| author | wenzelm | 
| Tue, 05 Jun 2018 21:29:54 +0200 | |
| changeset 68384 | 4a3fc3420747 | 
| parent 67727 | ce3e87a51488 | 
| child 68406 | 6beb45f6cf67 | 
| permissions | -rw-r--r-- | 
| 62375 | 1 | (* Title: HOL/Library/Extended_Nonnegative_Real.thy | 
| 2 | Author: Johannes Hölzl | |
| 3 | *) | |
| 4 | ||
| 5 | subsection \<open>The type of non-negative extended real numbers\<close> | |
| 6 | ||
| 7 | theory Extended_Nonnegative_Real | |
| 62648 | 8 | imports Extended_Real Indicator_Function | 
| 62375 | 9 | begin | 
| 10 | ||
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changeset | 11 | lemma ereal_ineq_diff_add: | 
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changeset | 12 | assumes "b \<noteq> (-\<infinity>::ereal)" "a \<ge> b" | 
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changeset | 13 | shows "a = b + (a-b)" | 
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changeset | 14 | by (metis add.commute assms ereal_eq_minus_iff ereal_minus_le_iff ereal_plus_eq_PInfty) | 
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changeset | 15 | |
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changeset | 16 | lemma Limsup_const_add: | 
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changeset | 17 |   fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
 | 
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changeset | 18 | shows "F \<noteq> bot \<Longrightarrow> Limsup F (\<lambda>x. c + f x) = c + Limsup F f" | 
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changeset | 19 | by (rule Limsup_compose_continuous_mono) | 
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changeset | 20 | (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const) | 
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changeset | 21 | |
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changeset | 22 | lemma Liminf_const_add: | 
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changeset | 23 |   fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
 | 
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changeset | 24 | shows "F \<noteq> bot \<Longrightarrow> Liminf F (\<lambda>x. c + f x) = c + Liminf F f" | 
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changeset | 25 | by (rule Liminf_compose_continuous_mono) | 
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changeset | 26 | (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const) | 
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changeset | 27 | |
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changeset | 28 | lemma Liminf_add_const: | 
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changeset | 29 |   fixes c :: "'a::{complete_linorder, linorder_topology, topological_monoid_add, ordered_ab_semigroup_add}"
 | 
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changeset | 30 | shows "F \<noteq> bot \<Longrightarrow> Liminf F (\<lambda>x. f x + c) = Liminf F f + c" | 
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changeset | 31 | by (rule Liminf_compose_continuous_mono) | 
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changeset | 32 | (auto intro!: monoI add_mono continuous_on_add continuous_on_id continuous_on_const) | 
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changeset | 33 | |
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changeset | 34 | lemma sums_offset: | 
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changeset | 35 |   fixes f g :: "nat \<Rightarrow> 'a :: {t2_space, topological_comm_monoid_add}"
 | 
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changeset | 36 | assumes "(\<lambda>n. f (n + i)) sums l" shows "f sums (l + (\<Sum>j<i. f j))" | 
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changeset | 37 | proof - | 
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changeset | 38 | have "(\<lambda>k. (\<Sum>n<k. f (n + i)) + (\<Sum>j<i. f j)) \<longlonglongrightarrow> l + (\<Sum>j<i. f j)" | 
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changeset | 39 | using assms by (auto intro!: tendsto_add simp: sums_def) | 
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changeset | 40 | moreover | 
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changeset | 41 |   { fix k :: nat
 | 
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changeset | 42 | have "(\<Sum>j<k + i. f j) = (\<Sum>j=i..<k + i. f j) + (\<Sum>j=0..<i. f j)" | 
| 64267 | 43 | by (subst sum.union_disjoint[symmetric]) (auto intro!: sum.cong) | 
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changeset | 44 |     also have "(\<Sum>j=i..<k + i. f j) = (\<Sum>j\<in>(\<lambda>n. n + i)`{0..<k}. f j)"
 | 
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changeset | 45 | unfolding image_add_atLeastLessThan by simp | 
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changeset | 46 | finally have "(\<Sum>j<k + i. f j) = (\<Sum>n<k. f (n + i)) + (\<Sum>j<i. f j)" | 
| 64267 | 47 | by (auto simp: inj_on_def atLeast0LessThan sum.reindex) } | 
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changeset | 48 | ultimately have "(\<lambda>k. (\<Sum>n<k + i. f n)) \<longlonglongrightarrow> l + (\<Sum>j<i. f j)" | 
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changeset | 49 | by simp | 
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changeset | 50 | then show ?thesis | 
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changeset | 51 | unfolding sums_def by (rule LIMSEQ_offset) | 
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changeset | 52 | qed | 
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changeset | 53 | |
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changeset | 54 | lemma suminf_offset: | 
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changeset | 55 |   fixes f g :: "nat \<Rightarrow> 'a :: {t2_space, topological_comm_monoid_add}"
 | 
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changeset | 56 | shows "summable (\<lambda>j. f (j + i)) \<Longrightarrow> suminf f = (\<Sum>j. f (j + i)) + (\<Sum>j<i. f j)" | 
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changeset | 57 | by (intro sums_unique[symmetric] sums_offset summable_sums) | 
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changeset | 58 | |
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changeset | 59 | lemma eventually_at_left_1: "(\<And>z::real. 0 < z \<Longrightarrow> z < 1 \<Longrightarrow> P z) \<Longrightarrow> eventually P (at_left 1)" | 
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changeset | 60 | by (subst eventually_at_left[of 0]) (auto intro: exI[of _ 0]) | 
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changeset | 61 | |
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changeset | 62 | lemma mult_eq_1: | 
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changeset | 63 |   fixes a b :: "'a :: {ordered_semiring, comm_monoid_mult}"
 | 
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changeset | 64 | shows "0 \<le> a \<Longrightarrow> a \<le> 1 \<Longrightarrow> b \<le> 1 \<Longrightarrow> a * b = 1 \<longleftrightarrow> (a = 1 \<and> b = 1)" | 
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changeset | 65 | by (metis mult.left_neutral eq_iff mult.commute mult_right_mono) | 
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changeset | 66 | |
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changeset | 67 | lemma ereal_add_diff_cancel: | 
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changeset | 68 | fixes a b :: ereal | 
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changeset | 69 | shows "\<bar>b\<bar> \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a" | 
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changeset | 70 | by (cases a b rule: ereal2_cases) auto | 
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changeset | 71 | |
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changeset | 72 | lemma add_top: | 
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changeset | 73 |   fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
 | 
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changeset | 74 | shows "0 \<le> x \<Longrightarrow> x + top = top" | 
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changeset | 75 | by (intro top_le add_increasing order_refl) | 
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changeset | 76 | |
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changeset | 77 | lemma top_add: | 
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changeset | 78 |   fixes x :: "'a::{order_top, ordered_comm_monoid_add}"
 | 
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changeset | 79 | shows "0 \<le> x \<Longrightarrow> top + x = top" | 
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changeset | 80 | by (intro top_le add_increasing2 order_refl) | 
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changeset | 81 | |
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changeset | 82 | lemma le_lfp: "mono f \<Longrightarrow> x \<le> lfp f \<Longrightarrow> f x \<le> lfp f" | 
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changeset | 83 | by (subst lfp_unfold) (auto dest: monoD) | 
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changeset | 84 | |
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changeset | 85 | lemma lfp_transfer: | 
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changeset | 86 | assumes \<alpha>: "sup_continuous \<alpha>" and f: "sup_continuous f" and mg: "mono g" | 
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changeset | 87 | assumes bot: "\<alpha> bot \<le> lfp g" and eq: "\<And>x. x \<le> lfp f \<Longrightarrow> \<alpha> (f x) = g (\<alpha> x)" | 
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changeset | 88 | shows "\<alpha> (lfp f) = lfp g" | 
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changeset | 89 | proof (rule antisym) | 
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changeset | 90 | note mf = sup_continuous_mono[OF f] | 
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changeset | 91 | have f_le_lfp: "(f ^^ i) bot \<le> lfp f" for i | 
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changeset | 92 | by (induction i) (auto intro: le_lfp mf) | 
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changeset | 93 | |
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changeset | 94 | have "\<alpha> ((f ^^ i) bot) \<le> lfp g" for i | 
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changeset | 95 | by (induction i) (auto simp: bot eq f_le_lfp intro!: le_lfp mg) | 
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changeset | 96 | then show "\<alpha> (lfp f) \<le> lfp g" | 
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changeset | 97 | unfolding sup_continuous_lfp[OF f] | 
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changeset | 98 | by (subst \<alpha>[THEN sup_continuousD]) | 
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changeset | 99 | (auto intro!: mono_funpow sup_continuous_mono[OF f] SUP_least) | 
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changeset | 100 | |
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changeset | 101 | show "lfp g \<le> \<alpha> (lfp f)" | 
| 63979 | 102 | by (rule lfp_lowerbound) (simp add: eq[symmetric] lfp_fixpoint[OF mf]) | 
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changeset | 103 | qed | 
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changeset | 104 | |
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changeset | 105 | lemma sup_continuous_applyD: "sup_continuous f \<Longrightarrow> sup_continuous (\<lambda>x. f x h)" | 
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changeset | 106 | using sup_continuous_apply[THEN sup_continuous_compose] . | 
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changeset | 107 | |
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changeset | 108 | lemma sup_continuous_SUP[order_continuous_intros]: | 
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changeset | 109 | fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice" | 
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changeset | 110 | assumes M: "\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)" | 
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changeset | 111 | shows "sup_continuous (SUP i:I. M i)" | 
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changeset | 112 | unfolding sup_continuous_def by (auto simp add: sup_continuousD[OF M] intro: SUP_commute) | 
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changeset | 113 | |
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changeset | 114 | lemma sup_continuous_apply_SUP[order_continuous_intros]: | 
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changeset | 115 | fixes M :: "_ \<Rightarrow> _ \<Rightarrow> 'a::complete_lattice" | 
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changeset | 116 | shows "(\<And>i. i \<in> I \<Longrightarrow> sup_continuous (M i)) \<Longrightarrow> sup_continuous (\<lambda>x. SUP i:I. M i x)" | 
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changeset | 117 | unfolding SUP_apply[symmetric] by (rule sup_continuous_SUP) | 
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changeset | 118 | |
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changeset | 119 | lemma sup_continuous_lfp'[order_continuous_intros]: | 
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changeset | 120 | assumes 1: "sup_continuous f" | 
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changeset | 121 | assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (f g)" | 
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changeset | 122 | shows "sup_continuous (lfp f)" | 
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changeset | 123 | proof - | 
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changeset | 124 | have "sup_continuous ((f ^^ i) bot)" for i | 
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changeset | 125 | proof (induction i) | 
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changeset | 126 | case (Suc i) then show ?case | 
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changeset | 127 | by (auto intro!: 2) | 
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changeset | 128 | qed (simp add: bot_fun_def sup_continuous_const) | 
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changeset | 129 | then show ?thesis | 
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changeset | 130 | unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros) | 
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changeset | 131 | qed | 
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changeset | 132 | |
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changeset | 133 | lemma sup_continuous_lfp''[order_continuous_intros]: | 
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changeset | 134 | assumes 1: "\<And>s. sup_continuous (f s)" | 
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changeset | 135 | assumes 2: "\<And>g. sup_continuous g \<Longrightarrow> sup_continuous (\<lambda>s. f s (g s))" | 
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changeset | 136 | shows "sup_continuous (\<lambda>x. lfp (f x))" | 
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changeset | 137 | proof - | 
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changeset | 138 | have "sup_continuous (\<lambda>x. (f x ^^ i) bot)" for i | 
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changeset | 139 | proof (induction i) | 
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changeset | 140 | case (Suc i) then show ?case | 
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changeset | 141 | by (auto intro!: 2) | 
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changeset | 142 | qed (simp add: bot_fun_def sup_continuous_const) | 
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changeset | 143 | then show ?thesis | 
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changeset | 144 | unfolding sup_continuous_lfp[OF 1] by (intro order_continuous_intros) | 
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changeset | 145 | qed | 
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changeset | 146 | |
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changeset | 147 | lemma mono_INF_fun: | 
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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)" | 
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changeset | 149 | by (auto intro!: INF_mono[OF bexI] simp: le_fun_def mono_def) | 
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changeset | 150 | |
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changeset | 151 | lemma continuous_on_max: | 
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changeset | 152 | fixes f g :: "'a::topological_space \<Rightarrow> 'b::linorder_topology" | 
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changeset | 153 | shows "continuous_on A f \<Longrightarrow> continuous_on A g \<Longrightarrow> continuous_on A (\<lambda>x. max (f x) (g x))" | 
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changeset | 154 | by (auto simp: continuous_on_def intro!: tendsto_max) | 
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changeset | 155 | |
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changeset | 156 | lemma continuous_on_cmult_ereal: | 
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changeset | 157 | "\<bar>c::ereal\<bar> \<noteq> \<infinity> \<Longrightarrow> continuous_on A f \<Longrightarrow> continuous_on A (\<lambda>x. c * f x)" | 
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changeset | 158 | using tendsto_cmult_ereal[of c f "f x" "at x within A" for x] | 
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changeset | 159 | by (auto simp: continuous_on_def simp del: tendsto_cmult_ereal) | 
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changeset | 160 | |
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changeset | 161 | lemma real_of_nat_Sup: | 
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changeset | 162 |   assumes "A \<noteq> {}" "bdd_above A"
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changeset | 163 | shows "of_nat (Sup A) = (SUP a:A. of_nat a :: real)" | 
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changeset | 164 | proof (intro antisym) | 
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changeset | 165 | show "(SUP a:A. of_nat a::real) \<le> of_nat (Sup A)" | 
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changeset | 166 | using assms by (intro cSUP_least of_nat_mono) (auto intro: cSup_upper) | 
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changeset | 167 | have "Sup A \<in> A" | 
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changeset | 168 | unfolding Sup_nat_def using assms by (intro Max_in) (auto simp: bdd_above_nat) | 
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changeset | 169 | then show "of_nat (Sup A) \<le> (SUP a:A. of_nat a::real)" | 
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changeset | 170 | by (intro cSUP_upper bdd_above_image_mono assms) (auto simp: mono_def) | 
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changeset | 171 | qed | 
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changeset | 172 | |
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changeset | 173 | lemma (in complete_lattice) SUP_sup_const1: | 
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changeset | 174 |   "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup c (f i)) = sup c (SUP i:I. f i)"
 | 
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changeset | 175 | using SUP_sup_distrib[of "\<lambda>_. c" I f] by simp | 
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changeset | 176 | |
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changeset | 177 | lemma (in complete_lattice) SUP_sup_const2: | 
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changeset | 178 |   "I \<noteq> {} \<Longrightarrow> (SUP i:I. sup (f i) c) = sup (SUP i:I. f i) c"
 | 
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changeset | 179 | using SUP_sup_distrib[of f I "\<lambda>_. c"] by simp | 
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changeset | 180 | |
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changeset | 181 | lemma one_less_of_natD: | 
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changeset | 182 | "(1::'a::linordered_semidom) < of_nat n \<Longrightarrow> 1 < n" | 
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changeset | 183 | using zero_le_one[where 'a='a] | 
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changeset | 184 | apply (cases n) | 
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changeset | 185 | apply simp | 
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changeset | 186 | subgoal for n' | 
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changeset | 187 | apply (cases n') | 
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changeset | 188 | apply simp | 
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changeset | 189 | apply simp | 
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changeset | 190 | done | 
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changeset | 191 | done | 
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changeset | 192 | |
| 64267 | 193 | lemma sum_le_suminf: | 
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changeset | 194 |   fixes f :: "nat \<Rightarrow> 'a::{ordered_comm_monoid_add, linorder_topology}"
 | 
| 64267 | 195 | shows "summable f \<Longrightarrow> finite I \<Longrightarrow> \<forall>m\<in>- I. 0 \<le> f m \<Longrightarrow> sum f I \<le> suminf f" | 
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changeset | 196 | by (rule sums_le[OF _ sums_If_finite_set summable_sums]) auto | 
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changeset | 197 | |
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changeset | 198 | lemma suminf_eq_SUP_real: | 
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changeset | 199 | assumes X: "summable X" "\<And>i. 0 \<le> X i" shows "suminf X = (SUP i. \<Sum>n<i. X n::real)" | 
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changeset | 200 | by (intro LIMSEQ_unique[OF summable_LIMSEQ] X LIMSEQ_incseq_SUP) | 
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changeset | 201 | (auto intro!: bdd_aboveI2[where M="\<Sum>i. X i"] sum_le_suminf X monoI sum_mono2) | 
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changeset | 202 | |
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changeset | 203 | subsection \<open>Defining the extended non-negative reals\<close> | 
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changeset | 204 | |
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changeset | 205 | text \<open>Basic definitions and type class setup\<close> | 
