src/HOL/Probability/Lebesgue_Integral_Substitution.thy
changeset 61880 ff4d33058566
parent 61808 fc1556774cfe
child 61973 0c7e865fa7cb
equal deleted inserted replaced
61879:e4f9d8f094fe 61880:ff4d33058566
    13 begin
    13 begin
    14 
    14 
    15 lemma measurable_sets_borel:
    15 lemma measurable_sets_borel:
    16     "\<lbrakk>f \<in> measurable borel M; A \<in> sets M\<rbrakk> \<Longrightarrow> f -` A \<in> sets borel"
    16     "\<lbrakk>f \<in> measurable borel M; A \<in> sets M\<rbrakk> \<Longrightarrow> f -` A \<in> sets borel"
    17   by (drule (1) measurable_sets) simp
    17   by (drule (1) measurable_sets) simp
    18 
       
    19 lemma closure_Iii: 
       
    20   assumes "a < b"
       
    21   shows "closure {a<..<b::real} = {a..b}"
       
    22 proof-
       
    23   have "{a<..<b} = ball ((a+b)/2) ((b-a)/2)" by (auto simp: dist_real_def field_simps not_less)
       
    24   also from assms have "closure ... = cball ((a+b)/2) ((b-a)/2)" by (intro closure_ball) simp
       
    25   also have "... = {a..b}" by (auto simp: dist_real_def field_simps not_less)
       
    26   finally show ?thesis .
       
    27 qed
       
    28 
       
    29 lemma continuous_ge_on_Iii:
       
    30   assumes "continuous_on {c..d} g" "\<And>x. x \<in> {c<..<d} \<Longrightarrow> g x \<ge> a" "c < d" "x \<in> {c..d}"
       
    31   shows "g (x::real) \<ge> (a::real)"
       
    32 proof-
       
    33   from assms(3) have "{c..d} = closure {c<..<d}" by (rule closure_Iii[symmetric])
       
    34   also from assms(2) have "{c<..<d} \<subseteq> (g -` {a..} \<inter> {c..d})" by auto
       
    35   hence "closure {c<..<d} \<subseteq> closure (g -` {a..} \<inter> {c..d})" by (rule closure_mono)
       
    36   also from assms(1) have "closed (g -` {a..} \<inter> {c..d})"
       
    37     by (auto simp: continuous_on_closed_vimage)
       
    38   hence "closure (g -` {a..} \<inter> {c..d}) = g -` {a..} \<inter> {c..d}" by simp
       
    39   finally show ?thesis using \<open>x \<in> {c..d}\<close> by auto 
       
    40 qed 
       
    41 
       
    42 lemma interior_real_semiline':
       
    43   fixes a :: real
       
    44   shows "interior {..a} = {..<a}"
       
    45 proof -
       
    46   {
       
    47     fix y
       
    48     assume "a > y"
       
    49     then have "y \<in> interior {..a}"
       
    50       apply (simp add: mem_interior)
       
    51       apply (rule_tac x="(a-y)" in exI)
       
    52       apply (auto simp add: dist_norm)
       
    53       done
       
    54   }
       
    55   moreover
       
    56   {
       
    57     fix y
       
    58     assume "y \<in> interior {..a}"
       
    59     then obtain e where e: "e > 0" "cball y e \<subseteq> {..a}"
       
    60       using mem_interior_cball[of y "{..a}"] by auto
       
    61     moreover from e have "y + e \<in> cball y e"
       
    62       by (auto simp add: cball_def dist_norm)
       
    63     ultimately have "a \<ge> y + e" by auto
       
    64     then have "a > y" using e by auto
       
    65   }
       
    66   ultimately show ?thesis by auto
       
    67 qed
       
    68 
       
    69 lemma interior_atLeastAtMost_real: "interior {a..b} = {a<..<b :: real}"
       
    70 proof-
       
    71   have "{a..b} = {a..} \<inter> {..b}" by auto
       
    72   also have "interior ... = {a<..} \<inter> {..<b}" 
       
    73     by (simp add: interior_real_semiline interior_real_semiline')
       
    74   also have "... = {a<..<b}" by auto
       
    75   finally show ?thesis .
       
    76 qed
       
    77 
    18 
    78 lemma nn_integral_indicator_singleton[simp]:
    19 lemma nn_integral_indicator_singleton[simp]:
    79   assumes [measurable]: "{y} \<in> sets M"
    20   assumes [measurable]: "{y} \<in> sets M"
    80   shows "(\<integral>\<^sup>+x. f x * indicator {y} x \<partial>M) = max 0 (f y) * emeasure M {y}"
    21   shows "(\<integral>\<^sup>+x. f x * indicator {y} x \<partial>M) = max 0 (f y) * emeasure M {y}"
    81 proof-
    22 proof-