src/HOL/Probability/Weak_Convergence.thy
changeset 62975 1d066f6ab25d
parent 62375 670063003ad3
child 63040 eb4ddd18d635
equal deleted inserted replaced
62974:f17602cbf76a 62975:1d066f6ab25d
   102     by (subst cdf_def)
   102     by (subst cdf_def)
   103        (auto simp: pseudoinverse[symmetric] measure_distr space_restrict_space measure_restrict_space
   103        (auto simp: pseudoinverse[symmetric] measure_distr space_restrict_space measure_restrict_space
   104              intro!: arg_cong2[where f="measure"])
   104              intro!: arg_cong2[where f="measure"])
   105   also have "\<dots> = measure lborel {0 <..< C x}"
   105   also have "\<dots> = measure lborel {0 <..< C x}"
   106     using cdf_bounded_prob[of x] AE_lborel_singleton[of "C x"]
   106     using cdf_bounded_prob[of x] AE_lborel_singleton[of "C x"]
   107     by (auto intro!: arg_cong[where f=real_of_ereal] emeasure_eq_AE simp: measure_def)
   107     by (auto intro!: arg_cong[where f=enn2real] emeasure_eq_AE simp: measure_def)
   108   also have "\<dots> = C x"
   108   also have "\<dots> = C x"
   109     by (simp add: cdf_nonneg)
   109     by (simp add: cdf_nonneg)
   110   finally show "cdf (distr ?\<Omega> borel I) x = C x" .
   110   finally show "cdf (distr ?\<Omega> borel I) x = C x" .
   111 qed standard
   111 qed standard
   112 
   112 
   332   shows "cdf M x \<le> integral\<^sup>L M (cts_step x y)" and "integral\<^sup>L M (cts_step x y) \<le> cdf M y"
   332   shows "cdf M x \<le> integral\<^sup>L M (cts_step x y)" and "integral\<^sup>L M (cts_step x y) \<le> cdf M y"
   333 proof -
   333 proof -
   334   have "cdf M x = integral\<^sup>L M (indicator {..x})"
   334   have "cdf M x = integral\<^sup>L M (indicator {..x})"
   335     by (simp add: cdf_def)
   335     by (simp add: cdf_def)
   336   also have "\<dots> \<le> expectation (cts_step x y)"
   336   also have "\<dots> \<le> expectation (cts_step x y)"
   337     by (intro integral_mono integrable_cts_step) (auto simp: cts_step_def split: split_indicator)
   337     by (intro integral_mono integrable_cts_step)
       
   338        (auto simp: cts_step_def less_top[symmetric] split: split_indicator)
   338   finally show "cdf M x \<le> expectation (cts_step x y)" .
   339   finally show "cdf M x \<le> expectation (cts_step x y)" .
   339 next
   340 next
   340   have "expectation (cts_step x y) \<le> integral\<^sup>L M (indicator {..y})"
   341   have "expectation (cts_step x y) \<le> integral\<^sup>L M (indicator {..y})"
   341     by (intro integral_mono integrable_cts_step) (auto simp: cts_step_def split: split_indicator)
   342     by (intro integral_mono integrable_cts_step)
       
   343        (auto simp: cts_step_def less_top[symmetric] split: split_indicator)
   342   also have "\<dots> = cdf M y"
   344   also have "\<dots> = cdf M y"
   343     by (simp add: cdf_def)
   345     by (simp add: cdf_def)
   344   finally show "expectation (cts_step x y) \<le> cdf M y" .
   346   finally show "expectation (cts_step x y) \<le> cdf M y" .
   345 qed
   347 qed
   346 
   348