equal
deleted
inserted
replaced
181 next |
181 next |
182 show "emeasure M {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<noteq> 0" |
182 show "emeasure M {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<noteq> 0" |
183 proof |
183 proof |
184 assume eq_0: "emeasure M {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} = 0" |
184 assume eq_0: "emeasure M {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} = 0" |
185 then have disj: "AE x in M. D x = 1 \<or> D x = 0" |
185 then have disj: "AE x in M. D x = 1 \<or> D x = 0" |
186 using D(1) by (auto intro!: AE_I[OF subset_refl] sets_Collect) |
186 using D(1) by (auto intro!: AE_I[OF subset_refl] sets.sets_Collect) |
187 |
187 |
188 have "emeasure M {x\<in>space M. D x = 1} = (\<integral>\<^isup>+ x. indicator {x\<in>space M. D x = 1} x \<partial>M)" |
188 have "emeasure M {x\<in>space M. D x = 1} = (\<integral>\<^isup>+ x. indicator {x\<in>space M. D x = 1} x \<partial>M)" |
189 using D(1) by auto |
189 using D(1) by auto |
190 also have "\<dots> = (\<integral>\<^isup>+ x. ereal (D x) \<partial>M)" |
190 also have "\<dots> = (\<integral>\<^isup>+ x. ereal (D x) \<partial>M)" |
191 using disj by (auto intro!: positive_integral_cong_AE simp: indicator_def one_ereal_def) |
191 using disj by (auto intro!: positive_integral_cong_AE simp: indicator_def one_ereal_def) |
196 also have "\<dots> = density M D A" |
196 also have "\<dots> = density M D A" |
197 using `A \<in> sets M` D by (simp add: emeasure_density) |
197 using `A \<in> sets M` D by (simp add: emeasure_density) |
198 finally show False using `A \<in> sets M` `emeasure (density M D) A \<noteq> emeasure M A` by simp |
198 finally show False using `A \<in> sets M` `emeasure (density M D) A \<noteq> emeasure M A` by simp |
199 qed |
199 qed |
200 show "{x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<in> sets M" |
200 show "{x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<in> sets M" |
201 using D(1) by (auto intro: sets_Collect_conj) |
201 using D(1) by (auto intro: sets.sets_Collect_conj) |
202 |
202 |
203 show "AE t in M. t \<in> {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<longrightarrow> |
203 show "AE t in M. t \<in> {x\<in>space M. D x \<noteq> 1 \<and> D x \<noteq> 0} \<longrightarrow> |
204 D t - indicator ?D_set t \<noteq> D t * (ln b * log b (D t))" |
204 D t - indicator ?D_set t \<noteq> D t * (ln b * log b (D t))" |
205 using D(2) |
205 using D(2) |
206 proof (eventually_elim, safe) |
206 proof (eventually_elim, safe) |
381 shows "absolutely_continuous S (distr (S \<Otimes>\<^isub>M T) S fst)" |
381 shows "absolutely_continuous S (distr (S \<Otimes>\<^isub>M T) S fst)" |
382 proof - |
382 proof - |
383 interpret sigma_finite_measure T by fact |
383 interpret sigma_finite_measure T by fact |
384 { fix A assume "A \<in> sets S" "emeasure S A = 0" |
384 { fix A assume "A \<in> sets S" "emeasure S A = 0" |
385 moreover then have "fst -` A \<inter> space (S \<Otimes>\<^isub>M T) = A \<times> space T" |
385 moreover then have "fst -` A \<inter> space (S \<Otimes>\<^isub>M T) = A \<times> space T" |
386 by (auto simp: space_pair_measure dest!: sets_into_space) |
