src/HOL/Probability/Borel.thy
changeset 33536 fd28b7399f2b
parent 33535 b233f48a4d3d
child 33657 a4179bf442d1
equal deleted inserted replaced
33535:b233f48a4d3d 33536:fd28b7399f2b
    15 definition indicator_fn where
    15 definition indicator_fn where
    16   "indicator_fn s = (\<lambda>x. if x \<in> s then 1 else (0::real))"
    16   "indicator_fn s = (\<lambda>x. if x \<in> s then 1 else (0::real))"
    17 
    17 
    18 definition mono_convergent where
    18 definition mono_convergent where
    19   "mono_convergent u f s \<equiv>
    19   "mono_convergent u f s \<equiv>
    20 	(\<forall>x m n. m \<le> n \<and> x \<in> s \<longrightarrow> u m x \<le> u n x) \<and>
    20         (\<forall>x m n. m \<le> n \<and> x \<in> s \<longrightarrow> u m x \<le> u n x) \<and>
    21 	(\<forall>x \<in> s. (\<lambda>i. u i x) ----> f x)"
    21         (\<forall>x \<in> s. (\<lambda>i. u i x) ----> f x)"
    22 
    22 
    23 lemma in_borel_measurable:
    23 lemma in_borel_measurable:
    24    "f \<in> borel_measurable M \<longleftrightarrow>
    24    "f \<in> borel_measurable M \<longleftrightarrow>
    25     sigma_algebra M \<and>
    25     sigma_algebra M \<and>
    26     (\<forall>s \<in> sets (sigma UNIV (range (\<lambda>a::real. {x. x \<le> a}))).
    26     (\<forall>s \<in> sets (sigma UNIV (range (\<lambda>a::real. {x. x \<le> a}))).
   220   assumes f: "f \<in> borel_measurable M"
   220   assumes f: "f \<in> borel_measurable M"
   221   assumes g: "g \<in> borel_measurable M"
   221   assumes g: "g \<in> borel_measurable M"
   222   shows "{w \<in> space M. f w < g w} \<in> sets M"
   222   shows "{w \<in> space M. f w < g w} \<in> sets M"
   223 proof -
   223 proof -
   224   have "{w \<in> space M. f w < g w} =
   224   have "{w \<in> space M. f w < g w} =
   225 	(\<Union>r\<in>\<rat>. {w \<in> space M. f w < r} \<inter> {w \<in> space M. r < g w })"
   225         (\<Union>r\<in>\<rat>. {w \<in> space M. f w < r} \<inter> {w \<in> space M. r < g w })"
   226     by (auto simp add: Rats_dense_in_real)
   226     by (auto simp add: Rats_dense_in_real)
   227   thus ?thesis using f g 
   227   thus ?thesis using f g 
   228     by (simp add: borel_measurable_less_iff [of f]  
   228     by (simp add: borel_measurable_less_iff [of f]  
   229                   borel_measurable_gr_iff [of g]) 
   229                   borel_measurable_gr_iff [of g]) 
   230        (blast intro: gen_countable_UN [OF rats_enumeration])
   230        (blast intro: gen_countable_UN [OF rats_enumeration])
   245   assumes f: "f \<in> borel_measurable M"
   245   assumes f: "f \<in> borel_measurable M"
   246   assumes g: "g \<in> borel_measurable M"
   246   assumes g: "g \<in> borel_measurable M"
   247   shows "{w \<in> space M. f w = g w} \<in> sets M"
   247   shows "{w \<in> space M. f w = g w} \<in> sets M"
   248 proof -
   248 proof -
   249   have "{w \<in> space M. f w = g w} =
   249   have "{w \<in> space M. f w = g w} =
   250 	{w \<in> space M. f w \<le> g w} \<inter> {w \<in> space M. g w \<le> f w}"
   250         {w \<in> space M. f w \<le> g w} \<inter> {w \<in> space M. g w \<le> f w}"
   251     by auto
   251     by auto
   252   thus ?thesis using f g 
   252   thus ?thesis using f g 
   253     by (simp add: borel_measurable_leq_borel_measurable Int) 
   253     by (simp add: borel_measurable_leq_borel_measurable Int) 
   254 qed
   254 qed
   255 
   255