116 done |
116 done |
117 qed |
117 qed |
118 finally show ?thesis . |
118 finally show ?thesis . |
119 qed |
119 qed |
120 |
120 |
121 lemma limP_finite: |
121 lemma limP_finite[simp]: |
122 assumes "finite J" |
122 assumes "finite J" |
123 assumes "J \<subseteq> I" |
123 assumes "J \<subseteq> I" |
124 shows "limP J M P = P J" (is "?P = _") |
124 shows "limP J M P = P J" (is "?P = _") |
125 proof (rule measure_eqI_generator_eq) |
125 proof (rule measure_eqI_generator_eq) |
126 let ?J = "{Pi\<^sub>E J E | E. \<forall>i\<in>J. E i \<in> sets (M i)}" |
126 let ?J = "{Pi\<^sub>E J E | E. \<forall>i\<in>J. E i \<in> sets (M i)}" |
235 shows "\<mu>G A = emeasure (limP J M P) X" |
235 shows "\<mu>G A = emeasure (limP J M P) X" |
236 unfolding mu_G_def |
236 unfolding mu_G_def |
237 proof (intro the_equality allI impI ballI) |
237 proof (intro the_equality allI impI ballI) |
238 fix K Y assume K: "K \<noteq> {}" "finite K" "K \<subseteq> I" "A = emb I K Y" "Y \<in> sets (Pi\<^sub>M K M)" |
238 fix K Y assume K: "K \<noteq> {}" "finite K" "K \<subseteq> I" "A = emb I K Y" "Y \<in> sets (Pi\<^sub>M K M)" |
239 have "emeasure (limP K M P) Y = emeasure (limP (K \<union> J) M P) (emb (K \<union> J) K Y)" |
239 have "emeasure (limP K M P) Y = emeasure (limP (K \<union> J) M P) (emb (K \<union> J) K Y)" |
240 using K J by simp |
240 using K J by (simp del: limP_finite) |
241 also have "emb (K \<union> J) K Y = emb (K \<union> J) J X" |
241 also have "emb (K \<union> J) K Y = emb (K \<union> J) J X" |
242 using K J by (simp add: prod_emb_injective[of "K \<union> J" I]) |
242 using K J by (simp add: prod_emb_injective[of "K \<union> J" I]) |
243 also have "emeasure (limP (K \<union> J) M P) (emb (K \<union> J) J X) = emeasure (limP J M P) X" |
243 also have "emeasure (limP (K \<union> J) M P) (emb (K \<union> J) J X) = emeasure (limP J M P) X" |
244 using K J by simp |
244 using K J by (simp del: limP_finite) |
245 finally show "emeasure (limP J M P) X = emeasure (limP K M P) Y" .. |
245 finally show "emeasure (limP J M P) X = emeasure (limP K M P) Y" .. |
246 qed (insert J, force) |
246 qed (insert J, force) |
247 |
247 |
248 lemma mu_G_eq: |
248 lemma mu_G_eq: |
249 "J \<noteq> {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> X \<in> sets (Pi\<^sub>M J M) \<Longrightarrow> \<mu>G (emb I J X) = emeasure (limP J M P) X" |
249 "J \<noteq> {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> X \<in> sets (Pi\<^sub>M J M) \<Longrightarrow> \<mu>G (emb I J X) = emeasure (limP J M P) X" |
253 assumes *: "A \<in> generator" |
253 assumes *: "A \<in> generator" |
254 shows "\<exists>J X. J \<noteq> {} \<and> finite J \<and> J \<subseteq> I \<and> X \<in> sets (Pi\<^sub>M J M) \<and> A = emb I J X \<and> \<mu>G A = emeasure (limP J M P) X" |
254 shows "\<exists>J X. J \<noteq> {} \<and> finite J \<and> J \<subseteq> I \<and> X \<in> sets (Pi\<^sub>M J M) \<and> A = emb I J X \<and> \<mu>G A = emeasure (limP J M P) X" |
255 proof - |
255 proof - |
256 from * obtain J X where J: "J \<noteq> {}" "finite J" "J \<subseteq> I" "A = emb I J X" "X \<in> sets (Pi\<^sub>M J M)" |
256 from * obtain J X where J: "J \<noteq> {}" "finite J" "J \<subseteq> I" "A = emb I J X" "X \<in> sets (Pi\<^sub>M J M)" |
257 unfolding generator_def by auto |
257 unfolding generator_def by auto |
258 with mu_G_spec[OF this] show ?thesis by auto |
