author | hoelzl |
Fri, 03 Dec 2010 15:25:14 +0100 | |
changeset 41023 | 9118eb4eb8dc |
parent 40871 | 688f6ff859e1 |
child 41097 | a1abfa4e2b44 |
permissions | -rw-r--r-- |
40859 | 1 |
(* Title: Complete_Measure.thy |
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Author: Robert Himmelmann, Johannes Hoelzl, TU Muenchen |
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*) |
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theory Complete_Measure |
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imports Product_Measure |
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begin |
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locale completeable_measure_space = measure_space |
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definition (in completeable_measure_space) completion :: "'a algebra" where |
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"completion = \<lparr> space = space M, |
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sets = { S \<union> N |S N N'. S \<in> sets M \<and> N' \<in> null_sets \<and> N \<subseteq> N' } \<rparr>" |
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lemma (in completeable_measure_space) space_completion[simp]: |
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"space completion = space M" unfolding completion_def by simp |
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lemma (in completeable_measure_space) sets_completionE: |
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assumes "A \<in> sets completion" |
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obtains S N N' where "A = S \<union> N" "N \<subseteq> N'" "N' \<in> null_sets" "S \<in> sets M" |
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using assms unfolding completion_def by auto |
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lemma (in completeable_measure_space) sets_completionI: |
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assumes "A = S \<union> N" "N \<subseteq> N'" "N' \<in> null_sets" "S \<in> sets M" |
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shows "A \<in> sets completion" |
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using assms unfolding completion_def by auto |
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lemma (in completeable_measure_space) sets_completionI_sets[intro]: |
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"A \<in> sets M \<Longrightarrow> A \<in> sets completion" |
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unfolding completion_def by force |
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lemma (in completeable_measure_space) null_sets_completion: |
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assumes "N' \<in> null_sets" "N \<subseteq> N'" shows "N \<in> sets completion" |
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apply(rule sets_completionI[of N "{}" N N']) |
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using assms by auto |
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sublocale completeable_measure_space \<subseteq> completion!: sigma_algebra completion |
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proof (unfold sigma_algebra_iff2, safe) |
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fix A x assume "A \<in> sets completion" "x \<in> A" |
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with sets_into_space show "x \<in> space completion" |
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by (auto elim!: sets_completionE) |
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next |
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fix A assume "A \<in> sets completion" |
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from this[THEN sets_completionE] guess S N N' . note A = this |
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let ?C = "space completion" |
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show "?C - A \<in> sets completion" using A |
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by (intro sets_completionI[of _ "(?C - S) \<inter> (?C - N')" "(?C - S) \<inter> N' \<inter> (?C - N)"]) |
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auto |
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next |
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fix A ::"nat \<Rightarrow> 'a set" assume A: "range A \<subseteq> sets completion" |
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then have "\<forall>n. \<exists>S N N'. A n = S \<union> N \<and> S \<in> sets M \<and> N' \<in> null_sets \<and> N \<subseteq> N'" |
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unfolding completion_def by (auto simp: image_subset_iff) |
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from choice[OF this] guess S .. |
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from choice[OF this] guess N .. |
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from choice[OF this] guess N' .. |
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then show "UNION UNIV A \<in> sets completion" |
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using null_sets_UN[of N'] |
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by (intro sets_completionI[of _ "UNION UNIV S" "UNION UNIV N" "UNION UNIV N'"]) |
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auto |
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qed auto |
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definition (in completeable_measure_space) |
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"split_completion A p = (\<exists>N'. A = fst p \<union> snd p \<and> fst p \<inter> snd p = {} \<and> |
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fst p \<in> sets M \<and> snd p \<subseteq> N' \<and> N' \<in> null_sets)" |
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definition (in completeable_measure_space) |
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"main_part A = fst (Eps (split_completion A))" |
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definition (in completeable_measure_space) |
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"null_part A = snd (Eps (split_completion A))" |
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lemma (in completeable_measure_space) split_completion: |
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assumes "A \<in> sets completion" |
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shows "split_completion A (main_part A, null_part A)" |
