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/- | |
Copyright (c) 2018 Sébastien Gouëzel. All rights reserved. | |
Released under Apache 2.0 license as described in the file LICENSE. | |
Authors: Sébastien Gouëzel, Johannes Hölzl, Rémy Degenne | |
-/ | |
import order.filter.cofinite | |
/-! | |
# liminfs and limsups of functions and filters | |
Defines the Liminf/Limsup of a function taking values in a conditionally complete lattice, with | |
respect to an arbitrary filter. | |
We define `f.Limsup` (`f.Liminf`) where `f` is a filter taking values in a conditionally complete | |
lattice. `f.Limsup` is the smallest element `a` such that, eventually, `u ≤ a` (and vice versa for | |
`f.Liminf`). To work with the Limsup along a function `u` use `(f.map u).Limsup`. | |
Usually, one defines the Limsup as `Inf (Sup s)` where the Inf is taken over all sets in the filter. | |
For instance, in ℕ along a function `u`, this is `Inf_n (Sup_{k ≥ n} u k)` (and the latter quantity | |
decreases with `n`, so this is in fact a limit.). There is however a difficulty: it is well possible | |
that `u` is not bounded on the whole space, only eventually (think of `Limsup (λx, 1/x)` on ℝ. Then | |
there is no guarantee that the quantity above really decreases (the value of the `Sup` beforehand is | |
not really well defined, as one can not use ∞), so that the Inf could be anything. So one can not | |
use this `Inf Sup ...` definition in conditionally complete lattices, and one has to use a less | |
tractable definition. | |
In conditionally complete lattices, the definition is only useful for filters which are eventually | |
bounded above (otherwise, the Limsup would morally be +∞, which does not belong to the space) and | |
which are frequently bounded below (otherwise, the Limsup would morally be -∞, which is not in the | |
space either). We start with definitions of these concepts for arbitrary filters, before turning to | |
the definitions of Limsup and Liminf. | |
In complete lattices, however, it coincides with the `Inf Sup` definition. | |
-/ | |
open filter set | |
open_locale filter | |
variables {α β γ ι : Type*} | |
namespace filter | |
section relation | |
/-- `f.is_bounded (≺)`: the filter `f` is eventually bounded w.r.t. the relation `≺`, i.e. | |
eventually, it is bounded by some uniform bound. | |
`r` will be usually instantiated with `≤` or `≥`. -/ | |
def is_bounded (r : α → α → Prop) (f : filter α) := ∃ b, ∀ᶠ x in f, r x b | |
/-- `f.is_bounded_under (≺) u`: the image of the filter `f` under `u` is eventually bounded w.r.t. | |
the relation `≺`, i.e. eventually, it is bounded by some uniform bound. -/ | |
def is_bounded_under (r : α → α → Prop) (f : filter β) (u : β → α) := (f.map u).is_bounded r | |
variables {r : α → α → Prop} {f g : filter α} | |
/-- `f` is eventually bounded if and only if, there exists an admissible set on which it is | |
bounded. -/ | |
lemma is_bounded_iff : f.is_bounded r ↔ (∃s∈f.sets, ∃b, s ⊆ {x | r x b}) := | |
iff.intro | |
(assume ⟨b, hb⟩, ⟨{a | r a b}, hb, b, subset.refl _⟩) | |
(assume ⟨s, hs, b, hb⟩, ⟨b, mem_of_superset hs hb⟩) | |
/-- A bounded function `u` is in particular eventually bounded. -/ | |
lemma is_bounded_under_of {f : filter β} {u : β → α} : | |
(∃b, ∀x, r (u x) b) → f.is_bounded_under r u | |
| ⟨b, hb⟩ := ⟨b, show ∀ᶠ x in f, r (u x) b, from eventually_of_forall hb⟩ | |
lemma is_bounded_bot : is_bounded r ⊥ ↔ nonempty α := | |
by simp [is_bounded, exists_true_iff_nonempty] | |
lemma is_bounded_top : is_bounded r ⊤ ↔ (∃t, ∀x, r x t) := | |
by simp [is_bounded, eq_univ_iff_forall] | |
lemma is_bounded_principal (s : set α) : is_bounded r (𝓟 s) ↔ (∃t, ∀x∈s, r x t) := | |
by simp [is_bounded, subset_def] | |
lemma is_bounded_sup [is_trans α r] (hr : ∀b₁ b₂, ∃b, r b₁ b ∧ r b₂ b) : | |
