src/HOL/Probability/Radon_Nikodym.thy
changeset 41097 a1abfa4e2b44
parent 41095 c335d880ff82
child 41544 c3b977fee8a3
equal deleted inserted replaced
41096:843c40bbc379 41097:a1abfa4e2b44
   321     qed }
   321     qed }
   322   note max_in_G = this
   322   note max_in_G = this
   323   { fix f g assume  "f \<up> g" and f: "\<And>i. f i \<in> G"
   323   { fix f g assume  "f \<up> g" and f: "\<And>i. f i \<in> G"
   324     have "g \<in> G" unfolding G_def
   324     have "g \<in> G" unfolding G_def
   325     proof safe
   325     proof safe
   326       from `f \<up> g` have [simp]: "g = (SUP i. f i)" unfolding isoton_def by simp
   326       from `f \<up> g` have [simp]: "g = (\<lambda>x. SUP i. f i x)"
       
   327         unfolding isoton_def fun_eq_iff SUPR_apply by simp
   327       have f_borel: "\<And>i. f i \<in> borel_measurable M" using f unfolding G_def by simp
   328       have f_borel: "\<And>i. f i \<in> borel_measurable M" using f unfolding G_def by simp
   328       thus "g \<in> borel_measurable M" by (auto intro!: borel_measurable_SUP)
   329       thus "g \<in> borel_measurable M" by auto
   329       fix A assume "A \<in> sets M"
   330       fix A assume "A \<in> sets M"
   330       hence "\<And>i. (\<lambda>x. f i x * indicator A x) \<in> borel_measurable M"
   331       hence "\<And>i. (\<lambda>x. f i x * indicator A x) \<in> borel_measurable M"
   331         using f_borel by (auto intro!: borel_measurable_indicator)
   332         using f_borel by (auto intro!: borel_measurable_indicator)
   332       from positive_integral_isoton[OF isoton_indicator[OF `f \<up> g`] this]
   333       from positive_integral_isoton[OF isoton_indicator[OF `f \<up> g`] this]
   333       have SUP: "positive_integral (\<lambda>x. g x * indicator A x) =
   334       have SUP: "positive_integral (\<lambda>x. g x * indicator A x) =