src/HOL/Probability/Fin_Map.thy
changeset 61808 fc1556774cfe
parent 61378 3e04c9ca001a
child 61969 e01015e49041
equal deleted inserted replaced
61807:965769fe2b63 61808:fc1556774cfe
     1 (*  Title:      HOL/Probability/Fin_Map.thy
     1 (*  Title:      HOL/Probability/Fin_Map.thy
     2     Author:     Fabian Immler, TU München
     2     Author:     Fabian Immler, TU München
     3 *)
     3 *)
     4 
     4 
     5 section {* Finite Maps *}
     5 section \<open>Finite Maps\<close>
     6 
     6 
     7 theory Fin_Map
     7 theory Fin_Map
     8 imports Finite_Product_Measure
     8 imports Finite_Product_Measure
     9 begin
     9 begin
    10 
    10 
    11 text {* Auxiliary type that is instantiated to @{class polish_space}, needed for the proof of
    11 text \<open>Auxiliary type that is instantiated to @{class polish_space}, needed for the proof of
    12   projective limit. @{const extensional} functions are used for the representation in order to
    12   projective limit. @{const extensional} functions are used for the representation in order to
    13   stay close to the developments of (finite) products @{const Pi\<^sub>E} and their sigma-algebra
    13   stay close to the developments of (finite) products @{const Pi\<^sub>E} and their sigma-algebra
    14   @{const Pi\<^sub>M}. *}
    14   @{const Pi\<^sub>M}.\<close>
    15 
    15 
    16 typedef ('i, 'a) finmap ("(_ \<Rightarrow>\<^sub>F /_)" [22, 21] 21) =
    16 typedef ('i, 'a) finmap ("(_ \<Rightarrow>\<^sub>F /_)" [22, 21] 21) =
    17   "{(I::'i set, f::'i \<Rightarrow> 'a). finite I \<and> f \<in> extensional I}" by auto
    17   "{(I::'i set, f::'i \<Rightarrow> 'a). finite I \<and> f \<in> extensional I}" by auto
    18 
    18 
    19 subsection {* Domain and Application *}
    19 subsection \<open>Domain and Application\<close>
    20 
    20 
    21 definition domain where "domain P = fst (Rep_finmap P)"
    21 definition domain where "domain P = fst (Rep_finmap P)"
    22 
    22 
    23 lemma finite_domain[simp, intro]: "finite (domain P)"
    23 lemma finite_domain[simp, intro]: "finite (domain P)"
    24   by (cases P) (auto simp: domain_def Abs_finmap_inverse)
    24   by (cases P) (auto simp: domain_def Abs_finmap_inverse)
    36 lemma finmap_eq_iff: "P = Q \<longleftrightarrow> (domain P = domain Q \<and> (\<forall>i\<in>domain P. P i = Q i))"
    36 lemma finmap_eq_iff: "P = Q \<longleftrightarrow> (domain P = domain Q \<and> (\<forall>i\<in>domain P. P i = Q i))"
    37   by (cases P, cases Q)
    37   by (cases P, cases Q)
    38      (auto simp add: Abs_finmap_inject extensional_def domain_def proj_def Abs_finmap_inverse
    38      (auto simp add: Abs_finmap_inject extensional_def domain_def proj_def Abs_finmap_inverse
    39               intro: extensionalityI)
    39               intro: extensionalityI)
    40 
    40 
    41 subsection {* Countable Finite Maps *}
    41 subsection \<open>Countable Finite Maps\<close>
    42 
    42 
    43 instance finmap :: (countable, countable) countable
    43 instance finmap :: (countable, countable) countable
    44 proof
    44 proof
    45   obtain mapper where mapper: "\<And>fm :: 'a \<Rightarrow>\<^sub>F 'b. set (mapper fm) = domain fm"
    45   obtain mapper where mapper: "\<And>fm :: 'a \<Rightarrow>\<^sub>F 'b. set (mapper fm) = domain fm"
    46     by (metis finite_list[OF finite_domain])
    46     by (metis finite_list[OF finite_domain])
    48   proof (rule inj_onI)
    48   proof (rule inj_onI)
    49     fix f1 f2 assume "?F f1 = ?F f2"
    49     fix f1 f2 assume "?F f1 = ?F f2"
    50     then have "map fst (?F f1) = map fst (?F f2)" by simp
    50     then have "map fst (?F f1) = map fst (?F f2)" by simp
    51     then have "mapper f1 = mapper f2" by (simp add: comp_def)
    51     then have "mapper f1 = mapper f2" by (simp add: comp_def)
    52     then have "domain f1 = domain f2" by (simp add: mapper[symmetric])
    52     then have "domain f1 = domain f2" by (simp add: mapper[symmetric])
    53     with `?F f1 = ?F f2` show "f1 = f2"
    53     with \<open>?F f1 = ?F f2\<close> show "f1 = f2"
    54       unfolding `mapper f1 = mapper f2` map_eq_conv mapper
    54       unfolding \<open>mapper f1 = mapper f2\<close> map_eq_conv mapper
    55       by (simp add: finmap_eq_iff)
    55       by (simp add: finmap_eq_iff)
    56   qed
    56   qed
    57   then show "\<exists>to_nat :: 'a \<Rightarrow>\<^sub>F 'b \<Rightarrow> nat. inj to_nat"
    57   then show "\<exists>to_nat :: 'a \<Rightarrow>\<^sub>F 'b \<Rightarrow> nat. inj to_nat"
    58     by (intro exI[of _ "to_nat \<circ> ?F"] inj_comp) auto
    58     by (intro exI[of _ "to_nat \<circ> ?F"] inj_comp) auto
    59 qed
    59 qed
    60 
    60 
    61 subsection {* Constructor of Finite Maps *}
    61 subsection \<open>Constructor of Finite Maps\<close>
    62 
    62 
    63 definition "finmap_of inds f = Abs_finmap (inds, restrict f inds)"
    63 definition "finmap_of inds f = Abs_finmap (inds, restrict f inds)"
    64 
    64 
    65 lemma proj_finmap_of[simp]:
    65 lemma proj_finmap_of[simp]:
    66   assumes "finite inds"
    66   assumes "finite inds"
    91   assume "x \<in> S" "y \<in> S" hence "x \<in> extensional K" "y \<in> extensional K" using assms by auto
    91   assume "x \<in> S" "y \<in> S" hence "x \<in> extensional K" "y \<in> extensional K" using assms by auto
    92   ultimately
    92   ultimately
    93   show "x = y" using assms by (simp add: extensional_restrict)
    93   show "x = y" using assms by (simp add: extensional_restrict)
    94 qed
    94 qed
    95 
    95 
    96 subsection {* Product set of Finite Maps *}
    96 subsection \<open>Product set of Finite Maps\<close>
    97 
    97 
    98 text {* This is @{term Pi} for Finite Maps, most of this is copied *}
    98 text \<open>This is @{term Pi} for Finite Maps, most of this is copied\<close>
    99 
    99 
   100 definition Pi' :: "'i set \<Rightarrow> ('i \<Rightarrow> 'a set) \<Rightarrow> ('i \<Rightarrow>\<^sub>F 'a) set" where
   100 definition Pi' :: "'i set \<Rightarrow> ('i \<Rightarrow> 'a set) \<Rightarrow> ('i \<Rightarrow>\<^sub>F 'a) set" where
   101   "Pi' I A = { P. domain P = I \<and> (\<forall>i. i \<in> I \<longrightarrow> (P)\<^sub>F i \<in> A i) } "
   101   "Pi' I A = { P. domain P = I \<and> (\<forall>i. i \<in> I \<longrightarrow> (P)\<^sub>F i \<in> A i) } "
   102 
   102 
   103 syntax
   103 syntax
   105 syntax (xsymbols)
   105 syntax (xsymbols)
   106   "_Pi'" :: "[pttrn, 'a set, 'b set] => ('a => 'b) set"  ("(3\<Pi>' _\<in>_./ _)"   10)
   106   "_Pi'" :: "[pttrn, 'a set, 'b set] => ('a => 'b) set"  ("(3\<Pi>' _\<in>_./ _)"   10)
   107 translations
   107 translations
   108   "PI' x:A. B" == "CONST Pi' A (%x. B)"
   108   "PI' x:A. B" == "CONST Pi' A (%x. B)"
   109 
   109 
   110 subsubsection{*Basic Properties of @{term Pi'}*}
   110 subsubsection\<open>Basic Properties of @{term Pi'}\<close>
   111 
   111 
   112 lemma Pi'_I[intro!]: "domain f = A \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> f x \<in> B x) \<Longrightarrow> f \<in> Pi' A B"
   112 lemma Pi'_I[intro!]: "domain f = A \<Longrightarrow> (\<And>x. x \<in> A \<Longrightarrow> f x \<in> B x) \<Longrightarrow> f \<in> Pi' A B"
   113   by (simp add: Pi'_def)
   113   by (simp add: Pi'_def)
   114 
   114 
   115 lemma Pi'_I'[simp]: "domain f = A \<Longrightarrow> (\<And>x. x \<in> A \<longrightarrow> f x \<in> B x) \<Longrightarrow> f \<in> Pi' A B"
   115 lemma Pi'_I'[simp]: "domain f = A \<Longrightarrow> (\<And>x. x \<in> A \<longrightarrow> f x \<in> B x) \<Longrightarrow> f \<in> Pi' A B"
   144   apply (auto simp: Pi'_def Pi_def extensional_def)
   144   apply (auto simp: Pi'_def Pi_def extensional_def)
   145   apply (rule_tac x = "finmap_of A (restrict x A)" in image_eqI)
   145   apply (rule_tac x = "finmap_of A (restrict x A)" in image_eqI)
   146   apply auto
   146   apply auto
   147   done
   147   done
   148 
   148 
   149 subsection {* Topological Space of Finite Maps *}
   149 subsection \<open>Topological Space of Finite Maps\<close>
   150 
   150 
   151 instantiation finmap :: (type, topological_space) topological_space
   151 instantiation finmap :: (type, topological_space) topological_space
   152 begin
   152 begin
   153 
   153 
   154 definition open_finmap :: "('a \<Rightarrow>\<^sub>F 'b) set \<Rightarrow> bool" where
   154 definition open_finmap :: "('a \<Rightarrow>\<^sub>F 'b) set \<Rightarrow> bool" where
   169   also have "open \<dots>"
   169   also have "open \<dots>"
   170   proof (rule, safe, cases)
   170   proof (rule, safe, cases)
   171     fix i::"'a set"
   171     fix i::"'a set"
   172     assume "finite i"
   172     assume "finite i"
   173     hence "{m. domain m = i} = Pi' i (\<lambda>_. UNIV)" by (auto simp: Pi'_def)
   173     hence "{m. domain m = i} = Pi' i (\<lambda>_. UNIV)" by (auto simp: Pi'_def)
   174     also have "open \<dots>" by (auto intro: open_Pi'I simp: `finite i`)
   174     also have "open \<dots>" by (auto intro: open_Pi'I simp: \<open>finite i\<close>)
   175     finally show "open {m. domain m = i}" .
