mesfunc5.miz



    begin

    reconsider jj = 1 as Real;

    theorem :: MESFUNC5:1

    

     Th1: for x,y be R_eal holds |.(x - y).| = |.(y - x).|

    proof

      let x,y be R_eal;

       |.(y - x).| = |.( - (x - y)).| by XXREAL_3: 26;

      hence thesis by EXTREAL1: 29;

    end;

    theorem :: MESFUNC5:2

    

     Th2: for x,y be R_eal holds (y - x) <= |.(x - y).|

    proof

      let x,y be R_eal;

      ( - |.(x - y).|) <= (x - y) by EXTREAL1: 20;

      then ( - (x - y)) <= |.(x - y).| by XXREAL_3: 60;

      hence thesis by XXREAL_3: 26;

    end;

    theorem :: MESFUNC5:3

    

     Th3: for x,y be R_eal, e be Real st |.(x - y).| < e & not (x = +infty & y = +infty or x = -infty & y = -infty ) holds x <> +infty & x <> -infty & y <> +infty & y <> -infty

    proof

      let x,y be R_eal, e be Real;

      assume

       A1: |.(x - y).| < e;

      (y - x) <= |.(x - y).| by Th2;

      then

       A2: (y - x) < e by A1, XXREAL_0: 2;

      (x - y) <= |.(x - y).| by EXTREAL1: 20;

      then (x - y) < e by A1, XXREAL_0: 2;

      hence thesis by A2, XXREAL_3: 54;

    end;

    theorem :: MESFUNC5:4

    

     Th4: for n be Nat, p be ExtReal st 0 <= p & p < n holds ex k be Nat st 1 <= k & k <= ((2 |^ n) * n) & ((k - 1) / (2 |^ n)) <= p & p < (k / (2 |^ n))

    proof

      let n be Nat;

      let p be ExtReal;

      assume that

       A1: 0 <= p and

       A2: p < n;

       0 in REAL by XREAL_0:def 1;

      then

      reconsider p1 = p as Element of REAL by A1, A2, XXREAL_0: 46;

      reconsider n as Element of NAT by ORDINAL1:def 12;

      set k = [\((p1 * (2 |^ n)) + 1)/];

      

       A3: (((p1 * (2 |^ n)) + 1) - 1) = (p1 * (2 |^ n));

      then

       A4: 0 < k by A1, INT_1:def 6;

      then

      reconsider k as Element of NAT by INT_1: 3;

      

       A5: (p1 * (2 |^ n)) < k by A3, INT_1:def 6;

      

       A6: 0 < (2 |^ n) by PREPOWER: 6;

       A7:

      now

        (p1 * (2 |^ n)) < ((2 |^ n) * n) by A2, A6, XREAL_1: 68;

        then

         A8: ((p1 * (2 |^ n)) + 1) < (((2 |^ n) * n) + 1) by XREAL_1: 6;

        reconsider N = ((2 |^ n) * n) as Integer;

        assume

         A9: k > ((2 |^ n) * n);

        

         A10: [\N/] = N by INT_1: 25;

        k <= ((p1 * (2 |^ n)) + 1) by INT_1:def 6;

        then ((2 |^ n) * n) < ((p1 * (2 |^ n)) + 1) by A9, XXREAL_0: 2;

        hence contradiction by A9, A8, A10, INT_1: 67;

      end;

      take k;

      k <= ((p1 * (2 |^ n)) + 1) by INT_1:def 6;

      then

       A11: (k - 1) <= (p1 * (2 |^ n)) by XREAL_1: 20;

      ( 0 + 1) <= k by A4, NAT_1: 13;

      hence thesis by A6, A7, A5, A11, XREAL_1: 79, XREAL_1: 81;

    end;

    theorem :: MESFUNC5:5

    

     Th5: for n,k be Nat, p be ExtReal st k <= ((2 |^ n) * n) & n <= p holds (k / (2 |^ n)) <= p

    proof

      let n,k be Nat;

      let p be ExtReal;

      assume that

       A1: k <= ((2 |^ n) * n) and

       A2: n <= p;

      assume p < (k / (2 |^ n));

      then n < (k / (2 |^ n)) by A2, XXREAL_0: 2;

      hence contradiction by A1, PREPOWER: 6, XREAL_1: 79;

    end;

    theorem :: MESFUNC5:6

    

     Th6: for x,y,k be ExtReal st 0 <= k holds (k * ( max (x,y))) = ( max ((k * x),(k * y))) & (k * ( min (x,y))) = ( min ((k * x),(k * y)))

    proof

      let x,y,k be ExtReal;

      assume

       A1: 0 <= k;

      now

        per cases by XXREAL_0: 16;

          suppose

           A2: ( max (x,y)) = x;

          then y <= x by XXREAL_0:def 10;

          then (k * y) <= (k * x) by A1, XXREAL_3: 71;

          hence (k * ( max (x,y))) = ( max ((k * x),(k * y))) by A2, XXREAL_0:def 10;

        end;

          suppose

           A3: ( max (x,y)) = y;

          then x <= y by XXREAL_0:def 10;

          then (k * x) <= (k * y) by A1, XXREAL_3: 71;

          hence (k * ( max (x,y))) = ( max ((k * x),(k * y))) by A3, XXREAL_0:def 10;

        end;

      end;

      hence (k * ( max (x,y))) = ( max ((k * x),(k * y)));

      per cases by XXREAL_0: 15;

        suppose

         A4: ( min (x,y)) = x;

        then x <= y by XXREAL_0:def 9;

        then (k * x) <= (k * y) by A1, XXREAL_3: 71;

        hence thesis by A4, XXREAL_0:def 9;

      end;

        suppose

         A5: ( min (x,y)) = y;

        then y <= x by XXREAL_0:def 9;

        then (k * y) <= (k * x) by A1, XXREAL_3: 71;

        hence thesis by A5, XXREAL_0:def 9;

      end;

    end;

    theorem :: MESFUNC5:7

    for x,y,k be R_eal st k <= 0 holds (k * ( min (x,y))) = ( max ((k * x),(k * y))) & (k * ( max (x,y))) = ( min ((k * x),(k * y)))

    proof

      let x,y,k be R_eal;

      assume

       A1: k <= 0 ;

      hereby

        per cases by XXREAL_0: 16;

          suppose ( max (x,y)) = x;

          then

           A2: y <= x by XXREAL_0:def 10;

          then (k * x) <= (k * y) by A1, XXREAL_3: 101;

          then ( max ((k * x),(k * y))) = (k * y) by XXREAL_0:def 10;

          hence (k * ( min (x,y))) = ( max ((k * x),(k * y))) by A2, XXREAL_0:def 9;

        end;

          suppose ( max (x,y)) = y;

          then

           A3: x <= y by XXREAL_0:def 10;

          then (k * y) <= (k * x) by A1, XXREAL_3: 101;

          then ( max ((k * x),(k * y))) = (k * x) by XXREAL_0:def 10;

          hence (k * ( min (x,y))) = ( max ((k * x),(k * y))) by A3, XXREAL_0:def 9;

        end;

      end;

      per cases by XXREAL_0: 15;

        suppose ( min (x,y)) = x;

        then

         A4: x <= y by XXREAL_0:def 9;

        then (k * y) <= (k * x) by A1, XXREAL_3: 101;

        then ( min ((k * x),(k * y))) = (k * y) by XXREAL_0:def 9;

        hence thesis by A4, XXREAL_0:def 10;

      end;

        suppose ( min (x,y)) = y;

        then

         A5: y <= x by XXREAL_0:def 9;

        then (k * x) <= (k * y) by A1, XXREAL_3: 101;

        then ( min ((k * y),(k * x))) = (k * x) by XXREAL_0:def 9;

        hence thesis by A5, XXREAL_0:def 10;

      end;

    end;

    begin

    definition

      let IT be set;

      :: MESFUNC5:def1

      attr IT is nonpositive means for x be R_eal holds x in IT implies x <= 0 ;

    end

    definition

      let R be Relation;

      :: MESFUNC5:def2

      attr R is nonpositive means ( rng R) is nonpositive;

    end

    theorem :: MESFUNC5:8

    

     Th8: for X be set, F be PartFunc of X, ExtREAL holds F is nonpositive iff for n be object holds (F . n) <= 0.

    proof

      let X be set, F be PartFunc of X, ExtREAL ;

      hereby

        assume F is nonpositive;

        then

         A1: ( rng F) is nonpositive;

        let n be object;

        per cases ;

          suppose n in ( dom F);

          then (F . n) in ( rng F) by FUNCT_1:def 3;

          hence (F . n) <= 0. by A1;

        end;

          suppose not n in ( dom F);

          hence (F . n) <= 0. by FUNCT_1:def 2;

        end;

      end;

      assume

       A2: for n be object holds (F . n) <= 0. ;

      let y be R_eal;

      assume y in ( rng F);

      then ex x be object st x in ( dom F) & y = (F . x) by FUNCT_1:def 3;

      hence thesis by A2;

    end;

    theorem :: MESFUNC5:9

    

     Th9: for X be set, F be PartFunc of X, ExtREAL st for n be set st n in ( dom F) holds (F . n) <= 0. holds F is nonpositive

    proof

      let X be set, F be PartFunc of X, ExtREAL such that

       A1: for n be set st n in ( dom F) holds (F . n) <= 0. ;

      let y be R_eal;

      assume y in ( rng F);

      then ex x be object st x in ( dom F) & y = (F . x) by FUNCT_1:def 3;

      hence thesis by A1;

    end;

    definition

      let R be Relation;

      :: MESFUNC5:def3

      attr R is without-infty means

      : Def3: not -infty in ( rng R);

      :: MESFUNC5:def4

      attr R is without+infty means not +infty in ( rng R);

    end

    definition

      let X be non empty set, f be PartFunc of X, ExtREAL ;

      :: original: without-infty

      redefine

      :: MESFUNC5:def5

      attr f is without-infty means

      : Def5: for x be object holds -infty < (f . x);

      compatibility

      proof

        hereby

          assume f is without-infty;

          then

           A1: not -infty in ( rng f);

          hereby

            let x be object;

            per cases ;

              suppose x in ( dom f);

              then (f . x) <> -infty by A1, FUNCT_1:def 3;

              hence -infty < (f . x) by XXREAL_0: 6;

            end;

              suppose not x in ( dom f);

              hence -infty < (f . x) by FUNCT_1:def 2;

            end;

          end;

        end;

        assume

         A2: for x be object holds -infty < (f . x);

        now

          assume -infty in ( rng f);

          then ex x be object st x in ( dom f) & (f . x) = -infty by FUNCT_1:def 3;

          hence contradiction by A2;

        end;

        hence thesis;

      end;

      :: original: without+infty

      redefine

      :: MESFUNC5:def6

      attr f is without+infty means for x be object holds (f . x) < +infty ;

      compatibility

      proof

        hereby

          assume f is without+infty;

          then

           A3: not +infty in ( rng f);

          hereby

            let x be object;

            per cases ;

              suppose x in ( dom f);

              then (f . x) <> +infty by A3, FUNCT_1:def 3;

              hence (f . x) < +infty by XXREAL_0: 4;

            end;

              suppose not x in ( dom f);

              hence (f . x) < +infty by FUNCT_1:def 2;

            end;

          end;

        end;

        assume

         A4: for x be object holds (f . x) < +infty ;

        now

          assume +infty in ( rng f);

          then ex x be object st x in ( dom f) & (f . x) = +infty by FUNCT_1:def 3;

          hence contradiction by A4;

        end;

        hence thesis;

      end;

    end

    theorem :: MESFUNC5:10

    

     Th10: for X be non empty set, f be PartFunc of X, ExtREAL holds (for x be set st x in ( dom f) holds -infty < (f . x)) iff f is without-infty

    proof

      let X be non empty set, f be PartFunc of X, ExtREAL ;

      hereby

        assume

         A1: for x be set st x in ( dom f) holds -infty < (f . x);

        now

          let x be object;

          per cases ;

            suppose x in ( dom f);

            hence -infty < (f . x) by A1;

          end;

            suppose not x in ( dom f);

            hence -infty < (f . x) by FUNCT_1:def 2;

          end;

        end;

        hence f is without-infty;

      end;

      assume f is without-infty;

      hence thesis;

    end;

    theorem :: MESFUNC5:11

    

     Th11: for X be non empty set, f be PartFunc of X, ExtREAL holds (for x be set st x in ( dom f) holds (f . x) < +infty ) iff f is without+infty

    proof

      let X be non empty set, f be PartFunc of X, ExtREAL ;

      hereby

        assume

         A1: for x be set st x in ( dom f) holds (f . x) < +infty ;

        now

          let x be object;

          per cases ;

            suppose x in ( dom f);

            hence (f . x) < +infty by A1;

          end;

            suppose not x in ( dom f);

            hence (f . x) < +infty by FUNCT_1:def 2;

          end;

        end;

        hence f is without+infty;

      end;

      assume f is without+infty;

      hence thesis;

    end;

    theorem :: MESFUNC5:12

    

     Th12: for X be non empty set, f be PartFunc of X, ExtREAL st f is nonnegative holds f is without-infty by SUPINF_2: 51;

    theorem :: MESFUNC5:13

    

     Th13: for X be non empty set, f be PartFunc of X, ExtREAL st f is nonpositive holds f is without+infty by Th8;

    registration

      let X be non empty set;

      cluster nonnegative -> without-infty for PartFunc of X, ExtREAL ;

      coherence by Th12;

      cluster nonpositive -> without+infty for PartFunc of X, ExtREAL ;

      coherence by Th13;

    end

    theorem :: MESFUNC5:14

    

     Th14: for X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL st f is_simple_func_in S holds f is without+infty & f is without-infty

    proof

      let X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL ;

      assume

       A1: f is_simple_func_in S;

      hereby

        assume not f is without+infty;

        then +infty in ( rng f);

        then (f " { +infty }) <> {} by FUNCT_1: 72;

        then

        consider x be object such that

         A2: x in (f " { +infty }) by XBOOLE_0:def 1;

        

         A3: f is real-valued by A1, MESFUNC2:def 4;

        (f . x) in { +infty } by A2, FUNCT_1:def 7;

        hence contradiction by A3, TARSKI:def 1;

      end;

      hereby

        assume not f is without-infty;

        then -infty in ( rng f);

        then (f " { -infty }) <> {} by FUNCT_1: 72;

        then

        consider x be object such that

         A4: x in (f " { -infty }) by XBOOLE_0:def 1;

        

         A5: f is real-valued by A1, MESFUNC2:def 4;

        (f . x) in { -infty } by A4, FUNCT_1:def 7;

        hence contradiction by A5, TARSKI:def 1;

      end;

    end;

    theorem :: MESFUNC5:15

    

     Th15: for X be non empty set, Y be set, f be PartFunc of X, ExtREAL st f is nonnegative holds (f | Y) is nonnegative

    proof

      let X be non empty set, Y be set, f be PartFunc of X, ExtREAL ;

      assume

       A1: f is nonnegative;

      now

        let x be object;

        assume

         A2: x in ( dom (f | Y));

        then ((f | Y) . x) = (f . x) by FUNCT_1: 47;

        hence 0 <= ((f | Y) . x) by A1, A2, SUPINF_2: 39;

      end;

      hence thesis by SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:16

    

     Th16: for X be non empty set, f,g be PartFunc of X, ExtREAL st f is without-infty & g is without-infty holds ( dom (f + g)) = (( dom f) /\ ( dom g))

    proof

      let X be non empty set;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is without-infty and

       A2: g is without-infty;

       not -infty in ( rng g) by A2;

      then

       A3: (g " { -infty }) = {} by FUNCT_1: 72;

       not -infty in ( rng f) by A1;

      then (f " { -infty }) = {} by FUNCT_1: 72;

      then (((f " { +infty }) /\ (g " { -infty })) \/ ((f " { -infty }) /\ (g " { +infty }))) = {} by A3;

      then ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ {} ) by MESFUNC1:def 3;

      hence thesis;

    end;

    theorem :: MESFUNC5:17

    for X be non empty set, f,g be PartFunc of X, ExtREAL st f is without-infty & g is without+infty holds ( dom (f - g)) = (( dom f) /\ ( dom g))

    proof

      let X be non empty set;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is without-infty and

       A2: g is without+infty;

       not +infty in ( rng g) by A2;

      then

       A3: (g " { +infty }) = {} by FUNCT_1: 72;

       not -infty in ( rng f) by A1;

      then (f " { -infty }) = {} by FUNCT_1: 72;

      then (((f " { +infty }) /\ (g " { +infty })) \/ ((f " { -infty }) /\ (g " { -infty }))) = {} by A3;

      then ( dom (f - g)) = ((( dom f) /\ ( dom g)) \ {} ) by MESFUNC1:def 4;

      hence thesis;

    end;

    theorem :: MESFUNC5:18

    

     Th18: for X be non empty set, S be SigmaField of X, f,g be PartFunc of X, ExtREAL , F be Function of RAT , S, r be Real, A be Element of S st f is without-infty & g is without-infty & (for p be Rational holds (F . p) = ((A /\ ( less_dom (f,p))) /\ (A /\ ( less_dom (g,(r - p qua Complex)))))) holds (A /\ ( less_dom ((f + g),r))) = ( union ( rng F))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let f,g be PartFunc of X, ExtREAL ;

      let F be Function of RAT , S;

      let r be Real;

      let A be Element of S;

      assume that

       A1: f is without-infty and

       A2: g is without-infty and

       A3: for p be Rational holds (F . p) = ((A /\ ( less_dom (f,p))) /\ (A /\ ( less_dom (g,(r - p qua Complex)))));

      

       A4: ( dom (f + g)) = (( dom f) /\ ( dom g)) by A1, A2, Th16;

      

       A5: ( union ( rng F)) c= (A /\ ( less_dom ((f + g),r)))

      proof

        let x be object;

        assume x in ( union ( rng F));

        then

        consider Y be set such that

         A6: x in Y and

         A7: Y in ( rng F) by TARSKI:def 4;

        consider p be object such that

         A8: p in ( dom F) and

         A9: Y = (F . p) by A7, FUNCT_1:def 3;

        reconsider p as Rational by A8;

        

         A10: x in ((A /\ ( less_dom (f,p))) /\ (A /\ ( less_dom (g,(r - p))))) by A3, A6, A9;

        then

         A11: x in (A /\ ( less_dom (f,p))) by XBOOLE_0:def 4;

        then

         A12: x in A by XBOOLE_0:def 4;

        

         A13: x in ( less_dom (f,p)) by A11, XBOOLE_0:def 4;

        x in (A /\ ( less_dom (g,(r - p)))) by A10, XBOOLE_0:def 4;

        then

         A14: x in ( less_dom (g,(r - p))) by XBOOLE_0:def 4;

        reconsider x as Element of X by A10;

        (f . x) < p by A13, MESFUNC1:def 11;

        then

         A15: (f . x) <> +infty by XXREAL_0: 4;

        

         A16: -infty < (f . x) by A1;

        

         A17: -infty < (g . x) by A2;

        

         A18: (g . x) < (r - p) by A14, MESFUNC1:def 11;

        then (g . x) <> +infty by XXREAL_0: 4;

        then

        reconsider f1 = (f . x), g1 = (g . x) as Element of REAL by A16, A17, A15, XXREAL_0: 14;

        

         A19: p < (r - g1) by A18, XREAL_1: 12;

        f1 < p by A13, MESFUNC1:def 11;

        then f1 < (r - g1) by A19, XXREAL_0: 2;

        then

         A20: (f1 + g1) < r by XREAL_1: 20;

        

         A21: x in ( dom g) by A14, MESFUNC1:def 11;

        x in ( dom f) by A13, MESFUNC1:def 11;

        then

         A22: x in ( dom (f + g)) by A4, A21, XBOOLE_0:def 4;

        

        then ((f + g) . x) = ((f . x) + (g . x)) by MESFUNC1:def 3

        .= (f1 + g1) by SUPINF_2: 1;

        then x in ( less_dom ((f + g),r)) by A20, A22, MESFUNC1:def 11;

        hence thesis by A12, XBOOLE_0:def 4;

      end;

      (A /\ ( less_dom ((f + g),r))) c= ( union ( rng F))

      proof

        let x be object;

        assume

         A23: x in (A /\ ( less_dom ((f + g),r)));

        then

         A24: x in A by XBOOLE_0:def 4;

        

         A25: x in ( less_dom ((f + g),r)) by A23, XBOOLE_0:def 4;

        then

         A26: x in ( dom (f + g)) by MESFUNC1:def 11;

        then

         A27: x in ( dom f) by A4, XBOOLE_0:def 4;

        

         A28: ((f + g) . x) < r by A25, MESFUNC1:def 11;

        

         A29: x in ( dom g) by A4, A26, XBOOLE_0:def 4;

        reconsider x as Element of X by A23;

        

         A30: -infty < (f . x) by A1;

        

         A31: ((f . x) + (g . x)) < r by A26, A28, MESFUNC1:def 3;

        then

         A32: (g . x) <> +infty by A30, XXREAL_3: 52;

        

         A33: -infty < (g . x) by A2;

        then (f . x) <> +infty by A31, XXREAL_3: 52;

        then

        reconsider f1 = (f . x), g1 = (g . x) as Element of REAL by A30, A33, A32, XXREAL_0: 14;

        (f . x) < (r - (g . x)) by A31, A30, A33, XXREAL_3: 52;

        then

        consider p be Rational such that

         A34: f1 < p and

         A35: p < (r - g1) by RAT_1: 7;

         not (r - p) <= g1 by A35, XREAL_1: 12;

        then x in ( less_dom (g,(r - p))) by A29, MESFUNC1:def 11;

        then

         A36: x in (A /\ ( less_dom (g,(r - p)))) by A24, XBOOLE_0:def 4;

        p in RAT by RAT_1:def 2;

        then p in ( dom F) by FUNCT_2:def 1;

        then

         A37: (F . p) in ( rng F) by FUNCT_1:def 3;

        x in ( less_dom (f,p)) by A27, A34, MESFUNC1:def 11;

        then x in (A /\ ( less_dom (f,p))) by A24, XBOOLE_0:def 4;

        then x in ((A /\ ( less_dom (f,p))) /\ (A /\ ( less_dom (g,(r - p))))) by A36, XBOOLE_0:def 4;

        then x in (F . p) by A3;

        hence thesis by A37, TARSKI:def 4;

      end;

      hence thesis by A5;

    end;

    definition

      let X be non empty set;

      let f be PartFunc of X, REAL ;

      :: MESFUNC5:def7

      func R_EAL f -> PartFunc of X, ExtREAL equals f;

      coherence by NUMBERS: 31, RELSET_1: 7;

    end

    theorem :: MESFUNC5:19

    

     Th19: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is nonnegative & g is nonnegative holds (f + g) is nonnegative

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is nonnegative and

       A2: g is nonnegative;

      for x be object st x in ( dom (f + g)) holds 0 <= ((f + g) . x)

      proof

        let x be object;

        assume

         A3: x in ( dom (f + g));

         0 <= (f . x) by A1, SUPINF_2: 51;

        then

         A4: (g . x) <= ((f . x) + (g . x)) by XXREAL_3: 39;

         0 <= (g . x) by A2, SUPINF_2: 51;

        hence thesis by A3, A4, MESFUNC1:def 3;

      end;

      hence thesis by SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:20

    

