/
ennreal.lean
503 lines (433 loc) · 22.6 KB
/
ennreal.lean
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/-
Copyright (c) 2017 Johannes Hölzl. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Author: Johannes Hölzl
Extended non-negative reals
-/
import topology.instances.nnreal data.real.ennreal
noncomputable theory
open classical set lattice filter metric
local attribute [instance] prop_decidable
variables {α : Type*} {β : Type*} {γ : Type*}
local notation `∞` := ennreal.infinity
namespace ennreal
variables {a b c d : ennreal} {r p q : nnreal}
section topological_space
open topological_space
/-- Topology on `ennreal`.
Note: this is different from the `emetric_space` topology. The `emetric_space` topology has
`is_open {⊤}`, while this topology doesn't have singleton elements. -/
instance : topological_space ennreal :=
topological_space.generate_from {s | ∃a, s = {b | a < b} ∨ s = {b | b < a}}
instance : orderable_topology ennreal := ⟨rfl⟩
instance : t2_space ennreal := by apply_instance
instance : second_countable_topology ennreal :=
⟨⟨⋃q ≥ (0:ℚ), {{a : ennreal | a < nnreal.of_real q}, {a : ennreal | ↑(nnreal.of_real q) < a}},
countable_bUnion (countable_encodable _) $ assume a ha, countable_insert (countable_singleton _),
le_antisymm
(generate_from_le $ λ s h, begin
rcases h with ⟨a, hs | hs⟩;
[ rw show s = ⋃q∈{q:ℚ | 0 ≤ q ∧ a < nnreal.of_real q}, {b | ↑(nnreal.of_real q) < b},
from set.ext (assume b, by simp [hs, @ennreal.lt_iff_exists_rat_btwn a b, and_assoc]),
rw show s = ⋃q∈{q:ℚ | 0 ≤ q ∧ ↑(nnreal.of_real q) < a}, {b | b < ↑(nnreal.of_real q)},
from set.ext (assume b, by simp [hs, @ennreal.lt_iff_exists_rat_btwn b a, and_comm, and_assoc])];
{ apply is_open_Union, intro q,
apply is_open_Union, intro hq,
exact generate_open.basic _ (mem_bUnion hq.1 $ by simp) }
end)
(generate_from_le $ by simp [or_imp_distrib, is_open_lt', is_open_gt'] {contextual := tt})⟩⟩
lemma embedding_coe : embedding (coe : nnreal → ennreal) :=
and.intro (assume a b, coe_eq_coe.1) $
begin
refine le_antisymm _ _,
{ rw [orderable_topology.topology_eq_generate_intervals nnreal],
refine generate_from_le (assume s ha, _),
rcases ha with ⟨a, rfl | rfl⟩,
exact ⟨{b : ennreal | ↑a < b}, @is_open_lt' ennreal ennreal.topological_space _ _ _, by simp⟩,
exact ⟨{b : ennreal | b < ↑a}, @is_open_gt' ennreal ennreal.topological_space _ _ _, by simp⟩, },
{ rw [orderable_topology.topology_eq_generate_intervals ennreal,
induced_le_iff_le_coinduced],
refine generate_from_le (assume s ha, _),
rcases ha with ⟨a, rfl | rfl⟩,
show is_open {b : nnreal | a < ↑b},
