src/HOL/Probability/Lebesgue_Integration.thy
changeset 45342 5c760e1692b3
parent 44937 22c0857b8aab
child 46671 3a40ea076230
equal deleted inserted replaced
45341:a945f12abc49 45342:5c760e1692b3
   525 
   525 
   526 definition simple_integral_def:
   526 definition simple_integral_def:
   527   "integral\<^isup>S M f = (\<Sum>x \<in> f ` space M. x * measure M (f -` {x} \<inter> space M))"
   527   "integral\<^isup>S M f = (\<Sum>x \<in> f ` space M. x * measure M (f -` {x} \<inter> space M))"
   528 
   528 
   529 syntax
   529 syntax
   530   "_simple_integral" :: "'a \<Rightarrow> ('a \<Rightarrow> ereal) \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> ereal" ("\<integral>\<^isup>S _. _ \<partial>_" [60,61] 110)
   530   "_simple_integral" :: "pttrn \<Rightarrow> ereal \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> ereal" ("\<integral>\<^isup>S _. _ \<partial>_" [60,61] 110)
   531 
   531 
   532 translations
   532 translations
   533   "\<integral>\<^isup>S x. f \<partial>M" == "CONST integral\<^isup>S M (%x. f)"
   533   "\<integral>\<^isup>S x. f \<partial>M" == "CONST integral\<^isup>S M (%x. f)"
   534 
   534 
   535 lemma (in measure_space) simple_integral_cong:
   535 lemma (in measure_space) simple_integral_cong:
   870 
   870 
   871 definition positive_integral_def:
   871 definition positive_integral_def:
   872   "integral\<^isup>P M f = (SUP g : {g. simple_function M g \<and> g \<le> max 0 \<circ> f}. integral\<^isup>S M g)"
   872   "integral\<^isup>P M f = (SUP g : {g. simple_function M g \<and> g \<le> max 0 \<circ> f}. integral\<^isup>S M g)"
   873 
   873 
   874 syntax
   874 syntax
   875   "_positive_integral" :: "'a \<Rightarrow> ('a \<Rightarrow> ereal) \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> ereal" ("\<integral>\<^isup>+ _. _ \<partial>_" [60,61] 110)
   875   "_positive_integral" :: "pttrn \<Rightarrow> ereal \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> ereal" ("\<integral>\<^isup>+ _. _ \<partial>_" [60,61] 110)
   876 
   876 
   877 translations
   877 translations
   878   "\<integral>\<^isup>+ x. f \<partial>M" == "CONST integral\<^isup>P M (%x. f)"
   878   "\<integral>\<^isup>+ x. f \<partial>M" == "CONST integral\<^isup>P M (%x. f)"
   879 
   879 
   880 lemma (in measure_space) positive_integral_cong_measure:
   880 lemma (in measure_space) positive_integral_cong_measure:
  1684 
  1684 
  1685 definition lebesgue_integral_def:
  1685 definition lebesgue_integral_def:
  1686   "integral\<^isup>L M f = real ((\<integral>\<^isup>+ x. ereal (f x) \<partial>M)) - real ((\<integral>\<^isup>+ x. ereal (- f x) \<partial>M))"
  1686   "integral\<^isup>L M f = real ((\<integral>\<^isup>+ x. ereal (f x) \<partial>M)) - real ((\<integral>\<^isup>+ x. ereal (- f x) \<partial>M))"
  1687 
  1687 
  1688 syntax
  1688 syntax
  1689   "_lebesgue_integral" :: "'a \<Rightarrow> ('a \<Rightarrow> real) \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> real" ("\<integral> _. _ \<partial>_" [60,61] 110)
  1689   "_lebesgue_integral" :: "pttrn \<Rightarrow> real \<Rightarrow> ('a, 'b) measure_space_scheme \<Rightarrow> real" ("\<integral> _. _ \<partial>_" [60,61] 110)
  1690 
  1690 
  1691 translations
  1691 translations
  1692   "\<integral> x. f \<partial>M" == "CONST integral\<^isup>L M (%x. f)"
  1692   "\<integral> x. f \<partial>M" == "CONST integral\<^isup>L M (%x. f)"
  1693 
  1693 
  1694 lemma (in measure_space) integrableE:
  1694 lemma (in measure_space) integrableE: