Library Coq.Reals.SeqProp


Require Import Rbase.
Require Import Rfunctions.
Require Import Rseries.
Require Import Max.
Require Import Omega.
Local Open Scope R_scope.

Convergence properties of sequences

Definition Un_decreasing (Un:nat -> R) : Prop :=
  forall n:nat, Un (S n) <= Un n.
Definition opp_seq (Un:nat -> R) (n:nat) : R := - Un n.
Definition has_ub (Un:nat -> R) : Prop := bound (EUn Un).
Definition has_lb (Un:nat -> R) : Prop := bound (EUn (opp_seq Un)).

Lemma growing_cv :
  forall Un:nat -> R, Un_growing Un -> has_ub Un -> { l:R | Un_cv Un l }.

Lemma decreasing_growing :
  forall Un:nat -> R, Un_decreasing Un -> Un_growing (opp_seq Un).

Lemma decreasing_cv :
  forall Un:nat -> R, Un_decreasing Un -> has_lb Un -> { l:R | Un_cv Un l }.

Lemma ub_to_lub :
  forall Un:nat -> R, has_ub Un -> { l:R | is_lub (EUn Un) l }.

Lemma lb_to_glb :
  forall Un:nat -> R, has_lb Un -> { l:R | is_lub (EUn (opp_seq Un)) l }.

Definition lub (Un:nat -> R) (pr:has_ub Un) : R :=
  let (a,_) := ub_to_lub Un pr in a.

Definition glb (Un:nat -> R) (pr:has_lb Un) : R :=
  let (a,_) := lb_to_glb Un pr in - a.

Notation maj_sup := ub_to_lub (only parsing).
Notation min_inf := lb_to_glb (only parsing).
Notation majorant := lub (only parsing).
Notation minorant := glb (only parsing).

Lemma maj_ss :
  forall (Un:nat -> R) (k:nat),
    has_ub Un -> has_ub (fun i:nat => Un (k + i)%nat).

Lemma min_ss :
  forall (Un:nat -> R) (k:nat),
    has_lb Un -> has_lb (fun i:nat => Un (k + i)%nat).

Definition sequence_ub (Un:nat -> R) (pr:has_ub Un)
  (i:nat) : R := lub (fun k:nat => Un (i + k)%nat) (maj_ss Un i pr).

Definition sequence_lb (Un:nat -> R) (pr:has_lb Un)
  (i:nat) : R := glb (fun k:nat => Un (i + k)%nat) (min_ss Un i pr).

Notation sequence_majorant := sequence_ub (only parsing).
Notation sequence_minorant := sequence_lb (only parsing).
Lemma Wn_decreasing :
  forall (Un:nat -> R) (pr:has_ub Un), Un_decreasing (sequence_ub Un pr).

Lemma Vn_growing :
  forall (Un:nat -> R) (pr:has_lb Un), Un_growing (sequence_lb Un pr).

Lemma Vn_Un_Wn_order :
  forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un)
    (n:nat), sequence_lb Un pr2 n <= Un n <= sequence_ub Un pr1 n.

Lemma min_maj :
  forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un),
    has_ub (sequence_lb Un pr2).

Lemma maj_min :
  forall (Un:nat -> R) (pr1:has_ub Un) (pr2:has_lb Un),
    has_lb (sequence_ub Un pr1).

Lemma cauchy_maj : forall Un:nat -> R, Cauchy_crit Un -> has_ub Un.

Lemma cauchy_opp :
  forall Un:nat -> R, Cauchy_crit Un -> Cauchy_crit (opp_seq Un).

Lemma cauchy_min : forall Un:nat -> R, Cauchy_crit Un -> has_lb Un.

Lemma maj_cv :
  forall (Un:nat -> R) (pr:Cauchy_crit Un),
    { l:R | Un_cv (sequence_ub Un (cauchy_maj Un pr)) l }.

Lemma min_cv :
  forall (Un:nat -> R) (pr:Cauchy_crit Un),
    { l:R | Un_cv (sequence_lb Un (cauchy_min Un pr)) l }.

Lemma cond_eq :
  forall x y:R, (forall eps:R, 0 < eps -> Rabs (x - y) < eps) -> x = y.

Lemma not_Rlt : forall r1 r2:R, ~ r1 < r2 -> r1 >= r2.

Lemma approx_maj :
  forall (Un:nat -> R) (pr:has_ub Un) (eps:R),
    0 < eps -> exists k : nat, Rabs (lub Un pr - Un k) < eps.

Lemma approx_min :
  forall (Un:nat -> R) (pr:has_lb Un) (eps:R),
    0 < eps -> exists k : nat, Rabs (glb Un pr - Un k) < eps.

Unicity of limit for convergent sequences
Lemma UL_sequence :
  forall (Un:nat -> R) (l1 l2:R), Un_cv Un l1 -> Un_cv Un l2 -> l1 = l2.

Lemma CV_plus :
  forall (An Bn:nat -> R) (l1 l2:R),
    Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i + Bn i) (l1 + l2).

Lemma cv_cvabs :
  forall (Un:nat -> R) (l:R),
    Un_cv Un l -> Un_cv (fun i:nat => Rabs (Un i)) (Rabs l).

Lemma CV_Cauchy :
  forall Un:nat -> R, { l:R | Un_cv Un l } -> Cauchy_crit Un.

Lemma maj_by_pos :
  forall Un:nat -> R,
    { l:R | Un_cv Un l } ->
    exists l : R, 0 < l /\ (forall n:nat, Rabs (Un n) <= l).

Lemma CV_mult :
  forall (An Bn:nat -> R) (l1 l2:R),
    Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i * Bn i) (l1 * l2).

Lemma tech9 :
  forall Un:nat -> R,
    Un_growing Un -> forall m n:nat, (m <= n)%nat -> Un m <= Un n.

Lemma tech13 :
  forall (An:nat -> R) (k:R),
    0 <= k < 1 ->
    Un_cv (fun n:nat => Rabs (An (S n) / An n)) k ->
    exists k0 : R,
      k < k0 < 1 /\
      (exists N : nat,
        (forall n:nat, (N <= n)%nat -> Rabs (An (S n) / An n) < k0)).

Lemma growing_ineq :
  forall (Un:nat -> R) (l:R),
    Un_growing Un -> Un_cv Un l -> forall n:nat, Un n <= l.

Un->l => (-Un) -> (-l)
Lemma CV_opp :
  forall (An:nat -> R) (l:R), Un_cv An l -> Un_cv (opp_seq An) (- l).

Lemma decreasing_ineq :
  forall (Un:nat -> R) (l:R),
    Un_decreasing Un -> Un_cv Un l -> forall n:nat, l <= Un n.

Lemma CV_minus :
  forall (An Bn:nat -> R) (l1 l2:R),
    Un_cv An l1 -> Un_cv Bn l2 -> Un_cv (fun i:nat => An i - Bn i) (l1 - l2).

Un -> +oo
Definition cv_infty (Un:nat -> R) : Prop :=
  forall M:R, exists N : nat, (forall n:nat, (N <= n)%nat -> M < Un n).

Un -> +oo => /Un -> O
Lemma cv_infty_cv_R0 :
  forall Un:nat -> R,
    (forall n:nat, Un n <> 0) -> cv_infty Un -> Un_cv (fun n:nat => / Un n) 0.

Lemma decreasing_prop :
  forall (Un:nat -> R) (m n:nat),
    Un_decreasing Un -> (m <= n)%nat -> Un n <= Un m.

|x|^n/n! -> 0
Lemma cv_speed_pow_fact :
  forall x:R, Un_cv (fun n:nat => x ^ n / INR (fact n)) 0.