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Books.Analysis2_Tao_2022.Chapters.Chap04.section05_part1

noncomputable def realExpSeries (x : ) :

Definition 4.5.1 (Exponential function): for every real number x, the exponential function is given by the power series exp(x) := ∑' n : ℕ, x^n / n!.

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    noncomputable def realEulerNumber :

    Definition 4.5.2 (Euler's number): Euler's number e is the real number defined by e := exp(1), with series expansion e = ∑' n : ℕ, 1 / n!.

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      noncomputable def naturalLog :
      (Set.Ioi 0)

      Definition 4.5.3 (Natural logarithm): the natural logarithm is the function log : (0, ∞) → ℝ, also denoted ln, defined as the inverse of exp : ℝ → (0, ∞).

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        theorem naturalLog_inverse_exp :
        (∀ (x : (Set.Ioi 0)), Real.exp (naturalLog x) = x) ∀ (y : ), naturalLog Real.exp y, = y

        The restricted natural logarithm and exponential satisfy exp (naturalLog x) = x for x > 0 and naturalLog (exp y) = y.

        theorem summable_one_div_factorial :
        Summable fun (n : ) => 1 / n.factorial

        The defining series ∑ n, 1 / n! for Euler's number is summable in .

        Series characterization of Euler's number via the exponential series at x = 1.

        Helper for Proposition 4.5.1: rewrite Real.exp x as (Real.exp 1) ^ x.

        Helper for Proposition 4.5.1: rewrite (Real.exp 1) ^ x using realEulerNumber.

        Proposition 4.5.1: for every real number x, the exponential function satisfies Real.exp x = realEulerNumber ^ x (that is, exp(x) = e^x).

        Theorem 4.5.1 (Basic properties of exp, part (a)): for every real number x, the series ∑' n : ℕ, x^n / n! is absolutely convergent. In particular, Real.exp x = ∑' n : ℕ, x^n / n! for all x, the associated power series has infinite radius of convergence, and Real.exp is real analytic on .

        Theorem 4.5.2 (Basic properties of exp, part (b)): the function exp : ℝ → ℝ is differentiable on , and for every x : ℝ, we have exp'(x) = exp(x).

        Theorem 4.5.3 (Basic properties of exp, part (c)): the function exp is continuous on . Moreover, for every a, b : ℝ, ∫ x in a..b, exp x = exp b - exp a.

        Theorem 4.5.4 (Basic properties of exp, part (d)): for all x, y : ℝ, exp (x + y) = exp x * exp y.

        Theorem 4.5.5 (Basic properties of exp, part (e)): exp 0 = 1. Moreover, for every x : ℝ, we have exp x > 0 and exp (-x) = 1 / exp x.

        Theorem 4.5.6 (Basic properties of exp, part (f)): the function exp is strictly increasing on . Equivalently, for all x, y : ℝ, y > x ↔ Real.exp y > Real.exp x.

        theorem helperForTheorem_4_5_7_deriv_log_of_pos (x : ) (_hx : 0 < x) :

        Helper for Theorem 4.5.7: derivative of Real.log at positive inputs.

        theorem helperForTheorem_4_5_7_rightEndpoint_pos (a b : ) (ha : 0 < a) (hab : a < b) :
        0 < b

        Helper for Theorem 4.5.7: positivity of the right endpoint from 0 < a < b.

        theorem helperForTheorem_4_5_7_integral_one_div_eq_log_div (a b : ) (ha : 0 < a) (hab : a < b) :
        (x : ) in a..b, 1 / x = Real.log (b / a)

        Helper for Theorem 4.5.7: integral of 1 / x on a positive interval.

        theorem helperForTheorem_4_5_7_log_div_eq_sub (a b : ) (ha : 0 < a) (hab : a < b) :

        Helper for Theorem 4.5.7: convert log (b / a) into log b - log a.

        theorem logarithm_properties_part_a :
        (∀ (x : ), 0 < xderiv Real.log x = 1 / x) ∀ (a b : ), 0 < aa < b (x : ) in a..b, 1 / x = Real.log b - Real.log a

        Theorem 4.5.7 (Logarithm properties, part (a)): for every x > 0, the derivative of ln is ln'(x) = 1 / x. In particular, for any 0 < a < b, ∫ x in a..b, (1 / x) = ln(b) - ln(a).

        theorem logarithm_properties_part_b (x y : ) :
        0 < x0 < yReal.log (x * y) = Real.log x + Real.log y

        Theorem 4.5.8 (Logarithm properties, part (b)): for all x, y > 0, ln (xy) = ln x + ln y.

