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import Mathlib
lemma aux_1
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n)) :
∀ (n : ℕ) (x : NNReal), 0 < n ∧ 0 < x → 0 < f n x := by
intros n x hp
have hz₇: n ≤ 7 ∨ 7 < n := by
exact le_or_lt n 7
cases' hp with hn₀ hx₀
by_cases hn₁: 1 < n
. refine Nat.le_induction ?_ ?_ n hn₁
. rw [h₁ 1 x (by norm_num)]
rw [h₀ x]
refine mul_pos hx₀ ?_
refine add_pos hx₀ (by norm_num)
. intros m hm₀ hm₁
rw [h₁ m x (by linarith)]
refine mul_pos hm₁ ?_
refine add_pos hm₁ ?_
refine one_div_pos.mpr ?_
norm_cast
exact Nat.zero_lt_of_lt hm₀
. interval_cases n
rw [h₀ x]
exact hx₀
lemma aux_2
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(h₂ : ∀ (n : ℕ) (x : NNReal), 0 < n ∧ 0 < x → 0 < f n x)
(h₃ : ∀ (n : ℕ) (x : NNReal), 0 < n → 0 ≤ f n x) :
∀ (n : ℕ) (x y : NNReal), 0 < n → x < y → f n x < f n y := by
intros n x y hn hxy
by_cases hn₁: 1 < n
. refine Nat.le_induction ?_ ?_ n hn₁
. rw [h₁ 1 x (by norm_num)]
rw [h₁ 1 y (by norm_num)]
norm_num
refine mul_lt_mul ?_ ?_ ?_ ?_
. rw [h₀ x, h₀ y]
exact hxy
. refine _root_.add_le_add ?_ (by norm_num)
rw [h₀ x, h₀ y]
exact le_of_lt hxy
. refine add_pos_of_nonneg_of_pos ?_ (by linarith)
rw [h₀ x]
exact NNReal.zero_le_coe
. refine le_of_lt ?_
refine h₂ 1 y ?_
norm_num
exact pos_of_gt hxy
. intros m hm₀ hm₁
rw [h₁ m x (by linarith)]
rw [h₁ m y (by linarith)]
refine mul_lt_mul hm₁ ?_ ?_ ?_
. refine _root_.add_le_add ?_ (by norm_num)
exact le_of_lt hm₁
. refine add_pos_of_nonneg_of_pos ?_ ?_
. exact h₃ m x (by linarith)
. refine one_div_pos.mpr ?_
norm_cast
exact Nat.zero_lt_of_lt hm₀
. refine le_of_lt ?_
refine h₂ m y ?_
constructor
. exact Nat.zero_lt_of_lt hm₀
. exact pos_of_gt hxy
. interval_cases n
rw [h₀ x, h₀ y]
exact hxy
lemma aux_3
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(h₄ : ∀ (n : ℕ) (x y : NNReal), 0 < n → x < y → f n x < f n y) :
∀ (n : ℕ) (x : NNReal), 1 < n ∧ 1 ≤ x → 1 < f n x := by
intros n x hx₀
cases' hx₀ with hn₀ hx₁
have g₂₀: f n 1 ≤ f n x := by
by_cases hx₂: 1 < x
. refine le_of_lt ?_
refine h₄ n 1 x ?_ hx₂
exact Nat.zero_lt_of_lt hn₀
. push_neg at hx₂
have hx₃: x = 1 := by exact le_antisymm hx₂ hx₁
rw [hx₃]
have g₂₁: f 1 1 < f n 1 := by
rw [h₀]
refine Nat.le_induction ?_ ?_ n hn₀
. rw [h₁ 1 1 (by norm_num), h₀]
norm_num
. intros m hm₀ hm₁
rw [h₁ m 1 (by linarith)]
refine one_lt_mul_of_lt_of_le hm₁ ?_
nth_rw 1 [← add_zero 1]
refine add_le_add ?_ ?_
. exact le_of_lt hm₁
. refine one_div_nonneg.mpr ?_
exact Nat.cast_nonneg' m
refine lt_of_lt_of_le ?_ g₂₀
exact (lt_iff_lt_of_cmp_eq_cmp (congrFun (congrArg cmp (h₀ 1)) (f n 1))).mp g₂₁
lemma aux_4
(f : ℕ → NNReal → ℝ)
(h₃ : ∀ (n : ℕ) (x : NNReal), 0 < n → 0 ≤ f n x)
(h₄ : ∀ (n : ℕ) (x y : NNReal), 0 < n → x < y → f n x < f n y)
(f₀ : ℕ → NNReal → NNReal)
(hf₀ : f₀ = fun n x => (f n x).toNNReal) :
∀ (n : ℕ), 0 < n → StrictMono (f₀ n) := by
intros n hn₀
refine Monotone.strictMono_of_injective ?_ ?_
. refine monotone_iff_forall_lt.mpr ?_
intros a b hab
refine le_of_lt ?_
rw [hf₀]
exact (Real.toNNReal_lt_toNNReal_iff_of_nonneg (h₃ n a hn₀)).mpr (h₄ n a b hn₀ hab)
. intros p q hpq
contrapose! hpq
apply lt_or_gt_of_ne at hpq
cases' hpq with hpq hpq
. refine ne_of_lt ?_
rw [hf₀]
exact (Real.toNNReal_lt_toNNReal_iff_of_nonneg (h₃ n p hn₀)).mpr (h₄ n p q hn₀ hpq)
. symm
refine ne_of_lt ?_
rw [hf₀]
exact (Real.toNNReal_lt_toNNReal_iff_of_nonneg (h₃ n q hn₀)).mpr (h₄ n q p hn₀ hpq)
lemma aux_5
(f : ℕ → NNReal → ℝ)
(hmo₁ : ∀ (n : ℕ), 0 < n → Function.Injective (f n))
(f₀ : ℕ → NNReal → NNReal)
(hmo₂ : ∀ (n : ℕ), 0 < n → StrictMono (f₀ n))
(fi : ℕ → NNReal → NNReal)
(hfi : fi = fun n => Function.invFun (f₀ n)):
∀ (n : ℕ) (x y : NNReal), 0 < n → f₀ n x = y → fi n y = x := by
intros n x y hn₀ hn₁
have hf₃: ∀ n y, fi n y = Function.invFun (f₀ n) y := by
exact fun n y => congrFun (congrFun hfi n) y
rw [← hn₁, hf₃]
have hmo₃: ∀ n, 0 < n → Function.Injective (f₀ n) := by
exact fun n a => StrictMono.injective (hmo₂ n a)
have hn₂: (Function.invFun (f₀ n)) ∘ (f₀ n) = id := by exact Function.invFun_comp (hmo₃ n hn₀)
rw [Function.comp_def (Function.invFun (f₀ n)) (f₀ n)] at hn₂
have hn₃: (fun x => Function.invFun (f₀ n) (f₀ n x)) x = id x := by exact Eq.symm (NNReal.eq (congrArg NNReal.toReal (congrFun (id (Eq.symm hn₂)) x)))
exact hmo₁ n hn₀ (congrArg (f n) hn₃)
lemma aux_6
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(f₀ : ℕ → NNReal → NNReal)
(hf₀ : f₀ = fun n x => (f n x).toNNReal) :
∀ (n : ℕ), 0 < n → Continuous (f₀ n) := by
intros n hn₀
rw [hf₀]
refine Continuous.comp' ?_ ?_
. exact continuous_real_toNNReal
. refine Nat.le_induction ?_ ?_ n hn₀
. have hn₁: f 1 = fun (x:NNReal) => (x:ℝ) := by exact (Set.eqOn_univ (f 1) fun x => ↑x).mp fun ⦃x⦄ _ => h₀ x
rw [hn₁]
exact NNReal.continuous_coe
. intros d hd₀ hd₁
have hd₂: f (d + 1) = fun x => f d x * (f d x + 1 / ↑d) := by
