src/HOL/Library/Extended_Nonnegative_Real.thy
author wenzelm
Tue, 16 Jan 2018 09:30:00 +0100
changeset 67443 3abf6a722518
parent 67411 3f4b0c84630f
child 67451 12bcfbac45a1
permissions -rw-r--r--
standardized towards new-style formal comments: isabelle update_comments;
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     1
(*  Title:      HOL/Library/Extended_Nonnegative_Real.thy
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     2
    Author:     Johannes Hölzl
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     3
*)
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     4
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     5
subsection \<open>The type of non-negative extended real numbers\<close>
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     6
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     7
theory Extended_Nonnegative_Real
62648
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
     8
  imports Extended_Real Indicator_Function
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
     9
begin
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
    10
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    11
lemma ereal_ineq_diff_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    12
  assumes "b \<noteq> (-\<infinity>::ereal)" "a \<ge> b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    13
  shows "a = b + (a-b)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    14
by (metis add.commute assms(1) assms(2) ereal_eq_minus_iff ereal_minus_le_iff ereal_plus_eq_PInfty)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    15
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    16
lemma Limsup_const_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    17
  fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    18
  shows "F \<noteq> bot \<Longrightarrow> Limsup F (\<lambda>x. c + f x) = c + Limsup F f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    19
  by (rule Limsup_compose_continuous_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    20
     (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    21
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    22
lemma Liminf_const_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    23
  fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    24
  shows "F \<noteq> bot \<Longrightarrow> Liminf F (\<lambda>x. c + f x) = c + Liminf F f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    25
  by (rule Liminf_compose_continuous_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    26
     (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    27
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    28
lemma Liminf_add_const:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    29
  fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    30
  shows "F \<noteq> bot \<Longrightarrow> Liminf F (\<lambda>x. f x + c) = Liminf F f + c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    31
  by (rule Liminf_compose_continuous_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    32
     (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    33
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    34
lemma sums_offset:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    35
  fixes f g :: "nat \<Rightarrow> 'a :: {t2_space, topological_comm_monoid_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    36
  assumes "(\<lambda>n. f (n + i)) sums l" shows "f sums (l + (\<Sum>j<i. f j))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    37
proof  -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    38
  have "(\<lambda>k. (\<Sum>n<k. f (n + i)) + (\<Sum>j<i. f j)) \<longlonglongrightarrow> l + (\<Sum>j<i. f j)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    39
    using assms by (auto intro!: tendsto_add simp: sums_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    40
  moreover
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    41
  { fix k :: nat
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    42
    have "(\<Sum>j<k + i. f j) = (\<Sum>j=i..<k + i. f j) + (\<Sum>j=0..<i. f j)"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
    43
      by (subst sum.union_disjoint[symmetric]) (auto intro!: sum.cong)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    44
    also have "(\<Sum>j=i..<k + i. f j) = (\<Sum>j\<in>(\<lambda>n. n + i)`{0..<k}. f j)"
67411
3f4b0c84630f restored naming of lemmas after corresponding constants
haftmann
parents: 67408
diff changeset
    45
      unfolding image_add_atLeastLessThan by simp
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    46
    finally have "(\<Sum>j<k + i. f j) = (\<Sum>n<k. f (n + i)) + (\<Sum>j<i. f j)"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
    47
      by (auto simp: inj_on_def atLeast0LessThan sum.reindex) }
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    48
  ultimately have "(\<lambda>k. (\<Sum>n<k + i. f n)) \<longlonglongrightarrow> l + (\<Sum>j<i. f j)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    49
    by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    50
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    51
    unfolding sums_def by (rule LIMSEQ_offset)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    52
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    53
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    54
lemma suminf_offset:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    55
  fixes f g :: "nat \<Rightarrow> 'a :: {t2_space, topological_comm_monoid_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    56
  shows "summable (\<lambda>j. f (j + i)) \<Longrightarrow> suminf f = (\<Sum>j. f (j + i)) + (\<Sum>j<i. f j)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    57
  by (intro sums_unique[symmetric] sums_offset summable_sums)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    58
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    59
lemma eventually_at_left_1: "(\<And>z::real. 0 < z \<Longrightarrow> z < 1 \<Longrightarrow> P z) \<Longrightarrow> eventually P (at_left 1)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    60
  by (subst eventually_at_left[of 0]) (auto intro: exI[of _ 0])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    61
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    62
lemma mult_eq_1:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    63
  fixes a b :: "'a :: {ordered_semiring, comm_monoid_mult}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    64
  shows "0 \<le> a \<Longrightarrow> a \<le> 1 \<Longrightarrow> b \<le> 1 \<Longrightarrow> a * b = 1 \<longleftrightarrow> (a = 1 \<and> b = 1)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    65
  by (metis mult.left_neutral eq_iff mult.commute mult_right_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    66
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    67
lemma ereal_add_diff_cancel:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    68
  fixes a b :: ereal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    69
  shows "\<bar>b\<bar> \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    70
  by (cases a b rule: ereal2_cases) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    71
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    72
lemma add_top:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    73
  fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    74
  shows "0 \<le> x \<Longrightarrow> x + top = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    75
  by (intro top_le add_increasing order_refl)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    76
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    77
lemma top_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    78
  fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    79
  shows "0 \<le> x \<Longrightarrow> top + x = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    80
  by (intro top_le add_increasing2 order_refl)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    81
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    82
lemma le_lfp: "mono f \<Longrightarrow> x \<le> lfp f \<Longrightarrow> f x \<le> lfp f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    83
  by (subst lfp_unfold) (auto dest: monoD)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    84
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    85
lemma lfp_transfer:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    86
  assumes \<alpha>: "sup_continuous \<alpha>" and f: "sup_continuous f" and mg: "mono g"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    87
  assumes bot: "\<alpha> bot \<le> lfp g" and eq: "\<And>x. x \<le> lfp f \<Longrightarrow> \<alpha> (f x) = g (\<alpha> x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    88
  shows "\<alpha> (lfp f) = lfp g"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    89
proof (rule antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    90
  note mf = sup_continuous_mono[OF f]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    91
  have f_le_lfp: "(f ^^ i) bot \<le> lfp f" for i
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    92
    by (induction i) (auto intro: le_lfp mf)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    93
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    94
  have "\<alpha> ((f ^^ i) bot) \<le> lfp g" for i
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    95
    by (induction i) (auto simp: bot eq f_le_lfp intro!: le_lfp mg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    96
  then show "\<alpha> (lfp f) \<le> lfp g"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    97
    unfolding sup_continuous_lfp[OF f]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    98
    by (subst \<alpha>[THEN sup_continuousD])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
    99
       (auto intro!: mono_funpow sup_continuous_mono[OF f] SUP_least)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   100
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   101
  show "lfp g \<le> \<alpha> (lfp f)"
63979
95c3ae4baba8 clarified lfp/gfp statements and proofs;
wenzelm
parents: 63940
diff changeset
   102
    by (rule lfp_lowerbound) (simp add: eq[symmetric] lfp_fixpoint[OF mf])
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   103
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   104
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   105
lemma sup_continuous_applyD: "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x h)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   106
  using sup_continuous_apply[THEN sup_continuous_compose] .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   107
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   108
lemma sup_continuous_SUP[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   109
  fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   110
  assumes M: "\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   111
  shows  "sup_continuous (SUP i:I. M i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   112
  unfolding sup_continuous_def by (auto simp add: sup_continuousD[OF M] intro: SUP_commute)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   113
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   114
lemma sup_continuous_apply_SUP[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   115
  fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   116
  shows "(\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)) \<Longrightarrow> sup_continuous (\<lambda>x. SUP i:I. M i x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   117
  unfolding SUP_apply[symmetric] by (rule sup_continuous_SUP)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   118
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   119
lemma sup_continuous_lfp'[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   120
  assumes 1: "sup_continuous f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   121
  assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (f g)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   122
  shows "sup_continuous (lfp f)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   123
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   124
  have "sup_continuous ((f ^^ i) bot)" for i
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   125
  proof (induction i)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   126
    case (Suc i) then show ?case
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   127
      by (auto intro!: 2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   128
  qed (simp add: bot_fun_def sup_continuous_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   129
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   130
    unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   131
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   132
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   133
lemma sup_continuous_lfp''[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   134
  assumes 1: "\<And>s. sup_continuous (f s)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   135
  assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (\<lambda>s. f s (g s))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   136
  shows "sup_continuous (\<lambda>x. lfp (f x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   137
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   138
  have "sup_continuous (\<lambda>x. (f x ^^ i) bot)" for i
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   139
  proof (induction i)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   140
    case (Suc i) then show ?case
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   141
      by (auto intro!: 2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   142
  qed (simp add: bot_fun_def sup_continuous_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   143
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   144
    unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   145
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   146
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   147
lemma mono_INF_fun:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   148
    "(\<And>x y. mono (F x y)) \<Longrightarrow> mono (\<lambda>z x. INF y : X x. F x y z :: 'a :: complete_lattice)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   149
  by (auto intro!: INF_mono[OF bexI] simp: le_fun_def mono_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   150
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   151
lemma continuous_on_max:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   152
  fixes f g :: "'a::topological_space \<Rightarrow> 'b::linorder_topology"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   153
  shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. max (f x) (g x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   154
  by (auto simp: continuous_on_def intro!: tendsto_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   155
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   156
lemma continuous_on_cmult_ereal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   157
  "\<bar>c::ereal\<bar> \<noteq> \<infinity> \<Longrightarrow> continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. c * f x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   158
  using tendsto_cmult_ereal[of c f "f x" "at x within A" for x]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   159
  by (auto simp: continuous_on_def simp del: tendsto_cmult_ereal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   160
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   161
context linordered_nonzero_semiring
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   162
begin
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   163
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   164
lemma of_nat_nonneg [simp]: "0 \<le> of_nat n"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   165
  by (induct n) simp_all
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   166
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   167
lemma of_nat_mono[simp]: "i \<le> j \<Longrightarrow> of_nat i \<le> of_nat j"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   168
  by (auto simp add: le_iff_add intro!: add_increasing2)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   169
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   170
end
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   171
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   172
lemma real_of_nat_Sup:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   173
  assumes "A \<noteq> {}" "bdd_above A"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   174
  shows "of_nat (Sup A) = (SUP a:A. of_nat a :: real)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   175
proof (intro antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   176
  show "(SUP a:A. of_nat a::real) \<le> of_nat (Sup A)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   177
    using assms by (intro cSUP_least of_nat_mono) (auto intro: cSup_upper)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   178
  have "Sup A \<in> A"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   179
    unfolding Sup_nat_def using assms by (intro Max_in) (auto simp: bdd_above_nat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   180
  then show "of_nat (Sup A) \<le> (SUP a:A. of_nat a::real)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   181
    by (intro cSUP_upper bdd_above_image_mono assms) (auto simp: mono_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   182
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   183
67408
4a4c14b24800 prefer formal comments;
wenzelm
parents: 67399
diff changeset
   184
\<comment> \<open>These generalise their counterparts in \<open>Nat.linordered_semidom_class\<close>\<close>
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   185
lemma of_nat_less[simp]:
65687
a68973661472 two new theorems
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
   186
  "m < n \<Longrightarrow> of_nat m < (of_nat n::'a::{linordered_nonzero_semiring, semiring_char_0})"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   187
  by (auto simp: less_le)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   188
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   189
lemma of_nat_le_iff[simp]:
65687
a68973661472 two new theorems
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
   190
  "of_nat m \<le> (of_nat n::'a::{linordered_nonzero_semiring, semiring_char_0}) \<longleftrightarrow> m \<le> n"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   191
proof (safe intro!: of_nat_mono)
65687
a68973661472 two new theorems
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
   192
  assume "of_nat m \<le> (of_nat n::'a)" then show "m \<le> n"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   193
  proof (intro leI notI)
65687
a68973661472 two new theorems
paulson <lp15@cam.ac.uk>
parents: 65680
diff changeset
   194
    assume "n < m" from less_le_trans[OF of_nat_less[OF this] \<open>of_nat m \<le> of_nat n\<close>] show False
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   195
      by blast
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   196
  qed
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   197
qed
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   198
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   199
lemma (in complete_lattice) SUP_sup_const1:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   200
  "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup c (f i)) = sup c (SUP i:I. f i)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   201
  using SUP_sup_distrib[of "\<lambda>_. c" I f] by simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   202
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   203
lemma (in complete_lattice) SUP_sup_const2:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   204
  "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup (f i) c) = sup (SUP i:I. f i) c"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   205
  using SUP_sup_distrib[of f I "\<lambda>_. c"] by simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   206
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   207
lemma one_less_of_natD:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   208
  "(1::'a::linordered_semidom) < of_nat n \<Longrightarrow> 1 < n"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   209
  using zero_le_one[where 'a='a]
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   210
  apply (cases n)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   211
  apply simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   212
  subgoal for n'
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   213
    apply (cases n')
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   214
    apply simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   215
    apply simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   216
    done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   217
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   218
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   219
lemma sum_le_suminf:
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   220
  fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   221
  shows "summable f \<Longrightarrow> finite I \<Longrightarrow> \<forall>m\<in>- I. 0 \<le> f m \<Longrightarrow> sum f I \<le> suminf f"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   222
  by (rule sums_le[OF _ sums_If_finite_set summable_sums]) auto
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   223
64008
17a20ca86d62 HOL-Probability: more about probability, prepare for Markov processes in the AFP
hoelzl
parents: 63979
diff changeset
   224
lemma suminf_eq_SUP_real:
17a20ca86d62 HOL-Probability: more about probability, prepare for Markov processes in the AFP
hoelzl
parents: 63979
diff changeset
   225
  assumes X: "summable X" "\<And>i. 0 \<le> X i" shows "suminf X = (SUP i. \<Sum>n<i. X n::real)"
17a20ca86d62 HOL-Probability: more about probability, prepare for Markov processes in the AFP
hoelzl
parents: 63979
diff changeset
   226
  by (intro LIMSEQ_unique[OF summable_LIMSEQ] X LIMSEQ_incseq_SUP)
65680
378a2f11bec9 Simplification of some proofs. Also key lemmas using !! rather than ! in premises
paulson <lp15@cam.ac.uk>
parents: 64425
diff changeset
   227
     (auto intro!: bdd_aboveI2[where M="\<Sum>i. X i"] sum_le_suminf X monoI sum_mono2)
64008
17a20ca86d62 HOL-Probability: more about probability, prepare for Markov processes in the AFP
hoelzl
parents: 63979
diff changeset
   228
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   229
subsection \<open>Defining the extended non-negative reals\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   230
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   231
text \<open>Basic definitions and type class setup\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   232
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   233
typedef ennreal = "{x :: ereal. 0 \<le> x}"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   234
  morphisms enn2ereal e2ennreal'
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   235
  by auto
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   236
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   237
definition "e2ennreal x = e2ennreal' (max 0 x)"
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   238
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   239
lemma enn2ereal_range: "e2ennreal ` {0..} = UNIV"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   240
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   241
  have "\<exists>y\<ge>0. x = e2ennreal y" for x
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   242
    by (cases x) (auto simp: e2ennreal_def max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   243
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   244
    by (auto simp: image_iff Bex_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   245
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   246
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   247
lemma type_definition_ennreal': "type_definition enn2ereal e2ennreal {x. 0 \<le> x}"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   248
  using type_definition_ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   249
  by (auto simp: type_definition_def e2ennreal_def max_absorb2)
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   250
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   251
setup_lifting type_definition_ennreal'
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   252
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   253
declare [[coercion e2ennreal]]
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   254
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   255
instantiation ennreal :: complete_linorder
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   256
begin
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   257
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   258
lift_definition top_ennreal :: ennreal is top by (rule top_greatest)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   259
lift_definition bot_ennreal :: ennreal is 0 by (rule order_refl)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   260
lift_definition sup_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is sup by (rule le_supI1)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   261
lift_definition inf_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is inf by (rule le_infI)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   262
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   263
lift_definition Inf_ennreal :: "ennreal set \<Rightarrow> ennreal" is "Inf"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   264
  by (rule Inf_greatest)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   265
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   266
lift_definition Sup_ennreal :: "ennreal set \<Rightarrow> ennreal" is "sup 0 \<circ> Sup"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   267
  by auto
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   268
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   269
lift_definition less_eq_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "(\<le>)" .
