equal
deleted
inserted
replaced
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 |