--- a/src/HOL/Analysis/Bochner_Integration.thy Thu Jul 27 23:05:25 2023 +0100
+++ b/src/HOL/Analysis/Bochner_Integration.thy Thu Aug 03 19:10:36 2023 +0200
@@ -99,22 +99,19 @@
unfolding A_def by simp
qed
ultimately have "dist (f x) (F N x) < 1 / Suc (m N x)"
- by (auto simp add: F_def L_def) }
+ by (auto simp: F_def L_def) }
note * = this
fix x assume "x \<in> space M"
show "(\<lambda>i. F i x) \<longlonglongrightarrow> f x"
- proof cases
- assume "f x = z"
+ proof (cases "f x = z")
+ case True
then have "\<And>i n. x \<notin> A i n"
unfolding A_def by auto
- then have "\<And>i. F i x = z"
- by (auto simp: F_def)
then show ?thesis
- using \<open>f x = z\<close> by auto
+ by (metis B_imp_A F_def LIMSEQ_def True dist_self)
next
- assume "f x \<noteq> z"
-
+ case False
show ?thesis
proof (rule tendstoI)
fix e :: real assume "0 < e"
@@ -148,10 +145,7 @@
finally (xtrans) have "dist (e m) z \<le> 2 * dist (f x) z" . }
then show "dist (F i x) z \<le> 2 * dist (f x) z"
unfolding F_def
- apply auto
- apply (rule LeastI2)
- apply auto
- done
+ by (smt (verit, ccfv_threshold) LeastI2 B_imp_A dist_eq_0_iff zero_le_dist)
qed
qed
@@ -184,10 +178,7 @@
show "P u"
proof (rule seq)
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)
+ using U'_sf by (auto simp: U'_def borel_measurable_simple_function)
show "incseq U'"
using U(2,3)
by (auto simp: incseq_def le_fun_def image_iff eq_commute U'_def indicator_def enn2real_mono)
@@ -238,7 +229,7 @@
lemma scaleR_cong_right:
fixes x :: "'a :: real_vector"
shows "(x \<noteq> 0 \<Longrightarrow> r = p) \<Longrightarrow> r *\<^sub>R x = p *\<^sub>R x"
- by (cases "x = 0") auto
+ by auto
inductive simple_bochner_integrable :: "'a measure \<Rightarrow> ('a \<Rightarrow> 'b::real_vector) \<Rightarrow> bool" for M f where
"simple_function M f \<Longrightarrow> emeasure M {y\<in>space M. f y \<noteq> 0} \<noteq> \<infinity> \<Longrightarrow>
@@ -309,11 +300,7 @@
shows "simple_bochner_integrable M f"
proof
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. ennreal (norm (f x)))"
- using f by (rule simple_function_compose1)
- show "(\<integral>\<^sup>+ y. ennreal (norm (f y)) \<partial>M) < \<infinity>" by fact
- qed simp
+ using simple_function_finite_support simple_function_compose1 f fin by force
then show "emeasure M {y \<in> space M. f y \<noteq> 0} \<noteq> \<infinity>" by simp
qed fact
@@ -453,18 +440,17 @@
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 (force simp add: simple_bochner_integral_def intro: sum_nonneg)
+ by (force simp: simple_bochner_integral_def intro: sum_nonneg)
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> ennreal x * y = ennreal x * z"
- by (cases "x = 0") (auto simp: zero_ennreal_def[symmetric]) }
- note ennreal_cong_mult = this
+ have ennreal_cong_mult: "(x \<noteq> 0 \<Longrightarrow> y = z) \<Longrightarrow> ennreal x * y = ennreal x * z" for x y z
+ by fastforce
have [measurable]: "f \<in> borel_measurable M"
- using f(1) by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)
+ by (meson borel_measurable_simple_function f(1) simple_bochner_integrable.cases)
{ fix y assume y: "y \<in> space M" "f y \<noteq> 0"
have "ennreal (measure M {x \<in> space M. f x = f y}) = emeasure M {x \<in> space M. f x = f y}"
@@ -487,8 +473,7 @@
simp flip: sum_ennreal)
also have "\<dots> = (\<integral>\<^sup>+x. f x \<partial>M)"
using f
- by (intro nn_integral_eq_simple_integral[symmetric])
- (auto simp: simple_function_compose1 simple_bochner_integrable.simps)
+ by (metis nn_integral_eq_simple_integral simple_bochner_integrable.cases simple_function_compose1)
finally show ?thesis .
qed
@@ -512,9 +497,13 @@
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. ennreal (norm (f x - s x)) + ennreal (norm (f x - t x)) \<partial>M)"
- by (auto intro!: nn_integral_mono simp flip: ennreal_plus)
- (metis (erased, opaque_lifting) add_diff_cancel_left add_diff_eq diff_add_eq order_trans
- norm_minus_commute norm_triangle_ineq4 order_refl)
+ proof -
+ have "\<And>x. x \<in> space M \<Longrightarrow>
+ norm (s x - t x) \<le> norm (f x - s x) + norm (f x - t x)"
+ by (metis dual_order.refl norm_diff_triangle_le norm_minus_commute)
+ then show ?thesis
+ by (metis (mono_tags, lifting) ennreal_leI ennreal_plus nn_integral_mono norm_ge_zero)
+ qed
also have "\<dots> = ?S + ?T"
by (rule nn_integral_add) auto
finally show ?thesis .
