Documentation

TauCeti.Analysis.CompletelyMonotone.Basic

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 #

References #

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.

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    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.

    theorem TauCeti.CompletelyMonotoneOn.of_contDiff {f : ℝ → ℝ} {s : Set ℝ} (hf : ContDiff ℝ (↑⊤) f) (h : ∀ (n : ℕ), ∀ x ∈ s, 0 ≤ (-1) ^ n * iteratedDeriv n f x) :

    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 #

    theorem TauCeti.CompletelyMonotoneOn.add {f : ℝ → ℝ} {s : Set ℝ} {g : ℝ → ℝ} (hf : CompletelyMonotoneOn f s) (hg : CompletelyMonotoneOn g s) :

    The sum of two completely monotone functions is completely monotone.

    theorem TauCeti.CompletelyMonotoneOn.smul {f : ℝ → ℝ} {s : Set ℝ} {c : ℝ} (hf : CompletelyMonotoneOn f s) (hc : 0 ≤ c) :

    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.

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      theorem TauCeti.isCompletelyMonotone_iff {f : ℝ → ℝ} :
      IsCompletelyMonotone f ↔ ContDiffOn ℝ (↑⊤) f (Set.Ici 0) ∧ ∀ (n : ℕ) (t : ℝ), 0 ≤ t → 0 ≤ (-1) ^ n * iteratedDerivWithin n f (Set.Ici 0) t

      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, ∞).

      theorem TauCeti.IsCompletelyMonotone.nonneg {f : ℝ → ℝ} (hf : IsCompletelyMonotone f) {t : ℝ} (ht : 0 ≤ t) :
      0 ≤ f t

      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.

      theorem TauCeti.isCompletelyMonotone_const {c : ℝ} (hc : 0 ≤ c) :
      IsCompletelyMonotone fun (x : ℝ) => c

      A nonnegative constant function is completely monotone.

      theorem TauCeti.IsCompletelyMonotone.sum {ι : Type u_1} {s : Finset ι} {f : ι → ℝ → ℝ} (hf : ∀ i ∈ s, IsCompletelyMonotone (f i)) :
      IsCompletelyMonotone fun (t : ℝ) => ∑ i ∈ s, f i t

      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.

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        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, ∞).

        theorem TauCeti.IsCompletelyMonotoneOnIoi.nonneg {f : ℝ → ℝ} (hf : IsCompletelyMonotoneOnIoi f) {t : ℝ} (ht : 0 < t) :
        0 ≤ f t

        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.

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          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, ∞).

          theorem TauCeti.IsContinuousCompletelyMonotoneOnIoi.sum {ι : Type u_1} {s : Finset ι} {F : ι → ℝ → ℝ} (hF : ∀ i ∈ s, IsContinuousCompletelyMonotoneOnIoi (F i)) :
          IsContinuousCompletelyMonotoneOnIoi fun (t : ℝ) => ∑ i ∈ s, F i t

          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.