equal
deleted
inserted
replaced
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 *) |