Infinite sum over a topological monoid
This sum is known as unconditionally convergent, as it sums to the same value under all possible permutations. For Euclidean spaces (finite dimensional Banach spaces) this is equivalent to absolute convergence.
Note: There are summable sequences which are not unconditionally convergent! The other way holds
generally, see has_sum.tendsto_sum_nat
.
References
- Bourbaki: General Topology (1995), Chapter 3 §5 (Infinite sums in commutative groups)
Infinite sum on a topological monoid
The at_top
filter on finset α
is the limit of all finite sets towards the entire type. So we sum
up bigger and bigger sets. This sum operation is still invariant under reordering, and a absolute
sum operator.
This is based on Mario Carneiro's infinite sum in Metamath.
For the definition or many statements, α does not need to be a topological monoid. We only add this assumption later, for the lemmas where it is relevant.
Equations
- has_sum f a = filter.tendsto (λ (s : finset β), s.sum (λ (b : β), f b)) filter.at_top (nhds a)
summable f
means that f
has some (infinite) sum. Use tsum
to get the value.
∑' i, f i
is the sum of f
it exists, or 0 otherwise
Constant zero function has sum 0
If a function f
vanishes outside of a finite set s
, then it has_sum
∑ b in s, f b
.
If f : ℕ → α
has sum a
, then the partial sums ∑_{i=0}^{n-1} f i
converge to a
.
If a series f
on β × γ
has sum a
and for each b
the restriction of f
to {b} × γ
has sum g b
, then the series g
has sum a
.
You can compute a sum over an encodably type by summing over the natural numbers and taking a supremum. This is useful for outer measures.
tsum_supr_decode2
specialized to the complete lattice of sets.
Some properties about measure-like functions.
These could also be functions defined on complete sublattices of sets, with the property
that they are countably sub-additive.
R
will probably be instantiated with (≤)
in all applications.
If a function is countably sub-additive then it is sub-additive on encodable types
If a function is countably sub-additive then it is sub-additive on finite sets
If a function is countably sub-additive then it is binary sub-additive
Sums on subtypes
If s
is a finset of α
, we show that the summability of f
in the whole space and on the subtype
univ - s
are equivalent, and relate their sums. For a function defined on ℕ
, we deduce the
formula (∑ i in range k, f i) + (∑' i, f (i + k)) = (∑' i, f i)
, in sum_add_tsum_nat_add
.
If the extended distance between consequent points of a sequence is estimated
by a summable series of nnreal
s, then the original sequence is a Cauchy sequence.
If the distance between consequent points of a sequence is estimated by a summable series, then the original sequence is a Cauchy sequence.