--- a/src/HOL/Probability/Bochner_Integration.thy Thu Apr 14 12:17:44 2016 +0200
+++ b/src/HOL/Probability/Bochner_Integration.thy Thu Apr 14 15:48:11 2016 +0200
@@ -36,9 +36,9 @@
def A \<equiv> "\<lambda>m n. {x\<in>space M. dist (f x) (e n) < 1 / (Suc m) \<and> 1 / (Suc m) \<le> dist (f x) z}"
def B \<equiv> "\<lambda>m. disjointed (A m)"
-
+
def m \<equiv> "\<lambda>N x. Max {m::nat. m \<le> N \<and> x \<in> (\<Union>n\<le>N. B m n)}"
- def F \<equiv> "\<lambda>N::nat. \<lambda>x. if (\<exists>m\<le>N. x \<in> (\<Union>n\<le>N. B m n)) \<and> (\<exists>n\<le>N. x \<in> B (m N x) n)
+ def F \<equiv> "\<lambda>N::nat. \<lambda>x. if (\<exists>m\<le>N. x \<in> (\<Union>n\<le>N. B m n)) \<and> (\<exists>n\<le>N. x \<in> B (m N x) n)
then e (LEAST n. x \<in> B (m N x) n) else z"
have B_imp_A[intro, simp]: "\<And>x m n. x \<in> B m n \<Longrightarrow> x \<in> A m n"
@@ -75,13 +75,13 @@
{ fix n x assume "x \<in> B (m i x) n"
then have "(LEAST n. x \<in> B (m i x) n) \<le> n"
by (intro Least_le)
- also assume "n \<le> i"
+ also assume "n \<le> i"
finally have "(LEAST n. x \<in> B (m i x) n) \<le> i" . }
then have "F i ` space M \<subseteq> {z} \<union> e ` {.. i}"
by (auto simp: F_def)
then show "finite (F i ` space M)"
by (rule finite_subset) auto }
-
+
{ fix N i n x assume "i \<le> N" "n \<le> N" "x \<in> B i n"
then have 1: "\<exists>m\<le>N. x \<in> (\<Union>n\<le>N. B m n)" by auto
from m[OF this] obtain n where n: "m N x \<le> N" "n \<le> N" "x \<in> B (m N x) n" by auto
@@ -137,7 +137,7 @@
qed
qed
qed
- fix i
+ fix i
{ fix n m assume "x \<in> A n m"
then have "dist (e m) (f x) + dist (f x) z \<le> 2 * dist (f x) z"
unfolding A_def by (auto simp: dist_commute)
@@ -153,13 +153,6 @@
qed
qed
-lemma real_indicator: "real_of_ereal (indicator A x :: ereal) = indicator A x"
- unfolding indicator_def by auto
-
-lemma split_indicator_asm:
- "P (indicator S x) \<longleftrightarrow> \<not> ((x \<in> S \<and> \<not> P 1) \<or> (x \<notin> S \<and> \<not> P 0))"
- unfolding indicator_def by auto
-
lemma
fixes f :: "'a \<Rightarrow> 'b::semiring_1" assumes "finite A"
shows setsum_mult_indicator[simp]: "(\<Sum>x \<in> A. f x * indicator (B x) (g x)) = (\<Sum>x\<in>{x\<in>A. g x \<in> B x}. f x)"
@@ -176,40 +169,39 @@
assumes seq: "\<And>U. (\<And>i. U i \<in> borel_measurable M) \<Longrightarrow> (\<And>i x. 0 \<le> U i x) \<Longrightarrow> (\<And>i. P (U i)) \<Longrightarrow> incseq U \<Longrightarrow> (\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. U i x) \<longlonglongrightarrow> u x) \<Longrightarrow> P u"
shows "P u"
proof -
- have "(\<lambda>x. ereal (u x)) \<in> borel_measurable M" using u by auto
+ have "(\<lambda>x. ennreal (u x)) \<in> borel_measurable M" using u by auto
from borel_measurable_implies_simple_function_sequence'[OF this]
- obtain U where U: "\<And>i. simple_function M (U i)" "incseq U" "\<And>i. \<infinity> \<notin> range (U i)" and
- sup: "\<And>x. (SUP i. U i x) = max 0 (ereal (u x))" and nn: "\<And>i x. 0 \<le> U i x"
+ obtain U where U: "\<And>i. simple_function M (U i)" "incseq U" "\<And>i x. U i x < top" and
+ sup: "\<And>x. (SUP i. U i x) = ennreal (u x)"
by blast
- def U' \<equiv> "\<lambda>i x. indicator (space M) x * real_of_ereal (U i x)"
+ def U' \<equiv> "\<lambda>i x. indicator (space M) x * enn2real (U i x)"
then have U'_sf[measurable]: "\<And>i. simple_function M (U' i)"
- using U by (auto intro!: simple_function_compose1[where g=real_of_ereal])
+ using U by (auto intro!: simple_function_compose1[where g=enn2real])
show "P u"
proof (rule seq)
- fix i show "U' i \<in> borel_measurable M" "\<And>x. 0 \<le> U' i x"
- using U nn by (auto
- intro: borel_measurable_simple_function
- intro!: borel_measurable_real_of_ereal real_of_ereal_pos borel_measurable_times
- simp: U'_def zero_le_mult_iff)
+ show U': "U' i \<in> borel_measurable M" "\<And>x. 0 \<le> U' i x" for i
+ using U by (auto
+ intro: borel_measurable_simple_function
+ intro!: borel_measurable_enn2real borel_measurable_times
+ simp: U'_def zero_le_mult_iff enn2real_nonneg)
show "incseq U'"
- using U(2,3) nn
- by (auto simp: incseq_def le_fun_def image_iff eq_commute U'_def indicator_def
- intro!: real_of_ereal_positive_mono)
- next
+ using U(2,3)
+ by (auto simp: incseq_def le_fun_def image_iff eq_commute U'_def indicator_def enn2real_mono)
+
fix x assume x: "x \<in> space M"
have "(\<lambda>i. U i x) \<longlonglongrightarrow> (SUP i. U i x)"
using U(2) by (intro LIMSEQ_SUP) (auto simp: incseq_def le_fun_def)
- moreover have "(\<lambda>i. U i x) = (\<lambda>i. ereal (U' i x))"
- using x nn U(3) by (auto simp: fun_eq_iff U'_def ereal_real image_iff eq_commute)
- moreover have "(SUP i. U i x) = ereal (u x)"
+ moreover have "(\<lambda>i. U i x) = (\<lambda>i. ennreal (U' i x))"
+ using x U(3) by (auto simp: fun_eq_iff U'_def image_iff eq_commute)
+ moreover have "(SUP i. U i x) = ennreal (u x)"
using sup u(2) by (simp add: max_def)
- ultimately show "(\<lambda>i. U' i x) \<longlonglongrightarrow> u x"
- by simp
+ ultimately show "(\<lambda>i. U' i x) \<longlonglongrightarrow> u x"
+ using u U' by simp
next
fix i
- have "U' i ` space M \<subseteq> real_of_ereal ` (U i ` space M)" "finite (U i ` space M)"
+ have "U' i ` space M \<subseteq> enn2real ` (U i ` space M)" "finite (U i ` space M)"
unfolding U'_def using U(1) by (auto dest: simple_functionD)
then have fin: "finite (U' i ` space M)"
by (metis finite_subset finite_imageI)
@@ -218,7 +210,7 @@
ultimately have U': "(\<lambda>z. \<Sum>y\<in>U' i`space M. y * indicator {x\<in>space M. U' i x = y} z) = U' i"
by (simp add: U'_def fun_eq_iff)
have "\<And>x. x \<in> U' i ` space M \<Longrightarrow> 0 \<le> x"
- using nn by (auto simp: U'_def real_of_ereal_pos)
+ by (auto simp: U'_def enn2real_nonneg)
with fin have "P (\<lambda>z. \<Sum>y\<in>U' i`space M. y * indicator {x\<in>space M. U' i x = y} z)"
proof induct
case empty from set[of "{}"] show ?case
@@ -227,7 +219,7 @@
case (insert x F)
then show ?case
by (auto intro!: add mult set setsum_nonneg split: split_indicator split_indicator_asm
- simp del: setsum_mult_indicator simp: setsum_nonneg_eq_0_iff )
+ simp del: setsum_mult_indicator simp: setsum_nonneg_eq_0_iff)
qed
with U' show "P (U' i)" by simp
qed
@@ -257,14 +249,14 @@
by (auto intro: measurable_simple_function)
assume fin: "emeasure M {y \<in> space M. f y \<noteq> 0} \<noteq> \<infinity>" "emeasure M {y \<in> space M. g y \<noteq> 0} \<noteq> \<infinity>"
-
+
have "emeasure M {x\<in>space M. p (f x) (g x) \<noteq> 0} \<le>
emeasure M ({x\<in>space M. f x \<noteq> 0} \<union> {x\<in>space M. g x \<noteq> 0})"
by (intro emeasure_mono) (auto simp: p_0)
also have "\<dots> \<le> emeasure M {x\<in>space M. f x \<noteq> 0} + emeasure M {x\<in>space M. g x \<noteq> 0}"
by (intro emeasure_subadditive) auto
finally show "emeasure M {y \<in> space M. p (f y) (g y) \<noteq> 0} \<noteq> \<infinity>"
- using fin by auto
+ using fin by (auto simp: top_unique)
qed
lemma simple_function_finite_support:
@@ -282,7 +274,7 @@
then have m: "0 < m"
using nn by (auto simp: less_le)
- from m have "m * emeasure M {x\<in>space M. 0 \<noteq> f x} =
+ from m have "m * emeasure M {x\<in>space M. 0 \<noteq> f x} =
(\<integral>\<^sup>+x. m * indicator {x\<in>space M. 0 \<noteq> f x} x \<partial>M)"
using f by (intro nn_integral_cmult_indicator[symmetric]) auto
also have "\<dots> \<le> (\<integral>\<^sup>+x. f x \<partial>M)"
@@ -294,7 +286,7 @@
qed
also note \<open>\<dots> < \<infinity>\<close>
finally show ?thesis
- using m by auto
+ using m by (auto simp: ennreal_mult_less_top)
next
assume "\<not> (\<exists>x\<in>space M. f x \<noteq> 0)"
with nn have *: "{x\<in>space M. f x \<noteq> 0} = {}"
@@ -306,11 +298,11 @@
assumes f: "simple_function M f" and fin: "(\<integral>\<^sup>+x. norm (f x) \<partial>M) < \<infinity>"
shows "simple_bochner_integrable M f"
proof
- have "emeasure M {y \<in> space M. ereal (norm (f y)) \<noteq> 0} \<noteq> \<infinity>"
+ have "emeasure M {y \<in> space M. ennreal (norm (f y)) \<noteq> 0} \<noteq> \<infinity>"
proof (rule simple_function_finite_support)
- show "simple_function M (\<lambda>x. ereal (norm (f x)))"
+ show "simple_function M (\<lambda>x. ennreal (norm (f x)))"
using f by (rule simple_function_compose1)
- show "(\<integral>\<^sup>+ y. ereal (norm (f y)) \<partial>M) < \<infinity>" by fact
+ show "(\<integral>\<^sup>+ y. ennreal (norm (f y)) \<partial>M) < \<infinity>" by fact
qed simp
then show "emeasure M {y \<in> space M. f y \<noteq> 0} \<noteq> \<infinity>" by simp
qed fact
@@ -340,12 +332,12 @@
note eq = this
have "simple_bochner_integral M f =
- (\<Sum>y\<in>f`space M. (\<Sum>z\<in>g`space M.
+ (\<Sum>y\<in>f`space M. (\<Sum>z\<in>g`space M.
if \<exists>x\<in>space M. y = f x \<and> z = g x then measure M {x\<in>space M. g x = z} else 0) *\<^sub>R y)"
unfolding simple_bochner_integral_def
proof (safe intro!: setsum.cong scaleR_cong_right)
fix y assume y: "y \<in> space M" "f y \<noteq> 0"
- have [simp]: "g ` space M \<inter> {z. \<exists>x\<in>space M. f y = f x \<and> z = g x} =
+ have [simp]: "g ` space M \<inter> {z. \<exists>x\<in>space M. f y = f x \<and> z = g x} =
{z. \<exists>x\<in>space M. f y = f x \<and> z = g x}"
by auto
have eq:"{x \<in> space M. f x = f y} =
@@ -361,16 +353,16 @@
then have "emeasure M {y \<in> space M. g y = g x} \<le> emeasure M {y \<in> space M. f y \<noteq> 0}"
by (auto intro!: emeasure_mono cong: sub)
then have "emeasure M {xa \<in> space M. g xa = g x} < \<infinity>"
- using f by (auto simp: simple_bochner_integrable.simps) }
+ using f by (auto simp: simple_bochner_integrable.simps less_top) }
ultimately
show "measure M {x \<in> space M. f x = f y} =
(\<Sum>z\<in>g ` space M. if \<exists>x\<in>space M. f y = f x \<and> z = g x then measure M {x \<in> space M. g x = z} else 0)"
apply (simp add: setsum.If_cases eq)
apply (subst measure_finite_Union[symmetric])
- apply (auto simp: disjoint_family_on_def)
+ apply (auto simp: disjoint_family_on_def less_top)
done
qed
- also have "\<dots> = (\<Sum>y\<in>f`space M. (\<Sum>z\<in>g`space M.
