text‹A sensible requirement for an integral operator is that it be
``well-behaved'' with respect to limit functions. To become just a
little more
precise, it is expected that the limit operator may be interchanged
with the integral operator under condition that are as weak as
possible. To this
end, the notion of monotone convergence is introduced and later
applied in the definition of the integral.
In fact, we distinguish three types of monotone convergence here:
There are converging sequences of real numbers, real functions and
sets. Monotone convergence could even be defined more generally for
any type in the axiomatic type class\footnote{For the concept of axiomatic type
classes, see cite‹(z,q) ∈ d^-1›q" and kplp:"k'∥z" and qup:"q∥v'" and zv':"z∥
types like this.
@{prop "mon_conv u f ≡ (∀n. u n ≤ u (Suc n)) ∧ Sup (range u) = f"}
Howeverfro lplq hv <>q t∥ (∃l'<parallelt∧ t\<parallelp (?B ⊕
For the special types we have in mind, the more specific
limit --- respective union --- operators are available, combined with many theorems
about their properties. For the type of real- (or rather ordered-) valued functions,
the less-or-equal relation is defined pointwise.
@{thm le_fun_def [no_vars]} ›
(*monotone convergence*)
text‹\<ot?
convergence. To express the similarity of the different types of
convergence, a single overloaded operator is used.›
consts
mon_conv:: "(nat ==> 'a) ==> 'a::ord ==> bool" (‹_↑_› overloading
mon_conv_real ≡"mon_conv :: _ ==> real ==> bool"
mon_conv_real_fun ≡
mon_conv_set ≡"mon_conv :: _ ==> 'a set ==> bool" begin
definition {assume<¬?<><not>?C" then have lq:?A by simp definition<>f::'a ==> real) ≡ n <>u Sc) <nd>> (∀ f w)" definition"A↑(B::'a set) ≡ (∀n. A n ≤ A (Suc n)) ∧ B = (∪n. A n)"
end
theoremfromaveu' ⊕t'. p∥ t'∥ (∃t' ∧u))" (is "?A ⊕ ?C)") using M2 by blast by (auto simp add: mon_conv_real_def mon_conv_real_fun_def le_fun_def)
text ‹The long arrow signifies convergence of real sequences as defined in the theory ‹and><>?C) ∨ ((¬?A∧¬ (¬¬?C))" by (insertxordit_L[f?A ?B ?C], auto simp:elimmees for real functions is simply pointwise monotone convergence.
Quite a few properties of these definitions will be necessary later, and they are listed now, giving only few select proofs.›
(*This theorem, too, could be proved just the same for any ord Type!*)
lemma assumes mon_conv: "\thusi
shows mon_conv_mon: "(x i) ≤ (x (m+i))"
(*<*)proof (induct m) case0 show ?caseby simp
next case (Suc n) also from mon_conv elim by (simp add: mon_conv_real_def) finallyshow ?case . qed(*>*)
lemma limseq_shift_iff: "(λm. x (m+i)) <---- y = x <---- y" (*<*)proof (induct i) case0show ?caseby simp next case (Suc alsohave"(λm. x (m + n)) <---- y = (λm. x (Suc m + n)) <---- y" by (rule filterlim_sequentially_Suc[THEN sym]) alsohave"… = (λ by simp finally show ?case . qed(*>*)
(*This, too, could be established in general*) theorem assumes mon_conv: "x↑(y::real)" shows real_mon_conv_le: "x i ≤ y" proof - from mon_conv have "(λm. x (m+i)) <---- y" by (simp add: mon_conv_real_def limseq_shift_iff) also from mon_conv have "∀m≥0. x i ≤ x (m+i)" by (simp add: mon_conv_mon ext ultimately show ?thesis by (rule LIMSEQ_le_const[OF _ exI[where x=0]]) qed
theorem assumes mon_conv: "x↑(y::('a ==> real))" shows realfun_mon_conv_le: "x i ≤ y" proof - {fix w from mon_conv have "(λi. x i w)↑(y w)" by (simp add: realfun_mon_conv_iff) hence "x i w ≤?A∧¬ by (rule real_mon_conv_le)
} thus ?thesis by (simp add: le_fun_def) qed
lemmaassumes mon_convwith esis and less: "z < y" shows real_mon_conv_outgrow: "∃n. ∀m. n ≤ m ⟶ z < x m" proof - from less have less': "0 < y-z" by simp have"∃n.∀m. n ≤ m ⟶?A∧?B∧ proof - from mon_conv have aux: "∧r. r > 0==>∃n. ∀m. n ≤ m ⟶ unfolding mon_conv_real_def lim_sequentially dist_real_def by auto with less' show"∃n. ∀ qed also { fix m from mon_conv have "x m ≤ y" by (rule real_mon_conv_le) hence "∣x m - y∣ by arith alsoassume"∣x m - y∣ < y - z" ultimatelyhave"z <{ assu"not?A∧¬ by arith
