src/HOL/Analysis/Finite_Product_Measure.thy
changeset 69681 689997a8a582
parent 69680 96a43caa4902
child 69683 8b3458ca0762
equal deleted inserted replaced
69680:96a43caa4902 69681:689997a8a582
     6 
     6 
     7 theory Finite_Product_Measure
     7 theory Finite_Product_Measure
     8 imports Binary_Product_Measure
     8 imports Binary_Product_Measure
     9 begin
     9 begin
    10 
    10 
    11 lemma%unimportant PiE_choice: "(\<exists>f\<in>Pi\<^sub>E I F. \<forall>i\<in>I. P i (f i)) \<longleftrightarrow> (\<forall>i\<in>I. \<exists>x\<in>F i. P i x)"
    11 lemma PiE_choice: "(\<exists>f\<in>Pi\<^sub>E I F. \<forall>i\<in>I. P i (f i)) \<longleftrightarrow> (\<forall>i\<in>I. \<exists>x\<in>F i. P i x)"
    12   by (auto simp: Bex_def PiE_iff Ball_def dest!: choice_iff'[THEN iffD1])
    12   by (auto simp: Bex_def PiE_iff Ball_def dest!: choice_iff'[THEN iffD1])
    13      (force intro: exI[of _ "restrict f I" for f])
    13      (force intro: exI[of _ "restrict f I" for f])
    14 
    14 
    15 lemma%unimportant case_prod_const: "(\<lambda>(i, j). c) = (\<lambda>_. c)"
    15 lemma case_prod_const: "(\<lambda>(i, j). c) = (\<lambda>_. c)"
    16   by auto
    16   by auto
    17 
    17 
    18 subsubsection%unimportant \<open>More about Function restricted by \<^const>\<open>extensional\<close>\<close>
    18 subsubsection \<open>More about Function restricted by \<^const>\<open>extensional\<close>\<close>
    19 
    19 
    20 definition
    20 definition
    21   "merge I J = (\<lambda>(x, y) i. if i \<in> I then x i else if i \<in> J then y i else undefined)"
    21   "merge I J = (\<lambda>(x, y) i. if i \<in> I then x i else if i \<in> J then y i else undefined)"
    22 
    22 
    23 lemma merge_apply[simp]:
    23 lemma merge_apply[simp]:
   114 subsubsection%important \<open>Products\<close>
   114 subsubsection%important \<open>Products\<close>
   115 
   115 
   116 definition%important prod_emb where
   116 definition%important prod_emb where
   117   "prod_emb I M K X = (\<lambda>x. restrict x K) -` X \<inter> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   117   "prod_emb I M K X = (\<lambda>x. restrict x K) -` X \<inter> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   118 
   118 
   119 lemma%important prod_emb_iff:
   119 lemma prod_emb_iff:
   120   "f \<in> prod_emb I M K X \<longleftrightarrow> f \<in> extensional I \<and> (restrict f K \<in> X) \<and> (\<forall>i\<in>I. f i \<in> space (M i))"
   120   "f \<in> prod_emb I M K X \<longleftrightarrow> f \<in> extensional I \<and> (restrict f K \<in> X) \<and> (\<forall>i\<in>I. f i \<in> space (M i))"
   121   unfolding%unimportant prod_emb_def PiE_def by auto
   121   unfolding%unimportant prod_emb_def PiE_def by auto
   122 
   122 
   123 lemma%unimportant
   123 lemma
   124   shows prod_emb_empty[simp]: "prod_emb M L K {} = {}"
   124   shows prod_emb_empty[simp]: "prod_emb M L K {} = {}"
   125     and prod_emb_Un[simp]: "prod_emb M L K (A \<union> B) = prod_emb M L K A \<union> prod_emb M L K B"
   125     and prod_emb_Un[simp]: "prod_emb M L K (A \<union> B) = prod_emb M L K A \<union> prod_emb M L K B"
   126     and prod_emb_Int: "prod_emb M L K (A \<inter> B) = prod_emb M L K A \<inter> prod_emb M L K B"
   126     and prod_emb_Int: "prod_emb M L K (A \<inter> B) = prod_emb M L K A \<inter> prod_emb M L K B"
   127     and prod_emb_UN[simp]: "prod_emb M L K (\<Union>i\<in>I. F i) = (\<Union>i\<in>I. prod_emb M L K (F i))"
   127     and prod_emb_UN[simp]: "prod_emb M L K (\<Union>i\<in>I. F i) = (\<Union>i\<in>I. prod_emb M L K (F i))"
   128     and prod_emb_INT[simp]: "I \<noteq> {} \<Longrightarrow> prod_emb M L K (\<Inter>i\<in>I. F i) = (\<Inter>i\<in>I. prod_emb M L K (F i))"
   128     and prod_emb_INT[simp]: "I \<noteq> {} \<Longrightarrow> prod_emb M L K (\<Inter>i\<in>I. F i) = (\<Inter>i\<in>I. prod_emb M L K (F i))"
   129     and prod_emb_Diff[simp]: "prod_emb M L K (A - B) = prod_emb M L K A - prod_emb M L K B"
   129     and prod_emb_Diff[simp]: "prod_emb M L K (A - B) = prod_emb M L K A - prod_emb M L K B"
   130   by%unimportant (auto simp: prod_emb_def)
   130   by (auto simp: prod_emb_def)
   131 
   131 
   132 lemma%unimportant prod_emb_PiE: "J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> E i \<subseteq> space (M i)) \<Longrightarrow>
   132 lemma prod_emb_PiE: "J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> E i \<subseteq> space (M i)) \<Longrightarrow>
   133     prod_emb I M J (\<Pi>\<^sub>E i\<in>J. E i) = (\<Pi>\<^sub>E i\<in>I. if i \<in> J then E i else space (M i))"
   133     prod_emb I M J (\<Pi>\<^sub>E i\<in>J. E i) = (\<Pi>\<^sub>E i\<in>I. if i \<in> J then E i else space (M i))"
   134   by (force simp: prod_emb_def PiE_iff if_split_mem2)
   134   by (force simp: prod_emb_def PiE_iff if_split_mem2)
   135 
   135 
   136 lemma%unimportant prod_emb_PiE_same_index[simp]:
   136 lemma prod_emb_PiE_same_index[simp]:
   137     "(\<And>i. i \<in> I \<Longrightarrow> E i \<subseteq> space (M i)) \<Longrightarrow> prod_emb I M I (Pi\<^sub>E I E) = Pi\<^sub>E I E"
   137     "(\<And>i. i \<in> I \<Longrightarrow> E i \<subseteq> space (M i)) \<Longrightarrow> prod_emb I M I (Pi\<^sub>E I E) = Pi\<^sub>E I E"
   138   by (auto simp: prod_emb_def PiE_iff)
   138   by (auto simp: prod_emb_def PiE_iff)
   139 
   139 
   140 lemma%unimportant prod_emb_trans[simp]:
   140 lemma prod_emb_trans[simp]:
   141   "J \<subseteq> K \<Longrightarrow> K \<subseteq> L \<Longrightarrow> prod_emb L M K (prod_emb K M J X) = prod_emb L M J X"
   141   "J \<subseteq> K \<Longrightarrow> K \<subseteq> L \<Longrightarrow> prod_emb L M K (prod_emb K M J X) = prod_emb L M J X"
   142   by (auto simp add: Int_absorb1 prod_emb_def PiE_def)
   142   by (auto simp add: Int_absorb1 prod_emb_def PiE_def)
   143 
   143 
   144 lemma%unimportant prod_emb_Pi:
   144 lemma prod_emb_Pi:
   145   assumes "X \<in> (\<Pi> j\<in>J. sets (M j))" "J \<subseteq> K"
   145   assumes "X \<in> (\<Pi> j\<in>J. sets (M j))" "J \<subseteq> K"
   146   shows "prod_emb K M J (Pi\<^sub>E J X) = (\<Pi>\<^sub>E i\<in>K. if i \<in> J then X i else space (M i))"
   146   shows "prod_emb K M J (Pi\<^sub>E J X) = (\<Pi>\<^sub>E i\<in>K. if i \<in> J then X i else space (M i))"
   147   using assms sets.space_closed
   147   using assms sets.space_closed
   148   by (auto simp: prod_emb_def PiE_iff split: if_split_asm) blast+
   148   by (auto simp: prod_emb_def PiE_iff split: if_split_asm) blast+
   149 
   149 
   150 lemma%unimportant prod_emb_id:
   150 lemma prod_emb_id:
   151   "B \<subseteq> (\<Pi>\<^sub>E i\<in>L. space (M i)) \<Longrightarrow> prod_emb L M L B = B"
   151   "B \<subseteq> (\<Pi>\<^sub>E i\<in>L. space (M i)) \<Longrightarrow> prod_emb L M L B = B"
   152   by (auto simp: prod_emb_def subset_eq extensional_restrict)
   152   by (auto simp: prod_emb_def subset_eq extensional_restrict)
   153 
   153 
   154 lemma%unimportant prod_emb_mono:
   154 lemma prod_emb_mono:
   155   "F \<subseteq> G \<Longrightarrow> prod_emb A M B F \<subseteq> prod_emb A M B G"
   155   "F \<subseteq> G \<Longrightarrow> prod_emb A M B F \<subseteq> prod_emb A M B G"
   156   by (auto simp: prod_emb_def)
   156   by (auto simp: prod_emb_def)
   157 
   157 
   158 definition%important PiM :: "'i set \<Rightarrow> ('i \<Rightarrow> 'a measure) \<Rightarrow> ('i \<Rightarrow> 'a) measure" where
   158 definition%important PiM :: "'i set \<Rightarrow> ('i \<Rightarrow> 'a measure) \<Rightarrow> ('i \<Rightarrow> 'a) measure" where
   159   "PiM I M = extend_measure (\<Pi>\<^sub>E i\<in>I. space (M i))
   159   "PiM I M = extend_measure (\<Pi>\<^sub>E i\<in>I. space (M i))
   171 syntax
   171 syntax
   172   "_PiM" :: "pttrn \<Rightarrow> 'i set \<Rightarrow> 'a measure \<Rightarrow> ('i => 'a) measure"  ("(3\<Pi>\<^sub>M _\<in>_./ _)"  10)
   172   "_PiM" :: "pttrn \<Rightarrow> 'i set \<Rightarrow> 'a measure \<Rightarrow> ('i => 'a) measure"  ("(3\<Pi>\<^sub>M _\<in>_./ _)"  10)
   173 translations
   173 translations
   174   "\<Pi>\<^sub>M x\<in>I. M" == "CONST PiM I (%x. M)"
   174   "\<Pi>\<^sub>M x\<in>I. M" == "CONST PiM I (%x. M)"
   175 
   175 
   176 lemma%important extend_measure_cong:
   176 lemma extend_measure_cong:
   177   assumes "\<Omega> = \<Omega>'" "I = I'" "G = G'" "\<And>i. i \<in> I' \<Longrightarrow> \<mu> i = \<mu>' i"
   177   assumes "\<Omega> = \<Omega>'" "I = I'" "G = G'" "\<And>i. i \<in> I' \<Longrightarrow> \<mu> i = \<mu>' i"
   178   shows "extend_measure \<Omega> I G \<mu> = extend_measure \<Omega>' I' G' \<mu>'"
   178   shows "extend_measure \<Omega> I G \<mu> = extend_measure \<Omega>' I' G' \<mu>'"
   179   unfolding%unimportant extend_measure_def by (auto simp add: assms)
   179   unfolding extend_measure_def by (auto simp add: assms)
   180 
   180 
   181 lemma%unimportant Pi_cong_sets:
   181 lemma Pi_cong_sets:
   182     "\<lbrakk>I = J; \<And>x. x \<in> I \<Longrightarrow> M x = N x\<rbrakk> \<Longrightarrow> Pi I M = Pi J N"
   182     "\<lbrakk>I = J; \<And>x. x \<in> I \<Longrightarrow> M x = N x\<rbrakk> \<Longrightarrow> Pi I M = Pi J N"
   183   unfolding Pi_def by auto
   183   unfolding Pi_def by auto
   184 
   184 
   185 lemma%important PiM_cong:
   185 lemma PiM_cong:
   186   assumes "I = J" "\<And>x. x \<in> I \<Longrightarrow> M x = N x"
   186   assumes "I = J" "\<And>x. x \<in> I \<Longrightarrow> M x = N x"
   187   shows "PiM I M = PiM J N"
   187   shows "PiM I M = PiM J N"
   188   unfolding PiM_def
   188   unfolding PiM_def
   189 proof%unimportant (rule extend_measure_cong, goal_cases)
   189 proof (rule extend_measure_cong, goal_cases)
   190   case 1
   190   case 1
   191   show ?case using assms
   191   show ?case using assms
   192     by (subst assms(1), intro PiE_cong[of J "\<lambda>i. space (M i)" "\<lambda>i. space (N i)"]) simp_all
   192     by (subst assms(1), intro PiE_cong[of J "\<lambda>i. space (M i)" "\<lambda>i. space (N i)"]) simp_all
   193 next
   193 next
   194   case 2
   194   case 2
   204   thus ?case using assms
   204   thus ?case using assms
   205     by (auto intro!: prod.cong split: if_split_asm)
   205     by (auto intro!: prod.cong split: if_split_asm)
   206 qed
   206 qed
   207 
   207 
   208 
   208 
   209 lemma%unimportant prod_algebra_sets_into_space:
   209 lemma prod_algebra_sets_into_space:
   210   "prod_algebra I M \<subseteq> Pow (\<Pi>\<^sub>E i\<in>I. space (M i))"
   210   "prod_algebra I M \<subseteq> Pow (\<Pi>\<^sub>E i\<in>I. space (M i))"
   211   by (auto simp: prod_emb_def prod_algebra_def)
