src/HOL/Probability/Probability_Measure.thy
changeset 57025 e7fd64f82876
parent 56996 891e992e510f
child 57235 b0b9a10e4bf4
equal deleted inserted replaced
57024:c9e98c2498fd 57025:e7fd64f82876
   108   shows False
   108   shows False
   109 proof -
   109 proof -
   110   from ae have "AE \<omega> in M. False" by eventually_elim auto
   110   from ae have "AE \<omega> in M. False" by eventually_elim auto
   111   then show False by auto
   111   then show False by auto
   112 qed
   112 qed
       
   113 
       
   114 lemma (in prob_space) integral_ge_const:
       
   115   fixes c :: real
       
   116   shows "integrable M f \<Longrightarrow> (AE x in M. c \<le> f x) \<Longrightarrow> c \<le> (\<integral>x. f x \<partial>M)"
       
   117   using integral_mono_AE[of M "\<lambda>x. c" f] prob_space by simp
       
   118 
       
   119 lemma (in prob_space) integral_le_const:
       
   120   fixes c :: real
       
   121   shows "integrable M f \<Longrightarrow> (AE x in M. f x \<le> c) \<Longrightarrow> (\<integral>x. f x \<partial>M) \<le> c"
       
   122   using integral_mono_AE[of M f "\<lambda>x. c"] prob_space by simp
       
   123 
       
   124 lemma (in prob_space) nn_integral_ge_const:
       
   125   "(AE x in M. c \<le> f x) \<Longrightarrow> c \<le> (\<integral>\<^sup>+x. f x \<partial>M)"
       
   126   using nn_integral_mono_AE[of "\<lambda>x. c" f M] emeasure_space_1
       
   127   by (simp add: nn_integral_const_If split: split_if_asm)
       
   128 
       
   129 lemma (in prob_space) nn_integral_le_const:
       
   130   "0 \<le> c \<Longrightarrow> (AE x in M. f x \<le> c) \<Longrightarrow> (\<integral>\<^sup>+x. f x \<partial>M) \<le> c"
       
   131   using nn_integral_mono_AE[of f "\<lambda>x. c" M] emeasure_space_1
       
   132   by (simp add: nn_integral_const_If split: split_if_asm)
   113 
   133 
   114 lemma (in prob_space) expectation_less:
   134 lemma (in prob_space) expectation_less:
   115   fixes X :: "_ \<Rightarrow> real"
   135   fixes X :: "_ \<Rightarrow> real"
   116   assumes [simp]: "integrable M X"
   136   assumes [simp]: "integrable M X"
   117   assumes gt: "AE x in M. X x < b"
   137   assumes gt: "AE x in M. X x < b"