     Th20: for X be non empty set, f be PartFunc of X, ExtREAL , c be Real st f is nonnegative holds ( 0 <= c implies (c (#) f) is nonnegative) & (c <= 0 implies (c (#) f) is nonpositive)

    proof

      let X be non empty set;

      let f be PartFunc of X, ExtREAL ;

      let c be Real;

      set g = (c (#) f);

      assume

       A1: f is nonnegative;

      hereby

        set g = (c (#) f);

        assume

         A2: 0 <= c;

        for x be object st x in ( dom g) holds 0 <= (g . x)

        proof

          let x be object;

           0 <= (f . x) by A1, SUPINF_2: 51;

          then

           A3: 0 <= (c * (f . x)) by A2;

          assume x in ( dom g);

          hence thesis by A3, MESFUNC1:def 6;

        end;

        hence (c (#) f) is nonnegative by SUPINF_2: 52;

      end;

      assume

       A4: c <= 0 ;

      now

        let x be set;

         0 <= (f . x) by A1, SUPINF_2: 51;

        then

         A5: (c * (f . x)) <= 0 by A4;

        assume x in ( dom g);

        hence (g . x) <= 0 by A5, MESFUNC1:def 6;

      end;

      hence thesis by Th9;

    end;

    theorem :: MESFUNC5:21

    

     Th21: for X be non empty set, f,g be PartFunc of X, ExtREAL st (for x be set st x in (( dom f) /\ ( dom g)) holds (g . x) <= (f . x) & -infty < (g . x) & (f . x) < +infty ) holds (f - g) is nonnegative

    proof

      let X be non empty set, f,g be PartFunc of X, ExtREAL ;

      assume

       A1: for x be set st x in (( dom f) /\ ( dom g)) holds (g . x) <= (f . x) & -infty < (g . x) & (f . x) < +infty ;

      now

        let x be object;

        assume

         A2: x in ( dom (f - g));

        ( dom (f - g)) = ((( dom f) /\ ( dom g)) \ (((f " { +infty }) /\ (g " { +infty })) \/ ((f " { -infty }) /\ (g " { -infty })))) by MESFUNC1:def 4;

        then ( dom (f - g)) c= (( dom f) /\ ( dom g)) by XBOOLE_1: 36;

        then 0 <= ((f . x) - (g . x)) by A1, A2, XXREAL_3: 40;

        hence 0 <= ((f - g) . x) by A2, MESFUNC1:def 4;

      end;

      hence thesis by SUPINF_2: 52;

    end;

    

     Lm1: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL holds ( max+ f) is nonnegative & ( max- f) is nonnegative & |.f.| is nonnegative

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      

       A1: for x be object st x in ( dom ( max- f)) holds 0 <= (( max- f) . x) by MESFUNC2: 13;

      for x be object st x in ( dom ( max+ f)) holds 0 <= (( max+ f) . x) by MESFUNC2: 12;

      hence ( max+ f) is nonnegative & ( max- f) is nonnegative by A1, SUPINF_2: 52;

      now

        let x be object;

        assume x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        hence 0 <= ( |.f.| . x) by EXTREAL1: 14;

      end;

      hence thesis by SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:22

    

     Th22: for X be non empty set, f,g be PartFunc of X, ExtREAL st f is nonnegative & g is nonnegative holds ( dom (f + g)) = (( dom f) /\ ( dom g)) & (f + g) is nonnegative

    proof

      let X be non empty set, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is nonnegative and

       A2: g is nonnegative;

      thus

       A3: ( dom (f + g)) = (( dom f) /\ ( dom g)) by A1, A2, Th16;

      now

        let x be object;

        assume

         A4: x in (( dom f) /\ ( dom g));

        

         A5: 0 <= (g . x) by A2, SUPINF_2: 51;

         0 <= (f . x) by A1, SUPINF_2: 51;

        then 0 <= ((f . x) + (g . x)) by A5;

        hence 0 <= ((f + g) . x) by A3, A4, MESFUNC1:def 3;

      end;

      hence thesis by A3, SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:23

    

     Th23: for X be non empty set, f,g,h be PartFunc of X, ExtREAL st f is nonnegative & g is nonnegative & h is nonnegative holds ( dom ((f + g) + h)) = ((( dom f) /\ ( dom g)) /\ ( dom h)) & ((f + g) + h) is nonnegative & for x be set st x in ((( dom f) /\ ( dom g)) /\ ( dom h)) holds (((f + g) + h) . x) = (((f . x) + (g . x)) + (h . x))

    proof

      let X be non empty set;

      let f,g,h be PartFunc of X, ExtREAL ;

      assume that

       A1: f is nonnegative and

       A2: g is nonnegative and

       A3: h is nonnegative;

      

       A4: (f + g) is nonnegative by A1, A2, Th22;

      then

       A5: ( dom ((f + g) + h)) = (( dom (f + g)) /\ ( dom h)) by A3, Th22;

      hence ( dom ((f + g) + h)) = ((( dom f) /\ ( dom g)) /\ ( dom h)) by A1, A2, Th22;

      thus ((f + g) + h) is nonnegative by A3, A4, Th22;

      hereby

        let x be set;

        assume x in ((( dom f) /\ ( dom g)) /\ ( dom h));

        then

         A6: x in (( dom (f + g)) /\ ( dom h)) by A1, A2, Th22;

        then

         A7: x in ( dom (f + g)) by XBOOLE_0:def 4;

        

        thus (((f + g) + h) . x) = (((f + g) . x) + (h . x)) by A5, A6, MESFUNC1:def 3

        .= (((f . x) + (g . x)) + (h . x)) by A7, MESFUNC1:def 3;

      end;

    end;

    theorem :: MESFUNC5:24

    

     Th24: for X be non empty set, f,g be PartFunc of X, ExtREAL st f is without-infty & g is without-infty holds ( dom (( max+ (f + g)) + ( max- f))) = (( dom f) /\ ( dom g)) & ( dom (( max- (f + g)) + ( max+ f))) = (( dom f) /\ ( dom g)) & ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = (( dom f) /\ ( dom g)) & ( dom ((( max- (f + g)) + ( max+ f)) + ( max+ g))) = (( dom f) /\ ( dom g)) & (( max+ (f + g)) + ( max- f)) is nonnegative & (( max- (f + g)) + ( max+ f)) is nonnegative

    proof

      let X be non empty set;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is without-infty and

       A2: g is without-infty;

      

       A3: ( dom (f + g)) = (( dom f) /\ ( dom g)) by A1, A2, Th16;

      then

       A4: ( dom ( max- (f + g))) = (( dom f) /\ ( dom g)) by MESFUNC2:def 3;

      

       A5: for x be set holds (x in ( dom ( max- f)) implies -infty < (( max- f) . x)) & (x in ( dom ( max+ f)) implies -infty < (( max+ f) . x)) & (x in ( dom ( max+ g)) implies -infty < (( max+ g) . x)) & (x in ( dom ( max- g)) implies -infty < (( max- g) . x)) by MESFUNC2: 12, MESFUNC2: 13;

      then

       A6: ( max+ f) is without-infty by Th10;

      

       A7: ( max- f) is without-infty by A5, Th10;

      

       A8: for x be set holds (x in ( dom ( max+ (f + g))) implies -infty < (( max+ (f + g)) . x)) & (x in ( dom ( max- (f + g))) implies -infty < (( max- (f + g)) . x)) by MESFUNC2: 12, MESFUNC2: 13;

      then ( max+ (f + g)) is without-infty by Th10;

      then

       A9: ( dom (( max+ (f + g)) + ( max- f))) = (( dom ( max+ (f + g))) /\ ( dom ( max- f))) by A7, Th16;

      ( max- (f + g)) is without-infty by A8, Th10;

      then

       A10: ( dom (( max- (f + g)) + ( max+ f))) = (( dom ( max- (f + g))) /\ ( dom ( max+ f))) by A6, Th16;

      

       A11: ( max- g) is without-infty by A5, Th10;

      

       A12: ( dom ( max- f)) = ( dom f) by MESFUNC2:def 3;

      

       A13: ( max+ g) is without-infty by A5, Th10;

      

       A14: ( dom ( max- g)) = ( dom g) by MESFUNC2:def 3;

      

       A15: ( dom ( max+ f)) = ( dom f) by MESFUNC2:def 2;

      then

       A16: ( dom (( max- (f + g)) + ( max+ f))) = (( dom g) /\ (( dom f) /\ ( dom f))) by A4, A10, XBOOLE_1: 16;

      ( dom ( max+ (f + g))) = (( dom f) /\ ( dom g)) by A3, MESFUNC2:def 2;

      then

       A17: ( dom (( max+ (f + g)) + ( max- f))) = (( dom g) /\ (( dom f) /\ ( dom f))) by A12, A9, XBOOLE_1: 16;

      hence ( dom (( max+ (f + g)) + ( max- f))) = (( dom f) /\ ( dom g)) & ( dom (( max- (f + g)) + ( max+ f))) = (( dom f) /\ ( dom g)) by A4, A15, A10, XBOOLE_1: 16;

      

       A18: ( dom ( max+ g)) = ( dom g) by MESFUNC2:def 2;

      

       A19: for x be object holds (x in ( dom (( max+ (f + g)) + ( max- f))) implies 0 <= ((( max+ (f + g)) + ( max- f)) . x)) & (x in ( dom (( max- (f + g)) + ( max+ f))) implies 0 <= ((( max- (f + g)) + ( max+ f)) . x))

      proof

        let x be object;

        hereby

          assume

           A20: x in ( dom (( max+ (f + g)) + ( max- f)));

          then

           A21: 0 <= (( max- f) . x) by MESFUNC2: 13;

           0 <= (( max+ (f + g)) . x) by A20, MESFUNC2: 12;

          then 0 <= ((( max+ (f + g)) . x) + (( max- f) . x)) by A21;

          hence 0 <= ((( max+ (f + g)) + ( max- f)) . x) by A20, MESFUNC1:def 3;

        end;

        assume

         A22: x in ( dom (( max- (f + g)) + ( max+ f)));

        then

         A23: 0 <= (( max+ f) . x) by MESFUNC2: 12;

         0 <= (( max- (f + g)) . x) by A22, MESFUNC2: 13;

        then 0 <= ((( max- (f + g)) . x) + (( max+ f) . x)) by A23;

        hence thesis by A22, MESFUNC1:def 3;

      end;

      then

       A24: for x be set holds (x in ( dom (( max+ (f + g)) + ( max- f))) implies -infty < ((( max+ (f + g)) + ( max- f)) . x)) & (x in ( dom (( max- (f + g)) + ( max+ f))) implies -infty < ((( max- (f + g)) + ( max+ f)) . x));

      then (( max+ (f + g)) + ( max- f)) is without-infty by Th10;

      

      then ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = ((( dom f) /\ ( dom g)) /\ ( dom g)) by A14, A11, A17, Th16

      .= (( dom f) /\ (( dom g) /\ ( dom g))) by XBOOLE_1: 16;

      hence ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = (( dom f) /\ ( dom g));

      (( max- (f + g)) + ( max+ f)) is without-infty by A24, Th10;

      then ( dom ((( max- (f + g)) + ( max+ f)) + ( max+ g))) = ((( dom f) /\ ( dom g)) /\ ( dom g)) by A18, A13, A16, Th16;

      then ( dom ((( max- (f + g)) + ( max+ f)) + ( max+ g))) = (( dom f) /\ (( dom g) /\ ( dom g))) by XBOOLE_1: 16;

      hence ( dom ((( max- (f + g)) + ( max+ f)) + ( max+ g))) = (( dom f) /\ ( dom g));

      thus thesis by A19, SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:25

    

     Th25: for X be non empty set, f,g be PartFunc of X, ExtREAL st f is without-infty & f is without+infty & g is without-infty & g is without+infty holds ((( max+ (f + g)) + ( max- f)) + ( max- g)) = ((( max- (f + g)) + ( max+ f)) + ( max+ g))

    proof

      let X be non empty set, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is without-infty and

       A2: f is without+infty and

       A3: g is without-infty and

       A4: g is without+infty;

      

       A5: ( dom ( max- (f + g))) = ( dom (f + g)) by MESFUNC2:def 3;

      for x be object st x in ( dom ( max- g)) holds 0 <= (( max- g) . x) by MESFUNC2: 13;

      then

       A6: ( max- g) is nonnegative by SUPINF_2: 52;

      for x be object st x in ( dom ( max+ g)) holds 0 <= (( max+ g) . x) by MESFUNC2: 12;

      then

       A7: ( max+ g) is nonnegative by SUPINF_2: 52;

      

       A8: ( dom ( max- f)) = ( dom f) by MESFUNC2:def 3;

      for x be object st x in ( dom ( max+ (f + g))) holds 0 <= (( max+ (f + g)) . x) by MESFUNC2: 12;

      then

       A9: ( max+ (f + g)) is nonnegative by SUPINF_2: 52;

      for x be object st x in ( dom ( max+ f)) holds 0 <= (( max+ f) . x) by MESFUNC2: 12;

      then

       A10: ( max+ f) is nonnegative by SUPINF_2: 52;

      

       A11: ( dom ( max+ f)) = ( dom f) by MESFUNC2:def 2;

      

       A12: ( dom ( max+ g)) = ( dom g) by MESFUNC2:def 2;

      

       A13: ( dom ( max- g)) = ( dom g) by MESFUNC2:def 3;

      for x be object st x in ( dom ( max- f)) holds 0 <= (( max- f) . x) by MESFUNC2: 13;

      then

       A14: ( max- f) is nonnegative by SUPINF_2: 52;

      

       A15: ( dom ( max+ (f + g))) = ( dom (f + g)) by MESFUNC2:def 2;

      then

       A16: ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = ((( dom (f + g)) /\ ( dom f)) /\ ( dom g)) by A8, A13, A9, A14, A6, Th23;

      then

       A17: ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = (( dom (f + g)) /\ (( dom f) /\ ( dom g))) by XBOOLE_1: 16;

      for x be object st x in ( dom ( max- (f + g))) holds 0 <= (( max- (f + g)) . x) by MESFUNC2: 13;

      then

       A18: ( max- (f + g)) is nonnegative by SUPINF_2: 52;

      

       A19: for x be object st x in ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) holds (((( max+ (f + g)) + ( max- f)) + ( max- g)) . x) = (((( max- (f + g)) + ( max+ f)) + ( max+ g)) . x)

      proof

        let x be object;

        assume

         A20: x in ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g)));

        then

         A21: x in ( dom g) by A16, XBOOLE_0:def 4;

        then

         A22: (( max+ g) . x) = ( max ((g . x), 0 )) by A12, MESFUNC2:def 2;

        

         A23: (g . x) <> +infty by A4;

        

         A24: ( dom (f + g)) = (( dom f) /\ ( dom g)) by A1, A3, Th16;

        

        then

         A25: (( max+ (f + g)) . x) = ( max (((f + g) . x), 0 )) by A15, A17, A20, MESFUNC2:def 2

        .= ( max (((f . x) + (g . x)), 0 )) by A17, A20, A24, MESFUNC1:def 3;

        

         A26: x in ( dom f) by A17, A20, A24, XBOOLE_0:def 4;

        then

         A27: (( max+ f) . x) = ( max ((f . x), 0 )) by A11, MESFUNC2:def 2;

        

         A28: (( max- (f + g)) . x) = ( max (( - ((f + g) . x)), 0 )) by A5, A17, A20, A24, MESFUNC2:def 3

        .= ( max (( - ((f . x) + (g . x))), 0 )) by A17, A20, A24, MESFUNC1:def 3;

        

         A29: (f . x) <> -infty by A1;

        then

         A30: ( - (f . x)) <> +infty by XXREAL_3: 23;

        

         A31: (f . x) <> +infty by A2;

        

         A32: (( max- f) . x) = ( max (( - (f . x)), 0 )) by A8, A26, MESFUNC2:def 3;

        

         A33: (( max- g) . x) = ( max (( - (g . x)), 0 )) by A13, A21, MESFUNC2:def 3;

        

         A34: (g . x) <> -infty by A3;

        then

         A35: ( - (g . x)) <> +infty by XXREAL_3: 23;

         A36:

        now

          per cases ;

            suppose

             A37: 0 <= (f . x);

            then

             A38: (( max- f) . x) = 0 by A32, XXREAL_0:def 10;

            per cases ;

              suppose

               A39: 0 <= (g . x);

              then (( max- g) . x) = 0 by A33, XXREAL_0:def 10;

              

              then

               A40: (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = ((((f . x) + (g . x)) + 0 ) + 0 ) by A25, A37, A38, A39, XXREAL_0:def 10

              .= (((f . x) + (g . x)) + 0 ) by XXREAL_3: 4

              .= ((f . x) + (g . x)) by XXREAL_3: 4;

              

               A41: (( max+ g) . x) = (g . x) by A22, A39, XXREAL_0:def 10;

              (( max- (f + g)) . x) = 0 by A28, A37, A39, XXREAL_0:def 10;

              then (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = (( 0 + (f . x)) + (g . x)) by A27, A37, A41, XXREAL_0:def 10;

              hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A40, XXREAL_3: 4;

            end;

              suppose

               A42: (g . x) < 0 ;

              then

               A43: (( max+ g) . x) = 0 by A22, XXREAL_0:def 10;

              

               A44: (( max- g) . x) = ( - (g . x)) by A33, A42, XXREAL_0:def 10;

              per cases ;

                suppose

                 A45: 0 <= ((f . x) + (g . x));

                then (( max- (f + g)) . x) = 0 by A28, XXREAL_0:def 10;

                then

                 A46: (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = (( 0 + (f . x)) + 0 ) by A27, A37, A43, XXREAL_0:def 10;

                (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = ((((f . x) + (g . x)) + 0 ) + ( - (g . x))) by A25, A38, A44, A45, XXREAL_0:def 10

                .= (((f . x) + (g . x)) - (g . x)) by XXREAL_3: 4

                .= ((f . x) + ((g . x) - (g . x))) by A23, A34, XXREAL_3: 30

                .= ((f . x) + 0 ) by XXREAL_3: 7;

                hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A46, XXREAL_3: 4;

              end;

                suppose

                 A47: ((f . x) + (g . x)) < 0 ;

                then (( max+ (f + g)) . x) = 0 by A25, XXREAL_0:def 10;

                then (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (( 0 + 0 ) + ( - (g . x))) by A38, A44;

                then

                 A48: (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = ( 0 + ( - (g . x)));

                (( max- (f + g)) . x) = ( - ((f . x) + (g . x))) by A28, A47, XXREAL_0:def 10;

                

                then (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = ((( - ((f . x) + (g . x))) + (f . x)) + 0 ) by A27, A37, A43, XXREAL_0:def 10

                .= (( - ((f . x) + (g . x))) + (f . x)) by XXREAL_3: 4

                .= ((( - (g . x)) - (f . x)) + (f . x)) by XXREAL_3: 25

                .= (( - (g . x)) + (( - (f . x)) + (f . x))) by A31, A30, A35, XXREAL_3: 29;

                hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A48, XXREAL_3: 7;

              end;

            end;

          end;

            suppose

             A49: (f . x) < 0 ;

            then

             A50: (( max- f) . x) = ( - (f . x)) by A32, XXREAL_0:def 10;

            per cases ;

              suppose

               A51: 0 <= (g . x);

              then

               A52: (( max+ g) . x) = (g . x) by A22, XXREAL_0:def 10;

              

               A53: (( max- g) . x) = 0 by A33, A51, XXREAL_0:def 10;

              per cases ;

                suppose

                 A54: 0 <= ((f . x) + (g . x));

                then

                 A55: (( max- (f + g)) . x) = 0 by A28, XXREAL_0:def 10;

                (( max+ f) . x) = 0 by A27, A49, XXREAL_0:def 10;

                then

                 A56: (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = (( 0 + 0 ) + (g . x)) by A52, A55;

                (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = ((((f . x) + (g . x)) + ( - (f . x))) + 0 ) by A25, A50, A53, A54, XXREAL_0:def 10

                .= (((f . x) + (g . x)) + ( - (f . x))) by XXREAL_3: 4

                .= ((g . x) + ((f . x) - (f . x))) by A31, A29, A23, A34, XXREAL_3: 29

                .= ((g . x) + 0 ) by XXREAL_3: 7;

                hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A56;

              end;

                suppose

                 A57: ((f . x) + (g . x)) < 0 ;

                then (( max- (f + g)) . x) = ( - ((f . x) + (g . x))) by A28, XXREAL_0:def 10;

                

                then

                 A58: (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = ((( - ((f . x) + (g . x))) + 0 ) + (g . x)) by A27, A49, A52, XXREAL_0:def 10

                .= (( - ((f . x) + (g . x))) + (g . x)) by XXREAL_3: 4

                .= ((( - (f . x)) - (g . x)) + (g . x)) by XXREAL_3: 25

                .= (( - (f . x)) + (( - (g . x)) + (g . x))) by A23, A30, A35, XXREAL_3: 29;

                (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (( 0 + ( - (f . x))) + 0 ) by A25, A50, A53, A57, XXREAL_0:def 10

                .= ( 0 + ( - (f . x))) by XXREAL_3: 4;

                hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A58, XXREAL_3: 7;

              end;

            end;

              suppose

               A59: (g . x) < 0 ;

              then (( max- g) . x) = ( - (g . x)) by A33, XXREAL_0:def 10;

              

              then

               A60: (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (( 0 + ( - (f . x))) + ( - (g . x))) by A25, A49, A50, A59, XXREAL_0:def 10

              .= (( - (f . x)) - (g . x)) by XXREAL_3: 4;

              

               A61: (( max+ g) . x) = 0 by A22, A59, XXREAL_0:def 10;

              (( max- (f + g)) . x) = ( - ((f . x) + (g . x))) by A28, A49, A59, XXREAL_0:def 10;

              

              then (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) = ((( - ((f . x) + (g . x))) + 0 ) + 0 ) by A27, A49, A61, XXREAL_0:def 10

              .= (( - ((f . x) + (g . x))) + 0 ) by XXREAL_3: 4

              .= ( - ((f . x) + (g . x))) by XXREAL_3: 4;

              hence (((( max+ (f + g)) . x) + (( max- f) . x)) + (( max- g) . x)) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A60, XXREAL_3: 25;

            end;

          end;

        end;

        

         A62: ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = ((( dom ( max+ (f + g))) /\ ( dom ( max- f))) /\ ( dom ( max- g))) by A9, A14, A6, Th23;

        (((( max- (f + g)) + ( max+ f)) + ( max+ g)) . x) = (((( max- (f + g)) . x) + (( max+ f) . x)) + (( max+ g) . x)) by A5, A11, A12, A18, A10, A7, A16, A20, Th23;

        hence thesis by A9, A14, A6, A20, A62, A36, Th23;

      end;

      ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = (( dom f) /\ ( dom g)) by A1, A3, Th24;

      then ( dom ((( max+ (f + g)) + ( max- f)) + ( max- g))) = ( dom ((( max- (f + g)) + ( max+ f)) + ( max+ g))) by A1, A3, Th24;

      hence thesis by A19, FUNCT_1: 2;

    end;

    theorem :: MESFUNC5:26

    

     Th26: for C be non empty set, f be PartFunc of C, ExtREAL , c be Real st 0 <= c holds ( max+ (c (#) f)) = (c (#) ( max+ f)) & ( max- (c (#) f)) = (c (#) ( max- f))

    proof

      let C be non empty set;

      let f be PartFunc of C, ExtREAL ;

      let c be Real;

      assume

       A1: 0 <= c;

      

