src/HOL/Probability/Caratheodory.thy
changeset 44106 0e018cbcc0de
parent 43920 cedb5cb948fd
child 44568 e6f291cb5810
equal deleted inserted replaced
44105:04e51b7a3422 44106:0e018cbcc0de
     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