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unfolding main_part_def null_part_def |
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proof (rule someI2_ex) |
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from assms[THEN sets_completionE] guess S N N' . note A = this |
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let ?P = "(S, N - S)" |
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show "\<exists>p. split_completion A p" |
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unfolding split_completion_def using A |
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proof (intro exI conjI) |
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show "A = fst ?P \<union> snd ?P" using A by auto |
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show "snd ?P \<subseteq> N'" using A by auto |
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qed auto |
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qed auto |
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lemma (in completeable_measure_space) |
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assumes "S \<in> sets completion" |
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shows main_part_sets[intro, simp]: "main_part S \<in> sets M" |
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and main_part_null_part_Un[simp]: "main_part S \<union> null_part S = S" |
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and main_part_null_part_Int[simp]: "main_part S \<inter> null_part S = {}" |
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using split_completion[OF assms] by (auto simp: split_completion_def) |
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lemma (in completeable_measure_space) null_part: |
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assumes "S \<in> sets completion" shows "\<exists>N. N\<in>null_sets \<and> null_part S \<subseteq> N" |
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using split_completion[OF assms] by (auto simp: split_completion_def) |
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lemma (in completeable_measure_space) null_part_sets[intro, simp]: |
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assumes "S \<in> sets M" shows "null_part S \<in> sets M" "\<mu> (null_part S) = 0" |
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proof - |
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have S: "S \<in> sets completion" using assms by auto |
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have "S - main_part S \<in> sets M" using assms by auto |
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moreover |
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from main_part_null_part_Un[OF S] main_part_null_part_Int[OF S] |
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have "S - main_part S = null_part S" by auto |
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ultimately show sets: "null_part S \<in> sets M" by auto |
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from null_part[OF S] guess N .. |
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with measure_eq_0[of N "null_part S"] sets |
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show "\<mu> (null_part S) = 0" by auto |
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qed |
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definition (in completeable_measure_space) "\<mu>' A = \<mu> (main_part A)" |
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lemma (in completeable_measure_space) \<mu>'_set[simp]: |
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assumes "S \<in> sets M" shows "\<mu>' S = \<mu> S" |
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proof - |
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have S: "S \<in> sets completion" using assms by auto |
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then have "\<mu> S = \<mu> (main_part S \<union> null_part S)" by simp |
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also have "\<dots> = \<mu> (main_part S)" |
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using S assms measure_additive[of "main_part S" "null_part S"] |
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by (auto simp: measure_additive) |
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finally show ?thesis unfolding \<mu>'_def by simp |
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qed |
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lemma (in completeable_measure_space) sets_completionI_sub: |
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assumes N: "N' \<in> null_sets" "N \<subseteq> N'" |
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shows "N \<in> sets completion" |
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using assms by (intro sets_completionI[of _ "{}" N N']) auto |
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lemma (in completeable_measure_space) \<mu>_main_part_UN: |
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fixes S :: "nat \<Rightarrow> 'a set" |
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assumes "range S \<subseteq> sets completion" |
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shows "\<mu>' (\<Union>i. (S i)) = \<mu> (\<Union>i. main_part (S i))" |
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proof - |
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have S: "\<And>i. S i \<in> sets completion" using assms by auto |
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then have UN: "(\<Union>i. S i) \<in> sets completion" by auto |
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have "\<forall>i. \<exists>N. N \<in> null_sets \<and> null_part (S i) \<subseteq> N" |
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using null_part[OF S] by auto |
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from choice[OF this] guess N .. note N = this |
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then have UN_N: "(\<Union>i. N i) \<in> null_sets" by (intro null_sets_UN) auto |
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have "(\<Union>i. S i) \<in> sets completion" using S by auto |
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from null_part[OF this] guess N' .. note N' = this |
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let ?N = "(\<Union>i. N i) \<union> N'" |