{ cases a; simp [none_eq_top, some_eq_coe, is_open_lt'] },
show is_open {b : nnreal | ↑b < a},
{ cases a; simp [none_eq_top, some_eq_coe, is_open_gt', is_open_const] } }
end
lemma is_open_ne_top : is_open {a : ennreal | a ≠ ⊤} :=
is_open_neg (is_closed_eq continuous_id continuous_const)
lemma coe_range_mem_nhds : range (coe : nnreal → ennreal) ∈ (nhds (r : ennreal)).sets :=
have {a : ennreal | a ≠ ⊤} = range (coe : nnreal → ennreal),
from set.ext $ assume a, by cases a; simp [none_eq_top, some_eq_coe],
this ▸ mem_nhds_sets is_open_ne_top coe_ne_top
lemma tendsto_coe {f : filter α} {m : α → nnreal} {a : nnreal} :
tendsto (λa, (m a : ennreal)) f (nhds ↑a) ↔ tendsto m f (nhds a) :=
embedding_coe.tendsto_nhds_iff.symm
lemma continuous_coe {α} [topological_space α] {f : α → nnreal} :
continuous (λa, (f a : ennreal)) ↔ continuous f :=
embedding_coe.continuous_iff.symm
lemma nhds_coe {r : nnreal} : nhds (r : ennreal) = (nhds r).map coe :=
by rw [embedding_coe.2, map_nhds_induced_eq coe_range_mem_nhds]
lemma nhds_coe_coe {r p : nnreal} : nhds ((r : ennreal), (p : ennreal)) =
(nhds (r, p)).map (λp:nnreal×nnreal, (p.1, p.2)) :=
begin
rw [(embedding_prod_mk embedding_coe embedding_coe).map_nhds_eq],
rw [← prod_range_range_eq],
exact prod_mem_nhds_sets coe_range_mem_nhds coe_range_mem_nhds
end
lemma tendsto_to_nnreal {a : ennreal} : a ≠ ⊤ →
tendsto (ennreal.to_nnreal) (nhds a) (nhds a.to_nnreal) :=
begin
cases a; simp [some_eq_coe, none_eq_top, nhds_coe, tendsto_map'_iff, (∘)],
exact tendsto_id
end
lemma tendsto_nhds_top {m : α → ennreal} {f : filter α}
(h : ∀n:ℕ, {a | ↑n < m a} ∈ f.sets) : tendsto m f (nhds ⊤) :=
tendsto_nhds_generate_from $ assume s hs,
match s, hs with
| _, ⟨none, or.inl rfl⟩, hr := (lt_irrefl ⊤ hr).elim
| _, ⟨some r, or.inl rfl⟩, hr :=
let ⟨n, hrn⟩ := exists_nat_gt r in
mem_sets_of_superset (h n) $ assume a hnma, show ↑r < m a, from
lt_trans (show (r : ennreal) < n, from (coe_nat n) ▸ coe_lt_coe.2 hrn) hnma
| _, ⟨a, or.inr rfl⟩, hr := (not_top_lt $ show ⊤ < a, from hr).elim
end
lemma tendsto_coe_nnreal_nhds_top {α} {l : filter α} {f : α → nnreal} (h : tendsto f l at_top) :
tendsto (λa, (f a : ennreal)) l (nhds (⊤:ennreal)) :=
tendsto_nhds_top $ assume n,
have {a : α | ↑(n+1) ≤ f a} ∈ l.sets := h $ mem_at_top _,
mem_sets_of_superset this $ assume a (ha : ↑(n+1) ≤ f a),
begin
rw [← coe_nat],
dsimp,
exact coe_lt_coe.2 (lt_of_lt_of_le (nat.cast_lt.2 (nat.lt_succ_self _)) ha)
end
instance : topological_add_monoid ennreal :=
⟨ continuous_iff_tendsto.2 $
have hl : ∀a:ennreal, tendsto (λ (p : ennreal × ennreal), p.fst + p.snd) (nhds (⊤, a)) (nhds ⊤), from