       A2: ( dom ( max+ (c (#) f))) = ( dom (c (#) f)) by MESFUNC2:def 2

      .= ( dom f) by MESFUNC1:def 6

      .= ( dom ( max+ f)) by MESFUNC2:def 2

      .= ( dom (c (#) ( max+ f))) by MESFUNC1:def 6;

      for x be Element of C st x in ( dom ( max+ (c (#) f))) holds (( max+ (c (#) f)) . x) = ((c (#) ( max+ f)) . x)

      proof

        let x be Element of C;

        assume

         A3: x in ( dom ( max+ (c (#) f)));

        then

         A4: x in ( dom (c (#) f)) by MESFUNC2:def 2;

        then x in ( dom f) by MESFUNC1:def 6;

        then

         A5: x in ( dom ( max+ f)) by MESFUNC2:def 2;

        

         A6: (( max+ (c (#) f)) . x) = ( max (((c (#) f) . x), 0 )) by A3, MESFUNC2:def 2

        .= ( max ((c * (f . x)), 0 )) by A4, MESFUNC1:def 6;

        ((c (#) ( max+ f)) . x) = (c * (( max+ f) . x)) by A2, A3, MESFUNC1:def 6

        .= (c * ( max ((f . x), 0 ))) by A5, MESFUNC2:def 2

        .= ( max ((c * (f . x)),(c * 0 qua ExtReal))) by A1, Th6;

        hence thesis by A6;

      end;

      hence ( max+ (c (#) f)) = (c (#) ( max+ f)) by A2, PARTFUN1: 5;

      

       A7: ( dom ( max- (c (#) f))) = ( dom (c (#) f)) by MESFUNC2:def 3

      .= ( dom f) by MESFUNC1:def 6

      .= ( dom ( max- f)) by MESFUNC2:def 3

      .= ( dom (c (#) ( max- f))) by MESFUNC1:def 6;

      for x be Element of C st x in ( dom ( max- (c (#) f))) holds (( max- (c (#) f)) . x) = ((c (#) ( max- f)) . x)

      proof

        let x be Element of C;

        assume

         A8: x in ( dom ( max- (c (#) f)));

        then

         A9: x in ( dom (c (#) f)) by MESFUNC2:def 3;

        then x in ( dom f) by MESFUNC1:def 6;

        then

         A10: x in ( dom ( max- f)) by MESFUNC2:def 3;

        

         A11: (( max- (c (#) f)) . x) = ( max (( - ((c (#) f) . x)), 0 )) by A8, MESFUNC2:def 3

        .= ( max (( - (c * (f . x))), 0 )) by A9, MESFUNC1:def 6;

        ((c (#) ( max- f)) . x) = (c * (( max- f) . x)) by A7, A8, MESFUNC1:def 6

        .= (c * ( max (( - (f . x)), 0 ))) by A10, MESFUNC2:def 3

        .= ( max ((c * ( - (f . x))),(c * 0 qua ExtReal))) by A1, Th6

        .= ( max (( - (c * (f . x))),(c * 0 qua ExtReal))) by XXREAL_3: 92;

        hence thesis by A11;

      end;

      hence thesis by A7, PARTFUN1: 5;

    end;

    theorem :: MESFUNC5:27

    

     Th27: for C be non empty set, f be PartFunc of C, ExtREAL , c be Real st 0 <= c holds ( max+ (( - c) (#) f)) = (c (#) ( max- f)) & ( max- (( - c) (#) f)) = (c (#) ( max+ f))

    proof

      let C be non empty set;

      let f be PartFunc of C, ExtREAL ;

      let c be Real;

      assume

       A1: 0 <= c;

      

       A2: ( dom ( max+ (( - c) (#) f))) = ( dom (( - c) (#) f)) by MESFUNC2:def 2;

      then ( dom ( max+ (( - c) (#) f))) = ( dom f) by MESFUNC1:def 6;

      then

       A3: ( dom ( max+ (( - c) (#) f))) = ( dom ( max- f)) by MESFUNC2:def 3;

      then

       A4: ( dom ( max+ (( - c) (#) f))) = ( dom (c (#) ( max- f))) by MESFUNC1:def 6;

      for x be Element of C st x in ( dom ( max+ (( - c) (#) f))) holds (( max+ (( - c) (#) f)) . x) = ((c (#) ( max- f)) . x)

      proof

        let x be Element of C;

        assume

         A5: x in ( dom ( max+ (( - c) (#) f)));

        

        then

         A6: (( max+ (( - c) (#) f)) . x) = ( max (((( - c) (#) f) . x), 0 )) by MESFUNC2:def 2

        .= ( max ((( - c) * (f . x)), 0 )) by A2, A5, MESFUNC1:def 6

        .= ( max (( - (c * (f . x))), 0 )) by XXREAL_3: 92;

        ((c (#) ( max- f)) . x) = (c * (( max- f) . x)) by A4, A5, MESFUNC1:def 6

        .= (c * ( max (( - (f . x)), 0 ))) by A3, A5, MESFUNC2:def 3

        .= ( max ((c * ( - (f . x))),(c * 0 ))) by A1, Th6

        .= ( max (( - (c * (f . x))),(c * 0 qua ExtReal))) by XXREAL_3: 92;

        hence thesis by A6;

      end;

      hence ( max+ (( - c) (#) f)) = (c (#) ( max- f)) by A4, PARTFUN1: 5;

      

       A7: ( dom ( max- (( - c) (#) f))) = ( dom (( - c) (#) f)) by MESFUNC2:def 3;

      then ( dom ( max- (( - c) (#) f))) = ( dom f) by MESFUNC1:def 6;

      then

       A8: ( dom ( max- (( - c) (#) f))) = ( dom ( max+ f)) by MESFUNC2:def 2;

      then

       A9: ( dom ( max- (( - c) (#) f))) = ( dom (c (#) ( max+ f))) by MESFUNC1:def 6;

      for x be Element of C st x in ( dom ( max- (( - c) (#) f))) holds (( max- (( - c) (#) f)) . x) = ((c (#) ( max+ f)) . x)

      proof

        let x be Element of C;

        assume

         A10: x in ( dom ( max- (( - c) (#) f)));

        

        then

         A11: (( max- (( - c) (#) f)) . x) = ( max (( - ((( - c) (#) f) . x)), 0 )) by MESFUNC2:def 3

        .= ( max (( - (( - c) * (f . x))), 0 )) by A7, A10, MESFUNC1:def 6

        .= ( max ((( - ( - c)) * (f . x)), 0 )) by XXREAL_3: 92;

        ((c (#) ( max+ f)) . x) = (c * (( max+ f) . x)) by A9, A10, MESFUNC1:def 6

        .= (c * ( max ((f . x), 0 ))) by A8, A10, MESFUNC2:def 2

        .= ( max ((c * (f . x)),(c * 0 qua ExtReal))) by A1, Th6;

        hence thesis by A11;

      end;

      hence thesis by A9, PARTFUN1: 5;

    end;

    theorem :: MESFUNC5:28

    

     Th28: for X be non empty set, f be PartFunc of X, ExtREAL , A be set holds ( max+ (f | A)) = (( max+ f) | A) & ( max- (f | A)) = (( max- f) | A)

    proof

      let X be non empty set;

      let f be PartFunc of X, ExtREAL ;

      let A be set;

      

       A1: ( dom ( max+ (f | A))) = ( dom (f | A)) by MESFUNC2:def 2

      .= (( dom f) /\ A) by RELAT_1: 61

      .= (( dom ( max+ f)) /\ A) by MESFUNC2:def 2

      .= ( dom (( max+ f) | A)) by RELAT_1: 61;

      for x be Element of X st x in ( dom ( max+ (f | A))) holds (( max+ (f | A)) . x) = ((( max+ f) | A) . x)

      proof

        let x be Element of X;

        assume

         A2: x in ( dom ( max+ (f | A)));

        then

         A3: ((( max+ f) | A) . x) = (( max+ f) . x) by A1, FUNCT_1: 47;

        

         A4: x in (( dom ( max+ f)) /\ A) by A1, A2, RELAT_1: 61;

        then

         A5: x in ( dom ( max+ f)) by XBOOLE_0:def 4;

        

         A6: x in A by A4, XBOOLE_0:def 4;

        (( max+ (f | A)) . x) = ( max (((f | A) . x), 0 )) by A2, MESFUNC2:def 2

        .= ( max ((f . x), 0 )) by A6, FUNCT_1: 49;

        hence thesis by A5, A3, MESFUNC2:def 2;

      end;

      hence ( max+ (f | A)) = (( max+ f) | A) by A1, PARTFUN1: 5;

      

       A7: ( dom ( max- (f | A))) = ( dom (f | A)) by MESFUNC2:def 3

      .= (( dom f) /\ A) by RELAT_1: 61

      .= (( dom ( max- f)) /\ A) by MESFUNC2:def 3

      .= ( dom (( max- f) | A)) by RELAT_1: 61;

      for x be Element of X st x in ( dom ( max- (f | A))) holds (( max- (f | A)) . x) = ((( max- f) | A) . x)

      proof

        let x be Element of X;

        assume

         A8: x in ( dom ( max- (f | A)));

        then

         A9: ((( max- f) | A) . x) = (( max- f) . x) by A7, FUNCT_1: 47;

        

         A10: x in (( dom ( max- f)) /\ A) by A7, A8, RELAT_1: 61;

        then

         A11: x in ( dom ( max- f)) by XBOOLE_0:def 4;

        

         A12: x in A by A10, XBOOLE_0:def 4;

        (( max- (f | A)) . x) = ( max (( - ((f | A) . x)), 0 )) by A8, MESFUNC2:def 3

        .= ( max (( - (f . x)), 0 )) by A12, FUNCT_1: 49;

        hence thesis by A11, A9, MESFUNC2:def 3;

      end;

      hence thesis by A7, PARTFUN1: 5;

    end;

    theorem :: MESFUNC5:29

    

     Th29: for X be non empty set, f,g be PartFunc of X, ExtREAL , B be set st B c= ( dom (f + g)) holds ( dom ((f + g) | B)) = B & ( dom ((f | B) + (g | B))) = B & ((f + g) | B) = ((f | B) + (g | B))

    proof

      let X be non empty set, f,g be PartFunc of X, ExtREAL , B be set such that

       A1: B c= ( dom (f + g));

      for x be object st x in ( dom g) holds (g . x) in ExtREAL by XXREAL_0:def 1;

      then

      reconsider gg = g as Function of ( dom g), ExtREAL by FUNCT_2: 3;

      for x be object st x in ( dom (g | B)) holds ((g | B) . x) in ExtREAL by XXREAL_0:def 1;

      then

      reconsider gb = (g | B) as Function of ( dom (g | B)), ExtREAL by FUNCT_2: 3;

      now

        let x be object;

        assume

         A2: x in ((g " { +infty }) /\ B);

        then

         A3: x in B by XBOOLE_0:def 4;

        

         A4: x in (g " { +infty }) by A2, XBOOLE_0:def 4;

        then x in ( dom gg) by FUNCT_2: 38;

        then x in (( dom gg) /\ B) by A3, XBOOLE_0:def 4;

        then

         A5: x in ( dom (gg | B)) by RELAT_1: 61;

        (gg . x) in { +infty } by A4, FUNCT_2: 38;

        then (gb . x) in { +infty } by A5, FUNCT_1: 47;

        hence x in ((g | B) " { +infty }) by A5, FUNCT_2: 38;

      end;

      then

       A6: ((g " { +infty }) /\ B) c= ((g | B) " { +infty });

      now

        let x be object;

        assume

         A7: x in ((g | B) " { +infty });

        then

         A8: x in ( dom gb) by FUNCT_2: 38;

        then

         A9: x in (( dom g) /\ B) by RELAT_1: 61;

        then

         A10: x in ( dom g) by XBOOLE_0:def 4;

        (gb . x) in { +infty } by A7, FUNCT_2: 38;

        then (g . x) in { +infty } by A8, FUNCT_1: 47;

        then

         A11: x in (gg " { +infty }) by A10, FUNCT_2: 38;

        x in B by A9, XBOOLE_0:def 4;

        hence x in ((g " { +infty }) /\ B) by A11, XBOOLE_0:def 4;

      end;

      then ((g | B) " { +infty }) c= ((g " { +infty }) /\ B);

      then

       A12: ((g | B) " { +infty }) = ((g " { +infty }) /\ B) by A6;

      now

        let x be object;

        assume

         A13: x in ((g " { -infty }) /\ B);

        then

         A14: x in B by XBOOLE_0:def 4;

        

         A15: x in (g " { -infty }) by A13, XBOOLE_0:def 4;

        then x in ( dom gg) by FUNCT_2: 38;

        then x in (( dom gg) /\ B) by A14, XBOOLE_0:def 4;

        then

         A16: x in ( dom (gg | B)) by RELAT_1: 61;

        (gg . x) in { -infty } by A15, FUNCT_2: 38;

        then (gb . x) in { -infty } by A16, FUNCT_1: 47;

        hence x in ((g | B) " { -infty }) by A16, FUNCT_2: 38;

      end;

      then

       A17: ((g " { -infty }) /\ B) c= ((g | B) " { -infty });

      now

        let x be object;

        assume

         A18: x in ((g | B) " { -infty });

        then

         A19: x in ( dom gb) by FUNCT_2: 38;

        then

         A20: x in (( dom g) /\ B) by RELAT_1: 61;

        then

         A21: x in ( dom g) by XBOOLE_0:def 4;

        (gb . x) in { -infty } by A18, FUNCT_2: 38;

        then (g . x) in { -infty } by A19, FUNCT_1: 47;

        then

         A22: x in (gg " { -infty }) by A21, FUNCT_2: 38;

        x in B by A20, XBOOLE_0:def 4;

        hence x in ((g " { -infty }) /\ B) by A22, XBOOLE_0:def 4;

      end;

      then ((g | B) " { -infty }) c= ((g " { -infty }) /\ B);

      then

       A23: ((g | B) " { -infty }) = ((g " { -infty }) /\ B) by A17;

      for x be object st x in ( dom f) holds (f . x) in ExtREAL by XXREAL_0:def 1;

      then

      reconsider ff = f as Function of ( dom f), ExtREAL by FUNCT_2: 3;

      for x be object st x in ( dom (f | B)) holds ((f | B) . x) in ExtREAL by XXREAL_0:def 1;

      then

      reconsider fb = (f | B) as Function of ( dom (f | B)), ExtREAL by FUNCT_2: 3;

      now

        let x be object;

        assume

         A24: x in ((f " { +infty }) /\ B);

        then

         A25: x in B by XBOOLE_0:def 4;

        

         A26: x in (f " { +infty }) by A24, XBOOLE_0:def 4;

        then x in ( dom ff) by FUNCT_2: 38;

        then x in (( dom ff) /\ B) by A25, XBOOLE_0:def 4;

        then

         A27: x in ( dom (ff | B)) by RELAT_1: 61;

        (ff . x) in { +infty } by A26, FUNCT_2: 38;

        then (fb . x) in { +infty } by A27, FUNCT_1: 47;

        hence x in ((f | B) " { +infty }) by A27, FUNCT_2: 38;

      end;

      then

       A28: ((f " { +infty }) /\ B) c= ((f | B) " { +infty });

      now

        let x be object;

        assume

         A29: x in ((f " { -infty }) /\ B);

        then

         A30: x in B by XBOOLE_0:def 4;

        

         A31: x in (f " { -infty }) by A29, XBOOLE_0:def 4;

        then x in ( dom ff) by FUNCT_2: 38;

        then x in (( dom ff) /\ B) by A30, XBOOLE_0:def 4;

        then

         A32: x in ( dom (ff | B)) by RELAT_1: 61;

        (ff . x) in { -infty } by A31, FUNCT_2: 38;

        then (fb . x) in { -infty } by A32, FUNCT_1: 47;

        hence x in ((f | B) " { -infty }) by A32, FUNCT_2: 38;

      end;

      then

       A33: ((f " { -infty }) /\ B) c= ((f | B) " { -infty });

      now

        let x be object;

        assume

         A34: x in ((f | B) " { -infty });

        then

         A35: x in ( dom fb) by FUNCT_2: 38;

        then

         A36: x in (( dom f) /\ B) by RELAT_1: 61;

        then

         A37: x in ( dom f) by XBOOLE_0:def 4;

        (fb . x) in { -infty } by A34, FUNCT_2: 38;

        then (f . x) in { -infty } by A35, FUNCT_1: 47;

        then

         A38: x in (ff " { -infty }) by A37, FUNCT_2: 38;

        x in B by A36, XBOOLE_0:def 4;

        hence x in ((f " { -infty }) /\ B) by A38, XBOOLE_0:def 4;

      end;

      then ((f | B) " { -infty }) c= ((f " { -infty }) /\ B);

      then ((f | B) " { -infty }) = ((f " { -infty }) /\ B) by A33;

      

      then

       A39: (((f | B) " { -infty }) /\ ((g | B) " { +infty })) = ((((f " { -infty }) /\ B) /\ (g " { +infty })) /\ B) by A12, XBOOLE_1: 16

      .= ((((f " { -infty }) /\ (g " { +infty })) /\ B) /\ B) by XBOOLE_1: 16

      .= (((f " { -infty }) /\ (g " { +infty })) /\ (B /\ B)) by XBOOLE_1: 16;

      now

        let x be object;

        assume

         A40: x in ((f | B) " { +infty });

        then

         A41: x in ( dom fb) by FUNCT_2: 38;

        then

         A42: x in (( dom f) /\ B) by RELAT_1: 61;

        then

         A43: x in ( dom f) by XBOOLE_0:def 4;

        (fb . x) in { +infty } by A40, FUNCT_2: 38;

        then (f . x) in { +infty } by A41, FUNCT_1: 47;

        then

         A44: x in (ff " { +infty }) by A43, FUNCT_2: 38;

        x in B by A42, XBOOLE_0:def 4;

        hence x in ((f " { +infty }) /\ B) by A44, XBOOLE_0:def 4;

      end;

      then ((f | B) " { +infty }) c= ((f " { +infty }) /\ B);

      then ((f | B) " { +infty }) = ((f " { +infty }) /\ B) by A28;

      

      then (((f | B) " { +infty }) /\ ((g | B) " { -infty })) = ((((f " { +infty }) /\ B) /\ (g " { -infty })) /\ B) by A23, XBOOLE_1: 16

      .= ((((f " { +infty }) /\ (g " { -infty })) /\ B) /\ B) by XBOOLE_1: 16

      .= (((f " { +infty }) /\ (g " { -infty })) /\ (B /\ B)) by XBOOLE_1: 16;

      then

       A45: ((((f | B) " { -infty }) /\ ((g | B) " { +infty })) \/ (((f | B) " { +infty }) /\ ((g | B) " { -infty }))) = ((((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty }))) /\ B) by A39, XBOOLE_1: 23;

      (( dom (f | B)) /\ ( dom (g | B))) = ((( dom f) /\ B) /\ ( dom (g | B))) by RELAT_1: 61

      .= ((( dom f) /\ B) /\ (( dom g) /\ B)) by RELAT_1: 61

      .= (((( dom f) /\ B) /\ ( dom g)) /\ B) by XBOOLE_1: 16

      .= (((( dom f) /\ ( dom g)) /\ B) /\ B) by XBOOLE_1: 16

      .= ((( dom f) /\ ( dom g)) /\ (B /\ B)) by XBOOLE_1: 16;

      

      then

       A46: ( dom ((f | B) + (g | B))) = (((( dom f) /\ ( dom g)) /\ B) \ ((((f | B) " { -infty }) /\ ((g | B) " { +infty })) \/ (((f | B) " { +infty }) /\ ((g | B) " { -infty })))) by MESFUNC1:def 3

      .= (((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) /\ B) by A45, XBOOLE_1: 50

      .= (( dom (f + g)) /\ B) by MESFUNC1:def 3

      .= B by A1, XBOOLE_1: 28;

      ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      then ( dom (f + g)) c= (( dom f) /\ ( dom g)) by XBOOLE_1: 36;

      then

       A47: B c= (( dom f) /\ ( dom g)) by A1;

      ( dom (g | B)) = (( dom g) /\ B) by RELAT_1: 61;

      then

       A48: ( dom (g | B)) = B by A47, XBOOLE_1: 18, XBOOLE_1: 28;

      

       A49: ( dom ((f + g) | B)) = (( dom (f + g)) /\ B) by RELAT_1: 61;

      then

       A50: ( dom ((f + g) | B)) = B by A1, XBOOLE_1: 28;

      ( dom (f | B)) = (( dom f) /\ B) by RELAT_1: 61;

      then

       A51: ( dom (f | B)) = B by A47, XBOOLE_1: 18, XBOOLE_1: 28;

      now

        let x be object;

        assume

         A52: x in ( dom ((f + g) | B));

        

        hence (((f + g) | B) . x) = ((f + g) . x) by FUNCT_1: 47

        .= ((f . x) + (g . x)) by A1, A50, A52, MESFUNC1:def 3

        .= (((f | B) . x) + (g . x)) by A50, A51, A52, FUNCT_1: 47

        .= (((f | B) . x) + ((g | B) . x)) by A50, A48, A52, FUNCT_1: 47

        .= (((f | B) + (g | B)) . x) by A50, A46, A52, MESFUNC1:def 3;

      end;

      hence thesis by A1, A49, A46, FUNCT_1: 2, XBOOLE_1: 28;

    end;

    theorem :: MESFUNC5:30

    

     Th30: for X be non empty set, f be PartFunc of X, ExtREAL , a be R_eal holds ( eq_dom (f,a)) = (f " {a})

    proof

      let X be non empty set;

      let f be PartFunc of X, ExtREAL ;

      let a be R_eal;

      now

        let x be object;

        assume

         A1: x in (f " {a});

        then (f . x) in {a} by FUNCT_1:def 7;

        then

         A2: (f . x) = a by TARSKI:def 1;

        x in ( dom f) by A1, FUNCT_1:def 7;

        hence x in ( eq_dom (f,a)) by A2, MESFUNC1:def 15;

      end;

      then

       A3: (f " {a}) c= ( eq_dom (f,a));

      now

        let x be object;

        assume

         A4: x in ( eq_dom (f,a));

        then (f . x) = a by MESFUNC1:def 15;

        then

         A5: (f . x) in {a} by TARSKI:def 1;

        x in ( dom f) by A4, MESFUNC1:def 15;

        hence x in (f " {a}) by A5, FUNCT_1:def 7;

      end;

      then ( eq_dom (f,a)) c= (f " {a});

      hence thesis by A3;

    end;

    begin

    theorem :: MESFUNC5:31

    

     Th31: for X be non empty set, S be SigmaField of X, f,g be PartFunc of X, ExtREAL , A be Element of S st f is without-infty & g is without-infty & f is A -measurable & g is A -measurable holds (f + g) is A -measurable

    proof

      let X be non empty set, S be SigmaField of X, f,g be PartFunc of X, ExtREAL , A be Element of S;

      assume that

       A1: f is without-infty and

       A2: g is without-infty and

       A3: f is A -measurable and

       A4: g is A -measurable;

      for r be Real holds (A /\ ( less_dom ((f + g),r))) in S

      proof

        let r be Real;

        consider F be Function of RAT , S such that

         A5: for p be Rational holds (F . p) = ((A /\ ( less_dom (f,p))) /\ (A /\ ( less_dom (g,(r - p qua Complex))))) by A3, A4, MESFUNC2: 6;

        ex G be sequence of S st ( rng F) = ( rng G) by MESFUNC1: 5, MESFUNC2: 5;

        then

         A6: ( rng F) is N_Sub_set_fam of X by MEASURE1: 23;

