n * 0 ^ n) = 0

lemma sumr_group:

      (∑m = 0..<n. setsum f {m * k..<m * k + k}) = setsum f {0..<n * k}

lemma sumr_offset:

      (∑m = 0..<n. f (m + k)) = setsum f {0..<n + k} - setsum f {0..<k}

lemma sumr_offset2:

      ∀f. (∑m = 0..<n. f (m + k)) = setsum f {0..<n + k} - setsum f {0..<k}

lemma sumr_offset3:

      setsum f {0..<n + k} = (∑m = 0..<n. f (m + k)) + setsum f {0..<k}

lemma sumr_offset4:

      ∀n f. setsum f {0..<n + k} = (∑m = 0..<n. f (m + k)) + setsum f {0..<k}

### Infinite Sums, by the Properties of Limits

lemma sums_summable:

      f sums l ==> summable f

lemma summable_sums:

      summable f ==> f sums suminf f

lemma summable_sumr_LIMSEQ_suminf:

      summable f ==> (%n. setsum f {0..<n}) ----> suminf f

lemma sums_unique:

      f sums s ==> s = suminf f

lemma sums_split_initial_segment:

      f sums s ==> (%n. f (n + k)) sums (s - setsum f {0..<k})

lemma summable_ignore_initial_segment:

      summable f ==> summable (%n. f (n + k))

lemma suminf_minus_initial_segment:

      [| summable f; suminf f = s |] ==> (∑n. f (n + k)) = s - setsum f {0..<k}

lemma suminf_split_initial_segment:

      summable f ==> suminf f = setsum f {0..<k} + (∑n. f (n + k))

lemma series_zero:

      ∀m≥n. f m = 0 ==> f sums setsum f {0..<n}

lemma sums_zero:

      (%n. 0) sums 0

lemma summable_zero:

      summable (%n. 0)

lemma suminf_zero:

      (∑n. 0) = 0

lemma sums_mult:

      f sums a ==> (%n. c * f n) sums (c * a)

lemma summable_mult:

      summable f ==> summable (%n. c * f n)

lemma suminf_mult:

      summable f ==> (∑n. c * f n) = c * suminf f

lemma sums_mult2:

      f sums a ==> (%n. f n * c) sums (a * c)

lemma summable_mult2:

      summable f ==> summable (%n. f n * c)

lemma suminf_mult2:

      summable f ==> suminf f * c = (∑n. f n * c)

lemma sums_divide:

      f sums a ==> (%n. f n / c) sums (a / c)

lemma summable_divide:

      summable f ==> summable (%n. f n / c)

lemma suminf_divide:

      summable f ==> (∑n. f n / c) = suminf f / c

lemma sums_add:

      [| x sums x0.0; y sums y0.0 |] ==> (%n. x n + y n) sums (x0.0 + y0.0)

lemma summable_add:

      [| summable f; summable g |] ==> summable (%x. f x + g x)

lemma suminf_add:

      [| summable f; summable g |] ==> suminf f + suminf g = (∑n. f n + g n)

lemma sums_diff:

      [| x sums x0.0; y sums y0.0 |] ==> (%n. x n - y n) sums (x0.0 - y0.0)

lemma summable_diff:

      [| summable f; summable g |] ==> summable (%x. f x - g x)

lemma suminf_diff:

      [| summable f; summable g |] ==> suminf f - suminf g = (∑n. f n - g n)

lemma sums_minus:

      f sums s ==> (%x. - f x) sums - s

lemma summable_minus:

      summable f ==> summable (%x. - f x)

lemma suminf_minus:

      summable f ==> (∑x. - f x) = - suminf f

lemma sums_group:

      [| summable f; 0 < k |] ==> (%n. setsum f {n * k..<n * k + k}) sums suminf f

lemma sumr_pos_lt_pair_lemma:

      ∀d. - f (n + (d + d)) < f (Suc (n + (d + d)))
      ==> setsum f {0..<n + Suc (Suc 0)} ≤ setsum f {0..<Suc (Suc 0) * Suc no + n}

lemma sumr_pos_lt_pair:

      [| summable f;
         ∀d. 0 < f (n + Suc (Suc 0) * d) + f (n + (Suc (Suc 0) * d + 1)) |]
      ==> setsum f {0..<n} < suminf f

lemma series_pos_le:

      [| summable f; ∀m≥n. 0 ≤ f m |] ==> setsum f {0..<n} ≤ suminf f

lemma series_pos_less:

      [| summable f; ∀m≥n. 0 < f m |] ==> setsum f {0..<n} < suminf f

lemmas sumr_geometric:

      x ≠ 1 ==> setsum (op ^ x) {0..<n} = (x ^ n - 1) / (x - 1)

lemmas sumr_geometric:

      x ≠ 1 ==> setsum (op ^ x) {0..<n} = (x ^ n - 1) / (x - 1)

lemma geometric_sums:

      ¦x¦ < 1 ==> op ^ x sums (1 / (1 - x))

lemma summable_convergent_sumr_iff:

      summable f = convergent (%n. setsum f {0..<n})

lemma summable_Cauchy:

      summable f = (∀e>0. ∃N. ∀m. N ≤ m --> (∀n. ¦setsum f {m..<n}¦ < e))

lemma summable_comparison_test:

      [| ∃N. ∀n. N ≤ n --> ¦f n¦ ≤ g n; summable g |] ==> summable f

lemma summable_rabs_comparison_test:

      [| ∃N. ∀n. N ≤ n --> ¦f n¦ ≤ g n; summable g |] ==> summable (%k. ¦f k¦)

lemma summable_le:

      [| ∀n. f n ≤ g n; summable f; summable g |] ==> suminf f ≤ suminf g

lemma summable_le2:

      [| ∀n. ¦f n¦ ≤ g n; summable g |] ==> summable f ∧ suminf f ≤ suminf g

lemma summable_rabs_cancel:

      summable (%n. ¦f n¦) ==> summable f

lemma summable_rabs:

      summable (%n. ¦f n¦) ==> ¦suminf f¦ ≤ (∑n. ¦f n¦)

### The Ratio Test

lemma rabs_ratiotest_lemma:

      [| c ≤ 0; ¦x¦ ≤ c * ¦y¦ |] ==> x = 0

lemma le_Suc_ex:

      k ≤ l ==> ∃n. l = k + n

lemma le_Suc_ex_iff:

      (k ≤ l) = (∃n. l = k + n)

lemma ratio_test_lemma2:

      ∀n≥N. ¦f (Suc n)¦ ≤ c * ¦f n¦ ==> 0 < c ∨ summable f

lemma ratio_test:

      [| c < 1; ∀n≥N. ¦f (Suc n)¦ ≤ c * ¦f n¦ |] ==> summable f

lemma DERIV_sumr:

      ∀r. m ≤ r ∧ r < m + n --> DERIV (f r) x :> f' r x
      ==> DERIV (%x. ∑n = m..<n. f n x) x :> (∑r = m..<n. f' r x)