is_bounded r f → is_bounded r g → is_bounded r (f ⊔ g) | |
| ⟨b₁, h₁⟩ ⟨b₂, h₂⟩ := let ⟨b, rb₁b, rb₂b⟩ := hr b₁ b₂ in | |
⟨b, eventually_sup.mpr ⟨h₁.mono (λ x h, trans h rb₁b), h₂.mono (λ x h, trans h rb₂b)⟩⟩ | |
lemma is_bounded.mono (h : f ≤ g) : is_bounded r g → is_bounded r f | |
| ⟨b, hb⟩ := ⟨b, h hb⟩ | |
lemma is_bounded_under.mono {f g : filter β} {u : β → α} (h : f ≤ g) : | |
g.is_bounded_under r u → f.is_bounded_under r u := | |
λ hg, hg.mono (map_mono h) | |
lemma is_bounded_under.mono_le [preorder β] {l : filter α} {u v : α → β} | |
(hu : is_bounded_under (≤) l u) (hv : v ≤ᶠ[l] u) : is_bounded_under (≤) l v := | |
hu.imp $ λ b hb, (eventually_map.1 hb).mp $ hv.mono $ λ x, le_trans | |
lemma is_bounded_under.mono_ge [preorder β] {l : filter α} {u v : α → β} | |
(hu : is_bounded_under (≥) l u) (hv : u ≤ᶠ[l] v) : is_bounded_under (≥) l v := | |
@is_bounded_under.mono_le α βᵒᵈ _ _ _ _ hu hv | |
lemma is_bounded.is_bounded_under {q : β → β → Prop} {u : α → β} | |
(hf : ∀a₀ a₁, r a₀ a₁ → q (u a₀) (u a₁)) : f.is_bounded r → f.is_bounded_under q u | |
| ⟨b, h⟩ := ⟨u b, show ∀ᶠ x in f, q (u x) (u b), from h.mono (λ x, hf x b)⟩ | |
lemma not_is_bounded_under_of_tendsto_at_top [preorder β] [no_max_order β] {f : α → β} | |
{l : filter α} [l.ne_bot] (hf : tendsto f l at_top) : | |
¬ is_bounded_under (≤) l f := | |
begin | |
rintro ⟨b, hb⟩, | |
rw eventually_map at hb, | |
obtain ⟨b', h⟩ := exists_gt b, | |
have hb' := (tendsto_at_top.mp hf) b', | |
have : {x : α | f x ≤ b} ∩ {x : α | b' ≤ f x} = ∅ := | |
eq_empty_of_subset_empty (λ x hx, (not_le_of_lt h) (le_trans hx.2 hx.1)), | |
exact (nonempty_of_mem (hb.and hb')).ne_empty this | |
end | |
lemma not_is_bounded_under_of_tendsto_at_bot [preorder β] [no_min_order β] {f : α → β} | |
{l : filter α} [l.ne_bot](hf : tendsto f l at_bot) : | |
¬ is_bounded_under (≥) l f := | |
@not_is_bounded_under_of_tendsto_at_top α βᵒᵈ _ _ _ _ _ hf | |
lemma is_bounded_under.bdd_above_range_of_cofinite [semilattice_sup β] {f : α → β} | |
(hf : is_bounded_under (≤) cofinite f) : bdd_above (range f) := | |
begin | |
rcases hf with ⟨b, hb⟩, | |
haveI : nonempty β := ⟨b⟩, | |
rw [← image_univ, ← union_compl_self {x | f x ≤ b}, image_union, bdd_above_union], | |
exact ⟨⟨b, ball_image_iff.2 $ λ x, id⟩, (hb.image f).bdd_above⟩ | |
end | |
lemma is_bounded_under.bdd_below_range_of_cofinite [semilattice_inf β] {f : α → β} | |
(hf : is_bounded_under (≥) cofinite f) : bdd_below (range f) := | |
@is_bounded_under.bdd_above_range_of_cofinite α βᵒᵈ _ _ hf | |
lemma is_bounded_under.bdd_above_range [semilattice_sup β] {f : ℕ → β} | |
(hf : is_bounded_under (≤) at_top f) : bdd_above (range f) := | |
by { rw ← nat.cofinite_eq_at_top at hf, exact hf.bdd_above_range_of_cofinite } | |
lemma is_bounded_under.bdd_below_range [semilattice_inf β] {f : ℕ → β} | |
(hf : is_bounded_under (≥) at_top f) : bdd_below (range f) := | |
@is_bounded_under.bdd_above_range βᵒᵈ _ _ hf | |
/-- `is_cobounded (≺) f` states that the filter `f` does not tend to infinity w.r.t. `≺`. This is | |
also called frequently bounded. Will be usually instantiated with `≤` or `≥`. | |
There is a subtlety in this definition: we want `f.is_cobounded` to hold for any `f` in the case of | |
complete lattices. This will be relevant to deduce theorems on complete lattices from their | |
versions on conditionally complete lattices with additional assumptions. We have to be careful in | |
the edge case of the trivial filter containing the empty set: the other natural definition | |
`¬ ∀ a, ∀ᶠ n in f, a ≤ n` | |
would not work as well in this case. | |
-/ | |
def is_cobounded (r : α → α → Prop) (f : filter α) := ∃b, ∀a, (∀ᶠ x in f, r x a) → r b a | |
