src/HOL/Probability/Regularity.thy
author haftmann
Sun Mar 16 18:09:04 2014 +0100 (2014-03-16)
changeset 56166 9a241bc276cd
parent 52141 eff000cab70f
child 56193 c726ecfb22b6
permissions -rw-r--r--
normalising simp rules for compound operators
     1 (*  Title:      HOL/Probability/Regularity.thy
     2     Author:     Fabian Immler, TU M√ľnchen
     3 *)
     4 
     5 header {* Regularity of Measures *}
     6 
     7 theory Regularity
     8 imports Measure_Space Borel_Space
     9 begin
    10 
    11 lemma ereal_approx_SUP:
    12   fixes x::ereal
    13   assumes A_notempty: "A \<noteq> {}"
    14   assumes f_bound: "\<And>i. i \<in> A \<Longrightarrow> f i \<le> x"
    15   assumes f_fin: "\<And>i. i \<in> A \<Longrightarrow> f i \<noteq> \<infinity>"
    16   assumes f_nonneg: "\<And>i. 0 \<le> f i"
    17   assumes approx: "\<And>e. (e::real) > 0 \<Longrightarrow> \<exists>i \<in> A. x \<le> f i + e"
    18   shows "x = (SUP i : A. f i)"
    19 proof (subst eq_commute, rule SUP_eqI)
    20   show "\<And>i. i \<in> A \<Longrightarrow> f i \<le> x" using f_bound by simp
    21 next
    22   fix y :: ereal assume f_le_y: "(\<And>i::'a. i \<in> A \<Longrightarrow> f i \<le> y)"
    23   with A_notempty f_nonneg have "y \<ge> 0" by auto (metis order_trans)
    24   show "x \<le> y"
    25   proof (rule ccontr)
    26     assume "\<not> x \<le> y" hence "x > y" by simp
    27     hence y_fin: "\<bar>y\<bar> \<noteq> \<infinity>" using `y \<ge> 0` by auto
    28     have x_fin: "\<bar>x\<bar> \<noteq> \<infinity>" using `x > y` f_fin approx[where e = 1] by auto
    29     def e \<equiv> "real ((x - y) / 2)"
    30     have e: "x > y + e" "e > 0" using `x > y` y_fin x_fin by (auto simp: e_def field_simps)
    31     note e(1)
    32     also from approx[OF `e > 0`] obtain i where i: "i \<in> A" "x \<le> f i + e" by blast
    33     note i(2)
    34     finally have "y < f i" using y_fin f_fin by (metis add_right_mono linorder_not_le)
    35     moreover have "f i \<le> y" by (rule f_le_y) fact
    36     ultimately show False by simp
    37   qed
    38 qed
    39 
    40 lemma ereal_approx_INF:
    41   fixes x::ereal
    42   assumes A_notempty: "A \<noteq> {}"
    43   assumes f_bound: "\<And>i. i \<in> A \<Longrightarrow> x \<le> f i"
    44   assumes f_fin: "\<And>i. i \<in> A \<Longrightarrow> f i \<noteq> \<infinity>"
    45   assumes f_nonneg: "\<And>i. 0 \<le> f i"
    46   assumes approx: "\<And>e. (e::real) > 0 \<Longrightarrow> \<exists>i \<in> A. f i \<le> x + e"
    47   shows "x = (INF i : A. f i)"
    48 proof (subst eq_commute, rule INF_eqI)
    49   show "\<And>i. i \<in> A \<Longrightarrow> x \<le> f i" using f_bound by simp
    50 next
    51   fix y :: ereal assume f_le_y: "(\<And>i::'a. i \<in> A \<Longrightarrow> y \<le> f i)"
    52   with A_notempty f_fin have "y \<noteq> \<infinity>" by force
    53   show "y \<le> x"
    54   proof (rule ccontr)
    55     assume "\<not> y \<le> x" hence "y > x" by simp hence "y \<noteq> - \<infinity>" by auto
    56     hence y_fin: "\<bar>y\<bar> \<noteq> \<infinity>" using `y \<noteq> \<infinity>` by auto
    57     have x_fin: "\<bar>x\<bar> \<noteq> \<infinity>" using `y > x` f_fin f_nonneg approx[where e = 1] A_notempty
    58       apply auto by (metis ereal_infty_less_eq(2) f_le_y)
    59     def e \<equiv> "real ((y - x) / 2)"
    60     have e: "y > x + e" "e > 0" using `y > x` y_fin x_fin by (auto simp: e_def field_simps)
    61     from approx[OF `e > 0`] obtain i where i: "i \<in> A" "x + e \<ge> f i" by blast
    62     note i(2)
    63     also note e(1)
    64     finally have "y > f i" .
