src/HOL/Probability/Borel_Space.thy
author wenzelm
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(*  Title:      HOL/Probability/Borel_Space.thy
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    Author:     Johannes Hölzl, TU München
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    Author:     Armin Heller, TU München
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*)
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section \<open>Borel spaces\<close>
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theory Borel_Space
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imports
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  Measurable
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  "~~/src/HOL/Multivariate_Analysis/Multivariate_Analysis"
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begin
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lemma topological_basis_trivial: "topological_basis {A. open A}"
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  by (auto simp: topological_basis_def)
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lemma open_prod_generated: "open = generate_topology {A \<times> B | A B. open A \<and> open B}"
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proof -
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  have "{A \<times> B :: ('a \<times> 'b) set | A B. open A \<and> open B} = ((\<lambda>(a, b). a \<times> b) ` ({A. open A} \<times> {A. open A}))"
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    by auto
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  then show ?thesis
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    by (auto intro: topological_basis_prod topological_basis_trivial topological_basis_imp_subbasis)  
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qed
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definition "mono_on f A \<equiv> \<forall>r s. r \<in> A \<and> s \<in> A \<and> r \<le> s \<longrightarrow> f r \<le> f s"
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lemma mono_onI:
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  "(\<And>r s. r \<in> A \<Longrightarrow> s \<in> A \<Longrightarrow> r \<le> s \<Longrightarrow> f r \<le> f s) \<Longrightarrow> mono_on f A"
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  unfolding mono_on_def by simp
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lemma mono_onD:
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  "\<lbrakk>mono_on f A; r \<in> A; s \<in> A; r \<le> s\<rbrakk> \<Longrightarrow> f r \<le> f s"
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  unfolding mono_on_def by simp
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lemma mono_imp_mono_on: "mono f \<Longrightarrow> mono_on f A"
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  unfolding mono_def mono_on_def by auto
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lemma mono_on_subset: "mono_on f A \<Longrightarrow> B \<subseteq> A \<Longrightarrow> mono_on f B"
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  unfolding mono_on_def by auto
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definition "strict_mono_on f A \<equiv> \<forall>r s. r \<in> A \<and> s \<in> A \<and> r < s \<longrightarrow> f r < f s"
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lemma strict_mono_onI:
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  "(\<And>r s. r \<in> A \<Longrightarrow> s \<in> A \<Longrightarrow> r < s \<Longrightarrow> f r < f s) \<Longrightarrow> strict_mono_on f A"
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  unfolding strict_mono_on_def by simp
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lemma strict_mono_onD:
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  "\<lbrakk>strict_mono_on f A; r \<in> A; s \<in> A; r < s\<rbrakk> \<Longrightarrow> f r < f s"
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  unfolding strict_mono_on_def by simp
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lemma mono_on_greaterD:
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  assumes "mono_on g A" "x \<in> A" "y \<in> A" "g x > (g (y::_::linorder) :: _ :: linorder)"
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  shows "x > y"
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proof (rule ccontr)
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  assume "\<not>x > y"
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  hence "x \<le> y" by (simp add: not_less)
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  from assms(1-3) and this have "g x \<le> g y" by (rule mono_onD)
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  with assms(4) show False by simp
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qed
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lemma strict_mono_inv:
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  fixes f :: "('a::linorder) \<Rightarrow> ('b::linorder)"
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  assumes "strict_mono f" and "surj f" and inv: "\<And>x. g (f x) = x"
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  shows "strict_mono g"
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proof
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  fix x y :: 'b assume "x < y"
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  from \<open>surj f\<close> obtain x' y' where [simp]: "x = f x'" "y = f y'" by blast
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  with \<open>x < y\<close> and \<open>strict_mono f\<close> have "x' < y'" by (simp add: strict_mono_less)
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  with inv show "g x < g y" by simp
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qed
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lemma strict_mono_on_imp_inj_on:
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  assumes "strict_mono_on (f :: (_ :: linorder) \<Rightarrow> (_ :: preorder)) A"
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  shows "inj_on f A"
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proof (rule inj_onI)
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  fix x y assume "x \<in> A" "y \<in> A" "f x = f y"
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  thus "x = y"
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    by (cases x y rule: linorder_cases)
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       (auto dest: strict_mono_onD[OF assms, of x y] strict_mono_onD[OF assms, of y x]) 
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qed
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lemma strict_mono_on_leD:
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  assumes "strict_mono_on (f :: (_ :: linorder) \<Rightarrow> _ :: preorder) A" "x \<in> A" "y \<in> A" "x \<le> y"
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  shows "f x \<le> f y"
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proof (insert le_less_linear[of y x], elim disjE)
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  assume "x < y"
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  with assms have "f x < f y" by (rule_tac strict_mono_onD[OF assms(1)]) simp_all
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  thus ?thesis by (rule less_imp_le)
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qed (insert assms, simp)
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lemma strict_mono_on_eqD:
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  fixes f :: "(_ :: linorder) \<Rightarrow> (_ :: preorder)"
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  assumes "strict_mono_on f A" "f x = f y" "x \<in> A" "y \<in> A"
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  shows "y = x"
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  using assms by (rule_tac linorder_cases[of x y]) (auto dest: strict_mono_onD)
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lemma mono_on_imp_deriv_nonneg:
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  assumes mono: "mono_on f A" and deriv: "(f has_real_derivative D) (at x)"
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  assumes "x \<in> interior A"
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  shows "D \<ge> 0"
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proof (rule tendsto_le_const)
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  let ?A' = "(\<lambda>y. y - x) ` interior A"
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  from deriv show "((\<lambda>h. (f (x + h) - f x) / h) \<longlongrightarrow> D) (at 0)"
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      by (simp add: field_has_derivative_at has_field_derivative_def)
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  from mono have mono': "mono_on f (interior A)" by (rule mono_on_subset) (rule interior_subset)
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  show "eventually (\<lambda>h. (f (x + h) - f x) / h \<ge> 0) (at 0)"
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  proof (subst eventually_at_topological, intro exI conjI ballI impI)
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    have "open (interior A)" by simp
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    hence "open (op + (-x) ` interior A)" by (rule open_translation)
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    also have "(op + (-x) ` interior A) = ?A'" by auto
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    finally show "open ?A'" .
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  next
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    from \<open>x \<in> interior A\<close> show "0 \<in> ?A'" by auto
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  next
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    fix h assume "h \<in> ?A'"
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    hence "x + h \<in> interior A" by auto
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    with mono' and \<open>x \<in> interior A\<close> show "(f (x + h) - f x) / h \<ge> 0"
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      by (cases h rule: linorder_cases[of _ 0])
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         (simp_all add: divide_nonpos_neg divide_nonneg_pos mono_onD field_simps)
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  qed
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qed simp
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lemma strict_mono_on_imp_mono_on: 
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  "strict_mono_on (f :: (_ :: linorder) \<Rightarrow> _ :: preorder) A \<Longrightarrow> mono_on f A"
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  by (rule mono_onI, rule strict_mono_on_leD)
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lemma mono_on_ctble_discont:
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  fixes f :: "real \<Rightarrow> real"
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  fixes A :: "real set"
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  assumes "mono_on f A"
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  shows "countable {a\<in>A. \<not> continuous (at a within A) f}"
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proof -
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  have mono: "\<And>x y. x \<in> A \<Longrightarrow> y \<in> A \<Longrightarrow> x \<le> y \<Longrightarrow> f x \<le> f y"
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    using `mono_on f A` by (simp add: mono_on_def)
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  have "\<forall>a \<in> {a\<in>A. \<not> continuous (at a within A) f}. \<exists>q :: nat \<times> rat.
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      (fst q = 0 \<and> of_rat (snd q) < f a \<and> (\<forall>x \<in> A. x < a \<longrightarrow> f x < of_rat (snd q))) \<or>
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      (fst q = 1 \<and> of_rat (snd q) > f a \<and> (\<forall>x \<in> A. x > a \<longrightarrow> f x > of_rat (snd q)))"
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   139
  proof (clarsimp simp del: One_nat_def)
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parents: 61969
diff changeset
   140
    fix a assume "a \<in> A" assume "\<not> continuous (at a within A) f"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   141
    thus "\<exists>q1 q2.
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   142
            q1 = 0 \<and> real_of_rat q2 < f a \<and> (\<forall>x\<in>A. x < a \<longrightarrow> f x < real_of_rat q2) \<or>
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   143
            q1 = 1 \<and> f a < real_of_rat q2 \<and> (\<forall>x\<in>A. a < x \<longrightarrow> real_of_rat q2 < f x)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   144
    proof (auto simp add: continuous_within order_tendsto_iff eventually_at)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   145
      fix l assume "l < f a"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   146
      then obtain q2 where q2: "l < of_rat q2" "of_rat q2 < f a"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   147
        using of_rat_dense by blast
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   148
      assume * [rule_format]: "\<forall>d>0. \<exists>x\<in>A. x \<noteq> a \<and> dist x a < d \<and> \<not> l < f x"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   149
      from q2 have "real_of_rat q2 < f a \<and> (\<forall>x\<in>A. x < a \<longrightarrow> f x < real_of_rat q2)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   150
      proof auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   151
        fix x assume "x \<in> A" "x < a"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   152
        with q2 *[of "a - x"] show "f x < real_of_rat q2"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   153
          apply (auto simp add: dist_real_def not_less)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   154
          apply (subgoal_tac "f x \<le> f xa")
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   155
          by (auto intro: mono)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   156
      qed 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   157
      thus ?thesis by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   158
    next
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   159
      fix u assume "u > f a"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   160
      then obtain q2 where q2: "f a < of_rat q2" "of_rat q2 < u"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   161
        using of_rat_dense by blast
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   162
      assume *[rule_format]: "\<forall>d>0. \<exists>x\<in>A. x \<noteq> a \<and> dist x a < d \<and> \<not> u > f x"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   163
      from q2 have "real_of_rat q2 > f a \<and> (\<forall>x\<in>A. x > a \<longrightarrow> f x > real_of_rat q2)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   164
      proof auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   165
        fix x assume "x \<in> A" "x > a"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   166
        with q2 *[of "x - a"] show "f x > real_of_rat q2"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   167
          apply (auto simp add: dist_real_def)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   168
          apply (subgoal_tac "f x \<ge> f xa")
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   169
          by (auto intro: mono)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   170
      qed 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   171
      thus ?thesis by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   172
    qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   173
  qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   174
  hence "\<exists>g :: real \<Rightarrow> nat \<times> rat . \<forall>a \<in> {a\<in>A. \<not> continuous (at a within A) f}. 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   175
      (fst (g a) = 0 \<and> of_rat (snd (g a)) < f a \<and> (\<forall>x \<in> A. x < a \<longrightarrow> f x < of_rat (snd (g a)))) |
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   176
      (fst (g a) = 1 \<and> of_rat (snd (g a)) > f a \<and> (\<forall>x \<in> A. x > a \<longrightarrow> f x > of_rat (snd (g a))))"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   177
    by (rule bchoice)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   178
  then guess g ..
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   179
  hence g: "\<And>a x. a \<in> A \<Longrightarrow> \<not> continuous (at a within A) f \<Longrightarrow> x \<in> A \<Longrightarrow>
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   180
      (fst (g a) = 0 \<and> of_rat (snd (g a)) < f a \<and> (x < a \<longrightarrow> f x < of_rat (snd (g a)))) |
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   181
      (fst (g a) = 1 \<and> of_rat (snd (g a)) > f a \<and> (x > a \<longrightarrow> f x > of_rat (snd (g a))))"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   182
    by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   183
  have "inj_on g {a\<in>A. \<not> continuous (at a within A) f}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   184
  proof (auto simp add: inj_on_def)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   185
    fix w z
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   186
    assume 1: "w \<in> A" and 2: "\<not> continuous (at w within A) f" and
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   187
           3: "z \<in> A" and 4: "\<not> continuous (at z within A) f" and
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   188
           5: "g w = g z"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   189
    from g [OF 1 2 3] g [OF 3 4 1] 5 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   190
    show "w = z" by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   191
  qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   192
  thus ?thesis 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   193
    by (rule countableI') 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   194
qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   195
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   196
lemma mono_on_ctble_discont_open:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   197
  fixes f :: "real \<Rightarrow> real"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   198
  fixes A :: "real set"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   199
  assumes "open A" "mono_on f A"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   200
  shows "countable {a\<in>A. \<not>isCont f a}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   201
proof -
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   202
  have "{a\<in>A. \<not>isCont f a} = {a\<in>A. \<not>(continuous (at a within A) f)}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   203
    by (auto simp add: continuous_within_open [OF _ `open A`])
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   204
  thus ?thesis
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   205
    apply (elim ssubst)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   206
    by (rule mono_on_ctble_discont, rule assms)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   207
qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   208
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   209
lemma mono_ctble_discont:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   210
  fixes f :: "real \<Rightarrow> real"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   211
  assumes "mono f"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   212
  shows "countable {a. \<not> isCont f a}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   213
using assms mono_on_ctble_discont [of f UNIV] unfolding mono_on_def mono_def by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   214
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   215
lemma has_real_derivative_imp_continuous_on:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   216
  assumes "\<And>x. x \<in> A \<Longrightarrow> (f has_real_derivative f' x) (at x)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   217
  shows "continuous_on A f"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   218
  apply (intro differentiable_imp_continuous_on, unfold differentiable_on_def)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   219
  apply (intro ballI Deriv.differentiableI)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   220
  apply (rule has_field_derivative_subset[OF assms])
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   221
  apply simp_all
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   222
  done
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   223
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   224
lemma closure_contains_Sup:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   225
  fixes S :: "real set"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   226
  assumes "S \<noteq> {}" "bdd_above S"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   227
  shows "Sup S \<in> closure S"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   228
proof-
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   229
  have "Inf (uminus ` S) \<in> closure (uminus ` S)" 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   230
      using assms by (intro closure_contains_Inf) auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   231
  also have "Inf (uminus ` S) = -Sup S" by (simp add: Inf_real_def)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   232
  also have "closure (uminus ` S) = uminus ` closure S"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   233
      by (rule sym, intro closure_injective_linear_image) (auto intro: linearI)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   234
  finally show ?thesis by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   235
qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   236
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   237
lemma closed_contains_Sup:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   238
  fixes S :: "real set"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   239
  shows "S \<noteq> {} \<Longrightarrow> bdd_above S \<Longrightarrow> closed S \<Longrightarrow> Sup S \<in> S"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   240
  by (subst closure_closed[symmetric], assumption, rule closure_contains_Sup)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   241
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   242
lemma deriv_nonneg_imp_mono:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   243
  assumes deriv: "\<And>x. x \<in> {a..b} \<Longrightarrow> (g has_real_derivative g' x) (at x)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   244
  assumes nonneg: "\<And>x. x \<in> {a..b} \<Longrightarrow> g' x \<ge> 0"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   245
  assumes ab: "a \<le> b"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   246
  shows "g a \<le> g b"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   247
proof (cases "a < b")
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   248
  assume "a < b"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   249
  from deriv have "\<forall>x. x \<ge> a \<and> x \<le> b \<longrightarrow> (g has_real_derivative g' x) (at x)" by simp
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   250
  from MVT2[OF \<open>a < b\<close> this] and deriv 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   251
    obtain \<xi> where \<xi>_ab: "\<xi> > a" "\<xi> < b" and g_ab: "g b - g a = (b - a) * g' \<xi>" by blast
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   252
  from \<xi>_ab ab nonneg have "(b - a) * g' \<xi> \<ge> 0" by simp
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   253
  with g_ab show ?thesis by simp
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   254
qed (insert ab, simp)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   255
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   256
lemma continuous_interval_vimage_Int:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   257
  assumes "continuous_on {a::real..b} g" and mono: "\<And>x y. a \<le> x \<Longrightarrow> x \<le> y \<Longrightarrow> y \<le> b \<Longrightarrow> g x \<le> g y"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   258
  assumes "a \<le> b" "(c::real) \<le> d" "{c..d} \<subseteq> {g a..g b}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   259
  obtains c' d' where "{a..b} \<inter> g -` {c..d} = {c'..d'}" "c' \<le> d'" "g c' = c" "g d' = d"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   260
proof-
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   261
    let ?A = "{a..b} \<inter> g -` {c..d}"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   262
    from IVT'[of g a c b, OF _ _ \<open>a \<le> b\<close> assms(1)] assms(4,5) 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   263
         obtain c'' where c'': "c'' \<in> ?A" "g c'' = c" by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   264
    from IVT'[of g a d b, OF _ _ \<open>a \<le> b\<close> assms(1)] assms(4,5) 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   265
         obtain d'' where d'': "d'' \<in> ?A" "g d'' = d" by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   266
    hence [simp]: "?A \<noteq> {}" by blast
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   267
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   268
    def c' \<equiv> "Inf ?A" and d' \<equiv> "Sup ?A"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   269
    have "?A \<subseteq> {c'..d'}" unfolding c'_def d'_def
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   270
        by (intro subsetI) (auto intro: cInf_lower cSup_upper)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   271
    moreover from assms have "closed ?A" 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   272
        using continuous_on_closed_vimage[of "{a..b}" g] by (subst Int_commute) simp
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   273
    hence c'd'_in_set: "c' \<in> ?A" "d' \<in> ?A" unfolding c'_def d'_def
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   274
        by ((intro closed_contains_Inf closed_contains_Sup, simp_all)[])+
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   275
    hence "{c'..d'} \<subseteq> ?A" using assms 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   276
        by (intro subsetI)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   277
           (auto intro!: order_trans[of c "g c'" "g x" for x] order_trans[of "g x" "g d'" d for x] 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   278
                 intro!: mono)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   279
    moreover have "c' \<le> d'" using c'd'_in_set(2) unfolding c'_def by (intro cInf_lower) auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   280
    moreover have "g c' \<le> c" "g d' \<ge> d"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   281
      apply (insert c'' d'' c'd'_in_set)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   282
      apply (subst c''(2)[symmetric])
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   283
      apply (auto simp: c'_def intro!: mono cInf_lower c'') []
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   284
      apply (subst d''(2)[symmetric])
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   285
      apply (auto simp: d'_def intro!: mono cSup_upper d'') []
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   286
      done
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   287
    with c'd'_in_set have "g c' = c" "g d' = d" by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   288
    ultimately show ?thesis using that by blast
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   289
qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   290
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   291
subsection \<open>Generic Borel spaces\<close>
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   292
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   293
definition borel :: "'a::topological_space measure" where
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   294
  "borel = sigma UNIV {S. open S}"
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   295
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   296
abbreviation "borel_measurable M \<equiv> measurable M borel"
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   297
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   298
lemma in_borel_measurable:
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   299
   "f \<in> borel_measurable M \<longleftrightarrow>
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   300
    (\<forall>S \<in> sigma_sets UNIV {S. open S}. f -` S \<inter> space M \<in> sets M)"
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   301
  by (auto simp add: measurable_def borel_def)
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   302
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   303
lemma in_borel_measurable_borel:
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   304
   "f \<in> borel_measurable M \<longleftrightarrow>
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   305
    (\<forall>S \<in> sets borel.
