src/HOL/Probability/Infinite_Product_Measure.thy
changeset 49804 ace9b5a83e60
parent 49784 5e5b2da42a69
child 50000 cfe8ee8a1371
equal deleted inserted replaced
49803:2f076e377703 49804:ace9b5a83e60
   172   show "A - B \<in> ?G" "A \<union> B \<in> ?G"
   172   show "A - B \<in> ?G" "A \<union> B \<in> ?G"
   173     unfolding * using XA XB by (safe intro!: generatorI') auto
   173     unfolding * using XA XB by (safe intro!: generatorI') auto
   174 qed
   174 qed
   175 
   175 
   176 lemma (in product_prob_space) sets_PiM_generator:
   176 lemma (in product_prob_space) sets_PiM_generator:
   177   assumes "I \<noteq> {}" shows "sets (PiM I M) = sigma_sets (\<Pi>\<^isub>E i\<in>I. space (M i)) generator"
   177   "sets (PiM I M) = sigma_sets (\<Pi>\<^isub>E i\<in>I. space (M i)) generator"
   178 proof
   178 proof cases
   179   show "sets (Pi\<^isub>M I M) \<subseteq> sigma_sets (\<Pi>\<^isub>E i\<in>I. space (M i)) generator"
   179   assume "I = {}" then show ?thesis
   180     unfolding sets_PiM
   180     unfolding generator_def
   181   proof (safe intro!: sigma_sets_subseteq)
   181     by (auto simp: sets_PiM_empty sigma_sets_empty_eq cong: conj_cong)
   182     fix A assume "A \<in> prod_algebra I M" with `I \<noteq> {}` show "A \<in> generator"
   182 next
   183       by (auto intro!: generatorI' elim!: prod_algebraE)
   183   assume "I \<noteq> {}"
   184   qed
   184   show ?thesis
   185 qed (auto simp: generator_def space_PiM[symmetric] intro!: sigma_sets_subset)
   185   proof
       
   186     show "sets (Pi\<^isub>M I M) \<subseteq> sigma_sets (\<Pi>\<^isub>E i\<in>I. space (M i)) generator"
       
   187       unfolding sets_PiM
       
   188     proof (safe intro!: sigma_sets_subseteq)
       
   189       fix A assume "A \<in> prod_algebra I M" with `I \<noteq> {}` show "A \<in> generator"
       
   190         by (auto intro!: generatorI' elim!: prod_algebraE)
       
   191     qed
       
   192   qed (auto simp: generator_def space_PiM[symmetric] intro!: sigma_sets_subset)
       
   193 qed
       
   194 
   186 
   195 
   187 lemma (in product_prob_space) generatorI:
   196 lemma (in product_prob_space) generatorI:
   188   "J \<noteq> {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> X \<in> sets (Pi\<^isub>M J M) \<Longrightarrow> A = emb I J X \<Longrightarrow> A \<in> generator"
   197   "J \<noteq> {} \<Longrightarrow> finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> X \<in> sets (Pi\<^isub>M J M) \<Longrightarrow> A = emb I J X \<Longrightarrow> A \<in> generator"
   189   unfolding generator_def by auto
   198   unfolding generator_def by auto
   190 
   199 
   626     then show "(\<Prod>j\<in>J \<union> {i \<in> I. emeasure (M i) (space (M i)) \<noteq> 1}. ?F j) =
   635     then show "(\<Prod>j\<in>J \<union> {i \<in> I. emeasure (M i) (space (M i)) \<noteq> 1}. ?F j) =
   627       emeasure (Pi\<^isub>M J M) (Pi\<^isub>E J X)"
   636       emeasure (Pi\<^isub>M J M) (Pi\<^isub>E J X)"
   628       using X by (auto simp add: emeasure_PiM) 
   637       using X by (auto simp add: emeasure_PiM) 
   629   next
   638   next
   630     show "positive (sets (Pi\<^isub>M I M)) \<mu>" "countably_additive (sets (Pi\<^isub>M I M)) \<mu>"
   639     show "positive (sets (Pi\<^isub>M I M)) \<mu>" "countably_additive (sets (Pi\<^isub>M I M)) \<mu>"
   631       using \<mu> unfolding sets_PiM_generator[OF `I \<noteq> {}`] by (auto simp: measure_space_def)
   640       using \<mu> unfolding sets_PiM_generator by (auto simp: measure_space_def)
   632   qed
   641   qed
   633 qed
   642 qed
   634 
   643 
   635 sublocale product_prob_space \<subseteq> P: prob_space "Pi\<^isub>M I M"
   644 sublocale product_prob_space \<subseteq> P: prob_space "Pi\<^isub>M I M"
   636 proof
   645 proof