Module mathcomp.classical.fsbigop
From mathcomp Require Import boot order ssralg ssrnum ssrint interval finmap.#[warning="-warn-library-file-internal-analysis"]
From mathcomp Require Import unstable.
From mathcomp Require Import boolp classical_sets functions cardinality.
Reserved Notation "\big [ op / idx ]_ ( i '\in' A ) F"
(F at level 36, A at level 60,
format "'[' \big [ op / idx ]_ ( i '\in' A ) '/ ' F ']'").
Reserved Notation "\sum_ ( i '\in' A ) F"
(F at level 41, A at level 60,
format "'[' \sum_ ( i '\in' A ) '/ ' F ']'").
Unset SsrOldRewriteGoalsOrder.
Set Implicit Arguments.
Unset Strict Implicit.
Unset Printing Implicit Defensive.
Import Order.TTheory GRing.Theory Num.Def Num.Theory.
Local Open Scope classical_set_scope.
Local Open Scope ring_scope.
Notation
(\big[op/idx]_( <- fset_set (A `&` ((fun => F) @^-1` [set~ idx]))) F)
(only parsing) : big_scope.
Lemma
Proof.
Used by
- mathcomp.analysis.ereal
Source code
( : I -> T) : seq I :=
locked_with finite_index_key (fset_set (D `&` F @^-1` [set~ idx] : set I)).
Notation
(\big[op/idx]_( <- finite_support idx D (fun => F)) F)
: big_scope.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
Source code
( : J -> T) : finite_set (P `&` F @^-1` [set~ i]) ->
finite_support i P F =i P `&` F @^-1` [set~ i].
Proof.
Lemma
( : J -> T) : uniq (finite_support i P F).
Proof.
Lemma
( : J -> T) : infinite_set (P `&` F @^-1` [set~ i]) ->
finite_support i P F = [::].
Proof.
Lemma
- mathcomp.analysis.ereal
Source code
( : I -> T) : {in D, F =1 G} ->
finite_support idx D F = finite_support idx D G.
Proof.
Variant
( : set T) ( : T -> R) (
|
finite_support_spec P F idx [::]
|
& (forall , P i -> i \notin X -> F i = idx)
& [set` X] = (P `&` F @^-1` [set~ idx]) :
finite_support_spec P F idx X.
Lemma
- mathcomp.analysis.ereal
Source code
finite_support_spec P F idx (finite_support idx P F).
Proof.
Notation
Lemma
( : choiceType) ( : T -> R) ( : set T) :
P = Q -> \big[op/idx]_( \in P) f x = \big[op/idx]_( \in Q) f x.
Proof.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.ereal
- mathcomp.analysis.lebesgue_integral_theory.radon_nikodym
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_fubini
- mathcomp.analysis.lebesgue_integral_theory.simple_functions
- mathcomp.analysis.lebesgue_integral_theory.counting_lebesgue
- mathcomp.analysis.lebesgue_integral_theory.giry
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_Rintegral
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
- mathcomp.analysis.probability_theory.independence
- mathcomp.analysis.probability_theory.uniform_distribution
- mathcomp.analysis.probability_theory.bernoulli_distribution
- mathcomp.analysis.kernel
- mathcomp.analysis.measure_theory.dirac_measure
- mathcomp.analysis.measure_theory.measure_function
Source code
( : choiceType) ( : T -> R) ( : set T) :
{in P, f =1 g} -> (\big[op/idx]_( \in P) f x = \big[op/idx]_( \in P) g x).
Proof.
by case: finite_supportP => //= X XP _ gidx xX; rewrite fg // ?inE; apply/XP.
Qed.
Lemma
( : {fset T}) ( : T -> R) :
(forall , i \notin A -> f i = idx) ->
\big[op/idx]_( \in [set: T]) f i = \big[op/idx]_( <- A) f i.
Proof.
move=> Af; have Afin : finite_set (f @^-1` [set~ idx]).
by apply: (finite_subfset A) => x; apply: contra_notT => /Af.
rewrite [in RHS](big_fsetID _ [pred | f x == idx])/=.
rewrite [X in _ = op X _]big_fset [X in _ = op X _]big1 ?Monoid.simpm//.
by move=> i /= /eqP.
apply eq_fbigl => r.
rewrite in_finite_support// ?setTI// /preimage/=; apply/idP/idP => /=.
rewrite !inE/=; apply: contra_notP => /negP.
by rewrite negb_and negbK => /orP[|/eqP//]; exact: Af.
by rewrite !inE/= => /andP[_ /eqP].
