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Books.Analysis2_Tao_2022.Chapters.Chap01.section04_part1

def IsSubsequenceFrom {X : Type u_1} [MetricSpace X] (x : X) (m : ) (y : X) :

Definition 1.16 (Subsequences): Let (X,d) be a metric space, let (x^(n))_{n=m}^infty be a sequence in X, and let (n_j) be a strictly increasing sequence of integers with n_j >= m (equivalently, m <= n_1 < n_2 < n_3 < ...). The sequence (x^(n_j))_{j=1}^infty is called a subsequence of (x^(n))_{n=m}^infty.

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    theorem tendsto_subseq_of_tendsto {X : Type u_1} [MetricSpace X] (x : X) {x0 : X} (hx : Filter.Tendsto x Filter.atTop (nhds x0)) {n : } (hn : StrictMono n) :
    Filter.Tendsto (fun (j : ) => x (n j)) Filter.atTop (nhds x0)

    Lemma 1.2: Let (X,d) be a metric space, (x^{(n)}) a sequence in X, and x0 ∈ X. If x^{(n)} → x0 as n → ∞, then for every strictly increasing sequence of indices (n_j), the subsequence (x^{(n_j)}) converges to x0.

    def IsLimitPointSeqFrom {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) :

    Definition 1.17 (Limit point of a sequence): Let (X,d) be a metric space, let m be a starting index, and let (x^(n))_{n=m}^infty be a sequence in X. A point L ∈ X is called a limit point of (x^(n))_{n=m}^infty if for every N ≥ m and every ε > 0 there exists an integer n ≥ N such that d(x^(n), L) ≤ ε.

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      theorem isLimitPointSeqFrom_iff {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) :
      IsLimitPointSeqFrom x m L Nm, ε > 0, nN, dist (x n) L ε

      A point is a limit point of a sequence from index m if every tail gets within any ε > 0.

      def IsCauchySeqFrom {X : Type u_1} [MetricSpace X] (x : X) (m : ) :

      Definition 1.18 (Cauchy sequence): Let (X,d) be a metric space, let m ∈ ℕ, and let (x^(n))_{n=m}^∞ be a sequence in X. The sequence is called a Cauchy sequence if for every ε > 0 there exists an integer N ≥ m such that d(x^(j), x^(k)) < ε for all j, k ≥ N.

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        theorem isCauchySeqFrom_imp_cauchySeq_tail {X : Type u_1} [MetricSpace X] (x : X) (m : ) :
        IsCauchySeqFrom x mCauchySeq fun (n : ) => x (n + m)

        A Cauchy sequence from index m gives a CauchySeq for the shifted tail.

        theorem cauchySeq_tail_imp_isCauchySeqFrom {X : Type u_1} [MetricSpace X] (x : X) (m : ) :
        (CauchySeq fun (n : ) => x (n + m))IsCauchySeqFrom x m

        A CauchySeq of the shifted tail yields a Cauchy sequence from index m.

        theorem isCauchySeqFrom_iff_cauchySeq_tail {X : Type u_1} [MetricSpace X] (x : X) (m : ) :
        IsCauchySeqFrom x m CauchySeq fun (n : ) => x (n + m)

        A sequence is Cauchy from index m iff its shifted tail is a CauchySeq.

        theorem helperForProposition_1_19_one_div_pos (k : ) :
        0 < 1 / (k + 1)

        Helper for Proposition 1.19: the bound 1/(k+1) is always positive.

        theorem helperForProposition_1_19_extend_tail {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) (h : ε > 0, Nm, nN, dist (x n) L < ε) (ε : ) :
        ε > 0∀ (N : ), nN, dist (x n) L < ε

        Helper for Proposition 1.19: extend the tail condition to any starting index.

        theorem helperForProposition_1_19_tendsto_of_one_div_bound (f : ) (hf0 : ∀ (k : ), 0 f k) (hf : ∀ (k : ), f k 1 / (k + 1)) :

        Helper for Proposition 1.19: a squeeze argument for the bound 1/(k+1).

        theorem limitPointSeqFrom_iff_subseq_tendsto {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) :
        (∀ ε > 0, Nm, nN, dist (x n) L < ε) ∃ (n : ), StrictMono n m n 0 Filter.Tendsto (fun (j : ) => dist (x (n j)) L) Filter.atTop (nhds 0)

        Proposition 1.19: Let (X,d) be a metric space, let (x^(n))_{n=m}^infty be a sequence in X, and let L ∈ X. The following statements are equivalent: (i) for every ε > 0 and every N ≥ m, there exists n ≥ N such that d(x^(n), L) < ε; (ii) there exists a strictly increasing sequence of integers (n_j)_{j=1}^∞ with n_1 ≥ m such that d(x^(n_j), L) → 0 as j → ∞.

        theorem helperForLemma_1_3_dist_lt_of_tail_dist_lt {X : Type u_1} [MetricSpace X] (x : X) (m : ) (x0 : X) {N0 j : } {r : } (h : nN0, dist (x (n + m)) x0 < r) (hj : N0 + m j) :
        dist (x j) x0 < r

        Helper for Lemma 1.3: extend a tail distance bound to any index beyond N0 + m.

        theorem convergentSeqFrom_isCauchy {X : Type u_1} [MetricSpace X] (x : X) (m : ) {x0 : X} (hx : Filter.Tendsto (fun (n : ) => x (n + m)) Filter.atTop (nhds x0)) :

        Lemma 1.3 (Convergent sequences are Cauchy): Let (X,d) be a metric space and let (x^(n))_{n=m}^∞ be a sequence in X such that x^(n) → x0 ∈ X as n → ∞. Then (x^(n))_{n=m}^∞ is a Cauchy sequence, i.e., for every ε > 0 there exists N ≥ m such that for all n, n' ≥ N one has d(x^(n), x^(n')) < ε. A convergent tail of a sequence is Cauchy from its starting index.

        theorem helperForLemma_1_4_eventually_ge_subseqIndex {n : } (hn : StrictMono n) (N : ) :
        ∃ (J : ), jJ, N n j

        Helper for Lemma 1.4: a strictly increasing subsequence is eventually beyond any index.

        theorem helperForLemma_1_4_choose_subseqIndex_close {X : Type u_1} [MetricSpace X] (x : X) {x0 : X} {n : } (hn : StrictMono n) (hsub : Filter.Tendsto (fun (j : ) => x (n j)) Filter.atTop (nhds x0)) {N : } {ε : } ( : 0 < ε) :
        ∃ (j : ), N n j dist (x (n j)) x0 < ε

        Helper for Lemma 1.4: pick a subsequence index beyond N that is ε-close to x0.

        theorem tendsto_of_cauchySeqFrom_of_subseq_tendsto {X : Type u_1} [MetricSpace X] (x : X) (m : ) {x0 : X} (hx : IsCauchySeqFrom x m) {n : } (hn : StrictMono n) (hnm : ∀ (j : ), m n j) (hsub : Filter.Tendsto (fun (j : ) => x (n j)) Filter.atTop (nhds x0)) :
        Filter.Tendsto (fun (k : ) => x (k + m)) Filter.atTop (nhds x0)

        Lemma 1.4: Let (X,d) be a metric space and let (x^{(n)})_{n=m}^∞ be a Cauchy sequence in X. Suppose there exists a subsequence (x^{(n_j)}) and a point x0 ∈ X such that x^{(n_j)} → x0 as j → ∞. Then x^{(n)} → x0 as n → ∞.

        theorem helperForLemma_1_5_le_apply_of_le {n : } (hn : StrictMono n) {N j : } (hNj : N j) :
        N n j

        Helper for Lemma 1.5: a strictly increasing index map dominates any lower bound.

        theorem cauchySeqFrom_subseq {X : Type u_1} [MetricSpace X] (x : X) (m : ) (y : X) (hx : IsCauchySeqFrom x m) (hsub : IsSubsequenceFrom x m y) :

        Lemma 1.5 (Subsequence of Cauchy sequence is Cauchy): Let (X,d) be a metric space and let (x^(n))_{n=m}^∞ be a Cauchy sequence in X. Then every subsequence (x^(n_j))_{j=1}^∞ of (x^(n))_{n=m}^∞ is also a Cauchy sequence.