   211   by (auto simp: prod_emb_def prod_algebra_def)
   212 
   212 
   213 lemma%important prod_algebra_eq_finite:
   213 lemma prod_algebra_eq_finite:
   214   assumes I: "finite I"
   214   assumes I: "finite I"
   215   shows "prod_algebra I M = {(\<Pi>\<^sub>E i\<in>I. X i) |X. X \<in> (\<Pi> j\<in>I. sets (M j))}" (is "?L = ?R")
   215   shows "prod_algebra I M = {(\<Pi>\<^sub>E i\<in>I. X i) |X. X \<in> (\<Pi> j\<in>I. sets (M j))}" (is "?L = ?R")
   216 proof%unimportant (intro iffI set_eqI)
   216 proof (intro iffI set_eqI)
   217   fix A assume "A \<in> ?L"
   217   fix A assume "A \<in> ?L"
   218   then obtain J E where J: "J \<noteq> {} \<or> I = {}" "finite J" "J \<subseteq> I" "\<forall>i\<in>J. E i \<in> sets (M i)"
   218   then obtain J E where J: "J \<noteq> {} \<or> I = {}" "finite J" "J \<subseteq> I" "\<forall>i\<in>J. E i \<in> sets (M i)"
   219     and A: "A = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   219     and A: "A = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   220     by (auto simp: prod_algebra_def)
   220     by (auto simp: prod_algebra_def)
   221   let ?A = "\<Pi>\<^sub>E i\<in>I. if i \<in> J then E i else space (M i)"
   221   let ?A = "\<Pi>\<^sub>E i\<in>I. if i \<in> J then E i else space (M i)"
   230     by (simp add: prod_emb_PiE_same_index[OF sets.sets_into_space] Pi_iff)
   230     by (simp add: prod_emb_PiE_same_index[OF sets.sets_into_space] Pi_iff)
   231   from X I show "A \<in> ?L" unfolding A
   231   from X I show "A \<in> ?L" unfolding A
   232     by (auto simp: prod_algebra_def)
   232     by (auto simp: prod_algebra_def)
   233 qed
   233 qed
   234 
   234 
   235 lemma%unimportant prod_algebraI:
   235 lemma prod_algebraI:
   236   "finite J \<Longrightarrow> (J \<noteq> {} \<or> I = {}) \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> E i \<in> sets (M i))
   236   "finite J \<Longrightarrow> (J \<noteq> {} \<or> I = {}) \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> E i \<in> sets (M i))
   237     \<Longrightarrow> prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) \<in> prod_algebra I M"
   237     \<Longrightarrow> prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) \<in> prod_algebra I M"
   238   by (auto simp: prod_algebra_def)
   238   by (auto simp: prod_algebra_def)
   239 
   239 
   240 lemma%unimportant prod_algebraI_finite:
   240 lemma prod_algebraI_finite:
   241   "finite I \<Longrightarrow> (\<forall>i\<in>I. E i \<in> sets (M i)) \<Longrightarrow> (Pi\<^sub>E I E) \<in> prod_algebra I M"
   241   "finite I \<Longrightarrow> (\<forall>i\<in>I. E i \<in> sets (M i)) \<Longrightarrow> (Pi\<^sub>E I E) \<in> prod_algebra I M"
   242   using prod_algebraI[of I I E M] prod_emb_PiE_same_index[of I E M, OF sets.sets_into_space] by simp
   242   using prod_algebraI[of I I E M] prod_emb_PiE_same_index[of I E M, OF sets.sets_into_space] by simp
   243 
   243 
   244 lemma%unimportant Int_stable_PiE: "Int_stable {Pi\<^sub>E J E | E. \<forall>i\<in>I. E i \<in> sets (M i)}"
   244 lemma Int_stable_PiE: "Int_stable {Pi\<^sub>E J E | E. \<forall>i\<in>I. E i \<in> sets (M i)}"
   245 proof (safe intro!: Int_stableI)
   245 proof (safe intro!: Int_stableI)
   246   fix E F assume "\<forall>i\<in>I. E i \<in> sets (M i)" "\<forall>i\<in>I. F i \<in> sets (M i)"
   246   fix E F assume "\<forall>i\<in>I. E i \<in> sets (M i)" "\<forall>i\<in>I. F i \<in> sets (M i)"
   247   then show "\<exists>G. Pi\<^sub>E J E \<inter> Pi\<^sub>E J F = Pi\<^sub>E J G \<and> (\<forall>i\<in>I. G i \<in> sets (M i))"
   247   then show "\<exists>G. Pi\<^sub>E J E \<inter> Pi\<^sub>E J F = Pi\<^sub>E J G \<and> (\<forall>i\<in>I. G i \<in> sets (M i))"
   248     by (auto intro!: exI[of _ "\<lambda>i. E i \<inter> F i"] simp: PiE_Int)
   248     by (auto intro!: exI[of _ "\<lambda>i. E i \<inter> F i"] simp: PiE_Int)
   249 qed
   249 qed
   250 
   250 
   251 lemma%unimportant prod_algebraE:
   251 lemma prod_algebraE:
   252   assumes A: "A \<in> prod_algebra I M"
   252   assumes A: "A \<in> prod_algebra I M"
   253   obtains J E where "A = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   253   obtains J E where "A = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   254     "finite J" "J \<noteq> {} \<or> I = {}" "J \<subseteq> I" "\<And>i. i \<in> J \<Longrightarrow> E i \<in> sets (M i)"
   254     "finite J" "J \<noteq> {} \<or> I = {}" "J \<subseteq> I" "\<And>i. i \<in> J \<Longrightarrow> E i \<in> sets (M i)"
   255   using A by (auto simp: prod_algebra_def)
   255   using A by (auto simp: prod_algebra_def)
   256 
   256 
   257 lemma%important prod_algebraE_all:
   257 lemma prod_algebraE_all:
   258   assumes A: "A \<in> prod_algebra I M"
   258   assumes A: "A \<in> prod_algebra I M"
   259   obtains E where "A = Pi\<^sub>E I E" "E \<in> (\<Pi> i\<in>I. sets (M i))"
   259   obtains E where "A = Pi\<^sub>E I E" "E \<in> (\<Pi> i\<in>I. sets (M i))"
   260 proof%unimportant -
   260 proof -
   261   from A obtain E J where A: "A = prod_emb I M J (Pi\<^sub>E J E)"
   261   from A obtain E J where A: "A = prod_emb I M J (Pi\<^sub>E J E)"
   262     and J: "J \<subseteq> I" and E: "E \<in> (\<Pi> i\<in>J. sets (M i))"
   262     and J: "J \<subseteq> I" and E: "E \<in> (\<Pi> i\<in>J. sets (M i))"
   263     by (auto simp: prod_algebra_def)
   263     by (auto simp: prod_algebra_def)
   264   from E have "\<And>i. i \<in> J \<Longrightarrow> E i \<subseteq> space (M i)"
   264   from E have "\<And>i. i \<in> J \<Longrightarrow> E i \<subseteq> space (M i)"
   265     using sets.sets_into_space by auto
   265     using sets.sets_into_space by auto
   268   moreover have "(\<lambda>i. if i\<in>J then E i else space (M i)) \<in> (\<Pi> i\<in>I. sets (M i))"
   268   moreover have "(\<lambda>i. if i\<in>J then E i else space (M i)) \<in> (\<Pi> i\<in>I. sets (M i))"
   269     using sets.top E by auto
   269     using sets.top E by auto
   270   ultimately show ?thesis using that by auto
   270   ultimately show ?thesis using that by auto
   271 qed
   271 qed
   272 
   272 
   273 lemma%unimportant Int_stable_prod_algebra: "Int_stable (prod_algebra I M)"
   273 lemma Int_stable_prod_algebra: "Int_stable (prod_algebra I M)"
   274 proof (unfold Int_stable_def, safe)
   274 proof (unfold Int_stable_def, safe)
   275   fix A assume "A \<in> prod_algebra I M"
   275   fix A assume "A \<in> prod_algebra I M"
   276   from prod_algebraE[OF this] guess J E . note A = this
   276   from prod_algebraE[OF this] guess J E . note A = this
   277   fix B assume "B \<in> prod_algebra I M"
   277   fix B assume "B \<in> prod_algebra I M"
   278   from prod_algebraE[OF this] guess K F . note B = this
   278   from prod_algebraE[OF this] guess K F . note B = this
   289   also have "\<dots> \<in> prod_algebra I M"
   289   also have "\<dots> \<in> prod_algebra I M"
   290     using A B by (auto intro!: prod_algebraI)
   290     using A B by (auto intro!: prod_algebraI)
   291   finally show "A \<inter> B \<in> prod_algebra I M" .
   291   finally show "A \<inter> B \<in> prod_algebra I M" .
   292 qed
   292 qed
   293 
   293 
   294 lemma%unimportant prod_algebra_mono:
   294 proposition prod_algebra_mono:
   295   assumes space: "\<And>i. i \<in> I \<Longrightarrow> space (E i) = space (F i)"
   295   assumes space: "\<And>i. i \<in> I \<Longrightarrow> space (E i) = space (F i)"
   296   assumes sets: "\<And>i. i \<in> I \<Longrightarrow> sets (E i) \<subseteq> sets (F i)"
   296   assumes sets: "\<And>i. i \<in> I \<Longrightarrow> sets (E i) \<subseteq> sets (F i)"
   297   shows "prod_algebra I E \<subseteq> prod_algebra I F"
   297   shows "prod_algebra I E \<subseteq> prod_algebra I F"
   298 proof%unimportant
   298 proof
   299   fix A assume "A \<in> prod_algebra I E"
   299   fix A assume "A \<in> prod_algebra I E"
   300   then obtain J G where J: "J \<noteq> {} \<or> I = {}" "finite J" "J \<subseteq> I"
   300   then obtain J G where J: "J \<noteq> {} \<or> I = {}" "finite J" "J \<subseteq> I"
   301     and A: "A = prod_emb I E J (\<Pi>\<^sub>E i\<in>J. G i)"
   301     and A: "A = prod_emb I E J (\<Pi>\<^sub>E i\<in>J. G i)"
   302     and G: "\<And>i. i \<in> J \<Longrightarrow> G i \<in> sets (E i)"
   302     and G: "\<And>i. i \<in> J \<Longrightarrow> G i \<in> sets (E i)"
   303     by (auto simp: prod_algebra_def)
   303     by (auto simp: prod_algebra_def)
   313     apply (simp add: prod_algebra_def image_iff)
   313     apply (simp add: prod_algebra_def image_iff)
   314     apply (intro exI[of _ J] exI[of _ G] conjI)
   314     apply (intro exI[of _ J] exI[of _ G] conjI)
   315     apply auto
   315     apply auto
   316     done
   316     done
   317 qed
   317 qed
   318 
   318 proposition prod_algebra_cong:
   319 lemma%unimportant prod_algebra_cong:
       
   320   assumes "I = J" and sets: "(\<And>i. i \<in> I \<Longrightarrow> sets (M i) = sets (N i))"
   319   assumes "I = J" and sets: "(\<And>i. i \<in> I \<Longrightarrow> sets (M i) = sets (N i))"
   321   shows "prod_algebra I M = prod_algebra J N"
   320   shows "prod_algebra I M = prod_algebra J N"
   322 proof%unimportant -
   321 proof -
   323   have space: "\<And>i. i \<in> I \<Longrightarrow> space (M i) = space (N i)"
   322   have space: "\<And>i. i \<in> I \<Longrightarrow> space (M i) = space (N i)"
   324     using sets_eq_imp_space_eq[OF sets] by auto
   323     using sets_eq_imp_space_eq[OF sets] by auto
   325   with sets show ?thesis unfolding \<open>I = J\<close>
   324   with sets show ?thesis unfolding \<open>I = J\<close>
   326     by (intro antisym prod_algebra_mono) auto
   325     by (intro antisym prod_algebra_mono) auto
   327 qed
   326 qed
   328 
   327 
   329 lemma%unimportant space_in_prod_algebra:
   328 lemma space_in_prod_algebra:
   330   "(\<Pi>\<^sub>E i\<in>I. space (M i)) \<in> prod_algebra I M"
   329   "(\<Pi>\<^sub>E i\<in>I. space (M i)) \<in> prod_algebra I M"
   331 proof cases
   330 proof cases
   332   assume "I = {}" then show ?thesis
   331   assume "I = {}" then show ?thesis
   333     by (auto simp add: prod_algebra_def image_iff prod_emb_def)
   332     by (auto simp add: prod_algebra_def image_iff prod_emb_def)
   334 next
   333 next
   339   also have "\<dots> \<in> prod_algebra I M"
   338   also have "\<dots> \<in> prod_algebra I M"
   340     using \<open>i \<in> I\<close> by (intro prod_algebraI) auto
   339     using \<open>i \<in> I\<close> by (intro prod_algebraI) auto
   341   finally show ?thesis .
   340   finally show ?thesis .
