src/HOL/Probability/Lebesgue_Integration.thy
changeset 40875 9a9d33f6fb46
parent 40873 1ef85f4e7097
child 41023 9118eb4eb8dc
equal deleted inserted replaced
40874:f5a74b17a69e 40875:9a9d33f6fb46
    41     finite (g ` space M) \<and>
    41     finite (g ` space M) \<and>
    42     (\<forall>x \<in> g ` space M. g -` {x} \<inter> space M \<in> sets M)"
    42     (\<forall>x \<in> g ` space M. g -` {x} \<inter> space M \<in> sets M)"
    43 
    43 
    44 lemma (in sigma_algebra) simple_functionD:
    44 lemma (in sigma_algebra) simple_functionD:
    45   assumes "simple_function g"
    45   assumes "simple_function g"
    46   shows "finite (g ` space M)" and "g -` {x} \<inter> space M \<in> sets M"
    46   shows "finite (g ` space M)" and "g -` X \<inter> space M \<in> sets M"
    47 proof -
    47 proof -
    48   show "finite (g ` space M)"
    48   show "finite (g ` space M)"
    49     using assms unfolding simple_function_def by auto
    49     using assms unfolding simple_function_def by auto
    50   show "g -` {x} \<inter> space M \<in> sets M"
    50   have "g -` X \<inter> space M = g -` (X \<inter> g`space M) \<inter> space M" by auto
    51   proof cases
    51   also have "\<dots> = (\<Union>x\<in>X \<inter> g`space M. g-`{x} \<inter> space M)" by auto
    52     assume "x \<in> g`space M" then show ?thesis
    52   finally show "g -` X \<inter> space M \<in> sets M" using assms
    53       using assms unfolding simple_function_def by auto
    53     by (auto intro!: finite_UN simp del: UN_simps simp: simple_function_def)
    54   next
       
    55     assume "x \<notin> g`space M"
       
    56     then have "g -` {x} \<inter> space M = {}" by auto
       
    57     then show ?thesis by auto
       
    58   qed
       
    59 qed
    54 qed
    60 
    55 
    61 lemma (in sigma_algebra) simple_function_indicator_representation:
    56 lemma (in sigma_algebra) simple_function_indicator_representation:
    62   fixes f ::"'a \<Rightarrow> pinfreal"
    57   fixes f ::"'a \<Rightarrow> pinfreal"
    63   assumes f: "simple_function f" and x: "x \<in> space M"
    58   assumes f: "simple_function f" and x: "x \<in> space M"
  2307   show "integrable f" ?integral using fin f f_eq_S
  2302   show "integrable f" ?integral using fin f f_eq_S
  2308     by (simp_all add: integral_cmul_indicator borel_measurable_vimage)
  2303     by (simp_all add: integral_cmul_indicator borel_measurable_vimage)
  2309 qed
  2304 qed
  2310 
  2305 
  2311 lemma (in finite_measure_space) simple_function_finite[simp, intro]: "simple_function f"
  2306 lemma (in finite_measure_space) simple_function_finite[simp, intro]: "simple_function f"
  2312   unfolding simple_function_def sets_eq_Pow using finite_space by auto
  2307   unfolding simple_function_def using finite_space by auto
  2313 
  2308 
  2314 lemma (in finite_measure_space) borel_measurable_finite[intro, simp]: "f \<in> borel_measurable M"
  2309 lemma (in finite_measure_space) borel_measurable_finite[intro, simp]: "f \<in> borel_measurable M"
  2315   by (auto intro: borel_measurable_simple_function)
  2310   by (auto intro: borel_measurable_simple_function)
  2316 
  2311 
  2317 lemma (in finite_measure_space) positive_integral_finite_eq_setsum:
  2312 lemma (in finite_measure_space) positive_integral_finite_eq_setsum:
  2318   "positive_integral f = (\<Sum>x \<in> space M. f x * \<mu> {x})"
  2313   "positive_integral f = (\<Sum>x \<in> space M. f x * \<mu> {x})"
  2319 proof -
  2314 proof -
  2320   have *: "positive_integral f = positive_integral (\<lambda>x. \<Sum>y\<in>space M. f y * indicator {y} x)"
  2315   have *: "positive_integral f = positive_integral (\<lambda>x. \<Sum>y\<in>space M. f y * indicator {y} x)"
  2321     by (auto intro!: positive_integral_cong simp add: indicator_def if_distrib setsum_cases[OF finite_space])
  2316     by (auto intro!: positive_integral_cong simp add: indicator_def if_distrib setsum_cases[OF finite_space])
  2322   show ?thesis unfolding * using borel_measurable_finite[of f]
  2317   show ?thesis unfolding * using borel_measurable_finite[of f]
  2323     by (simp add: positive_integral_setsum positive_integral_cmult_indicator sets_eq_Pow)
  2318     by (simp add: positive_integral_setsum positive_integral_cmult_indicator)
  2324 qed
  2319 qed
  2325 
  2320 
  2326 lemma (in finite_measure_space) integral_finite_singleton:
  2321 lemma (in finite_measure_space) integral_finite_singleton:
  2327   shows "integrable f"
  2322   shows "integrable f"
  2328   and "integral f = (\<Sum>x \<in> space M. f x * real (\<mu> {x}))" (is ?I)
  2323   and "integral f = (\<Sum>x \<in> space M. f x * real (\<mu> {x}))" (is ?I)
  2330   have [simp]:
  2325   have [simp]:
  2331     "positive_integral (\<lambda>x. Real (f x)) = (\<Sum>x \<in> space M. Real (f x) * \<mu> {x})"
  2326     "positive_integral (\<lambda>x. Real (f x)) = (\<Sum>x \<in> space M. Real (f x) * \<mu> {x})"
  2332     "positive_integral (\<lambda>x. Real (- f x)) = (\<Sum>x \<in> space M. Real (- f x) * \<mu> {x})"
  2327     "positive_integral (\<lambda>x. Real (- f x)) = (\<Sum>x \<in> space M. Real (- f x) * \<mu> {x})"
  2333     unfolding positive_integral_finite_eq_setsum by auto
  2328     unfolding positive_integral_finite_eq_setsum by auto
  2334   show "integrable f" using finite_space finite_measure
  2329   show "integrable f" using finite_space finite_measure
  2335     by (simp add: setsum_\<omega> integrable_def sets_eq_Pow)
  2330     by (simp add: setsum_\<omega> integrable_def)
  2336   show ?I using finite_measure
  2331   show ?I using finite_measure
  2337     apply (simp add: integral_def sets_eq_Pow real_of_pinfreal_setsum[symmetric]
  2332     apply (simp add: integral_def real_of_pinfreal_setsum[symmetric]
  2338       real_of_pinfreal_mult[symmetric] setsum_subtractf[symmetric])
  2333       real_of_pinfreal_mult[symmetric] setsum_subtractf[symmetric])
  2339     by (rule setsum_cong) (simp_all split: split_if)
  2334     by (rule setsum_cong) (simp_all split: split_if)
  2340 qed
  2335 qed
  2341 
  2336 
  2342 end
  2337 end