        (A /\ ( less_dom ((f + g),r))) = ( union ( rng F)) by A1, A2, A5, Th18;

        hence thesis by A6, MEASURE1:def 5;

      end;

      hence thesis by MESFUNC1:def 16;

    end;

    theorem :: MESFUNC5:32

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & ( dom f) = {} holds ex F be Finite_Sep_Sequence of S, a,x be FinSequence of ExtREAL st (F,a) are_Re-presentation_of f & (a . 1) = 0 & (for n be Nat st 2 <= n & n in ( dom a) holds 0 < (a . n) & (a . n) < +infty ) & ( dom x) = ( dom F) & (for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n))) & ( Sum x) = 0

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: ( dom f) = {} ;

      for x be object st x in ( dom f) holds 0 <= (f . x) by A2;

      then f is nonnegative by SUPINF_2: 52;

      then

      consider F be Finite_Sep_Sequence of S, a be FinSequence of ExtREAL such that

       A3: (F,a) are_Re-presentation_of f and

       A4: (a . 1) = 0 and

       A5: for n be Nat st 2 <= n & n in ( dom a) holds 0 < (a . n) & (a . n) < +infty by A1, MESFUNC3: 14;

      deffunc F( Nat) = ((a . $1) * ((M * F) . $1));

      consider x be FinSequence of ExtREAL such that

       A6: ( len x) = ( len F) and

       A7: for n be Nat st n in ( dom x) holds (x . n) = F(n) from FINSEQ_2:sch 1;

      

       A8: ( dom x) = ( Seg ( len F)) by A6, FINSEQ_1:def 3;

      then

       A9: ( dom x) = ( dom F) by FINSEQ_1:def 3;

      take F, a, x;

      consider sumx be sequence of ExtREAL such that

       A10: ( Sum x) = (sumx . ( len x)) and

       A11: (sumx . 0 ) = 0 and

       A12: for i be Nat st i < ( len x) holds (sumx . (i + 1)) = ((sumx . i) + (x . (i + 1))) by EXTREAL1:def 2;

      defpred P[ Nat] means $1 <= ( len x) implies (sumx . $1) = 0 ;

      

       A13: ( union ( rng F)) = {} by A2, A3, MESFUNC3:def 1;

      

       A14: for n be Nat st n in ( dom F) holds (F . n) = {}

      proof

        let n be Nat;

        assume n in ( dom F);

        then

         A15: (F . n) in ( rng F) by FUNCT_1: 3;

        assume (F . n) <> {} ;

        then ex v be object st v in (F . n) by XBOOLE_0:def 1;

        hence contradiction by A13, A15, TARSKI:def 4;

      end;

      

       A16: for i be Nat st P[i] holds P[(i + 1)]

      proof

        let i be Nat;

        assume

         A17: P[i];

        assume

         A18: (i + 1) <= ( len x);

        reconsider i as Element of NAT by ORDINAL1:def 12;

        i < ( len x) by A18, NAT_1: 13;

        then

         A19: (sumx . (i + 1)) = ((sumx . i) + (x . (i + 1))) by A12;

        1 <= (i + 1) by NAT_1: 11;

        then

         A20: (i + 1) in ( dom x) by A18, FINSEQ_3: 25;

        then (F . (i + 1)) = {} by A9, A14;

        then (M . (F . (i + 1))) = 0 by VALUED_0:def 19;

        then

         A21: ((M * F) . (i + 1)) = 0 by A9, A20, FUNCT_1: 13;

        (x . (i + 1)) = ((a . (i + 1)) * ((M * F) . (i + 1))) by A7, A20

        .= 0 by A21;

        hence thesis by A17, A18, A19, NAT_1: 13;

      end;

      

       A22: P[ 0 ] by A11;

      for i be Nat holds P[i] from NAT_1:sch 2( A22, A16);

      hence thesis by A3, A4, A5, A7, A8, A10, FINSEQ_1:def 3;

    end;

    theorem :: MESFUNC5:33

    

     Th33: for X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL , A be Element of S, r,s be Real st f is A -measurable & A c= ( dom f) holds ((A /\ ( great_eq_dom (f,r))) /\ ( less_dom (f,s))) in S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let f be PartFunc of X, ExtREAL ;

      let A be Element of S;

      let r,s be Real;

      assume that

       A1: f is A -measurable and

       A2: A c= ( dom f);

      

       A3: (A /\ ( less_dom (f,s))) in S by A1, MESFUNC1:def 16;

      

       A4: ((A /\ ( great_eq_dom (f,r))) /\ (A /\ ( less_dom (f,s)))) = (((A /\ ( great_eq_dom (f,r))) /\ A) /\ ( less_dom (f,s))) by XBOOLE_1: 16

      .= ((( great_eq_dom (f,r)) /\ (A /\ A)) /\ ( less_dom (f,s))) by XBOOLE_1: 16;

      (A /\ ( great_eq_dom (f,r))) in S by A1, A2, MESFUNC1: 27;

      hence thesis by A3, A4, FINSUB_1:def 2;

    end;

    theorem :: MESFUNC5:34

    

     Th34: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st f is_simple_func_in S holds (f | A) is_simple_func_in S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let A be Element of S;

      assume

       A1: f is_simple_func_in S;

      then

      consider F be Finite_Sep_Sequence of S such that

       A2: ( dom f) = ( union ( rng F)) and

       A3: for n be Nat, x,y be Element of X st n in ( dom F) & x in (F . n) & y in (F . n) holds (f . x) = (f . y) by MESFUNC2:def 4;

      deffunc FA( Nat) = ((F . $1) /\ A);

      consider G be FinSequence such that

       A4: ( len G) = ( len F) & for n be Nat st n in ( dom G) holds (G . n) = FA(n) from FINSEQ_1:sch 2;

      

       A5: ( rng G) c= S

      proof

        let P be object;

        assume P in ( rng G);

        then

        consider k be Nat such that

         A6: k in ( dom G) and

         A7: P = (G . k) by FINSEQ_2: 10;

        k in ( Seg ( len F)) by A4, A6, FINSEQ_1:def 3;

        then k in ( dom F) by FINSEQ_1:def 3;

        then

         A8: (F . k) in ( rng F) by FUNCT_1: 3;

        (G . k) = ((F . k) /\ A) by A4, A6;

        hence thesis by A7, A8, FINSUB_1:def 2;

      end;

      

       A9: ( dom G) = ( Seg ( len F)) by A4, FINSEQ_1:def 3;

      reconsider G as FinSequence of S by A5, FINSEQ_1:def 4;

      for i,j be Nat st i in ( dom G) & j in ( dom G) & i <> j holds (G . i) misses (G . j)

      proof

        let i,j be Nat;

        assume that

         A10: i in ( dom G) and

         A11: j in ( dom G) and

         A12: i <> j;

        j in ( Seg ( len F)) by A4, A11, FINSEQ_1:def 3;

        then

         A13: j in ( dom F) by FINSEQ_1:def 3;

        i in ( Seg ( len F)) by A4, A10, FINSEQ_1:def 3;

        then i in ( dom F) by FINSEQ_1:def 3;

        then

         A14: (F . i) misses (F . j) by A12, A13, MESFUNC3: 4;

        

         A15: (G . j) = ((F . j) /\ A) by A4, A11;

        (G . i) = ((F . i) /\ A) by A4, A10;

        

        then ((G . i) /\ (G . j)) = ((((F . i) /\ A) /\ (F . j)) /\ A) by A15, XBOOLE_1: 16

        .= ((((F . i) /\ (F . j)) /\ A) /\ A) by XBOOLE_1: 16

        .= (( {} /\ A) /\ A) by A14;

        hence thesis;

      end;

      then

      reconsider G as Finite_Sep_Sequence of S by MESFUNC3: 4;

      for v be object st v in ( union ( rng G)) holds v in ( dom (f | A))

      proof

        let v be object;

        assume v in ( union ( rng G));

        then

        consider W be set such that

         A16: v in W and

         A17: W in ( rng G) by TARSKI:def 4;

        consider k be Nat such that

         A18: k in ( dom G) and

         A19: W = (G . k) by A17, FINSEQ_2: 10;

        k in ( Seg ( len F)) by A4, A18, FINSEQ_1:def 3;

        then k in ( dom F) by FINSEQ_1:def 3;

        then

         A20: (F . k) in ( rng F) by FUNCT_1: 3;

        

         A21: (G . k) = ((F . k) /\ A) by A4, A18;

        then v in (F . k) by A16, A19, XBOOLE_0:def 4;

        then

         A22: v in ( union ( rng F)) by A20, TARSKI:def 4;

        v in A by A16, A19, A21, XBOOLE_0:def 4;

        then v in (( dom f) /\ A) by A2, A22, XBOOLE_0:def 4;

        hence thesis by RELAT_1: 61;

      end;

      then

       A23: ( union ( rng G)) c= ( dom (f | A));

      for v be object st v in ( dom (f | A)) holds v in ( union ( rng G))

      proof

        let v be object;

        assume v in ( dom (f | A));

        then

         A24: v in (( dom f) /\ A) by RELAT_1: 61;

        then

         A25: v in A by XBOOLE_0:def 4;

        v in ( dom f) by A24, XBOOLE_0:def 4;

        then

        consider W be set such that

         A26: v in W and

         A27: W in ( rng F) by A2, TARSKI:def 4;

        consider k be Nat such that

         A28: k in ( dom F) and

         A29: W = (F . k) by A27, FINSEQ_2: 10;

        

         A30: k in ( Seg ( len F)) by A28, FINSEQ_1:def 3;

        then k in ( dom G) by A4, FINSEQ_1:def 3;

        then

         A31: (G . k) in ( rng G) by FUNCT_1: 3;

        (G . k) = ((F . k) /\ A) by A4, A9, A30;

        then v in (G . k) by A25, A26, A29, XBOOLE_0:def 4;

        hence thesis by A31, TARSKI:def 4;

      end;

      then ( dom (f | A)) c= ( union ( rng G));

      then

       A32: ( dom (f | A)) = ( union ( rng G)) by A23;

      

       A33: for n be Nat, x,y be Element of X st n in ( dom G) & x in (G . n) & y in (G . n) holds ((f | A) . x) = ((f | A) . y)

      proof

        let n be Nat;

        let x,y be Element of X;

        assume that

         A34: n in ( dom G) and

         A35: x in (G . n) and

         A36: y in (G . n);

        

         A37: (G . n) in ( rng G) by A34, FUNCT_1: 3;

        then

         A38: x in ( dom (f | A)) by A32, A35, TARSKI:def 4;

        

         A39: (G . n) = ((F . n) /\ A) by A4, A34;

        then

         A40: y in (F . n) by A36, XBOOLE_0:def 4;

        n in ( Seg ( len F)) by A4, A34, FINSEQ_1:def 3;

        then

         A41: n in ( dom F) by FINSEQ_1:def 3;

        x in (F . n) by A35, A39, XBOOLE_0:def 4;

        then (f . x) = (f . y) by A3, A40, A41;

        then

         A42: ((f | A) . x) = (f . y) by A38, FUNCT_1: 47;

        y in ( dom (f | A)) by A32, A36, A37, TARSKI:def 4;

        hence thesis by A42, FUNCT_1: 47;

      end;

      f is real-valued by A1, MESFUNC2:def 4;

      hence thesis by A32, A33, MESFUNC2:def 4;

    end;

    theorem :: MESFUNC5:35

    

     Th35: for X be non empty set, S be SigmaField of X, A be Element of S, F be Finite_Sep_Sequence of S, G be FinSequence st ( dom F) = ( dom G) & (for n be Nat st n in ( dom F) holds (G . n) = ((F . n) /\ A)) holds G is Finite_Sep_Sequence of S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let A be Element of S;

      let F be Finite_Sep_Sequence of S;

      let G be FinSequence;

      assume that

       A1: ( dom F) = ( dom G) and

       A2: for n be Nat st n in ( dom F) holds (G . n) = ((F . n) /\ A);

      ( rng G) c= S

      proof

        let v be object;

        assume v in ( rng G);

        then

        consider k be object such that

         A3: k in ( dom G) and

         A4: v = (G . k) by FUNCT_1:def 3;

        

         A5: (F . k) in ( rng F) by A1, A3, FUNCT_1: 3;

        (G . k) = ((F . k) /\ A) by A1, A2, A3;

        hence thesis by A4, A5, FINSUB_1:def 2;

      end;

      then

      reconsider G as FinSequence of S by FINSEQ_1:def 4;

      now

        let i,j be Nat;

        assume that

         A6: i in ( dom G) and

         A7: j in ( dom G) and

         A8: i <> j;

        

         A9: (F . i) misses (F . j) by A8, PROB_2:def 2;

        

         A10: (G . j) = ((F . j) /\ A) by A1, A2, A7;

        (G . i) = ((F . i) /\ A) by A1, A2, A6;

        hence (G . i) misses (G . j) by A10, A9, XBOOLE_1: 76;

      end;

      hence thesis by MESFUNC3: 4;

    end;

    theorem :: MESFUNC5:36

    

     Th36: for X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL , A be Element of S, F,G be Finite_Sep_Sequence of S, a be FinSequence of ExtREAL st ( dom F) = ( dom G) & (for n be Nat st n in ( dom F) holds (G . n) = ((F . n) /\ A)) & (F,a) are_Re-presentation_of f holds (G,a) are_Re-presentation_of (f | A)

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let f be PartFunc of X, ExtREAL ;

      let A be Element of S;

      let F,G be Finite_Sep_Sequence of S;

      let a be FinSequence of ExtREAL ;

      assume that

       A1: ( dom F) = ( dom G) and

       A2: for n be Nat st n in ( dom F) holds (G . n) = ((F . n) /\ A) and

       A3: (F,a) are_Re-presentation_of f;

      

       A4: ( dom G) = ( dom a) by A1, A3, MESFUNC3:def 1;

      now

        let v be object;

        assume v in ( union ( rng G));

        then

        consider C be set such that

         A5: v in C and

         A6: C in ( rng G) by TARSKI:def 4;

        consider k be object such that

         A7: k in ( dom G) and

         A8: C = (G . k) by A6, FUNCT_1:def 3;

        

         A9: (F . k) in ( rng F) by A1, A7, FUNCT_1: 3;

        

         A10: (G . k) = ((F . k) /\ A) by A1, A2, A7;

        then v in (F . k) by A5, A8, XBOOLE_0:def 4;

        then v in ( union ( rng F)) by A9, TARSKI:def 4;

        then

         A11: v in ( dom f) by A3, MESFUNC3:def 1;

        v in A by A5, A8, A10, XBOOLE_0:def 4;

        then v in (( dom f) /\ A) by A11, XBOOLE_0:def 4;

        hence v in ( dom (f | A)) by RELAT_1: 61;

      end;

      then

       A12: ( union ( rng G)) c= ( dom (f | A));

      

       A13: for k be Nat st k in ( dom G) holds for x be object st x in (G . k) holds ((f | A) . x) = (a . k)

      proof

        

         A14: for k be Nat st k in ( dom G) holds for x be set st x in (G . k) holds (f . x) = (a . k)

        proof

          let k be Nat;

          assume

           A15: k in ( dom G);

          let x be set;

          assume x in (G . k);

          then x in ((F . k) /\ A) by A1, A2, A15;

          then x in (F . k) by XBOOLE_0:def 4;

          hence thesis by A1, A3, A15, MESFUNC3:def 1;

        end;

        let k be Nat;

        assume

         A16: k in ( dom G);

        let x be object;

        assume

         A17: x in (G . k);

        (G . k) in ( rng G) by A16, FUNCT_1: 3;

        then x in ( union ( rng G)) by A17, TARSKI:def 4;

        then ((f | A) . x) = (f . x) by A12, FUNCT_1: 47;

        hence thesis by A16, A17, A14;

      end;

      now

        let v be object;

        assume v in ( dom (f | A));

        then

         A18: v in (( dom f) /\ A) by RELAT_1: 61;

        then v in ( dom f) by XBOOLE_0:def 4;

        then v in ( union ( rng F)) by A3, MESFUNC3:def 1;

        then

        consider C be set such that

         A19: v in C and

         A20: C in ( rng F) by TARSKI:def 4;

        consider k be Nat such that

         A21: k in ( dom F) and

         A22: C = (F . k) by A20, FINSEQ_2: 10;

        

         A23: (G . k) = ((F . k) /\ A) by A2, A21;

        

         A24: (G . k) in ( rng G) by A1, A21, FUNCT_1: 3;

        v in A by A18, XBOOLE_0:def 4;

        then v in ((F . k) /\ A) by A19, A22, XBOOLE_0:def 4;

        hence v in ( union ( rng G)) by A23, A24, TARSKI:def 4;

      end;

      then ( dom (f | A)) c= ( union ( rng G));

      then ( dom (f | A)) = ( union ( rng G)) by A12;

      hence thesis by A4, A13, MESFUNC3:def 1;

    end;

    theorem :: MESFUNC5:37

    

     Th37: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S holds ( dom f) is Element of S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      assume f is_simple_func_in S;

      then ex F be Finite_Sep_Sequence of S st ( dom f) = ( union ( rng F)) & for n be Nat, x,y be Element of X st n in ( dom F) & x in (F . n) & y in (F . n) holds (f . x) = (f . y) by MESFUNC2:def 4;

      hence thesis by MESFUNC2: 31;

    end;

    

     Lm2: for Y be set, p be FinSequence holds (for i be Nat st i in ( dom p) holds (p . i) in Y) implies p is FinSequence of Y

    proof

      let Y be set;

      let p be FinSequence;

      assume

       A1: for i be Nat st i in ( dom p) holds (p . i) in Y;

      let b be object;

      assume b in ( rng p);

      then ex i be Nat st i in ( dom p) & (p . i) = b by FINSEQ_2: 10;

      hence thesis by A1;

    end;

    

     Lm3: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & ( dom f) <> {} & g is_simple_func_in S & ( dom g) = ( dom f) holds (f + g) is_simple_func_in S & ( dom (f + g)) <> {}

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: f is_simple_func_in S and

       A2: ( dom f) <> {} and

       A3: g is_simple_func_in S and

       A4: ( dom g) = ( dom f);

      consider F be Finite_Sep_Sequence of S, a be FinSequence of ExtREAL such that

       A5: (F,a) are_Re-presentation_of f by A1, MESFUNC3: 12;

      set la = ( len F);

      

       A6: ( dom f) = ( union ( rng F)) by A5, MESFUNC3:def 1;

      consider G be Finite_Sep_Sequence of S, b be FinSequence of ExtREAL such that

       A7: (G,b) are_Re-presentation_of g by A3, MESFUNC3: 12;

      set lb = ( len G);

      deffunc FG1( Nat) = ((F . ((($1 -' 1) div lb) + 1)) /\ (G . ((($1 -' 1) mod lb) + 1)));

      consider FG be FinSequence such that

       A8: ( len FG) = (la * lb) and

       A9: for k be Nat st k in ( dom FG) holds (FG . k) = FG1(k) from FINSEQ_1:sch 2;

      

       A10: ( dom FG) = ( Seg (la * lb)) by A8, FINSEQ_1:def 3;

      now

        reconsider lb9 = lb as Nat;

        let k be Nat;

        set i = (((k -' 1) div lb) + 1);

        set j = (((k -' 1) mod lb) + 1);

        

         A11: lb9 divides (la * lb) by NAT_D:def 3;

        assume

         A12: k in ( dom FG);

        then

         A13: k in ( Seg (la * lb)) by A8, FINSEQ_1:def 3;

        then

         A14: k <= (la * lb) by FINSEQ_1: 1;

        then (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        then

         A15: ((k -' 1) div lb) <= (((la * lb) -' 1) div lb) by NAT_2: 24;

        1 <= k by A13, FINSEQ_1: 1;

        then

         A16: 1 <= (la * lb) by A14, XXREAL_0: 2;

        

         A17: lb <> 0 by A13;

        then ((k -' 1) mod lb) < lb by NAT_D: 1;

        then

         A18: j <= lb by NAT_1: 13;

        lb >= ( 0 + 1) by A17, NAT_1: 13;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A11, A16, NAT_2: 15;

        then (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by A15, XREAL_1: 19;

        then

         A19: i <= la by A17, NAT_D: 18;

        i >= ( 0 + 1) by XREAL_1: 6;

        then i in ( Seg la) by A19;

        then i in ( dom F) by FINSEQ_1:def 3;

        then

         A20: (F . i) in ( rng F) by FUNCT_1: 3;

        j >= ( 0 + 1) by XREAL_1: 6;

        then j in ( dom G) by A18, FINSEQ_3: 25;

        then

         A21: (G . j) in ( rng G) by FUNCT_1: 3;

        (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A9, A12;

        hence (FG . k) in S by A20, A21, MEASURE1: 34;

      end;

      then

      reconsider FG as FinSequence of S by Lm2;

      

       A22: for k,l be Nat st k in ( dom FG) & l in ( dom FG) & k <> l holds (FG . k) misses (FG . l)

      proof

        

         A23: lb divides (la * lb) by NAT_D:def 3;

        let k,l be Nat;

        assume that

         A24: k in ( dom FG) and

         A25: l in ( dom FG) and

         A26: k <> l;

        

         A27: k in ( Seg (la * lb)) by A8, A24, FINSEQ_1:def 3;

        then

         A28: 1 <= k by FINSEQ_1: 1;

        set m = (((l -' 1) mod lb) + 1);

        set n = (((l -' 1) div lb) + 1);

        set j = (((k -' 1) mod lb) + 1);

        set i = (((k -' 1) div lb) + 1);

        

         A29: (FG . k) = ((F . i) /\ (G . j)) by A9, A24;

        

         A30: k <= (la * lb) by A27, FINSEQ_1: 1;

        then

         A31: 1 <= (la * lb) by A28, XXREAL_0: 2;

        

         A32: lb <> 0 by A27;

        then lb >= ( 0 + 1) by NAT_1: 13;

        then

         A33: (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A23, A31, NAT_2: 15;

        

         A34: l in ( Seg (la * lb)) by A8, A25, FINSEQ_1:def 3;

        then

         A35: 1 <= l by FINSEQ_1: 1;

         A36:

        now

          ((l -' 1) + 1) = ((((n - 1) * lb) + (m - 1)) + 1) by A32, NAT_D: 2;

          then

           A37: ((l - 1) + 1) = (((n - 1) * lb) + m) by A35, XREAL_1: 233;

          assume that

           A38: i = n and

           A39: j = m;

          ((k -' 1) + 1) = ((((i - 1) * lb) + (j - 1)) + 1) by A32, NAT_D: 2;

          then ((k - 1) + 1) = (((i - 1) * lb) + j) by A28, XREAL_1: 233;

          hence contradiction by A26, A38, A39, A37;

        end;

        (k -' 1) <= ((la * lb) -' 1) by A30, NAT_D: 42;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A33, NAT_2: 24;

        then (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        then

         A40: i <= la by A32, NAT_D: 18;

        i >= ( 0 + 1) by XREAL_1: 6;

        then i in ( Seg la) by A40;

        then

         A41: i in ( dom F) by FINSEQ_1:def 3;

        

         A42: j >= ( 0 + 1) by XREAL_1: 6;

        ((k -' 1) mod lb) < lb by A32, NAT_D: 1;

        then j <= lb by NAT_1: 13;

        then

         A43: j in ( dom G) by A42, FINSEQ_3: 25;

        

         A44: m >= ( 0 + 1) by XREAL_1: 6;