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   306
      f -` S \<inter> space M \<in> sets M)"
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   307
  by (auto simp add: measurable_def borel_def)
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   308
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   309
lemma space_borel[simp]: "space borel = UNIV"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   310
  unfolding borel_def by auto
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   311
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   312
lemma space_in_borel[measurable]: "UNIV \<in> sets borel"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   313
  unfolding borel_def by auto
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   314
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
   315
lemma sets_borel: "sets borel = sigma_sets UNIV {S. open S}"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
   316
  unfolding borel_def by (rule sets_measure_of) simp
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
   317
62083
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   318
lemma measurable_sets_borel:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   319
    "\<lbrakk>f \<in> measurable borel M; A \<in> sets M\<rbrakk> \<Longrightarrow> f -` A \<in> sets borel"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   320
  by (drule (1) measurable_sets) simp
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
   321
50387
3d8863c41fe8 Move the measurability prover to its own file
hoelzl
parents: 50245
diff changeset
   322
lemma pred_Collect_borel[measurable (raw)]: "Measurable.pred borel P \<Longrightarrow> {x. P x} \<in> sets borel"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   323
  unfolding borel_def pred_def by auto
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   324
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   325
lemma borel_open[measurable (raw generic)]:
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   326
  assumes "open A" shows "A \<in> sets borel"
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   327
proof -
44537
c10485a6a7af make HOL-Probability respect set/pred distinction
huffman
parents: 44282
diff changeset
   328
  have "A \<in> {S. open S}" unfolding mem_Collect_eq using assms .
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   329
  thus ?thesis unfolding borel_def by auto
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   330
qed
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   331
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   332
lemma borel_closed[measurable (raw generic)]:
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   333
  assumes "closed A" shows "A \<in> sets borel"
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   334
proof -
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   335
  have "space borel - (- A) \<in> sets borel"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   336
    using assms unfolding closed_def by (blast intro: borel_open)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   337
  thus ?thesis by simp
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   338
qed
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   339
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   340
lemma borel_singleton[measurable]:
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   341
  "A \<in> sets borel \<Longrightarrow> insert x A \<in> sets (borel :: 'a::t1_space measure)"
50244
de72bbe42190 qualified interpretation of sigma_algebra, to avoid name clashes
immler
parents: 50104
diff changeset
   342
  unfolding insert_def by (rule sets.Un) auto
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   343
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   344
lemma borel_comp[measurable]: "A \<in> sets borel \<Longrightarrow> - A \<in> sets borel"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   345
  unfolding Compl_eq_Diff_UNIV by simp
41830
719b0a517c33 log is borel measurable
hoelzl
parents: 41545
diff changeset
   346
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   347
lemma borel_measurable_vimage:
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   348
  fixes f :: "'a \<Rightarrow> 'x::t2_space"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   349
  assumes borel[measurable]: "f \<in> borel_measurable M"
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   350
  shows "f -` {x} \<inter> space M \<in> sets M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   351
  by simp
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   352
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   353
lemma borel_measurableI:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   354
  fixes f :: "'a \<Rightarrow> 'x::topological_space"
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   355
  assumes "\<And>S. open S \<Longrightarrow> f -` S \<inter> space M \<in> sets M"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   356
  shows "f \<in> borel_measurable M"
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   357
  unfolding borel_def
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   358
proof (rule measurable_measure_of, simp_all)
44537
c10485a6a7af make HOL-Probability respect set/pred distinction
huffman
parents: 44282
diff changeset
   359
  fix S :: "'x set" assume "open S" thus "f -` S \<inter> space M \<in> sets M"
c10485a6a7af make HOL-Probability respect set/pred distinction
huffman
parents: 44282
diff changeset
   360
    using assms[of S] by simp
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   361
qed
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   362
50021
d96a3f468203 add support for function application to measurability prover
hoelzl
parents: 50003
diff changeset
   363
lemma borel_measurable_const:
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   364
  "(\<lambda>x. c) \<in> borel_measurable M"
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   365
  by auto
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   366
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   367
lemma borel_measurable_indicator:
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   368
  assumes A: "A \<in> sets M"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   369
  shows "indicator A \<in> borel_measurable M"
46905
6b1c0a80a57a prefer abs_def over def_raw;
wenzelm
parents: 46884
diff changeset
   370
  unfolding indicator_def [abs_def] using A
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   371
  by (auto intro!: measurable_If_set)
33533
40b44cb20c8c New theory Probability/Borel.thy, and some associated lemmas
paulson
parents:
diff changeset
   372
50096
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   373
lemma borel_measurable_count_space[measurable (raw)]:
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   374
  "f \<in> borel_measurable (count_space S)"
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   375
  unfolding measurable_def by auto
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   376
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   377
lemma borel_measurable_indicator'[measurable (raw)]:
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   378
  assumes [measurable]: "{x\<in>space M. f x \<in> A x} \<in> sets M"
7c9c5b1b6cd7 more measurability rules
hoelzl
parents: 50094
diff changeset
   379
  shows "(\<lambda>x. indicator (A x) (f x)) \<in> borel_measurable M"
50001
382bd3173584 add syntax and a.e.-rules for (conditional) probability on predicates
hoelzl
parents: 49774
diff changeset
   380
  unfolding indicator_def[abs_def]
382bd3173584 add syntax and a.e.-rules for (conditional) probability on predicates
hoelzl
parents: 49774
diff changeset
   381
  by (auto intro!: measurable_If)
382bd3173584 add syntax and a.e.-rules for (conditional) probability on predicates
hoelzl
parents: 49774
diff changeset
   382
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   383
lemma borel_measurable_indicator_iff:
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   384
  "(indicator A :: 'a \<Rightarrow> 'x::{t1_space, zero_neq_one}) \<in> borel_measurable M \<longleftrightarrow> A \<inter> space M \<in> sets M"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   385
    (is "?I \<in> borel_measurable M \<longleftrightarrow> _")
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   386
proof
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   387
  assume "?I \<in> borel_measurable M"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   388
  then have "?I -` {1} \<inter> space M \<in> sets M"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   389
    unfolding measurable_def by auto
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   390
  also have "?I -` {1} \<inter> space M = A \<inter> space M"
46905
6b1c0a80a57a prefer abs_def over def_raw;
wenzelm
parents: 46884
diff changeset
   391
    unfolding indicator_def [abs_def] by auto
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   392
  finally show "A \<inter> space M \<in> sets M" .
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   393
next
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   394
  assume "A \<inter> space M \<in> sets M"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   395
  moreover have "?I \<in> borel_measurable M \<longleftrightarrow>
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   396
    (indicator (A \<inter> space M) :: 'a \<Rightarrow> 'x) \<in> borel_measurable M"
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   397
    by (intro measurable_cong) (auto simp: indicator_def)
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   398
  ultimately show "?I \<in> borel_measurable M" by auto
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   399
qed
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
   400
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
   401
lemma borel_measurable_subalgebra:
41545
9c869baf1c66 tuned formalization of subalgebra
hoelzl
parents: 41097
diff changeset
   402
  assumes "sets N \<subseteq> sets M" "space N = space M" "f \<in> borel_measurable N"
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
   403
  shows "f \<in> borel_measurable M"
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
   404
  using assms unfolding measurable_def by auto
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
   405
57137
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   406
lemma borel_measurable_restrict_space_iff_ereal:
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   407
  fixes f :: "'a \<Rightarrow> ereal"
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   408
  assumes \<Omega>[measurable, simp]: "\<Omega> \<inter> space M \<in> sets M"
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   409
  shows "f \<in> borel_measurable (restrict_space M \<Omega>) \<longleftrightarrow>
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   410
    (\<lambda>x. f x * indicator \<Omega> x) \<in> borel_measurable M"
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   411
  by (subst measurable_restrict_space_iff)
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   412
     (auto simp: indicator_def if_distrib[where f="\<lambda>x. a * x" for a] cong del: if_cong)
57137
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   413
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   414
lemma borel_measurable_restrict_space_iff:
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   415
  fixes f :: "'a \<Rightarrow> 'b::real_normed_vector"
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   416
  assumes \<Omega>[measurable, simp]: "\<Omega> \<inter> space M \<in> sets M"
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   417
  shows "f \<in> borel_measurable (restrict_space M \<Omega>) \<longleftrightarrow>
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   418
    (\<lambda>x. indicator \<Omega> x *\<^sub>R f x) \<in> borel_measurable M"
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   419
  by (subst measurable_restrict_space_iff)
57514
bdc2c6b40bf2 prefer ac_simps collections over separate name bindings for add and mult
haftmann
parents: 57447
diff changeset
   420
     (auto simp: indicator_def if_distrib[where f="\<lambda>x. x *\<^sub>R a" for a] ac_simps cong del: if_cong)
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   421
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   422
lemma cbox_borel[measurable]: "cbox a b \<in> sets borel"
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   423
  by (auto intro: borel_closed)
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   424
57447
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
   425
lemma box_borel[measurable]: "box a b \<in> sets borel"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
   426
  by (auto intro: borel_open)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
   427
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   428
lemma borel_compact: "compact (A::'a::t2_space set) \<Longrightarrow> A \<in> sets borel"
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   429
  by (auto intro: borel_closed dest!: compact_imp_closed)
57137
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   430
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   431
lemma second_countable_borel_measurable:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   432
  fixes X :: "'a::second_countable_topology set set"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   433
  assumes eq: "open = generate_topology X"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   434
  shows "borel = sigma UNIV X"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   435
  unfolding borel_def
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   436
proof (intro sigma_eqI sigma_sets_eqI)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   437
  interpret X: sigma_algebra UNIV "sigma_sets UNIV X"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   438
    by (rule sigma_algebra_sigma_sets) simp
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   439
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   440
  fix S :: "'a set" assume "S \<in> Collect open"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   441
  then have "generate_topology X S"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   442
    by (auto simp: eq)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   443
  then show "S \<in> sigma_sets UNIV X"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   444
  proof induction
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   445
    case (UN K)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   446
    then have K: "\<And>k. k \<in> K \<Longrightarrow> open k"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   447
      unfolding eq by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   448
    from ex_countable_basis obtain B :: "'a set set" where
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   449
      B:  "\<And>b. b \<in> B \<Longrightarrow> open b" "\<And>X. open X \<Longrightarrow> \<exists>b\<subseteq>B. (\<Union>b) = X" and "countable B"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   450
      by (auto simp: topological_basis_def)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   451
    from B(2)[OF K] obtain m where m: "\<And>k. k \<in> K \<Longrightarrow> m k \<subseteq> B" "\<And>k. k \<in> K \<Longrightarrow> (\<Union>m k) = k"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   452
      by metis
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   453
    def U \<equiv> "(\<Union>k\<in>K. m k)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   454
    with m have "countable U"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   455
      by (intro countable_subset[OF _ \<open>countable B\<close>]) auto
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   456
    have "\<Union>U = (\<Union>A\<in>U. A)" by simp
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   457
    also have "\<dots> = \<Union>K"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   458
      unfolding U_def UN_simps by (simp add: m)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   459
    finally have "\<Union>U = \<Union>K" .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   460
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   461
    have "\<forall>b\<in>U. \<exists>k\<in>K. b \<subseteq> k"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   462
      using m by (auto simp: U_def)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   463
    then obtain u where u: "\<And>b. b \<in> U \<Longrightarrow> u b \<in> K" and "\<And>b. b \<in> U \<Longrightarrow> b \<subseteq> u b"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   464
      by metis
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   465
    then have "(\<Union>b\<in>U. u b) \<subseteq> \<Union>K" "\<Union>U \<subseteq> (\<Union>b\<in>U. u b)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   466
      by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   467
    then have "\<Union>K = (\<Union>b\<in>U. u b)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   468
      unfolding \<open>\<Union>U = \<Union>K\<close> by auto
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   469
    also have "\<dots> \<in> sigma_sets UNIV X"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   470
      using u UN by (intro X.countable_UN' \<open>countable U\<close>) auto
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   471
    finally show "\<Union>K \<in> sigma_sets UNIV X" .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   472
  qed auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   473
qed (auto simp: eq intro: generate_topology.Basis)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   474
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   475
lemma borel_measurable_continuous_on_restrict:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   476
  fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   477
  assumes f: "continuous_on A f"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   478
  shows "f \<in> borel_measurable (restrict_space borel A)"
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   479
proof (rule borel_measurableI)
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   480
  fix S :: "'b set" assume "open S"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   481
  with f obtain T where "f -` S \<inter> A = T \<inter> A" "open T"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   482
    by (metis continuous_on_open_invariant)
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   483
  then show "f -` S \<inter> space (restrict_space borel A) \<in> sets (restrict_space borel A)"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   484
    by (force simp add: sets_restrict_space space_restrict_space)
57137
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   485
qed
f174712d0a84 better support for restrict_space
hoelzl
parents: 57036
diff changeset
   486
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   487
lemma borel_measurable_continuous_on1: "continuous_on UNIV f \<Longrightarrow> f \<in> borel_measurable borel"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   488
  by (drule borel_measurable_continuous_on_restrict) simp
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   489
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   490
lemma borel_measurable_continuous_on_if:
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   491
  "A \<in> sets borel \<Longrightarrow> continuous_on A f \<Longrightarrow> continuous_on (- A) g \<Longrightarrow>
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   492
    (\<lambda>x. if x \<in> A then f x else g x) \<in> borel_measurable borel"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   493
  by (auto simp add: measurable_If_restrict_space_iff Collect_neg_eq
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   494
           intro!: borel_measurable_continuous_on_restrict)
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   495
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   496
lemma borel_measurable_continuous_countable_exceptions:
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   497
  fixes f :: "'a::t1_space \<Rightarrow> 'b::topological_space"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   498
  assumes X: "countable X"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   499
  assumes "continuous_on (- X) f"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   500
  shows "f \<in> borel_measurable borel"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   501
proof (rule measurable_discrete_difference[OF _ X])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   502
  have "X \<in> sets borel"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   503
    by (rule sets.countable[OF _ X]) auto
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   504
  then show "(\<lambda>x. if x \<in> X then undefined else f x) \<in> borel_measurable borel"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   505
    by (intro borel_measurable_continuous_on_if assms continuous_intros)
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   506
qed auto
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
   507
57138
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   508
lemma borel_measurable_continuous_on:
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   509