    65     moreover have "y \<le> f i" by (rule f_le_y) fact
    66     ultimately show False by simp
    67   qed
    68 qed
    69 
    70 lemma INF_approx_ereal:
    71   fixes x::ereal and e::real
    72   assumes "e > 0"
    73   assumes INF: "x = (INF i : A. f i)"
    74   assumes "\<bar>x\<bar> \<noteq> \<infinity>"
    75   shows "\<exists>i \<in> A. f i < x + e"
    76 proof (rule ccontr, clarsimp)
    77   assume "\<forall>i\<in>A. \<not> f i < x + e"
    78   moreover
    79   from INF have "\<And>y. (\<And>i. i \<in> A \<Longrightarrow> y \<le> f i) \<Longrightarrow> y \<le> x" by (auto intro: INF_greatest)
    80   ultimately
    81   have "(INF i : A. f i) = x + e" using `e > 0`
    82     by (intro INF_eqI)
    83       (force, metis add.comm_neutral add_left_mono ereal_less(1)
    84         linorder_not_le not_less_iff_gr_or_eq)
    85   thus False using assms by auto
    86 qed
    87 
    88 lemma SUP_approx_ereal:
    89   fixes x::ereal and e::real
    90   assumes "e > 0"
    91   assumes SUP: "x = (SUP i : A. f i)"
    92   assumes "\<bar>x\<bar> \<noteq> \<infinity>"
    93   shows "\<exists>i \<in> A. x \<le> f i + e"
    94 proof (rule ccontr, clarsimp)
    95   assume "\<forall>i\<in>A. \<not> x \<le> f i + e"
    96   moreover
    97   from SUP have "\<And>y. (\<And>i. i \<in> A \<Longrightarrow> f i \<le> y) \<Longrightarrow> y \<ge> x" by (auto intro: SUP_least)
    98   ultimately
    99   have "(SUP i : A. f i) = x - e" using `e > 0` `\<bar>x\<bar> \<noteq> \<infinity>`
   100     by (intro SUP_eqI)
   101        (metis PInfty_neq_ereal(2) abs_ereal.simps(1) ereal_minus_le linorder_linear,
   102         metis ereal_between(1) ereal_less(2) less_eq_ereal_def order_trans)
   103   thus False using assms by auto
   104 qed
   105 
   106 lemma
   107   fixes M::"'a::{second_countable_topology, complete_space} measure"
   108   assumes sb: "sets M = sets borel"
   109   assumes "emeasure M (space M) \<noteq> \<infinity>"
   110   assumes "B \<in> sets borel"
   111   shows inner_regular: "emeasure M B =
   112     (SUP K : {K. K \<subseteq> B \<and> compact K}. emeasure M K)" (is "?inner B")
   113   and outer_regular: "emeasure M B =
   114     (INF U : {U. B \<subseteq> U \<and> open U}. emeasure M U)" (is "?outer B")
   115 proof -
   116   have Us: "UNIV = space M" by (metis assms(1) sets_eq_imp_space_eq space_borel)
   117   hence sU: "space M = UNIV" by simp
   118   interpret finite_measure M by rule fact
   119   have approx_inner: "\<And>A. A \<in> sets M \<Longrightarrow>
   120     (\<And>e. e > 0 \<Longrightarrow> \<exists>K. K \<subseteq> A \<and> compact K \<and> emeasure M A \<le> emeasure M K + ereal e) \<Longrightarrow> ?inner A"
   121     by (rule ereal_approx_SUP)
   122       (force intro!: emeasure_mono simp: compact_imp_closed emeasure_eq_measure)+
   123   have approx_outer: "\<And>A. A \<in> sets M \<Longrightarrow>