exact (Set.eqOn_univ (f (d + 1)) fun x => f d x * (f d x + 1 / ↑d)).mp fun ⦃x⦄ _ => h₁ d x hd₀
rw [hd₂]
refine Continuous.mul hd₁ ?_
refine Continuous.add hd₁ ?_
exact continuous_const
lemma aux_7
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(h₃ : ∀ (n : ℕ) (x : NNReal), 0 < n → 0 ≤ f n x)
(h₅ : ∀ (n : ℕ) (x : NNReal), 1 < n ∧ 1 ≤ x → 1 < f n x)
(f₀ : ℕ → NNReal → NNReal)
(hf₂ : ∀ (n : ℕ) (x : NNReal), 0 < n → f₀ n x = (f n x).toNNReal)
(hmo₂ : ∀ (n : ℕ), 0 < n → StrictMono (f₀ n))
(hmo₄ : ∀ (n : ℕ), 0 < n → Continuous (f₀ n)) :
∀ (n : ℕ), 0 < n → Function.Surjective (f₀ n) := by
intros n hn₀
refine Continuous.surjective (hmo₄ n hn₀) ?_ ?_
. refine Monotone.tendsto_atTop_atTop ?_ ?_
. exact StrictMono.monotone (hmo₂ n hn₀)
. intro b
use (b + 1)
refine Nat.le_induction ?_ ?_ n hn₀
. rw [hf₂ 1 (b + 1) (by linarith), h₀]
simp
. intros d hd₀ hd₁
rw [hf₂ (d + 1) (b + 1) (by linarith), h₁ d (b + 1) (by linarith)]
have hd₂: b ≤ f d (b + 1) := by
rw [hf₂ d (b + 1) (by linarith)] at hd₁
exact (Real.le_toNNReal_iff_coe_le (h₃ d (b + 1) hd₀)).mp hd₁
have hd₃: 1 < (f d (b + 1) + 1 / ↑d) := by
by_cases hd₄: 1 < d
. refine lt_add_of_lt_of_pos ?_ ?_
. refine h₅ d (b + 1) ?_
constructor
. exact hd₄
. exact le_add_self
. refine div_pos (by linarith) ?_
exact Nat.cast_pos'.mpr hd₀
. have hd₅: d = 1 := by linarith
rw [hd₅, h₀]
simp
norm_cast
refine add_pos_of_nonneg_of_pos ?_ ?_
. exact _root_.zero_le b
. exact zero_lt_one' NNReal
refine NNReal.le_toNNReal_of_coe_le ?_
nth_rw 1 [← mul_one (↑b:ℝ)]
refine mul_le_mul hd₂ (le_of_lt hd₃) (by linarith) ?_
exact h₃ d (b + 1) hd₀
. refine Filter.tendsto_atBot_atBot.mpr ?_
intro b
use 0
intro a ha₀
have ha₁: a = 0 := by exact nonpos_iff_eq_zero.mp ha₀
have ha₂: f₀ n 0 = 0 := by
refine Nat.le_induction ?_ ?_ n hn₀
. rw [hf₂ 1 0 (by linarith), h₀]
exact Real.toNNReal_coe
. intros d hd₀ hd₁
rw [hf₂ (d + 1) 0 (by linarith), h₁ d 0 (by linarith)]
have hd₂: 0 ≤ f d 0 := by exact h₃ d 0 hd₀
have hd₃: f d 0 = 0 := by
rw [hf₂ d 0 (by linarith)] at hd₁
apply Real.toNNReal_eq_zero.mp at hd₁
exact eq_of_le_of_le hd₁ hd₂
rw [hd₃, zero_mul]
exact Real.toNNReal_zero
rw [ha₁, ha₂]
exact _root_.zero_le b
lemma aux_8
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(hmo₀ : ∀ (n : ℕ), 0 < n → StrictMono (f n))
(hmo₁ : ∀ (n : ℕ), 0 < n → Function.Injective (f n))
(f₀ : ℕ → NNReal → NNReal)
(hf₂ : ∀ (n : ℕ) (x : NNReal), 0 < n → f₀ n x = (f n x).toNNReal)
(sn : Set ℕ)
(fb : ↑sn → NNReal)
(hsn₁ : ∀ (n : ↑sn), ↑n ∈ sn ∧ 0 < n.1)
(hfb₁ : ∀ (n : ↑sn), f₀ (↑n) (fb n) = 1 - 1 / ↑↑n) :
∀ (n : ↑sn), fb n < 1 := by
intros n
have hn₀: 0 < (n:ℕ) := by exact (hsn₁ n).2
let z := fb n
have hz₀: z = fb n := by rfl
rw [← hz₀]
by_contra! hc₀
have hc₁: 1 ≤ f n z := by
by_cases hn₁: 1 < (n:ℕ)
. refine le_of_lt ?_
refine aux_3 f h₀ h₁ ?_ (↑n) z ?_
. exact fun n x y a a_1 => hmo₀ n a a_1
. exact ⟨hn₁, hc₀⟩
. have hn₂: (n:ℕ) = 1 := by linarith
rw [hn₂, h₀]
exact hc₀
have hz₁: f₀ n z = 1 - 1 / n := by
exact hfb₁ n
have hz₃: f n z = 1 - 1 / n := by
rw [hf₂ n z hn₀] at hz₁
by_cases hn₁: 1 < (n:ℕ)
. have hz₂: 1 - 1 / (n:NNReal) ≠ 0 := by
have g₀: (n:NNReal) ≠ 0 := by
norm_cast
linarith
nth_rw 1 [← div_self g₀, ← NNReal.sub_div]
refine div_ne_zero ?_ g₀
norm_cast
exact Nat.sub_ne_zero_iff_lt.mpr hn₁
apply (Real.toNNReal_eq_iff_eq_coe hz₂).mp at hz₁
rw [hz₁]
exact Eq.symm ((fun {r} {p:NNReal} hp => (Real.toNNReal_eq_iff_eq_coe hp).mp) hz₂ (hmo₁ n hn₀ rfl))
. have hn₂: (n:ℕ) = 1 := by linarith
rw [hn₂, h₀] at hz₁
simp at hz₁
rw [hn₂, h₀, hz₁]
simp
rw [hz₃] at hc₁
have hz₄: 0 < 1 / (n:ℝ) := by
refine div_pos (by linarith) ?_
exact Nat.cast_pos'.mpr hn₀
linarith
lemma aux_9
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(f₀ : ℕ → NNReal → NNReal)
(hf₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f n x = ↑(f₀ n x))
(hf₂ : ∀ (n : ℕ) (x : NNReal), 0 < n → f₀ n x = (f n x).toNNReal)
(hmo₂ : ∀ (n : ℕ), 0 < n → StrictMono (f₀ n))
(fi : ℕ → NNReal → NNReal)
(hf₅ : ∀ (x : NNReal), fi 1 x = x)
(hmo₇ : ∀ (n : ℕ), 0 < n → Function.RightInverse (fi n) (f₀ n))
(hf₇ : ∀ (n : ℕ) (x y : NNReal), 0 < n → (f₀ n x = y ↔ fi n y = x))
(fb : ℕ → NNReal)
(hfb₀ : fb = fun n => fi n (1 - 1 / ↑n))
(sn : Set ℕ)
(hsn : sn = Set.Ici 1) :
StrictMonoOn fb sn := by
rw [hsn]
refine strictMonoOn_Ici_of_pred_lt ?hψ
intros m hm₀
rw [hfb₀]
refine Nat.le_induction ?_ ?_ m hm₀
. have g₁: fi 1 0 = 0 := by exact hf₅ 0
have g₂: (2:NNReal).IsConjExponent (2:NNReal) := by
refine (NNReal.isConjExponent_iff_eq_conjExponent ?_).mpr ?_
. exact one_lt_two
. norm_cast
simp
simp
norm_cast
rw [g₁, NNReal.IsConjExponent.one_sub_inv g₂]
let x := fi 2 2⁻¹
have hx₀: x = fi 2 2⁻¹ := by rfl
have hx₁: f₀ 2 x = 2⁻¹ := by
rw [hx₀]
have g₃: Function.RightInverse (fi 2) (f₀ 2) := by exact hmo₇ 2 (by linarith)
exact g₃ 2⁻¹
rw [← hx₀]
contrapose! hx₁
have hc₁: x = 0 := by exact nonpos_iff_eq_zero.mp hx₁
have hc₃: f₀ 2 x = 0 := by