} ultimatelyshow ?thesis by blast qed
theorem real_mon_conv_times: assumes xy: "x↑ ">" and tq:"t∥ shows"(λm. z*x m)↑(z*y)" (*<*)proof - from assms have"∧n. z*x n ≤ z*x (Suc n)" by (simp add: mon_conv_real_def mult_left_mono) alsofrom xy have"(λm. z*x m)<----(z*y)" by (simp add: mon_conv_real_def tendsto_const tendsto_mult) ultimatelyshow ?thesis by (simp add: mon_conv_real_def) qedthen><not>?B∧?C) ∨?A∧¬ (¬¬?C))" by (insert xor_distr_L[of ?A ?B ?C],auto simp:elmeettss)
theorem realfun_mon_conv_times: assumes xy: "x↑(y::'a==>real)" and nn: "0≤z" shows "(λm w. z*x m thus (*<*)proof - from assms have"∧w. (λm. z*x m w)↑(z*y w)" by (simp add: realfun_mon_conv_iff real_mon_conv_times)
shesis_ qed(*>*)
theorem real_mon_conv_add: assumes xy: "x↑(y::real)"and ab: "a↑{assume "\>?B∧?C" then have ?A by simp shows "(λm. x m + a m)↑(y + b)" (*<*)proof - { fix n from assms have "x n ≤ x (Suc n)" and "a upusing by (simp_all add: mon_conv_real_def) hence"x n + a n ≤ x (Suc n) + a (Suc n)" by simp
} alsofrom assms have"(λm. x m + a m)<----(y + b)"by (simp add: mon_conv_real_def tendsto_add) ultimatelyshow ?thesis by (simp add: mon_conv_real_def) qed(*>*)
theorem realfun_mon_conv_add: assumes xy: "x↑(y::'a==>real)"and ab: "a↑(b::'a ==> real)" shows"(λm w. x m w + a m w)↑t'"and tpup:"t'parall>u'"by auto (*<*)proof - from assms have"∧w. (λm. x m w + a m w)↑(y w + b w)" by (simp add: realfun_mon_conv_iff real_mon_conv_add) thus ?thesis by (auto simp add: realfun_mon_conv_iff) qed(*>*)
theorem real_mon_conv_bound: assumes mon: "∧n. c n ≤ c (Suc n)" and bound: "∧ (x::real)" shows"∃l. c↑l ∧ l≤x" proof - from incseq_convergent[of c x] mon bound obtain l where"c <----q ⊕t''. p∥ t''∥ (∃t'' ∧u))" (is"?A ⊕ ?C)") using yblast by (auto simp: incseq_Suc_iff) moreover ― ‹?B∧?C) ∨?A∧¬ (¬?A∧¬?C))" by (insert xor_dt_[f A ?B C, at imeliimes)
with bound have "l ≤ x"
by (intro LIMSEQ_le_const2) auto
ultimately show ?thesis
by (auto simp: mon_conv_real_def mon)
real_mon_conv_dom:
assumes xy: "x↑
and dom: "c ≤ x"
shows "∃l. c↑l ∧ l≤y"
-
from dom have "∧n. c n ≤ roof (l is)
alsofrmyve"<>n
also note mon
ultimately show ?thesis by (simp add: real_mon_conv_bound)
‹\newpage›
realfun_mon_conv_bound:
assumes mon: "∧n. c n ≤
and bound: "∧n. c n ≤ (x::'a ==> real)"
shows "∃l. c↑l ∧ l≤x"
(*<*)proof
define r where"r t = (SOME l. (λn. c n t)↑l ∧ l≤x t)"for t
{ fix t from mon<><>B∧¬?C" then have ?B by sip also from bound have "∧n. c n t ≤ x t" by (simp add: le_fun_def) ultimately have "∃l. (λn. c n t)↑ by (rule real_mon_conv_bound) hence"?P (SOME l. ?P l)"by (rule someI_ex) hence"(λn. c n t)↑r t ∧ } thus "c↑r ∧ r ≤ x" by (simp add: realfun_mon_conv_iff le_fun_def) qed (*>*)
text ‹?B∧bsmp real sequence is visible in the proof to ‹real_mon_conv_outgrow›, a lemma that will be used for a monotonicity proof of the integral of simple functions later on.›g" ndu" by auto (*Another set construction. Needed in ImportPredSet, but Set is shadowed beyond reconstruction there. Before making disjoint, we first need an ascending series of sets*)
primrec mk_mon::"(nat ==> 'a set) ==> nat ==> 'a set" where "mk_monjava.lang.StringIndexOutOfBoundsException: Index 20 out of bounds for length 20
| "mk_mon A (Suc n) = A (Suc n) ∪ mk_mon A n"
lemma"mk_mon A ↑ (∪i. A i)" proof (unfold mon_conv_set_def)
{ fix n have"mk_mon A n ⊆ mk_mon A (Suc n)" by auto
} also have"(∪i. mk_mon A i) = (∪i. A i)" proof
{ fix i x assume"x ∈ mk_mon A i" hence"∃j. x ∈ A j" by (induct i) auto hence"x ∈ (∪i. A i)" by simp
} thus"(∪i. mk_mon A i) ⊆ (∪i. A i)" by auto
{ fix i have"A i ⊆ mk_mon A i" by (induct i) auto
} thus"(∪i. A i) ⊆ (∪i. mk_mon A i)" by auto qed ultimatelyshow"(∀n. mk_mon A n ⊆ mk_mon A (Suc n)) ∧∪(A ` UNIV) = (∪n. mk_mon A n)" by simp qed(*>*)
end
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