   124     (\<And>e. e > 0 \<Longrightarrow> \<exists>B. A \<subseteq> B \<and> open B \<and> emeasure M B \<le> emeasure M A + ereal e) \<Longrightarrow> ?outer A"
   125     by (rule ereal_approx_INF)
   126        (force intro!: emeasure_mono simp: emeasure_eq_measure sb)+
   127   from countable_dense_setE guess X::"'a set"  . note X = this
   128   {
   129     fix r::real assume "r > 0" hence "\<And>y. open (ball y r)" "\<And>y. ball y r \<noteq> {}" by auto
   130     with X(2)[OF this]
   131     have x: "space M = (\<Union>x\<in>X. cball x r)"
   132       by (auto simp add: sU) (metis dist_commute order_less_imp_le)
   133     let ?U = "\<Union>k. (\<Union>n\<in>{0..k}. cball (from_nat_into X n) r)"
   134     have "(\<lambda>k. emeasure M (\<Union>n\<in>{0..k}. cball (from_nat_into X n) r)) ----> M ?U"
   135       by (rule Lim_emeasure_incseq)
   136         (auto intro!: borel_closed bexI simp: closed_cball incseq_def Us sb)
   137     also have "?U = space M"
   138     proof safe
   139       fix x from X(2)[OF open_ball[of x r]] `r > 0` obtain d where d: "d\<in>X" "d \<in> ball x r" by auto
   140       show "x \<in> ?U"
   141         using X(1) d by (auto intro!: exI[where x="to_nat_on X d"] simp: dist_commute Bex_def)
   142     qed (simp add: sU)
   143     finally have "(\<lambda>k. M (\<Union>n\<in>{0..k}. cball (from_nat_into X n) r)) ----> M (space M)" .
   144   } note M_space = this
   145   {
   146     fix e ::real and n :: nat assume "e > 0" "n > 0"
   147     hence "1/n > 0" "e * 2 powr - n > 0" by (auto intro: mult_pos_pos)
   148     from M_space[OF `1/n>0`]
   149     have "(\<lambda>k. measure M (\<Union>i\<in>{0..k}. cball (from_nat_into X i) (1/real n))) ----> measure M (space M)"
   150       unfolding emeasure_eq_measure by simp
   151     from metric_LIMSEQ_D[OF this `0 < e * 2 powr -n`]
   152     obtain k where "dist (measure M (\<Union>i\<in>{0..k}. cball (from_nat_into X i) (1/real n))) (measure M (space M)) <
   153       e * 2 powr -n"
   154       by auto
   155     hence "measure M (\<Union>i\<in>{0..k}. cball (from_nat_into X i) (1/real n)) \<ge>
   156       measure M (space M) - e * 2 powr -real n"
   157       by (auto simp: dist_real_def)
   158     hence "\<exists>k. measure M (\<Union>i\<in>{0..k}. cball (from_nat_into X i) (1/real n)) \<ge>
   159       measure M (space M) - e * 2 powr - real n" ..
   160   } note k=this
   161   hence "\<forall>e\<in>{0<..}. \<forall>(n::nat)\<in>{0<..}. \<exists>k.
   162     measure M (\<Union>i\<in>{0..k}. cball (from_nat_into X i) (1/real n)) \<ge> measure M (space M) - e * 2 powr - real n"
   163     by blast
   164   then obtain k where k: "\<forall>e\<in>{0<..}. \<forall>n\<in>{0<..}. measure M (space M) - e * 2 powr - real (n::nat)
   165     \<le> measure M (\<Union>i\<in>{0..k e n}. cball (from_nat_into X i) (1 / n))"
   166     apply atomize_elim unfolding bchoice_iff .