assume a, tendsto_nhds_top $ assume n,
have set.prod {a | ↑n < a } univ ∈ (nhds ((⊤:ennreal), a)).sets, from
prod_mem_nhds_sets (lt_mem_nhds $ coe_nat n ▸ coe_lt_top) univ_mem_sets,
begin filter_upwards [this] assume ⟨a₁, a₂⟩ ⟨h₁, h₂⟩, lt_of_lt_of_le h₁ (le_add_right $ le_refl _) end,
begin
rintro ⟨a₁, a₂⟩,
cases a₁, { simp [none_eq_top, hl a₂], },
cases a₂, { simp [none_eq_top, some_eq_coe, nhds_swap (a₁ : ennreal) ⊤, tendsto_map'_iff, (∘), hl ↑a₁] },
simp [some_eq_coe, nhds_coe_coe, tendsto_map'_iff, (∘)],
simp only [coe_add.symm, tendsto_coe, tendsto_add']
end ⟩
protected lemma tendsto_mul' (ha : a ≠ 0 ∨ b ≠ ⊤) (hb : b ≠ 0 ∨ a ≠ ⊤) :
tendsto (λp:ennreal×ennreal, p.1 * p.2) (nhds (a, b)) (nhds (a * b)) :=
have ht : ∀b:ennreal, b ≠ 0 → tendsto (λp:ennreal×ennreal, p.1 * p.2) (nhds ((⊤:ennreal), b)) (nhds ⊤),
begin
refine assume b hb, tendsto_nhds_top $ assume n, _,
rcases dense (zero_lt_iff_ne_zero.2 hb) with ⟨ε', hε', hεb'⟩,
rcases ennreal.lt_iff_exists_coe.1 hεb' with ⟨ε, rfl, h⟩,
rcases exists_nat_gt (↑n / ε) with ⟨m, hm⟩,
have hε : ε > 0, from coe_lt_coe.1 hε',
refine mem_sets_of_superset (prod_mem_nhds_sets (lt_mem_nhds $ @coe_lt_top m) (lt_mem_nhds $ h)) _,
rintros ⟨a₁, a₂⟩ ⟨h₁, h₂⟩,
dsimp at h₁ h₂ ⊢,
calc (n:ennreal) = ↑(((n:nnreal) / ε) * ε) :
begin
simp [nnreal.div_def],
rw [mul_assoc, ← coe_mul, nnreal.inv_mul_cancel, coe_one, ← coe_nat, mul_one],
exact zero_lt_iff_ne_zero.1 hε
end
... < (↑m * ε : nnreal) : coe_lt_coe.2 $ mul_lt_mul hm (le_refl _) hε (nat.cast_nonneg _)
... ≤ a₁ * a₂ : by rw [coe_mul]; exact canonically_ordered_semiring.mul_le_mul
(le_of_lt h₁)
(le_of_lt h₂)
end,
begin
cases a, {simp [none_eq_top] at hb, simp [none_eq_top, ht b hb, top_mul, hb] },
cases b, {
simp [none_eq_top] at ha,
have ha' : a ≠ 0, from mt coe_eq_coe.2 ha,
simp [*, nhds_swap (a : ennreal) ⊤, none_eq_top, some_eq_coe, top_mul, tendsto_map'_iff, (∘), mul_comm] },
simp [some_eq_coe, nhds_coe_coe, tendsto_map'_iff, (∘)],
simp only [coe_mul.symm, tendsto_coe, tendsto_mul']
end
protected lemma tendsto_mul {f : filter α} {ma : α → ennreal} {mb : α → ennreal} {a b : ennreal}
(hma : tendsto ma f (nhds a)) (ha : a ≠ 0 ∨ b ≠ ⊤) (hmb : tendsto mb f (nhds b)) (hb : b ≠ 0 ∨ a ≠ ⊤) :
tendsto (λa, ma a * mb a) f (nhds (a * b)) :=
show tendsto ((λp:ennreal×ennreal, p.1 * p.2) ∘ (λa, (ma a, mb a))) f (nhds (a * b)), from
tendsto.comp (tendsto_prod_mk_nhds hma hmb) (ennreal.tendsto_mul' ha hb)
protected lemma tendsto_mul_right {f : filter α} {m : α → ennreal} {a b : ennreal}