@@ -555,7 +544,7 @@
by (rule has_bochner_integral.intros[where s="\<lambda>_. f"])
(auto intro: borel_measurable_simple_function
elim: simple_bochner_integrable.cases
- simp: zero_ennreal_def[symmetric])
+ simp flip: zero_ennreal_def)
lemma has_bochner_integral_real_indicator:
assumes [measurable]: "A \<in> sets M" and A: "emeasure M A < \<infinity>"
@@ -665,21 +654,21 @@
lemma has_bochner_integral_scaleR_left[intro]:
"(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. f x *\<^sub>R c) (x *\<^sub>R c)"
- by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_left])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_left])
lemma has_bochner_integral_scaleR_right[intro]:
"(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. c *\<^sub>R f x) (c *\<^sub>R x)"
- by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_right])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_right])
lemma has_bochner_integral_mult_left[intro]:
fixes c :: "_::{real_normed_algebra,second_countable_topology}"
shows "(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. f x * c) (x * c)"
- by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_mult_left])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_mult_left])
lemma has_bochner_integral_mult_right[intro]:
fixes c :: "_::{real_normed_algebra,second_countable_topology}"
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])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_mult_right])
lemmas has_bochner_integral_divide =
has_bochner_integral_bounded_linear[OF bounded_linear_divide]
@@ -691,11 +680,11 @@
lemma has_bochner_integral_inner_left[intro]:
"(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. f x \<bullet> c) (x \<bullet> c)"
- by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_inner_left])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_inner_left])
lemma has_bochner_integral_inner_right[intro]:
"(c \<noteq> 0 \<Longrightarrow> has_bochner_integral M f x) \<Longrightarrow> has_bochner_integral M (\<lambda>x. c \<bullet> f x) (c \<bullet> x)"
- by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_inner_right])
+ by (cases "c = 0") (auto simp: has_bochner_integral_bounded_linear[OF bounded_linear_inner_right])
lemmas has_bochner_integral_minus =
has_bochner_integral_bounded_linear[OF bounded_linear_minus[OF bounded_linear_ident]]
@@ -857,16 +846,10 @@
qed (auto intro: g)
lemma has_bochner_integral_eq_AE:
- assumes f: "has_bochner_integral M f x"
- and g: "has_bochner_integral M g y"
- and ae: "AE x in M. f x = g x"
+ assumes "has_bochner_integral M f x" and "has_bochner_integral M g y"
+ and "AE x in M. f x = g x"
shows "x = y"
-proof -
- from assms have "has_bochner_integral M g x"
- by (auto intro: has_bochner_integralI_AE)
- from this g show "x = y"
- by (rule has_bochner_integral_eq)
-qed
+ by (meson assms has_bochner_integral.simps has_bochner_integral_cong_AE has_bochner_integral_eq)
lemma simple_bochner_integrable_restrict_space:
fixes f :: "_ \<Rightarrow> 'b::real_normed_vector"
@@ -1082,12 +1065,7 @@
next
assume not: "\<not> integrable M f"
moreover have "\<not> integrable M (\<lambda>x. T (f x))"
- proof
- assume "integrable M (\<lambda>x. T (f x))"
- from integrable_bounded_linear[OF T' this] not *[OF **]
- show False
- by auto
- qed
+ by (metis (full_types) "*" "**" T' integrable_bounded_linear integrable_cong not)
ultimately show ?thesis
using T by (simp add: not_integrable_integral_eq linear_simps)
qed
@@ -1229,7 +1207,7 @@
show "(\<lambda>i. ennreal (norm (u' x - u i x))) \<longlonglongrightarrow> 0"
by (simp add: tendsto_norm_zero_iff flip: ennreal_0)
qed
- qed (insert bnd w_nonneg, auto)
+ qed (use bnd w_nonneg in auto)
then show ?thesis by simp
qed
@@ -1342,14 +1320,8 @@
shows "integrable M f \<Longrightarrow> g \<in> borel_measurable M \<Longrightarrow> (AE x in M. norm (g x) \<le> norm (f x)) \<Longrightarrow>
integrable M g"
unfolding integrable_iff_bounded
-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. 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. ennreal (norm (f x)) \<partial>M) < \<infinity>"
- finally show "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) < \<infinity>" .
-qed
+ by (smt (verit) AE_cong ennreal_le_iff nn_integral_mono_AE norm_ge_zero order_less_subst2 linorder_not_le order_less_le_trans)
+
lemma integrable_mult_indicator:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1419,7 +1391,7 @@
proof cases
assume *: "A \<inter> space M \<in> sets M \<and> emeasure M (A \<inter> space M) < \<infinity>"
have "integral\<^sup>L M (indicator A) = integral\<^sup>L M (indicator (A \<inter> space M))"
- by (intro integral_cong) (auto split: split_indicator)
+ by (metis (no_types, lifting) Int_iff indicator_simps integral_cong)
also have "\<dots> = measure M (A \<inter> space M)"
using * by (intro has_bochner_integral_integral_eq has_bochner_integral_real_indicator) auto
finally show ?thesis .
@@ -1434,6 +1406,26 @@
finally show ?thesis .
qed
+lemma integrable_discrete_difference_aux:
+ fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
+ assumes f: "integrable M f" and X: "countable X"
+ 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 g"
+ unfolding integrable_iff_bounded
+proof
+ have fmeas: "f \<in> borel_measurable M" "(\<integral>\<^sup>+ x. ennreal (norm (f x)) \<partial>M) < \<infinity>"
+ using f integrable_iff_bounded by auto
+ then show "g \<in> borel_measurable M"
+ using measurable_discrete_difference[where X=X]
+ by (smt (verit) UNIV_I X eq sets space_borel)
+ have "AE x in M. x \<notin> X"
+ using AE_discrete_difference X null sets by blast
+ with fmeas show "(\<integral>\<^sup>+ x. ennreal (norm (g x)) \<partial>M) < \<infinity>"
+ by (metis (mono_tags, lifting) AE_I2 AE_mp eq nn_integral_cong_AE)
+qed
+
lemma integrable_discrete_difference:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes X: "countable X"
@@ -1441,22 +1433,7 @@
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"
- unfolding integrable_iff_bounded
-proof (rule conj_cong)
- { assume "f \<in> borel_measurable M" then have "g \<in> borel_measurable M"
- by (rule measurable_discrete_difference[where X=X]) (auto simp: assms) }
- moreover
- { assume "g \<in> borel_measurable M" then have "f \<in> borel_measurable M"
- by (rule measurable_discrete_difference[where X=X]) (auto simp: assms) }
- ultimately show "f \<in> borel_measurable M \<longleftrightarrow> g \<in> borel_measurable M" ..
