equal
deleted
inserted
replaced
1517 fixes f :: "'a \<Rightarrow> real" |
1517 fixes f :: "'a \<Rightarrow> real" |
1518 shows "integrable M f \<Longrightarrow> integrable M g \<Longrightarrow> (\<And>x. x \<in> space M \<Longrightarrow> f x \<le> g x) \<Longrightarrow> |
1518 shows "integrable M f \<Longrightarrow> integrable M g \<Longrightarrow> (\<And>x. x \<in> space M \<Longrightarrow> f x \<le> g x) \<Longrightarrow> |
1519 integral\<^sup>L M f \<le> integral\<^sup>L M g" |
1519 integral\<^sup>L M f \<le> integral\<^sup>L M g" |
1520 by (intro integral_mono_AE) auto |
1520 by (intro integral_mono_AE) auto |
1521 |
1521 |
1522 section {* Measure spaces with an associated density *} |
1522 subsection {* Measure spaces with an associated density *} |
1523 |
1523 |
1524 lemma integrable_density: |
1524 lemma integrable_density: |
1525 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
1525 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and g :: "'a \<Rightarrow> real" |
1526 assumes [measurable]: "f \<in> borel_measurable M" "g \<in> borel_measurable M" |
1526 assumes [measurable]: "f \<in> borel_measurable M" "g \<in> borel_measurable M" |
1527 and nn: "AE x in M. 0 \<le> g x" |
1527 and nn: "AE x in M. 0 \<le> g x" |
1671 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
1671 fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
1672 shows "f \<in> borel_measurable N \<Longrightarrow> g \<in> measurable M N \<Longrightarrow> |
1672 shows "f \<in> borel_measurable N \<Longrightarrow> g \<in> measurable M N \<Longrightarrow> |
1673 has_bochner_integral M (\<lambda>x. f (g x)) x \<Longrightarrow> has_bochner_integral (distr M N g) f x" |
1673 has_bochner_integral M (\<lambda>x. f (g x)) x \<Longrightarrow> has_bochner_integral (distr M N g) f x" |
1674 by (simp add: has_bochner_integral_iff integrable_distr_eq integral_distr) |
1674 by (simp add: has_bochner_integral_iff integrable_distr_eq integral_distr) |
1675 |
1675 |
1676 section {* Lebesgue integration on @{const count_space} *} |
1676 subsection {* Lebesgue integration on @{const count_space} *} |
1677 |
1677 |
1678 lemma integrable_count_space: |
1678 lemma integrable_count_space: |
1679 fixes f :: "'a \<Rightarrow> 'b::{banach,second_countable_topology}" |
1679 fixes f :: "'a \<Rightarrow> 'b::{banach,second_countable_topology}" |
1680 shows "finite X \<Longrightarrow> integrable (count_space X) f" |
1680 shows "finite X \<Longrightarrow> integrable (count_space X) f" |
1681 by (auto simp: positive_integral_count_space integrable_iff_bounded) |
1681 by (auto simp: positive_integral_count_space integrable_iff_bounded) |
1701 |
1701 |
1702 lemma lebesgue_integral_count_space_finite: "finite A \<Longrightarrow> (\<integral>x. f x \<partial>count_space A) = (\<Sum>a\<in>A. f a)" |
1702 lemma lebesgue_integral_count_space_finite: "finite A \<Longrightarrow> (\<integral>x. f x \<partial>count_space A) = (\<Sum>a\<in>A. f a)" |
1703 by (subst lebesgue_integral_count_space_finite_support) |
1703 by (subst lebesgue_integral_count_space_finite_support) |
1704 (auto intro!: setsum_mono_zero_cong_left) |
1704 (auto intro!: setsum_mono_zero_cong_left) |
1705 |
1705 |
1706 section {* Point measure *} |
1706 subsection {* Point measure *} |
1707 |
1707 |
1708 lemma lebesgue_integral_point_measure_finite: |
1708 lemma lebesgue_integral_point_measure_finite: |
1709 fixes g :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
1709 fixes g :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" |
1710 shows "finite A \<Longrightarrow> (\<And>a. a \<in> A \<Longrightarrow> 0 \<le> f a) \<Longrightarrow> |
1710 shows "finite A \<Longrightarrow> (\<And>a. a \<in> A \<Longrightarrow> 0 \<le> f a) \<Longrightarrow> |
1711 integral\<^sup>L (point_measure A f) g = (\<Sum>a\<in>A. f a *\<^sub>R g a)" |
1711 integral\<^sup>L (point_measure A f) g = (\<Sum>a\<in>A. f a *\<^sub>R g a)" |
1718 apply (subst density_ereal_max_0) |
1718 apply (subst density_ereal_max_0) |
1719 apply (subst integrable_density) |
1719 apply (subst integrable_density) |
1720 apply (auto simp: AE_count_space integrable_count_space) |
1720 apply (auto simp: AE_count_space integrable_count_space) |
1721 done |
1721 done |
1722 |
1722 |
1723 subsection {* Legacy lemmas for the real-valued Lebesgue integral\<^sup>L *} |
1723 subsection {* Legacy lemmas for the real-valued Lebesgue integral *} |
1724 |
1724 |
1725 lemma real_lebesgue_integral_def: |
1725 lemma real_lebesgue_integral_def: |
1726 assumes f: "integrable M f" |
1726 assumes f: "integrable M f" |
1727 shows "integral\<^sup>L M f = real (\<integral>\<^sup>+x. f x \<partial>M) - real (\<integral>\<^sup>+x. - f x \<partial>M)" |
1727 shows "integral\<^sup>L M f = real (\<integral>\<^sup>+x. f x \<partial>M) - real (\<integral>\<^sup>+x. - f x \<partial>M)" |
1728 proof - |
1728 proof - |
2078 then show "integrable M f" "integral\<^sup>L M f = x" |
2078 then show "integrable M f" "integral\<^sup>L M f = x" |
2079 by (auto simp: _has_bochner_integral_iff) |
2079 by (auto simp: _has_bochner_integral_iff) |
2080 qed |
2080 qed |
2081 |
2081 |
2082 |
2082 |
2083 section "Lebesgue integration on countable spaces" |
2083 subsection {* Lebesgue integration on countable spaces *} |
2084 |
2084 |
2085 lemma integral_on_countable: |
2085 lemma integral_on_countable: |
2086 fixes f :: "real \<Rightarrow> real" |
2086 fixes f :: "real \<Rightarrow> real" |
2087 assumes f: "f \<in> borel_measurable M" |
2087 assumes f: "f \<in> borel_measurable M" |
2088 and bij: "bij_betw enum S (f ` space M)" |
2088 and bij: "bij_betw enum S (f ` space M)" |