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have null_set: "?N \<in> null_sets" using N' UN_N by (intro null_sets_Un) auto |
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have "main_part (\<Union>i. S i) \<union> ?N = (main_part (\<Union>i. S i) \<union> null_part (\<Union>i. S i)) \<union> ?N" |
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using N' by auto |
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also have "\<dots> = (\<Union>i. main_part (S i) \<union> null_part (S i)) \<union> ?N" |
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unfolding main_part_null_part_Un[OF S] main_part_null_part_Un[OF UN] by auto |
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also have "\<dots> = (\<Union>i. main_part (S i)) \<union> ?N" |
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using N by auto |
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finally have *: "main_part (\<Union>i. S i) \<union> ?N = (\<Union>i. main_part (S i)) \<union> ?N" . |
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have "\<mu> (main_part (\<Union>i. S i)) = \<mu> (main_part (\<Union>i. S i) \<union> ?N)" |
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using null_set UN by (intro measure_Un_null_set[symmetric]) auto |
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also have "\<dots> = \<mu> ((\<Union>i. main_part (S i)) \<union> ?N)" |
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unfolding * .. |
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also have "\<dots> = \<mu> (\<Union>i. main_part (S i))" |
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using null_set S by (intro measure_Un_null_set) auto |
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finally show ?thesis unfolding \<mu>'_def . |
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qed |
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lemma (in completeable_measure_space) \<mu>_main_part_Un: |
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assumes S: "S \<in> sets completion" and T: "T \<in> sets completion" |
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shows "\<mu>' (S \<union> T) = \<mu> (main_part S \<union> main_part T)" |
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proof - |
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have UN: "(\<Union>i. binary (main_part S) (main_part T) i) = (\<Union>i. main_part (binary S T i))" |
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unfolding binary_def by (auto split: split_if_asm) |
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show ?thesis |
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using \<mu>_main_part_UN[of "binary S T"] assms |
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unfolding range_binary_eq Un_range_binary UN by auto |
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qed |
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sublocale completeable_measure_space \<subseteq> completion!: measure_space completion \<mu>' |
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proof |
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show "\<mu>' {} = 0" by auto |
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next |
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show "countably_additive completion \<mu>'" |
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proof (unfold countably_additive_def, intro allI conjI impI) |
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fix A :: "nat \<Rightarrow> 'a set" assume A: "range A \<subseteq> sets completion" "disjoint_family A" |
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have "disjoint_family (\<lambda>i. main_part (A i))" |
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proof (intro disjoint_family_on_bisimulation[OF A(2)]) |
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fix n m assume "A n \<inter> A m = {}" |
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then have "(main_part (A n) \<union> null_part (A n)) \<inter> (main_part (A m) \<union> null_part (A m)) = {}" |
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using A by (subst (1 2) main_part_null_part_Un) auto |
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then show "main_part (A n) \<inter> main_part (A m) = {}" by auto |
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qed |
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then have "(\<Sum>\<^isub>\<infinity>n. \<mu>' (A n)) = \<mu> (\<Union>i. main_part (A i))" |
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unfolding \<mu>'_def using A by (intro measure_countably_additive) auto |
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then show "(\<Sum>\<^isub>\<infinity>n. \<mu>' (A n)) = \<mu>' (UNION UNIV A)" |
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unfolding \<mu>_main_part_UN[OF A(1)] . |
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qed |
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qed |
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lemma (in completeable_measure_space) completion_ex_simple_function: |
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assumes f: "completion.simple_function f" |
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shows "\<exists>f'. simple_function f' \<and> (AE x. f x = f' x)" |
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proof - |
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let "?F x" = "f -` {x} \<inter> space M" |
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have F: "\<And>x. ?F x \<in> sets completion" and fin: "finite (f`space M)" |
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using completion.simple_functionD[OF f] |
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completion.simple_functionD[OF f] by simp_all |
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have "\<forall>x. \<exists>N. N \<in> null_sets \<and> null_part (?F x) \<subseteq> N" |
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using F null_part by auto |
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from choice[OF this] obtain N where |
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N: "\<And>x. null_part (?F x) \<subseteq> N x" "\<And>x. N x \<in> null_sets" by auto |
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let ?N = "\<Union>x\<in>f`space M. N x" let "?f' x" = "if x \<in> ?N then undefined else f x" |