  assumes f: "continuous_on UNIV f" and g: "g \<in> borel_measurable M"
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   510
  shows "(\<lambda>x. f (g x)) \<in> borel_measurable M"
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   511
  using measurable_comp[OF g borel_measurable_continuous_on1[OF f]] by (simp add: comp_def)
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   512
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   513
lemma borel_measurable_continuous_on_indicator:
7b3146180291 generalizd measurability on restricted space; rule for integrability on compact sets
hoelzl
parents: 57137
diff changeset
   514
  fixes f g :: "'a::topological_space \<Rightarrow> 'b::real_normed_vector"
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   515
  shows "A \<in> sets borel \<Longrightarrow> continuous_on A f \<Longrightarrow> (\<lambda>x. indicator A x *\<^sub>R f x) \<in> borel_measurable borel"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   516
  by (subst borel_measurable_restrict_space_iff[symmetric])
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
   517
     (auto intro: borel_measurable_continuous_on_restrict)
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
   518
50245
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   519
lemma borel_eq_countable_basis:
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   520
  fixes B::"'a::topological_space set set"
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   521
  assumes "countable B"
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   522
  assumes "topological_basis B"
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   523
  shows "borel = sigma UNIV B"
50087
635d73673b5e regularity of measures, therefore:
immler
parents: 50021
diff changeset
   524
  unfolding borel_def
635d73673b5e regularity of measures, therefore:
immler
parents: 50021
diff changeset
   525
proof (intro sigma_eqI sigma_sets_eqI, safe)
50245
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   526
  interpret countable_basis using assms by unfold_locales
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   527
  fix X::"'a set" assume "open X"
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   528
  from open_countable_basisE[OF this] guess B' . note B' = this
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   529
  then show "X \<in> sigma_sets UNIV B"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   530
    by (blast intro: sigma_sets_UNION \<open>countable B\<close> countable_subset)
50087
635d73673b5e regularity of measures, therefore:
immler
parents: 50021
diff changeset
   531
next
50245
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   532
  fix b assume "b \<in> B"
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   533
  hence "open b" by (rule topological_basis_open[OF assms(2)])
dea9363887a6 based countable topological basis on Countable_Set
immler
parents: 50244
diff changeset
   534
  thus "b \<in> sigma_sets UNIV (Collect open)" by auto
50087
635d73673b5e regularity of measures, therefore:
immler
parents: 50021
diff changeset
   535
qed simp_all
635d73673b5e regularity of measures, therefore:
immler
parents: 50021
diff changeset
   536
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   537
lemma borel_measurable_Pair[measurable (raw)]:
50881
ae630bab13da renamed countable_basis_space to second_countable_topology
hoelzl
parents: 50526
diff changeset
   538
  fixes f :: "'a \<Rightarrow> 'b::second_countable_topology" and g :: "'a \<Rightarrow> 'c::second_countable_topology"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   539
  assumes f[measurable]: "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   540
  assumes g[measurable]: "g \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   541
  shows "(\<lambda>x. (f x, g x)) \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   542
proof (subst borel_eq_countable_basis)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   543
  let ?B = "SOME B::'b set set. countable B \<and> topological_basis B"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   544
  let ?C = "SOME B::'c set set. countable B \<and> topological_basis B"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   545
  let ?P = "(\<lambda>(b, c). b \<times> c) ` (?B \<times> ?C)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   546
  show "countable ?P" "topological_basis ?P"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   547
    by (auto intro!: countable_basis topological_basis_prod is_basis)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
   548
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   549
  show "(\<lambda>x. (f x, g x)) \<in> measurable M (sigma UNIV ?P)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   550
  proof (rule measurable_measure_of)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   551
    fix S assume "S \<in> ?P"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   552
    then obtain b c where "b \<in> ?B" "c \<in> ?C" and S: "S = b \<times> c" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   553
    then have borel: "open b" "open c"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   554
      by (auto intro: is_basis topological_basis_open)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   555
    have "(\<lambda>x. (f x, g x)) -` S \<inter> space M = (f -` b \<inter> space M) \<inter> (g -` c \<inter> space M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   556
      unfolding S by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   557
    also have "\<dots> \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   558
      using borel by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   559
    finally show "(\<lambda>x. (f x, g x)) -` S \<inter> space M \<in> sets M" .
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   560
  qed auto
39087
96984bf6fa5b Measurable on euclidean space is equiv. to measurable components
hoelzl
parents: 39083
diff changeset
   561
qed
96984bf6fa5b Measurable on euclidean space is equiv. to measurable components
hoelzl
parents: 39083
diff changeset
   562
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   563
lemma borel_measurable_continuous_Pair:
50881
ae630bab13da renamed countable_basis_space to second_countable_topology
hoelzl
parents: 50526
diff changeset
   564
  fixes f :: "'a \<Rightarrow> 'b::second_countable_topology" and g :: "'a \<Rightarrow> 'c::second_countable_topology"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   565
  assumes [measurable]: "f \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
   566
  assumes [measurable]: "g \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   567
  assumes H: "continuous_on UNIV (\<lambda>x. H (fst x) (snd x))"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   568
  shows "(\<lambda>x. H (f x) (g x)) \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   569
proof -
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   570
  have eq: "(\<lambda>x. H (f x) (g x)) = (\<lambda>x. (\<lambda>x. H (fst x) (snd x)) (f x, g x))" by auto
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   571
  show ?thesis
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   572
    unfolding eq by (rule borel_measurable_continuous_on[OF H]) auto
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   573
qed
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
   574
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   575
subsection \<open>Borel spaces on order topologies\<close>
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   576
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   577
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   578
lemma borel_Iio:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   579
  "borel = sigma UNIV (range lessThan :: 'a::{linorder_topology, second_countable_topology} set set)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   580
  unfolding second_countable_borel_measurable[OF open_generated_order]
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   581
proof (intro sigma_eqI sigma_sets_eqI)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   582
  from countable_dense_setE guess D :: "'a set" . note D = this
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   583
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   584
  interpret L: sigma_algebra UNIV "sigma_sets UNIV (range lessThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   585
    by (rule sigma_algebra_sigma_sets) simp
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   586
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   587
  fix A :: "'a set" assume "A \<in> range lessThan \<union> range greaterThan"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   588
  then obtain y where "A = {y <..} \<or> A = {..< y}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   589
    by blast
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   590
  then show "A \<in> sigma_sets UNIV (range lessThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   591
  proof
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   592
    assume A: "A = {y <..}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   593
    show ?thesis
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   594
    proof cases
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   595
      assume "\<forall>x>y. \<exists>d. y < d \<and> d < x"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   596
      with D(2)[of "{y <..< x}" for x] have "\<forall>x>y. \<exists>d\<in>D. y < d \<and> d < x"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   597
        by (auto simp: set_eq_iff)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   598
      then have "A = UNIV - (\<Inter>d\<in>{d\<in>D. y < d}. {..< d})"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   599
        by (auto simp: A) (metis less_asym)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   600
      also have "\<dots> \<in> sigma_sets UNIV (range lessThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   601
        using D(1) by (intro L.Diff L.top L.countable_INT'') auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   602
      finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   603
    next
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   604
      assume "\<not> (\<forall>x>y. \<exists>d. y < d \<and> d < x)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   605
      then obtain x where "y < x"  "\<And>d. y < d \<Longrightarrow> \<not> d < x"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   606
        by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   607
      then have "A = UNIV - {..< x}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   608
        unfolding A by (auto simp: not_less[symmetric])
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   609
      also have "\<dots> \<in> sigma_sets UNIV (range lessThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   610
        by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   611
      finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   612
    qed
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   613
  qed auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   614
qed auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   615
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   616
lemma borel_Ioi:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   617
  "borel = sigma UNIV (range greaterThan :: 'a::{linorder_topology, second_countable_topology} set set)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   618
  unfolding second_countable_borel_measurable[OF open_generated_order]
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   619
proof (intro sigma_eqI sigma_sets_eqI)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   620
  from countable_dense_setE guess D :: "'a set" . note D = this
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   621
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   622
  interpret L: sigma_algebra UNIV "sigma_sets UNIV (range greaterThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   623
    by (rule sigma_algebra_sigma_sets) simp
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   624
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   625
  fix A :: "'a set" assume "A \<in> range lessThan \<union> range greaterThan"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   626
  then obtain y where "A = {y <..} \<or> A = {..< y}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   627
    by blast
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   628
  then show "A \<in> sigma_sets UNIV (range greaterThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   629
  proof
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   630
    assume A: "A = {..< y}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   631
    show ?thesis
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   632
    proof cases
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   633
      assume "\<forall>x<y. \<exists>d. x < d \<and> d < y"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   634
      with D(2)[of "{x <..< y}" for x] have "\<forall>x<y. \<exists>d\<in>D. x < d \<and> d < y"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   635
        by (auto simp: set_eq_iff)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   636
      then have "A = UNIV - (\<Inter>d\<in>{d\<in>D. d < y}. {d <..})"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   637
        by (auto simp: A) (metis less_asym)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   638
      also have "\<dots> \<in> sigma_sets UNIV (range greaterThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   639
        using D(1) by (intro L.Diff L.top L.countable_INT'') auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   640
      finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   641
    next
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   642
      assume "\<not> (\<forall>x<y. \<exists>d. x < d \<and> d < y)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   643
      then obtain x where "x < y"  "\<And>d. y > d \<Longrightarrow> x \<ge> d"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   644
        by (auto simp: not_less[symmetric])
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   645
      then have "A = UNIV - {x <..}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   646
        unfolding A Compl_eq_Diff_UNIV[symmetric] by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   647
      also have "\<dots> \<in> sigma_sets UNIV (range greaterThan)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   648
        by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   649
      finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   650
    qed
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   651
  qed auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   652
qed auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   653
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   654
lemma borel_measurableI_less:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   655
  fixes f :: "'a \<Rightarrow> 'b::{linorder_topology, second_countable_topology}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   656
  shows "(\<And>y. {x\<in>space M. f x < y} \<in> sets M) \<Longrightarrow> f \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   657
  unfolding borel_Iio
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   658
  by (rule measurable_measure_of) (auto simp: Int_def conj_commute)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   659
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   660
lemma borel_measurableI_greater:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   661
  fixes f :: "'a \<Rightarrow> 'b::{linorder_topology, second_countable_topology}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   662
  shows "(\<And>y. {x\<in>space M. y < f x} \<in> sets M) \<Longrightarrow> f \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   663
  unfolding borel_Ioi
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   664
  by (rule measurable_measure_of) (auto simp: Int_def conj_commute)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   665
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   666
lemma borel_measurable_SUP[measurable (raw)]:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   667
  fixes F :: "_ \<Rightarrow> _ \<Rightarrow> _::{complete_linorder, linorder_topology, second_countable_topology}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   668
  assumes [simp]: "countable I"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   669
  assumes [measurable]: "\<And>i. i \<in> I \<Longrightarrow> F i \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   670
  shows "(\<lambda>x. SUP i:I. F i x) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   671
  by (rule borel_measurableI_greater) (simp add: less_SUP_iff)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   672
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   673
lemma borel_measurable_INF[measurable (raw)]:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   674
  fixes F :: "_ \<Rightarrow> _ \<Rightarrow> _::{complete_linorder, linorder_topology, second_countable_topology}"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   675
  assumes [simp]: "countable I"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   676
  assumes [measurable]: "\<And>i. i \<in> I \<Longrightarrow> F i \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   677
  shows "(\<lambda>x. INF i:I. F i x) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   678
  by (rule borel_measurableI_less) (simp add: INF_less_iff)
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   679
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   680
lemma borel_measurable_lfp[consumes 1, case_names continuity step]:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   681
  fixes F :: "('a \<Rightarrow> 'b) \<Rightarrow> ('a \<Rightarrow> 'b::{complete_linorder, linorder_topology, second_countable_topology})"
60172
423273355b55 rename continuous and down_continuous in Order_Continuity to sup_/inf_continuous; relate them with topological continuity
hoelzl
parents: 60150
diff changeset
   682
  assumes "sup_continuous F"
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   683
  assumes *: "\<And>f. f \<in> borel_measurable M \<Longrightarrow> F f \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   684
  shows "lfp F \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   685
proof -
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   686
  { fix i have "((F ^^ i) bot) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   687
      by (induct i) (auto intro!: *) }
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   688
  then have "(\<lambda>x. SUP i. (F ^^ i) bot x) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   689
    by measurable
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   690
  also have "(\<lambda>x. SUP i. (F ^^ i) bot x) = (SUP i. (F ^^ i) bot)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   691
    by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   692
  also have "(SUP i. (F ^^ i) bot) = lfp F"
60172
423273355b55 rename continuous and down_continuous in Order_Continuity to sup_/inf_continuous; relate them with topological continuity
hoelzl
parents: 60150
diff changeset
   693
    by (rule sup_continuous_lfp[symmetric]) fact
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   694
  finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   695
qed
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   696
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   697
lemma borel_measurable_gfp[consumes 1, case_names continuity step]:
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   698
  fixes F :: "('a \<Rightarrow> 'b) \<Rightarrow> ('a \<Rightarrow> 'b::{complete_linorder, linorder_topology, second_countable_topology})"
60172
423273355b55 rename continuous and down_continuous in Order_Continuity to sup_/inf_continuous; relate them with topological continuity
hoelzl
parents: 60150
diff changeset
   699
  assumes "inf_continuous F"
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   700
  assumes *: "\<And>f. f \<in> borel_measurable M \<Longrightarrow> F f \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   701
  shows "gfp F \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   702
proof -
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   703
  { fix i have "((F ^^ i) top) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   704
      by (induct i) (auto intro!: * simp: bot_fun_def) }
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   705
  then have "(\<lambda>x. INF i. (F ^^ i) top x) \<in> borel_measurable M"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   706
    by measurable
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   707
  also have "(\<lambda>x. INF i. (F ^^ i) top x) = (INF i. (F ^^ i) top)"
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   708
    by auto
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   709
  also have "\<dots> = gfp F"
60172
423273355b55 rename continuous and down_continuous in Order_Continuity to sup_/inf_continuous; relate them with topological continuity
hoelzl
parents: 60150
diff changeset
   710
    by (rule inf_continuous_gfp[symmetric]) fact
59088
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   711
  finally show ?thesis .