   342 qed
   341 qed
   343 
   342 
   344 lemma%unimportant space_PiM: "space (\<Pi>\<^sub>M i\<in>I. M i) = (\<Pi>\<^sub>E i\<in>I. space (M i))"
   343 lemma space_PiM: "space (\<Pi>\<^sub>M i\<in>I. M i) = (\<Pi>\<^sub>E i\<in>I. space (M i))"
   345   using prod_algebra_sets_into_space unfolding PiM_def prod_algebra_def by (intro space_extend_measure) simp
   344   using prod_algebra_sets_into_space unfolding PiM_def prod_algebra_def by (intro space_extend_measure) simp
   346 
   345 
   347 lemma%unimportant prod_emb_subset_PiM[simp]: "prod_emb I M K X \<subseteq> space (PiM I M)"
   346 lemma prod_emb_subset_PiM[simp]: "prod_emb I M K X \<subseteq> space (PiM I M)"
   348   by (auto simp: prod_emb_def space_PiM)
   347   by (auto simp: prod_emb_def space_PiM)
   349 
   348 
   350 lemma%unimportant space_PiM_empty_iff[simp]: "space (PiM I M) = {} \<longleftrightarrow>  (\<exists>i\<in>I. space (M i) = {})"
   349 lemma space_PiM_empty_iff[simp]: "space (PiM I M) = {} \<longleftrightarrow>  (\<exists>i\<in>I. space (M i) = {})"
   351   by (auto simp: space_PiM PiE_eq_empty_iff)
   350   by (auto simp: space_PiM PiE_eq_empty_iff)
   352 
   351 
   353 lemma%unimportant undefined_in_PiM_empty[simp]: "(\<lambda>x. undefined) \<in> space (PiM {} M)"
   352 lemma undefined_in_PiM_empty[simp]: "(\<lambda>x. undefined) \<in> space (PiM {} M)"
   354   by (auto simp: space_PiM)
   353   by (auto simp: space_PiM)
   355 
   354 
   356 lemma%unimportant sets_PiM: "sets (\<Pi>\<^sub>M i\<in>I. M i) = sigma_sets (\<Pi>\<^sub>E i\<in>I. space (M i)) (prod_algebra I M)"
   355 lemma sets_PiM: "sets (\<Pi>\<^sub>M i\<in>I. M i) = sigma_sets (\<Pi>\<^sub>E i\<in>I. space (M i)) (prod_algebra I M)"
   357   using prod_algebra_sets_into_space unfolding PiM_def prod_algebra_def by (intro sets_extend_measure) simp
   356   using prod_algebra_sets_into_space unfolding PiM_def prod_algebra_def by (intro sets_extend_measure) simp
   358 
   357 
   359 lemma%important sets_PiM_single: "sets (PiM I M) =
   358 proposition sets_PiM_single: "sets (PiM I M) =
   360     sigma_sets (\<Pi>\<^sub>E i\<in>I. space (M i)) {{f\<in>\<Pi>\<^sub>E i\<in>I. space (M i). f i \<in> A} | i A. i \<in> I \<and> A \<in> sets (M i)}"
   359     sigma_sets (\<Pi>\<^sub>E i\<in>I. space (M i)) {{f\<in>\<Pi>\<^sub>E i\<in>I. space (M i). f i \<in> A} | i A. i \<in> I \<and> A \<in> sets (M i)}"
   361     (is "_ = sigma_sets ?\<Omega> ?R")
   360     (is "_ = sigma_sets ?\<Omega> ?R")
   362   unfolding sets_PiM
   361   unfolding sets_PiM
   363 proof%unimportant (rule sigma_sets_eqI)
   362 proof (rule sigma_sets_eqI)
   364   interpret R: sigma_algebra ?\<Omega> "sigma_sets ?\<Omega> ?R" by (rule sigma_algebra_sigma_sets) auto
   363   interpret R: sigma_algebra ?\<Omega> "sigma_sets ?\<Omega> ?R" by (rule sigma_algebra_sigma_sets) auto
   365   fix A assume "A \<in> prod_algebra I M"
   364   fix A assume "A \<in> prod_algebra I M"
   366   from prod_algebraE[OF this] guess J X . note X = this
   365   from prod_algebraE[OF this] guess J X . note X = this
   367   show "A \<in> sigma_sets ?\<Omega> ?R"
   366   show "A \<in> sigma_sets ?\<Omega> ?R"
   368   proof cases
   367   proof cases
   386   also have "\<dots> \<in> sigma_sets ?\<Omega> (prod_algebra I M)"
   385   also have "\<dots> \<in> sigma_sets ?\<Omega> (prod_algebra I M)"
   387     using A by (intro sigma_sets.Basic prod_algebraI) auto
   386     using A by (intro sigma_sets.Basic prod_algebraI) auto
   388   finally show "A \<in> sigma_sets ?\<Omega> (prod_algebra I M)" .
   387   finally show "A \<in> sigma_sets ?\<Omega> (prod_algebra I M)" .
   389 qed
   388 qed
   390 
   389 
   391 lemma%unimportant sets_PiM_eq_proj:
   390 lemma sets_PiM_eq_proj:
   392   "I \<noteq> {} \<Longrightarrow> sets (PiM I M) = sets (SUP i\<in>I. vimage_algebra (\<Pi>\<^sub>E i\<in>I. space (M i)) (\<lambda>x. x i) (M i))"
   391   "I \<noteq> {} \<Longrightarrow> sets (PiM I M) = sets (SUP i\<in>I. vimage_algebra (\<Pi>\<^sub>E i\<in>I. space (M i)) (\<lambda>x. x i) (M i))"
   393   apply (simp add: sets_PiM_single)
   392   apply (simp add: sets_PiM_single)
   394   apply (subst sets_Sup_eq[where X="\<Pi>\<^sub>E i\<in>I. space (M i)"])
   393   apply (subst sets_Sup_eq[where X="\<Pi>\<^sub>E i\<in>I. space (M i)"])
   395   apply auto []
   394   apply auto []
   396   apply auto []
   395   apply auto []
   398   apply (subst arg_cong [of _ _ Sup, OF image_cong, OF refl])
   397   apply (subst arg_cong [of _ _ Sup, OF image_cong, OF refl])
   399   apply (rule sets_vimage_algebra2)
   398   apply (rule sets_vimage_algebra2)
   400   apply (auto intro!: arg_cong2[where f=sigma_sets])
   399   apply (auto intro!: arg_cong2[where f=sigma_sets])
   401   done
   400   done
   402 
   401 
   403 lemma%unimportant (*FIX ME needs name *)
   402 lemma (*FIX ME needs name *)
   404   shows space_PiM_empty: "space (Pi\<^sub>M {} M) = {\<lambda>k. undefined}"
   403   shows space_PiM_empty: "space (Pi\<^sub>M {} M) = {\<lambda>k. undefined}"
   405     and sets_PiM_empty: "sets (Pi\<^sub>M {} M) = { {}, {\<lambda>k. undefined} }"
   404     and sets_PiM_empty: "sets (Pi\<^sub>M {} M) = { {}, {\<lambda>k. undefined} }"
   406   by (simp_all add: space_PiM sets_PiM_single image_constant sigma_sets_empty_eq)
   405   by (simp_all add: space_PiM sets_PiM_single image_constant sigma_sets_empty_eq)
   407 
   406 
   408 lemma%important sets_PiM_sigma:
   407 proposition sets_PiM_sigma:
   409   assumes \<Omega>_cover: "\<And>i. i \<in> I \<Longrightarrow> \<exists>S\<subseteq>E i. countable S \<and> \<Omega> i = \<Union>S"
   408   assumes \<Omega>_cover: "\<And>i. i \<in> I \<Longrightarrow> \<exists>S\<subseteq>E i. countable S \<and> \<Omega> i = \<Union>S"
   410   assumes E: "\<And>i. i \<in> I \<Longrightarrow> E i \<subseteq> Pow (\<Omega> i)"
   409   assumes E: "\<And>i. i \<in> I \<Longrightarrow> E i \<subseteq> Pow (\<Omega> i)"
   411   assumes J: "\<And>j. j \<in> J \<Longrightarrow> finite j" "\<Union>J = I"
   410   assumes J: "\<And>j. j \<in> J \<Longrightarrow> finite j" "\<Union>J = I"
   412   defines "P \<equiv> {{f\<in>(\<Pi>\<^sub>E i\<in>I. \<Omega> i). \<forall>i\<in>j. f i \<in> A i} | A j. j \<in> J \<and> A \<in> Pi j E}"
   411   defines "P \<equiv> {{f\<in>(\<Pi>\<^sub>E i\<in>I. \<Omega> i). \<forall>i\<in>j. f i \<in> A i} | A j. j \<in> J \<and> A \<in> Pi j E}"
   413   shows "sets (\<Pi>\<^sub>M i\<in>I. sigma (\<Omega> i) (E i)) = sets (sigma (\<Pi>\<^sub>E i\<in>I. \<Omega> i) P)"
   412   shows "sets (\<Pi>\<^sub>M i\<in>I. sigma (\<Omega> i) (E i)) = sets (sigma (\<Pi>\<^sub>E i\<in>I. \<Omega> i) P)"
   414 proof%unimportant cases
   413 proof cases
   415   assume "I = {}"
   414   assume "I = {}"
   416   with \<open>\<Union>J = I\<close> have "P = {{\<lambda>_. undefined}} \<or> P = {}"
   415   with \<open>\<Union>J = I\<close> have "P = {{\<lambda>_. undefined}} \<or> P = {}"
   417     by (auto simp: P_def)
   416     by (auto simp: P_def)
   418   with \<open>I = {}\<close> show ?thesis
   417   with \<open>I = {}\<close> show ?thesis
   419     by (auto simp add: sets_PiM_empty sigma_sets_empty_eq)
   418     by (auto simp add: sets_PiM_empty sigma_sets_empty_eq)
   493     qed
   492     qed
   494   qed
   493   qed
   495   finally show "?thesis" .
   494   finally show "?thesis" .
   496 qed
   495 qed
   497 
   496 
   498 lemma%unimportant sets_PiM_in_sets:
   497 lemma sets_PiM_in_sets:
   499   assumes space: "space N = (\<Pi>\<^sub>E i\<in>I. space (M i))"
   498   assumes space: "space N = (\<Pi>\<^sub>E i\<in>I. space (M i))"
   500   assumes sets: "\<And>i A. i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> {x\<in>space N. x i \<in> A} \<in> sets N"
   499   assumes sets: "\<And>i A. i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> {x\<in>space N. x i \<in> A} \<in> sets N"
   501   shows "sets (\<Pi>\<^sub>M i \<in> I. M i) \<subseteq> sets N"
   500   shows "sets (\<Pi>\<^sub>M i \<in> I. M i) \<subseteq> sets N"
   502   unfolding sets_PiM_single space[symmetric]
   501   unfolding sets_PiM_single space[symmetric]
   503   by (intro sets.sigma_sets_subset subsetI) (auto intro: sets)
   502   by (intro sets.sigma_sets_subset subsetI) (auto intro: sets)
   504 
   503 
   505 lemma%unimportant sets_PiM_cong[measurable_cong]:
   504 lemma sets_PiM_cong[measurable_cong]:
   506   assumes "I = J" "\<And>i. i \<in> J \<Longrightarrow> sets (M i) = sets (N i)" shows "sets (PiM I M) = sets (PiM J N)"
   505   assumes "I = J" "\<And>i. i \<in> J \<Longrightarrow> sets (M i) = sets (N i)" shows "sets (PiM I M) = sets (PiM J N)"
   507   using assms sets_eq_imp_space_eq[OF assms(2)] by (simp add: sets_PiM_single cong: PiE_cong conj_cong)
   506   using assms sets_eq_imp_space_eq[OF assms(2)] by (simp add: sets_PiM_single cong: PiE_cong conj_cong)
   508 
   507 
   509 lemma%important sets_PiM_I:
   508 lemma sets_PiM_I:
   510   assumes "finite J" "J \<subseteq> I" "\<forall>i\<in>J. E i \<in> sets (M i)"
   509   assumes "finite J" "J \<subseteq> I" "\<forall>i\<in>J. E i \<in> sets (M i)"
   511   shows "prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) \<in> sets (\<Pi>\<^sub>M i\<in>I. M i)"
   510   shows "prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) \<in> sets (\<Pi>\<^sub>M i\<in>I. M i)"
   512 proof%unimportant cases
   511 proof cases
   513   assume "J = {}"
   512   assume "J = {}"
   514   then have "prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) = (\<Pi>\<^sub>E j\<in>I. space (M j))"
   513   then have "prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j) = (\<Pi>\<^sub>E j\<in>I. space (M j))"
   515     by (auto simp: prod_emb_def)
   514     by (auto simp: prod_emb_def)
   516   then show ?thesis
   515   then show ?thesis
   517     by (auto simp add: sets_PiM intro!: sigma_sets_top)
   516     by (auto simp add: sets_PiM intro!: sigma_sets_top)
   518 next
   517 next
   519   assume "J \<noteq> {}" with assms show ?thesis
   518   assume "J \<noteq> {}" with assms show ?thesis
   520     by (force simp add: sets_PiM prod_algebra_def)
   519     by (force simp add: sets_PiM prod_algebra_def)
   521 qed
   520 qed
   522 
   521 
   523 lemma%unimportant measurable_PiM:
   522 proposition measurable_PiM:
   524   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   523   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   525   assumes sets: "\<And>X J. J \<noteq> {} \<or> I = {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> X i \<in> sets (M i)) \<Longrightarrow>
   524   assumes sets: "\<And>X J. J \<noteq> {} \<or> I = {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> X i \<in> sets (M i)) \<Longrightarrow>
   526     f -` prod_emb I M J (Pi\<^sub>E J X) \<inter> space N \<in> sets N"
   525     f -` prod_emb I M J (Pi\<^sub>E J X) \<inter> space N \<in> sets N"
   527   shows "f \<in> measurable N (PiM I M)"
   526   shows "f \<in> measurable N (PiM I M)"
   528   using sets_PiM prod_algebra_sets_into_space space
   527   using sets_PiM prod_algebra_sets_into_space space
   530   fix A assume "A \<in> prod_algebra I M"
   529   fix A assume "A \<in> prod_algebra I M"
   531   from prod_algebraE[OF this] guess J X .
   530   from prod_algebraE[OF this] guess J X .