+ also have "\<dots> = (\<Sum>y\<in>f`space M. (\<Sum>z\<in>g`space M.
if \<exists>x\<in>space M. y = f x \<and> z = g x then measure M {x\<in>space M. g x = z} *\<^sub>R y else 0))"
by (auto intro!: setsum.cong simp: scaleR_setsum_left)
also have "\<dots> = ?r"
@@ -435,11 +427,11 @@
assumes f: "simple_bochner_integrable M f"
shows "norm (simple_bochner_integral M f) \<le> simple_bochner_integral M (\<lambda>x. norm (f x))"
proof -
- have "norm (simple_bochner_integral M f) \<le>
+ have "norm (simple_bochner_integral M f) \<le>
(\<Sum>y\<in>f ` space M. norm (measure M {x \<in> space M. f x = y} *\<^sub>R y))"
unfolding simple_bochner_integral_def by (rule norm_setsum)
also have "\<dots> = (\<Sum>y\<in>f ` space M. measure M {x \<in> space M. f x = y} *\<^sub>R norm y)"
- by (simp add: measure_nonneg)
+ by simp
also have "\<dots> = simple_bochner_integral M (\<lambda>x. norm (f x))"
using f
by (intro simple_bochner_integral_partition[symmetric])
@@ -447,36 +439,41 @@
finally show ?thesis .
qed
+lemma simple_bochner_integral_nonneg[simp]:
+ fixes f :: "'a \<Rightarrow> real"
+ shows "(\<And>x. 0 \<le> f x) \<Longrightarrow> 0 \<le> simple_bochner_integral M f"
+ by (simp add: setsum_nonneg simple_bochner_integral_def)
+
lemma simple_bochner_integral_eq_nn_integral:
assumes f: "simple_bochner_integrable M f" "\<And>x. 0 \<le> f x"
shows "simple_bochner_integral M f = (\<integral>\<^sup>+x. f x \<partial>M)"
proof -
- { fix x y z have "(x \<noteq> 0 \<Longrightarrow> y = z) \<Longrightarrow> ereal x * y = ereal x * z"
- by (cases "x = 0") (auto simp: zero_ereal_def[symmetric]) }
- note ereal_cong_mult = this
+ { fix x y z have "(x \<noteq> 0 \<Longrightarrow> y = z) \<Longrightarrow> ennreal x * y = ennreal x * z"
+ by (cases "x = 0") (auto simp: zero_ennreal_def[symmetric]) }
+ note ennreal_cong_mult = this
have [measurable]: "f \<in> borel_measurable M"
using f(1) by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)
{ fix y assume y: "y \<in> space M" "f y \<noteq> 0"
- have "ereal (measure M {x \<in> space M. f x = f y}) = emeasure M {x \<in> space M. f x = f y}"
- proof (rule emeasure_eq_ereal_measure[symmetric])
+ have "ennreal (measure M {x \<in> space M. f x = f y}) = emeasure M {x \<in> space M. f x = f y}"
+ proof (rule emeasure_eq_ennreal_measure[symmetric])
have "emeasure M {x \<in> space M. f x = f y} \<le> emeasure M {x \<in> space M. f x \<noteq> 0}"
using y by (intro emeasure_mono) auto
- with f show "emeasure M {x \<in> space M. f x = f y} \<noteq> \<infinity>"
- by (auto simp: simple_bochner_integrable.simps)
+ with f show "emeasure M {x \<in> space M. f x = f y} \<noteq> top"
+ by (auto simp: simple_bochner_integrable.simps top_unique)
qed
- moreover have "{x \<in> space M. f x = f y} = (\<lambda>x. ereal (f x)) -` {ereal (f y)} \<inter> space M"
- by auto
- ultimately have "ereal (measure M {x \<in> space M. f x = f y}) =
- emeasure M ((\<lambda>x. ereal (f x)) -` {ereal (f y)} \<inter> space M)" by simp }
+ moreover have "{x \<in> space M. f x = f y} = (\<lambda>x. ennreal (f x)) -` {ennreal (f y)} \<inter> space M"
+ using f by auto
+ ultimately have "ennreal (measure M {x \<in> space M. f x = f y}) =
+ emeasure M ((\<lambda>x. ennreal (f x)) -` {ennreal (f y)} \<inter> space M)" by simp }
with f have "simple_bochner_integral M f = (\<integral>\<^sup>Sx. f x \<partial>M)"
unfolding simple_integral_def
- by (subst simple_bochner_integral_partition[OF f(1), where g="\<lambda>x. ereal (f x)" and v=real_of_ereal])
+ by (subst simple_bochner_integral_partition[OF f(1), where g="\<lambda>x. ennreal (f x)" and v=enn2real])
(auto intro: f simple_function_compose1 elim: simple_bochner_integrable.cases
- intro!: setsum.cong ereal_cong_mult
- simp: setsum_ereal[symmetric] times_ereal.simps(1)[symmetric] ac_simps
- simp del: setsum_ereal times_ereal.simps(1))
+ intro!: setsum.cong ennreal_cong_mult
+ simp: setsum_ennreal[symmetric] ac_simps ennreal_mult
+ simp del: setsum_ennreal)
also have "\<dots> = (\<integral>\<^sup>+x. f x \<partial>M)"
using f
by (intro nn_integral_eq_simple_integral[symmetric])
@@ -488,14 +485,14 @@
fixes f :: "'a \<Rightarrow> 'b::{real_normed_vector, second_countable_topology}"
assumes f[measurable]: "f \<in> borel_measurable M"
assumes s: "simple_bochner_integrable M s" and t: "simple_bochner_integrable M t"
- shows "ereal (norm (simple_bochner_integral M s - simple_bochner_integral M t)) \<le>
+ shows "ennreal (norm (simple_bochner_integral M s - simple_bochner_integral M t)) \<le>
(\<integral>\<^sup>+ x. norm (f x - s x) \<partial>M) + (\<integral>\<^sup>+ x. norm (f x - t x) \<partial>M)"
- (is "ereal (norm (?s - ?t)) \<le> ?S + ?T")
+ (is "ennreal (norm (?s - ?t)) \<le> ?S + ?T")
proof -
have [measurable]: "s \<in> borel_measurable M" "t \<in> borel_measurable M"
using s t by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)
- have "ereal (norm (?s - ?t)) = norm (simple_bochner_integral M (\<lambda>x. s x - t x))"
+ have "ennreal (norm (?s - ?t)) = norm (simple_bochner_integral M (\<lambda>x. s x - t x))"
using s t by (subst simple_bochner_integral_diff) auto
also have "\<dots> \<le> simple_bochner_integral M (\<lambda>x. norm (s x - t x))"
using simple_bochner_integrable_compose2[of "op -" M "s" "t"] s t
@@ -503,8 +500,8 @@
also have "\<dots> = (\<integral>\<^sup>+x. norm (s x - t x) \<partial>M)"
using simple_bochner_integrable_compose2[of "\<lambda>x y. norm (x - y)" M "s" "t"] s t
by (auto intro!: simple_bochner_integral_eq_nn_integral)
- also have "\<dots> \<le> (\<integral>\<^sup>+x. ereal (norm (f x - s x)) + ereal (norm (f x - t x)) \<partial>M)"
- by (auto intro!: nn_integral_mono)
+ also have "\<dots> \<le> (\<integral>\<^sup>+x. ennreal (norm (f x - s x)) + ennreal (norm (f x - t x)) \<partial>M)"
+ by (auto intro!: nn_integral_mono simp: ennreal_plus[symmetric] simp del: ennreal_plus)
(metis (erased, hide_lams) add_diff_cancel_left add_diff_eq diff_add_eq order_trans
norm_minus_commute norm_triangle_ineq4 order_refl)
also have "\<dots> = ?S + ?T"
@@ -545,9 +542,9 @@
lemma has_bochner_integral_simple_bochner_integrable:
"simple_bochner_integrable M f \<Longrightarrow> has_bochner_integral M f (simple_bochner_integral M f)"
by (rule has_bochner_integral.intros[where s="\<lambda>_. f"])
- (auto intro: borel_measurable_simple_function
+ (auto intro: borel_measurable_simple_function
elim: simple_bochner_integrable.cases
- simp: zero_ereal_def[symmetric])
+ simp: zero_ennreal_def[symmetric])
lemma has_bochner_integral_real_indicator:
assumes [measurable]: "A \<in> sets M" and A: "emeasure M A < \<infinity>"
@@ -562,7 +559,7 @@
qed (rule simple_function_indicator assms)+
moreover have "simple_bochner_integral M (indicator A) = measure M A"
using simple_bochner_integral_eq_nn_integral[OF sbi] A
- by (simp add: ereal_indicator emeasure_eq_ereal_measure)
+ by (simp add: ennreal_indicator emeasure_eq_ennreal_measure)
ultimately show ?thesis
by (metis has_bochner_integral_simple_bochner_integrable)
qed
@@ -588,18 +585,19 @@
(is "?f \<longlonglongrightarrow> 0")
proof (rule tendsto_sandwich)
show "eventually (\<lambda>n. 0 \<le> ?f n) sequentially" "(\<lambda>_. 0) \<longlonglongrightarrow> 0"
- by (auto simp: nn_integral_nonneg)
+ by auto
show "eventually (\<lambda>i. ?f i \<le> (\<integral>\<^sup>+ x. (norm (f x - sf i x)) \<partial>M) + \<integral>\<^sup>+ x. (norm (g x - sg i x)) \<partial>M) sequentially"
(is "eventually (\<lambda>i. ?f i \<le> ?g i) sequentially")
proof (intro always_eventually allI)
- fix i have "?f i \<le> (\<integral>\<^sup>+ x. (norm (f x - sf i x)) + ereal (norm (g x - sg i x)) \<partial>M)"
- by (auto intro!: nn_integral_mono norm_diff_triangle_ineq)
+ fix i have "?f i \<le> (\<integral>\<^sup>+ x. (norm (f x - sf i x)) + ennreal (norm (g x - sg i x)) \<partial>M)"
+ by (auto intro!: nn_integral_mono norm_diff_triangle_ineq
+ simp del: ennreal_plus simp add: ennreal_plus[symmetric])
also have "\<dots> = ?g i"
by (intro nn_integral_add) auto
finally show "?f i \<le> ?g i" .
qed
show "?g \<longlonglongrightarrow> 0"
- using tendsto_add_ereal[OF _ _ f_sf g_sg] by simp
+ using tendsto_add[OF f_sf g_sg] by simp
qed
qed (auto simp: simple_bochner_integral_add tendsto_add)
@@ -629,19 +627,19 @@
(is "?f \<longlonglongrightarrow> 0")
proof (rule tendsto_sandwich)
show "eventually (\<lambda>n. 0 \<le> ?f n) sequentially" "(\<lambda>_. 0) \<longlonglongrightarrow> 0"
- by (auto simp: nn_integral_nonneg)
+ by auto
show "eventually (\<lambda>i. ?f i \<le> K * (\<integral>\<^sup>+ x. norm (f x - s i x) \<partial>M)) sequentially"
(is "eventually (\<lambda>i. ?f i \<le> ?g i) sequentially")
proof (intro always_eventually allI)
- fix i have "?f i \<le> (\<integral>\<^sup>+ x. ereal K * norm (f x - s i x) \<partial>M)"
- using K by (intro nn_integral_mono) (auto simp: ac_simps)
+ fix i have "?f i \<le> (\<integral>\<^sup>+ x. ennreal K * norm (f x - s i x) \<partial>M)"
+ using K by (intro nn_integral_mono) (auto simp: ac_simps ennreal_mult[symmetric])
also have "\<dots> = ?g i"
using K by (intro nn_integral_cmult) auto
finally show "?f i \<le> ?g i" .
qed
show "?g \<longlonglongrightarrow> 0"
- using tendsto_cmult_ereal[OF _ f_s, of "ereal K"] by simp
+ using ennreal_tendsto_cmult[OF _ f_s] by simp
qed
assume "(\<lambda>i. simple_bochner_integral M (s i)) \<longlonglongrightarrow> x"
@@ -651,7 +649,7 @@
lemma has_bochner_integral_zero[intro]: "has_bochner_integral M (\<lambda>x. 0) 0"
by (auto intro!: has_bochner_integral.intros[where s="\<lambda>_ _. 0"]
- simp: zero_ereal_def[symmetric] simple_bochner_integrable.simps
+ simp: zero_ennreal_def[symmetric] simple_bochner_integrable.simps
simple_bochner_integral_def image_constant_conv)
lemma has_bochner_integral_scaleR_left[intro]:
@@ -672,7 +670,7 @@
shows "(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. c * f x) (c * x)"
by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_mult_right])
-lemmas has_bochner_integral_divide =
+lemmas has_bochner_integral_divide =
has_bochner_integral_bounded_linear[OF bounded_linear_divide]
lemma has_bochner_integral_divide_zero[intro]:
@@ -724,11 +722,10 @@
proof (elim has_bochner_integral.cases)
fix s v
assume [measurable]: "f \<in> borel_measurable M" and s: "\<And>i. simple_bochner_integrable M (s i)" and
- lim_0: "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
+ lim_0: "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
from order_tendstoD[OF lim_0, of "\<infinity>"]
- obtain i where f_s_fin: "(\<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) < \<infinity>"
- by (metis (mono_tags, lifting) eventually_False_sequentially eventually_mono
- less_ereal.simps(4) zero_ereal_def)
+ obtain i where f_s_fin: "(\<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) < \<infinity>"
+ by (auto simp: eventually_sequentially)
have [measurable]: "\<And>i. s i \<in> borel_measurable M"
using s by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)
@@ -740,19 +737,20 @@
by (rule finite_imageI)
then have "\<And>x. x \<in> space M \<Longrightarrow> norm (s i x) \<le> m" "0 \<le> m"
by (auto simp: m_def image_comp comp_def Max_ge_iff)
- then have "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) \<le> (\<integral>\<^sup>+x. ereal m * indicator {x\<in>space M. s i x \<noteq> 0} x \<partial>M)"
+ then have "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) \<le> (\<integral>\<^sup>+x. ennreal m * indicator {x\<in>space M. s i x \<noteq> 0} x \<partial>M)"
by (auto split: split_indicator intro!: Max_ge nn_integral_mono simp:)
also have "\<dots> < \<infinity>"
- using s by (subst nn_integral_cmult_indicator) (auto simp: \<open>0 \<le> m\<close> simple_bochner_integrable.simps)
+ using s by (subst nn_integral_cmult_indicator) (auto simp: \<open>0 \<le> m\<close> simple_bochner_integrable.simps ennreal_mult_less_top less_top)
finally have s_fin: "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) < \<infinity>" .
- have "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ereal (norm (f x - s i x)) + ereal (norm (s i x)) \<partial>M)"
- by (auto intro!: nn_integral_mono) (metis add.commute norm_triangle_sub)
+ have "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) + ennreal (norm (s i x)) \<partial>M)"
+ by (auto intro!: nn_integral_mono simp del: ennreal_plus simp add: ennreal_plus[symmetric])
+ (metis add.commute norm_triangle_sub)
also have "\<dots> = (\<integral>\<^sup>+x. norm (f x - s i x) \<partial>M) + (\<integral>\<^sup>+x. norm (s i x) \<partial>M)"
by (rule nn_integral_add) auto
also have "\<dots> < \<infinity>"
using s_fin f_s_fin by auto
- finally show "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>" .