-next
- have "AE x in M. x \<notin> X"
- by (rule AE_discrete_difference) fact+
- then have "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) = (\<integral>\<^sup>+ x. norm (g x) \<partial>M)"
- by (intro nn_integral_cong_AE) (auto simp: eq)
- then show "(\<integral>\<^sup>+ x. norm (f x) \<partial>M) < \<infinity> \<longleftrightarrow> (\<integral>\<^sup>+ x. norm (g x) \<partial>M) < \<infinity>"
- by simp
-qed
+ by (metis X eq integrable_discrete_difference_aux null sets)
lemma integral_discrete_difference:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1474,7 +1451,6 @@
proof (rule integral_cong_AE)
show "f \<in> borel_measurable M" "g \<in> borel_measurable M"
using f eq by (auto intro: borel_measurable_integrable)
-
have "AE x in M. x \<notin> X"
by (rule AE_discrete_difference) fact+
with AE_space show "AE x in M. f x = g x"
@@ -1484,14 +1460,12 @@
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 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"
+ assumes "countable X"
+ assumes "\<And>x. x \<in> X \<Longrightarrow> emeasure M {x} = 0"
+ assumes "\<And>x. x \<in> X \<Longrightarrow> {x} \<in> sets M"
+ assumes "\<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"
- using integrable_discrete_difference[of X M f g, OF assms]
- using integral_discrete_difference[of X M f g, OF assms]
- by (metis has_bochner_integral_iff)
+ by (metis assms has_bochner_integral_iff integrable_discrete_difference integral_discrete_difference)
lemma
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}" and w :: "'a \<Rightarrow> real"
@@ -1547,7 +1521,7 @@
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> ennreal 0"
- unfolding 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"
@@ -1687,7 +1661,7 @@
by (simp add: integrable_indicator_iff ennreal_indicator emeasure_eq_ennreal_measure)
next
case (mult f c) then show ?case
- by (auto simp add: nn_integral_cmult ennreal_mult integral_nonneg_AE)
+ by (auto simp: nn_integral_cmult ennreal_mult integral_nonneg_AE)
next
case (add g f)
then have "integrable M f" "integrable M g"
@@ -1723,14 +1697,9 @@
qed
lemma nn_integral_eq_integrable:
- assumes f: "f \<in> M \<rightarrow>\<^sub>M borel" "AE x in M. 0 \<le> f x" and "0 \<le> x"
+ assumes "f \<in> M \<rightarrow>\<^sub>M borel" "AE x in M. 0 \<le> f x" and "0 \<le> x"
shows "(\<integral>\<^sup>+x. f x \<partial>M) = ennreal x \<longleftrightarrow> (integrable M f \<and> integral\<^sup>L M f = x)"
-proof (safe intro!: nn_integral_eq_integral assms)
- assume *: "(\<integral>\<^sup>+x. f x \<partial>M) = ennreal x"
- with integrableI_nn_integral_finite[OF f this] nn_integral_eq_integral[of M f, OF _ f(2)]
- show "integrable M f" "integral\<^sup>L M f = x"
- by (simp_all add: * assms integral_nonneg_AE)
-qed
+ by (metis assms ennreal_inj integrableI_nn_integral_finite integral_nonneg_AE nn_integral_eq_integral)
lemma
fixes f :: "_ \<Rightarrow> _ \<Rightarrow> 'a :: {banach, second_countable_topology}"
@@ -1744,12 +1713,11 @@
proof -
have 1: "integrable M (\<lambda>x. \<Sum>i. norm (f i x))"
proof (rule integrableI_bounded)
- 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_nonneg ennreal_suminf_neq_top)
- done
+ have "\<And>x. summable (\<lambda>i. norm (f i x)) \<Longrightarrow>
+ ennreal (norm (\<Sum>i. norm (f i x))) = (\<Sum>i. ennreal (norm (f i x)))"
+ by (simp add: suminf_nonneg ennreal_suminf_neq_top)
+ then 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)"
+ using local.summable by (intro nn_integral_cong_AE) auto
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. ennreal (\<integral>x. norm (f i x) \<partial>M))"
@@ -1802,63 +1770,28 @@
using integral_norm_bound[of M f] by auto
lemma integral_eq_nn_integral:
- assumes [measurable]: "f \<in> borel_measurable M"
- assumes nonneg: "AE x in M. 0 \<le> f x"
+ assumes "f \<in> borel_measurable M"
+ assumes "AE x in M. 0 \<le> f x"
shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+ x. ennreal (f x) \<partial>M)"
-proof cases
- 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. ennreal (f x) \<partial>M) \<noteq> \<infinity>"
- then have "integrable M f"
- 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
+ by (metis assms enn2real_ennreal enn2real_top infinity_ennreal_def integrableI_nonneg integral_nonneg_AE
+ less_top nn_integral_eq_integral not_integrable_integral_eq)
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"
+ assumes "AE x in M. f x = ennreal (g x)" and nn: "AE x in M. 0 \<le> g x"
+ and "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
+ by (metis assms integral_eq_nn_integral nn nn_integral_cong_AE)
lemma has_bochner_integral_nn_integral:
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)
+ by (metis assms has_bochner_integral_iff nn_integral_eq_integrable)
lemma integrableI_simple_bochner_integrable:
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_ennreal_def[symmetric] simple_bochner_integrable.simps)
+ using has_bochner_integral_simple_bochner_integrable integrable.intros by blast