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   270
lift_definition less_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "(<)" .
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   271
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   272
instance
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   273
  by standard
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   274
     (transfer ; auto simp: Inf_lower Inf_greatest Sup_upper Sup_least le_max_iff_disj max.absorb1)+
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   275
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   276
end
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   277
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   278
lemma pcr_ennreal_enn2ereal[simp]: "pcr_ennreal (enn2ereal x) x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   279
  by (simp add: ennreal.pcr_cr_eq cr_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   280
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   281
lemma rel_fun_eq_pcr_ennreal: "rel_fun (=) pcr_ennreal f g \<longleftrightarrow> f = enn2ereal \<circ> g"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   282
  by (auto simp: rel_fun_def ennreal.pcr_cr_eq cr_ennreal_def)
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   283
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   284
instantiation ennreal :: infinity
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   285
begin
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   286
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   287
definition infinity_ennreal :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   288
where
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   289
  [simp]: "\<infinity> = (top::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   290
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   291
instance ..
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   292
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   293
end
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   294
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   295
instantiation ennreal :: "{semiring_1_no_zero_divisors, comm_semiring_1}"
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   296
begin
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   297
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   298
lift_definition one_ennreal :: ennreal is 1 by simp
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   299
lift_definition zero_ennreal :: ennreal is 0 by simp
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   300
lift_definition plus_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "(+)" by simp
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   301
lift_definition times_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "( * )" by simp
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   302
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   303
instance
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   304
  by standard (transfer; auto simp: field_simps ereal_right_distrib)+
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   305
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   306
end
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   307
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   308
instantiation ennreal :: minus
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   309
begin
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   310
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   311
lift_definition minus_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "\<lambda>a b. max 0 (a - b)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   312
  by simp
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   313
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   314
instance ..
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   315
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   316
end
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   317
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   318
instance ennreal :: numeral ..
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   319
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   320
instantiation ennreal :: inverse
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   321
begin
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   322
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   323
lift_definition inverse_ennreal :: "ennreal \<Rightarrow> ennreal" is inverse
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   324
  by (rule inverse_ereal_ge0I)
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   325
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   326
definition divide_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal"
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   327
  where "x div y = x * inverse (y :: ennreal)"
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   328
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   329
instance ..
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   330
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   331
end
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   332
67443
3abf6a722518 standardized towards new-style formal comments: isabelle update_comments;
wenzelm
parents: 67411
diff changeset
   333
lemma ennreal_zero_less_one: "0 < (1::ennreal)" \<comment> \<open>TODO: remove\<close>
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   334
  by transfer auto
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   335
62376
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   336
instance ennreal :: dioid
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   337
proof (standard; transfer)
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   338
  fix a b :: ereal assume "0 \<le> a" "0 \<le> b" then show "(a \<le> b) = (\<exists>c\<in>Collect ((\<le>) 0). b = a + c)"
62376
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   339
    unfolding ereal_ex_split Bex_def
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   340
    by (cases a b rule: ereal2_cases) (auto intro!: exI[of _ "real_of_ereal (b - a)"])
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   341
qed
85f38d5f8807 Rename ordered_comm_monoid_add to ordered_cancel_comm_monoid_add. Introduce ordreed_comm_monoid_add, canonically_ordered_comm_monoid and dioid. Setup nat, entat and ennreal as dioids.
hoelzl
parents: 62375
diff changeset
   342
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   343
instance ennreal :: ordered_comm_semiring
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   344
  by standard
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   345
     (transfer ; auto intro: add_mono mult_mono mult_ac ereal_left_distrib ereal_mult_left_mono)+
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   346
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   347
instance ennreal :: linordered_nonzero_semiring
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   348
  proof qed (transfer; simp)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   349
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   350
instance ennreal :: strict_ordered_ab_semigroup_add
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   351
proof
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   352
  fix a b c d :: ennreal show "a < b \<Longrightarrow> c < d \<Longrightarrow> a + c < b + d"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   353
    by transfer (auto intro!: ereal_add_strict_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   354
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   355
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   356
declare [[coercion "of_nat :: nat \<Rightarrow> ennreal"]]
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   357
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   358
lemma e2ennreal_neg: "x \<le> 0 \<Longrightarrow> e2ennreal x = 0"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   359
  unfolding zero_ennreal_def e2ennreal_def by (simp add: max_absorb1)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   360
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   361
lemma e2ennreal_mono: "x \<le> y \<Longrightarrow> e2ennreal x \<le> e2ennreal y"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   362
  by (cases "0 \<le> x" "0 \<le> y" rule: bool.exhaust[case_product bool.exhaust])
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   363
     (auto simp: e2ennreal_neg less_eq_ennreal.abs_eq eq_onp_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   364
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   365
lemma enn2ereal_nonneg[simp]: "0 \<le> enn2ereal x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   366
  using ennreal.enn2ereal[of x] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   367
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   368
lemma ereal_ennreal_cases:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   369
  obtains b where "0 \<le> a" "a = enn2ereal b" | "a < 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   370
  using e2ennreal'_inverse[of a, symmetric] by (cases "0 \<le> a") (auto intro: enn2ereal_nonneg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   371
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   372
lemma rel_fun_liminf[transfer_rule]: "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal liminf liminf"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   373
proof -
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   374
  have "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal (\<lambda>x. sup 0 (liminf x)) liminf"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   375
    unfolding liminf_SUP_INF[abs_def] by (transfer_prover_start, transfer_step+; simp)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   376
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   377
    apply (subst (asm) (2) rel_fun_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   378
    apply (subst (2) rel_fun_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   379
    apply (auto simp: comp_def max.absorb2 Liminf_bounded rel_fun_eq_pcr_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   380
    done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   381
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   382
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   383
lemma rel_fun_limsup[transfer_rule]: "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal limsup limsup"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   384
proof -
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   385
  have "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal (\<lambda>x. INF n. sup 0 (SUP i:{n..}. x i)) limsup"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   386
    unfolding limsup_INF_SUP[abs_def] by (transfer_prover_start, transfer_step+; simp)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   387
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   388
    unfolding limsup_INF_SUP[abs_def]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   389
    apply (subst (asm) (2) rel_fun_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   390
    apply (subst (2) rel_fun_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   391
    apply (auto simp: comp_def max.absorb2 Sup_upper2 rel_fun_eq_pcr_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   392
    apply (subst (asm) max.absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   393
    apply (rule SUP_upper2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   394
    apply auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   395
    done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   396
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   397
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   398
lemma sum_enn2ereal[simp]: "(\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> (\<Sum>i\<in>I. enn2ereal (f i)) = enn2ereal (sum f I)"
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   399
  by (induction I rule: infinite_finite_induct) (auto simp: sum_nonneg zero_ennreal.rep_eq plus_ennreal.rep_eq)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   400
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   401
lemma transfer_e2ennreal_sum [transfer_rule]:
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
   402
  "rel_fun (rel_fun (=) pcr_ennreal) (rel_fun (=) pcr_ennreal) sum sum"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   403
  by (auto intro!: rel_funI simp: rel_fun_eq_pcr_ennreal comp_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   404
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   405
lemma enn2ereal_of_nat[simp]: "enn2ereal (of_nat n) = ereal n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   406
  by (induction n) (auto simp: zero_ennreal.rep_eq one_ennreal.rep_eq plus_ennreal.rep_eq)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   407
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   408
lemma enn2ereal_numeral[simp]: "enn2ereal (numeral a) = numeral a"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   409
  apply (subst of_nat_numeral[of a, symmetric])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   410
  apply (subst enn2ereal_of_nat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   411
  apply simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   412
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   413
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   414
lemma transfer_numeral[transfer_rule]: "pcr_ennreal (numeral a) (numeral a)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   415
  unfolding cr_ennreal_def pcr_ennreal_def by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   416
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   417
subsection \<open>Cancellation simprocs\<close>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   418
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   419
lemma ennreal_add_left_cancel: "a + b = a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b = c"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   420
  unfolding infinity_ennreal_def by transfer (simp add: top_ereal_def ereal_add_cancel_left)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   421
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   422
lemma ennreal_add_left_cancel_le: "a + b \<le> a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b \<le> c"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   423
  unfolding infinity_ennreal_def by transfer (simp add: ereal_add_le_add_iff top_ereal_def disj_commute)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   424
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   425
lemma ereal_add_left_cancel_less:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   426
  fixes a b c :: ereal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   427
  shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> a + b < a + c \<longleftrightarrow> a \<noteq> \<infinity> \<and> b < c"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   428
  by (cases a b c rule: ereal3_cases) auto
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   429
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   430
lemma ennreal_add_left_cancel_less: "a + b < a + c \<longleftrightarrow> a \<noteq> (\<infinity>::ennreal) \<and> b < c"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   431
  unfolding infinity_ennreal_def
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   432
  by transfer (simp add: top_ereal_def ereal_add_left_cancel_less)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   433
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   434
ML \<open>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   435
structure Cancel_Ennreal_Common =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   436
struct
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   437
  (* copied from src/HOL/Tools/nat_numeral_simprocs.ML *)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   438
  fun find_first_t _    _ []         = raise TERM("find_first_t", [])
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   439
    | find_first_t past u (t::terms) =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   440
          if u aconv t then (rev past @ terms)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   441
          else find_first_t (t::past) u terms
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   442
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   443
  fun dest_summing (Const (@{const_name Groups.plus}, _) $ t $ u, ts) =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   444
        dest_summing (t, dest_summing (u, ts))
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   445
    | dest_summing (t, ts) = t :: ts
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   446
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   447
  val mk_sum = Arith_Data.long_mk_sum
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   448
  fun dest_sum t = dest_summing (t, [])
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   449
  val find_first = find_first_t []
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   450
  val trans_tac = Numeral_Simprocs.trans_tac
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   451
  val norm_ss =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   452
    simpset_of (put_simpset HOL_basic_ss @{context}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   453
      addsimps @{thms ac_simps add_0_left add_0_right})
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   454
  fun norm_tac ctxt = ALLGOALS (simp_tac (put_simpset norm_ss ctxt))
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   455
  fun simplify_meta_eq ctxt cancel_th th =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   456
    Arith_Data.simplify_meta_eq [] ctxt
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   457
      ([th, cancel_th] MRS trans)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   458
  fun mk_eq (a, b) = HOLogic.mk_Trueprop (HOLogic.mk_eq (a, b))
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   459
end
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   460
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   461
structure Eq_Ennreal_Cancel = ExtractCommonTermFun
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   462
(open Cancel_Ennreal_Common
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   463
  val mk_bal = HOLogic.mk_eq
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   464
  val dest_bal = HOLogic.dest_bin @{const_name HOL.eq} @{typ ennreal}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   465
  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   466
)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   467
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   468
structure Le_Ennreal_Cancel = ExtractCommonTermFun
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   469
(open Cancel_Ennreal_Common
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   470
  val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less_eq}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   471
  val dest_bal = HOLogic.dest_bin @{const_name Orderings.less_eq} @{typ ennreal}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   472
  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_le}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   473
)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   474
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   475
structure Less_Ennreal_Cancel = ExtractCommonTermFun
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   476
(open Cancel_Ennreal_Common
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   477
  val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   478
  val dest_bal = HOLogic.dest_bin @{const_name Orderings.less} @{typ ennreal}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   479
  fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_less}
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   480
)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   481
\<close>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   482
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   483
simproc_setup ennreal_eq_cancel
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   484
  ("(l::ennreal) + m = n" | "(l::ennreal) = m + n") =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   485
  \<open>fn phi => fn ctxt => fn ct => Eq_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   486
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   487
simproc_setup ennreal_le_cancel
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   488
  ("(l::ennreal) + m \<le> n" | "(l::ennreal) \<le> m + n") =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   489
  \<open>fn phi => fn ctxt => fn ct => Le_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   490
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   491
simproc_setup ennreal_less_cancel
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   492
  ("(l::ennreal) + m < n" | "(l::ennreal) < m + n") =
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   493
  \<open>fn phi => fn ctxt => fn ct => Less_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close>
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   494
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
   495
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   496
subsection \<open>Order with top\<close>
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   497
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   498
lemma ennreal_zero_less_top[simp]: "0 < (top::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   499
  by transfer (simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   500
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   501
lemma ennreal_one_less_top[simp]: "1 < (top::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   502
  by transfer (simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   503
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   504
lemma ennreal_zero_neq_top[simp]: "0 \<noteq> (top::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   505
  by transfer (simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   506
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   507
lemma ennreal_top_neq_zero[simp]: "(top::ennreal) \<noteq> 0"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   508
  by transfer (simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   509
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   510
lemma ennreal_top_neq_one[simp]: "top \<noteq> (1::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   511
  by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   512
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   513
lemma ennreal_one_neq_top[simp]: "1 \<noteq> (top::ennreal)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   514
  by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   515
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   516
lemma ennreal_add_less_top[simp]:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   517
  fixes a b :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   518
  shows "a + b < top \<longleftrightarrow> a < top \<and> b < top"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   519
  by transfer (auto simp: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   520
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   521
lemma ennreal_add_eq_top[simp]:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   522
  fixes a b :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   523
  shows "a + b = top \<longleftrightarrow> a = top \<or> b = top"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   524
  by transfer (auto simp: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   525
