equal
deleted
inserted
replaced
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)" |
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555 unfolding P.positive_integral_def positive_integral_def |
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556 unfolding P.simple_integral_def_raw simple_integral_def_raw |
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557 apply simp |
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558 show "positive_integral (\<lambda>x. Y x * indicator A x) = ?Q A" |
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559 qed |
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560 qed |
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561 *) |
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562 |
554 |
563 end |
555 end |