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   712
qed
ff2bd4a14ddb generalized (borel_)measurable_SUP/INF/lfp/gfp; tuned proofs for sigma-closure of product spaces
hoelzl
parents: 59000
diff changeset
   713
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   714
subsection \<open>Borel spaces on euclidean spaces\<close>
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   715
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   716
lemma borel_measurable_inner[measurable (raw)]:
50881
ae630bab13da renamed countable_basis_space to second_countable_topology
hoelzl
parents: 50526
diff changeset
   717
  fixes f g :: "'a \<Rightarrow> 'b::{second_countable_topology, real_inner}"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   718
  assumes "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   719
  assumes "g \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   720
  shows "(\<lambda>x. f x \<bullet> g x) \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   721
  using assms
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
   722
  by (rule borel_measurable_continuous_Pair) (intro continuous_intros)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   723
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   724
lemma [measurable]:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   725
  fixes a b :: "'a::linorder_topology"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   726
  shows lessThan_borel: "{..< a} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   727
    and greaterThan_borel: "{a <..} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   728
    and greaterThanLessThan_borel: "{a<..<b} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   729
    and atMost_borel: "{..a} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   730
    and atLeast_borel: "{a..} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   731
    and atLeastAtMost_borel: "{a..b} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   732
    and greaterThanAtMost_borel: "{a<..b} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   733
    and atLeastLessThan_borel: "{a..<b} \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   734
  unfolding greaterThanAtMost_def atLeastLessThan_def
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   735
  by (blast intro: borel_open borel_closed open_lessThan open_greaterThan open_greaterThanLessThan
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   736
                   closed_atMost closed_atLeast closed_atLeastAtMost)+
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   737
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   738
notation
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   739
  eucl_less (infix "<e" 50)
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   740
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   741
lemma box_oc: "{x. a <e x \<and> x \<le> b} = {x. a <e x} \<inter> {..b}"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   742
  and box_co: "{x. a \<le> x \<and> x <e b} = {a..} \<inter> {x. x <e b}"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   743
  by auto
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   744
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   745
lemma eucl_ivals[measurable]:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   746
  fixes a b :: "'a::ordered_euclidean_space"
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   747
  shows "{x. x <e a} \<in> sets borel"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   748
    and "{x. a <e x} \<in> sets borel"
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   749
    and "{..a} \<in> sets borel"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   750
    and "{a..} \<in> sets borel"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   751
    and "{a..b} \<in> sets borel"
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   752
    and  "{x. a <e x \<and> x \<le> b} \<in> sets borel"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   753
    and "{x. a \<le> x \<and>  x <e b} \<in> sets borel"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   754
  unfolding box_oc box_co
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   755
  by (auto intro: borel_open borel_closed)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   756
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   757
lemma open_Collect_less:
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
   758
  fixes f g :: "'i::topological_space \<Rightarrow> 'a :: {dense_linorder, linorder_topology}"
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   759
  assumes "continuous_on UNIV f"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   760
  assumes "continuous_on UNIV g"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   761
  shows "open {x. f x < g x}"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   762
proof -
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   763
  have "open (\<Union>y. {x \<in> UNIV. f x \<in> {..< y}} \<inter> {x \<in> UNIV. g x \<in> {y <..}})" (is "open ?X")
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   764
    by (intro open_UN ballI open_Int continuous_open_preimage assms) auto
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   765
  also have "?X = {x. f x < g x}"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   766
    by (auto intro: dense)
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   767
  finally show ?thesis .
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   768
qed
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   769
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   770
lemma closed_Collect_le:
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
   771
  fixes f g :: "'i::topological_space \<Rightarrow> 'a :: {dense_linorder, linorder_topology}"
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   772
  assumes f: "continuous_on UNIV f"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   773
  assumes g: "continuous_on UNIV g"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   774
  shows "closed {x. f x \<le> g x}"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   775
  using open_Collect_less[OF g f] unfolding not_less[symmetric] Collect_neg_eq open_closed .
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   776
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   777
lemma borel_measurable_less[measurable]:
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
   778
  fixes f :: "'a \<Rightarrow> 'b::{second_countable_topology, dense_linorder, linorder_topology}"
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   779
  assumes "f \<in> borel_measurable M"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   780
  assumes "g \<in> borel_measurable M"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   781
  shows "{w \<in> space M. f w < g w} \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   782
proof -
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   783
  have "{w \<in> space M. f w < g w} = (\<lambda>x. (f x, g x)) -` {x. fst x < snd x} \<inter> space M"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   784
    by auto
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   785
  also have "\<dots> \<in> sets M"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   786
    by (intro measurable_sets[OF borel_measurable_Pair borel_open, OF assms open_Collect_less]
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
   787
              continuous_intros)
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   788
  finally show ?thesis .
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   789
qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   790
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   791
lemma
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
   792
  fixes f :: "'a \<Rightarrow> 'b::{second_countable_topology, dense_linorder, linorder_topology}"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   793
  assumes f[measurable]: "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   794
  assumes g[measurable]: "g \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   795
  shows borel_measurable_le[measurable]: "{w \<in> space M. f w \<le> g w} \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   796
    and borel_measurable_eq[measurable]: "{w \<in> space M. f w = g w} \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   797
    and borel_measurable_neq: "{w \<in> space M. f w \<noteq> g w} \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   798
  unfolding eq_iff not_less[symmetric]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   799
  by measurable
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   800
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   801
lemma 
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   802
  fixes i :: "'a::{second_countable_topology, real_inner}"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   803
  shows hafspace_less_borel: "{x. a < x \<bullet> i} \<in> sets borel"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   804
    and hafspace_greater_borel: "{x. x \<bullet> i < a} \<in> sets borel"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   805
    and hafspace_less_eq_borel: "{x. a \<le> x \<bullet> i} \<in> sets borel"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
   806
    and hafspace_greater_eq_borel: "{x. x \<bullet> i \<le> a} \<in> sets borel"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   807
  by simp_all
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   808
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   809
subsection "Borel space equals sigma algebras over intervals"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   810
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   811
lemma borel_sigma_sets_subset:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   812
  "A \<subseteq> sets borel \<Longrightarrow> sigma_sets UNIV A \<subseteq> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   813
  using sets.sigma_sets_subset[of A borel] by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   814
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   815
lemma borel_eq_sigmaI1:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   816
  fixes F :: "'i \<Rightarrow> 'a::topological_space set" and X :: "'a::topological_space set set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   817
  assumes borel_eq: "borel = sigma UNIV X"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   818
  assumes X: "\<And>x. x \<in> X \<Longrightarrow> x \<in> sets (sigma UNIV (F ` A))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   819
  assumes F: "\<And>i. i \<in> A \<Longrightarrow> F i \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   820
  shows "borel = sigma UNIV (F ` A)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   821
  unfolding borel_def
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   822
proof (intro sigma_eqI antisym)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   823
  have borel_rev_eq: "sigma_sets UNIV {S::'a set. open S} = sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   824
    unfolding borel_def by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   825
  also have "\<dots> = sigma_sets UNIV X"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   826
    unfolding borel_eq by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   827
  also have "\<dots> \<subseteq> sigma_sets UNIV (F`A)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   828
    using X by (intro sigma_algebra.sigma_sets_subset[OF sigma_algebra_sigma_sets]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   829
  finally show "sigma_sets UNIV {S. open S} \<subseteq> sigma_sets UNIV (F`A)" .
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   830
  show "sigma_sets UNIV (F`A) \<subseteq> sigma_sets UNIV {S. open S}"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   831
    unfolding borel_rev_eq using F by (intro borel_sigma_sets_subset) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   832
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   833
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   834
lemma borel_eq_sigmaI2:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   835
  fixes F :: "'i \<Rightarrow> 'j \<Rightarrow> 'a::topological_space set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   836
    and G :: "'l \<Rightarrow> 'k \<Rightarrow> 'a::topological_space set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   837
  assumes borel_eq: "borel = sigma UNIV ((\<lambda>(i, j). G i j)`B)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   838
  assumes X: "\<And>i j. (i, j) \<in> B \<Longrightarrow> G i j \<in> sets (sigma UNIV ((\<lambda>(i, j). F i j) ` A))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   839
  assumes F: "\<And>i j. (i, j) \<in> A \<Longrightarrow> F i j \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   840
  shows "borel = sigma UNIV ((\<lambda>(i, j). F i j) ` A)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   841
  using assms
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   842
  by (intro borel_eq_sigmaI1[where X="(\<lambda>(i, j). G i j) ` B" and F="(\<lambda>(i, j). F i j)"]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   843
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   844
lemma borel_eq_sigmaI3:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   845
  fixes F :: "'i \<Rightarrow> 'j \<Rightarrow> 'a::topological_space set" and X :: "'a::topological_space set set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   846
  assumes borel_eq: "borel = sigma UNIV X"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   847
  assumes X: "\<And>x. x \<in> X \<Longrightarrow> x \<in> sets (sigma UNIV ((\<lambda>(i, j). F i j) ` A))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   848
  assumes F: "\<And>i j. (i, j) \<in> A \<Longrightarrow> F i j \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   849
  shows "borel = sigma UNIV ((\<lambda>(i, j). F i j) ` A)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   850
  using assms by (intro borel_eq_sigmaI1[where X=X and F="(\<lambda>(i, j). F i j)"]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   851
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   852
lemma borel_eq_sigmaI4:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   853
  fixes F :: "'i \<Rightarrow> 'a::topological_space set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   854
    and G :: "'l \<Rightarrow> 'k \<Rightarrow> 'a::topological_space set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   855
  assumes borel_eq: "borel = sigma UNIV ((\<lambda>(i, j). G i j)`A)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   856
  assumes X: "\<And>i j. (i, j) \<in> A \<Longrightarrow> G i j \<in> sets (sigma UNIV (range F))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   857
  assumes F: "\<And>i. F i \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   858
  shows "borel = sigma UNIV (range F)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   859
  using assms by (intro borel_eq_sigmaI1[where X="(\<lambda>(i, j). G i j) ` A" and F=F]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   860
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   861
lemma borel_eq_sigmaI5:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   862
  fixes F :: "'i \<Rightarrow> 'j \<Rightarrow> 'a::topological_space set" and G :: "'l \<Rightarrow> 'a::topological_space set"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   863
  assumes borel_eq: "borel = sigma UNIV (range G)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   864
  assumes X: "\<And>i. G i \<in> sets (sigma UNIV (range (\<lambda>(i, j). F i j)))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   865
  assumes F: "\<And>i j. F i j \<in> sets borel"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   866
  shows "borel = sigma UNIV (range (\<lambda>(i, j). F i j))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   867
  using assms by (intro borel_eq_sigmaI1[where X="range G" and F="(\<lambda>(i, j). F i j)"]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   868
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   869
lemma borel_eq_box:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   870
  "borel = sigma UNIV (range (\<lambda> (a, b). box a b :: 'a :: euclidean_space set))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   871
    (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   872
proof (rule borel_eq_sigmaI1[OF borel_def])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   873
  fix M :: "'a set" assume "M \<in> {S. open S}"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   874
  then have "open M" by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   875
  show "M \<in> ?SIGMA"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
   876
    apply (subst open_UNION_box[OF \<open>open M\<close>])
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   877
    apply (safe intro!: sets.countable_UN' countable_PiE countable_Collect)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   878
    apply (auto intro: countable_rat)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   879
    done
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   880
qed (auto simp: box_def)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   881
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   882
lemma halfspace_gt_in_halfspace:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   883
  assumes i: "i \<in> A"
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   884
  shows "{x::'a. a < x \<bullet> i} \<in> 
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   885
    sigma_sets UNIV ((\<lambda> (a, i). {x::'a::euclidean_space. x \<bullet> i < a}) ` (UNIV \<times> A))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   886
  (is "?set \<in> ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   887
proof -
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   888
  interpret sigma_algebra UNIV ?SIGMA
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   889
    by (intro sigma_algebra_sigma_sets) simp_all
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   890
  have *: "?set = (\<Union>n. UNIV - {x::'a. x \<bullet> i < a + 1 / real (Suc n)})"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
   891
  proof (safe, simp_all add: not_less del: of_nat_Suc)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   892
    fix x :: 'a assume "a < x \<bullet> i"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   893
    with reals_Archimedean[of "x \<bullet> i - a"]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   894
    obtain n where "a + 1 / real (Suc n) < x \<bullet> i"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   895
      by (auto simp: field_simps)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   896
    then show "\<exists>n. a + 1 / real (Suc n) \<le> x \<bullet> i"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   897
      by (blast intro: less_imp_le)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   898
  next
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   899
    fix x n
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   900
    have "a < a + 1 / real (Suc n)" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   901
    also assume "\<dots> \<le> x"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   902
    finally show "a < x" .
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   903
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   904
  show "?set \<in> ?SIGMA" unfolding *
61424
c3658c18b7bc prod_case as canonical name for product type eliminator
haftmann
parents: 61284
diff changeset
   905
    by (auto intro!: Diff sigma_sets_Inter i)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   906
qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   907
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   908
lemma borel_eq_halfspace_less:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   909
  "borel = sigma UNIV ((\<lambda>(a, i). {x::'a::euclidean_space. x \<bullet> i < a}) ` (UNIV \<times> Basis))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   910
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   911
proof (rule borel_eq_sigmaI2[OF borel_eq_box])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   912
  fix a b :: 'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   913
  have "box a b = {x\<in>space ?SIGMA. \<forall>i\<in>Basis. a \<bullet> i < x \<bullet> i \<and> x \<bullet> i < b \<bullet> i}"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   914
    by (auto simp: box_def)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   915
  also have "\<dots> \<in> sets ?SIGMA"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   916
    by (intro sets.sets_Collect_conj sets.sets_Collect_finite_All sets.sets_Collect_const)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   917
       (auto intro!: halfspace_gt_in_halfspace countable_PiE countable_rat)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   918
  finally show "box a b \<in> sets ?SIGMA" .
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   919
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   920
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   921
lemma borel_eq_halfspace_le:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   922
  "borel = sigma UNIV ((\<lambda> (a, i). {x::'a::euclidean_space. x \<bullet> i \<le> a}) ` (UNIV \<times> Basis))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   923
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   924
proof (rule borel_eq_sigmaI2[OF borel_eq_halfspace_less])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   925
  fix a :: real and i :: 'a assume "(a, i) \<in> UNIV \<times> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   926
  then have i: "i \<in> Basis" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   927
  have *: "{x::'a. x\<bullet>i < a} = (\<Union>n. {x. x\<bullet>i \<le> a - 1/real (Suc n)})"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
   928
  proof (safe, simp_all del: of_nat_Suc)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   929
    fix x::'a assume *: "x\<bullet>i < a"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   930
    with reals_Archimedean[of "a - x\<bullet>i"]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   931
    obtain n where "x \<bullet> i < a - 1 / (real (Suc n))"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   932
      by (auto simp: field_simps)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   933
    then show "\<exists>n. x \<bullet> i \<le> a - 1 / (real (Suc n))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   934
      by (blast intro: less_imp_le)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   935
  next
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   936
    fix x::'a and n
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   937
    assume "x\<bullet>i \<le> a - 1 / real (Suc n)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   938
    also have "\<dots> < a" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   939
    finally show "x\<bullet>i < a" .
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   940
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   941
  show "{x. x\<bullet>i < a} \<in> ?SIGMA" unfolding *
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   942
    by (intro sets.countable_UN) (auto intro: i)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   943
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   944
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   945
lemma borel_eq_halfspace_ge:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   946
  "borel = sigma UNIV ((\<lambda> (a, i). {x::'a::euclidean_space. a \<le> x \<bullet> i}) ` (UNIV \<times> Basis))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   947
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   948
proof (rule borel_eq_sigmaI2[OF borel_eq_halfspace_less])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   949
  fix a :: real and i :: 'a assume i: "(a, i) \<in> UNIV \<times> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   950
  have *: "{x::'a. x\<bullet>i < a} = space ?SIGMA - {x::'a. a \<le> x\<bullet>i}" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   951
  show "{x. x\<bullet>i < a} \<in> ?SIGMA" unfolding *
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   952
    using i by (intro sets.compl_sets) auto
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   953
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   954
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   955
lemma borel_eq_halfspace_greater:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   956
  "borel = sigma UNIV ((\<lambda> (a, i). {x::'a::euclidean_space. a < x \<bullet> i}) ` (UNIV \<times> Basis))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   957
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   958
proof (rule borel_eq_sigmaI2[OF borel_eq_halfspace_le])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   959
  fix a :: real and i :: 'a assume "(a, i) \<in> (UNIV \<times> Basis)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   960
  then have i: "i \<in> Basis" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   961
  have *: "{x::'a. x\<bullet>i \<le> a} = space ?SIGMA - {x::'a. a < x\<bullet>i}" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   962
  show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA" unfolding *
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   963
    by (intro sets.compl_sets) (auto intro: i)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   964
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   965
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   966
lemma borel_eq_atMost:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   967
  "borel = sigma UNIV (range (\<lambda>a. {..a::'a::ordered_euclidean_space}))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   968
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   969
proof (rule borel_eq_sigmaI4[OF borel_eq_halfspace_le])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   970
  fix a :: real and i :: 'a assume "(a, i) \<in> UNIV \<times> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   971
  then have "i \<in> Basis" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   972
  then have *: "{x::'a. x\<bullet>i \<le> a} = (\<Union>k::nat. {.. (\<Sum>n\<in>Basis. (if n = i then a else real k)*\<^sub>R n)})"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   973
  proof (safe, simp_all add: eucl_le[where 'a='a] split: split_if_asm)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   974
    fix x :: 'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   975
    from real_arch_simple[of "Max ((\<lambda>i. x\<bullet>i)`Basis)"] guess k::nat ..
