# HG changeset patch # User hoelzl # Date 1295017189 -3600 # Node ID 2a12c23b7a34c08b8c2b73b60c67d16e312f19af # Parent 9c869baf1c661b125da41ff0e223dd9aa42e6612 integral on lebesgue measure is extension of integral on borel measure diff -r 9c869baf1c66 -r 2a12c23b7a34 src/HOL/Probability/Lebesgue_Measure.thy --- a/src/HOL/Probability/Lebesgue_Measure.thy Fri Jan 14 15:56:42 2011 +0100 +++ b/src/HOL/Probability/Lebesgue_Measure.thy Fri Jan 14 15:59:49 2011 +0100 @@ -626,11 +626,38 @@ qed qed +lemma lebesgue_positive_integral_eq_borel: + "f \ borel_measurable borel \ lebesgue.positive_integral f = borel.positive_integral f " + by (auto intro!: lebesgue.positive_integral_subalgebra[symmetric]) default + +lemma lebesgue_integral_eq_borel: + assumes "f \ borel_measurable borel" + shows "lebesgue.integrable f = borel.integrable f" (is ?P) + and "lebesgue.integral f = borel.integral f" (is ?I) +proof - + have *: "sigma_algebra borel" by default + have "sets borel \ sets lebesgue" by auto + from lebesgue.integral_subalgebra[OF assms this _ *] + show ?P ?I by auto +qed + +lemma borel_integral_has_integral: + fixes f::"'a::ordered_euclidean_space => real" + assumes f:"borel.integrable f" + shows "(f has_integral (borel.integral f)) UNIV" +proof - + have borel: "f \ borel_measurable borel" + using f unfolding borel.integrable_def by auto + from f show ?thesis + using lebesgue_integral_has_integral[of f] + unfolding lebesgue_integral_eq_borel[OF borel] by simp +qed + lemma continuous_on_imp_borel_measurable: fixes f::"'a::ordered_euclidean_space \ 'b::ordered_euclidean_space" assumes "continuous_on UNIV f" - shows "f \ borel_measurable lebesgue" - apply(rule lebesgue.borel_measurableI) + shows "f \ borel_measurable borel" + apply(rule borel.borel_measurableI) using continuous_open_preimage[OF assms] unfolding vimage_def by auto lemma (in measure_space) integral_monotone_convergence_pos':