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changeset | 206 | |
| 62375 | 207 | typedef ennreal = "{x :: ereal. 0 \<le> x}"
 | 
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changeset | 208 | morphisms enn2ereal e2ennreal' | 
| 62375 | 209 | by auto | 
| 210 | ||
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changeset | 211 | definition "e2ennreal x = e2ennreal' (max 0 x)" | 
| 62375 | 212 | |
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changeset | 213 | lemma enn2ereal_range: "e2ennreal ` {0..} = UNIV"
 | 
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changeset | 214 | proof - | 
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changeset | 215 | have "\<exists>y\<ge>0. x = e2ennreal y" for x | 
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changeset | 216 | by (cases x) (auto simp: e2ennreal_def max_absorb2) | 
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changeset | 217 | then show ?thesis | 
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changeset | 218 | by (auto simp: image_iff Bex_def) | 
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changeset | 219 | qed | 
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changeset | 220 | |
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changeset | 221 | lemma type_definition_ennreal': "type_definition enn2ereal e2ennreal {x. 0 \<le> x}"
 | 
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changeset | 222 | using type_definition_ennreal | 
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changeset | 223 | by (auto simp: type_definition_def e2ennreal_def max_absorb2) | 
| 62375 | 224 | |
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changeset | 225 | setup_lifting type_definition_ennreal' | 
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changeset | 226 | |
| 62375 | 227 | declare [[coercion e2ennreal]] | 
| 228 | ||
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changeset | 229 | instantiation ennreal :: complete_linorder | 
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changeset | 230 | begin | 
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changeset | 231 | |
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changeset | 232 | lift_definition top_ennreal :: ennreal is top by (rule top_greatest) | 
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changeset | 233 | lift_definition bot_ennreal :: ennreal is 0 by (rule order_refl) | 
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changeset | 234 | lift_definition sup_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is sup by (rule le_supI1) | 
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changeset | 235 | lift_definition inf_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is inf by (rule le_infI) | 
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changeset | 236 | |
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changeset | 237 | lift_definition Inf_ennreal :: "ennreal set \<Rightarrow> ennreal" is "Inf" | 
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changeset | 238 | by (rule Inf_greatest) | 
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changeset | 239 | |
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changeset | 240 | lift_definition Sup_ennreal :: "ennreal set \<Rightarrow> ennreal" is "sup 0 \<circ> Sup" | 
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changeset | 241 | by auto | 
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changeset | 242 | |
| 67399 | 243 | lift_definition less_eq_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "(\<le>)" . | 
| 244 | lift_definition less_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> bool" is "(<)" . | |
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changeset | 245 | |
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changeset | 246 | instance | 
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changeset | 247 | by standard | 
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changeset | 248 | (transfer ; auto simp: Inf_lower Inf_greatest Sup_upper Sup_least le_max_iff_disj max.absorb1)+ | 
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changeset | 249 | |
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changeset | 250 | end | 
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changeset | 251 | |
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changeset | 252 | lemma pcr_ennreal_enn2ereal[simp]: "pcr_ennreal (enn2ereal x) x" | 
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changeset | 253 | by (simp add: ennreal.pcr_cr_eq cr_ennreal_def) | 
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changeset | 254 | |
| 67399 | 255 | lemma rel_fun_eq_pcr_ennreal: "rel_fun (=) pcr_ennreal f g \<longleftrightarrow> f = enn2ereal \<circ> g" | 
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changeset | 256 | by (auto simp: rel_fun_def ennreal.pcr_cr_eq cr_ennreal_def) | 
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changeset | 257 | |
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changeset | 258 | instantiation ennreal :: infinity | 
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changeset | 259 | begin | 
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changeset | 260 | |
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changeset | 261 | definition infinity_ennreal :: ennreal | 
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changeset | 262 | where | 
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changeset | 263 | [simp]: "\<infinity> = (top::ennreal)" | 
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changeset | 264 | |
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changeset | 265 | instance .. | 
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changeset | 266 | |
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changeset | 267 | end | 
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changeset | 268 | |
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changeset | 269 | instantiation ennreal :: "{semiring_1_no_zero_divisors, comm_semiring_1}"
 | 
| 62375 | 270 | begin | 
| 271 | ||
| 272 | lift_definition one_ennreal :: ennreal is 1 by simp | |
| 273 | lift_definition zero_ennreal :: ennreal is 0 by simp | |
| 67399 | 274 | lift_definition plus_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "(+)" by simp | 
| 275 | lift_definition times_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "( * )" by simp | |
| 62375 | 276 | |
| 277 | instance | |
| 278 | by standard (transfer; auto simp: field_simps ereal_right_distrib)+ | |
| 279 | ||
| 280 | end | |
| 281 | ||
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changeset | 282 | instantiation ennreal :: minus | 
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changeset | 283 | begin | 
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changeset | 284 | |
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changeset | 285 | lift_definition minus_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" is "\<lambda>a b. max 0 (a - b)" | 
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changeset | 286 | by simp | 
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changeset | 287 | |
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changeset | 288 | instance .. | 
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changeset | 289 | |
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changeset | 290 | end | 
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changeset | 291 | |
| 62375 | 292 | instance ennreal :: numeral .. | 
| 293 | ||
| 294 | instantiation ennreal :: inverse | |
| 295 | begin | |
| 296 | ||
| 297 | lift_definition inverse_ennreal :: "ennreal \<Rightarrow> ennreal" is inverse | |
| 298 | by (rule inverse_ereal_ge0I) | |
| 299 | ||
| 300 | definition divide_ennreal :: "ennreal \<Rightarrow> ennreal \<Rightarrow> ennreal" | |
| 301 | where "x div y = x * inverse (y :: ennreal)" | |
| 302 | ||
| 303 | instance .. | |
| 304 | ||
| 305 | end | |
| 306 | ||
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changeset | 307 | lemma ennreal_zero_less_one: "0 < (1::ennreal)" \<comment> \<open>TODO: remove\<close> | 
| 62375 | 308 | by transfer auto | 
| 309 | ||
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changeset | 310 | instance ennreal :: dioid | 
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changeset | 311 | proof (standard; transfer) | 
| 67399 | 312 | 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)" | 
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changeset | 313 | unfolding ereal_ex_split Bex_def | 
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changeset | 314 | by (cases a b rule: ereal2_cases) (auto intro!: exI[of _ "real_of_ereal (b - a)"]) | 
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changeset | 315 | qed | 
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changeset | 316 | |
| 62375 | 317 | instance ennreal :: ordered_comm_semiring | 
| 318 | by standard | |
| 319 | (transfer ; auto intro: add_mono mult_mono mult_ac ereal_left_distrib ereal_mult_left_mono)+ | |
| 320 | ||
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changeset | 321 | instance ennreal :: linordered_nonzero_semiring | 
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changeset | 322 | proof | 
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changeset | 323 | fix a b::ennreal | 
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changeset | 324 | show "a < b \<Longrightarrow> a + 1 < b + 1" | 
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changeset | 325 | by transfer (simp add: add_right_mono ereal_add_cancel_right less_le) | 
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changeset | 326 | qed (transfer; simp) | 
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changeset | 327 | |
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changeset | 328 | instance ennreal :: strict_ordered_ab_semigroup_add | 
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changeset | 329 | proof | 
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changeset | 330 | fix a b c d :: ennreal show "a < b \<Longrightarrow> c < d \<Longrightarrow> a + c < b + d" | 
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changeset | 331 | by transfer (auto intro!: ereal_add_strict_mono) | 
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changeset | 332 | qed | 
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changeset | 333 | |
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changeset | 334 | declare [[coercion "of_nat :: nat \<Rightarrow> ennreal"]] | 
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changeset | 335 | |
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changeset | 336 | lemma e2ennreal_neg: "x \<le> 0 \<Longrightarrow> e2ennreal x = 0" | 
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changeset | 337 | unfolding zero_ennreal_def e2ennreal_def by (simp add: max_absorb1) | 
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changeset | 338 | |
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changeset | 339 | lemma e2ennreal_mono: "x \<le> y \<Longrightarrow> e2ennreal x \<le> e2ennreal y" | 
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changeset | 340 | by (cases "0 \<le> x" "0 \<le> y" rule: bool.exhaust[case_product bool.exhaust]) | 
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changeset | 341 | (auto simp: e2ennreal_neg less_eq_ennreal.abs_eq eq_onp_def) | 
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changeset | 342 | |
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changeset | 343 | lemma enn2ereal_nonneg[simp]: "0 \<le> enn2ereal x" | 
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changeset | 344 | using ennreal.enn2ereal[of x] by simp | 
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changeset | 345 | |
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changeset | 346 | lemma ereal_ennreal_cases: | 
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changeset | 347 | obtains b where "0 \<le> a" "a = enn2ereal b" | "a < 0" | 
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changeset | 348 | using e2ennreal'_inverse[of a, symmetric] by (cases "0 \<le> a") (auto intro: enn2ereal_nonneg) | 
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changeset | 349 | |
| 67399 | 350 | lemma rel_fun_liminf[transfer_rule]: "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal liminf liminf" | 
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changeset | 351 | proof - | 
| 67399 | 352 | have "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal (\<lambda>x. sup 0 (liminf x)) liminf" | 
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changeset | 353 | unfolding liminf_SUP_INF[abs_def] by (transfer_prover_start, transfer_step+; simp) | 
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changeset | 354 | then show ?thesis | 
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changeset | 355 | apply (subst (asm) (2) rel_fun_def) | 
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changeset | 356 | apply (subst (2) rel_fun_def) | 
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changeset | 357 | apply (auto simp: comp_def max.absorb2 Liminf_bounded rel_fun_eq_pcr_ennreal) | 
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changeset | 358 | done | 
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changeset | 359 | qed | 
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changeset | 360 | |
| 67399 | 361 | lemma rel_fun_limsup[transfer_rule]: "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal limsup limsup" | 
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changeset | 362 | proof - | 
| 67399 | 363 |   have "rel_fun (rel_fun (=) pcr_ennreal) pcr_ennreal (\<lambda>x. INF n. sup 0 (SUP i:{n..}. x i)) limsup"
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changeset | 364 | unfolding limsup_INF_SUP[abs_def] by (transfer_prover_start, transfer_step+; simp) | 
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changeset | 365 | then show ?thesis | 
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changeset | 366 | unfolding limsup_INF_SUP[abs_def] | 
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changeset | 367 | apply (subst (asm) (2) rel_fun_def) | 
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changeset | 368 | apply (subst (2) rel_fun_def) | 
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changeset | 369 | apply (auto simp: comp_def max.absorb2 Sup_upper2 rel_fun_eq_pcr_ennreal) | 
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changeset | 370 | apply (subst (asm) max.absorb2) | 
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changeset | 371 | apply (rule SUP_upper2) | 
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changeset | 372 | apply auto | 
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changeset | 373 | done | 
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changeset | 374 | qed | 
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changeset | 375 | |
| 64267 | 376 | 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)" | 
| 377 | by (induction I rule: infinite_finite_induct) (auto simp: sum_nonneg zero_ennreal.rep_eq plus_ennreal.rep_eq) | |
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changeset | 378 | |
| 64267 | 379 | lemma transfer_e2ennreal_sum [transfer_rule]: | 
| 67399 | 380 | "rel_fun (rel_fun (=) pcr_ennreal) (rel_fun (=) pcr_ennreal) sum sum" | 
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changeset | 381 | by (auto intro!: rel_funI simp: rel_fun_eq_pcr_ennreal comp_def) | 
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changeset | 382 | |
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changeset | 383 | lemma enn2ereal_of_nat[simp]: "enn2ereal (of_nat n) = ereal n" | 
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changeset | 384 | by (induction n) (auto simp: zero_ennreal.rep_eq one_ennreal.rep_eq plus_ennreal.rep_eq) | 
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changeset | 385 | |
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changeset | 386 | lemma enn2ereal_numeral[simp]: "enn2ereal (numeral a) = numeral a" | 
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changeset | 387 | apply (subst of_nat_numeral[of a, symmetric]) | 
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changeset | 388 | apply (subst enn2ereal_of_nat) | 
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changeset | 389 | apply simp | 
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changeset | 390 | done | 
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changeset | 391 | |
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changeset | 392 | lemma transfer_numeral[transfer_rule]: "pcr_ennreal (numeral a) (numeral a)" | 
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changeset | 393 | unfolding cr_ennreal_def pcr_ennreal_def by auto | 
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changeset | 394 | |
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changeset | 395 | subsection \<open>Cancellation simprocs\<close> | 
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changeset | 396 | |
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changeset | 397 | lemma ennreal_add_left_cancel: "a + b = a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b = c" | 
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changeset | 398 | unfolding infinity_ennreal_def by transfer (simp add: top_ereal_def ereal_add_cancel_left) | 
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changeset | 399 | |
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changeset | 400 | lemma ennreal_add_left_cancel_le: "a + b \<le> a + c \<longleftrightarrow> a = (\<infinity>::ennreal) \<or> b \<le> c" | 
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changeset | 401 | unfolding infinity_ennreal_def by transfer (simp add: ereal_add_le_add_iff top_ereal_def disj_commute) | 
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changeset | 402 | |
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changeset | 403 | lemma ereal_add_left_cancel_less: | 
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changeset | 404 | fixes a b c :: ereal | 
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changeset | 405 | shows "0 \<le> a \<Longrightarrow> 0 \<le> b \<Longrightarrow> a + b < a + c \<longleftrightarrow> a \<noteq> \<infinity> \<and> b < c" | 
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changeset | 406 | by (cases a b c rule: ereal3_cases) auto | 
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changeset | 407 | |
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changeset | 408 | lemma ennreal_add_left_cancel_less: "a + b < a + c \<longleftrightarrow> a \<noteq> (\<infinity>::ennreal) \<and> b < c" | 
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changeset | 409 | unfolding infinity_ennreal_def | 
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changeset | 410 | by transfer (simp add: top_ereal_def ereal_add_left_cancel_less) | 
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changeset | 411 | |
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changeset | 412 | ML \<open> | 
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changeset | 413 | structure Cancel_Ennreal_Common = | 
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changeset | 414 | struct | 
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changeset | 415 | (* copied from src/HOL/Tools/nat_numeral_simprocs.ML *) | 
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changeset | 416 |   fun find_first_t _    _ []         = raise TERM("find_first_t", [])
 | 
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changeset | 417 | | find_first_t past u (t::terms) = | 
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changeset | 418 | if u aconv t then (rev past @ terms) | 
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changeset | 419 | else find_first_t (t::past) u terms | 
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changeset | 420 | |
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changeset | 421 |   fun dest_summing (Const (@{const_name Groups.plus}, _) $ t $ u, ts) =
 | 
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changeset | 422 | dest_summing (t, dest_summing (u, ts)) | 
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changeset | 423 | | dest_summing (t, ts) = t :: ts | 
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changeset | 424 | |
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changeset | 425 | val mk_sum = Arith_Data.long_mk_sum | 
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changeset | 426 | fun dest_sum t = dest_summing (t, []) | 
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changeset | 427 | val find_first = find_first_t [] | 
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changeset | 428 | val trans_tac = Numeral_Simprocs.trans_tac | 
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changeset | 429 | val norm_ss = | 
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changeset | 430 |     simpset_of (put_simpset HOL_basic_ss @{context}
 | 
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changeset | 431 |       addsimps @{thms ac_simps add_0_left add_0_right})
 | 
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changeset | 432 | fun norm_tac ctxt = ALLGOALS (simp_tac (put_simpset norm_ss ctxt)) | 
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changeset | 433 | fun simplify_meta_eq ctxt cancel_th th = | 
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changeset | 434 | Arith_Data.simplify_meta_eq [] ctxt | 
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changeset | 435 | ([th, cancel_th] MRS trans) | 
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changeset | 436 | fun mk_eq (a, b) = HOLogic.mk_Trueprop (HOLogic.mk_eq (a, b)) | 
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changeset | 437 | end | 
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changeset | 438 | |
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changeset | 439 | structure Eq_Ennreal_Cancel = ExtractCommonTermFun | 
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changeset | 440 | (open Cancel_Ennreal_Common | 
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changeset | 441 | val mk_bal = HOLogic.mk_eq | 
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changeset | 442 |   val dest_bal = HOLogic.dest_bin @{const_name HOL.eq} @{typ ennreal}
 | 
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changeset | 443 |   fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel}
 | 
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changeset | 444 | ) | 
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changeset | 445 | |
