src/HOL/Probability/Nonnegative_Lebesgue_Integration.thy
changeset 60614 e39e6881985c
parent 60175 831ddb69db9b
child 60636 ee18efe9b246
equal deleted inserted replaced
60613:f11e9fd70b7d 60614:e39e6881985c
  1545   finally show ?thesis unfolding nn_integral_max_0 .
  1545   finally show ?thesis unfolding nn_integral_max_0 .
  1546 qed
  1546 qed
  1547 
  1547 
  1548 lemma sup_continuous_nn_integral:
  1548 lemma sup_continuous_nn_integral:
  1549   assumes f: "\<And>y. sup_continuous (f y)"
  1549   assumes f: "\<And>y. sup_continuous (f y)"
  1550   assumes [measurable]: "\<And>F x. (\<lambda>y. f y F x) \<in> borel_measurable (M x)"
  1550   assumes [measurable]: "\<And>x. (\<lambda>y. f y x) \<in> borel_measurable M"
  1551   shows "sup_continuous (\<lambda>F x. (\<integral>\<^sup>+y. f y F x \<partial>M x))"
  1551   shows "sup_continuous (\<lambda>x. (\<integral>\<^sup>+y. f y x \<partial>M))"
  1552   unfolding sup_continuous_def
  1552   unfolding sup_continuous_def
  1553 proof safe
  1553 proof safe
  1554   fix C :: "nat \<Rightarrow> 'b \<Rightarrow> ereal" assume C: "incseq C"
  1554   fix C :: "nat \<Rightarrow> 'b" assume C: "incseq C"
  1555   then show "(\<lambda>x. \<integral>\<^sup>+ y. f y (SUPREMUM UNIV C) x \<partial>M x) = (SUP i. (\<lambda>x. \<integral>\<^sup>+ y. f y (C i) x \<partial>M x))"
  1555   with sup_continuous_mono[OF f] show "(\<integral>\<^sup>+ y. f y (SUPREMUM UNIV C) \<partial>M) = (SUP i. \<integral>\<^sup>+ y. f y (C i) \<partial>M)"
  1556     using sup_continuous_mono[OF f]
  1556     unfolding sup_continuousD[OF f C]
  1557     by (simp add: sup_continuousD[OF f C] fun_eq_iff nn_integral_monotone_convergence_SUP mono_def le_fun_def)
  1557     by (subst nn_integral_monotone_convergence_SUP) (auto simp: mono_def le_fun_def)
  1558 qed
  1558 qed
  1559 
  1559 
  1560 lemma inf_continuous_nn_integral:
  1560 lemma inf_continuous_nn_integral:
  1561   assumes f: "\<And>y. inf_continuous (f y)"
  1561   assumes f: "\<And>y. inf_continuous (f y)"
  1562   assumes [measurable]: "\<And>F x. (\<lambda>y. f y F x) \<in> borel_measurable (M x)"
  1562   assumes [measurable]: "\<And>x. (\<lambda>y. f y x) \<in> borel_measurable M"
  1563   assumes bnd: "\<And>x F. (\<integral>\<^sup>+ y. f y F x \<partial>M x) \<noteq> \<infinity>"
  1563   assumes bnd: "\<And>x. (\<integral>\<^sup>+ y. f y x \<partial>M) \<noteq> \<infinity>"
  1564   shows "inf_continuous (\<lambda>F x. (\<integral>\<^sup>+y. f y F x \<partial>M x))"
  1564   shows "inf_continuous (\<lambda>x. (\<integral>\<^sup>+y. f y x \<partial>M))"
  1565   unfolding inf_continuous_def
  1565   unfolding inf_continuous_def
  1566 proof safe
  1566 proof safe
  1567   fix C :: "nat \<Rightarrow> 'b \<Rightarrow> ereal" assume C: "decseq C"
  1567   fix C :: "nat \<Rightarrow> 'b" assume C: "decseq C"
  1568   then show "(\<lambda>x. \<integral>\<^sup>+ y. f y (INFIMUM UNIV C) x \<partial>M x) = (INF i. (\<lambda>x. \<integral>\<^sup>+ y. f y (C i) x \<partial>M x))"
  1568   then show "(\<integral>\<^sup>+ y. f y (INFIMUM UNIV C) \<partial>M) = (INF i. \<integral>\<^sup>+ y. f y (C i) \<partial>M)"
  1569     using inf_continuous_mono[OF f]
  1569     using inf_continuous_mono[OF f]
  1570     by (auto simp add: inf_continuousD[OF f C] fun_eq_iff antimono_def mono_def le_fun_def bnd
  1570     by (auto simp add: inf_continuousD[OF f C] fun_eq_iff antimono_def mono_def le_fun_def bnd
  1571              intro!:  nn_integral_monotone_convergence_INF)
  1571              intro!:  nn_integral_monotone_convergence_INF)
  1572 qed
  1572 qed
  1573 
  1573