        Definition 1.19 (Complete metric space): A metric space (X,d) is complete if every Cauchy sequence converges to a point of X, i.e., for every Cauchy sequence there exists x ∈ X such that d(x_n, x) → 0 as n → ∞.

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          The book's Cauchy-sequence definition of completeness is equivalent to CompleteSpace.

          theorem completeSpace_subtype_closed {X : Type u_1} [MetricSpace X] {Y : Set X} :

          Proposition 1.20: Let (X,d) be a metric space and let Y ⊆ X be equipped with the subspace metric d|_{Y×Y}. (a) If (Y, d|_{Y×Y}) is complete, then Y is closed in X. (b) If (X,d) is complete and Y is closed in X, then (Y, d|_{Y×Y}) is complete.

          theorem helperForProposition_1_21_exists_index_ge_m {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) (hL : ε > 0, Nm, nN, dist (x n) L < ε) (ε : ) :
          ε > 0nm, dist (x n) L < ε

          Helper for Proposition 1.21: specialize the limit-point hypothesis at N = m.

          theorem helperForProposition_1_21_mem_tail_set {X : Type u_1} (x : X) (m n : ) (hn : n m) :
          x n {a : X | nm, a = x n}

          Helper for Proposition 1.21: an index n ≥ m gives membership in the tail set.

          theorem limitPointSeqFrom_adherent_point {X : Type u_1} [MetricSpace X] (x : X) (m : ) (L : X) (hL : ε > 0, Nm, nN, dist (x n) L < ε) (ε : ) :
          ε > 0a{a : X | nm, a = x n}, dist a L < ε

          Proposition 1.21: Let (X,d) be a metric space, let m ∈ ℕ, and let (x^(n))_{n=m}^∞ be a sequence in X. Let L ∈ X. Assume that L is a limit point of the sequence, i.e., for every ε > 0 and every N ≥ m there exists n ≥ N such that d(x^(n), L) < ε. Then L is an adherent point of the set A := {x^(n) : n ≥ m}, i.e., for every ε > 0 there exists a ∈ A such that d(a, L) < ε. A limit point of a tail of a sequence is an adherent point of the tail set.

          theorem cauchySeq_limit_unique {X : Type u_1} [MetricSpace X] (x : X) {x0 y0 : X} (hx : CauchySeq x) (hx' : Filter.Tendsto x Filter.atTop (nhds x0)) (hy' : Filter.Tendsto x Filter.atTop (nhds y0)) :
          x0 = y0

          Proposition 1.22: Let (X,d) be a metric space, and let (x_n)_{n∈ℕ} be a Cauchy sequence in X. If x_n → x and x_n → y for some x,y ∈ X, then x = y. Equivalently, a Cauchy sequence in a metric space has at most one limit.

          theorem cauchySeq_limit_unique' {X : Type u_1} [MetricSpace X] (x : X) {x0 y0 : X} (hx : CauchySeq x) (hx' : Filter.Tendsto x Filter.atTop (nhds x0)) (hy' : Filter.Tendsto x Filter.atTop (nhds y0)) :
          x0 = y0

          A Cauchy sequence in a metric space has at most one limit.

          def FormalLimit (X : Type u) [MetricSpace X] :

          Definition 1.20 (Completion via formal limits): Let (X,d) be a metric space. (1) For every Cauchy sequence (x_n)_{n=1}^∞ in X, introduce a formal symbol LIM_{n→∞} x_n. (2) Define an equivalence relation ~ on such formal symbols by LIM x_n ~ LIM y_n iff lim_{n→∞} d(x_n,y_n) = 0. (3) Define to be the set of equivalence classes modulo ~. (4) Define d_{X̄} : X̄ × X̄ → [0,∞) by d_{X̄}(LIM x_n, LIM y_n) := lim_{n→∞} d(x_n,y_n), where representatives are chosen from the corresponding equivalence classes.

