src/HOL/Probability/Lebesgue_Integration.thy
changeset 39302 d7728f65b353
parent 39198 f967a16dfcdd
child 39910 10097e0a9dbd
equal deleted inserted replaced
39301:e1bd8a54c40f 39302:d7728f65b353
  1104 proof -
  1104 proof -
  1105   have "(\<lambda>i. positive_integral (\<lambda>x. \<Sum>i<i. f i x)) \<up> positive_integral (\<lambda>x. \<Sum>\<^isub>\<infinity>i. f i x)"
  1105   have "(\<lambda>i. positive_integral (\<lambda>x. \<Sum>i<i. f i x)) \<up> positive_integral (\<lambda>x. \<Sum>\<^isub>\<infinity>i. f i x)"
  1106     by (rule positive_integral_isoton)
  1106     by (rule positive_integral_isoton)
  1107        (auto intro!: borel_measurable_pinfreal_setsum assms positive_integral_mono
  1107        (auto intro!: borel_measurable_pinfreal_setsum assms positive_integral_mono
  1108                      arg_cong[where f=Sup]
  1108                      arg_cong[where f=Sup]
  1109              simp: isoton_def le_fun_def psuminf_def ext_iff SUPR_def Sup_fun_def)
  1109              simp: isoton_def le_fun_def psuminf_def fun_eq_iff SUPR_def Sup_fun_def)
  1110   thus ?thesis
  1110   thus ?thesis
  1111     by (auto simp: isoton_def psuminf_def positive_integral_setsum[OF assms])
  1111     by (auto simp: isoton_def psuminf_def positive_integral_setsum[OF assms])
  1112 qed
  1112 qed
  1113 
  1113 
  1114 text {* Fatou's lemma: convergence theorem on limes inferior *}
  1114 text {* Fatou's lemma: convergence theorem on limes inferior *}
  1363     fix g assume g: "simple_function g" "g \<le> (\<lambda>x. f x * indicator A x)"
  1363     fix g assume g: "simple_function g" "g \<le> (\<lambda>x. f x * indicator A x)"
  1364       "\<forall>x\<in>space M. \<omega> \<noteq> g x"
  1364       "\<forall>x\<in>space M. \<omega> \<noteq> g x"
  1365     then have *: "(\<lambda>x. g x * indicator A x) = g"
  1365     then have *: "(\<lambda>x. g x * indicator A x) = g"
  1366       "\<And>x. g x * indicator A x = g x"
  1366       "\<And>x. g x * indicator A x = g x"
  1367       "\<And>x. g x \<le> f x"
  1367       "\<And>x. g x \<le> f x"
  1368       by (auto simp: le_fun_def ext_iff indicator_def split: split_if_asm)
  1368       by (auto simp: le_fun_def fun_eq_iff indicator_def split: split_if_asm)
  1369     from g show "\<exists>x. simple_function (\<lambda>xa. x xa * indicator A xa) \<and> x \<le> f \<and> (\<forall>xa\<in>A. \<omega> \<noteq> x xa) \<and>
  1369     from g show "\<exists>x. simple_function (\<lambda>xa. x xa * indicator A xa) \<and> x \<le> f \<and> (\<forall>xa\<in>A. \<omega> \<noteq> x xa) \<and>
  1370       simple_integral g = simple_integral (\<lambda>xa. x xa * indicator A xa)"
  1370       simple_integral g = simple_integral (\<lambda>xa. x xa * indicator A xa)"
  1371       using `A \<in> sets M`[THEN sets_into_space]
  1371       using `A \<in> sets M`[THEN sets_into_space]
  1372       apply (rule_tac exI[of _ "\<lambda>x. g x * indicator A x"])
  1372       apply (rule_tac exI[of _ "\<lambda>x. g x * indicator A x"])
  1373       by (fastsimp simp: le_fun_def *)
  1373       by (fastsimp simp: le_fun_def *)