        ((l -' 1) mod lb) < lb by A32, NAT_D: 1;

        then m <= lb by NAT_1: 13;

        then

         A45: m in ( dom G) by A44, FINSEQ_3: 25;

        

         A46: n >= ( 0 + 1) by XREAL_1: 6;

        l <= (la * lb) by A34, FINSEQ_1: 1;

        then (l -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        then ((l -' 1) div lb) <= (((la * lb) div lb) - 1) by A33, NAT_2: 24;

        then (((l -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        then n <= la by A32, NAT_D: 18;

        then n in ( Seg la) by A46;

        then

         A47: n in ( dom F) by FINSEQ_1:def 3;

        per cases by A36;

          suppose

           A48: i <> n;

          ((FG . k) /\ (FG . l)) = (((F . i) /\ (G . j)) /\ ((F . n) /\ (G . m))) by A9, A25, A29;

          then ((FG . k) /\ (FG . l)) = ((F . i) /\ ((G . j) /\ ((F . n) /\ (G . m)))) by XBOOLE_1: 16;

          then ((FG . k) /\ (FG . l)) = ((F . i) /\ ((F . n) /\ ((G . j) /\ (G . m)))) by XBOOLE_1: 16;

          then

           A49: ((FG . k) /\ (FG . l)) = (((F . i) /\ (F . n)) /\ ((G . j) /\ (G . m))) by XBOOLE_1: 16;

          (F . i) misses (F . n) by A41, A47, A48, MESFUNC3: 4;

          then ((FG . k) /\ (FG . l)) = ( {} /\ ((G . j) /\ (G . m))) by A49;

          hence thesis;

        end;

          suppose

           A50: j <> m;

          ((FG . k) /\ (FG . l)) = (((F . i) /\ (G . j)) /\ ((F . n) /\ (G . m))) by A9, A25, A29;

          then ((FG . k) /\ (FG . l)) = ((F . i) /\ ((G . j) /\ ((F . n) /\ (G . m)))) by XBOOLE_1: 16;

          then ((FG . k) /\ (FG . l)) = ((F . i) /\ ((F . n) /\ ((G . j) /\ (G . m)))) by XBOOLE_1: 16;

          then

           A51: ((FG . k) /\ (FG . l)) = (((F . i) /\ (F . n)) /\ ((G . j) /\ (G . m))) by XBOOLE_1: 16;

          (G . j) misses (G . m) by A43, A45, A50, MESFUNC3: 4;

          then ((FG . k) /\ (FG . l)) = (((F . i) /\ (F . n)) /\ {} ) by A51;

          hence thesis;

        end;

      end;

      

       A52: g is real-valued by A3, MESFUNC2:def 4;

      then

       A53: ( dom (f + g)) = (( dom f) /\ ( dom g)) by MESFUNC2: 2;

      reconsider FG as Finite_Sep_Sequence of S by A22, MESFUNC3: 4;

      

       A54: ( dom g) = ( union ( rng G)) by A7, MESFUNC3:def 1;

      

       A55: ( dom f) = ( union ( rng FG))

      proof

        now

          let z be object;

          assume

           A56: z in ( dom f);

          then

          consider Y be set such that

           A57: z in Y and

           A58: Y in ( rng F) by A6, TARSKI:def 4;

          consider i be Nat such that

           A59: i in ( dom F) and

           A60: Y = (F . i) by A58, FINSEQ_2: 10;

          

           A61: i in ( Seg ( len F)) by A59, FINSEQ_1:def 3;

          then 1 <= i by FINSEQ_1: 1;

          then

          consider i9 be Nat such that

           A62: i = (1 qua Complex + i9) by NAT_1: 10;

          consider Z be set such that

           A63: z in Z and

           A64: Z in ( rng G) by A4, A54, A56, TARSKI:def 4;

          consider j be Nat such that

           A65: j in ( dom G) and

           A66: Z = (G . j) by A64, FINSEQ_2: 10;

          

           A67: j in ( Seg ( len G)) by A65, FINSEQ_1:def 3;

          then

           A68: 1 <= j by FINSEQ_1: 1;

          then

          consider j9 be Nat such that

           A69: j = (1 qua Complex + j9) by NAT_1: 10;

          ((i9 * lb) + j) in NAT by ORDINAL1:def 12;

          then

          reconsider k = (((i - 1) * lb) + j) as Element of NAT by A62;

          i <= la by A61, FINSEQ_1: 1;

          then (i - 1) <= (la - 1) by XREAL_1: 9;

          then ((i - 1) * lb) <= ((la - 1) * lb) by XREAL_1: 64;

          then

           A70: k <= (((la - 1) * lb) + j) by XREAL_1: 6;

          

           A71: j <= lb by A67, FINSEQ_1: 1;

          then

           A72: j9 < lb by A69, NAT_1: 13;

          

           A73: k >= ( 0 + j) by A62, XREAL_1: 6;

          

          then

           A74: (k -' 1) = (k - 1) by A68, XREAL_1: 233, XXREAL_0: 2

          .= ((i9 * lb) + j9) by A62, A69;

          then

           A75: i = (((k -' 1) div lb) + 1) by A62, A72, NAT_D:def 1;

          (((la - 1) * lb) + j) <= (((la - 1) * lb) + lb) by A71, XREAL_1: 6;

          then

           A76: k <= (la * lb) by A70, XXREAL_0: 2;

          k >= 1 by A68, A73, XXREAL_0: 2;

          then

           A77: k in ( Seg (la * lb)) by A76;

          then k in ( dom FG) by A8, FINSEQ_1:def 3;

          then

           A78: (FG . k) in ( rng FG) by FUNCT_1:def 3;

          

           A79: j = (((k -' 1) mod lb) + 1) by A69, A74, A72, NAT_D:def 2;

          z in ((F . i) /\ (G . j)) by A57, A60, A63, A66, XBOOLE_0:def 4;

          then z in (FG . k) by A9, A10, A75, A79, A77;

          hence z in ( union ( rng FG)) by A78, TARSKI:def 4;

        end;

        hence ( dom f) c= ( union ( rng FG));

        reconsider lb9 = lb as Nat;

        let z be object;

        

         A80: lb9 divides (la * lb) by NAT_D:def 3;

        assume z in ( union ( rng FG));

        then

        consider Y be set such that

         A81: z in Y and

         A82: Y in ( rng FG) by TARSKI:def 4;

        consider k be Nat such that

         A83: k in ( dom FG) and

         A84: Y = (FG . k) by A82, FINSEQ_2: 10;

        

         A85: k in ( Seg ( len FG)) by A83, FINSEQ_1:def 3;

        then

         A86: k <= (la * lb) by A8, FINSEQ_1: 1;

        then

         A87: (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        set j = (((k -' 1) mod lb) + 1);

        set i = (((k -' 1) div lb) + 1);

        

         A88: i >= ( 0 + 1) by NAT_1: 13;

        1 <= k by A85, FINSEQ_1: 1;

        then

         A89: 1 <= (la * lb) by A86, XXREAL_0: 2;

        

         A90: lb <> 0 by A8, A85;

        then lb >= ( 0 + 1) by NAT_1: 13;

        then (((la * lb) -' 1) div lb9) = (((la * lb) div lb) - 1) by A80, A89, NAT_2: 15;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A87, NAT_2: 24;

        then

         A91: i <= ((la * lb) div lb) by XREAL_1: 19;

        ((la * lb) div lb) = la by A90, NAT_D: 18;

        then i in ( Seg la) by A91, A88;

        then i in ( dom F) by FINSEQ_1:def 3;

        then

         A92: (F . i) in ( rng F) by FUNCT_1:def 3;

        (FG . k) = ((F . i) /\ (G . j)) by A9, A83;

        then z in (F . i) by A81, A84, XBOOLE_0:def 4;

        hence thesis by A6, A92, TARSKI:def 4;

      end;

      

       A93: for k be Nat, x,y be Element of X st k in ( dom FG) & x in (FG . k) & y in (FG . k) holds ((f + g) . x) = ((f + g) . y)

      proof

        

         A94: lb divides (la * lb) by NAT_D:def 3;

        let k be Nat;

        let x,y be Element of X;

        assume that

         A95: k in ( dom FG) and

         A96: x in (FG . k) and

         A97: y in (FG . k);

        set j = (((k -' 1) mod lb) + 1);

        

         A98: (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A9, A95;

        then

         A99: y in (G . j) by A97, XBOOLE_0:def 4;

        set i = (((k -' 1) div lb) + 1);

        

         A100: i >= ( 0 + 1) by XREAL_1: 6;

        

         A101: k in ( Seg ( len FG)) by A95, FINSEQ_1:def 3;

        then

         A102: 1 <= k by FINSEQ_1: 1;

        

         A103: lb > 0 by A8, A101;

        then

         A104: lb >= ( 0 + 1) by NAT_1: 13;

        

         A105: k <= (la * lb) by A8, A101, FINSEQ_1: 1;

        then

         A106: (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        1 <= (la * lb) by A102, A105, XXREAL_0: 2;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A104, A94, NAT_2: 15;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A106, NAT_2: 24;

        then

         A107: (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        lb <> 0 by A8, A101;

        then i <= la by A107, NAT_D: 18;

        then i in ( Seg la) by A100;

        then

         A108: i in ( dom F) by FINSEQ_1:def 3;

        x in (F . i) by A96, A98, XBOOLE_0:def 4;

        then

         A109: (f . x) = (a . i) by A5, A108, MESFUNC3:def 1;

        

         A110: j >= ( 0 + 1) by XREAL_1: 6;

        ((k -' 1) mod lb) < lb by A103, NAT_D: 1;

        then j <= lb by NAT_1: 13;

        then j in ( Seg lb) by A110;

        then

         A111: j in ( dom G) by FINSEQ_1:def 3;

        y in (F . i) by A97, A98, XBOOLE_0:def 4;

        then

         A112: (f . y) = (a . i) by A5, A108, MESFUNC3:def 1;

        

         A113: (FG . k) in ( rng FG) by A95, FUNCT_1:def 3;

        then x in ( dom (f + g)) by A4, A55, A53, A96, TARSKI:def 4;

        then

         A114: ((f + g) . x) = ((f . x) + (g . x)) by MESFUNC1:def 3;

        x in (G . j) by A96, A98, XBOOLE_0:def 4;

        then ((f + g) . x) = ((a . i) + (b . j)) by A7, A109, A111, A114, MESFUNC3:def 1;

        then

         A115: ((f + g) . x) = ((f . y) + (g . y)) by A7, A99, A111, A112, MESFUNC3:def 1;

        y in ( dom (f + g)) by A4, A55, A53, A97, A113, TARSKI:def 4;

        hence thesis by A115, MESFUNC1:def 3;

      end;

      now

        let x be Element of X;

        assume

         A116: x in ( dom (f + g));

        then

         A117: |.(g . x).| < +infty by A4, A52, A53, MESFUNC2:def 1;

         |.((f + g) . x).| = |.((f . x) + (g . x)).| by A116, MESFUNC1:def 3;

        then

         A118: |.((f + g) . x).| <= ( |.(f . x).| + |.(g . x).|) by EXTREAL1: 24;

        f is real-valued by A1, MESFUNC2:def 4;

        then |.(f . x).| < +infty by A4, A53, A116, MESFUNC2:def 1;

        then ( |.(f . x).| + |.(g . x).|) <> +infty by A117, XXREAL_3: 16;

        hence |.((f + g) . x).| < +infty by A118, XXREAL_0: 2, XXREAL_0: 4;

      end;

      then (f + g) is real-valued by MESFUNC2:def 1;

      hence (f + g) is_simple_func_in S by A4, A55, A53, A93, MESFUNC2:def 4;

      thus thesis by A2, A4, A53;

    end;

    theorem :: MESFUNC5:38

    

     Th38: for X be non empty set, S be SigmaField of X, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & g is_simple_func_in S holds (f + g) is_simple_func_in S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: g is_simple_func_in S;

      per cases ;

        suppose

         A3: ( dom (f + g)) = {} ;

        reconsider EMPTY = {} as Element of S by PROB_1: 4;

        set F = <*EMPTY*>;

        

         A4: ( dom F) = ( Seg 1) by FINSEQ_1: 38;

         A5:

        now

          let i,j be Nat;

          assume that

           A6: i in ( dom F) and

           A7: j in ( dom F) and

           A8: i <> j;

          i = 1 by A4, A6, FINSEQ_1: 2, TARSKI:def 1;

          hence (F . i) misses (F . j) by A4, A7, A8, FINSEQ_1: 2, TARSKI:def 1;

        end;

        

         A9: for n be Nat st n in ( dom F) holds (F . n) = EMPTY

        proof

          let n be Nat;

          assume n in ( dom F);

          then n = 1 by A4, FINSEQ_1: 2, TARSKI:def 1;

          hence thesis by FINSEQ_1: 40;

        end;

        reconsider F as Finite_Sep_Sequence of S by A5, MESFUNC3: 4;

        ( union ( rng F)) = ( union ( bool {} )) by FINSEQ_1: 39, ZFMISC_1: 1;

        then

         A10: ( dom (f + g)) = ( union ( rng F)) by A3, ZFMISC_1: 81;

        for x be Element of X st x in ( dom (f + g)) holds |.((f + g) . x).| < +infty by A3;

        then

         A11: (f + g) is real-valued by MESFUNC2:def 1;

        for n be Nat holds for x,y be Element of X st n in ( dom F) & x in (F . n) & y in (F . n) holds ((f + g) . x) = ((f + g) . y) by A9;

        hence thesis by A11, A10, MESFUNC2:def 4;

      end;

        suppose

         A12: ( dom (f + g)) <> {} ;

        

         A13: ((f | ( dom (f + g))) " { +infty }) = (( dom (f + g)) /\ (f " { +infty })) by FUNCT_1: 70;

        g is without+infty by A2, Th14;

        then not +infty in ( rng g);

        then

         A14: (g " { +infty }) = {} by FUNCT_1: 72;

        

         A15: ((g | ( dom (f + g))) " { +infty }) = (( dom (f + g)) /\ (g " { +infty })) by FUNCT_1: 70;

        f is without+infty by A1, Th14;

        then not +infty in ( rng f);

        then

         A16: (f " { +infty }) = {} by FUNCT_1: 72;

        then

         A17: ((( dom f) /\ ( dom g)) \ (((f " { +infty }) /\ (g " { -infty })) \/ ((f " { -infty }) /\ (g " { +infty })))) = (( dom f) /\ ( dom g)) by A14;

        then

         A18: ( dom (f + g)) = (( dom f) /\ ( dom g)) by MESFUNC1:def 3;

        ( dom (f | ( dom (f + g)))) = (( dom f) /\ ( dom (f + g))) by RELAT_1: 61;

        then

         A19: ( dom (f | ( dom (f + g)))) = ((( dom f) /\ ( dom f)) /\ ( dom g)) by A18, XBOOLE_1: 16;

        then

         A20: ( dom (f | ( dom (f + g)))) = ( dom (f + g)) by A17, MESFUNC1:def 3;

        

         A21: ( dom g) is Element of S by A2, Th37;

        ( dom f) is Element of S by A1, Th37;

        then

         A22: ( dom (f + g)) in S by A18, A21, FINSUB_1:def 2;

        then

         A23: (g | ( dom (f + g))) is_simple_func_in S by A2, Th34;

        ( dom (g | ( dom (f + g)))) = (( dom g) /\ ( dom (f + g))) by RELAT_1: 61;

        then

         A24: ( dom (g | ( dom (f + g)))) = ((( dom g) /\ ( dom g)) /\ ( dom f)) by A18, XBOOLE_1: 16;

        then

         A25: ( dom (g | ( dom (f + g)))) = ( dom (f + g)) by A17, MESFUNC1:def 3;

        

         A26: ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g))))) = ((( dom (f | ( dom (f + g)))) /\ ( dom (g | ( dom (f + g))))) \ ((((f | ( dom (f + g))) " { +infty }) /\ ((g | ( dom (f + g))) " { -infty })) \/ (((f | ( dom (f + g))) " { -infty }) /\ ((g | ( dom (f + g))) " { +infty })))) by MESFUNC1:def 3

        .= ( dom (f + g)) by A16, A14, A17, A19, A24, A13, A15, MESFUNC1:def 3;

        

         A27: for x be Element of X st x in ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g))))) holds (((f | ( dom (f + g))) + (g | ( dom (f + g)))) . x) = ((f + g) . x)

        proof

          let x be Element of X;

          assume

           A28: x in ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g)))));

          

          then (((f | ( dom (f + g))) + (g | ( dom (f + g)))) . x) = (((f | ( dom (f + g))) . x) + ((g | ( dom (f + g))) . x)) by MESFUNC1:def 3

          .= ((f . x) + ((g | ( dom (f + g))) . x)) by A26, A28, FUNCT_1: 49

          .= ((f . x) + (g . x)) by A26, A28, FUNCT_1: 49;

          hence thesis by A26, A28, MESFUNC1:def 3;

        end;

        (f | ( dom (f + g))) is_simple_func_in S by A1, A22, Th34;

        then ((f | ( dom (f + g))) + (g | ( dom (f + g)))) is_simple_func_in S by A12, A23, A20, A25, Lm3;

        hence thesis by A26, A27, PARTFUN1: 5;

      end;

    end;

    theorem :: MESFUNC5:39

    

     Th39: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real st f is_simple_func_in S holds (c (#) f) is_simple_func_in S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let c be Real;

      set g = (c (#) f);

      assume

       A1: f is_simple_func_in S;

      then

      consider G be Finite_Sep_Sequence of S such that

       A2: ( dom f) = ( union ( rng G)) and

       A3: for n be Nat, x,y be Element of X st n in ( dom G) & x in (G . n) & y in (G . n) holds (f . x) = (f . y) by MESFUNC2:def 4;

      

       A4: f is real-valued by A1, MESFUNC2:def 4;

      now

        let x be Element of X;

        assume

         A5: x in ( dom g);

        (c * (f . x)) <> -infty by A4;

        then (g . x) <> -infty by A5, MESFUNC1:def 6;

        then -infty < (g . x) by XXREAL_0: 6;

        then

         A6: ( - +infty ) < (g . x) by XXREAL_3:def 3;

        (c * (f . x)) <> +infty by A4;

        then (g . x) <> +infty by A5, MESFUNC1:def 6;

        then (g . x) < +infty by XXREAL_0: 4;

        hence |.(g . x).| < +infty by A6, EXTREAL1: 22;

      end;

      then

       A7: g is real-valued by MESFUNC2:def 1;

      

       A8: ( dom g) = ( dom f) by MESFUNC1:def 6;

      now

        let n be Nat;

        let x,y be Element of X;

        assume that

         A9: n in ( dom G) and

         A10: x in (G . n) and

         A11: y in (G . n);

        

         A12: (G . n) in ( rng G) by A9, FUNCT_1: 3;

        then y in ( dom g) by A8, A2, A11, TARSKI:def 4;

        then

         A13: (g . y) = (c * (f . y)) by MESFUNC1:def 6;

        x in ( dom g) by A8, A2, A10, A12, TARSKI:def 4;

        then (g . x) = (c * (f . x)) by MESFUNC1:def 6;

        hence (g . x) = (g . y) by A3, A9, A10, A11, A13;

      end;

      hence thesis by A8, A7, A2, MESFUNC2:def 4;

    end;

    theorem :: MESFUNC5:40

    

     Th40: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & g is_simple_func_in S & (for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x)) holds (f - g) is nonnegative

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: f is_simple_func_in S and

       A2: g is_simple_func_in S and

       A3: for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x);

      g is without-infty by A2, Th14;

      then not -infty in ( rng g);

      then

       A4: (g " { -infty }) = {} by FUNCT_1: 72;

      f is without+infty by A1, Th14;

      then not +infty in ( rng f);

      then

       A5: (f " { +infty }) = {} by FUNCT_1: 72;

      then ((( dom f) /\ ( dom g)) \ (((f " { +infty }) /\ (g " { +infty })) \/ ((f " { -infty }) /\ (g " { -infty })))) = (( dom f) /\ ( dom g)) by A4;

      then

       A6: ( dom (f - g)) = (( dom f) /\ ( dom g)) by MESFUNC1:def 4;

      for x be set st x in (( dom f) /\ ( dom g)) holds (g . x) <= (f . x) & -infty < (g . x) & (f . x) < +infty

      proof

        let x be set;

        assume

         A7: x in (( dom f) /\ ( dom g));

        hence (g . x) <= (f . x) by A3, A6;

        x in ( dom g) by A7, XBOOLE_0:def 4;

        then not (g . x) in { -infty } by A4, FUNCT_1:def 7;

        then not (g . x) = -infty by TARSKI:def 1;

        hence -infty < (g . x) by XXREAL_0: 6;

        x in ( dom f) by A7, XBOOLE_0:def 4;

        then not (f . x) in { +infty } by A5, FUNCT_1:def 7;

        then not (f . x) = +infty by TARSKI:def 1;

        hence thesis by XXREAL_0: 4;

      end;

      hence thesis by Th21;

    end;

    theorem :: MESFUNC5:41

    

     Th41: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, c be R_eal st c <> +infty & c <> -infty holds ex f be PartFunc of X, ExtREAL st f is_simple_func_in S & ( dom f) = A & for x be object st x in A holds (f . x) = c

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let A be Element of S;

      let c be R_eal;

      assume that

       A1: c <> +infty and

       A2: c <> -infty ;

       -infty < c by A2, XXREAL_0: 6;

      then

       A3: ( - +infty ) < c by XXREAL_3:def 3;

      deffunc F( object) = c;

      defpred P[ object] means $1 in A;

      

       A4: for x be object st P[x] holds F(x) in ExtREAL ;

      consider f be PartFunc of X, ExtREAL such that

       A5: (for x be object holds x in ( dom f) iff x in X & P[x]) & for x be object st x in ( dom f) holds (f . x) = F(x) from PARTFUN1:sch 3( A4);

      c < +infty by A1, XXREAL_0: 4;

      then |.c.| < +infty by A3, EXTREAL1: 22;

      then for x be Element of X st x in ( dom f) holds |.(f . x).| < +infty by A5;

      then

       A6: f is real-valued by MESFUNC2:def 1;

      take f;

      

       A7: A c= ( dom f) by A5;

      set F = <*( dom f)*>;

      

       A8: ( dom f) c= A by A5;

      

       A9: ( rng F) = {( dom f)} by FINSEQ_1: 38;

      then

       A10: ( rng F) = {A} by A8, A7, XBOOLE_0:def 10;

      ( rng F) c= S

      proof

        let z be object;

        assume z in ( rng F);

        then z = A by A10, TARSKI:def 1;

        hence thesis;

      end;

      then

      reconsider F as FinSequence of S by FINSEQ_1:def 4;

      now

        let i,j be Nat;

        assume that

         A11: i in ( dom F) and

         A12: j in ( dom F) and

         A13: i <> j;

        

         A14: ( dom F) = ( Seg 1) by FINSEQ_1: 38;

        then i = 1 by A11, FINSEQ_1: 2, TARSKI:def 1;

        hence (F . i) misses (F . j) by A12, A13, A14, FINSEQ_1: 2, TARSKI:def 1;

      end;

      then

      reconsider F as Finite_Sep_Sequence of S by MESFUNC3: 4;

       A15:

      now

        let n be Nat;

        let x,y be Element of X;

        assume that

         A16: n in ( dom F) and

         A17: x in (F . n) and

         A18: y in (F . n);