(hm : tendsto m f (nhds b)) (hb : b ≠ 0 ∨ a ≠ ⊤) : tendsto (λb, a * m b) f (nhds (a * b)) :=
by_cases
(assume : a = 0, by simp [this, tendsto_const_nhds])
(assume ha : a ≠ 0, ennreal.tendsto_mul tendsto_const_nhds (or.inl ha) hm hb)
lemma Sup_add {s : set ennreal} (hs : s ≠ ∅) : Sup s + a = ⨆b∈s, b + a :=
have Sup ((λb, b + a) '' s) = Sup s + a,
from is_lub_iff_Sup_eq.mp $ is_lub_of_is_lub_of_tendsto
(assume x _ y _ h, add_le_add' h (le_refl _))
is_lub_Sup
hs
(tendsto_add (tendsto_id' inf_le_left) tendsto_const_nhds),
by simp [Sup_image, -add_comm] at this; exact this.symm
lemma supr_add {ι : Sort*} {s : ι → ennreal} [h : nonempty ι] : supr s + a = ⨆b, s b + a :=
let ⟨x⟩ := h in
calc supr s + a = Sup (range s) + a : by simp [Sup_range]
... = (⨆b∈range s, b + a) : Sup_add $ ne_empty_iff_exists_mem.mpr ⟨s x, x, rfl⟩
... = _ : by simp [supr_range, -mem_range]
lemma add_supr {ι : Sort*} {s : ι → ennreal} [h : nonempty ι] : a + supr s = ⨆b, a + s b :=
by rw [add_comm, supr_add]; simp
lemma supr_add_supr {ι : Sort*} {f g : ι → ennreal} (h : ∀i j, ∃k, f i + g j ≤ f k + g k) :
supr f + supr g = (⨆ a, f a + g a) :=
begin
by_cases hι : nonempty ι,
{ letI := hι,
refine le_antisymm _ (supr_le $ λ a, add_le_add' (le_supr _ _) (le_supr _ _)),
simpa [add_supr, supr_add] using
λ i j:ι, show f i + g j ≤ ⨆ a, f a + g a, from
let ⟨k, hk⟩ := h i j in le_supr_of_le k hk },
{ have : ∀f:ι → ennreal, (⨆i, f i) = 0 := assume f, bot_unique (supr_le $ assume i, (hι ⟨i⟩).elim),
rw [this, this, this, zero_add] }
end
lemma supr_add_supr_of_monotone {ι : Sort*} [semilattice_sup ι]
{f g : ι → ennreal} (hf : monotone f) (hg : monotone g) :
supr f + supr g = (⨆ a, f a + g a) :=
supr_add_supr $ assume i j, ⟨i ⊔ j, add_le_add' (hf $ le_sup_left) (hg $ le_sup_right)⟩
lemma finset_sum_supr_nat {α} {ι} [semilattice_sup ι] {s : finset α} {f : α → ι → ennreal}
(hf : ∀a, monotone (f a)) :
s.sum (λa, supr (f a)) = (⨆ n, s.sum (λa, f a n)) :=
begin
refine finset.induction_on s _ _,
{ simp,
exact (bot_unique $ supr_le $ assume i, le_refl ⊥).symm },
{ assume a s has ih,
simp only [finset.sum_insert has],
rw [ih, supr_add_supr_of_monotone (hf a)],
assume i j h,
exact (finset.sum_le_sum' $ assume a ha, hf a h) }
end
lemma mul_Sup {s : set ennreal} {a : ennreal} : a * Sup s = ⨆i∈s, a * i :=
begin
by_cases hs : ∀x∈s, x = (0:ennreal),
{ have h₁ : Sup s = 0 := (bot_unique $ Sup_le $ assume a ha, (hs a ha).symm ▸ le_refl 0),
have h₂ : (⨆i ∈ s, a * i) = 0 :=
(bot_unique $ supr_le $ assume a, supr_le $ assume ha, by simp [hs a ha]),
rw [h₁, h₂, mul_zero] },
{ simp only [not_forall] at hs,
rcases hs with ⟨x, hx, hx0⟩,