rw [hc₁, hf₂ 2 0 (by linarith), h₁ 1 0 (by linarith), h₀ 0]
norm_cast
rw [zero_mul]
exact Real.toNNReal_zero
rw [hc₃]
exact Ne.symm (NNReal.IsConjExponent.inv_ne_zero g₂)
. simp
intros n hn₀ _
let i := fi n (1 - (↑n)⁻¹)
let j := fi (n + 1) (1 - ((↑n:NNReal) + 1)⁻¹)
have hi₀: i = fi n (1 - (↑n)⁻¹) := by rfl
have hj₀: j = fi (n + 1) (1 - ((↑n:NNReal) + 1)⁻¹) := by rfl
have hi₁: f₀ n i = (1 - (↑n)⁻¹) := by exact (hf₇ n i (1 - (↑n:NNReal)⁻¹) (by linarith)).mpr hi₀.symm
have hj₁: f₀ (n + 1) j = (1 - ((↑n:NNReal) + 1)⁻¹) := by
exact (hf₇ (n + 1) j _ (by linarith)).mpr hj₀.symm
have hj₂: (1 - ((↑n:NNReal) + 1)⁻¹) = (1 - ((n:ℝ) + 1)⁻¹).toNNReal := by
exact rfl
have hn₂: f₀ (n + 1) i < f₀ (n + 1) j := by
rw [hj₁, hj₂, hf₂ (n + 1) _ (by linarith), h₁ n i (by linarith)]
rw [hf₁ n i (by linarith), hi₁]
refine (Real.toNNReal_lt_toNNReal_iff ?_).mpr ?_
. refine sub_pos.mpr ?_
refine inv_lt_one_of_one_lt₀ ?_
norm_cast
exact Nat.lt_add_right 1 hn₀
. have g₀: (↑n:NNReal)⁻¹ ≤ 1 := by exact Nat.cast_inv_le_one n
rw [NNReal.coe_sub g₀, NNReal.coe_inv]
simp
refine inv_strictAnti₀ ?_ ?_
. norm_cast
exact Nat.zero_lt_of_lt hn₀
. norm_cast
exact lt_add_one n
refine (StrictMono.lt_iff_lt ?_).mp hn₂
exact hmo₂ (n + 1) (by linarith)
lemma aux_10
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ (x : NNReal), f 1 x = ↑x)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(f₀ : ℕ → NNReal → NNReal)
(hf₂ : ∀ (n : ℕ) (x : NNReal), 0 < n → f₀ n x = (f n x).toNNReal)
(fi : ℕ → NNReal → NNReal)
(hmo₇ : ∀ (n : ℕ), 0 < n → Function.RightInverse (fi n) (f₀ n))
(sn : Set ℕ)
(sb : Set NNReal)
(fb : ↑sn → NNReal)
(hsn₀ : sn = Set.Ici 1)
(hfb₀ : fb = fun n:↑sn => fi (↑n) (1 - 1 / ↑↑n))
(hsb₀ : sb = Set.range fb)
(fr : NNReal → ℝ)
(hfr: fr = fun x => ↑x)
(sbr : Set ℝ)
(hsbr: sbr = fr '' sb)
(br: ℝ)
(hbr₀ : IsLUB sbr br) :
0 < br := by
have hnb₀: 2 ∈ sn := by
rw [hsn₀]
decide
let nb : ↑sn := ⟨2, hnb₀⟩
have g₀: 0 < fb nb := by
have g₁: (2:NNReal).IsConjExponent (2:NNReal) := by
refine (NNReal.isConjExponent_iff_eq_conjExponent ?_).mpr ?_
. exact one_lt_two
. norm_cast
simp
rw [hfb₀]
simp
have hnb₁: nb.val = 2 := by exact rfl
rw [hnb₁]
norm_cast
rw [NNReal.IsConjExponent.one_sub_inv g₁]
let x := fi 2 2⁻¹
have hx₀: x = fi 2 2⁻¹ := by rfl
have hx₁: f₀ 2 x = 2⁻¹ := by
rw [hx₀]
have g₃: Function.RightInverse (fi 2) (f₀ 2) := by exact hmo₇ 2 (by linarith)
exact g₃ 2⁻¹
rw [← hx₀]
contrapose! hx₁
have hc₁: x = 0 := by exact nonpos_iff_eq_zero.mp hx₁
have hc₃: f₀ 2 x = 0 := by
rw [hc₁, hf₂ 2 0 (by linarith), h₁ 1 0 (by linarith), h₀ 0]
norm_cast
rw [zero_mul]
exact Real.toNNReal_zero
rw [hc₃]
exact Ne.symm (NNReal.IsConjExponent.inv_ne_zero g₁)
have g₁: ∃ x, 0 < x ∧ x ∈ sbr := by
use (fb nb).toReal
constructor
. exact g₀
. rw [hsbr]
simp
use fb ↑nb
constructor
. rw [hsb₀]
exact Set.mem_range_self nb
. exact congrFun hfr (fb ↑nb)
obtain ⟨x, hx₀, hx₁⟩ := g₁
have hx₂: br ∈ upperBounds sbr := by
refine (isLUB_le_iff hbr₀).mp ?_
exact Preorder.le_refl br
exact gt_of_ge_of_gt (hx₂ hx₁) hx₀
lemma aux_11
(sn : Set ℕ)
(fb fc : ↑sn → NNReal)
(hfc₂ : ∀ (n : ↑sn), fb n < fc n)
(hfb₃ : StrictMono fb)
(hfc₃ : StrictAnti fc)
(sb sc : Set NNReal)
(hsb₀ : sb = Set.range fb)
(hsc₀ : sc = Set.range fc)
(fr : NNReal → ℝ)
(hfr : fr = fun x ↦ ↑x)
(sbr scr : Set ℝ)
(hsbr : sbr = fr '' sb)
(hscr : scr = fr '' sc)
(br cr : ℝ)
(hbr₀ : IsLUB sbr br)
(hcr₀ : IsGLB scr cr)
(hfb₄ : ∀ (n : ↑sn), 0 ≤ fb n) :
br ≤ cr := by
have hfc₄: ∀ nb nc, fb nb < fc nc := by
intros nb nc
cases' (lt_or_le nb nc) with hn₀ hn₀
. refine lt_trans ?_ (hfc₂ nc)
exact hfb₃ hn₀
cases' lt_or_eq_of_le hn₀ with hn₁ hn₁
. refine lt_trans (hfc₂ nb) ?_
exact hfc₃ hn₁
. rw [hn₁]
exact hfc₂ nb
by_contra! hc₀
have hc₁: ∃ x ∈ sbr, cr < x ∧ x ≤ br := by exact IsLUB.exists_between hbr₀ hc₀
let ⟨x, hx₀, hx₁, _⟩ := hc₁
have hc₂: ∃ y ∈ scr, cr ≤ y ∧ y < x := by exact IsGLB.exists_between hcr₀ hx₁
let ⟨y, hy₀, _, hy₂⟩ := hc₂
have hc₃: x < y := by
have hx₃: x.toNNReal ∈ sb := by
rw [hsbr] at hx₀
apply (Set.mem_image fr sb x).mp at hx₀
obtain ⟨z, hz₀, hz₁⟩ := hx₀
rw [← hz₁, hfr, Real.toNNReal_coe]
exact hz₀
have hy₃: y.toNNReal ∈ sc := by
rw [hscr] at hy₀
apply (Set.mem_image fr sc y).mp at hy₀
obtain ⟨z, hz₀, hz₁⟩ := hy₀
rw [← hz₁, hfr, Real.toNNReal_coe]
exact hz₀
rw [hsb₀] at hx₃
rw [hsc₀] at hy₃
apply Set.mem_range.mp at hx₃
apply Set.mem_range.mp at hy₃
let ⟨nx, hnx₀⟩ := hx₃
let ⟨ny, hny₀⟩ := hy₃
have hy₄: 0 < y := by
contrapose! hy₃
have hy₅: y.toNNReal = 0 := by exact Real.toNNReal_of_nonpos hy₃
intro z
rw [hy₅]
refine ne_of_gt ?_
refine lt_of_le_of_lt ?_ (hfc₂ z)
exact hfb₄ z
refine (Real.toNNReal_lt_toNNReal_iff hy₄).mp ?_
rw [← hnx₀, ← hny₀]
exact hfc₄ nx ny
refine (lt_self_iff_false x).mp ?_
exact lt_trans hc₃ hy₂
lemma aux_exists
(f : ℕ → NNReal → ℝ)
(h₂ : ∀ (n : ℕ) (x : NNReal), 0 < n ∧ 0 < x → 0 < f n x)
(hmo₀ : ∀ (n : ℕ), 0 < n → StrictMono (f n))
