author | nipkow |
Tue, 23 Feb 2016 16:25:08 +0100 | |
changeset 62390 | 842917225d56 |
parent 61969 | e01015e49041 |
child 62648 | ee48e0b4f669 |
permissions | -rw-r--r-- |
37665 | 1 |
(* Title: HOL/Library/Indicator_Function.thy |
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Author: Johannes Hoelzl (TU Muenchen) |
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*) |
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section \<open>Indicator Function\<close> |
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theory Indicator_Function |
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introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
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imports Complex_Main |
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begin |
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definition "indicator S x = (if x \<in> S then 1 else 0)" |
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lemma indicator_simps[simp]: |
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"x \<in> S \<Longrightarrow> indicator S x = 1" |
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"x \<notin> S \<Longrightarrow> indicator S x = 0" |
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unfolding indicator_def by auto |
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45425 | 18 |
lemma indicator_pos_le[intro, simp]: "(0::'a::linordered_semidom) \<le> indicator S x" |
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and indicator_le_1[intro, simp]: "indicator S x \<le> (1::'a::linordered_semidom)" |
45425 | 20 |
unfolding indicator_def by auto |
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lemma indicator_abs_le_1: "\<bar>indicator S x\<bar> \<le> (1::'a::linordered_idom)" |
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37665 | 23 |
unfolding indicator_def by auto |
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||
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lemma indicator_eq_0_iff: "indicator A x = (0::_::zero_neq_one) \<longleftrightarrow> x \<notin> A" |
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by (auto simp: indicator_def) |
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lemma indicator_eq_1_iff: "indicator A x = (1::_::zero_neq_one) \<longleftrightarrow> x \<in> A" |
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by (auto simp: indicator_def) |
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lemma split_indicator: "P (indicator S x) \<longleftrightarrow> ((x \<in> S \<longrightarrow> P 1) \<and> (x \<notin> S \<longrightarrow> P 0))" |
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unfolding indicator_def by auto |
06e195515deb
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parents:
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|
06e195515deb
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lemma split_indicator_asm: "P (indicator S x) \<longleftrightarrow> (\<not> (x \<in> S \<and> \<not> P 1 \<or> x \<notin> S \<and> \<not> P 0))" |
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unfolding indicator_def by auto |
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||
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lemma indicator_inter_arith: "indicator (A \<inter> B) x = indicator A x * (indicator B x::'a::semiring_1)" |
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unfolding indicator_def by (auto simp: min_def max_def) |
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lemma indicator_union_arith: "indicator (A \<union> B) x = indicator A x + indicator B x - indicator A x * (indicator B x::'a::ring_1)" |
45425 | 41 |
unfolding indicator_def by (auto simp: min_def max_def) |
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lemma indicator_inter_min: "indicator (A \<inter> B) x = min (indicator A x) (indicator B x::'a::linordered_semidom)" |
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and indicator_union_max: "indicator (A \<union> B) x = max (indicator A x) (indicator B x::'a::linordered_semidom)" |
45425 | 45 |
unfolding indicator_def by (auto simp: min_def max_def) |
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lemma indicator_disj_union: "A \<inter> B = {} \<Longrightarrow> indicator (A \<union> B) x = (indicator A x + indicator B x::'a::linordered_semidom)" |
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by (auto split: split_indicator) |
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lemma indicator_compl: "indicator (- A) x = 1 - (indicator A x::'a::ring_1)" |
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and indicator_diff: "indicator (A - B) x = indicator A x * (1 - indicator B x::'a::ring_1)" |
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unfolding indicator_def by (auto simp: min_def max_def) |
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45425 | 54 |
lemma indicator_times: "indicator (A \<times> B) x = indicator A (fst x) * (indicator B (snd x)::'a::semiring_1)" |
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unfolding indicator_def by (cases x) auto |
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lemma indicator_sum: "indicator (A <+> B) x = (case x of Inl x \<Rightarrow> indicator A x | Inr x \<Rightarrow> indicator B x)" |
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unfolding indicator_def by (cases x) auto |
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cleaning up some theorem names; remove unnecessary assumptions; more complete pmf theory
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lemma indicator_image: "inj f \<Longrightarrow> indicator (f ` X) (f x) = (indicator X x::_::zero_neq_one)" |
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by (auto simp: indicator_def inj_on_def) |
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lemma indicator_vimage: "indicator (f -` A) x = indicator A (f x)" |
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by(auto split: split_indicator) |
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37665 | 66 |
lemma |
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fixes f :: "'a \<Rightarrow> 'b::semiring_1" assumes "finite A" |
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shows setsum_mult_indicator[simp]: "(\<Sum>x \<in> A. f x * indicator B x) = (\<Sum>x \<in> A \<inter> B. f x)" |
