1299 shows indep_var_lebesgue_integral: "(\<integral>\<omega>. X1 \<omega> * X2 \<omega> \<partial>M) = (\<integral>\<omega>. X1 \<omega> \<partial>M) * (\<integral>\<omega>. X2 \<omega> \<partial>M)" (is ?eq) |
1299 shows indep_var_lebesgue_integral: "(\<integral>\<omega>. X1 \<omega> * X2 \<omega> \<partial>M) = (\<integral>\<omega>. X1 \<omega> \<partial>M) * (\<integral>\<omega>. X2 \<omega> \<partial>M)" (is ?eq) |
1300 and indep_var_integrable: "integrable M (\<lambda>\<omega>. X1 \<omega> * X2 \<omega>)" (is ?int) |
1300 and indep_var_integrable: "integrable M (\<lambda>\<omega>. X1 \<omega> * X2 \<omega>)" (is ?int) |
1301 unfolding indep_var_def |
1301 unfolding indep_var_def |
1302 proof - |
1302 proof - |
1303 have *: "(\<lambda>\<omega>. X1 \<omega> * X2 \<omega>) = (\<lambda>\<omega>. \<Prod>i\<in>UNIV. (case_bool X1 X2 i \<omega>))" |
1303 have *: "(\<lambda>\<omega>. X1 \<omega> * X2 \<omega>) = (\<lambda>\<omega>. \<Prod>i\<in>UNIV. (case_bool X1 X2 i \<omega>))" |
1304 by (simp add: UNIV_bool mult_commute) |
1304 by (simp add: UNIV_bool mult.commute) |
1305 have **: "(\<lambda> _. borel) = case_bool borel borel" |
1305 have **: "(\<lambda> _. borel) = case_bool borel borel" |
1306 by (rule ext, metis (full_types) bool.simps(3) bool.simps(4)) |
1306 by (rule ext, metis (full_types) bool.simps(3) bool.simps(4)) |
1307 show ?eq |
1307 show ?eq |
1308 apply (subst *) |
1308 apply (subst *) |
1309 apply (subst indep_vars_lebesgue_integral) |
1309 apply (subst indep_vars_lebesgue_integral) |
1310 apply (auto) |
1310 apply (auto) |
1311 apply (subst **, subst indep_var_def [symmetric], rule assms) |
1311 apply (subst **, subst indep_var_def [symmetric], rule assms) |
1312 apply (simp split: bool.split add: assms) |
1312 apply (simp split: bool.split add: assms) |
1313 by (simp add: UNIV_bool mult_commute) |
1313 by (simp add: UNIV_bool mult.commute) |
1314 show ?int |
1314 show ?int |
1315 apply (subst *) |
1315 apply (subst *) |
1316 apply (rule indep_vars_integrable) |
1316 apply (rule indep_vars_integrable) |
1317 apply auto |
1317 apply auto |
1318 apply (subst **, subst indep_var_def [symmetric], rule assms) |
1318 apply (subst **, subst indep_var_def [symmetric], rule assms) |