src/HOL/Probability/Radon_Nikodym.thy
changeset 56166 9a241bc276cd
parent 55642 63beb38e9258
child 56212 3253aaf73a01
equal deleted inserted replaced
56165:dd89ce51d2c8 56166:9a241bc276cd
   384     using g_in_G `incseq ?g`
   384     using g_in_G `incseq ?g`
   385     by (auto intro!: positive_integral_monotone_convergence_SUP simp: G_def)
   385     by (auto intro!: positive_integral_monotone_convergence_SUP simp: G_def)
   386   also have "\<dots> = ?y"
   386   also have "\<dots> = ?y"
   387   proof (rule antisym)
   387   proof (rule antisym)
   388     show "(SUP i. integral\<^sup>P M (?g i)) \<le> ?y"
   388     show "(SUP i. integral\<^sup>P M (?g i)) \<le> ?y"
   389       using g_in_G by (auto intro: Sup_mono simp: SUP_def)
   389       using g_in_G by (auto intro: SUP_mono)
   390     show "?y \<le> (SUP i. integral\<^sup>P M (?g i))" unfolding y_eq
   390     show "?y \<le> (SUP i. integral\<^sup>P M (?g i))" unfolding y_eq
   391       by (auto intro!: SUP_mono positive_integral_mono Max_ge)
   391       by (auto intro!: SUP_mono positive_integral_mono Max_ge)
   392   qed
   392   qed
   393   finally have int_f_eq_y: "integral\<^sup>P M f = ?y" .
   393   finally have int_f_eq_y: "integral\<^sup>P M f = ?y" .
   394   have "\<And>x. 0 \<le> f x"
   394   have "\<And>x. 0 \<le> f x"