proposition integrable_induct[consumes 1, case_names base add lim, induct pred: integrable]:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -1896,7 +1829,7 @@
{ 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)
+ by (auto simp: s'_def split: split_indicator)
then have "\<And>z. s' i = (\<lambda>z. \<Sum>y\<in>s' i`space M - {0}. indicator {x\<in>space M. s' i x = y} z *\<^sub>R y)"
using sf by (auto simp: fun_eq_iff simple_function_def s'_def) }
note s'_eq = this
@@ -1947,7 +1880,7 @@
by (simp add: nn_integral_0_iff_AE)
with nonneg show "AE x in M. f x = 0"
by auto
-qed (auto simp add: integral_eq_zero_AE)
+qed (auto simp: integral_eq_zero_AE)
lemma integral_mono_AE:
fixes f :: "'a \<Rightarrow> real"
@@ -1971,13 +1904,7 @@
fixes f :: "'a::euclidean_space \<Rightarrow> 'b::{banach,second_countable_topology}"
assumes "integrable M f" "integrable M g" "\<And>x. x \<in> space M \<Longrightarrow> norm(f x) \<le> g x"
shows "norm (\<integral>x. f x \<partial>M) \<le> (\<integral>x. g x \<partial>M)"
-proof -
- have "norm (\<integral>x. f x \<partial>M) \<le> (\<integral>x. norm (f x) \<partial>M)"
- by (rule integral_norm_bound)
- also have "... \<le> (\<integral>x. g x \<partial>M)"
- using assms integrable_norm integral_mono by blast
- finally show ?thesis .
-qed
+ by (smt (verit, best) assms integrable_norm integral_mono integral_norm_bound)
lemma integral_abs_bound_integral:
fixes f :: "'a::euclidean_space \<Rightarrow> real"
@@ -1993,15 +1920,7 @@
fixes f::"_ \<Rightarrow> real"
assumes "integrable M f" "AE x in M. g x \<le> f x" "AE x in M. 0 \<le> f x"
shows "(\<integral>x. g x \<partial>M) \<le> (\<integral>x. f x \<partial>M)"
-proof (cases "integrable M g")
- case True
- show ?thesis by (rule integral_mono_AE, auto simp add: assms True)
-next
- case False
- then have "(\<integral>x. g x \<partial>M) = 0" by (simp add: not_integrable_integral_eq)
- also have "... \<le> (\<integral>x. f x \<partial>M)" by (simp add: integral_nonneg_AE[OF assms(3)])
- finally show ?thesis by simp
-qed
+ by (metis assms integral_mono_AE integral_nonneg_AE not_integrable_integral_eq)
lemma integral_mono':
fixes f::"_ \<Rightarrow> real"
@@ -2022,21 +1941,11 @@
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. 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. ennreal (norm (f x)) \<partial>M) < \<infinity>" .
-qed fact
-
lemma nn_integral_nonneg_infinite:
fixes f::"'a \<Rightarrow> real"
assumes "f \<in> borel_measurable M" "\<not> integrable M f" "AE x in M. f x \<ge> 0"
shows "(\<integral>\<^sup>+x. f x \<partial>M) = \<infinity>"
-using assms integrableI_real_bounded less_top by auto
+ using assms integrableI_nonneg less_top by auto
lemma integral_real_bounded:
assumes "0 \<le> r" "integral\<^sup>N M f \<le> ennreal r"
@@ -2066,22 +1975,22 @@
fixes f:: "_ \<Rightarrow> _ \<Rightarrow> real"
shows "\<lbrakk> finite I; I \<noteq> {}; \<And>i. i \<in> I \<Longrightarrow> integrable M (f i) \<rbrakk>
\<Longrightarrow> integrable M (\<lambda>x. MIN i\<in>I. f i x)"
-by (induct rule: finite_ne_induct) simp+
+ by (induct rule: finite_ne_induct) simp+
lemma integrable_MAX:
fixes f:: "_ \<Rightarrow> _ \<Rightarrow> real"
shows "\<lbrakk> finite I; I \<noteq> {}; \<And>i. i \<in> I \<Longrightarrow> integrable M (f i) \<rbrakk>
\<Longrightarrow> integrable M (\<lambda>x. MAX i\<in>I. f i x)"
-by (induct rule: finite_ne_induct) simp+
+ by (induct rule: finite_ne_induct) simp+
theorem integral_Markov_inequality:
assumes [measurable]: "integrable M u" and "AE x in M. 0 \<le> u x" "0 < (c::real)"
shows "(emeasure M) {x\<in>space M. u x \<ge> c} \<le> (1/c) * (\<integral>x. u x \<partial>M)"
proof -
have "(\<integral>\<^sup>+ x. ennreal(u x) * indicator (space M) x \<partial>M) \<le> (\<integral>\<^sup>+ x. u x \<partial>M)"
- by (rule nn_integral_mono_AE, auto simp add: \<open>c>0\<close> less_eq_real_def)
- also have "... = (\<integral>x. u x \<partial>M)"
- by (rule nn_integral_eq_integral, auto simp add: assms)
+ by (rule nn_integral_mono_AE, auto simp: \<open>c>0\<close> less_eq_real_def)
+ also have "\<dots> = (\<integral>x. u x \<partial>M)"
+ by (rule nn_integral_eq_integral, auto simp: assms)
finally have *: "(\<integral>\<^sup>+ x. ennreal(u x) * indicator (space M) x \<partial>M) \<le> (\<integral>x. u x \<partial>M)"
by simp
@@ -2089,9 +1998,9 @@
using \<open>c>0\<close> by (auto simp: ennreal_mult'[symmetric])
then have "emeasure M {x \<in> space M. u x \<ge> c} = emeasure M ({x \<in> space M. ennreal(1/c) * u x \<ge> 1})"
by simp
- also have "... \<le> ennreal(1/c) * (\<integral>\<^sup>+ x. ennreal(u x) * indicator (space M) x \<partial>M)"
- by (rule nn_integral_Markov_inequality) (auto simp add: assms)
- also have "... \<le> ennreal(1/c) * (\<integral>x. u x \<partial>M)"
+ also have "\<dots> \<le> ennreal(1/c) * (\<integral>\<^sup>+ x. ennreal(u x) * indicator (space M) x \<partial>M)"
+ by (rule nn_integral_Markov_inequality) (auto simp: assms)
+ also have "\<dots> \<le> ennreal(1/c) * (\<integral>x. u x \<partial>M)"