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   526
lemma ennreal_sum_less_top[simp]:
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   527
  fixes f :: "'a \<Rightarrow> ennreal"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   528
  shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) < top \<longleftrightarrow> (\<forall>i\<in>I. f i < top)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   529
  by (induction I rule: finite_induct) auto
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   530
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   531
lemma ennreal_sum_eq_top[simp]:
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   532
  fixes f :: "'a \<Rightarrow> ennreal"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   533
  shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) = top \<longleftrightarrow> (\<exists>i\<in>I. f i = top)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   534
  by (induction I rule: finite_induct) auto
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   535
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   536
lemma ennreal_mult_eq_top_iff:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   537
  fixes a b :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   538
  shows "a * b = top \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   539
  by transfer (auto simp: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   540
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   541
lemma ennreal_top_eq_mult_iff:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   542
  fixes a b :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   543
  shows "top = a * b \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   544
  using ennreal_mult_eq_top_iff[of a b] by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   545
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   546
lemma ennreal_mult_less_top:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   547
  fixes a b :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   548
  shows "a * b < top \<longleftrightarrow> (a = 0 \<or> b = 0 \<or> (a < top \<and> b < top))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   549
  by transfer (auto simp add: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   550
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   551
lemma top_power_ennreal: "top ^ n = (if n = 0 then 1 else top :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   552
  by (induction n) (simp_all add: ennreal_mult_eq_top_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   553
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   554
lemma ennreal_prod_eq_0[simp]:
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   555
  fixes f :: "'a \<Rightarrow> ennreal"
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   556
  shows "(prod f A = 0) = (finite A \<and> (\<exists>i\<in>A. f i = 0))"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   557
  by (induction A rule: infinite_finite_induct) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   558
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
   559
lemma ennreal_prod_eq_top:
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   560
  fixes f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   561
  shows "(\<Prod>i\<in>I. f i) = top \<longleftrightarrow> (finite I \<and> ((\<forall>i\<in>I. f i \<noteq> 0) \<and> (\<exists>i\<in>I. f i = top)))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   562
  by (induction I rule: infinite_finite_induct) (auto simp: ennreal_mult_eq_top_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   563
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   564
lemma ennreal_top_mult: "top * a = (if a = 0 then 0 else top :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   565
  by (simp add: ennreal_mult_eq_top_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   566
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   567
lemma ennreal_mult_top: "a * top = (if a = 0 then 0 else top :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   568
  by (simp add: ennreal_mult_eq_top_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   569
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   570
lemma enn2ereal_eq_top_iff[simp]: "enn2ereal x = \<infinity> \<longleftrightarrow> x = top"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   571
  by transfer (simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   572
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   573
lemma enn2ereal_top: "enn2ereal top = \<infinity>"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   574
  by transfer (simp add: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   575
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   576
lemma e2ennreal_infty: "e2ennreal \<infinity> = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   577
  by (simp add: top_ennreal.abs_eq top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   578
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   579
lemma ennreal_top_minus[simp]: "top - x = (top::ennreal)"
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   580
  by transfer (auto simp: top_ereal_def max_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   581
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   582
lemma minus_top_ennreal: "x - top = (if x = top then top else 0:: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   583
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   584
  subgoal for x
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   585
    by (cases x) (auto simp: top_ereal_def max_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   586
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   587
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   588
lemma bot_ennreal: "bot = (0::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   589
  by transfer rule
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   590
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   591
lemma ennreal_of_nat_neq_top[simp]: "of_nat i \<noteq> (top::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   592
  by (induction i) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   593
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   594
lemma numeral_eq_of_nat: "(numeral a::ennreal) = of_nat (numeral a)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   595
  by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   596
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   597
lemma of_nat_less_top: "of_nat i < (top::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   598
  using less_le_trans[of "of_nat i" "of_nat (Suc i)" "top::ennreal"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   599
  by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   600
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   601
lemma top_neq_numeral[simp]: "top \<noteq> (numeral i::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   602
  using of_nat_less_top[of "numeral i"] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   603
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   604
lemma ennreal_numeral_less_top[simp]: "numeral i < (top::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   605
  using of_nat_less_top[of "numeral i"] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   606
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   607
lemma ennreal_add_bot[simp]: "bot + x = (x::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   608
  by transfer simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   609
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   610
instance ennreal :: semiring_char_0
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   611
proof (standard, safe intro!: linorder_injI)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   612
  have *: "1 + of_nat k \<noteq> (0::ennreal)" for k
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   613
    using add_pos_nonneg[OF zero_less_one, of "of_nat k :: ennreal"] by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   614
  fix x y :: nat assume "x < y" "of_nat x = (of_nat y::ennreal)" then show False
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   615
    by (auto simp add: less_iff_Suc_add *)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   616
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   617
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   618
subsection \<open>Arithmetic\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   619
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   620
lemma ennreal_minus_zero[simp]: "a - (0::ennreal) = a"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   621
  by transfer (auto simp: max_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   622
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   623
lemma ennreal_add_diff_cancel_right[simp]:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   624
  fixes x y z :: ennreal shows "y \<noteq> top \<Longrightarrow> (x + y) - y = x"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   625
  apply transfer
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   626
  subgoal for x y
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   627
    apply (cases x y rule: ereal2_cases)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   628
    apply (auto split: split_max simp: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   629
    done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   630
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   631
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   632
lemma ennreal_add_diff_cancel_left[simp]:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   633
  fixes x y z :: ennreal shows "y \<noteq> top \<Longrightarrow> (y + x) - y = x"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   634
  by (simp add: add.commute)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   635
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   636
lemma
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   637
  fixes a b :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   638
  shows "a - b = 0 \<Longrightarrow> a \<le> b"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   639
  apply transfer
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   640
  subgoal for a b
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   641
    apply (cases a b rule: ereal2_cases)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   642
    apply (auto simp: not_le max_def split: if_splits)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   643
    done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   644
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   645
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   646
lemma ennreal_minus_cancel:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   647
  fixes a b c :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   648
  shows "c \<noteq> top \<Longrightarrow> a \<le> c \<Longrightarrow> b \<le> c \<Longrightarrow> c - a = c - b \<Longrightarrow> a = b"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   649
  apply transfer
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   650
  subgoal for a b c
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   651
    by (cases a b c rule: ereal3_cases)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   652
       (auto simp: top_ereal_def max_def split: if_splits)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   653
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   654
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   655
lemma sup_const_add_ennreal:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   656
  fixes a b c :: "ennreal"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   657
  shows "sup (c + a) (c + b) = c + sup a b"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   658
  apply transfer
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   659
  subgoal for a b c
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   660
    apply (cases a b c rule: ereal3_cases)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   661
    apply (auto simp: ereal_max[symmetric] simp del: ereal_max)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   662
    apply (auto simp: top_ereal_def[symmetric] sup_ereal_def[symmetric]
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   663
                simp del: sup_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   664
    apply (auto simp add: top_ereal_def)
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   665
    done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   666
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   667
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   668
lemma ennreal_diff_add_assoc:
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   669
  fixes a b c :: ennreal
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   670
  shows "a \<le> b \<Longrightarrow> c + b - a = c + (b - a)"
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   671
  apply transfer
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   672
  subgoal for a b c
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   673
    by (cases a b c rule: ereal3_cases) (auto simp: field_simps max_absorb2)
62378
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   674
  done
85ed00c1fe7c generalize more theorems to support enat and ennreal
hoelzl
parents: 62376
diff changeset
   675
62648
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   676
lemma mult_divide_eq_ennreal:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   677
  fixes a b :: ennreal
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   678
  shows "b \<noteq> 0 \<Longrightarrow> b \<noteq> top \<Longrightarrow> (a * b) / b = a"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   679
  unfolding divide_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   680
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   681
  apply (subst mult.assoc)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   682
  apply (simp add: top_ereal_def divide_ereal_def[symmetric])
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   683
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   684
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   685
lemma divide_mult_eq: "a \<noteq> 0 \<Longrightarrow> a \<noteq> \<infinity> \<Longrightarrow> x * a / (b * a) = x / (b::ennreal)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   686
  unfolding divide_ennreal_def infinity_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   687
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   688
  subgoal for a b c
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   689
    apply (cases a b c rule: ereal3_cases)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   690
    apply (auto simp: top_ereal_def)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   691
    done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   692
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   693
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   694
lemma ennreal_mult_divide_eq:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   695
  fixes a b :: ennreal
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   696
  shows "b \<noteq> 0 \<Longrightarrow> b \<noteq> top \<Longrightarrow> (a * b) / b = a"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   697
  unfolding divide_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   698
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   699
  apply (subst mult.assoc)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   700
  apply (simp add: top_ereal_def divide_ereal_def[symmetric])
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   701
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   702
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   703
lemma ennreal_add_diff_cancel:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   704
  fixes a b :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   705
  shows "b \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   706
  unfolding infinity_ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   707
  by transfer (simp add: max_absorb2 top_ereal_def ereal_add_diff_cancel)
62648
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   708
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   709
lemma ennreal_minus_eq_0:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   710
  "a - b = 0 \<Longrightarrow> a \<le> (b::ennreal)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   711
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   712
  subgoal for a b
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   713
    apply (cases a b rule: ereal2_cases)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   714
    apply (auto simp: zero_ereal_def ereal_max[symmetric] max.absorb2 simp del: ereal_max)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   715
    done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   716
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   717
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   718
lemma ennreal_mono_minus_cancel:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   719
  fixes a b c :: ennreal
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   720
  shows "a - b \<le> a - c \<Longrightarrow> a < top \<Longrightarrow> b \<le> a \<Longrightarrow> c \<le> a \<Longrightarrow> c \<le> b"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   721
  by transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   722
     (auto simp add: max.absorb2 ereal_diff_positive top_ereal_def dest: ereal_mono_minus_cancel)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   723
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   724
lemma ennreal_mono_minus:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   725
  fixes a b c :: ennreal
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   726
  shows "c \<le> b \<Longrightarrow> a - b \<le> a - c"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   727
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   728
  apply (rule max.mono)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   729
  apply simp
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   730
  subgoal for a b c
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   731
    by (cases a b c rule: ereal3_cases) auto
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   732
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   733
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   734
lemma ennreal_minus_pos_iff:
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   735
  fixes a b :: ennreal
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   736
  shows "a < top \<or> b < top \<Longrightarrow> 0 < a - b \<Longrightarrow> b < a"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   737
  apply transfer
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   738
  subgoal for a b
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   739
    by (cases a b rule: ereal2_cases) (auto simp: less_max_iff_disj)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   740
  done
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   741
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   742
lemma ennreal_inverse_top[simp]: "inverse top = (0::ennreal)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   743
  by transfer (simp add: top_ereal_def ereal_inverse_eq_0)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   744
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   745
lemma ennreal_inverse_zero[simp]: "inverse 0 = (top::ennreal)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   746
  by transfer (simp add: top_ereal_def ereal_inverse_eq_0)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   747
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   748
lemma ennreal_top_divide: "top / (x::ennreal) = (if x = top then 0 else top)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   749
  unfolding divide_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   750
  by transfer (simp add: top_ereal_def ereal_inverse_eq_0 ereal_0_gt_inverse)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   751
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   752
lemma ennreal_zero_divide[simp]: "0 / (x::ennreal) = 0"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   753
  by (simp add: divide_ennreal_def)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   754
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   755
lemma ennreal_divide_zero[simp]: "x / (0::ennreal) = (if x = 0 then 0 else top)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   756
  by (simp add: divide_ennreal_def ennreal_mult_top)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   757
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   758
lemma ennreal_divide_top[simp]: "x / (top::ennreal) = 0"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   759
  by (simp add: divide_ennreal_def ennreal_top_mult)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   760
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   761
lemma ennreal_times_divide: "a * (b / c) = a * b / (c::ennreal)"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   762
  unfolding divide_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   763
  by transfer (simp add: divide_ereal_def[symmetric] ereal_times_divide_eq)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   764
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   765
lemma ennreal_zero_less_divide: "0 < a / b \<longleftrightarrow> (0 < a \<and> b < (top::ennreal))"
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   766
  unfolding divide_ennreal_def
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   767
  by transfer (auto simp: ereal_zero_less_0_iff top_ereal_def ereal_0_gt_inverse)
ee48e0b4f669 more stuff for extended nonnegative real numbers
hoelzl
parents: 62623
diff changeset
   768
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   769
lemma divide_right_mono_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   770
  fixes a b c :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   771
  shows "a \<le> b \<Longrightarrow> a / c \<le> b / c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   772
  unfolding divide_ennreal_def by (intro mult_mono) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   773
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   774
lemma ennreal_mult_strict_right_mono: "(a::ennreal) < c \<Longrightarrow> 0 < b \<Longrightarrow> b < top \<Longrightarrow> a * b < c * b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   775
  by transfer (auto intro!: ereal_mult_strict_right_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   776
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   777
lemma ennreal_indicator_less[simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   778
  "indicator A x \<le> (indicator B x::ennreal) \<longleftrightarrow> (x \<in> A \<longrightarrow> x \<in> B)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   779
  by (simp add: indicator_def not_le)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   780
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   781
lemma ennreal_inverse_positive: "0 < inverse x \<longleftrightarrow> (x::ennreal) \<noteq> top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   782
  by transfer (simp add: ereal_0_gt_inverse top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   783
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   784
lemma ennreal_inverse_mult': "((0 < b \<or> a < top) \<and> (0 < a \<or> b < top)) \<Longrightarrow> inverse (a * b::ennreal) = inverse a * inverse b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   785
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   786
  subgoal for a b
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   787
    by (cases a b rule: ereal2_cases) (auto simp: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   788