have s₀ : s ≠ ∅ := not_eq_empty_iff_exists.2 ⟨x, hx⟩,
have s₁ : Sup s ≠ 0 :=
zero_lt_iff_ne_zero.1 (lt_of_lt_of_le (zero_lt_iff_ne_zero.2 hx0) (le_Sup hx)),
have : Sup ((λb, a * b) '' s) = a * Sup s :=
is_lub_iff_Sup_eq.mp (is_lub_of_is_lub_of_tendsto
(assume x _ y _ h, canonically_ordered_semiring.mul_le_mul (le_refl _) h)
is_lub_Sup
s₀
(ennreal.tendsto_mul_right (tendsto_id' inf_le_left) (or.inl s₁))),
rw [this.symm, Sup_image] }
end
lemma mul_supr {ι : Sort*} {f : ι → ennreal} {a : ennreal} : a * supr f = ⨆i, a * f i :=
by rw [← Sup_range, mul_Sup, supr_range]
lemma supr_mul {ι : Sort*} {f : ι → ennreal} {a : ennreal} : supr f * a = ⨆i, f i * a :=
by rw [mul_comm, mul_supr]; congr; funext; rw [mul_comm]
protected lemma tendsto_coe_sub : ∀{b:ennreal}, tendsto (λb:ennreal, ↑r - b) (nhds b) (nhds (↑r - b)) :=
begin
refine (forall_ennreal.2 $ and.intro (assume a, _) _),
{ simp [@nhds_coe a, tendsto_map'_iff, (∘), tendsto_coe, coe_sub.symm],
exact nnreal.tendsto_sub tendsto_const_nhds tendsto_id },
simp,
exact (tendsto_cong tendsto_const_nhds $ mem_sets_of_superset (lt_mem_nhds $ @coe_lt_top r) $
by simp [le_of_lt] {contextual := tt})
end
lemma sub_supr {ι : Sort*} [hι : nonempty ι] {b : ι → ennreal} (hr : a < ⊤) :
a - (⨆i, b i) = (⨅i, a - b i) :=
let ⟨i⟩ := hι in
let ⟨r, eq, _⟩ := lt_iff_exists_coe.mp hr in
have Inf ((λb, ↑r - b) '' range b) = ↑r - (⨆i, b i),
from is_glb_iff_Inf_eq.mp $ is_glb_of_is_lub_of_tendsto
(assume x _ y _, sub_le_sub (le_refl _))
is_lub_supr
(ne_empty_of_mem ⟨i, rfl⟩)
(tendsto.comp (tendsto_id' inf_le_left) ennreal.tendsto_coe_sub),
by rw [eq, ←this]; simp [Inf_image, infi_range, -mem_range]; exact le_refl _
end topological_space
section tsum
variables {f g : α → ennreal}
protected lemma is_sum_coe {f : α → nnreal} {r : nnreal} :
is_sum (λa, (f a : ennreal)) ↑r ↔ is_sum f r :=
have (λs:finset α, s.sum (coe ∘ f)) = (coe : nnreal → ennreal) ∘ (λs:finset α, s.sum f),
from funext $ assume s, ennreal.coe_finset_sum.symm,
by unfold is_sum; rw [this, tendsto_coe]
protected lemma tsum_coe_eq {f : α → nnreal} (h : is_sum f r) : (∑a, (f a : ennreal)) = r :=
tsum_eq_is_sum $ ennreal.is_sum_coe.2 $ h
protected lemma tsum_coe {f : α → nnreal} : has_sum f → (∑a, (f a : ennreal)) = ↑(tsum f)
| ⟨r, hr⟩ := by rw [tsum_eq_is_sum hr, ennreal.tsum_coe_eq hr]
protected lemma is_sum : is_sum f (⨆s:finset α, s.sum f) :=
tendsto_orderable.2
⟨assume a' ha',
let ⟨s, hs⟩ := lt_supr_iff.mp ha' in
mem_at_top_sets.mpr ⟨s, assume t ht, lt_of_lt_of_le hs $ finset.sum_le_sum_of_subset ht⟩,
assume a' ha',
univ_mem_sets' $ assume s,