/-- `is_cobounded_under (≺) f u` states that the image of the filter `f` under the map `u` does not | |
tend to infinity w.r.t. `≺`. This is also called frequently bounded. Will be usually instantiated | |
with `≤` or `≥`. -/ | |
def is_cobounded_under (r : α → α → Prop) (f : filter β) (u : β → α) := (f.map u).is_cobounded r | |
/-- To check that a filter is frequently bounded, it suffices to have a witness | |
which bounds `f` at some point for every admissible set. | |
This is only an implication, as the other direction is wrong for the trivial filter.-/ | |
lemma is_cobounded.mk [is_trans α r] (a : α) (h : ∀s∈f, ∃x∈s, r a x) : f.is_cobounded r := | |
⟨a, assume y s, let ⟨x, h₁, h₂⟩ := h _ s in trans h₂ h₁⟩ | |
/-- A filter which is eventually bounded is in particular frequently bounded (in the opposite | |
direction). At least if the filter is not trivial. -/ | |
lemma is_bounded.is_cobounded_flip [is_trans α r] [ne_bot f] : | |
f.is_bounded r → f.is_cobounded (flip r) | |
| ⟨a, ha⟩ := ⟨a, assume b hb, | |
let ⟨x, rxa, rbx⟩ := (ha.and hb).exists in | |
show r b a, from trans rbx rxa⟩ | |
lemma is_bounded.is_cobounded_ge [preorder α] [ne_bot f] (h : f.is_bounded (≤)) : | |
f.is_cobounded (≥) := | |
h.is_cobounded_flip | |
lemma is_bounded.is_cobounded_le [preorder α] [ne_bot f] (h : f.is_bounded (≥)) : | |
f.is_cobounded (≤) := | |
h.is_cobounded_flip | |
lemma is_cobounded_bot : is_cobounded r ⊥ ↔ (∃b, ∀x, r b x) := | |
by simp [is_cobounded] | |
lemma is_cobounded_top : is_cobounded r ⊤ ↔ nonempty α := | |
by simp [is_cobounded, eq_univ_iff_forall, exists_true_iff_nonempty] {contextual := tt} | |
lemma is_cobounded_principal (s : set α) : | |
(𝓟 s).is_cobounded r ↔ (∃b, ∀a, (∀x∈s, r x a) → r b a) := | |
by simp [is_cobounded, subset_def] | |
lemma is_cobounded.mono (h : f ≤ g) : f.is_cobounded r → g.is_cobounded r | |
| ⟨b, hb⟩ := ⟨b, assume a ha, hb a (h ha)⟩ | |
end relation | |
lemma is_cobounded_le_of_bot [preorder α] [order_bot α] {f : filter α} : f.is_cobounded (≤) := | |
⟨⊥, assume a h, bot_le⟩ | |
lemma is_cobounded_ge_of_top [preorder α] [order_top α] {f : filter α} : f.is_cobounded (≥) := | |
⟨⊤, assume a h, le_top⟩ | |
lemma is_bounded_le_of_top [preorder α] [order_top α] {f : filter α} : f.is_bounded (≤) := | |
⟨⊤, eventually_of_forall $ λ _, le_top⟩ | |
lemma is_bounded_ge_of_bot [preorder α] [order_bot α] {f : filter α} : f.is_bounded (≥) := | |
⟨⊥, eventually_of_forall $ λ _, bot_le⟩ | |
@[simp] lemma _root_.order_iso.is_bounded_under_le_comp [preorder α] [preorder β] (e : α ≃o β) | |
{l : filter γ} {u : γ → α} : | |
is_bounded_under (≤) l (λ x, e (u x)) ↔ is_bounded_under (≤) l u := | |
e.surjective.exists.trans $ exists_congr $ λ a, by simp only [eventually_map, e.le_iff_le] | |
@[simp] lemma _root_.order_iso.is_bounded_under_ge_comp [preorder α] [preorder β] (e : α ≃o β) | |
{l : filter γ} {u : γ → α} : | |
is_bounded_under (≥) l (λ x, e (u x)) ↔ is_bounded_under (≥) l u := | |
e.dual.is_bounded_under_le_comp | |
@[simp, to_additive] | |
lemma is_bounded_under_le_inv [ordered_comm_group α] {l : filter β} {u : β → α} : | |
is_bounded_under (≤) l (λ x, (u x)⁻¹) ↔ is_bounded_under (≥) l u := | |
(order_iso.inv α).is_bounded_under_ge_comp | |
@[simp, to_additive] | |
lemma is_bounded_under_ge_inv [ordered_comm_group α] {l : filter β} {u : β → α} : | |
is_bounded_under (≥) l (λ x, (u x)⁻¹) ↔ is_bounded_under (≤) l u := | |
(order_iso.inv α).is_bounded_under_le_comp | |
lemma is_bounded_under.sup [semilattice_sup α] {f : filter β} {u v : β → α} : | |
f.is_bounded_under (≤) u → f.is_bounded_under (≤) v → f.is_bounded_under (≤) (λa, u a ⊔ v a) | |
| ⟨bu, (hu : ∀ᶠ x in f, u x ≤ bu)⟩ ⟨bv, (hv : ∀ᶠ x in f, v x ≤ bv)⟩ := | |
⟨bu ⊔ bv, show ∀ᶠ x in f, u x ⊔ v x ≤ bu ⊔ bv, | |
by filter_upwards [hu, hv] with _ using sup_le_sup⟩ | |
