src/HOL/Probability/Lebesgue_Integration.thy
changeset 41096 843c40bbc379
parent 41095 c335d880ff82
child 41097 a1abfa4e2b44
equal deleted inserted replaced
41095:c335d880ff82 41096:843c40bbc379
  1281 lemma (in measure_space) positive_integral_cmult:
  1281 lemma (in measure_space) positive_integral_cmult:
  1282   assumes "f \<in> borel_measurable M"
  1282   assumes "f \<in> borel_measurable M"
  1283   shows "positive_integral (\<lambda>x. c * f x) = c * positive_integral f"
  1283   shows "positive_integral (\<lambda>x. c * f x) = c * positive_integral f"
  1284   using positive_integral_linear[OF assms, of "\<lambda>x. 0" c] by auto
  1284   using positive_integral_linear[OF assms, of "\<lambda>x. 0" c] by auto
  1285 
  1285 
       
  1286 lemma (in measure_space) positive_integral_multc:
       
  1287   assumes "f \<in> borel_measurable M"
       
  1288   shows "positive_integral (\<lambda>x. f x * c) = positive_integral f * c"
       
  1289   unfolding mult_commute[of _ c] positive_integral_cmult[OF assms] by simp
       
  1290 
  1286 lemma (in measure_space) positive_integral_indicator[simp]:
  1291 lemma (in measure_space) positive_integral_indicator[simp]:
  1287   "A \<in> sets M \<Longrightarrow> positive_integral (\<lambda>x. indicator A x) = \<mu> A"
  1292   "A \<in> sets M \<Longrightarrow> positive_integral (\<lambda>x. indicator A x) = \<mu> A"
  1288 by (subst positive_integral_eq_simple_integral) (auto simp: simple_function_indicator simple_integral_indicator)
  1293 by (subst positive_integral_eq_simple_integral) (auto simp: simple_function_indicator simple_integral_indicator)
  1289 
  1294 
  1290 lemma (in measure_space) positive_integral_cmult_indicator:
  1295 lemma (in measure_space) positive_integral_cmult_indicator:
  1761       unfolding * integral_zero by simp
  1766       unfolding * integral_zero by simp
  1762   qed
  1767   qed
  1763   thus ?P ?I by auto
  1768   thus ?P ?I by auto
  1764 qed
  1769 qed
  1765 
  1770 
       
  1771 lemma (in measure_space) integral_multc:
       
  1772   assumes "integrable f"
       
  1773   shows "integral (\<lambda>x. f x * c) = integral f * c"
       
  1774   unfolding mult_commute[of _ c] integral_cmult[OF assms] ..
       
  1775 
  1766 lemma (in measure_space) integral_mono_AE:
  1776 lemma (in measure_space) integral_mono_AE:
  1767   assumes fg: "integrable f" "integrable g"
  1777   assumes fg: "integrable f" "integrable g"
  1768   and mono: "AE t. f t \<le> g t"
  1778   and mono: "AE t. f t \<le> g t"
  1769   shows "integral f \<le> integral g"
  1779   shows "integral f \<le> integral g"
  1770 proof -
  1780 proof -