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changeset | 446 | structure Le_Ennreal_Cancel = ExtractCommonTermFun | 
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changeset | 447 | (open Cancel_Ennreal_Common | 
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changeset | 448 |   val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less_eq}
 | 
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changeset | 449 |   val dest_bal = HOLogic.dest_bin @{const_name Orderings.less_eq} @{typ ennreal}
 | 
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changeset | 450 |   fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_le}
 | 
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changeset | 451 | ) | 
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changeset | 452 | |
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changeset | 453 | structure Less_Ennreal_Cancel = ExtractCommonTermFun | 
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changeset | 454 | (open Cancel_Ennreal_Common | 
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changeset | 455 |   val mk_bal = HOLogic.mk_binrel @{const_name Orderings.less}
 | 
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changeset | 456 |   val dest_bal = HOLogic.dest_bin @{const_name Orderings.less} @{typ ennreal}
 | 
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changeset | 457 |   fun simp_conv _ _ = SOME @{thm ennreal_add_left_cancel_less}
 | 
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changeset | 458 | ) | 
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changeset | 459 | \<close> | 
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changeset | 460 | |
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changeset | 461 | simproc_setup ennreal_eq_cancel | 
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changeset | 462 |   ("(l::ennreal) + m = n" | "(l::ennreal) = m + n") =
 | 
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changeset | 463 | \<open>fn phi => fn ctxt => fn ct => Eq_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close> | 
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changeset | 464 | |
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changeset | 465 | simproc_setup ennreal_le_cancel | 
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changeset | 466 |   ("(l::ennreal) + m \<le> n" | "(l::ennreal) \<le> m + n") =
 | 
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changeset | 467 | \<open>fn phi => fn ctxt => fn ct => Le_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close> | 
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changeset | 468 | |
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changeset | 469 | simproc_setup ennreal_less_cancel | 
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changeset | 470 |   ("(l::ennreal) + m < n" | "(l::ennreal) < m + n") =
 | 
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changeset | 471 | \<open>fn phi => fn ctxt => fn ct => Less_Ennreal_Cancel.proc ctxt (Thm.term_of ct)\<close> | 
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changeset | 472 | |
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changeset | 474 | subsection \<open>Order with top\<close> | 
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changeset | 475 | |
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changeset | 476 | lemma ennreal_zero_less_top[simp]: "0 < (top::ennreal)" | 
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changeset | 477 | by transfer (simp add: top_ereal_def) | 
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changeset | 478 | |
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changeset | 479 | lemma ennreal_one_less_top[simp]: "1 < (top::ennreal)" | 
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changeset | 480 | by transfer (simp add: top_ereal_def) | 
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changeset | 481 | |
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changeset | 482 | lemma ennreal_zero_neq_top[simp]: "0 \<noteq> (top::ennreal)" | 
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changeset | 483 | by transfer (simp add: top_ereal_def) | 
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changeset | 484 | |
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changeset | 485 | lemma ennreal_top_neq_zero[simp]: "(top::ennreal) \<noteq> 0" | 
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changeset | 486 | by transfer (simp add: top_ereal_def) | 
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changeset | 487 | |
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changeset | 488 | lemma ennreal_top_neq_one[simp]: "top \<noteq> (1::ennreal)" | 
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changeset | 489 | by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max) | 
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changeset | 490 | |
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changeset | 491 | lemma ennreal_one_neq_top[simp]: "1 \<noteq> (top::ennreal)" | 
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changeset | 492 | by transfer (simp add: top_ereal_def one_ereal_def ereal_max[symmetric] del: ereal_max) | 
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changeset | 493 | |
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changeset | 494 | lemma ennreal_add_less_top[simp]: | 
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changeset | 495 | fixes a b :: ennreal | 
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changeset | 496 | shows "a + b < top \<longleftrightarrow> a < top \<and> b < top" | 
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changeset | 497 | by transfer (auto simp: top_ereal_def) | 
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changeset | 498 | |
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changeset | 499 | lemma ennreal_add_eq_top[simp]: | 
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changeset | 500 | fixes a b :: ennreal | 
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changeset | 501 | shows "a + b = top \<longleftrightarrow> a = top \<or> b = top" | 
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changeset | 502 | by transfer (auto simp: top_ereal_def) | 
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changeset | 503 | |
| 64267 | 504 | lemma ennreal_sum_less_top[simp]: | 
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changeset | 505 | fixes f :: "'a \<Rightarrow> ennreal" | 
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changeset | 506 | shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) < top \<longleftrightarrow> (\<forall>i\<in>I. f i < top)" | 
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changeset | 507 | by (induction I rule: finite_induct) auto | 
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changeset | 508 | |
| 64267 | 509 | lemma ennreal_sum_eq_top[simp]: | 
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changeset | 510 | fixes f :: "'a \<Rightarrow> ennreal" | 
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changeset | 511 | shows "finite I \<Longrightarrow> (\<Sum>i\<in>I. f i) = top \<longleftrightarrow> (\<exists>i\<in>I. f i = top)" | 
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changeset | 512 | by (induction I rule: finite_induct) auto | 
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changeset | 513 | |
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changeset | 514 | lemma ennreal_mult_eq_top_iff: | 
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changeset | 515 | fixes a b :: ennreal | 
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changeset | 516 | shows "a * b = top \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)" | 
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changeset | 517 | by transfer (auto simp: top_ereal_def) | 
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changeset | 518 | |
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changeset | 519 | lemma ennreal_top_eq_mult_iff: | 
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changeset | 520 | fixes a b :: ennreal | 
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changeset | 521 | shows "top = a * b \<longleftrightarrow> (a = top \<and> b \<noteq> 0) \<or> (b = top \<and> a \<noteq> 0)" | 
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changeset | 522 | using ennreal_mult_eq_top_iff[of a b] by auto | 
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changeset | 523 | |
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changeset | 524 | lemma ennreal_mult_less_top: | 
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changeset | 525 | fixes a b :: ennreal | 
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changeset | 526 | shows "a * b < top \<longleftrightarrow> (a = 0 \<or> b = 0 \<or> (a < top \<and> b < top))" | 
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changeset | 527 | by transfer (auto simp add: top_ereal_def) | 
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changeset | 528 | |
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changeset | 529 | lemma top_power_ennreal: "top ^ n = (if n = 0 then 1 else top :: ennreal)" | 
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changeset | 530 | by (induction n) (simp_all add: ennreal_mult_eq_top_iff) | 
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 hoelzl parents: 
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changeset | 531 | |
| 64272 | 532 | lemma ennreal_prod_eq_0[simp]: | 
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
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changeset | 533 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 64272 | 534 | shows "(prod f A = 0) = (finite A \<and> (\<exists>i\<in>A. f i = 0))" | 
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
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changeset | 535 | by (induction A rule: infinite_finite_induct) auto | 
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 536 | |
| 64272 | 537 | lemma ennreal_prod_eq_top: | 
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
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changeset | 538 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 539 | 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: 
62648diff
changeset | 540 | 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: 
62648diff
changeset | 541 | |
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
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changeset | 542 | lemma ennreal_top_mult: "top * a = (if a = 0 then 0 else top :: ennreal)" | 
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 543 | by (simp add: ennreal_mult_eq_top_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 544 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
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changeset | 545 | lemma ennreal_mult_top: "a * top = (if a = 0 then 0 else top :: ennreal)" | 
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 546 | by (simp add: ennreal_mult_eq_top_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 547 | |
| 62378 
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generalize more theorems to support enat and ennreal
 hoelzl parents: 
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changeset | 548 | lemma enn2ereal_eq_top_iff[simp]: "enn2ereal x = \<infinity> \<longleftrightarrow> x = top" | 
| 
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 hoelzl parents: 
62376diff
changeset | 549 | by transfer (simp add: top_ereal_def) | 
| 
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 hoelzl parents: 
62376diff
changeset | 550 | |
| 67451 | 551 | lemma enn2ereal_top[simp]: "enn2ereal top = \<infinity>" | 
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 552 | by transfer (simp add: top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 553 | |
| 67451 | 554 | lemma e2ennreal_infty[simp]: "e2ennreal \<infinity> = top" | 
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 555 | by (simp add: top_ennreal.abs_eq top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 556 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 557 | lemma ennreal_top_minus[simp]: "top - x = (top::ennreal)" | 
| 62378 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 558 | by transfer (auto simp: top_ereal_def max_def) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 559 | |
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 560 | 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: 
62648diff
changeset | 561 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 562 | subgoal for x | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 563 | by (cases x) (auto simp: top_ereal_def max_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 564 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 565 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 566 | lemma bot_ennreal: "bot = (0::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 567 | by transfer rule | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 568 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 569 | 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: 
62648diff
changeset | 570 | by (induction i) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 571 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 572 | 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: 
62648diff
changeset | 573 | by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 574 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 575 | lemma of_nat_less_top: "of_nat i < (top::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 576 | 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: 
62648diff
changeset | 577 | by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 578 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 579 | lemma top_neq_numeral[simp]: "top \<noteq> (numeral i::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 580 | using of_nat_less_top[of "numeral i"] by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 581 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 582 | lemma ennreal_numeral_less_top[simp]: "numeral i < (top::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 583 | using of_nat_less_top[of "numeral i"] by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 584 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 585 | lemma ennreal_add_bot[simp]: "bot + x = (x::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 586 | by transfer simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 587 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 588 | instance ennreal :: semiring_char_0 | 
| 
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Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 589 | proof (standard, safe intro!: linorder_injI) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 590 | have *: "1 + of_nat k \<noteq> (0::ennreal)" for k | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 591 | 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: 
62648diff
changeset | 592 | 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: 
62648diff
changeset | 593 | by (auto simp add: less_iff_Suc_add *) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 594 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 595 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 596 | subsection \<open>Arithmetic\<close> | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 597 | |
| 62378 
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generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 598 | lemma ennreal_minus_zero[simp]: "a - (0::ennreal) = a" | 
| 
85ed00c1fe7c
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 hoelzl parents: 
62376diff
changeset | 599 | by transfer (auto simp: max_def) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 600 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 601 | lemma ennreal_add_diff_cancel_right[simp]: | 
| 
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generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 602 | 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: 
62376diff
changeset | 603 | apply transfer | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 604 | subgoal for x y | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 605 | apply (cases x y rule: ereal2_cases) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 606 | apply (auto split: split_max simp: top_ereal_def) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 607 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 608 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 609 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 610 | lemma ennreal_add_diff_cancel_left[simp]: | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 611 | 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: 
62376diff
changeset | 612 | by (simp add: add.commute) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 613 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 614 | lemma | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 615 | fixes a b :: ennreal | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 616 | shows "a - b = 0 \<Longrightarrow> a \<le> b" | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 617 | apply transfer | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 618 | subgoal for a b | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 619 | apply (cases a b rule: ereal2_cases) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 620 | apply (auto simp: not_le max_def split: if_splits) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 621 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 622 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 623 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 624 | lemma ennreal_minus_cancel: | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 625 | fixes a b c :: ennreal | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 626 | 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: 
62376diff
changeset | 627 | apply transfer | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 628 | subgoal for a b c | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 629 | by (cases a b c rule: ereal3_cases) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 630 | (auto simp: top_ereal_def max_def split: if_splits) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 631 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 632 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 633 | lemma sup_const_add_ennreal: | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 634 | fixes a b c :: "ennreal" | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 635 | shows "sup (c + a) (c + b) = c + sup a b" | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 636 | apply transfer | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 637 | subgoal for a b c | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 638 | apply (cases a b c rule: ereal3_cases) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 639 | apply (auto simp: ereal_max[symmetric] simp del: ereal_max) | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 640 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 641 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 642 | |
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 643 | lemma ennreal_diff_add_assoc: | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 644 | fixes a b c :: ennreal | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 645 | shows "a \<le> b \<Longrightarrow> c + b - a = c + (b - a)" | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 646 | apply transfer | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 647 | subgoal for a b c | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 648 | 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: 
62376diff
changeset | 649 | done | 
| 
85ed00c1fe7c
generalize more theorems to support enat and ennreal
 hoelzl parents: 
62376diff
changeset | 650 | |
| 62648 | 651 | lemma mult_divide_eq_ennreal: | 
| 652 | fixes a b :: ennreal | |
| 653 | shows "b \<noteq> 0 \<Longrightarrow> b \<noteq> top \<Longrightarrow> (a * b) / b = a" | |
| 654 | unfolding divide_ennreal_def | |
| 655 | apply transfer | |
| 656 | apply (subst mult.assoc) | |
| 657 | apply (simp add: top_ereal_def divide_ereal_def[symmetric]) | |
| 658 | done | |
| 659 | ||
| 660 | lemma divide_mult_eq: "a \<noteq> 0 \<Longrightarrow> a \<noteq> \<infinity> \<Longrightarrow> x * a / (b * a) = x / (b::ennreal)" | |
| 661 | unfolding divide_ennreal_def infinity_ennreal_def | |
| 662 | apply transfer | |
| 663 | subgoal for a b c | |
| 664 | apply (cases a b c rule: ereal3_cases) | |
| 665 | apply (auto simp: top_ereal_def) | |
| 666 | done | |
| 667 | done | |
| 668 | ||
| 669 | lemma ennreal_mult_divide_eq: | |
| 670 | fixes a b :: ennreal | |
| 671 | shows "b \<noteq> 0 \<Longrightarrow> b \<noteq> top \<Longrightarrow> (a * b) / b = a" | |
| 672 | unfolding divide_ennreal_def | |
| 673 | apply transfer | |
| 674 | apply (subst mult.assoc) | |
| 675 | apply (simp add: top_ereal_def divide_ereal_def[symmetric]) | |
| 676 | done | |
| 677 | ||
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 678 | lemma ennreal_add_diff_cancel: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 679 | fixes a b :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 680 | shows "b \<noteq> \<infinity> \<Longrightarrow> (a + b) - b = a" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 681 | unfolding infinity_ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 682 | by transfer (simp add: max_absorb2 top_ereal_def ereal_add_diff_cancel) | 
| 62648 | 683 | |
| 684 | lemma ennreal_minus_eq_0: | |
| 685 | "a - b = 0 \<Longrightarrow> a \<le> (b::ennreal)" | |
| 686 | apply transfer | |
| 687 | subgoal for a b | |
| 688 | apply (cases a b rule: ereal2_cases) | |
| 689 | apply (auto simp: zero_ereal_def ereal_max[symmetric] max.absorb2 simp del: ereal_max) | |
| 690 | done | |
| 691 | done | |
| 692 | ||
| 693 | lemma ennreal_mono_minus_cancel: | |
| 694 | fixes a b c :: ennreal | |
| 695 | shows "a - b \<le> a - c \<Longrightarrow> a < top \<Longrightarrow> b \<le> a \<Longrightarrow> c \<le> a \<Longrightarrow> c \<le> b" | |
| 696 | by transfer | |
| 697 | (auto simp add: max.absorb2 ereal_diff_positive top_ereal_def dest: ereal_mono_minus_cancel) | |
| 698 | ||
| 699 | lemma ennreal_mono_minus: | |
| 700 | fixes a b c :: ennreal | |
| 701 | shows "c \<le> b \<Longrightarrow> a - b \<le> a - c" | |
| 702 | apply transfer | |
| 703 | apply (rule max.mono) | |
| 704 | apply simp | |
| 705 | subgoal for a b c | |
| 706 | by (cases a b c rule: ereal3_cases) auto | |
| 707 | done | |
| 708 | ||
| 709 | lemma ennreal_minus_pos_iff: | |
| 710 | fixes a b :: ennreal | |
| 711 | shows "a < top \<or> b < top \<Longrightarrow> 0 < a - b \<Longrightarrow> b < a" | |