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   976
    then have "\<And>i. i \<in> Basis \<Longrightarrow> x\<bullet>i \<le> real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   977
      by (subst (asm) Max_le_iff) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   978
    then show "\<exists>k::nat. \<forall>ia\<in>Basis. ia \<noteq> i \<longrightarrow> x \<bullet> ia \<le> real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   979
      by (auto intro!: exI[of _ k])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   980
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   981
  show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA" unfolding *
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
   982
    by (intro sets.countable_UN) auto
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   983
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   984
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   985
lemma borel_eq_greaterThan:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
   986
  "borel = sigma UNIV (range (\<lambda>a::'a::ordered_euclidean_space. {x. a <e x}))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   987
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   988
proof (rule borel_eq_sigmaI4[OF borel_eq_halfspace_le])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   989
  fix a :: real and i :: 'a assume "(a, i) \<in> UNIV \<times> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   990
  then have i: "i \<in> Basis" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   991
  have "{x::'a. x\<bullet>i \<le> a} = UNIV - {x::'a. a < x\<bullet>i}" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   992
  also have *: "{x::'a. a < x\<bullet>i} =
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   993
      (\<Union>k::nat. {x. (\<Sum>n\<in>Basis. (if n = i then a else -real k) *\<^sub>R n) <e x})" using i
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
   994
  proof (safe, simp_all add: eucl_less_def split: split_if_asm)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   995
    fix x :: 'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   996
    from reals_Archimedean2[of "Max ((\<lambda>i. -x\<bullet>i)`Basis)"]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   997
    guess k::nat .. note k = this
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   998
    { fix i :: 'a assume "i \<in> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
   999
      then have "-x\<bullet>i < real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1000
        using k by (subst (asm) Max_less_iff) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1001
      then have "- real k < x\<bullet>i" by simp }
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1002
    then show "\<exists>k::nat. \<forall>ia\<in>Basis. ia \<noteq> i \<longrightarrow> -real k < x \<bullet> ia"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1003
      by (auto intro!: exI[of _ k])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1004
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1005
  finally show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1006
    apply (simp only:)
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1007
    apply (intro sets.countable_UN sets.Diff)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1008
    apply (auto intro: sigma_sets_top)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1009
    done
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1010
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1011
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1012
lemma borel_eq_lessThan:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1013
  "borel = sigma UNIV (range (\<lambda>a::'a::ordered_euclidean_space. {x. x <e a}))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1014
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1015
proof (rule borel_eq_sigmaI4[OF borel_eq_halfspace_ge])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1016
  fix a :: real and i :: 'a assume "(a, i) \<in> UNIV \<times> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1017
  then have i: "i \<in> Basis" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1018
  have "{x::'a. a \<le> x\<bullet>i} = UNIV - {x::'a. x\<bullet>i < a}" by auto
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1019
  also have *: "{x::'a. x\<bullet>i < a} = (\<Union>k::nat. {x. x <e (\<Sum>n\<in>Basis. (if n = i then a else real k) *\<^sub>R n)})" using \<open>i\<in> Basis\<close>
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1020
  proof (safe, simp_all add: eucl_less_def split: split_if_asm)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1021
    fix x :: 'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1022
    from reals_Archimedean2[of "Max ((\<lambda>i. x\<bullet>i)`Basis)"]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1023
    guess k::nat .. note k = this
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1024
    { fix i :: 'a assume "i \<in> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1025
      then have "x\<bullet>i < real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1026
        using k by (subst (asm) Max_less_iff) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1027
      then have "x\<bullet>i < real k" by simp }
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1028
    then show "\<exists>k::nat. \<forall>ia\<in>Basis. ia \<noteq> i \<longrightarrow> x \<bullet> ia < real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1029
      by (auto intro!: exI[of _ k])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1030
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1031
  finally show "{x. a \<le> x\<bullet>i} \<in> ?SIGMA"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1032
    apply (simp only:)
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1033
    apply (intro sets.countable_UN sets.Diff)
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1034
    apply (auto intro: sigma_sets_top )
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1035
    done
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1036
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1037
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1038
lemma borel_eq_atLeastAtMost:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1039
  "borel = sigma UNIV (range (\<lambda>(a,b). {a..b} ::'a::ordered_euclidean_space set))"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1040
  (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1041
proof (rule borel_eq_sigmaI5[OF borel_eq_atMost])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1042
  fix a::'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1043
  have *: "{..a} = (\<Union>n::nat. {- real n *\<^sub>R One .. a})"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1044
  proof (safe, simp_all add: eucl_le[where 'a='a])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1045
    fix x :: 'a
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1046
    from real_arch_simple[of "Max ((\<lambda>i. - x\<bullet>i)`Basis)"]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1047
    guess k::nat .. note k = this
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1048
    { fix i :: 'a assume "i \<in> Basis"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1049
      with k have "- x\<bullet>i \<le> real k"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1050
        by (subst (asm) Max_le_iff) (auto simp: field_simps)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1051
      then have "- real k \<le> x\<bullet>i" by simp }
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1052
    then show "\<exists>n::nat. \<forall>i\<in>Basis. - real n \<le> x \<bullet> i"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1053
      by (auto intro!: exI[of _ k])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1054
  qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1055
  show "{..a} \<in> ?SIGMA" unfolding *
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1056
    by (intro sets.countable_UN)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1057
       (auto intro!: sigma_sets_top)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1058
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1059
57447
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1060
lemma borel_sigma_sets_Ioc: "borel = sigma UNIV (range (\<lambda>(a, b). {a <.. b::real}))"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1061
proof (rule borel_eq_sigmaI5[OF borel_eq_atMost])
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1062
  fix i :: real
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1063
  have "{..i} = (\<Union>j::nat. {-j <.. i})"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1064
    by (auto simp: minus_less_iff reals_Archimedean2)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1065
  also have "\<dots> \<in> sets (sigma UNIV (range (\<lambda>(i, j). {i<..j})))"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1066
    by (intro sets.countable_nat_UN) auto 
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1067
  finally show "{..i} \<in> sets (sigma UNIV (range (\<lambda>(i, j). {i<..j})))" .
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1068
qed simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1069
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1070
lemma eucl_lessThan: "{x::real. x <e a} = lessThan a"
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1071
  by (simp add: eucl_less_def lessThan_def)
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1072
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1073
lemma borel_eq_atLeastLessThan:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1074
  "borel = sigma UNIV (range (\<lambda>(a, b). {a ..< b :: real}))" (is "_ = ?SIGMA")
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1075
proof (rule borel_eq_sigmaI5[OF borel_eq_lessThan])
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1076
  have move_uminus: "\<And>x y::real. -x \<le> y \<longleftrightarrow> -y \<le> x" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1077
  fix x :: real
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1078
  have "{..<x} = (\<Union>i::nat. {-real i ..< x})"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1079
    by (auto simp: move_uminus real_arch_simple)
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1080
  then show "{y. y <e x} \<in> ?SIGMA"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1081
    by (auto intro: sigma_sets.intros(2-) simp: eucl_lessThan)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1082
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1083
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1084
lemma borel_eq_closed: "borel = sigma UNIV (Collect closed)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1085
  unfolding borel_def
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1086
proof (intro sigma_eqI sigma_sets_eqI, safe)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1087
  fix x :: "'a set" assume "open x"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1088
  hence "x = UNIV - (UNIV - x)" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1089
  also have "\<dots> \<in> sigma_sets UNIV (Collect closed)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1090
    by (force intro: sigma_sets.Compl simp: \<open>open x\<close>)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1091
  finally show "x \<in> sigma_sets UNIV (Collect closed)" by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1092
next
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1093
  fix x :: "'a set" assume "closed x"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1094
  hence "x = UNIV - (UNIV - x)" by auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1095
  also have "\<dots> \<in> sigma_sets UNIV (Collect open)"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1096
    by (force intro: sigma_sets.Compl simp: \<open>closed x\<close>)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1097
  finally show "x \<in> sigma_sets UNIV (Collect open)" by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1098
qed simp_all
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1099
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1100
lemma borel_measurable_halfspacesI:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1101
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1102
  assumes F: "borel = sigma UNIV (F ` (UNIV \<times> Basis))"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1103
  and S_eq: "\<And>a i. S a i = f -` F (a,i) \<inter> space M" 
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1104
  shows "f \<in> borel_measurable M = (\<forall>i\<in>Basis. \<forall>a::real. S a i \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1105
proof safe
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1106
  fix a :: real and i :: 'b assume i: "i \<in> Basis" and f: "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1107
  then show "S a i \<in> sets M" unfolding assms
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1108
    by (auto intro!: measurable_sets simp: assms(1))
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1109
next
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1110
  assume a: "\<forall>i\<in>Basis. \<forall>a. S a i \<in> sets M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1111
  then show "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1112
    by (auto intro!: measurable_measure_of simp: S_eq F)
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1113
qed
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1114
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1115
lemma borel_measurable_iff_halfspace_le:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1116
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1117
  shows "f \<in> borel_measurable M = (\<forall>i\<in>Basis. \<forall>a. {w \<in> space M. f w \<bullet> i \<le> a} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1118
  by (rule borel_measurable_halfspacesI[OF borel_eq_halfspace_le]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1119
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1120
lemma borel_measurable_iff_halfspace_less:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1121
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1122
  shows "f \<in> borel_measurable M \<longleftrightarrow> (\<forall>i\<in>Basis. \<forall>a. {w \<in> space M. f w \<bullet> i < a} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1123
  by (rule borel_measurable_halfspacesI[OF borel_eq_halfspace_less]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1124
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1125
lemma borel_measurable_iff_halfspace_ge:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1126
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1127
  shows "f \<in> borel_measurable M = (\<forall>i\<in>Basis. \<forall>a. {w \<in> space M. a \<le> f w \<bullet> i} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1128
  by (rule borel_measurable_halfspacesI[OF borel_eq_halfspace_ge]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1129
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1130
lemma borel_measurable_iff_halfspace_greater:
61076
bdc1e2f0a86a eliminated \<Colon>;
wenzelm
parents: 60771
diff changeset
  1131
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1132
  shows "f \<in> borel_measurable M \<longleftrightarrow> (\<forall>i\<in>Basis. \<forall>a. {w \<in> space M. a < f w \<bullet> i} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1133
  by (rule borel_measurable_halfspacesI[OF borel_eq_halfspace_greater]) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1134
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1135
lemma borel_measurable_iff_le:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1136
  "(f::'a \<Rightarrow> real) \<in> borel_measurable M = (\<forall>a. {w \<in> space M. f w \<le> a} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1137
  using borel_measurable_iff_halfspace_le[where 'c=real] by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1138
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1139
lemma borel_measurable_iff_less:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1140
  "(f::'a \<Rightarrow> real) \<in> borel_measurable M = (\<forall>a. {w \<in> space M. f w < a} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1141
  using borel_measurable_iff_halfspace_less[where 'c=real] by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1142
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1143
lemma borel_measurable_iff_ge:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1144
  "(f::'a \<Rightarrow> real) \<in> borel_measurable M = (\<forall>a. {w \<in> space M. a \<le> f w} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1145
  using borel_measurable_iff_halfspace_ge[where 'c=real]
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1146
  by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1147
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1148
lemma borel_measurable_iff_greater:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1149
  "(f::'a \<Rightarrow> real) \<in> borel_measurable M = (\<forall>a. {w \<in> space M. a < f w} \<in> sets M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1150
  using borel_measurable_iff_halfspace_greater[where 'c=real] by simp
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1151
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1152
lemma borel_measurable_euclidean_space:
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1153
  fixes f :: "'a \<Rightarrow> 'c::euclidean_space"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1154
  shows "f \<in> borel_measurable M \<longleftrightarrow> (\<forall>i\<in>Basis. (\<lambda>x. f x \<bullet> i) \<in> borel_measurable M)"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1155
proof safe
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1156
  assume f: "\<forall>i\<in>Basis. (\<lambda>x. f x \<bullet> i) \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1157
  then show "f \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1158
    by (subst borel_measurable_iff_halfspace_le) auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1159
qed auto
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1160
62083
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1161
lemma borel_set_induct[consumes 1, case_names empty interval compl union]:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1162
  assumes "A \<in> sets borel" 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1163
  assumes empty: "P {}" and int: "\<And>a b. a \<le> b \<Longrightarrow> P {a..b}" and compl: "\<And>A. A \<in> sets borel \<Longrightarrow> P A \<Longrightarrow> P (-A)" and
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1164
          un: "\<And>f. disjoint_family f \<Longrightarrow> (\<And>i. f i \<in> sets borel) \<Longrightarrow>  (\<And>i. P (f i)) \<Longrightarrow> P (\<Union>i::nat. f i)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1165
  shows "P (A::real set)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1166
proof-
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1167
  let ?G = "range (\<lambda>(a,b). {a..b::real})"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1168
  have "Int_stable ?G" "?G \<subseteq> Pow UNIV" "A \<in> sigma_sets UNIV ?G" 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1169
      using assms(1) by (auto simp add: borel_eq_atLeastAtMost Int_stable_def)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1170
  thus ?thesis
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1171
  proof (induction rule: sigma_sets_induct_disjoint) 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1172
    case (union f)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1173
      from union.hyps(2) have "\<And>i. f i \<in> sets borel" by (auto simp: borel_eq_atLeastAtMost)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1174
      with union show ?case by (auto intro: un)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1175
  next
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1176
    case (basic A)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1177
    then obtain a b where "A = {a .. b}" by auto
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1178
    then show ?case
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1179
      by (cases "a \<le> b") (auto intro: int empty)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1180
  qed (auto intro: empty compl simp: Compl_eq_Diff_UNIV[symmetric] borel_eq_atLeastAtMost)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1181
qed
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1182
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1183
subsection "Borel measurable operators"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1184
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1185
lemma borel_measurable_norm[measurable]: "norm \<in> borel_measurable borel"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1186
  by (intro borel_measurable_continuous_on1 continuous_intros)
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1187
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1188
lemma borel_measurable_sgn [measurable]: "(sgn::'a::real_normed_vector \<Rightarrow> 'a) \<in> borel_measurable borel"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1189
  by (rule borel_measurable_continuous_countable_exceptions[where X="{0}"])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1190
     (auto intro!: continuous_on_sgn continuous_on_id)
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1191
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1192
lemma borel_measurable_uminus[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1193
  fixes g :: "'a \<Rightarrow> 'b::{second_countable_topology, real_normed_vector}"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1194
  assumes g: "g \<in> borel_measurable M"
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1195
  shows "(\<lambda>x. - g x) \<in> borel_measurable M"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
  1196
  by (rule borel_measurable_continuous_on[OF _ g]) (intro continuous_intros)
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1197
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1198
lemma borel_measurable_add[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1199
  fixes f g :: "'a \<Rightarrow> 'b::{second_countable_topology, real_normed_vector}"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1200
  assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1201
  assumes g: "g \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1202
  shows "(\<lambda>x. f x + g x) \<in> borel_measurable M"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
  1203
  using f g by (rule borel_measurable_continuous_Pair) (intro continuous_intros)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1204
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1205
lemma borel_measurable_setsum[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1206
  fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> 'b::{second_countable_topology, real_normed_vector}"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1207
  assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1208
  shows "(\<lambda>x. \<Sum>i\<in>S. f i x) \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1209
proof cases
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1210
  assume "finite S"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1211
  thus ?thesis using assms by induct auto
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1212
qed simp
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1213
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1214
lemma borel_measurable_diff[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1215
  fixes f :: "'a \<Rightarrow> 'b::{second_countable_topology, real_normed_vector}"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1216
  assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1217
  assumes g: "g \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1218
  shows "(\<lambda>x. f x - g x) \<in> borel_measurable M"
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53216
diff changeset
  1219
  using borel_measurable_add [of f M "- g"] assms by (simp add: fun_Compl_def)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1220
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1221
lemma borel_measurable_times[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1222
  fixes f :: "'a \<Rightarrow> 'b::{second_countable_topology, real_normed_algebra}"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1223
  assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1224
  assumes g: "g \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1225
  shows "(\<lambda>x. f x * g x) \<in> borel_measurable M"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
  1226
  using f g by (rule borel_measurable_continuous_Pair) (intro continuous_intros)
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1227
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1228
lemma borel_measurable_setprod[measurable (raw)]:
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1229
  fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> 'b::{second_countable_topology, real_normed_field}"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1230
  assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1231
  shows "(\<lambda>x. \<Prod>i\<in>S. f i x) \<in> borel_measurable M"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1232
proof cases
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1233
  assume "finite S"
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1234
  thus ?thesis using assms by induct auto
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1235
qed simp
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1236
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1237
lemma borel_measurable_dist[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1238
  fixes g f :: "'a \<Rightarrow> 'b::{second_countable_topology, metric_space}"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1239
  assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1240
  assumes g: "g \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1241
  shows "(\<lambda>x. dist (f x) (g x)) \<in> borel_measurable M"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
  1242
  using f g by (rule borel_measurable_continuous_Pair) (intro continuous_intros)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1243
  
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1244
lemma borel_measurable_scaleR[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1245
  fixes g :: "'a \<Rightarrow> 'b::{second_countable_topology, real_normed_vector}"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1246
  assumes f: "f \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1247
  assumes g: "g \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1248
  shows "(\<lambda>x. f x *\<^sub>R g x) \<in> borel_measurable M"
56371
fb9ae0727548 extend continuous_intros; remove continuous_on_intros and isCont_intros
hoelzl
parents: 56212
diff changeset
  1249
  using f g by (rule borel_measurable_continuous_Pair) (intro continuous_intros)
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1250
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1251
lemma affine_borel_measurable_vector:
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1252
  fixes f :: "'a \<Rightarrow> 'x::real_normed_vector"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1253
  assumes "f \<in> borel_measurable M"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1254
  shows "(\<lambda>x. a + b *\<^sub>R f x) \<in> borel_measurable M"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1255
proof (rule borel_measurableI)
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1256
  fix S :: "'x set" assume "open S"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1257
  show "(\<lambda>x. a + b *\<^sub>R f x) -` S \<inter> space M \<in> sets M"
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1258
  proof cases
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1259
    assume "b \<noteq> 0"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1260
    with \<open>open S\<close> have "open ((\<lambda>x. (- a + x) /\<^sub>R b) ` S)" (is "open ?S")
54230
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53216
diff changeset
  1261
      using open_affinity [of S "inverse b" "- a /\<^sub>R b"]
b1d955791529 more simplification rules on unary and binary minus
haftmann
parents: 53216
diff changeset
  1262
      by (auto simp: algebra_simps)
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1263
    hence "?S \<in> sets borel" by auto
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1264
    moreover
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1265
    from \<open>b \<noteq> 0\<close> have "(\<lambda>x. a + b *\<^sub>R f x) -` S = f -` ?S"
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1266
      apply auto by (rule_tac x="a + b *\<^sub>R f x" in image_eqI, simp_all)
40859
de0b30e6c2d2 Support product spaces on sigma finite measures.