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   789
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   790
lemma ennreal_inverse_mult: "a < top \<Longrightarrow> b < top \<Longrightarrow> inverse (a * b::ennreal) = inverse a * inverse b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   791
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   792
  subgoal for a b
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   793
    by (cases a b rule: ereal2_cases) (auto simp: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   794
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   795
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   796
lemma ennreal_inverse_1[simp]: "inverse (1::ennreal) = 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   797
  by transfer simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   798
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   799
lemma ennreal_inverse_eq_0_iff[simp]: "inverse (a::ennreal) = 0 \<longleftrightarrow> a = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   800
  by transfer (simp add: ereal_inverse_eq_0 top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   801
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   802
lemma ennreal_inverse_eq_top_iff[simp]: "inverse (a::ennreal) = top \<longleftrightarrow> a = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   803
  by transfer (simp add: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   804
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   805
lemma ennreal_divide_eq_0_iff[simp]: "(a::ennreal) / b = 0 \<longleftrightarrow> (a = 0 \<or> b = top)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   806
  by (simp add: divide_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   807
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   808
lemma ennreal_divide_eq_top_iff: "(a::ennreal) / b = top \<longleftrightarrow> ((a \<noteq> 0 \<and> b = 0) \<or> (a = top \<and> b \<noteq> top))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   809
  by (auto simp add: divide_ennreal_def ennreal_mult_eq_top_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   810
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   811
lemma one_divide_one_divide_ennreal[simp]: "1 / (1 / c) = (c::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   812
  including ennreal.lifting
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   813
  unfolding divide_ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   814
  by transfer auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   815
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   816
lemma ennreal_mult_left_cong:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   817
  "((a::ennreal) \<noteq> 0 \<Longrightarrow> b = c) \<Longrightarrow> a * b = a * c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   818
  by (cases "a = 0") simp_all
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   819
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   820
lemma ennreal_mult_right_cong:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   821
  "((a::ennreal) \<noteq> 0 \<Longrightarrow> b = c) \<Longrightarrow> b * a = c * a"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   822
  by (cases "a = 0") simp_all
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   823
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   824
lemma ennreal_zero_less_mult_iff: "0 < a * b \<longleftrightarrow> 0 < a \<and> 0 < (b::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   825
  by transfer (auto simp add: ereal_zero_less_0_iff le_less)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   826
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   827
lemma less_diff_eq_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   828
  fixes a b c :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   829
  shows "b < top \<or> c < top \<Longrightarrow> a < b - c \<longleftrightarrow> a + c < b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   830
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   831
  subgoal for a b c
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   832
    by (cases a b c rule: ereal3_cases) (auto split: split_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   833
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   834
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   835
lemma diff_add_cancel_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   836
  fixes a b :: ennreal shows "a \<le> b \<Longrightarrow> b - a + a = b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   837
  unfolding infinity_ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   838
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   839
  subgoal for a b
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   840
    by (cases a b rule: ereal2_cases) (auto simp: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   841
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   842
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   843
lemma ennreal_diff_self[simp]: "a \<noteq> top \<Longrightarrow> a - a = (0::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   844
  by transfer (simp add: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   845
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   846
lemma ennreal_minus_mono:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   847
  fixes a b c :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   848
  shows "a \<le> c \<Longrightarrow> d \<le> b \<Longrightarrow> a - b \<le> c - d"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   849
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   850
  apply (rule max.mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   851
  apply simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   852
  subgoal for a b c d
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   853
    by (cases a b c d rule: ereal3_cases[case_product ereal_cases]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   854
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   855
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   856
lemma ennreal_minus_eq_top[simp]: "a - (b::ennreal) = top \<longleftrightarrow> a = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   857
  by transfer (auto simp: top_ereal_def max.absorb2 ereal_minus_eq_PInfty_iff split: split_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   858
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   859
lemma ennreal_divide_self[simp]: "a \<noteq> 0 \<Longrightarrow> a < top \<Longrightarrow> a / a = (1::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   860
  unfolding divide_ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   861
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   862
  subgoal for a
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   863
    by (cases a) (auto simp: top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   864
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   865
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   866
subsection \<open>Coercion from @{typ real} to @{typ ennreal}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   867
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   868
lift_definition ennreal :: "real \<Rightarrow> ennreal" is "sup 0 \<circ> ereal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   869
  by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   870
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   871
declare [[coercion ennreal]]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   872
63099
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   873
lemma ennreal_cong: "x = y \<Longrightarrow> ennreal x = ennreal y" by simp
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   874
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   875
lemma ennreal_cases[cases type: ennreal]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   876
  fixes x :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   877
  obtains (real) r :: real where "0 \<le> r" "x = ennreal r" | (top) "x = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   878
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   879
  subgoal for x thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   880
    by (cases x) (auto simp: max.absorb2 top_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   881
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   882
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   883
lemmas ennreal2_cases = ennreal_cases[case_product ennreal_cases]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   884
lemmas ennreal3_cases = ennreal_cases[case_product ennreal2_cases]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   885
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   886
lemma ennreal_neq_top[simp]: "ennreal r \<noteq> top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   887
  by transfer (simp add: top_ereal_def zero_ereal_def ereal_max[symmetric] del: ereal_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   888
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   889
lemma top_neq_ennreal[simp]: "top \<noteq> ennreal r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   890
  using ennreal_neq_top[of r] by (auto simp del: ennreal_neq_top)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   891
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   892
lemma ennreal_less_top[simp]: "ennreal x < top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   893
  by transfer (simp add: top_ereal_def max_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   894
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   895
lemma ennreal_neg: "x \<le> 0 \<Longrightarrow> ennreal x = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   896
  by transfer (simp add: max.absorb1)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   897
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   898
lemma ennreal_inj[simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   899
  "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal a = ennreal b \<longleftrightarrow> a = b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   900
  by (transfer fixing: a b) (auto simp: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   901
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   902
lemma ennreal_le_iff[simp]: "0 \<le> y \<Longrightarrow> ennreal x \<le> ennreal y \<longleftrightarrow> x \<le> y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   903
  by (auto simp: ennreal_def zero_ereal_def less_eq_ennreal.abs_eq eq_onp_def split: split_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   904
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   905
lemma le_ennreal_iff: "0 \<le> r \<Longrightarrow> x \<le> ennreal r \<longleftrightarrow> (\<exists>q\<ge>0. x = ennreal q \<and> q \<le> r)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   906
  by (cases x) (auto simp: top_unique)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   907
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   908
lemma ennreal_less_iff: "0 \<le> r \<Longrightarrow> ennreal r < ennreal q \<longleftrightarrow> r < q"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   909
  unfolding not_le[symmetric] by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   910
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   911
lemma ennreal_eq_zero_iff[simp]: "0 \<le> x \<Longrightarrow> ennreal x = 0 \<longleftrightarrow> x = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   912
  by transfer (auto simp: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   913
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   914
lemma ennreal_less_zero_iff[simp]: "0 < ennreal x \<longleftrightarrow> 0 < x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   915
  by transfer (auto simp: max_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   916
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   917
lemma ennreal_lessI: "0 < q \<Longrightarrow> r < q \<Longrightarrow> ennreal r < ennreal q"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   918
  by (cases "0 \<le> r") (auto simp: ennreal_less_iff ennreal_neg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   919
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   920
lemma ennreal_leI: "x \<le> y \<Longrightarrow> ennreal x \<le> ennreal y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   921
  by (cases "0 \<le> y") (auto simp: ennreal_neg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   922
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   923
lemma enn2ereal_ennreal[simp]: "0 \<le> x \<Longrightarrow> enn2ereal (ennreal x) = x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   924
  by transfer (simp add: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   925
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   926
lemma e2ennreal_enn2ereal[simp]: "e2ennreal (enn2ereal x) = x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   927
  by (simp add: e2ennreal_def max_absorb2 ennreal.enn2ereal_inverse)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   928
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   929
lemma ennreal_0[simp]: "ennreal 0 = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   930
  by (simp add: ennreal_def max.absorb1 zero_ennreal.abs_eq)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   931
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   932
lemma ennreal_1[simp]: "ennreal 1 = 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   933
  by transfer (simp add: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   934
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   935
lemma ennreal_eq_0_iff: "ennreal x = 0 \<longleftrightarrow> x \<le> 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   936
  by (cases "0 \<le> x") (auto simp: ennreal_neg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   937
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   938
lemma ennreal_le_iff2: "ennreal x \<le> ennreal y \<longleftrightarrow> ((0 \<le> y \<and> x \<le> y) \<or> (x \<le> 0 \<and> y \<le> 0))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   939
  by (cases "0 \<le> y") (auto simp: ennreal_eq_0_iff ennreal_neg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   940
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   941
lemma ennreal_eq_1[simp]: "ennreal x = 1 \<longleftrightarrow> x = 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   942
  by (cases "0 \<le> x")
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   943
     (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   944
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   945
lemma ennreal_le_1[simp]: "ennreal x \<le> 1 \<longleftrightarrow> x \<le> 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   946
  by (cases "0 \<le> x")
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   947
     (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   948
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   949
lemma ennreal_ge_1[simp]: "ennreal x \<ge> 1 \<longleftrightarrow> x \<ge> 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   950
  by (cases "0 \<le> x")
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   951
     (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   952
64284
f3b905b2eee2 HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
hoelzl
parents: 64272
diff changeset
   953
lemma one_less_ennreal[simp]: "1 < ennreal x \<longleftrightarrow> 1 < x"
f3b905b2eee2 HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
hoelzl
parents: 64272
diff changeset
   954
  by transfer (auto simp: max.absorb2 less_max_iff_disj)
f3b905b2eee2 HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
hoelzl
parents: 64272
diff changeset
   955
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   956
lemma ennreal_plus[simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   957
  "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal (a + b) = ennreal a + ennreal b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   958
  by (transfer fixing: a b) (auto simp: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   959
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   960
lemma sum_ennreal[simp]: "(\<And>i. i \<in> I \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> (\<Sum>i\<in>I. ennreal (f i)) = ennreal (sum f I)"
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
   961
  by (induction I rule: infinite_finite_induct) (auto simp: sum_nonneg)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   962
63882
018998c00003 renamed listsum -> sum_list, listprod ~> prod_list
nipkow
parents: 63540
diff changeset
   963
lemma sum_list_ennreal[simp]:
63225
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
   964
  assumes "\<And>x. x \<in> set xs \<Longrightarrow> f x \<ge> 0"
63882
018998c00003 renamed listsum -> sum_list, listprod ~> prod_list
nipkow
parents: 63540
diff changeset
   965
  shows   "sum_list (map (\<lambda>x. ennreal (f x)) xs) = ennreal (sum_list (map f xs))"
63099
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   966
using assms
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   967
proof (induction xs)
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   968
  case (Cons x xs)
63882
018998c00003 renamed listsum -> sum_list, listprod ~> prod_list
nipkow
parents: 63540
diff changeset
   969
  from Cons have "(\<Sum>x\<leftarrow>x # xs. ennreal (f x)) = ennreal (f x) + ennreal (sum_list (map f xs))"
63099
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   970
    by simp
63882
018998c00003 renamed listsum -> sum_list, listprod ~> prod_list
nipkow
parents: 63540
diff changeset
   971
  also from Cons.prems have "\<dots> = ennreal (f x + sum_list (map f xs))"
018998c00003 renamed listsum -> sum_list, listprod ~> prod_list
nipkow
parents: 63540
diff changeset
   972
    by (intro ennreal_plus [symmetric] sum_list_nonneg) auto
63099
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   973
  finally show ?case by simp
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   974
qed simp_all
af0e964aad7b Moved material from AFP/Randomised_Social_Choice to distribution
eberlm
parents: 63060
diff changeset
   975
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   976
lemma ennreal_of_nat_eq_real_of_nat: "of_nat i = ennreal (of_nat i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   977
  by (induction i) simp_all
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   978
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   979
lemma of_nat_le_ennreal_iff[simp]: "0 \<le> r \<Longrightarrow> of_nat i \<le> ennreal r \<longleftrightarrow> of_nat i \<le> r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   980
  by (simp add: ennreal_of_nat_eq_real_of_nat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   981
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   982
lemma ennreal_le_of_nat_iff[simp]: "ennreal r \<le> of_nat i \<longleftrightarrow> r \<le> of_nat i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   983
  by (simp add: ennreal_of_nat_eq_real_of_nat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   984
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   985
lemma ennreal_indicator: "ennreal (indicator A x) = indicator A x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   986
  by (auto split: split_indicator)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   987
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   988
lemma ennreal_numeral[simp]: "ennreal (numeral n) = numeral n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   989
  using ennreal_of_nat_eq_real_of_nat[of "numeral n"] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   990
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   991
lemma min_ennreal: "0 \<le> x \<Longrightarrow> 0 \<le> y \<Longrightarrow> min (ennreal x) (ennreal y) = ennreal (min x y)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   992
  by (auto split: split_min)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   993
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   994
lemma ennreal_half[simp]: "ennreal (1/2) = inverse 2"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   995
  by transfer (simp add: max.absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   996
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   997
lemma ennreal_minus: "0 \<le> q \<Longrightarrow> ennreal r - ennreal q = ennreal (r - q)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   998
  by transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
   999
     (simp add: max.absorb2 zero_ereal_def ereal_max[symmetric] del: ereal_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1000
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1001
lemma ennreal_minus_top[simp]: "ennreal a - top = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1002
  by (simp add: minus_top_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1003
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1004
lemma ennreal_mult: "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> ennreal (a * b) = ennreal a * ennreal b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1005
  by transfer (simp add: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1006
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1007
lemma ennreal_mult': "0 \<le> a \<Longrightarrow> ennreal (a * b) = ennreal a * ennreal b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1008
  by (cases "0 \<le> b") (auto simp: ennreal_mult ennreal_neg mult_nonneg_nonpos)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1009
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1010
lemma indicator_mult_ennreal: "indicator A x * ennreal r = ennreal (indicator A x * r)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1011
  by (simp split: split_indicator)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1012
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1013
lemma ennreal_mult'': "0 \<le> b \<Longrightarrow> ennreal (a * b) = ennreal a * ennreal b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1014
  by (cases "0 \<le> a") (auto simp: ennreal_mult ennreal_neg mult_nonpos_nonneg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1015
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1016
lemma numeral_mult_ennreal: "0 \<le> x \<Longrightarrow> numeral b * ennreal x = ennreal (numeral b * x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1017
  by (simp add: ennreal_mult)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1018
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1019
lemma ennreal_power: "0 \<le> r \<Longrightarrow> ennreal r ^ n = ennreal (r ^ n)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1020
  by (induction n) (auto simp: ennreal_mult)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1021
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1022
lemma power_eq_top_ennreal: "x ^ n = top \<longleftrightarrow> (n \<noteq> 0 \<and> (x::ennreal) = top)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1023
  by (cases x rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1024
     (auto simp: ennreal_power top_power_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1025
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1026
lemma inverse_ennreal: "0 < r \<Longrightarrow> inverse (ennreal r) = ennreal (inverse r)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1027
  by transfer (simp add: max.absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1028
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1029
lemma divide_ennreal: "0 \<le> r \<Longrightarrow> 0 < q \<Longrightarrow> ennreal r / ennreal q = ennreal (r / q)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1030
  by (simp add: divide_ennreal_def inverse_ennreal ennreal_mult[symmetric] inverse_eq_divide)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1031
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1032
