src/HOL/Analysis/Radon_Nikodym.thy
changeset 69683 8b3458ca0762
parent 69517 dc20f278e8f3
child 69730 0c3dcb3a17f6
equal deleted inserted replaced
69682:500a7acdccd4 69683:8b3458ca0762
   161       then show "0 < ?h x" and "?h x < \<infinity>" using n[of i] by (auto simp: less_top[symmetric]) }
   161       then show "0 < ?h x" and "?h x < \<infinity>" using n[of i] by (auto simp: less_top[symmetric]) }
   162     note pos = this
   162     note pos = this
   163   qed measurable
   163   qed measurable
   164 qed
   164 qed
   165 
   165 
   166 subsection%important "Absolutely continuous"
   166 subsection "Absolutely continuous"
   167 
   167 
   168 definition%important absolutely_continuous :: "'a measure \<Rightarrow> 'a measure \<Rightarrow> bool" where
   168 definition%important absolutely_continuous :: "'a measure \<Rightarrow> 'a measure \<Rightarrow> bool" where
   169   "absolutely_continuous M N \<longleftrightarrow> null_sets M \<subseteq> null_sets N"
   169   "absolutely_continuous M N \<longleftrightarrow> null_sets M \<subseteq> null_sets N"
   170 
   170 
   171 lemma absolutely_continuousI_count_space: "absolutely_continuous (count_space A) M"
   171 lemma absolutely_continuousI_count_space: "absolutely_continuous (count_space A) M"
   196     from \<open>absolutely_continuous M M'\<close> show "N \<in> null_sets M'"
   196     from \<open>absolutely_continuous M M'\<close> show "N \<in> null_sets M'"
   197       using N unfolding absolutely_continuous_def sets_eq null_sets_def by auto
   197       using N unfolding absolutely_continuous_def sets_eq null_sets_def by auto
   198   qed
   198   qed
   199 qed
   199 qed
   200 
   200 
   201 subsection%important "Existence of the Radon-Nikodym derivative"
   201 subsection "Existence of the Radon-Nikodym derivative"
   202 
   202 
   203 lemma%important
   203 lemma%important
   204  (in finite_measure) Radon_Nikodym_finite_measure:
   204  (in finite_measure) Radon_Nikodym_finite_measure:
   205   assumes "finite_measure N" and sets_eq[simp]: "sets N = sets M"
   205   assumes "finite_measure N" and sets_eq[simp]: "sets N = sets M"
   206   assumes "absolutely_continuous M N"
   206   assumes "absolutely_continuous M N"
   605   obtain f where f_borel: "f \<in> borel_measurable M" "density ?MT f = N" by auto
   605   obtain f where f_borel: "f \<in> borel_measurable M" "density ?MT f = N" by auto
   606   with nn borel show ?thesis
   606   with nn borel show ?thesis
   607     by (auto intro!: bexI[of _ "\<lambda>x. h x * f x"] simp: density_density_eq)
   607     by (auto intro!: bexI[of _ "\<lambda>x. h x * f x"] simp: density_density_eq)
   608 qed
   608 qed
   609 
   609 
   610 subsection%important \<open>Uniqueness of densities\<close>
   610 subsection \<open>Uniqueness of densities\<close>
   611 
   611 
   612 lemma%important finite_density_unique:
   612 lemma%important finite_density_unique:
   613   assumes borel: "f \<in> borel_measurable M" "g \<in> borel_measurable M"
   613   assumes borel: "f \<in> borel_measurable M" "g \<in> borel_measurable M"
   614   assumes pos: "AE x in M. 0 \<le> f x" "AE x in M. 0 \<le> g x"
   614   assumes pos: "AE x in M. 0 \<le> f x" "AE x in M. 0 \<le> g x"
   615   and fin: "integral\<^sup>N M f \<noteq> \<infinity>"
   615   and fin: "integral\<^sup>N M f \<noteq> \<infinity>"
   885 lemma (in sigma_finite_measure) sigma_finite_iff_density_finite:
   885 lemma (in sigma_finite_measure) sigma_finite_iff_density_finite:
   886   "f \<in> borel_measurable M \<Longrightarrow> sigma_finite_measure (density M f) \<longleftrightarrow> (AE x in M. f x \<noteq> \<infinity>)"
   886   "f \<in> borel_measurable M \<Longrightarrow> sigma_finite_measure (density M f) \<longleftrightarrow> (AE x in M. f x \<noteq> \<infinity>)"
   887   by (subst sigma_finite_iff_density_finite')
   887   by (subst sigma_finite_iff_density_finite')
   888      (auto simp: max_def intro!: measurable_If)
   888      (auto simp: max_def intro!: measurable_If)
   889 
   889 
   890 subsection%important \<open>Radon-Nikodym derivative\<close>
   890 subsection \<open>Radon-Nikodym derivative\<close>
   891 
   891 
   892 definition%important RN_deriv :: "'a measure \<Rightarrow> 'a measure \<Rightarrow> 'a \<Rightarrow> ennreal" where
   892 definition%important RN_deriv :: "'a measure \<Rightarrow> 'a measure \<Rightarrow> 'a \<Rightarrow> ennreal" where
   893   "RN_deriv M N =
   893   "RN_deriv M N =
   894     (if \<exists>f. f \<in> borel_measurable M \<and> density M f = N
   894     (if \<exists>f. f \<in> borel_measurable M \<and> density M f = N
   895        then SOME f. f \<in> borel_measurable M \<and> density M f = N
   895        then SOME f. f \<in> borel_measurable M \<and> density M f = N