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            def FormalLimitRel (X : Type u) [MetricSpace X] (x y : FormalLimit X) :

            The relation identifying two formal limits when their pointwise distance tends to 0.

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              Helper for Proposition 1.23: reflexivity of the formal-limit relation.

              Helper for Proposition 1.23: symmetry of the formal-limit relation.

              Helper for Proposition 1.23: transitivity of the formal-limit relation.

              Proposition 1.23: Let (X,d) be a metric space, and let C be the set of all Cauchy sequences in X. For Cauchy sequences (x_n) and (y_n) define a relation ~ on the set of formal limits {LIM_{n→∞} x_n : (x_n) ∈ C} by LIM x_n ~ LIM y_n iff lim_{n→∞} d(x_n,y_n) = 0. Then ~ is an equivalence relation.

              Helper for Proposition 1.24: the setoid induced by the formal-limit relation.

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                Helper for Proposition 1.24: the completion via formal limits as a quotient of formal symbols.

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                  theorem helperForProposition_1_24_distSeq_cauchy (X : Type u) [MetricSpace X] (x y : FormalLimit X) :
                  CauchySeq fun (n : ) => dist (x n) (y n)

                  Helper for Proposition 1.24: the pointwise distance between two Cauchy representatives is itself a Cauchy sequence.

                  Helper for Proposition 1.24: define the representative-level distance via limUnder.

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                    Helper for Proposition 1.24: the representative-level distance is the limit of pointwise distances.

                    Helper for Proposition 1.24: the representative-level distance respects the formal-limit equivalence relation.

                    Helper for Proposition 1.24: the distance on the formal completion, defined by limits of distances.

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                      theorem helperForProposition_1_24_formalLimit_coe_cauchy (X : Type u) [MetricSpace X] (x : FormalLimit X) :
                      CauchySeq fun (n : ) => (x n)

                      Helper for Proposition 1.24: the coerced sequence of a formal limit is Cauchy in the completion.

                      Helper for Proposition 1.24: send a formal limit to the limit of its coerced sequence.

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                        Helper for Proposition 1.24: the coerced sequence converges to its chosen completion point.

                        Helper for Proposition 1.24: powers of 1/2 tend to 0.

                        theorem helperForProposition_1_24_pow_eventually_lt (ε : ) ( : 0 < ε) :
                        ∃ (N : ), nN, (1 / 2) ^ n < ε

                        Helper for Proposition 1.24: powers of 1/2 are eventually below any positive threshold.

                        Helper for Proposition 1.24: the formal-limit completion is (noncanonically) equivalent to the uniform completion.

                        Helper for Proposition 1.24: dist vanishes on identical classes.

                        Helper for Proposition 1.24: the formal-limit distance is symmetric.

                        Helper for Proposition 1.24: the formal-limit distance satisfies the triangle inequality.

                        Helper for Proposition 1.24: distance zero gives equality in the quotient.

                        Helper for Proposition 1.24: the pseudo-metric structure on the formal completion.

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                          Helper for Proposition 1.24: the formal-limit completion carries a metric-space structure.

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                            Proposition 1.24: Let (X,d) be a metric space. Define as the set of equivalence classes of Cauchy sequences in X, where two Cauchy sequences (x_n) and (y_n) are equivalent if d(x_n,y_n) → 0 as n → ∞. For classes [(x_n)], [(y_n)] ∈ X̄, define d_{X̄}([(x_n)],[(y_n)]) := lim_{n→∞} d(x_n,y_n). Then d_{X̄} is well-defined and (X̄, d_{X̄}) is a metric space.

                            Helper for Proposition 1.24: the formal-limit distance does not depend on the chosen Cauchy representatives.

                            Helper for Proposition 1.24: the formal-limit completion carries a metric-space structure via the formal-limit distance.

