src/HOL/Probability/Lebesgue_Integration.thy
changeset 54230 b1d955791529
parent 53374 a14d2a854c02
child 54417 dbb8ecfe1337
equal deleted inserted replaced
54229:ca638d713ff8 54230:b1d955791529
  1526     using mono by auto
  1526     using mono by auto
  1527   moreover have "AE x in M. ereal (- g x) \<le> ereal (- f x)"
  1527   moreover have "AE x in M. ereal (- g x) \<le> ereal (- f x)"
  1528     using mono by auto
  1528     using mono by auto
  1529   ultimately show ?thesis using fg
  1529   ultimately show ?thesis using fg
  1530     by (auto intro!: add_mono positive_integral_mono_AE real_of_ereal_positive_mono
  1530     by (auto intro!: add_mono positive_integral_mono_AE real_of_ereal_positive_mono
  1531              simp: positive_integral_positive lebesgue_integral_def diff_minus)
  1531              simp: positive_integral_positive lebesgue_integral_def algebra_simps)
  1532 qed
  1532 qed
  1533 
  1533 
  1534 lemma integral_mono:
  1534 lemma integral_mono:
  1535   assumes "integrable M f" "integrable M g" "\<And>t. t \<in> space M \<Longrightarrow> f t \<le> g t"
  1535   assumes "integrable M f" "integrable M g" "\<And>t. t \<in> space M \<Longrightarrow> f t \<le> g t"
  1536   shows "integral\<^sup>L M f \<le> integral\<^sup>L M g"
  1536   shows "integral\<^sup>L M f \<le> integral\<^sup>L M g"
  1730 lemma integral_diff[simp, intro]:
  1730 lemma integral_diff[simp, intro]:
  1731   assumes f: "integrable M f" and g: "integrable M g"
  1731   assumes f: "integrable M f" and g: "integrable M g"
  1732   shows "integrable M (\<lambda>t. f t - g t)"
  1732   shows "integrable M (\<lambda>t. f t - g t)"
  1733   and "(\<integral> t. f t - g t \<partial>M) = integral\<^sup>L M f - integral\<^sup>L M g"
  1733   and "(\<integral> t. f t - g t \<partial>M) = integral\<^sup>L M f - integral\<^sup>L M g"
  1734   using integral_add[OF f integral_minus(1)[OF g]]
  1734   using integral_add[OF f integral_minus(1)[OF g]]
  1735   unfolding diff_minus integral_minus(2)[OF g]
  1735   unfolding integral_minus(2)[OF g]
  1736   by auto
  1736   by auto
  1737 
  1737 
  1738 lemma integral_indicator[simp, intro]:
  1738 lemma integral_indicator[simp, intro]:
  1739   assumes "A \<in> sets M" and "(emeasure M) A \<noteq> \<infinity>"
  1739   assumes "A \<in> sets M" and "(emeasure M) A \<noteq> \<infinity>"
  1740   shows "integral\<^sup>L M (indicator A) = real (emeasure M A)" (is ?int)
  1740   shows "integral\<^sup>L M (indicator A) = real (emeasure M A)" (is ?int)