src/HOL/Probability/Infinite_Product_Measure.thy
changeset 61808 fc1556774cfe
parent 61565 352c73a689da
child 61969 e01015e49041
equal deleted inserted replaced
61807:965769fe2b63 61808:fc1556774cfe
     1 (*  Title:      HOL/Probability/Infinite_Product_Measure.thy
     1 (*  Title:      HOL/Probability/Infinite_Product_Measure.thy
     2     Author:     Johannes Hölzl, TU München
     2     Author:     Johannes Hölzl, TU München
     3 *)
     3 *)
     4 
     4 
     5 section {*Infinite Product Measure*}
     5 section \<open>Infinite Product Measure\<close>
     6 
     6 
     7 theory Infinite_Product_Measure
     7 theory Infinite_Product_Measure
     8   imports Probability_Measure Caratheodory Projective_Family
     8   imports Probability_Measure Caratheodory Projective_Family
     9 begin
     9 begin
    10 
    10 
    96 proof (rule measure_eqI[symmetric])
    96 proof (rule measure_eqI[symmetric])
    97   fix A assume "A \<in> sets (M i)"
    97   fix A assume "A \<in> sets (M i)"
    98   moreover have "((\<lambda>\<omega>. \<omega> i) -` A \<inter> space (PiM I M)) = {x\<in>space (PiM I M). x i \<in> A}"
    98   moreover have "((\<lambda>\<omega>. \<omega> i) -` A \<inter> space (PiM I M)) = {x\<in>space (PiM I M). x i \<in> A}"
    99     by auto
    99     by auto
   100   ultimately show "emeasure (M i) A = emeasure (distr (PiM I M) (M i) (\<lambda>\<omega>. \<omega> i)) A"
   100   ultimately show "emeasure (M i) A = emeasure (distr (PiM I M) (M i) (\<lambda>\<omega>. \<omega> i)) A"
   101     by (auto simp: `i\<in>I` emeasure_distr measurable_component_singleton emeasure_PiM_Collect_single)
   101     by (auto simp: \<open>i\<in>I\<close> emeasure_distr measurable_component_singleton emeasure_PiM_Collect_single)
   102 qed simp
   102 qed simp
   103 
   103 
   104 lemma (in product_prob_space) PiM_eq:
   104 lemma (in product_prob_space) PiM_eq:
   105   assumes M': "sets M' = sets (PiM I M)"
   105   assumes M': "sets M' = sets (PiM I M)"
   106   assumes eq: "\<And>J F. finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>j. j \<in> J \<Longrightarrow> F j \<in> sets (M j)) \<Longrightarrow>
   106   assumes eq: "\<And>J F. finite J \<Longrightarrow> J \<subseteq> I \<Longrightarrow> (\<And>j. j \<in> J \<Longrightarrow> F j \<in> sets (M j)) \<Longrightarrow>
   116   apply simp
   116   apply simp
   117   apply (subst PiM_component)
   117   apply (subst PiM_component)
   118   apply simp_all
   118   apply simp_all
   119   done
   119   done
   120 
   120 
   121 subsection {* Sequence space *}
   121 subsection \<open>Sequence space\<close>
   122 
   122 
   123 definition comb_seq :: "nat \<Rightarrow> (nat \<Rightarrow> 'a) \<Rightarrow> (nat \<Rightarrow> 'a) \<Rightarrow> (nat \<Rightarrow> 'a)" where
   123 definition comb_seq :: "nat \<Rightarrow> (nat \<Rightarrow> 'a) \<Rightarrow> (nat \<Rightarrow> 'a) \<Rightarrow> (nat \<Rightarrow> 'a)" where
   124   "comb_seq i \<omega> \<omega>' j = (if j < i then \<omega> j else \<omega>' (j - i))"
   124   "comb_seq i \<omega> \<omega>' j = (if j < i then \<omega> j else \<omega>' (j - i))"
   125 
   125 
   126 lemma split_comb_seq: "P (comb_seq i \<omega> \<omega>' j) \<longleftrightarrow> (j < i \<longrightarrow> P (\<omega> j)) \<and> (\<forall>k. j = i + k \<longrightarrow> P (\<omega>' k))"
   126 lemma split_comb_seq: "P (comb_seq i \<omega> \<omega>' j) \<longleftrightarrow> (j < i \<longrightarrow> P (\<omega> j)) \<and> (\<forall>k. j = i + k \<longrightarrow> P (\<omega>' k))"