| author | wenzelm | 
| Thu, 15 Jan 2015 14:01:26 +0100 | |
| changeset 59370 | b13ff987c559 | 
| parent 59002 | 2c8b2fb54b88 | 
| child 60500 | 903bb1495239 | 
| permissions | -rw-r--r-- | 
| 37665 | 1  | 
(* Title: HOL/Library/Indicator_Function.thy  | 
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Author: Johannes Hoelzl (TU Muenchen)  | 
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*)  | 
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section {* Indicator Function *}
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theory Indicator_Function  | 
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imports Complex_Main  | 
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begin  | 
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definition "indicator S x = (if x \<in> S then 1 else 0)"  | 
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lemma indicator_simps[simp]:  | 
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"x \<in> S \<Longrightarrow> indicator S x = 1"  | 
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"x \<notin> S \<Longrightarrow> indicator S x = 0"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_pos_le[intro, simp]: "(0::'a::linordered_semidom) \<le> indicator S x"  | 
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and indicator_le_1[intro, simp]: "indicator S x \<le> (1::'a::linordered_semidom)"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_abs_le_1: "\<bar>indicator S x\<bar> \<le> (1::'a::linordered_idom)"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_eq_0_iff: "indicator A x = (0::_::zero_neq_one) \<longleftrightarrow> x \<notin> A"  | 
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by (auto simp: indicator_def)  | 
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lemma indicator_eq_1_iff: "indicator A x = (1::_::zero_neq_one) \<longleftrightarrow> x \<in> A"  | 
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by (auto simp: indicator_def)  | 
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parents: 
57418 
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31  | 
lemma split_indicator: "P (indicator S x) \<longleftrightarrow> ((x \<in> S \<longrightarrow> P 1) \<and> (x \<notin> S \<longrightarrow> P 0))"  | 
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32  | 
unfolding indicator_def by auto  | 
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34  | 
lemma split_indicator_asm: "P (indicator S x) \<longleftrightarrow> (\<not> (x \<in> S \<and> \<not> P 1 \<or> x \<notin> S \<and> \<not> P 0))"  | 
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unfolding indicator_def by auto  | 
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lemma indicator_inter_arith: "indicator (A \<inter> B) x = indicator A x * (indicator B x::'a::semiring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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parents: 
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lemma indicator_union_arith: "indicator (A \<union> B) x = indicator A x + indicator B x - indicator A x * (indicator B x::'a::ring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_inter_min: "indicator (A \<inter> B) x = min (indicator A x) (indicator B x::'a::linordered_semidom)"  | 
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and indicator_union_max: "indicator (A \<union> B) x = max (indicator A x) (indicator B x::'a::linordered_semidom)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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parents: 
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lemma indicator_disj_union: "A \<inter> B = {} \<Longrightarrow>  indicator (A \<union> B) x = (indicator A x + indicator B x::'a::linordered_semidom)"
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by (auto split: split_indicator)  | 
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lemma indicator_compl: "indicator (- A) x = 1 - (indicator A x::'a::ring_1)"  | 
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and indicator_diff: "indicator (A - B) x = indicator A x * (1 - indicator B x::'a::ring_1)"  | 
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unfolding indicator_def by (auto simp: min_def max_def)  | 
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lemma indicator_times: "indicator (A \<times> B) x = indicator A (fst x) * (indicator B (snd x)::'a::semiring_1)"  | 
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unfolding indicator_def by (cases x) auto  | 
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lemma indicator_sum: "indicator (A <+> B) x = (case x of Inl x \<Rightarrow> indicator A x | Inr x \<Rightarrow> indicator B x)"  | 
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unfolding indicator_def by (cases x) auto  | 
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cleaning up some theorem names; remove unnecessary assumptions; more complete pmf theory
 