   175     finally show "open {m. domain m = i}" .
   176   next
   176   next
   177     fix i::"'a set"
   177     fix i::"'a set"
   178     assume "\<not> finite i" hence "{m. domain m = i} = {}" by auto
   178     assume "\<not> finite i" hence "{m. domain m = i} = {}" by auto
   179     also have "open \<dots>" by simp
   179     also have "open \<dots>" by simp
   194   let ?S = "Pi' (domain a) (\<lambda>x. if x = i then S else UNIV)"
   194   let ?S = "Pi' (domain a) (\<lambda>x. if x = i then S else UNIV)"
   195   assume "open S" hence "open ?S" by (auto intro!: open_Pi'I)
   195   assume "open S" hence "open ?S" by (auto intro!: open_Pi'I)
   196   moreover assume "\<forall>S. open S \<longrightarrow> a \<in> S \<longrightarrow> eventually (\<lambda>x. x \<in> S) F" "a i \<in> S"
   196   moreover assume "\<forall>S. open S \<longrightarrow> a \<in> S \<longrightarrow> eventually (\<lambda>x. x \<in> S) F" "a i \<in> S"
   197   ultimately have "eventually (\<lambda>x. x \<in> ?S) F" by auto
   197   ultimately have "eventually (\<lambda>x. x \<in> ?S) F" by auto
   198   thus "eventually (\<lambda>x. (x)\<^sub>F i \<in> S) F"
   198   thus "eventually (\<lambda>x. (x)\<^sub>F i \<in> S) F"
   199     by eventually_elim (insert `a i \<in> S`, force simp: Pi'_iff split: split_if_asm)
   199     by eventually_elim (insert \<open>a i \<in> S\<close>, force simp: Pi'_iff split: split_if_asm)
   200 qed
   200 qed
   201 
   201 
   202 lemma continuous_proj:
   202 lemma continuous_proj:
   203   shows "continuous_on s (\<lambda>x. (x)\<^sub>F i)"
   203   shows "continuous_on s (\<lambda>x. (x)\<^sub>F i)"
   204   unfolding continuous_on_def by (safe intro!: tendsto_proj tendsto_ident_at)
   204   unfolding continuous_on_def by (safe intro!: tendsto_proj tendsto_ident_at)
   234             intro!: bexI[where x="\<lambda>i. f i \<inter> g i"])
   234             intro!: bexI[where x="\<lambda>i. f i \<inter> g i"])
   235     next
   235     next
   236       case (UN B)
   236       case (UN B)
   237       then obtain b where "x \<in> b" "b \<in> B" by auto
   237       then obtain b where "x \<in> b" "b \<in> B" by auto
   238       hence "\<exists>a\<in>?A. a \<subseteq> b" using UN by simp
   238       hence "\<exists>a\<in>?A. a \<subseteq> b" using UN by simp
   239       thus ?case using `b \<in> B` by blast
   239       thus ?case using \<open>b \<in> B\<close> by blast
   240     next
   240     next
   241       case (Basis s)
   241       case (Basis s)
   242       then obtain a b where xs: "x\<in> Pi' a b" "s = Pi' a b" "\<And>i. i\<in>a \<Longrightarrow> open (b i)" by auto
   242       then obtain a b where xs: "x\<in> Pi' a b" "s = Pi' a b" "\<And>i. i\<in>a \<Longrightarrow> open (b i)" by auto
   243       have "\<forall>i. \<exists>a. (i \<in> domain x \<and> open (b i) \<and> (x)\<^sub>F i \<in> b i) \<longrightarrow> (a\<in>A i \<and> a \<subseteq> b i)"
   243       have "\<forall>i. \<exists>a. (i \<in> domain x \<and> open (b i) \<and> (x)\<^sub>F i \<in> b i) \<longrightarrow> (a\<in>A i \<and> a \<subseteq> b i)"
   244         using open_sub[of _ b] by auto
   244         using open_sub[of _ b] by auto
   252           (auto simp: Pi'_iff intro!: image_eqI[where x="restrict b' (domain x)"])
   252           (auto simp: Pi'_iff intro!: image_eqI[where x="restrict b' (domain x)"])
   253     qed
   253     qed
   254   qed (insert A,auto simp: PiE_iff intro!: open_Pi'I)
   254   qed (insert A,auto simp: PiE_iff intro!: open_Pi'I)
   255 qed
   255 qed
   256 
   256 
   257 subsection {* Metric Space of Finite Maps *}
   257 subsection \<open>Metric Space of Finite Maps\<close>
   258 
   258 
   259 instantiation finmap :: (type, metric_space) metric_space
   259 instantiation finmap :: (type, metric_space) metric_space
   260 begin
   260 begin
   261 
   261 
   262 definition dist_finmap where
   262 definition dist_finmap where
   340       show ?case
   340       show ?case
   341       proof safe
   341       proof safe
   342         fix x assume "x \<in> s"
   342         fix x assume "x \<in> s"
   343         hence [simp]: "finite a" and a_dom: "a = domain x" using s by (auto simp: Pi'_iff)
   343         hence [simp]: "finite a" and a_dom: "a = domain x" using s by (auto simp: Pi'_iff)
   344         obtain es where es: "\<forall>i \<in> a. es i > 0 \<and> (\<forall>y. dist y (proj x i) < es i \<longrightarrow> y \<in> b i)"
   344         obtain es where es: "\<forall>i \<in> a. es i > 0 \<and> (\<forall>y. dist y (proj x i) < es i \<longrightarrow> y \<in> b i)"
   345           using b `x \<in> s` by atomize_elim (intro bchoice, auto simp: open_dist s)
   345           using b \<open>x \<in> s\<close> by atomize_elim (intro bchoice, auto simp: open_dist s)
   346         hence in_b: "\<And>i y. i \<in> a \<Longrightarrow> dist y (proj x i) < es i \<Longrightarrow> y \<in> b i" by auto
   346         hence in_b: "\<And>i y. i \<in> a \<Longrightarrow> dist y (proj x i) < es i \<Longrightarrow> y \<in> b i" by auto
   347         show "\<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> s"
   347         show "\<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> s"
   348         proof (cases, rule, safe)
   348         proof (cases, rule, safe)
   349           assume "a \<noteq> {}"
   349           assume "a \<noteq> {}"
   350           show "0 < min 1 (Min (es ` a))" using es by (auto simp: `a \<noteq> {}`)
   350           show "0 < min 1 (Min (es ` a))" using es by (auto simp: \<open>a \<noteq> {}\<close>)
   351           fix y assume d: "dist y x < min 1 (Min (es ` a))"
   351           fix y assume d: "dist y x < min 1 (Min (es ` a))"
   352           show "y \<in> s" unfolding s
   352           show "y \<in> s" unfolding s
   353           proof
   353           proof
   354             show "domain y = a" using d s `a \<noteq> {}` by (auto simp: dist_le_1_imp_domain_eq a_dom)
   354             show "domain y = a" using d s \<open>a \<noteq> {}\<close> by (auto simp: dist_le_1_imp_domain_eq a_dom)
   355             fix i assume i: "i \<in> a"
   355             fix i assume i: "i \<in> a"
   356             hence "dist ((y)\<^sub>F i) ((x)\<^sub>F i) < es i" using d
   356             hence "dist ((y)\<^sub>F i) ((x)\<^sub>F i) < es i" using d
   357               by (auto simp: dist_finmap_def `a \<noteq> {}` intro!: le_less_trans[OF dist_proj])
   357               by (auto simp: dist_finmap_def \<open>a \<noteq> {}\<close> intro!: le_less_trans[OF dist_proj])
   358             with i show "y i \<in> b i" by (rule in_b)
   358             with i show "y i \<in> b i" by (rule in_b)
   359           qed
   359           qed
   360         next
   360         next
