| author | wenzelm | 
| Mon, 21 Aug 2017 17:35:59 +0200 | |
| changeset 66478 | 439296f00ab5 | 
| parent 64966 | d53d7ca3303e | 
| child 67683 | 817944aeac3f | 
| permissions | -rw-r--r-- | 
| 37665 | 1  | 
(* Title: HOL/Library/Indicator_Function.thy  | 
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Author: Johannes Hoelzl (TU Muenchen)  | 
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*)  | 
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section \<open>Indicator Function\<close>  | 
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theory Indicator_Function  | 
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imports Complex_Main Disjoint_Sets  | 
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begin  | 
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definition "indicator S x = (if x \<in> S then 1 else 0)"  | 
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lemma indicator_simps[simp]:  | 
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"x \<in> S \<Longrightarrow> indicator S x = 1"  | 
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"x \<notin> S \<Longrightarrow> indicator S x = 0"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_pos_le[intro, simp]: "(0::'a::linordered_semidom) \<le> indicator S x"  | 
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and indicator_le_1[intro, simp]: "indicator S x \<le> (1::'a::linordered_semidom)"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_abs_le_1: "\<bar>indicator S x\<bar> \<le> (1::'a::linordered_idom)"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_eq_0_iff: "indicator A x = (0::'a::zero_neq_one) \<longleftrightarrow> x \<notin> A"  | 
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by (auto simp: indicator_def)  | 
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lemma indicator_eq_1_iff: "indicator A x = (1::'a::zero_neq_one) \<longleftrightarrow> x \<in> A"  | 
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by (auto simp: indicator_def)  | 
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lemma indicator_UNIV [simp]: "indicator UNIV = (\<lambda>x. 1)"  | 
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by auto  | 
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HOL-Analysis: add measurable sets with finite measures, prove affine transformation rule for the Lebesgue measure
 
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63099
 
af0e964aad7b
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eberlm 
parents: 
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lemma indicator_leI:  | 
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"(x \<in> A \<Longrightarrow> y \<in> B) \<Longrightarrow> (indicator A x :: 'a::linordered_nonzero_semiring) \<le> indicator B y"  | 
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63099
 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 
eberlm 
parents: 
63092 
diff
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by (auto simp: indicator_def)  | 
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af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 
eberlm 
parents: 
63092 
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lemma split_indicator: "P (indicator S x) \<longleftrightarrow> ((x \<in> S \<longrightarrow> P 1) \<and> (x \<notin> S \<longrightarrow> P 0))"  | 
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unfolding indicator_def by auto  | 
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lemma split_indicator_asm: "P (indicator S x) \<longleftrightarrow> (\<not> (x \<in> S \<and> \<not> P 1 \<or> x \<notin> S \<and> \<not> P 0))"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_inter_arith: "indicator (A \<inter> B) x = indicator A x * (indicator B x::'a::semiring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_union_arith:  | 
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"indicator (A \<union> B) x = indicator A x + indicator B x - indicator A x * (indicator B x :: 'a::ring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_inter_min: "indicator (A \<inter> B) x = min (indicator A x) (indicator B x::'a::linordered_semidom)"  | 
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and indicator_union_max: "indicator (A \<union> B) x = max (indicator A x) (indicator B x::'a::linordered_semidom)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_disj_union:  | 
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  "A \<inter> B = {} \<Longrightarrow> indicator (A \<union> B) x = (indicator A x + indicator B x :: 'a::linordered_semidom)"
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by (auto split: split_indicator)  | 
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lemma indicator_compl: "indicator (- A) x = 1 - (indicator A x :: 'a::ring_1)"  | 
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and indicator_diff: "indicator (A - B) x = indicator A x * (1 - indicator B x ::'a::ring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_times:  | 
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"indicator (A \<times> B) x = indicator A (fst x) * (indicator B (snd x) :: 'a::semiring_1)"  | 
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unfolding indicator_def by (cases x) auto  | 
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lemma indicator_sum:  | 
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"indicator (A <+> B) x = (case x of Inl x \<Rightarrow> indicator A x | Inr x \<Rightarrow> indicator B x)"  | 
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unfolding indicator_def by (cases x) auto  | 
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lemma indicator_image: "inj f \<Longrightarrow> indicator (f ` X) (f x) = (indicator X x::_::zero_neq_one)"  | 
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by (auto simp: indicator_def inj_def)  | 
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lemma indicator_vimage: "indicator (f -` A) x = indicator A (f x)"  | 
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by (auto split: split_indicator)  | 
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lemma (* FIXME unnamed!? *)  | 
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fixes f :: "'a \<Rightarrow> 'b::semiring_1"  | 
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assumes "finite A"  | 
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shows sum_mult_indicator[simp]: "(\<Sum>x \<in> A. f x * indicator B x) = (\<Sum>x \<in> A \<inter> B. f x)"  | 
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and sum_indicator_mult[simp]: "(\<Sum>x \<in> A. indicator B x * f x) = (\<Sum>x \<in> A \<inter> B. f x)"  | 
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unfolding indicator_def  | 
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using assms by (auto intro!: sum.mono_neutral_cong_right split: if_split_asm)  | 
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lemma sum_indicator_eq_card:  | 
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assumes "finite A"  | 
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shows "(\<Sum>x \<in> A. indicator B x) = card (A Int B)"  | 
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using sum_mult_indicator [OF assms, of "\<lambda>x. 1::nat"]  | 
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unfolding card_eq_sum by simp  | 
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lemma sum_indicator_scaleR[simp]:  | 
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"finite A \<Longrightarrow>  | 
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    (\<Sum>x \<in> A. indicator (B x) (g x) *\<^sub>R f x) = (\<Sum>x \<in> {x\<in>A. g x \<in> B x}. f x :: 'a::real_vector)"
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by (auto intro!: sum.mono_neutral_cong_right split: if_split_asm simp: indicator_def)  | 
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56993
 
