src/HOL/Probability/Radon_Nikodym.thy
changeset 63540 f8652d0534fa
parent 63333 158ab2239496
equal deleted inserted replaced
63539:70d4d9e5707b 63540:f8652d0534fa
   838 
   838 
   839 lemma RN_derivI:
   839 lemma RN_derivI:
   840   assumes "f \<in> borel_measurable M" "density M f = N"
   840   assumes "f \<in> borel_measurable M" "density M f = N"
   841   shows "density M (RN_deriv M N) = N"
   841   shows "density M (RN_deriv M N) = N"
   842 proof -
   842 proof -
   843   have "\<exists>f. f \<in> borel_measurable M \<and> density M f = N"
   843   have *: "\<exists>f. f \<in> borel_measurable M \<and> density M f = N"
   844     using assms by auto
   844     using assms by auto
   845   moreover then have "density M (SOME f. f \<in> borel_measurable M \<and> density M f = N) = N"
   845   then have "density M (SOME f. f \<in> borel_measurable M \<and> density M f = N) = N"
   846     by (rule someI2_ex) auto
   846     by (rule someI2_ex) auto
   847   ultimately show ?thesis
   847   with * show ?thesis
   848     by (auto simp: RN_deriv_def)
   848     by (auto simp: RN_deriv_def)
   849 qed
   849 qed
   850 
   850 
   851 lemma borel_measurable_RN_deriv[measurable]: "RN_deriv M N \<in> borel_measurable M"
   851 lemma borel_measurable_RN_deriv[measurable]: "RN_deriv M N \<in> borel_measurable M"
   852 proof -
   852 proof -