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Laws of finite sums and finite products

Statement

Let a,b,c:NRa, b, c : \mathbb{N} \to \mathbb{R} be sequences of reals, let λR\lambda \in \mathbb{R}, and let m,nNm, n \in \mathbb{N}, with finite sums and finite products as in Finite sums and finite products, by recursion. Then:

  1. Additivity. k<n(ak+bk)=k<nak+k<nbk\displaystyle\sum_{k<n}(a_k + b_k) = \sum_{k<n} a_k + \sum_{k<n} b_k.
  2. Scaling. k<nλak=λk<nak\displaystyle\sum_{k<n} \lambda a_k = \lambda \sum_{k<n} a_k; in particular k<nλ=nλ\displaystyle\sum_{k<n} \lambda = n\lambda, where nn denotes the canonical natural ι(n)R\iota(n) \in \mathbb{R} (The unique embedding of ℚ into an ordered field, Canonical naturals are positive and strictly increasing).
  3. Splitting. If mnm \le n then k<nak=k<mak+k=mn1ak\displaystyle\sum_{k<n} a_k = \sum_{k<m} a_k + \sum_{k=m}^{n-1} a_k, and k<nak=(k<mak)(k=mn1ak)\displaystyle\prod_{k<n} a_k = \Big(\prod_{k<m} a_k\Big)\Big(\prod_{k=m}^{n-1} a_k\Big).
  4. Monotonicity. If akbka_k \le b_k for all k<nk < n then k<nakk<nbk\displaystyle\sum_{k<n} a_k \le \sum_{k<n} b_k. In particular, if ak0a_k \ge 0 for all k<nk < n then k<nak0\sum_{k<n} a_k \ge 0, every single term satisfies ajk<naka_j \le \sum_{k<n} a_k for j<nj < n, and k<nak=0\sum_{k<n} a_k = 0 forces ak=0a_k = 0 for every k<nk < n.
  5. Telescoping. k<n(ck+1ck)=cnc0\displaystyle\sum_{k<n}\big(c_{k+1} - c_k\big) = c_n - c_0.
  6. Products. k<n(akbk)=(k<nak)(k<nbk)\displaystyle\prod_{k<n}(a_k b_k) = \Big(\prod_{k<n} a_k\Big)\Big(\prod_{k<n} b_k\Big); if ak0a_k \ge 0 for all k<nk < n then k<nak0\prod_{k<n} a_k \ge 0, and if ak>0a_k > 0 for all k<nk < n then k<nak>0\prod_{k<n} a_k > 0.

Facts & Assumptions

Given: Sequences a,b,c:NRa, b, c : \mathbb{N} \to \mathbb{R}, a real λ\lambda, and naturals m,nm, n. Write Σn=k<nak\Sigma_n = \sum_{k<n} a_k and Πn=k<nak\Pi_n = \prod_{k<n} a_k.

[L1]

Recursion clauses (Finite sums and finite products, by recursion): k<0ak=0\sum_{k<0} a_k = 0 and k<n+1ak=k<nak+an\sum_{k<n+1} a_k = \sum_{k<n} a_k + a_n; k<0ak=1\prod_{k<0} a_k = 1 and k<n+1ak=(k<nak)an\prod_{k<n+1} a_k = \big(\prod_{k<n} a_k\big) \cdot a_n; and k=mn1ak=j<nmam+j\sum_{k=m}^{n-1} a_k = \sum_{j < n-m} a_{m+j} for mnm \le n, likewise for products.

[L2]

Field axioms: addition and multiplication are associative and commutative, 00 and 11 are the identities, xx=0x - x = 0, and multiplication distributes over addition (Field, Ordered field); and 0x=00 \cdot x = 0, which is not an axiom but a lemma (Multiplication by zero: 0a=00 \cdot a = 0).

[L3]

Induction principle: a property holding at 00 and inherited by successors holds at every natural (The principle of mathematical induction).