   167   hence k: "\<And>e n. e > 0 \<Longrightarrow> n > 0 \<Longrightarrow> measure M (space M) - e * 2 powr - n
   168     \<le> measure M (\<Union>i\<in>{0..k e n}. cball (from_nat_into X i) (1 / n))"
   169     unfolding Ball_def by blast
   170   have approx_space:
   171     "\<And>e. e > 0 \<Longrightarrow>
   172       \<exists>K \<in> {K. K \<subseteq> space M \<and> compact K}. emeasure M (space M) \<le> emeasure M K + ereal e"
   173       (is "\<And>e. _ \<Longrightarrow> ?thesis e")
   174   proof -
   175     fix e :: real assume "e > 0"
   176     def B \<equiv> "\<lambda>n. \<Union>i\<in>{0..k e (Suc n)}. cball (from_nat_into X i) (1 / Suc n)"
   177     have "\<And>n. closed (B n)" by (auto simp: B_def closed_cball)
   178     hence [simp]: "\<And>n. B n \<in> sets M" by (simp add: sb)
   179     from k[OF `e > 0` zero_less_Suc]
   180     have "\<And>n. measure M (space M) - measure M (B n) \<le> e * 2 powr - real (Suc n)"
   181       by (simp add: algebra_simps B_def finite_measure_compl)
   182     hence B_compl_le: "\<And>n::nat. measure M (space M - B n) \<le> e * 2 powr - real (Suc n)"
   183       by (simp add: finite_measure_compl)
   184     def K \<equiv> "\<Inter>n. B n"
   185     from `closed (B _)` have "closed K" by (auto simp: K_def)
   186     hence [simp]: "K \<in> sets M" by (simp add: sb)
   187     have "measure M (space M) - measure M K = measure M (space M - K)"
   188       by (simp add: finite_measure_compl)
   189     also have "\<dots> = emeasure M (\<Union>n. space M - B n)" by (auto simp: K_def emeasure_eq_measure)
   190     also have "\<dots> \<le> (\<Sum>n. emeasure M (space M - B n))"
   191       by (rule emeasure_subadditive_countably) (auto simp: summable_def)
   192     also have "\<dots> \<le> (\<Sum>n. ereal (e*2 powr - real (Suc n)))"
   193       using B_compl_le by (intro suminf_le_pos) (simp_all add: measure_nonneg emeasure_eq_measure)
   194     also have "\<dots> \<le> (\<Sum>n. ereal (e * (1 / 2) ^ Suc n))"
   195       by (simp add: powr_minus inverse_eq_divide powr_realpow field_simps power_divide)
   196     also have "\<dots> = (\<Sum>n. ereal e * ((1 / 2) ^ Suc n))"
   197       unfolding times_ereal.simps[symmetric] ereal_power[symmetric] one_ereal_def numeral_eq_ereal
   198       by simp
   199     also have "\<dots> = ereal e * (\<Sum>n. ((1 / 2) ^ Suc n))"
   200       by (rule suminf_cmult_ereal) (auto simp: `0 < e` less_imp_le)
   201     also have "\<dots> = e" unfolding suminf_half_series_ereal by simp
   202     finally have "measure M (space M) \<le> measure M K + e" by simp
   203     hence "emeasure M (space M) \<le> emeasure M K + e" by (simp add: emeasure_eq_measure)
   204     moreover have "compact K"
   205       unfolding compact_eq_totally_bounded
   206     proof safe
   207       show "complete K" using `closed K` by (simp add: complete_eq_closed)
   208       fix e'::real assume "0 < e'"
   209       from nat_approx_posE[OF this] guess n . note n = this
   210       let ?k = "from_nat_into X ` {0..k e (Suc n)}"
   211       have "finite ?k" by simp
   212       moreover have "K \<subseteq> \<Union>((\<lambda>x. ball x e') ` ?k)" unfolding K_def B_def using n by force
   213       ultimately show "\<exists>k. finite k \<and> K \<subseteq> \<Union>((\<lambda>x. ball x e') ` k)" by blast
   214     qed
   215     ultimately
   216     show "?thesis e " by (auto simp: sU)
   217   qed
   218   { fix A::"'a set" assume "closed A" hence "A \<in> sets borel" by (simp add: compact_imp_closed)
   219     hence [simp]: "A \<in> sets M" by (simp add: sb)
   220     have "?inner A"
   221     proof (rule approx_inner)
   222       fix e::real assume "e > 0"
   223       from approx_space[OF this] obtain K where
   224         K: "K \<subseteq> space M" "compact K" "emeasure M (space M) \<le> emeasure M K + e"
   225         by (auto simp: emeasure_eq_measure)
   226       hence [simp]: "K \<in> sets M" by (simp add: sb compact_imp_closed)
   227       have "M A - M (A \<inter> K) = measure M A - measure M (A \<inter> K)"
   228         by (simp add: emeasure_eq_measure)
   229       also have "\<dots> = measure M (A - A \<inter> K)"
   230         by (subst finite_measure_Diff) auto
   231       also have "A - A \<inter> K = A \<union> K - K" by auto
   232       also have "measure M \<dots> = measure M (A \<union> K) - measure M K"
   233         by (subst finite_measure_Diff) auto
   234       also have "\<dots> \<le> measure M (space M) - measure M K"
   235         by (simp add: emeasure_eq_measure sU sb finite_measure_mono)
   236       also have "\<dots> \<le> e" using K by (simp add: emeasure_eq_measure)
   237       finally have "emeasure M A \<le> emeasure M (A \<inter> K) + ereal e"
   238         by (simp add: emeasure_eq_measure algebra_simps)
   239       moreover have "A \<inter> K \<subseteq> A" "compact (A \<inter> K)" using `closed A` `compact K` by auto
   240       ultimately show "\<exists>K \<subseteq> A. compact K \<and> emeasure M A \<le> emeasure M K + ereal e"
   241         by blast
   242     qed simp
   243     have "?outer A"
   244     proof cases
   245       assume "A \<noteq> {}"
   246       let ?G = "\<lambda>d. {x. infdist x A < d}"
   247       {
   248         fix d
   249         have "?G d = (\<lambda>x. infdist x A) -` {..<d}" by auto
   250         also have "open \<dots>"
   251           by (intro continuous_open_vimage) (auto intro!: continuous_infdist continuous_at_id)
   252         finally have "open (?G d)" .