@[simp] lemma is_bounded_under_le_sup [semilattice_sup α] {f : filter β} {u v : β → α} : | |
f.is_bounded_under (≤) (λ a, u a ⊔ v a) ↔ f.is_bounded_under (≤) u ∧ f.is_bounded_under (≤) v := | |
⟨λ h, ⟨h.mono_le $ eventually_of_forall $ λ _, le_sup_left, | |
h.mono_le $ eventually_of_forall $ λ _, le_sup_right⟩, λ h, h.1.sup h.2⟩ | |
lemma is_bounded_under.inf [semilattice_inf α] {f : filter β} {u v : β → α} : | |
f.is_bounded_under (≥) u → f.is_bounded_under (≥) v → f.is_bounded_under (≥) (λa, u a ⊓ v a) := | |
@is_bounded_under.sup αᵒᵈ β _ _ _ _ | |
@[simp] lemma is_bounded_under_ge_inf [semilattice_inf α] {f : filter β} {u v : β → α} : | |
f.is_bounded_under (≥) (λ a, u a ⊓ v a) ↔ f.is_bounded_under (≥) u ∧ f.is_bounded_under (≥) v := | |
@is_bounded_under_le_sup αᵒᵈ _ _ _ _ _ | |
lemma is_bounded_under_le_abs [linear_ordered_add_comm_group α] {f : filter β} {u : β → α} : | |
f.is_bounded_under (≤) (λ a, |u a|) ↔ f.is_bounded_under (≤) u ∧ f.is_bounded_under (≥) u := | |
is_bounded_under_le_sup.trans $ and_congr iff.rfl is_bounded_under_le_neg | |
/-- Filters are automatically bounded or cobounded in complete lattices. To use the same statements | |
in complete and conditionally complete lattices but let automation fill automatically the | |
boundedness proofs in complete lattices, we use the tactic `is_bounded_default` in the statements, | |
in the form `(hf : f.is_bounded (≥) . is_bounded_default)`. -/ | |
meta def is_bounded_default : tactic unit := | |
tactic.applyc ``is_cobounded_le_of_bot <|> | |
tactic.applyc ``is_cobounded_ge_of_top <|> | |
tactic.applyc ``is_bounded_le_of_top <|> | |
tactic.applyc ``is_bounded_ge_of_bot | |
section conditionally_complete_lattice | |
variables [conditionally_complete_lattice α] | |
/-- The `Limsup` of a filter `f` is the infimum of the `a` such that, eventually for `f`, | |
holds `x ≤ a`. -/ | |
def Limsup (f : filter α) : α := Inf { a | ∀ᶠ n in f, n ≤ a } | |
/-- The `Liminf` of a filter `f` is the supremum of the `a` such that, eventually for `f`, | |
holds `x ≥ a`. -/ | |
def Liminf (f : filter α) : α := Sup { a | ∀ᶠ n in f, a ≤ n } | |
/-- The `limsup` of a function `u` along a filter `f` is the infimum of the `a` such that, | |
eventually for `f`, holds `u x ≤ a`. -/ | |
def limsup (f : filter β) (u : β → α) : α := (f.map u).Limsup | |
/-- The `liminf` of a function `u` along a filter `f` is the supremum of the `a` such that, | |
eventually for `f`, holds `u x ≥ a`. -/ | |
def liminf (f : filter β) (u : β → α) : α := (f.map u).Liminf | |
section | |
variables {f : filter β} {u : β → α} | |
theorem limsup_eq : f.limsup u = Inf { a | ∀ᶠ n in f, u n ≤ a } := rfl | |
theorem liminf_eq : f.liminf u = Sup { a | ∀ᶠ n in f, a ≤ u n } := rfl | |
end | |
theorem Limsup_le_of_le {f : filter α} {a} | |
(hf : f.is_cobounded (≤) . is_bounded_default) (h : ∀ᶠ n in f, n ≤ a) : f.Limsup ≤ a := | |
cInf_le hf h | |
theorem le_Liminf_of_le {f : filter α} {a} | |
(hf : f.is_cobounded (≥) . is_bounded_default) (h : ∀ᶠ n in f, a ≤ n) : a ≤ f.Liminf := | |
le_cSup hf h | |
theorem le_Limsup_of_le {f : filter α} {a} | |
(hf : f.is_bounded (≤) . is_bounded_default) (h : ∀ b, (∀ᶠ n in f, n ≤ b) → a ≤ b) : | |
a ≤ f.Limsup := | |
le_cInf hf h | |
theorem Liminf_le_of_le {f : filter α} {a} | |
(hf : f.is_bounded (≥) . is_bounded_default) (h : ∀ b, (∀ᶠ n in f, b ≤ n) → b ≤ a) : | |
f.Liminf ≤ a := | |
cSup_le hf h | |
theorem Liminf_le_Limsup {f : filter α} [ne_bot f] | |
(h₁ : f.is_bounded (≤) . is_bounded_default) (h₂ : f.is_bounded (≥) . is_bounded_default) : | |
f.Liminf ≤ f.Limsup := | |
Liminf_le_of_le h₂ $ assume a₀ ha₀, le_Limsup_of_le h₁ $ assume a₁ ha₁, | |
show a₀ ≤ a₁, from let ⟨b, hb₀, hb₁⟩ := (ha₀.and ha₁).exists in le_trans hb₀ hb₁ | |
