author hoelzl Thu, 15 Jan 2015 15:04:51 +0100 changeset 59361 fd5da2434be4 parent 59360 b1e5d552e8cc child 59373 6162878e3e53
piecewise measurability using restrict_space; cleanup Borel_Space
 src/HOL/Probability/Borel_Space.thy file | annotate | diff | comparison | revisions src/HOL/Probability/Measurable.thy file | annotate | diff | comparison | revisions src/HOL/Probability/Sigma_Algebra.thy file | annotate | diff | comparison | revisions
```--- a/src/HOL/Probability/Borel_Space.thy	Wed Jan 14 17:04:19 2015 +0100
+++ b/src/HOL/Probability/Borel_Space.thy	Thu Jan 15 15:04:51 2015 +0100
@@ -202,21 +202,28 @@
qed auto
qed (auto simp: eq intro: generate_topology.Basis)

-lemma borel_measurable_continuous_on_if:
-  assumes A: "A \<in> sets borel" and f: "continuous_on A f" and g: "continuous_on (- A) g"
-  shows "(\<lambda>x. if x \<in> A then f x else g x) \<in> borel_measurable borel"
+lemma borel_measurable_continuous_on_restrict:
+  fixes f :: "'a::topological_space \<Rightarrow> 'b::topological_space"
+  assumes f: "continuous_on A f"
+  shows "f \<in> borel_measurable (restrict_space borel A)"
proof (rule borel_measurableI)
fix S :: "'b set" assume "open S"
-  have "(\<lambda>x. if x \<in> A then f x else g x) -` S \<inter> space borel = (f -` S \<inter> A) \<union> (g -` S \<inter> -A)"
-    by (auto split: split_if_asm)
-  moreover obtain A' where "f -` S \<inter> A = A' \<inter> A" "open A'"
-    using continuous_on_open_invariant[THEN iffD1, rule_format, OF f `open S`] by metis
-  moreover obtain B' where "g -` S \<inter> -A = B' \<inter> -A" "open B'"
-    using continuous_on_open_invariant[THEN iffD1, rule_format, OF g `open S`] by metis
-  ultimately show "(\<lambda>x. if x \<in> A then f x else g x) -` S \<inter> space borel \<in> sets borel"
-    using A by auto
+  with f obtain T where "f -` S \<inter> A = T \<inter> A" "open T"
+    by (metis continuous_on_open_invariant)
+  then show "f -` S \<inter> space (restrict_space borel A) \<in> sets (restrict_space borel A)"
+    by (force simp add: sets_restrict_space space_restrict_space)
qed

+lemma borel_measurable_continuous_on1: "continuous_on UNIV f \<Longrightarrow> f \<in> borel_measurable borel"
+  by (drule borel_measurable_continuous_on_restrict) simp
+
+lemma borel_measurable_continuous_on_if:
+  assumes [measurable]: "A \<in> sets borel" and f: "continuous_on A f" and g: "continuous_on (- A) g"
+  shows "(\<lambda>x. if x \<in> A then f x else g x) \<in> borel_measurable borel"
+  by (rule measurable_piecewise_restrict[where
+       X="\<lambda>b. if b then A else - A" and I=UNIV and f="\<lambda>b x. if b then f x else g x"])
+     (auto intro: f g borel_measurable_continuous_on_restrict)
+
lemma borel_measurable_continuous_countable_exceptions:
fixes f :: "'a::t1_space \<Rightarrow> 'b::topological_space"
assumes X: "countable X"
@@ -229,11 +236,6 @@
by (intro borel_measurable_continuous_on_if assms continuous_intros)
qed auto

-lemma borel_measurable_continuous_on1:
-  "continuous_on UNIV f \<Longrightarrow> f \<in> borel_measurable borel"
-  using borel_measurable_continuous_on_if[of UNIV f "\<lambda>_. undefined"]
-  by (auto intro: continuous_on_const)
-
lemma borel_measurable_continuous_on:
assumes f: "continuous_on UNIV f" and g: "g \<in> borel_measurable M"
shows "(\<lambda>x. f (g x)) \<in> borel_measurable M"
@@ -636,7 +638,7 @@
fix x :: 'a assume "a < x \<bullet> i"
with reals_Archimedean[of "x \<bullet> i - a"]
obtain n where "a + 1 / real (Suc n) < x \<bullet> i"
-      by (auto simp: inverse_eq_divide field_simps)
+      by (auto simp: field_simps)
then show "\<exists>n. a + 1 / real (Suc n) \<le> x \<bullet> i"
by (blast intro: less_imp_le)
next
@@ -673,7 +675,7 @@
fix x::'a assume *: "x\<bullet>i < a"
with reals_Archimedean[of "a - x\<bullet>i"]
obtain n where "x \<bullet> i < a - 1 / (real (Suc n))"
-      by (auto simp: field_simps inverse_eq_divide)
+      by (auto simp: field_simps)
then show "\<exists>n. x \<bullet> i \<le> a - 1 / (real (Suc n))"
by (blast intro: less_imp_le)
next
@@ -683,7 +685,7 @@
finally show "x\<bullet>i < a" .
