equal
deleted
inserted
replaced
2199 } |
2199 } |
2200 ultimately have "AE x in M. (\<lambda>n. u (r n) x) \<longlonglongrightarrow> 0" by auto |
2200 ultimately have "AE x in M. (\<lambda>n. u (r n) x) \<longlonglongrightarrow> 0" by auto |
2201 then show ?thesis using \<open>strict_mono r\<close> by auto |
2201 then show ?thesis using \<open>strict_mono r\<close> by auto |
2202 qed |
2202 qed |
2203 |
2203 |
2204 subsection%important \<open>Restricted measure spaces\<close> |
2204 subsection \<open>Restricted measure spaces\<close> |
2205 |
2205 |
2206 lemma integrable_restrict_space: |
2206 lemma integrable_restrict_space: |
2207 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2207 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2208 assumes \<Omega>[simp]: "\<Omega> \<inter> space M \<in> sets M" |
2208 assumes \<Omega>[simp]: "\<Omega> \<inter> space M \<in> sets M" |
2209 shows "integrable (restrict_space M \<Omega>) f \<longleftrightarrow> integrable M (\<lambda>x. indicator \<Omega> x *\<^sub>R f x)" |
2209 shows "integrable (restrict_space M \<Omega>) f \<longleftrightarrow> integrable M (\<lambda>x. indicator \<Omega> x *\<^sub>R f x)" |
2250 have "(\<integral> x. f x \<partial>M) = (\<integral> x. 0 \<partial>M)" |
2250 have "(\<integral> x. f x \<partial>M) = (\<integral> x. 0 \<partial>M)" |
2251 by(rule integral_cong)(simp_all add: assms) |
2251 by(rule integral_cong)(simp_all add: assms) |
2252 thus ?thesis by simp |
2252 thus ?thesis by simp |
2253 qed |
2253 qed |
2254 |
2254 |
2255 subsection%important \<open>Measure spaces with an associated density\<close> |
2255 subsection \<open>Measure spaces with an associated density\<close> |
2256 |
2256 |
2257 lemma integrable_density: |
2257 lemma integrable_density: |
2258 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
2258 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
2259 assumes [measurable]: "f \<in> borel_measurable M" "g \<in> borel_measurable M" |
2259 assumes [measurable]: "f \<in> borel_measurable M" "g \<in> borel_measurable M" |
2260 and nn: "AE x in M. 0 \<le> g x" |
2260 and nn: "AE x in M. 0 \<le> g x" |
2336 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
2336 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
2337 shows "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (AE x in M. 0 \<le> g x) \<Longrightarrow> |
2337 shows "f \<in> borel_measurable M \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (AE x in M. 0 \<le> g x) \<Longrightarrow> |
2338 has_bochner_integral M (\<lambda>x. g x *\<^sub>R f x) x \<Longrightarrow> has_bochner_integral (density M g) f x" |
2338 has_bochner_integral M (\<lambda>x. g x *\<^sub>R f x) x \<Longrightarrow> has_bochner_integral (density M g) f x" |
2339 by (simp add: has_bochner_integral_iff integrable_density integral_density) |
2339 by (simp add: has_bochner_integral_iff integrable_density integral_density) |
2340 |
2340 |
2341 subsection%important \<open>Distributions\<close> |
2341 subsection \<open>Distributions\<close> |
2342 |
2342 |
2343 lemma integrable_distr_eq: |
2343 lemma integrable_distr_eq: |
2344 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2344 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2345 assumes [measurable]: "g \<in> measurable M N" "f \<in> borel_measurable N" |
2345 assumes [measurable]: "g \<in> measurable M N" "f \<in> borel_measurable N" |
2346 shows "integrable (distr M N g) f \<longleftrightarrow> integrable M (\<lambda>x. f (g x))" |
2346 shows "integrable (distr M N g) f \<longleftrightarrow> integrable M (\<lambda>x. f (g x))" |
2408 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2408 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2409 shows "f \<in> borel_measurable N \<Longrightarrow> g \<in> measurable M N \<Longrightarrow> |
2409 shows "f \<in> borel_measurable N \<Longrightarrow> g \<in> measurable M N \<Longrightarrow> |
2410 has_bochner_integral M (\<lambda>x. f (g x)) x \<Longrightarrow> has_bochner_integral (distr M N g) f x" |
2410 has_bochner_integral M (\<lambda>x. f (g x)) x \<Longrightarrow> has_bochner_integral (distr M N g) f x" |
2411 by (simp add: has_bochner_integral_iff integrable_distr_eq integral_distr) |
2411 by (simp add: has_bochner_integral_iff integrable_distr_eq integral_distr) |
2412 |
2412 |
2413 subsection%important \<open>Lebesgue integration on \<^const>\<open>count_space\<close>\<close> |
2413 subsection \<open>Lebesgue integration on \<^const>\<open>count_space\<close>\<close> |
2414 |
2414 |
2415 lemma integrable_count_space: |
2415 lemma integrable_count_space: |
2416 fixes f :: "'a \<Rightarrow> 'b::{banach,second_countable_topology}" |
2416 fixes f :: "'a \<Rightarrow> 'b::{banach,second_countable_topology}" |
2417 shows "finite X \<Longrightarrow> integrable (count_space X) f" |
2417 shows "finite X \<Longrightarrow> integrable (count_space X) f" |
2418 by (auto simp: nn_integral_count_space integrable_iff_bounded) |
2418 by (auto simp: nn_integral_count_space integrable_iff_bounded) |
2495 lemma has_bochner_integral_count_space_nat: |
