src/HOL/Analysis/Equivalence_Lebesgue_Henstock_Integration.thy
changeset 66408 46cfd348c373
parent 66344 455ca98d9de3
child 66439 1a93b480fec8
equal deleted inserted replaced
66407:7d3e4cedf824 66408:46cfd348c373
   511 
   511 
   512   have int_eq: "\<And>i. integral UNIV (U i) = p i" using U_int by (rule integral_unique)
   512   have int_eq: "\<And>i. integral UNIV (U i) = p i" using U_int by (rule integral_unique)
   513 
   513 
   514   have *: "f integrable_on UNIV \<and> (\<lambda>k. integral UNIV (U k)) \<longlonglongrightarrow> integral UNIV f"
   514   have *: "f integrable_on UNIV \<and> (\<lambda>k. integral UNIV (U k)) \<longlonglongrightarrow> integral UNIV f"
   515   proof (rule monotone_convergence_increasing)
   515   proof (rule monotone_convergence_increasing)
   516     show "\<forall>k. U k integrable_on UNIV" using U_int by auto
   516     show "\<And>k. U k integrable_on UNIV" using U_int by auto
   517     show "\<forall>k. \<forall>x\<in>UNIV. U k x \<le> U (Suc k) x" using \<open>incseq U\<close> by (auto simp: incseq_def le_fun_def)
   517     show "\<And>k x. x\<in>UNIV \<Longrightarrow> U k x \<le> U (Suc k) x" using \<open>incseq U\<close> by (auto simp: incseq_def le_fun_def)
   518     then show "bounded {integral UNIV (U k) |k. True}"
   518     then show "bounded (range (\<lambda>k. integral UNIV (U k)))"
   519       using bnd int_eq by (auto simp: bounded_real intro!: exI[of _ r])
   519       using bnd int_eq by (auto simp: bounded_real intro!: exI[of _ r])
   520     show "\<forall>x\<in>UNIV. (\<lambda>k. U k x) \<longlonglongrightarrow> f x"
   520     show "\<And>x. x\<in>UNIV \<Longrightarrow> (\<lambda>k. U k x) \<longlonglongrightarrow> f x"
   521       using seq by auto
   521       using seq by auto
   522   qed
   522   qed
   523   moreover have "(\<lambda>i. (\<integral>\<^sup>+x. U i x \<partial>lborel)) \<longlonglongrightarrow> (\<integral>\<^sup>+x. f x \<partial>lborel)"
   523   moreover have "(\<lambda>i. (\<integral>\<^sup>+x. U i x \<partial>lborel)) \<longlonglongrightarrow> (\<integral>\<^sup>+x. f x \<partial>lborel)"
   524     using seq f(2) U_le_f by (intro nn_integral_dominated_convergence[where w=f]) auto
   524     using seq f(2) U_le_f by (intro nn_integral_dominated_convergence[where w=f]) auto
   525   ultimately have "integral UNIV f = r"
   525   ultimately have "integral UNIV f = r"