   361           assume "\<not>a \<noteq> {}"
   361           assume "\<not>a \<noteq> {}"
   362           thus "\<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> s"
   362           thus "\<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> s"
   363             using s `x \<in> s` by (auto simp: Pi'_def dist_le_1_imp_domain_eq intro!: exI[where x=1])
   363             using s \<open>x \<in> s\<close> by (auto simp: Pi'_def dist_le_1_imp_domain_eq intro!: exI[where x=1])
   364         qed
   364         qed
   365       qed
   365       qed
   366     qed
   366     qed
   367   next
   367   next
   368     assume "\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S"
   368     assume "\<forall>x\<in>S. \<exists>e>0. \<forall>y. dist y x < e \<longrightarrow> y \<in> S"
   378     next
   378     next
   379       fix x y
   379       fix x y
   380       assume "y \<in> S"
   380       assume "y \<in> S"
   381       moreover
   381       moreover
   382       assume "x \<in> (\<Pi>' i\<in>domain y. ball (y i) (e y))"
   382       assume "x \<in> (\<Pi>' i\<in>domain y. ball (y i) (e y))"
   383       hence "dist x y < e y" using e_pos `y \<in> S`
   383       hence "dist x y < e y" using e_pos \<open>y \<in> S\<close>
   384         by (auto simp: dist_finmap_def Pi'_iff finite_proj_diag dist_commute)
   384         by (auto simp: dist_finmap_def Pi'_iff finite_proj_diag dist_commute)
   385       ultimately show "x \<in> S" by (rule e_in)
   385       ultimately show "x \<in> S" by (rule e_in)
   386     qed
   386     qed
   387     also have "open \<dots>"
   387     also have "open \<dots>"
   388       unfolding open_finmap_def
   388       unfolding open_finmap_def
   413   finally show "dist P Q \<le> dist P R + dist Q R" by (simp add: dist_finmap_def ac_simps)
   413   finally show "dist P Q \<le> dist P R + dist Q R" by (simp add: dist_finmap_def ac_simps)
   414 qed
   414 qed
   415 
   415 
   416 end
   416 end
   417 
   417 
   418 subsection {* Complete Space of Finite Maps *}
   418 subsection \<open>Complete Space of Finite Maps\<close>
   419 
   419 
   420 lemma tendsto_finmap:
   420 lemma tendsto_finmap:
   421   fixes f::"nat \<Rightarrow> ('i \<Rightarrow>\<^sub>F ('a::metric_space))"
   421   fixes f::"nat \<Rightarrow> ('i \<Rightarrow>\<^sub>F ('a::metric_space))"
   422   assumes ind_f:  "\<And>n. domain (f n) = domain g"
   422   assumes ind_f:  "\<And>n. domain (f n) = domain g"
   423   assumes proj_g:  "\<And>i. i \<in> domain g \<Longrightarrow> (\<lambda>n. (f n) i) ----> g i"
   423   assumes proj_g:  "\<And>i. i \<in> domain g \<Longrightarrow> (\<lambda>n. (f n) i) ----> g i"
   428   let ?dists = "\<lambda>x i. dist ((f x)\<^sub>F i) ((g)\<^sub>F i)"
   428   let ?dists = "\<lambda>x i. dist ((f x)\<^sub>F i) ((g)\<^sub>F i)"
   429   have "eventually (\<lambda>x. \<forall>i\<in>domain g. ?dists x i < e) sequentially"
   429   have "eventually (\<lambda>x. \<forall>i\<in>domain g. ?dists x i < e) sequentially"
   430     using finite_domain[of g] proj_g
   430     using finite_domain[of g] proj_g
   431   proof induct
   431   proof induct
   432     case (insert i G)
   432     case (insert i G)
   433     with `0 < e` have "eventually (\<lambda>x. ?dists x i < e) sequentially" by (auto simp add: tendsto_iff)
   433     with \<open>0 < e\<close> have "eventually (\<lambda>x. ?dists x i < e) sequentially" by (auto simp add: tendsto_iff)
   434     moreover
   434     moreover
   435     from insert have "eventually (\<lambda>x. \<forall>i\<in>G. dist ((f x)\<^sub>F i) ((g)\<^sub>F i) < e) sequentially" by simp
   435     from insert have "eventually (\<lambda>x. \<forall>i\<in>G. dist ((f x)\<^sub>F i) ((g)\<^sub>F i) < e) sequentially" by simp
   436     ultimately show ?case by eventually_elim auto
   436     ultimately show ?case by eventually_elim auto
   437   qed simp
   437   qed simp
   438   thus "eventually (\<lambda>x. dist (f x) g < e) sequentially"
   438   thus "eventually (\<lambda>x. dist (f x) g < e) sequentially"
   439     by eventually_elim (auto simp add: dist_finmap_def finite_proj_diag ind_f `0 < e`)
   439     by eventually_elim (auto simp add: dist_finmap_def finite_proj_diag ind_f \<open>0 < e\<close>)
   440 qed
   440 qed
   441 
   441 
   442 instance finmap :: (type, complete_space) complete_space
   442 instance finmap :: (type, complete_space) complete_space
   443 proof
   443 proof
   444   fix P::"nat \<Rightarrow> 'a \<Rightarrow>\<^sub>F 'b"
   444   fix P::"nat \<Rightarrow> 'a \<Rightarrow>\<^sub>F 'b"
   455   {
   455   {
   456     fix i assume "i \<in> d"
   456     fix i assume "i \<in> d"
   457     have "Cauchy (p i)" unfolding cauchy p_def
   457     have "Cauchy (p i)" unfolding cauchy p_def
   458     proof safe
   458     proof safe
   459       fix e::real assume "0 < e"
   459       fix e::real assume "0 < e"
   460       with `Cauchy P` obtain N where N: "\<And>n. n\<ge>N \<Longrightarrow> dist (P n) (P N) < min e 1"
   460       with \<open>Cauchy P\<close> obtain N where N: "\<And>n. n\<ge>N \<Longrightarrow> dist (P n) (P N) < min e 1"
   461         by (force simp: cauchy min_def)
   461         by (force simp: cauchy min_def)
   462       hence "\<And>n. n \<ge> N \<Longrightarrow> domain (P n) = domain (P N)" using dist_le_1_imp_domain_eq by auto
   462       hence "\<And>n. n \<ge> N \<Longrightarrow> domain (P n) = domain (P N)" using dist_le_1_imp_domain_eq by auto
   463       with dim have dim: "\<And>n. n \<ge> N \<Longrightarrow> domain (P n) = d" by (metis nat_le_linear)
   463       with dim have dim: "\<And>n. n \<ge> N \<Longrightarrow> domain (P n) = d" by (metis nat_le_linear)
   464       show "\<exists>N. \<forall>n\<ge>N. dist ((P n) i) ((P N) i) < e"
   464       show "\<exists>N. \<forall>n\<ge>N. dist ((P n) i) ((P N) i) < e"
   465       proof (safe intro!: exI[where x="N"])
   465       proof (safe intro!: exI[where x="N"])
   466         fix n assume "N \<le> n" have "N \<le> N" by simp
   466         fix n assume "N \<le> n" have "N \<le> N" by simp
   467         have "dist ((P n) i) ((P N) i) \<le> dist (P n) (P N)"
   467         have "dist ((P n) i) ((P N) i) \<le> dist (P n) (P N)"
   468           using dim[OF `N \<le> n`]  dim[OF `N \<le> N`] `i \<in> d`
   468           using dim[OF \<open>N \<le> n\<close>]  dim[OF \<open>N \<le> N\<close>] \<open>i \<in> d\<close>
   469           by (auto intro!: dist_proj)
   469           by (auto intro!: dist_proj)
   470         also have "\<dots> < e" using N[OF `N \<le> n`] by simp
   470         also have "\<dots> < e" using N[OF \<open>N \<le> n\<close>] by simp
   471         finally show "dist ((P n) i) ((P N) i) < e" .
