-- begin header import limits namespace M1P1 -- end header /- Section The sandwich theorem -/ /- Sub-section Introduction -/ /- The sandwich theorem, or squeeze theorem, for real sequences is the statement that if $(a_n)$, $(b_n)$, and $(c_n)$ are three real-valued sequences satisfying $a_n≤ b_n≤ c_n$ for all $n$, and if furthermore $a_n→ℓ$ and $c_n→ℓ$, then $b_n→ℓ$. The idea of the proof is straightforward -- if we want to ensure that $|b_n-ℓ|<ε$ then it suffices to show that $|a_n-ℓ|<ε$ and $|c_n-ℓ|<ε$, and we can choose $N$ large enough such that this is true for all $n≥ N$. -/ /- Lemma If $(a_n)$, $(b_n)$, and $(c_n)$ are three real-valued sequences satisfying $a_n ≤ b_n ≤ c_n$ for all $n$, and if furthermore $a_n→ℓ$ and $c_n→ℓ$, then $b_n→ℓ$. -/ theorem sandwich (a b c : ℕ → ℝ) (l : ℝ) (ha : is_limit a l) (hc : is_limit c l) (hab : ∀ n, a n ≤ b n) (hbc : ∀ n, b n ≤ c n) : is_limit b l := begin -- We need to show that for all $ε>0$ there exists $N$ such that $n≥N$ implies $|b_n-ℓ|<ε$. So choose ε > 0. intros ε Hε, -- We now need an $N$. As usual it is the max of two other N's, one coming from $(a_n)$ and one from $(c_n)$. Choose $N_a$ and $N_c$ such that $|a_n - l| < ε$ for $n ≥ N_a$ and $|c_n - l| < ε$ for $n ≥ N_c$. cases ha ε Hε with Na Ha, cases hc ε Hε with Nc Hc, -- Now let $N$ be the max of $N_a$ and $N_c$; we claim that this works. let N := max Na Nc, use N, -- Note that $N ≥ N_a$ and $N ≥ N_c$, have HNa : Na ≤ N := by obvious_ineq, have HNc : Nc ≤ N := by obvious_ineq, -- so for all $n ≥ N$, intros n Hn, -- we have $a_n ≤ b_n ≤ c_n$, and $|a_n - l|, |b_n - l|$ are both less than $ε$. have h1 : a n ≤ b n := hab n, have h2 : b n ≤ c n := hbc n, have h3 : |a n - l| < ε := Ha n (le_trans HNa Hn), have h4 : |c n - l| < ε := Hc n (le_trans HNc Hn), -- The result now follows easily from these inequalities (as $l-ε < a_n ≤ b_n ≤ c_n < l+ε$ ). rw abs_sub_lt_iff at h3 h4 ⊢, cases h3, cases h4, split;linarith end /- Note that Lean finds the last line of the proof automatically -- we do not need to explicitly tell it the inequality argument. -/ end M1P1