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>" .
qed
lemma has_bochner_integral_norm_bound:
@@ -762,7 +760,7 @@
fix s assume
x: "(\<lambda>i. simple_bochner_integral M (s i)) \<longlonglongrightarrow> x" (is "?s \<longlonglongrightarrow> x") and
s[simp]: "\<And>i. simple_bochner_integrable M (s i)" and
- lim: "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0" and
+ lim: "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0" and
f[measurable]: "f \<in> borel_measurable M"
have [measurable]: "\<And>i. s i \<in> borel_measurable M"
@@ -770,28 +768,28 @@
show "norm x \<le> (\<integral>\<^sup>+x. norm (f x) \<partial>M)"
proof (rule LIMSEQ_le)
- show "(\<lambda>i. ereal (norm (?s i))) \<longlonglongrightarrow> norm x"
- using x by (intro tendsto_intros lim_ereal[THEN iffD2])
+ show "(\<lambda>i. ennreal (norm (?s i))) \<longlonglongrightarrow> norm x"
+ using x by (auto simp: tendsto_ennreal_iff intro: tendsto_intros)
show "\<exists>N. \<forall>n\<ge>N. norm (?s n) \<le> (\<integral>\<^sup>+x. norm (f x - s n x) \<partial>M) + (\<integral>\<^sup>+x. norm (f x) \<partial>M)"
(is "\<exists>N. \<forall>n\<ge>N. _ \<le> ?t n")
proof (intro exI allI impI)
fix n
- have "ereal (norm (?s n)) \<le> simple_bochner_integral M (\<lambda>x. norm (s n x))"
+ have "ennreal (norm (?s n)) \<le> simple_bochner_integral M (\<lambda>x. norm (s n x))"
by (auto intro!: simple_bochner_integral_norm_bound)
also have "\<dots> = (\<integral>\<^sup>+x. norm (s n x) \<partial>M)"
by (intro simple_bochner_integral_eq_nn_integral)
(auto intro: s simple_bochner_integrable_compose2)
- also have "\<dots> \<le> (\<integral>\<^sup>+x. ereal (norm (f x - s n x)) + norm (f x) \<partial>M)"
- by (auto intro!: nn_integral_mono)
+ also have "\<dots> \<le> (\<integral>\<^sup>+x. ennreal (norm (f x - s n x)) + norm (f x) \<partial>M)"
+ by (auto intro!: nn_integral_mono simp del: ennreal_plus simp add: ennreal_plus[symmetric])
(metis add.commute norm_minus_commute norm_triangle_sub)
- also have "\<dots> = ?t n"
+ also have "\<dots> = ?t n"
by (rule nn_integral_add) auto
finally show "norm (?s n) \<le> ?t n" .
qed
- have "?t \<longlonglongrightarrow> 0 + (\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M)"
+ have "?t \<longlonglongrightarrow> 0 + (\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M)"
using has_bochner_integral_implies_finite_norm[OF i]
- by (intro tendsto_add_ereal tendsto_const lim) auto
- then show "?t \<longlonglongrightarrow> \<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M"
+ by (intro tendsto_add tendsto_const lim)
+ then show "?t \<longlonglongrightarrow> \<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M"
by simp
qed
qed
@@ -816,19 +814,18 @@
then have "(\<lambda>i. norm (?s i - ?t i)) \<longlonglongrightarrow> norm (x - y)"
by (intro tendsto_intros)
moreover
- have "(\<lambda>i. ereal (norm (?s i - ?t i))) \<longlonglongrightarrow> ereal 0"
+ have "(\<lambda>i. ennreal (norm (?s i - ?t i))) \<longlonglongrightarrow> ennreal 0"
proof (rule tendsto_sandwich)
- show "eventually (\<lambda>i. 0 \<le> ereal (norm (?s i - ?t i))) sequentially" "(\<lambda>_. 0) \<longlonglongrightarrow> ereal 0"
- by (auto simp: nn_integral_nonneg zero_ereal_def[symmetric])
+ show "eventually (\<lambda>i. 0 \<le> ennreal (norm (?s i - ?t i))) sequentially" "(\<lambda>_. 0) \<longlonglongrightarrow> ennreal 0"
+ by auto
show "eventually (\<lambda>i. norm (?s i - ?t i) \<le> ?S i + ?T i) sequentially"
by (intro always_eventually allI simple_bochner_integral_bounded s t f)
- show "(\<lambda>i. ?S i + ?T i) \<longlonglongrightarrow> ereal 0"
- using tendsto_add_ereal[OF _ _ \<open>?S \<longlonglongrightarrow> 0\<close> \<open>?T \<longlonglongrightarrow> 0\<close>]
- by (simp add: zero_ereal_def[symmetric])
+ show "(\<lambda>i. ?S i + ?T i) \<longlonglongrightarrow> ennreal 0"
+ using tendsto_add[OF \<open>?S \<longlonglongrightarrow> 0\<close> \<open>?T \<longlonglongrightarrow> 0\<close>] by simp
qed
then have "(\<lambda>i. norm (?s i - ?t i)) \<longlonglongrightarrow> 0"
- by simp
+ by (simp add: ennreal_0[symmetric] del: ennreal_0)
ultimately have "norm (x - y) = 0"
by (rule LIMSEQ_unique)
then show "x = y" by simp
@@ -841,11 +838,11 @@
shows "has_bochner_integral M g x"
using f
proof (safe intro!: has_bochner_integral.intros elim!: has_bochner_integral.cases)
- fix s assume "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
- also have "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) = (\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (g x - s i x)) \<partial>M)"
+ fix s assume "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
+ also have "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) = (\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (g x - s i x)) \<partial>M)"
using ae
by (intro ext nn_integral_cong_AE, eventually_elim) simp
- finally show "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (g x - s i x)) \<partial>M) \<longlonglongrightarrow> 0" .
+ finally show "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (g x - s i x)) \<partial>M) \<longlonglongrightarrow> 0" .
qed (auto intro: g)
lemma has_bochner_integral_eq_AE:
@@ -966,14 +963,14 @@
by (auto simp: integrable.simps)
lemma integrable_zero[simp, intro]: "integrable M (\<lambda>x. 0)"
- by (metis has_bochner_integral_zero integrable.simps)
+ by (metis has_bochner_integral_zero integrable.simps)
lemma integrable_setsum[simp, intro]: "(\<And>i. i \<in> I \<Longrightarrow> integrable M (f i)) \<Longrightarrow> integrable M (\<lambda>x. \<Sum>i\<in>I. f i x)"
- by (metis has_bochner_integral_setsum integrable.simps)
+ by (metis has_bochner_integral_setsum integrable.simps)
lemma integrable_indicator[simp, intro]: "A \<in> sets M \<Longrightarrow> emeasure M A < \<infinity> \<Longrightarrow>
integrable M (\<lambda>x. indicator A x *\<^sub>R c)"
- by (metis has_bochner_integral_indicator integrable.simps)
+ by (metis has_bochner_integral_indicator integrable.simps)
lemma integrable_real_indicator[simp, intro]: "A \<in> sets M \<Longrightarrow> emeasure M A < \<infinity> \<Longrightarrow>
integrable M (indicator A :: 'a \<Rightarrow> real)"
@@ -981,7 +978,7 @@
lemma integrable_diff[simp, intro]: "integrable M f \<Longrightarrow> integrable M g \<Longrightarrow> integrable M (\<lambda>x. f x - g x)"
by (auto simp: integrable.simps intro: has_bochner_integral_diff)
-
+
lemma integrable_bounded_linear: "bounded_linear T \<Longrightarrow> integrable M f \<Longrightarrow> integrable M (\<lambda>x. T (f x))"
by (auto simp: integrable.simps intro: has_bochner_integral_bounded_linear)
@@ -1140,7 +1137,7 @@
lemmas integral_snd[simp] =
integral_bounded_linear[OF bounded_linear_snd]
-lemma integral_norm_bound_ereal:
+lemma integral_norm_bound_ennreal:
"integrable M f \<Longrightarrow> norm (integral\<^sup>L M f) \<le> (\<integral>\<^sup>+x. norm (f x) \<partial>M)"
by (metis has_bochner_integral_integrable has_bochner_integral_norm_bound)
@@ -1157,7 +1154,7 @@
unfolding convergent_eq_cauchy
proof (rule metric_CauchyI)
fix e :: real assume "0 < e"
- then have "0 < ereal (e / 2)" by auto
+ then have "0 < ennreal (e / 2)" by auto
from order_tendstoD(2)[OF lim this]
obtain M where M: "\<And>n. M \<le> n \<Longrightarrow> ?S n < e / 2"
by (auto simp: eventually_sequentially)
@@ -1168,12 +1165,11 @@
using M[OF n] by auto
have "norm (?s n - ?s m) \<le> ?S n + ?S m"
by (intro simple_bochner_integral_bounded s f)
- also have "\<dots> < ereal (e / 2) + e / 2"
- using ereal_add_strict_mono[OF less_imp_le[OF M[OF n]] _ \<open>?S n \<noteq> \<infinity>\<close> M[OF m]]
- by (auto simp: nn_integral_nonneg)
- also have "\<dots> = e" by simp
+ also have "\<dots> < ennreal (e / 2) + e / 2"
+ by (intro add_strict_mono M n m)
+ also have "\<dots> = e" using \<open>0<e\<close> by (simp del: ennreal_plus add: ennreal_plus[symmetric])
finally show "dist (?s n) (?s m) < e"
- by (simp add: dist_norm)
+ using \<open>0<e\<close> by (simp add: dist_norm ennreal_less_iff)
qed
qed
then obtain x where "?s \<longlonglongrightarrow> x" ..
@@ -1203,20 +1199,22 @@
by (rule norm_triangle_ineq4)
finally (xtrans) show "norm (u' x - u i x) \<le> 2 * w x" .
qed
-
+ have w_nonneg: "AE x in M. 0 \<le> w x"
+ using bound[of 0] by (auto intro: order_trans[OF norm_ge_zero])
+
have "(\<lambda>i. (\<integral>\<^sup>+x. norm (u' x - u i x) \<partial>M)) \<longlonglongrightarrow> (\<integral>\<^sup>+x. 0 \<partial>M)"
- proof (rule nn_integral_dominated_convergence)
+ proof (rule nn_integral_dominated_convergence)
show "(\<integral>\<^sup>+x. 2 * w x \<partial>M) < \<infinity>"
- by (rule nn_integral_mult_bounded_inf[OF _ w, of 2]) auto
- show "AE x in M. (\<lambda>i. ereal (norm (u' x - u i x))) \<longlonglongrightarrow> 0"
- using u'
+ by (rule nn_integral_mult_bounded_inf[OF _ w, of 2]) (insert w_nonneg, auto simp: ennreal_mult )
+ show "AE x in M. (\<lambda>i. ennreal (norm (u' x - u i x))) \<longlonglongrightarrow> 0"
+ using u'
proof eventually_elim
fix x assume "(\<lambda>i. u i x) \<longlonglongrightarrow> u' x"
from tendsto_diff[OF tendsto_const[of "u' x"] this]
- show "(\<lambda>i. ereal (norm (u' x - u i x))) \<longlonglongrightarrow> 0"
- by (simp add: zero_ereal_def tendsto_norm_zero_iff)
+ show "(\<lambda>i. ennreal (norm (u' x - u i x))) \<longlonglongrightarrow> 0"
+ by (simp add: tendsto_norm_zero_iff ennreal_0[symmetric] del: ennreal_0)
qed
- qed (insert bnd, auto)
+ qed (insert bnd w_nonneg, auto)
then show ?thesis by simp
qed
@@ -1230,29 +1228,31 @@
pointwise: "\<And>x. x \<in> space M \<Longrightarrow> (\<lambda>i. s i x) \<longlonglongrightarrow> f x" and
bound: "\<And>i x. x \<in> space M \<Longrightarrow> norm (s i x) \<le> 2 * norm (f x)"
by simp metis
-
+
show ?thesis
proof (rule integrableI_sequence)
{ fix i
- have "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) \<le> (\<integral>\<^sup>+x. 2 * ereal (norm (f x)) \<partial>M)"
+ have "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) \<le> (\<integral>\<^sup>+x. ennreal (2 * norm (f x)) \<partial>M)"
by (intro nn_integral_mono) (simp add: bound)
- also have "\<dots> = 2 * (\<integral>\<^sup>+x. ereal (norm (f x)) \<partial>M)"
- by (rule nn_integral_cmult) auto
+ also have "\<dots> = 2 * (\<integral>\<^sup>+x. ennreal (norm (f x)) \<partial>M)"
+ by (simp add: ennreal_mult nn_integral_cmult)
+ also have "\<dots> < top"
+ using fin by (simp add: ennreal_mult_less_top)
finally have "(\<integral>\<^sup>+x. norm (s i x) \<partial>M) < \<infinity>"
- using fin by auto }
+ by simp }
note fin_s = this
show "\<And>i. simple_bochner_integrable M (s i)"
by (rule simple_bochner_integrableI_bounded) fact+
- show "(\<lambda>i. \<integral>\<^sup>+ x. ereal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
+ show "(\<lambda>i. \<integral>\<^sup>+ x. ennreal (norm (f x - s i x)) \<partial>M) \<longlonglongrightarrow> 0"
proof (rule nn_integral_dominated_convergence_norm)
show "\<And>j. AE x in M. norm (s j x) \<le> 2 * norm (f x)"
using bound by auto
show "\<And>i. s i \<in> borel_measurable M" "(\<lambda>x. 2 * norm (f x)) \<in> borel_measurable M"
using s by (auto intro: borel_measurable_simple_function)
- show "(\<integral>\<^sup>+ x. ereal (2 * norm (f x)) \<partial>M) < \<infinity>"
- using fin unfolding times_ereal.simps(1)[symmetric] by (subst nn_integral_cmult) auto
+ show "(\<integral>\<^sup>+ x. ennreal (2 * norm (f x)) \<partial>M) < \<infinity>"
+ using fin by (simp add: nn_integral_cmult ennreal_mult ennreal_mult_less_top)
show "AE x in M. (\<lambda>i. s i x) \<longlonglongrightarrow> f x"
using pointwise by auto
qed fact
@@ -1269,11 +1269,11 @@
proof (rule integrableI_bounded)
{ fix x :: 'b have "norm x \<le> B \<Longrightarrow> 0 \<le> B"
using norm_ge_zero[of x] by arith }
- with bnd null have "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) \<le> (\<integral>\<^sup>+ x. ereal (max 0 B) * indicator A x \<partial>M)"
+ with bnd null have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) \<le> (\<integral>\<^sup>+ x. ennreal (max 0 B) * indicator A x \<partial>M)"
by (intro nn_integral_mono_AE) (auto split: split_indicator split_max)
also have "\<dots> < \<infinity>"
- using finite by (subst nn_integral_cmult_indicator) (auto simp: max_def)
- finally show "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>" .