e5366291d6aa
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hoelzl 
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95  | 
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lemma LIMSEQ_indicator_incseq:  | 
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assumes "incseq A"  | 
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  shows "(\<lambda>i. indicator (A i) x :: 'a::{topological_space,one,zero}) \<longlonglongrightarrow> indicator (\<Union>i. A i) x"
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proof (cases "\<exists>i. x \<in> A i")  | 
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case True  | 
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then obtain i where "x \<in> A i"  | 
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by auto  | 
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then have *:  | 
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"\<And>n. (indicator (A (n + i)) x :: 'a) = 1"  | 
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"(indicator (\<Union>i. A i) x :: 'a) = 1"  | 
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using incseqD[OF \<open>incseq A\<close>, of i "n + i" for n] \<open>x \<in> A i\<close> by (auto simp: indicator_def)  | 
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show ?thesis  | 
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by (rule LIMSEQ_offset[of _ i]) (use * in simp)  | 
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next  | 
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case False  | 
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then show ?thesis by (simp add: indicator_def)  | 
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qed  | 
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lemma LIMSEQ_indicator_UN:  | 
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  "(\<lambda>k. indicator (\<Union>i<k. A i) x :: 'a::{topological_space,one,zero}) \<longlonglongrightarrow> indicator (\<Union>i. A i) x"
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proof -  | 
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have "(\<lambda>k. indicator (\<Union>i<k. A i) x::'a) \<longlonglongrightarrow> indicator (\<Union>k. \<Union>i<k. A i) x"  | 
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by (intro LIMSEQ_indicator_incseq) (auto simp: incseq_def intro: less_le_trans)  | 
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also have "(\<Union>k. \<Union>i<k. A i) = (\<Union>i. A i)"  | 
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120  | 
by auto  | 
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121  | 
finally show ?thesis .  | 
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qed  | 
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123  | 
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lemma LIMSEQ_indicator_decseq:  | 
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125  | 
assumes "decseq A"  | 
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  shows "(\<lambda>i. indicator (A i) x :: 'a::{topological_space,one,zero}) \<longlonglongrightarrow> indicator (\<Inter>i. A i) x"
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proof (cases "\<exists>i. x \<notin> A i")  | 
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case True  | 
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129  | 
then obtain i where "x \<notin> A i"  | 
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130  | 
by auto  | 
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then have *:  | 
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132  | 
"\<And>n. (indicator (A (n + i)) x :: 'a) = 0"  | 
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133  | 
"(indicator (\<Inter>i. A i) x :: 'a) = 0"  | 
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using decseqD[OF \<open>decseq A\<close>, of i "n + i" for n] \<open>x \<notin> A i\<close> by (auto simp: indicator_def)  | 
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show ?thesis  | 
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by (rule LIMSEQ_offset[of _ i]) (use * in simp)  | 
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next  | 
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case False  | 
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then show ?thesis by (simp add: indicator_def)  | 
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qed  | 
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141  | 
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142  | 
lemma LIMSEQ_indicator_INT:  | 
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  "(\<lambda>k. indicator (\<Inter>i<k. A i) x :: 'a::{topological_space,one,zero}) \<longlonglongrightarrow> indicator (\<Inter>i. A i) x"
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144  | 
proof -  | 
| 61969 | 145  | 
have "(\<lambda>k. indicator (\<Inter>i<k. A i) x::'a) \<longlonglongrightarrow> indicator (\<Inter>k. \<Inter>i<k. A i) x"  | 
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146  | 
by (intro LIMSEQ_indicator_decseq) (auto simp: decseq_def intro: less_le_trans)  | 
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also have "(\<Inter>k. \<Inter>i<k. A i) = (\<Inter>i. A i)"  | 
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148  | 
by auto  | 
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149  | 
finally show ?thesis .  | 
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150  | 
qed  | 
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151  | 
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152  | 
lemma indicator_add:  | 
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153  | 
  "A \<inter> B = {} \<Longrightarrow> (indicator A x::_::monoid_add) + indicator B x = indicator (A \<union> B) x"
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154  | 
unfolding indicator_def by auto  | 
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155  | 
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156  | 
lemma of_real_indicator: "of_real (indicator A x) = indicator A x"  | 
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157  | 
by (simp split: split_indicator)  | 
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158  | 
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159  | 
lemma real_of_nat_indicator: "real (indicator A x :: nat) = indicator A x"  | 
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160  | 
by (simp split: split_indicator)  | 
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161  | 
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162  | 
lemma abs_indicator: "\<bar>indicator A x :: 'a::linordered_idom\<bar> = indicator A x"  | 
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06e195515deb
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163  | 
by (simp split: split_indicator)  | 
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164  | 
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165  | 
lemma mult_indicator_subset:  | 
| 63309 | 166  | 
"A \<subseteq> B \<Longrightarrow> indicator A x * indicator B x = (indicator A x :: 'a::comm_semiring_1)"  | 
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167  | 
by (auto split: split_indicator simp: fun_eq_iff)  | 
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168  | 
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lemma indicator_sums:  | 
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57447
 