by (rule mult_left_mono) (use * \<open>c > 0\<close> in auto)
finally show ?thesis
using \<open>0<c\<close> by (simp add: ennreal_mult'[symmetric])
@@ -2109,8 +2018,7 @@
by (intro emeasure_eq_ennreal_measure [symmetric]) auto
also note le
finally show ?thesis
- by (subst (asm) ennreal_le_iff)
- (auto intro!: divide_nonneg_pos Bochner_Integration.integral_nonneg_AE assms)
+ by (simp add: assms divide_nonneg_pos integral_nonneg_AE)
qed
theorem%important (in finite_measure) second_moment_method:
@@ -2149,9 +2057,10 @@
assumes "AE x in M. f x \<ge> 0" "(\<integral>x. f x \<partial>M) > 0"
and [measurable]: "f \<in> borel_measurable M"
shows "\<exists>A e. A \<in> sets M \<and> e>0 \<and> emeasure M A > 0 \<and> (\<forall>x \<in> A. f x \<ge> e)"
-proof (rule not_AE_zero_E, auto simp add: assms)
+proof (rule not_AE_zero_E, auto simp: assms)
assume *: "AE x in M. f x = 0"
- have "(\<integral>x. f x \<partial>M) = (\<integral>x. 0 \<partial>M)" by (rule integral_cong_AE, auto simp add: *)
+ have "(\<integral>x. f x \<partial>M) = (\<integral>x. 0 \<partial>M)"
+ by (rule integral_cong_AE, auto simp: *)
then have "(\<integral>x. f x \<partial>M) = 0" by simp
then show False using assms(2) by simp
qed
@@ -2163,28 +2072,31 @@
shows "((\<lambda>n. (\<integral>x. u n x \<partial>M)) \<longlongrightarrow> (\<integral>x. f x \<partial>M)) F"
proof -
have "((\<lambda>n. norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M))) \<longlongrightarrow> (0::ennreal)) F"
- proof (rule tendsto_sandwich[of "\<lambda>_. 0", where ?h = "\<lambda>n. (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)"], auto simp add: assms)
+ proof (rule tendsto_sandwich[of "\<lambda>_. 0", where ?h = "\<lambda>n. (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)"], auto simp: assms)
{
fix n
have "(\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M) = (\<integral>x. u n x - f x \<partial>M)"
- apply (rule Bochner_Integration.integral_diff[symmetric]) using assms by auto
+ by (simp add: assms)
then have "norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M)) = norm (\<integral>x. u n x - f x \<partial>M)"
by auto
- also have "... \<le> (\<integral>x. norm(u n x - f x) \<partial>M)"
+ also have "\<dots> \<le> (\<integral>x. norm(u n x - f x) \<partial>M)"
by (rule integral_norm_bound)
finally have "ennreal(norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M))) \<le> (\<integral>x. norm(u n x - f x) \<partial>M)"
by simp
- also have "... = (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)"
- apply (rule nn_integral_eq_integral[symmetric]) using assms by auto
- finally have "norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M)) \<le> (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)" by simp
+ also have "\<dots> = (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)"
+ by (simp add: assms nn_integral_eq_integral)
+ finally have "norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M)) \<le> (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)"
+ by simp
}
then show "eventually (\<lambda>n. norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M)) \<le> (\<integral>\<^sup>+x. norm(u n x - f x) \<partial>M)) F"
by auto
qed
then have "((\<lambda>n. norm((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M))) \<longlongrightarrow> 0) F"
by (simp flip: ennreal_0)
- then have "((\<lambda>n. ((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M))) \<longlongrightarrow> 0) F" using tendsto_norm_zero_iff by blast
- then show ?thesis using Lim_null by auto
+ then have "((\<lambda>n. ((\<integral>x. u n x \<partial>M) - (\<integral>x. f x \<partial>M))) \<longlongrightarrow> 0) F"
+ using tendsto_norm_zero_iff by blast
+ then show ?thesis
+ using Lim_null by auto
qed
text \<open>The next lemma asserts that, if a sequence of functions converges in \<open>L\<^sup>1\<close>, then
@@ -2219,7 +2131,7 @@
then have "(\<integral>x. norm(u (r n) x) \<partial>M) < (1/2)^n"
unfolding r_def by auto
moreover have "(\<integral>\<^sup>+x. norm(u (r n) x) \<partial>M) = (\<integral>x. norm(u (r n) x) \<partial>M)"
- by (rule nn_integral_eq_integral, auto simp add: integrable_norm[OF assms(1)[of "r n"]])
+ by (rule nn_integral_eq_integral, auto simp: integrable_norm[OF assms(1)[of "r n"]])
ultimately show ?thesis by (auto intro: ennreal_lessI)
qed
@@ -2231,31 +2143,32 @@
have A_bound: "emeasure M (A n) < (1/e) * ennreal((1/2)^n)" for n
proof -
have *: "indicator (A n) x \<le> (1/e) * ennreal(norm(u (r n) x))" for x
- apply (cases "x \<in> A n") unfolding A_def using \<open>0 < e\<close> by (auto simp: ennreal_mult[symmetric])
+ using \<open>0 < e\<close> by (cases "x \<in> A n") (auto simp: A_def ennreal_mult[symmetric])
have "emeasure M (A n) = (\<integral>\<^sup>+x. indicator (A n) x \<partial>M)" by auto
- also have "... \<le> (\<integral>\<^sup>+x. (1/e) * ennreal(norm(u (r n) x)) \<partial>M)"
- apply (rule nn_integral_mono) using * by auto
- also have "... = (1/e) * (\<integral>\<^sup>+x. norm(u (r n) x) \<partial>M)"
- apply (rule nn_integral_cmult) using \<open>e > 0\<close> by auto