+ using finite by (subst nn_integral_cmult_indicator) (auto simp: ennreal_mult_less_top)
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>" .
qed simp
lemma integrableI_bounded_set_indicator:
@@ -1309,11 +1309,11 @@
proof safe
assume "f \<in> borel_measurable M" "g \<in> borel_measurable M"
assume "AE x in M. norm (g x) \<le> norm (f x)"
- then have "(\<integral>\<^sup>+ x. ereal (norm (g x)) \<partial>M) \<le> (\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M)"
+ then have "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) \<le> (\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M)"
by (intro nn_integral_mono_AE) auto
- also assume "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>"
- finally show "(\<integral>\<^sup>+ x. ereal (norm (g x)) \<partial>M) < \<infinity>" .
-qed
+ also assume "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>"
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) < \<infinity>" .
+qed
lemma integrable_mult_indicator:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1334,7 +1334,7 @@
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes [measurable]: "integrable M f" shows "integrable M (\<lambda>x. norm (f x))"
using assms by (rule integrable_bound) auto
-
+
lemma integrable_norm_cancel:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes [measurable]: "integrable M (\<lambda>x. norm (f x))" "f \<in> borel_measurable M" shows "integrable M f"
@@ -1376,7 +1376,7 @@
lemma integrable_indicator_iff:
"integrable M (indicator A::_ \<Rightarrow> real) \<longleftrightarrow> A \<inter> space M \<in> sets M \<and> emeasure M (A \<inter> space M) < \<infinity>"
- by (simp add: integrable_iff_bounded borel_measurable_indicator_iff ereal_indicator nn_integral_indicator'
+ by (simp add: integrable_iff_bounded borel_measurable_indicator_iff ennreal_indicator nn_integral_indicator'
cong: conj_cong)
lemma integral_indicator[simp]: "integral\<^sup>L M (indicator A) = measure M (A \<inter> space M)"
@@ -1394,14 +1394,14 @@
also have "\<dots> = 0"
using * by (subst not_integrable_integral_eq) (auto simp: integrable_indicator_iff)
also have "\<dots> = measure M (A \<inter> space M)"
- using * by (auto simp: measure_def emeasure_notin_sets)
+ using * by (auto simp: measure_def emeasure_notin_sets not_less top_unique)
finally show ?thesis .
qed
lemma integrable_discrete_difference:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes X: "countable X"
- assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
+ assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
assumes sets: "\<And>x. x \<in> X \<Longrightarrow> {x} \<in> sets M"
assumes eq: "\<And>x. x \<in> space M \<Longrightarrow> x \<notin> X \<Longrightarrow> f x = g x"
shows "integrable M f \<longleftrightarrow> integrable M g"
@@ -1425,7 +1425,7 @@
lemma integral_discrete_difference:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes X: "countable X"
- assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
+ assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
assumes sets: "\<And>x. x \<in> X \<Longrightarrow> {x} \<in> sets M"
assumes eq: "\<And>x. x \<in> space M \<Longrightarrow> x \<notin> X \<Longrightarrow> f x = g x"
shows "integral\<^sup>L M f = integral\<^sup>L M g"
@@ -1449,7 +1449,7 @@
lemma has_bochner_integral_discrete_difference:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes X: "countable X"
- assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
+ assumes null: "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
assumes sets: "\<And>x. x \<in> X \<Longrightarrow> {x} \<in> sets M"
assumes eq: "\<And>x. x \<in> space M \<Longrightarrow> x \<notin> X \<Longrightarrow> f x = g x"
shows "has_bochner_integral M f x \<longleftrightarrow> has_bochner_integral M g x"
@@ -1466,7 +1466,7 @@
and integrable_dominated_convergence2: "\<And>i. integrable M (s i)"
and integral_dominated_convergence: "(\<lambda>i. integral\<^sup>L M (s i)) \<longlonglongrightarrow> integral\<^sup>L M f"
proof -
- have "AE x in M. 0 \<le> w x"
+ have w_nonneg: "AE x in M. 0 \<le> w x"
using bound[of 0] by eventually_elim (auto intro: norm_ge_zero order_trans)
then have "(\<integral>\<^sup>+x. w x \<partial>M) = (\<integral>\<^sup>+x. norm (w x) \<partial>M)"
by (intro nn_integral_cong_AE) auto
@@ -1476,10 +1476,10 @@
show int_s: "\<And>i. integrable M (s i)"
unfolding integrable_iff_bounded
proof
- fix i
- have "(\<integral>\<^sup>+ x. ereal (norm (s i x)) \<partial>M) \<le> (\<integral>\<^sup>+x. w x \<partial>M)"
- using bound by (intro nn_integral_mono_AE) auto
- with w show "(\<integral>\<^sup>+ x. ereal (norm (s i x)) \<partial>M) < \<infinity>" by auto
+ fix i
+ have "(\<integral>\<^sup>+ x. ennreal (norm (s i x)) \<partial>M) \<le> (\<integral>\<^sup>+x. w x \<partial>M)"
+ using bound[of i] w_nonneg by (intro nn_integral_mono_AE) auto
+ with w show "(\<integral>\<^sup>+ x. ennreal (norm (s i x)) \<partial>M) < \<infinity>" by auto
qed fact
have all_bound: "AE x in M. \<forall>i. norm (s i x) \<le> w x"
@@ -1488,30 +1488,30 @@
show int_f: "integrable M f"
unfolding integrable_iff_bounded
proof
- have "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) \<le> (\<integral>\<^sup>+x. w x \<partial>M)"
- using all_bound lim
+ have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) \<le> (\<integral>\<^sup>+x. w x \<partial>M)"
+ using all_bound lim w_nonneg
proof (intro nn_integral_mono_AE, eventually_elim)
- fix x assume "\<forall>i. norm (s i x) \<le> w x" "(\<lambda>i. s i x) \<longlonglongrightarrow> f x"
- then show "ereal (norm (f x)) \<le> ereal (w x)"
- by (intro LIMSEQ_le_const2[where X="\<lambda>i. ereal (norm (s i x))"] tendsto_intros lim_ereal[THEN iffD2]) auto
+ fix x assume "\<forall>i. norm (s i x) \<le> w x" "(\<lambda>i. s i x) \<longlonglongrightarrow> f x" "0 \<le> w x"
+ then show "ennreal (norm (f x)) \<le> ennreal (w x)"
+ by (intro LIMSEQ_le_const2[where X="\<lambda>i. ennreal (norm (s i x))"]) (auto intro: tendsto_intros)
qed
- with w show "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>" by auto
+ with w show "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>" by auto
qed fact
- have "(\<lambda>n. ereal (norm (integral\<^sup>L M (s n) - integral\<^sup>L M f))) \<longlonglongrightarrow> ereal 0" (is "?d \<longlonglongrightarrow> ereal 0")
+ have "(\<lambda>n. ennreal (norm (integral\<^sup>L M (s n) - integral\<^sup>L M f))) \<longlonglongrightarrow> ennreal 0" (is "?d \<longlonglongrightarrow> ennreal 0")
proof (rule tendsto_sandwich)
- show "eventually (\<lambda>n. ereal 0 \<le> ?d n) sequentially" "(\<lambda>_. ereal 0) \<longlonglongrightarrow> ereal 0" by auto
+ show "eventually (\<lambda>n. ennreal 0 \<le> ?d n) sequentially" "(\<lambda>_. ennreal 0) \<longlonglongrightarrow> ennreal 0" by auto
show "eventually (\<lambda>n. ?d n \<le> (\<integral>\<^sup>+x. norm (s n x - f x) \<partial>M)) sequentially"
proof (intro always_eventually allI)
fix n
have "?d n = norm (integral\<^sup>L M (\<lambda>x. s n x - f x))"
using int_f int_s by simp
also have "\<dots> \<le> (\<integral>\<^sup>+x. norm (s n x - f x) \<partial>M)"
- by (intro int_f int_s integrable_diff integral_norm_bound_ereal)
+ by (intro int_f int_s integrable_diff integral_norm_bound_ennreal)
finally show "?d n \<le> (\<integral>\<^sup>+x. norm (s n x - f x) \<partial>M)" .
qed
- show "(\<lambda>n. \<integral>\<^sup>+x. norm (s n x - f x) \<partial>M) \<longlonglongrightarrow> ereal 0"
- unfolding zero_ereal_def[symmetric]
+ show "(\<lambda>n. \<integral>\<^sup>+x. norm (s n x - f x) \<partial>M) \<longlonglongrightarrow> ennreal 0"
+ unfolding ennreal_0
apply (subst norm_minus_commute)
proof (rule nn_integral_dominated_convergence_norm[where w=w])
show "\<And>n. s n \<in> borel_measurable M"
@@ -1519,7 +1519,7 @@
qed fact+
qed
then have "(\<lambda>n. integral\<^sup>L M (s n) - integral\<^sup>L M f) \<longlonglongrightarrow> 0"
- unfolding lim_ereal tendsto_norm_zero_iff .
+ by (simp add: tendsto_norm_zero_iff del: ennreal_0)
from tendsto_add[OF this tendsto_const[of "integral\<^sup>L M f"]]
show "(\<lambda>i. integral\<^sup>L M (s i)) \<longlonglongrightarrow> integral\<^sup>L M f" by simp
qed
@@ -1580,59 +1580,101 @@
using integrable_mult_left[of c M f] integrable_mult_left[of "1 / c" M "\<lambda>x. c * f x"]
by (cases "c = 0") auto
+lemma integrableI_nn_integral_finite:
+ assumes [measurable]: "f \<in> borel_measurable M"
+ and nonneg: "AE x in M. 0 \<le> f x"
+ and finite: "(\<integral>\<^sup>+x. f x \<partial>M) = ennreal x"
+ shows "integrable M f"
+proof (rule integrableI_bounded)
+ have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) = (\<integral>\<^sup>+ x. ennreal (f x) \<partial>M)"
+ using nonneg by (intro nn_integral_cong_AE) auto
+ with finite show "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>"
+ by auto
+qed simp
+
+lemma integral_nonneg_AE:
+ fixes f :: "'a \<Rightarrow> real"
+ assumes nonneg: "AE x in M. 0 \<le> f x"
+ shows "0 \<le> integral\<^sup>L M f"
+proof cases
+ assume f: "integrable M f"
+ then have [measurable]: "f \<in> M \<rightarrow>\<^sub>M borel"
+ by auto
+ have "(\<lambda>x. max 0 (f x)) \<in> M \<rightarrow>\<^sub>M borel" "\<And>x. 0 \<le> max 0 (f x)" "integrable M (\<lambda>x. max 0 (f x))"
+ using f by auto
+ from this have "0 \<le> integral\<^sup>L M (\<lambda>x. max 0 (f x))"
+ proof (induction rule: borel_measurable_induct_real)
+ case (add f g)
+ then have "integrable M f" "integrable M g"
+ by (auto intro!: integrable_bound[OF add.prems])
+ with add show ?case
+ by (simp add: nn_integral_add)
+ next
+ case (seq U)
+ show ?case
+ proof (rule LIMSEQ_le_const)
+ have U_le: "x \<in> space M \<Longrightarrow> U i x \<le> max 0 (f x)" for x i
+ using seq by (intro incseq_le) (auto simp: incseq_def le_fun_def)
+ with seq nonneg show "(\<lambda>i. integral\<^sup>L M (U i)) \<longlonglongrightarrow> LINT x|M. max 0 (f x)"
+ by (intro integral_dominated_convergence) auto
+ have "integrable M (U i)" for i
+ using seq.prems by (rule integrable_bound) (insert U_le seq, auto)
+ with seq show "\<exists>N. \<forall>n\<ge>N. 0 \<le> integral\<^sup>L M (U n)"
+ by auto
+ qed
+ qed (auto simp: measure_nonneg integrable_mult_left_iff)
+ also have "\<dots> = integral\<^sup>L M f"
+ using nonneg by (auto intro!: integral_cong_AE)
+ finally show ?thesis .