| 712 | apply transfer | |
| 713 | subgoal for a b | |
| 714 | by (cases a b rule: ereal2_cases) (auto simp: less_max_iff_disj) | |
| 715 | done | |
| 716 | ||
| 717 | lemma ennreal_inverse_top[simp]: "inverse top = (0::ennreal)" | |
| 718 | by transfer (simp add: top_ereal_def ereal_inverse_eq_0) | |
| 719 | ||
| 720 | lemma ennreal_inverse_zero[simp]: "inverse 0 = (top::ennreal)" | |
| 721 | by transfer (simp add: top_ereal_def ereal_inverse_eq_0) | |
| 722 | ||
| 723 | lemma ennreal_top_divide: "top / (x::ennreal) = (if x = top then 0 else top)" | |
| 724 | unfolding divide_ennreal_def | |
| 725 | by transfer (simp add: top_ereal_def ereal_inverse_eq_0 ereal_0_gt_inverse) | |
| 726 | ||
| 727 | lemma ennreal_zero_divide[simp]: "0 / (x::ennreal) = 0" | |
| 728 | by (simp add: divide_ennreal_def) | |
| 729 | ||
| 730 | lemma ennreal_divide_zero[simp]: "x / (0::ennreal) = (if x = 0 then 0 else top)" | |
| 731 | by (simp add: divide_ennreal_def ennreal_mult_top) | |
| 732 | ||
| 733 | lemma ennreal_divide_top[simp]: "x / (top::ennreal) = 0" | |
| 734 | by (simp add: divide_ennreal_def ennreal_top_mult) | |
| 735 | ||
| 736 | lemma ennreal_times_divide: "a * (b / c) = a * b / (c::ennreal)" | |
| 737 | unfolding divide_ennreal_def | |
| 738 | by transfer (simp add: divide_ereal_def[symmetric] ereal_times_divide_eq) | |
| 739 | ||
| 740 | lemma ennreal_zero_less_divide: "0 < a / b \<longleftrightarrow> (0 < a \<and> b < (top::ennreal))" | |
| 741 | unfolding divide_ennreal_def | |
| 742 | by transfer (auto simp: ereal_zero_less_0_iff top_ereal_def ereal_0_gt_inverse) | |
| 743 | ||
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 744 | lemma divide_right_mono_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 745 | fixes a b c :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 746 | shows "a \<le> b \<Longrightarrow> a / c \<le> b / c" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 747 | unfolding divide_ennreal_def by (intro mult_mono) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 748 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 749 | 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: 
62648diff
changeset | 750 | by transfer (auto intro!: ereal_mult_strict_right_mono) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 751 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 752 | lemma ennreal_indicator_less[simp]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 753 | "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: 
62648diff
changeset | 754 | by (simp add: indicator_def not_le) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 755 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 756 | 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: 
62648diff
changeset | 757 | by transfer (simp add: ereal_0_gt_inverse top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 758 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 759 | 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: 
62648diff
changeset | 760 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 761 | subgoal for a b | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 762 | 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: 
62648diff
changeset | 763 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 764 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 765 | 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: 
62648diff
changeset | 766 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 767 | subgoal for a b | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 768 | 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: 
62648diff
changeset | 769 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 770 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 771 | lemma ennreal_inverse_1[simp]: "inverse (1::ennreal) = 1" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 772 | by transfer simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 773 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 774 | 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: 
62648diff
changeset | 775 | by transfer (simp add: ereal_inverse_eq_0 top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 776 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 777 | 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: 
62648diff
changeset | 778 | by transfer (simp add: top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 779 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 780 | 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: 
62648diff
changeset | 781 | by (simp add: divide_ennreal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 782 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 783 | 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: 
62648diff
changeset | 784 | 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: 
62648diff
changeset | 785 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 786 | 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: 
62648diff
changeset | 787 | including ennreal.lifting | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 788 | unfolding divide_ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 789 | by transfer auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 790 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 791 | lemma ennreal_mult_left_cong: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 792 | "((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: 
62648diff
changeset | 793 | by (cases "a = 0") simp_all | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 794 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 795 | lemma ennreal_mult_right_cong: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 796 | "((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: 
62648diff
changeset | 797 | by (cases "a = 0") simp_all | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 798 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 799 | 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: 
62648diff
changeset | 800 | 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: 
62648diff
changeset | 801 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 802 | lemma less_diff_eq_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 803 | fixes a b c :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 804 | 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: 
62648diff
changeset | 805 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 806 | subgoal for a b c | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 807 | 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: 
62648diff
changeset | 808 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 809 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 810 | lemma diff_add_cancel_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 811 | 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: 
62648diff
changeset | 812 | unfolding infinity_ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 813 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 814 | subgoal for a b | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 815 | by (cases a b rule: ereal2_cases) (auto simp: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 816 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 817 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 818 | 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: 
62648diff
changeset | 819 | by transfer (simp add: top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 820 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 821 | lemma ennreal_minus_mono: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 822 | fixes a b c :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 823 | 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: 
62648diff
changeset | 824 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 825 | apply (rule max.mono) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 826 | apply simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 827 | subgoal for a b c d | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 828 | 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: 
62648diff
changeset | 829 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 830 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 831 | 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: 
62648diff
changeset | 832 | 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: 
62648diff
changeset | 833 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 834 | 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: 
62648diff
changeset | 835 | unfolding divide_ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 836 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 837 | subgoal for a | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 838 | by (cases a) (auto simp: top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 839 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 840 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 841 | subsection \<open>Coercion from @{typ real} to @{typ ennreal}\<close>
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 842 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 843 | lift_definition ennreal :: "real \<Rightarrow> ennreal" is "sup 0 \<circ> ereal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 844 | by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 845 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 846 | declare [[coercion ennreal]] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 847 | |
| 63099 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 848 | lemma ennreal_cong: "x = y \<Longrightarrow> ennreal x = ennreal y" by simp | 
| 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 849 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 850 | lemma ennreal_cases[cases type: ennreal]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 851 | fixes x :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 852 | 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: 
62648diff
changeset | 853 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 854 | subgoal for x thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 855 | by (cases x) (auto simp: max.absorb2 top_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 856 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 857 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 858 | lemmas ennreal2_cases = ennreal_cases[case_product ennreal_cases] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 859 | lemmas ennreal3_cases = ennreal_cases[case_product ennreal2_cases] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 860 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 861 | lemma ennreal_neq_top[simp]: "ennreal r \<noteq> top" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 862 | 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: 
62648diff
changeset | 863 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 864 | lemma top_neq_ennreal[simp]: "top \<noteq> ennreal r" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 865 | 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: 
62648diff
changeset | 866 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 867 | lemma ennreal_less_top[simp]: "ennreal x < top" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 868 | by transfer (simp add: top_ereal_def max_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 869 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 870 | lemma ennreal_neg: "x \<le> 0 \<Longrightarrow> ennreal x = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 871 | by transfer (simp add: max.absorb1) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 872 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 873 | lemma ennreal_inj[simp]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 874 | "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: 
62648diff
changeset | 875 | by (transfer fixing: a b) (auto simp: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 876 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 877 | 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: 
62648diff
changeset | 878 | 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: 
62648diff
changeset | 879 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 880 | 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: 
62648diff
changeset | 881 | by (cases x) (auto simp: top_unique) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 882 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 883 | 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: 
62648diff
changeset | 884 | unfolding not_le[symmetric] by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 885 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 886 | 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: 
62648diff
changeset | 887 | by transfer (auto simp: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 888 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 889 | 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: 
62648diff
changeset | 890 | by transfer (auto simp: max_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 891 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 892 | 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: 
62648diff
changeset | 893 | 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: 
62648diff
changeset | 894 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 895 | 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: 
62648diff
changeset | 896 | by (cases "0 \<le> y") (auto simp: ennreal_neg) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 897 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 898 | 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: 
62648diff
changeset | 899 | by transfer (simp add: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 900 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 901 | lemma e2ennreal_enn2ereal[simp]: "e2ennreal (enn2ereal x) = x" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 902 | by (simp add: e2ennreal_def max_absorb2 ennreal.enn2ereal_inverse) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 903 | |
| 67456 | 904 | lemma enn2ereal_e2ennreal: "x \<ge> 0 \<Longrightarrow> enn2ereal (e2ennreal x) = x" | 
| 905 | by (metis e2ennreal_enn2ereal ereal_ennreal_cases not_le) | |
| 906 | ||
| 67451 | 907 | lemma e2ennreal_ereal [simp]: "e2ennreal (ereal x) = ennreal x" | 
| 908 | by (metis e2ennreal_def enn2ereal_inverse ennreal.rep_eq sup_ereal_def) | |
| 909 | ||
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 910 | lemma ennreal_0[simp]: "ennreal 0 = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 911 | by (simp add: ennreal_def max.absorb1 zero_ennreal.abs_eq) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 912 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 913 | lemma ennreal_1[simp]: "ennreal 1 = 1" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 914 | by transfer (simp add: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 915 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 916 | 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: 
62648diff
changeset | 917 | by (cases "0 \<le> x") (auto simp: ennreal_neg) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 918 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 919 | 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: 
62648diff
changeset | 920 | 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: 
62648diff
changeset | 921 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 922 | lemma ennreal_eq_1[simp]: "ennreal x = 1 \<longleftrightarrow> x = 1" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 923 | by (cases "0 \<le> x") | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 924 | (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 925 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 926 | 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: 
62648diff
changeset | 927 | by (cases "0 \<le> x") | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 928 | (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 929 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 930 | 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: 
62648diff
changeset | 931 | by (cases "0 \<le> x") | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 932 | (auto simp: ennreal_neg ennreal_1[symmetric] simp del: ennreal_1) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 933 | |
| 64284 
f3b905b2eee2
HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
 hoelzl parents: 
64272diff
changeset | 934 | lemma one_less_ennreal[simp]: "1 < ennreal x \<longleftrightarrow> 1 < x" | 
| 
f3b905b2eee2
HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
 hoelzl parents: 
64272diff
changeset | 935 | by transfer (auto simp: max.absorb2 less_max_iff_disj) | 
| 
f3b905b2eee2
HOL-Analysis: more theorems from Sébastien Gouëzel's Ergodic_Theory
 hoelzl parents: 
64272diff
changeset | 936 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 937 | lemma ennreal_plus[simp]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 938 | "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: 
62648diff
changeset | 939 | by (transfer fixing: a b) (auto simp: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 940 | |
| 64267 | 941 | 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)" | 
| 942 | 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: 
62648diff
changeset | 943 | |
| 63882 
018998c00003
renamed listsum -> sum_list, listprod ~> prod_list
 nipkow parents: 
63540diff
changeset | 944 | lemma sum_list_ennreal[simp]: | 
| 63225 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 945 | assumes "\<And>x. x \<in> set xs \<Longrightarrow> f x \<ge> 0" | 
| 63882 
018998c00003
renamed listsum -> sum_list, listprod ~> prod_list
 nipkow parents: 
63540diff
changeset | 946 | 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: 
63060diff
changeset | 947 | using assms | 
| 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 948 | proof (induction xs) | 
| 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 949 | case (Cons x xs) | 
| 63882 
018998c00003
renamed listsum -> sum_list, listprod ~> prod_list
 nipkow parents: 
63540diff
changeset | 950 | 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: 
63060diff
changeset | 951 | by simp | 
| 63882 
018998c00003
renamed listsum -> sum_list, listprod ~> prod_list
 nipkow parents: 
63540diff
changeset | 952 | also from Cons.prems have "\<dots> = ennreal (f x + sum_list (map f xs))" | 
| 
018998c00003
renamed listsum -> sum_list, listprod ~> prod_list
 nipkow parents: 
63540diff
changeset | 953 | by (intro ennreal_plus [symmetric] sum_list_nonneg) auto | 
| 63099 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 954 | finally show ?case by simp | 
| 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 955 | qed simp_all | 
| 
af0e964aad7b
Moved material from AFP/Randomised_Social_Choice to distribution
 eberlm parents: 
63060diff
changeset | 956 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 957 | 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: 
62648diff
changeset | 958 | by (induction i) simp_all | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 959 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 960 | 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: 
62648diff
changeset | 961 | by (simp add: ennreal_of_nat_eq_real_of_nat) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 962 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 963 | 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: 
62648diff
changeset | 964 | by (simp add: ennreal_of_nat_eq_real_of_nat) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 965 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 966 | lemma ennreal_indicator: "ennreal (indicator A x) = indicator A x" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 967 | by (auto split: split_indicator) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 968 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 969 | lemma ennreal_numeral[simp]: "ennreal (numeral n) = numeral n" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 970 | 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: 
62648diff
changeset | 971 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 972 | 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: 
62648diff
changeset | 973 | by (auto split: split_min) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 974 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 975 | lemma ennreal_half[simp]: "ennreal (1/2) = inverse 2" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 976 | by transfer (simp add: max.absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 977 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 978 | 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: 
62648diff
changeset | 979 | by transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 980 | (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: 
62648diff
changeset | 981 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 982 | lemma ennreal_minus_top[simp]: "ennreal a - top = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 983 | by (simp add: minus_top_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 984 | |
| 67451 | 985 | lemma e2eenreal_enn2ereal_diff [simp]: | 
| 986 | "e2ennreal(enn2ereal x - enn2ereal y) = x - y" for x y | |
| 987 | by (cases x, cases y, auto simp add: ennreal_minus e2ennreal_neg) | |
| 988 | ||
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 989 | 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: 
62648diff
changeset | 990 | by transfer (simp add: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 991 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 992 | 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: 
62648diff
changeset | 993 | 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: 
62648diff
changeset | 994 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 995 | 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: 
62648diff
changeset | 996 | by (simp split: split_indicator) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 997 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 998 | 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: 
62648diff
changeset | 999 | 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: 
62648diff
changeset | 1000 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1001 | 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: 
62648diff
changeset | 1002 | by (simp add: ennreal_mult) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1003 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1004 | 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: 
62648diff
