src/HOL/Probability/Radon_Nikodym.thy
changeset 62390 842917225d56
parent 62343 24106dc44def
child 62623 dbc62f86a1a9
equal deleted inserted replaced
62380:29800666e526 62390:842917225d56
   153       by (auto intro!: someI2[of _ _ "\<lambda>A. A \<in> sets M"] simp: not_less) }
   153       by (auto intro!: someI2[of _ _ "\<lambda>A. A \<in> sets M"] simp: not_less) }
   154   note A'_in_sets = this
   154   note A'_in_sets = this
   155   { fix n have "A n \<in> sets M"
   155   { fix n have "A n \<in> sets M"
   156     proof (induct n)
   156     proof (induct n)
   157       case (Suc n) thus "A (Suc n) \<in> sets M"
   157       case (Suc n) thus "A (Suc n) \<in> sets M"
   158         using A'_in_sets[of "A n"] by (auto split: split_if_asm)
   158         using A'_in_sets[of "A n"] by (auto split: if_split_asm)
   159     qed (simp add: A_def) }
   159     qed (simp add: A_def) }
   160   note A_in_sets = this
   160   note A_in_sets = this
   161   hence "range A \<subseteq> sets M" by auto
   161   hence "range A \<subseteq> sets M" by auto
   162   { fix n B
   162   { fix n B
   163     assume Ex: "\<exists>B. B \<in> sets M \<and> B \<subseteq> space M - A n \<and> ?d B \<le> -e"
   163     assume Ex: "\<exists>B. B \<in> sets M \<and> B \<subseteq> space M - A n \<and> ?d B \<le> -e"
   868   moreover have "AE x in M. (?f Q0 x = ?f' Q0 x) \<longrightarrow> (\<forall>i. ?f (Q i) x = ?f' (Q i) x) \<longrightarrow>
   868   moreover have "AE x in M. (?f Q0 x = ?f' Q0 x) \<longrightarrow> (\<forall>i. ?f (Q i) x = ?f' (Q i) x) \<longrightarrow>
   869     ?f (space M) x = ?f' (space M) x"
   869     ?f (space M) x = ?f' (space M) x"
   870     by (auto simp: indicator_def Q0)
   870     by (auto simp: indicator_def Q0)
   871   ultimately have "AE x in M. ?f (space M) x = ?f' (space M) x"
   871   ultimately have "AE x in M. ?f (space M) x = ?f' (space M) x"
   872     unfolding AE_all_countable[symmetric]
   872     unfolding AE_all_countable[symmetric]
   873     by eventually_elim (auto intro!: AE_I2 split: split_if_asm simp: indicator_def)
   873     by eventually_elim (auto intro!: AE_I2 split: if_split_asm simp: indicator_def)
   874   then show "AE x in M. f x = f' x" by auto
   874   then show "AE x in M. f x = f' x" by auto
   875 qed
   875 qed
   876 
   876 
   877 lemma (in sigma_finite_measure) density_unique:
   877 lemma (in sigma_finite_measure) density_unique:
   878   assumes f: "f \<in> borel_measurable M" "AE x in M. 0 \<le> f x"
   878   assumes f: "f \<in> borel_measurable M" "AE x in M. 0 \<le> f x"