equal
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4 *) |
4 *) |
5 |
5 |
6 header {*Caratheodory Extension Theorem*} |
6 header {*Caratheodory Extension Theorem*} |
7 |
7 |
8 theory Caratheodory |
8 theory Caratheodory |
9 imports Sigma_Algebra Extended_Real_Limits |
9 imports Sigma_Algebra "~~/src/HOL/Multivariate_Analysis/Extended_Real_Limits" |
10 begin |
10 begin |
11 |
11 |
12 lemma sums_def2: |
12 lemma sums_def2: |
13 "f sums x \<longleftrightarrow> (\<lambda>n. (\<Sum>i\<le>n. f i)) ----> x" |
13 "f sums x \<longleftrightarrow> (\<lambda>n. (\<Sum>i\<le>n. f i)) ----> x" |
14 unfolding sums_def |
14 unfolding sums_def |
431 have ls: "(\<Union>i\<in>{0..<n}. A i) \<in> lambda_system M f" |
431 have ls: "(\<Union>i\<in>{0..<n}. A i) \<in> lambda_system M f" |
432 using ls.UNION_in_sets by (simp add: A) |
432 using ls.UNION_in_sets by (simp add: A) |
433 hence eq_fa: "f a = f (a \<inter> (\<Union>i\<in>{0..<n}. A i)) + f (a - (\<Union>i\<in>{0..<n}. A i))" |
433 hence eq_fa: "f a = f (a \<inter> (\<Union>i\<in>{0..<n}. A i)) + f (a - (\<Union>i\<in>{0..<n}. A i))" |
434 by (simp add: lambda_system_eq UNION_in) |
434 by (simp add: lambda_system_eq UNION_in) |
435 have "f (a - (\<Union>i. A i)) \<le> f (a - (\<Union>i\<in>{0..<n}. A i))" |
435 have "f (a - (\<Union>i. A i)) \<le> f (a - (\<Union>i\<in>{0..<n}. A i))" |
436 by (blast intro: increasingD [OF inc] UNION_eq_Union_image |
436 by (blast intro: increasingD [OF inc] UNION_in U_in) |
437 UNION_in U_in) |
|
438 thus "(\<Sum>i<n. f (a \<inter> A i)) + f (a - (\<Union>i. A i)) \<le> f a" |
437 thus "(\<Sum>i<n. f (a \<inter> A i)) + f (a - (\<Union>i. A i)) \<le> f a" |
439 by (simp add: lambda_system_strong_sum pos A disj eq_fa add_left_mono atLeast0LessThan[symmetric]) |
438 by (simp add: lambda_system_strong_sum pos A disj eq_fa add_left_mono atLeast0LessThan[symmetric]) |
440 next |
439 next |
441 have "\<And>i. a \<inter> A i \<in> sets M" using A'' by auto |
440 have "\<And>i. a \<inter> A i \<in> sets M" using A'' by auto |
442 then show "\<And>i. 0 \<le> f (a \<inter> A i)" using pos[unfolded positive_def] by auto |
441 then show "\<And>i. 0 \<le> f (a \<inter> A i)" using pos[unfolded positive_def] by auto |