   471         finally show "dist ((P n) i) ((P N) i) < e" .
   472       qed
   472       qed
   473     qed
   473     qed
   474     hence "convergent (p i)" by (metis Cauchy_convergent_iff)
   474     hence "convergent (p i)" by (metis Cauchy_convergent_iff)
   475     hence "p i ----> q i" unfolding q_def convergent_def by (metis limI)
   475     hence "p i ----> q i" unfolding q_def convergent_def by (metis limI)
   478   proof (rule metric_LIMSEQ_I)
   478   proof (rule metric_LIMSEQ_I)
   479     fix e::real assume "0 < e"
   479     fix e::real assume "0 < e"
   480     have "\<exists>ni. \<forall>i\<in>d. \<forall>n\<ge>ni i. dist (p i n) (q i) < e"
   480     have "\<exists>ni. \<forall>i\<in>d. \<forall>n\<ge>ni i. dist (p i n) (q i) < e"
   481     proof (safe intro!: bchoice)
   481     proof (safe intro!: bchoice)
   482       fix i assume "i \<in> d"
   482       fix i assume "i \<in> d"
   483       from p[OF `i \<in> d`, THEN metric_LIMSEQ_D, OF `0 < e`]
   483       from p[OF \<open>i \<in> d\<close>, THEN metric_LIMSEQ_D, OF \<open>0 < e\<close>]
   484       show "\<exists>no. \<forall>n\<ge>no. dist (p i n) (q i) < e" .
   484       show "\<exists>no. \<forall>n\<ge>no. dist (p i n) (q i) < e" .
   485     qed then guess ni .. note ni = this
   485     qed then guess ni .. note ni = this
   486     def N \<equiv> "max Nd (Max (ni ` d))"
   486     def N \<equiv> "max Nd (Max (ni ` d))"
   487     show "\<exists>N. \<forall>n\<ge>N. dist (P n) Q < e"
   487     show "\<exists>N. \<forall>n\<ge>N. dist (P n) Q < e"
   488     proof (safe intro!: exI[where x="N"])
   488     proof (safe intro!: exI[where x="N"])
   489       fix n assume "N \<le> n"
   489       fix n assume "N \<le> n"
   490       hence dom: "domain (P n) = d" "domain Q = d" "domain (P n) = domain Q"
   490       hence dom: "domain (P n) = d" "domain Q = d" "domain (P n) = domain Q"
   491         using dim by (simp_all add: N_def Q_def dim_def Abs_finmap_inverse)
   491         using dim by (simp_all add: N_def Q_def dim_def Abs_finmap_inverse)
   492       show "dist (P n) Q < e"
   492       show "dist (P n) Q < e"
   493       proof (rule dist_finmap_lessI[OF dom(3) `0 < e`])
   493       proof (rule dist_finmap_lessI[OF dom(3) \<open>0 < e\<close>])
   494         fix i
   494         fix i
   495         assume "i \<in> domain (P n)"
   495         assume "i \<in> domain (P n)"
   496         hence "ni i \<le> Max (ni ` d)" using dom by simp
   496         hence "ni i \<le> Max (ni ` d)" using dom by simp
   497         also have "\<dots> \<le> N" by (simp add: N_def)
   497         also have "\<dots> \<le> N" by (simp add: N_def)
   498         finally show "dist ((P n)\<^sub>F i) ((Q)\<^sub>F i) < e" using ni `i \<in> domain (P n)` `N \<le> n` dom
   498         finally show "dist ((P n)\<^sub>F i) ((Q)\<^sub>F i) < e" using ni \<open>i \<in> domain (P n)\<close> \<open>N \<le> n\<close> dom
   499           by (auto simp: p_def q N_def less_imp_le)
   499           by (auto simp: p_def q N_def less_imp_le)
   500       qed
   500       qed
   501     qed
   501     qed
   502   qed
   502   qed
   503   thus "convergent P" by (auto simp: convergent_def)
   503   thus "convergent P" by (auto simp: convergent_def)
   504 qed
   504 qed
   505 
   505 
   506 subsection {* Second Countable Space of Finite Maps *}
   506 subsection \<open>Second Countable Space of Finite Maps\<close>
   507 
   507 
   508 instantiation finmap :: (countable, second_countable_topology) second_countable_topology
   508 instantiation finmap :: (countable, second_countable_topology) second_countable_topology
   509 begin
   509 begin
   510 
   510 
   511 definition basis_proj::"'b set set"
   511 definition basis_proj::"'b set set"
   580     thus "\<exists>y. x i \<in> y \<and> y \<subseteq> a i \<and> y \<in> basis_proj" by auto
   580     thus "\<exists>y. x i \<in> y \<and> y \<subseteq> a i \<and> y \<in> basis_proj" by auto
   581   qed
   581   qed
   582   then guess B .. note B = this
   582   then guess B .. note B = this
   583   def B' \<equiv> "Pi' (domain x) (\<lambda>i. (B i)::'b set)"
   583   def B' \<equiv> "Pi' (domain x) (\<lambda>i. (B i)::'b set)"
   584   have "B' \<subseteq> Pi' (domain x) a" using B by (auto intro!: Pi'_mono simp: B'_def)
   584   have "B' \<subseteq> Pi' (domain x) a" using B by (auto intro!: Pi'_mono simp: B'_def)
   585   also note `\<dots> \<subseteq> O'`
   585   also note \<open>\<dots> \<subseteq> O'\<close>
   586   finally show "\<exists>B'\<in>basis_finmap. x \<in> B' \<and> B' \<subseteq> O'" using B
   586   finally show "\<exists>B'\<in>basis_finmap. x \<in> B' \<and> B' \<subseteq> O'" using B
   587     by (auto intro!: bexI[where x=B'] Pi'_mono in_basis_finmapI simp: B'_def)
   587     by (auto intro!: bexI[where x=B'] Pi'_mono in_basis_finmapI simp: B'_def)
   588 qed
   588 qed
   589 
   589 
   590 lemma range_enum_basis_finmap_imp_open:
   590 lemma range_enum_basis_finmap_imp_open:
   594 
   594 
   595 instance proof qed (blast intro: finmap_topological_basis countable_basis_finmap topological_basis_imp_subbasis)
   595 instance proof qed (blast intro: finmap_topological_basis countable_basis_finmap topological_basis_imp_subbasis)
   596 
   596 
   597 end
   597 end
   598 
   598 
   599 subsection {* Polish Space of Finite Maps *}
   599 subsection \<open>Polish Space of Finite Maps\<close>
   600 
   600 
   601 instance finmap :: (countable, polish_space) polish_space proof qed
   601 instance finmap :: (countable, polish_space) polish_space proof qed
   602 
   602 
   603 
   603 
   604 subsection {* Product Measurable Space of Finite Maps *}
   604 subsection \<open>Product Measurable Space of Finite Maps\<close>
   605 
   605 
   606 definition "PiF I M \<equiv>
   606 definition "PiF I M \<equiv>
   607   sigma (\<Union>J \<in> I. (\<Pi>' j\<in>J. space (M j))) {(\<Pi>' j\<in>J. X j) |X J. J \<in> I \<and> X \<in> (\<Pi> j\<in>J. sets (M j))}"
   607   sigma (\<Union>J \<in> I. (\<Pi>' j\<in>J. space (M j))) {(\<Pi>' j\<in>J. X j) |X J. J \<in> I \<and> X \<in> (\<Pi> j\<in>J. sets (M j))}"
   608 
   608 
   609 abbreviation
   609 abbreviation
   698 proof -
   698 proof -
   699   have "\<Union>{f s|s. P s} = (\<Union>n::nat. let s = set (from_nat n) in if P s then f s else {})"
   699   have "\<Union>{f s|s. P s} = (\<Union>n::nat. let s = set (from_nat n) in if P s then f s else {})"
   700   proof safe
   700   proof safe
   701     fix x X s assume *: "x \<in> f s" "P s"
   701     fix x X s assume *: "x \<in> f s" "P s"
   702     with assms obtain l where "s = set l" using finite_list by blast
   702     with assms obtain l where "s = set l" using finite_list by blast
   703     with * show "x \<in> (\<Union>n. let s = set (from_nat n) in if P s then f s else {})" using `P s`
   703     with * show "x \<in> (\<Union>n. let s = set (from_nat n) in if P s then f s else {})" using \<open>P s\<close>
   704       by (auto intro!: exI[where x="to_nat l"])
   704       by (auto intro!: exI[where x="to_nat l"])
   705   next
   705   next
   706     fix x n assume "x \<in> (let s = set (from_nat n) in if P s then f s else {})"
   706     fix x n assume "x \<in> (let s = set (from_nat n) in if P s then f s else {})"
   707     thus "x \<in> \<Union>{f s|s. P s}" using assms by (auto simp: Let_def split: split_if_asm)
   707     thus "x \<in> \<Union>{f s|s. P s}" using assms by (auto simp: Let_def split: split_if_asm)
   708   qed
   708   qed
   753   also have "\<dots> \<in> sets (PiF I M)"
   753   also have "\<dots> \<in> sets (PiF I M)"
   754     apply (intro sets.Int sets.countable_nat_UN subsetI, safe)
   754     apply (intro sets.Int sets.countable_nat_UN subsetI, safe)
   755     apply (case_tac "set (from_nat i) \<in> I")
   755     apply (case_tac "set (from_nat i) \<in> I")
   756     apply simp_all
   756     apply simp_all
   757     apply (rule singleton_subspace_set_in_sets[OF measurable_sets[OF MN]])
   757     apply (rule singleton_subspace_set_in_sets[OF measurable_sets[OF MN]])
   758     using assms `y \<in> sets N`
   758     using assms \<open>y \<in> sets N\<close>
   759     apply (auto simp: space_PiF)
   759     apply (auto simp: space_PiF)
   760     done
   760     done
   761   finally show "A -` y \<inter> space (PiF I M) \<in> sets (PiF I M)" .