lemma ennreal_inverse_power: "inverse (x ^ n :: ennreal) = inverse x ^ n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1033
proof (cases x rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1034
  case top with power_eq_top_ennreal[of x n] show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1035
    by (cases "n = 0") auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1036
next
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1037
  case (real r) then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1038
  proof cases
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1039
    assume "x = 0" then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1040
      using power_eq_top_ennreal[of top "n - 1"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1041
      by (cases n) (auto simp: ennreal_top_mult)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1042
  next
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1043
    assume "x \<noteq> 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1044
    with real have "0 < r" by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1045
    with real show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1046
      by (induction n)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1047
         (auto simp add: ennreal_power ennreal_mult[symmetric] inverse_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1048
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1049
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1050
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1051
lemma ennreal_divide_numeral: "0 \<le> x \<Longrightarrow> ennreal x / numeral b = ennreal (x / numeral b)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1052
  by (subst divide_ennreal[symmetric]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1053
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
  1054
lemma prod_ennreal: "(\<And>i. i \<in> A \<Longrightarrow> 0 \<le> f i) \<Longrightarrow> (\<Prod>i\<in>A. ennreal (f i)) = ennreal (prod f A)"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1055
  by (induction A rule: infinite_finite_induct)
64272
f76b6dda2e56 setprod -> prod
nipkow
parents: 64267
diff changeset
  1056
     (auto simp: ennreal_mult prod_nonneg)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1057
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1058
lemma mult_right_ennreal_cancel: "a * ennreal c = b * ennreal c \<longleftrightarrow> (a = b \<or> c \<le> 0)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1059
  apply (cases "0 \<le> c")
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1060
  apply (cases a b rule: ennreal2_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1061
  apply (auto simp: ennreal_mult[symmetric] ennreal_neg ennreal_top_mult)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1062
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1063
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1064
lemma ennreal_le_epsilon:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1065
  "(\<And>e::real. y < top \<Longrightarrow> 0 < e \<Longrightarrow> x \<le> y + ennreal e) \<Longrightarrow> x \<le> y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1066
  apply (cases y rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1067
  apply (cases x rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1068
  apply (auto simp del: ennreal_plus simp add: top_unique ennreal_plus[symmetric]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1069
    intro: zero_less_one field_le_epsilon)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1070
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1071
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1072
lemma ennreal_rat_dense:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1073
  fixes x y :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1074
  shows "x < y \<Longrightarrow> \<exists>r::rat. x < real_of_rat r \<and> real_of_rat r < y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1075
proof transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1076
  fix x y :: ereal assume xy: "0 \<le> x" "0 \<le> y" "x < y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1077
  moreover
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1078
  from ereal_dense3[OF \<open>x < y\<close>]
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1079
  obtain r where r: "x < ereal (real_of_rat r)" "ereal (real_of_rat r) < y"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1080
    by auto
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1081
  then have "0 \<le> r"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1082
    using le_less_trans[OF \<open>0 \<le> x\<close> \<open>x < ereal (real_of_rat r)\<close>] by auto
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1083
  with r show "\<exists>r. x < (sup 0 \<circ> ereal) (real_of_rat r) \<and> (sup 0 \<circ> ereal) (real_of_rat r) < y"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1084
    by (intro exI[of _ r]) (auto simp: max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1085
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1086
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1087
lemma ennreal_Ex_less_of_nat: "(x::ennreal) < top \<Longrightarrow> \<exists>n. x < of_nat n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1088
  by (cases x rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1089
     (auto simp: ennreal_of_nat_eq_real_of_nat ennreal_less_iff reals_Archimedean2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1090
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1091
subsection \<open>Coercion from @{typ ennreal} to @{typ real}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1092
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1093
definition "enn2real x = real_of_ereal (enn2ereal x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1094
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1095
lemma enn2real_nonneg[simp]: "0 \<le> enn2real x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1096
  by (auto simp: enn2real_def intro!: real_of_ereal_pos enn2ereal_nonneg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1097
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1098
lemma enn2real_mono: "a \<le> b \<Longrightarrow> b < top \<Longrightarrow> enn2real a \<le> enn2real b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1099
  by (auto simp add: enn2real_def less_eq_ennreal.rep_eq intro!: real_of_ereal_positive_mono enn2ereal_nonneg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1100
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1101
lemma enn2real_of_nat[simp]: "enn2real (of_nat n) = n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1102
  by (auto simp: enn2real_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1103
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1104
lemma enn2real_ennreal[simp]: "0 \<le> r \<Longrightarrow> enn2real (ennreal r) = r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1105
  by (simp add: enn2real_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1106
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1107
lemma ennreal_enn2real[simp]: "r < top \<Longrightarrow> ennreal (enn2real r) = r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1108
  by (cases r rule: ennreal_cases) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1109
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1110
lemma real_of_ereal_enn2ereal[simp]: "real_of_ereal (enn2ereal x) = enn2real x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1111
  by (simp add: enn2real_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1112
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1113
lemma enn2real_top[simp]: "enn2real top = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1114
  unfolding enn2real_def top_ennreal.rep_eq top_ereal_def by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1115
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1116
lemma enn2real_0[simp]: "enn2real 0 = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1117
  unfolding enn2real_def zero_ennreal.rep_eq by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1118
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1119
lemma enn2real_1[simp]: "enn2real 1 = 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1120
  unfolding enn2real_def one_ennreal.rep_eq by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1121
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1122
lemma enn2real_numeral[simp]: "enn2real (numeral n) = (numeral n)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1123
  unfolding enn2real_def by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1124
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1125
lemma enn2real_mult: "enn2real (a * b) = enn2real a * enn2real b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1126
  unfolding enn2real_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1127
  by (simp del: real_of_ereal_enn2ereal add: times_ennreal.rep_eq)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1128
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1129
lemma enn2real_leI: "0 \<le> B \<Longrightarrow> x \<le> ennreal B \<Longrightarrow> enn2real x \<le> B"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1130
  by (cases x rule: ennreal_cases) (auto simp: top_unique)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1131
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1132
lemma enn2real_positive_iff: "0 < enn2real x \<longleftrightarrow> (0 < x \<and> x < top)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1133
  by (cases x rule: ennreal_cases) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1134
64320
ba194424b895 HOL-Probability: move stopping time from AFP/Markov_Models
hoelzl
parents: 64284
diff changeset
  1135
lemma enn2real_eq_1_iff[simp]: "enn2real x = 1 \<longleftrightarrow> x = 1"
ba194424b895 HOL-Probability: move stopping time from AFP/Markov_Models
hoelzl
parents: 64284
diff changeset
  1136
  by (cases x) auto
ba194424b895 HOL-Probability: move stopping time from AFP/Markov_Models
hoelzl
parents: 64284
diff changeset
  1137
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1138
subsection \<open>Coercion from @{typ enat} to @{typ ennreal}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1139
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1140
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1141
definition ennreal_of_enat :: "enat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1142
where
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1143
  "ennreal_of_enat n = (case n of \<infinity> \<Rightarrow> top | enat n \<Rightarrow> of_nat n)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1144
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1145
declare [[coercion ennreal_of_enat]]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1146
declare [[coercion "of_nat :: nat \<Rightarrow> ennreal"]]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1147
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1148
lemma ennreal_of_enat_infty[simp]: "ennreal_of_enat \<infinity> = \<infinity>"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1149
  by (simp add: ennreal_of_enat_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1150
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1151
lemma ennreal_of_enat_enat[simp]: "ennreal_of_enat (enat n) = of_nat n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1152
  by (simp add: ennreal_of_enat_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1153
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1154
lemma ennreal_of_enat_0[simp]: "ennreal_of_enat 0 = 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1155
  using ennreal_of_enat_enat[of 0] unfolding enat_0 by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1156
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1157
lemma ennreal_of_enat_1[simp]: "ennreal_of_enat 1 = 1"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1158
  using ennreal_of_enat_enat[of 1] unfolding enat_1 by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1159
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1160
lemma ennreal_top_neq_of_nat[simp]: "(top::ennreal) \<noteq> of_nat i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1161
  using ennreal_of_nat_neq_top[of i] by metis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1162
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1163
lemma ennreal_of_enat_inj[simp]: "ennreal_of_enat i = ennreal_of_enat j \<longleftrightarrow> i = j"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1164
  by (cases i j rule: enat.exhaust[case_product enat.exhaust]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1165
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1166
lemma ennreal_of_enat_le_iff[simp]: "ennreal_of_enat m \<le> ennreal_of_enat n \<longleftrightarrow> m \<le> n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1167
  by (auto simp: ennreal_of_enat_def top_unique split: enat.split)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1168
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1169
lemma of_nat_less_ennreal_of_nat[simp]: "of_nat n \<le> ennreal_of_enat x \<longleftrightarrow> of_nat n \<le> x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1170
  by (cases x) (auto simp: of_nat_eq_enat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1171
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1172
lemma ennreal_of_enat_Sup: "ennreal_of_enat (Sup X) = (SUP x:X. ennreal_of_enat x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1173
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1174
  have "ennreal_of_enat (Sup X) \<le> (SUP x : X. ennreal_of_enat x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1175
    unfolding Sup_enat_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1176
  proof (clarsimp, intro conjI impI)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1177
    fix x assume "finite X" "X \<noteq> {}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1178
    then show "ennreal_of_enat (Max X) \<le> (SUP x : X. ennreal_of_enat x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1179
      by (intro SUP_upper Max_in)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1180
  next
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1181
    assume "infinite X" "X \<noteq> {}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1182
    have "\<exists>y\<in>X. r < ennreal_of_enat y" if r: "r < top" for r
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1183
    proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1184
      from ennreal_Ex_less_of_nat[OF r] guess n .. note n = this
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1185
      have "\<not> (X \<subseteq> enat ` {.. n})"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1186
        using \<open>infinite X\<close> by (auto dest: finite_subset)
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1187
      then obtain x where x: "x \<in> X" "x \<notin> enat ` {..n}"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1188
        by blast
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1189
      then have "of_nat n \<le> x"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1190
        by (cases x) (auto simp: of_nat_eq_enat)
63540
f8652d0534fa tuned proofs -- avoid unstructured calculation;
wenzelm
parents: 63539
diff changeset
  1191
      with x show ?thesis
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1192
        by (auto intro!: bexI[of _ x] less_le_trans[OF n])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1193
    qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1194
    then have "(SUP x : X. ennreal_of_enat x) = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1195
      by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1196
    then show "top \<le> (SUP x : X. ennreal_of_enat x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1197
      unfolding top_unique by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1198
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1199
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1200
    by (auto intro!: antisym Sup_least intro: Sup_upper)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1201
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1202
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1203
lemma ennreal_of_enat_eSuc[simp]: "ennreal_of_enat (eSuc x) = 1 + ennreal_of_enat x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1204
  by (cases x) (auto simp: eSuc_enat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1205
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1206
subsection \<open>Topology on @{typ ennreal}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1207
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1208
lemma enn2ereal_Iio: "enn2ereal -` {..<a} = (if 0 \<le> a then {..< e2ennreal a} else {})"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1209
  using enn2ereal_nonneg
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1210
  by (cases a rule: ereal_ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1211
     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq e2ennreal_def max_absorb2
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1212
           simp del: enn2ereal_nonneg
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1213
           intro: le_less_trans less_imp_le)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1214
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1215
lemma enn2ereal_Ioi: "enn2ereal -` {a <..} = (if 0 \<le> a then {e2ennreal a <..} else UNIV)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1216
  by (cases a rule: ereal_ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1217
     (auto simp add: vimage_def set_eq_iff ennreal.enn2ereal_inverse less_ennreal.rep_eq e2ennreal_def max_absorb2
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1218
           intro: less_le_trans)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1219
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1220
instantiation ennreal :: linear_continuum_topology
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1221
begin
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1222
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1223
definition open_ennreal :: "ennreal set \<Rightarrow> bool"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1224
  where "(open :: ennreal set \<Rightarrow> bool) = generate_topology (range lessThan \<union> range greaterThan)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1225
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1226
instance
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1227
proof
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1228
  show "\<exists>a b::ennreal. a \<noteq> b"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1229
    using zero_neq_one by (intro exI)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1230
  show "\<And>x y::ennreal. x < y \<Longrightarrow> \<exists>z>x. z < y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1231
  proof transfer
63539
70d4d9e5707b tuned proofs -- avoid improper use of "this";
wenzelm
parents: 63225
diff changeset
  1232
    fix x y :: ereal assume "0 \<le> x" and *: "x < y"
70d4d9e5707b tuned proofs -- avoid improper use of "this";
wenzelm
parents: 63225
diff changeset
  1233
    moreover from dense[OF *] guess z ..
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
  1234
    ultimately show "\<exists>z\<in>Collect ((\<le>) 0). x < z \<and> z < y"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1235
      by (intro bexI[of _ z]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1236
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1237
qed (rule open_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1238
62375
670063003ad3 add extended nonnegative real numbers
hoelzl
parents:
diff changeset
  1239
end
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1240
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1241
lemma continuous_on_e2ennreal: "continuous_on A e2ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1242
proof (rule continuous_on_subset)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1243
  show "continuous_on ({0..} \<union> {..0}) e2ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1244
  proof (rule continuous_on_closed_Un)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1245
    show "continuous_on {0 ..} e2ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1246
      by (rule continuous_onI_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1247
         (auto simp add: less_eq_ennreal.abs_eq eq_onp_def enn2ereal_range)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1248
    show "continuous_on {.. 0} e2ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1249
      by (subst continuous_on_cong[OF refl, of _ _ "\<lambda>_. 0"])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1250
         (auto simp add: e2ennreal_neg continuous_on_const)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1251
  qed auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1252
  show "A \<subseteq> {0..} \<union> {..0::ereal}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1253
    by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1254
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1255
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1256
lemma continuous_at_e2ennreal: "continuous (at x within A) e2ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1257
  by (rule continuous_on_imp_continuous_within[OF continuous_on_e2ennreal, of _ UNIV]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1258
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1259
lemma continuous_on_enn2ereal: "continuous_on UNIV enn2ereal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1260
  by (rule continuous_on_generate_topology[OF open_generated_order])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1261
     (auto simp add: enn2ereal_Iio enn2ereal_Ioi)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1262
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1263
lemma continuous_at_enn2ereal: "continuous (at x within A) enn2ereal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1264
  by (rule continuous_on_imp_continuous_within[OF continuous_on_enn2ereal]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1265
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1266
lemma sup_continuous_e2ennreal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1267
  assumes f: "sup_continuous f" shows "sup_continuous (\<lambda>x. e2ennreal (f x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1268
  apply (rule sup_continuous_compose[OF _ f])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1269
  apply (rule continuous_at_left_imp_sup_continuous)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1270
  apply (auto simp: mono_def e2ennreal_mono continuous_at_e2ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1271
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1272
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1273
lemma sup_continuous_enn2ereal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1274
  assumes f: "sup_continuous f" shows "sup_continuous (\<lambda>x. enn2ereal (f x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1275
  apply (rule sup_continuous_compose[OF _ f])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1276
  apply (rule continuous_at_left_imp_sup_continuous)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1277
  apply (simp_all add: mono_def less_eq_ennreal.rep_eq continuous_at_enn2ereal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1278
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1279
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1280
lemma sup_continuous_mult_left_ennreal':
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1281
  fixes c :: "ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1282
  shows "sup_continuous (\<lambda>x. c * x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1283