Qed.
Lemma
( : choiceType) ( : set T) ( : T -> R) :
\big[op/idx]_( \in A) f i =
\big[op/idx]_( \in [set: T]) patch (fun=> idx) A f i.
Proof.
rewrite -big_mkcond/= -[in RHS]big_filter; apply: perm_big.
rewrite uniq_perm ?filter_uniq//= => i; rewrite mem_filter.
set g := fun => if i \in A then f i else idx.
have gAf : setT `&` g @^-1` [set~ idx] = (A `&` f @^-1` [set~ idx]).
rewrite setTI; apply/predeqP => x; split; rewrite /preimage/g/=.
by case: ifPn; rewrite (inE, notin_setE).
by case: ifPn; rewrite (inE, notin_setE) => ? [].
case: finite_supportP => //.
rewrite -gAf; case: finite_supportP=> //=; first by rewrite ?inE andbF.
by move=> X _ gidx <-//.
move=> X XA fidx XE; case: finite_supportP; rewrite gAf -?XE//=.
move=> Y _ gidx /predeqP/=/(_ _)/propext YX.
by apply/idP/andP => [|[]]; rewrite YX// inE => Xi; split=> //; apply: XA.
Qed.
Lemma
( : choiceType) ( : set T) ( : T -> R) :
\big[op/idx]_( \in I `&` J) a i =
\big[op/idx]_( \in I) if i \in J then a i else idx.
Proof.
Lemma
( : choiceType) ( : set T) ( : T -> R) :
\big[op/idx]_( \in I `&` J) a i =
\big[op/idx]_( \in J) if i \in I then a i else idx.
Proof.
Lemma
( : seq T) ( : {pred T}) ( : T -> R) : uniq r ->
(forall , P i -> i \notin r -> f i = idx) ->
\big[op/idx]_( <- r | P i) f i = \big[op/idx]_( \in [set` P]) f i.
Proof.
Lemma
- mathcomp.experimental_reals.realsum
Source code
( : set T) ( : seq T) ( : T -> R) :
uniq r ->
[set` r] `<=` A ->
(forall , A i -> i \notin r -> f i = idx) ->
\big[op/idx]_( \in A) f i = \big[op/idx]_( <- r | i \in A) f i.
Proof.
by move=> i; rewrite inE; apply: fidx.
Qed.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.probability_theory.independence
- mathcomp.analysis.measure_theory.measure_function
Source code
( : choiceType) ( : seq I) ( : I -> R) :
uniq r ->
\big[op/idx]_( <- r) F a = \big[op/idx]_( \in [set` r]) F a.
Proof.
by rewrite mem_setE big_seq_cond big_mkcondr.
Qed.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
- mathcomp.analysis.numfun
Source code
( : set I) ( : I -> R) :
(forall , P i -> F i = idx) -> \big[op/idx]_( \in P) F i = idx.
Proof.
by move=> X XP _ _ Xi; rewrite PF0//; apply/XP.
Qed.
Lemma
( : set I) ( : I -> R) :
infinite_set (P `&` F @^-1` [set~ idx])-> \big[op/idx]_( \in P) F i = idx.
Proof.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.simple_functions
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
Source code
( : Monoid.com_law idx) ( : set T) ( : T -> R) :
P `<=` D ->
D `\` P `<=` f @^-1` [set idx] ->
\big[op/idx]_( \in P) f i = \big[op/idx]_( \in D) f i.
Proof.
apply: eq_fsbigr => x _; rewrite /patch; case: ifPn; rewrite (inE, notin_setE).
by move=> Px; rewrite ifT// inE; apply: PD.
by move=> Px; case: ifP => //; rewrite inE => Dx; rewrite DPf.
Qed.
Lemma
( : Monoid.com_law idx) ( : set T) ( : T -> R) :
\big[op/idx]_( \in P) f i = \big[op/idx]_( \in P `&` f @^-1` [set~ idx]) f i.
Proof.
Lemma
( : Monoid.com_law idx)
( : seq T) ( : set T) ( : T -> R) :
P `<=` [set` r] ->
uniq r ->
[set | i \in r] `\` P `<=` f @^-1` [set idx] ->
\big[op/idx]_( \in P) f i = \big[op/idx]_( <- r) f i.
