src/HOL/Probability/Lebesgue_Measure.thy
changeset 41546 2a12c23b7a34
parent 41097 a1abfa4e2b44
child 41654 32fe42892983
equal deleted inserted replaced
41545:9c869baf1c66 41546:2a12c23b7a34
   624     from positive_integral_has_integral[OF this f(3) *]
   624     from positive_integral_has_integral[OF this f(3) *]
   625     show ?case unfolding real_Real_max minus_min_eq_max by auto
   625     show ?case unfolding real_Real_max minus_min_eq_max by auto
   626   qed
   626   qed
   627 qed
   627 qed
   628 
   628 
       
   629 lemma lebesgue_positive_integral_eq_borel:
       
   630   "f \<in> borel_measurable borel \<Longrightarrow> lebesgue.positive_integral f = borel.positive_integral f "
       
   631   by (auto intro!: lebesgue.positive_integral_subalgebra[symmetric]) default
       
   632 
       
   633 lemma lebesgue_integral_eq_borel:
       
   634   assumes "f \<in> borel_measurable borel"
       
   635   shows "lebesgue.integrable f = borel.integrable f" (is ?P)
       
   636     and "lebesgue.integral f = borel.integral f" (is ?I)
       
   637 proof -
       
   638   have *: "sigma_algebra borel" by default
       
   639   have "sets borel \<subseteq> sets lebesgue" by auto
       
   640   from lebesgue.integral_subalgebra[OF assms this _ *]
       
   641   show ?P ?I by auto
       
   642 qed
       
   643 
       
   644 lemma borel_integral_has_integral:
       
   645   fixes f::"'a::ordered_euclidean_space => real"
       
   646   assumes f:"borel.integrable f"
       
   647   shows "(f has_integral (borel.integral f)) UNIV"
       
   648 proof -
       
   649   have borel: "f \<in> borel_measurable borel"
       
   650     using f unfolding borel.integrable_def by auto
       
   651   from f show ?thesis
       
   652     using lebesgue_integral_has_integral[of f]
       
   653     unfolding lebesgue_integral_eq_borel[OF borel] by simp
       
   654 qed
       
   655 
   629 lemma continuous_on_imp_borel_measurable:
   656 lemma continuous_on_imp_borel_measurable:
   630   fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::ordered_euclidean_space"
   657   fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::ordered_euclidean_space"
   631   assumes "continuous_on UNIV f"
   658   assumes "continuous_on UNIV f"
   632   shows "f \<in> borel_measurable lebesgue"
   659   shows "f \<in> borel_measurable borel"
   633   apply(rule lebesgue.borel_measurableI)
   660   apply(rule borel.borel_measurableI)
   634   using continuous_open_preimage[OF assms] unfolding vimage_def by auto
   661   using continuous_open_preimage[OF assms] unfolding vimage_def by auto
   635 
   662 
   636 lemma (in measure_space) integral_monotone_convergence_pos':
   663 lemma (in measure_space) integral_monotone_convergence_pos':
   637   assumes i: "\<And>i. integrable (f i)" and mono: "\<And>x. mono (\<lambda>n. f n x)"
   664   assumes i: "\<And>i. integrable (f i)" and mono: "\<And>x. mono (\<lambda>n. f n x)"
   638   and pos: "\<And>x i. 0 \<le> f i x"
   665   and pos: "\<And>x i. 0 \<le> f i x"