--- a/src/HOL/Probability/Caratheodory.thy Mon May 19 12:04:45 2014 +0200
+++ b/src/HOL/Probability/Caratheodory.thy Mon May 19 13:44:13 2014 +0200
@@ -45,7 +45,7 @@
SUP_ereal_setsum[symmetric] incseq_setsumI setsum_nonneg)
qed
-subsection {* Measure Spaces *}
+subsection {* Characterizations of Measures *}
definition subadditive where "subadditive M f \<longleftrightarrow>
(\<forall>x\<in>M. \<forall>y\<in>M. x \<inter> y = {} \<longrightarrow> f (x \<union> y) \<le> f x + f y)"
@@ -54,9 +54,6 @@
(\<forall>A. range A \<subseteq> M \<longrightarrow> disjoint_family A \<longrightarrow> (\<Union>i. A i) \<in> M \<longrightarrow>
(f (\<Union>i. A i) \<le> (\<Sum>i. f (A i))))"
-definition lambda_system where "lambda_system \<Omega> M f = {l \<in> M.
- \<forall>x \<in> M. f (l \<inter> x) + f ((\<Omega> - l) \<inter> x) = f x}"
-
definition outer_measure_space where "outer_measure_space M f \<longleftrightarrow>
positive M f \<and> increasing M f \<and> countably_subadditive M f"
@@ -67,7 +64,10 @@
"subadditive M f \<Longrightarrow> x \<inter> y = {} \<Longrightarrow> x \<in> M \<Longrightarrow> y \<in> M \<Longrightarrow> f (x \<union> y) \<le> f x + f y"
by (auto simp add: subadditive_def)
-subsection {* Lambda Systems *}
+subsubsection {* Lambda Systems *}
+
+definition lambda_system where "lambda_system \<Omega> M f = {l \<in> M.
+ \<forall>x \<in> M. f (l \<inter> x) + f ((\<Omega> - l) \<inter> x) = f x}"
lemma (in algebra) lambda_system_eq:
shows "lambda_system \<Omega> M f = {l \<in> M. \<forall>x \<in> M. f (x \<inter> l) + f (x - l) = f x}"
@@ -643,6 +643,8 @@
by (simp add: measure_space_def positive_def countably_additive_def)
blast
+subsection {* Caratheodory's theorem *}
+
theorem (in ring_of_sets) caratheodory':
assumes posf: "positive M f" and ca: "countably_additive M f"
shows "\<exists>\<mu> :: 'a set \<Rightarrow> ereal. (\<forall>s \<in> M. \<mu> s = f s) \<and> measure_space \<Omega> (sigma_sets \<Omega> M) \<mu>"
@@ -670,8 +672,6 @@
by (intro exI[of _ ?infm]) auto
qed
-subsubsection {*Alternative instances of caratheodory*}
-
lemma (in ring_of_sets) caratheodory_empty_continuous:
assumes f: "positive M f" "additive M f" and fin: "\<And>A. A \<in> M \<Longrightarrow> f A \<noteq> \<infinity>"
assumes cont: "\<And>A. range A \<subseteq> M \<Longrightarrow> decseq A \<Longrightarrow> (\<Inter>i. A i) = {} \<Longrightarrow> (\<lambda>i. f (A i)) ----> 0"
@@ -680,7 +680,7 @@
show "\<forall>A\<in>M. f A \<noteq> \<infinity>" using fin by auto
qed (rule cont)
-section {* Volumes *}
+subsection {* Volumes *}
definition volume :: "'a set set \<Rightarrow> ('a set \<Rightarrow> ereal) \<Rightarrow> bool" where
"volume M f \<longleftrightarrow>
@@ -818,7 +818,7 @@
qed
qed
-section {* Caratheodory on semirings *}
+subsubsection {* Caratheodory on semirings *}
theorem (in semiring_of_sets) caratheodory:
assumes pos: "positive M \<mu>" and ca: "countably_additive M \<mu>"