Proof.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.probability_theory.bernoulli_distribution
- mathcomp.analysis.measure_theory.measure_function
Source code
( : T -> R) : \big[op/idx]_( \in set0) F x = idx.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
- mathcomp.analysis.probability_theory.independence
- mathcomp.analysis.probability_theory.bernoulli_distribution
- mathcomp.analysis.measure_theory.measure_function
Source code
( : T -> R) : \big[op/idx]_( \in [set x]) F y = F x.
Proof.
Lemma
( : choiceType) ( : set I) ( : set I) ( : I -> R) :
finite_set (A `&` F @^-1` [set~ idx]) ->
\big[op/idx]_( \in A) F i = op (\big[op/idx]_( \in A `&` B) F i)
(\big[op/idx]_( \in A `&` ~` B) F i).
Proof.
have fsbig_setI C : \big[op/idx]_( <-
[fset x | in fset_set (A `&` F @^-1` [set~ idx]) & x \in C]%fset) F i =
\big[op/idx]_( \in A `&` C) F i.
apply: eq_fbigl => i /=; apply/idP/idP.
rewrite !inE/= => /andP[+ Bi]; rewrite in_fset_set// inE => -[Ai Fi].
rewrite unlock in_fset_set ?inE// setIAC; last by rewrite inE in Bi.
exact/finite_setIl.
rewrite unlock in_fset_set; first by rewrite setIAC; exact/finite_setIl.
by rewrite inE => -[[Ai Bi] Fi0]; rewrite !inE/= in_fset_set// !mem_set.
rewrite (big_fsetID _ [pred | i \in B])/= [locked_with _ _]unlock.
rewrite fsbig_setI; congr (op _ _); rewrite -fsbig_setI.
by apply eq_fbigl => i; rewrite !inE in_setC.
Qed.
Lemma
( : choiceType) ( : set I) ( : set I) ( : I -> R) :
finite_set A ->
\big[op/idx]_( \in A) F i = op (\big[op/idx]_( \in A `&` B) F i)
(\big[op/idx]_( \in A `&` ~` B) F i).
Proof.
#[deprecated(note="Use fsbigID instead")]
Notation
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.probability_theory.bernoulli_distribution
- mathcomp.analysis.measure_theory.measure_function
Source code
( : choiceType) ( : set I) ( : I -> R) :
finite_set A -> finite_set B -> A `&` B `<=` F @^-1` [set idx] ->
\big[op/idx]_( \in A `|` B) F i =
op (\big[op/idx]_( \in A) F i) (\big[op/idx]_( \in B) F i).
Proof.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
Source code
( : choiceType) ( : set I) ( : I -> R) :
finite_set A -> finite_set B -> A `&` B `<=` set0 ->
\big[op/idx]_( \in A `|` B) F i =
op (\big[op/idx]_( \in A) F i) (\big[op/idx]_( \in B) F i).
Proof.
Lemma
- mathcomp.analysis.ereal
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
- mathcomp.analysis.numfun
Source code
( : choiceType) ( : I) ( : set I) ( : I -> R) :
finite_set A -> A i ->
\big[op/idx]_( \in A) F j = op (F i) (\big[op/idx]_( \in A `\ i) F j).
Arguments fsbigD1 {R idx op I} i A F.
Lemma
(
( : I -> R) :
finite_set (P `&` F @^-1` [set~ zero]) ->
times a (\big[plus/zero]_( \in P) F i) =
\big[plus/zero]_( \in P) times a (F i).
Proof.
have [->|a0] := eqVneq a zero.
by rewrite Monoid.mul0m fsbig1//; move=> i _; rewrite Monoid.mul0m.
#[warning="deprecated"] (* FIXME *)
rewrite big_distrr [RHS](full_fsbigID (F @^-1` [set zero])).
apply: sub_finite_set finF => x /= [Px aFN0].
by split=> //; apply: contra_not aFN0 => ->; rewrite Monoid.simpm.
set b0 := bigop _ _ _.
set b1 := bigop _ _ _.
set b2 := bigop _ _ _.
rewrite (_ : b1 = zero) ?Monoid.simpm.
by rewrite /b1 fsbig1// => i [_ ->]; rewrite Monoid.simpm.
apply/esym/fsbig_fwiden => //.
by move=> x [Px Fx0]; rewrite /= in_finite_support// inE.
move=> i []; rewrite /preimage/= in_finite_support //.
by rewrite !inE => -[Pi]; rewrite /preimage/= => Fi0; tauto.
