From 5f4289542af161046f863e3badcdc0cec1b129a1 Mon Sep 17 00:00:00 2001 From: Barry Trager Date: Mon, 2 Dec 2024 16:10:23 -0500 Subject: [PATCH] uniform_converge_sum_sq_tails --- coq/QLearn/Tsitsiklis.v | 61 ++++++++++++++++------------------------- 1 file changed, 24 insertions(+), 37 deletions(-) diff --git a/coq/QLearn/Tsitsiklis.v b/coq/QLearn/Tsitsiklis.v index c1c21fb0..2b0db4eb 100644 --- a/coq/QLearn/Tsitsiklis.v +++ b/coq/QLearn/Tsitsiklis.v @@ -667,48 +667,35 @@ Proof. destruct H. rewrite series_seq in H. apply is_lim_seq_unique in H. + assert (is_finite (Lim_seq (sum_n (fun n0 : nat => (α (S x + n0)%nat x0)²)))). + { + rewrite ex_series_incr_n with (n := S x) in HH. + rewrite <- ex_finite_lim_series in HH. + destruct HH. + apply is_lim_seq_unique in H1. + now rewrite H1. + } assert (Lim_seq (sum_n (fun k : nat => (α k x0)²)) = Rbar_plus (sum_n (fun k : nat => (α k x0)²) x) (Lim_seq (sum_n (fun n0 : nat => (α (S x + n0)%nat x0)²)))). { - admit. - } - assert (is_finite (Lim_seq (sum_n (fun n0 : nat => (α (S x + n0)%nat x0)²)))). - { - apply bounded_is_finite with (a := 0) (b := x1). - - apply Lim_seq_pos. - intros. - apply sum_n_nneg. - intros. - apply Rle_0_sqr. - - assert (forall n, 0 <= Rsqr (α n x0)). - { - intros. - apply Rle_0_sqr. - } - generalize (@Series_shift_le _ H2 HH); intros. - rewrite <- H. - rewrite ex_series_Lim_seq; trivial. - rewrite ex_series_Lim_seq; trivial. - + simpl. - assert (Series (fun n0 : nat => (α (S (x + n0)) x0)²) = - Series (fun n0 : nat => ((α ((S x) + n0)%nat) x0)²)). - { - apply Series_ext. - intros. - f_equal. - } - rewrite H4. - apply H3. - + generalize (ex_series_incr_n (fun n => Rsqr (α n x0)) (S x)); intros. - now rewrite <- H4. + assert (0 <= x)%nat by lia. + generalize (sum_n_m_Series (fun k : nat => (α k x0)²) 0%nat x H2 HH); intros. + unfold Series in H3. + rewrite <- H1. + simpl in H3. + simpl. + unfold sum_n in *. + rewrite H3, H, Rbar_finite_eq. + simpl. + lra. } assert (Lim_seq (sum_n (fun n0 : nat => (α (S x + n0)%nat x0)²)) = Rbar_minus (A x0) (sum_n (fun k : nat => (α k x0)²) x)). { unfold A. - rewrite H1. - rewrite <- H2; simpl. + rewrite H2. + rewrite <- H1; simpl. rewrite Rbar_finite_eq. lra. } @@ -719,12 +706,12 @@ Proof. unfold A in H0. rewrite H, Rabs_minus_sym, Rabs_right in H0; simpl in H0; try lra. rewrite <- H. - rewrite H1. - rewrite <- H2. + rewrite H2. + rewrite <- H1. simpl. ring_simplify. generalize (Lim_seq_pos (sum_n (fun n0 : nat => (α (S (x + n0)) x0)²))); intros. - rewrite <- H2 in H4. + rewrite <- H1 in H4. simpl in H4. apply Rle_ge. apply H4. @@ -732,7 +719,7 @@ Proof. apply sum_n_nneg. intros. apply Rle_0_sqr. - Admitted. +Qed. Lemma lemma1_alpha_beta_shift (α β w B W : nat -> Ts -> R) (Ca Cb : R) {F : nat -> SigmaAlgebra Ts}