(f₀ : ℕ → NNReal → NNReal)
(hf₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f n x = ↑(f₀ n x))
(sn : Set ℕ)
(hsn₀ : sn = Set.Ici 1)
(fb fc : ↑sn → NNReal)
(hfb₁ : ∀ (n : ↑sn), f₀ (↑n) (fb n) = 1 - 1 / ↑↑n)
(hfc₁ : ∀ (n : ↑sn), f₀ (↑n) (fc n) = 1)
(hfb₃ : StrictMono fb)
(hfc₃ : StrictAnti fc)
(sb sc : Set NNReal)
(hsb₀ : sb = Set.range fb)
(hsc₀ : sc = Set.range fc)
(fr : NNReal → ℝ)
(hfr : fr = fun x => ↑x)
(sbr scr : Set ℝ)
(hsbr : sbr = fr '' sb)
(hscr : scr = fr '' sc)
(br cr : ℝ)
(h₈ : ∀ (n : ℕ) (x : NNReal), 0 < n → 0 < x → 1 - 1 / ↑n < f n x → f n x < f (n + 1) x)
(hbr₁ : 0 < br)
(hu₅ : br ≤ cr)
(hbr₃ : ∀ x ∈ sbr, x ≤ br)
(hcr₃ : ∀ x ∈ scr, cr ≤ x) :
∃ x, ∀ (n : ℕ), 0 < n → 0 < f n x ∧ f n x < f (n + 1) x ∧ f (n + 1) x < 1 := by
cases' lt_or_eq_of_le hu₅ with hu₆ hu₆
. apply exists_between at hu₆
let ⟨a, ha₀, ha₁⟩ := hu₆
have ha₂: 0 < a := by exact gt_trans ha₀ hbr₁
have ha₃: 0 < a.toNNReal := by exact Real.toNNReal_pos.mpr ha₂
use a.toNNReal
intros n hn₀
have hn₁: n ∈ sn := by
rw [hsn₀]
exact hn₀
constructor
. exact h₂ n a.toNNReal ⟨hn₀, ha₃⟩
constructor
. refine h₈ n a.toNNReal hn₀ ?_ ?_
. exact Real.toNNReal_pos.mpr ha₂
. let nn : ↑sn := ⟨n, hn₁⟩
have hn₂: f n (fb nn) = 1 - 1 / n := by
rw [hf₁ n _ hn₀, hfb₁ nn]
refine NNReal.coe_sub ?_
refine div_le_self ?_ ?_
. exact zero_le_one' NNReal
. exact Nat.one_le_cast.mpr hn₀
rw [← hn₂]
refine hmo₀ n hn₀ ?_
refine Real.lt_toNNReal_iff_coe_lt.mpr ?_
refine lt_of_le_of_lt ?_ ha₀
refine hbr₃ _ ?_
rw [hsbr]
refine (Set.mem_image fr sb _).mpr ?_
use (fb nn)
rw [hfr, hsb₀]
refine ⟨?_, rfl⟩
exact Set.mem_range_self nn
. have hn₂: n + 1 ∈ sn := by
rw [hsn₀]
exact Set.mem_Ici.mpr (by linarith)
let nn : ↑sn := ⟨n + 1, hn₂⟩
have hn₃: f (n + 1) (fc (nn)) = 1 := by
rw [hf₁ (n + 1) _ (by linarith), hfc₁ nn]
exact rfl
rw [← hn₃]
refine hmo₀ (n + 1) (by linarith) ?_
refine (Real.toNNReal_lt_iff_lt_coe (le_of_lt ha₂)).mpr ?_
refine lt_of_lt_of_le ha₁ ?_
refine hcr₃ _ ?_
rw [hscr]
refine (Set.mem_image fr sc _).mpr ?_
use (fc nn)
rw [hfr, hsc₀]
refine ⟨?_, rfl⟩
exact Set.mem_range_self nn
. use br.toNNReal
intros n hn₀
have hn₁: n ∈ sn := by
rw [hsn₀]
exact hn₀
constructor
. refine h₂ n br.toNNReal ⟨hn₀, ?_⟩
exact Real.toNNReal_pos.mpr hbr₁
constructor
. refine h₈ n br.toNNReal hn₀ ?_ ?_
. exact Real.toNNReal_pos.mpr hbr₁
. let nn : ↑sn := ⟨n, hn₁⟩
have hn₂: fb nn < br := by
by_contra! hc₀
have hbr₅: (fb nn) = br := by
refine eq_of_le_of_le ?_ hc₀
refine hbr₃ _ ?_
rw [hsbr]
refine (Set.mem_image fr sb _).mpr ?_
use (fb nn)
rw [hfr, hsb₀]
constructor
. exact Set.mem_range_self nn
. exact rfl
have hn₂: n + 1 ∈ sn := by
rw [hsn₀]
refine Set.mem_Ici.mpr ?_
exact Nat.le_add_right_of_le hn₀
let ns : ↑sn := ⟨n + 1, hn₂⟩
have hc₁: fb nn < fb ns := by
refine hfb₃ ?_
refine Subtype.mk_lt_mk.mpr ?_
exact lt_add_one n
have hbr₆: fb ns ≤ fb nn := by
refine NNReal.coe_le_coe.mp ?_
rw [hbr₅]
refine hbr₃ _ ?_
rw [hsbr]
refine (Set.mem_image fr sb _).mpr ?_
use (fb ns)
rw [hfr, hsb₀]
refine ⟨?_, rfl⟩
exact Set.mem_range_self ns
refine (lt_self_iff_false (fb nn)).mp ?_
exact lt_of_lt_of_le hc₁ hbr₆
have hn₃: f n (fb nn) = 1 - 1 / n := by
rw [hf₁ n _ hn₀, hfb₁ nn]
refine NNReal.coe_sub ?_
refine div_le_self ?_ ?_
. exact zero_le_one' NNReal
. exact Nat.one_le_cast.mpr hn₀
rw [← hn₃]
refine hmo₀ n hn₀ ?_
exact Real.lt_toNNReal_iff_coe_lt.mpr hn₂
. have hn₂: n + 1 ∈ sn := by
rw [hsn₀]
exact Set.mem_Ici.mpr (by linarith)
let nn : ↑sn := ⟨n + 1, hn₂⟩
have hcr₁: 0 < cr := by exact gt_of_ge_of_gt hu₅ hbr₁
have hn₃: f (n + 1) (fc (nn)) = 1 := by
rw [hf₁ (n + 1) _ (by linarith), hfc₁ nn]
exact rfl
rw [← hn₃, hu₆]
refine hmo₀ (n + 1) (by linarith) ?_
refine (Real.toNNReal_lt_iff_lt_coe (le_of_lt hcr₁)).mpr ?_
by_contra! hc₀
have hc₁: fc nn = cr := by
refine eq_of_le_of_le hc₀ ?_
refine hcr₃ _ ?_
rw [hscr]
refine (Set.mem_image fr sc _).mpr ?_
use (fc nn)
rw [hfr, hsc₀]
refine ⟨?_, rfl⟩
exact Set.mem_range_self nn
have hn₄: n + 2 ∈ sn := by
rw [hsn₀]
refine Set.mem_Ici.mpr ?_
exact Nat.le_add_right_of_le hn₀
let ns : ↑sn := ⟨n + 2, hn₄⟩
have hn₅: fc ns < fc nn := by
refine hfc₃ ?_
refine Subtype.mk_lt_mk.mpr ?_
exact Nat.lt_add_one (n + 1)
have hc₂: fc nn ≤ fc ns := by
refine NNReal.coe_le_coe.mp ?_
rw [hc₁]
refine hcr₃ _ ?_
rw [hscr]
refine (Set.mem_image fr sc _).mpr ?_
use (fc ns)
rw [hfr, hsc₀]
refine ⟨?_, rfl⟩
exact Set.mem_range_self ns
refine (lt_self_iff_false (fc ns)).mp ?_
exact lt_of_lt_of_le hn₅ hc₂
lemma aux_unique_top_ind
(f : ℕ → NNReal → ℝ)
(sd : Set ℕ)
(hsd : sd = Set.Ici 2)
(fd : NNReal → NNReal → ↑sd → ℝ)
(hfd₁ : ∀ (y₁ y₂ : NNReal) (n : ↑sd), fd y₁ y₂ n = f (↑n) y₂ - f (↑n) y₁)
(hd₁ : ∀ (n : ↑sd) (a b : NNReal), a < b → 0 < fd a b n)
(a b : NNReal)
(ha₀ : a < b)
(hd₃: ∀ (nd : ↑sd), nd.1 + (1:ℕ) ∈ sd)
(hd₂ : ∀ (nd : ↑sd), fd a b nd * (2 - 1 / ↑↑nd) ≤ fd a b ⟨nd.1 + 1, hd₃ nd⟩)
(hi₀ : 2 ∈ sd)
(i : ↑sd)
(hi₁ : i = ⟨2, hi₀⟩) :
