Completely monotone functions #
A function f : ℝ → ℝ is completely monotone on a set if its reflection u ↦ f (-u) is
absolutely monotone on the reflected set. Mathlib formulates absolute monotonicity through a
Taylor-series witness, so this remains meaningful on sets that are not uniquely differentiable.
On a UniqueDiffOn set it is equivalent to smoothness together with alternating signs for the
iterated derivatives within the set. The principal specialization in this development uses the
closed half-line [0, ∞):
(-1)ⁿ f⁽ⁿ⁾(t) ≥ 0 for every n and every t ≥ 0. Equivalently f is nonnegative,
nonincreasing, convex, and so on through every order. Bernstein's theorem identifies the
completely monotone functions on the open half-line (0, ∞) with the Laplace transforms of
positive measures on [0, ∞). Demanding smoothness up to the boundary point 0, as we do
here, is a genuine strengthening: it carves out the subclass whose representing measure has
every moment finite. (It thereby excludes some Laplace transforms of finite measures, such as
t ↦ ∫₀^∞ e^{-x t} (1 + x)⁻² dx, which is finite at 0 yet has f'(0⁺) = -∞.) The
prototypes t ↦ e^{-x t} (x ≥ 0) are the extreme rays out of which Bernstein's theorem
builds the general member.
The smoothness clause is essential and is not folded into the sign condition: an iterated
derivative defaults to a junk value where the function fails to be differentiable, so
without it a badly behaved f could satisfy 0 ≤ 0 vacuously. We phrase the sign condition
through iteratedDerivWithin _ (Set.Ici 0), the derivative within the closed half-line,
which is the object that pairs cleanly with ContDiffOn (in particular at the boundary
point 0); on the open half-line it agrees with the ordinary iterated derivative.
Main declarations #
TauCeti.CompletelyMonotoneOn: complete monotonicity on an arbitrary set, defined by reflecting Mathlib'sAbsolutelyMonotoneOnpredicate.TauCeti.CompletelyMonotoneOn.iff_neg_one_pow_mul_iteratedDerivWithin_nonneg: on aUniqueDiffOnset, equivalence with smoothness and alternating signs.TauCeti.CompletelyMonotoneOn.of_contDiff: a globally smooth function whose ordinary iterated derivatives have alternating signs on a set is completely monotone there.TauCeti.CompletelyMonotoneOn.add,TauCeti.CompletelyMonotoneOn.smul: closure under addition and nonnegative scalar multiplication.TauCeti.IsCompletelyMonotone: the predicate thatfis smooth and sign-alternating on[0, ∞).TauCeti.isCompletelyMonotone_iff_completelyMonotoneOn:IsCompletelyMonotoneis theIci 0specialization ofCompletelyMonotoneOn.TauCeti.IsCompletelyMonotone.congr: complete monotonicity only depends on the values of the function on[0, ∞).TauCeti.IsCompletelyMonotone.nonneg,TauCeti.IsCompletelyMonotone.derivWithin_nonpos,TauCeti.IsCompletelyMonotone.antitoneOn: a completely monotone function is nonnegative and nonincreasing on[0, ∞).TauCeti.IsContinuousCompletelyMonotoneOnIoi.exists_nonneg_tendsto_atTop,TauCeti.IsContinuousCompletelyMonotoneOnIoi.le_of_tendsto_atTop: order-limit consequences of nonnegativity and monotonicity on[0, ∞).TauCeti.IsCompletelyMonotone.neg_one_pow_mul_iteratedDeriv_nonneg: on the open half-line, the sign condition also holds for ordinary iterated derivatives.TauCeti.IsCompletelyMonotone.add,TauCeti.IsCompletelyMonotone.sum,TauCeti.IsCompletelyMonotone.smul: closure under addition, finite sums, and nonnegative scalar multiples.TauCeti.IsCompletelyMonotoneOnIoi: the open-half-line analogue, using ordinary iterated derivatives on(0, ∞).TauCeti.IsCompletelyMonotoneOnIoi.convexOn: a completely monotone function on(0, ∞)is convex there.TauCeti.isCompletelyMonotoneOnIoi_of_forall_comp_add_const: complete monotonicity on(0, ∞)can be checked on the positive translates of a function, the converse ofTauCeti.IsCompletelyMonotoneOnIoi.isCompletelyMonotone_comp_add_const.TauCeti.IsContinuousCompletelyMonotoneOnIoi: the closed-half-line predicate used by the finite-measure Hausdorff--Bernstein--Widder theorem: continuity on[0, ∞)plus complete monotonicity on(0, ∞).TauCeti.isCompletelyMonotone_const: a nonnegative constant is completely monotone.TauCeti.isCompletelyMonotone_exp_neg_mul: the building blockt ↦ e^{-x t}forx ≥ 0.