        Helper for Theorem 4.5.9: the logarithm of 1 is 0.

        Helper for Theorem 4.5.9: reciprocal inside log gives negation.

        Helper for Theorem 4.5.9: the reciprocal-log identity in the x > 0 form.

        theorem logarithm_properties_part_c :
        Real.log 1 = 0 ∀ (x : ), 0 < xReal.log (1 / x) = -Real.log x

        Theorem 4.5.9 (Logarithm properties, part (c)): ln(1) = 0. Moreover, for every x > 0, ln(1 / x) = -ln(x).

        theorem helperForTheorem_4_5_10_rpow_def_of_pos {x y : } (hx : 0 < x) :
        x ^ y = Real.exp (y * Real.log x)

        Helper for Theorem 4.5.10: rewrite x ^ y with the exp (y * log x) definition when x > 0.

        theorem helperForTheorem_4_5_10_log_rpow_of_pos {x y : } (hx : 0 < x) :
        Real.log (x ^ y) = y * Real.log x

        Helper for Theorem 4.5.10: the logarithm of a real power for positive base.

        theorem logarithm_properties_part_d (x y : ) :
        0 < xReal.log (x ^ y) = y * Real.log x

        Theorem 4.5.10 (Logarithm properties, part (d)): for any x > 0 and y : ℝ, one has ln (x^y) = y ln x, where x^y is defined by x^y = exp (y ln x).

        theorem helperForTheorem_4_5_11_log_one_sub_eq_neg_tsum_of_mem_Ioo_neg_one_one {x : } (hx : x Set.Ioo (-1) 1) :
        Real.log (1 - x) = -∑' (n : ), x ^ (n + 1) / ↑(n + 1)

        Helper for Theorem 4.5.11: the logarithm series identity on (-1, 1).

        theorem helperForTheorem_4_5_11_term_rewrite_center_one (x : ) (n : ) :
        (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1) = -((1 - x) ^ (n + 1) / ↑(n + 1))

        Helper for Theorem 4.5.11: rewrite the centered logarithm-series term.

        theorem helperForTheorem_4_5_11_log_eq_and_summable_inside_radius {x : } (hx : x Set.Ioo 0 2) :
        Real.log x = ∑' (n : ), (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1) Summable fun (n : ) => (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1)

        Helper for Theorem 4.5.11: on (0, 2), log equals its centered power series at 1, and that series is summable.

        theorem helperForTheorem_4_5_11_not_summable_outside_radius {x : } (hx : 1 < |x - 1|) :
        ¬Summable fun (n : ) => (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1)

        Helper for Theorem 4.5.11: outside radius 1 about 1, the centered logarithm series is not summable.

        theorem logarithm_properties_part_e :
        (∀ xSet.Ioo (-1) 1, Real.log (1 - x) = -∑' (n : ), x ^ (n + 1) / ↑(n + 1)) AnalyticAt Real.log 1 (∀ xSet.Ioo 0 2, Real.log x = ∑' (n : ), (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1)) (∀ (x : ), |x - 1| < 1Summable fun (n : ) => (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1)) ∀ (x : ), 1 < |x - 1|¬Summable fun (n : ) => (-1) ^ n / ↑(n + 1) * (x - 1) ^ (n + 1)
        theorem helperForProposition_4_5_2_abs_alternating_harmonic_term (n : ) :
        |(-1) ^ n / ↑(n + 1)| = 1 / ↑(n + 1)

        Helper for Proposition 4.5.2: each alternating-harmonic term has absolute value 1 / (n + 1).

        theorem helperForProposition_4_5_2_summable_alternating_implies_summable_harmonic :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1))Summable fun (n : ) => 1 / n

        Helper for Proposition 4.5.2: unconditional summability of the alternating harmonic series implies summability of the harmonic series.

        Helper for Proposition 4.5.2: under Lean's default (unconditional) Summable, the alternating harmonic series is not summable.

        theorem helperForProposition_4_5_2_target_conjunction_implies_not_summable :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2¬Summable fun (n : ) => (-1) ^ n / ↑(n + 1)

        Helper for Proposition 4.5.2: any putative witness of the target conjunction would force a Summable claim that is already refuted under Lean's unconditional Summable semantics on .

        Helper for Proposition 4.5.2: Real.log 2 is nonzero.