        ( dom F) = ( Seg 1) by FINSEQ_1: 38;

        then

         A19: n = 1 by A16, FINSEQ_1: 2, TARSKI:def 1;

        then x in ( dom f) by A17, FINSEQ_1: 40;

        then

         A20: (f . x) = c by A5;

        y in ( dom f) by A18, A19, FINSEQ_1: 40;

        hence (f . x) = (f . y) by A5, A20;

      end;

      ( dom f) = ( union ( rng F)) by A9, ZFMISC_1: 25;

      hence f is_simple_func_in S by A6, A15, MESFUNC2:def 4;

      thus ( dom f) = A by A8, A7;

      thus thesis by A5;

    end;

    theorem :: MESFUNC5:42

    

     Th42: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , B,BF be Element of S st f is B -measurable & BF = (( dom f) /\ B) holds (f | B) is BF -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , B,BF be Element of S such that

       A1: f is B -measurable and

       A2: BF = (( dom f) /\ B);

      now

        let r be Real;

         A3:

        now

          let x be object;

          reconsider xx = x as set by TARSKI: 1;

          (x in ( dom (f | B)) & ex y be R_eal st y = ((f | B) . x) & y < r) iff x in (( dom f) /\ B) & ex y be R_eal st y = ((f | B) . x) & y < r by RELAT_1: 61;

          then

           A4: x in BF & x in ( less_dom ((f | B),r)) iff x in B & x in ( dom f) & ((f | B) . xx) < r by A2, MESFUNC1:def 11, XBOOLE_0:def 4;

          x in B & x in ( dom f) implies ((f . x) < r iff ((f | B) . x) < r) by FUNCT_1: 49;

          then x in (BF /\ ( less_dom ((f | B),r))) iff x in B & x in ( less_dom (f,r)) by A4, MESFUNC1:def 11, XBOOLE_0:def 4;

          hence x in (BF /\ ( less_dom ((f | B),r))) iff x in (B /\ ( less_dom (f,r))) by XBOOLE_0:def 4;

        end;

        then

         A5: (B /\ ( less_dom (f,r))) c= (BF /\ ( less_dom ((f | B),r)));

        (BF /\ ( less_dom ((f | B),r))) c= (B /\ ( less_dom (f,r))) by A3;

        then (BF /\ ( less_dom ((f | B),r))) = (B /\ ( less_dom (f,r))) by A5;

        hence (BF /\ ( less_dom ((f | B),r))) in S by A1, MESFUNC1:def 16;

      end;

      hence thesis by MESFUNC1:def 16;

    end;

    theorem :: MESFUNC5:43

    

     Th43: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, f,g be PartFunc of X, ExtREAL st A c= ( dom f) & f is A -measurable & g is A -measurable & f is without-infty & g is without-infty holds (( max+ (f + g)) + ( max- f)) is A -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: A c= ( dom f) and

       A2: f is A -measurable and

       A3: g is A -measurable and

       A4: f is without-infty and

       A5: g is without-infty;

      (f + g) is A -measurable by A2, A3, A4, A5, Th31;

      then

       A6: ( max+ (f + g)) is A -measurable by MESFUNC2: 25;

      

       A7: ( max- f) is nonnegative by Lm1;

      

       A8: ( max+ (f + g)) is nonnegative by Lm1;

      ( max- f) is A -measurable by A1, A2, MESFUNC2: 26;

      hence thesis by A6, A8, A7, Th31;

    end;

    theorem :: MESFUNC5:44

    

     Th44: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, f,g be PartFunc of X, ExtREAL st A c= (( dom f) /\ ( dom g)) & f is A -measurable & g is A -measurable & f is without-infty & g is without-infty holds (( max- (f + g)) + ( max+ f)) is A -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: A c= (( dom f) /\ ( dom g)) and

       A2: f is A -measurable and

       A3: g is A -measurable and

       A4: f is without-infty and

       A5: g is without-infty;

      

       A6: ( dom (f + g)) = (( dom f) /\ ( dom g)) by A4, A5, Th16;

      (f + g) is A -measurable by A2, A3, A4, A5, Th31;

      then

       A7: ( max- (f + g)) is A -measurable by A1, A6, MESFUNC2: 26;

      

       A8: ( max- (f + g)) is nonnegative by Lm1;

      

       A9: ( max+ f) is nonnegative by Lm1;

      ( max+ f) is A -measurable by A2, MESFUNC2: 25;

      hence thesis by A7, A8, A9, Th31;

    end;

    theorem :: MESFUNC5:45

    

     Th45: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be set st A in S holds 0 <= (M . A)

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let A be set;

      reconsider E = {} as Element of S by PROB_1: 4;

      assume A in S;

      then

      reconsider A as Element of S;

      (M . E) <= (M . A) by MEASURE1: 31, XBOOLE_1: 2;

      hence thesis by VALUED_0:def 19;

    end;

    

     Lm4: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , r be Real st ( dom f) in S & (for x be object st x in ( dom f) holds (f . x) = r) holds f is_simple_func_in S

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let r be Real;

      assume that

       A1: ( dom f) in S and

       A2: for x be object st x in ( dom f) holds (f . x) = r;

      reconsider Df = ( dom f) as Element of S by A1;

      set F = <*Df*>;

      

       A3: ( dom F) = ( Seg 1) by FINSEQ_1: 38;

       A4:

      now

        let i,j be Nat;

        assume that

         A5: i in ( dom F) and

         A6: j in ( dom F) and

         A7: i <> j;

        i = 1 by A3, A5, FINSEQ_1: 2, TARSKI:def 1;

        hence (F . i) misses (F . j) by A3, A6, A7, FINSEQ_1: 2, TARSKI:def 1;

      end;

      

       A8: for n be Nat st n in ( dom F) holds (F . n) = Df

      proof

        let n be Nat;

        assume n in ( dom F);

        then n = 1 by A3, FINSEQ_1: 2, TARSKI:def 1;

        hence thesis by FINSEQ_1: 40;

      end;

      reconsider F as Finite_Sep_Sequence of S by A4, MESFUNC3: 4;

       A9:

      now

        let n be Nat;

        let x,y be Element of X;

        assume that

         A10: n in ( dom F) and

         A11: x in (F . n) and

         A12: y in (F . n);

        

         A13: (F . n) = Df by A8, A10;

        then (f . x) = r by A2, A11;

        hence (f . x) = (f . y) by A2, A12, A13;

      end;

      F = <*(F . 1)*> by FINSEQ_1: 40;

      then

       A14: ( rng F) = {(F . 1)} by FINSEQ_1: 38;

      

       A15: r in REAL by XREAL_0:def 1;

      now

        let x be Element of X;

        assume x in ( dom f);

        then

         A16: (f . x) = r by A2;

        then -infty < (f . x) by XXREAL_0: 12, A15;

        then

         A17: ( - +infty ) < (f . x) by XXREAL_3:def 3;

        (f . x) < +infty by A16, XXREAL_0: 9, A15;

        hence |.(f . x).| < +infty by A17, EXTREAL1: 22;

      end;

      then

       A18: f is real-valued by MESFUNC2:def 1;

      1 in ( Seg 1);

      then (F . 1) = Df by A3, A8;

      then ( dom f) = ( union ( rng F)) by A14, ZFMISC_1: 25;

      hence thesis by A18, A9, MESFUNC2:def 4;

    end;

    theorem :: MESFUNC5:46

    

     Th46: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable) & (ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable) & (f " { +infty }) in S & (f " { -infty }) in S & (g " { +infty }) in S & (g " { -infty }) in S holds ( dom (f + g)) in S

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable and

       A2: ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable and

       A3: (f " { +infty }) in S and

       A4: (f " { -infty }) in S and

       A5: (g " { +infty }) in S and

       A6: (g " { -infty }) in S;

      

       A7: ((f " { +infty }) /\ (g " { -infty })) in S by A3, A6, MEASURE1: 34;

      ((f " { -infty }) /\ (g " { +infty })) in S by A4, A5, MEASURE1: 34;

      then (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty }))) in S by A7, MEASURE1: 34;

      then

       A8: (X \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) in S by MEASURE1: 34;

      consider E2 be Element of S such that

       A9: E2 = ( dom g) and g is E2 -measurable by A2;

      consider E1 be Element of S such that

       A10: E1 = ( dom f) and f is E1 -measurable by A1;

      

       A11: ((E1 /\ E2) /\ (X \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty }))))) = (((E1 /\ E2) /\ X) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by XBOOLE_1: 49

      .= ((E1 /\ E2) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by XBOOLE_1: 28;

      ( dom (f + g)) = ((E1 /\ E2) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by A10, A9, MESFUNC1:def 3;

      hence thesis by A8, A11, MEASURE1: 34;

    end;

    

     Lm5: for X be non empty set, S be SigmaField of X, A be Element of S, f be PartFunc of X, ExtREAL , r be Real holds (A /\ ( less_dom (f,r))) = ( less_dom ((f | A),r))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let A be Element of S;

      let f be PartFunc of X, ExtREAL ;

      let r be Real;

      now

        let v be object;

        assume

         A1: v in (A /\ ( less_dom (f,r)));

        then

         A2: v in ( less_dom (f,r)) by XBOOLE_0:def 4;

        

         A3: v in A by A1, XBOOLE_0:def 4;

        then

         A4: (f . v) = ((f | A) . v) by FUNCT_1: 49;

        v in ( dom f) by A2, MESFUNC1:def 11;

        then v in (A /\ ( dom f)) by A3, XBOOLE_0:def 4;

        then

         A5: v in ( dom (f | A)) by RELAT_1: 61;

        (f . v) < r by A2, MESFUNC1:def 11;

        hence v in ( less_dom ((f | A),r)) by A5, A4, MESFUNC1:def 11;

      end;

      hence (A /\ ( less_dom (f,r))) c= ( less_dom ((f | A),r));

      let v be object;

      reconsider vv = v as set by TARSKI: 1;

      assume

       A6: v in ( less_dom ((f | A),r));

      then

       A7: v in ( dom (f | A)) by MESFUNC1:def 11;

      then

       A8: v in (( dom f) /\ A) by RELAT_1: 61;

      then

       A9: v in ( dom f) by XBOOLE_0:def 4;

      ((f | A) . vv) < r by A6, MESFUNC1:def 11;

      then ex w be R_eal st w = (f . vv) & w < r by A7, FUNCT_1: 47;

      then

       A10: v in ( less_dom (f,r)) by A9, MESFUNC1:def 11;

      v in A by A8, XBOOLE_0:def 4;

      hence thesis by A10, XBOOLE_0:def 4;

    end;

    

     Lm6: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, f be PartFunc of X, ExtREAL holds (f | A) is A -measurable iff f is A -measurable

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let A be Element of S;

      let f be PartFunc of X, ExtREAL ;

      now

        assume

         A1: (f | A) is A -measurable;

        now

          let r be Real;

          (A /\ ( less_dom ((f | A),r))) in S by A1, MESFUNC1:def 16;

          then (A /\ (A /\ ( less_dom (f,r)))) in S by Lm5;

          then ((A /\ A) /\ ( less_dom (f,r))) in S by XBOOLE_1: 16;

          hence (A /\ ( less_dom (f,r))) in S;

        end;

        hence f is A -measurable by MESFUNC1:def 16;

      end;

      hence (f | A) is A -measurable implies f is A -measurable;

      assume

       A2: f is A -measurable;

      now

        let r be Real;

        ((A /\ A) /\ ( less_dom (f,r))) in S by A2, MESFUNC1:def 16;

        then (A /\ (A /\ ( less_dom (f,r)))) in S by XBOOLE_1: 16;

        hence (A /\ ( less_dom ((f | A),r))) in S by Lm5;

      end;

      hence thesis by MESFUNC1:def 16;

    end;

    

     Lm7: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable) & (ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable) & ( dom f) = ( dom g) holds ex DFPG be Element of S st DFPG = ( dom (f + g)) & (f + g) is DFPG -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable and

       A2: ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable and

       A3: ( dom f) = ( dom g);

      consider Gf be Element of S such that

       A4: Gf = ( dom g) and

       A5: g is Gf -measurable by A2;

      now

        let v be object;

        assume

         A6: v in (g " { -infty });

        then

         A7: v in ( dom g) by FUNCT_1:def 7;

        (g . v) in { -infty } by A6, FUNCT_1:def 7;

        then (g . v) = -infty by TARSKI:def 1;

        then v in ( eq_dom (g, -infty )) by A7, MESFUNC1:def 15;

        hence v in (Gf /\ ( eq_dom (g, -infty ))) by A4, A7, XBOOLE_0:def 4;

      end;

      then

       A8: (g " { -infty }) c= (Gf /\ ( eq_dom (g, -infty )));

      now

        let v be object;

        assume v in (Gf /\ ( eq_dom (g, -infty )));

        then

         A9: v in ( eq_dom (g, -infty )) by XBOOLE_0:def 4;

        then (g . v) = -infty by MESFUNC1:def 15;

        then

         A10: (g . v) in { -infty } by TARSKI:def 1;

        v in ( dom g) by A9, MESFUNC1:def 15;

        hence v in (g " { -infty }) by A10, FUNCT_1:def 7;

      end;

      then

       A11: (Gf /\ ( eq_dom (g, -infty ))) c= (g " { -infty });

      (Gf /\ ( eq_dom (g, -infty ))) in S by A5, MESFUNC1: 34;

      then

       A12: (g " { -infty }) in S by A8, A11, XBOOLE_0:def 10;

      now

        let v be object;

        assume

         A13: v in (g " { +infty });

        then

         A14: v in ( dom g) by FUNCT_1:def 7;

        (g . v) in { +infty } by A13, FUNCT_1:def 7;

        then (g . v) = +infty by TARSKI:def 1;

        then v in ( eq_dom (g, +infty )) by A14, MESFUNC1:def 15;

        hence v in (Gf /\ ( eq_dom (g, +infty ))) by A4, A14, XBOOLE_0:def 4;

      end;

      then

       A15: (g " { +infty }) c= (Gf /\ ( eq_dom (g, +infty )));

      now

        let v be object;

        assume v in (Gf /\ ( eq_dom (g, +infty )));

        then

         A16: v in ( eq_dom (g, +infty )) by XBOOLE_0:def 4;

        then (g . v) = +infty by MESFUNC1:def 15;

        then

         A17: (g . v) in { +infty } by TARSKI:def 1;

        v in ( dom g) by A16, MESFUNC1:def 15;

        hence v in (g " { +infty }) by A17, FUNCT_1:def 7;

      end;

      then

       A18: (Gf /\ ( eq_dom (g, +infty ))) c= (g " { +infty });

      

       A19: ((f " { +infty }) /\ (g " { -infty })) c= (g " { -infty }) by XBOOLE_1: 17;

      

       A20: ((f " { -infty }) /\ (g " { +infty })) c= (f " { -infty }) by XBOOLE_1: 17;

      

       A21: ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      (Gf /\ ( eq_dom (g, +infty ))) in S by A4, A5, MESFUNC1: 33;

      then

       A22: (g " { +infty }) in S by A15, A18, XBOOLE_0:def 10;

      then

      reconsider NG = ((g " { +infty }) \/ (g " { -infty })) as Element of S by A12, PROB_1: 3;

      consider E0 be Element of S such that

       A23: E0 = ( dom f) and

       A24: f is E0 -measurable by A1;

      

       A25: (E0 /\ ( eq_dom (f, +infty ))) in S by A23, A24, MESFUNC1: 33;

      now

        let v be object;

        assume v in (E0 /\ ( eq_dom (f, +infty )));

        then

         A26: v in ( eq_dom (f, +infty )) by XBOOLE_0:def 4;

        then (f . v) = +infty by MESFUNC1:def 15;

        then

         A27: (f . v) in { +infty } by TARSKI:def 1;

        v in ( dom f) by A26, MESFUNC1:def 15;

        hence v in (f " { +infty }) by A27, FUNCT_1:def 7;

      end;

      then

       A28: (E0 /\ ( eq_dom (f, +infty ))) c= (f " { +infty });

      now

        let v be object;

        assume

         A29: v in (f " { +infty });

        then

         A30: v in ( dom f) by FUNCT_1:def 7;

        (f . v) in { +infty } by A29, FUNCT_1:def 7;

        then (f . v) = +infty by TARSKI:def 1;

        then v in ( eq_dom (f, +infty )) by A30, MESFUNC1:def 15;

        hence v in (E0 /\ ( eq_dom (f, +infty ))) by A23, A30, XBOOLE_0:def 4;

      end;

      then (f " { +infty }) c= (E0 /\ ( eq_dom (f, +infty )));

      then

       A31: (f " { +infty }) = (E0 /\ ( eq_dom (f, +infty ))) by A28;

      now

        let v be object;

        assume v in (E0 /\ ( eq_dom (f, -infty )));

        then

         A32: v in ( eq_dom (f, -infty )) by XBOOLE_0:def 4;

        then (f . v) = -infty by MESFUNC1:def 15;

        then

         A33: (f . v) in { -infty } by TARSKI:def 1;

        v in ( dom f) by A32, MESFUNC1:def 15;

        hence v in (f " { -infty }) by A33, FUNCT_1:def 7;

      end;

      then

       A34: (E0 /\ ( eq_dom (f, -infty ))) c= (f " { -infty });

      now

        let v be object;

        assume

         A35: v in (f " { -infty });

        then

         A36: v in ( dom f) by FUNCT_1:def 7;

        (f . v) in { -infty } by A35, FUNCT_1:def 7;

        then (f . v) = -infty by TARSKI:def 1;

        then v in ( eq_dom (f, -infty )) by A36, MESFUNC1:def 15;

        hence v in (E0 /\ ( eq_dom (f, -infty ))) by A23, A36, XBOOLE_0:def 4;

      end;

      then

       A37: (f " { -infty }) c= (E0 /\ ( eq_dom (f, -infty )));

      then

       A38: (f " { -infty }) = (E0 /\ ( eq_dom (f, -infty ))) by A34;

      

       A39: (E0 /\ ( eq_dom (f, -infty ))) in S by A24, MESFUNC1: 34;

      then

       A40: (f " { -infty }) in S by A37, A34, XBOOLE_0:def 10;

      then

      reconsider NF = ((f " { +infty }) \/ (f " { -infty })) as Element of S by A25, A31, PROB_1: 3;

      reconsider NFG = (NF \/ NG) as Element of S;

      reconsider E = (E0 \ NFG) as Element of S;

      reconsider DFPG = ( dom (f + g)) as Element of S by A1, A2, A25, A31, A40, A22, A12, Th46;

      set g1 = (g | E);

      set f1 = (f | E);

      

       A41: (( dom f) /\ E) = E by A23, XBOOLE_1: 28, XBOOLE_1: 36;

      (g " { -infty }) c= NG by XBOOLE_1: 7;

      then

       A42: ((f " { +infty }) /\ (g " { -infty })) c= NG by A19;

      (f " { -infty }) c= NF by XBOOLE_1: 7;

      then ((f " { -infty }) /\ (g " { +infty })) c= NF by A20;

      then (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty }))) c= (NF \/ NG) by A42, XBOOLE_1: 13;

      then

       A43: E c= ( dom (f + g)) by A3, A23, A21, XBOOLE_1: 34;

      then

       A44: ((f + g) | E) = (f1 + g1) by Th29;

      

       A45: ( dom (f1 + g1)) = E by A43, Th29;

      

       A46: E = ( dom (f1 + g1)) by A43, Th29;

      

       A47: for r be Real holds (DFPG /\ ( less_dom ((f + g),r))) = (((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) \/ ((g " { -infty }) /\ (DFPG \ (f " { +infty }))))

      proof

        let r be Real;

        set SL = (DFPG /\ ( less_dom ((f + g),r)));

        set SR = (((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) \/ ((g " { -infty }) /\ (DFPG \ (f " { +infty }))));

         A48:

        now

          let x be object;

          reconsider xx = x as set by TARSKI: 1;

          assume x in SR;

          then

           A49: x in ((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) or x in ((g " { -infty }) /\ (DFPG \ (f " { +infty }))) by XBOOLE_0:def 3;

          per cases by A49, XBOOLE_0:def 3;

            suppose

             A50: x in (E /\ ( less_dom ((f1 + g1),r)));

            then

             A51: x in E by XBOOLE_0:def 4;

            x in ( less_dom ((f1 + g1),r)) by A50, XBOOLE_0:def 4;

            then ((f1 + g1) . xx) < r by MESFUNC1:def 11;

            then ((f + g) . xx) < r by A44, A45, A51, FUNCT_1: 47;

            then x in ( less_dom ((f + g),r)) by A43, A51, MESFUNC1:def 11;

            hence x in SL by A43, A51, XBOOLE_0:def 4;

          end;

            suppose

             A52: x in ((f " { -infty }) /\ (DFPG \ (g " { +infty }))) or x in ((g " { -infty }) /\ (DFPG \ (f " { +infty })));

            per cases by A52;

              suppose

               A53: x in ((f " { -infty }) /\ (DFPG \ (g " { +infty })));

              r in REAL by XREAL_0:def 1;

              then

               A54: -infty < r by XXREAL_0: 12;

              

               A55: x in (DFPG \ (g " { +infty })) by A53, XBOOLE_0:def 4;

              then

               A56: x in DFPG by XBOOLE_0:def 5;

              then x in ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

              then

               A57: x in (( dom f) /\ ( dom g)) by XBOOLE_0:def 5;

              then x in ( dom g) by XBOOLE_0:def 4;

              then x in (g " { +infty }) iff (g . x) in { +infty } by FUNCT_1:def 7;

              then

               A58: x in (g " { +infty }) iff (g . x) = +infty by TARSKI:def 1;

              x in ( dom f) by A57, XBOOLE_0:def 4;

              then x in (f " { -infty }) iff (f . x) in { -infty } by FUNCT_1:def 7;

              then x in (f " { -infty }) iff (f . x) = -infty by TARSKI:def 1;

              then ((f . xx) + (g . xx)) = -infty by A53, A55, A58, XBOOLE_0:def 4, XBOOLE_0:def 5, XXREAL_3:def 2;

              then ((f + g) . xx) < r by A56, A54, MESFUNC1:def 3;

              then x in ( less_dom ((f + g),r)) by A56, MESFUNC1:def 11;

              hence x in (DFPG /\ ( less_dom ((f + g),r))) by A56, XBOOLE_0:def 4;

            end;

              suppose

               A59: x in ((g " { -infty }) /\ (DFPG \ (f " { +infty })));

              r in REAL by XREAL_0:def 1;

              then

               A60: -infty < r by XXREAL_0: 12;

              

               A61: x in (DFPG \ (f " { +infty })) by A59, XBOOLE_0:def 4;

              then

               A62: x in DFPG by XBOOLE_0:def 5;

              