References #
- R. Schilling, R. Song, Z. Vondraček, Bernstein Functions: Theory and Applications (de Gruyter, 2nd ed. 2012).
A function f : ℝ → ℝ is completely monotone on a set s if its reflection
u ↦ f (-u) is absolutely monotone on the reflected set -s. Mathlib's
AbsolutelyMonotoneOn uses a Taylor-series witness, so this definition remains meaningful even
when s is not uniquely differentiable. Under UniqueDiffOn ℝ s, it is equivalent to
smoothness on s together with the alternating-sign condition on iteratedDerivWithin; see
CompletelyMonotoneOn.iff_neg_one_pow_mul_iteratedDerivWithin_nonneg.
Equations
- TauCeti.CompletelyMonotoneOn f s = AbsolutelyMonotoneOn (fun (u : ℝ) => f (-u)) (-s)
Instances For
Complete monotonicity on s unfolds to absolute monotonicity of the reflected function on
the reflected set.
A completely monotone function on s is smooth on s.
A globally C^∞ function whose iterated derivatives have alternating signs on s is
completely monotone on s. The set s need not satisfy UniqueDiffOn.
On a uniquely differentiable set, the iterated derivatives of a completely monotone function have the expected alternating signs.
On a uniquely differentiable set, complete monotonicity is equivalent to smoothness together with the usual alternating-sign condition on iterated derivatives within the set.
Closure properties #
The sum of two completely monotone functions is completely monotone.
A nonnegative scalar multiple of a completely monotone function is completely monotone.
A function f : ℝ → ℝ is completely monotone if it is C^∞ on the closed half-line
[0, ∞) and its iterated derivatives within [0, ∞) alternate in sign:
0 ≤ (-1)ⁿ f⁽ⁿ⁾(t) for every n and every t ≥ 0. The smoothness clause prevents the sign
condition from being satisfied vacuously by a junk iterated derivative.
Equations
- TauCeti.IsCompletelyMonotone f = (ContDiffOn ℝ (↑⊤) f (Set.Ici 0) ∧ ∀ (n : ℕ) (t : ℝ), 0 ≤ t → 0 ≤ (-1) ^ n * iteratedDerivWithin n f (Set.Ici 0) t)
Instances For
IsCompletelyMonotone f unfolds to its defining conjunction: f is C^∞ on [0, ∞)
and its iterated derivatives within [0, ∞) alternate in sign.
The closed-half-line predicate is the specialization of complete monotonicity on a set.
A completely monotone function is C^∞ on [0, ∞).
The sign-alternation property of the iterated derivatives of a completely monotone
function: 0 ≤ (-1)ⁿ f⁽ⁿ⁾(t) for every n and every t ≥ 0.
On the open half-line, the completely monotone sign condition can be read using ordinary
iterated derivatives instead of derivatives within [0, ∞).
A completely monotone function is nonnegative on [0, ∞).
The derivative within [0, ∞) of a completely monotone function is nonpositive: it is
nonincreasing.
Complete monotonicity is determined by the values of the function on [0, ∞): if g agrees
with a completely monotone f throughout [0, ∞), then g is completely monotone too. Both the
smoothness clause and the sign condition only see the function within [0, ∞).
For a completely monotone f, the k-th iterated derivative within [0, ∞) is
differentiable at any t > 0, with derivative the (k+1)-th iterated derivative.
Completely monotone functions are closed under addition.
Completely monotone functions are closed under multiplication by a nonnegative constant.
A nonnegative constant function is completely monotone.
Completely monotone functions are closed under finite sums.