386 by (auto simp: space_pair_measure dest!: sets.sets_into_space) |
387 ultimately have "emeasure (S \<Otimes>\<^isub>M T) (fst -` A \<inter> space (S \<Otimes>\<^isub>M T)) = 0" |
387 ultimately have "emeasure (S \<Otimes>\<^isub>M T) (fst -` A \<inter> space (S \<Otimes>\<^isub>M T)) = 0" |
388 by (simp add: emeasure_pair_measure_Times) } |
388 by (simp add: emeasure_pair_measure_Times) } |
389 then show ?thesis |
389 then show ?thesis |
390 unfolding absolutely_continuous_def |
390 unfolding absolutely_continuous_def |
391 apply (auto simp: null_sets_distr_iff) |
391 apply (auto simp: null_sets_distr_iff) |
398 shows "absolutely_continuous T (distr (S \<Otimes>\<^isub>M T) T snd)" |
398 shows "absolutely_continuous T (distr (S \<Otimes>\<^isub>M T) T snd)" |
399 proof - |
399 proof - |
400 interpret sigma_finite_measure T by fact |
400 interpret sigma_finite_measure T by fact |
401 { fix A assume "A \<in> sets T" "emeasure T A = 0" |
401 { fix A assume "A \<in> sets T" "emeasure T A = 0" |
402 moreover then have "snd -` A \<inter> space (S \<Otimes>\<^isub>M T) = space S \<times> A" |
402 moreover then have "snd -` A \<inter> space (S \<Otimes>\<^isub>M T) = space S \<times> A" |
403 by (auto simp: space_pair_measure dest!: sets_into_space) |
403 by (auto simp: space_pair_measure dest!: sets.sets_into_space) |
404 ultimately have "emeasure (S \<Otimes>\<^isub>M T) (snd -` A \<inter> space (S \<Otimes>\<^isub>M T)) = 0" |
404 ultimately have "emeasure (S \<Otimes>\<^isub>M T) (snd -` A \<inter> space (S \<Otimes>\<^isub>M T)) = 0" |
405 by (simp add: emeasure_pair_measure_Times) } |
405 by (simp add: emeasure_pair_measure_Times) } |
406 then show ?thesis |
406 then show ?thesis |
407 unfolding absolutely_continuous_def |
407 unfolding absolutely_continuous_def |
408 apply (auto simp: null_sets_distr_iff) |
408 apply (auto simp: null_sets_distr_iff) |
1569 moreover |
1569 moreover |
1570 have "AE x in density (S \<Otimes>\<^isub>M T) (\<lambda>x. ereal (Pxy x)). Py (snd x) = real (RN_deriv T (distr M T Y) (snd x))" |
1570 have "AE x in density (S \<Otimes>\<^isub>M T) (\<lambda>x. ereal (Pxy x)). Py (snd x) = real (RN_deriv T (distr M T Y) (snd x))" |
1571 unfolding AE_density[OF distributed_borel_measurable, OF Pxy] |
1571 unfolding AE_density[OF distributed_borel_measurable, OF Pxy] |
1572 unfolding distributed_distr_eq_density[OF Py] |
1572 unfolding distributed_distr_eq_density[OF Py] |
1573 apply (rule ST.AE_pair_measure) |
1573 apply (rule ST.AE_pair_measure) |
1574 apply (auto intro!: sets_Collect borel_measurable_eq measurable_compose[OF _ distributed_real_measurable[OF Py]] |
1574 apply (auto intro!: sets.sets_Collect borel_measurable_eq measurable_compose[OF _ distributed_real_measurable[OF Py]] |
1575 distributed_real_measurable[OF Pxy] distributed_real_AE[OF Py] |
1575 distributed_real_measurable[OF Pxy] distributed_real_AE[OF Py] |
1576 borel_measurable_real_of_ereal measurable_compose[OF _ borel_measurable_RN_deriv_density]) |
1576 borel_measurable_real_of_ereal measurable_compose[OF _ borel_measurable_RN_deriv_density]) |
1577 using distributed_RN_deriv[OF Py] |
1577 using distributed_RN_deriv[OF Py] |
1578 apply auto |
1578 apply auto |
1579 done |
1579 done |