diff --git a/coq/QLearn/Tsitsiklis.v b/coq/QLearn/Tsitsiklis.v index 80cae3a9..4886f291 100644 --- a/coq/QLearn/Tsitsiklis.v +++ b/coq/QLearn/Tsitsiklis.v @@ -984,6 +984,19 @@ Definition is_lim_seq'_uniform_fun {Ts} (u : nat -> Ts -> R) (l : Ts -> R) := forall eps : posreal, eventually (fun n => forall (x:Ts), Rabs (u n x - l x) < eps). +Lemma is_lim_seq'_uniform_is_lim (u : nat -> Ts -> R) (l : Ts -> R) : + is_lim_seq'_uniform_fun u l -> + forall (x : Ts), is_lim_seq (fun n => u n x) (l x). +Proof. + intros. + apply is_lim_seq_spec. + intros eps. + specialize (H eps). + revert H. + apply eventually_impl. + now apply all_eventually; intros ??. +Qed. + Definition is_lim_seq'_uniform_almost (u : nat -> Ts -> R) (l : Ts -> R) := forall eps : posreal, eventually (fun n => almostR2 prts Rlt (rvabs (rvminus (u n) l)) (const eps)). @@ -1017,6 +1030,20 @@ Definition is_lim_seq'_uniform_fun_Rbar {Ts} (u : nat -> Ts -> R) (l : Ts -> Rba | m_infty => u n x < - 1/eps end). +Lemma is_lim_seq'_uniform_Rbar_is_lim (u : nat -> Ts -> R) (l : Ts -> Rbar) : + is_lim_seq'_uniform_fun_Rbar u l -> + forall (x : Ts), is_lim_seq (fun n => u n x) (l x). +Proof. + intros. + apply is_lim_seq_spec. + unfold is_lim_seq'. + match_destr. + - intros eps. + admit. + +Admitted. + + Lemma uniform_converge_sq (α : nat -> Ts -> R) : (forall (n:nat), almostR2 prts Rle (const 0) (α n)) -> is_lim_seq'_uniform_almost (fun n => rvsqr (α n)) (const 0) -> diff --git a/coq/QLearn/jaakkola_vector.v b/coq/QLearn/jaakkola_vector.v index 6f1aeea4..e63bc336 100644 --- a/coq/QLearn/jaakkola_vector.v +++ b/coq/QLearn/jaakkola_vector.v @@ -7005,17 +7005,18 @@ Proof. apply H. Qed. - Theorem Jaakkola_alpha_beta_unbounded_uniformly_W_alt (W : vector posreal (S N)) - (X XF α β : nat -> Ts -> vector R (S N)) - {F : nat -> SigmaAlgebra Ts} - (isfilt : IsFiltration F) - (filt_sub : forall k, sa_sub (F k) dom) - (adapt_alpha : IsAdapted (Rvector_borel_sa (S N)) α F) - (adapt_beta : IsAdapted (Rvector_borel_sa (S N)) β F) - {rvX0 : RandomVariable (F 0%nat) (Rvector_borel_sa (S N)) (X 0%nat)} - {isl2 : forall k i pf, IsLp prts 2 (vecrvnth i pf (XF k))} - {rvXF : forall k, RandomVariable (F (S k)) (Rvector_borel_sa (S N)) (XF k)} : - + Theorem Jaakkola_alpha_beta_unbounded_uniformly_W_final + (W : vector posreal (S N)) + (X XF α β : nat -> Ts -> vector R (S N)) + {F : nat -> SigmaAlgebra Ts} + (isfilt : IsFiltration F) + (filt_sub : forall k, sa_sub (F k) dom) + (adapt_alpha : IsAdapted (Rvector_borel_sa (S N)) α F) + (adapt_beta : IsAdapted (Rvector_borel_sa (S N)) β F) + {rvX0 : RandomVariable (F 0%nat) (Rvector_borel_sa (S N)) (X 0%nat)} + {isl2 : forall k i pf, IsLp prts 2 (vecrvnth i pf (XF k))} + {rvXF : forall k, RandomVariable (F (S k)) (Rvector_borel_sa (S N)) (XF k)} : + (**r α and β are almost always non-negative *) almost prts (fun ω => forall k i pf, 0 <= vector_nth i pf (α k ω)) -> almost prts (fun ω => forall k i pf, 0 <= vector_nth i pf (β k ω)) ->