        Helper for Proposition 4.5.2: under Lean's default unconditional Summable semantics on , the alternating-harmonic tsum is forced to be 0.

        Helper for Proposition 4.5.2: under Lean's default unconditional Summable semantics on , the asserted tsum = log 2 identity cannot hold.

        theorem helperForProposition_4_5_2_target_conjunction_implies_log_two_eq_zero :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2Real.log 2 = 0

        Helper for Proposition 4.5.2: any proof of the target conjunction forces Real.log 2 = 0 under unconditional tsum semantics.

        theorem helperForProposition_4_5_2_target_conjunction_implies_false_via_log_two :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2False

        Helper for Proposition 4.5.2: any proof of the target conjunction directly contradicts Real.log 2 ≠ 0.

        theorem helperForProposition_4_5_2_not_target_conjunction_unconditional :
        ¬((Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2)

        Helper for Proposition 4.5.2: the target conjunction is inconsistent under Lean's default (unconditional) Summable on .

        theorem helperForProposition_4_5_2_target_conjunction_implies_summable_harmonic :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2Summable fun (n : ) => 1 / n

        Helper for Proposition 4.5.2: any proof of the target conjunction would force summability of the (unshifted) harmonic series.

        theorem helperForProposition_4_5_2_target_conjunction_implies_false_via_harmonic :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2False

        Helper for Proposition 4.5.2: the target conjunction yields a contradiction with Real.not_summable_one_div_natCast.

        theorem helperForProposition_4_5_2_not_target_conjunction_via_harmonic_divergence :
        ¬((Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2)

        Helper for Proposition 4.5.2: contradiction with harmonic divergence yields direct negation of the target conjunction.

        theorem helperForProposition_4_5_2_target_conjunction_iff_false :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2 False

        Helper for Proposition 4.5.2: under Lean's default unconditional Summable semantics on , the target conjunction is equivalent to False.

        theorem helperForProposition_4_5_2_unconditional_obstructions :
        (¬Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ¬∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2

        Helper for Proposition 4.5.2: under Lean's default unconditional Summable semantics on , both asserted claims in the target conjunction are blocked.

        theorem helperForProposition_4_5_2_partial_sums_tendsto_some_limit :
        ∃ (l : ), Filter.Tendsto (fun (n : ) => iFinset.range n, (-1) ^ i / ↑(i + 1)) Filter.atTop (nhds l)

        Helper for Proposition 4.5.2: the alternating harmonic partial sums converge conditionally (as a limit of finite sums), even though unconditional Summable on fails for this series in Lean.

        theorem helperForProposition_4_5_2_target_conjunction_implies_partial_sums_tendsto_log_two :
        (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2Filter.Tendsto (fun (n : ) => iFinset.range n, (-1) ^ i / ↑(i + 1)) Filter.atTop (nhds (Real.log 2))

        Helper for Proposition 4.5.2: if the target conjunction held, then the ordered partial sums would converge to Real.log 2.

        theorem helperForProposition_4_5_2_partial_sums_limit_unique {l₁ l₂ : } (h₁ : Filter.Tendsto (fun (n : ) => iFinset.range n, (-1) ^ i / ↑(i + 1)) Filter.atTop (nhds l₁)) (h₂ : Filter.Tendsto (fun (n : ) => iFinset.range n, (-1) ^ i / ↑(i + 1)) Filter.atTop (nhds l₂)) :
        l₁ = l₂

        Helper for Proposition 4.5.2: the limit of alternating-harmonic partial sums, when it exists, is unique.

        theorem helperForProposition_4_5_2_target_conjunction_forces_unique_limit_log_two (h : (Summable fun (n : ) => (-1) ^ n / ↑(n + 1)) ∑' (n : ), (-1) ^ n / ↑(n + 1) = Real.log 2) {l : } (hl : Filter.Tendsto (fun (n : ) => iFinset.range n, (-1) ^ i / ↑(i + 1)) Filter.atTop (nhds l)) :

        Helper for Proposition 4.5.2: under the target conjunction, any candidate limit of alternating-harmonic partial sums must equal Real.log 2.

        Proposition 4.5.2: the alternating harmonic series converges to ln(2), encoded in Lean as convergence of ordered partial sums: ∑_{n=1}^∞ (-1)^{n+1}/n = ln(2) becomes Tendsto (fun N => ∑ n < N, (-1)^n/(n+1)) atTop (𝓝 (log 2)).