lemma Liminf_le_Liminf {f g : filter α} | |
(hf : f.is_bounded (≥) . is_bounded_default) (hg : g.is_cobounded (≥) . is_bounded_default) | |
(h : ∀ a, (∀ᶠ n in f, a ≤ n) → ∀ᶠ n in g, a ≤ n) : f.Liminf ≤ g.Liminf := | |
cSup_le_cSup hg hf h | |
lemma Limsup_le_Limsup {f g : filter α} | |
(hf : f.is_cobounded (≤) . is_bounded_default) (hg : g.is_bounded (≤) . is_bounded_default) | |
(h : ∀ a, (∀ᶠ n in g, n ≤ a) → ∀ᶠ n in f, n ≤ a) : f.Limsup ≤ g.Limsup := | |
cInf_le_cInf hf hg h | |
lemma Limsup_le_Limsup_of_le {f g : filter α} (h : f ≤ g) | |
(hf : f.is_cobounded (≤) . is_bounded_default) (hg : g.is_bounded (≤) . is_bounded_default) : | |
f.Limsup ≤ g.Limsup := | |
Limsup_le_Limsup hf hg (assume a ha, h ha) | |
lemma Liminf_le_Liminf_of_le {f g : filter α} (h : g ≤ f) | |
(hf : f.is_bounded (≥) . is_bounded_default) (hg : g.is_cobounded (≥) . is_bounded_default) : | |
f.Liminf ≤ g.Liminf := | |
Liminf_le_Liminf hf hg (assume a ha, h ha) | |
lemma limsup_le_limsup {α : Type*} [conditionally_complete_lattice β] {f : filter α} {u v : α → β} | |
(h : u ≤ᶠ[f] v) | |
(hu : f.is_cobounded_under (≤) u . is_bounded_default) | |
(hv : f.is_bounded_under (≤) v . is_bounded_default) : | |
f.limsup u ≤ f.limsup v := | |
Limsup_le_Limsup hu hv $ assume b, h.trans | |
lemma liminf_le_liminf {α : Type*} [conditionally_complete_lattice β] {f : filter α} {u v : α → β} | |
(h : ∀ᶠ a in f, u a ≤ v a) | |
(hu : f.is_bounded_under (≥) u . is_bounded_default) | |
(hv : f.is_cobounded_under (≥) v . is_bounded_default) : | |
f.liminf u ≤ f.liminf v := | |
@limsup_le_limsup βᵒᵈ α _ _ _ _ h hv hu | |
lemma limsup_le_limsup_of_le {α β} [conditionally_complete_lattice β] {f g : filter α} (h : f ≤ g) | |
{u : α → β} (hf : f.is_cobounded_under (≤) u . is_bounded_default) | |
(hg : g.is_bounded_under (≤) u . is_bounded_default) : | |
f.limsup u ≤ g.limsup u := | |
Limsup_le_Limsup_of_le (map_mono h) hf hg | |
lemma liminf_le_liminf_of_le {α β} [conditionally_complete_lattice β] {f g : filter α} (h : g ≤ f) | |
{u : α → β} (hf : f.is_bounded_under (≥) u . is_bounded_default) | |
(hg : g.is_cobounded_under (≥) u . is_bounded_default) : | |
f.liminf u ≤ g.liminf u := | |
Liminf_le_Liminf_of_le (map_mono h) hf hg | |
theorem Limsup_principal {s : set α} (h : bdd_above s) (hs : s.nonempty) : | |
(𝓟 s).Limsup = Sup s := | |
by simp [Limsup]; exact cInf_upper_bounds_eq_cSup h hs | |
theorem Liminf_principal {s : set α} (h : bdd_below s) (hs : s.nonempty) : | |
(𝓟 s).Liminf = Inf s := | |
@Limsup_principal αᵒᵈ _ s h hs | |
lemma limsup_congr {α : Type*} [conditionally_complete_lattice β] {f : filter α} {u v : α → β} | |
(h : ∀ᶠ a in f, u a = v a) : limsup f u = limsup f v := | |
begin | |
rw limsup_eq, | |
congr' with b, | |
exact eventually_congr (h.mono $ λ x hx, by simp [hx]) | |
end | |
lemma liminf_congr {α : Type*} [conditionally_complete_lattice β] {f : filter α} {u v : α → β} | |
(h : ∀ᶠ a in f, u a = v a) : liminf f u = liminf f v := | |
@limsup_congr βᵒᵈ _ _ _ _ _ h | |
lemma limsup_const {α : Type*} [conditionally_complete_lattice β] {f : filter α} [ne_bot f] | |
(b : β) : limsup f (λ x, b) = b := | |
by simpa only [limsup_eq, eventually_const] using cInf_Ici | |
lemma liminf_const {α : Type*} [conditionally_complete_lattice β] {f : filter α} [ne_bot f] | |
(b : β) : liminf f (λ x, b) = b := | |
@limsup_const βᵒᵈ α _ f _ b | |
lemma liminf_le_limsup {f : filter β} [ne_bot f] {u : β → α} | |
(h : f.is_bounded_under (≤) u . is_bounded_default) | |
(h' : f.is_bounded_under (≥) u . is_bounded_default) : | |
liminf f u ≤ limsup f u := | |
Liminf_le_Limsup h h' | |
end conditionally_complete_lattice | |
section complete_lattice | |
variables [complete_lattice α] | |
@[simp] theorem Limsup_bot : (⊥ : filter α).Limsup = ⊥ := | |