qed
show "{x. x\<bullet>i < a} \<in> ?SIGMA" unfolding *
-    by (safe intro!: sets.countable_UN) (auto intro: i)
+    by (intro sets.countable_UN) (auto intro: i)
qed auto

lemma borel_eq_halfspace_ge:
@@ -693,7 +695,7 @@
fix a :: real and i :: 'a assume i: "(a, i) \<in> UNIV \<times> Basis"
have *: "{x::'a. x\<bullet>i < a} = space ?SIGMA - {x::'a. a \<le> x\<bullet>i}" by auto
show "{x. x\<bullet>i < a} \<in> ?SIGMA" unfolding *
-    using i by (safe intro!: sets.compl_sets) auto
+    using i by (intro sets.compl_sets) auto
qed auto

lemma borel_eq_halfspace_greater:
@@ -704,7 +706,7 @@
then have i: "i \<in> Basis" by auto
have *: "{x::'a. x\<bullet>i \<le> a} = space ?SIGMA - {x::'a. a < x\<bullet>i}" by auto
show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA" unfolding *
-    by (safe intro!: sets.compl_sets) (auto intro: i)
+    by (intro sets.compl_sets) (auto intro: i)
qed auto

lemma borel_eq_atMost:
@@ -723,7 +725,7 @@
by (auto intro!: exI[of _ k])
qed
show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA" unfolding *
-    by (safe intro!: sets.countable_UN) auto
+    by (intro sets.countable_UN) auto
qed auto

lemma borel_eq_greaterThan:
@@ -748,7 +750,7 @@
qed
finally show "{x. x\<bullet>i \<le> a} \<in> ?SIGMA"
apply (simp only:)
-    apply (safe intro!: sets.countable_UN sets.Diff)
+    apply (intro sets.countable_UN sets.Diff)
apply (auto intro: sigma_sets_top)
done
qed auto
@@ -774,7 +776,7 @@
qed
finally show "{x. a \<le> x\<bullet>i} \<in> ?SIGMA"
apply (simp only:)
-    apply (safe intro!: sets.countable_UN sets.Diff)
+    apply (intro sets.countable_UN sets.Diff)
apply (auto intro: sigma_sets_top )
done
qed auto
@@ -797,7 +799,7 @@
by (auto intro!: exI[of _ k])
qed
show "{..a} \<in> ?SIGMA" unfolding *
-    by (safe intro!: sets.countable_UN)
+    by (intro sets.countable_UN)
(auto intro!: sigma_sets_top)
qed auto

@@ -822,7 +824,7 @@
have "{..<x} = (\<Union>i::nat. {-real i ..< x})"
by (auto simp: move_uminus real_arch_simple)
then show "{y. y <e x} \<in> ?SIGMA"
-    by (auto intro: sigma_sets.intros simp: eucl_lessThan)
+    by (auto intro: sigma_sets.intros(2-) simp: eucl_lessThan)
qed auto

lemma borel_eq_closed: "borel = sigma UNIV (Collect closed)"
@@ -831,15 +833,13 @@
fix x :: "'a set" assume "open x"
hence "x = UNIV - (UNIV - x)" by auto
also have "\<dots> \<in> sigma_sets UNIV (Collect closed)"
-    by (rule sigma_sets.Compl)
-       (auto intro!: sigma_sets.Basic simp: `open x`)
+    by (force intro: sigma_sets.Compl simp: `open x`)
finally show "x \<in> sigma_sets UNIV (Collect closed)" by simp
next
fix x :: "'a set" assume "closed x"
hence "x = UNIV - (UNIV - x)" by auto
also have "\<dots> \<in> sigma_sets UNIV (Collect open)"
-    by (rule sigma_sets.Compl)
-       (auto intro!: sigma_sets.Basic simp: `closed x`)
+    by (force intro: sigma_sets.Compl simp: `closed x`)
finally show "x \<in> sigma_sets UNIV (Collect open)" by simp
qed simp_all

@@ -1151,14 +1151,10 @@
fixes f :: "'a \<Rightarrow> ereal"
assumes f: "f \<in> borel_measurable M"
shows "(\<lambda>x. real (f x)) \<in> borel_measurable M"
-proof -
-  have "(\<lambda>x. if f x \<in> UNIV - { \<infinity>, - \<infinity> } then real (f x) else 0) \<in> borel_measurable M"
-    using continuous_on_real
-    by (rule borel_measurable_continuous_on_open[OF _ _ f]) auto
-  also have "(\<lambda>x. if f x \<in> UNIV - { \<infinity>, - \<infinity> } then real (f x) else 0) = (\<lambda>x. real (f x))"
-    by auto
-  finally show ?thesis .