   253       } note open_G = this
   254       from in_closed_iff_infdist_zero[OF `closed A` `A \<noteq> {}`]
   255       have "A = {x. infdist x A = 0}" by auto
   256       also have "\<dots> = (\<Inter>i. ?G (1/real (Suc i)))"
   257       proof (auto, rule ccontr)
   258         fix x
   259         assume "infdist x A \<noteq> 0"
   260         hence pos: "infdist x A > 0" using infdist_nonneg[of x A] by simp
   261         from nat_approx_posE[OF this] guess n .
   262         moreover
   263         assume "\<forall>i. infdist x A < 1 / real (Suc i)"
   264         hence "infdist x A < 1 / real (Suc n)" by auto
   265         ultimately show False by simp
   266       qed
   267       also have "M \<dots> = (INF n. emeasure M (?G (1 / real (Suc n))))"
   268       proof (rule INF_emeasure_decseq[symmetric], safe)
   269         fix i::nat
   270         from open_G[of "1 / real (Suc i)"]
   271         show "?G (1 / real (Suc i)) \<in> sets M" by (simp add: sb borel_open)
   272       next
   273         show "decseq (\<lambda>i. {x. infdist x A < 1 / real (Suc i)})"
   274           by (auto intro: less_trans intro!: divide_strict_left_mono mult_pos_pos
   275             simp: decseq_def le_eq_less_or_eq)
   276       qed simp
   277       finally
   278       have "emeasure M A = (INF n. emeasure M {x. infdist x A < 1 / real (Suc n)})" .
   279       moreover
   280       have "\<dots> \<ge> (INF U:{U. A \<subseteq> U \<and> open U}. emeasure M U)"
   281       proof (intro INF_mono)
   282         fix m
   283         have "?G (1 / real (Suc m)) \<in> {U. A \<subseteq> U \<and> open U}" using open_G by auto
   284         moreover have "M (?G (1 / real (Suc m))) \<le> M (?G (1 / real (Suc m)))" by simp
   285         ultimately show "\<exists>U\<in>{U. A \<subseteq> U \<and> open U}.
   286           emeasure M U \<le> emeasure M {x. infdist x A < 1 / real (Suc m)}"
   287           by blast
   288       qed
   289       moreover
   290       have "emeasure M A \<le> (INF U:{U. A \<subseteq> U \<and> open U}. emeasure M U)"
   291         by (rule INF_greatest) (auto intro!: emeasure_mono simp: sb)
   292       ultimately show ?thesis by simp
   293     qed (auto intro!: INF_eqI)
   294     note `?inner A` `?outer A` }
   295   note closed_in_D = this
   296   from `B \<in> sets borel`
   297   have "Int_stable (Collect closed)" "Collect closed \<subseteq> Pow UNIV" "B \<in> sigma_sets UNIV (Collect closed)" 
   298     by (auto simp: Int_stable_def borel_eq_closed)
   299   then show "?inner B" "?outer B"
   300   proof (induct B rule: sigma_sets_induct_disjoint)
   301     case empty
   302     { case 1 show ?case by (intro SUP_eqI[symmetric]) auto }
   303     { case 2 show ?case by (intro INF_eqI[symmetric]) (auto elim!: meta_allE[of _ "{}"]) }
   304   next
   305     case (basic B)
   306     { case 1 from basic closed_in_D show ?case by auto }
   307     { case 2 from basic closed_in_D show ?case by auto }
   308   next
   309     case (compl B)
   310     note inner = compl(2) and outer = compl(3)
   311     from compl have [simp]: "B \<in> sets M" by (auto simp: sb borel_eq_closed)
   312     case 2
   313     have "M (space M - B) = M (space M) - emeasure M B" by (auto simp: emeasure_compl)
   314     also have "\<dots> = (INF K:{K. K \<subseteq> B \<and> compact K}. M (space M) -  M K)"
   315       unfolding inner by (subst INFI_ereal_cminus) force+
   316     also have "\<dots> = (INF U:{U. U \<subseteq> B \<and> compact U}. M (space M - U))"