∀ (nd : ↑sd), fd a b i * (3 / 2) ^ (nd.1 - 2) ≤ fd a b nd := by
intro nd
rw [hfd₁ a b nd]
have hnd₀: 2 ≤ nd.1 := by
refine Set.mem_Ici.mp ?_
rw [← hsd]
exact nd.2
refine Nat.le_induction ?_ ?_ nd.1 hnd₀
. have hi₂: i.val = (2:ℕ) := by
simp_all only [Subtype.forall]
rw [hfd₁ a b i, hi₂]
simp
. simp
intros n hn₀ hn₁
have hn₂: n - 1 = n - 2 + 1 := by
simp
exact (Nat.sub_eq_iff_eq_add hn₀).mp rfl
have hn₃: n ∈ sd := by
rw [hsd]
exact hn₀
let nn : ↑sd := ⟨n, hn₃⟩
have hnn: nn.1 = n := by exact rfl
have hn₄: nn.1 + 1 ∈ sd := by
rw [hnn, hsd]
refine Set.mem_Ici.mpr ?_
exact Nat.le_add_right_of_le hn₀
have hn₅: fd a b nn * (2 - 1 / ↑n) ≤ fd a b ⟨nn.1 + 1, hn₄⟩ := by exact hd₂ nn
rw [hfd₁ a b ⟨nn.1 + 1, hn₄⟩] at hn₅
have hn₆: f (↑nn + 1) b - f (↑nn + 1) a = f (n + 1) b - f (n + 1) a := by exact rfl
rw [hn₆] at hn₅
refine le_trans ?_ hn₅
rw [hn₂, pow_succ (3/2) (n - 2), ← mul_assoc (fd a b i)]
refine mul_le_mul ?_ ?_ (by linarith) ?_
. refine le_of_le_of_eq hn₁ ?_
rw [hfd₁]
. refine (div_le_iff₀ (two_pos)).mpr ?_
rw [sub_mul, one_div_mul_eq_div _ 2]
refine le_sub_iff_add_le.mpr ?_
refine le_sub_iff_add_le'.mp ?_
refine (div_le_iff₀ ?_).mpr ?_
. refine Nat.cast_pos.mpr ?_
exact lt_of_lt_of_le (two_pos) hn₀
. ring_nf
exact Nat.ofNat_le_cast.mpr hn₀
. exact le_of_lt (hd₁ nn a b ha₀)
lemma aux_unique_top
(f : ℕ → NNReal → ℝ)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(h₇ : ∀ (n : ℕ) (x : NNReal), 0 < n → f n x < f (n + 1) x → 1 - 1 / ↑n < f n x)
(sd : Set ℕ)
(hsd : sd = Set.Ici 2)
(fd : NNReal → NNReal → ↑sd → ℝ)
(hfd₁ : ∀ (y₁ y₂ : NNReal) (n : ↑sd), fd y₁ y₂ n = f (↑n) y₂ - f (↑n) y₁)
(hd₁ : ∀ (n : ↑sd) (a b : NNReal), a < b → 0 < fd a b n) :
∀ (a b : NNReal),
a < b →
(∀ (n : ↑sd), f (↑n) a < f (↑n + 1) a ∧ f (↑n) b < f (↑n + 1) b)
→ Filter.Tendsto (fd a b) Filter.atTop Filter.atTop := by
intros a b ha₀ ha₁
have hd₀: ∀ (nd:↑sd), (nd.1 + 1) ∈ sd := by
intro nd
let t : ℕ := nd.1
have ht: t = nd.1 := by rfl
rw [← ht, hsd]
refine Set.mem_Ici.mpr ?_
refine Nat.le_add_right_of_le ?_
refine Set.mem_Ici.mp ?_
rw [ht, ← hsd]
exact nd.2
have hd₂: ∀ nd, fd a b nd * (2 - 1 / nd.1) ≤ fd a b ⟨nd.1 + 1, hd₀ nd⟩ := by
intro nd
have hnd₀: 0 < nd.1 := by
have g₀: 2 ≤ nd.1 := by
refine Set.mem_Ici.mp ?_
rw [← hsd]
exact nd.2
exact Nat.zero_lt_of_lt g₀
rw [hfd₁, hfd₁, h₁ nd.1 _ hnd₀, h₁ nd.1 _ hnd₀]
have hnd₁: f (↑nd) b * (f (↑nd) b + 1 / ↑↑nd) - f (↑nd) a * (f (↑nd) a + 1 / ↑↑nd) =
(f (↑nd) b - f (↑nd) a) * (f (↑nd) b + f (↑nd) a + 1 / nd.1) := by
ring_nf
rw [hnd₁]
refine (mul_le_mul_left ?_).mpr ?_
. rw [← hfd₁]
exact hd₁ nd a b ha₀
. refine le_sub_iff_add_le.mp ?_
rw [sub_neg_eq_add]
have hnd₂: 1 - 1 / nd.1 < f (↑nd) b := by
exact h₇ nd.1 b hnd₀ (ha₁ nd).2
have hnd₃: 1 - 1 / nd.1 < f (↑nd) a := by
exact h₇ nd.1 a hnd₀ (ha₁ nd).1
linarith
have hi: 2 ∈ sd := by
rw [hsd]
decide
let i : ↑sd := ⟨(2:ℕ), hi⟩
have hd₃: ∀ nd, fd a b i * (3 / 2) ^ (nd.1 - 2) ≤ fd a b nd := by
intro nd
exact aux_unique_top_ind f sd hsd fd hfd₁ hd₁ a b ha₀ hd₀ hd₂ hi i rfl nd
have hsd₁: Nonempty ↑sd := by
refine Set.Nonempty.to_subtype ?_
exact Set.nonempty_of_mem (hd₀ i)
refine Filter.tendsto_atTop_atTop.mpr ?_
intro z
by_cases hz₀: z ≤ fd a b i
. use i
intros j _
refine le_trans hz₀ ?_
refine le_trans ?_ (hd₃ j)
refine le_mul_of_one_le_right ?_ ?_
. refine le_of_lt ?_
exact hd₁ i a b ha₀
. refine one_le_pow₀ ?_
linarith
. push_neg at hz₀
have hz₁: 0 < fd a b i := by exact hd₁ i a b ha₀
have hz₂: 0 < Real.log (z / fd a b i) := by
refine Real.log_pos ?_
exact (one_lt_div hz₁).mpr hz₀
let j : ℕ := Nat.ceil (2 + Real.log (z / fd a b i) / Real.log (3 / 2))
have hj₀: 2 < j := by
refine Nat.lt_ceil.mpr ?_
norm_cast
refine lt_add_of_pos_right 2 ?_
refine div_pos ?_ ?_
. exact hz₂
. refine Real.log_pos ?_
linarith
have hj₁: j ∈ sd := by
rw [hsd]
exact Set.mem_Ici_of_Ioi hj₀
use ⟨j, hj₁⟩
intro k hk₀
have hk₁: fd a b i * (3 / 2) ^ (k.1 - 2) ≤ fd a b k := by
exact hd₃ k
have hk₂: i < k := by
refine lt_of_lt_of_le ?_ hk₀
refine Subtype.mk_lt_mk.mpr ?_
refine Nat.lt_ceil.mpr ?_
norm_cast
refine lt_add_of_pos_right 2 ?_
refine div_pos ?_ ?_
. exact hz₂
. refine Real.log_pos ?_
linarith
refine le_trans ?_ hk₁
refine (div_le_iff₀' ?_).mp ?_
. exact hz₁
. refine Real.le_pow_of_log_le (by linarith) ?_
refine (div_le_iff₀ ?_).mp ?_
. refine Real.log_pos ?_
linarith
. rw [Nat.cast_sub ?_]
. rw [Nat.cast_two]
refine le_sub_iff_add_le'.mpr ?_
exact Nat.le_of_ceil_le hk₀
. exact Nat.le_of_succ_le hk₂
lemma aux_unique_nhds
(f : ℕ → NNReal → ℝ)
(sd : Set ℕ)
(hsd : sd = Set.Ici 2)
(fd : NNReal → NNReal → ↑sd → ℝ)
(hfd₁ : ∀ (y₁ y₂ : NNReal) (n : ↑sd), fd y₁ y₂ n = f (↑n) y₂ - f (↑n) y₁)
(hd₁ : ∀ (n : ↑sd) (a b : NNReal), a < b → 0 < fd a b n) :
∀ (a b : NNReal),
a < b →
(∀ (n : ↑sd), (1 - 1 / ↑↑n < f (↑n) a ∧ 1 - 1 / ↑↑n < f (↑n) b) ∧ f (↑n) a < 1 ∧ f (↑n) b < 1) →
Filter.Tendsto (fd a b) Filter.atTop (nhds 0) := by