- also have "... < (1/e) * ennreal((1/2)^n)"
+ also have "\<dots> \<le> (\<integral>\<^sup>+x. (1/e) * ennreal(norm(u (r n) x)) \<partial>M)"
+ by (meson "*" nn_integral_mono)
+ also have "\<dots> = (1/e) * (\<integral>\<^sup>+x. norm(u (r n) x) \<partial>M)"
+ using \<open>e > 0\<close> by (force simp add: intro: nn_integral_cmult)
+ also have "\<dots> < (1/e) * ennreal((1/2)^n)"
using I[of n] \<open>e > 0\<close> by (intro ennreal_mult_strict_left_mono) auto
finally show ?thesis by simp
qed
have A_fin: "emeasure M (A n) < \<infinity>" for n
using \<open>e > 0\<close> A_bound[of n]
- by (auto simp add: ennreal_mult less_top[symmetric])
+ by (auto simp: ennreal_mult less_top[symmetric])
have A_sum: "summable (\<lambda>n. measure M (A n))"
- proof (rule summable_comparison_test'[of "\<lambda>n. (1/e) * (1/2)^n" 0])
- have "summable (\<lambda>n. (1/(2::real))^n)" by (simp add: summable_geometric)
+ proof (rule summable_comparison_test')
+ have "summable (\<lambda>n. (1/(2::real))^n)"
+ by (simp add: summable_geometric)
then show "summable (\<lambda>n. (1/e) * (1/2)^n)" using summable_mult by blast
fix n::nat assume "n \<ge> 0"
have "norm(measure M (A n)) = measure M (A n)" by simp
- also have "... = enn2real(emeasure M (A n))" unfolding measure_def by simp
- also have "... < enn2real((1/e) * (1/2)^n)"
+ also have "\<dots> = enn2real(emeasure M (A n))" unfolding measure_def by simp
+ also have "\<dots> < enn2real((1/e) * (1/2)^n)"
using A_bound[of n] \<open>emeasure M (A n) < \<infinity>\<close> \<open>0 < e\<close>
by (auto simp: emeasure_eq_ennreal_measure ennreal_mult[symmetric] ennreal_less_iff)
- also have "... = (1/e) * (1/2)^n"
+ also have "\<dots> = (1/e) * (1/2)^n"
using \<open>0<e\<close> by auto
finally show "norm(measure M (A n)) \<le> (1/e) * (1/2)^n" by simp
qed
@@ -2272,13 +2185,14 @@
then have "limsup (\<lambda>n. ennreal (norm(u (r n) x))) \<le> e"
by (simp add: Limsup_bounded)
}
- ultimately show "AE x in M. limsup (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0 + ennreal e" by auto
+ ultimately show "AE x in M. limsup (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0 + ennreal e"
+ by auto
qed
moreover
{
- fix x assume "limsup (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0"
- moreover then have "liminf (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0"
- by (rule order_trans[rotated]) (auto intro: Liminf_le_Limsup)
+ fix x assume x: "limsup (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0"
+ moreover have "liminf (\<lambda>n. ennreal (norm(u (r n) x))) \<le> 0"
+ by (metis x Liminf_le_Limsup le_zero_eq sequentially_bot)
ultimately have "(\<lambda>n. ennreal (norm(u (r n) x))) \<longlonglongrightarrow> 0"
using tendsto_Limsup[of sequentially "\<lambda>n. ennreal (norm(u (r n) x))"] by auto
then have "(\<lambda>n. norm(u (r n) x)) \<longlonglongrightarrow> 0"
@@ -2326,7 +2240,7 @@
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: space_restrict_space integrable_restrict_space simp del: norm_scaleR
split: split_indicator)
qed
qed
@@ -2335,11 +2249,7 @@
lemma integral_empty:
assumes "space M = {}"
shows "integral\<^sup>L M f = 0"
-proof -
- have "(\<integral> x. f x \<partial>M) = (\<integral> x. 0 \<partial>M)"
- by(rule integral_cong)(simp_all add: assms)
- thus ?thesis by simp
-qed
+ by (metis AE_I2 assms empty_iff integral_eq_zero_AE)
subsection \<open>Measure spaces with an associated density\<close>
@@ -2379,7 +2289,7 @@
also have "\<dots> = integral\<^sup>L (density M g) (indicator A)"
using base by simp
finally show ?case
- using base g
+ using base g
apply (simp add: int integral_nonneg_AE)
apply (subst (asm) ennreal_inj)
apply (auto intro!: integral_nonneg_AE)
@@ -2409,7 +2319,7 @@
show "(\<lambda>i. integral\<^sup>L M (\<lambda>x. g x *\<^sub>R s i x)) \<longlonglongrightarrow> integral\<^sup>L (density M g) f"
unfolding lim(2)[symmetric]
by (rule integral_dominated_convergence[where w="\<lambda>x. 2 * norm (f x)"])
- (insert lim(3-5), auto)
+ (use lim in auto)
qed
qed
qed (simp add: f g integrable_density)
@@ -2438,8 +2348,7 @@
lemma integrable_distr:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
shows "T \<in> measurable M M' \<Longrightarrow> integrable (distr M M' T) f \<Longrightarrow> integrable M (\<lambda>x. f (T x))"
- by (subst integrable_distr_eq[symmetric, where g=T])
- (auto dest: borel_measurable_integrable)
+ by (metis integrable_distr_eq integrable_iff_bounded measurable_distr_eq1)
lemma integral_distr:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -2488,7 +2397,7 @@
show "(\<lambda>i. integral\<^sup>L M (\<lambda>x. s i (g x))) \<longlonglongrightarrow> integral\<^sup>L (distr M N g) f"
unfolding lim(2)[symmetric]
by (rule integral_dominated_convergence[where w="\<lambda>x. 2 * norm (f x)"])
- (insert lim(3-5), auto)
+ (use lim in auto)
qed
qed
qed (simp add: f g integrable_distr_eq)
@@ -2532,8 +2441,8 @@
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 ennreal_suminf_neq_top
- intro: summable_suminf_not_top)
