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 |
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186 show "sets (Pi\<^isub>M I M) \<subseteq> sigma_sets (\<Pi>\<^isub>E i\<in>I. space (M i)) generator" |
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187 unfolding sets_PiM |
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188 proof (safe intro!: sigma_sets_subseteq) |
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189 fix A assume "A \<in> prod_algebra I M" with `I \<noteq> {}` show "A \<in> generator" |
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190 by (auto intro!: generatorI' elim!: prod_algebraE) |
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191 qed |
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192 qed (auto simp: generator_def space_PiM[symmetric] intro!: sigma_sets_subset) |
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193 qed |
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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 |