+qed (simp add: not_integrable_integral_eq)
+
+lemma integral_nonneg[simp]:
+ fixes f :: "'a \<Rightarrow> real"
+ shows "(\<And>x. x \<in> space M \<Longrightarrow> 0 \<le> f x) \<Longrightarrow> 0 \<le> integral\<^sup>L M f"
+ by (intro integral_nonneg_AE) auto
+
lemma nn_integral_eq_integral:
assumes f: "integrable M f"
- assumes nonneg: "AE x in M. 0 \<le> f x"
+ assumes nonneg: "AE x in M. 0 \<le> f x"
shows "(\<integral>\<^sup>+ x. f x \<partial>M) = integral\<^sup>L M f"
proof -
{ fix f :: "'a \<Rightarrow> real" assume f: "f \<in> borel_measurable M" "\<And>x. 0 \<le> f x" "integrable M f"
then have "(\<integral>\<^sup>+ x. f x \<partial>M) = integral\<^sup>L M f"
proof (induct rule: borel_measurable_induct_real)
case (set A) then show ?case
- by (simp add: integrable_indicator_iff ereal_indicator emeasure_eq_ereal_measure)
+ by (simp add: integrable_indicator_iff ennreal_indicator emeasure_eq_ennreal_measure)
next
case (mult f c) then show ?case
- unfolding times_ereal.simps(1)[symmetric]
- by (subst nn_integral_cmult)
- (auto simp add: integrable_mult_left_iff zero_ereal_def[symmetric])
+ by (auto simp add: integrable_mult_left_iff nn_integral_cmult ennreal_mult integral_nonneg_AE)
next
case (add g f)
then have "integrable M f" "integrable M g"
- by (auto intro!: integrable_bound[OF add(8)])
+ by (auto intro!: integrable_bound[OF add.prems])
with add show ?case
- unfolding plus_ereal.simps(1)[symmetric]
- by (subst nn_integral_add) auto
+ by (simp add: nn_integral_add integral_nonneg_AE)
next
- case (seq s)
- { fix i x assume "x \<in> space M" with seq(4) have "s i x \<le> f x"
- by (intro LIMSEQ_le_const[OF seq(5)] exI[of _ i]) (auto simp: incseq_def le_fun_def) }
- note s_le_f = this
-
+ case (seq U)
show ?case
proof (rule LIMSEQ_unique)
- show "(\<lambda>i. ereal (integral\<^sup>L M (s i))) \<longlonglongrightarrow> ereal (integral\<^sup>L M f)"
- unfolding lim_ereal
- proof (rule integral_dominated_convergence[where w=f])
- show "integrable M f" by fact
- from s_le_f seq show "\<And>i. AE x in M. norm (s i x) \<le> f x"
- by auto
- qed (insert seq, auto)
- have int_s: "\<And>i. integrable M (s i)"
- using seq f s_le_f by (intro integrable_bound[OF f(3)]) auto
- have "(\<lambda>i. \<integral>\<^sup>+ x. s i x \<partial>M) \<longlonglongrightarrow> \<integral>\<^sup>+ x. f x \<partial>M"
- using seq s_le_f f
- by (intro nn_integral_dominated_convergence[where w=f])
- (auto simp: integrable_iff_bounded)
- also have "(\<lambda>i. \<integral>\<^sup>+x. s i x \<partial>M) = (\<lambda>i. \<integral>x. s i x \<partial>M)"
- using seq int_s by simp
- finally show "(\<lambda>i. \<integral>x. s i x \<partial>M) \<longlonglongrightarrow> \<integral>\<^sup>+x. f x \<partial>M"
- by simp
+ have U_le_f: "x \<in> space M \<Longrightarrow> U i x \<le> f x" for x i
+ using seq by (intro incseq_le) (auto simp: incseq_def le_fun_def)
+ have int_U: "\<And>i. integrable M (U i)"
+ using seq f U_le_f by (intro integrable_bound[OF f(3)]) auto
+ from U_le_f seq have "(\<lambda>i. integral\<^sup>L M (U i)) \<longlonglongrightarrow> integral\<^sup>L M f"
+ by (intro integral_dominated_convergence) auto
+ then show "(\<lambda>i. ennreal (integral\<^sup>L M (U i))) \<longlonglongrightarrow> ennreal (integral\<^sup>L M f)"
+ using seq f int_U by (simp add: f integral_nonneg_AE)
+ have "(\<lambda>i. \<integral>\<^sup>+ x. U i x \<partial>M) \<longlonglongrightarrow> \<integral>\<^sup>+ x. f x \<partial>M"
+ using seq U_le_f f
+ by (intro nn_integral_dominated_convergence[where w=f]) (auto simp: integrable_iff_bounded)
+ then show "(\<lambda>i. \<integral>x. U i x \<partial>M) \<longlonglongrightarrow> \<integral>\<^sup>+x. f x \<partial>M"
+ using seq int_U by simp
qed
qed }
from this[of "\<lambda>x. max 0 (f x)"] assms have "(\<integral>\<^sup>+ x. max 0 (f x) \<partial>M) = integral\<^sup>L M (\<lambda>x. max 0 (f x))"
by simp
also have "\<dots> = integral\<^sup>L M f"
- using assms by (auto intro!: integral_cong_AE)
+ using assms by (auto intro!: integral_cong_AE simp: integral_nonneg_AE)
also have "(\<integral>\<^sup>+ x. max 0 (f x) \<partial>M) = (\<integral>\<^sup>+ x. f x \<partial>M)"
using assms by (auto intro!: nn_integral_cong_AE simp: max_def)
finally show ?thesis .
@@ -1650,18 +1692,18 @@
proof -
have 1: "integrable M (\<lambda>x. \<Sum>i. norm (f i x))"
proof (rule integrableI_bounded)
- have "(\<integral>\<^sup>+ x. ereal (norm (\<Sum>i. norm (f i x))) \<partial>M) = (\<integral>\<^sup>+ x. (\<Sum>i. ereal (norm (f i x))) \<partial>M)"
- apply (intro nn_integral_cong_AE)
+ have "(\<integral>\<^sup>+ x. ennreal (norm (\<Sum>i. norm (f i x))) \<partial>M) = (\<integral>\<^sup>+ x. (\<Sum>i. ennreal (norm (f i x))) \<partial>M)"
+ apply (intro nn_integral_cong_AE)
using summable
apply eventually_elim
- apply (simp add: suminf_ereal' suminf_nonneg)
+ apply (simp add: suminf_nonneg ennreal_suminf_neq_top)
done
also have "\<dots> = (\<Sum>i. \<integral>\<^sup>+ x. norm (f i x) \<partial>M)"
by (intro nn_integral_suminf) auto
- also have "\<dots> = (\<Sum>i. ereal (\<integral>x. norm (f i x) \<partial>M))"
+ also have "\<dots> = (\<Sum>i. ennreal (\<integral>x. norm (f i x) \<partial>M))"
by (intro arg_cong[where f=suminf] ext nn_integral_eq_integral integrable_norm integrable) auto
- finally show "(\<integral>\<^sup>+ x. ereal (norm (\<Sum>i. norm (f i x))) \<partial>M) < \<infinity>"
- by (simp add: suminf_ereal' sums)
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (\<Sum>i. norm (f i x))) \<partial>M) < \<infinity>"
+ by (simp add: sums ennreal_suminf_neq_top less_top[symmetric] integral_nonneg_AE)
qed simp
have 2: "AE x in M. (\<lambda>n. \<Sum>i<n. f i x) \<longlonglongrightarrow> (\<Sum>i. f i x)"
@@ -1693,43 +1735,57 @@
fixes f :: "_ \<Rightarrow> 'a :: {banach, second_countable_topology}"
shows "integrable M f \<Longrightarrow> norm (integral\<^sup>L M f) \<le> (\<integral>x. norm (f x) \<partial>M)"
using nn_integral_eq_integral[of M "\<lambda>x. norm (f x)"]
- using integral_norm_bound_ereal[of M f] by simp
-
-lemma integrableI_nn_integral_finite:
- assumes [measurable]: "f \<in> borel_measurable M"
- and nonneg: "AE x in M. 0 \<le> f x"
- and finite: "(\<integral>\<^sup>+x. f x \<partial>M) = ereal x"
- shows "integrable M f"
-proof (rule integrableI_bounded)
- have "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) = (\<integral>\<^sup>+ x. ereal (f x) \<partial>M)"
- using nonneg by (intro nn_integral_cong_AE) auto
- with finite show "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>"
- by auto
-qed simp
+ using integral_norm_bound_ennreal[of M f] by (simp add: integral_nonneg_AE)
lemma integral_eq_nn_integral:
assumes [measurable]: "f \<in> borel_measurable M"
assumes nonneg: "AE x in M. 0 \<le> f x"
- shows "integral\<^sup>L M f = real_of_ereal (\<integral>\<^sup>+ x. ereal (f x) \<partial>M)"
+ shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+ x. ennreal (f x) \<partial>M)"
proof cases
- assume *: "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) = \<infinity>"
- also have "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) = (\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M)"
+ assume *: "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) = \<infinity>"
+ also have "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) = (\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M)"
using nonneg by (intro nn_integral_cong_AE) auto
finally have "\<not> integrable M f"
by (auto simp: integrable_iff_bounded)
then show ?thesis
by (simp add: * not_integrable_integral_eq)
next
- assume "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<noteq> \<infinity>"
+ assume "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<noteq> \<infinity>"
then have "integrable M f"
- by (cases "\<integral>\<^sup>+ x. ereal (f x) \<partial>M") (auto intro!: integrableI_nn_integral_finite assms)
- from nn_integral_eq_integral[OF this nonneg] show ?thesis
- by simp
+ by (cases "\<integral>\<^sup>+ x. ennreal (f x) \<partial>M" rule: ennreal_cases)
+ (auto intro!: integrableI_nn_integral_finite assms)
+ from nn_integral_eq_integral[OF this] nonneg show ?thesis
+ by (simp add: integral_nonneg_AE)
qed
-
+
+lemma enn2real_nn_integral_eq_integral:
+ assumes eq: "AE x in M. f x = ennreal (g x)" and nn: "AE x in M. 0 \<le> g x"
+ and fin: "(\<integral>\<^sup>+x. f x \<partial>M) < top"
+ and [measurable]: "g \<in> M \<rightarrow>\<^sub>M borel"
+ shows "enn2real (\<integral>\<^sup>+x. f x \<partial>M) = (\<integral>x. g x \<partial>M)"
+proof -
+ have "ennreal (enn2real (\<integral>\<^sup>+x. f x \<partial>M)) = (\<integral>\<^sup>+x. f x \<partial>M)"
+ using fin by (intro ennreal_enn2real) auto
+ also have "\<dots> = (\<integral>\<^sup>+x. g x \<partial>M)"
+ using eq by (rule nn_integral_cong_AE)
+ also have "\<dots> = (\<integral>x. g x \<partial>M)"
+ proof (rule nn_integral_eq_integral)
+ show "integrable M g"
+ proof (rule integrableI_bounded)
+ have "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) = (\<integral>\<^sup>+ x. f x \<partial>M)"
+ using eq nn by (auto intro!: nn_integral_cong_AE elim!: eventually_elim2)
+ also note fin
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) < \<infinity>"
+ by simp
+ qed simp
+ qed fact
+ finally show ?thesis
+ using nn by (simp add: integral_nonneg_AE)
+qed
+
lemma has_bochner_integral_nn_integral:
- assumes "f \<in> borel_measurable M" "AE x in M. 0 \<le> f x"
- assumes "(\<integral>\<^sup>+x. f x \<partial>M) = ereal x"
+ assumes "f \<in> borel_measurable M" "AE x in M. 0 \<le> f x" "0 \<le> x"
+ assumes "(\<integral>\<^sup>+x. f x \<partial>M) = ennreal x"
shows "has_bochner_integral M f x"
unfolding has_bochner_integral_iff
using assms by (auto simp: assms integral_eq_nn_integral intro: integrableI_nn_integral_finite)
@@ -1738,7 +1794,7 @@
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
shows "simple_bochner_integrable M f \<Longrightarrow> integrable M f"
by (intro integrableI_sequence[where s="\<lambda>_. f"] borel_measurable_simple_function)
- (auto simp: zero_ereal_def[symmetric] simple_bochner_integrable.simps)
+ (auto simp: zero_ennreal_def[symmetric] simple_bochner_integrable.simps)
lemma integrable_induct[consumes 1, case_names base add lim, induct pred: integrable]:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1757,7 +1813,7 @@
"\<And>i x. x \<in> space M \<Longrightarrow> norm (s i x) \<le> 2 * norm (f x)"
unfolding norm_conv_dist by metis
- { fix f A
+ { fix f A
have [simp]: "P (\<lambda>x. 0)"
using base[of "{}" undefined] by simp
have "(\<And>i::'b. i \<in> A \<Longrightarrow> integrable M (f i::'a \<Rightarrow> 'b)) \<Longrightarrow>
@@ -1773,7 +1829,7 @@
unfolding s'_def using s(1)
by (intro simple_function_compose2[where h="op *\<^sub>R"] simple_function_indicator) auto
- { fix i
+ { fix i
have "\<And>z. {y. s' i z = y \<and> y \<in> s' i ` space M \<and> y \<noteq> 0 \<and> z \<in> space M} =
(if z \<in> space M \<and> s' i z \<noteq> 0 then {s' i z} else {})"
by (auto simp add: s'_def split: split_indicator)
@@ -1785,10 +1841,10 @@
proof (rule lim)
fix i
- have "(\<integral>\<^sup>+x. norm (s' i x) \<partial>M) \<le> (\<integral>\<^sup>+x. 2 * ereal (norm (f x)) \<partial>M)"
+ have "(\<integral>\<^sup>+x. norm (s' i x) \<partial>M) \<le> (\<integral>\<^sup>+x. ennreal (2 * norm (f x)) \<partial>M)"
using s by (intro nn_integral_mono) (auto simp: s'_eq_s)
also have "\<dots> < \<infinity>"
- using f by (subst nn_integral_cmult) auto
+ using f by (simp add: nn_integral_cmult ennreal_mult_less_top ennreal_mult)
finally have sbi: "simple_bochner_integrable M (s' i)"
using sf by (intro simple_bochner_integrableI_bounded) auto
then show "integrable M (s' i)"
@@ -1798,10 +1854,10 @@
then have "emeasure M {y \<in> space M. s' i y = s' i x} \<le> emeasure M {y \<in> space M. s' i y \<noteq> 0}"
by (intro emeasure_mono) auto
also have "\<dots> < \<infinity>"
- using sbi by (auto elim: simple_bochner_integrable.cases)
+ using sbi by (auto elim: simple_bochner_integrable.cases simp: less_top)
finally have "emeasure M {y \<in> space M. s' i y = s' i x} \<noteq> \<infinity>" by simp }
then show "P (s' i)"
- by (subst s'_eq) (auto intro!: setsum base)
+ by (subst s'_eq) (auto intro!: setsum base simp: less_top)
fix x assume "x \<in> space M" with s show "(\<lambda>i. s' i x) \<longlonglongrightarrow> f x"
by (simp add: s'_eq_s)
@@ -1810,20 +1866,6 @@
qed fact
qed
-lemma integral_nonneg_AE:
- fixes f :: "'a \<Rightarrow> real"
- assumes [measurable]: "AE x in M. 0 \<le> f x"
- shows "0 \<le> integral\<^sup>L M f"
-proof cases
- assume [measurable]: "integrable M f"
- then have "0 \<le> ereal (integral\<^sup>L M (\<lambda>x. max 0 (f x)))"
- by (subst integral_eq_nn_integral) (auto intro: real_of_ereal_pos nn_integral_nonneg assms)
- also have "integral\<^sup>L M (\<lambda>x. max 0 (f x)) = integral\<^sup>L M f"
- using assms by (intro integral_cong_AE assms integrable_max) auto
- finally show ?thesis
- by simp
-qed (simp add: not_integrable_integral_eq)
-
lemma integral_eq_zero_AE:
"(AE x in M. f x = 0) \<Longrightarrow> integral\<^sup>L M f = 0"
using integral_cong_AE[of f M "\<lambda>_. 0"]
@@ -1837,7 +1879,7 @@
assume "integral\<^sup>L M f = 0"
then have "integral\<^sup>N M f = 0"
using nn_integral_eq_integral[OF f nonneg] by simp
- then have "AE x in M. ereal (f x) \<le> 0"
+ then have "AE x in M. ennreal (f x) \<le> 0"
by (simp add: nn_integral_0_iff_AE)
with nonneg show "AE x in M. f x = 0"
by auto
@@ -1857,11 +1899,11 @@
lemma integral_mono:
fixes f :: "'a \<Rightarrow> real"
- shows "integrable M f \<Longrightarrow> integrable M g \<Longrightarrow> (\<And>x. x \<in> space M \<Longrightarrow> f x \<le> g x) \<Longrightarrow>
+ shows "integrable M f \<Longrightarrow> integrable M g \<Longrightarrow> (\<And>x. x \<in> space M \<Longrightarrow> f x \<le> g x) \<Longrightarrow>
integral\<^sup>L M f \<le> integral\<^sup>L M g"
by (intro integral_mono_AE) auto
-lemma (in finite_measure) integrable_measure:
+lemma (in finite_measure) integrable_measure:
assumes I: "disjoint_family_on X I" "countable I"
shows "integrable (count_space I) (\<lambda>i. measure M (X i))"
proof -
@@ -1871,31 +1913,41 @@
using I unfolding emeasure_eq_measure[symmetric]
by (subst emeasure_UN_countable) (auto simp: disjoint_family_on_def)
finally show ?thesis
- by (auto intro!: integrableI_bounded simp: measure_nonneg)
+ by (auto intro!: integrableI_bounded)
qed
lemma integrableI_real_bounded:
assumes f: "f \<in> borel_measurable M" and ae: "AE x in M. 0 \<le> f x" and fin: "integral\<^sup>N M f < \<infinity>"
shows "integrable M f"
proof (rule integrableI_bounded)
- have "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) = \<integral>\<^sup>+ x. ereal (f x) \<partial>M"
+ have "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) = \<integral>\<^sup>+ x. ennreal (f x) \<partial>M"
using ae by (auto intro: nn_integral_cong_AE)
also note fin
- finally show "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>" .