   761   finally show "A -` y \<inter> space (PiF I M) \<in> sets (PiF I M)" .
   762 next
   762 next
   763   fix x assume "x \<in> space (PiF I M)" thus "A x \<in> space N"
   763   fix x assume "x \<in> space (PiF I M)" thus "A x \<in> space N"
   804   also have "\<dots> \<in> sets (PiF J M)" using Union by (intro sets.countable_nat_UN) auto
   804   also have "\<dots> \<in> sets (PiF J M)" using Union by (intro sets.countable_nat_UN) auto
   805   finally show ?case .
   805   finally show ?case .
   806 next
   806 next
   807   case (Compl a)
   807   case (Compl a)
   808   have "(space (PiF I M) - a) \<inter> {m. domain m \<in> J} = (space (PiF J M) - (a \<inter> {m. domain m \<in> J}))"
   808   have "(space (PiF I M) - a) \<inter> {m. domain m \<in> J} = (space (PiF J M) - (a \<inter> {m. domain m \<in> J}))"
   809     using `J \<subseteq> I` by (auto simp: space_PiF Pi'_def)
   809     using \<open>J \<subseteq> I\<close> by (auto simp: space_PiF Pi'_def)
   810   also have "\<dots> \<in> sets (PiF J M)" using Compl by auto
   810   also have "\<dots> \<in> sets (PiF J M)" using Compl by auto
   811   finally show ?case by (simp add: space_PiF)
   811   finally show ?case by (simp add: space_PiF)
   812 qed simp
   812 qed simp
   813 
   813 
   814 lemma measurable_finmap_of:
   814 lemma measurable_finmap_of:
   846   shows "finmap_of J \<in> measurable (Pi\<^sub>M J M) (PiF {J} M)"
   846   shows "finmap_of J \<in> measurable (Pi\<^sub>M J M) (PiF {J} M)"
   847   apply (rule measurable_finmap_of)
   847   apply (rule measurable_finmap_of)
   848   apply (rule measurable_component_singleton)
   848   apply (rule measurable_component_singleton)
   849   apply simp
   849   apply simp
   850   apply rule
   850   apply rule
   851   apply (rule `finite J`)
   851   apply (rule \<open>finite J\<close>)
   852   apply simp
   852   apply simp
   853   done
   853   done
   854 
   854 
   855 lemma proj_measurable_singleton:
   855 lemma proj_measurable_singleton:
   856   assumes "A \<in> sets (M i)"
   856   assumes "A \<in> sets (M i)"
   857   shows "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) \<in> sets (PiF {I} M)"
   857   shows "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) \<in> sets (PiF {I} M)"
   858 proof cases
   858 proof cases
   859   assume "i \<in> I"
   859   assume "i \<in> I"
   860   hence "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) =
   860   hence "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) =
   861     Pi' I (\<lambda>x. if x = i then A else space (M x))"
   861     Pi' I (\<lambda>x. if x = i then A else space (M x))"
   862     using sets.sets_into_space[OF ] `A \<in> sets (M i)` assms
   862     using sets.sets_into_space[OF ] \<open>A \<in> sets (M i)\<close> assms
   863     by (auto simp: space_PiF Pi'_def)
   863     by (auto simp: space_PiF Pi'_def)
   864   thus ?thesis  using assms `A \<in> sets (M i)`
   864   thus ?thesis  using assms \<open>A \<in> sets (M i)\<close>
   865     by (intro in_sets_PiFI) auto
   865     by (intro in_sets_PiFI) auto
   866 next
   866 next
   867   assume "i \<notin> I"
   867   assume "i \<notin> I"
   868   hence "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) =
   868   hence "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space (PiF {I} M) =
   869     (if undefined \<in> A then space (PiF {I} M) else {})" by (auto simp: space_PiF Pi'_def)
   869     (if undefined \<in> A then space (PiF {I} M) else {})" by (auto simp: space_PiF Pi'_def)
   872 
   872 
   873 lemma measurable_proj_singleton:
   873 lemma measurable_proj_singleton:
   874   assumes "i \<in> I"
   874   assumes "i \<in> I"
   875   shows "(\<lambda>x. (x)\<^sub>F i) \<in> measurable (PiF {I} M) (M i)"
   875   shows "(\<lambda>x. (x)\<^sub>F i) \<in> measurable (PiF {I} M) (M i)"
   876   by (unfold measurable_def, intro CollectI conjI ballI proj_measurable_singleton assms)
   876   by (unfold measurable_def, intro CollectI conjI ballI proj_measurable_singleton assms)
   877      (insert `i \<in> I`, auto simp: space_PiF)
   877      (insert \<open>i \<in> I\<close>, auto simp: space_PiF)
   878 
   878 
   879 lemma measurable_proj_countable:
   879 lemma measurable_proj_countable:
   880   fixes I::"'a::countable set set"
   880   fixes I::"'a::countable set set"
   881   assumes "y \<in> space (M i)"
   881   assumes "y \<in> space (M i)"
   882   shows "(\<lambda>x. if i \<in> domain x then (x)\<^sub>F i else y) \<in> measurable (PiF I M) (M i)"
   882   shows "(\<lambda>x. if i \<in> domain x then (x)\<^sub>F i else y) \<in> measurable (PiF I M) (M i)"
   887   proof safe
   887   proof safe
   888     fix z assume "z \<in> sets (M i)"
   888     fix z assume "z \<in> sets (M i)"
   889     have "(\<lambda>x. if i \<in> domain x then x i else y) -` z \<inter> space (PiF {J} M) =
   889     have "(\<lambda>x. if i \<in> domain x then x i else y) -` z \<inter> space (PiF {J} M) =
   890       (\<lambda>x. if i \<in> J then (x)\<^sub>F i else y) -` z \<inter> space (PiF {J} M)"
   890       (\<lambda>x. if i \<in> J then (x)\<^sub>F i else y) -` z \<inter> space (PiF {J} M)"
   891       by (auto simp: space_PiF Pi'_def)
   891       by (auto simp: space_PiF Pi'_def)
   892     also have "\<dots> \<in> sets (PiF {J} M)" using `z \<in> sets (M i)` `finite J`
   892     also have "\<dots> \<in> sets (PiF {J} M)" using \<open>z \<in> sets (M i)\<close> \<open>finite J\<close>
   893       by (cases "i \<in> J") (auto intro!: measurable_sets[OF measurable_proj_singleton])
   893       by (cases "i \<in> J") (auto intro!: measurable_sets[OF measurable_proj_singleton])
   894     finally show "(\<lambda>x. if i \<in> domain x then x i else y) -` z \<inter> space (PiF {J} M) \<in>
   894     finally show "(\<lambda>x. if i \<in> domain x then x i else y) -` z \<inter> space (PiF {J} M) \<in>
   895       sets (PiF {J} M)" .
   895       sets (PiF {J} M)" .