The prototype completely monotone function t ↦ e^{-x t} for x ≥ 0. Its n-th
derivative is (-x)ⁿ e^{-x t}, so (-1)ⁿ times it is xⁿ e^{-x t} ≥ 0.
Complete monotonicity on the open half-line (0, ∞): the function is C^∞ there and its
ordinary iterated derivatives alternate in sign. This is the version used for derivatives of
Bernstein functions, whose right derivatives need not be finite at 0.
Equations
- TauCeti.IsCompletelyMonotoneOnIoi f = (ContDiffOn ℝ (↑⊤) f (Set.Ioi 0) ∧ ∀ (n : ℕ) (t : ℝ), 0 < t → 0 ≤ (-1) ^ n * iteratedDeriv n f t)
Instances For
Complete monotonicity on (0, ∞) is the open-half-line specialization of complete
monotonicity on a set.
A completely monotone function on (0, ∞) is smooth there.
The sign-alternation property on (0, ∞).
A completely monotone function on (0, ∞) is nonnegative there.
A function completely monotone on (0, ∞) that is continuous within [0, ∞) at the origin
is nonnegative on all of [0, ∞): nonnegativity on (0, ∞) passes to the boundary point 0 in
the limit.
The derivative of a completely monotone function on (0, ∞) is nonpositive there.
A function completely monotone on (0, ∞) is convex there: its second derivative is the
alternating derivative of order 2, hence nonnegative.
Complete monotonicity on (0, ∞) is preserved by pointwise equality there.
Complete monotonicity on (0, ∞) is closed under addition.
Complete monotonicity on (0, ∞) is closed under multiplication by a nonnegative constant.
The closed-half-line Tau Ceti predicate restricts to complete monotonicity on (0, ∞).
Positive right-translates of a function completely monotone on (0, ∞) satisfy the
strong closed-half-line predicate: the shift moves the boundary into the open half-line, where
all derivatives exist. Compare IsCompletelyMonotone.comp_add_const, which keeps the strong
predicate under nonnegative translates.
Complete monotonicity on (0, ∞) is detected by the positive translates of a function: if
t ↦ f (t + a) is completely monotone on (0, ∞) for every a > 0, then so is f. This is the
converse of TauCeti.IsCompletelyMonotoneOnIoi.isCompletelyMonotone_comp_add_const, and it is how
a statement proved after moving the boundary into the open half-line is transported back.
Closed-half-line complete monotonicity #
Roadmap-level complete monotonicity on the closed half-line.
This is the classical finite-measure hypothesis: the function is continuous on [0, ∞) and
completely monotone on the open half-line (0, ∞). It is weaker at the endpoint than the existing
IsCompletelyMonotone, which requires all derivatives within [0, ∞) to exist at 0.
Equations
Instances For
IsContinuousCompletelyMonotoneOnIoi f unfolds to continuity on [0, ∞) and complete
monotonicity on the open half-line.
A closed-half-line completely monotone function is continuous on [0, ∞).
A closed-half-line completely monotone function is completely monotone on (0, ∞).
The existing strong Tau Ceti predicate implies the roadmap-level closed-half-line predicate.
Closed-half-line complete monotonicity is closed under addition.
Closed-half-line complete monotonicity is closed under multiplication by a nonnegative constant.
A closed-half-line completely monotone function is nonincreasing on [0, ∞): the
derivative is nonpositive on the interior and continuity extends the monotonicity to the
endpoint.
A closed-half-line completely monotone function is nonnegative on [0, ∞):
nonnegativity on the open half-line passes to 0 by continuity.
A closed-half-line completely monotone function is nonnegative at 0.
A closed-half-line completely monotone function lies below its value at 0 on [0, ∞).
Closed-half-line complete monotonicity is determined by values on [0, ∞).
Closed-half-line complete monotonicity is closed under finite sums.
A closed-half-line completely monotone function has a limit L ≥ 0 at infinity: it is
antitone on [0, ∞) and bounded below by 0.
A closed-half-line completely monotone function lies above its limit at infinity on
[0, ∞).
A completely monotone function is nonincreasing on [0, ∞): the strong predicate
implies the closed-half-line one, whose monotonicity applies.