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                            theorem helperForTheorem_1_4_chooseRepresentatives (X : Type u) [MetricSpace X] (u : CompletionViaFormalLimits X) :
                            ∃ (x : FormalLimit X), ∀ (n : ), u n = x n

                            Helper for Theorem 1.4: choose representatives for a sequence in the quotient.

                            theorem helperForTheorem_1_4_reindex_cauchy (X : Type u) [MetricSpace X] (z : FormalLimit X) {m : } (hm : StrictMono m) :
                            CauchySeq fun (n : ) => z (m n)

                            Helper for Theorem 1.4: reindexing a Cauchy representative stays Cauchy.

                            theorem helperForTheorem_1_4_equiv_reindex (X : Type u) [MetricSpace X] (z : FormalLimit X) {m : } (hm : StrictMono m) :
                            FormalLimitRel X z fun (n : ) => z (m n),

                            Helper for Theorem 1.4: a formal limit is equivalent to any strictly monotone reindexing.

                            theorem helperForTheorem_1_4_eventually_dist_lt (X : Type u) [MetricSpace X] {x y : FormalLimit X} {r : } (h : helperForProposition_1_24_formalLimitDist X x y < r) :
                            ∃ (N : ), nN, dist (x n) (y n) < r

                            Helper for Theorem 1.4: if the formal-limit distance is below r, then pointwise distances are eventually below r.

                            theorem helperForTheorem_1_4_pow_eventually_lt (ε : ) ( : 0 < ε) :
                            ∃ (N : ), nN, (1 / 2) ^ (n + 2) < ε

                            Helper for Theorem 1.4: powers of 1/2 are eventually below any positive threshold.

                            theorem helperForTheorem_1_4_cauchySeq_subseq_geometric (X : Type u) [MetricSpace X] (u : CompletionViaFormalLimits X) (hu : CauchySeq u) :
                            ∃ (m : ), StrictMono m ∀ (n : ), dist (u (m n)) (u (m (n + 1))) < (1 / 2) ^ (n + 2)

                            Helper for Theorem 1.4: extract a geometric subsequence of a Cauchy sequence in the completion.

                            theorem helperForTheorem_1_4_diagonal_index (X : Type u) [MetricSpace X] {u : CompletionViaFormalLimits X} {m : } {x : FormalLimit X} (hx : ∀ (n : ), u (m n) = x n) (hsmall : ∀ (n : ), dist (u (m n)) (u (m (n + 1))) < (1 / 2) ^ (n + 2)) :
                            ∃ (k : ), Monotone k (∀ (n j : ), j k ndist ((x n) j) ((x (n + 1)) j) < (1 / 2) ^ (n + 2)) ∀ (n j : ), j k ndist ((x (n + 1)) (k n)) ((x (n + 1)) j) < (1 / 2) ^ (n + 2)

                            Helper for Theorem 1.4: build a monotone diagonal index with pointwise control.

                            theorem helperForTheorem_1_4_diagonal_cauchy (X : Type u) [MetricSpace X] {x : FormalLimit X} {k : } (hkmono : Monotone k) (hA : ∀ (n j : ), j k ndist ((x n) j) ((x (n + 1)) j) < (1 / 2) ^ (n + 2)) (hB : ∀ (n j : ), j k ndist ((x (n + 1)) (k n)) ((x (n + 1)) j) < (1 / 2) ^ (n + 2)) :
                            CauchySeq fun (n : ) => (x n) (k n)

                            Helper for Theorem 1.4: the diagonal sequence is Cauchy.

                            theorem helperForTheorem_1_4_tendsto_of_cauchy_of_subseq {X : Type u} [MetricSpace X] {u : X} (hu : CauchySeq u) {m : } (hm : StrictMono m) {a : X} (hsub : Filter.Tendsto (fun (n : ) => u (m n)) Filter.atTop (nhds a)) :

                            Helper for Theorem 1.4: a Cauchy sequence with a convergent subsequence converges.