hoelzl 
parents: 
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60  | 
lemma indicator_image: "inj f \<Longrightarrow> indicator (f ` X) (f x) = (indicator X x::_::zero_neq_one)"  | 
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2c8b2fb54b88
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by (auto simp: indicator_def inj_on_def)  | 
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parents: 
58881 
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62  | 
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lemma  | 
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fixes f :: "'a \<Rightarrow> 'b::semiring_1" assumes "finite A"  | 
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shows setsum_mult_indicator[simp]: "(\<Sum>x \<in> A. f x * indicator B x) = (\<Sum>x \<in> A \<inter> B. f x)"  | 
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and setsum_indicator_mult[simp]: "(\<Sum>x \<in> A. indicator B x * f x) = (\<Sum>x \<in> A \<inter> B. f x)"  | 
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unfolding indicator_def  | 
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using assms by (auto intro!: setsum.mono_neutral_cong_right split: split_if_asm)  | 
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lemma setsum_indicator_eq_card:  | 
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assumes "finite A"  | 
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shows "(SUM x : A. indicator B x) = card (A Int B)"  | 
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using setsum_mult_indicator[OF assms, of "%x. 1::nat"]  | 
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unfolding card_eq_setsum by simp  | 
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56993
 
e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
 
hoelzl 
parents: 
54408 
diff
changeset
 | 
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lemma setsum_indicator_scaleR[simp]:  | 
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e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
 
hoelzl 
parents: 
54408 
diff
changeset
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"finite A \<Longrightarrow>  | 
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e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
 
hoelzl 
parents: 
54408 
diff
changeset
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    (\<Sum>x \<in> A. indicator (B x) (g x) *\<^sub>R f x) = (\<Sum>x \<in> {x\<in>A. g x \<in> B x}. f x::'a::real_vector)"
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using assms by (auto intro!: setsum.mono_neutral_cong_right split: split_if_asm simp: indicator_def)  | 
| 
56993
 
e5366291d6aa
introduce Bochner integral: generalizes Lebesgue integral from real-valued function to functions on real-normed vector spaces
 
hoelzl 
parents: 
54408 
diff
changeset
 | 
80  | 
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57446
 
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
 
hoelzl 
parents: 
57418 
diff
changeset
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81  | 
lemma LIMSEQ_indicator_incseq:  | 
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06e195515deb
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82  | 
assumes "incseq A"  | 
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06e195515deb
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83  | 
  shows "(\<lambda>i. indicator (A i) x :: 'a :: {topological_space, one, zero}) ----> indicator (\<Union>i. A i) x"
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06e195515deb
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hoelzl 
parents: 
57418 
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84  | 
proof cases  | 
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85  | 
assume "\<exists>i. x \<in> A i"  | 
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06e195515deb
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86  | 
then obtain i where "x \<in> A i"  | 
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06e195515deb
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by auto  | 
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then have  | 
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"\<And>n. (indicator (A (n + i)) x :: 'a) = 1"  | 
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"(indicator (\<Union> i. A i) x :: 'a) = 1"  | 
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06e195515deb
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57418 
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91  | 
using incseqD[OF `incseq A`, of i "n + i" for n] `x \<in> A i` by (auto simp: indicator_def)  | 
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06e195515deb
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then show ?thesis  | 
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58729
 
e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
 
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parents: 
57447 
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by (rule_tac LIMSEQ_offset[of _ i]) simp  | 
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e8ecc79aee43
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qed (auto simp: indicator_def)  | 
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lemma LIMSEQ_indicator_UN:  | 
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  "(\<lambda>k. indicator (\<Union> i<k. A i) x :: 'a :: {topological_space, one, zero}) ----> indicator (\<Union>i. A i) x"
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proof -  | 
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99  | 
have "(\<lambda>k. indicator (\<Union> i<k. A i) x::'a) ----> indicator (\<Union>k. \<Union> i<k. A i) x"  | 
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100  | 
by (intro LIMSEQ_indicator_incseq) (auto simp: incseq_def intro: less_le_trans)  | 
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101  | 
also have "(\<Union>k. \<Union> i<k. A i) = (\<Union>i. A i)"  | 
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102  | 
by auto  | 
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103  | 
finally show ?thesis .  | 
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qed  | 
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105  | 
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106  | 
lemma LIMSEQ_indicator_decseq:  | 
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107  | 
assumes "decseq A"  | 
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06e195515deb
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57418 
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108  | 
  shows "(\<lambda>i. indicator (A i) x :: 'a :: {topological_space, one, zero}) ----> indicator (\<Inter>i. A i) x"
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06e195515deb
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hoelzl 
parents: 
57418 
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109  | 
proof cases  | 
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110  | 
assume "\<exists>i. x \<notin> A i"  | 
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06e195515deb
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hoelzl 
parents: 
57418 
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111  | 
then obtain i where "x \<notin> A i"  | 
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hoelzl 
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112  | 
by auto  | 
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113  | 
then have  | 
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114  | 
"\<And>n. (indicator (A (n + i)) x :: 'a) = 0"  | 
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57418 
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115  | 
"(indicator (\<Inter>i. A i) x :: 'a) = 0"  | 
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06e195515deb
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116  | 
using decseqD[OF `decseq A`, of i "n + i" for n] `x \<notin> A i` by (auto simp: indicator_def)  | 
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06e195515deb
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parents: 
57418 
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117  | 
then show ?thesis  | 
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58729
 