  unfolding sup_continuous_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1284
  by transfer (auto simp: SUP_ereal_mult_left max.absorb2 SUP_upper2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1285
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1286
lemma sup_continuous_mult_left_ennreal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1287
  "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. c * f x :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1288
  by (rule sup_continuous_compose[OF sup_continuous_mult_left_ennreal'])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1289
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1290
lemma sup_continuous_mult_right_ennreal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1291
  "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x * c :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1292
  using sup_continuous_mult_left_ennreal[of f c] by (simp add: mult.commute)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1293
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1294
lemma sup_continuous_divide_ennreal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1295
  fixes f g :: "'a::complete_lattice \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1296
  shows "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x / c)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1297
  unfolding divide_ennreal_def by (rule sup_continuous_mult_right_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1298
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1299
lemma transfer_enn2ereal_continuous_on [transfer_rule]:
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
  1300
  "rel_fun (=) (rel_fun (rel_fun (=) pcr_ennreal) (=)) continuous_on continuous_on"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1301
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1302
  have "continuous_on A f" if "continuous_on A (\<lambda>x. enn2ereal (f x))" for A and f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1303
    using continuous_on_compose2[OF continuous_on_e2ennreal[of "{0..}"] that]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1304
    by (auto simp: ennreal.enn2ereal_inverse subset_eq e2ennreal_def max_absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1305
  moreover
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1306
  have "continuous_on A (\<lambda>x. enn2ereal (f x))" if "continuous_on A f" for A and f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1307
    using continuous_on_compose2[OF continuous_on_enn2ereal that] by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1308
  ultimately
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1309
  show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1310
    by (auto simp add: rel_fun_def ennreal.pcr_cr_eq cr_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1311
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1312
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1313
lemma transfer_sup_continuous[transfer_rule]:
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
  1314
  "(rel_fun (rel_fun (=) pcr_ennreal) (=)) sup_continuous sup_continuous"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1315
proof (safe intro!: rel_funI dest!: rel_fun_eq_pcr_ennreal[THEN iffD1])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1316
  show "sup_continuous (enn2ereal \<circ> f) \<Longrightarrow> sup_continuous f" for f :: "'a \<Rightarrow> _"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1317
    using sup_continuous_e2ennreal[of "enn2ereal \<circ> f"] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1318
  show "sup_continuous f \<Longrightarrow> sup_continuous (enn2ereal \<circ> f)" for f :: "'a \<Rightarrow> _"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1319
    using sup_continuous_enn2ereal[of f] by (simp add: comp_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1320
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1321
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1322
lemma continuous_on_ennreal[tendsto_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1323
  "continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. ennreal (f x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1324
  by transfer (auto intro!: continuous_on_max continuous_on_const continuous_on_ereal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1325
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1326
lemma tendsto_ennrealD:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1327
  assumes lim: "((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1328
  assumes *: "\<forall>\<^sub>F x in F. 0 \<le> f x" and x: "0 \<le> x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1329
  shows "(f \<longlongrightarrow> x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1330
  using continuous_on_tendsto_compose[OF continuous_on_enn2ereal lim]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1331
  apply simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1332
  apply (subst (asm) tendsto_cong)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1333
  using *
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1334
  apply eventually_elim
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1335
  apply (auto simp: max_absorb2 \<open>0 \<le> x\<close>)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1336
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1337
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1338
lemma tendsto_ennreal_iff[simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1339
  "\<forall>\<^sub>F x in F. 0 \<le> f x \<Longrightarrow> 0 \<le> x \<Longrightarrow> ((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F \<longleftrightarrow> (f \<longlongrightarrow> x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1340
  by (auto dest: tendsto_ennrealD)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1341
     (auto simp: ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1342
           intro!: continuous_on_tendsto_compose[OF continuous_on_e2ennreal[of UNIV]] tendsto_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1343
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1344
lemma tendsto_enn2ereal_iff[simp]: "((\<lambda>i. enn2ereal (f i)) \<longlongrightarrow> enn2ereal x) F \<longleftrightarrow> (f \<longlongrightarrow> x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1345
  using continuous_on_enn2ereal[THEN continuous_on_tendsto_compose, of f x F]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1346
    continuous_on_e2ennreal[THEN continuous_on_tendsto_compose, of "\<lambda>x. enn2ereal (f x)" "enn2ereal x" F UNIV]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1347
  by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1348
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1349
lemma continuous_on_add_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1350
  fixes f g :: "'a::topological_space \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1351
  shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. f x + g x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1352
  by (transfer fixing: A) (auto intro!: tendsto_add_ereal_nonneg simp: continuous_on_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1353
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1354
lemma continuous_on_inverse_ennreal[continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1355
  fixes f :: "'a::topological_space \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1356
  shows "continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. inverse (f x))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1357
proof (transfer fixing: A)
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
  1358
  show "pred_fun top  ((\<le>) 0) f \<Longrightarrow> continuous_on A (\<lambda>x. inverse (f x))" if "continuous_on A f"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1359
    for f :: "'a \<Rightarrow> ereal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1360
    using continuous_on_compose2[OF continuous_on_inverse_ereal that] by (auto simp: subset_eq)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1361
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1362
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1363
instance ennreal :: topological_comm_monoid_add
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1364
proof
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1365
  show "((\<lambda>x. fst x + snd x) \<longlongrightarrow> a + b) (nhds a \<times>\<^sub>F nhds b)" for a b :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1366
    using continuous_on_add_ennreal[of UNIV fst snd]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1367
    using tendsto_at_iff_tendsto_nhds[symmetric, of "\<lambda>x::(ennreal \<times> ennreal). fst x + snd x"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1368
    by (auto simp: continuous_on_eq_continuous_at)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1369
       (simp add: isCont_def nhds_prod[symmetric])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1370
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1371
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1372
lemma sup_continuous_add_ennreal[order_continuous_intros]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1373
  fixes f g :: "'a::complete_lattice \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1374
  shows "sup_continuous f \<Longrightarrow> sup_continuous g \<Longrightarrow> sup_continuous (\<lambda>x. f x + g x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1375
  by transfer (auto intro!: sup_continuous_add)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1376
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1377
lemma ennreal_suminf_lessD: "(\<Sum>i. f i :: ennreal) < x \<Longrightarrow> f i < x"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
  1378
  using le_less_trans[OF sum_le_suminf[OF summableI, of "{i}" f]] by simp
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1379
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1380
lemma sums_ennreal[simp]: "(\<And>i. 0 \<le> f i) \<Longrightarrow> 0 \<le> x \<Longrightarrow> (\<lambda>i. ennreal (f i)) sums ennreal x \<longleftrightarrow> f sums x"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
  1381
  unfolding sums_def by (simp add: always_eventually sum_nonneg)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1382
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1383
lemma summable_suminf_not_top: "(\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top \<Longrightarrow> summable f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1384
  using summable_sums[OF summableI, of "\<lambda>i. ennreal (f i)"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1385
  by (cases "\<Sum>i. ennreal (f i)" rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1386
     (auto simp: summable_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1387
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1388
lemma suminf_ennreal[simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1389
  "(\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top \<Longrightarrow> (\<Sum>i. ennreal (f i)) = ennreal (\<Sum>i. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1390
  by (rule sums_unique[symmetric]) (simp add: summable_suminf_not_top suminf_nonneg summable_sums)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1391
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1392
lemma sums_enn2ereal[simp]: "(\<lambda>i. enn2ereal (f i)) sums enn2ereal x \<longleftrightarrow> f sums x"
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
  1393
  unfolding sums_def by (simp add: always_eventually sum_nonneg)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1394
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1395
lemma suminf_enn2ereal[simp]: "(\<Sum>i. enn2ereal (f i)) = enn2ereal (suminf f)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1396
  by (rule sums_unique[symmetric]) (simp add: summable_sums)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1397
67399
eab6ce8368fa ran isabelle update_op on all sources
nipkow
parents: 66936
diff changeset
  1398
lemma transfer_e2ennreal_suminf [transfer_rule]: "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal suminf suminf"
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1399
  by (auto simp: rel_funI rel_fun_eq_pcr_ennreal comp_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1400
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1401
lemma ennreal_suminf_cmult[simp]: "(\<Sum>i. r * f i) = r * (\<Sum>i. f i::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1402
  by transfer (auto intro!: suminf_cmult_ereal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1403
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1404
lemma ennreal_suminf_multc[simp]: "(\<Sum>i. f i * r) = (\<Sum>i. f i::ennreal) * r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1405
  using ennreal_suminf_cmult[of r f] by (simp add: ac_simps)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1406
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1407
lemma ennreal_suminf_divide[simp]: "(\<Sum>i. f i / r) = (\<Sum>i. f i::ennreal) / r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1408
  by (simp add: divide_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1409
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1410
lemma ennreal_suminf_neq_top: "summable f \<Longrightarrow> (\<And>i. 0 \<le> f i) \<Longrightarrow> (\<Sum>i. ennreal (f i)) \<noteq> top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1411
  using sums_ennreal[of f "suminf f"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1412
  by (simp add: suminf_nonneg sums_unique[symmetric] summable_sums_iff[symmetric] del: sums_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1413
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1414
lemma suminf_ennreal_eq:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1415
  "(\<And>i. 0 \<le> f i) \<Longrightarrow> f sums x \<Longrightarrow> (\<Sum>i. ennreal (f i)) = ennreal x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1416
  using suminf_nonneg[of f] sums_unique[of f x]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1417
  by (intro sums_unique[symmetric]) (auto simp: summable_sums_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1418
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1419
lemma ennreal_suminf_bound_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1420
  fixes f :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1421
  shows "(\<And>N. (\<Sum>n<N. f n) + y \<le> x) \<Longrightarrow> suminf f + y \<le> x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1422
  by transfer (auto intro!: suminf_bound_add)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1423
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1424
lemma ennreal_suminf_SUP_eq_directed:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1425
  fixes f :: "'a \<Rightarrow> nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1426
  assumes *: "\<And>N i j. i \<in> I \<Longrightarrow> j \<in> I \<Longrightarrow> finite N \<Longrightarrow> \<exists>k\<in>I. \<forall>n\<in>N. f i n \<le> f k n \<and> f j n \<le> f k n"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1427
  shows "(\<Sum>n. SUP i:I. f i n) = (SUP i:I. \<Sum>n. f i n)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1428
proof cases
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1429
  assume "I \<noteq> {}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1430
  then obtain i where "i \<in> I" by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1431
  from * show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1432
    by (transfer fixing: I)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1433
       (auto simp: max_absorb2 SUP_upper2[OF \<open>i \<in> I\<close>] suminf_nonneg summable_ereal_pos \<open>I \<noteq> {}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1434
             intro!: suminf_SUP_eq_directed)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1435
qed (simp add: bot_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1436
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1437
lemma INF_ennreal_add_const:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1438
  fixes f g :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1439
  shows "(INF i. f i + c) = (INF i. f i) + c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1440
  using continuous_at_Inf_mono[of "\<lambda>x. x + c" "f`UNIV"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1441
  using continuous_add[of "at_right (Inf (range f))", of "\<lambda>x. x" "\<lambda>x. c"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1442
  by (auto simp: mono_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1443
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1444
lemma INF_ennreal_const_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1445
  fixes f g :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1446
  shows "(INF i. c + f i) = c + (INF i. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1447
  using INF_ennreal_add_const[of f c] by (simp add: ac_simps)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1448
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1449
lemma SUP_mult_left_ennreal: "c * (SUP i:I. f i) = (SUP i:I. c * f i ::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1450
proof cases
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1451
  assume "I \<noteq> {}" then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1452
    by transfer (auto simp add: SUP_ereal_mult_left max_absorb2 SUP_upper2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1453
qed (simp add: bot_ennreal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1454
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1455
lemma SUP_mult_right_ennreal: "(SUP i:I. f i) * c = (SUP i:I. f i * c ::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1456
  using SUP_mult_left_ennreal by (simp add: mult.commute)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1457
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1458
lemma SUP_divide_ennreal: "(SUP i:I. f i) / c = (SUP i:I. f i / c ::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1459
  using SUP_mult_right_ennreal by (simp add: divide_ennreal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1460
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1461
lemma ennreal_SUP_of_nat_eq_top: "(SUP x. of_nat x :: ennreal) = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1462
proof (intro antisym top_greatest le_SUP_iff[THEN iffD2] allI impI)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1463
  fix y :: ennreal assume "y < top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1464
  then obtain r where "y = ennreal r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1465
    by (cases y rule: ennreal_cases) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1466
  then show "\<exists>i\<in>UNIV. y < of_nat i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1467
    using reals_Archimedean2[of "max 1 r"] zero_less_one
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1468
    by (auto simp: ennreal_of_nat_eq_real_of_nat ennreal_def less_ennreal.abs_eq eq_onp_def max.absorb2
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1469
             dest!: one_less_of_natD intro: less_trans)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1470
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1471
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1472
lemma ennreal_SUP_eq_top:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1473
  fixes f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1474
  assumes "\<And>n. \<exists>i\<in>I. of_nat n \<le> f i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1475
  shows "(SUP i : I. f i) = top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1476
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1477
  have "(SUP x. of_nat x :: ennreal) \<le> (SUP i : I. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1478
    using assms by (auto intro!: SUP_least intro: SUP_upper2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1479
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1480
    by (auto simp: ennreal_SUP_of_nat_eq_top top_unique)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1481
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1482
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1483
lemma ennreal_INF_const_minus:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1484
  fixes f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1485
  shows "I \<noteq> {} \<Longrightarrow> (SUP x:I. c - f x) = c - (INF x:I. f x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1486
  by (transfer fixing: I)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1487
     (simp add: sup_max[symmetric] SUP_sup_const1 SUP_ereal_minus_right del: sup_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1488
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1489
lemma of_nat_Sup_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1490
  assumes "A \<noteq> {}" "bdd_above A"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1491
  shows "of_nat (Sup A) = (SUP a:A. of_nat a :: ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1492
proof (intro antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1493
  show "(SUP a:A. of_nat a::ennreal) \<le> of_nat (Sup A)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1494
    by (intro SUP_least of_nat_mono) (auto intro: cSup_upper assms)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1495
  have "Sup A \<in> A"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1496
    unfolding Sup_nat_def using assms by (intro Max_in) (auto simp: bdd_above_nat)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1497
  then show "of_nat (Sup A) \<le> (SUP a:A. of_nat a::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1498
    by (intro SUP_upper)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1499
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1500
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1501
lemma ennreal_tendsto_const_minus:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1502
  fixes g :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1503
  assumes ae: "\<forall>\<^sub>F x in F. g x \<le> c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1504
  assumes g: "((\<lambda>x. c - g x) \<longlongrightarrow> 0) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1505
  shows "(g \<longlongrightarrow> c) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1506
proof (cases c rule: ennreal_cases)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1507
  case top with tendsto_unique[OF _ g, of "top"] show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1508
    by (cases "F = bot") auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1509
next
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1510
  case (real r)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1511
  then have "\<forall>x. \<exists>q\<ge>0. g x \<le> c \<longrightarrow> (g x = ennreal q \<and> q \<le> r)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1512
    by (auto simp: le_ennreal_iff)
63060
293ede07b775 some uses of 'obtain' with structure statement;
wenzelm
parents: 62975
diff changeset
  1513
  then obtain f where *: "0 \<le> f x" "g x = ennreal (f x)" "f x \<le> r" if "g x \<le> c" for x
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1514
    by metis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1515
  from ae have ae2: "\<forall>\<^sub>F x in F. c - g x = ennreal (r - f x) \<and> f x \<le> r \<and> g x = ennreal (f x) \<and> 0 \<le> f x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1516
  proof eventually_elim
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1517
