src/HOL/Probability/Binary_Product_Measure.thy
changeset 56994 8d5e5ec1cac3
parent 56993 e5366291d6aa
child 56996 891e992e510f
equal deleted inserted replaced
56993:e5366291d6aa 56994:8d5e5ec1cac3
    12   by auto
    12   by auto
    13 
    13 
    14 lemma rev_Pair_vimage_times[simp]: "(\<lambda>x. (x, y)) -` (A \<times> B) = (if y \<in> B then A else {})"
    14 lemma rev_Pair_vimage_times[simp]: "(\<lambda>x. (x, y)) -` (A \<times> B) = (if y \<in> B then A else {})"
    15   by auto
    15   by auto
    16 
    16 
    17 section "Binary products"
    17 subsection "Binary products"
    18 
    18 
    19 definition pair_measure (infixr "\<Otimes>\<^sub>M" 80) where
    19 definition pair_measure (infixr "\<Otimes>\<^sub>M" 80) where
    20   "A \<Otimes>\<^sub>M B = measure_of (space A \<times> space B)
    20   "A \<Otimes>\<^sub>M B = measure_of (space A \<times> space B)
    21       {a \<times> b | a b. a \<in> sets A \<and> b \<in> sets B}
    21       {a \<times> b | a b. a \<in> sets A \<and> b \<in> sets B}
    22       (\<lambda>X. \<integral>\<^sup>+x. (\<integral>\<^sup>+y. indicator X (x,y) \<partial>B) \<partial>A)"
    22       (\<lambda>X. \<integral>\<^sup>+x. (\<integral>\<^sup>+y. indicator X (x,y) \<partial>B) \<partial>A)"
   478     apply (subst Q.AE_pair_iff)
   478     apply (subst Q.AE_pair_iff)
   479     apply simp_all
   479     apply simp_all
   480     done
   480     done
   481 qed
   481 qed
   482 
   482 
   483 section "Fubinis theorem"
   483 subsection "Fubinis theorem"
   484 
   484 
   485 lemma measurable_compose_Pair1:
   485 lemma measurable_compose_Pair1:
   486   "x \<in> space M1 \<Longrightarrow> g \<in> measurable (M1 \<Otimes>\<^sub>M M2) L \<Longrightarrow> (\<lambda>y. g (x, y)) \<in> measurable M2 L"
   486   "x \<in> space M1 \<Longrightarrow> g \<in> measurable (M1 \<Otimes>\<^sub>M M2) L \<Longrightarrow> (\<lambda>y. g (x, y)) \<in> measurable M2 L"
   487   by simp
   487   by simp
   488 
   488 
   555 lemma (in pair_sigma_finite) Fubini:
   555 lemma (in pair_sigma_finite) Fubini:
   556   assumes f: "f \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)"
   556   assumes f: "f \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)"
   557   shows "(\<integral>\<^sup>+ y. (\<integral>\<^sup>+ x. f (x, y) \<partial>M1) \<partial>M2) = (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (x, y) \<partial>M2) \<partial>M1)"
   557   shows "(\<integral>\<^sup>+ y. (\<integral>\<^sup>+ x. f (x, y) \<partial>M1) \<partial>M2) = (\<integral>\<^sup>+ x. (\<integral>\<^sup>+ y. f (x, y) \<partial>M2) \<partial>M1)"
   558   unfolding positive_integral_snd[OF assms] M2.positive_integral_fst[OF assms] ..
   558   unfolding positive_integral_snd[OF assms] M2.positive_integral_fst[OF assms] ..
   559 
   559 
   560 section {* Products on counting spaces, densities and distributions *}
   560 subsection {* Products on counting spaces, densities and distributions *}
   561 
   561 
   562 lemma sigma_sets_pair_measure_generator_finite:
   562 lemma sigma_sets_pair_measure_generator_finite:
   563   assumes "finite A" and "finite B"
   563   assumes "finite A" and "finite B"
   564   shows "sigma_sets (A \<times> B) { a \<times> b | a b. a \<subseteq> A \<and> b \<subseteq> B} = Pow (A \<times> B)"
   564   shows "sigma_sets (A \<times> B) { a \<times> b | a b. a \<subseteq> A \<and> b \<subseteq> B} = Pow (A \<times> B)"
   565   (is "sigma_sets ?prod ?sets = _")
   565   (is "sigma_sets ?prod ?sets = _")