Qed.
Lemma
(
( : I -> R) :
finite_set P ->
times a (\big[plus/zero]_( \in P) F i) =
\big[plus/zero]_( \in P) times a (F i).
Proof.
Lemma
- mathcomp.analysis.probability_theory.independence
Source code
a * (\sum_( \in P) F i) = \sum_( \in P) a * F i.
Proof.
case: (pselect (finite_set (P `&` F @^-1` [set~ 0]))) => PFfin.
exact: full_fsbig_distrr.
rewrite !fsbig_dflt ?mulr0//; apply: contra_not PFfin; apply: sub_finite_set.
by move=> x [Px /eqP Fx0]; split=> //=; apply/eqP; rewrite mulf_neq0.
Qed.
Lemma
- mathcomp.analysis.probability_theory.independence
Source code
(\sum_( \in P) F i) * a = \sum_( \in P) (F i * a).
Proof.
Lemma
- mathcomp.analysis.probability_theory.binomial_distribution
- mathcomp.analysis.measure_theory.measure_function
Source code
\big[op/idx]_( < n) F a = \big[op/idx]_( \in `I_n) F a.
Proof.
Lemma
- mathcomp.experimental_reals.realsum
- mathcomp.analysis.lebesgue_measure
- mathcomp.analysis.esum
- mathcomp.analysis.ereal
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.simple_functions
- mathcomp.analysis.lebesgue_integral_theory.counting_lebesgue
- mathcomp.analysis.lebesgue_integral_theory.measurable_fun_approximation
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_nonneg
- mathcomp.analysis.numfun
- mathcomp.analysis.lebesgue_stieltjes_measure
- mathcomp.analysis.probability_theory.independence
- mathcomp.analysis.probability_theory.bernoulli_distribution
- mathcomp.analysis.topology_theory.separation_axioms
- mathcomp.analysis.measure_theory.measure_extension
- mathcomp.analysis.measure_theory.dirac_measure
- mathcomp.analysis.measure_theory.measure_function
Source code
( : set T) ( : T -> R) : finite_set D ->
\big[op/idx]_( \in D) F x = \big[op/idx]_( <- fset_set D) F x.
Proof.
Section fsbig2.
Variables ( : Type) (
Lemma
- mathcomp.analysis.measure_theory.measure_function
Source code
( : J -> R) : set_bij P Q h ->
\big[op/idx]_( \in Q) F j = \big[op/idx]_( \in P) F (h i).
Proof.
rewrite !emptyE => /Pbij[{}h ->].
by rewrite -[in LHS](image_eq h) image_set0 !fsbig_set0.
elim/choicePpointed: J => J in F h Q *; first by have := no (h point).
move=> /(@pPbij _ _ _)[{}h ->].
pose A := P `&` (F \o h) @^-1` [set~ idx].
pose B := Q `&` F @^-1` [set~ idx].
have /(@pPbij _ _ _)[g gh] : set_bij A B h.
apply: splitbij_sub; rewrite /A /B /preimage //=.
by move=> x [Px Fhx]; split=> //; apply: funS.
by move=> x [Qx Fx]; split; rewrite ?invK ?inE//; apply: funS.
case: finite_supportP; rewrite ?big_nil//=.
case: finite_supportP; rewrite ?big_nil//=.
move=> X XP _ XE []; rewrite -/B -(image_eq g) /A.
by apply: finite_image; rewrite -XE.
move=> Y YQ Fidx YE; case: finite_supportP.
move=> []; rewrite -/A -(image_eq [bij of g^-1%FUN]).
by apply: finite_image; rewrite /B -YE.
move=> X XP Fhidx XE; suff -> : Y = (h @` X)%fset.
by rewrite big_imfset// => ? ? ? ? /inj; apply; rewrite inE; apply: XP.
have BY j : (B j) = (j \in Y) by rewrite -[RHS]/([set` Y] j) YE.
have AX i : (A i) = (i \in X) by rewrite -[RHS]/([set` X] i) XE.
rewrite gh; apply/fsetP=> j; apply/idP/imfsetP => [Yj | [i iX ->]]; last first.
by rewrite -BY; apply: funS; rewrite AX.
by exists (g^-1%FUN j); rewrite ?invK ?inE ?BY// -AX; apply: funS; rewrite BY.