e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
 
hoelzl 
parents: 
57447 
diff
changeset
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118  | 
by (rule_tac LIMSEQ_offset[of _ i]) simp  | 
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e8ecc79aee43
add tendsto_const and tendsto_ident_at as simp and intro rules
 
hoelzl 
parents: 
57447 
diff
changeset
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119  | 
qed (auto simp: indicator_def)  | 
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57446
 
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120  | 
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121  | 
lemma LIMSEQ_indicator_INT:  | 
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122  | 
  "(\<lambda>k. indicator (\<Inter>i<k. A i) x :: 'a :: {topological_space, one, zero}) ----> indicator (\<Inter>i. A i) x"
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123  | 
proof -  | 
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124  | 
have "(\<lambda>k. indicator (\<Inter>i<k. A i) x::'a) ----> indicator (\<Inter>k. \<Inter>i<k. A i) x"  | 
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125  | 
by (intro LIMSEQ_indicator_decseq) (auto simp: decseq_def intro: less_le_trans)  | 
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126  | 
also have "(\<Inter>k. \<Inter> i<k. A i) = (\<Inter>i. A i)"  | 
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127  | 
by auto  | 
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128  | 
finally show ?thesis .  | 
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129  | 
qed  | 
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130  | 
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131  | 
lemma indicator_add:  | 
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132  | 
  "A \<inter> B = {} \<Longrightarrow> (indicator A x::_::monoid_add) + indicator B x = indicator (A \<union> B) x"
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133  | 
unfolding indicator_def by auto  | 
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hoelzl 
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134  | 
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135  | 
lemma of_real_indicator: "of_real (indicator A x) = indicator A x"  | 
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136  | 
by (simp split: split_indicator)  | 
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137  | 
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138  | 
lemma real_of_nat_indicator: "real (indicator A x :: nat) = indicator A x"  | 
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139  | 
by (simp split: split_indicator)  | 
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140  | 
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141  | 
lemma abs_indicator: "\<bar>indicator A x :: 'a::linordered_idom\<bar> = indicator A x"  | 
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06e195515deb
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142  | 
by (simp split: split_indicator)  | 
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143  | 
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144  | 
lemma mult_indicator_subset:  | 
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145  | 
  "A \<subseteq> B \<Longrightarrow> indicator A x * indicator B x = (indicator A x :: 'a::{comm_semiring_1})"
 | 
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146  | 
by (auto split: split_indicator simp: fun_eq_iff)  | 
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06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
 
hoelzl 
parents: 
57418 
diff
changeset
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147  | 
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57447
 
87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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148  | 
lemma indicator_sums:  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
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149  | 
  assumes "\<And>i j. i \<noteq> j \<Longrightarrow> A i \<inter> A j = {}"
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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150  | 
shows "(\<lambda>i. indicator (A i) x::real) sums indicator (\<Union>i. A i) x"  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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151  | 
proof cases  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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152  | 
assume "\<exists>i. x \<in> A i"  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
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153  | 
then obtain i where i: "x \<in> A i" ..  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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154  | 
  with assms have "(\<lambda>i. indicator (A i) x::real) sums (\<Sum>i\<in>{i}. indicator (A i) x)"
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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155  | 
by (intro sums_finite) (auto split: split_indicator)  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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156  | 
  also have "(\<Sum>i\<in>{i}. indicator (A i) x) = indicator (\<Union>i. A i) x"
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
 | 
157  | 
using i by (auto split: split_indicator)  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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158  | 
finally show ?thesis .  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
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159  | 
qed simp  | 
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87429bdecad5
import more stuff from the CLT proof; base the lborel measure on interval_measure; remove lebesgue measure
 
hoelzl 
parents: 
57446 
diff
changeset
 | 
160  | 
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57446
 
06e195515deb
some lemmas about the indicator function; removed lemma sums_def2
 
hoelzl 
parents: 
57418 
diff
changeset
 | 
161  | 
end  |