               A63: x in DFPG by A61, XBOOLE_0:def 5;

              then x in ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

              then

               A64: x in (( dom f) /\ ( dom g)) by XBOOLE_0:def 5;

              then x in ( dom g) by XBOOLE_0:def 4;

              then x in (g " { -infty }) iff (g . x) in { -infty } by FUNCT_1:def 7;

              then

               A65: x in (g " { -infty }) iff (g . x) = -infty by TARSKI:def 1;

              x in ( dom f) by A64, XBOOLE_0:def 4;

              then x in (f " { +infty }) iff (f . x) in { +infty } by FUNCT_1:def 7;

              then x in (f " { +infty }) iff (f . x) = +infty by TARSKI:def 1;

              then ((f . xx) + (g . xx)) = -infty by A59, A61, A65, XBOOLE_0:def 4, XBOOLE_0:def 5, XXREAL_3:def 2;

              then ((f + g) . xx) < r by A62, A60, MESFUNC1:def 3;

              then x in ( less_dom ((f + g),r)) by A62, MESFUNC1:def 11;

              hence x in (DFPG /\ ( less_dom ((f + g),r))) by A63, XBOOLE_0:def 4;

            end;

          end;

        end;

        now

          let x be object;

          reconsider xx = x as set by TARSKI: 1;

          assume

           A66: x in SL;

          then

           A67: x in DFPG by XBOOLE_0:def 4;

          then

           A68: x in ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

          then

           A69: not x in (((f " { +infty }) /\ (g " { -infty })) \/ ((f " { -infty }) /\ (g " { +infty }))) by XBOOLE_0:def 5;

          then

           A70: not x in ((f " { +infty }) /\ (g " { -infty })) by XBOOLE_0:def 3;

          x in ( less_dom ((f + g),r)) by A66, XBOOLE_0:def 4;

          then

           A71: ((f + g) . xx) < r by MESFUNC1:def 11;

          then

           A72: ((f . xx) + (g . xx)) < r by A67, MESFUNC1:def 3;

          

           A73: not x in ((f " { -infty }) /\ (g " { +infty })) by A69, XBOOLE_0:def 3;

          

           A74: x in (( dom f) /\ ( dom g)) by A68, XBOOLE_0:def 5;

          then

           A75: x in ( dom f) by XBOOLE_0:def 4;

          then

           A76: x in (f " { -infty }) iff (f . x) in { -infty } by FUNCT_1:def 7;

          

           A77: x in (f " { +infty }) iff (f . x) in { +infty } by A75, FUNCT_1:def 7;

          then

           A78: x in (f " { +infty }) iff (f . x) = +infty by TARSKI:def 1;

          

           A79: x in ( dom g) by A74, XBOOLE_0:def 4;

          then

           A80: x in (g " { -infty }) iff (g . x) in { -infty } by FUNCT_1:def 7;

          

           A81: x in (g " { +infty }) iff (g . x) in { +infty } by A79, FUNCT_1:def 7;

          then

           A82: x in (g " { +infty }) iff (g . x) = +infty by TARSKI:def 1;

          per cases ;

            suppose

             A83: (f . x) = -infty ;

            then x in (DFPG \ (g " { +infty })) by A67, A76, A81, A73, TARSKI:def 1, XBOOLE_0:def 4, XBOOLE_0:def 5;

            then x in ((f " { -infty }) /\ (DFPG \ (g " { +infty }))) by A76, A83, TARSKI:def 1, XBOOLE_0:def 4;

            then x in ((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) by XBOOLE_0:def 3;

            hence x in SR by XBOOLE_0:def 3;

          end;

            suppose

             A84: (f . x) <> -infty ;

            per cases ;

              suppose

               A85: (g . x) = -infty ;

              then x in (DFPG \ (f " { +infty })) by A67, A77, A80, A70, TARSKI:def 1, XBOOLE_0:def 4, XBOOLE_0:def 5;

              then x in ((g " { -infty }) /\ (DFPG \ (f " { +infty }))) by A80, A85, TARSKI:def 1, XBOOLE_0:def 4;

              hence x in SR by XBOOLE_0:def 3;

            end;

              suppose

               A86: (g . x) <> -infty ;

              then not x in ((f " { -infty }) \/ (f " { +infty })) by A76, A78, A72, A84, TARSKI:def 1, XBOOLE_0:def 3, XXREAL_3: 52;

              then not x in (((f " { -infty }) \/ (f " { +infty })) \/ (g " { -infty })) by A80, A86, TARSKI:def 1, XBOOLE_0:def 3;

              then not x in ((((f " { -infty }) \/ (f " { +infty })) \/ (g " { -infty })) \/ (g " { +infty })) by A82, A72, A84, XBOOLE_0:def 3, XXREAL_3: 52;

              then not x in NFG by XBOOLE_1: 4;

              then

               A87: x in E by A23, A75, XBOOLE_0:def 5;

              then ((f1 + g1) . x) = ((f + g) . x) by A44, A45, FUNCT_1: 47;

              then x in ( less_dom ((f1 + g1),r)) by A46, A71, A87, MESFUNC1:def 11;

              then x in (E /\ ( less_dom ((f1 + g1),r))) by A87, XBOOLE_0:def 4;

              then x in ((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) by XBOOLE_0:def 3;

              hence x in SR by XBOOLE_0:def 3;

            end;

          end;

        end;

        hence thesis by A48, TARSKI: 2;

      end;

       A88:

      now

        let x be set;

        for x be object st x in ( dom f) holds (f . x) in ExtREAL by XXREAL_0:def 1;

        then

        reconsider ff = f as Function of ( dom f), ExtREAL by FUNCT_2: 3;

        assume

         A89: x in ( dom f1);

        then

         A90: x in (( dom f) /\ E) by RELAT_1: 61;

        then

         A91: x in ( dom f) by XBOOLE_0:def 4;

        x in E by A90, XBOOLE_0:def 4;

        then

         A92: not x in NFG by XBOOLE_0:def 5;

         A93:

        now

          assume (f1 . x) = -infty ;

          then (f . x) = -infty by A89, FUNCT_1: 47;

          then (ff . x) in { -infty } by TARSKI:def 1;

          then

           A94: x in (ff " { -infty }) by A91, FUNCT_2: 38;

          (f " { -infty }) c= NF by XBOOLE_1: 7;

          hence contradiction by A92, A94, XBOOLE_0:def 3;

        end;

        now

          assume (f1 . x) = +infty ;

          then (f . x) = +infty by A89, FUNCT_1: 47;

          then (f . x) in { +infty } by TARSKI:def 1;

          then

           A95: x in (ff " { +infty }) by A91, FUNCT_2: 38;

          (f " { +infty }) c= NF by XBOOLE_1: 7;

          hence contradiction by A92, A95, XBOOLE_0:def 3;

        end;

        hence -infty < (f1 . x) & (f1 . x) < +infty by A93, XXREAL_0: 4, XXREAL_0: 6;

      end;

      now

        let x be Element of X;

        

         A96: ( - +infty ) = -infty by XXREAL_3:def 3;

        assume

         A97: x in ( dom f1);

        then

         A98: (f1 . x) < +infty by A88;

         -infty < (f1 . x) by A88, A97;

        hence |.(f1 . x).| < +infty by A98, A96, EXTREAL1: 22;

      end;

      then

       A99: f1 is real-valued by MESFUNC2:def 1;

       A100:

      now

        let x be set;

        for x be object st x in ( dom g) holds (g . x) in ExtREAL by XXREAL_0:def 1;

        then

        reconsider gg = g as Function of ( dom g), ExtREAL by FUNCT_2: 3;

        assume

         A101: x in ( dom g1);

        then

         A102: x in (( dom g) /\ E) by RELAT_1: 61;

        then

         A103: x in ( dom g) by XBOOLE_0:def 4;

        x in E by A102, XBOOLE_0:def 4;

        then

         A104: not x in NFG by XBOOLE_0:def 5;

         A105:

        now

          assume (g1 . x) = -infty ;

          then (g . x) = -infty by A101, FUNCT_1: 47;

          then (gg . x) in { -infty } by TARSKI:def 1;

          then

           A106: x in (gg " { -infty }) by A103, FUNCT_2: 38;

          (g " { -infty }) c= NG by XBOOLE_1: 7;

          hence contradiction by A104, A106, XBOOLE_0:def 3;

        end;

        now

          assume (g1 . x) = +infty ;

          then (g . x) = +infty by A101, FUNCT_1: 47;

          then (gg . x) in { +infty } by TARSKI:def 1;

          then

           A107: x in (gg " { +infty }) by A103, FUNCT_2: 38;

          (g " { +infty }) c= NG by XBOOLE_1: 7;

          hence contradiction by A104, A107, XBOOLE_0:def 3;

        end;

        hence -infty < (g1 . x) & (g1 . x) < +infty by A105, XXREAL_0: 4, XXREAL_0: 6;

      end;

      now

        let x be Element of X;

        

         A108: ( - +infty ) = -infty by XXREAL_3:def 3;

        assume

         A109: x in ( dom g1);

        then

         A110: (g1 . x) < +infty by A100;

         -infty < (g1 . x) by A100, A109;

        hence |.(g1 . x).| < +infty by A110, A108, EXTREAL1: 22;

      end;

      then

       A111: g1 is real-valued by MESFUNC2:def 1;

      f is E -measurable by A1, A23, MESFUNC1: 30, XBOOLE_1: 36;

      then

       A112: f1 is E -measurable by A41, Th42;

      

       A113: (( dom g) /\ E) = E by A3, A23, XBOOLE_1: 28, XBOOLE_1: 36;

      g is E -measurable by A2, A3, A23, MESFUNC1: 30, XBOOLE_1: 36;

      then g1 is E -measurable by A113, Th42;

      then

       A114: (f1 + g1) is E -measurable by A112, A99, A111, MESFUNC2: 7;

      now

        let r be Real;

        

         A115: (E /\ ( less_dom ((f1 + g1),r))) in S by A114, MESFUNC1:def 16;

        (DFPG \ (f " { +infty })) in S by A25, A31, PROB_1: 6;

        then

         A116: ((g " { -infty }) /\ (DFPG \ (f " { +infty }))) in S by A12, FINSUB_1:def 2;

        (DFPG \ (g " { +infty })) in S by A22, PROB_1: 6;

        then ((f " { -infty }) /\ (DFPG \ (g " { +infty }))) in S by A39, A38, FINSUB_1:def 2;

        then (((f " { -infty }) /\ (DFPG \ (g " { +infty }))) \/ ((g " { -infty }) /\ (DFPG \ (f " { +infty })))) in S by A116, PROB_1: 3;

        then

         A117: ((E /\ ( less_dom ((f1 + g1),r))) \/ (((f " { -infty }) /\ (DFPG \ (g " { +infty }))) \/ ((g " { -infty }) /\ (DFPG \ (f " { +infty }))))) in S by A115, PROB_1: 3;

        (DFPG /\ ( less_dom ((f + g),r))) = (((E /\ ( less_dom ((f1 + g1),r))) \/ ((f " { -infty }) /\ (DFPG \ (g " { +infty })))) \/ ((g " { -infty }) /\ (DFPG \ (f " { +infty })))) by A47;

        hence (DFPG /\ ( less_dom ((f + g),r))) in S by A117, XBOOLE_1: 4;

      end;

      then (f + g) is DFPG -measurable by MESFUNC1:def 16;

      hence thesis;

    end;

    theorem :: MESFUNC5:47

    

     Th47: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable) & (ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable) holds ex E be Element of S st E = ( dom (f + g)) & (f + g) is E -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable and

       A2: ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable;

      consider E1 be Element of S such that

       A3: E1 = ( dom f) and

       A4: f is E1 -measurable by A1;

      consider E2 be Element of S such that

       A5: E2 = ( dom g) and

       A6: g is E2 -measurable by A2;

      set E3 = (E1 /\ E2);

      set g1 = (g | E3);

      

       A7: (g1 " { -infty }) = (E3 /\ (g " { -infty })) by FUNCT_1: 70;

      set f1 = (f | E3);

      ( dom f1) = (( dom f) /\ E3) by RELAT_1: 61;

      then

       A8: ( dom f1) = E3 by A3, XBOOLE_1: 17, XBOOLE_1: 28;

      g is E3 -measurable by A6, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A9: g1 is E3 -measurable by Lm6;

      

       A10: (g1 " { +infty }) = (E3 /\ (g " { +infty })) by FUNCT_1: 70;

      ( dom g1) = (( dom g) /\ E3) by RELAT_1: 61;

      then

       A11: ( dom g1) = E3 by A5, XBOOLE_1: 17, XBOOLE_1: 28;

      (f1 " { +infty }) = (E3 /\ (f " { +infty })) by FUNCT_1: 70;

      

      then

       A12: ((f1 " { +infty }) /\ (g1 " { -infty })) = ((f " { +infty }) /\ (E3 /\ (E3 /\ (g " { -infty })))) by A7, XBOOLE_1: 16

      .= ((f " { +infty }) /\ ((E3 /\ E3) /\ (g " { -infty }))) by XBOOLE_1: 16

      .= (((f " { +infty }) /\ (g " { -infty })) /\ E3) by XBOOLE_1: 16;

      

       A13: ( dom (f1 + g1)) = ((( dom f1) /\ ( dom g1)) \ (((f1 " { -infty }) /\ (g1 " { +infty })) \/ ((f1 " { +infty }) /\ (g1 " { -infty })))) by MESFUNC1:def 3;

      f is E3 -measurable by A4, MESFUNC1: 30, XBOOLE_1: 17;

      then f1 is E3 -measurable by Lm6;

      then

      consider E be Element of S such that

       A14: E = ( dom (f1 + g1)) and

       A15: (f1 + g1) is E -measurable by A9, A8, A11, Lm7;

      take E;

      

       A16: ( dom ((f + g) | E)) = (( dom (f + g)) /\ E) by RELAT_1: 61;

      (f1 " { -infty }) = (E3 /\ (f " { -infty })) by FUNCT_1: 70;

      

      then ((f1 " { -infty }) /\ (g1 " { +infty })) = ((f " { -infty }) /\ (E3 /\ (E3 /\ (g " { +infty })))) by A10, XBOOLE_1: 16

      .= ((f " { -infty }) /\ ((E3 /\ E3) /\ (g " { +infty }))) by XBOOLE_1: 16

      .= (((f " { -infty }) /\ (g " { +infty })) /\ E3) by XBOOLE_1: 16;

      then

       A17: (((f1 " { -infty }) /\ (g1 " { +infty })) \/ ((f1 " { +infty }) /\ (g1 " { -infty }))) = (E3 /\ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by A12, XBOOLE_1: 23;

      

       A18: ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      then

       A19: ( dom (f + g)) = E by A3, A5, A8, A11, A14, A13, A17, XBOOLE_1: 47;

      now

        let v be Element of X;

        assume

         A20: v in ( dom ((f + g) | E));

        then

         A21: v in (( dom (f + g)) /\ E) by RELAT_1: 61;

        then

         A22: v in ( dom (f + g)) by XBOOLE_0:def 4;

        

         A23: (((f + g) | E) . v) = ((f + g) . v) by A20, FUNCT_1: 47

        .= ((f . v) + (g . v)) by A22, MESFUNC1:def 3;

        

         A24: v in E by A21, XBOOLE_0:def 4;

        

         A25: E c= E3 by A8, A11, A14, A13, XBOOLE_1: 36;

        ((f1 + g1) . v) = ((f1 . v) + (g1 . v)) by A14, A19, A16, A20, MESFUNC1:def 3

        .= ((f . v) + (g1 . v)) by A8, A24, A25, FUNCT_1: 47;

        hence (((f + g) | E) . v) = ((f1 + g1) . v) by A11, A24, A25, A23, FUNCT_1: 47;

      end;

      then ((f + g) | E) = (f1 + g1) by A14, A19, A16, PARTFUN1: 5;

      hence thesis by A3, A5, A8, A11, A14, A15, A13, A17, A18, Lm6, XBOOLE_1: 47;

    end;

    theorem :: MESFUNC5:48

    

     Th48: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st ( dom f) = A holds f is B -measurable iff f is (A /\ B) -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S such that

       A1: ( dom f) = A;

       A2:

      now

        let r be Real;

         A3:

        now

          let x be object;

          x in (A /\ ( less_dom (f,r))) iff x in A & x in ( less_dom (f,r)) by XBOOLE_0:def 4;

          hence x in (A /\ ( less_dom (f,r))) iff x in ( less_dom (f,r)) by A1, MESFUNC1:def 11;

        end;

        then

         A4: ( less_dom (f,r)) c= (A /\ ( less_dom (f,r)));

        (A /\ ( less_dom (f,r))) c= ( less_dom (f,r)) by A3;

        hence (A /\ ( less_dom (f,r))) = ( less_dom (f,r)) by A4;

      end;

      hereby

        assume

         A5: f is B -measurable;

        now

          let r be Real;

          ((A /\ B) /\ ( less_dom (f,r))) = (B /\ (A /\ ( less_dom (f,r)))) by XBOOLE_1: 16

          .= (B /\ ( less_dom (f,r))) by A2;

          hence ((A /\ B) /\ ( less_dom (f,r))) in S by A5, MESFUNC1:def 16;

        end;

        hence f is (A /\ B) -measurable by MESFUNC1:def 16;

      end;

      assume

       A6: f is (A /\ B) -measurable;

      now

        let r be Real;

        ((A /\ B) /\ ( less_dom (f,r))) = (B /\ (A /\ ( less_dom (f,r)))) by XBOOLE_1: 16

        .= (B /\ ( less_dom (f,r))) by A2;

        hence (B /\ ( less_dom (f,r))) in S by A6, MESFUNC1:def 16;

      end;

      hence thesis by MESFUNC1:def 16;

    end;

    theorem :: MESFUNC5:49

    

     Th49: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st ( dom f) = A) holds for c be Real, B be Element of S st f is B -measurable holds (c (#) f) is B -measurable

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      assume ex A be Element of S st A = ( dom f);

      then

      consider A be Element of S such that

       A1: A = ( dom f);

      let c be Real, B be Element of S;

      assume f is B -measurable;

      then f is (A /\ B) -measurable by A1, Th48;

      then

       A2: (c (#) f) is (A /\ B) -measurable by A1, MESFUNC1: 37, XBOOLE_1: 17;

      ( dom (c (#) f)) = A by A1, MESFUNC1:def 6;

      hence thesis by A2, Th48;

    end;

    begin

    definition

      mode ExtREAL_sequence is sequence of ExtREAL ;

    end

    definition

      let seq be ExtREAL_sequence;

      :: MESFUNC5:def8

      attr seq is convergent_to_finite_number means ex g be Real st for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g) qua ExtReal.| < p;

    end

    definition

      let seq be ExtREAL_sequence;

      :: MESFUNC5:def9

      attr seq is convergent_to_+infty means for g be Real st 0 < g holds ex n be Nat st for m be Nat st n <= m holds g <= (seq . m);

    end

    definition

      let seq be ExtREAL_sequence;

      :: MESFUNC5:def10

      attr seq is convergent_to_-infty means for g be Real st g < 0 holds ex n be Nat st for m be Nat st n <= m holds (seq . m) <= g;

    end

    theorem :: MESFUNC5:50

    

     Th50: for seq be ExtREAL_sequence st seq is convergent_to_+infty holds not seq is convergent_to_-infty & not seq is convergent_to_finite_number

    proof

      let seq be ExtREAL_sequence;

      assume

       A1: seq is convergent_to_+infty;

      hereby

        assume seq is convergent_to_-infty;

        then

        consider n1 be Nat such that

         A2: for m be Nat st n1 <= m holds (seq . m) <= ( - 1);

        consider n2 be Nat such that

         A3: for m be Nat st n2 <= m holds 1 <= (seq . m) by A1;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

        (seq . m) <= ( - 1) by A2, XXREAL_0: 25;

        hence contradiction by A3, XXREAL_0: 25;

      end;

      assume seq is convergent_to_finite_number;

      then

      consider g be Real such that

       A4: for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g).| < p;

      reconsider g1 = g as R_eal by XXREAL_0:def 1;

      per cases ;

        suppose

         A5: g > 0 ;

        then

        consider n1 be Nat such that

         A6: for m be Nat st n1 <= m holds |.((seq . m) - g).| < g by A4;

         A7:

        now

          let m be Nat;

          assume n1 <= m;

          then |.((seq . m) - g) qua ExtReal.| < g by A6;

          then ((seq . m) - g1) < g by EXTREAL1: 21;

          then (seq . m) < (g + g) by XXREAL_3: 54;

          hence (seq . m) < (2 * g);

        end;

        consider n2 be Nat such that

         A8: for m be Nat st n2 <= m holds (2 * g) <= (seq . m) by A1, A5;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

        (seq . m) < (2 * g) by A7, XXREAL_0: 25;

        hence contradiction by A8, XXREAL_0: 25;

      end;

        suppose

         A9: g = 0 ;

        consider n1 be Nat such that

         A10: for m be Nat st n1 <= m holds |.((seq . m) - g).| < 1 by A4;

        consider n2 be Nat such that

         A11: for m be Nat st n2 <= m holds 1 <= (seq . m) by A1;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        reconsider jj = 1 as R_eal by XXREAL_0:def 1;

        set m = ( max (n1,n2));

         |.((seq . m) - g1).| < jj by A10, XXREAL_0: 25;

        then ((seq . m) - g1) < jj by EXTREAL1: 21;

        then (seq . m) < (1 + g) by XXREAL_3: 54;

        then (seq . m) < 1 by A9;

        hence contradiction by A11, XXREAL_0: 25;

      end;

        suppose

         A12: g < 0 ;

        consider n1 be Nat such that

         A13: for m be Nat st n1 <= m holds |.((seq . m) - g).| < ( - g1) by A4, A12;

         A14:

        now

          let m be Element of NAT ;

          assume n1 <= m;

          then |.((seq . m) - g1).| < ( - g1) by A13;

          then ((seq . m) - g1) < ( - g1) by EXTREAL1: 21;

          then (seq . m) < (g - g1) by XXREAL_3: 54;

          hence (seq . m) < 0 by XXREAL_3: 7;

        end;

        consider n2 be Nat such that

         A15: for m be Nat st n2 <= m holds 1 <= (seq . m) by A1;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

        (seq . m) < 0 by A14, XXREAL_0: 25;

        hence contradiction by A15, XXREAL_0: 25;

      end;

    end;

    theorem :: MESFUNC5:51

    

     Th51: for seq be ExtREAL_sequence st seq is convergent_to_-infty holds not seq is convergent_to_+infty & not seq is convergent_to_finite_number

    proof

      let seq be ExtREAL_sequence;

      assume

       A1: seq is convergent_to_-infty;

      hereby

        assume seq is convergent_to_+infty;

        then

        consider n1 be Nat such that

         A2: for m be Nat st n1 <= m holds 1 <= (seq . m);

        consider n2 be Nat such that

         A3: for m be Nat st n2 <= m holds (seq . m) <= ( - 1) by A1;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

        (seq . m) <= ( - 1) by A3, XXREAL_0: 25;

        hence contradiction by A2, XXREAL_0: 25;

      end;

      assume seq is convergent_to_finite_number;

      then

      consider g be Real such that

       A4: for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g).| < p;

      reconsider g1 = g as R_eal by XXREAL_0:def 1;

      per cases ;

        suppose

         A5: g > 0 ;

        then

        consider n1 be Nat such that

         A6: for m be Nat st n1 <= m holds |.((seq . m) - g).| < g by A4;

         A7:

        now

          let m be Element of NAT ;

          assume n1 <= m;

          then |.((seq . m) - g1).| < g by A6;

          then ( - g1) < ((seq . m) - g) by EXTREAL1: 21;

          then (( - g) + g) < (seq . m) by XXREAL_3: 53;

          hence 0 < (seq . m);

        end;

        consider n2 be Nat such that

         A8: for m be Nat st n2 <= m holds (seq . m) <= ( - g1) by A1, A5;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