Qed.
Lemma
- mathcomp.analysis.measure_theory.measure_function
Source code
\big[op/idx]_( \in h @` P) F j = \big[op/idx]_( \in P) F (h i).
Proof.
Lemma
bijective h -> P `<=` h @` Q -> Q `<=` h @^-1` P ->
\big[op/idx]_( \in P) F j = \big[op/idx]_( \in Q) F (h i).
Proof.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
Source code
bijective h ->
\big[op/idx]_( \in [set: J]) F j = \big[op/idx]_( \in [set: I]) F (h i).
Proof.
End fsbig2.
Arguments reindex_fsbig {R idx op I J} _ _ _.
Arguments fsbig_image {R idx op I J} _ _.
Arguments __deprecated__reindex_inside {R idx op I J} _ _.
Arguments reindex_fsbigT {R idx op I J} _ _.
#[deprecated(note="use reindex_fsbig, fsbig_image or reindex_fsbigT instead")]
Notation
#[deprecated(note="use reindex_fsbigT instead")]
Notation
Lemma
( : choiceType) ( : set T2) ( : T1 -> T2 -> R) ( : T1) :
\big[op/idx]_( \in Q) f x y != idx -> exists2 , Q y & f x y != idx.
Proof.
Lemma
- mathcomp.analysis.esum
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
Source code
( : Monoid.com_law idx) ( : set T) ( : T -> R) : finite_set P ->
\big[op/idx]_( \in P) op (f x) (g x) =
op (\big[op/idx]_( \in P) f x) (\big[op/idx]_( \in P) g x).
Proof.
Lemma
(forall , P i -> 0 <= F i) -> 0 <= \sum_( \in P) F i.
Proof.
by rewrite big_seq_cond big_mkcondr sumr_ge0// => i /XP/PF.
Qed.
Lemma
(forall , P i -> F i <= 0) -> \sum_( \in P) F i <= 0.
Proof.
by rewrite big_seq_cond big_mkcondr sumr_le0// => i /XP/PF.
Qed.
Lemma
( : I -> R) :
0 < \sum_( \in P) F i -> exists2 , P i & 0 < F i.
Proof.
Lemma
( : I -> R) :
\sum_( \in P) F i < 0 -> exists2 , P i & F i < 0.
Proof.
Lemma
( : I -> R) :
finite_set P ->
(forall , P i -> 0 <= F i) ->
\sum_( \in P) F i = 0 -> forall , P i -> F i = 0.
Proof.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.lebesgue_integral_theory.simple_functions
- mathcomp.analysis.topology_theory.sigT_topology
- mathcomp.analysis.measure_theory.measure_function
- mathcomp.analysis.homotopy_theory.wedge_sigT
Source code
finite_set A ->
\big[setU/set0]_( \in A) F i = \bigcup_( in A) F i.
Proof.
Lemma
- mathcomp.analysis.topology_theory.separation_axioms
Source code
finite_set A -> \big[setU/set0]_( \in A) [set x] = A.
Proof.
Lemma
( : choiceType) ( : set I) ( : set J) ( : I -> J -> R) :
finite_set P -> finite_set Q ->
\big[op/idx]_( \in P) \big[op/idx]_( \in Q) F i j
= \big[op/idx]_( \in P `*` Q) F p.1 p.2.
Proof.
rewrite !fsbig_finite//=; under eq_bigr do rewrite fsbig_finite//=.
rewrite pair_big_dep_cond/= fset_setX//.
apply: eq_fbigl => -[i j] //=; apply/imfset2P/idP; rewrite inE //=.
by move=> [x + [y + [-> ->]]]; rewrite 4!inE/= !andbT/= => -> ->.
move=> /andP[Pi Qi]; exists i; rewrite 2?inE ?andbT//.
by exists j; rewrite 2?inE ?andbT.
Qed.
Lemma
- mathcomp.analysis.lebesgue_integral_theory.lebesgue_integral_definition
- mathcomp.analysis.measure_theory.measure_function
Source code
( : choiceType) ( : set I) ( : set J) ( : I -> J -> R) :
finite_set P -> finite_set Q ->
\big[op/idx]_( \in P) \big[op/idx]_( \in Q) F i j
= \big[op/idx]_( \in Q) \big[op/idx]_( \in P) F i j.