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>" .
qed fact
lemma integral_real_bounded:
- assumes "AE x in M. 0 \<le> f x" "integral\<^sup>N M f \<le> ereal r"
+ assumes "0 \<le> r" "integral\<^sup>N M f \<le> ennreal r"
shows "integral\<^sup>L M f \<le> r"
proof cases
- assume "integrable M f" from nn_integral_eq_integral[OF this] assms show ?thesis
+ assume [simp]: "integrable M f"
+
+ have "integral\<^sup>L M (\<lambda>x. max 0 (f x)) = integral\<^sup>N M (\<lambda>x. max 0 (f x))"
+ by (intro nn_integral_eq_integral[symmetric]) auto
+ also have "\<dots> = integral\<^sup>N M f"
+ by (intro nn_integral_cong) (simp add: max_def ennreal_neg)
+ also have "\<dots> \<le> r"
+ by fact
+ finally have "integral\<^sup>L M (\<lambda>x. max 0 (f x)) \<le> r"
+ using \<open>0 \<le> r\<close> by simp
+
+ moreover have "integral\<^sup>L M f \<le> integral\<^sup>L M (\<lambda>x. max 0 (f x))"
+ by (rule integral_mono_AE) auto
+ ultimately show ?thesis
by simp
next
- assume "\<not> integrable M f"
- moreover have "0 \<le> ereal r"
- using nn_integral_nonneg assms(2) by (rule order_trans)
- ultimately show ?thesis
- by (simp add: not_integrable_integral_eq)
+ assume "\<not> integrable M f" then show ?thesis
+ using \<open>0 \<le> r\<close> by (simp add: not_integrable_integral_eq)
qed
subsection \<open>Restricted measure spaces\<close>
@@ -1907,7 +1959,7 @@
unfolding integrable_iff_bounded
borel_measurable_restrict_space_iff[OF \<Omega>]
nn_integral_restrict_space[OF \<Omega>]
- by (simp add: ac_simps ereal_indicator times_ereal.simps(1)[symmetric] del: times_ereal.simps)
+ by (simp add: ac_simps ennreal_indicator ennreal_mult)
lemma integral_restrict_space:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1929,13 +1981,12 @@
proof (rule LIMSEQ_unique)
show "(\<lambda>i. integral\<^sup>L (restrict_space M \<Omega>) (s i)) \<longlonglongrightarrow> integral\<^sup>L (restrict_space M \<Omega>) f"
using lim by (intro integral_dominated_convergence[where w="\<lambda>x. 2 * norm (f x)"]) simp_all
-
+
show "(\<lambda>i. integral\<^sup>L (restrict_space M \<Omega>) (s i)) \<longlonglongrightarrow> (\<integral> x. indicator \<Omega> x *\<^sub>R f x \<partial>M)"
unfolding lim
using lim
by (intro integral_dominated_convergence[where w="\<lambda>x. 2 * norm (indicator \<Omega> x *\<^sub>R f x)"])
- (auto simp add: space_restrict_space integrable_restrict_space
- simp del: norm_scaleR
+ (auto simp add: space_restrict_space integrable_restrict_space simp del: norm_scaleR
split: split_indicator)
qed
qed
@@ -1958,9 +2009,9 @@
and nn: "AE x in M. 0 \<le> g x"
shows "integrable (density M g) f \<longleftrightarrow> integrable M (\<lambda>x. g x *\<^sub>R f x)"
unfolding integrable_iff_bounded using nn
- apply (simp add: nn_integral_density )
+ apply (simp add: nn_integral_density less_top[symmetric])
apply (intro arg_cong2[where f="op ="] refl nn_integral_cong_AE)
- apply auto
+ apply (auto simp: ennreal_mult)
done
lemma integral_density:
@@ -1974,21 +2025,25 @@
proof induct
case (base A c)
then have [measurable]: "A \<in> sets M" by auto
-
+
have int: "integrable M (\<lambda>x. g x * indicator A x)"
using g base integrable_density[of "indicator A :: 'a \<Rightarrow> real" M g] by simp
- then have "integral\<^sup>L M (\<lambda>x. g x * indicator A x) = (\<integral>\<^sup>+ x. ereal (g x * indicator A x) \<partial>M)"
+ then have "integral\<^sup>L M (\<lambda>x. g x * indicator A x) = (\<integral>\<^sup>+ x. ennreal (g x * indicator A x) \<partial>M)"
using g by (subst nn_integral_eq_integral) auto
- also have "\<dots> = (\<integral>\<^sup>+ x. ereal (g x) * indicator A x \<partial>M)"
+ also have "\<dots> = (\<integral>\<^sup>+ x. ennreal (g x) * indicator A x \<partial>M)"
by (intro nn_integral_cong) (auto split: split_indicator)
also have "\<dots> = emeasure (density M g) A"
by (rule emeasure_density[symmetric]) auto
- also have "\<dots> = ereal (measure (density M g) A)"
- using base by (auto intro: emeasure_eq_ereal_measure)
+ also have "\<dots> = ennreal (measure (density M g) A)"
+ using base by (auto intro: emeasure_eq_ennreal_measure)
also have "\<dots> = integral\<^sup>L (density M g) (indicator A)"
using base by simp
finally show ?case
- using base by (simp add: int)
+ using base g
+ apply (simp add: int integral_nonneg_AE)
+ apply (subst (asm) ennreal_inj)
+ apply (auto intro!: integral_nonneg_AE)
+ done
next
case (add f h)
then have [measurable]: "f \<in> borel_measurable M" "h \<in> borel_measurable M"
@@ -1999,7 +2054,7 @@
case (lim f s)
have [measurable]: "f \<in> borel_measurable M" "\<And>i. s i \<in> borel_measurable M"
using lim(1,5)[THEN borel_measurable_integrable] by auto
-
+
show ?case
proof (rule LIMSEQ_unique)
show "(\<lambda>i. integral\<^sup>L M (\<lambda>x. g x *\<^sub>R s i x)) \<longlonglongrightarrow> integral\<^sup>L M (\<lambda>x. g x *\<^sub>R f x)"
@@ -2058,7 +2113,7 @@
then have [measurable]: "A \<in> sets N" by auto
from base have int: "integrable (distr M N g) (\<lambda>a. indicator A a *\<^sub>R c)"
by (intro integrable_indicator)
-
+
have "integral\<^sup>L (distr M N g) (\<lambda>a. indicator A a *\<^sub>R c) = measure (distr M N g) A *\<^sub>R c"
using base by auto
also have "\<dots> = measure M (g -` A \<inter> space M) *\<^sub>R c"
@@ -2078,13 +2133,13 @@
case (lim f s)
have [measurable]: "f \<in> borel_measurable N" "\<And>i. s i \<in> borel_measurable N"
using lim(1,5)[THEN borel_measurable_integrable] by auto
-
+
show ?case
proof (rule LIMSEQ_unique)
show "(\<lambda>i. integral\<^sup>L M (\<lambda>x. s i (g x))) \<longlonglongrightarrow> integral\<^sup>L M (\<lambda>x. f (g x))"
proof (rule integral_dominated_convergence)
show "integrable M (\<lambda>x. 2 * norm (f (g x)))"
- using lim by (auto simp: integrable_distr_eq)
+ using lim by (auto simp: integrable_distr_eq)
show "AE x in M. (\<lambda>i. s i (g x)) \<longlonglongrightarrow> f (g x)"
using lim(3) g[THEN measurable_space] by auto
show "\<And>i. AE x in M. norm (s i (g x)) \<le> 2 * norm (f (g x))"
@@ -2121,7 +2176,7 @@
proof -
have eq: "\<And>x. x \<in> A \<Longrightarrow> (\<Sum>a | x = a \<and> a \<in> A \<and> f a \<noteq> 0. f a) = (\<Sum>x\<in>{x}. f x)"
by (intro setsum.mono_neutral_cong_left) auto
-
+
have "(\<integral>x. f x \<partial>count_space A) = (\<integral>x. (\<Sum>a | a \<in> A \<and> f a \<noteq> 0. indicator {a} x *\<^sub>R f a) \<partial>count_space A)"
by (intro integral_cong refl) (simp add: f eq)
also have "\<dots> = (\<Sum>a | a \<in> A \<and> f a \<noteq> 0. measure (count_space A) {a} *\<^sub>R f a)"
@@ -2137,7 +2192,8 @@
lemma integrable_count_space_nat_iff:
fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}"
shows "integrable (count_space UNIV) f \<longleftrightarrow> summable (\<lambda>x. norm (f x))"
- by (auto simp add: integrable_iff_bounded nn_integral_count_space_nat summable_ereal suminf_ereal_finite)
+ by (auto simp add: integrable_iff_bounded nn_integral_count_space_nat ennreal_suminf_neq_top
+ intro: summable_suminf_not_top)
lemma sums_integral_count_space_nat:
fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}"
@@ -2181,7 +2237,8 @@
fixes g :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and f :: "'a \<Rightarrow> real"
shows "finite A \<Longrightarrow> integrable (point_measure A f) g"
unfolding point_measure_def
- apply (subst density_ereal_max_0)
+ apply (subst density_cong[where f'="\<lambda>x. ennreal (max 0 (f x))"])
+ apply (auto split: split_max simp: ennreal_neg)
apply (subst integrable_density)
apply (auto simp: AE_count_space integrable_count_space)
done
@@ -2204,67 +2261,60 @@
lemma real_lebesgue_integral_def:
assumes f[measurable]: "integrable M f"
- shows "integral\<^sup>L M f = real_of_ereal (\<integral>\<^sup>+x. f x \<partial>M) - real_of_ereal (\<integral>\<^sup>+x. - f x \<partial>M)"
+ shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+x. f x \<partial>M) - enn2real (\<integral>\<^sup>+x. ennreal (- f x) \<partial>M)"
proof -
have "integral\<^sup>L M f = integral\<^sup>L M (\<lambda>x. max 0 (f x) - max 0 (- f x))"
by (auto intro!: arg_cong[where f="integral\<^sup>L M"])
also have "\<dots> = integral\<^sup>L M (\<lambda>x. max 0 (f x)) - integral\<^sup>L M (\<lambda>x. max 0 (- f x))"
by (intro integral_diff integrable_max integrable_minus integrable_zero f)
- also have "integral\<^sup>L M (\<lambda>x. max 0 (f x)) = real_of_ereal (\<integral>\<^sup>+x. max 0 (f x) \<partial>M)"
- by (subst integral_eq_nn_integral[symmetric]) auto
- also have "integral\<^sup>L M (\<lambda>x. max 0 (- f x)) = real_of_ereal (\<integral>\<^sup>+x. max 0 (- f x) \<partial>M)"
- by (subst integral_eq_nn_integral[symmetric]) auto
- also have "(\<lambda>x. ereal (max 0 (f x))) = (\<lambda>x. max 0 (ereal (f x)))"
- by (auto simp: max_def)
- also have "(\<lambda>x. ereal (max 0 (- f x))) = (\<lambda>x. max 0 (- ereal (f x)))"
- by (auto simp: max_def)
- finally show ?thesis
- unfolding nn_integral_max_0 .