intros a b ha₀ ha₁
have hsd₁: Nonempty ↑sd := by
rw [hsd]
refine Set.Nonempty.to_subtype ?_
exact Set.nonempty_Ici
refine tendsto_atTop_nhds.mpr ?_
intros U hU₀ hU₁
have hU₂: U ∈ nhds 0 := by exact IsOpen.mem_nhds hU₁ hU₀
apply mem_nhds_iff_exists_Ioo_subset.mp at hU₂
obtain ⟨l, u, hl₀, hl₁⟩ := hU₂
have hl₂: 0 < u := by exact (Set.mem_Ioo.mpr hl₀).2
let nd := 2 + Nat.ceil (1/u)
have hnd₀: nd ∈ sd := by
rw [hsd]
refine Set.mem_Ici.mpr ?_
exact Nat.le_add_right 2 ⌈1 / u⌉₊
use ⟨nd, hnd₀⟩
intros n hn₀
refine (IsOpen.mem_nhds_iff hU₁).mp ?_
refine mem_nhds_iff.mpr ?_
use Set.Ioo l u
constructor
. exact hl₁
constructor
. exact isOpen_Ioo
. refine Set.mem_Ioo.mpr ?_
constructor
. refine lt_trans ?_ (hd₁ n a b ha₀)
exact (Set.mem_Ioo.mp hl₀).1
. have hn₁: fd a b n < 1 / n := by
rw [hfd₁]
have ha₂: 1 - 1 / n < f n a := by exact (ha₁ n).1.1
have hb₁: f n b < 1 := by exact (ha₁ n).2.2
refine sub_lt_iff_lt_add.mpr ?_
refine lt_trans hb₁ ?_
exact sub_lt_iff_lt_add'.mp ha₂
have hn₂: (1:ℝ) / n ≤ 1 / nd := by
refine one_div_le_one_div_of_le ?_ ?_
. refine Nat.cast_pos.mpr ?_
rw [hsd] at hnd₀
exact lt_of_lt_of_le (Nat.zero_lt_two) hnd₀
. exact Nat.cast_le.mpr hn₀
refine lt_of_lt_of_le hn₁ ?_
refine le_trans hn₂ ?_
refine div_le_of_le_mul₀ ?_ ?_ ?_
. exact Nat.cast_nonneg' nd
. exact le_of_lt hl₂
. have hl₃: u * (2 + 1 / u) ≤ u * ↑((2:ℕ) + ⌈(1:ℝ) / u⌉₊) := by
refine (mul_le_mul_left hl₂).mpr ?_
rw [Nat.cast_add 2 _, Nat.cast_two]
refine add_le_add_left ?_ 2
exact Nat.le_ceil (1 / u)
refine le_trans ?_ hl₃
rw [mul_add, mul_one_div u u, div_self (ne_of_gt hl₂)]
refine le_of_lt ?_
refine sub_lt_iff_lt_add.mp ?_
rw [sub_self 1]
exact mul_pos hl₂ (two_pos)
lemma aux_unique
(f : ℕ → NNReal → ℝ)
(h₁ : ∀ (n : ℕ) (x : NNReal), 0 < n → f (n + 1) x = f n x * (f n x + 1 / ↑n))
(hmo₀ : ∀ (n : ℕ), 0 < n → StrictMono (f n))
(h₇ : ∀ (n : ℕ) (x : NNReal), 0 < n → f n x < f (n + 1) x → 1 - 1 / ↑n < f n x) :
∀ (y₁ y₂ : NNReal),
(∀ (n : ℕ), 0 < n → 0 < f n y₁ ∧ f n y₁ < f (n + 1) y₁ ∧ f (n + 1) y₁ < 1) →
(∀ (n : ℕ), 0 < n → 0 < f n y₂ ∧ f n y₂ < f (n + 1) y₂ ∧ f (n + 1) y₂ < 1) → y₁ = y₂ := by
intros x y hx₀ hy₀
let sd : Set ℕ := Set.Ici 2
let fd : NNReal → NNReal → ↑sd → ℝ := fun y₁ y₂ n => (f n.1 y₂ - f n.1 y₁)
have hfd₁: ∀ y₁ y₂ n, fd y₁ y₂ n = f n.1 y₂ - f n.1 y₁ := by exact fun y₁ y₂ n => rfl
have hd₁: ∀ n a b, a < b → 0 < fd a b n := by
intros nd a b hnd₀
rw [hfd₁]
refine sub_pos.mpr ?_
refine hmo₀ nd.1 ?_ hnd₀
exact lt_of_lt_of_le (Nat.zero_lt_two) nd.2
have hfd₂: ∀ a b, a < b → (∀ n:↑sd, f n.1 a < f (n.1 + 1) a ∧ f n.1 b < f (n.1 + 1) b)
→ Filter.Tendsto (fd a b) Filter.atTop Filter.atTop := by
intros a b ha₀ ha₁
exact aux_unique_top f h₁ h₇ sd rfl fd hfd₁ hd₁ a b ha₀ ha₁
have hfd₃: ∀ a b, a < b → (∀ (n:↑sd), (1 - 1 / n.1 < f n.1 a ∧ 1 - 1 / n.1 < f n.1 b) ∧ (f n.1 a < 1 ∧ f n.1 b < 1))
→ Filter.Tendsto (fd a b) Filter.atTop (nhds 0) := by
intros a b ha₀ ha₁
exact aux_unique_nhds f sd rfl fd hfd₁ hd₁ a b ha₀ ha₁
by_contra! hc₀
by_cases hy₁: x < y
. have hy₂: Filter.Tendsto (fd x y) Filter.atTop Filter.atTop := by
refine hfd₂ x y hy₁ ?_
intro nd
have hnd₀: 0 < nd.1 := by exact lt_of_lt_of_le (two_pos) nd.2
constructor
. exact (hx₀ nd.1 hnd₀).2.1
. exact (hy₀ nd.1 hnd₀).2.1
have hy₃: Filter.Tendsto (fd x y) Filter.atTop (nhds 0) := by
refine hfd₃ x y hy₁ ?_
intro nd
have hnd₀: 0 < nd.1 := by
refine lt_of_lt_of_le ?_ nd.2
exact Nat.zero_lt_two
have hnd₁: nd.1 - 1 + 1 = nd.1 := by exact Nat.sub_add_cancel hnd₀
have hnd₂: 0 < nd.1 - 1 := by
refine Nat.sub_pos_of_lt ?_
refine lt_of_lt_of_le ?_ nd.2
exact Nat.one_lt_two
constructor
. constructor
. refine h₇ nd.1 x hnd₀ ?_
exact (hx₀ (nd.1) hnd₀).2.1
. refine h₇ nd.1 y hnd₀ ?_
exact (hy₀ (nd.1) hnd₀).2.1
. constructor
. rw [← hnd₁]
exact (hx₀ (nd.1 - 1) hnd₂).2.2
. rw [← hnd₁]
exact (hy₀ (nd.1 - 1) hnd₂).2.2
apply Filter.tendsto_atTop_atTop.mp at hy₂
apply tendsto_atTop_nhds.mp at hy₃
contrapose! hy₃
clear hy₃
let sx : Set ℝ := Set.Ioo (-1) 1
use sx
constructor
. refine Set.mem_Ioo.mpr ?_
simp
constructor
. exact isOpen_Ioo
. intro N
have hy₅: ∃ i, ∀ (a : ↑sd), i ≤ a → N + 3 ≤ fd x y a := by exact hy₂ (N + 3)
obtain ⟨i, hi₀⟩ := hy₅
have hi₁: (N.1 + i.1) ∈ sd := by
refine Set.mem_Ici.mpr ?_
rw [← add_zero 2]
refine Nat.add_le_add ?_ ?_
. exact N.2
. refine le_trans ?_ i.2
exact Nat.zero_le 2
let a : ↑sd := ⟨N + i, hi₁⟩
use a
constructor
. refine Subtype.mk_le_mk.mpr ?_
exact Nat.le_add_right ↑N ↑i
. refine Set.not_mem_Ioo_of_ge ?_
have hi₂: ↑↑N + 3 ≤ fd x y a := by
refine hi₀ a ?_
refine Subtype.mk_le_mk.mpr ?_
exact Nat.le_add_left ↑i ↑N
refine le_trans ?_ hi₂
norm_cast
exact Nat.le_add_left 1 (↑N + 2)
. have hy₂: y < x := by
push_neg at hy₁
exact lt_of_le_of_ne hy₁ hc₀.symm
have hy₃: Filter.Tendsto (fd y x) Filter.atTop Filter.atTop := by
refine hfd₂ y x hy₂ ?_
intro nd
have hnd₀: 0 < nd.1 := by exact lt_of_lt_of_le (two_pos) nd.2