hoelzl
parents: 39302
diff changeset
  1267
    ultimately show ?thesis using assms unfolding in_borel_measurable_borel
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1268
      by auto
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1269
  qed simp
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1270
qed
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1271
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1272
lemma borel_measurable_const_scaleR[measurable (raw)]:
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1273
  "f \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. b *\<^sub>R f x ::'a::real_normed_vector) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1274
  using affine_borel_measurable_vector[of f M 0 b] by simp
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1275
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1276
lemma borel_measurable_const_add[measurable (raw)]:
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1277
  "f \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. a + f x ::'a::real_normed_vector) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1278
  using affine_borel_measurable_vector[of f M a 1] by simp
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1279
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1280
lemma borel_measurable_inverse[measurable (raw)]:
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1281
  fixes f :: "'a \<Rightarrow> 'b::real_normed_div_algebra"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1282
  assumes f: "f \<in> borel_measurable M"
35692
f1315bbf1bc9 Moved theorems in Lebesgue to the right places
hoelzl
parents: 35582
diff changeset
  1283
  shows "(\<lambda>x. inverse (f x)) \<in> borel_measurable M"
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1284
  apply (rule measurable_compose[OF f])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1285
  apply (rule borel_measurable_continuous_countable_exceptions[of "{0}"])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1286
  apply (auto intro!: continuous_on_inverse continuous_on_id)
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1287
  done
35692
f1315bbf1bc9 Moved theorems in Lebesgue to the right places
hoelzl
parents: 35582
diff changeset
  1288
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1289
lemma borel_measurable_divide[measurable (raw)]:
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1290
  "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow>
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1291
    (\<lambda>x. f x / g x::'b::{second_countable_topology, real_normed_div_algebra}) \<in> borel_measurable M"
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1292
  by (simp add: divide_inverse)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1293
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1294
lemma borel_measurable_max[measurable (raw)]:
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
  1295
  "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. max (g x) (f x) :: 'b::{second_countable_topology, dense_linorder, linorder_topology}) \<in> borel_measurable M"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1296
  by (simp add: max_def)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1297
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1298
lemma borel_measurable_min[measurable (raw)]:
53216
ad2e09c30aa8 renamed inner_dense_linorder to dense_linorder
hoelzl
parents: 51683
diff changeset
  1299
  "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. min (g x) (f x) :: 'b::{second_countable_topology, dense_linorder, linorder_topology}) \<in> borel_measurable M"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1300
  by (simp add: min_def)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1301
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1302
lemma borel_measurable_Min[measurable (raw)]:
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1303
  "finite I \<Longrightarrow> (\<And>i. i \<in> I \<Longrightarrow> f i \<in> borel_measurable M) \<Longrightarrow> (\<lambda>x. Min ((\<lambda>i. f i x)`I) :: 'b::{second_countable_topology, dense_linorder, linorder_topology}) \<in> borel_measurable M"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1304
proof (induct I rule: finite_induct)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1305
  case (insert i I) then show ?case
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1306
    by (cases "I = {}") auto
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1307
qed auto
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1308
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1309
lemma borel_measurable_Max[measurable (raw)]:
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1310
  "finite I \<Longrightarrow> (\<And>i. i \<in> I \<Longrightarrow> f i \<in> borel_measurable M) \<Longrightarrow> (\<lambda>x. Max ((\<lambda>i. f i x)`I) :: 'b::{second_countable_topology, dense_linorder, linorder_topology}) \<in> borel_measurable M"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1311
proof (induct I rule: finite_induct)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1312
  case (insert i I) then show ?case
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1313
    by (cases "I = {}") auto
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1314
qed auto
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1315
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1316
lemma borel_measurable_abs[measurable (raw)]:
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1317
  "f \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. \<bar>f x :: real\<bar>) \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1318
  unfolding abs_real_def by simp
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1319
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1320
lemma borel_measurable_nth[measurable (raw)]:
41026
bea75746dc9d folding on arbitrary Lebesgue integrable functions
hoelzl
parents: 41025
diff changeset
  1321
  "(\<lambda>x::real^'n. x $ i) \<in> borel_measurable borel"
50526
899c9c4e4a4c Remove the indexed basis from the definition of euclidean spaces and only use the set of Basis vectors
hoelzl
parents: 50419
diff changeset
  1322
  by (simp add: cart_eq_inner_axis)
41026
bea75746dc9d folding on arbitrary Lebesgue integrable functions
hoelzl
parents: 41025
diff changeset
  1323
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1324
lemma convex_measurable:
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1325
  fixes A :: "'a :: euclidean_space set"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1326
  shows "X \<in> borel_measurable M \<Longrightarrow> X ` space M \<subseteq> A \<Longrightarrow> open A \<Longrightarrow> convex_on A q \<Longrightarrow> 
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1327
    (\<lambda>x. q (X x)) \<in> borel_measurable M"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1328
  by (rule measurable_compose[where f=X and N="restrict_space borel A"])
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1329
     (auto intro!: borel_measurable_continuous_on_restrict convex_on_continuous measurable_restrict_space2)
41830
719b0a517c33 log is borel measurable
hoelzl
parents: 41545
diff changeset
  1330
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1331
lemma borel_measurable_ln[measurable (raw)]:
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1332
  assumes f: "f \<in> borel_measurable M"
60017
b785d6d06430 Overloading of ln and powr, but "approximation" no longer works for powr. Code generation also fails due to type ambiguity in scala.
paulson <lp15@cam.ac.uk>
parents: 59658
diff changeset
  1333
  shows "(\<lambda>x. ln (f x :: real)) \<in> borel_measurable M"
57275
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1334
  apply (rule measurable_compose[OF f])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1335
  apply (rule borel_measurable_continuous_countable_exceptions[of "{0}"])
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1336
  apply (auto intro!: continuous_on_ln continuous_on_id)
0ddb5b755cdc moved lemmas from the proof of the Central Limit Theorem by Jeremy Avigad and Luke Serafin
hoelzl
parents: 57259
diff changeset
  1337
  done
41830
719b0a517c33 log is borel measurable
hoelzl
parents: 41545
diff changeset
  1338
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1339
lemma borel_measurable_log[measurable (raw)]:
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1340
  "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (\<lambda>x. log (g x) (f x)) \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1341
  unfolding log_def by auto
41830
719b0a517c33 log is borel measurable
hoelzl
parents: 41545
diff changeset
  1342
58656
7f14d5d9b933 relaxed class constraints for exp
immler
parents: 57514
diff changeset
  1343
lemma borel_measurable_exp[measurable]:
7f14d5d9b933 relaxed class constraints for exp
immler
parents: 57514
diff changeset
  1344
  "(exp::'a::{real_normed_field,banach}\<Rightarrow>'a) \<in> borel_measurable borel"
51478
270b21f3ae0a move continuous and continuous_on to the HOL image; isCont is an abbreviation for continuous (at x) (isCont is now restricted to a T2 space)
hoelzl
parents: 51351
diff changeset
  1345
  by (intro borel_measurable_continuous_on1 continuous_at_imp_continuous_on ballI isCont_exp)
50419
3177d0374701 add exponential and uniform distributions
hoelzl
parents: 50387
diff changeset
  1346
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1347
lemma measurable_real_floor[measurable]:
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1348
  "(floor :: real \<Rightarrow> int) \<in> measurable borel (count_space UNIV)"
47761
dfe747e72fa8 moved lemmas to appropriate places
hoelzl
parents: 47694
diff changeset
  1349
proof -
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1350
  have "\<And>a x. \<lfloor>x\<rfloor> = a \<longleftrightarrow> (real_of_int a \<le> x \<and> x < real_of_int (a + 1))"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1351
    by (auto intro: floor_eq2)
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1352
  then show ?thesis
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1353
    by (auto simp: vimage_def measurable_count_space_eq2_countable)
47761
dfe747e72fa8 moved lemmas to appropriate places
hoelzl
parents: 47694
diff changeset
  1354
qed
dfe747e72fa8 moved lemmas to appropriate places
hoelzl
parents: 47694
diff changeset
  1355
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1356
lemma measurable_real_ceiling[measurable]:
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1357
  "(ceiling :: real \<Rightarrow> int) \<in> measurable borel (count_space UNIV)"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1358
  unfolding ceiling_def[abs_def] by simp
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1359
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1360
lemma borel_measurable_real_floor: "(\<lambda>x::real. real_of_int \<lfloor>x\<rfloor>) \<in> borel_measurable borel"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1361
  by simp
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1362
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1363
lemma borel_measurable_root [measurable]: "root n \<in> borel_measurable borel"
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1364
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1365
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1366
lemma borel_measurable_sqrt [measurable]: "sqrt \<in> borel_measurable borel"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1367
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1368
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1369
lemma borel_measurable_power [measurable (raw)]:
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1370
  fixes f :: "_ \<Rightarrow> 'b::{power,real_normed_algebra}"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1371
  assumes f: "f \<in> borel_measurable M"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1372
  shows "(\<lambda>x. (f x) ^ n) \<in> borel_measurable M"
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1373
  by (intro borel_measurable_continuous_on [OF _ f] continuous_intros)
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1374
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1375
lemma borel_measurable_Re [measurable]: "Re \<in> borel_measurable borel"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1376
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1377
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1378
lemma borel_measurable_Im [measurable]: "Im \<in> borel_measurable borel"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1379
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1380
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1381
lemma borel_measurable_of_real [measurable]: "(of_real :: _ \<Rightarrow> (_::real_normed_algebra)) \<in> borel_measurable borel"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1382
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1383
59658
0cc388370041 sin, cos generalised from type real to any "'a::{real_normed_field,banach}", including complex
paulson <lp15@cam.ac.uk>
parents: 59587
diff changeset
  1384
lemma borel_measurable_sin [measurable]: "(sin :: _ \<Rightarrow> (_::{real_normed_field,banach})) \<in> borel_measurable borel"
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1385
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1386
59658
0cc388370041 sin, cos generalised from type real to any "'a::{real_normed_field,banach}", including complex
paulson <lp15@cam.ac.uk>
parents: 59587
diff changeset
  1387
lemma borel_measurable_cos [measurable]: "(cos :: _ \<Rightarrow> (_::{real_normed_field,banach})) \<in> borel_measurable borel"
57235
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1388
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1389
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1390
lemma borel_measurable_arctan [measurable]: "arctan \<in> borel_measurable borel"
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1391
  by (intro borel_measurable_continuous_on1 continuous_intros)
b0b9a10e4bf4 properties of Erlang and exponentially distributed random variables (by Sudeep Kanav)
hoelzl
parents: 57138
diff changeset
  1392
57259
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1393
lemma borel_measurable_complex_iff:
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1394
  "f \<in> borel_measurable M \<longleftrightarrow>
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1395
    (\<lambda>x. Re (f x)) \<in> borel_measurable M \<and> (\<lambda>x. Im (f x)) \<in> borel_measurable M"
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1396
  apply auto
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1397
  apply (subst fun_complex_eq)
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1398
  apply (intro borel_measurable_add)
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1399
  apply auto
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1400
  done
3a448982a74a add more derivative and continuity rules for complex-values functions
hoelzl
parents: 57235
diff changeset
  1401
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1402
subsection "Borel space on the extended reals"
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1403
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1404
lemma borel_measurable_ereal[measurable (raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1405
  assumes f: "f \<in> borel_measurable M" shows "(\<lambda>x. ereal (f x)) \<in> borel_measurable M"
60771
8558e4a37b48 reorganized Extended_Real
hoelzl
parents: 60172
diff changeset
  1406
  using continuous_on_ereal f by (rule borel_measurable_continuous_on) (rule continuous_on_id)
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1407
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1408
lemma borel_measurable_real_of_ereal[measurable (raw)]:
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1409
  fixes f :: "'a \<Rightarrow> ereal" 
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1410
  assumes f: "f \<in> borel_measurable M"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1411
  shows "(\<lambda>x. real_of_ereal (f x)) \<in> borel_measurable M"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1412
  apply (rule measurable_compose[OF f])
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1413
  apply (rule borel_measurable_continuous_countable_exceptions[of "{\<infinity>, -\<infinity> }"])
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1414
  apply (auto intro: continuous_on_real simp: Compl_eq_Diff_UNIV)
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1415
  done
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1416
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1417
lemma borel_measurable_ereal_cases:
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1418