   896   qed (insert `y \<in> space (M i)`, auto simp: space_PiF Pi'_def)
   896   qed (insert \<open>y \<in> space (M i)\<close>, auto simp: space_PiF Pi'_def)
   897 qed
   897 qed
   898 
   898 
   899 lemma measurable_restrict_proj:
   899 lemma measurable_restrict_proj:
   900   assumes "J \<in> II" "finite J"
   900   assumes "J \<in> II" "finite J"
   901   shows "finmap_of J \<in> measurable (PiM J M) (PiF II M)"
   901   shows "finmap_of J \<in> measurable (PiM J M) (PiF II M)"
   925 lemma space_PiF_singleton_eq_product:
   925 lemma space_PiF_singleton_eq_product:
   926   assumes "finite I"
   926   assumes "finite I"
   927   shows "space (PiF {I} M) = (\<Pi>' i\<in>I. space (M i))"
   927   shows "space (PiF {I} M) = (\<Pi>' i\<in>I. space (M i))"
   928   by (auto simp: product_def space_PiF assms)
   928   by (auto simp: product_def space_PiF assms)
   929 
   929 
   930 text {* adapted from @{thm sets_PiM_single} *}
   930 text \<open>adapted from @{thm sets_PiM_single}\<close>
   931 
   931 
   932 lemma sets_PiF_single:
   932 lemma sets_PiF_single:
   933   assumes "finite I" "I \<noteq> {}"
   933   assumes "finite I" "I \<noteq> {}"
   934   shows "sets (PiF {I} M) =
   934   shows "sets (PiF {I} M) =
   935     sigma_sets (\<Pi>' i\<in>I. space (M i))
   935     sigma_sets (\<Pi>' i\<in>I. space (M i))
   940   interpret R: sigma_algebra ?\<Omega> "sigma_sets ?\<Omega> ?R" by (rule sigma_algebra_sigma_sets) auto
   940   interpret R: sigma_algebra ?\<Omega> "sigma_sets ?\<Omega> ?R" by (rule sigma_algebra_sigma_sets) auto
   941   fix A assume "A \<in> {Pi' I X |X. X \<in> (\<Pi> j\<in>I. sets (M j))}"
   941   fix A assume "A \<in> {Pi' I X |X. X \<in> (\<Pi> j\<in>I. sets (M j))}"
   942   then obtain X where X: "A = Pi' I X" "X \<in> (\<Pi> j\<in>I. sets (M j))" by auto
   942   then obtain X where X: "A = Pi' I X" "X \<in> (\<Pi> j\<in>I. sets (M j))" by auto
   943   show "A \<in> sigma_sets ?\<Omega> ?R"
   943   show "A \<in> sigma_sets ?\<Omega> ?R"
   944   proof -
   944   proof -
   945     from `I \<noteq> {}` X have "A = (\<Inter>j\<in>I. {f\<in>space (PiF {I} M). f j \<in> X j})"
   945     from \<open>I \<noteq> {}\<close> X have "A = (\<Inter>j\<in>I. {f\<in>space (PiF {I} M). f j \<in> X j})"
   946       using sets.sets_into_space
   946       using sets.sets_into_space
   947       by (auto simp: space_PiF product_def) blast
   947       by (auto simp: space_PiF product_def) blast
   948     also have "\<dots> \<in> sigma_sets ?\<Omega> ?R"
   948     also have "\<dots> \<in> sigma_sets ?\<Omega> ?R"
   949       using X `I \<noteq> {}` assms by (intro R.finite_INT) (auto simp: space_PiF)
   949       using X \<open>I \<noteq> {}\<close> assms by (intro R.finite_INT) (auto simp: space_PiF)
   950     finally show "A \<in> sigma_sets ?\<Omega> ?R" .
   950     finally show "A \<in> sigma_sets ?\<Omega> ?R" .
   951   qed
   951   qed
   952 next
   952 next
   953   fix A assume "A \<in> ?R"
   953   fix A assume "A \<in> ?R"
   954   then obtain i B where A: "A = {f\<in>\<Pi>' i\<in>I. space (M i). f i \<in> B}" "i \<in> I" "B \<in> sets (M i)"
   954   then obtain i B where A: "A = {f\<in>\<Pi>' i\<in>I. space (M i). f i \<in> B}" "i \<in> I" "B \<in> sets (M i)"
   963     by (intro sigma_sets.Basic )
   963     by (intro sigma_sets.Basic )
   964        (auto intro: exI[where x="\<lambda>j. if j = i then B else space (M j)"])
   964        (auto intro: exI[where x="\<lambda>j. if j = i then B else space (M j)"])
   965   finally show "A \<in> sigma_sets ?\<Omega> {Pi' I X |X. X \<in> (\<Pi> j\<in>I. sets (M j))}" .
   965   finally show "A \<in> sigma_sets ?\<Omega> {Pi' I X |X. X \<in> (\<Pi> j\<in>I. sets (M j))}" .
   966 qed
   966 qed
   967 
   967 
   968 text {* adapted from @{thm PiE_cong} *}
   968 text \<open>adapted from @{thm PiE_cong}\<close>
   969 
   969 
   970 lemma Pi'_cong:
   970 lemma Pi'_cong:
   971   assumes "finite I"
   971   assumes "finite I"
   972   assumes "\<And>i. i \<in> I \<Longrightarrow> f i = g i"
   972   assumes "\<And>i. i \<in> I \<Longrightarrow> f i = g i"
   973   shows "Pi' I f = Pi' I g"
   973   shows "Pi' I f = Pi' I g"
   974 using assms by (auto simp: Pi'_def)
   974 using assms by (auto simp: Pi'_def)
   975 
   975 
   976 text {* adapted from @{thm Pi_UN} *}
   976 text \<open>adapted from @{thm Pi_UN}\<close>
   977 
   977 
   978 lemma Pi'_UN:
   978 lemma Pi'_UN:
   979   fixes A :: "nat \<Rightarrow> 'i \<Rightarrow> 'a set"
   979   fixes A :: "nat \<Rightarrow> 'i \<Rightarrow> 'a set"
   980   assumes "finite I"
   980   assumes "finite I"
   981   assumes mono: "\<And>i n m. i \<in> I \<Longrightarrow> n \<le> m \<Longrightarrow> A n i \<subseteq> A m i"
   981   assumes mono: "\<And>i n m. i \<in> I \<Longrightarrow> n \<le> m \<Longrightarrow> A n i \<subseteq> A m i"
   982   shows "(\<Union>n. Pi' I (A n)) = Pi' I (\<lambda>i. \<Union>n. A n i)"
   982   shows "(\<Union>n. Pi' I (A n)) = Pi' I (\<lambda>i. \<Union>n. A n i)"
   983 proof (intro set_eqI iffI)
   983 proof (intro set_eqI iffI)
   984   fix f assume "f \<in> Pi' I (\<lambda>i. \<Union>n. A n i)"
   984   fix f assume "f \<in> Pi' I (\<lambda>i. \<Union>n. A n i)"
   985   then have "\<forall>i\<in>I. \<exists>n. f i \<in> A n i" "domain f = I" by (auto simp: `finite I` Pi'_def)
   985   then have "\<forall>i\<in>I. \<exists>n. f i \<in> A n i" "domain f = I" by (auto simp: \<open>finite I\<close> Pi'_def)
   986   from bchoice[OF this(1)] obtain n where n: "\<And>i. i \<in> I \<Longrightarrow> f i \<in> (A (n i) i)" by auto
   986   from bchoice[OF this(1)] obtain n where n: "\<And>i. i \<in> I \<Longrightarrow> f i \<in> (A (n i) i)" by auto
   987   obtain k where k: "\<And>i. i \<in> I \<Longrightarrow> n i \<le> k"
   987   obtain k where k: "\<And>i. i \<in> I \<Longrightarrow> n i \<le> k"
   988     using `finite I` finite_nat_set_iff_bounded_le[of "n`I"] by auto
   988     using \<open>finite I\<close> finite_nat_set_iff_bounded_le[of "n`I"] by auto
   989   have "f \<in> Pi' I (\<lambda>i. A k i)"
   989   have "f \<in> Pi' I (\<lambda>i. A k i)"
   990   proof
   990   proof
   991     fix i assume "i \<in> I"
   991     fix i assume "i \<in> I"
   992     from mono[OF this, of "n i" k] k[OF this] n[OF this] `domain f = I` `i \<in> I`
   992     from mono[OF this, of "n i" k] k[OF this] n[OF this] \<open>domain f = I\<close> \<open>i \<in> I\<close>
   993     show "f i \<in> A k i " by (auto simp: `finite I`)
   993     show "f i \<in> A k i " by (auto simp: \<open>finite I\<close>)
   994   qed (simp add: `domain f = I` `finite I`)
   994   qed (simp add: \<open>domain f = I\<close> \<open>finite I\<close>)
   995   then show "f \<in> (\<Union>n. Pi' I (A n))" by auto
   995   then show "f \<in> (\<Union>n. Pi' I (A n))" by auto
   996 qed (auto simp: Pi'_def `finite I`)
   996 qed (auto simp: Pi'_def \<open>finite I\<close>)
   997 
   997 
   998 text {* adapted from @{thm sets_PiM_sigma} *}
   998 text \<open>adapted from @{thm sets_PiM_sigma}\<close>
   999 
   999 
  1000 lemma sigma_fprod_algebra_sigma_eq:
  1000 lemma sigma_fprod_algebra_sigma_eq:
  1001   fixes E :: "'i \<Rightarrow> 'a set set" and S :: "'i \<Rightarrow> nat \<Rightarrow> 'a set"
  1001   fixes E :: "'i \<Rightarrow> 'a set set" and S :: "'i \<Rightarrow> nat \<Rightarrow> 'a set"
  1002   assumes [simp]: "finite I" "I \<noteq> {}"
  1002   assumes [simp]: "finite I" "I \<noteq> {}"
  1003     and S_union: "\<And>i. i \<in> I \<Longrightarrow> (\<Union>j. S i j) = space (M i)"
  1003     and S_union: "\<And>i. i \<in> I \<Longrightarrow> (\<Union>j. S i j) = space (M i)"
  1006     and E_generates: "\<And>i. i \<in> I \<Longrightarrow> sets (M i) = sigma_sets (space (M i)) (E i)"
  1006     and E_generates: "\<And>i. i \<in> I \<Longrightarrow> sets (M i) = sigma_sets (space (M i)) (E i)"
  1007   defines "P == { Pi' I F | F. \<forall>i\<in>I. F i \<in> E i }"
  1007   defines "P == { Pi' I F | F. \<forall>i\<in>I. F i \<in> E i }"
  1008   shows "sets (PiF {I} M) = sigma_sets (space (PiF {I} M)) P"
  1008   shows "sets (PiF {I} M) = sigma_sets (space (PiF {I} M)) P"
  1009 proof
  1009 proof
  1010   let ?P = "sigma (space (Pi\<^sub>F {I} M)) P"
  1010   let ?P = "sigma (space (Pi\<^sub>F {I} M)) P"
  1011   from `finite I`[THEN ex_bij_betw_finite_nat] guess T ..