   532   with sets[of J X] show "f -` A \<inter> space N \<in> sets N" by auto
   531   with sets[of J X] show "f -` A \<inter> space N \<in> sets N" by auto
   533 qed
   532 qed
   534 
   533 
   535 lemma%important measurable_PiM_Collect:
   534 lemma measurable_PiM_Collect:
   536   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   535   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   537   assumes sets: "\<And>X J. J \<noteq> {} \<or> I = {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> X i \<in> sets (M i)) \<Longrightarrow>
   536   assumes sets: "\<And>X J. J \<noteq> {} \<or> I = {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> X i \<in> sets (M i)) \<Longrightarrow>
   538     {\<omega>\<in>space N. \<forall>i\<in>J. f \<omega> i \<in> X i} \<in> sets N"
   537     {\<omega>\<in>space N. \<forall>i\<in>J. f \<omega> i \<in> X i} \<in> sets N"
   539   shows "f \<in> measurable N (PiM I M)"
   538   shows "f \<in> measurable N (PiM I M)"
   540   using sets_PiM prod_algebra_sets_into_space space
   539   using sets_PiM prod_algebra_sets_into_space space
   541 proof%unimportant (rule measurable_sigma_sets)
   540 proof (rule measurable_sigma_sets)
   542   fix A assume "A \<in> prod_algebra I M"
   541   fix A assume "A \<in> prod_algebra I M"
   543   from prod_algebraE[OF this] guess J X . note X = this
   542   from prod_algebraE[OF this] guess J X . note X = this
   544   then have "f -` A \<inter> space N = {\<omega> \<in> space N. \<forall>i\<in>J. f \<omega> i \<in> X i}"
   543   then have "f -` A \<inter> space N = {\<omega> \<in> space N. \<forall>i\<in>J. f \<omega> i \<in> X i}"
   545     using space by (auto simp: prod_emb_def del: PiE_I)
   544     using space by (auto simp: prod_emb_def del: PiE_I)
   546   also have "\<dots> \<in> sets N" using X(3,2,4,5) by (rule sets)
   545   also have "\<dots> \<in> sets N" using X(3,2,4,5) by (rule sets)
   547   finally show "f -` A \<inter> space N \<in> sets N" .
   546   finally show "f -` A \<inter> space N \<in> sets N" .
   548 qed
   547 qed
   549 
   548 
   550 lemma%unimportant measurable_PiM_single:
   549 lemma measurable_PiM_single:
   551   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   550   assumes space: "f \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   552   assumes sets: "\<And>A i. i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> {\<omega> \<in> space N. f \<omega> i \<in> A} \<in> sets N"
   551   assumes sets: "\<And>A i. i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> {\<omega> \<in> space N. f \<omega> i \<in> A} \<in> sets N"
   553   shows "f \<in> measurable N (PiM I M)"
   552   shows "f \<in> measurable N (PiM I M)"
   554   using sets_PiM_single
   553   using sets_PiM_single
   555 proof (rule measurable_sigma_sets)
   554 proof (rule measurable_sigma_sets)
   559   with space have "f -` A \<inter> space N = {\<omega> \<in> space N. f \<omega> i \<in> B}" by auto
   558   with space have "f -` A \<inter> space N = {\<omega> \<in> space N. f \<omega> i \<in> B}" by auto
   560   also have "\<dots> \<in> sets N" using B by (rule sets)
   559   also have "\<dots> \<in> sets N" using B by (rule sets)
   561   finally show "f -` A \<inter> space N \<in> sets N" .
   560   finally show "f -` A \<inter> space N \<in> sets N" .
   562 qed (auto simp: space)
   561 qed (auto simp: space)
   563 
   562 
   564 lemma%important measurable_PiM_single':
   563 lemma measurable_PiM_single':
   565   assumes f: "\<And>i. i \<in> I \<Longrightarrow> f i \<in> measurable N (M i)"
   564   assumes f: "\<And>i. i \<in> I \<Longrightarrow> f i \<in> measurable N (M i)"
   566     and "(\<lambda>\<omega> i. f i \<omega>) \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   565     and "(\<lambda>\<omega> i. f i \<omega>) \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   567   shows "(\<lambda>\<omega> i. f i \<omega>) \<in> measurable N (Pi\<^sub>M I M)"
   566   shows "(\<lambda>\<omega> i. f i \<omega>) \<in> measurable N (Pi\<^sub>M I M)"
   568 proof%unimportant (rule measurable_PiM_single)
   567 proof (rule measurable_PiM_single)
   569   fix A i assume A: "i \<in> I" "A \<in> sets (M i)"
   568   fix A i assume A: "i \<in> I" "A \<in> sets (M i)"
   570   then have "{\<omega> \<in> space N. f i \<omega> \<in> A} = f i -` A \<inter> space N"
   569   then have "{\<omega> \<in> space N. f i \<omega> \<in> A} = f i -` A \<inter> space N"
   571     by auto
   570     by auto
   572   then show "{\<omega> \<in> space N. f i \<omega> \<in> A} \<in> sets N"
   571   then show "{\<omega> \<in> space N. f i \<omega> \<in> A} \<in> sets N"
   573     using A f by (auto intro!: measurable_sets)
   572     using A f by (auto intro!: measurable_sets)
   574 qed fact
   573 qed fact
   575 
   574 
   576 lemma%unimportant sets_PiM_I_finite[measurable]:
   575 lemma sets_PiM_I_finite[measurable]:
   577   assumes "finite I" and sets: "(\<And>i. i \<in> I \<Longrightarrow> E i \<in> sets (M i))"
   576   assumes "finite I" and sets: "(\<And>i. i \<in> I \<Longrightarrow> E i \<in> sets (M i))"
   578   shows "(\<Pi>\<^sub>E j\<in>I. E j) \<in> sets (\<Pi>\<^sub>M i\<in>I. M i)"
   577   shows "(\<Pi>\<^sub>E j\<in>I. E j) \<in> sets (\<Pi>\<^sub>M i\<in>I. M i)"
   579   using sets_PiM_I[of I I E M] sets.sets_into_space[OF sets] \<open>finite I\<close> sets by auto
   578   using sets_PiM_I[of I I E M] sets.sets_into_space[OF sets] \<open>finite I\<close> sets by auto
   580 
   579 
   581 lemma%unimportant measurable_component_singleton[measurable (raw)]:
   580 lemma measurable_component_singleton[measurable (raw)]:
   582   assumes "i \<in> I" shows "(\<lambda>x. x i) \<in> measurable (Pi\<^sub>M I M) (M i)"
   581   assumes "i \<in> I" shows "(\<lambda>x. x i) \<in> measurable (Pi\<^sub>M I M) (M i)"
   583 proof (unfold measurable_def, intro CollectI conjI ballI)
   582 proof (unfold measurable_def, intro CollectI conjI ballI)
   584   fix A assume "A \<in> sets (M i)"
   583   fix A assume "A \<in> sets (M i)"
   585   then have "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M I M) = prod_emb I M {i} (\<Pi>\<^sub>E j\<in>{i}. A)"
   584   then have "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M I M) = prod_emb I M {i} (\<Pi>\<^sub>E j\<in>{i}. A)"
   586     using sets.sets_into_space \<open>i \<in> I\<close>
   585     using sets.sets_into_space \<open>i \<in> I\<close>
   587     by (fastforce dest: Pi_mem simp: prod_emb_def space_PiM split: if_split_asm)
   586     by (fastforce dest: Pi_mem simp: prod_emb_def space_PiM split: if_split_asm)
   588   then show "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M I M) \<in> sets (Pi\<^sub>M I M)"
   587   then show "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M I M) \<in> sets (Pi\<^sub>M I M)"
   589     using \<open>A \<in> sets (M i)\<close> \<open>i \<in> I\<close> by (auto intro!: sets_PiM_I)
   588     using \<open>A \<in> sets (M i)\<close> \<open>i \<in> I\<close> by (auto intro!: sets_PiM_I)
   590 qed (insert \<open>i \<in> I\<close>, auto simp: space_PiM)
   589 qed (insert \<open>i \<in> I\<close>, auto simp: space_PiM)
   591 
   590 
   592 lemma%unimportant measurable_component_singleton'[measurable_dest]:
   591 lemma measurable_component_singleton'[measurable_dest]:
   593   assumes f: "f \<in> measurable N (Pi\<^sub>M I M)"
   592   assumes f: "f \<in> measurable N (Pi\<^sub>M I M)"
   594   assumes g: "g \<in> measurable L N"
   593   assumes g: "g \<in> measurable L N"
   595   assumes i: "i \<in> I"
   594   assumes i: "i \<in> I"
   596   shows "(\<lambda>x. (f (g x)) i) \<in> measurable L (M i)"
   595   shows "(\<lambda>x. (f (g x)) i) \<in> measurable L (M i)"
   597   using measurable_compose[OF measurable_compose[OF g f] measurable_component_singleton, OF i] .
   596   using measurable_compose[OF measurable_compose[OF g f] measurable_component_singleton, OF i] .
   598 
   597 
   599 lemma%unimportant measurable_PiM_component_rev:
   598 lemma measurable_PiM_component_rev:
   600   "i \<in> I \<Longrightarrow> f \<in> measurable (M i) N \<Longrightarrow> (\<lambda>x. f (x i)) \<in> measurable (PiM I M) N"
   599   "i \<in> I \<Longrightarrow> f \<in> measurable (M i) N \<Longrightarrow> (\<lambda>x. f (x i)) \<in> measurable (PiM I M) N"
   601   by simp
   600   by simp
   602 
   601 
   603 lemma%unimportant measurable_case_nat[measurable (raw)]:
   602 lemma measurable_case_nat[measurable (raw)]:
   604   assumes [measurable (raw)]: "i = 0 \<Longrightarrow> f \<in> measurable M N"
   603   assumes [measurable (raw)]: "i = 0 \<Longrightarrow> f \<in> measurable M N"
   605     "\<And>j. i = Suc j \<Longrightarrow> (\<lambda>x. g x j) \<in> measurable M N"
   604     "\<And>j. i = Suc j \<Longrightarrow> (\<lambda>x. g x j) \<in> measurable M N"
   606   shows "(\<lambda>x. case_nat (f x) (g x) i) \<in> measurable M N"
   605   shows "(\<lambda>x. case_nat (f x) (g x) i) \<in> measurable M N"
   607   by (cases i) simp_all
   606   by (cases i) simp_all
   608 
   607 
   609 lemma%unimportant measurable_case_nat'[measurable (raw)]:
   608 lemma measurable_case_nat'[measurable (raw)]:
   610   assumes fg[measurable]: "f \<in> measurable N M" "g \<in> measurable N (\<Pi>\<^sub>M i\<in>UNIV. M)"
   609   assumes fg[measurable]: "f \<in> measurable N M" "g \<in> measurable N (\<Pi>\<^sub>M i\<in>UNIV. M)"
   611   shows "(\<lambda>x. case_nat (f x) (g x)) \<in> measurable N (\<Pi>\<^sub>M i\<in>UNIV. M)"
   610   shows "(\<lambda>x. case_nat (f x) (g x)) \<in> measurable N (\<Pi>\<^sub>M i\<in>UNIV. M)"
   612   using fg[THEN measurable_space]
   611   using fg[THEN measurable_space]
   613   by (auto intro!: measurable_PiM_single' simp add: space_PiM PiE_iff split: nat.split)
   612   by (auto intro!: measurable_PiM_single' simp add: space_PiM PiE_iff split: nat.split)
   614 
   613 
   615 lemma%unimportant measurable_add_dim[measurable]:
   614 lemma measurable_add_dim[measurable]:
   616   "(\<lambda>(f, y). f(i := y)) \<in> measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M M i) (Pi\<^sub>M (insert i I) M)"
   615   "(\<lambda>(f, y). f(i := y)) \<in> measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M M i) (Pi\<^sub>M (insert i I) M)"
   617     (is "?f \<in> measurable ?P ?I")
   616     (is "?f \<in> measurable ?P ?I")
   618 proof (rule measurable_PiM_single)
   617 proof (rule measurable_PiM_single)
   619   fix j A assume j: "j \<in> insert i I" and A: "A \<in> sets (M j)"
   618   fix j A assume j: "j \<in> insert i I" and A: "A \<in> sets (M j)"
   620   have "{\<omega> \<in> space ?P. (\<lambda>(f, x). fun_upd f i x) \<omega> j \<in> A} =
   619   have "{\<omega> \<in> space ?P. (\<lambda>(f, x). fun_upd f i x) \<omega> j \<in> A} =
   624     using A j
   623     using A j
   625     by (auto intro!: measurable_sets[OF measurable_comp, OF _ measurable_component_singleton])
   624     by (auto intro!: measurable_sets[OF measurable_comp, OF _ measurable_component_singleton])
   626   finally show "{\<omega> \<in> space ?P. case_prod (\<lambda>f. fun_upd f i) \<omega> j \<in> A} \<in> sets ?P" .
   625   finally show "{\<omega> \<in> space ?P. case_prod (\<lambda>f. fun_upd f i) \<omega> j \<in> A} \<in> sets ?P" .