have s.sum f ≤ ⨆(s : finset α), s.sum f,
from le_supr (λ(s : finset α), s.sum f) s,
lt_of_le_of_lt this ha'⟩
@[simp] protected lemma has_sum : has_sum f := ⟨_, ennreal.is_sum⟩
protected lemma tsum_eq_supr_sum : (∑a, f a) = (⨆s:finset α, s.sum f) :=
tsum_eq_is_sum ennreal.is_sum
protected lemma tsum_sigma {β : α → Type*} (f : Πa, β a → ennreal) :
(∑p:Σa, β a, f p.1 p.2) = (∑a b, f a b) :=
tsum_sigma (assume b, ennreal.has_sum) ennreal.has_sum
protected lemma tsum_prod {f : α → β → ennreal} : (∑p:α×β, f p.1 p.2) = (∑a, ∑b, f a b) :=
let j : α × β → (Σa:α, β) := λp, sigma.mk p.1 p.2 in
let i : (Σa:α, β) → α × β := λp, (p.1, p.2) in
let f' : (Σa:α, β) → ennreal := λp, f p.1 p.2 in
calc (∑p:α×β, f' (j p)) = (∑p:Σa:α, β, f p.1 p.2) :
tsum_eq_tsum_of_iso j i (assume ⟨a, b⟩, rfl) (assume ⟨a, b⟩, rfl)
... = (∑a, ∑b, f a b) : ennreal.tsum_sigma f
protected lemma tsum_comm {f : α → β → ennreal} : (∑a, ∑b, f a b) = (∑b, ∑a, f a b) :=
let f' : α×β → ennreal := λp, f p.1 p.2 in
calc (∑a, ∑b, f a b) = (∑p:α×β, f' p) : ennreal.tsum_prod.symm
... = (∑p:β×α, f' (prod.swap p)) :
(tsum_eq_tsum_of_iso prod.swap (@prod.swap α β) (assume ⟨a, b⟩, rfl) (assume ⟨a, b⟩, rfl)).symm
... = (∑b, ∑a, f' (prod.swap (b, a))) : @ennreal.tsum_prod β α (λb a, f' (prod.swap (b, a)))
protected lemma tsum_add : (∑a, f a + g a) = (∑a, f a) + (∑a, g a) :=
tsum_add ennreal.has_sum ennreal.has_sum
protected lemma tsum_le_tsum (h : ∀a, f a ≤ g a) : (∑a, f a) ≤ (∑a, g a) :=
tsum_le_tsum h ennreal.has_sum ennreal.has_sum
protected lemma tsum_eq_supr_nat {f : ℕ → ennreal} :
(∑i:ℕ, f i) = (⨆i:ℕ, (finset.range i).sum f) :=
calc _ = (⨆s:finset ℕ, s.sum f) : ennreal.tsum_eq_supr_sum
... = (⨆i:ℕ, (finset.range i).sum f) : le_antisymm
(supr_le_supr2 $ assume s,
let ⟨n, hn⟩ := finset.exists_nat_subset_range s in
⟨n, finset.sum_le_sum_of_subset hn⟩)
(supr_le_supr2 $ assume i, ⟨finset.range i, le_refl _⟩)
protected lemma le_tsum (a : α) : f a ≤ (∑a, f a) :=
calc f a = ({a} : finset α).sum f : by simp
... ≤ (⨆s:finset α, s.sum f) : le_supr (λs:finset α, s.sum f) _
... = (∑a, f a) : by rw [ennreal.tsum_eq_supr_sum]
protected lemma mul_tsum : (∑i, a * f i) = a * (∑i, f i) :=
if h : ∀i, f i = 0 then by simp [h] else
let ⟨i, (hi : f i ≠ 0)⟩ := classical.not_forall.mp h in
have sum_ne_0 : (∑i, f i) ≠ 0, from ne_of_gt $
calc 0 < f i : lt_of_le_of_ne (zero_le _) hi.symm
... ≤ (∑i, f i) : ennreal.le_tsum _,
have tendsto (λs:finset α, s.sum ((*) a ∘ f)) at_top (nhds (a * (∑i, f i))),
by rw [← show (*) a ∘ (λs:finset α, s.sum f) = λs, s.sum ((*) a ∘ f),
from funext $ λ s, finset.mul_sum];