-qed
+  apply (rule measurable_compose[OF f])
+  apply (rule borel_measurable_continuous_countable_exceptions[of "{\<infinity>, -\<infinity> }"])
+  apply (auto intro: continuous_on_real simp: Compl_eq_Diff_UNIV)
+  done

lemma borel_measurable_ereal_cases:
fixes f :: "'a \<Rightarrow> ereal"
@@ -1229,83 +1225,31 @@
finally show "f \<in> borel_measurable M" .
qed simp_all

-lemma borel_measurable_eq_atMost_ereal:
-  fixes f :: "'a \<Rightarrow> ereal"
-  shows "f \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..a} \<inter> space M \<in> sets M)"
-proof (intro iffI allI)
-  assume pos[rule_format]: "\<forall>a. f -` {..a} \<inter> space M \<in> sets M"
-  show "f \<in> borel_measurable M"
-    unfolding borel_measurable_ereal_iff_real borel_measurable_iff_le
-  proof (intro conjI allI)
-    fix a :: real
-    { fix x :: ereal assume *: "\<forall>i::nat. real i < x"
-      have "x = \<infinity>"
-      proof (rule ereal_top)
-        fix B from reals_Archimedean2[of B] guess n ..
-        then have "ereal B < real n" by auto
-        with * show "B \<le> x" by (metis less_trans less_imp_le)
-      qed }
-    then have "f -` {\<infinity>} \<inter> space M = space M - (\<Union>i::nat. f -` {.. real i} \<inter> space M)"
-      by (auto simp: not_le)
-    then show "f -` {\<infinity>} \<inter> space M \<in> sets M" using pos
-      by (auto simp del: UN_simps)
-    moreover
-    have "{-\<infinity>::ereal} = {..-\<infinity>}" by auto
-    then show "f -` {-\<infinity>} \<inter> space M \<in> sets M" using pos by auto
-    moreover have "{x\<in>space M. f x \<le> ereal a} \<in> sets M"
-      using pos[of "ereal a"] by (simp add: vimage_def Int_def conj_commute)
-    moreover have "{w \<in> space M. real (f w) \<le> a} =
-      (if a < 0 then {w \<in> space M. f w \<le> ereal a} - f -` {-\<infinity>} \<inter> space M
-      else {w \<in> space M. f w \<le> ereal a} \<union> (f -` {\<infinity>} \<inter> space M) \<union> (f -` {-\<infinity>} \<inter> space M))" (is "?l = ?r")
-      proof (intro set_eqI) fix x show "x \<in> ?l \<longleftrightarrow> x \<in> ?r" by (cases "f x") auto qed
-    ultimately show "{w \<in> space M. real (f w) \<le> a} \<in> sets M" by auto
-  qed
+lemma borel_measurable_ereal_iff_Iio:
+  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..< a} \<inter> space M \<in> sets M)"
+  by (auto simp: borel_Iio measurable_iff_measure_of)
+
+lemma borel_measurable_ereal_iff_Ioi:
+  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a <..} \<inter> space M \<in> sets M)"
+  by (auto simp: borel_Ioi measurable_iff_measure_of)

-lemma borel_measurable_eq_atLeast_ereal:
-  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a..} \<inter> space M \<in> sets M)"
-proof