   627 qed (auto simp: space_pair_measure space_PiM PiE_def)
   626 qed (auto simp: space_pair_measure space_PiM PiE_def)
   628 
   627 
   629 lemma%important measurable_fun_upd:
   628 proposition measurable_fun_upd:
   630   assumes I: "I = J \<union> {i}"
   629   assumes I: "I = J \<union> {i}"
   631   assumes f[measurable]: "f \<in> measurable N (PiM J M)"
   630   assumes f[measurable]: "f \<in> measurable N (PiM J M)"
   632   assumes h[measurable]: "h \<in> measurable N (M i)"
   631   assumes h[measurable]: "h \<in> measurable N (M i)"
   633   shows "(\<lambda>x. (f x) (i := h x)) \<in> measurable N (PiM I M)"
   632   shows "(\<lambda>x. (f x) (i := h x)) \<in> measurable N (PiM I M)"
   634 proof%unimportant (intro measurable_PiM_single')
   633 proof (intro measurable_PiM_single')
   635   fix j assume "j \<in> I" then show "(\<lambda>\<omega>. ((f \<omega>)(i := h \<omega>)) j) \<in> measurable N (M j)"
   634   fix j assume "j \<in> I" then show "(\<lambda>\<omega>. ((f \<omega>)(i := h \<omega>)) j) \<in> measurable N (M j)"
   636     unfolding I by (cases "j = i") auto
   635     unfolding I by (cases "j = i") auto
   637 next
   636 next
   638   show "(\<lambda>x. (f x)(i := h x)) \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   637   show "(\<lambda>x. (f x)(i := h x)) \<in> space N \<rightarrow> (\<Pi>\<^sub>E i\<in>I. space (M i))"
   639     using I f[THEN measurable_space] h[THEN measurable_space]
   638     using I f[THEN measurable_space] h[THEN measurable_space]
   640     by (auto simp: space_PiM PiE_iff extensional_def)
   639     by (auto simp: space_PiM PiE_iff extensional_def)
   641 qed
   640 qed
   642 
   641 
   643 lemma%unimportant measurable_component_update:
   642 lemma measurable_component_update:
   644   "x \<in> space (Pi\<^sub>M I M) \<Longrightarrow> i \<notin> I \<Longrightarrow> (\<lambda>v. x(i := v)) \<in> measurable (M i) (Pi\<^sub>M (insert i I) M)"
   643   "x \<in> space (Pi\<^sub>M I M) \<Longrightarrow> i \<notin> I \<Longrightarrow> (\<lambda>v. x(i := v)) \<in> measurable (M i) (Pi\<^sub>M (insert i I) M)"
   645   by simp
   644   by simp
   646 
   645 
   647 lemma%important measurable_merge[measurable]:
   646 lemma measurable_merge[measurable]:
   648   "merge I J \<in> measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M) (Pi\<^sub>M (I \<union> J) M)"
   647   "merge I J \<in> measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M) (Pi\<^sub>M (I \<union> J) M)"
   649     (is "?f \<in> measurable ?P ?U")
   648     (is "?f \<in> measurable ?P ?U")
   650 proof%unimportant (rule measurable_PiM_single)
   649 proof (rule measurable_PiM_single)
   651   fix i A assume A: "A \<in> sets (M i)" "i \<in> I \<union> J"
   650   fix i A assume A: "A \<in> sets (M i)" "i \<in> I \<union> J"
   652   then have "{\<omega> \<in> space ?P. merge I J \<omega> i \<in> A} =
   651   then have "{\<omega> \<in> space ?P. merge I J \<omega> i \<in> A} =
   653     (if i \<in> I then ((\<lambda>x. x i) \<circ> fst) -` A \<inter> space ?P else ((\<lambda>x. x i) \<circ> snd) -` A \<inter> space ?P)"
   652     (if i \<in> I then ((\<lambda>x. x i) \<circ> fst) -` A \<inter> space ?P else ((\<lambda>x. x i) \<circ> snd) -` A \<inter> space ?P)"
   654     by (auto simp: merge_def)
   653     by (auto simp: merge_def)
   655   also have "\<dots> \<in> sets ?P"
   654   also have "\<dots> \<in> sets ?P"
   656     using A
   655     using A
   657     by (auto intro!: measurable_sets[OF measurable_comp, OF _ measurable_component_singleton])
   656     by (auto intro!: measurable_sets[OF measurable_comp, OF _ measurable_component_singleton])
   658   finally show "{\<omega> \<in> space ?P. merge I J \<omega> i \<in> A} \<in> sets ?P" .
   657   finally show "{\<omega> \<in> space ?P. merge I J \<omega> i \<in> A} \<in> sets ?P" .
   659 qed (auto simp: space_pair_measure space_PiM PiE_iff merge_def extensional_def)
   658 qed (auto simp: space_pair_measure space_PiM PiE_iff merge_def extensional_def)
   660 
   659 
   661 lemma%unimportant measurable_restrict[measurable (raw)]:
   660 lemma measurable_restrict[measurable (raw)]:
   662   assumes X: "\<And>i. i \<in> I \<Longrightarrow> X i \<in> measurable N (M i)"
   661   assumes X: "\<And>i. i \<in> I \<Longrightarrow> X i \<in> measurable N (M i)"
   663   shows "(\<lambda>x. \<lambda>i\<in>I. X i x) \<in> measurable N (Pi\<^sub>M I M)"
   662   shows "(\<lambda>x. \<lambda>i\<in>I. X i x) \<in> measurable N (Pi\<^sub>M I M)"
   664 proof (rule measurable_PiM_single)
   663 proof (rule measurable_PiM_single)
   665   fix A i assume A: "i \<in> I" "A \<in> sets (M i)"
   664   fix A i assume A: "i \<in> I" "A \<in> sets (M i)"
   666   then have "{\<omega> \<in> space N. (\<lambda>i\<in>I. X i \<omega>) i \<in> A} = X i -` A \<inter> space N"
   665   then have "{\<omega> \<in> space N. (\<lambda>i\<in>I. X i \<omega>) i \<in> A} = X i -` A \<inter> space N"
   667     by auto
   666     by auto
   668   then show "{\<omega> \<in> space N. (\<lambda>i\<in>I. X i \<omega>) i \<in> A} \<in> sets N"
   667   then show "{\<omega> \<in> space N. (\<lambda>i\<in>I. X i \<omega>) i \<in> A} \<in> sets N"
   669     using A X by (auto intro!: measurable_sets)
   668     using A X by (auto intro!: measurable_sets)
   670 qed (insert X, auto simp add: PiE_def dest: measurable_space)
   669 qed (insert X, auto simp add: PiE_def dest: measurable_space)
   671 
   670 
   672 lemma%unimportant measurable_abs_UNIV:
   671 lemma measurable_abs_UNIV:
   673   "(\<And>n. (\<lambda>\<omega>. f n \<omega>) \<in> measurable M (N n)) \<Longrightarrow> (\<lambda>\<omega> n. f n \<omega>) \<in> measurable M (PiM UNIV N)"
   672   "(\<And>n. (\<lambda>\<omega>. f n \<omega>) \<in> measurable M (N n)) \<Longrightarrow> (\<lambda>\<omega> n. f n \<omega>) \<in> measurable M (PiM UNIV N)"
   674   by (intro measurable_PiM_single) (auto dest: measurable_space)
   673   by (intro measurable_PiM_single) (auto dest: measurable_space)
   675 
   674 
   676 lemma%unimportant measurable_restrict_subset: "J \<subseteq> L \<Longrightarrow> (\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M)"
   675 lemma measurable_restrict_subset: "J \<subseteq> L \<Longrightarrow> (\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M)"
   677   by (intro measurable_restrict measurable_component_singleton) auto
   676   by (intro measurable_restrict measurable_component_singleton) auto
   678 
   677 
   679 lemma%unimportant measurable_restrict_subset':
   678 lemma measurable_restrict_subset':
   680   assumes "J \<subseteq> L" "\<And>x. x \<in> J \<Longrightarrow> sets (M x) = sets (N x)"
   679   assumes "J \<subseteq> L" "\<And>x. x \<in> J \<Longrightarrow> sets (M x) = sets (N x)"
   681   shows "(\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J N)"
   680   shows "(\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J N)"
   682 proof-
   681 proof-
   683   from assms(1) have "(\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M)"
   682   from assms(1) have "(\<lambda>f. restrict f J) \<in> measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M)"
   684     by (rule measurable_restrict_subset)
   683     by (rule measurable_restrict_subset)
   685   also from assms(2) have "measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M) = measurable (Pi\<^sub>M L M) (Pi\<^sub>M J N)"
   684   also from assms(2) have "measurable (Pi\<^sub>M L M) (Pi\<^sub>M J M) = measurable (Pi\<^sub>M L M) (Pi\<^sub>M J N)"
   686     by (intro sets_PiM_cong measurable_cong_sets) simp_all
   685     by (intro sets_PiM_cong measurable_cong_sets) simp_all
   687   finally show ?thesis .
   686   finally show ?thesis .
   688 qed
   687 qed
   689 
   688 
   690 lemma%unimportant measurable_prod_emb[intro, simp]:
   689 lemma measurable_prod_emb[intro, simp]:
   691   "J \<subseteq> L \<Longrightarrow> X \<in> sets (Pi\<^sub>M J M) \<Longrightarrow> prod_emb L M J X \<in> sets (Pi\<^sub>M L M)"
   690   "J \<subseteq> L \<Longrightarrow> X \<in> sets (Pi\<^sub>M J M) \<Longrightarrow> prod_emb L M J X \<in> sets (Pi\<^sub>M L M)"
   692   unfolding prod_emb_def space_PiM[symmetric]
   691   unfolding prod_emb_def space_PiM[symmetric]
   693   by (auto intro!: measurable_sets measurable_restrict measurable_component_singleton)
   692   by (auto intro!: measurable_sets measurable_restrict measurable_component_singleton)
   694 
   693 
   695 lemma%unimportant merge_in_prod_emb:
   694 lemma merge_in_prod_emb:
   696   assumes "y \<in> space (PiM I M)" "x \<in> X" and X: "X \<in> sets (Pi\<^sub>M J M)" and "J \<subseteq> I"
   695   assumes "y \<in> space (PiM I M)" "x \<in> X" and X: "X \<in> sets (Pi\<^sub>M J M)" and "J \<subseteq> I"
   697   shows "merge J I (x, y) \<in> prod_emb I M J X"
   696   shows "merge J I (x, y) \<in> prod_emb I M J X"
   698   using assms sets.sets_into_space[OF X]
   697   using assms sets.sets_into_space[OF X]
   699   by (simp add: merge_def prod_emb_def subset_eq space_PiM PiE_def extensional_restrict Pi_iff
   698   by (simp add: merge_def prod_emb_def subset_eq space_PiM PiE_def extensional_restrict Pi_iff
   700            cong: if_cong restrict_cong)
   699            cong: if_cong restrict_cong)
   701      (simp add: extensional_def)
   700      (simp add: extensional_def)
   702 
   701 
   703 lemma%unimportant prod_emb_eq_emptyD:
   702 lemma prod_emb_eq_emptyD:
   704   assumes J: "J \<subseteq> I" and ne: "space (PiM I M) \<noteq> {}" and X: "X \<in> sets (Pi\<^sub>M J M)"
   703   assumes J: "J \<subseteq> I" and ne: "space (PiM I M) \<noteq> {}" and X: "X \<in> sets (Pi\<^sub>M J M)"
   705     and *: "prod_emb I M J X = {}"
   704     and *: "prod_emb I M J X = {}"
   706   shows "X = {}"
   705   shows "X = {}"
   707 proof safe
   706 proof safe
   708   fix x assume "x \<in> X"
   707   fix x assume "x \<in> X"
   709   obtain \<omega> where "\<omega> \<in> space (PiM I M)"
   708   obtain \<omega> where "\<omega> \<in> space (PiM I M)"
   710     using ne by blast
   709     using ne by blast
   711   from merge_in_prod_emb[OF this \<open>x\<in>X\<close> X J] * show "x \<in> {}" by auto
   710   from merge_in_prod_emb[OF this \<open>x\<in>X\<close> X J] * show "x \<in> {}" by auto
   712 qed
   711 qed
   713 
   712 
   714 lemma%unimportant sets_in_Pi_aux:
   713 lemma sets_in_Pi_aux:
   715   "finite I \<Longrightarrow> (\<And>j. j \<in> I \<Longrightarrow> {x\<in>space (M j). x \<in> F j} \<in> sets (M j)) \<Longrightarrow>
   714   "finite I \<Longrightarrow> (\<And>j. j \<in> I \<Longrightarrow> {x\<in>space (M j). x \<in> F j} \<in> sets (M j)) \<Longrightarrow>
   716   {x\<in>space (PiM I M). x \<in> Pi I F} \<in> sets (PiM I M)"
   715   {x\<in>space (PiM I M). x \<in> Pi I F} \<in> sets (PiM I M)"
   717   by (simp add: subset_eq Pi_iff)
   716   by (simp add: subset_eq Pi_iff)
   718 
   717 
   719 lemma%unimportant sets_in_Pi[measurable (raw)]:
   718 lemma sets_in_Pi[measurable (raw)]:
   720   "finite I \<Longrightarrow> f \<in> measurable N (PiM I M) \<Longrightarrow>
   719   "finite I \<Longrightarrow> f \<in> measurable N (PiM I M) \<Longrightarrow>
   721   (\<And>j. j \<in> I \<Longrightarrow> {x\<in>space (M j). x \<in> F j} \<in> sets (M j)) \<Longrightarrow>
   720   (\<And>j. j \<in> I \<Longrightarrow> {x\<in>space (M j). x \<in> F j} \<in> sets (M j)) \<Longrightarrow>
   722   Measurable.pred N (\<lambda>x. f x \<in> Pi I F)"
   721   Measurable.pred N (\<lambda>x. f x \<in> Pi I F)"
   723   unfolding pred_def
   722   unfolding pred_def
   724   by (rule measurable_sets_Collect[of f N "PiM I M", OF _ sets_in_Pi_aux]) auto
   723   by (rule measurable_sets_Collect[of f N "PiM I M", OF _ sets_in_Pi_aux]) auto
   725 
   724 
   726 lemma%unimportant sets_in_extensional_aux:
   725 lemma sets_in_extensional_aux:
   727   "{x\<in>space (PiM I M). x \<in> extensional I} \<in> sets (PiM I M)"
   726   "{x\<in>space (PiM I M). x \<in> extensional I} \<in> sets (PiM I M)"
   728 proof -
   727 proof -
   729   have "{x\<in>space (PiM I M). x \<in> extensional I} = space (PiM I M)"
   728   have "{x\<in>space (PiM I M). x \<in> extensional I} = space (PiM I M)"
   730     by (auto simp add: extensional_def space_PiM)
   729     by (auto simp add: extensional_def space_PiM)
   731   then show ?thesis by simp
   730   then show ?thesis by simp
   732 qed
   731 qed
   733 
   732 
   734 lemma%unimportant sets_in_extensional[measurable (raw)]:
   733 lemma sets_in_extensional[measurable (raw)]:
   735   "f \<in> measurable N (PiM I M) \<Longrightarrow> Measurable.pred N (\<lambda>x. f x \<in> extensional I)"
   734   "f \<in> measurable N (PiM I M) \<Longrightarrow> Measurable.pred N (\<lambda>x. f x \<in> extensional I)"
   736   unfolding pred_def
   735   unfolding pred_def
   737   by (rule measurable_sets_Collect[of f N "PiM I M", OF _ sets_in_extensional_aux]) auto
   736   by (rule measurable_sets_Collect[of f N "PiM I M", OF _ sets_in_extensional_aux]) auto
   738 
   737 
   739 lemma%unimportant sets_PiM_I_countable:
   738 lemma sets_PiM_I_countable:
   740   assumes I: "countable I" and E: "\<And>i. i \<in> I \<Longrightarrow> E i \<in> sets (M i)" shows "Pi\<^sub>E I E \<in> sets (Pi\<^sub>M I M)"
   739   assumes I: "countable I" and E: "\<And>i. i \<in> I \<Longrightarrow> E i \<in> sets (M i)" shows "Pi\<^sub>E I E \<in> sets (Pi\<^sub>M I M)"
   741 proof cases
   740 proof cases
   742   assume "I \<noteq> {}"
   741   assume "I \<noteq> {}"
   743   then have "Pi\<^sub>E I E = (\<Inter>i\<in>I. prod_emb I M {i} (Pi\<^sub>E {i} E))"
   742   then have "Pi\<^sub>E I E = (\<Inter>i\<in>I. prod_emb I M {i} (Pi\<^sub>E {i} E))"
   744     using E[THEN sets.sets_into_space] by (auto simp: PiE_iff prod_emb_def fun_eq_iff)
   743     using E[THEN sets.sets_into_space] by (auto simp: PiE_iff prod_emb_def fun_eq_iff)
   745   also have "\<dots> \<in> sets (PiM I M)"
   744   also have "\<dots> \<in> sets (PiM I M)"
   746     using I \<open>I \<noteq> {}\<close> by (safe intro!: sets.countable_INT' measurable_prod_emb sets_PiM_I_finite E)
   745     using I \<open>I \<noteq> {}\<close> by (safe intro!: sets.countable_INT' measurable_prod_emb sets_PiM_I_finite E)
   747   finally show ?thesis .