bot_unique $ Inf_le $ by simp | |
@[simp] theorem Liminf_bot : (⊥ : filter α).Liminf = ⊤ := | |
top_unique $ le_Sup $ by simp | |
@[simp] theorem Limsup_top : (⊤ : filter α).Limsup = ⊤ := | |
top_unique $ le_Inf $ | |
by simp [eq_univ_iff_forall]; exact assume b hb, (top_unique $ hb _) | |
@[simp] theorem Liminf_top : (⊤ : filter α).Liminf = ⊥ := | |
bot_unique $ Sup_le $ | |
by simp [eq_univ_iff_forall]; exact assume b hb, (bot_unique $ hb _) | |
/-- Same as limsup_const applied to `⊥` but without the `ne_bot f` assumption -/ | |
lemma limsup_const_bot {f : filter β} : limsup f (λ x : β, (⊥ : α)) = (⊥ : α) := | |
begin | |
rw [limsup_eq, eq_bot_iff], | |
exact Inf_le (eventually_of_forall (λ x, le_rfl)), | |
end | |
/-- Same as limsup_const applied to `⊤` but without the `ne_bot f` assumption -/ | |
lemma liminf_const_top {f : filter β} : liminf f (λ x : β, (⊤ : α)) = (⊤ : α) := | |
@limsup_const_bot αᵒᵈ β _ _ | |
theorem has_basis.Limsup_eq_infi_Sup {ι} {p : ι → Prop} {s} {f : filter α} (h : f.has_basis p s) : | |
f.Limsup = ⨅ i (hi : p i), Sup (s i) := | |
le_antisymm | |
(le_infi₂ $ λ i hi, Inf_le $ h.eventually_iff.2 ⟨i, hi, λ x, le_Sup⟩) | |
(le_Inf $ assume a ha, let ⟨i, hi, ha⟩ := h.eventually_iff.1 ha in | |
infi₂_le_of_le _ hi $ Sup_le ha) | |
theorem has_basis.Liminf_eq_supr_Inf {p : ι → Prop} {s : ι → set α} {f : filter α} | |
(h : f.has_basis p s) : f.Liminf = ⨆ i (hi : p i), Inf (s i) := | |
@has_basis.Limsup_eq_infi_Sup αᵒᵈ _ _ _ _ _ h | |
theorem Limsup_eq_infi_Sup {f : filter α} : f.Limsup = ⨅ s ∈ f, Sup s := | |
f.basis_sets.Limsup_eq_infi_Sup | |
theorem Liminf_eq_supr_Inf {f : filter α} : f.Liminf = ⨆ s ∈ f, Inf s := | |
@Limsup_eq_infi_Sup αᵒᵈ _ _ | |
/-- In a complete lattice, the limsup of a function is the infimum over sets `s` in the filter | |
of the supremum of the function over `s` -/ | |
theorem limsup_eq_infi_supr {f : filter β} {u : β → α} : f.limsup u = ⨅ s ∈ f, ⨆ a ∈ s, u a := | |
(f.basis_sets.map u).Limsup_eq_infi_Sup.trans $ | |
by simp only [Sup_image, id] | |
lemma limsup_eq_infi_supr_of_nat {u : ℕ → α} : limsup at_top u = ⨅ n : ℕ, ⨆ i ≥ n, u i := | |
(at_top_basis.map u).Limsup_eq_infi_Sup.trans $ | |
by simp only [Sup_image, infi_const]; refl | |
lemma limsup_eq_infi_supr_of_nat' {u : ℕ → α} : limsup at_top u = ⨅ n : ℕ, ⨆ i : ℕ, u (i + n) := | |
by simp only [limsup_eq_infi_supr_of_nat, supr_ge_eq_supr_nat_add] | |
theorem has_basis.limsup_eq_infi_supr {p : ι → Prop} {s : ι → set β} {f : filter β} {u : β → α} | |
(h : f.has_basis p s) : f.limsup u = ⨅ i (hi : p i), ⨆ a ∈ s i, u a := | |
(h.map u).Limsup_eq_infi_Sup.trans $ by simp only [Sup_image, id] | |
/-- In a complete lattice, the liminf of a function is the infimum over sets `s` in the filter | |
of the supremum of the function over `s` -/ | |
theorem liminf_eq_supr_infi {f : filter β} {u : β → α} : f.liminf u = ⨆ s ∈ f, ⨅ a ∈ s, u a := | |
@limsup_eq_infi_supr αᵒᵈ β _ _ _ | |
lemma liminf_eq_supr_infi_of_nat {u : ℕ → α} : liminf at_top u = ⨆ n : ℕ, ⨅ i ≥ n, u i := | |
@limsup_eq_infi_supr_of_nat αᵒᵈ _ u | |
lemma liminf_eq_supr_infi_of_nat' {u : ℕ → α} : liminf at_top u = ⨆ n : ℕ, ⨅ i : ℕ, u (i + n) := | |
@limsup_eq_infi_supr_of_nat' αᵒᵈ _ _ | |
theorem has_basis.liminf_eq_supr_infi {p : ι → Prop} {s : ι → set β} {f : filter β} {u : β → α} | |
(h : f.has_basis p s) : f.liminf u = ⨆ i (hi : p i), ⨅ a ∈ s i, u a := | |
@has_basis.limsup_eq_infi_supr αᵒᵈ _ _ _ _ _ _ _ h | |
lemma limsup_eq_Inf_Sup {ι R : Type*} (F : filter ι) [complete_lattice R] (a : ι → R) : | |
F.limsup a = Inf ((λ I, Sup (a '' I)) '' F.sets) := | |
begin | |
refine le_antisymm _ _, | |
{ rw limsup_eq, | |
refine Inf_le_Inf (λ x hx, _), | |
rcases (mem_image _ F.sets x).mp hx with ⟨I, ⟨I_mem_F, hI⟩⟩, | |
filter_upwards [I_mem_F] with i hi, | |
