A scaled exponential gap tends to zero when its exponent vanishes
ProvedAvramDividend.Classical.mesh_exponential_gap_tendsto_zeroavram-classicalfinite-meshreal-limit
The exponential deficit of a real sequence tending to zero also tends to zero, even after multiplication by an arbitrary fixed real scalar. This is the analytic limit step for the Levy finite-mesh instantaneous-ruin argument.
Preamble
import Mathlib.Analysis.Complex.Exponential import Mathlib.Topology.Instances.Real.Lemmas import Mathlib.Topology.Algebra.Order.Field open Filter
Formal statement
theorem AvramDividend.Classical.mesh_exponential_gap_tendsto_zero
(r : ℕ → ℝ) (C : ℝ)
(hr : Tendsto r atTop (nhds (0 : ℝ))) :
Tendsto (fun n : ℕ => C * (1 - Real.exp (-(r n))))
atTop (nhds (0 : ℝ)) := by sorrySource
Mathlib continuity of Real.exp and Tendsto subtraction and multiplication.