2495 lemma has_bochner_integral_count_space_nat: |
2496 fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}" |
2496 fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}" |
2497 shows "has_bochner_integral (count_space UNIV) f x \<Longrightarrow> f sums x" |
2497 shows "has_bochner_integral (count_space UNIV) f x \<Longrightarrow> f sums x" |
2498 unfolding has_bochner_integral_iff by (auto intro!: sums_integral_count_space_nat) |
2498 unfolding has_bochner_integral_iff by (auto intro!: sums_integral_count_space_nat) |
2499 |
2499 |
2500 subsection%important \<open>Point measure\<close> |
2500 subsection \<open>Point measure\<close> |
2501 |
2501 |
2502 lemma lebesgue_integral_point_measure_finite: |
2502 lemma lebesgue_integral_point_measure_finite: |
2503 fixes g :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2503 fixes g :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
2504 shows "finite A \<Longrightarrow> (\<And>a. a \<in> A \<Longrightarrow> 0 \<le> f a) \<Longrightarrow> |
2504 shows "finite A \<Longrightarrow> (\<And>a. a \<in> A \<Longrightarrow> 0 \<le> f a) \<Longrightarrow> |
2505 integral\<^sup>L (point_measure A f) g = (\<Sum>a\<in>A. f a *\<^sub>R g a)" |
2505 integral\<^sup>L (point_measure A f) g = (\<Sum>a\<in>A. f a *\<^sub>R g a)" |
2513 apply (auto split: split_max simp: ennreal_neg) |
2513 apply (auto split: split_max simp: ennreal_neg) |
2514 apply (subst integrable_density) |
2514 apply (subst integrable_density) |
2515 apply (auto simp: AE_count_space integrable_count_space) |
2515 apply (auto simp: AE_count_space integrable_count_space) |
2516 done |
2516 done |
2517 |
2517 |
2518 subsection%important \<open>Lebesgue integration on \<^const>\<open>null_measure\<close>\<close> |
2518 subsection \<open>Lebesgue integration on \<^const>\<open>null_measure\<close>\<close> |
2519 |
2519 |
2520 lemma has_bochner_integral_null_measure_iff[iff]: |
2520 lemma has_bochner_integral_null_measure_iff[iff]: |
2521 "has_bochner_integral (null_measure M) f 0 \<longleftrightarrow> f \<in> borel_measurable M" |
2521 "has_bochner_integral (null_measure M) f 0 \<longleftrightarrow> f \<in> borel_measurable M" |
2522 by (auto simp add: has_bochner_integral.simps simple_bochner_integral_def[abs_def] |
2522 by (auto simp add: has_bochner_integral.simps simple_bochner_integral_def[abs_def] |
2523 intro!: exI[of _ "\<lambda>n x. 0"] simple_bochner_integrable.intros) |
2523 intro!: exI[of _ "\<lambda>n x. 0"] simple_bochner_integrable.intros) |
2527 |
2527 |
2528 lemma integral_null_measure[simp]: "integral\<^sup>L (null_measure M) f = 0" |
2528 lemma integral_null_measure[simp]: "integral\<^sup>L (null_measure M) f = 0" |
2529 by (cases "integrable (null_measure M) f") |
2529 by (cases "integrable (null_measure M) f") |
2530 (auto simp add: not_integrable_integral_eq has_bochner_integral_integral_eq) |
2530 (auto simp add: not_integrable_integral_eq has_bochner_integral_integral_eq) |
2531 |
2531 |
2532 subsection%important \<open>Legacy lemmas for the real-valued Lebesgue integral\<close> |
2532 subsection \<open>Legacy lemmas for the real-valued Lebesgue integral\<close> |
2533 theorem real_lebesgue_integral_def: |
2533 theorem real_lebesgue_integral_def: |
2534 assumes f[measurable]: "integrable M f" |
2534 assumes f[measurable]: "integrable M f" |
2535 shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+x. f x \<partial>M) - enn2real (\<integral>\<^sup>+x. ennreal (- f x) \<partial>M)" |
2535 shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+x. f x \<partial>M) - enn2real (\<integral>\<^sup>+x. ennreal (- f x) \<partial>M)" |
2536 proof - |
2536 proof - |
2537 have "integral\<^sup>L M f = integral\<^sup>L M (\<lambda>x. max 0 (f x) - max 0 (- f x))" |
2537 have "integral\<^sup>L M f = integral\<^sup>L M (\<lambda>x. max 0 (f x) - max 0 (- f x))" |
2837 by (rule has_bochner_integral_monotone_convergence) fact+ |
2837 by (rule has_bochner_integral_monotone_convergence) fact+ |
2838 then show "integrable M f" "integral\<^sup>L M f = x" |
2838 then show "integrable M f" "integral\<^sup>L M f = x" |
2839 by (auto simp: _has_bochner_integral_iff) |
2839 by (auto simp: _has_bochner_integral_iff) |
2840 qed |
2840 qed |
2841 |
2841 |
2842 subsection%important \<open>Product measure\<close> |
2842 subsection \<open>Product measure\<close> |
2843 |
2843 |
2844 lemma (in sigma_finite_measure) borel_measurable_lebesgue_integrable[measurable (raw)]: |
2844 lemma (in sigma_finite_measure) borel_measurable_lebesgue_integrable[measurable (raw)]: |
2845 fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _::{banach, second_countable_topology}" |
2845 fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _::{banach, second_countable_topology}" |
2846 assumes [measurable]: "case_prod f \<in> borel_measurable (N \<Otimes>\<^sub>M M)" |
2846 assumes [measurable]: "case_prod f \<in> borel_measurable (N \<Otimes>\<^sub>M M)" |
2847 shows "Measurable.pred N (\<lambda>x. integrable M (f x))" |
2847 shows "Measurable.pred N (\<lambda>x. integrable M (f x))" |