  fixes f :: "'a \<Rightarrow> ereal" 
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1419
  assumes f: "f \<in> borel_measurable M"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1420
  assumes H: "(\<lambda>x. H (ereal (real_of_ereal (f x)))) \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1421
  shows "(\<lambda>x. H (f x)) \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1422
proof -
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1423
  let ?F = "\<lambda>x. if f x = \<infinity> then H \<infinity> else if f x = - \<infinity> then H (-\<infinity>) else H (ereal (real_of_ereal (f x)))"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1424
  { fix x have "H (f x) = ?F x" by (cases "f x") auto }
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1425
  with f H show ?thesis by simp
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1426
qed
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1427
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1428
lemma
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1429
  fixes f :: "'a \<Rightarrow> ereal" assumes f[measurable]: "f \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1430
  shows borel_measurable_ereal_abs[measurable(raw)]: "(\<lambda>x. \<bar>f x\<bar>) \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1431
    and borel_measurable_ereal_inverse[measurable(raw)]: "(\<lambda>x. inverse (f x) :: ereal) \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1432
    and borel_measurable_uminus_ereal[measurable(raw)]: "(\<lambda>x. - f x :: ereal) \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1433
  by (auto simp del: abs_real_of_ereal simp: borel_measurable_ereal_cases[OF f] measurable_If)
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1434
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1435
lemma borel_measurable_uminus_eq_ereal[simp]:
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1436
  "(\<lambda>x. - f x :: ereal) \<in> borel_measurable M \<longleftrightarrow> f \<in> borel_measurable M" (is "?l = ?r")
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1437
proof
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1438
  assume ?l from borel_measurable_uminus_ereal[OF this] show ?r by simp
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1439
qed auto
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1440
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1441
lemma set_Collect_ereal2:
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1442
  fixes f g :: "'a \<Rightarrow> ereal" 
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1443
  assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1444
  assumes g: "g \<in> borel_measurable M"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1445
  assumes H: "{x \<in> space M. H (ereal (real_of_ereal (f x))) (ereal (real_of_ereal (g x)))} \<in> sets M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1446
    "{x \<in> space borel. H (-\<infinity>) (ereal x)} \<in> sets borel"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1447
    "{x \<in> space borel. H (\<infinity>) (ereal x)} \<in> sets borel"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1448
    "{x \<in> space borel. H (ereal x) (-\<infinity>)} \<in> sets borel"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1449
    "{x \<in> space borel. H (ereal x) (\<infinity>)} \<in> sets borel"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1450
  shows "{x \<in> space M. H (f x) (g x)} \<in> sets M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1451
proof -
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1452
  let ?G = "\<lambda>y x. if g x = \<infinity> then H y \<infinity> else if g x = -\<infinity> then H y (-\<infinity>) else H y (ereal (real_of_ereal (g x)))"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1453
  let ?F = "\<lambda>x. if f x = \<infinity> then ?G \<infinity> x else if f x = -\<infinity> then ?G (-\<infinity>) x else ?G (ereal (real_of_ereal (f x))) x"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1454
  { fix x have "H (f x) (g x) = ?F x" by (cases "f x" "g x" rule: ereal2_cases) auto }
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1455
  note * = this
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1456
  from assms show ?thesis
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1457
    by (subst *) (simp del: space_borel split del: split_if)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1458
qed
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1459
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1460
lemma borel_measurable_ereal_iff:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1461
  shows "(\<lambda>x. ereal (f x)) \<in> borel_measurable M \<longleftrightarrow> f \<in> borel_measurable M"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1462
proof
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1463
  assume "(\<lambda>x. ereal (f x)) \<in> borel_measurable M"
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1464
  from borel_measurable_real_of_ereal[OF this]
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1465
  show "f \<in> borel_measurable M" by auto
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1466
qed auto
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1467
59353
f0707dc3d9aa measurability prover: removed app splitting, replaced by more powerful destruction rules
hoelzl
parents: 59088
diff changeset
  1468
lemma borel_measurable_erealD[measurable_dest]:
f0707dc3d9aa measurability prover: removed app splitting, replaced by more powerful destruction rules
hoelzl
parents: 59088
diff changeset
  1469
  "(\<lambda>x. ereal (f x)) \<in> borel_measurable M \<Longrightarrow> g \<in> measurable N M \<Longrightarrow> (\<lambda>x. f (g x)) \<in> borel_measurable N"
f0707dc3d9aa measurability prover: removed app splitting, replaced by more powerful destruction rules
hoelzl
parents: 59088
diff changeset
  1470
  unfolding borel_measurable_ereal_iff by simp
f0707dc3d9aa measurability prover: removed app splitting, replaced by more powerful destruction rules
hoelzl
parents: 59088
diff changeset
  1471
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1472
lemma borel_measurable_ereal_iff_real:
43923
ab93d0190a5d add ereal to typeclass infinity
hoelzl
parents: 43920
diff changeset
  1473
  fixes f :: "'a \<Rightarrow> ereal"
ab93d0190a5d add ereal to typeclass infinity
hoelzl
parents: 43920
diff changeset
  1474
  shows "f \<in> borel_measurable M \<longleftrightarrow>
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1475
    ((\<lambda>x. real_of_ereal (f x)) \<in> borel_measurable M \<and> f -` {\<infinity>} \<inter> space M \<in> sets M \<and> f -` {-\<infinity>} \<inter> space M \<in> sets M)"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1476
proof safe
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1477
  assume *: "(\<lambda>x. real_of_ereal (f x)) \<in> borel_measurable M" "f -` {\<infinity>} \<inter> space M \<in> sets M" "f -` {-\<infinity>} \<inter> space M \<in> sets M"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1478
  have "f -` {\<infinity>} \<inter> space M = {x\<in>space M. f x = \<infinity>}" "f -` {-\<infinity>} \<inter> space M = {x\<in>space M. f x = -\<infinity>}" by auto
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1479
  with * have **: "{x\<in>space M. f x = \<infinity>} \<in> sets M" "{x\<in>space M. f x = -\<infinity>} \<in> sets M" by simp_all
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1480
  let ?f = "\<lambda>x. if f x = \<infinity> then \<infinity> else if f x = -\<infinity> then -\<infinity> else ereal (real_of_ereal (f x))"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1481
  have "?f \<in> borel_measurable M" using * ** by (intro measurable_If) auto
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1482
  also have "?f = f" by (auto simp: fun_eq_iff ereal_real)
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1483
  finally show "f \<in> borel_measurable M" .
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1484
qed simp_all
41830
719b0a517c33 log is borel measurable
hoelzl
parents: 41545
diff changeset
  1485
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1486
lemma borel_measurable_ereal_iff_Iio:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1487
  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..< a} \<inter> space M \<in> sets M)"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1488
  by (auto simp: borel_Iio measurable_iff_measure_of)
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1489
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1490
lemma borel_measurable_ereal_iff_Ioi:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1491
  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a <..} \<inter> space M \<in> sets M)"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1492
  by (auto simp: borel_Ioi measurable_iff_measure_of)
35582
b16d99a72dc9 Add Lebesgue integral and probability space.
hoelzl
parents: 35347
diff changeset
  1493
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1494
lemma vimage_sets_compl_iff:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1495
  "f -` A \<inter> space M \<in> sets M \<longleftrightarrow> f -` (- A) \<inter> space M \<in> sets M"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1496
proof -
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1497
  { fix A assume "f -` A \<inter> space M \<in> sets M"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1498
    moreover have "f -` (- A) \<inter> space M = space M - f -` A \<inter> space M" by auto
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1499
    ultimately have "f -` (- A) \<inter> space M \<in> sets M" by auto }
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1500
  from this[of A] this[of "-A"] show ?thesis
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1501
    by (metis double_complement)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1502
qed
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1503
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1504
lemma borel_measurable_iff_Iic_ereal:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1505
  "(f::'a\<Rightarrow>ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..a} \<inter> space M \<in> sets M)"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1506
  unfolding borel_measurable_ereal_iff_Ioi vimage_sets_compl_iff[where A="{a <..}" for a] by simp
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1507
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1508
lemma borel_measurable_iff_Ici_ereal:
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1509
  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a..} \<inter> space M \<in> sets M)"
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1510
  unfolding borel_measurable_ereal_iff_Iio vimage_sets_compl_iff[where A="{..< a}" for a] by simp
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1511
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1512
lemma borel_measurable_ereal2:
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1513
  fixes f g :: "'a \<Rightarrow> ereal" 
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1514
  assumes f: "f \<in> borel_measurable M"
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1515
  assumes g: "g \<in> borel_measurable M"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1516
  assumes H: "(\<lambda>x. H (ereal (real_of_ereal (f x))) (ereal (real_of_ereal (g x)))) \<in> borel_measurable M"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1517
    "(\<lambda>x. H (-\<infinity>) (ereal (real_of_ereal (g x)))) \<in> borel_measurable M"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1518
    "(\<lambda>x. H (\<infinity>) (ereal (real_of_ereal (g x)))) \<in> borel_measurable M"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1519
    "(\<lambda>x. H (ereal (real_of_ereal (f x))) (-\<infinity>)) \<in> borel_measurable M"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1520
    "(\<lambda>x. H (ereal (real_of_ereal (f x))) (\<infinity>)) \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1521
  shows "(\<lambda>x. H (f x) (g x)) \<in> borel_measurable M"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1522
proof -
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1523
  let ?G = "\<lambda>y x. if g x = \<infinity> then H y \<infinity> else if g x = - \<infinity> then H y (-\<infinity>) else H y (ereal (real_of_ereal (g x)))"
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1524
  let ?F = "\<lambda>x. if f x = \<infinity> then ?G \<infinity> x else if f x = - \<infinity> then ?G (-\<infinity>) x else ?G (ereal (real_of_ereal (f x))) x"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1525
  { fix x have "H (f x) (g x) = ?F x" by (cases "f x" "g x" rule: ereal2_cases) auto }
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1526
  note * = this
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1527
  from assms show ?thesis unfolding * by simp
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1528
qed
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1529
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1530
lemma
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1531
  fixes f :: "'a \<Rightarrow> ereal" assumes f: "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1532
  shows borel_measurable_ereal_eq_const: "{x\<in>space M. f x = c} \<in> sets M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1533
    and borel_measurable_ereal_neq_const: "{x\<in>space M. f x \<noteq> c} \<in> sets M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1534
  using f by auto
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1535
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1536
lemma [measurable(raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1537
  fixes f :: "'a \<Rightarrow> ereal"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1538
  assumes [measurable]: "f \<in> borel_measurable M" "g \<in> borel_measurable M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1539
  shows borel_measurable_ereal_add: "(\<lambda>x. f x + g x) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1540
    and borel_measurable_ereal_times: "(\<lambda>x. f x * g x) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1541
    and borel_measurable_ereal_min: "(\<lambda>x. min (g x) (f x)) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1542
    and borel_measurable_ereal_max: "(\<lambda>x. max (g x) (f x)) \<in> borel_measurable M"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1543
  by (simp_all add: borel_measurable_ereal2 min_def max_def)
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1544
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1545
lemma [measurable(raw)]:
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1546
  fixes f g :: "'a \<Rightarrow> ereal"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1547
  assumes "f \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1548
  assumes "g \<in> borel_measurable M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1549
  shows borel_measurable_ereal_diff: "(\<lambda>x. f x - g x) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1550
    and borel_measurable_ereal_divide: "(\<lambda>x. f x / g x) \<in> borel_measurable M"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1551
  using assms by (simp_all add: minus_ereal_def divide_ereal_def)
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1552
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1553
lemma borel_measurable_ereal_setsum[measurable (raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1554
  fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> ereal"
41096
843c40bbc379 integral over setprod
hoelzl
parents: 41083
diff changeset
  1555
  assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
843c40bbc379 integral over setprod
hoelzl
parents: 41083
diff changeset
  1556
  shows "(\<lambda>x. \<Sum>i\<in>S. f i x) \<in> borel_measurable M"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1557
  using assms by (induction S rule: infinite_finite_induct) auto
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1558
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1559
lemma borel_measurable_ereal_setprod[measurable (raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1560
  fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> ereal"
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1561
  assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
41096
843c40bbc379 integral over setprod
hoelzl
parents: 41083
diff changeset
  1562
  shows "(\<lambda>x. \<Prod>i\<in>S. f i x) \<in> borel_measurable M"
59361
fd5da2434be4 piecewise measurability using restrict_space; cleanup Borel_Space
hoelzl
parents: 59353
diff changeset
  1563
  using assms by (induction S rule: infinite_finite_induct) auto
38656
d5d342611edb Rewrite the Probability theory.