changeset | 1005 | by (induction n) (auto simp: ennreal_mult) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1006 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1007 | 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: 
62648diff
changeset | 1008 | by (cases x rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1009 | (auto simp: ennreal_power top_power_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1010 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1011 | 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: 
62648diff
changeset | 1012 | by transfer (simp add: max.absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1013 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1014 | 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: 
62648diff
changeset | 1015 | 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: 
62648diff
changeset | 1016 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1017 | lemma ennreal_inverse_power: "inverse (x ^ n :: ennreal) = inverse x ^ n" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1018 | proof (cases x rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1019 | 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: 
62648diff
changeset | 1020 | by (cases "n = 0") auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1021 | next | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1022 | case (real r) then show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1023 | proof cases | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1024 | assume "x = 0" then show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1025 | using power_eq_top_ennreal[of top "n - 1"] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1026 | by (cases n) (auto simp: ennreal_top_mult) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1027 | next | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1028 | assume "x \<noteq> 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1029 | with real have "0 < r" by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1030 | with real show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1031 | by (induction n) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1032 | (auto simp add: ennreal_power ennreal_mult[symmetric] inverse_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1033 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1034 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1035 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1036 | 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: 
62648diff
changeset | 1037 | by (subst divide_ennreal[symmetric]) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1038 | |
| 64272 | 1039 | 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: 
62648diff
changeset | 1040 | by (induction A rule: infinite_finite_induct) | 
| 64272 | 1041 | (auto simp: ennreal_mult prod_nonneg) | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1042 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1043 | 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: 
62648diff
changeset | 1044 | apply (cases "0 \<le> c") | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1045 | apply (cases a b rule: ennreal2_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1046 | apply (auto simp: ennreal_mult[symmetric] ennreal_neg ennreal_top_mult) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1047 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1048 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1049 | lemma ennreal_le_epsilon: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1050 | "(\<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: 
62648diff
changeset | 1051 | apply (cases y rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1052 | apply (cases x rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1053 | 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: 
62648diff
changeset | 1054 | intro: zero_less_one field_le_epsilon) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1055 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1056 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1057 | lemma ennreal_rat_dense: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1058 | fixes x y :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1059 | 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: 
62648diff
changeset | 1060 | proof transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1061 | 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: 
62648diff
changeset | 1062 | moreover | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1063 | from ereal_dense3[OF \<open>x < y\<close>] | 
| 63540 | 1064 | 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: 
62648diff
changeset | 1065 | by auto | 
| 63540 | 1066 | then have "0 \<le> r" | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1067 | using le_less_trans[OF \<open>0 \<le> x\<close> \<open>x < ereal (real_of_rat r)\<close>] by auto | 
| 63540 | 1068 | 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: 
62648diff
changeset | 1069 | by (intro exI[of _ r]) (auto simp: max_absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1070 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1071 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1072 | 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: 
62648diff
changeset | 1073 | by (cases x rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1074 | (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: 
62648diff
changeset | 1075 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1076 | subsection \<open>Coercion from @{typ ennreal} to @{typ real}\<close>
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1077 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1078 | definition "enn2real x = real_of_ereal (enn2ereal x)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1079 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1080 | lemma enn2real_nonneg[simp]: "0 \<le> enn2real x" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1081 | 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: 
62648diff
changeset | 1082 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1083 | 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: 
62648diff
changeset | 1084 | 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: 
62648diff
changeset | 1085 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1086 | lemma enn2real_of_nat[simp]: "enn2real (of_nat n) = n" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1087 | by (auto simp: enn2real_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1088 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1089 | 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: 
62648diff
changeset | 1090 | by (simp add: enn2real_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1091 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1092 | lemma ennreal_enn2real[simp]: "r < top \<Longrightarrow> ennreal (enn2real r) = r" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1093 | by (cases r rule: ennreal_cases) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1094 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1095 | 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: 
62648diff
changeset | 1096 | by (simp add: enn2real_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1097 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1098 | lemma enn2real_top[simp]: "enn2real top = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1099 | 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: 
62648diff
changeset | 1100 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1101 | lemma enn2real_0[simp]: "enn2real 0 = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1102 | unfolding enn2real_def zero_ennreal.rep_eq by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1103 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1104 | lemma enn2real_1[simp]: "enn2real 1 = 1" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1105 | unfolding enn2real_def one_ennreal.rep_eq by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1106 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1107 | lemma enn2real_numeral[simp]: "enn2real (numeral n) = (numeral n)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1108 | unfolding enn2real_def by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1109 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1110 | lemma enn2real_mult: "enn2real (a * b) = enn2real a * enn2real b" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1111 | unfolding enn2real_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1112 | 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: 
62648diff
changeset | 1113 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1114 | 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: 
62648diff
changeset | 1115 | by (cases x rule: ennreal_cases) (auto simp: top_unique) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1116 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1117 | 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: 
62648diff
changeset | 1118 | by (cases x rule: ennreal_cases) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1119 | |
| 64320 
ba194424b895
HOL-Probability: move stopping time from AFP/Markov_Models
 hoelzl parents: 
64284diff
changeset | 1120 | lemma enn2real_eq_1_iff[simp]: "enn2real x = 1 \<longleftrightarrow> x = 1" | 
| 
ba194424b895
HOL-Probability: move stopping time from AFP/Markov_Models
 hoelzl parents: 
64284diff
changeset | 1121 | by (cases x) auto | 
| 
ba194424b895
HOL-Probability: move stopping time from AFP/Markov_Models
 hoelzl parents: 
64284diff
changeset | 1122 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1123 | subsection \<open>Coercion from @{typ enat} to @{typ ennreal}\<close>
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1124 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1125 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1126 | definition ennreal_of_enat :: "enat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1127 | where | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1128 | "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: 
62648diff
changeset | 1129 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1130 | declare [[coercion ennreal_of_enat]] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1131 | declare [[coercion "of_nat :: nat \<Rightarrow> ennreal"]] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1132 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1133 | lemma ennreal_of_enat_infty[simp]: "ennreal_of_enat \<infinity> = \<infinity>" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1134 | by (simp add: ennreal_of_enat_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1135 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1136 | 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: 
62648diff
changeset | 1137 | by (simp add: ennreal_of_enat_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1138 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1139 | lemma ennreal_of_enat_0[simp]: "ennreal_of_enat 0 = 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1140 | 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: 
62648diff
changeset | 1141 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1142 | lemma ennreal_of_enat_1[simp]: "ennreal_of_enat 1 = 1" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1143 | 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: 
62648diff
changeset | 1144 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1145 | 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: 
62648diff
changeset | 1146 | using ennreal_of_nat_neq_top[of i] by metis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1147 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1148 | 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: 
62648diff
changeset | 1149 | 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: 
62648diff
changeset | 1150 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1151 | 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: 
62648diff
changeset | 1152 | 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: 
62648diff
changeset | 1153 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1154 | 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: 
62648diff
changeset | 1155 | by (cases x) (auto simp: of_nat_eq_enat) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1156 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1157 | 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: 
62648diff
changeset | 1158 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1159 | 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: 
62648diff
changeset | 1160 | unfolding Sup_enat_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1161 | proof (clarsimp, intro conjI impI) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1162 |     fix x assume "finite X" "X \<noteq> {}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1163 | 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: 
62648diff
changeset | 1164 | by (intro SUP_upper Max_in) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1165 | next | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1166 |     assume "infinite X" "X \<noteq> {}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1167 | 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: 
62648diff
changeset | 1168 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1169 | 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: 
62648diff
changeset | 1170 |       have "\<not> (X \<subseteq> enat ` {.. n})"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1171 | using \<open>infinite X\<close> by (auto dest: finite_subset) | 
| 63540 | 1172 |       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: 
62648diff
changeset | 1173 | by blast | 
| 63540 | 1174 | then have "of_nat n \<le> x" | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1175 | by (cases x) (auto simp: of_nat_eq_enat) | 
| 63540 | 1176 | with x show ?thesis | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1177 | by (auto intro!: bexI[of _ x] less_le_trans[OF n]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1178 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1179 | then have "(SUP x : X. ennreal_of_enat x) = top" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1180 | by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1181 | then show "top \<le> (SUP x : X. ennreal_of_enat x)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1182 | unfolding top_unique by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1183 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1184 | then show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1185 | by (auto intro!: antisym Sup_least intro: Sup_upper) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1186 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1187 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1188 | 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: 
62648diff
changeset | 1189 | by (cases x) (auto simp: eSuc_enat) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1190 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1191 | subsection \<open>Topology on @{typ ennreal}\<close>
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1192 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1193 | 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: 
62648diff
changeset | 1194 | using enn2ereal_nonneg | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1195 | by (cases a rule: ereal_ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1196 | (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: 
62648diff
changeset | 1197 | simp del: enn2ereal_nonneg | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1198 | intro: le_less_trans less_imp_le) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1199 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1200 | 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: 
62648diff
changeset | 1201 | by (cases a rule: ereal_ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1202 | (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: 
62648diff
changeset | 1203 | intro: less_le_trans) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1204 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1205 | instantiation ennreal :: linear_continuum_topology | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1206 | begin | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1207 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1208 | definition open_ennreal :: "ennreal set \<Rightarrow> bool" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1209 | 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: 
62648diff
changeset | 1210 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1211 | instance | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1212 | proof | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1213 | show "\<exists>a b::ennreal. a \<noteq> b" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1214 | using zero_neq_one by (intro exI) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1215 | 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: 
62648diff
changeset | 1216 | proof transfer | 
| 63539 | 1217 | fix x y :: ereal assume "0 \<le> x" and *: "x < y" | 
| 1218 | moreover from dense[OF *] guess z .. | |
| 67399 | 1219 | 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: 
62648diff
changeset | 1220 | by (intro bexI[of _ z]) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1221 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1222 | qed (rule open_ennreal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1223 | |
| 62375 | 1224 | end | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1225 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1226 | lemma continuous_on_e2ennreal: "continuous_on A e2ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1227 | proof (rule continuous_on_subset) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1228 |   show "continuous_on ({0..} \<union> {..0}) e2ennreal"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1229 | proof (rule continuous_on_closed_Un) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1230 |     show "continuous_on {0 ..} e2ennreal"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1231 | by (rule continuous_onI_mono) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1232 | (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: 
62648diff
changeset | 1233 |     show "continuous_on {.. 0} e2ennreal"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1234 | by (subst continuous_on_cong[OF refl, of _ _ "\<lambda>_. 0"]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1235 | (auto simp add: e2ennreal_neg continuous_on_const) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1236 | qed auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1237 |   show "A \<subseteq> {0..} \<union> {..0::ereal}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1238 | by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1239 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1240 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1241 | lemma continuous_at_e2ennreal: "continuous (at x within A) e2ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1242 | 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: 
62648diff
changeset | 1243 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1244 | lemma continuous_on_enn2ereal: "continuous_on UNIV enn2ereal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1245 | by (rule continuous_on_generate_topology[OF open_generated_order]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1246 | (auto simp add: enn2ereal_Iio enn2ereal_Ioi) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1247 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1248 | lemma continuous_at_enn2ereal: "continuous (at x within A) enn2ereal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1249 | 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: 
62648diff
changeset | 1250 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1251 | lemma sup_continuous_e2ennreal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1252 | 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: 
62648diff
changeset | 1253 | apply (rule sup_continuous_compose[OF _ f]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1254 | apply (rule continuous_at_left_imp_sup_continuous) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1255 | apply (auto simp: mono_def e2ennreal_mono continuous_at_e2ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1256 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1257 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1258 | lemma sup_continuous_enn2ereal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1259 | 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: 
62648diff
changeset | 1260 | apply (rule sup_continuous_compose[OF _ f]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1261 | apply (rule continuous_at_left_imp_sup_continuous) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1262 | 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: 
62648diff
changeset | 1263 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1264 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1265 | lemma sup_continuous_mult_left_ennreal': | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1266 | fixes c :: "ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1267 | shows "sup_continuous (\<lambda>x. c * x)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1268 | unfolding sup_continuous_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1269 | 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: 
62648diff
changeset | 1270 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1271 | lemma sup_continuous_mult_left_ennreal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1272 | "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: 
62648diff
changeset | 1273 | by (rule sup_continuous_compose[OF sup_continuous_mult_left_ennreal']) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1274 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1275 | lemma sup_continuous_mult_right_ennreal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1276 | "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: 
62648diff
changeset | 1277 | 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: 
62648diff
changeset | 1278 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1279 | lemma sup_continuous_divide_ennreal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1280 | fixes f g :: "'a::complete_lattice \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1281 | 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: 
62648diff
changeset | 1282 | unfolding divide_ennreal_def by (rule sup_continuous_mult_right_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1283 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1284 | lemma transfer_enn2ereal_continuous_on [transfer_rule]: | 