-  assume pos: "\<forall>a. f -` {a..} \<inter> space M \<in> sets M"
-  moreover have "\<And>a. (\<lambda>x. - f x) -` {..a} = f -` {-a ..}"
-    by (auto simp: ereal_uminus_le_reorder)
-  ultimately have "(\<lambda>x. - f x) \<in> borel_measurable M"
-    unfolding borel_measurable_eq_atMost_ereal by auto
-  then show "f \<in> borel_measurable M" by simp
-
-lemma greater_eq_le_measurable:
-  fixes f :: "'a \<Rightarrow> 'c::linorder"
-  shows "f -` {..< a} \<inter> space M \<in> sets M \<longleftrightarrow> f -` {a ..} \<inter> space M \<in> sets M"
-proof
-  assume "f -` {a ..} \<inter> space M \<in> sets M"
-  moreover have "f -` {..< a} \<inter> space M = space M - f -` {a ..} \<inter> space M" by auto
-  ultimately show "f -` {..< a} \<inter> space M \<in> sets M" by auto
-next
-  assume "f -` {..< a} \<inter> space M \<in> sets M"
-  moreover have "f -` {a ..} \<inter> space M = space M - f -` {..< a} \<inter> space M" by auto
-  ultimately show "f -` {a ..} \<inter> space M \<in> sets M" by auto
+lemma vimage_sets_compl_iff:
+  "f -` A \<inter> space M \<in> sets M \<longleftrightarrow> f -` (- A) \<inter> space M \<in> sets M"
+proof -
+  { fix A assume "f -` A \<inter> space M \<in> sets M"
+    moreover have "f -` (- A) \<inter> space M = space M - f -` A \<inter> space M" by auto
+    ultimately have "f -` (- A) \<inter> space M \<in> sets M" by auto }
+  from this[of A] this[of "-A"] show ?thesis
+    by (metis double_complement)
qed

-lemma borel_measurable_ereal_iff_less:
-  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..< a} \<inter> space M \<in> sets M)"
-  unfolding borel_measurable_eq_atLeast_ereal greater_eq_le_measurable ..
+lemma borel_measurable_iff_Iic_ereal:
+  "(f::'a\<Rightarrow>ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {..a} \<inter> space M \<in> sets M)"
+  unfolding borel_measurable_ereal_iff_Ioi vimage_sets_compl_iff[where A="{a <..}" for a] by simp

-lemma less_eq_ge_measurable:
-  fixes f :: "'a \<Rightarrow> 'c::linorder"
-  shows "f -` {a <..} \<inter> space M \<in> sets M \<longleftrightarrow> f -` {..a} \<inter> space M \<in> sets M"
-proof
-  assume "f -` {a <..} \<inter> space M \<in> sets M"
-  moreover have "f -` {..a} \<inter> space M = space M - f -` {a <..} \<inter> space M" by auto
-  ultimately show "f -` {..a} \<inter> space M \<in> sets M" by auto
-next
-  assume "f -` {..a} \<inter> space M \<in> sets M"
-  moreover have "f -` {a <..} \<inter> space M = space M - f -` {..a} \<inter> space M" by auto
-  ultimately show "f -` {a <..} \<inter> space M \<in> sets M" by auto
-qed
-
-lemma borel_measurable_ereal_iff_ge:
-  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a <..} \<inter> space M \<in> sets M)"
-  unfolding borel_measurable_eq_atMost_ereal less_eq_ge_measurable ..
