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 |