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Re: [Coq-Club] Exponential function


Chronological Thread 
  • From: Allyx FONTAINE <fontaine AT labri.fr>
  • To: "gallais @ ensl.org" <guillaume.allais AT ens-lyon.org>, AUGER Cédric <sedrikov AT gmail.com>
  • Cc: coq-club AT inria.fr
  • Subject: Re: [Coq-Club] Exponential function
  • Date: Mon, 10 Sep 2012 16:14:39 +0200

Thank you very much for your help Cédric and Guillaume.
Best regards,
Allyx


Le 10/09/2012 15:23, gallais @ ensl.org a écrit :
Hi Alyx,

With this proof in mind, the formalization is quite simple.
Here is a proof (relying solely on the stdlib).

Cheers,

--
guillaume


On 10 September 2012 13:13, Allyx FONTAINE
<fontaine AT labri.fr>
wrote:

Le 10/09/2012 11:28, AUGER Cédric a écrit :

Le Mon, 10 Sep 2012 10:01:55 +0200,
Allyx FONTAINE
<fontaine AT labri.fr>
a écrit :

Hello,

I would like to prove the following inequality:

forall x m, ( 1 - x/m)^m <= exp(-x)

The question is: are there some works (in real standard library or
contributions) about this kind of inequality using exponential?
How should I proceed to prove this one?

Thanks,
Best regards,

Allyx
You lack some hypothesis, I fear.

I assume you want to mean that 'm' is some positive integer (to extend
to m = 0, you have to say that "x → x⁰(=1)" is stronger than the
division by 0),
and that exp(x) is defined by (1+x+x²/2+x³/6+x⁴/24+…+x^i/(i!)+…)

In such a case, if you take 'm' an even number (so, m=2 to fix stuff),
you have to show that
∀ x, (1-x/2)^2 ≤ exp(-x)
Now, it is a well know fact that 'exp(-x)' tends to 0 when 'x' tends to
+infinity, but '(1-x/2)^2' will tend to +infinity when 'x' tends to
+infinity, so there is one point from which your inequality won't hold
anymore.

For 'x' negative, I can easily do a proof (on paper, I have never
proved stuff with reals in Coq) that it is true (whether 'm' is odd or
even). I do not know from a given even 'm', from which point your
inequality becomes wrong (I suspect it to be from 0, as suggested by
the case 'm=0' when 'x' tends to 0 by positive values). When 'm' is
odd, your inequality is correct from a certain point (obviously lesser
than 'm' since from that point, the left part will become negative, and
that the exponential is always positive) to +infinity, but I do not know
if this point is or is not 0.

To sum up, you have to take more precise hypothesis, and at least
convince you on paper that it is true.
Thanks for your remark, indeed I forgot to precise that m is a natural
number greater or equal than x. This ensures that 0 <= (1 - x/m).

The proof I found shows that f(y)=exp(-y) - (1-y) is greater or equal than 0
(by studying the derivate of f). And then, substituting y with x/m and
putting at the pow of m gives the result.

I have also never used reals in Coq, and I don't know if such a proof is
easily feasible.

Allyx



So, if you meant your inequality only for negative 'x', I first suggest
you to prove that '(1+x/m)^m ≤ exp(x)'.





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