258 with mu_G_spec[OF this] show ?thesis by (auto simp del: limP_finite) |
259 qed |
259 qed |
260 |
260 |
261 lemma generatorE: |
261 lemma generatorE: |
262 assumes A: "A \<in> generator" |
262 assumes A: "A \<in> generator" |
263 obtains J X where "J \<noteq> {}" "finite J" "J \<subseteq> I" "X \<in> sets (Pi\<^sub>M J M)" "emb I J X = A" "\<mu>G A = emeasure (limP J M P) X" |
263 obtains J X where "J \<noteq> {}" "finite J" "J \<subseteq> I" "X \<in> sets (Pi\<^sub>M J M)" "emb I J X = A" "\<mu>G A = emeasure (limP J M P) X" |
324 then have "\<mu>G (A \<union> B) = \<mu>G (emb I (J \<union> K) (emb (J \<union> K) J X \<union> emb (J \<union> K) K Y))" |
324 then have "\<mu>G (A \<union> B) = \<mu>G (emb I (J \<union> K) (emb (J \<union> K) J X \<union> emb (J \<union> K) K Y))" |
325 by simp |
325 by simp |
326 also have "\<dots> = emeasure (limP (J \<union> K) M P) (emb (J \<union> K) J X \<union> emb (J \<union> K) K Y)" |
326 also have "\<dots> = emeasure (limP (J \<union> K) M P) (emb (J \<union> K) J X \<union> emb (J \<union> K) K Y)" |
327 using JK J(1, 4) K(1, 4) by (simp add: mu_G_eq sets.Un del: prod_emb_Un) |
327 using JK J(1, 4) K(1, 4) by (simp add: mu_G_eq sets.Un del: prod_emb_Un) |
328 also have "\<dots> = \<mu>G A + \<mu>G B" |
328 also have "\<dots> = \<mu>G A + \<mu>G B" |
329 using J K JK_disj by (simp add: plus_emeasure[symmetric]) |
329 using J K JK_disj by (simp add: plus_emeasure[symmetric] del: limP_finite) |
330 finally show "\<mu>G (A \<union> B) = \<mu>G A + \<mu>G B" . |
330 finally show "\<mu>G (A \<union> B) = \<mu>G A + \<mu>G B" . |
331 qed |
331 qed |
332 qed |
332 qed |
333 |
333 |
334 end |
334 end |
335 |
335 |
336 sublocale product_prob_space \<subseteq> projective_family I "\<lambda>J. PiM J M" M |
336 sublocale product_prob_space \<subseteq> projective_family I "\<lambda>J. PiM J M" M |
337 proof |
337 proof (simp add: projective_family_def, safe) |
338 fix J::"'i set" assume "finite J" |
338 fix J::"'i set" assume [simp]: "finite J" |
339 interpret f: finite_product_prob_space M J proof qed fact |
339 interpret f: finite_product_prob_space M J proof qed fact |
340 show "emeasure (Pi\<^sub>M J M) (space (Pi\<^sub>M J M)) \<noteq> \<infinity>" by simp |
340 show "prob_space (Pi\<^sub>M J M)" |
341 show "\<exists>A. range A \<subseteq> sets (Pi\<^sub>M J M) \<and> |
341 proof |
342 (\<Union>i. A i) = space (Pi\<^sub>M J M) \<and> |
342 show "emeasure (Pi\<^sub>M J M) (space (Pi\<^sub>M J M)) = 1" |
343 (\<forall>i. emeasure (Pi\<^sub>M J M) (A i) \<noteq> \<infinity>)" using sigma_finite[OF `finite J`] |
343 by (simp add: space_PiM emeasure_PiM emeasure_space_1) |
344 by (auto simp add: sigma_finite_measure_def) |
344 qed |
345 show "emeasure (Pi\<^sub>M J M) (space (Pi\<^sub>M J M)) = 1" by (rule f.emeasure_space_1) |
345 qed |
346 qed simp_all |
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347 |
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348 lemma (in product_prob_space) limP_PiM_finite[simp]: |
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349 assumes "J \<noteq> {}" "finite J" "J \<subseteq> I" shows "limP J M (\<lambda>J. PiM J M) = PiM J M" |
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350 using assms by (simp add: limP_finite) |
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351 |
346 |
352 end |
347 end |