    fix x assume "g x \<le> c" with *[of x] \<open>0 \<le> r\<close> show "c - g x = ennreal (r - f x) \<and> f x \<le> r \<and> g x = ennreal (f x) \<and> 0 \<le> f x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1518
      by (auto simp: real ennreal_minus)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1519
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1520
  with g have "((\<lambda>x. ennreal (r - f x)) \<longlongrightarrow> ennreal 0) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1521
    by (auto simp add: tendsto_cong eventually_conj_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1522
  with ae2 have "((\<lambda>x. r - f x) \<longlongrightarrow> 0) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1523
    by (subst (asm) tendsto_ennreal_iff) (auto elim: eventually_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1524
  then have "(f \<longlongrightarrow> r) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1525
    by (rule Lim_transform2[OF tendsto_const])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1526
  with ae2 have "((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal r) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1527
    by (subst tendsto_ennreal_iff) (auto elim: eventually_mono simp: real)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1528
  with ae2 show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1529
    by (auto simp: real tendsto_cong eventually_conj_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1530
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1531
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1532
lemma ennreal_SUP_add:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1533
  fixes f g :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1534
  shows "incseq f \<Longrightarrow> incseq g \<Longrightarrow> (SUP i. f i + g i) = SUPREMUM UNIV f + SUPREMUM UNIV g"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1535
  unfolding incseq_def le_fun_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1536
  by transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1537
     (simp add: SUP_ereal_add incseq_def le_fun_def max_absorb2 SUP_upper2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1538
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
  1539
lemma ennreal_SUP_sum:
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1540
  fixes f :: "'a \<Rightarrow> nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1541
  shows "(\<And>i. i \<in> I \<Longrightarrow> incseq (f i)) \<Longrightarrow> (SUP n. \<Sum>i\<in>I. f i n) = (\<Sum>i\<in>I. SUP n. f i n)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1542
  unfolding incseq_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1543
  by transfer
64267
b9a1486e79be setsum -> sum
nipkow
parents: 64008
diff changeset
  1544
     (simp add: SUP_ereal_sum incseq_def SUP_upper2 max_absorb2 sum_nonneg)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1545
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1546
lemma ennreal_liminf_minus:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1547
  fixes f :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1548
  shows "(\<And>n. f n \<le> c) \<Longrightarrow> liminf (\<lambda>n. c - f n) = c - limsup f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1549
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1550
  apply (simp add: ereal_diff_positive max.absorb2 liminf_ereal_cminus)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1551
  apply (subst max.absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1552
  apply (rule ereal_diff_positive)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1553
  apply (rule Limsup_bounded)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1554
  apply auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1555
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1556
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1557
lemma ennreal_continuous_on_cmult:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1558
  "(c::ennreal) < top \<Longrightarrow> continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. c * f x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1559
  by (transfer fixing: A) (auto intro: continuous_on_cmult_ereal)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1560
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1561
lemma ennreal_tendsto_cmult:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1562
  "(c::ennreal) < top \<Longrightarrow> (f \<longlongrightarrow> x) F \<Longrightarrow> ((\<lambda>x. c * f x) \<longlongrightarrow> c * x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1563
  by (rule continuous_on_tendsto_compose[where g=f, OF ennreal_continuous_on_cmult, where s=UNIV])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1564
     (auto simp: continuous_on_id)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1565
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1566
lemma tendsto_ennrealI[intro, simp]:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1567
  "(f \<longlongrightarrow> x) F \<Longrightarrow> ((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1568
  by (auto simp: ennreal_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1569
           intro!: continuous_on_tendsto_compose[OF continuous_on_e2ennreal[of UNIV]] tendsto_max)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1570
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1571
lemma ennreal_suminf_minus:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1572
  fixes f g :: "nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1573
  shows "(\<And>i. g i \<le> f i) \<Longrightarrow> suminf f \<noteq> top \<Longrightarrow> suminf g \<noteq> top \<Longrightarrow> (\<Sum>i. f i - g i) = suminf f - suminf g"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1574
  by transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1575
     (auto simp add: max.absorb2 ereal_diff_positive suminf_le_pos top_ereal_def intro!: suminf_ereal_minus)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1576
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1577
lemma ennreal_Sup_countable_SUP:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1578
  "A \<noteq> {} \<Longrightarrow> \<exists>f::nat \<Rightarrow> ennreal. incseq f \<and> range f \<subseteq> A \<and> Sup A = (SUP i. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1579
  unfolding incseq_def
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1580
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1581
  subgoal for A
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1582
    using Sup_countable_SUP[of A]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1583
    apply (clarsimp simp add: incseq_def[symmetric] SUP_upper2 max.absorb2 image_subset_iff Sup_upper2 cong: conj_cong)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1584
    subgoal for f
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1585
      by (intro exI[of _ f]) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1586
    done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1587
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1588
63940
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1589
lemma ennreal_Inf_countable_INF:
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1590
  "A \<noteq> {} \<Longrightarrow> \<exists>f::nat \<Rightarrow> ennreal. decseq f \<and> range f \<subseteq> A \<and> Inf A = (INF i. f i)"
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1591
  including ennreal.lifting
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1592
  unfolding decseq_def
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1593
  apply transfer
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1594
  subgoal for A
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1595
    using Inf_countable_INF[of A]
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1596
    apply (clarsimp simp add: decseq_def[symmetric])
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1597
    subgoal for f
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1598
      by (intro exI[of _ f]) auto
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1599
    done
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1600
  done
0d82c4c94014 prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
hoelzl
parents: 63882
diff changeset
  1601
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1602
lemma ennreal_SUP_countable_SUP:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1603
  "A \<noteq> {} \<Longrightarrow> \<exists>f::nat \<Rightarrow> ennreal. range f \<subseteq> g`A \<and> SUPREMUM A g = SUPREMUM UNIV f"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1604
  using ennreal_Sup_countable_SUP [of "g`A"] by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1605
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1606
lemma of_nat_tendsto_top_ennreal: "(\<lambda>n::nat. of_nat n :: ennreal) \<longlonglongrightarrow> top"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1607
  using LIMSEQ_SUP[of "of_nat :: nat \<Rightarrow> ennreal"]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1608
  by (simp add: ennreal_SUP_of_nat_eq_top incseq_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1609
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1610
lemma SUP_sup_continuous_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1611
  fixes f :: "ennreal \<Rightarrow> 'a::complete_lattice"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1612
  assumes f: "sup_continuous f" and "I \<noteq> {}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1613
  shows "(SUP i:I. f (g i)) = f (SUP i:I. g i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1614
proof (rule antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1615
  show "(SUP i:I. f (g i)) \<le> f (SUP i:I. g i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1616
    by (rule mono_SUP[OF sup_continuous_mono[OF f]])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1617
  from ennreal_Sup_countable_SUP[of "g`I"] \<open>I \<noteq> {}\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1618
  obtain M :: "nat \<Rightarrow> ennreal" where "incseq M" and M: "range M \<subseteq> g ` I" and eq: "(SUP i : I. g i) = (SUP i. M i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1619
    by auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1620
  have "f (SUP i : I. g i) = (SUP i : range M. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1621
    unfolding eq sup_continuousD[OF f \<open>mono M\<close>] by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1622
  also have "\<dots> \<le> (SUP i : I. f (g i))"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1623
    by (insert M, drule SUP_subset_mono) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1624
  finally show "f (SUP i : I. g i) \<le> (SUP i : I. f (g i))" .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1625
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1626
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1627
lemma ennreal_suminf_SUP_eq:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1628
  fixes f :: "nat \<Rightarrow> nat \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1629
  shows "(\<And>i. incseq (\<lambda>n. f n i)) \<Longrightarrow> (\<Sum>i. SUP n. f n i) = (SUP n. \<Sum>i. f n i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1630
  apply (rule ennreal_suminf_SUP_eq_directed)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1631
  subgoal for N n j
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1632
    by (auto simp: incseq_def intro!:exI[of _ "max n j"])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1633
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1634
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1635
lemma ennreal_SUP_add_left:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1636
  fixes c :: ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1637
  shows "I \<noteq> {} \<Longrightarrow> (SUP i:I. f i + c) = (SUP i:I. f i) + c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1638
  apply transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1639
  apply (simp add: SUP_ereal_add_left)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1640
  apply (subst (1 2) max.absorb2)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1641
  apply (auto intro: SUP_upper2 ereal_add_nonneg_nonneg)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1642
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1643
63225
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1644
lemma ennreal_SUP_const_minus: (* TODO: rename: ennreal_SUP_const_minus *)
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1645
  fixes f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1646
  shows "I \<noteq> {} \<Longrightarrow> c < top \<Longrightarrow> (INF x:I. c - f x) = c - (SUP x:I. f x)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1647
  apply (transfer fixing: I)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1648
  unfolding ex_in_conv[symmetric]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1649
  apply (auto simp add: sup_max[symmetric] SUP_upper2 sup_absorb2
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1650
              simp del: sup_ereal_def)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1651
  apply (subst INF_ereal_minus_right[symmetric])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1652
  apply (auto simp del: sup_ereal_def simp add: sup_INF)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1653
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1654
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1655
subsection \<open>Approximation lemmas\<close>
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1656
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1657
lemma INF_approx_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1658
  fixes x::ennreal and e::real
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1659
  assumes "e > 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1660
  assumes INF: "x = (INF i : A. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1661
  assumes "x \<noteq> \<infinity>"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1662
  shows "\<exists>i \<in> A. f i < x + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1663
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1664
  have "(INF i : A. f i) < x + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1665
    unfolding INF[symmetric] using \<open>0<e\<close> \<open>x \<noteq> \<infinity>\<close> by (cases x) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1666
  then show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1667
    unfolding INF_less_iff .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1668
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1669
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1670
lemma SUP_approx_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1671
  fixes x::ennreal and e::real
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1672
  assumes "e > 0" "A \<noteq> {}"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1673
  assumes SUP: "x = (SUP i : A. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1674
  assumes "x \<noteq> \<infinity>"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1675
  shows "\<exists>i \<in> A. x < f i + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1676
proof -
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1677
  have "x < x + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1678
    using \<open>0<e\<close> \<open>x \<noteq> \<infinity>\<close> by (cases x) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1679
  also have "x + e = (SUP i : A. f i + e)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1680
    unfolding SUP ennreal_SUP_add_left[OF \<open>A \<noteq> {}\<close>] ..
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1681
  finally show ?thesis
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1682
    unfolding less_SUP_iff .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1683
qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1684
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1685
lemma ennreal_approx_SUP:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1686
  fixes x::ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1687
  assumes f_bound: "\<And>i. i \<in> A \<Longrightarrow> f i \<le> x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1688
  assumes approx: "\<And>e. (e::real) > 0 \<Longrightarrow> \<exists>i \<in> A. x \<le> f i + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1689
  shows "x = (SUP i : A. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1690
proof (rule antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1691
  show "x \<le> (SUP i:A. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1692
  proof (rule ennreal_le_epsilon)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1693
    fix e :: real assume "0 < e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1694
    from approx[OF this] guess i ..
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1695
    then have "x \<le> f i + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1696
      by simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1697
    also have "\<dots> \<le> (SUP i:A. f i) + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1698
      by (intro add_mono \<open>i \<in> A\<close> SUP_upper order_refl)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1699
    finally show "x \<le> (SUP i:A. f i) + e" .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1700
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1701
qed (intro SUP_least f_bound)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1702
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1703
lemma ennreal_approx_INF:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1704
  fixes x::ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1705
  assumes f_bound: "\<And>i. i \<in> A \<Longrightarrow> x \<le> f i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1706
  assumes approx: "\<And>e. (e::real) > 0 \<Longrightarrow> \<exists>i \<in> A. f i \<le> x + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1707
  shows "x = (INF i : A. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1708
proof (rule antisym)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1709
  show "(INF i:A. f i) \<le> x"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1710
  proof (rule ennreal_le_epsilon)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1711
    fix e :: real assume "0 < e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1712
    from approx[OF this] guess i .. note i = this
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1713
    then have "(INF i:A. f i) \<le> f i"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1714
      by (intro INF_lower)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1715
    also have "\<dots> \<le> x + e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1716
      by fact
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1717
    finally show "(INF i:A. f i) \<le> x + e" .
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1718
  qed
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1719
qed (intro INF_greatest f_bound)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1720
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1721
lemma ennreal_approx_unit:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1722
  "(\<And>a::ennreal. 0 < a \<Longrightarrow> a < 1 \<Longrightarrow> a * z \<le> y) \<Longrightarrow> z \<le> y"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1723
  apply (subst SUP_mult_right_ennreal[of "\<lambda>x. x" "{0 <..< 1}" z, simplified])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1724
  apply (rule SUP_least)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1725
  apply auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1726
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1727
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1728
lemma suminf_ennreal2:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1729
  "(\<And>i. 0 \<le> f i) \<Longrightarrow> summable f \<Longrightarrow> (\<Sum>i. ennreal (f i)) = ennreal (\<Sum>i. f i)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1730
  using suminf_ennreal_eq by blast
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1731
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1732
lemma less_top_ennreal: "x < top \<longleftrightarrow> (\<exists>r\<ge>0. x = ennreal r)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1733
  by (cases x) auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1734
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1735
lemma tendsto_top_iff_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1736
  fixes f :: "'a \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1737
  shows "(f \<longlongrightarrow> top) F \<longleftrightarrow> (\<forall>l\<ge>0. eventually (\<lambda>x. ennreal l < f x) F)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1738
  by (auto simp: less_top_ennreal order_tendsto_iff )
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1739
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1740
lemma ennreal_tendsto_top_eq_at_top:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1741
  "((\<lambda>z. ennreal (f z)) \<longlongrightarrow> top) F \<longleftrightarrow> (LIM z F. f z :> at_top)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1742
  unfolding filterlim_at_top_dense tendsto_top_iff_ennreal
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1743
  apply (auto simp: ennreal_less_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1744
  subgoal for y
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1745
    by (auto elim!: eventually_mono allE[of _ "max 0 y"])
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1746
  done
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1747
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1748
lemma tendsto_0_if_Limsup_eq_0_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1749
  fixes f :: "_ \<Rightarrow> ennreal"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1750
  shows "Limsup F f = 0 \<Longrightarrow> (f \<longlongrightarrow> 0) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1751
  using Liminf_le_Limsup[of F f] tendsto_iff_Liminf_eq_Limsup[of F f 0]
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1752
  by (cases "F = bot") auto
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1753
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1754
lemma diff_le_self_ennreal[simp]: "a - b \<le> (a::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1755
  by (cases a b rule: ennreal2_cases) (auto simp: ennreal_minus)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1756
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1757
lemma ennreal_ineq_diff_add: "b \<le> a \<Longrightarrow> a = b + (a - b::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1758
  by transfer (auto simp: ereal_diff_positive max.absorb2 ereal_ineq_diff_add)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1759
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1760
lemma ennreal_mult_strict_left_mono: "(a::ennreal) < c \<Longrightarrow> 0 < b \<Longrightarrow> b < top \<Longrightarrow> b * a < b * c"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1761
  by transfer (auto intro!: ereal_mult_strict_left_mono)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1762
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1763
lemma ennreal_between: "0 < e \<Longrightarrow> 0 < x \<Longrightarrow> x < top \<Longrightarrow> x - e < (x::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1764
  by transfer (auto intro!: ereal_between)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1765
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1766
lemma minus_less_iff_ennreal: "b < top \<Longrightarrow> b \<le> a \<Longrightarrow> a - b < c \<longleftrightarrow> a < c + (b::ennreal)"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1767
  by transfer