constructor
. exact (hy₀ nd.1 hnd₀).2.1
. exact (hx₀ nd.1 hnd₀).2.1
have hy₄: Filter.Tendsto (fd y x) Filter.atTop (nhds 0) := by
refine hfd₃ y x hy₂ ?_
intro nd
have hnd₀: 0 < nd.1 := by exact lt_of_lt_of_le (Nat.zero_lt_two) nd.2
have hnd₁: nd.1 - 1 + 1 = nd.1 := by exact Nat.sub_add_cancel hnd₀
have hnd₂: 0 < nd.1 - 1 := by
refine Nat.sub_pos_of_lt ?_
exact lt_of_lt_of_le (Nat.one_lt_two) nd.2
constructor
. constructor
. refine h₇ nd.1 y hnd₀ ?_
exact (hy₀ (nd.1) hnd₀).2.1
. refine h₇ nd.1 x hnd₀ ?_
exact (hx₀ (nd.1) hnd₀).2.1
. constructor
. rw [← hnd₁]
exact (hy₀ (nd.1 - 1) hnd₂).2.2
. rw [← hnd₁]
exact (hx₀ (nd.1 - 1) hnd₂).2.2
apply Filter.tendsto_atTop_atTop.mp at hy₃
apply tendsto_atTop_nhds.mp at hy₄
contrapose! hy₄
clear hy₄
let sx : Set ℝ := Set.Ioo (-1) 1
use sx
constructor
. refine Set.mem_Ioo.mpr ?_
simp
constructor
. exact isOpen_Ioo
. intro N
have hy₅: ∃ i, ∀ (a : ↑sd), i ≤ a → N + 3 ≤ fd y x a := by exact hy₃ (N + 3)
obtain ⟨i, hi₀⟩ := hy₅
have hi₁: (N.1 + i.1) ∈ sd := by
refine Set.mem_Ici.mpr ?_
rw [← add_zero 2]
refine Nat.add_le_add ?_ ?_
. exact N.2
. refine le_trans ?_ i.2
exact Nat.zero_le 2
let a : ↑sd := ⟨N + i, hi₁⟩
use a
constructor
. refine Subtype.mk_le_mk.mpr ?_
exact Nat.le_add_right ↑N ↑i
. refine Set.not_mem_Ioo_of_ge ?_
have hi₂: ↑↑N + 3 ≤ fd y x a := by
refine hi₀ a ?_
refine Subtype.mk_le_mk.mpr ?_
exact Nat.le_add_left ↑i ↑N
refine le_trans ?_ hi₂
norm_cast
exact Nat.le_add_left 1 (↑N + 2)
lemma imo_1985_p6_nnreal
(f : ℕ → NNReal → ℝ)
(h₀ : ∀ x, f 1 x = x)
(h₁ : ∀ n x, 0 < n → f (n + 1) x = f n x * (f n x + 1 / n)) :
∃! a, ∀ n, 0 < n → 0 < f n a ∧ f n a < f (n + 1) a ∧ f (n + 1) a < 1 := by
have h₂: ∀ n x, 0 < n ∧ 0 < x → 0 < f n x := by
exact fun n x a => aux_1 f h₀ h₁ n x a
have h₃: ∀ n x, 0 < n → 0 ≤ f n x := by
intros n x hn
refine Nat.le_induction ?_ ?_ n hn
. rw [h₀ x]
exact NNReal.zero_le_coe
. intros d hd₀ hd₁
rw [h₁ d x hd₀]
refine mul_nonneg hd₁ ?_
refine add_nonneg hd₁ ?_
refine div_nonneg (by linarith) ?_
exact Nat.cast_nonneg' d
have hmo₀: ∀ n, 0 < n → StrictMono (f n) := by
intros n hn₀
refine Monotone.strictMono_of_injective ?h₁ ?h₂
. refine monotone_iff_forall_lt.mpr ?h₁.a
intros a b hab
refine le_of_lt ?_
exact aux_2 f h₀ h₁ h₂ h₃ n a b hn₀ hab
. intros p q hpq
contrapose! hpq
apply lt_or_gt_of_ne at hpq
cases' hpq with hpq hpq
. refine ne_of_lt ?_
exact aux_2 f h₀ h₁ h₂ h₃ n p q hn₀ hpq
. symm
refine ne_of_lt ?_
exact aux_2 f h₀ h₁ h₂ h₃ n q p hn₀ hpq
have hmo₁: ∀ n, 0 < n → Function.Injective (f n) := by exact fun n a => StrictMono.injective (hmo₀ n a)
let f₀: ℕ → NNReal → NNReal := fun n x => (f n x).toNNReal
have hf₀: f₀ = fun n x => (f n x).toNNReal := by rfl
have hf₁: ∀ n x, 0 < n → f n x = f₀ n x := by
intros n x hn₀
rw [hf₀]
simp
exact h₃ n x hn₀
have hf₂: ∀ n x, 0 < n → f₀ n x = (f n x).toNNReal := by
intros n x _
rw [hf₀]
have hmo₂: ∀ n, 0 < n → StrictMono (f₀ n) := by
intros n hn₀
refine aux_4 f h₃ ?_ f₀ hf₀ n hn₀
exact fun n x y a a_1 => hmo₀ n a a_1
let fi : ℕ → NNReal → NNReal := fun n => Function.invFun (f₀ n)
have hmo₇: ∀ n, 0 < n → Function.RightInverse (fi n) (f₀ n) := by
intros n hn₀
refine Function.rightInverse_invFun ?_
have h₄: ∀ n x y, 0 < n → x < y → f n x < f n y := by
exact fun n x y a a_1 => aux_2 f h₀ h₁ h₂ h₃ n x y a a_1
refine aux_7 f h₀ h₁ h₃ ?_ f₀ hf₂ hmo₂ ?_ n hn₀
. exact fun n x a => aux_3 f h₀ h₁ h₄ n x a
. intros m hm₀
exact aux_6 f h₀ h₁ f₀ hf₀ m hm₀
have hf₇: ∀ n x y, 0 < n → (f₀ n x = y ↔ fi n y = x) := by
intros n x y hn₀
constructor
. intro hn₁
rw [← hn₁, hf₀]
have hn₂: (Function.invFun (f n)) ∘ (f n) = id := by exact Function.invFun_comp (hmo₁ n hn₀)
rw [Function.comp_def (Function.invFun (f n)) (f n)] at hn₂
exact aux_5 f hmo₁ f₀ hmo₂ fi rfl n x ((fun n x => (f n x).toNNReal) n x) hn₀ (hf₂ n x hn₀)
. intro hn₁
rw [← hn₁]
exact hmo₁ n hn₀ (congrArg (f n) (hmo₇ n hn₀ y))
let sn : Set ℕ := Set.Ici 1
let fb : ↑sn → NNReal := sn.restrict (fun (n:ℕ) => fi n (1 - 1 / (n:NNReal)))
let fc : ↑sn → NNReal := sn.restrict (fun (n:ℕ) => fi n 1)
have hsn₁: ∀ n:↑sn, ↑n ∈ sn ∧ 0 < (↑n:ℕ) := by
intro n
have hn₀: ↑n ∈ sn := by exact Subtype.coe_prop n
constructor
. exact Subtype.coe_prop n
. exact hn₀
have hfb₀: fb = fun (n:↑sn) => fi n (1 - 1 / (n:NNReal)) := by rfl
have hfc₀: fc = fun (n:↑sn) => fi n 1 := by rfl
have hfb₁: ∀ n:↑sn, f₀ n (fb n) = 1 - 1 / (n:NNReal) := by
intros n
have hn₀: 0 < (n:ℕ) := by exact (hsn₁ n).2
rw [hfb₀]
exact hmo₁ n hn₀ (congrArg (f n) (hmo₇ n hn₀ (1 - 1 / (n:NNReal))))
have hfc₁: ∀ n:↑sn, f₀ n (fc n) = 1 := by
intros n
have hn₀: 0 < (n:ℕ) := by exact (hsn₁ n).2
rw [hfc₀]
exact hmo₁ n hn₀ (congrArg (f n) (hmo₇ n hn₀ 1))
have hu₁: ∀ n:↑sn, fb n < 1 := by
exact aux_8 f h₀ h₁ hmo₀ hmo₁ f₀ hf₂ sn fb hsn₁ hfb₁
have hfc₂: ∀ n:↑sn, fb n < fc n := by
intros n
have hn₀: 0 < (n:ℕ) := by exact (hsn₁ n).2
have g₀: f₀ n (fb n) < f₀ n (fc n) := by