  1011   from \<open>finite I\<close>[THEN ex_bij_betw_finite_nat] guess T ..
  1012   then have T: "\<And>i. i \<in> I \<Longrightarrow> T i < card I" "\<And>i. i\<in>I \<Longrightarrow> the_inv_into I T (T i) = i"
  1012   then have T: "\<And>i. i \<in> I \<Longrightarrow> T i < card I" "\<And>i. i\<in>I \<Longrightarrow> the_inv_into I T (T i) = i"
  1013     by (auto simp add: bij_betw_def set_eq_iff image_iff the_inv_into_f_f simp del: `finite I`)
  1013     by (auto simp add: bij_betw_def set_eq_iff image_iff the_inv_into_f_f simp del: \<open>finite I\<close>)
  1014   have P_closed: "P \<subseteq> Pow (space (Pi\<^sub>F {I} M))"
  1014   have P_closed: "P \<subseteq> Pow (space (Pi\<^sub>F {I} M))"
  1015     using E_closed by (auto simp: space_PiF P_def Pi'_iff subset_eq)
  1015     using E_closed by (auto simp: space_PiF P_def Pi'_iff subset_eq)
  1016   then have space_P: "space ?P = (\<Pi>' i\<in>I. space (M i))"
  1016   then have space_P: "space ?P = (\<Pi>' i\<in>I. space (M i))"
  1017     by (simp add: space_PiF)
  1017     by (simp add: space_PiF)
  1018   have "sets (PiF {I} M) =
  1018   have "sets (PiF {I} M) =
  1021   also have "\<dots> \<subseteq> sets (sigma (space (PiF {I} M)) P)"
  1021   also have "\<dots> \<subseteq> sets (sigma (space (PiF {I} M)) P)"
  1022   proof (safe intro!: sets.sigma_sets_subset)
  1022   proof (safe intro!: sets.sigma_sets_subset)
  1023     fix i A assume "i \<in> I" and A: "A \<in> sets (M i)"
  1023     fix i A assume "i \<in> I" and A: "A \<in> sets (M i)"
  1024     have "(\<lambda>x. (x)\<^sub>F i) \<in> measurable ?P (sigma (space (M i)) (E i))"
  1024     have "(\<lambda>x. (x)\<^sub>F i) \<in> measurable ?P (sigma (space (M i)) (E i))"
  1025     proof (subst measurable_iff_measure_of)
  1025     proof (subst measurable_iff_measure_of)
  1026       show "E i \<subseteq> Pow (space (M i))" using `i \<in> I` by fact
  1026       show "E i \<subseteq> Pow (space (M i))" using \<open>i \<in> I\<close> by fact
  1027       from space_P `i \<in> I` show "(\<lambda>x. (x)\<^sub>F i) \<in> space ?P \<rightarrow> space (M i)"
  1027       from space_P \<open>i \<in> I\<close> show "(\<lambda>x. (x)\<^sub>F i) \<in> space ?P \<rightarrow> space (M i)"
  1028         by auto
  1028         by auto
  1029       show "\<forall>A\<in>E i. (\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1029       show "\<forall>A\<in>E i. (\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1030       proof
  1030       proof
  1031         fix A assume A: "A \<in> E i"
  1031         fix A assume A: "A \<in> E i"
  1032         then have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P = (\<Pi>' j\<in>I. if i = j then A else space (M j))"
  1032         then have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P = (\<Pi>' j\<in>I. if i = j then A else space (M j))"
  1033           using E_closed `i \<in> I` by (auto simp: space_P Pi_iff subset_eq split: split_if_asm)
  1033           using E_closed \<open>i \<in> I\<close> by (auto simp: space_P Pi_iff subset_eq split: split_if_asm)
  1034         also have "\<dots> = (\<Pi>' j\<in>I. \<Union>n. if i = j then A else S j n)"
  1034         also have "\<dots> = (\<Pi>' j\<in>I. \<Union>n. if i = j then A else S j n)"
  1035           by (intro Pi'_cong) (simp_all add: S_union)
  1035           by (intro Pi'_cong) (simp_all add: S_union)
  1036         also have "\<dots> = (\<Union>xs\<in>{xs. length xs = card I}. \<Pi>' j\<in>I. if i = j then A else S j (xs ! T j))"
  1036         also have "\<dots> = (\<Union>xs\<in>{xs. length xs = card I}. \<Pi>' j\<in>I. if i = j then A else S j (xs ! T j))"
  1037           using T
  1037           using T
  1038           apply auto
  1038           apply auto
  1050         qed
  1050         qed
  1051         finally show "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1051         finally show "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1052           using P_closed by simp
  1052           using P_closed by simp
  1053       qed
  1053       qed
  1054     qed
  1054     qed
  1055     from measurable_sets[OF this, of A] A `i \<in> I` E_closed
  1055     from measurable_sets[OF this, of A] A \<open>i \<in> I\<close> E_closed
  1056     have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1056     have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P \<in> sets ?P"
  1057       by (simp add: E_generates)
  1057       by (simp add: E_generates)
  1058     also have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P = {f \<in> \<Pi>' i\<in>I. space (M i). f i \<in> A}"
  1058     also have "(\<lambda>x. (x)\<^sub>F i) -` A \<inter> space ?P = {f \<in> \<Pi>' i\<in>I. space (M i). f i \<in> A}"
  1059       using P_closed by (auto simp: space_PiF)
  1059       using P_closed by (auto simp: space_PiF)
  1060     finally show "\<dots> \<in> sets ?P" .
  1060     finally show "\<dots> \<in> sets ?P" .
  1061   qed
  1061   qed
  1062   finally show "sets (PiF {I} M) \<subseteq> sigma_sets (space (PiF {I} M)) P"
  1062   finally show "sets (PiF {I} M) \<subseteq> sigma_sets (space (PiF {I} M)) P"
  1063     by (simp add: P_closed)
  1063     by (simp add: P_closed)
  1064   show "sigma_sets (space (PiF {I} M)) P \<subseteq> sets (PiF {I} M)"
  1064   show "sigma_sets (space (PiF {I} M)) P \<subseteq> sets (PiF {I} M)"
  1065     using `finite I` `I \<noteq> {}`
  1065     using \<open>finite I\<close> \<open>I \<noteq> {}\<close>
  1066     by (auto intro!: sets.sigma_sets_subset product_in_sets_PiFI simp: E_generates P_def)
  1066     by (auto intro!: sets.sigma_sets_subset product_in_sets_PiFI simp: E_generates P_def)
  1067 qed
  1067 qed
  1068 
  1068 
  1069 lemma product_open_generates_sets_PiF_single:
  1069 lemma product_open_generates_sets_PiF_single:
  1070   assumes "I \<noteq> {}"
  1070   assumes "I \<noteq> {}"
  1103 proof (rule measure_eqI, clarsimp, rule sigma_sets_eqI)
  1103 proof (rule measure_eqI, clarsimp, rule sigma_sets_eqI)
  1104   fix a::"('i \<Rightarrow>\<^sub>F 'a) set" assume "a \<in> Collect open" hence "open a" by simp
  1104   fix a::"('i \<Rightarrow>\<^sub>F 'a) set" assume "a \<in> Collect open" hence "open a" by simp
  1105   then obtain B' where B': "B'\<subseteq>basis_finmap" "a = \<Union>B'"
  1105   then obtain B' where B': "B'\<subseteq>basis_finmap" "a = \<Union>B'"
  1106     using finmap_topological_basis by (force simp add: topological_basis_def)
  1106     using finmap_topological_basis by (force simp add: topological_basis_def)
  1107   have "a \<in> sigma UNIV {Pi' J X |X J. finite J \<and> X \<in> J \<rightarrow> sigma_sets UNIV (Collect open)}"
  1107   have "a \<in> sigma UNIV {Pi' J X |X J. finite J \<and> X \<in> J \<rightarrow> sigma_sets UNIV (Collect open)}"
  1108     unfolding `a = \<Union>B'`
  1108     unfolding \<open>a = \<Union>B'\<close>
  1109   proof (rule sets.countable_Union)
  1109   proof (rule sets.countable_Union)
  1110     from B' countable_basis_finmap show "countable B'" by (metis countable_subset)
  1110     from B' countable_basis_finmap show "countable B'" by (metis countable_subset)
  1111   next
  1111   next
  1112     show "B' \<subseteq> sets (sigma UNIV
  1112     show "B' \<subseteq> sets (sigma UNIV
  1113       {Pi' J X |X J. finite J \<and> X \<in> J \<rightarrow> sigma_sets UNIV (Collect open)})" (is "_ \<subseteq> sets ?s")
  1113       {Pi' J X |X J. finite J \<and> X \<in> J \<rightarrow> sigma_sets UNIV (Collect open)})" (is "_ \<subseteq> sets ?s")
  1132     { assume ef: "J = {}"
  1132     { assume ef: "J = {}"
  1133       have "?b J \<in> sets borel"
  1133       have "?b J \<in> sets borel"
  1134       proof cases
  1134       proof cases
  1135         assume "?b J \<noteq> {}"
  1135         assume "?b J \<noteq> {}"
  1136         then obtain f where "f \<in> b" "domain f = {}" using ef by auto
  1136         then obtain f where "f \<in> b" "domain f = {}" using ef by auto
  1137         hence "?b J = {f}" using `J = {}`
  1137         hence "?b J = {f}" using \<open>J = {}\<close>
  1138           by (auto simp: finmap_eq_iff)
  1138           by (auto simp: finmap_eq_iff)
  1139         also have "{f} \<in> sets borel" by simp
  1139         also have "{f} \<in> sets borel" by simp
  1140         finally show ?thesis .
