src/HOL/Probability/Nonnegative_Lebesgue_Integration.thy
changeset 61969 e01015e49041
parent 61942 f02b26f7d39d
child 62083 7582b39f51ed
equal deleted inserted replaced
61968:e13e70f32407 61969:e01015e49041
  1448     by (rule ereal_mono_minus_cancel) (intro w nn_integral_nonneg)+
  1448     by (rule ereal_mono_minus_cancel) (intro w nn_integral_nonneg)+
  1449 qed
  1449 qed
  1450 
  1450 
  1451 lemma nn_integral_LIMSEQ:
  1451 lemma nn_integral_LIMSEQ:
  1452   assumes f: "incseq f" "\<And>i. f i \<in> borel_measurable M" "\<And>n x. 0 \<le> f n x"
  1452   assumes f: "incseq f" "\<And>i. f i \<in> borel_measurable M" "\<And>n x. 0 \<le> f n x"
  1453     and u: "\<And>x. (\<lambda>i. f i x) ----> u x"
  1453     and u: "\<And>x. (\<lambda>i. f i x) \<longlonglongrightarrow> u x"
  1454   shows "(\<lambda>n. integral\<^sup>N M (f n)) ----> integral\<^sup>N M u"
  1454   shows "(\<lambda>n. integral\<^sup>N M (f n)) \<longlonglongrightarrow> integral\<^sup>N M u"
  1455 proof -
  1455 proof -
  1456   have "(\<lambda>n. integral\<^sup>N M (f n)) ----> (SUP n. integral\<^sup>N M (f n))"
  1456   have "(\<lambda>n. integral\<^sup>N M (f n)) \<longlonglongrightarrow> (SUP n. integral\<^sup>N M (f n))"
  1457     using f by (intro LIMSEQ_SUP[of "\<lambda>n. integral\<^sup>N M (f n)"] incseq_nn_integral)
  1457     using f by (intro LIMSEQ_SUP[of "\<lambda>n. integral\<^sup>N M (f n)"] incseq_nn_integral)
  1458   also have "(SUP n. integral\<^sup>N M (f n)) = integral\<^sup>N M (\<lambda>x. SUP n. f n x)"
  1458   also have "(SUP n. integral\<^sup>N M (f n)) = integral\<^sup>N M (\<lambda>x. SUP n. f n x)"
  1459     using f by (intro nn_integral_monotone_convergence_SUP[symmetric])
  1459     using f by (intro nn_integral_monotone_convergence_SUP[symmetric])
  1460   also have "integral\<^sup>N M (\<lambda>x. SUP n. f n x) = integral\<^sup>N M (\<lambda>x. u x)"
  1460   also have "integral\<^sup>N M (\<lambda>x. SUP n. f n x) = integral\<^sup>N M (\<lambda>x. u x)"
  1461     using f by (subst SUP_Lim_ereal[OF _ u]) (auto simp: incseq_def le_fun_def)
  1461     using f by (subst SUP_Lim_ereal[OF _ u]) (auto simp: incseq_def le_fun_def)
  1465 lemma nn_integral_dominated_convergence:
  1465 lemma nn_integral_dominated_convergence:
  1466   assumes [measurable]:
  1466   assumes [measurable]:
  1467        "\<And>i. u i \<in> borel_measurable M" "u' \<in> borel_measurable M" "w \<in> borel_measurable M"
  1467        "\<And>i. u i \<in> borel_measurable M" "u' \<in> borel_measurable M" "w \<in> borel_measurable M"
  1468     and bound: "\<And>j. AE x in M. 0 \<le> u j x" "\<And>j. AE x in M. u j x \<le> w x"
  1468     and bound: "\<And>j. AE x in M. 0 \<le> u j x" "\<And>j. AE x in M. u j x \<le> w x"
  1469     and w: "(\<integral>\<^sup>+x. w x \<partial>M) < \<infinity>"
  1469     and w: "(\<integral>\<^sup>+x. w x \<partial>M) < \<infinity>"
  1470     and u': "AE x in M. (\<lambda>i. u i x) ----> u' x"
  1470     and u': "AE x in M. (\<lambda>i. u i x) \<longlonglongrightarrow> u' x"
  1471   shows "(\<lambda>i. (\<integral>\<^sup>+x. u i x \<partial>M)) ----> (\<integral>\<^sup>+x. u' x \<partial>M)"
  1471   shows "(\<lambda>i. (\<integral>\<^sup>+x. u i x \<partial>M)) \<longlonglongrightarrow> (\<integral>\<^sup>+x. u' x \<partial>M)"
  1472 proof -
  1472 proof -
  1473   have "limsup (\<lambda>n. integral\<^sup>N M (u n)) \<le> (\<integral>\<^sup>+ x. limsup (\<lambda>n. u n x) \<partial>M)"