exact ennreal.tendsto_mul_right (is_sum_tsum ennreal.has_sum) (or.inl sum_ne_0),
tsum_eq_is_sum this
protected lemma tsum_mul : (∑i, f i * a) = (∑i, f i) * a :=
by simp [mul_comm, ennreal.mul_tsum]
@[simp] lemma tsum_supr_eq {α : Type*} (a : α) {f : α → ennreal} :
(∑b:α, ⨆ (h : a = b), f b) = f a :=
le_antisymm
(by rw [ennreal.tsum_eq_supr_sum]; exact supr_le (assume s,
calc s.sum (λb, ⨆ (h : a = b), f b) ≤ (finset.singleton a).sum (λb, ⨆ (h : a = b), f b) :
finset.sum_le_sum_of_ne_zero $ assume b _ hb,
suffices a = b, by simpa using this.symm,
classical.by_contradiction $ assume h,
by simpa [h] using hb
... = f a : by simp))
(calc f a ≤ (⨆ (h : a = a), f a) : le_supr (λh:a=a, f a) rfl
... ≤ (∑b:α, ⨆ (h : a = b), f b) : ennreal.le_tsum _)
end tsum
end ennreal
namespace nnreal
lemma exists_le_is_sum_of_le {f g : β → nnreal} {r : nnreal} (hgf : ∀b, g b ≤ f b) (hfr : is_sum f r) :
∃p≤r, is_sum g p :=
have (∑b, (g b : ennreal)) ≤ r,
begin
refine is_sum_le (assume b, _) (is_sum_tsum ennreal.has_sum) (ennreal.is_sum_coe.2 hfr),
exact ennreal.coe_le_coe.2 (hgf _)
end,
let ⟨p, eq, hpr⟩ := ennreal.le_coe_iff.1 this in
⟨p, hpr, ennreal.is_sum_coe.1 $ eq ▸ is_sum_tsum ennreal.has_sum⟩
lemma has_sum_of_le {f g : β → nnreal} (hgf : ∀b, g b ≤ f b) : has_sum f → has_sum g
| ⟨r, hfr⟩ := let ⟨p, _, hp⟩ := exists_le_is_sum_of_le hgf hfr in has_sum_spec hp
end nnreal
lemma has_sum_of_nonneg_of_le {f g : β → ℝ} (hg : ∀b, 0 ≤ g b) (hgf : ∀b, g b ≤ f b) (hf : has_sum f) :
has_sum g :=
let f' (b : β) : nnreal := ⟨f b, le_trans (hg b) (hgf b)⟩ in
let g' (b : β) : nnreal := ⟨g b, hg b⟩ in
have has_sum f', from nnreal.has_sum_coe.1 hf,
have has_sum g', from nnreal.has_sum_of_le (assume b, (@nnreal.coe_le (g' b) (f' b)).2 $ hgf b) this,
show has_sum (λb, g' b : β → ℝ), from nnreal.has_sum_coe.2 this
lemma infi_real_pos_eq_infi_nnreal_pos {α : Type*} [complete_lattice α] {f : ℝ → α} :
(⨅(n:ℝ) (h : n > 0), f n) = (⨅(n:nnreal) (h : n > 0), f n) :=
le_antisymm
(le_infi $ assume n, le_infi $ assume hn, infi_le_of_le n $ infi_le _ (nnreal.coe_pos.2 hn))
(le_infi $ assume r, le_infi $ assume hr, infi_le_of_le ⟨r, le_of_lt hr⟩ $ infi_le _ hr)
namespace emetric
variables [emetric_space β]
open lattice ennreal filter
lemma edist_ne_top_of_mem_ball {a : β} {r : ennreal} (x y : ball a r) : edist x.1 y.1 ≠ ⊤ :=
lt_top_iff_ne_top.1 $
calc edist x y ≤ edist a x + edist a y : edist_triangle_left x.1 y.1 a
... < r + r : by rw [edist_comm a x, edist_comm a y]; exact add_lt_add x.2 y.2
... ≤ ⊤ : le_top
/-- Each ball in an extended metric space gives us a metric space.