   317       by (rule INF_cong) (auto simp add: emeasure_compl sb compact_imp_closed)
   318     also have "\<dots> \<ge> (INF U:{U. U \<subseteq> B \<and> closed U}. M (space M - U))"
   319       by (rule INF_superset_mono) (auto simp add: compact_imp_closed)
   320     also have "(INF U:{U. U \<subseteq> B \<and> closed U}. M (space M - U)) =
   321         (INF U:{U. space M - B \<subseteq> U \<and> open U}. emeasure M U)"
   322       by (subst INF_image [of "\<lambda>u. space M - u", symmetric, unfolded comp_def])
   323         (rule INF_cong, auto simp add: sU intro!: INF_cong)
   324     finally have
   325       "(INF U:{U. space M - B \<subseteq> U \<and> open U}. emeasure M U) \<le> emeasure M (space M - B)" .
   326     moreover have
   327       "(INF U:{U. space M - B \<subseteq> U \<and> open U}. emeasure M U) \<ge> emeasure M (space M - B)"
   328       by (auto simp: sb sU intro!: INF_greatest emeasure_mono)
   329     ultimately show ?case by (auto intro!: antisym simp: sets_eq_imp_space_eq[OF sb])
   330 
   331     case 1
   332     have "M (space M - B) = M (space M) - emeasure M B" by (auto simp: emeasure_compl)
   333     also have "\<dots> = (SUP U: {U. B \<subseteq> U \<and> open U}. M (space M) -  M U)"
   334       unfolding outer by (subst SUPR_ereal_cminus) auto
   335     also have "\<dots> = (SUP U:{U. B \<subseteq> U \<and> open U}. M (space M - U))"
   336       by (rule SUP_cong) (auto simp add: emeasure_compl sb compact_imp_closed)
   337     also have "\<dots> = (SUP K:{K. K \<subseteq> space M - B \<and> closed K}. emeasure M K)"
   338       by (subst SUP_image [of "\<lambda>u. space M - u", symmetric, simplified comp_def])
   339          (rule SUP_cong, auto simp: sU)
   340     also have "\<dots> = (SUP K:{K. K \<subseteq> space M - B \<and> compact K}. emeasure M K)"
   341     proof (safe intro!: antisym SUP_least)
   342       fix K assume "closed K" "K \<subseteq> space M - B"
   343       from closed_in_D[OF `closed K`]
   344       have K_inner: "emeasure M K = (SUP K:{Ka. Ka \<subseteq> K \<and> compact Ka}. emeasure M K)" by simp
   345       show "emeasure M K \<le> (SUP K:{K. K \<subseteq> space M - B \<and> compact K}. emeasure M K)"
   346         unfolding K_inner using `K \<subseteq> space M - B`
   347         by (auto intro!: SUP_upper SUP_least)
   348     qed (fastforce intro!: SUP_least SUP_upper simp: compact_imp_closed)
   349     finally show ?case by (auto intro!: antisym simp: sets_eq_imp_space_eq[OF sb])
   350   next
   351     case (union D)
   352     then have "range D \<subseteq> sets M" by (auto simp: sb borel_eq_closed)
   353     with union have M[symmetric]: "(\<Sum>i. M (D i)) = M (\<Union>i. D i)" by (intro suminf_emeasure)
   354     also have "(\<lambda>n. \<Sum>i\<in>{0..<n}. M (D i)) ----> (\<Sum>i. M (D i))"
   355       by (intro summable_sumr_LIMSEQ_suminf summable_ereal_pos emeasure_nonneg)
   356     finally have measure_LIMSEQ: "(\<lambda>n. \<Sum>i = 0..<n. measure M (D i)) ----> measure M (\<Union>i. D i)"
   357       by (simp add: emeasure_eq_measure)
   358     have "(\<Union>i. D i) \<in> sets M" using `range D \<subseteq> sets M` by auto
   359     
   360     case 1
   361     show ?case
   362     proof (rule approx_inner)
   363       fix e::real assume "e > 0"
   364       with measure_LIMSEQ
   365       have "\<exists>no. \<forall>n\<ge>no. \<bar>(\<Sum>i = 0..<n. measure M (D i)) -measure M (\<Union>x. D x)\<bar> < e/2"
   366         by (auto simp: LIMSEQ_def dist_real_def simp del: less_divide_eq_numeral1)
