src/HOL/Probability/Bochner_Integration.thy
changeset 56994 8d5e5ec1cac3
parent 56993 e5366291d6aa
child 56996 891e992e510f
equal deleted inserted replaced
56993:e5366291d6aa 56994:8d5e5ec1cac3
  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)"