   746   finally show ?thesis .
   748 qed (simp add: sets_PiM_empty)
   747 qed (simp add: sets_PiM_empty)
   749 
   748 
   750 lemma%important sets_PiM_D_countable:
   749 lemma sets_PiM_D_countable:
   751   assumes A: "A \<in> PiM I M"
   750   assumes A: "A \<in> PiM I M"
   752   shows "\<exists>J\<subseteq>I. \<exists>X\<in>PiM J M. countable J \<and> A = prod_emb I M J X"
   751   shows "\<exists>J\<subseteq>I. \<exists>X\<in>PiM J M. countable J \<and> A = prod_emb I M J X"
   753   using A[unfolded sets_PiM_single]
   752   using A[unfolded sets_PiM_single]
   754 proof%unimportant induction
   753 proof induction
   755   case (Basic A)
   754   case (Basic A)
   756   then obtain i X where *: "i \<in> I" "X \<in> sets (M i)" and "A = {f \<in> \<Pi>\<^sub>E i\<in>I. space (M i). f i \<in> X}"
   755   then obtain i X where *: "i \<in> I" "X \<in> sets (M i)" and "A = {f \<in> \<Pi>\<^sub>E i\<in>I. space (M i). f i \<in> X}"
   757     by auto
   756     by auto
   758   then have A: "A = prod_emb I M {i} (\<Pi>\<^sub>E _\<in>{i}. X)"
   757   then have A: "A = prod_emb I M {i} (\<Pi>\<^sub>E _\<in>{i}. X)"
   759     by (auto simp: prod_emb_def)
   758     by (auto simp: prod_emb_def)
   781     with J show "\<Union>(K ` UNIV) = prod_emb I M (\<Union>i. J i) (\<Union>i. prod_emb (\<Union>i. J i) M (J i) (X i))"
   780     with J show "\<Union>(K ` UNIV) = prod_emb I M (\<Union>i. J i) (\<Union>i. prod_emb (\<Union>i. J i) M (J i) (X i))"
   782       by (simp add: K[abs_def] SUP_upper)
   781       by (simp add: K[abs_def] SUP_upper)
   783   qed(auto intro: X)
   782   qed(auto intro: X)
   784 qed
   783 qed
   785 
   784 
   786 lemma%important measure_eqI_PiM_finite:
   785 proposition measure_eqI_PiM_finite:
   787   assumes [simp]: "finite I" "sets P = PiM I M" "sets Q = PiM I M"
   786   assumes [simp]: "finite I" "sets P = PiM I M" "sets Q = PiM I M"
   788   assumes eq: "\<And>A. (\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> P (Pi\<^sub>E I A) = Q (Pi\<^sub>E I A)"
   787   assumes eq: "\<And>A. (\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> P (Pi\<^sub>E I A) = Q (Pi\<^sub>E I A)"
   789   assumes A: "range A \<subseteq> prod_algebra I M" "(\<Union>i. A i) = space (PiM I M)" "\<And>i::nat. P (A i) \<noteq> \<infinity>"
   788   assumes A: "range A \<subseteq> prod_algebra I M" "(\<Union>i. A i) = space (PiM I M)" "\<And>i::nat. P (A i) \<noteq> \<infinity>"
   790   shows "P = Q"
   789   shows "P = Q"
   791 proof%unimportant (rule measure_eqI_generator_eq[OF Int_stable_prod_algebra prod_algebra_sets_into_space])
   790 proof (rule measure_eqI_generator_eq[OF Int_stable_prod_algebra prod_algebra_sets_into_space])
   792   show "range A \<subseteq> prod_algebra I M" "(\<Union>i. A i) = (\<Pi>\<^sub>E i\<in>I. space (M i))" "\<And>i. P (A i) \<noteq> \<infinity>"
   791   show "range A \<subseteq> prod_algebra I M" "(\<Union>i. A i) = (\<Pi>\<^sub>E i\<in>I. space (M i))" "\<And>i. P (A i) \<noteq> \<infinity>"
   793     unfolding space_PiM[symmetric] by fact+
   792     unfolding space_PiM[symmetric] by fact+
   794   fix X assume "X \<in> prod_algebra I M"
   793   fix X assume "X \<in> prod_algebra I M"
   795   then obtain J E where X: "X = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   794   then obtain J E where X: "X = prod_emb I M J (\<Pi>\<^sub>E j\<in>J. E j)"
   796     and J: "finite J" "J \<subseteq> I" "\<And>j. j \<in> J \<Longrightarrow> E j \<in> sets (M j)"
   795     and J: "finite J" "J \<subseteq> I" "\<And>j. j \<in> J \<Longrightarrow> E j \<in> sets (M j)"
   797     by (force elim!: prod_algebraE)
   796     by (force elim!: prod_algebraE)
   798   then show "emeasure P X = emeasure Q X"
   797   then show "emeasure P X = emeasure Q X"
   799     unfolding X by (subst (1 2) prod_emb_Pi) (auto simp: eq)
   798     unfolding X by (subst (1 2) prod_emb_Pi) (auto simp: eq)
   800 qed (simp_all add: sets_PiM)
   799 qed (simp_all add: sets_PiM)
   801 
   800 
   802 lemma%important measure_eqI_PiM_infinite:
   801 proposition measure_eqI_PiM_infinite:
   803   assumes [simp]: "sets P = PiM I M" "sets Q = PiM I M"
   802   assumes [simp]: "sets P = PiM I M" "sets Q = PiM I M"
   804   assumes eq: "\<And>A J. finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow>
   803   assumes eq: "\<And>A J. finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>i. i \<in> J \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow>
   805     P (prod_emb I M J (Pi\<^sub>E J A)) = Q (prod_emb I M J (Pi\<^sub>E J A))"
   804     P (prod_emb I M J (Pi\<^sub>E J A)) = Q (prod_emb I M J (Pi\<^sub>E J A))"
   806   assumes A: "finite_measure P"
   805   assumes A: "finite_measure P"
   807   shows "P = Q"
   806   shows "P = Q"
   808 proof%unimportant (rule measure_eqI_generator_eq[OF Int_stable_prod_algebra prod_algebra_sets_into_space])
   807 proof (rule measure_eqI_generator_eq[OF Int_stable_prod_algebra prod_algebra_sets_into_space])
   809   interpret finite_measure P by fact
   808   interpret finite_measure P by fact
   810   define i where "i = (SOME i. i \<in> I)"
   809   define i where "i = (SOME i. i \<in> I)"
   811   have i: "I \<noteq> {} \<Longrightarrow> i \<in> I"
   810   have i: "I \<noteq> {} \<Longrightarrow> i \<in> I"
   812     unfolding i_def by (rule someI_ex) auto
   811     unfolding i_def by (rule someI_ex) auto
   813   define A where "A n =
   812   define A where "A n =
   837 
   836 
   838 locale%unimportant finite_product_sigma_finite = product_sigma_finite M for M :: "'i \<Rightarrow> 'a measure" +
   837 locale%unimportant finite_product_sigma_finite = product_sigma_finite M for M :: "'i \<Rightarrow> 'a measure" +
   839   fixes I :: "'i set"
   838   fixes I :: "'i set"
   840   assumes finite_index: "finite I"
   839   assumes finite_index: "finite I"
   841 
   840 
   842 lemma%important (in finite_product_sigma_finite) sigma_finite_pairs:
   841 proposition (in finite_product_sigma_finite) sigma_finite_pairs:
   843   "\<exists>F::'i \<Rightarrow> nat \<Rightarrow> 'a set.
   842   "\<exists>F::'i \<Rightarrow> nat \<Rightarrow> 'a set.
   844     (\<forall>i\<in>I. range (F i) \<subseteq> sets (M i)) \<and>
   843     (\<forall>i\<in>I. range (F i) \<subseteq> sets (M i)) \<and>
   845     (\<forall>k. \<forall>i\<in>I. emeasure (M i) (F i k) \<noteq> \<infinity>) \<and> incseq (\<lambda>k. \<Pi>\<^sub>E i\<in>I. F i k) \<and>
   844     (\<forall>k. \<forall>i\<in>I. emeasure (M i) (F i k) \<noteq> \<infinity>) \<and> incseq (\<lambda>k. \<Pi>\<^sub>E i\<in>I. F i k) \<and>
   846     (\<Union>k. \<Pi>\<^sub>E i\<in>I. F i k) = space (PiM I M)"
   845     (\<Union>k. \<Pi>\<^sub>E i\<in>I. F i k) = space (PiM I M)"
   847 proof%unimportant -
   846 proof -
   848   have "\<forall>i::'i. \<exists>F::nat \<Rightarrow> 'a set. range F \<subseteq> sets (M i) \<and> incseq F \<and> (\<Union>i. F i) = space (M i) \<and> (\<forall>k. emeasure (M i) (F k) \<noteq> \<infinity>)"
   847   have "\<forall>i::'i. \<exists>F::nat \<Rightarrow> 'a set. range F \<subseteq> sets (M i) \<and> incseq F \<and> (\<Union>i. F i) = space (M i) \<and> (\<forall>k. emeasure (M i) (F k) \<noteq> \<infinity>)"
   849     using M.sigma_finite_incseq by metis
   848     using M.sigma_finite_incseq by metis
   850   from choice[OF this] guess F :: "'i \<Rightarrow> nat \<Rightarrow> 'a set" ..
   849   from choice[OF this] guess F :: "'i \<Rightarrow> nat \<Rightarrow> 'a set" ..