  1140         finally show ?thesis .
  1141       qed simp
  1141       qed simp
  1142     } moreover {
  1142     } moreover {
  1143       assume "J \<noteq> ({}::'i set)"
  1143       assume "J \<noteq> ({}::'i set)"
  1144       have "(?b J) = b \<inter> {m. domain m \<in> {J}}" by auto
  1144       have "(?b J) = b \<inter> {m. domain m \<in> {J}}" by auto
  1145       also have "\<dots> \<in> sets (PiF {J} (\<lambda>_. borel))"
  1145       also have "\<dots> \<in> sets (PiF {J} (\<lambda>_. borel))"
  1146         using b' by (rule restrict_sets_measurable) (auto simp: `finite J`)
  1146         using b' by (rule restrict_sets_measurable) (auto simp: \<open>finite J\<close>)
  1147       also have "\<dots> = sigma_sets (space (PiF {J} (\<lambda>_. borel)))
  1147       also have "\<dots> = sigma_sets (space (PiF {J} (\<lambda>_. borel)))
  1148         {Pi' (J) F |F. (\<forall>j\<in>J. F j \<in> Collect open)}"
  1148         {Pi' (J) F |F. (\<forall>j\<in>J. F j \<in> Collect open)}"
  1149         (is "_ = sigma_sets _ ?P")
  1149         (is "_ = sigma_sets _ ?P")
  1150        by (rule product_open_generates_sets_PiF_single[OF `J \<noteq> {}` `finite J`])
  1150        by (rule product_open_generates_sets_PiF_single[OF \<open>J \<noteq> {}\<close> \<open>finite J\<close>])
  1151       also have "\<dots> \<subseteq> sigma_sets UNIV (Collect open)"
  1151       also have "\<dots> \<subseteq> sigma_sets UNIV (Collect open)"
  1152         by (intro sigma_sets_mono'') (auto intro!: open_Pi'I simp: space_PiF)
  1152         by (intro sigma_sets_mono'') (auto intro!: open_Pi'I simp: space_PiF)
  1153       finally have "(?b J) \<in> sets borel" by (simp add: borel_def)
  1153       finally have "(?b J) \<in> sets borel" by (simp add: borel_def)
  1154     } ultimately show "(?b J) \<in> sets borel" by blast
  1154     } ultimately show "(?b J) \<in> sets borel" by blast
  1155   qed (simp add: countable_Collect_finite)
  1155   qed (simp add: countable_Collect_finite)
  1156   finally show "b \<in> sigma_sets UNIV (Collect open)" by (simp add: borel_def)
  1156   finally show "b \<in> sigma_sets UNIV (Collect open)" by (simp add: borel_def)
  1157 qed (simp add: emeasure_sigma borel_def PiF_def)
  1157 qed (simp add: emeasure_sigma borel_def PiF_def)
  1158 
  1158 
  1159 subsection {* Isomorphism between Functions and Finite Maps *}
  1159 subsection \<open>Isomorphism between Functions and Finite Maps\<close>
  1160 
  1160 
  1161 lemma measurable_finmap_compose:
  1161 lemma measurable_finmap_compose:
  1162   shows "(\<lambda>m. compose J m f) \<in> measurable (PiM (f ` J) (\<lambda>_. M)) (PiM J (\<lambda>_. M))"
  1162   shows "(\<lambda>m. compose J m f) \<in> measurable (PiM (f ` J) (\<lambda>_. M)) (PiM J (\<lambda>_. M))"
  1163   unfolding compose_def by measurable
  1163   unfolding compose_def by measurable
  1164 
  1164 
  1171   fixes J::"'a set" and f :: "'a \<Rightarrow> 'b::countable" and f'
  1171   fixes J::"'a set" and f :: "'a \<Rightarrow> 'b::countable" and f'
  1172   assumes [simp]: "finite J"
  1172   assumes [simp]: "finite J"
  1173   assumes inv: "i \<in> J \<Longrightarrow> f' (f i) = i"
  1173   assumes inv: "i \<in> J \<Longrightarrow> f' (f i) = i"
  1174 begin
  1174 begin
  1175 
  1175 
  1176 text {* to measure finmaps *}
  1176 text \<open>to measure finmaps\<close>
  1177 
  1177 
  1178 definition "fm = (finmap_of (f ` J)) o (\<lambda>g. compose (f ` J) g f')"
  1178 definition "fm = (finmap_of (f ` J)) o (\<lambda>g. compose (f ` J) g f')"
  1179 
  1179 
  1180 lemma domain_fm[simp]: "domain (fm x) = f ` J"
  1180 lemma domain_fm[simp]: "domain (fm x) = f ` J"
  1181   unfolding fm_def by simp
  1181   unfolding fm_def by simp
  1220   apply (rule finmap_of_inj_on_extensional_finite)
  1220   apply (rule finmap_of_inj_on_extensional_finite)
  1221   apply simp
  1221   apply simp
  1222   apply (auto)
  1222   apply (auto)
  1223   done
  1223   done
  1224 
  1224 
  1225 text {* to measure functions *}
  1225 text \<open>to measure functions\<close>
  1226 
  1226 
  1227 definition "mf = (\<lambda>g. compose J g f) o proj"
  1227 definition "mf = (\<lambda>g. compose J g f) o proj"
  1228 
  1228 
  1229 lemma mf_fm:
  1229 lemma mf_fm:
  1230   assumes "x \<in> space (Pi\<^sub>M J (\<lambda>_. M))"
  1230   assumes "x \<in> space (Pi\<^sub>M J (\<lambda>_. M))"
  1282   assumes "X \<in> sets (Pi\<^sub>M J (\<lambda>_. M::'c measure))"
  1282   assumes "X \<in> sets (Pi\<^sub>M J (\<lambda>_. M::'c measure))"
  1283   shows "fm ` X \<in> sets (PiF (Collect finite) (\<lambda>_. M::'c measure))"
  1283   shows "fm ` X \<in> sets (PiF (Collect finite) (\<lambda>_. M::'c measure))"
  1284   using fm_image_measurable[OF assms]
  1284   using fm_image_measurable[OF assms]
  1285   by (rule subspace_set_in_sets) (auto simp: finite_subset)
  1285   by (rule subspace_set_in_sets) (auto simp: finite_subset)
  1286 
  1286 
  1287 text {* measure on finmaps *}
  1287 text \<open>measure on finmaps\<close>
  1288 
  1288 
  1289 definition "mapmeasure M N = distr M (PiF (Collect finite) N) (fm)"
  1289 definition "mapmeasure M N = distr M (PiF (Collect finite) N) (fm)"
  1290 
  1290 
  1291 lemma sets_mapmeasure[simp]: "sets (mapmeasure M N) = sets (PiF (Collect finite) N)"
  1291 lemma sets_mapmeasure[simp]: "sets (mapmeasure M N) = sets (PiF (Collect finite) N)"
  1292   unfolding mapmeasure_def by simp
  1292   unfolding mapmeasure_def by simp