+ by (auto simp: 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}"
@@ -2563,7 +2472,7 @@
lemma integral_count_space_nat:
fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}"
shows "integrable (count_space UNIV) f \<Longrightarrow> integral\<^sup>L (count_space UNIV) f = (\<Sum>x. f x)"
- using sums_integral_count_space_nat by (rule sums_unique)
+ using sums_integral_count_space_nat sums_unique by auto
lemma integrable_bij_count_space:
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
@@ -2575,11 +2484,8 @@
fixes f :: "'a \<Rightarrow> 'b::{banach, second_countable_topology}"
assumes g: "bij_betw g A B"
shows "integral\<^sup>L (count_space A) (\<lambda>x. f (g x)) = integral\<^sup>L (count_space B) f"
- using g[THEN bij_betw_imp_funcset]
- apply (subst distr_bij_count_space[OF g, symmetric])
- apply (intro integral_distr[symmetric])
- apply auto
- done
+ using g[THEN bij_betw_imp_funcset] distr_bij_count_space [OF g]
+ by (metis borel_measurable_count_space integral_distr measurable_count_space_eq1 space_count_space)
lemma has_bochner_integral_count_space_nat:
fixes f :: "nat \<Rightarrow> _::{banach,second_countable_topology}"
@@ -2596,29 +2502,31 @@
proposition integrable_point_measure_finite:
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_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
+ assumes "finite A"
+ shows "integrable (point_measure A f) g"
+proof -
+ have "integrable (density (count_space A) (\<lambda>x. ennreal (max 0 (f x)))) g"
+ using assms
+ by (simp add: integrable_count_space integrable_density )
+ then show ?thesis
+ by (smt (verit) AE_I2 borel_measurable_count_space density_cong ennreal_neg point_measure_def)
+qed
subsection \<open>Lebesgue integration on \<^const>\<open>null_measure\<close>\<close>
lemma has_bochner_integral_null_measure_iff[iff]:
"has_bochner_integral (null_measure M) f 0 \<longleftrightarrow> f \<in> borel_measurable M"
- by (auto simp add: has_bochner_integral.simps simple_bochner_integral_def[abs_def]
+ by (auto simp: has_bochner_integral.simps simple_bochner_integral_def[abs_def]
intro!: exI[of _ "\<lambda>n x. 0"] simple_bochner_integrable.intros)
lemma integrable_null_measure_iff[iff]: "integrable (null_measure M) f \<longleftrightarrow> f \<in> borel_measurable M"
- by (auto simp add: integrable.simps)
+ by (auto simp: integrable.simps)
lemma integral_null_measure[simp]: "integral\<^sup>L (null_measure M) f = 0"
- by (cases "integrable (null_measure M) f")
- (auto simp add: not_integrable_integral_eq has_bochner_integral_integral_eq)
+ using integral_norm_bound_ennreal not_integrable_integral_eq by fastforce
subsection \<open>Legacy lemmas for the real-valued Lebesgue integral\<close>
+
theorem real_lebesgue_integral_def:
assumes f[measurable]: "integrable M f"
shows "integral\<^sup>L M f = enn2real (\<integral>\<^sup>+x. f x \<partial>M) - enn2real (\<integral>\<^sup>+x. ennreal (- f x) \<partial>M)"
@@ -2701,18 +2609,18 @@
using i by auto
next
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 nn u_nn
- apply eventually_elim
- apply (simp add: LIMSEQ_unique[OF _ LIMSEQ_SUP] incseq_def)
- done
+ proof (rule nn_integral_cong_AE)
+ show "AE x in M. ennreal (u x) = (SUP i. ennreal (f i x))"
+ using lim mono nn u_nn
+ by eventually_elim (simp add: LIMSEQ_unique[OF _ LIMSEQ_SUP] 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)
+ using u u_nn by (subst nn_integral_0_iff_AE) (auto simp: 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
@@ -2777,7 +2685,7 @@
proof -
{ assume "emeasure M (space M) = \<infinity>" "a \<noteq> 0"
then have ?thesis
- by (auto simp add: not_integrable_integral_eq ennreal_mult_less_top measure_def integrable_iff_bounded) }
+ by (auto simp: not_integrable_integral_eq ennreal_mult_less_top measure_def integrable_iff_bounded) }
moreover
{ assume "a = 0" then have ?thesis by simp }
moreover
@@ -2795,17 +2703,14 @@
lemma (in finite_measure) integrable_const_bound:
fixes f :: "'a \<Rightarrow> 'b::{banach,second_countable_topology}"
shows "AE x in M. norm (f x) \<le> B \<Longrightarrow> f \<in> borel_measurable M \<Longrightarrow> integrable M f"
- apply (rule integrable_bound[OF integrable_const[of B], of f])
- apply assumption
- apply (cases "0 \<le> B")
- apply auto
- done
+ using integrable_bound[OF integrable_const[of B], of f]
+ by (smt (verit, ccfv_SIG) eventually_elim2 real_norm_def)
lemma (in finite_measure) integral_bounded_eq_bound_then_AE:
assumes "AE x in M. f x \<le> (c::real)"
"integrable M f" "(\<integral>x. f x \<partial>M) = c * measure M (space M)"
shows "AE x in M. f x = c"
- apply (rule integral_ineq_eq_0_then_AE) using assms by auto
+ using assms by (intro integral_ineq_eq_0_then_AE) auto
lemma integral_indicator_finite_real:
fixes f :: "'a \<Rightarrow> real"
@@ -3030,13 +2935,7 @@
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
assumes "integrable (M1 \<Otimes>\<^sub>M M2) f"
shows "integrable (M2 \<Otimes>\<^sub>M M1) (\<lambda>(x,y). f (y,x))"
-proof -
- interpret Q: pair_sigma_finite M2 M1 ..