+ also have "integral\<^sup>L M (\<lambda>x. max 0 (f x)) = enn2real (\<integral>\<^sup>+x. ennreal (f x) \<partial>M)"
+ by (subst integral_eq_nn_integral) (auto intro!: arg_cong[where f=enn2real] nn_integral_cong simp: max_def ennreal_neg)
+ also have "integral\<^sup>L M (\<lambda>x. max 0 (- f x)) = enn2real (\<integral>\<^sup>+x. ennreal (- f x) \<partial>M)"
+ by (subst integral_eq_nn_integral) (auto intro!: arg_cong[where f=enn2real] nn_integral_cong simp: max_def ennreal_neg)
+ finally show ?thesis .
qed
lemma real_integrable_def:
"integrable M f \<longleftrightarrow> f \<in> borel_measurable M \<and>
- (\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<noteq> \<infinity> \<and> (\<integral>\<^sup>+ x. ereal (- f x) \<partial>M) \<noteq> \<infinity>"
+ (\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<noteq> \<infinity> \<and> (\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M) \<noteq> \<infinity>"
unfolding integrable_iff_bounded
proof (safe del: notI)
- assume *: "(\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M) < \<infinity>"
- have "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M)"
+ assume *: "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>"
+ have "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M)"
by (intro nn_integral_mono) auto
also note *
- finally show "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<noteq> \<infinity>"
+ finally show "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<noteq> \<infinity>"
by simp
- have "(\<integral>\<^sup>+ x. ereal (- f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ereal (norm (f x)) \<partial>M)"
+ have "(\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M) \<le> (\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M)"
by (intro nn_integral_mono) auto
also note *
- finally show "(\<integral>\<^sup>+ x. ereal (- f x) \<partial>M) \<noteq> \<infinity>"
+ finally show "(\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M) \<noteq> \<infinity>"
by simp
next
assume [measurable]: "f \<in> borel_measurable M"
- assume fin: "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<noteq> \<infinity>" "(\<integral>\<^sup>+ x. ereal (- f x) \<partial>M) \<noteq> \<infinity>"
- have "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) = (\<integral>\<^sup>+ x. max 0 (ereal (f x)) + max 0 (ereal (- f x)) \<partial>M)"
- by (intro nn_integral_cong) (auto simp: max_def)
- also have"\<dots> = (\<integral>\<^sup>+ x. max 0 (ereal (f x)) \<partial>M) + (\<integral>\<^sup>+ x. max 0 (ereal (- f x)) \<partial>M)"
+ assume fin: "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<noteq> \<infinity>" "(\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M) \<noteq> \<infinity>"
+ have "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) = (\<integral>\<^sup>+ x. ennreal (f x) + ennreal (- f x) \<partial>M)"
+ by (intro nn_integral_cong) (auto simp: abs_real_def ennreal_neg)
+ also have"\<dots> = (\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) + (\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M)"
by (intro nn_integral_add) auto
also have "\<dots> < \<infinity>"
- using fin by (auto simp: nn_integral_max_0)
+ using fin by (auto simp: less_top)
finally show "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) < \<infinity>" .
qed
lemma integrableD[dest]:
assumes "integrable M f"
- shows "f \<in> borel_measurable M" "(\<integral>\<^sup>+ x. ereal (f x) \<partial>M) \<noteq> \<infinity>" "(\<integral>\<^sup>+ x. ereal (- f x) \<partial>M) \<noteq> \<infinity>"
+ shows "f \<in> borel_measurable M" "(\<integral>\<^sup>+ x. ennreal (f x) \<partial>M) \<noteq> \<infinity>" "(\<integral>\<^sup>+ x. ennreal (- f x) \<partial>M) \<noteq> \<infinity>"
using assms unfolding real_integrable_def by auto
lemma integrableE:
assumes "integrable M f"
obtains r q where
- "(\<integral>\<^sup>+x. ereal (f x)\<partial>M) = ereal r"
- "(\<integral>\<^sup>+x. ereal (-f x)\<partial>M) = ereal q"
+ "(\<integral>\<^sup>+x. ennreal (f x)\<partial>M) = ennreal r"
+ "(\<integral>\<^sup>+x. ennreal (-f x)\<partial>M) = ennreal q"
"f \<in> borel_measurable M" "integral\<^sup>L M f = r - q"
using assms unfolding real_integrable_def real_lebesgue_integral_def[OF assms]
- using nn_integral_nonneg[of M "\<lambda>x. ereal (f x)"]
- using nn_integral_nonneg[of M "\<lambda>x. ereal (-f x)"]
- by (cases rule: ereal2_cases[of "(\<integral>\<^sup>+x. ereal (-f x)\<partial>M)" "(\<integral>\<^sup>+x. ereal (f x)\<partial>M)"]) auto
+ by (cases rule: ennreal2_cases[of "(\<integral>\<^sup>+x. ennreal (-f x)\<partial>M)" "(\<integral>\<^sup>+x. ennreal (f x)\<partial>M)"]) auto
lemma integral_monotone_convergence_nonneg:
fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> real"
@@ -2276,34 +2326,33 @@
shows "integrable M u"
and "integral\<^sup>L M u = x"
proof -
- have "(\<integral>\<^sup>+ x. ereal (u x) \<partial>M) = (SUP n. (\<integral>\<^sup>+ x. ereal (f n x) \<partial>M))"
+ have nn: "AE x in M. \<forall>i. 0 \<le> f i x"
+ using pos unfolding AE_all_countable by auto
+ with lim have u_nn: "AE x in M. 0 \<le> u x"
+ by eventually_elim (auto intro: LIMSEQ_le_const)
+ have [simp]: "0 \<le> x"
+ by (intro LIMSEQ_le_const[OF ilim] allI exI impI integral_nonneg_AE pos)
+ have "(\<integral>\<^sup>+ x. ennreal (u x) \<partial>M) = (SUP n. (\<integral>\<^sup>+ x. ennreal (f n x) \<partial>M))"
proof (subst nn_integral_monotone_convergence_SUP_AE[symmetric])
fix i
- from mono pos show "AE x in M. ereal (f i x) \<le> ereal (f (Suc i) x) \<and> 0 \<le> ereal (f i x)"
+ from mono nn show "AE x in M. ennreal (f i x) \<le> ennreal (f (Suc i) x)"
by eventually_elim (auto simp: mono_def)
- show "(\<lambda>x. ereal (f i x)) \<in> borel_measurable M"
+ show "(\<lambda>x. ennreal (f i x)) \<in> borel_measurable M"
using i by auto
next
- show "(\<integral>\<^sup>+ x. ereal (u x) \<partial>M) = \<integral>\<^sup>+ x. (SUP i. ereal (f i x)) \<partial>M"
+ show "(\<integral>\<^sup>+ x. ennreal (u x) \<partial>M) = \<integral>\<^sup>+ x. (SUP i. ennreal (f i x)) \<partial>M"
apply (rule nn_integral_cong_AE)
- using lim mono
- by eventually_elim (simp add: SUP_eq_LIMSEQ[THEN iffD2])
+ using lim mono nn u_nn
+ apply eventually_elim
+ apply (simp add: LIMSEQ_unique[OF _ LIMSEQ_SUP] incseq_def)
+ done
qed
- also have "\<dots> = ereal x"
- using mono i unfolding nn_integral_eq_integral[OF i pos]
- by (subst SUP_eq_LIMSEQ) (auto simp: mono_def intro!: integral_mono_AE ilim)
- finally have "(\<integral>\<^sup>+ x. ereal (u x) \<partial>M) = ereal x" .
- moreover have "(\<integral>\<^sup>+ x. ereal (- u x) \<partial>M) = 0"
- proof (subst nn_integral_0_iff_AE)
- show "(\<lambda>x. ereal (- u x)) \<in> borel_measurable M"
- using u by auto
- from mono pos[of 0] lim show "AE x in M. ereal (- u x) \<le> 0"
- proof eventually_elim
- fix x assume "mono (\<lambda>n. f n x)" "0 \<le> f 0 x" "(\<lambda>i. f i x) \<longlonglongrightarrow> u x"
- then show "ereal (- u x) \<le> 0"
- using incseq_le[of "\<lambda>n. f n x" "u x" 0] by (simp add: mono_def incseq_def)
- qed
- qed
+ also have "\<dots> = ennreal x"
+ using mono i nn unfolding nn_integral_eq_integral[OF i pos]
+ by (subst LIMSEQ_unique[OF LIMSEQ_SUP]) (auto simp: mono_def integral_nonneg_AE pos intro!: integral_mono_AE ilim)
+ finally have "(\<integral>\<^sup>+ x. ennreal (u x) \<partial>M) = ennreal x" .
+ moreover have "(\<integral>\<^sup>+ x. ennreal (- u x) \<partial>M) = 0"
+ using u u_nn by (subst nn_integral_0_iff_AE) (auto simp add: ennreal_neg)
ultimately show "integrable M u" "integral\<^sup>L M u = x"
by (auto simp: real_integrable_def real_lebesgue_integral_def u)
qed
@@ -2348,7 +2397,7 @@
using f by (intro nn_integral_eq_integral integrable_norm) auto
then have "(\<integral>x. norm (f x) \<partial>M) = 0 \<longleftrightarrow> (\<integral>\<^sup>+x. norm (f x) \<partial>M) = 0"
by simp
- also have "\<dots> \<longleftrightarrow> emeasure M {x\<in>space M. ereal (norm (f x)) \<noteq> 0} = 0"
+ also have "\<dots> \<longleftrightarrow> emeasure M {x\<in>space M. ennreal (norm (f x)) \<noteq> 0} = 0"
by (intro nn_integral_0_iff) auto
finally show ?thesis
by simp
@@ -2360,15 +2409,15 @@
using integral_norm_eq_0_iff[of M f] by simp
lemma (in finite_measure) integrable_const[intro!, simp]: "integrable M (\<lambda>x. a)"
- using integrable_indicator[of "space M" M a] by (simp cong: integrable_cong)
+ using integrable_indicator[of "space M" M a] by (simp cong: integrable_cong add: less_top[symmetric])
-lemma lebesgue_integral_const[simp]:
+lemma lebesgue_integral_const[simp]:
fixes a :: "'a :: {banach, second_countable_topology}"
shows "(\<integral>x. a \<partial>M) = measure M (space M) *\<^sub>R a"
proof -
{ assume "emeasure M (space M) = \<infinity>" "a \<noteq> 0"
then have ?thesis
- by (simp add: not_integrable_integral_eq measure_def integrable_iff_bounded) }
+ by (auto simp add: not_integrable_integral_eq ennreal_mult_less_top measure_def integrable_iff_bounded) }
moreover
{ assume "a = 0" then have ?thesis by simp }
moreover
@@ -2378,7 +2427,7 @@
have "(\<integral>x. a \<partial>M) = (\<integral>x. indicator (space M) x *\<^sub>R a \<partial>M)"
by (intro integral_cong) auto
also have "\<dots> = measure M (space M) *\<^sub>R a"
- by simp
+ by (simp add: less_top[symmetric])
finally have ?thesis . }
ultimately show ?thesis by blast
qed
@@ -2409,18 +2458,16 @@
finally show ?thesis .
qed
-lemma (in finite_measure) ereal_integral_real:
- assumes [measurable]: "f \<in> borel_measurable M"
- assumes ae: "AE x in M. 0 \<le> f x" "AE x in M. f x \<le> ereal B"
- shows "ereal (\<integral>x. real_of_ereal (f x) \<partial>M) = (\<integral>\<^sup>+x. f x \<partial>M)"
+lemma (in finite_measure) ennreal_integral_real:
+ assumes [measurable]: "f \<in> borel_measurable M"
+ assumes ae: "AE x in M. f x \<le> ennreal B" "0 \<le> B"
+ shows "ennreal (\<integral>x. enn2real (f x) \<partial>M) = (\<integral>\<^sup>+x. f x \<partial>M)"
proof (subst nn_integral_eq_integral[symmetric])
- show "integrable M (\<lambda>x. real_of_ereal (f x))"
- using ae by (intro integrable_const_bound[where B=B]) (auto simp: real_le_ereal_iff)
- show "AE x in M. 0 \<le> real_of_ereal (f x)"
- using ae by (auto simp: real_of_ereal_pos)
- show "(\<integral>\<^sup>+ x. ereal (real_of_ereal (f x)) \<partial>M) = integral\<^sup>N M f"
- using ae by (intro nn_integral_cong_AE) (auto simp: ereal_real)
-qed
+ show "integrable M (\<lambda>x. enn2real (f x))"
+ using ae by (intro integrable_const_bound[where B=B]) (auto simp: enn2real_leI enn2real_nonneg)
+ show "(\<integral>\<^sup>+ x. ennreal (enn2real (f x)) \<partial>M) = integral\<^sup>N M f"
+ using ae by (intro nn_integral_cong_AE) (auto simp: le_less_trans[OF _ ennreal_less_top])
+qed (auto simp: enn2real_nonneg)
lemma (in finite_measure) integral_less_AE:
fixes X Y :: "'a \<Rightarrow> real"
@@ -2447,7 +2494,7 @@
then have "(emeasure M) A \<le> (emeasure M) {x \<in> space M. Y x - X x \<noteq> 0}"
using int A by (simp add: integrable_def)
ultimately have "emeasure M A = 0"
- using emeasure_nonneg[of M A] by simp
+ by simp
with \<open>(emeasure M) A \<noteq> 0\<close> show False by auto
qed
ultimately show ?thesis by auto
@@ -2473,7 +2520,7 @@
show "AE x in M. (\<lambda>n. indicator {..X n} x *\<^sub>R f x) \<longlonglongrightarrow> f x"
proof
fix x
- from \<open>filterlim X at_top sequentially\<close>
+ from \<open>filterlim X at_top sequentially\<close>
have "eventually (\<lambda>n. x \<le> X n) sequentially"
unfolding filterlim_at_top_ge[where c=x] by auto
then show "(\<lambda>n. indicator {..X n} x *\<^sub>R f x) \<longlonglongrightarrow> f x"
@@ -2528,13 +2575,13 @@
by (simp cong: measurable_cong)
qed
+lemma Collect_subset [simp]: "{x\<in>A. P x} \<subseteq> A" by auto
+
lemma (in sigma_finite_measure) measurable_measure[measurable (raw)]:
"(\<And>x. x \<in> space N \<Longrightarrow> A x \<subseteq> space M) \<Longrightarrow>
{x \<in> space (N \<Otimes>\<^sub>M M). snd x \<in> A (fst x)} \<in> sets (N \<Otimes>\<^sub>M M) \<Longrightarrow>
(\<lambda>x. measure M (A x)) \<in> borel_measurable N"
- unfolding measure_def by (intro measurable_emeasure borel_measurable_real_of_ereal)
-
-lemma Collect_subset [simp]: "{x\<in>A. P x} \<subseteq> A" by auto
+ unfolding measure_def by (intro measurable_emeasure borel_measurable_enn2real) auto
lemma (in sigma_finite_measure) borel_measurable_lebesgue_integral[measurable (raw)]:
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> _::{banach, second_countable_topology}"
@@ -2593,17 +2640,17 @@
using simple_functionD(1)[OF s(1), of i] x
by (intro simple_function_borel_measurable)
(auto simp: space_pair_measure dest: finite_subset)
- have "(\<integral>\<^sup>+ y. ereal (norm (s i (x, y))) \<partial>M) \<le> (\<integral>\<^sup>+ y. 2 * norm (f x y) \<partial>M)"
+ have "(\<integral>\<^sup>+ y. ennreal (norm (s i (x, y))) \<partial>M) \<le> (\<integral>\<^sup>+ y. 2 * norm (f x y) \<partial>M)"
using x s by (intro nn_integral_mono) auto
also have "(\<integral>\<^sup>+ y. 2 * norm (f x y) \<partial>M) < \<infinity>"
using int_2f by (simp add: integrable_iff_bounded)
- finally show "(\<integral>\<^sup>+ xa. ereal (norm (s i (x, xa))) \<partial>M) < \<infinity>" .