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
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170  | 
  assumes "\<And>i j. i \<noteq> j \<Longrightarrow> A i \<inter> A j = {}"
 | 
| 
 
87429bdecad5
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hoelzl 
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171  | 
shows "(\<lambda>i. indicator (A i) x::real) sums indicator (\<Union>i. A i) x"  | 
| 63309 | 172  | 
proof (cases "\<exists>i. x \<in> A i")  | 
173  | 
case True  | 
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174  | 
then obtain i where i: "x \<in> A i" ..  | 
| 
 
87429bdecad5
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175  | 
  with assms have "(\<lambda>i. indicator (A i) x::real) sums (\<Sum>i\<in>{i}. indicator (A i) x)"
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| 
 
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
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176  | 
by (intro sums_finite) (auto split: split_indicator)  | 
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87429bdecad5
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177  | 
  also have "(\<Sum>i\<in>{i}. indicator (A i) x) = indicator (\<Union>i. A i) x"
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
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parents: 
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diff
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178  | 
using i by (auto split: split_indicator)  | 
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87429bdecad5
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parents: 
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diff
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179  | 
finally show ?thesis .  | 
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next  | 
181  | 
case False  | 
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182  | 
then show ?thesis by simp  | 
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183  | 
qed  | 
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57447
 
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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184  | 
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63099
 
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185  | 
text \<open>  | 
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The indicator function of the union of a disjoint family of sets is the  | 
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187  | 
sum over all the individual indicators.  | 
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188  | 
\<close>  | 
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190  | 
lemma indicator_UN_disjoint:  | 
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"finite A \<Longrightarrow> disjoint_family_on f A \<Longrightarrow> indicator (UNION A f) x = (\<Sum>y\<in>A. indicator (f y) x)"  | 
192  | 
by (induct A rule: finite_induct)  | 
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193  | 
(auto simp: disjoint_family_on_def indicator_def split: if_splits)  | 
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194  | 
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195  | 
end  |