[L4]

Adding inequalities: xyx \le y and uvu \le v imply x+uy+vx + u \le y + v. Order is preserved by adding a constant and by adding inequalities states the STRICT forms and only those (x<yx+c<y+cx < y \Rightarrow x + c < y + c, and x<yx < y with u<vu < v giving x+u<y+vx + u < y + v); the nonstrict form used throughout below is those two together with the cases x=yx = y and u=vu = v, which are settled by trichotomy, the order being total and transitive (Ordered field).

[L5]

The canonical embedding ι:QR\iota : \mathbb{Q} \to \mathbb{R} is a field homomorphism, so ι(0)=0\iota(0) = 0 and ι(n+1)=ι(n)+1\iota(n+1) = \iota(n) + 1, and ι(n)>0\iota(n) > 0 for n1n \ge 1 (The unique embedding of ℚ into an ordered field, Canonical naturals are positive and strictly increasing).

[L6]

Sign rules: a product of two positives is positive (Sign rules for products and monotonicity of multiplication, claim 1), and a product of two nonnegatives is nonnegative, since a factor equal to 00 makes the product 00 (Multiplication by zero: 0a=00 \cdot a = 0) and otherwise both factors are positive; and 1>01 > 0, which is proved in The multiplicative identity is positive and stated by none of the items named above.

Proof

technique · induction
1.1

Base case n=0n = 0: every claim holds at n=0n = 0, since both sides of claim 1 are 0=0+00 = 0 + 0, both sides of claim 2 are 0=λ00 = \lambda \cdot 0 and 0=ι(0)λ0 = \iota(0)\lambda, claim 4 reads 000 \le 0 with no term to bound and the hypothesis k<0ak=0\sum_{k<0} a_k = 0 giving nothing to prove, claim 5 reads 0=c0c00 = c_0 - c_0, and claim 6 reads 1=111 = 1 \cdot 1 with 1>01 > 0.

baseL1L2L5L6
1.2

Inductive hypothesis: fix nNn \in \mathbb{N} and assume claims 1, 2, 4, 5 and 6 hold for this nn and for all sequences a,b,ca, b, c and all λ\lambda.

ih
1.3

Splitting, claim 3, by a separate induction on the number of trailing terms d=nmd = n - m with mm fixed: for d=0d = 0 the claim reads k<mak=k<mak+0\sum_{k<m} a_k = \sum_{k<m} a_k + 0 and k<mak=(k<mak)1\prod_{k<m} a_k = \big(\prod_{k<m} a_k\big) \cdot 1, which hold; and if k<m+dak=k<mak+j<dam+j\sum_{k<m+d} a_k = \sum_{k<m} a_k + \sum_{j<d} a_{m+j}, then k<m+d+1ak=k<m+dak+am+d=k<mak+(j<dam+j+am+d)=k<mak+j<d+1am+j\sum_{k<m+d+1} a_k = \sum_{k<m+d} a_k + a_{m+d} = \sum_{k<m} a_k + \big(\sum_{j<d} a_{m+j} + a_{m+d}\big) = \sum_{k<m} a_k + \sum_{j<d+1} a_{m+j} by associativity, and identically for products with 11 in place of 00 and multiplication in place of addition, so induction on dd gives claim 3 for every mnm \le n.

L1L2L3
2.1

Additivity at n+1n+1: k<n+1(ak+bk)=k<n(ak+bk)+(an+bn)=(k<nak+k<nbk)+(an+bn)=(k<nak+an)+(k<nbk+bn)=k<n+1ak+k<n+1bk\sum_{k<n+1}(a_k + b_k) = \sum_{k<n}(a_k + b_k) + (a_n + b_n) = \big(\sum_{k<n} a_k + \sum_{k<n} b_k\big) + (a_n + b_n) = \big(\sum_{k<n} a_k + a_n\big) + \big(\sum_{k<n} b_k + b_n\big) = \sum_{k<n+1} a_k + \sum_{k<n+1} b_k, using the recursion clause, the hypothesis, and commutativity with associativity of addition.