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and setsum_indicator_mult[simp]: "(\<Sum>x \<in> A. indicator B x * f x) = (\<Sum>x \<in> A \<inter> B. f x)" |
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unfolding indicator_def |
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62390 | 71 |
using assms by (auto intro!: setsum.mono_neutral_cong_right split: if_split_asm) |
37665 | 72 |
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lemma setsum_indicator_eq_card: |
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assumes "finite A" |
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61954 | 75 |
shows "(\<Sum>x \<in> A. indicator B x) = card (A Int B)" |
37665 | 76 |
using setsum_mult_indicator[OF assms, of "%x. 1::nat"] |
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unfolding card_eq_setsum by simp |
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||
56993
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introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents:
54408
diff
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lemma setsum_indicator_scaleR[simp]: |
e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents:
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diff
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"finite A \<Longrightarrow> |
e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents:
54408
diff
changeset
|
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(\<Sum>x \<in> A. indicator (B x) (g x) *\<^sub>R f x) = (\<Sum>x \<in> {x\<in>A. g x \<in> B x}. f x::'a::real_vector)" |
62390 | 82 |
using assms by (auto intro!: setsum.mono_neutral_cong_right split: if_split_asm simp: indicator_def) |
56993
e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents:
54408
diff
changeset
|
83 |
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57446
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
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lemma LIMSEQ_indicator_incseq: |
06e195515deb
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assumes "incseq A" |
61969 | 86 |
shows "(\<lambda>i. indicator (A i) x :: 'a :: {topological_space, one, zero}) \<longlonglongrightarrow> indicator (\<Union>i. A i) x" |
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87 |
proof cases |
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assume "\<exists>i. x \<in> A i" |
06e195515deb
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then obtain i where "x \<in> A i" |
06e195515deb
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90 |
by auto |
06e195515deb
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then have |
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92 |
"\<And>n. (indicator (A (n + i)) x :: 'a) = 1" |
60585 | 93 |
"(indicator (\<Union>i. A i) x :: 'a) = 1" |
60500 | 94 |
using incseqD[OF \<open>incseq A\<close>, of i "n + i" for n] \<open>x \<in> A i\<close> by (auto simp: indicator_def) |
57446
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parents:
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then show ?thesis |
58729
e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
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96 |
by (rule_tac LIMSEQ_offset[of _ i]) simp |
e8ecc79aee43
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qed (auto simp: indicator_def) |
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98 |
|
06e195515deb
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|
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lemma LIMSEQ_indicator_UN: |
61969 | 100 |
"(\<lambda>k. indicator (\<Union>i<k. A i) x :: 'a :: {topological_space, one, zero}) \<longlonglongrightarrow> indicator (\<Union>i. A i) x" |
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|
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proof - |
61969 | 102 |
have "(\<lambda>k. indicator (\<Union>i<k. A i) x::'a) \<longlonglongrightarrow> indicator (\<Union>k. \<Union>i<k. A i) x" |
57446
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by (intro LIMSEQ_indicator_incseq) (auto simp: incseq_def intro: less_le_trans) |
60585 | 104 |
also have "(\<Union>k. \<Union>i<k. A i) = (\<Union>i. A i)" |
57446
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|
105 |
by auto |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
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parents:
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|
106 |
finally show ?thesis . |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
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parents:
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|
107 |
qed |
06e195515deb
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hoelzl
parents:
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|
108 |
|
06e195515deb
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109 |
lemma LIMSEQ_indicator_decseq: |
06e195515deb
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assumes "decseq A" |
61969 | 111 |
shows "(\<lambda>i. indicator (A i) x :: 'a :: {topological_space, one, zero}) \<longlonglongrightarrow> indicator (\<Inter>i. A i) x" |
57446
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112 |
proof cases |
06e195515deb
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|
113 |
assume "\<exists>i. x \<notin> A i" |
06e195515deb
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|
114 |
then obtain i where "x \<notin> A i" |
06e195515deb
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hoelzl
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|
115 |
by auto |
06e195515deb
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|
116 |
then have |
06e195515deb
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|
117 |
"\<And>n. (indicator (A (n + i)) x :: 'a) = 0" |
06e195515deb
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hoelzl
parents:
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|
118 |
"(indicator (\<Inter>i. A i) x :: 'a) = 0" |
60500 | 119 |
using decseqD[OF \<open>decseq A\<close>, of i "n + i" for n] \<open>x \<notin> A i\<close> by (auto simp: indicator_def) |
57446
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
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|