+lemma borel_measurable_iff_Ici_ereal:
+  "(f::'a \<Rightarrow> ereal) \<in> borel_measurable M \<longleftrightarrow> (\<forall>a. f -` {a..} \<inter> space M \<in> sets M)"
+  unfolding borel_measurable_ereal_iff_Iio vimage_sets_compl_iff[where A="{..< a}" for a] by simp

lemma borel_measurable_ereal2:
fixes f g :: "'a \<Rightarrow> ereal"
@@ -1352,20 +1296,13 @@
fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> ereal"
assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
shows "(\<lambda>x. \<Sum>i\<in>S. f i x) \<in> borel_measurable M"
-proof cases
-  assume "finite S"
-  thus ?thesis using assms
-    by induct auto
-qed simp
+  using assms by (induction S rule: infinite_finite_induct) auto

lemma borel_measurable_ereal_setprod[measurable (raw)]:
fixes f :: "'c \<Rightarrow> 'a \<Rightarrow> ereal"
assumes "\<And>i. i \<in> S \<Longrightarrow> f i \<in> borel_measurable M"
shows "(\<lambda>x. \<Prod>i\<in>S. f i x) \<in> borel_measurable M"
-proof cases
-  assume "finite S"
-  thus ?thesis using assms by induct auto
-qed simp
+  using assms by (induction S rule: infinite_finite_induct) auto

lemma [measurable (raw)]:
fixes f :: "nat \<Rightarrow> 'a \<Rightarrow> ereal"```
```--- a/src/HOL/Probability/Measurable.thy	Wed Jan 14 17:04:19 2015 +0100
+++ b/src/HOL/Probability/Measurable.thy	Thu Jan 15 15:04:51 2015 +0100
@@ -97,6 +97,7 @@

declare measurable_cong_sets[measurable_cong]
declare sets_restrict_space_cong[measurable_cong]
+declare sets_restrict_UNIV[measurable_cong]

lemma predE[measurable (raw)]:
"pred M P \<Longrightarrow> {x\<in>space M. P x} \<in> sets M"```
```--- a/src/HOL/Probability/Sigma_Algebra.thy	Wed Jan 14 17:04:19 2015 +0100
+++ b/src/HOL/Probability/Sigma_Algebra.thy	Thu Jan 15 15:04:51 2015 +0100
@@ -2440,6 +2440,9 @@
by simp
qed

+lemma sets_restrict_UNIV[simp]: "sets (restrict_space M UNIV) = sets M"
+  by (auto simp add: sets_restrict_space)
+
lemma sets_restrict_space_iff:
"\<Omega> \<inter> space M \<in> sets M \<Longrightarrow> A \<in> sets (restrict_space M \<Omega>) \<longleftrightarrow> (A \<subseteq> \<Omega> \<and> A \<in> sets M)"
proof (subst sets_restrict_space, safe)
@@ -2525,5 +2528,40 @@
by (auto simp add: sets_restrict_space_iff space_restrict_space)
qed

+lemma measurableI:
+  "(\<And>x. x \<in> space M \<Longrightarrow> f x \<in> space N) \<Longrightarrow>
+    (\<And>A. A \<in> sets N \<Longrightarrow> f -` A \<inter> space M \<in> sets M) \<Longrightarrow>
+    f \<in> measurable M N"
+  by (auto simp: measurable_def)
+
+lemma measurable_piecewise_restrict:
+  assumes I: "countable I" and X: "\<And>i. i \<in> I \<Longrightarrow> X i \<in> sets M" "(\<Union>i\<in>I. X i) = space M"
+    and meas: "\<And>i. i \<in> I \<Longrightarrow> f i \<in> measurable (restrict_space M (X i)) N"
+    and eq: "\<And>i x. i \<in> I \<Longrightarrow> x \<in> X i \<Longrightarrow> f i x = f' x"
+  shows "f' \<in> measurable M N"
+proof (rule measurableI)
+  fix x assume "x \<in> space M"
+  then obtain i where "i \<in> I" "x \<in> X i"
+    using X by auto
+  then show "f' x \<in> space N"
+    using eq[of i x] meas[THEN measurable_space, of i x] `x \<in> space M`
+    by (auto simp: space_restrict_space)
+next
+  fix A assume A: "A \<in> sets N"
+  have "f' -` A \<inter> space M = {x \<in> space M. \<forall>i\<in>I. x \<in> X i \<longrightarrow> f i x \<in> A}"
+    by (auto simp: eq X(2)[symmetric])
+  also have "\<dots> \<in> sets M"
+  proof (intro sets.sets_Collect_countable_All'[OF _ I])
+    fix i assume "i \<in> I"
+    then have "(f i -` A \<inter> X i) \<union> (space M - X i) \<in> sets M"
+      using meas[THEN measurable_sets, OF `i \<in> I` A] X(1)
+      by (subst (asm) sets_restrict_space_iff) (auto simp: space_restrict_space)
+    also have "(f i -` A \<inter> X i) \<union> (space M - X i) = {x \<in> space M. x \<in> X i \<longrightarrow> f i x \<in> A}"
+      using `i \<in> I` by (auto simp: X(2)[symmetric])
+    finally show "{x \<in> space M. x \<in> X i \<longrightarrow> f i x \<in> A} \<in> sets M" .
+  qed
+  finally show "f' -` A \<inter> space M \<in> sets M" .
+qed
+
end
```