- have *: "(\<lambda>(x,y). f (y,x)) = (\<lambda>x. f (case x of (x,y)\<Rightarrow>(y,x)))" by (auto simp: fun_eq_iff)
- show ?thesis unfolding *
- by (rule integrable_distr[OF measurable_pair_swap'])
- (simp add: distr_pair_swap[symmetric] assms)
-qed
+ by (smt (verit) assms distr_pair_swap integrable_cong integrable_distr measurable_pair_swap' prod.case_distrib split_cong)
lemma (in pair_sigma_finite) integrable_product_swap_iff:
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
@@ -3051,11 +2950,7 @@
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
assumes f: "f \<in> borel_measurable (M1 \<Otimes>\<^sub>M M2)"
shows "(\<integral>(x,y). f (y,x) \<partial>(M2 \<Otimes>\<^sub>M M1)) = integral\<^sup>L (M1 \<Otimes>\<^sub>M M2) f"
-proof -
- have *: "(\<lambda>(x,y). f (y,x)) = (\<lambda>x. f (case x of (x,y)\<Rightarrow>(y,x)))" by (auto simp: fun_eq_iff)
- show ?thesis unfolding *
- by (simp add: integral_distr[symmetric, OF measurable_pair_swap' f] distr_pair_swap[symmetric])
-qed
+ by (smt (verit) distr_pair_swap f integral_cong integral_distr measurable_pair_swap' prod.case_distrib split_cong)
theorem (in pair_sigma_finite) Fubini_integrable:
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
@@ -3180,14 +3075,13 @@
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 "AE x in M1. LINT y|M2. f (x, y) + g (x, y) =
+ (LINT y|M2. f (x, y)) + (LINT y|M2. g (x, y))"
+ using AE_integrable_fst'[OF add(1)] AE_integrable_fst'[OF add(3)]
+ by eventually_elim simp
+ then 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
+ by (intro integral_cong_AE) auto
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
@@ -3278,10 +3172,7 @@
lemma (in product_sigma_finite) product_integral_singleton:
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
shows "f \<in> borel_measurable (M i) \<Longrightarrow> (\<integral>x. f (x i) \<partial>Pi\<^sub>M {i} M) = integral\<^sup>L (M i) f"
- apply (subst distr_singleton[symmetric])
- apply (subst integral_distr)
- apply simp_all
- done
+ by (metis (no_types) distr_singleton insert_iff integral_distr measurable_component_singleton)
lemma (in product_sigma_finite) product_integral_fold:
fixes f :: "_ \<Rightarrow> _::{banach, second_countable_topology}"
@@ -3302,12 +3193,12 @@
using measurable_comp[OF measurable_merge f_borel] by (simp add: comp_def)
have f_int: "integrable (Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M) ?f"
by (rule integrable_distr[OF measurable_merge]) (simp add: distr_merge[OF IJ fin] f)
- show ?thesis
+ have "LINT x|(Pi\<^sub>M I M \<Otimes>\<^sub>M Pi\<^sub>M J M). f (merge I J x) =
+ LINT x|Pi\<^sub>M I M. LINT y|Pi\<^sub>M J M. f (merge I J (x, y))"
+ by (simp add: P.integral_fst'[symmetric, OF f_int])
+ then show ?thesis
apply (subst distr_merge[symmetric, OF IJ fin])
- apply (subst integral_distr[OF measurable_merge f_borel])
- apply (subst P.integral_fst'[symmetric, OF f_int])
- apply simp
- done
+ by (simp add: integral_distr[OF measurable_merge f_borel])
qed
lemma (in product_sigma_finite) product_integral_insert:
@@ -3413,15 +3304,11 @@
proof (intro LIMSEQ_unique)
show "(\<lambda>i. integral\<^sup>L N (s i)) \<longlonglongrightarrow> integral\<^sup>L N f"
apply (rule integral_dominated_convergence[where w="\<lambda>x. 2 * norm (f x)"])
- using lim
- apply auto
- done
+ using lim by auto
show "(\<lambda>i. integral\<^sup>L N (s i)) \<longlonglongrightarrow> integral\<^sup>L M f"
unfolding lim
apply (rule integral_dominated_convergence[where w="\<lambda>x. 2 * norm (f x)"])
- using lim M N(2)
- apply auto
- done
+ using lim M N by auto
qed
qed
qed (simp add: not_integrable_integral_eq integrable_subalgebra[OF assms])