120 |
then show ?thesis |
58729
e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents:
57447
diff
changeset
|
121 |
by (rule_tac LIMSEQ_offset[of _ i]) simp |
e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
hoelzl
parents:
57447
diff
changeset
|
122 |
qed (auto simp: indicator_def) |
57446
06e195515deb
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hoelzl
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57418
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|
123 |
|
06e195515deb
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|
124 |
lemma LIMSEQ_indicator_INT: |
61969 | 125 |
"(\<lambda>k. indicator (\<Inter>i<k. A i) x :: 'a :: {topological_space, one, zero}) \<longlonglongrightarrow> indicator (\<Inter>i. A i) x" |
57446
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hoelzl
parents:
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diff
changeset
|
126 |
proof - |
61969 | 127 |
have "(\<lambda>k. indicator (\<Inter>i<k. A i) x::'a) \<longlonglongrightarrow> indicator (\<Inter>k. \<Inter>i<k. A i) x" |
57446
06e195515deb
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hoelzl
parents:
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changeset
|
128 |
by (intro LIMSEQ_indicator_decseq) (auto simp: decseq_def intro: less_le_trans) |
60585 | 129 |
also have "(\<Inter>k. \<Inter>i<k. A i) = (\<Inter>i. A i)" |
57446
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|
130 |
by auto |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
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|
131 |
finally show ?thesis . |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
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|
132 |
qed |
06e195515deb
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hoelzl
parents:
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|
133 |
|
06e195515deb
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|
134 |
lemma indicator_add: |
06e195515deb
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|
135 |
"A \<inter> B = {} \<Longrightarrow> (indicator A x::_::monoid_add) + indicator B x = indicator (A \<union> B) x" |
06e195515deb
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hoelzl
parents:
57418
diff
changeset
|
136 |
unfolding indicator_def by auto |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
137 |
|
06e195515deb
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parents:
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|
138 |
lemma of_real_indicator: "of_real (indicator A x) = indicator A x" |
06e195515deb
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hoelzl
parents:
57418
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changeset
|
139 |
by (simp split: split_indicator) |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
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|
140 |
|
06e195515deb
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|
141 |
lemma real_of_nat_indicator: "real (indicator A x :: nat) = indicator A x" |
06e195515deb
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parents:
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changeset
|
142 |
by (simp split: split_indicator) |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
143 |
|
06e195515deb
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parents:
57418
diff
changeset
|
144 |
lemma abs_indicator: "\<bar>indicator A x :: 'a::linordered_idom\<bar> = indicator A x" |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
145 |
by (simp split: split_indicator) |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
146 |
|
06e195515deb
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parents:
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|
147 |
lemma mult_indicator_subset: |
06e195515deb
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parents:
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diff
changeset
|
148 |
"A \<subseteq> B \<Longrightarrow> indicator A x * indicator B x = (indicator A x :: 'a::{comm_semiring_1})" |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
149 |
by (auto split: split_indicator simp: fun_eq_iff) |
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
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diff
changeset
|
150 |
|
57447
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
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diff
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|
151 |
lemma indicator_sums: |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
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|
152 |
assumes "\<And>i j. i \<noteq> j \<Longrightarrow> A i \<inter> A j = {}" |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
153 |
shows "(\<lambda>i. indicator (A i) x::real) sums indicator (\<Union>i. A i) x" |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
154 |
proof cases |
87429bdecad5
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hoelzl
parents:
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diff
changeset
|
155 |
assume "\<exists>i. x \<in> A i" |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
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diff
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|
156 |
then obtain i where i: "x \<in> A i" .. |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
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diff
changeset
|
157 |
with assms have "(\<lambda>i. indicator (A i) x::real) sums (\<Sum>i\<in>{i}. indicator (A i) x)" |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
158 |
by (intro sums_finite) (auto split: split_indicator) |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
159 |
also have "(\<Sum>i\<in>{i}. indicator (A i) x) = indicator (\<Union>i. A i) x" |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
160 |
using i by (auto split: split_indicator) |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
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diff
changeset
|
161 |
finally show ?thesis . |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
162 |
qed simp |
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents:
57446
diff
changeset
|
163 |
|
57446
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
hoelzl
parents:
57418
diff
changeset
|
164 |
end |