equal
deleted
inserted
replaced
920 by (intro h.density_unique_finite_measure absolutely_continuous_AE[of M]) |
920 by (intro h.density_unique_finite_measure absolutely_continuous_AE[of M]) |
921 (auto simp add: AE_density) |
921 (auto simp add: AE_density) |
922 then show "AE x in M. f x = f' x" |
922 then show "AE x in M. f x = f' x" |
923 unfolding eventually_ae_filter using h_borel pos |
923 unfolding eventually_ae_filter using h_borel pos |
924 by (auto simp add: h_null_sets null_sets_density_iff not_less[symmetric] |
924 by (auto simp add: h_null_sets null_sets_density_iff not_less[symmetric] |
925 AE_iff_null_sets[symmetric]) |
925 AE_iff_null_sets[symmetric]) blast |
926 blast |
|
927 qed |
926 qed |
928 |
927 |
929 lemma (in sigma_finite_measure) density_unique_iff: |
928 lemma (in sigma_finite_measure) density_unique_iff: |
930 assumes f: "f \<in> borel_measurable M" and "AE x in M. 0 \<le> f x" |
929 assumes f: "f \<in> borel_measurable M" and "AE x in M. 0 \<le> f x" |
931 assumes f': "f' \<in> borel_measurable M" and "AE x in M. 0 \<le> f' x" |
930 assumes f': "f' \<in> borel_measurable M" and "AE x in M. 0 \<le> f' x" |
1124 |
1123 |
1125 lemma (in sigma_finite_measure) RN_deriv_distr: |
1124 lemma (in sigma_finite_measure) RN_deriv_distr: |
1126 fixes T :: "'a \<Rightarrow> 'b" |
1125 fixes T :: "'a \<Rightarrow> 'b" |
1127 assumes T: "T \<in> measurable M M'" and T': "T' \<in> measurable M' M" |
1126 assumes T: "T \<in> measurable M M'" and T': "T' \<in> measurable M' M" |
1128 and inv: "\<forall>x\<in>space M. T' (T x) = x" |
1127 and inv: "\<forall>x\<in>space M. T' (T x) = x" |
1129 and ac: "absolutely_continuous (distr M M' T) (distr N M' T)" |
1128 and ac[simp]: "absolutely_continuous (distr M M' T) (distr N M' T)" |
1130 and N: "sets N = sets M" |
1129 and N: "sets N = sets M" |
1131 shows "AE x in M. RN_deriv (distr M M' T) (distr N M' T) (T x) = RN_deriv M N x" |
1130 shows "AE x in M. RN_deriv (distr M M' T) (distr N M' T) (T x) = RN_deriv M N x" |
1132 proof (rule RN_deriv_unique) |
1131 proof (rule RN_deriv_unique) |
1133 have [simp]: "sets N = sets M" by fact |
1132 have [simp]: "sets N = sets M" by fact |
1134 note sets_eq_imp_space_eq[OF N, simp] |
1133 note sets_eq_imp_space_eq[OF N, simp] |
1160 ultimately show "emeasure ?M' (T' -` F i \<inter> space ?M') \<noteq> \<infinity>" |
1159 ultimately show "emeasure ?M' (T' -` F i \<inter> space ?M') \<noteq> \<infinity>" |
1161 using F T T' by (simp add: emeasure_distr) |
1160 using F T T' by (simp add: emeasure_distr) |
1162 qed |
1161 qed |
1163 qed |
1162 qed |
1164 have "(RN_deriv ?M' ?N') \<circ> T \<in> borel_measurable M" |
1163 have "(RN_deriv ?M' ?N') \<circ> T \<in> borel_measurable M" |
1165 using T ac by measurable simp |
1164 using T ac by measurable |
1166 then show "(\<lambda>x. RN_deriv ?M' ?N' (T x)) \<in> borel_measurable M" |
1165 then show "(\<lambda>x. RN_deriv ?M' ?N' (T x)) \<in> borel_measurable M" |
1167 by (simp add: comp_def) |
1166 by (simp add: comp_def) |
1168 show "AE x in M. 0 \<le> RN_deriv ?M' ?N' (T x)" using M'.RN_deriv_nonneg[OF ac] by auto |
1167 show "AE x in M. 0 \<le> RN_deriv ?M' ?N' (T x)" using M'.RN_deriv_nonneg[OF ac] by auto |
1169 |
1168 |
1170 have "N = distr N M (T' \<circ> T)" |
1169 have "N = distr N M (T' \<circ> T)" |