equal
deleted
inserted
replaced
23 proof - |
23 proof - |
24 note N(4)[simp] |
24 note N(4)[simp] |
25 interpret P: prob_space N |
25 interpret P: prob_space N |
26 using prob_space_subalgebra[OF N] . |
26 using prob_space_subalgebra[OF N] . |
27 |
27 |
28 let "?f A" = "\<lambda>x. X x * indicator A x" |
28 let ?f = "\<lambda>A x. X x * indicator A x" |
29 let "?Q A" = "integral\<^isup>P M (?f A)" |
29 let ?Q = "\<lambda>A. integral\<^isup>P M (?f A)" |
30 |
30 |
31 from measure_space_density[OF borel] |
31 from measure_space_density[OF borel] |
32 have Q: "measure_space (N\<lparr> measure := ?Q \<rparr>)" |
32 have Q: "measure_space (N\<lparr> measure := ?Q \<rparr>)" |
33 apply (rule measure_space.measure_space_subalgebra[of "M\<lparr> measure := ?Q \<rparr>"]) |
33 apply (rule measure_space.measure_space_subalgebra[of "M\<lparr> measure := ?Q \<rparr>"]) |
34 using N by (auto intro!: P.sigma_algebra_cong) |
34 using N by (auto intro!: P.sigma_algebra_cong) |
144 with assms have "(\<lambda>x. - Z x) \<in> borel_measurable M" |
144 with assms have "(\<lambda>x. - Z x) \<in> borel_measurable M" |
145 "(\<lambda>x. - Z x) \<in> borel_measurable (M'.vimage_algebra (space M) Y)" |
145 "(\<lambda>x. - Z x) \<in> borel_measurable (M'.vimage_algebra (space M) Y)" |
146 by auto |
146 by auto |
147 from factorize_measurable_function_pos[OF assms(1,2) this] guess n .. note n = this |
147 from factorize_measurable_function_pos[OF assms(1,2) this] guess n .. note n = this |
148 from factorize_measurable_function_pos[OF assms Z] guess p .. note p = this |
148 from factorize_measurable_function_pos[OF assms Z] guess p .. note p = this |
149 let "?g x" = "p x - n x" |
149 let ?g = "\<lambda>x. p x - n x" |
150 show "\<exists>g\<in>borel_measurable M'. \<forall>x\<in>space M. Z x = g (Y x)" |
150 show "\<exists>g\<in>borel_measurable M'. \<forall>x\<in>space M. Z x = g (Y x)" |
151 proof (intro bexI ballI) |
151 proof (intro bexI ballI) |
152 show "?g \<in> borel_measurable M'" using p n by auto |
152 show "?g \<in> borel_measurable M'" using p n by auto |
153 fix x assume "x \<in> space M" |
153 fix x assume "x \<in> space M" |
154 then have "p (Y x) = max 0 (Z x)" "n (Y x) = max 0 (- Z x)" |
154 then have "p (Y x) = max 0 (Z x)" "n (Y x) = max 0 (- Z x)" |