   367       hence "\<exists>n0. \<bar>(\<Sum>i = 0..<n0. measure M (D i)) - measure M (\<Union>x. D x)\<bar> < e/2" by auto
   368       then obtain n0 where n0: "\<bar>(\<Sum>i = 0..<n0. measure M (D i)) - measure M (\<Union>i. D i)\<bar> < e/2"
   369         unfolding choice_iff by blast
   370       have "ereal (\<Sum>i = 0..<n0. measure M (D i)) = (\<Sum>i = 0..<n0. M (D i))"
   371         by (auto simp add: emeasure_eq_measure)
   372       also have "\<dots> = (\<Sum>i<n0. M (D i))" by (rule setsum_cong) auto
   373       also have "\<dots> \<le> (\<Sum>i. M (D i))" by (rule suminf_upper) (auto simp: emeasure_nonneg)
   374       also have "\<dots> = M (\<Union>i. D i)" by (simp add: M)
   375       also have "\<dots> = measure M (\<Union>i. D i)" by (simp add: emeasure_eq_measure)
   376       finally have n0: "measure M (\<Union>i. D i) - (\<Sum>i = 0..<n0. measure M (D i)) < e/2"
   377         using n0 by auto
   378       have "\<forall>i. \<exists>K. K \<subseteq> D i \<and> compact K \<and> emeasure M (D i) \<le> emeasure M K + e/(2*Suc n0)"
   379       proof
   380         fix i
   381         from `0 < e` have "0 < e/(2*Suc n0)" by (auto intro: divide_pos_pos)
   382         have "emeasure M (D i) = (SUP K:{K. K \<subseteq> (D i) \<and> compact K}. emeasure M K)"
   383           using union by blast
   384         from SUP_approx_ereal[OF `0 < e/(2*Suc n0)` this]
   385         show "\<exists>K. K \<subseteq> D i \<and> compact K \<and> emeasure M (D i) \<le> emeasure M K + e/(2*Suc n0)"
   386           by (auto simp: emeasure_eq_measure)
   387       qed
   388       then obtain K where K: "\<And>i. K i \<subseteq> D i" "\<And>i. compact (K i)"
   389         "\<And>i. emeasure M (D i) \<le> emeasure M (K i) + e/(2*Suc n0)"
   390         unfolding choice_iff by blast
   391       let ?K = "\<Union>i\<in>{0..<n0}. K i"
   392       have "disjoint_family_on K {0..<n0}" using K `disjoint_family D`
   393         unfolding disjoint_family_on_def by blast
   394       hence mK: "measure M ?K = (\<Sum>i = 0..<n0. measure M (K i))" using K
   395         by (intro finite_measure_finite_Union) (auto simp: sb compact_imp_closed)
   396       have "measure M (\<Union>i. D i) < (\<Sum>i = 0..<n0. measure M (D i)) + e/2" using n0 by simp
   397       also have "(\<Sum>i = 0..<n0. measure M (D i)) \<le> (\<Sum>i = 0..<n0. measure M (K i) + e/(2*Suc n0))"
   398         using K by (auto intro: setsum_mono simp: emeasure_eq_measure)
   399       also have "\<dots> = (\<Sum>i = 0..<n0. measure M (K i)) + (\<Sum>i = 0..<n0. e/(2*Suc n0))"
   400         by (simp add: setsum.distrib)
   401       also have "\<dots> \<le> (\<Sum>i = 0..<n0. measure M (K i)) +  e / 2" using `0 < e`
   402         by (auto simp: real_of_nat_def[symmetric] field_simps intro!: mult_left_mono)
   403       finally
   404       have "measure M (\<Union>i. D i) < (\<Sum>i = 0..<n0. measure M (K i)) + e / 2 + e / 2"
   405         by auto
   406       hence "M (\<Union>i. D i) < M ?K + e" by (auto simp: mK emeasure_eq_measure)
   407       moreover
   408       have "?K \<subseteq> (\<Union>i. D i)" using K by auto
   409       moreover
   410       have "compact ?K" using K by auto
   411       ultimately
   412       have "?K\<subseteq>(\<Union>i. D i) \<and> compact ?K \<and> emeasure M (\<Union>i. D i) \<le> emeasure M ?K + ereal e" by simp
   413       thus "\<exists>K\<subseteq>\<Union>i. D i. compact K \<and> emeasure M (\<Union>i. D i) \<le> emeasure M K + ereal e" ..