   851   then have F: "\<And>i. range (F i) \<subseteq> sets (M i)" "\<And>i. incseq (F i)" "\<And>i. (\<Union>j. F i j) = space (M i)" "\<And>i k. emeasure (M i) (F i k) \<noteq> \<infinity>"
   850   then have F: "\<And>i. range (F i) \<subseteq> sets (M i)" "\<And>i. incseq (F i)" "\<And>i. (\<Union>j. F i j) = space (M i)" "\<And>i k. emeasure (M i) (F i k) \<noteq> \<infinity>"
   852     by auto
   851     by auto
   868     fix i show "?F i \<subseteq> ?F (Suc i)"
   867     fix i show "?F i \<subseteq> ?F (Suc i)"
   869       using \<open>\<And>i. incseq (F i)\<close>[THEN incseq_SucD] by auto
   868       using \<open>\<And>i. incseq (F i)\<close>[THEN incseq_SucD] by auto
   870   qed
   869   qed
   871 qed
   870 qed
   872 
   871 
   873 lemma%unimportant emeasure_PiM_empty[simp]: "emeasure (PiM {} M) {\<lambda>_. undefined} = 1"
   872 lemma emeasure_PiM_empty[simp]: "emeasure (PiM {} M) {\<lambda>_. undefined} = 1"
   874 proof -
   873 proof -
   875   let ?\<mu> = "\<lambda>A. if A = {} then 0 else (1::ennreal)"
   874   let ?\<mu> = "\<lambda>A. if A = {} then 0 else (1::ennreal)"
   876   have "emeasure (Pi\<^sub>M {} M) (prod_emb {} M {} (\<Pi>\<^sub>E i\<in>{}. {})) = 1"
   875   have "emeasure (Pi\<^sub>M {} M) (prod_emb {} M {} (\<Pi>\<^sub>E i\<in>{}. {})) = 1"
   877   proof (subst emeasure_extend_measure_Pair[OF PiM_def])
   876   proof (subst emeasure_extend_measure_Pair[OF PiM_def])
   878     show "positive (PiM {} M) ?\<mu>"
   877     show "positive (PiM {} M) ?\<mu>"
   885     by (auto simp: prod_emb_def)
   884     by (auto simp: prod_emb_def)
   886   finally show ?thesis
   885   finally show ?thesis
   887     by simp
   886     by simp
   888 qed
   887 qed
   889 
   888 
   890 lemma%unimportant PiM_empty: "PiM {} M = count_space {\<lambda>_. undefined}"
   889 lemma PiM_empty: "PiM {} M = count_space {\<lambda>_. undefined}"
   891   by (rule measure_eqI) (auto simp add: sets_PiM_empty)
   890   by (rule measure_eqI) (auto simp add: sets_PiM_empty)
   892 
   891 
   893 lemma%important (in product_sigma_finite) emeasure_PiM:
   892 lemma (in product_sigma_finite) emeasure_PiM:
   894   "finite I \<Longrightarrow> (\<And>i. i\<in>I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> emeasure (PiM I M) (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   893   "finite I \<Longrightarrow> (\<And>i. i\<in>I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> emeasure (PiM I M) (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   895 proof%unimportant (induct I arbitrary: A rule: finite_induct)
   894 proof (induct I arbitrary: A rule: finite_induct)
   896   case (insert i I)
   895   case (insert i I)
   897   interpret finite_product_sigma_finite M I by standard fact
   896   interpret finite_product_sigma_finite M I by standard fact
   898   have "finite (insert i I)" using \<open>finite I\<close> by auto
   897   have "finite (insert i I)" using \<open>finite I\<close> by auto
   899   interpret I': finite_product_sigma_finite M "insert i I" by standard fact
   898   interpret I': finite_product_sigma_finite M "insert i I" by standard fact
   900   let ?h = "(\<lambda>(f, y). f(i := y))"
   899   let ?h = "(\<lambda>(f, y). f(i := y))"
   945   qed (auto intro!: prod.cong)
   944   qed (auto intro!: prod.cong)
   946   with insert show ?case
   945   with insert show ?case
   947     by (subst (asm) prod_emb_PiE_same_index) (auto intro!: sets.sets_into_space)
   946     by (subst (asm) prod_emb_PiE_same_index) (auto intro!: sets.sets_into_space)
   948 qed simp
   947 qed simp
   949 
   948 
   950 lemma%unimportant (in product_sigma_finite) PiM_eqI:
   949 lemma (in product_sigma_finite) PiM_eqI:
   951   assumes I[simp]: "finite I" and P: "sets P = PiM I M"
   950   assumes I[simp]: "finite I" and P: "sets P = PiM I M"
   952   assumes eq: "\<And>A. (\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> P (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   951   assumes eq: "\<And>A. (\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> P (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   953   shows "P = PiM I M"
   952   shows "P = PiM I M"
   954 proof -
   953 proof -
   955   interpret finite_product_sigma_finite M I
   954   interpret finite_product_sigma_finite M I
   963     with C show "range A \<subseteq> prod_algebra I M" "\<And>i. emeasure (Pi\<^sub>M I M) (A i) \<noteq> \<infinity>" "(\<Union>i. A i) = space (PiM I M)"
   962     with C show "range A \<subseteq> prod_algebra I M" "\<And>i. emeasure (Pi\<^sub>M I M) (A i) \<noteq> \<infinity>" "(\<Union>i. A i) = space (PiM I M)"
   964       by (auto intro!: prod_algebraI_finite simp: emeasure_PiM subset_eq ennreal_prod_eq_top)
   963       by (auto intro!: prod_algebraI_finite simp: emeasure_PiM subset_eq ennreal_prod_eq_top)
   965   qed
   964   qed
   966 qed
   965 qed
   967 
   966 
   968 lemma%unimportant (in product_sigma_finite) sigma_finite:
   967 lemma (in product_sigma_finite) sigma_finite:
   969   assumes "finite I"
   968   assumes "finite I"
   970   shows "sigma_finite_measure (PiM I M)"
   969   shows "sigma_finite_measure (PiM I M)"
   971 proof
   970 proof
   972   interpret finite_product_sigma_finite M I by standard fact
   971   interpret finite_product_sigma_finite M I by standard fact
   973 
   972 
   984 qed
   983 qed
   985 
   984 
   986 sublocale finite_product_sigma_finite \<subseteq> sigma_finite_measure "Pi\<^sub>M I M"
   985 sublocale finite_product_sigma_finite \<subseteq> sigma_finite_measure "Pi\<^sub>M I M"
   987   using sigma_finite[OF finite_index] .
   986   using sigma_finite[OF finite_index] .
   988 
   987 
   989 lemma%unimportant (in finite_product_sigma_finite) measure_times:
   988 lemma (in finite_product_sigma_finite) measure_times:
   990   "(\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> emeasure (Pi\<^sub>M I M) (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   989   "(\<And>i. i \<in> I \<Longrightarrow> A i \<in> sets (M i)) \<Longrightarrow> emeasure (Pi\<^sub>M I M) (Pi\<^sub>E I A) = (\<Prod>i\<in>I. emeasure (M i) (A i))"
   991   using emeasure_PiM[OF finite_index] by auto
   990   using emeasure_PiM[OF finite_index] by auto
   992 
   991 
   993 lemma%unimportant (in product_sigma_finite) nn_integral_empty:
   992 lemma (in product_sigma_finite) nn_integral_empty:
   994   "0 \<le> f (\<lambda>k. undefined) \<Longrightarrow> integral\<^sup>N (Pi\<^sub>M {} M) f = f (\<lambda>k. undefined)"
   993   "0 \<le> f (\<lambda>k. undefined) \<Longrightarrow> integral\<^sup>N (Pi\<^sub>M {} M) f = f (\<lambda>k. undefined)"
   995   by (simp add: PiM_empty nn_integral_count_space_finite max.absorb2)
   994   by (simp add: PiM_empty nn_integral_count_space_finite max.absorb2)
   996 
   995 
   997 lemma%important (in product_sigma_finite) distr_merge:
   996 lemma%important (in product_sigma_finite) distr_merge:
   998   assumes IJ[simp]: "I \<inter> J = {}" and fin: "finite I" "finite J"
   997   assumes IJ[simp]: "I \<inter> J = {}" and fin: "finite I" "finite J"
   999   shows "distr (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M) (Pi\<^sub>M (I \<union> J) M) (merge I J) = Pi\<^sub>M (I \<union> J) M"
   998   shows "distr (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M) (Pi\<^sub>M (I \<union> J) M) (merge I J) = Pi\<^sub>M (I \<union> J) M"
  1000    (is "?D = ?P")
   999    (is "?D = ?P")
  1001 proof%unimportant (rule PiM_eqI)
  1000 proof (rule PiM_eqI)
  1002   interpret I: finite_product_sigma_finite M I by standard fact
  1001   interpret I: finite_product_sigma_finite M I by standard fact
  1003   interpret J: finite_product_sigma_finite M J by standard fact
  1002   interpret J: finite_product_sigma_finite M J by standard fact
  1004   fix A assume A: "\<And>i. i \<in> I \<union> J \<Longrightarrow> A i \<in> sets (M i)"
  1003   fix A assume A: "\<And>i. i \<in> I \<union> J \<Longrightarrow> A i \<in> sets (M i)"
  1005   have *: "(merge I J -` Pi\<^sub>E (I \<union> J) A \<inter> space (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M)) = Pi\<^sub>E I A \<times> Pi\<^sub>E J A"
  1004   have *: "(merge I J -` Pi\<^sub>E (I \<union> J) A \<inter> space (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M)) = Pi\<^sub>E I A \<times> Pi\<^sub>E J A"
  1006     using A[THEN sets.sets_into_space] by (auto simp: space_PiM space_pair_measure)
  1005     using A[THEN sets.sets_into_space] by (auto simp: space_PiM space_pair_measure)
  1008       (\<Prod>i\<in>I \<union> J. emeasure (M i) (A i))"
  1007       (\<Prod>i\<in>I \<union> J. emeasure (M i) (A i))"
  1009     by (subst emeasure_distr)
  1008     by (subst emeasure_distr)
  1010        (auto simp: * J.emeasure_pair_measure_Times I.measure_times J.measure_times prod.union_disjoint)
  1009        (auto simp: * J.emeasure_pair_measure_Times I.measure_times J.measure_times prod.union_disjoint)
  1011 qed (insert fin, simp_all)
  1010 qed (insert fin, simp_all)
  1012 
  1011 
  1013 lemma%important (in product_sigma_finite) product_nn_integral_fold:
  1012 proposition (in product_sigma_finite) product_nn_integral_fold:
  1014   assumes IJ: "I \<inter> J = {}" "finite I" "finite J"
  1013   assumes IJ: "I \<inter> J = {}" "finite I" "finite J"
  1015   and f[measurable]: "f \<in> borel_measurable (Pi\<^sub>M (I \<union> J) M)"
  1014   and f[measurable]: "f \<in> borel_measurable (Pi\<^sub>M (I \<union> J) M)"
  1016   shows "integral\<^sup>N (Pi\<^sub>M (I \<union> J) M) f =
  1015   shows "integral\<^sup>N (Pi\<^sub>M (I \<union> J) M) f =
  1017     (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (merge I J (x, y)) \<partial>(Pi\<^sub>M J M)) \<partial>(Pi\<^sub>M I M))"
  1016     (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (merge I J (x, y)) \<partial>(Pi\<^sub>M J M)) \<partial>(Pi\<^sub>M I M))"
  1018 proof%unimportant -
  1017 proof -
  1019   interpret I: finite_product_sigma_finite M I by standard fact
  1018   interpret I: finite_product_sigma_finite M I by standard fact
  1020   interpret J: finite_product_sigma_finite M J by standard fact
  1019   interpret J: finite_product_sigma_finite M J by standard fact
  1021   interpret P: pair_sigma_finite "Pi\<^sub>M I M" "Pi\<^sub>M J M" by standard
  1020   interpret P: pair_sigma_finite "Pi\<^sub>M I M" "Pi\<^sub>M J M" by standard
  1022   have P_borel: "(\<lambda>x. f (merge I J x)) \<in> borel_measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M)"
  1021   have P_borel: "(\<lambda>x. f (merge I J x)) \<in> borel_measurable (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M)"
  1023     using measurable_comp[OF measurable_merge f] by (simp add: comp_def)
  1022     using measurable_comp[OF measurable_merge f] by (simp add: comp_def)
  1028     apply (subst J.nn_integral_fst[symmetric, OF P_borel])
  1027     apply (subst J.nn_integral_fst[symmetric, OF P_borel])
  1029     apply simp
  1028     apply simp
  1030     done
  1029     done
  1031 qed
  1030 qed
  1032 
  1031 
  1033 lemma%unimportant (in product_sigma_finite) distr_singleton:
  1032 lemma (in product_sigma_finite) distr_singleton:
  1034   "distr (Pi\<^sub>M {i} M) (M i) (\<lambda>x. x i) = M i" (is "?D = _")
  1033   "distr (Pi\<^sub>M {i} M) (M i) (\<lambda>x. x i) = M i" (is "?D = _")
  1035 proof (intro measure_eqI[symmetric])
  1034 proof (intro measure_eqI[symmetric])
  1036   interpret I: finite_product_sigma_finite M "{i}" by standard simp
  1035   interpret I: finite_product_sigma_finite M "{i}" by standard simp
  1037   fix A assume A: "A \<in> sets (M i)"
  1036   fix A assume A: "A \<in> sets (M i)"
  1038   then have "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M {i} M) = (\<Pi>\<^sub>E i\<in>{i}. A)"
  1037   then have "(\<lambda>x. x i) -` A \<inter> space (Pi\<^sub>M {i} M) = (\<Pi>\<^sub>E i\<in>{i}. A)"
  1040   then show "emeasure (M i) A = emeasure ?D A"
  1039   then show "emeasure (M i) A = emeasure ?D A"
  1041     using A I.measure_times[of "\<lambda>_. A"]
  1040     using A I.measure_times[of "\<lambda>_. A"]
  1042     by (simp add: emeasure_distr measurable_component_singleton)
  1041     by (simp add: emeasure_distr measurable_component_singleton)
  1043 qed simp
  1042 qed simp
  1044 
  1043 
  1045 lemma%unimportant (in product_sigma_finite) product_nn_integral_singleton:
  1044 lemma (in product_sigma_finite) product_nn_integral_singleton:
  1046   assumes f: "f \<in> borel_measurable (M i)"
