Library Coq.Reals.PSeries_reg

Require Import Rbase.
Require Import Rfunctions.
Require Import SeqSeries.
Require Import Ranalysis1.
Require Import Max.
Require Import Even.
Local Open Scope R_scope.

Definition Boule (x:R) (r:posreal) (y:R) : Prop := Rabs (y - x) < r.

Uniform convergence

Definition CVU (fn:nat -> R -> R) (f:R -> R) (x:R)
  (r:posreal) : Prop :=
  forall eps:R,
    0 < eps ->
    exists N : nat ,
      (forall (n:nat) (y:R),
        (N <= n)%nat -> Boule x r y -> Rabs (f y - fn n y) < eps ).

Normal convergence

Definition CVN_r (fn:nat -> R -> R) (r:posreal) : Type :=
  { An:nat -> R &
    { l:R |
      Un_cv (fun n:nat => sum_f_R0 (fun k:nat => Rabs (An k)) n) l /\
      (forall (n:nat) (y:R), Boule 0 r y -> Rabs (fn n y) <= An n ) } }.

Definition CVN_R (fn:nat -> R -> R) : Type := forall r:posreal, CVN_r fn r.

Definition SFL (fn:nat -> R -> R)
  (cv:forall x:R, { l:R | Un_cv (fun N:nat => SP fn N x) l })
  (y:R) : R := let (a,_) := cv y in a.

In a complete space, normal convergence implies uniform convergence

Lemma CVN_CVU :
  forall (fn:nat -> R -> R)
    (cv:forall x:R, {l:R | Un_cv (fun N:nat => SP fn N x) l })
    (r:posreal), CVN_r fn r -> CVU (fun n:nat => SP fn n) (SFL fn cv) 0 r.

Each limit of a sequence of functions which converges uniformly is continue

Lemma CVU_continuity :
  forall (fn:nat -> R -> R) (f:R -> R) (x:R) (r:posreal),
    CVU fn f x r ->
    (forall (n:nat) (y:R), Boule x r y -> continuity_pt (fn n) y) ->
    forall y:R, Boule x r y -> continuity_pt f y.

Lemma continuity_pt_finite_SF :
  forall (fn:nat -> R -> R) (N:nat) (x:R),
    (forall n:nat, (n <= N)%nat -> continuity_pt (fn n) x) ->
    continuity_pt (fun y:R => sum_f_R0 (fun k:nat => fn k y) N) x.

Continuity and normal convergence

Lemma SFL_continuity_pt :
  forall (fn:nat -> R -> R)
    (cv:forall x:R, { l:R | Un_cv (fun N:nat => SP fn N x) l })
    (r:posreal),
    CVN_r fn r ->
    (forall (n:nat) (y:R), Boule 0 r y -> continuity_pt (fn n) y) ->
    forall y:R, Boule 0 r y -> continuity_pt (SFL fn cv) y.

Lemma SFL_continuity :
  forall (fn:nat -> R -> R)
    (cv:forall x:R, { l:R | Un_cv (fun N:nat => SP fn N x) l }),
    CVN_R fn -> (forall n:nat, continuity (fn n)) -> continuity (SFL fn cv).

As R is complete, normal convergence implies that (fn) is simply-uniformly convergent

Lemma CVN_R_CVS :
forall fn:nat -> R -> R,
CVN_R fn -> forall x:R, { l:R | Un_cv (fun N:nat => SP fn N x) l }.