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1 (* Title: HOL/Probability/Convolution.thy |
1 (* Title: HOL/Probability/Convolution.thy |
2 Author: Sudeep Kanav, TU München |
2 Author: Sudeep Kanav, TU München |
3 Author: Johannes Hölzl, TU München *) |
3 Author: Johannes Hölzl, TU München *) |
4 |
4 |
5 section {* Convolution Measure *} |
5 section \<open>Convolution Measure\<close> |
6 |
6 |
7 theory Convolution |
7 theory Convolution |
8 imports Independent_Family |
8 imports Independent_Family |
9 begin |
9 begin |
10 |
10 |
158 also have "\<dots> = g y * (\<integral>\<^sup>+x. f (x - y) * indicator A x \<partial>lborel)" |
158 also have "\<dots> = g y * (\<integral>\<^sup>+x. f (x - y) * indicator A x \<partial>lborel)" |
159 using gt_0 |
159 using gt_0 |
160 by (subst nn_integral_real_affine[where c=1 and t="-y"]) |
160 by (subst nn_integral_real_affine[where c=1 and t="-y"]) |
161 (auto simp del: gt_0 simp add: one_ereal_def[symmetric]) |
161 (auto simp del: gt_0 simp add: one_ereal_def[symmetric]) |
162 also have "\<dots> = (\<integral>\<^sup>+x. g y * (f (x - y) * indicator A x) \<partial>lborel)" |
162 also have "\<dots> = (\<integral>\<^sup>+x. g y * (f (x - y) * indicator A x) \<partial>lborel)" |
163 using `0 \<le> g y` by (intro nn_integral_cmult[symmetric]) auto |
163 using \<open>0 \<le> g y\<close> by (intro nn_integral_cmult[symmetric]) auto |
164 finally show "(\<integral>\<^sup>+ x. g y * (f x * indicator A (x + y)) \<partial>lborel) = |
164 finally show "(\<integral>\<^sup>+ x. g y * (f x * indicator A (x + y)) \<partial>lborel) = |
165 (\<integral>\<^sup>+ x. f (x - y) * g y * indicator A x \<partial>lborel)" |
165 (\<integral>\<^sup>+ x. f (x - y) * g y * indicator A x \<partial>lborel)" |
166 by (simp add: ac_simps) |
166 by (simp add: ac_simps) |
167 qed |
167 qed |
168 also have "\<dots> = (\<integral>\<^sup>+x. (\<integral>\<^sup>+y. f (x - y) * g y * indicator A x \<partial>lborel) \<partial>lborel)" |
168 also have "\<dots> = (\<integral>\<^sup>+x. (\<integral>\<^sup>+y. f (x - y) * g y * indicator A x \<partial>lborel) \<partial>lborel)" |