  1045   assumes f: "f \<in> borel_measurable (M i)"
  1047   shows "integral\<^sup>N (Pi\<^sub>M {i} M) (\<lambda>x. f (x i)) = integral\<^sup>N (M i) f"
  1046   shows "integral\<^sup>N (Pi\<^sub>M {i} M) (\<lambda>x. f (x i)) = integral\<^sup>N (M i) f"
  1048 proof -
  1047 proof -
  1049   interpret I: finite_product_sigma_finite M "{i}" by standard simp
  1048   interpret I: finite_product_sigma_finite M "{i}" by standard simp
  1050   from f show ?thesis
  1049   from f show ?thesis
  1052     apply (subst nn_integral_distr[OF measurable_component_singleton])
  1051     apply (subst nn_integral_distr[OF measurable_component_singleton])
  1053     apply simp_all
  1052     apply simp_all
  1054     done
  1053     done
  1055 qed
  1054 qed
  1056 
  1055 
  1057 lemma%important (in product_sigma_finite) product_nn_integral_insert:
  1056 proposition (in product_sigma_finite) product_nn_integral_insert:
  1058   assumes I[simp]: "finite I" "i \<notin> I"
  1057   assumes I[simp]: "finite I" "i \<notin> I"
  1059     and f: "f \<in> borel_measurable (Pi\<^sub>M (insert i I) M)"
  1058     and f: "f \<in> borel_measurable (Pi\<^sub>M (insert i I) M)"
  1060   shows "integral\<^sup>N (Pi\<^sub>M (insert i I) M) f = (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (x(i := y)) \<partial>(M i)) \<partial>(Pi\<^sub>M I M))"
  1059   shows "integral\<^sup>N (Pi\<^sub>M (insert i I) M) f = (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (x(i := y)) \<partial>(M i)) \<partial>(Pi\<^sub>M I M))"
  1061 proof%unimportant -
  1060 proof -
  1062   interpret I: finite_product_sigma_finite M I by standard auto
  1061   interpret I: finite_product_sigma_finite M I by standard auto
  1063   interpret i: finite_product_sigma_finite M "{i}" by standard auto
  1062   interpret i: finite_product_sigma_finite M "{i}" by standard auto
  1064   have IJ: "I \<inter> {i} = {}" and insert: "I \<union> {i} = insert i I"
  1063   have IJ: "I \<inter> {i} = {}" and insert: "I \<union> {i} = insert i I"
  1065     using f by auto
  1064     using f by auto
  1066   show ?thesis
  1065   show ?thesis
  1076       by (auto intro!: nn_integral_cong arg_cong[where f=f]
  1075       by (auto intro!: nn_integral_cong arg_cong[where f=f]
  1077                simp add: space_PiM extensional_def PiE_def)
  1076                simp add: space_PiM extensional_def PiE_def)
  1078   qed
  1077   qed
  1079 qed
  1078 qed
  1080 
  1079 
  1081 lemma%unimportant (in product_sigma_finite) product_nn_integral_insert_rev:
  1080 lemma (in product_sigma_finite) product_nn_integral_insert_rev:
  1082   assumes I[simp]: "finite I" "i \<notin> I"
  1081   assumes I[simp]: "finite I" "i \<notin> I"
  1083     and [measurable]: "f \<in> borel_measurable (Pi\<^sub>M (insert i I) M)"
  1082     and [measurable]: "f \<in> borel_measurable (Pi\<^sub>M (insert i I) M)"
  1084   shows "integral\<^sup>N (Pi\<^sub>M (insert i I) M) f = (\<integral>\<^sup>+ y. (\<integral>\<^sup>+ x. f (x(i := y)) \<partial>(Pi\<^sub>M I M)) \<partial>(M i))"
  1083   shows "integral\<^sup>N (Pi\<^sub>M (insert i I) M) f = (\<integral>\<^sup>+ y. (\<integral>\<^sup>+ x. f (x(i := y)) \<partial>(Pi\<^sub>M I M)) \<partial>(M i))"
  1085   apply (subst product_nn_integral_insert[OF assms])
  1084   apply (subst product_nn_integral_insert[OF assms])
  1086   apply (rule pair_sigma_finite.Fubini')
  1085   apply (rule pair_sigma_finite.Fubini')
  1087   apply intro_locales []
  1086   apply intro_locales []
  1088   apply (rule sigma_finite[OF I(1)])
  1087   apply (rule sigma_finite[OF I(1)])
  1089   apply measurable
  1088   apply measurable
  1090   done
  1089   done
  1091 
  1090 
  1092 lemma%unimportant (in product_sigma_finite) product_nn_integral_prod:
  1091 lemma (in product_sigma_finite) product_nn_integral_prod:
  1093   assumes "finite I" "\<And>i. i \<in> I \<Longrightarrow> f i \<in> borel_measurable (M i)"
  1092   assumes "finite I" "\<And>i. i \<in> I \<Longrightarrow> f i \<in> borel_measurable (M i)"
  1094   shows "(\<integral>\<^sup>+ x. (\<Prod>i\<in>I. f i (x i)) \<partial>Pi\<^sub>M I M) = (\<Prod>i\<in>I. integral\<^sup>N (M i) (f i))"
  1093   shows "(\<integral>\<^sup>+ x. (\<Prod>i\<in>I. f i (x i)) \<partial>Pi\<^sub>M I M) = (\<Prod>i\<in>I. integral\<^sup>N (M i) (f i))"
  1095 using assms proof (induction I)
  1094 using assms proof (induction I)
  1096   case (insert i I)
  1095   case (insert i I)
  1097   note insert.prems[measurable]
  1096   note insert.prems[measurable]
  1110     apply (subst nn_integral_cmult)
  1109     apply (subst nn_integral_cmult)
  1111     apply (auto simp add: insert(2-))
  1110     apply (auto simp add: insert(2-))
  1112     done
  1111     done
  1113 qed (simp add: space_PiM)
  1112 qed (simp add: space_PiM)
  1114 
  1113 
  1115 lemma%important (in product_sigma_finite) product_nn_integral_pair:
  1114 proposition (in product_sigma_finite) product_nn_integral_pair:
  1116   assumes [measurable]: "case_prod f \<in> borel_measurable (M x \<Otimes>\<^sub>M M y)"
  1115   assumes [measurable]: "case_prod f \<in> borel_measurable (M x \<Otimes>\<^sub>M M y)"
  1117   assumes xy: "x \<noteq> y"
  1116   assumes xy: "x \<noteq> y"
  1118   shows "(\<integral>\<^sup>+\<sigma>. f (\<sigma> x) (\<sigma> y) \<partial>PiM {x, y} M) = (\<integral>\<^sup>+z. f (fst z) (snd z) \<partial>(M x \<Otimes>\<^sub>M M y))"
  1117   shows "(\<integral>\<^sup>+\<sigma>. f (\<sigma> x) (\<sigma> y) \<partial>PiM {x, y} M) = (\<integral>\<^sup>+z. f (fst z) (snd z) \<partial>(M x \<Otimes>\<^sub>M M y))"
  1119 proof%unimportant -
  1118 proof -
  1120   interpret psm: pair_sigma_finite "M x" "M y"
  1119   interpret psm: pair_sigma_finite "M x" "M y"
  1121     unfolding pair_sigma_finite_def using sigma_finite_measures by simp_all
  1120     unfolding pair_sigma_finite_def using sigma_finite_measures by simp_all
  1122   have "{x, y} = {y, x}" by auto
  1121   have "{x, y} = {y, x}" by auto
  1123   also have "(\<integral>\<^sup>+\<sigma>. f (\<sigma> x) (\<sigma> y) \<partial>PiM {y, x} M) = (\<integral>\<^sup>+y. \<integral>\<^sup>+\<sigma>. f (\<sigma> x) y \<partial>PiM {x} M \<partial>M y)"
  1122   also have "(\<integral>\<^sup>+\<sigma>. f (\<sigma> x) (\<sigma> y) \<partial>PiM {y, x} M) = (\<integral>\<^sup>+y. \<integral>\<^sup>+\<sigma>. f (\<sigma> x) y \<partial>PiM {x} M \<partial>M y)"
  1124     using xy by (subst product_nn_integral_insert_rev) simp_all
  1123     using xy by (subst product_nn_integral_insert_rev) simp_all
  1127   also have "... = (\<integral>\<^sup>+z. f (fst z) (snd z) \<partial>(M x \<Otimes>\<^sub>M M y))"
  1126   also have "... = (\<integral>\<^sup>+z. f (fst z) (snd z) \<partial>(M x \<Otimes>\<^sub>M M y))"
  1128     by (subst psm.nn_integral_snd[symmetric]) simp_all
  1127     by (subst psm.nn_integral_snd[symmetric]) simp_all
  1129   finally show ?thesis .
  1128   finally show ?thesis .
  1130 qed
  1129 qed
  1131 
  1130 
  1132 lemma%unimportant (in product_sigma_finite) distr_component:
  1131 lemma (in product_sigma_finite) distr_component:
  1133   "distr (M i) (Pi\<^sub>M {i} M) (\<lambda>x. \<lambda>i\<in>{i}. x) = Pi\<^sub>M {i} M" (is "?D = ?P")
  1132   "distr (M i) (Pi\<^sub>M {i} M) (\<lambda>x. \<lambda>i\<in>{i}. x) = Pi\<^sub>M {i} M" (is "?D = ?P")
  1134 proof (intro PiM_eqI)
  1133 proof (intro PiM_eqI)
  1135   fix A assume A: "\<And>ia. ia \<in> {i} \<Longrightarrow> A ia \<in> sets (M ia)"
  1134   fix A assume A: "\<And>ia. ia \<in> {i} \<Longrightarrow> A ia \<in> sets (M ia)"
  1136   then have "(\<lambda>x. \<lambda>i\<in>{i}. x) -` Pi\<^sub>E {i} A \<inter> space (M i) = A i"
  1135   then have "(\<lambda>x. \<lambda>i\<in>{i}. x) -` Pi\<^sub>E {i} A \<inter> space (M i) = A i"
  1137     by (fastforce dest: sets.sets_into_space)
  1136     by (fastforce dest: sets.sets_into_space)
  1138   with A show "emeasure (distr (M i) (Pi\<^sub>M {i} M) (\<lambda>x. \<lambda>i\<in>{i}. x)) (Pi\<^sub>E {i} A) = (\<Prod>i\<in>{i}. emeasure (M i) (A i))"
  1137   with A show "emeasure (distr (M i) (Pi\<^sub>M {i} M) (\<lambda>x. \<lambda>i\<in>{i}. x)) (Pi\<^sub>E {i} A) = (\<Prod>i\<in>{i}. emeasure (M i) (A i))"
  1139     by (subst emeasure_distr) (auto intro!: sets_PiM_I_finite measurable_restrict)
  1138     by (subst emeasure_distr) (auto intro!: sets_PiM_I_finite measurable_restrict)
  1140 qed simp_all
  1139 qed simp_all
  1141 
  1140 
  1142 lemma%unimportant (in product_sigma_finite)
  1141 lemma (in product_sigma_finite)
  1143   assumes IJ: "I \<inter> J = {}" "finite I" "finite J" and A: "A \<in> sets (Pi\<^sub>M (I \<union> J) M)"
  1142   assumes IJ: "I \<inter> J = {}" "finite I" "finite J" and A: "A \<in> sets (Pi\<^sub>M (I \<union> J) M)"
  1144   shows emeasure_fold_integral:
  1143   shows emeasure_fold_integral:
  1145     "emeasure (Pi\<^sub>M (I \<union> J) M) A = (\<integral>\<^sup>+x. emeasure (Pi\<^sub>M J M) ((\<lambda>y. merge I J (x, y)) -` A \<inter> space (Pi\<^sub>M J M)) \<partial>Pi\<^sub>M I M)" (is ?I)
  1144     "emeasure (Pi\<^sub>M (I \<union> J) M) A = (\<integral>\<^sup>+x. emeasure (Pi\<^sub>M J M) ((\<lambda>y. merge I J (x, y)) -` A \<inter> space (Pi\<^sub>M J M)) \<partial>Pi\<^sub>M I M)" (is ?I)
  1146     and emeasure_fold_measurable:
  1145     and emeasure_fold_measurable:
  1147     "(\<lambda>x. emeasure (Pi\<^sub>M J M) ((\<lambda>y. merge I J (x, y)) -` A \<inter> space (Pi\<^sub>M J M))) \<in> borel_measurable (Pi\<^sub>M I M)" (is ?B)
  1146     "(\<lambda>x. emeasure (Pi\<^sub>M J M) ((\<lambda>y. merge I J (x, y)) -` A \<inter> space (Pi\<^sub>M J M))) \<in> borel_measurable (Pi\<^sub>M I M)" (is ?B)
  1162   show ?B
  1161   show ?B
  1163     using IJ.measurable_emeasure_Pair1[OF merge]
  1162     using IJ.measurable_emeasure_Pair1[OF merge]
  1164     by (simp add: vimage_comp comp_def space_pair_measure cong: measurable_cong)
  1163     by (simp add: vimage_comp comp_def space_pair_measure cong: measurable_cong)
  1165 qed
  1164 qed
  1166 
  1165 
  1167 lemma%unimportant sets_Collect_single:
  1166 lemma sets_Collect_single:
  1168   "i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> { x \<in> space (Pi\<^sub>M I M). x i \<in> A } \<in> sets (Pi\<^sub>M I M)"
  1167   "i \<in> I \<Longrightarrow> A \<in> sets (M i) \<Longrightarrow> { x \<in> space (Pi\<^sub>M I M). x i \<in> A } \<in> sets (Pi\<^sub>M I M)"
  1169   by simp
  1168   by simp
  1170 
  1169 
  1171 lemma%unimportant pair_measure_eq_distr_PiM:
  1170 lemma pair_measure_eq_distr_PiM:
  1172   fixes M1 :: "'a measure" and M2 :: "'a measure"
  1171   fixes M1 :: "'a measure" and M2 :: "'a measure"
  1173   assumes "sigma_finite_measure M1" "sigma_finite_measure M2"
  1172   assumes "sigma_finite_measure M1" "sigma_finite_measure M2"
  1174   shows "(M1 \<Otimes>\<^sub>M M2) = distr (Pi\<^sub>M UNIV (case_bool M1 M2)) (M1 \<Otimes>\<^sub>M M2) (\<lambda>x. (x True, x False))"
  1173   shows "(M1 \<Otimes>\<^sub>M M2) = distr (Pi\<^sub>M UNIV (case_bool M1 M2)) (M1 \<Otimes>\<^sub>M M2) (\<lambda>x. (x True, x False))"
  1175     (is "?P = ?D")
  1174     (is "?P = ?D")
  1176 proof (rule pair_measure_eqI[OF assms])
  1175 proof (rule pair_measure_eqI[OF assms])
  1193       measurable_component_singleton[of True UNIV "case_bool M1 M2"]
  1192       measurable_component_singleton[of True UNIV "case_bool M1 M2"]
  1194       measurable_component_singleton[of False UNIV "case_bool M1 M2"]
  1193       measurable_component_singleton[of False UNIV "case_bool M1 M2"]
  1195     by (subst emeasure_distr) (auto simp: measurable_pair_iff)
  1194     by (subst emeasure_distr) (auto simp: measurable_pair_iff)
  1196 qed simp
  1195 qed simp
  1197 
  1196 
  1198 lemma%unimportant infprod_in_sets[intro]:
  1197 lemma infprod_in_sets[intro]:
  1199   fixes E :: "nat \<Rightarrow> 'a set" assumes E: "\<And>i. E i \<in> sets (M i)"
  1198   fixes E :: "nat \<Rightarrow> 'a set" assumes E: "\<And>i. E i \<in> sets (M i)"
  1200   shows "Pi UNIV E \<in> sets (\<Pi>\<^sub>M i\<in>UNIV::nat set. M i)"
  1199   shows "Pi UNIV E \<in> sets (\<Pi>\<^sub>M i\<in>UNIV::nat set. M i)"
  1201 proof -
  1200 proof -
  1202   have "Pi UNIV E = (\<Inter>i. prod_emb UNIV M {..i} (\<Pi>\<^sub>E j\<in>{..i}. E j))"
  1201   have "Pi UNIV E = (\<Inter>i. prod_emb UNIV M {..i} (\<Pi>\<^sub>E j\<in>{..i}. E j))"
  1203     using E E[THEN sets.sets_into_space]
  1202     using E E[THEN sets.sets_into_space]