   414     qed fact
   415     case 2
   416     show ?case
   417     proof (rule approx_outer[OF `(\<Union>i. D i) \<in> sets M`])
   418       fix e::real assume "e > 0"
   419       have "\<forall>i::nat. \<exists>U. D i \<subseteq> U \<and> open U \<and> e/(2 powr Suc i) > emeasure M U - emeasure M (D i)"
   420       proof
   421         fix i::nat
   422         from `0 < e` have "0 < e/(2 powr Suc i)" by (auto intro: divide_pos_pos)
   423         have "emeasure M (D i) = (INF U:{U. (D i) \<subseteq> U \<and> open U}. emeasure M U)"
   424           using union by blast
   425         from INF_approx_ereal[OF `0 < e/(2 powr Suc i)` this]
   426         show "\<exists>U. D i \<subseteq> U \<and> open U \<and> e/(2 powr Suc i) > emeasure M U - emeasure M (D i)"
   427           by (auto simp: emeasure_eq_measure)
   428       qed
   429       then obtain U where U: "\<And>i. D i \<subseteq> U i" "\<And>i. open (U i)"
   430         "\<And>i. e/(2 powr Suc i) > emeasure M (U i) - emeasure M (D i)"
   431         unfolding choice_iff by blast
   432       let ?U = "\<Union>i. U i"
   433       have "M ?U - M (\<Union>i. D i) = M (?U - (\<Union>i. D i))" using U  `(\<Union>i. D i) \<in> sets M`
   434         by (subst emeasure_Diff) (auto simp: sb)
   435       also have "\<dots> \<le> M (\<Union>i. U i - D i)" using U  `range D \<subseteq> sets M`
   436         by (intro emeasure_mono) (auto simp: sb intro!: sets.countable_nat_UN sets.Diff)
   437       also have "\<dots> \<le> (\<Sum>i. M (U i - D i))" using U  `range D \<subseteq> sets M`
   438         by (intro emeasure_subadditive_countably) (auto intro!: sets.Diff simp: sb)
   439       also have "\<dots> \<le> (\<Sum>i. ereal e/(2 powr Suc i))" using U `range D \<subseteq> sets M`
   440         by (intro suminf_le_pos, subst emeasure_Diff)
   441            (auto simp: emeasure_Diff emeasure_eq_measure sb measure_nonneg intro: less_imp_le)
   442       also have "\<dots> \<le> (\<Sum>n. ereal (e * (1 / 2) ^ Suc n))"
   443         by (simp add: powr_minus inverse_eq_divide powr_realpow field_simps power_divide)
   444       also have "\<dots> = (\<Sum>n. ereal e * ((1 / 2) ^  Suc n))"
   445         unfolding times_ereal.simps[symmetric] ereal_power[symmetric] one_ereal_def numeral_eq_ereal
   446         by simp
   447       also have "\<dots> = ereal e * (\<Sum>n. ((1 / 2) ^ Suc n))"
   448         by (rule suminf_cmult_ereal) (auto simp: `0 < e` less_imp_le)
   449       also have "\<dots> = e" unfolding suminf_half_series_ereal by simp
   450       finally
   451       have "emeasure M ?U \<le> emeasure M (\<Union>i. D i) + ereal e" by (simp add: emeasure_eq_measure)
   452       moreover
   453       have "(\<Union>i. D i) \<subseteq> ?U" using U by auto
   454       moreover
   455       have "open ?U" using U by auto
   456       ultimately
   457       have "(\<Union>i. D i) \<subseteq> ?U \<and> open ?U \<and> emeasure M ?U \<le> emeasure M (\<Union>i. D i) + ereal e" by simp
   458       thus "\<exists>B. (\<Union>i. D i) \<subseteq> B \<and> open B \<and> emeasure M B \<le> emeasure M (\<Union>i. D i) + ereal e" ..
   459     qed
   460   qed
   461 qed
   462 
   463 end
   464