step 1.2L1L2
2.2

Scaling at n+1n+1: k<n+1λak=k<nλak+λan=λk<nak+λan=λ(k<nak+an)=λk<n+1ak\sum_{k<n+1} \lambda a_k = \sum_{k<n} \lambda a_k + \lambda a_n = \lambda \sum_{k<n} a_k + \lambda a_n = \lambda\big(\sum_{k<n} a_k + a_n\big) = \lambda \sum_{k<n+1} a_k by the recursion clause, the hypothesis and distributivity; taking ak=1a_k = 1 for all kk gives k<n+1λ=k<nλ+λ=ι(n)λ+λ=(ι(n)+1)λ=ι(n+1)λ\sum_{k<n+1} \lambda = \sum_{k<n} \lambda + \lambda = \iota(n)\lambda + \lambda = (\iota(n) + 1)\lambda = \iota(n+1)\lambda.

step 1.2L1L2L5
2.3

Monotonicity at n+1n+1: assume akbka_k \le b_k for all k<n+1k < n+1; then akbka_k \le b_k for all k<nk < n, so the hypothesis gives k<nakk<nbk\sum_{k<n} a_k \le \sum_{k<n} b_k, and adding the inequality anbna_n \le b_n gives k<n+1ak=k<nak+ank<nbk+bn=k<n+1bk\sum_{k<n+1} a_k = \sum_{k<n} a_k + a_n \le \sum_{k<n} b_k + b_n = \sum_{k<n+1} b_k.

step 1.2L1L4
2.4

Telescoping at n+1n+1: k<n+1(ck+1ck)=k<n(ck+1ck)+(cn+1cn)=(cnc0)+(cn+1cn)=cn+1c0\sum_{k<n+1}(c_{k+1} - c_k) = \sum_{k<n}(c_{k+1} - c_k) + (c_{n+1} - c_n) = (c_n - c_0) + (c_{n+1} - c_n) = c_{n+1} - c_0, by the recursion clause, the hypothesis and the field identities.

step 1.2L1L2
2.5

Products at n+1n+1: k<n+1(akbk)=(k<n(akbk))(anbn)=(k<nak)(k<nbk)(anbn)=(k<n+1ak)(k<n+1bk)\prod_{k<n+1}(a_k b_k) = \big(\prod_{k<n}(a_k b_k)\big)(a_n b_n) = \big(\prod_{k<n} a_k\big)\big(\prod_{k<n} b_k\big)(a_n b_n) = \big(\prod_{k<n+1} a_k\big)\big(\prod_{k<n+1} b_k\big) by the recursion clause, the hypothesis, and commutativity with associativity of multiplication; and if every ak0a_k \ge 0 for k<n+1k < n+1 then k<n+1ak=(k<nak)an\prod_{k<n+1} a_k = \big(\prod_{k<n} a_k\big) a_n is a product of two nonnegatives, hence nonnegative, with the same argument giving positivity from positivity since k<0ak=1>0\prod_{k<0} a_k = 1 > 0.

step 1.2L1L2L6
3.1

Consequences of monotonicity, completing claim 4: monotonicity itself holds at every nn, by the induction principle applied to the base case of step 1.1 and the successor step 2.3, so it is available for an arbitrary nn in what follows; if ak0a_k \ge 0 for all k<nk < n then comparing with the zero sequence gives k<nakk<n0=0\sum_{k<n} a_k \ge \sum_{k<n} 0 = 0; for j<nj < n splitting at jj and then at j+1j+1 writes k<nak=k<jak+aj+k=j+1n1ak\sum_{k<n} a_k = \sum_{k<j} a_k + a_j + \sum_{k=j+1}^{n-1} a_k with the first and third summands 0\ge 0, so ajk<naka_j \le \sum_{k<n} a_k; and if moreover k<nak=0\sum_{k<n} a_k = 0 then 0aj00 \le a_j \le 0 for every j<nj < n, so aj=0a_j = 0.

step 1.1step 2.3step 1.3L3L4L2
4.1

By the induction principle claims 1, 2, 4, 5 and 6 hold for every nNn \in \mathbb{N}, and claim 3 was proved in step 1.3 with its consequences in step 3.1, so all six laws hold.

step 1.1step 2.1step 2.2step 2.3step 2.4step 2.5step 1.3step 3.1L3discharge-induction

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