src/HOL/Probability/Probability_Space.thy
changeset 39084 7a6ecce97661
parent 39083 e46acc0ea1fe
child 39085 8b7c009da23c
equal deleted inserted replaced
39083:e46acc0ea1fe 39084:7a6ecce97661
   509     using simple_function_subalgebra[OF _ N_subalgebra] by blast
   509     using simple_function_subalgebra[OF _ N_subalgebra] by blast
   510 
   510 
   511   from positive_integral_isoton_simple[OF `fs \<up> f` sf] N.positive_integral_isoton_simple[OF `fs \<up> f` Nsf]
   511   from positive_integral_isoton_simple[OF `fs \<up> f` sf] N.positive_integral_isoton_simple[OF `fs \<up> f` Nsf]
   512   show ?thesis unfolding simple_integral_subalgebra[OF msN] isoton_def by simp
   512   show ?thesis unfolding simple_integral_subalgebra[OF msN] isoton_def by simp
   513 qed
   513 qed
   514 (*
   514 
   515 lemma (in prob_space)
   515 lemma (in prob_space)
   516   fixes X :: "'a \<Rightarrow> pinfreal"
   516   fixes X :: "'a \<Rightarrow> pinfreal"
   517   assumes borel: "X \<in> borel_measurable M"
   517   assumes borel: "X \<in> borel_measurable M"
   518   and N_subalgebra: "N \<subseteq> sets M" "sigma_algebra (M\<lparr> sets := N \<rparr>)"
   518   and N_subalgebra: "N \<subseteq> sets M" "sigma_algebra (M\<lparr> sets := N \<rparr>)"
   519   shows "\<exists>Y\<in>borel_measurable (M\<lparr> sets := N \<rparr>). \<forall>C\<in>N.
   519   shows "\<exists>Y\<in>borel_measurable (M\<lparr> sets := N \<rparr>). \<forall>C\<in>N.
   546   qed
   546   qed
   547   from P.Radon_Nikodym[OF Q this]
   547   from P.Radon_Nikodym[OF Q this]
   548   obtain Y where Y: "Y \<in> borel_measurable (M\<lparr>sets := N\<rparr>)"
   548   obtain Y where Y: "Y \<in> borel_measurable (M\<lparr>sets := N\<rparr>)"
   549     "\<And>A. A \<in> sets (M\<lparr>sets:=N\<rparr>) \<Longrightarrow> ?Q A = P.positive_integral (\<lambda>x. Y x * indicator A x)"
   549     "\<And>A. A \<in> sets (M\<lparr>sets:=N\<rparr>) \<Longrightarrow> ?Q A = P.positive_integral (\<lambda>x. Y x * indicator A x)"
   550     by blast
   550     by blast
   551   show ?thesis
   551   with N_subalgebra show ?thesis
   552   proof (intro bexI[OF _ Y(1)] ballI)
   552     by (auto intro!: bexI[OF _ Y(1)])
   553     fix A assume "A \<in> N"
   553 qed
   554     have "positive_integral (\<lambda>x. Y x * indicator A x) = P.positive_integral (\<lambda>x. Y x * indicator A x)"
       
   555       unfolding P.positive_integral_def positive_integral_def
       
   556       unfolding P.simple_integral_def_raw simple_integral_def_raw
       
   557       apply simp
       
   558     show "positive_integral (\<lambda>x. Y x * indicator A x) = ?Q A"
       
   559   qed
       
   560 qed
       
   561 *)
       
   562 
   554 
   563 end
   555 end