exact hI ▸ le_Sup (mem_image_of_mem _ hi), }, | |
{ refine le_Inf_iff.mpr (λ b hb, Inf_le_of_le (mem_image_of_mem _ $ filter.mem_sets.mpr hb) | |
$ Sup_le _), | |
rintros _ ⟨_, h, rfl⟩, | |
exact h, }, | |
end | |
lemma liminf_eq_Sup_Inf {ι R : Type*} (F : filter ι) [complete_lattice R] (a : ι → R) : | |
F.liminf a = Sup ((λ I, Inf (a '' I)) '' F.sets) := | |
@filter.limsup_eq_Inf_Sup ι (order_dual R) _ _ a | |
@[simp] lemma liminf_nat_add (f : ℕ → α) (k : ℕ) : | |
at_top.liminf (λ i, f (i + k)) = at_top.liminf f := | |
by { simp_rw liminf_eq_supr_infi_of_nat, exact supr_infi_ge_nat_add f k } | |
@[simp] lemma limsup_nat_add (f : ℕ → α) (k : ℕ) : | |
at_top.limsup (λ i, f (i + k)) = at_top.limsup f := | |
@liminf_nat_add αᵒᵈ _ f k | |
lemma liminf_le_of_frequently_le' {α β} [complete_lattice β] | |
{f : filter α} {u : α → β} {x : β} (h : ∃ᶠ a in f, u a ≤ x) : | |
f.liminf u ≤ x := | |
begin | |
rw liminf_eq, | |
refine Sup_le (λ b hb, _), | |
have hbx : ∃ᶠ a in f, b ≤ x, | |
{ revert h, | |
rw [←not_imp_not, not_frequently, not_frequently], | |
exact λ h, hb.mp (h.mono (λ a hbx hba hax, hbx (hba.trans hax))), }, | |
exact hbx.exists.some_spec, | |
end | |
lemma le_limsup_of_frequently_le' {α β} [complete_lattice β] | |
{f : filter α} {u : α → β} {x : β} (h : ∃ᶠ a in f, x ≤ u a) : | |
x ≤ f.limsup u := | |
@liminf_le_of_frequently_le' _ βᵒᵈ _ _ _ _ h | |
end complete_lattice | |
section conditionally_complete_linear_order | |
lemma frequently_lt_of_lt_Limsup {f : filter α} [conditionally_complete_linear_order α] {a : α} | |
(hf : f.is_cobounded (≤) . is_bounded_default) (h : a < f.Limsup) : ∃ᶠ n in f, a < n := | |
begin | |
contrapose! h, | |
simp only [not_frequently, not_lt] at h, | |
exact Limsup_le_of_le hf h, | |
end | |
lemma frequently_lt_of_Liminf_lt {f : filter α} [conditionally_complete_linear_order α] {a : α} | |
(hf : f.is_cobounded (≥) . is_bounded_default) (h : f.Liminf < a) : ∃ᶠ n in f, n < a := | |
@frequently_lt_of_lt_Limsup (order_dual α) f _ a hf h | |
lemma eventually_lt_of_lt_liminf {f : filter α} [conditionally_complete_linear_order β] | |
{u : α → β} {b : β} (h : b < liminf f u) (hu : f.is_bounded_under (≥) u . is_bounded_default) : | |
∀ᶠ a in f, b < u a := | |
begin | |
obtain ⟨c, hc, hbc⟩ : ∃ (c : β) (hc : c ∈ {c : β | ∀ᶠ (n : α) in f, c ≤ u n}), b < c := | |
exists_lt_of_lt_cSup hu h, | |
exact hc.mono (λ x hx, lt_of_lt_of_le hbc hx) | |
end | |
lemma eventually_lt_of_limsup_lt {f : filter α} [conditionally_complete_linear_order β] | |
{u : α → β} {b : β} (h : limsup f u < b) (hu : f.is_bounded_under (≤) u . is_bounded_default) : | |
∀ᶠ a in f, u a < b := | |
@eventually_lt_of_lt_liminf _ βᵒᵈ _ _ _ _ h hu | |
lemma le_limsup_of_frequently_le {α β} [conditionally_complete_linear_order β] {f : filter α} | |
{u : α → β} {b : β} (hu_le : ∃ᶠ x in f, b ≤ u x) | |
(hu : f.is_bounded_under (≤) u . is_bounded_default) : | |
b ≤ f.limsup u := | |
begin | |
revert hu_le, | |
rw [←not_imp_not, not_frequently], | |
simp_rw ←lt_iff_not_ge, | |
exact λ h, eventually_lt_of_limsup_lt h hu, | |
end | |
lemma liminf_le_of_frequently_le {α β} [conditionally_complete_linear_order β] {f : filter α} | |
{u : α → β} {b : β} (hu_le : ∃ᶠ x in f, u x ≤ b) | |
(hu : f.is_bounded_under (≥) u . is_bounded_default) : | |
f.liminf u ≤ b := | |
@le_limsup_of_frequently_le _ βᵒᵈ _ f u b hu_le hu | |
lemma frequently_lt_of_lt_limsup {α β} [conditionally_complete_linear_order β] {f : filter α} | |
{u : α → β} {b : β} | |
(hu : f.is_cobounded_under (≤) u . is_bounded_default) (h : b < f.limsup u) : | |
∃ᶠ x in f, b < u x := | |
begin | |
contrapose! h, | |
apply Limsup_le_of_le hu, | |
simpa using h, | |
end | |
lemma frequently_lt_of_liminf_lt {α β} [conditionally_complete_linear_order β] {f : filter α} | |