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have sets: "?N \<in> null_sets" using N fin by (intro null_sets_finite_UN) auto |
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show ?thesis unfolding simple_function_def |
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proof (safe intro!: exI[of _ ?f']) |
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have "?f' ` space M \<subseteq> f`space M \<union> {undefined}" by auto |
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from finite_subset[OF this] completion.simple_functionD(1)[OF f] |
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show "finite (?f' ` space M)" by auto |
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next |
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fix x assume "x \<in> space M" |
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have "?f' -` {?f' x} \<inter> space M = |
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(if x \<in> ?N then ?F undefined \<union> ?N |
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else if f x = undefined then ?F (f x) \<union> ?N |
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else ?F (f x) - ?N)" |
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using N(2) sets_into_space by (auto split: split_if_asm) |
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moreover { fix y have "?F y \<union> ?N \<in> sets M" |
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proof cases |
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assume y: "y \<in> f`space M" |
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have "?F y \<union> ?N = (main_part (?F y) \<union> null_part (?F y)) \<union> ?N" |
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using main_part_null_part_Un[OF F] by auto |
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also have "\<dots> = main_part (?F y) \<union> ?N" |
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using y N by auto |
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finally show ?thesis |
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using F sets by auto |
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next |
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assume "y \<notin> f`space M" then have "?F y = {}" by auto |
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then show ?thesis using sets by auto |
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qed } |
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moreover { |
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have "?F (f x) - ?N = main_part (?F (f x)) \<union> null_part (?F (f x)) - ?N" |
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using main_part_null_part_Un[OF F] by auto |
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also have "\<dots> = main_part (?F (f x)) - ?N" |
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using N `x \<in> space M` by auto |
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finally have "?F (f x) - ?N \<in> sets M" |
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using F sets by auto } |
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ultimately show "?f' -` {?f' x} \<inter> space M \<in> sets M" by auto |
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next |
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show "AE x. f x = ?f' x" |
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by (rule AE_I', rule sets) auto |
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qed |
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qed |
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lemma (in completeable_measure_space) completion_ex_borel_measurable: |
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41023
9118eb4eb8dc
it is known as the extended reals, not the infinite reals
hoelzl
parents:
40871
diff
changeset
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fixes g :: "'a \<Rightarrow> pextreal" |
40859 | 247 |
assumes g: "g \<in> borel_measurable completion" |
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shows "\<exists>g'\<in>borel_measurable M. (AE x. g x = g' x)" |
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proof - |
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from g[THEN completion.borel_measurable_implies_simple_function_sequence] |
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obtain f where "\<And>i. completion.simple_function (f i)" "f \<up> g" by auto |
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then have "\<forall>i. \<exists>f'. simple_function f' \<and> (AE x. f i x = f' x)" |
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using completion_ex_simple_function by auto |
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from this[THEN choice] obtain f' where |
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sf: "\<And>i. simple_function (f' i)" and |
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AE: "\<forall>i. AE x. f i x = f' i x" by auto |
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show ?thesis |
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proof (intro bexI) |
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from AE[unfolded all_AE_countable] |
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show "AE x. g x = (SUP i. f' i) x" (is "AE x. g x = ?f x") |
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proof (rule AE_mp, safe intro!: AE_cong) |
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fix x assume eq: "\<forall>i. f i x = f' i x" |
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have "g x = (SUP i. f i x)" |
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using `f \<up> g` unfolding isoton_def SUPR_fun_expand by auto |
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then show "g x = ?f x" |
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using eq unfolding SUPR_fun_expand by auto |
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qed |
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show "?f \<in> borel_measurable M" |
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using sf by (auto intro!: borel_measurable_SUP |
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intro: borel_measurable_simple_function) |
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qed |
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qed |
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end |