The topology is fixed to be the subtype topology. -/
def metric_space_emetric_ball (a : β) (r : ennreal) : metric_space (ball a r) :=
{ dist := λx y, (edist x.1 y.1).to_nnreal,
edist := λx y, edist x.1 y.1,
to_uniform_space := subtype.uniform_space,
dist_self := assume ⟨x, hx⟩, by simp,
dist_comm := assume ⟨x, hx⟩ ⟨y, hy⟩, by simp [edist_comm],
dist_triangle := assume x y z,
begin
simp only [coe_to_nnreal (edist_ne_top_of_mem_ball _ _),
(nnreal.coe_add _ _).symm, ennreal.coe_le_coe.symm, nnreal.coe_le.symm, ennreal.coe_add],
exact edist_triangle _ _ _
end,
eq_of_dist_eq_zero := assume x y h, subtype.eq $
by simp [to_nnreal_eq_zero_iff, edist_ne_top_of_mem_ball] at h; assumption,
edist_dist := assume x y,
have h : _ := edist_ne_top_of_mem_ball x y,
by cases eq : edist x.1 y.1; simp [none_eq_top, some_eq_coe, *] at *,
uniformity_dist :=
begin
have : ∀(p : ↥(ball a r) × ↥(ball a r)) (n : nnreal),
((edist p.1.1 p.2.1).to_nnreal : ℝ) < n ↔ edist p.1.1 p.2.1 < n,
{ assume p n,
rw [← nnreal.coe_lt, ← ennreal.coe_lt_coe, coe_to_nnreal (edist_ne_top_of_mem_ball _ _)] },
simp only [uniformity_subtype, uniformity_edist_nnreal, comap_infi, comap_principal,
infi_real_pos_eq_infi_nnreal_pos, this],
refl
end }
section
local attribute [instance] metric_space_emetric_ball
lemma nhds_eq_nhds_emetric_ball (a x : β) (r : ennreal) (h : x ∈ ball a r) :
nhds x = map (coe : ball a r → β) (nhds ⟨x, h⟩) :=
(map_nhds_subtype_val_eq _ $ mem_nhds_sets is_open_ball h).symm
lemma continuous_edist : continuous (λp:β×β, edist p.1 p.2) :=
continuous_iff_tendsto.2
begin
rintros ⟨p₁, p₂⟩,
cases h : edist p₁ p₂; simp [none_eq_top, some_eq_coe, nhds_prod_eq] at ⊢ h,
{ refine tendsto_nhds_top (assume n, _),
rw [filter.mem_prod_iff],
refine ⟨_, ball_mem_nhds p₁ ennreal.zero_lt_one, _, ball_mem_nhds p₂ ennreal.zero_lt_one, _⟩,
rintros ⟨q₁, q₂⟩ ⟨h₁, h₂⟩,
change edist q₁ p₁ < 1 at h₁,
change edist q₂ p₂ < 1 at h₂,
rw [edist_comm] at h₁,
have : ⊤ ≤ edist q₁ q₂ + 2,
exact calc ⊤ = edist p₁ p₂ : h.symm
... ≤ edist p₁ q₁ + edist q₁ q₂ + edist q₂ p₂ : edist_triangle4 _ _ _ _
... ≤ 1 + edist q₁ q₂ + 1 : add_le_add' (add_le_add' (le_of_lt h₁) $ le_refl _) (le_of_lt h₂)
... = edist q₁ q₂ + 2 : by rw [← one_add_one_eq_two]; simp,
rw [top_le_iff, add_eq_top] at this,
simp at this,
simp [this, lt_top_iff_ne_top] },
{ have h₁ : p₁ ∈ ball p₁ ⊤, { simp, exact with_top.zero_lt_top },
let p'₁ : ↥(ball p₁ ⊤) := ⟨p₁, h₁⟩,
have h₂ : p₂ ∈ ball p₁ ⊤, { dsimp [ball], rw [edist_comm, h], exact coe_lt_top },
let p'₂ : ↥(ball p₁ ⊤) := ⟨p₂, h₂⟩,
rw [nhds_eq_nhds_emetric_ball p₁ p₁ ⊤ h₁, nhds_eq_nhds_emetric_ball p₁ p₂ ⊤ h₂,
prod_map_map_eq, tendsto_map'_iff, ← h],
change tendsto (λp : ↥(ball p₁ ⊤) × ↥(ball p₁ ⊤), edist p.1 p.2)
(filter.prod (nhds ⟨p₁, h₁⟩) (nhds ⟨p₂, h₂⟩))
(nhds (edist p'₁ p'₂)),
simp only [(nndist_eq_edist _ _).symm],
exact ennreal.tendsto_coe.2 (tendsto_nndist' _ _) }
end
end
end emetric