hoelzl
parents: 37887
diff changeset
  1564
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1565
lemma [measurable (raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1566
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> ereal"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1567
  assumes "\<And>i. f i \<in> borel_measurable M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1568
  shows borel_measurable_liminf: "(\<lambda>x. liminf (\<lambda>i. f i x)) \<in> borel_measurable M"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1569
    and borel_measurable_limsup: "(\<lambda>x. limsup (\<lambda>i. f i x)) \<in> borel_measurable M"
56212
3253aaf73a01 consolidated theorem names containing INFI and SUPR: have INF and SUP instead uniformly
haftmann
parents: 54775
diff changeset
  1570
  unfolding liminf_SUP_INF limsup_INF_SUP using assms by auto
35692
f1315bbf1bc9 Moved theorems in Lebesgue to the right places
hoelzl
parents: 35582
diff changeset
  1571
50104
de19856feb54 move theorems to be more generally useable
hoelzl
parents: 50096
diff changeset
  1572
lemma sets_Collect_eventually_sequentially[measurable]:
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1573
  "(\<And>i. {x\<in>space M. P x i} \<in> sets M) \<Longrightarrow> {x\<in>space M. eventually (P x) sequentially} \<in> sets M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1574
  unfolding eventually_sequentially by simp
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1575
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1576
lemma sets_Collect_ereal_convergent[measurable]: 
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1577
  fixes f :: "nat \<Rightarrow> 'a => ereal"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1578
  assumes f[measurable]: "\<And>i. f i \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1579
  shows "{x\<in>space M. convergent (\<lambda>i. f i x)} \<in> sets M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1580
  unfolding convergent_ereal by auto
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1581
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1582
lemma borel_measurable_extreal_lim[measurable (raw)]:
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1583
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> ereal"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1584
  assumes [measurable]: "\<And>i. f i \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1585
  shows "(\<lambda>x. lim (\<lambda>i. f i x)) \<in> borel_measurable M"
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1586
proof -
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1587
  have "\<And>x. lim (\<lambda>i. f i x) = (if convergent (\<lambda>i. f i x) then limsup (\<lambda>i. f i x) else (THE i. False))"
51351
dd1dd470690b generalized lemmas in Extended_Real_Limits
hoelzl
parents: 51106
diff changeset
  1588
    by (simp add: lim_def convergent_def convergent_limsup_cl)
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1589
  then show ?thesis
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1590
    by simp
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1591
qed
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1592
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1593
lemma borel_measurable_ereal_LIMSEQ:
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1594
  fixes u :: "nat \<Rightarrow> 'a \<Rightarrow> ereal"
61969
e01015e49041 more symbols;
wenzelm
parents: 61880
diff changeset
  1595
  assumes u': "\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. u i x) \<longlonglongrightarrow> u' x"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1596
  and u: "\<And>i. u i \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1597
  shows "u' \<in> borel_measurable M"
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1598
proof -
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1599
  have "\<And>x. x \<in> space M \<Longrightarrow> u' x = liminf (\<lambda>n. u n x)"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1600
    using u' by (simp add: lim_imp_Liminf[symmetric])
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1601
  with u show ?thesis by (simp cong: measurable_cong)
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1602
qed
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1603
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1604
lemma borel_measurable_extreal_suminf[measurable (raw)]:
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1605
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> ereal"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1606
  assumes [measurable]: "\<And>i. f i \<in> borel_measurable M"
41981
cdf7693bbe08 reworked Probability theory: measures are not type restricted to positive extended reals
hoelzl
parents: 41969
diff changeset
  1607
  shows "(\<lambda>x. (\<Sum>i. f i x)) \<in> borel_measurable M"
50003
8c213922ed49 use measurability prover
hoelzl
parents: 50002
diff changeset
  1608
  unfolding suminf_def sums_def[abs_def] lim_def[symmetric] by simp
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1609
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1610
subsection \<open>LIMSEQ is borel measurable\<close>
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1611
47694
05663f75964c reworked Probability theory
hoelzl
parents: 46905
diff changeset
  1612
lemma borel_measurable_LIMSEQ:
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1613
  fixes u :: "nat \<Rightarrow> 'a \<Rightarrow> real"
61969
e01015e49041 more symbols;
wenzelm
parents: 61880
diff changeset
  1614
  assumes u': "\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. u i x) \<longlonglongrightarrow> u' x"
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1615
  and u: "\<And>i. u i \<in> borel_measurable M"
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1616
  shows "u' \<in> borel_measurable M"
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1617
proof -
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1618
  have "\<And>x. x \<in> space M \<Longrightarrow> liminf (\<lambda>n. ereal (u n x)) = ereal (u' x)"
46731
5302e932d1e5 avoid undeclared variables in let bindings;
wenzelm
parents: 45288
diff changeset
  1619
    using u' by (simp add: lim_imp_Liminf)
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1620
  moreover from u have "(\<lambda>x. liminf (\<lambda>n. ereal (u n x))) \<in> borel_measurable M"
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1621
    by auto
43920
cedb5cb948fd Rename extreal => ereal
hoelzl
parents: 42990
diff changeset
  1622
  ultimately show ?thesis by (simp cong: measurable_cong add: borel_measurable_ereal_iff)
39092
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1623
qed
98de40859858 move lemmas to correct theory files
hoelzl
parents: 39087
diff changeset
  1624
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1625
lemma borel_measurable_LIMSEQ_metric:
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1626
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> 'b :: metric_space"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1627
  assumes [measurable]: "\<And>i. f i \<in> borel_measurable M"
61969
e01015e49041 more symbols;
wenzelm
parents: 61880
diff changeset
  1628
  assumes lim: "\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. f i x) \<longlonglongrightarrow> g x"
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1629
  shows "g \<in> borel_measurable M"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1630
  unfolding borel_eq_closed
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1631
proof (safe intro!: measurable_measure_of)
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1632
  fix A :: "'b set" assume "closed A" 
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1633
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1634
  have [measurable]: "(\<lambda>x. infdist (g x) A) \<in> borel_measurable M"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1635
  proof (rule borel_measurable_LIMSEQ)
61969
e01015e49041 more symbols;
wenzelm
parents: 61880
diff changeset
  1636
    show "\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. infdist (f i x) A) \<longlonglongrightarrow> infdist (g x) A"
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1637
      by (intro tendsto_infdist lim)
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1638
    show "\<And>i. (\<lambda>x. infdist (f i x) A) \<in> borel_measurable M"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1639
      by (intro borel_measurable_continuous_on[where f="\<lambda>x. infdist x A"]
60150
bd773c47ad0b New material about complex transcendental functions (especially Ln, Arg) and polynomials
paulson <lp15@cam.ac.uk>
parents: 60017
diff changeset
  1640
        continuous_at_imp_continuous_on ballI continuous_infdist continuous_ident) auto
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1641
  qed
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1642
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1643
  show "g -` A \<inter> space M \<in> sets M"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1644
  proof cases
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1645
    assume "A \<noteq> {}"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1646
    then have "\<And>x. infdist x A = 0 \<longleftrightarrow> x \<in> A"
61808
fc1556774cfe isabelle update_cartouches -c -t;
wenzelm
parents: 61609
diff changeset
  1647
      using \<open>closed A\<close> by (simp add: in_closed_iff_infdist_zero)
56993
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1648
    then have "g -` A \<inter> space M = {x\<in>space M. infdist (g x) A = 0}"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1649
      by auto
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1650
    also have "\<dots> \<in> sets M"
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1651
      by measurable
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1652
    finally show ?thesis .
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1653
  qed simp
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1654
qed auto
e5366291d6aa introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
hoelzl
parents: 56371
diff changeset
  1655
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1656
lemma sets_Collect_Cauchy[measurable]: 
57036
22568fb89165 generalized Bochner integral over infinite sums
hoelzl
parents: 56994
diff changeset
  1657
  fixes f :: "nat \<Rightarrow> 'a => 'b::{metric_space, second_countable_topology}"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1658
  assumes f[measurable]: "\<And>i. f i \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1659
  shows "{x\<in>space M. Cauchy (\<lambda>i. f i x)} \<in> sets M"
57036
22568fb89165 generalized Bochner integral over infinite sums
hoelzl
parents: 56994
diff changeset
  1660
  unfolding metric_Cauchy_iff2 using f by auto
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1661
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1662
lemma borel_measurable_lim[measurable (raw)]:
57036
22568fb89165 generalized Bochner integral over infinite sums
hoelzl
parents: 56994
diff changeset
  1663
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::{banach, second_countable_topology}"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1664
  assumes f[measurable]: "\<And>i. f i \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1665
  shows "(\<lambda>x. lim (\<lambda>i. f i x)) \<in> borel_measurable M"
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1666
proof -
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1667
  def u' \<equiv> "\<lambda>x. lim (\<lambda>i. if Cauchy (\<lambda>i. f i x) then f i x else 0)"
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1668
  then have *: "\<And>x. lim (\<lambda>i. f i x) = (if Cauchy (\<lambda>i. f i x) then u' x else (THE x. False))"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1669
    by (auto simp: lim_def convergent_eq_cauchy[symmetric])
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1670
  have "u' \<in> borel_measurable M"
57036
22568fb89165 generalized Bochner integral over infinite sums
hoelzl
parents: 56994
diff changeset
  1671
  proof (rule borel_measurable_LIMSEQ_metric)
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1672
    fix x
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1673
    have "convergent (\<lambda>i. if Cauchy (\<lambda>i. f i x) then f i x else 0)"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1674
      by (cases "Cauchy (\<lambda>i. f i x)")
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1675
         (auto simp add: convergent_eq_cauchy[symmetric] convergent_def)
61969
e01015e49041 more symbols;
wenzelm
parents: 61880
diff changeset
  1676
    then show "(\<lambda>i. if Cauchy (\<lambda>i. f i x) then f i x else 0) \<longlonglongrightarrow> u' x"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1677
      unfolding u'_def 
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1678
      by (rule convergent_LIMSEQ_iff[THEN iffD1])
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1679
  qed measurable
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1680
  then show ?thesis
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1681
    unfolding * by measurable
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1682
qed
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1683
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1684
lemma borel_measurable_suminf[measurable (raw)]:
57036
22568fb89165 generalized Bochner integral over infinite sums
hoelzl
parents: 56994
diff changeset
  1685
  fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> 'b::{banach, second_countable_topology}"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1686
  assumes f[measurable]: "\<And>i. f i \<in> borel_measurable M"
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1687
  shows "(\<lambda>x. suminf (\<lambda>i. f i x)) \<in> borel_measurable M"
50002
ce0d316b5b44 add measurability prover; add support for Borel sets
hoelzl
parents: 50001
diff changeset
  1688
  unfolding suminf_def sums_def[abs_def] lim_def[symmetric] by simp
49774
dfa8ddb874ce use continuity to show Borel-measurability
hoelzl
parents: 47761
diff changeset
  1689
59000
6eb0725503fc import general theorems from AFP/Markov_Models
hoelzl
parents: 58876
diff changeset
  1690
lemma borel_measurable_sup[measurable (raw)]:
6eb0725503fc import general theorems from AFP/Markov_Models
hoelzl
parents: 58876
diff changeset
  1691
  "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow>
6eb0725503fc import general theorems from AFP/Markov_Models
hoelzl
parents: 58876
diff changeset
  1692
    (\<lambda>x. sup (f x) (g x)::ereal) \<in> borel_measurable M"
6eb0725503fc import general theorems from AFP/Markov_Models
hoelzl
parents: 58876
diff changeset
  1693
  by simp
6eb0725503fc import general theorems from AFP/Markov_Models
hoelzl
parents: 58876
diff changeset
  1694
57447
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1695
(* Proof by Jeremy Avigad and Luke Serafin *)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1696
lemma isCont_borel:
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1697
  fixes f :: "'b::metric_space \<Rightarrow> 'a::metric_space"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1698
  shows "{x. isCont f x} \<in> sets borel"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1699
proof -
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1700
  let ?I = "\<lambda>j. inverse(real (Suc j))"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1701
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1702
  { fix x
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1703
    have "isCont f x = (\<forall>i. \<exists>j. \<forall>y z. dist x y < ?I j \<and> dist x z < ?I j \<longrightarrow> dist (f y) (f z) \<le> ?I i)"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1704
      unfolding continuous_at_eps_delta
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1705
    proof safe
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1706
      fix i assume "\<forall>e>0. \<exists>d>0. \<forall>y. dist y x < d \<longrightarrow> dist (f y) (f x) < e"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1707
      moreover have "0 < ?I i / 2"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1708
        by simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1709
      ultimately obtain d where d: "0 < d" "\<And>y. dist x y < d \<Longrightarrow> dist (f y) (f x) < ?I i / 2"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1710
        by (metis dist_commute)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1711
      then obtain j where j: "?I j < d"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1712
        by (metis reals_Archimedean)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1713
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1714
      show "\<exists>j. \<forall>y z. dist x y < ?I j \<and> dist x z < ?I j \<longrightarrow> dist (f y) (f z) \<le> ?I i"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1715
      proof (safe intro!: exI[where x=j])
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1716
        fix y z assume *: "dist x y < ?I j" "dist x z < ?I j"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1717
        have "dist (f y) (f z) \<le> dist (f y) (f x) + dist (f z) (f x)"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1718
          by (rule dist_triangle2)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1719
        also have "\<dots> < ?I i / 2 + ?I i / 2"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1720
          by (intro add_strict_mono d less_trans[OF _ j] *)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1721
        also have "\<dots> \<le> ?I i"
61609
77b453bd616f Coercion "real" now has type nat => real only and is no longer overloaded. Type class "real_of" is gone. Many duplicate theorems removed.
paulson <lp15@cam.ac.uk>
parents: 61424
diff changeset
  1722
          by (simp add: field_simps of_nat_Suc)
57447
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1723
        finally show "dist (f y) (f z) \<le> ?I i"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1724
          by simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1725
      qed
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1726
    next
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1727
      fix e::real assume "0 < e"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1728
      then obtain n where n: "?I n < e"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1729
        by (metis reals_Archimedean)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1730
      assume "\<forall>i. \<exists>j. \<forall>y z. dist x y < ?I j \<and> dist x z < ?I j \<longrightarrow> dist (f y) (f z) \<le> ?I i"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1731
      from this[THEN spec, of "Suc n"]
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1732
      obtain j where j: "\<And>y z. dist x y < ?I j \<Longrightarrow> dist x z < ?I j \<Longrightarrow> dist (f y) (f z) \<le> ?I (Suc n)"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1733
        by auto
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1734
      
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1735
      show "\<exists>d>0. \<forall>y. dist y x < d \<longrightarrow> dist (f y) (f x) < e"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1736
      proof (safe intro!: exI[of _ "?I j"])
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1737
        fix y assume "dist y x < ?I j"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1738
        then have "dist (f y) (f x) \<le> ?I (Suc n)"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1739
          by (intro j) (auto simp: dist_commute)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1740
        also have "?I (Suc n) < ?I n"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1741
          by simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1742
        also note n
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1743
        finally show "dist (f y) (f x) < e" .
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1744
      qed simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1745
    qed }
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1746
  note * = this
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1747
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1748
  have **: "\<And>e y. open {x. dist x y < e}"
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1749
    using open_ball by (simp_all add: ball_def dist_commute)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1750
59415
854fe701c984 tuned measurability proofs
hoelzl
parents: 59361
diff changeset
  1751
  have "{x\<in>space borel. isCont f x} \<in> sets borel"
57447
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1752
    unfolding *
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1753
    apply (intro sets.sets_Collect_countable_All sets.sets_Collect_countable_Ex)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1754
    apply (simp add: Collect_all_eq)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1755
    apply (intro borel_closed closed_INT ballI closed_Collect_imp open_Collect_conj **)
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1756
    apply auto
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1757
    done
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1758
  then show ?thesis
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1759
    by simp
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1760
qed
87429bdecad5 import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
hoelzl
parents: 57275
diff changeset
  1761
62083
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1762
lemma isCont_borel_pred[measurable]:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1763
  fixes f :: "'b::metric_space \<Rightarrow> 'a::metric_space"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1764
  shows "Measurable.pred borel (isCont f)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1765
  unfolding pred_def by (simp add: isCont_borel)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1766
61880
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1767
lemma is_real_interval:
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1768
  assumes S: "is_interval S"
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1769
  shows "\<exists>a b::real. S = {} \<or> S = UNIV \<or> S = {..<b} \<or> S = {..b} \<or> S = {a<..} \<or> S = {a..} \<or>
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1770
    S = {a<..<b} \<or> S = {a<..b} \<or> S = {a..<b} \<or> S = {a..b}"
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1771
  using S unfolding is_interval_1 by (blast intro: interval_cases)
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1772
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1773
lemma real_interval_borel_measurable:
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1774
  assumes "is_interval (S::real set)"
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1775
  shows "S \<in> sets borel"
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1776
proof -
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1777
  from assms is_real_interval have "\<exists>a b::real. S = {} \<or> S = UNIV \<or> S = {..<b} \<or> S = {..b} \<or>
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1778
    S = {a<..} \<or> S = {a..} \<or> S = {a<..<b} \<or> S = {a<..b} \<or> S = {a..<b} \<or> S = {a..b}" by auto
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1779
  then guess a ..
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1780
  then guess b ..
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1781
  thus ?thesis
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1782
    by auto
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1783
qed
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1784
62083
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1785
lemma borel_measurable_mono_on_fnc:
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1786
  fixes f :: "real \<Rightarrow> real" and A :: "real set"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1787
  assumes "mono_on f A"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1788
  shows "f \<in> borel_measurable (restrict_space borel A)"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1789
  apply (rule measurable_restrict_countable[OF mono_on_ctble_discont[OF assms]])
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1790
  apply (auto intro!: image_eqI[where x="{x}" for x] simp: sets_restrict_space)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1791
  apply (auto simp add: sets_restrict_restrict_space continuous_on_eq_continuous_within
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1792
              cong: measurable_cong_sets 
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1793
              intro!: borel_measurable_continuous_on_restrict intro: continuous_within_subset)
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1794
  done
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1795
61880
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1796
lemma borel_measurable_mono:
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1797
  fixes f :: "real \<Rightarrow> real"
62083
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1798
  shows "mono f \<Longrightarrow> f \<in> borel_measurable borel"
7582b39f51ed add the proof of the central limit theorem
hoelzl
parents: 61969
diff changeset
  1799
  using borel_measurable_mono_on_fnc[of f UNIV] by (simp add: mono_def mono_on_def)
61880
ff4d33058566 moved some theorems from the CLT proof; reordered some theorems / notation
hoelzl
parents: 61808
diff changeset
  1800
54775
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1801
no_notation
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1802
  eucl_less (infix "<e" 50)
2d3df8633dad prefer box over greaterThanLessThan on euclidean_space
immler
parents: 54230
diff changeset
  1803
51683
baefa3b461c2 generalize Borel-set properties from real/ereal/ordered_euclidean_spaces to order_topology and real_normed_vector
hoelzl
parents: 51478
diff changeset
  1804
end