| 67399 | 1285 | "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: 
62648diff
changeset | 1286 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1287 | 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: 
62648diff
changeset | 1288 |     using continuous_on_compose2[OF continuous_on_e2ennreal[of "{0..}"] that]
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1289 | 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: 
62648diff
changeset | 1290 | moreover | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1291 | 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: 
62648diff
changeset | 1292 | using continuous_on_compose2[OF continuous_on_enn2ereal that] by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1293 | ultimately | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1294 | show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1295 | 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: 
62648diff
changeset | 1296 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1297 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1298 | lemma transfer_sup_continuous[transfer_rule]: | 
| 67399 | 1299 | "(rel_fun (rel_fun (=) pcr_ennreal) (=)) sup_continuous sup_continuous" | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1300 | 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: 
62648diff
changeset | 1301 | 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: 
62648diff
changeset | 1302 | using sup_continuous_e2ennreal[of "enn2ereal \<circ> f"] by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1303 | 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: 
62648diff
changeset | 1304 | using sup_continuous_enn2ereal[of f] by (simp add: comp_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1305 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1306 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1307 | lemma continuous_on_ennreal[tendsto_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1308 | "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: 
62648diff
changeset | 1309 | 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: 
62648diff
changeset | 1310 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1311 | lemma tendsto_ennrealD: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1312 | assumes lim: "((\<lambda>x. ennreal (f x)) \<longlongrightarrow> ennreal x) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1313 | 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: 
62648diff
changeset | 1314 | shows "(f \<longlongrightarrow> x) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1315 | using continuous_on_tendsto_compose[OF continuous_on_enn2ereal lim] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1316 | apply simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1317 | apply (subst (asm) tendsto_cong) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1318 | using * | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1319 | apply eventually_elim | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1320 | apply (auto simp: max_absorb2 \<open>0 \<le> x\<close>) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1321 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1322 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1323 | lemma tendsto_ennreal_iff[simp]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1324 | "\<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: 
62648diff
changeset | 1325 | by (auto dest: tendsto_ennrealD) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1326 | (auto simp: ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1327 | 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: 
62648diff
changeset | 1328 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1329 | 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: 
62648diff
changeset | 1330 | 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: 
62648diff
changeset | 1331 | 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: 
62648diff
changeset | 1332 | by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1333 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1334 | lemma continuous_on_add_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1335 | fixes f g :: "'a::topological_space \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1336 | 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: 
62648diff
changeset | 1337 | 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: 
62648diff
changeset | 1338 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1339 | lemma continuous_on_inverse_ennreal[continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1340 | fixes f :: "'a::topological_space \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1341 | 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: 
62648diff
changeset | 1342 | proof (transfer fixing: A) | 
| 67399 | 1343 | 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: 
62648diff
changeset | 1344 | for f :: "'a \<Rightarrow> ereal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1345 | 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: 
62648diff
changeset | 1346 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1347 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1348 | instance ennreal :: topological_comm_monoid_add | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1349 | proof | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1350 | 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: 
62648diff
changeset | 1351 | using continuous_on_add_ennreal[of UNIV fst snd] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1352 | 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: 
62648diff
changeset | 1353 | by (auto simp: continuous_on_eq_continuous_at) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1354 | (simp add: isCont_def nhds_prod[symmetric]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1355 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1356 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1357 | lemma sup_continuous_add_ennreal[order_continuous_intros]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1358 | fixes f g :: "'a::complete_lattice \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1359 | 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: 
62648diff
changeset | 1360 | by transfer (auto intro!: sup_continuous_add) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1361 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1362 | lemma ennreal_suminf_lessD: "(\<Sum>i. f i :: ennreal) < x \<Longrightarrow> f i < x" | 
| 64267 | 1363 |   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: 
62648diff
changeset | 1364 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1365 | 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 | 1366 | unfolding sums_def by (simp add: always_eventually sum_nonneg) | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1367 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1368 | 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: 
62648diff
changeset | 1369 | using summable_sums[OF summableI, of "\<lambda>i. ennreal (f i)"] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1370 | by (cases "\<Sum>i. ennreal (f i)" rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1371 | (auto simp: summable_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1372 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1373 | lemma suminf_ennreal[simp]: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1374 | "(\<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: 
62648diff
changeset | 1375 | 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: 
62648diff
changeset | 1376 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1377 | lemma sums_enn2ereal[simp]: "(\<lambda>i. enn2ereal (f i)) sums enn2ereal x \<longleftrightarrow> f sums x" | 
| 64267 | 1378 | unfolding sums_def by (simp add: always_eventually sum_nonneg) | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1379 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1380 | 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: 
62648diff
changeset | 1381 | by (rule sums_unique[symmetric]) (simp add: summable_sums) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1382 | |
| 67399 | 1383 | 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: 
62648diff
changeset | 1384 | 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: 
62648diff
changeset | 1385 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1386 | 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: 
62648diff
changeset | 1387 | by transfer (auto intro!: suminf_cmult_ereal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1388 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1389 | 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: 
62648diff
changeset | 1390 | 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: 
62648diff
changeset | 1391 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1392 | 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: 
62648diff
changeset | 1393 | by (simp add: divide_ennreal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1394 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1395 | 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: 
62648diff
changeset | 1396 | using sums_ennreal[of f "suminf f"] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1397 | 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: 
62648diff
changeset | 1398 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1399 | lemma suminf_ennreal_eq: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1400 | "(\<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: 
62648diff
changeset | 1401 | using suminf_nonneg[of f] sums_unique[of f x] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1402 | by (intro sums_unique[symmetric]) (auto simp: summable_sums_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1403 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1404 | lemma ennreal_suminf_bound_add: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1405 | fixes f :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1406 | 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: 
62648diff
changeset | 1407 | by transfer (auto intro!: suminf_bound_add) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1408 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1409 | lemma ennreal_suminf_SUP_eq_directed: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1410 | fixes f :: "'a \<Rightarrow> nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1411 | 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: 
62648diff
changeset | 1412 | 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: 
62648diff
changeset | 1413 | proof cases | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1414 |   assume "I \<noteq> {}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1415 | then obtain i where "i \<in> I" by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1416 | from * show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1417 | by (transfer fixing: I) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1418 |        (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: 
62648diff
changeset | 1419 | intro!: suminf_SUP_eq_directed) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1420 | qed (simp add: bot_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1421 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1422 | lemma INF_ennreal_add_const: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1423 | fixes f g :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1424 | shows "(INF i. f i + c) = (INF i. f i) + c" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1425 | 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: 
62648diff
changeset | 1426 | 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: 
62648diff
changeset | 1427 | by (auto simp: mono_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1428 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1429 | lemma INF_ennreal_const_add: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1430 | fixes f g :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1431 | shows "(INF i. c + f i) = c + (INF i. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1432 | 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: 
62648diff
changeset | 1433 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1434 | 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: 
62648diff
changeset | 1435 | proof cases | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1436 |   assume "I \<noteq> {}" then show ?thesis
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1437 | 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: 
62648diff
changeset | 1438 | qed (simp add: bot_ennreal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1439 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1440 | 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: 
62648diff
changeset | 1441 | using SUP_mult_left_ennreal by (simp add: mult.commute) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1442 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1443 | 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: 
62648diff
changeset | 1444 | using SUP_mult_right_ennreal by (simp add: divide_ennreal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1445 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1446 | 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: 
62648diff
changeset | 1447 | 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: 
62648diff
changeset | 1448 | fix y :: ennreal assume "y < top" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1449 | then obtain r where "y = ennreal r" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1450 | by (cases y rule: ennreal_cases) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1451 | then show "\<exists>i\<in>UNIV. y < of_nat i" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1452 | using reals_Archimedean2[of "max 1 r"] zero_less_one | 
| 67451 | 1453 | by (simp add: ennreal_Ex_less_of_nat) | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1454 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1455 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1456 | lemma ennreal_SUP_eq_top: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1457 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1458 | 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: 
62648diff
changeset | 1459 | shows "(SUP i : I. f i) = top" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1460 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1461 | 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: 
62648diff
changeset | 1462 | using assms by (auto intro!: SUP_least intro: SUP_upper2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1463 | then show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1464 | by (auto simp: ennreal_SUP_of_nat_eq_top top_unique) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1465 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1466 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1467 | lemma ennreal_INF_const_minus: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1468 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1469 |   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: 
62648diff
changeset | 1470 | by (transfer fixing: I) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1471 | (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: 
62648diff
changeset | 1472 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1473 | lemma of_nat_Sup_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1474 |   assumes "A \<noteq> {}" "bdd_above A"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1475 | 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: 
62648diff
changeset | 1476 | proof (intro antisym) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1477 | 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: 
62648diff
changeset | 1478 | 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: 
62648diff
changeset | 1479 | have "Sup A \<in> A" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1480 | 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: 
62648diff
changeset | 1481 | 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: 
62648diff
changeset | 1482 | by (intro SUP_upper) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1483 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1484 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1485 | lemma ennreal_tendsto_const_minus: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1486 | fixes g :: "'a \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1487 | 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: 
62648diff
changeset | 1488 | assumes g: "((\<lambda>x. c - g x) \<longlongrightarrow> 0) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1489 | shows "(g \<longlongrightarrow> c) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1490 | proof (cases c rule: ennreal_cases) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1491 | case top with tendsto_unique[OF _ g, of "top"] show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1492 | by (cases "F = bot") auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1493 | next | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1494 | case (real r) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1495 | 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: 
62648diff
changeset | 1496 | by (auto simp: le_ennreal_iff) | 
| 63060 | 1497 | 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: 
62648diff
changeset | 1498 | by metis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1499 | 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: 
62648diff
changeset | 1500 | proof eventually_elim | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1501 | 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: 
62648diff
changeset | 1502 | by (auto simp: real ennreal_minus) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1503 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1504 | 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: 
62648diff
changeset | 1505 | by (auto simp add: tendsto_cong eventually_conj_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1506 | with ae2 have "((\<lambda>x. r - f x) \<longlongrightarrow> 0) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1507 | by (subst (asm) tendsto_ennreal_iff) (auto elim: eventually_mono) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1508 | then have "(f \<longlongrightarrow> r) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1509 | by (rule Lim_transform2[OF tendsto_const]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1510 | 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: 
62648diff
changeset | 1511 | by (subst tendsto_ennreal_iff) (auto elim: eventually_mono simp: real) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1512 | with ae2 show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1513 | by (auto simp: real tendsto_cong eventually_conj_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1514 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1515 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1516 | lemma ennreal_SUP_add: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1517 | fixes f g :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1518 | 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: 
62648diff
changeset | 1519 | unfolding incseq_def le_fun_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1520 | by transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1521 | (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: 
62648diff
changeset | 1522 | |
| 64267 | 1523 | lemma ennreal_SUP_sum: | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1524 | fixes f :: "'a \<Rightarrow> nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1525 | 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: 
62648diff
changeset | 1526 | unfolding incseq_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1527 | by transfer | 
| 64267 | 1528 | (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: 
62648diff
changeset | 1529 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1530 | lemma ennreal_liminf_minus: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1531 | fixes f :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1532 | 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: 
62648diff
changeset | 1533 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1534 | apply (simp add: ereal_diff_positive max.absorb2 liminf_ereal_cminus) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1535 | apply (subst max.absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1536 | apply (rule ereal_diff_positive) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1537 | apply (rule Limsup_bounded) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1538 | apply auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1539 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1540 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1541 | lemma ennreal_continuous_on_cmult: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1542 | "(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: 
62648diff
changeset | 1543 | by (transfer fixing: A) (auto intro: continuous_on_cmult_ereal) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1544 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1545 | lemma ennreal_tendsto_cmult: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1546 | "(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: 
62648diff
changeset | 1547 | 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: 
62648diff
changeset | 1548 | (auto simp: continuous_on_id) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1549 | |
| 67727 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1550 | lemma tendsto_ennrealI[intro, simp, tendsto_intros]: | 
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1551 | "(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: 
62648diff
changeset | 1552 | by (auto simp: ennreal_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1553 | 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: 
62648diff
changeset | 1554 | |
| 67727 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1555 | lemma tendsto_enn2erealI [tendsto_intros]: | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1556 | assumes "(f \<longlongrightarrow> l) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1557 | shows "((\<lambda>i. enn2ereal(f i)) \<longlongrightarrow> enn2ereal l) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1558 | using tendsto_enn2ereal_iff assms by auto | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1559 | |