  1473   have "limsup (\<lambda>n. integral\<^sup>N M (u n)) \<le> (\<integral>\<^sup>+ x. limsup (\<lambda>n. u n x) \<partial>M)"
  1474     by (intro nn_integral_limsup[OF _ _ bound w]) auto
  1474     by (intro nn_integral_limsup[OF _ _ bound w]) auto
  1475   moreover have "(\<integral>\<^sup>+ x. limsup (\<lambda>n. u n x) \<partial>M) = (\<integral>\<^sup>+ x. u' x \<partial>M)"
  1475   moreover have "(\<integral>\<^sup>+ x. limsup (\<lambda>n. u n x) \<partial>M) = (\<integral>\<^sup>+ x. u' x \<partial>M)"
  1476     using u' by (intro nn_integral_cong_AE, eventually_elim) (metis tendsto_iff_Liminf_eq_Limsup sequentially_bot)
  1476     using u' by (intro nn_integral_cong_AE, eventually_elim) (metis tendsto_iff_Liminf_eq_Limsup sequentially_bot)
  1487 lemma nn_integral_monotone_convergence_INF':
  1487 lemma nn_integral_monotone_convergence_INF':
  1488   assumes f: "decseq f" and [measurable]: "\<And>i. f i \<in> borel_measurable M"
  1488   assumes f: "decseq f" and [measurable]: "\<And>i. f i \<in> borel_measurable M"
  1489   assumes "(\<integral>\<^sup>+ x. f 0 x \<partial>M) < \<infinity>" and nn: "\<And>x i. 0 \<le> f i x"
  1489   assumes "(\<integral>\<^sup>+ x. f 0 x \<partial>M) < \<infinity>" and nn: "\<And>x i. 0 \<le> f i x"
  1490   shows "(\<integral>\<^sup>+ x. (INF i. f i x) \<partial>M) = (INF i. integral\<^sup>N M (f i))"
  1490   shows "(\<integral>\<^sup>+ x. (INF i. f i x) \<partial>M) = (INF i. integral\<^sup>N M (f i))"
  1491 proof (rule LIMSEQ_unique)
  1491 proof (rule LIMSEQ_unique)
  1492   show "(\<lambda>i. integral\<^sup>N M (f i)) ----> (INF i. integral\<^sup>N M (f i))"
  1492   show "(\<lambda>i. integral\<^sup>N M (f i)) \<longlonglongrightarrow> (INF i. integral\<^sup>N M (f i))"
  1493     using f by (intro LIMSEQ_INF) (auto intro!: nn_integral_mono simp: decseq_def le_fun_def)
  1493     using f by (intro LIMSEQ_INF) (auto intro!: nn_integral_mono simp: decseq_def le_fun_def)
  1494   show "(\<lambda>i. integral\<^sup>N M (f i)) ----> \<integral>\<^sup>+ x. (INF i. f i x) \<partial>M"
  1494   show "(\<lambda>i. integral\<^sup>N M (f i)) \<longlonglongrightarrow> \<integral>\<^sup>+ x. (INF i. f i x) \<partial>M"
  1495   proof (rule nn_integral_dominated_convergence)
  1495   proof (rule nn_integral_dominated_convergence)
  1496     show "(\<integral>\<^sup>+ x. f 0 x \<partial>M) < \<infinity>" "\<And>i. f i \<in> borel_measurable M" "f 0 \<in> borel_measurable M"
  1496     show "(\<integral>\<^sup>+ x. f 0 x \<partial>M) < \<infinity>" "\<And>i. f i \<in> borel_measurable M" "f 0 \<in> borel_measurable M"
  1497       by fact+
  1497       by fact+
  1498     show "\<And>j. AE x in M. 0 \<le> f j x"
  1498     show "\<And>j. AE x in M. 0 \<le> f j x"
  1499       using nn by auto
  1499       using nn by auto
  1500     show "\<And>j. AE x in M. f j x \<le> f 0 x"
  1500     show "\<And>j. AE x in M. f j x \<le> f 0 x"
  1501       using f by (auto simp: decseq_def le_fun_def)
  1501       using f by (auto simp: decseq_def le_fun_def)
  1502     show "AE x in M. (\<lambda>i. f i x) ----> (INF i. f i x)"
  1502     show "AE x in M. (\<lambda>i. f i x) \<longlonglongrightarrow> (INF i. f i x)"
  1503       using f by (auto intro!: LIMSEQ_INF simp: decseq_def le_fun_def)
  1503       using f by (auto intro!: LIMSEQ_INF simp: decseq_def le_fun_def)
  1504     show "(\<lambda>x. INF i. f i x) \<in> borel_measurable M"
  1504     show "(\<lambda>x. INF i. f i x) \<in> borel_measurable M"
  1505       by auto
  1505       by auto
  1506   qed
  1506   qed
  1507 qed
  1507 qed