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Books.Analysis2_Tao_2022.Chapters.Chap03.section06

theorem helperForTheorem_3_6_eventually_norm_sub_le_on_uIoc {a b : } (hab : a < b) {fseq : } {f : } (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) (ε : ) :
ε > 0∀ᶠ (n : ) in Filter.atTop, xSet.uIoc a b, fseq n x - f x ε

Helper for Theorem 3.6: uniform convergence on Set.Icc gives a uniform bound on Set.uIoc.

theorem helperForTheorem_3_6_ae_tendsto_on_uIoc {a b : } (hab : a < b) {fseq : } {f : } (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) :

Helper for Theorem 3.6: almost everywhere pointwise convergence on Set.uIoc.

theorem helperForTheorem_3_6_intervalIntegrable_limit {a b : } (hab : a < b) {fseq : } {f : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) :

Helper for Theorem 3.6: the uniform limit is interval integrable.

theorem helperForTheorem_3_6_tendsto_intervalIntegral {a b : } (hab : a < b) {fseq : } {f : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) (hf_int : IntervalIntegrable f MeasureTheory.volume a b) :
Filter.Tendsto (fun (n : ) => (x : ) in a..b, fseq n x) Filter.atTop (nhds ( (x : ) in a..b, f x))

Helper for Theorem 3.6: convergence of interval integrals under uniform convergence.

theorem uniformLimit_intervalIntegral {a b : } (_hab : a < b) {fseq : } {f : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) :
IntervalIntegrable f MeasureTheory.volume a b Filter.Tendsto (fun (n : ) => (x : ) in a..b, fseq n x) Filter.atTop (nhds ( (x : ) in a..b, f x))

Theorem 3.6: Let a < b be real numbers. For each integer n ≥ 1, let f^{(n)} : [a,b] → ℝ be Riemann integrable, and assume that f^{(n)} → f uniformly on [a,b]. Then f is Riemann integrable and lim_{n→∞} ∫_{[a,b]} f^{(n)} = ∫_{[a,b]} f.

theorem uniformLimit_intervalIntegral_interchange {a b : } (_hab : a b) {fseq : } {f : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn fseq f Filter.atTop (Set.Icc a b)) :
IntervalIntegrable f MeasureTheory.volume a b Filter.Tendsto (fun (n : ) => (x : ) in a..b, fseq n x) Filter.atTop (nhds ( (x : ) in a..b, f x))

Theorem 3.7: [Interchange of limit and integral under uniform convergence] Let [a,b] be a compact interval in . If f^{(n)} are Riemann-integrable on [a,b] and converge uniformly to f on [a,b], then f is Riemann-integrable and lim_{n→∞} ∫_a^b f^{(n)} = ∫_a^b f.

theorem helperForTheorem_3_8_intervalIntegrable_partialSums {a b : } {fseq : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (n : ) :
IntervalIntegrable (fun (x : ) => iFinset.range n, fseq i x) MeasureTheory.volume a b

Helper for Theorem 3.8: partial sums are interval integrable.

theorem helperForTheorem_3_8_intervalIntegral_partialSums {a b : } {fseq : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (n : ) :
(x : ) in a..b, iFinset.range n, fseq i x = iFinset.range n, (x : ) in a..b, fseq i x

Helper for Theorem 3.8: interval integral of a partial sum is the sum of integrals.

theorem helperForTheorem_3_8_tendsto_integral_partials {a b : } {fseq : } {s : } {partials : } (hrewrite : ∀ (n : ), (x : ) in a..b, partials n x = iFinset.range n, (x : ) in a..b, fseq i x) (htend : Filter.Tendsto (fun (n : ) => (x : ) in a..b, partials n x) Filter.atTop (nhds ( (x : ) in a..b, s x))) :
Filter.Tendsto (fun (n : ) => iFinset.range n, (x : ) in a..b, fseq i x) Filter.atTop (nhds ( (x : ) in a..b, s x))

Helper for Theorem 3.8: rewrite Tendsto after identifying two sequences.

Helper for Theorem 3.8: convert Tendsto of range partial sums to conditional HasSum.

theorem helperForTheorem_3_8_intervalIntegral_hasSumConditional {a b : } (hab : a < b) {fseq : } {s : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn (fun (n : ) (x : ) => iFinset.range n, fseq i x) s Filter.atTop (Set.Icc a b)) :
IntervalIntegrable s MeasureTheory.volume a b HasSum (fun (n : ) => (x : ) in a..b, fseq n x) ( (x : ) in a..b, s x) (SummationFilter.conditional )

Helper for Theorem 3.8: conditional summation of integrals from uniform convergence.

Helper for Theorem 3.8: upgrade conditional HasSum to unconditional under unconditional summability.

theorem uniformSeries_intervalIntegral {a b : } (hab : a < b) {fseq : } {s : } (h_integrable : ∀ (n : ), IntervalIntegrable (fseq n) MeasureTheory.volume a b) (h_unif : TendstoUniformlyOn (fun (n : ) (x : ) => iFinset.range n, fseq i x) s Filter.atTop (Set.Icc a b)) :
IntervalIntegrable s MeasureTheory.volume a b HasSum (fun (n : ) => (x : ) in a..b, fseq n x) ( (x : ) in a..b, s x) (SummationFilter.conditional )

Theorem 3.8: Let a < b and let f^{(n)} be Riemann-integrable on [a,b]. Assume the series ∑ f^{(n)}(x) converges uniformly on [a,b] to s(x). Then s is Riemann-integrable on [a,b] and ∫_{[a,b]} s = ∑_{n=1}^∞ ∫_{[a,b]} f^{(n)}.

theorem helperForExample_3_6_3_hasSum_power_div {r : } (hr0 : 0 < r) (hr1 : r < 1) :
HasSum (fun (n : ) => r ^ n / n) (-Real.log (1 - r))

Helper for Example 3.6.3 : the series ∑ r^n / n sums to -log(1-r) for 0 < r < 1.

theorem helperForExample_3_6_3_tsum_shift_pow_div {r : } (h : Summable fun (n : ) => r ^ n / n) :
∑' (n : ), r ^ (n + 1) / (n + 1) = ∑' (n : ), r ^ n / n

Helper for Example 3.6.3 : shift the index in ∑ r^n / n.

theorem log_one_sub_eq_tsum_power_div {r : } (hr0 : 0 < r) (hr1 : r < 1) :
-Real.log (1 - r) = ∑' (n : ), r ^ (n + 1) / (n + 1)

Example 3.6.3 : For every real number r with 0 < r < 1, the identity -log(1-r) = ∑_{n=0}^∞ r^{n+1}/(n+1) holds.