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1560 | lemma tendsto_e2ennrealI [tendsto_intros]: | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1561 | assumes "(f \<longlongrightarrow> l) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1562 | shows "((\<lambda>i. e2ennreal(f i)) \<longlongrightarrow> e2ennreal l) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1563 | proof - | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1564 | have *: "e2ennreal (max x 0) = e2ennreal x" for x | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1565 | by (simp add: e2ennreal_def max.commute) | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1566 | have "((\<lambda>i. max (f i) 0) \<longlongrightarrow> max l 0) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1567 | apply (intro tendsto_intros) using assms by auto | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1568 | then have "((\<lambda>i. enn2ereal(e2ennreal (max (f i) 0))) \<longlongrightarrow> enn2ereal (e2ennreal (max l 0))) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1569 | by (subst enn2ereal_e2ennreal, auto)+ | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1570 | then have "((\<lambda>i. e2ennreal (max (f i) 0)) \<longlongrightarrow> e2ennreal (max l 0)) F" | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1571 | using tendsto_enn2ereal_iff by auto | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1572 | then show ?thesis | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1573 | unfolding * by auto | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1574 | qed | 
| 
ce3e87a51488
moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
 immler parents: 
67719diff
changeset | 1575 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1576 | lemma ennreal_suminf_minus: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1577 | fixes f g :: "nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1578 | 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: 
62648diff
changeset | 1579 | by transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1580 | (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: 
62648diff
changeset | 1581 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1582 | lemma ennreal_Sup_countable_SUP: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1583 |   "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: 
62648diff
changeset | 1584 | unfolding incseq_def | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1585 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1586 | subgoal for A | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1587 | using Sup_countable_SUP[of A] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1588 | 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: 
62648diff
changeset | 1589 | subgoal for f | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1590 | by (intro exI[of _ f]) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1591 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1592 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1593 | |
| 63940 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1594 | lemma ennreal_Inf_countable_INF: | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1595 |   "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: 
63882diff
changeset | 1596 | including ennreal.lifting | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1597 | unfolding decseq_def | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1598 | apply transfer | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1599 | subgoal for A | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1600 | using Inf_countable_INF[of A] | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1601 | 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: 
63882diff
changeset | 1602 | subgoal for f | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1603 | by (intro exI[of _ f]) auto | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1604 | done | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1605 | done | 
| 
0d82c4c94014
prove HK-integrable implies Lebesgue measurable; prove HK-integral equals Lebesgue integral for nonneg functions
 hoelzl parents: 
63882diff
changeset | 1606 | |
| 62975 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1607 | lemma ennreal_SUP_countable_SUP: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1608 |   "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: 
62648diff
changeset | 1609 | using ennreal_Sup_countable_SUP [of "g`A"] by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1610 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1611 | 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: 
62648diff
changeset | 1612 | using LIMSEQ_SUP[of "of_nat :: nat \<Rightarrow> ennreal"] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1613 | by (simp add: ennreal_SUP_of_nat_eq_top incseq_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1614 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1615 | lemma SUP_sup_continuous_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1616 | fixes f :: "ennreal \<Rightarrow> 'a::complete_lattice" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1617 |   assumes f: "sup_continuous f" and "I \<noteq> {}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1618 | 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: 
62648diff
changeset | 1619 | proof (rule antisym) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1620 | 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: 
62648diff
changeset | 1621 | by (rule mono_SUP[OF sup_continuous_mono[OF f]]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1622 |   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: 
62648diff
changeset | 1623 | 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: 
62648diff
changeset | 1624 | by auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1625 | 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: 
62648diff
changeset | 1626 | 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: 
62648diff
changeset | 1627 | also have "\<dots> \<le> (SUP i : I. f (g i))" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1628 | by (insert M, drule SUP_subset_mono) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1629 | 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: 
62648diff
changeset | 1630 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1631 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1632 | lemma ennreal_suminf_SUP_eq: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1633 | fixes f :: "nat \<Rightarrow> nat \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1634 | 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: 
62648diff
changeset | 1635 | apply (rule ennreal_suminf_SUP_eq_directed) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1636 | subgoal for N n j | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1637 | by (auto simp: incseq_def intro!:exI[of _ "max n j"]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1638 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1639 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1640 | lemma ennreal_SUP_add_left: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1641 | fixes c :: ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1642 |   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: 
62648diff
changeset | 1643 | apply transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1644 | apply (simp add: SUP_ereal_add_left) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1645 | apply (subst (1 2) max.absorb2) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1646 | apply (auto intro: SUP_upper2 ereal_add_nonneg_nonneg) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1647 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1648 | |
| 63225 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1649 | 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: 
62648diff
changeset | 1650 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1651 |   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: 
62648diff
changeset | 1652 | apply (transfer fixing: I) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1653 | unfolding ex_in_conv[symmetric] | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1654 | apply (auto simp add: sup_max[symmetric] SUP_upper2 sup_absorb2 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1655 | simp del: sup_ereal_def) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1656 | apply (subst INF_ereal_minus_right[symmetric]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1657 | apply (auto simp del: sup_ereal_def simp add: sup_INF) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1658 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1659 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1660 | subsection \<open>Approximation lemmas\<close> | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1661 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1662 | lemma INF_approx_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1663 | fixes x::ennreal and e::real | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1664 | assumes "e > 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1665 | assumes INF: "x = (INF i : A. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1666 | assumes "x \<noteq> \<infinity>" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1667 | shows "\<exists>i \<in> A. f i < x + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1668 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1669 | have "(INF i : A. f i) < x + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1670 | 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: 
62648diff
changeset | 1671 | then show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1672 | unfolding INF_less_iff . | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1673 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1674 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1675 | lemma SUP_approx_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1676 | fixes x::ennreal and e::real | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1677 |   assumes "e > 0" "A \<noteq> {}"
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1678 | assumes SUP: "x = (SUP i : A. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1679 | assumes "x \<noteq> \<infinity>" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1680 | shows "\<exists>i \<in> A. x < f i + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1681 | proof - | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1682 | have "x < x + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1683 | 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: 
62648diff
changeset | 1684 | also have "x + e = (SUP i : A. f i + e)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1685 |     unfolding SUP ennreal_SUP_add_left[OF \<open>A \<noteq> {}\<close>] ..
 | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1686 | finally show ?thesis | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1687 | unfolding less_SUP_iff . | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1688 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1689 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1690 | lemma ennreal_approx_SUP: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1691 | fixes x::ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1692 | 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: 
62648diff
changeset | 1693 | 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: 
62648diff
changeset | 1694 | shows "x = (SUP i : A. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1695 | proof (rule antisym) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1696 | show "x \<le> (SUP i:A. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1697 | proof (rule ennreal_le_epsilon) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1698 | fix e :: real assume "0 < e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1699 | from approx[OF this] guess i .. | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1700 | then have "x \<le> f i + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1701 | by simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1702 | also have "\<dots> \<le> (SUP i:A. f i) + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1703 | 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: 
62648diff
changeset | 1704 | finally show "x \<le> (SUP i:A. f i) + e" . | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1705 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1706 | qed (intro SUP_least f_bound) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1707 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1708 | lemma ennreal_approx_INF: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1709 | fixes x::ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1710 | 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: 
62648diff
changeset | 1711 | 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: 
62648diff
changeset | 1712 | shows "x = (INF i : A. f i)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1713 | proof (rule antisym) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1714 | show "(INF i:A. f i) \<le> x" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1715 | proof (rule ennreal_le_epsilon) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1716 | fix e :: real assume "0 < e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1717 | from approx[OF this] guess i .. note i = this | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1718 | then have "(INF i:A. f i) \<le> f i" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1719 | by (intro INF_lower) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1720 | also have "\<dots> \<le> x + e" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1721 | by fact | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1722 | finally show "(INF i:A. f i) \<le> x + e" . | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1723 | qed | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1724 | qed (intro INF_greatest f_bound) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1725 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1726 | lemma ennreal_approx_unit: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1727 | "(\<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: 
62648diff
changeset | 1728 |   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: 
62648diff
changeset | 1729 | apply (rule SUP_least) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1730 | apply auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1731 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1732 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1733 | lemma suminf_ennreal2: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1734 | "(\<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: 
62648diff
changeset | 1735 | using suminf_ennreal_eq by blast | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1736 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1737 | 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: 
62648diff
changeset | 1738 | by (cases x) auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1739 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1740 | lemma tendsto_top_iff_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1741 | fixes f :: "'a \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1742 | 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: 
62648diff
changeset | 1743 | by (auto simp: less_top_ennreal order_tendsto_iff ) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1744 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1745 | lemma ennreal_tendsto_top_eq_at_top: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1746 | "((\<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: 
62648diff
changeset | 1747 | unfolding filterlim_at_top_dense tendsto_top_iff_ennreal | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1748 | apply (auto simp: ennreal_less_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1749 | subgoal for y | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1750 | by (auto elim!: eventually_mono allE[of _ "max 0 y"]) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1751 | done | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1752 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1753 | lemma tendsto_0_if_Limsup_eq_0_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1754 | fixes f :: "_ \<Rightarrow> ennreal" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1755 | shows "Limsup F f = 0 \<Longrightarrow> (f \<longlongrightarrow> 0) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1756 | 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: 
62648diff
changeset | 1757 | by (cases "F = bot") auto | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1758 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1759 | lemma diff_le_self_ennreal[simp]: "a - b \<le> (a::ennreal)" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1760 | by (cases a b rule: ennreal2_cases) (auto simp: ennreal_minus) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1761 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1762 | 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: 
62648diff
changeset | 1763 | 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: 
62648diff
changeset | 1764 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1765 | 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: 
62648diff
changeset | 1766 | by transfer (auto intro!: ereal_mult_strict_left_mono) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1767 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1768 | 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: 
62648diff
changeset | 1769 | by transfer (auto intro!: ereal_between) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1770 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1771 | 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: 
62648diff
changeset | 1772 | by transfer | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1773 | (auto simp: top_ereal_def ereal_minus_less le_less) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1774 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1775 | lemma tendsto_zero_ennreal: | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1776 | 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: 
62648diff
changeset | 1777 | shows "(f \<longlongrightarrow> 0) F" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1778 | proof (rule order_tendstoI) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1779 | fix e::ennreal assume "e > 0" | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1780 | obtain e'::real where "e' > 0" "ennreal e' < e" | 
| 63145 | 1781 | 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: 
62648diff
changeset | 1782 | by (cases e) (auto simp: ennreal_less_iff) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1783 | 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: 
62648diff
changeset | 1784 | by eventually_elim (insert \<open>ennreal e' < e\<close>, auto) | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1785 | qed simp | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1786 | |
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1787 | lifting_update ennreal.lifting | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1788 | lifting_forget ennreal.lifting | 
| 
1d066f6ab25d
Probability: move emeasure and nn_integral from ereal to ennreal
 hoelzl parents: 
62648diff
changeset | 1789 | |
| 63225 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1790 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
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changeset | 1791 | subsection \<open>@{typ ennreal} theorems\<close>
 | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
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63145diff
changeset | 1792 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1793 | 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: 
63145diff
changeset | 1794 | by (auto simp: top_unique) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1795 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1796 | lemma diff_diff_ennreal: fixes a b :: ennreal shows "a \<le> b \<Longrightarrow> b \<noteq> \<infinity> \<Longrightarrow> b - (b - a) = a" | 
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1797 | by (cases a b rule: ennreal2_cases) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1798 | (auto simp: ennreal_minus top_unique) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1799 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1800 | lemma ennreal_less_one_iff[simp]: "ennreal x < 1 \<longleftrightarrow> x < 1" | 
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1801 | by (cases "0 \<le> x") | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1802 | (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: 
63145diff
changeset | 1803 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
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changeset | 1804 | lemma SUP_const_minus_ennreal: | 
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1805 |   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: 
63145diff
changeset | 1806 | including ennreal.lifting | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1807 | by (transfer fixing: I) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1808 | (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: 
63145diff
changeset | 1809 | del: sup_ereal_def) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1810 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1811 | lemma zero_minus_ennreal[simp]: "0 - (a::ennreal) = 0" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1812 | including ennreal.lifting | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1813 | by transfer (simp split: split_max) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1814 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1815 | lemma diff_diff_commute_ennreal: | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1816 | fixes a b c :: ennreal shows "a - b - c = a - c - b" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1817 | 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: 
63145diff
changeset | 1818 | |
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1819 | lemma diff_gr0_ennreal: "b < (a::ennreal) \<Longrightarrow> 0 < a - b" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1820 | 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: 
63145diff
