diff -r a7e4fb1a0502 -r cedb5cb948fd src/HOL/Probability/Conditional_Probability.thy --- a/src/HOL/Probability/Conditional_Probability.thy Tue Jul 19 14:35:44 2011 +0200 +++ b/src/HOL/Probability/Conditional_Probability.thy Tue Jul 19 14:36:12 2011 +0200 @@ -15,7 +15,7 @@ \ (\C\sets N. (\\<^isup>+x. Y x * indicator C x\M) = (\\<^isup>+x. X x * indicator C x\M)))" lemma (in prob_space) conditional_expectation_exists: - fixes X :: "'a \ extreal" and N :: "('a, 'b) measure_space_scheme" + fixes X :: "'a \ ereal" and N :: "('a, 'b) measure_space_scheme" assumes borel: "X \ borel_measurable M" "AE x. 0 \ X x" and N: "sigma_algebra N" "sets N \ sets M" "space N = space M" "\A. measure N A = \ A" shows "\Y\borel_measurable N. (\x. 0 \ Y x) \ (\C\sets N. @@ -52,7 +52,7 @@ qed lemma (in prob_space) - fixes X :: "'a \ extreal" and N :: "('a, 'b) measure_space_scheme" + fixes X :: "'a \ ereal" and N :: "('a, 'b) measure_space_scheme" assumes borel: "X \ borel_measurable M" "AE x. 0 \ X x" and N: "sigma_algebra N" "sets N \ sets M" "space N = space M" "\A. measure N A = \ A" shows borel_measurable_conditional_expectation: @@ -71,7 +71,7 @@ qed lemma (in sigma_algebra) factorize_measurable_function_pos: - fixes Z :: "'a \ extreal" and Y :: "'a \ 'c" + fixes Z :: "'a \ ereal" and Y :: "'a \ 'c" assumes "sigma_algebra M'" and "Y \ measurable M M'" "Z \ borel_measurable M" assumes Z: "Z \ borel_measurable (sigma_algebra.vimage_algebra M' (space M) Y)" shows "\g\borel_measurable M'. \x\space M. max 0 (Z x) = g (Y x)" @@ -98,7 +98,7 @@ show "simple_function M' ?g" using B by auto fix x assume "x \ space M" - then have "\z. z \ f i`space M \ indicator (B z) (Y x) = (indicator (f i -` {z} \ space M) x::extreal)" + then have "\z. z \ f i`space M \ indicator (B z) (Y x) = (indicator (f i -` {z} \ space M) x::ereal)" unfolding indicator_def using B by auto then show "f i x = ?g (Y x)" using `x \ space M` f(1)[of i] by (subst va.simple_function_indicator_representation) auto @@ -119,7 +119,7 @@ qed lemma (in sigma_algebra) factorize_measurable_function: - fixes Z :: "'a \ extreal" and Y :: "'a \ 'c" + fixes Z :: "'a \ ereal" and Y :: "'a \ 'c" assumes "sigma_algebra M'" and "Y \ measurable M M'" "Z \ borel_measurable M" shows "Z \ borel_measurable (sigma_algebra.vimage_algebra M' (space M) Y) \ (\g\borel_measurable M'. \x\space M. Z x = g (Y x))" @@ -129,7 +129,7 @@ from M'.sigma_algebra_vimage[OF this] interpret va: sigma_algebra "M'.vimage_algebra (space M) Y" . - { fix g :: "'c \ extreal" assume "g \ borel_measurable M'" + { fix g :: "'c \ ereal" assume "g \ borel_measurable M'" with M'.measurable_vimage_algebra[OF Y] have "g \ Y \ borel_measurable (M'.vimage_algebra (space M) Y)" by (rule measurable_comp)