rw [hfb₁ n, hfc₁ n]
simp
exact (hsn₁ n).2
exact (StrictMono.lt_iff_lt (hmo₂ n hn₀)).mp g₀
have hfb₃: StrictMono fb := by
refine StrictMonoOn.restrict ?_
refine aux_9 f h₀ h₁ f₀ hf₁ hf₂ hmo₂ fi ?_ hmo₇ hf₇ _ (by rfl) sn (by rfl)
intro x
refine (hf₇ 1 x x (by linarith)).mp ?_
rw [hf₂ 1 x (by linarith), h₀]
exact Real.toNNReal_coe
have hfc₃: StrictAnti fc := by
have g₀: StrictAntiOn (fun n => fi n 1) sn := by
refine strictAntiOn_Ici_of_lt_pred ?_
intros m hm₀
have hm₁: 0 < m - 1 := by exact Nat.zero_lt_sub_of_lt hm₀
have hm₂: m = m - 1 + 1 := by rw [Nat.sub_add_cancel (le_of_lt hm₀)]
have hm₃: 0 < m := by exact Nat.zero_lt_of_lt hm₀
simp
let x := fi m 1
let y := fi (m - 1) 1
have hx₀: x = fi m 1 := by rfl
have hy₀: y = fi (m - 1) 1 := by rfl
have hx₁: f₀ m x = 1 := by exact (hf₇ m x 1 (by linarith)).mpr hx₀.symm
have hy₁: f₀ (m - 1) y = 1 := by
exact (hf₇ (m - 1) y 1 hm₁).mpr hy₀.symm
have hy₂: f (m - 1) y = 1 := by
rw [hf₁ (m - 1) y hm₁, hy₁]
exact rfl
have hf: StrictMono (f m) := by exact hmo₀ m hm₃
refine (StrictMono.lt_iff_lt hf).mp ?_
rw [← hx₀, ← hy₀]
rw [hf₁ m x hm₃, hf₁ m y hm₃]
refine NNReal.coe_lt_coe.mpr ?_
rw [hx₁, hf₂ m y hm₃, hm₂, h₁ (m - 1) y hm₁, hy₂]
simp
exact hm₀
intros m n hmn
rw [hfc₀]
simp
let mn : ℕ := ↑m
let nn : ℕ := ↑n
have hm₀: mn ∈ sn := by exact Subtype.coe_prop m
have hn₀: nn ∈ sn := by exact Subtype.coe_prop n
exact g₀ hm₀ hn₀ hmn
let sb := Set.range fb
let sc := Set.range fc
have hsb₀: sb = Set.range fb := by rfl
have hsc₀: sc = Set.range fc := by rfl
let fr : NNReal → ℝ := fun x => x.toReal
let sbr := Set.image fr sb
let scr := Set.image fr sc
have hu₃: ∃ br, IsLUB sbr br := by
refine Real.exists_isLUB ?_ ?_
. exact Set.Nonempty.of_subtype
. refine NNReal.bddAbove_coe.mpr ?_
refine (bddAbove_iff_exists_ge 1).mpr ?_
use 1
constructor
. exact Preorder.le_refl 1
. intros y hy₀
apply Set.mem_range.mp at hy₀
obtain ⟨na, hna₀⟩ := hy₀
refine le_of_lt ?_
rw [← hna₀]
exact hu₁ na
have hu₄: ∃ cr, IsGLB scr cr := by
refine Real.exists_isGLB ?_ ?_
. refine Set.Nonempty.image fr ?_
exact Set.range_nonempty fc
. exact NNReal.bddBelow_coe sc
obtain ⟨br, hbr₀⟩ := hu₃
obtain ⟨cr, hcr₀⟩ := hu₄
have h₇: ∀ n x, 0 < n → (f n x < f (n + 1) x → 1 - 1 / n < f n x) := by
intros n x hn₀ hn₁
rw [h₁ n x hn₀] at hn₁
nth_rw 1 [← mul_one (f n x)] at hn₁
suffices g₀: 1 < f n x + 1 / ↑n
. exact sub_right_lt_of_lt_add g₀
. refine lt_of_mul_lt_mul_left hn₁ ?_
exact h₃ n x hn₀
have h₈: ∀ n x, 0 < n → 0 < x → 1 - 1 / n < f n x → f n x < f (n + 1) x := by
intros n x hn₀ hx₀ hn₁
rw [h₁ n x hn₀]
suffices g₀: 1 < f n x + 1 / ↑n
. nth_rw 1 [← mul_one (f n x)]
refine mul_lt_mul' ?_ g₀ ?_ ?_
. exact Preorder.le_refl (f n x)
. exact zero_le_one' ℝ
. exact gt_of_gt_of_ge (hmo₀ n hn₀ hx₀) (h₃ n 0 hn₀)
. exact lt_add_of_tsub_lt_right hn₁
have hbr₁: 0 < br := by
exact aux_10 f h₀ h₁ f₀ hf₂ fi hmo₇ sn sb fb (by rfl) hfb₀ hsb₀ fr (by rfl) sbr (by rfl) br hbr₀
have hfb₄: ∀ n, 0 ≤ fb n := by
intro n
have hfb₂: fb = fun (n:↑sn) => Function.invFun (f₀ n) (1 - 1 / ↑n) := by exact hfb₀
rw [hfb₂]
simp
have hu₅: br ≤ cr := by
exact aux_11 sn fb fc hfc₂ hfb₃ hfc₃ sb sc hsb₀ hsc₀ fr (by rfl) sbr scr (by rfl) (by rfl) br cr hbr₀ hcr₀ hfb₄
have hbr₃: ∀ x ∈ sbr, x ≤ br := by
refine mem_upperBounds.mp ?_
refine (isLUB_le_iff hbr₀).mp ?_
exact Preorder.le_refl br
have hcr₃: ∀ x ∈ scr, cr ≤ x := by
refine mem_lowerBounds.mp ?_
refine (le_isGLB_iff hcr₀).mp ?_
exact Preorder.le_refl cr
refine existsUnique_of_exists_of_unique ?_ ?_
. exact aux_exists f h₂ hmo₀ f₀ hf₁ sn (by rfl) fb fc hfb₁ hfc₁ hfb₃ hfc₃ sb sc hsb₀ hsc₀ fr (by rfl) sbr scr (by rfl) (by rfl) br cr h₈ hbr₁ hu₅ hbr₃ hcr₃
. intros x y hx₀ hy₀
exact aux_unique f h₁ hmo₀ h₇ x y hx₀ hy₀
theorem imo_1985_p6
(f : ℕ → ℝ → ℝ)
(h₀ : ∀ x, f 1 x = x)
(h₁ : ∀ n x, 0 < n → f (n + 1) x = f n x * (f n x + 1 / n)) :
∃! a, ∀ n, 0 < n → 0 < f n a ∧ f n a < f (n + 1) a ∧ f (n + 1) a < 1 := by
let fn : ℕ → NNReal → ℝ := fun n x => f n x
have hfn₁: ∀ n x, 0 < n → 0 ≤ x → fn n x = f n x := by
exact fun n x _ _ ↦ rfl
have h₂: ∃! a, ∀ (n : ℕ), 0 < n → 0 < fn n a ∧ fn n a < fn (n + 1) a ∧ fn (n + 1) a < 1 := by
exact imo_1985_p6_nnreal fn (fun x ↦ h₀ ↑x) fun n x ↦ h₁ n ↑x
obtain ⟨a, ha₀, ha₁⟩ := h₂
use a
constructor
. intro n hn₀
exact ha₀ n hn₀
. intro y hy₀
have hy₁: 0 ≤ y.toNNReal := by exact zero_le y.toNNReal
by_cases hy₂: 0 ≤ y
. refine (Real.toNNReal_eq_toNNReal_iff hy₂ ?_).mp ?_
. exact NNReal.zero_le_coe
. rw [@Real.toNNReal_coe]
refine ha₁ (y.toNNReal) ?_
intro n hn₀
rw [hfn₁ n _ hn₀ hy₁, hfn₁ (n + 1) _ (by linarith) hy₁]
rw [Real.coe_toNNReal y hy₂]
exact hy₀ n hn₀
. exfalso
push_neg at hy₂
have hy₃: f 1 y < 0 := by
rw [h₀]
exact hy₂
have hy₄: 0 < f 1 y := by
exact (hy₀ 1 (by decide)).1
have hy₅: (0:ℝ) < 0 := by exact lt_trans hy₄ hy₃
exact (lt_self_iff_false 0).mp hy₅
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