changeset | 1821 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1822 | lemma divide_le_posI_ennreal: | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1823 | fixes x y z :: ennreal | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1824 | shows "x > 0 \<Longrightarrow> z \<le> x * y \<Longrightarrow> z / x \<le> y" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1825 | by (cases x y z rule: ennreal3_cases) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1826 | (auto simp: divide_ennreal ennreal_mult[symmetric] field_simps top_unique) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1827 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1828 | lemma add_diff_eq_ennreal: | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1829 | fixes x y z :: ennreal | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1830 | shows "z \<le> y \<Longrightarrow> x + (y - z) = x + y - z" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1831 | including ennreal.lifting | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1832 | by transfer | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1833 | (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: 
63145diff
changeset | 1834 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1835 | lemma add_diff_inverse_ennreal: | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1836 | fixes x y :: ennreal shows "x \<le> y \<Longrightarrow> x + (y - x) = y" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1837 | by (cases x) (simp_all add: top_unique add_diff_eq_ennreal) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1838 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1839 | lemma add_diff_eq_iff_ennreal[simp]: | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1840 | fixes x y :: ennreal shows "x + (y - x) = y \<longleftrightarrow> x \<le> y" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1841 | proof | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1842 | assume *: "x + (y - x) = y" show "x \<le> y" | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1843 | by (subst *[symmetric]) simp | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1844 | qed (simp add: add_diff_inverse_ennreal) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1845 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1846 | lemma add_diff_le_ennreal: "a + b - c \<le> a + (b - c::ennreal)" | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1847 | apply (cases a b c rule: ennreal3_cases) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1848 | subgoal for a' b' c' | 
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1849 | by (cases "0 \<le> b' - c'") | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1850 | (simp_all add: ennreal_minus ennreal_plus[symmetric] top_add ennreal_neg | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1851 | del: ennreal_plus) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1852 | apply (simp_all add: top_add ennreal_plus[symmetric] del: ennreal_plus) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1853 | done | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1854 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1855 | 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: 
63145diff
changeset | 1856 | using ennreal_minus_pos_iff gr_zeroI not_less by blast | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1857 | |
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1858 | 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: 
63145diff
changeset | 1859 | by (cases x; cases y; cases z) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1860 | (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: 
63145diff
changeset | 1861 | simp del: ennreal_plus) | 
| 
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 hoelzl parents: 
63145diff
changeset | 1862 | |
| 
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 hoelzl parents: 
63145diff
changeset | 1863 | lemma diff_diff_ennreal'': fixes x y z :: ennreal | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1864 | 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: 
63145diff
changeset | 1865 | by (cases x; cases y; cases z) | 
| 
19d2be0e5e9f
move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1866 | (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: 
63145diff
changeset | 1867 | simp del: ennreal_plus) | 
| 
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 hoelzl parents: 
63145diff
changeset | 1868 | |
| 
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 hoelzl parents: 
63145diff
changeset | 1869 | lemma power_less_top_ennreal: fixes x :: ennreal shows "x ^ n < top \<longleftrightarrow> x < top \<or> n = 0" | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1870 | using power_eq_top_ennreal[of x n] by (auto simp: less_top) | 
| 
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 hoelzl parents: 
63145diff
changeset | 1871 | |
| 
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 hoelzl parents: 
63145diff
changeset | 1872 | lemma ennreal_divide_times: "(a / b) * c = a * (c / b :: ennreal)" | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1873 | by (simp add: mult.commute ennreal_times_divide) | 
| 
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move ennreal and ereal theorems from MFMC_Countable
 hoelzl parents: 
63145diff
changeset | 1874 | |
| 
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 hoelzl parents: 
63145diff
changeset | 1875 | lemma diff_less_top_ennreal: "a - b < top \<longleftrightarrow> a < (top :: ennreal)" | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1876 | by (cases a; cases b) (auto simp: ennreal_minus) | 
| 
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 hoelzl parents: 
63145diff
changeset | 1877 | |
| 
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 hoelzl parents: 
63145diff
changeset | 1878 | lemma divide_less_ennreal: "b \<noteq> 0 \<Longrightarrow> b < top \<Longrightarrow> a / b < c \<longleftrightarrow> a < (c * b :: ennreal)" | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1879 | by (cases a; cases b; cases c) | 
| 
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 hoelzl parents: 
63145diff
changeset | 1880 | (auto simp: divide_ennreal ennreal_mult[symmetric] ennreal_less_iff field_simps ennreal_top_mult ennreal_top_divide) | 
| 
19d2be0e5e9f
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 hoelzl parents: 
63145diff
changeset | 1881 | |
| 
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changeset | 1882 | lemma one_less_numeral[simp]: "1 < (numeral n::ennreal) \<longleftrightarrow> (num.One < n)" | 
| 
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 hoelzl parents: 
63145diff
changeset | 1883 | by (simp del: ennreal_1 ennreal_numeral add: ennreal_1[symmetric] ennreal_numeral[symmetric] ennreal_less_iff) | 
| 
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63145diff
changeset | 1884 | |
| 
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changeset | 1885 | lemma divide_eq_1_ennreal: "a / b = (1::ennreal) \<longleftrightarrow> (b \<noteq> top \<and> b \<noteq> 0 \<and> b = a)" | 
| 
19d2be0e5e9f
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63145diff
changeset | 1886 | by (cases a ; cases b; cases "b = 0") (auto simp: ennreal_top_divide divide_ennreal split: if_split_asm) | 
| 
19d2be0e5e9f
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63145diff
changeset | 1887 | |
| 
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changeset | 1888 | 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
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changeset | 1889 | by (cases a; cases b; cases c) (auto simp: ennreal_mult[symmetric] ennreal_mult_top ennreal_top_mult) | 
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changeset | 1890 | |
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changeset | 1891 | 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)" | 
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changeset | 1892 | by (auto simp: ennreal_minus ennreal_neg) | 
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changeset | 1893 | |
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changeset | 1894 | 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)" | 
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changeset | 1895 | by (auto simp: ennreal_neg) | 
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changeset | 1896 | |
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changeset | 1897 | lemma power_le_one_iff: "0 \<le> (a::real) \<Longrightarrow> a ^ n \<le> 1 \<longleftrightarrow> (n = 0 \<or> a \<le> 1)" | 
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changeset | 1898 | 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) | 
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changeset | 1899 | |
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changeset | 1900 | lemma ennreal_diff_le_mono_left: "a \<le> b \<Longrightarrow> a - c \<le> (b::ennreal)" | 
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changeset | 1901 | using ennreal_mono_minus[of 0 c a, THEN order_trans, of b] by simp | 
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changeset | 1902 | |
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changeset | 1903 | lemma ennreal_minus_le_iff: "a - b \<le> c \<longleftrightarrow> (a \<le> b + (c::ennreal) \<and> (a = top \<and> b = top \<longrightarrow> c = top))" | 
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changeset | 1904 | by (cases a; cases b; cases c) | 
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changeset | 1905 | (auto simp: top_unique top_add add_top ennreal_minus ennreal_plus[symmetric] | 
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changeset | 1906 | simp del: ennreal_plus) | 
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changeset | 1907 | |
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changeset | 1908 | lemma ennreal_le_minus_iff: "a \<le> b - c \<longleftrightarrow> (a + c \<le> (b::ennreal) \<or> (a = 0 \<and> b \<le> c))" | 
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changeset | 1909 | by (cases a; cases b; cases c) | 
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changeset | 1910 | (auto simp: top_unique top_add add_top ennreal_minus ennreal_plus[symmetric] ennreal_le_iff2 | 
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changeset | 1911 | simp del: ennreal_plus) | 
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changeset | 1912 | |
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changeset | 1913 | lemma diff_add_eq_diff_diff_swap_ennreal: "x - (y + z :: ennreal) = x - y - z" | 
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changeset | 1914 | by (cases x; cases y; cases z) | 
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changeset | 1915 | (auto simp: ennreal_plus[symmetric] ennreal_minus_if add_top top_add simp del: ennreal_plus) | 
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changeset | 1916 | |
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changeset | 1917 | lemma diff_add_assoc2_ennreal: "b \<le> a \<Longrightarrow> (a - b + c::ennreal) = a + c - b" | 
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changeset | 1918 | by (cases a; cases b; cases c) | 
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changeset | 1919 | (auto simp add: ennreal_minus_if ennreal_plus_if add_top top_add top_unique simp del: ennreal_plus) | 
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changeset | 1920 | |
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changeset | 1921 | lemma diff_gt_0_iff_gt_ennreal: "0 < a - b \<longleftrightarrow> (a = top \<and> b = top \<or> b < (a::ennreal))" | 
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changeset | 1922 | by (cases a; cases b) (auto simp: ennreal_minus_if ennreal_less_iff) | 
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changeset | 1923 | |
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changeset | 1924 | lemma diff_eq_0_iff_ennreal: "(a - b::ennreal) = 0 \<longleftrightarrow> (a < top \<and> a \<le> b)" | 
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changeset | 1925 | by (cases a) (auto simp: ennreal_minus_eq_0 diff_eq_0_ennreal) | 
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changeset | 1926 | |
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changeset | 1927 | lemma add_diff_self_ennreal: "a + (b - a::ennreal) = (if a \<le> b then b else a)" | 
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changeset | 1928 | by (auto simp: diff_eq_0_iff_ennreal less_top) | 
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changeset | 1929 | |
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changeset | 1930 | lemma diff_add_self_ennreal: "(b - a + a::ennreal) = (if a \<le> b then b else a)" | 
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changeset | 1931 | by (auto simp: diff_add_cancel_ennreal diff_eq_0_iff_ennreal less_top) | 
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changeset | 1932 | |
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changeset | 1933 | lemma ennreal_minus_cancel_iff: | 
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changeset | 1934 | fixes a b c :: ennreal | 
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changeset | 1935 | shows "a - b = a - c \<longleftrightarrow> (b = c \<or> (a \<le> b \<and> a \<le> c) \<or> a = top)" | 
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changeset | 1936 | by (cases a; cases b; cases c) (auto simp: ennreal_minus_if) | 
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changeset | 1937 | |
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changeset | 1938 | text \<open>The next lemma is wrong for $a = top$, for $b = c = 1$ for instance.\<close> | 
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changeset | 1939 | |
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changeset | 1940 | lemma ennreal_right_diff_distrib: | 
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changeset | 1941 | fixes a b c::ennreal | 
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changeset | 1942 | assumes "a \<noteq> top" | 
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changeset | 1943 | shows "a * (b - c) = a * b - a * c" | 
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changeset | 1944 | apply (cases a, cases b, cases c, auto simp add: assms) | 
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changeset | 1945 | apply (metis (mono_tags, lifting) ennreal_minus ennreal_mult' linordered_field_class.sign_simps(38) split_mult_pos_le) | 
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changeset | 1946 | apply (metis ennreal_minus_zero ennreal_mult_cancel_left ennreal_top_eq_mult_iff minus_top_ennreal mult_eq_0_iff top_neq_ennreal) | 
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changeset | 1947 | apply (metis ennreal_minus_eq_top ennreal_minus_zero ennreal_mult_eq_top_iff mult_eq_0_iff) | 
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changeset | 1948 | done | 
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changeset | 1949 | |
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changeset | 1950 | lemma SUP_diff_ennreal: | 
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changeset | 1951 | "c < top \<Longrightarrow> (SUP i:I. f i - c :: ennreal) = (SUP i:I. f i) - c" | 
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changeset | 1952 | by (auto intro!: SUP_eqI ennreal_minus_mono SUP_least intro: SUP_upper | 
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changeset | 1953 | simp: ennreal_minus_cancel_iff ennreal_minus_le_iff less_top[symmetric]) | 
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changeset | 1954 | |
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changeset | 1955 | lemma ennreal_SUP_add_right: | 
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changeset | 1956 |   fixes c :: ennreal shows "I \<noteq> {} \<Longrightarrow> c + (SUP i:I. f i) = (SUP i:I. c + f i)"
 | 
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changeset | 1957 | using ennreal_SUP_add_left[of I f c] by (simp add: add.commute) | 
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changeset | 1958 | |
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changeset | 1959 | lemma SUP_add_directed_ennreal: | 
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changeset | 1960 | fixes f g :: "_ \<Rightarrow> ennreal" | 
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changeset | 1961 | 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" | 
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changeset | 1962 | shows "(SUP i:I. f i + g i) = (SUP i:I. f i) + (SUP i:I. g i)" | 
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changeset | 1963 | proof cases | 
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changeset | 1964 |   assume "I = {}" then show ?thesis
 | 
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changeset | 1965 | by (simp add: bot_ereal_def) | 
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changeset | 1966 | next | 
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changeset | 1967 |   assume "I \<noteq> {}"
 | 
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changeset | 1968 | show ?thesis | 
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changeset | 1969 | proof (rule antisym) | 
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changeset | 1970 | show "(SUP i:I. f i + g i) \<le> (SUP i:I. f i) + (SUP i:I. g i)" | 
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changeset | 1971 | by (rule SUP_least; intro add_mono SUP_upper) | 
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changeset | 1972 | next | 
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changeset | 1973 | have "(SUP i:I. f i) + (SUP i:I. g i) = (SUP i:I. f i + (SUP i:I. g i))" | 
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changeset | 1974 |       by (intro ennreal_SUP_add_left[symmetric] \<open>I \<noteq> {}\<close>)
 | 
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changeset | 1975 | also have "\<dots> = (SUP i:I. (SUP j:I. f i + g j))" | 
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changeset | 1976 |       by (intro SUP_cong refl ennreal_SUP_add_right \<open>I \<noteq> {}\<close>)
 | 
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changeset | 1977 | also have "\<dots> \<le> (SUP i:I. f i + g i)" | 
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changeset | 1978 | using directed by (intro SUP_least) (blast intro: SUP_upper2) | 
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changeset | 1979 | finally show "(SUP i:I. f i) + (SUP i:I. g i) \<le> (SUP i:I. f i + g i)" . | 
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changeset | 1980 | qed | 
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changeset | 1981 | qed | 
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changeset | 1982 | |
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changeset | 1983 | lemma enn2real_eq_0_iff: "enn2real x = 0 \<longleftrightarrow> x = 0 \<or> x = top" | 
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changeset | 1984 | by (cases x) auto | 
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changeset | 1985 | |
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changeset | 1986 | lemma continuous_on_diff_ennreal: | 
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changeset | 1987 | "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)" | 
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changeset | 1988 | including ennreal.lifting | 
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changeset | 1989 | proof (transfer fixing: A, simp add: top_ereal_def) | 
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changeset | 1990 | 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" | 
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changeset | 1991 | moreover assume "f x \<noteq> \<infinity>" "g x \<noteq> \<infinity>" if "x \<in> A" for x | 
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changeset | 1992 | ultimately show "continuous_on A (\<lambda>z. max 0 (f z - g z))" | 
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changeset | 1993 | by (intro continuous_on_max continuous_on_const continuous_on_diff_ereal) auto | 
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changeset | 1994 | qed | 
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changeset | 1995 | |
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changeset | 1996 | lemma tendsto_diff_ennreal: | 
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move ennreal and ereal theorems from MFMC_Countable
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changeset | 1997 | "(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" | 
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changeset | 1998 |   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",
 | 
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changeset | 1999 | OF continuous_on_diff_ennreal] | 
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changeset | 2000 | by (auto simp: tendsto_Pair eventually_conj_iff less_top order_tendstoD continuous_on_fst continuous_on_snd continuous_on_id) | 
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changeset | 2001 | |
| 67727 
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moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
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changeset | 2002 | declare lim_real_of_ereal [tendsto_intros] | 
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moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
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changeset | 2003 | |
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moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
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changeset | 2004 | lemma tendsto_enn2real [tendsto_intros]: | 
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changeset | 2005 | assumes "(u \<longlongrightarrow> ennreal l) F" "l \<ge> 0" | 
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changeset | 2006 | shows "((\<lambda>n. enn2real (u n)) \<longlongrightarrow> l) F" | 
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changeset | 2007 | unfolding enn2real_def | 
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changeset | 2008 | apply (intro tendsto_intros) | 
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changeset | 2009 | apply (subst enn2ereal_ennreal[symmetric]) | 
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moved Lipschitz continuity from AFP/Ordinary_Differential_Equations and AFP/Gromov_Hyperbolicity; moved lemmas from AFP/Gromov_Hyperbolicity/Library_Complements
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changeset | 2010 | by (intro tendsto_intros assms)+ | 
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ce3e87a51488
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changeset | 2011 | |
| 62975 
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Probability: move emeasure and nn_integral from ereal to ennreal
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changeset | 2012 | end |