src/HOL/Probability/Lebesgue_Integration.thy
changeset 50104 de19856feb54
parent 50097 32973da2d4f7
child 50244 de72bbe42190
equal deleted inserted replaced
50103:3d89c38408cd 50104:de19856feb54
     6 header {*Lebesgue Integration*}
     6 header {*Lebesgue Integration*}
     7 
     7 
     8 theory Lebesgue_Integration
     8 theory Lebesgue_Integration
     9   imports Measure_Space Borel_Space
     9   imports Measure_Space Borel_Space
    10 begin
    10 begin
    11 
       
    12 lemma ereal_minus_eq_PInfty_iff:
       
    13   fixes x y :: ereal shows "x - y = \<infinity> \<longleftrightarrow> y = -\<infinity> \<or> x = \<infinity>"
       
    14   by (cases x y rule: ereal2_cases) simp_all
       
    15 
       
    16 lemma real_ereal_1[simp]: "real (1::ereal) = 1"
       
    17   unfolding one_ereal_def by simp
       
    18 
       
    19 lemma ereal_indicator_pos[simp,intro]: "0 \<le> (indicator A x ::ereal)"
       
    20   unfolding indicator_def by auto
       
    21 
    11 
    22 lemma tendsto_real_max:
    12 lemma tendsto_real_max:
    23   fixes x y :: real
    13   fixes x y :: real
    24   assumes "(X ---> x) net"
    14   assumes "(X ---> x) net"
    25   assumes "(Y ---> y) net"
    15   assumes "(Y ---> y) net"
    39 proof -
    29 proof -
    40   have "f -` A \<inter> g -` B \<inter> space M = (f -` A \<inter> space M) \<inter> (g -` B \<inter> space M)"
    30   have "f -` A \<inter> g -` B \<inter> space M = (f -` A \<inter> space M) \<inter> (g -` B \<inter> space M)"
    41     by auto
    31     by auto
    42   then show ?thesis using assms by (auto intro: measurable_sets)
    32   then show ?thesis using assms by (auto intro: measurable_sets)
    43 qed
    33 qed
    44 
       
    45 lemma incseq_Suc_iff: "incseq f \<longleftrightarrow> (\<forall>n. f n \<le> f (Suc n))"
       
    46 proof
       
    47   assume "\<forall>n. f n \<le> f (Suc n)" then show "incseq f" by (auto intro!: incseq_SucI)
       
    48 qed (auto simp: incseq_def)
       
    49 
    34 
    50 section "Simple function"
    35 section "Simple function"
    51 
    36 
    52 text {*
    37 text {*
    53 
    38