+ finally show "(\<integral>\<^sup>+ xa. ennreal (norm (s i (x, xa))) \<partial>M) < \<infinity>" .
qed
then have "integral\<^sup>L M (\<lambda>y. s i (x, y)) = simple_bochner_integral M (\<lambda>y. s i (x, y))"
by (rule simple_bochner_integrable_eq_integral[symmetric]) }
ultimately have "(\<lambda>i. simple_bochner_integral M (\<lambda>y. s i (x, y))) \<longlonglongrightarrow> integral\<^sup>L M (f x)"
by simp }
- then
+ then
show "(\<lambda>i. f' i x) \<longlonglongrightarrow> integral\<^sup>L M (f x)"
unfolding f'_def
by (cases "integrable M (f x)") (simp_all add: not_integrable_integral_eq)
@@ -2657,11 +2704,11 @@
fix x assume "integrable M2 (\<lambda>y. f (x, y))"
then have f: "integrable M2 (\<lambda>y. norm (f (x, y)))"
by simp
- then have "(\<integral>\<^sup>+y. ereal (norm (f (x, y))) \<partial>M2) = ereal (LINT y|M2. norm (f (x, y)))"
+ then have "(\<integral>\<^sup>+y. ennreal (norm (f (x, y))) \<partial>M2) = ennreal (LINT y|M2. norm (f (x, y)))"
by (rule nn_integral_eq_integral) simp
- also have "\<dots> = ereal \<bar>LINT y|M2. norm (f (x, y))\<bar>"
- using f by (auto intro!: abs_of_nonneg[symmetric] integral_nonneg_AE)
- finally show "(\<integral>\<^sup>+y. ereal (norm (f (x, y))) \<partial>M2) = ereal \<bar>LINT y|M2. norm (f (x, y))\<bar>" .
+ also have "\<dots> = ennreal \<bar>LINT y|M2. norm (f (x, y))\<bar>"
+ using f by simp
+ finally show "(\<integral>\<^sup>+y. ennreal (norm (f (x, y))) \<partial>M2) = ennreal \<bar>LINT y|M2. norm (f (x, y))\<bar>" .
qed
also have "\<dots> < \<infinity>"
using integ1 by (simp add: integrable_iff_bounded integral_nonneg_AE)
@@ -2679,7 +2726,7 @@
by (rule nn_integral_PInf_AE[rotated]) (intro M2.measurable_emeasure_Pair A)
moreover have "\<And>x. x \<in> space M1 \<Longrightarrow> Pair x -` A = {y\<in>space M2. (x, y) \<in> A}"
using sets.sets_into_space[OF A] by (auto simp: space_pair_measure)
- ultimately show ?thesis by auto
+ ultimately show ?thesis by (auto simp: less_top)
qed
lemma (in pair_sigma_finite) AE_integrable_fst':
@@ -2696,7 +2743,7 @@
(auto simp: measurable_split_conv)
with AE_space show ?thesis
by eventually_elim
- (auto simp: integrable_iff_bounded measurable_compose[OF _ borel_measurable_integrable[OF f]])
+ (auto simp: integrable_iff_bounded measurable_compose[OF _ borel_measurable_integrable[OF f]] less_top)
qed
lemma (in pair_sigma_finite) integrable_fst':
@@ -2707,13 +2754,13 @@
proof
show "(\<lambda>x. \<integral> y. f (x, y) \<partial>M2) \<in> borel_measurable M1"
by (rule M2.borel_measurable_lebesgue_integral) simp
- have "(\<integral>\<^sup>+ x. ereal (norm (\<integral> y. f (x, y) \<partial>M2)) \<partial>M1) \<le> (\<integral>\<^sup>+x. (\<integral>\<^sup>+y. norm (f (x, y)) \<partial>M2) \<partial>M1)"
- using AE_integrable_fst'[OF f] by (auto intro!: nn_integral_mono_AE integral_norm_bound_ereal)
+ have "(\<integral>\<^sup>+ x. ennreal (norm (\<integral> y. f (x, y) \<partial>M2)) \<partial>M1) \<le> (\<integral>\<^sup>+x. (\<integral>\<^sup>+y. norm (f (x, y)) \<partial>M2) \<partial>M1)"
+ using AE_integrable_fst'[OF f] by (auto intro!: nn_integral_mono_AE integral_norm_bound_ennreal)
also have "(\<integral>\<^sup>+x. (\<integral>\<^sup>+y. norm (f (x, y)) \<partial>M2) \<partial>M1) = (\<integral>\<^sup>+x. norm (f x) \<partial>(M1 \<Otimes>\<^sub>M M2))"
by (rule M2.nn_integral_fst) simp
also have "(\<integral>\<^sup>+x. norm (f x) \<partial>(M1 \<Otimes>\<^sub>M M2)) < \<infinity>"
using f unfolding integrable_iff_bounded by simp
- finally show "(\<integral>\<^sup>+ x. ereal (norm (\<integral> y. f (x, y) \<partial>M2)) \<partial>M1) < \<infinity>" .
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (\<integral> y. f (x, y) \<partial>M2)) \<partial>M1) < \<infinity>" .
qed
lemma (in pair_sigma_finite) integral_fst':
@@ -2738,24 +2785,24 @@
qed
also have "\<dots> = measure (M1 \<Otimes>\<^sub>M M2) A *\<^sub>R c"
proof (subst integral_scaleR_left)
- have "(\<integral>\<^sup>+x. ereal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1) =
+ have "(\<integral>\<^sup>+x. ennreal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1) =
(\<integral>\<^sup>+x. emeasure M2 {y \<in> space M2. (x, y) \<in> A} \<partial>M1)"
using emeasure_pair_measure_finite[OF base]
- by (intro nn_integral_cong_AE, eventually_elim) (simp add: emeasure_eq_ereal_measure)
+ by (intro nn_integral_cong_AE, eventually_elim) (simp add: emeasure_eq_ennreal_measure)
also have "\<dots> = emeasure (M1 \<Otimes>\<^sub>M M2) A"
using sets.sets_into_space[OF A]
by (subst M2.emeasure_pair_measure_alt)
(auto intro!: nn_integral_cong arg_cong[where f="emeasure M2"] simp: space_pair_measure)
- finally have *: "(\<integral>\<^sup>+x. ereal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1) = emeasure (M1 \<Otimes>\<^sub>M M2) A" .
+ finally have *: "(\<integral>\<^sup>+x. ennreal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1) = emeasure (M1 \<Otimes>\<^sub>M M2) A" .
from base * show "integrable M1 (\<lambda>x. measure M2 {y \<in> space M2. (x, y) \<in> A})"
- by (simp add: measure_nonneg integrable_iff_bounded)
- then have "(\<integral>x. measure M2 {y \<in> space M2. (x, y) \<in> A} \<partial>M1) =
- (\<integral>\<^sup>+x. ereal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1)"
- by (rule nn_integral_eq_integral[symmetric]) (simp add: measure_nonneg)
+ by (simp add: integrable_iff_bounded)
+ then have "(\<integral>x. measure M2 {y \<in> space M2. (x, y) \<in> A} \<partial>M1) =
+ (\<integral>\<^sup>+x. ennreal (measure M2 {y \<in> space M2. (x, y) \<in> A}) \<partial>M1)"
+ by (rule nn_integral_eq_integral[symmetric]) simp
also note *
finally show "(\<integral>x. measure M2 {y \<in> space M2. (x, y) \<in> A} \<partial>M1) *\<^sub>R c = measure (M1 \<Otimes>\<^sub>M M2) A *\<^sub>R c"
- using base by (simp add: emeasure_eq_ereal_measure)
+ using base by (simp add: emeasure_eq_ennreal_measure)
qed
also have "\<dots> = (\<integral> a. indicator A a *\<^sub>R c \<partial>(M1 \<Otimes>\<^sub>M M2))"
using base by simp
@@ -2764,14 +2811,14 @@
case (add f g)
then have [measurable]: "f \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)" "g \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)"
by auto
- have "(\<integral> x. \<integral> y. f (x, y) + g (x, y) \<partial>M2 \<partial>M1) =
+ have "(\<integral> x. \<integral> y. f (x, y) + g (x, y) \<partial>M2 \<partial>M1) =
(\<integral> x. (\<integral> y. f (x, y) \<partial>M2) + (\<integral> y. g (x, y) \<partial>M2) \<partial>M1)"
apply (rule integral_cong_AE)
apply simp_all
using AE_integrable_fst'[OF add(1)] AE_integrable_fst'[OF add(3)]
apply eventually_elim
apply simp
- done
+ done
also have "\<dots> = (\<integral> x. f x \<partial>(M1 \<Otimes>\<^sub>M M2)) + (\<integral> x. g x \<partial>(M1 \<Otimes>\<^sub>M M2))"
using integrable_fst'[OF add(1)] integrable_fst'[OF add(3)] add(2,4) by simp
finally show ?case
@@ -2780,7 +2827,7 @@
case (lim f s)
then have [measurable]: "f \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)" "\<And>i. s i \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)"
by auto
-
+
show ?case
proof (rule LIMSEQ_unique)
show "(\<lambda>i. integral\<^sup>L (M1 \<Otimes>\<^sub>M M2) (s i)) \<longlonglongrightarrow> integral\<^sup>L (M1 \<Otimes>\<^sub>M M2) f"
@@ -2811,11 +2858,11 @@
by (intro integrable_mult_right integrable_norm integrable_fst' lim)
fix i show "AE x in M1. norm (\<integral> y. s i (x, y) \<partial>M2) \<le> (\<integral> y. 2 * norm (f (x, y)) \<partial>M2)"
using AE_space AE_integrable_fst'[OF lim(1), of i] AE_integrable_fst'[OF lim(5)]
- proof eventually_elim
+ proof eventually_elim
fix x assume x: "x \<in> space M1"
and s: "integrable M2 (\<lambda>y. s i (x, y))" and f: "integrable M2 (\<lambda>y. f (x, y))"
from s have "norm (\<integral> y. s i (x, y) \<partial>M2) \<le> (\<integral>\<^sup>+y. norm (s i (x, y)) \<partial>M2)"
- by (rule integral_norm_bound_ereal)
+ by (rule integral_norm_bound_ennreal)
also have "\<dots> \<le> (\<integral>\<^sup>+y. 2 * norm (f (x, y)) \<partial>M2)"
using x lim by (auto intro!: nn_integral_mono simp: space_pair_measure)
also have "\<dots> = (\<integral>y. 2 * norm (f (x, y)) \<partial>M2)"
@@ -2927,14 +2974,14 @@
show "?f \<in> borel_measurable (Pi\<^sub>M I M)"
using assms by simp
- have "(\<integral>\<^sup>+ x. ereal (norm (\<Prod>i\<in>I. f i (x i))) \<partial>Pi\<^sub>M I M) =
- (\<integral>\<^sup>+ x. (\<Prod>i\<in>I. ereal (norm (f i (x i)))) \<partial>Pi\<^sub>M I M)"
- by (simp add: setprod_norm setprod_ereal)
- also have "\<dots> = (\<Prod>i\<in>I. \<integral>\<^sup>+ x. ereal (norm (f i x)) \<partial>M i)"
+ have "(\<integral>\<^sup>+ x. ennreal (norm (\<Prod>i\<in>I. f i (x i))) \<partial>Pi\<^sub>M I M) =
+ (\<integral>\<^sup>+ x. (\<Prod>i\<in>I. ennreal (norm (f i (x i)))) \<partial>Pi\<^sub>M I M)"
+ by (simp add: setprod_norm setprod_ennreal)
+ also have "\<dots> = (\<Prod>i\<in>I. \<integral>\<^sup>+ x. ennreal (norm (f i x)) \<partial>M i)"
using assms by (intro product_nn_integral_setprod) auto
also have "\<dots> < \<infinity>"
- using integrable by (simp add: setprod_PInf nn_integral_nonneg integrable_iff_bounded)
- finally show "(\<integral>\<^sup>+ x. ereal (norm (\<Prod>i\<in>I. f i (x i))) \<partial>Pi\<^sub>M I M) < \<infinity>" .
+ using integrable by (simp add: less_top[symmetric] ennreal_setprod_eq_top integrable_iff_bounded)
+ finally show "(\<integral>\<^sup>+ x. ennreal (norm (\<Prod>i\<in>I. f i (x i))) \<partial>Pi\<^sub>M I M) < \<infinity>" .
qed
lemma (in product_sigma_finite) product_integral_setprod:
@@ -3010,8 +3057,7 @@
qed
qed (simp add: not_integrable_integral_eq integrable_subalgebra[OF assms])
-hide_const simple_bochner_integral
-hide_const simple_bochner_integrable
+hide_const (open) simple_bochner_integral
+hide_const (open) simple_bochner_integrable
end
-