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1768
     (auto simp: top_ereal_def ereal_minus_less le_less)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1769
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1770
lemma tendsto_zero_ennreal:
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1771
  assumes ev: "\<And>r. 0 < r \<Longrightarrow> \<forall>\<^sub>F x in F. f x < ennreal r"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1772
  shows "(f \<longlongrightarrow> 0) F"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1773
proof (rule order_tendstoI)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1774
  fix e::ennreal assume "e > 0"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1775
  obtain e'::real where "e' > 0" "ennreal e' < e"
63145
703edebd1d92 isabelle update_cartouches -c -t;
wenzelm
parents: 63099
diff changeset
  1776
    using \<open>0 < e\<close> dense[of 0 "if e = top then 1 else (enn2real e)"]
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1777
    by (cases e) (auto simp: ennreal_less_iff)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1778
  from ev[OF \<open>e' > 0\<close>] show "\<forall>\<^sub>F x in F. f x < e"
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1779
    by eventually_elim (insert \<open>ennreal e' < e\<close>, auto)
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1780
qed simp
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1781
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1782
lifting_update ennreal.lifting
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1783
lifting_forget ennreal.lifting
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1784
63225
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1785
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1786
subsection \<open>@{typ ennreal} theorems\<close>
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1787
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1788
lemma neq_top_trans: fixes x y :: ennreal shows "\<lbrakk> y \<noteq> top; x \<le> y \<rbrakk> \<Longrightarrow> x \<noteq> top"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1789
by (auto simp: top_unique)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1790
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1791
lemma diff_diff_ennreal: fixes a b :: ennreal shows "a \<le> b \<Longrightarrow> b \<noteq> \<infinity> \<Longrightarrow> b - (b - a) = a"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1792
  by (cases a b rule: ennreal2_cases)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1793
     (auto simp: ennreal_minus top_unique)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1794
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1795
lemma ennreal_less_one_iff[simp]: "ennreal x < 1 \<longleftrightarrow> x < 1"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1796
  by (cases "0 \<le> x")
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1797
     (auto simp: ennreal_neg ennreal_1[symmetric] ennreal_less_iff simp del: ennreal_1)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1798
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1799
lemma SUP_const_minus_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1800
  fixes f :: "'a \<Rightarrow> ennreal" shows "I \<noteq> {} \<Longrightarrow> (SUP x:I. c - f x) = c - (INF x:I. f x)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1801
  including ennreal.lifting
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1802
  by (transfer fixing: I)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1803
     (simp add: sup_ereal_def[symmetric] SUP_sup_distrib[symmetric] SUP_ereal_minus_right
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1804
           del: sup_ereal_def)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1805
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1806
lemma zero_minus_ennreal[simp]: "0 - (a::ennreal) = 0"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1807
  including ennreal.lifting
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1808
  by transfer (simp split: split_max)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1809
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1810
lemma diff_diff_commute_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1811
  fixes a b c :: ennreal shows "a - b - c = a - c - b"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1812
  by (cases a b c rule: ennreal3_cases) (simp_all add: ennreal_minus field_simps)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1813
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1814
lemma diff_gr0_ennreal: "b < (a::ennreal) \<Longrightarrow> 0 < a - b"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1815
  including ennreal.lifting by transfer (auto simp: ereal_diff_gr0 ereal_diff_positive split: split_max)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1816
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1817
lemma divide_le_posI_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1818
  fixes x y z :: ennreal
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1819
  shows "x > 0 \<Longrightarrow> z \<le> x * y \<Longrightarrow> z / x \<le> y"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1820
  by (cases x y z rule: ennreal3_cases)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1821
     (auto simp: divide_ennreal ennreal_mult[symmetric] field_simps top_unique)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1822
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1823
lemma add_diff_eq_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1824
  fixes x y z :: ennreal
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1825
  shows "z \<le> y \<Longrightarrow> x + (y - z) = x + y - z"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1826
  including ennreal.lifting
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1827
  by transfer
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1828
     (insert ereal_add_mono[of 0], auto simp add: ereal_diff_positive max.absorb2 add_diff_eq_ereal)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1829
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1830
lemma add_diff_inverse_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1831
  fixes x y :: ennreal shows "x \<le> y \<Longrightarrow> x + (y - x) = y"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1832
  by (cases x) (simp_all add: top_unique add_diff_eq_ennreal)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1833
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1834
lemma add_diff_eq_iff_ennreal[simp]:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1835
  fixes x y :: ennreal shows "x + (y - x) = y \<longleftrightarrow> x \<le> y"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1836
proof
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1837
  assume *: "x + (y - x) = y" show "x \<le> y"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1838
    by (subst *[symmetric]) simp
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1839
qed (simp add: add_diff_inverse_ennreal)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1840
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1841
lemma add_diff_le_ennreal: "a + b - c \<le> a + (b - c::ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1842
  apply (cases a b c rule: ennreal3_cases)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1843
  subgoal for a' b' c'
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1844
    by (cases "0 \<le> b' - c'")
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1845
       (simp_all add: ennreal_minus ennreal_plus[symmetric] top_add ennreal_neg
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1846
                 del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1847
  apply (simp_all add: top_add ennreal_plus[symmetric] del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1848
  done
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1849
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1850
lemma diff_eq_0_ennreal: "a < top \<Longrightarrow> a \<le> b \<Longrightarrow> a - b = (0::ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1851
  using ennreal_minus_pos_iff gr_zeroI not_less by blast
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1852
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1853
lemma diff_diff_ennreal': fixes x y z :: ennreal shows "z \<le> y \<Longrightarrow> y - z \<le> x \<Longrightarrow> x - (y - z) = x + z - y"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1854
  by (cases x; cases y; cases z)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1855
     (auto simp add: top_add add_top minus_top_ennreal ennreal_minus ennreal_plus[symmetric] top_unique
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1856
           simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1857
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1858
lemma diff_diff_ennreal'': fixes x y z :: ennreal
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1859
  shows "z \<le> y \<Longrightarrow> x - (y - z) = (if y - z \<le> x then x + z - y else 0)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1860
  by (cases x; cases y; cases z)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1861
     (auto simp add: top_add add_top minus_top_ennreal ennreal_minus ennreal_plus[symmetric] top_unique ennreal_neg
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1862
           simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1863
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1864
lemma power_less_top_ennreal: fixes x :: ennreal shows "x ^ n < top \<longleftrightarrow> x < top \<or> n = 0"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1865
  using power_eq_top_ennreal[of x n] by (auto simp: less_top)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1866
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1867
lemma ennreal_divide_times: "(a / b) * c = a * (c / b :: ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1868
  by (simp add: mult.commute ennreal_times_divide)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1869
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1870
lemma diff_less_top_ennreal: "a - b < top \<longleftrightarrow>  a < (top :: ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1871
  by (cases a; cases b) (auto simp: ennreal_minus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1872
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1873
lemma divide_less_ennreal: "b \<noteq> 0 \<Longrightarrow> b < top \<Longrightarrow> a / b < c \<longleftrightarrow> a < (c * b :: ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1874
  by (cases a; cases b; cases c)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1875
     (auto simp: divide_ennreal ennreal_mult[symmetric] ennreal_less_iff field_simps ennreal_top_mult ennreal_top_divide)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1876
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1877
lemma one_less_numeral[simp]: "1 < (numeral n::ennreal) \<longleftrightarrow> (num.One < n)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1878
  by (simp del: ennreal_1 ennreal_numeral add: ennreal_1[symmetric] ennreal_numeral[symmetric] ennreal_less_iff)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1879
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1880
lemma divide_eq_1_ennreal: "a / b = (1::ennreal) \<longleftrightarrow> (b \<noteq> top \<and> b \<noteq> 0 \<and> b = a)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1881
  by (cases a ; cases b; cases "b = 0") (auto simp: ennreal_top_divide divide_ennreal split: if_split_asm)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1882
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1883
lemma ennreal_mult_cancel_left: "(a * b = a * c) = (a = top \<and> b \<noteq> 0 \<and> c \<noteq> 0 \<or> a = 0 \<or> b = (c::ennreal))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1884
  by (cases a; cases b; cases c) (auto simp: ennreal_mult[symmetric] ennreal_mult_top ennreal_top_mult)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1885
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1886
lemma ennreal_minus_if: "ennreal a - ennreal b = ennreal (if 0 \<le> b then (if b \<le> a then a - b else 0) else a)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1887
  by (auto simp: ennreal_minus ennreal_neg)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1888
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1889
lemma ennreal_plus_if: "ennreal a + ennreal b = ennreal (if 0 \<le> a then (if 0 \<le> b then a + b else a) else b)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1890
  by (auto simp: ennreal_neg)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1891
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1892
lemma power_le_one_iff: "0 \<le> (a::real) \<Longrightarrow> a ^ n \<le> 1 \<longleftrightarrow> (n = 0 \<or> a \<le> 1)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1893
  by (metis (mono_tags, hide_lams) le_less neq0_conv not_le one_le_power power_0 power_eq_imp_eq_base power_le_one zero_le_one)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1894
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1895
lemma ennreal_diff_le_mono_left: "a \<le> b \<Longrightarrow> a - c \<le> (b::ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1896
  using ennreal_mono_minus[of 0 c a, THEN order_trans, of b] by simp
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1897
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1898
lemma ennreal_minus_le_iff: "a - b \<le> c \<longleftrightarrow> (a \<le> b + (c::ennreal) \<and> (a = top \<and> b = top \<longrightarrow> c = top))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1899
  by (cases a; cases b; cases c)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1900
     (auto simp: top_unique top_add add_top ennreal_minus ennreal_plus[symmetric]
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1901
           simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1902
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1903
lemma ennreal_le_minus_iff: "a \<le> b - c \<longleftrightarrow> (a + c \<le> (b::ennreal) \<or> (a = 0 \<and> b \<le> c))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1904
  by (cases a; cases b; cases c)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1905
     (auto simp: top_unique top_add add_top ennreal_minus ennreal_plus[symmetric] ennreal_le_iff2
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1906
           simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1907
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1908
lemma diff_add_eq_diff_diff_swap_ennreal: "x - (y + z :: ennreal) = x - y - z"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1909
  by (cases x; cases y; cases z)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1910
     (auto simp: ennreal_plus[symmetric] ennreal_minus_if add_top top_add simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1911
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1912
lemma diff_add_assoc2_ennreal: "b \<le> a \<Longrightarrow> (a - b + c::ennreal) = a + c - b"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1913
  by (cases a; cases b; cases c)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1914
     (auto simp add: ennreal_minus_if ennreal_plus_if add_top top_add top_unique simp del: ennreal_plus)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1915
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1916
lemma diff_gt_0_iff_gt_ennreal: "0 < a - b \<longleftrightarrow> (a = top \<and> b = top \<or> b < (a::ennreal))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1917
  by (cases a; cases b) (auto simp: ennreal_minus_if ennreal_less_iff)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1918
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1919
lemma diff_eq_0_iff_ennreal: "(a - b::ennreal) = 0 \<longleftrightarrow> (a < top \<and> a \<le> b)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1920
  by (cases a) (auto simp: ennreal_minus_eq_0 diff_eq_0_ennreal)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1921
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1922
lemma add_diff_self_ennreal: "a + (b - a::ennreal) = (if a \<le> b then b else a)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1923
  by (auto simp: diff_eq_0_iff_ennreal less_top)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1924
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1925
lemma diff_add_self_ennreal: "(b - a + a::ennreal) = (if a \<le> b then b else a)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1926
  by (auto simp: diff_add_cancel_ennreal diff_eq_0_iff_ennreal less_top)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1927
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1928
lemma ennreal_minus_cancel_iff:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1929
  fixes a b c :: ennreal
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1930
  shows "a - b = a - c \<longleftrightarrow> (b = c \<or> (a \<le> b \<and> a \<le> c) \<or> a = top)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1931
  by (cases a; cases b; cases c) (auto simp: ennreal_minus_if)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1932
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1933
lemma SUP_diff_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1934
  "c < top \<Longrightarrow> (SUP i:I. f i - c :: ennreal) = (SUP i:I. f i) - c"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1935
  by (auto intro!: SUP_eqI ennreal_minus_mono SUP_least intro: SUP_upper
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1936
           simp: ennreal_minus_cancel_iff ennreal_minus_le_iff less_top[symmetric])
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1937
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1938
lemma ennreal_SUP_add_right:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1939
  fixes c :: ennreal shows "I \<noteq> {} \<Longrightarrow> c + (SUP i:I. f i) = (SUP i:I. c + f i)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1940
  using ennreal_SUP_add_left[of I f c] by (simp add: add.commute)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1941
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1942
lemma SUP_add_directed_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1943
  fixes f g :: "_ \<Rightarrow> ennreal"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1944
  assumes directed: "\<And>i j. i \<in> I \<Longrightarrow> j \<in> I \<Longrightarrow> \<exists>k\<in>I. f i + g j \<le> f k + g k"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1945
  shows "(SUP i:I. f i + g i) = (SUP i:I. f i) + (SUP i:I. g i)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1946
proof cases
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1947
  assume "I = {}" then show ?thesis
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1948
    by (simp add: bot_ereal_def)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1949
next
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1950
  assume "I \<noteq> {}"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1951
  show ?thesis
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1952
  proof (rule antisym)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1953
    show "(SUP i:I. f i + g i) \<le> (SUP i:I. f i) + (SUP i:I. g i)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1954
      by (rule SUP_least; intro add_mono SUP_upper)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1955
  next
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1956
    have "(SUP i:I. f i) + (SUP i:I. g i) = (SUP i:I. f i + (SUP i:I. g i))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1957
      by (intro ennreal_SUP_add_left[symmetric] \<open>I \<noteq> {}\<close>)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1958
    also have "\<dots> = (SUP i:I. (SUP j:I. f i + g j))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1959
      by (intro SUP_cong refl ennreal_SUP_add_right \<open>I \<noteq> {}\<close>)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1960
    also have "\<dots> \<le> (SUP i:I. f i + g i)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1961
      using directed by (intro SUP_least) (blast intro: SUP_upper2)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1962
    finally show "(SUP i:I. f i) + (SUP i:I. g i) \<le> (SUP i:I. f i + g i)" .
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1963
  qed
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1964
qed
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1965
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1966
lemma enn2real_eq_0_iff: "enn2real x = 0 \<longleftrightarrow> x = 0 \<or> x = top"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1967
  by (cases x) auto
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1968
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1969
lemma (in -) continuous_on_diff_ereal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1970
  "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> \<bar>f x\<bar> \<noteq> \<infinity>) \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> \<bar>g x\<bar> \<noteq> \<infinity>) \<Longrightarrow> continuous_on A (\<lambda>z. f z - g z::ereal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1971
  apply (auto simp: continuous_on_def)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1972
  apply (intro tendsto_diff_ereal)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1973
  apply metis+
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1974
  done
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1975
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1976
lemma (in -) continuous_on_diff_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1977
  "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> f x \<noteq> top) \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> g x \<noteq> top) \<Longrightarrow> continuous_on A (\<lambda>z. f z - g z::ennreal)"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1978
  including ennreal.lifting
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1979
proof (transfer fixing: A, simp add: top_ereal_def)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1980
  fix f g :: "'a \<Rightarrow> ereal" assume "\<forall>x. 0 \<le> f x" "\<forall>x. 0 \<le> g x" "continuous_on A f" "continuous_on A g"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1981
  moreover assume "f x \<noteq> \<infinity>" "g x \<noteq> \<infinity>" if "x \<in> A" for x
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1982
  ultimately show "continuous_on A (\<lambda>z. max 0 (f z - g z))"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1983
    by (intro continuous_on_max continuous_on_const continuous_on_diff_ereal) auto
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1984
qed
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1985
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1986
lemma (in -) tendsto_diff_ennreal:
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1987
  "(f \<longlongrightarrow> x) F \<Longrightarrow> (g \<longlongrightarrow> y) F \<Longrightarrow> x \<noteq> top \<Longrightarrow> y \<noteq> top \<Longrightarrow> ((\<lambda>z. f z - g z::ennreal) \<longlongrightarrow> x - y) F"
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1988
  using continuous_on_tendsto_compose[where f="\<lambda>x. fst x - snd x::ennreal" and s="{(x, y). x \<noteq> top \<and> y \<noteq> top}" and g="\<lambda>x. (f x, g x)" and l="(x, y)" and F="F",
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1989
    OF continuous_on_diff_ennreal]
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1990
  by (auto simp: tendsto_Pair eventually_conj_iff less_top order_tendstoD continuous_on_fst continuous_on_snd continuous_on_id)
19d2be0e5e9f move ennreal and ereal theorems from MFMC_Countable
hoelzl
parents: 63145
diff changeset
  1991
62975
1d066f6ab25d Probability: move emeasure and nn_integral from ereal to ennreal
hoelzl
parents: 62648
diff changeset
  1992
end