# HG changeset patch # User wenzelm # Date 1301675350 -7200 # Node ID d49ffc7a19f8368a79b3dedba868f2cf89fecd5c # Parent 8df8e5cc31196c2345d61038be8b7a98d8e63474# Parent ded5ba6b7bacfd6512f4e3077f56bd4cb3f69019 merged diff -r ded5ba6b7bac -r d49ffc7a19f8 src/HOL/Probability/Probability_Measure.thy --- a/src/HOL/Probability/Probability_Measure.thy Fri Apr 01 17:16:08 2011 +0200 +++ b/src/HOL/Probability/Probability_Measure.thy Fri Apr 01 18:29:10 2011 +0200 @@ -36,7 +36,6 @@ abbreviation (in prob_space) "events \ sets M" abbreviation (in prob_space) "prob \ \'" -abbreviation (in prob_space) "prob_preserving \ measure_preserving" abbreviation (in prob_space) "random_variable M' X \ sigma_algebra M' \ X \ measurable M M'" abbreviation (in prob_space) "expectation \ integral\<^isup>L M" @@ -201,24 +200,35 @@ finally show ?thesis . qed -lemma (in prob_space) distribution_prob_space: - assumes "random_variable S X" - shows "prob_space (S\measure := extreal \ distribution X\)" +lemma (in prob_space) prob_space_vimage: + assumes S: "sigma_algebra S" + assumes T: "T \ measure_preserving M S" + shows "prob_space S" proof - - interpret S: measure_space "S\measure := extreal \ distribution X\" - proof (rule measure_space.measure_space_cong) - show "measure_space (S\ measure := \A. \ (X -` A \ space M) \)" - using assms by (auto intro!: measure_space_vimage simp: measure_preserving_def) - qed (insert assms, auto simp add: finite_measure_eq distribution_def measurable_sets) + interpret S: measure_space S + using S and T by (rule measure_space_vimage) show ?thesis - proof (default, simp) - have "X -` space S \ space M = space M" - using `random_variable S X` by (auto simp: measurable_def) - then show "extreal (distribution X (space S)) = 1" - by (simp add: distribution_def one_extreal_def prob_space) + proof + from T[THEN measure_preservingD2] + have "T -` space S \ space M = space M" + by (auto simp: measurable_def) + with T[THEN measure_preservingD, of "space S", symmetric] + show "measure S (space S) = 1" + using measure_space_1 by simp qed qed +lemma (in prob_space) distribution_prob_space: + assumes X: "random_variable S X" + shows "prob_space (S\measure := extreal \ distribution X\)" (is "prob_space ?S") +proof (rule prob_space_vimage) + show "X \ measure_preserving M ?S" + using X + unfolding measure_preserving_def distribution_def_raw + by (auto simp: finite_measure_eq measurable_sets) + show "sigma_algebra ?S" using X by simp +qed + lemma (in prob_space) AE_distribution: assumes X: "random_variable MX X" and "AE x in MX\measure := extreal \ distribution X\. Q x" shows "AE x. Q (X x)"