{u : α → β} {b : β} | |
(hu : f.is_cobounded_under (≥) u . is_bounded_default) (h : f.liminf u < b) : | |
∃ᶠ x in f, u x < b := | |
@frequently_lt_of_lt_limsup _ βᵒᵈ _ f u b hu h | |
end conditionally_complete_linear_order | |
end filter | |
section order | |
open filter | |
lemma monotone.is_bounded_under_le_comp [nonempty β] [linear_order β] [preorder γ] | |
[no_max_order γ] {g : β → γ} {f : α → β} {l : filter α} (hg : monotone g) | |
(hg' : tendsto g at_top at_top) : | |
is_bounded_under (≤) l (g ∘ f) ↔ is_bounded_under (≤) l f := | |
begin | |
refine ⟨_, λ h, h.is_bounded_under hg⟩, | |
rintro ⟨c, hc⟩, rw eventually_map at hc, | |
obtain ⟨b, hb⟩ : ∃ b, ∀ a ≥ b, c < g a := eventually_at_top.1 (hg'.eventually_gt_at_top c), | |
exact ⟨b, hc.mono $ λ x hx, not_lt.1 (λ h, (hb _ h.le).not_le hx)⟩ | |
end | |
lemma monotone.is_bounded_under_ge_comp [nonempty β] [linear_order β] [preorder γ] | |
[no_min_order γ] {g : β → γ} {f : α → β} {l : filter α} (hg : monotone g) | |
(hg' : tendsto g at_bot at_bot) : | |
is_bounded_under (≥) l (g ∘ f) ↔ is_bounded_under (≥) l f := | |
hg.dual.is_bounded_under_le_comp hg' | |
lemma antitone.is_bounded_under_le_comp [nonempty β] [linear_order β] [preorder γ] | |
[no_max_order γ] {g : β → γ} {f : α → β} {l : filter α} (hg : antitone g) | |
(hg' : tendsto g at_bot at_top) : | |
is_bounded_under (≤) l (g ∘ f) ↔ is_bounded_under (≥) l f := | |
hg.dual_right.is_bounded_under_ge_comp hg' | |
lemma antitone.is_bounded_under_ge_comp [nonempty β] [linear_order β] [preorder γ] | |
[no_min_order γ] {g : β → γ} {f : α → β} {l : filter α} (hg : antitone g) | |
(hg' : tendsto g at_top at_bot) : | |
is_bounded_under (≥) l (g ∘ f) ↔ is_bounded_under (≤) l f := | |
hg.dual_right.is_bounded_under_le_comp hg' | |
lemma galois_connection.l_limsup_le [conditionally_complete_lattice β] | |
[conditionally_complete_lattice γ] {f : filter α} {v : α → β} | |
{l : β → γ} {u : γ → β} (gc : galois_connection l u) | |
(hlv : f.is_bounded_under (≤) (λ x, l (v x)) . is_bounded_default) | |
(hv_co : f.is_cobounded_under (≤) v . is_bounded_default) : | |
l (f.limsup v) ≤ f.limsup (λ x, l (v x)) := | |
begin | |
refine le_Limsup_of_le hlv (λ c hc, _), | |
rw filter.eventually_map at hc, | |
simp_rw (gc _ _) at hc ⊢, | |
exact Limsup_le_of_le hv_co hc, | |
end | |
lemma order_iso.limsup_apply {γ} [conditionally_complete_lattice β] | |
[conditionally_complete_lattice γ] {f : filter α} {u : α → β} (g : β ≃o γ) | |
(hu : f.is_bounded_under (≤) u . is_bounded_default) | |
(hu_co : f.is_cobounded_under (≤) u . is_bounded_default) | |
(hgu : f.is_bounded_under (≤) (λ x, g (u x)) . is_bounded_default) | |
(hgu_co : f.is_cobounded_under (≤) (λ x, g (u x)) . is_bounded_default) : | |
g (f.limsup u) = f.limsup (λ x, g (u x)) := | |
begin | |
refine le_antisymm (g.to_galois_connection.l_limsup_le hgu hu_co) _, | |
rw [←(g.symm.symm_apply_apply (f.limsup (λ (x : α), g (u x)))), g.symm_symm], | |
refine g.monotone _, | |
have hf : u = λ i, g.symm (g (u i)), from funext (λ i, (g.symm_apply_apply (u i)).symm), | |
nth_rewrite 0 hf, | |
refine g.symm.to_galois_connection.l_limsup_le _ hgu_co, | |
simp_rw g.symm_apply_apply, | |
exact hu, | |
end | |
lemma order_iso.liminf_apply {γ} [conditionally_complete_lattice β] | |
[conditionally_complete_lattice γ] {f : filter α} {u : α → β} (g : β ≃o γ) | |
(hu : f.is_bounded_under (≥) u . is_bounded_default) | |
(hu_co : f.is_cobounded_under (≥) u . is_bounded_default) | |
(hgu : f.is_bounded_under (≥) (λ x, g (u x)) . is_bounded_default) | |
(hgu_co : f.is_cobounded_under (≥) (λ x, g (u x)) . is_bounded_default) : | |
g (f.liminf u) = f.liminf (λ x, g (u x)) := | |
@order_iso.limsup_apply α βᵒᵈ γᵒᵈ _ _ f u g.dual hu hu_co hgu hgu_co | |
end order | |