         0 < (seq . m) by A7, XXREAL_0: 25;

        hence contradiction by A5, A8, XXREAL_0: 25;

      end;

        suppose

         A9: g = 0 ;

        consider n1 be Nat such that

         A10: for m be Nat st n1 <= m holds |.((seq . m) - g).| < 1 by A4;

        consider n2 be Nat such that

         A11: for m be Nat st n2 <= m holds (seq . m) <= ( - 1) by A1;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        reconsider jj = 1 as R_eal by XXREAL_0:def 1;

        set m = ( max (n1,n2));

         |.((seq . m) - g1).| < 1 by A10, XXREAL_0: 25;

        then ( - jj) < ((seq . m) - g1) by EXTREAL1: 21;

        then (( - 1) + g) < (seq . m) by XXREAL_3: 53;

        then ( - 1) < (seq . m) by A9;

        then ( - 1) < (seq . m);

        hence contradiction by A11, XXREAL_0: 25;

      end;

        suppose

         A12: g < 0 ;

        then

        consider n1 be Nat such that

         A13: for m be Nat st n1 <= m holds |.((seq . m) - g).| < ( - g1) by A4;

         A14:

        now

          let m be Element of NAT ;

          assume n1 <= m;

          then |.((seq . m) - g1).| < ( - g1) by A13;

          then ( - ( - g1)) < ((seq . m) - g) by EXTREAL1: 21;

          then (g1 + g) < (seq . m) by XXREAL_3: 53;

          then (g + g) < (seq . m);

          hence (2 * g) < (seq . m);

        end;

        consider n2 be Nat such that

         A15: for m be Nat st n2 <= m holds (seq . m) <= (2 * g) by A1, A12;

        reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

        set m = ( max (n1,n2));

        (seq . m) <= (2 * g) by A15, XXREAL_0: 25;

        hence contradiction by A14, XXREAL_0: 25;

      end;

    end;

    definition

      let seq be ExtREAL_sequence;

      :: MESFUNC5:def11

      attr seq is convergent means seq is convergent_to_finite_number or seq is convergent_to_+infty or seq is convergent_to_-infty;

    end

    definition

      let seq be ExtREAL_sequence;

      assume

       A1: seq is convergent;

      :: MESFUNC5:def12

      func lim seq -> R_eal means

      : Def12: (ex g be Real st it = g & (for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - it ).| < p) & seq is convergent_to_finite_number) or it = +infty & seq is convergent_to_+infty or it = -infty & seq is convergent_to_-infty;

      existence

      proof

        per cases by A1;

          suppose

           A2: seq is convergent_to_finite_number;

          then

          consider g be Real such that

           A3: for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g).| < p;

          reconsider g as R_eal by XXREAL_0:def 1;

          take g;

          thus thesis by A2, A3;

        end;

          suppose seq is convergent_to_+infty or seq is convergent_to_-infty;

          hence thesis;

        end;

      end;

      uniqueness

      proof

        defpred P[ R_eal] means (ex g be Real st $1 = g & (for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - $1).| < p) & seq is convergent_to_finite_number) or ($1 = +infty & seq is convergent_to_+infty) or ($1 = -infty & seq is convergent_to_-infty);

        given g1,g2 be R_eal such that

         A4: P[g1] and

         A5: P[g2] and

         A6: g1 <> g2;

        per cases by A1;

          suppose

           A7: seq is convergent_to_finite_number;

          then

          consider g be Real such that

           A8: g1 = g and

           A9: for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g1).| < p and seq is convergent_to_finite_number by A4, Th50, Th51;

          consider h be Real such that

           A10: g2 = h and

           A11: for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - g2).| < p and seq is convergent_to_finite_number by A5, A7, Th50, Th51;

          reconsider g, h as Complex;

          (g - h) <> 0 by A6, A8, A10;

          then

           A12: |.(g - h).| > 0 ;

          then

          consider n1 be Nat such that

           A13: for m be Nat st n1 <= m holds |.((seq . m) - g1).| < ( |.(g - h).| / 2) by A9;

          consider n2 be Nat such that

           A14: for m be Nat st n2 <= m holds |.((seq . m) - g2).| < ( |.(g - h).| / 2) by A11, A12;

          reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

          set m = ( max (n1,n2));

          

           A15: |.((seq . m) - g1).| < ( |.(g - h).| / 2) by A13, XXREAL_0: 25;

          

           A16: |.((seq . m) - g2).| < ( |.(g - h).| / 2) by A14, XXREAL_0: 25;

          reconsider g, h as Complex;

          

           A17: ((seq . m) - g2) < ( |.(g - h).| / 2) by A16, EXTREAL1: 21;

          

           A18: ( - ( |.(g - h).| / 2) qua ExtReal) < ((seq . m) - g2) by A16, EXTREAL1: 21;

          then

          reconsider w = ((seq . m) - g2) as Element of REAL by A17, XXREAL_0: 48;

          

           A19: ((seq . m) - g2) in REAL by A18, A17, XXREAL_0: 48;

          then

           A20: (seq . m) <> +infty by A10;

          

           A21: (( - (seq . m)) + g1) = ( - ((seq . m) - g1)) by XXREAL_3: 26;

          then

           A22: |.(( - (seq . m)) + g1).| < ( |.(g - h).| / 2) by A15, EXTREAL1: 29;

          then

           A23: (( - (seq . m)) + g1) < ( |.(g - h).| / 2) by EXTREAL1: 21;

          ( - ( |.(g - h).| / 2) qua ExtReal) < (( - (seq . m)) + g1) by A22, EXTREAL1: 21;

          then

           A24: (( - (seq . m)) + g1) in REAL by A23, XXREAL_0: 48;

          

           A25: (seq . m) <> -infty by A10, A19;

           |.(g1 - g2).| = |.((g1 + 0. ) - g2).| by XXREAL_3: 4

          .= |.((g1 + ((seq . m) + ( - (seq . m)))) - g2).| by XXREAL_3: 7

          .= |.(((( - (seq . m)) + g1) + (seq . m)) - g2).| by A8, A20, A25, XXREAL_3: 29

          .= |.((( - (seq . m)) + g1) + ((seq . m) - g2)).| by A10, A24, XXREAL_3: 30;

          then |.(g1 - g2).| <= ( |.(( - (seq . m)) + g1).| + |.((seq . m) - g2).|) by EXTREAL1: 24;

          then

           A26: |.(g1 - g2).| <= ( |.((seq . m) - g1).| + |.((seq . m) - g2).|) by A21, EXTREAL1: 29;

           |.w.| in REAL by XREAL_0:def 1;

          then |.((seq . m) - g2).| in REAL ;

          then

           A27: ( |.((seq . m) - g1).| + |.((seq . m) - g2).|) < (( |.(g - h).| / 2) qua ExtReal + |.((seq . m) - g2).|) by A15, XXREAL_3: 43;

          ( |.(g - h).| / 2) in REAL by XREAL_0:def 1;

          then ( |.(g - h).| / 2) in REAL ;

          then (( |.(g - h).| / 2) qua ExtReal + |.((seq . m) - g2).|) < (( |.(g - h).| / 2) qua ExtReal + ( |.(g - h).| / 2)) by A16, XXREAL_3: 43;

          then

           A28: ( |.((seq . m) - g1).| + |.((seq . m) - g2).|) < (( |.(g - h).| / 2) qua ExtReal + ( |.(g - h).| / 2)) by A27, XXREAL_0: 2;

          (g - h) = (g1 - g2) by A8, A10, SUPINF_2: 3;

          then |.(g - h).| = |.(g1 - g2).| by EXTREAL1: 12;

          then |.(g - h).| < (( |.(g - h).| / 2) + ( |.(g - h).| / 2)) by A28, A26;

          hence contradiction;

        end;

          suppose seq is convergent_to_+infty or seq is convergent_to_-infty;

          hence contradiction by A4, A5, A6, Th50, Th51;

        end;

      end;

    end

    theorem :: MESFUNC5:52

    

     Th52: for seq be ExtREAL_sequence, r be Real st (for n be Nat holds (seq . n) = r) holds seq is convergent_to_finite_number & ( lim seq) = r

    proof

      let seq be ExtREAL_sequence;

      let r be Real;

      assume

       A1: for n be Nat holds (seq . n) = r;

       A2:

      now

        reconsider n = 1 as Nat;

        let p be Real;

        assume

         A3: 0 < p;

        take n;

        let m be Nat such that n <= m;

        (seq . m) = r by A1;

        then ((seq . m) - r) = 0 by XXREAL_3: 7;

        then |.((seq . m) - r).| = 0 by EXTREAL1: 16;

        hence |.((seq . m) - r).| < p by A3;

      end;

      hence

       A4: seq is convergent_to_finite_number;

      then

       A5: seq is convergent;

      reconsider r as R_eal by XXREAL_0:def 1;

      (ex g be Real st r = g & (for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((seq . m) - r).| < p) & seq is convergent_to_finite_number) by A2, A4;

      hence thesis by Def12, A5;

    end;

    theorem :: MESFUNC5:53

    

     Th53: for F be FinSequence of ExtREAL st (for n be Nat st n in ( dom F) holds 0 <= (F . n)) holds 0 <= ( Sum F)

    proof

      let F be FinSequence of ExtREAL ;

      consider sumf be sequence of ExtREAL such that

       A1: ( Sum F) = (sumf . ( len F)) and

       A2: (sumf . 0 ) = 0 and

       A3: for n be Nat st n < ( len F) holds (sumf . (n + 1)) = ((sumf . n) + (F . (n + 1))) by EXTREAL1:def 2;

      defpred P[ Nat] means $1 <= ( len F) implies 0 <= (sumf . $1);

      assume

       A4: for n be Nat st n in ( dom F) holds 0 <= (F . n);

      

       A5: for n be Nat st P[n] holds P[(n + 1)]

      proof

        let n be Nat;

        assume

         A6: P[n];

        assume

         A7: (n + 1) <= ( len F);

        reconsider n as Element of NAT by ORDINAL1:def 12;

        1 <= (n + 1) by NAT_1: 11;

        then (n + 1) in ( Seg ( len F)) by A7;

        then (n + 1) in ( dom F) by FINSEQ_1:def 3;

        then

         A8: 0 <= (F . (n + 1)) by A4;

        n < ( len F) by A7, NAT_1: 13;

        then (sumf . (n + 1)) = ((sumf . n) + (F . (n + 1))) by A3;

        hence thesis by A6, A7, A8, NAT_1: 13;

      end;

      

       A9: P[ 0 ] by A2;

      for n be Nat holds P[n] from NAT_1:sch 2( A9, A5);

      hence thesis by A1;

    end;

    theorem :: MESFUNC5:54

    

     Th54: for L be ExtREAL_sequence st (for n,m be Nat st n <= m holds (L . n) <= (L . m)) holds L is convergent & ( lim L) = ( sup ( rng L))

    proof

      let L be ExtREAL_sequence;

      assume

       A1: for n,m be Nat st n <= m holds (L . n) <= (L . m);

       A2:

      now

        let n be Nat;

        reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

        ( dom L) = NAT by FUNCT_2:def 1;

        then

         A3: (L . n1) in ( rng L) by FUNCT_1:def 3;

        ( sup ( rng L)) is UpperBound of ( rng L) by XXREAL_2:def 3;

        hence (L . n) <= ( sup ( rng L)) by A3, XXREAL_2:def 1;

      end;

      per cases ;

        suppose

         A4: not ex k0 be Nat st -infty < (L . k0);

        now

          let x be ExtReal;

          assume x in ( rng L);

          then ex n be object st n in ( dom L) & x = (L . n) by FUNCT_1:def 3;

          hence x <= -infty by A4;

        end;

        then

         A5: -infty is UpperBound of ( rng L) by XXREAL_2:def 1;

        for y be UpperBound of ( rng L) holds -infty <= y by XXREAL_0: 5;

        then

         A6: -infty = ( sup ( rng L)) by A5, XXREAL_2:def 3;

        now

          reconsider N0 = 0 as Nat;

          let K be Real such that K < 0 ;

          take N0;

          let n be Nat such that N0 <= n;

          (L . n) = -infty by A4, XXREAL_0: 6;

          hence (L . n) <= K by XXREAL_0: 5;

        end;

        then

         A7: L is convergent_to_-infty;

        then L is convergent;

        hence thesis by A7, A6, Def12;

      end;

        suppose ex k0 be Nat st -infty < (L . k0);

        then

        consider k0 be Nat such that

         A8: -infty < (L . k0);

        reconsider k0 as Element of NAT by ORDINAL1:def 12;

        per cases ;

          suppose ex K be Real st for n be Nat holds (L . n) < K;

          then

          consider K be Real such that

           A9: for n be Nat holds (L . n) < K;

          now

            let x be ExtReal;

            assume x in ( rng L);

            then ex z be object st z in ( dom L) & x = (L . z) by FUNCT_1:def 3;

            hence x <= K by A9;

          end;

          then K is UpperBound of ( rng L) by XXREAL_2:def 1;

          then

           A10: ( sup ( rng L)) <= K by XXREAL_2:def 3;

          K in REAL by XREAL_0:def 1;

          then

           A11: ( sup ( rng L)) <> +infty by A10, XXREAL_0: 9;

          

           A12: ( sup ( rng L)) <> -infty by A2, A8;

          then

          reconsider h = ( sup ( rng L)) as Element of REAL by A11, XXREAL_0: 14;

          

           A13: for p be Real st 0 < p holds ex N0 be Nat st for m be Nat st N0 <= m holds |.((L . m) - ( sup ( rng L))).| < p

          proof

            let p be Real;

            assume

             A14: 0 < p;

            reconsider e = p as R_eal by XXREAL_0:def 1;

            ( sup ( rng L)) in REAL by A12, A11, XXREAL_0: 14;

            then

            consider y be ExtReal such that

             A15: y in ( rng L) and

             A16: (( sup ( rng L)) - e) < y by A14, MEASURE6: 6;

            consider x be object such that

             A17: x in ( dom L) and

             A18: y = (L . x) by A15, FUNCT_1:def 3;

            reconsider N1 = x as Element of NAT by A17;

            set N0 = ( max (N1,k0));

            take N0;

            hereby

              let n be Nat;

              

               A19: N1 <= N0 by XXREAL_0: 25;

              assume N0 <= n;

              then N1 <= n by A19, XXREAL_0: 2;

              then (L . N1) <= (L . n) by A1;

              then (( sup ( rng L)) - e) < (L . n) by A16, A18, XXREAL_0: 2;

              then ( sup ( rng L)) < ((L . n) + e) by XXREAL_3: 54;

              then (( sup ( rng L)) - (L . n)) < e by XXREAL_3: 55;

              then ( - e) < ( - (( sup ( rng L)) - (L . n))) by XXREAL_3: 38;

              then

               A20: ( - e) < ((L . n) - ( sup ( rng L))) by XXREAL_3: 26;

              

               A21: (L . n) <= ( sup ( rng L)) by A2;

               A22:

              now

                assume

                 A23: ( sup ( rng L)) = (( sup ( rng L)) + e);

                ((e + ( sup ( rng L))) + ( - ( sup ( rng L)))) = (e + (( sup ( rng L)) + ( - ( sup ( rng L))))) by A12, A11, XXREAL_3: 29

                .= (e + 0 ) by XXREAL_3: 7

                .= e by XXREAL_3: 4;

                hence contradiction by A14, A23, XXREAL_3: 7;

              end;

              (( sup ( rng L)) + 0 qua ExtReal) <= (( sup ( rng L)) + e) by A14, XXREAL_3: 36;

              then ( sup ( rng L)) <= (( sup ( rng L)) + e) by XXREAL_3: 4;

              then ( sup ( rng L)) < (( sup ( rng L)) + e) by A22, XXREAL_0: 1;

              then (L . n) < (( sup ( rng L)) + e) by A21, XXREAL_0: 2;

              then ((L . n) - ( sup ( rng L))) < e by XXREAL_3: 55;

              hence |.((L . n) - ( sup ( rng L))).| < p by A20, EXTREAL1: 22;

            end;

          end;

          

           A24: h = ( sup ( rng L));

          then

           A25: L is convergent_to_finite_number by A13;

          hence L is convergent;

          hence thesis by A13, A24, A25, Def12;

        end;

          suppose

           A26: not (ex K be Real st 0 < K & for n be Nat holds (L . n) < K);

          now

            let K be Real;

            assume 0 < K;

            then

            consider N0 be Nat such that

             A27: K <= (L . N0) by A26;

            now

              let n be Nat;

              assume N0 <= n;

              then (L . N0) <= (L . n) by A1;

              hence K <= (L . n) by A27, XXREAL_0: 2;

            end;

            hence ex N0 be Nat st for n be Nat st N0 <= n holds K <= (L . n);

          end;

          then

           A28: L is convergent_to_+infty;

          hence

           A29: L is convergent;

          now

            assume

             A30: ( sup ( rng L)) <> +infty ;

            (L . k0) <= ( sup ( rng L)) by A2;

            then

            reconsider h = ( sup ( rng L)) as Element of REAL by A8, A30, XXREAL_0: 14;

            set K = ( max ( 0 ,h));

             0 <= K by XXREAL_0: 25;

            then

            consider N0 be Nat such that

             A31: (K + 1) <= (L . N0) by A26;

            (h + 0 ) < (K + 1) by XREAL_1: 8, XXREAL_0: 25;

            then ( sup ( rng L)) < (L . N0) by A31, XXREAL_0: 2;

            hence contradiction by A2;

          end;

          hence thesis by A28, A29, Def12;

        end;

      end;

    end;

    theorem :: MESFUNC5:55

    

     Th55: for L,G be ExtREAL_sequence st (for n be Nat holds (L . n) <= (G . n)) holds ( sup ( rng L)) <= ( sup ( rng G))

    proof

      let L,G be ExtREAL_sequence;

      assume

       A1: for n be Nat holds (L . n) <= (G . n);

       A2:

      now

        let n be Element of NAT ;

        ( dom G) = NAT by FUNCT_2:def 1;

        then

         A3: (G . n) in ( rng G) by FUNCT_1:def 3;

        

         A4: (L . n) <= (G . n) by A1;

        ( sup ( rng G)) is UpperBound of ( rng G) by XXREAL_2:def 3;

        then (G . n) <= ( sup ( rng G)) by A3, XXREAL_2:def 1;

        hence (L . n) <= ( sup ( rng G)) by A4, XXREAL_0: 2;

      end;

      now

        let x be ExtReal;

        assume x in ( rng L);

        then ex z be object st z in ( dom L) & x = (L . z) by FUNCT_1:def 3;

        hence x <= ( sup ( rng G)) by A2;

      end;

      then ( sup ( rng G)) is UpperBound of ( rng L) by XXREAL_2:def 1;

      hence thesis by XXREAL_2:def 3;

    end;

    theorem :: MESFUNC5:56

    

     Th56: for L be ExtREAL_sequence holds for n be Nat holds (L . n) <= ( sup ( rng L))

    proof

      let L be ExtREAL_sequence;

      let n be Nat;

      reconsider n as Element of NAT by ORDINAL1:def 12;

      ( dom L) = NAT by FUNCT_2:def 1;

      then

       A1: (L . n) in ( rng L) by FUNCT_1:def 3;

      ( sup ( rng L)) is UpperBound of ( rng L) by XXREAL_2:def 3;

      hence thesis by A1, XXREAL_2:def 1;

    end;

    theorem :: MESFUNC5:57

    

     Th57: for L be ExtREAL_sequence, K be R_eal st (for n be Nat holds (L . n) <= K) holds ( sup ( rng L)) <= K

    proof

      let L be ExtREAL_sequence, K be R_eal;

      assume

       A1: for n be Nat holds (L . n) <= K;

      now

        let x be ExtReal;

        assume x in ( rng L);

        then ex z be object st z in ( dom L) & x = (L . z) by FUNCT_1:def 3;

        hence x <= K by A1;

      end;

      then K is UpperBound of ( rng L) by XXREAL_2:def 1;

      hence thesis by XXREAL_2:def 3;

    end;

    theorem :: MESFUNC5:58

    for L be ExtREAL_sequence, K be R_eal st K <> +infty & (for n be Nat holds (L . n) <= K) holds ( sup ( rng L)) < +infty

    proof

      let L be ExtREAL_sequence, K be R_eal;

      assume that

       A1: K <> +infty and

       A2: for n be Nat holds (L . n) <= K;

      now

        let x be ExtReal;

        assume x in ( rng L);

        then ex z be object st z in ( dom L) & x = (L . z) by FUNCT_1:def 3;

        hence x <= K by A2;

      end;

      then K is UpperBound of ( rng L) by XXREAL_2:def 1;

      then ( sup ( rng L)) <= K by XXREAL_2:def 3;

      hence thesis by A1, XXREAL_0: 2, XXREAL_0: 4;

    end;

    theorem :: MESFUNC5:59

    

     Th59: for L be ExtREAL_sequence st L is without-infty holds ( sup ( rng L)) <> +infty iff ex K be Real st 0 < K & for n be Nat holds (L . n) <= K

    proof

      let L be ExtREAL_sequence;

      assume L is without-infty;

      then

       A1: -infty < (L . 1);

      

       A2: ( dom L) = NAT by FUNCT_2:def 1;

      then

       A3: (L . 1) <= ( sup ( rng L)) by FUNCT_1: 3, XXREAL_2: 4;

       A4:

      now

        assume ( sup ( rng L)) <> +infty ;

        then not ( sup ( rng L)) in { -infty , +infty } by A1, A3, TARSKI:def 2;

        then ( sup ( rng L)) in REAL by XBOOLE_0:def 3, XXREAL_0:def 4;

        then

        reconsider S = ( sup ( rng L)) as Real;

        take K = ( max (S,1));

        thus 0 < K by XXREAL_0: 25;

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        then

         A5: (L . n) <= ( sup ( rng L)) by A2, FUNCT_1: 3, XXREAL_2: 4;

        S <= K by XXREAL_0: 25;

        hence (L . n) <= K by A5, XXREAL_0: 2;

      end;

      now

        given K be Real such that 0 < K and

         A6: for n be Nat holds (L . n) <= K;

        now

          let w be ExtReal;

          assume w in ( rng L);

          then ex v be object st v in ( dom L) & w = (L . v) by FUNCT_1:def 3;

          hence w <= K by A6;

        end;

        then K is UpperBound of ( rng L) by XXREAL_2:def 1;

        then

         A7: ( sup ( rng L)) <= K by XXREAL_2:def 3;

        K in REAL by XREAL_0:def 1;

        hence ( sup ( rng L)) <> +infty by A7, XXREAL_0: 9;

      end;

      hence thesis by A4;

    end;

    theorem :: MESFUNC5:60

    

     Th60: for L be ExtREAL_sequence, c be ExtReal st (for n be Nat holds (L . n) = c) holds L is convergent & ( lim L) = c & ( lim L) = ( sup ( rng L))

    proof

      let L be ExtREAL_sequence;

      let c be ExtReal;

      reconsider cc = c as R_eal by XXREAL_0:def 1;

      

       A1: ( dom L) = NAT by FUNCT_2:def 1;

      c in ExtREAL by XXREAL_0:def 1;

      then

       A2: c in REAL or c in { -infty , +infty } by XBOOLE_0:def 3, XXREAL_0:def 4;

      assume

       A3: for n be Nat holds (L . n) = c;

      then

       A4: (L . 1) = c;

      now

        let v be ExtReal;

        assume v in ( rng L);

        then ex n be object st n in ( dom L) & v = (L . n) by FUNCT_1:def 3;

        hence v <= c by A3;

      end;

      then

       A5: c is UpperBound of ( rng L) by XXREAL_2:def 1;

      per cases by A2, TARSKI:def 2;

        suppose c in REAL ;

        then

        reconsider rc = c as Real;

         A6:

        now

          reconsider n = 0 as Nat;

          let p be Real;

          assume

           A7: 0 < p;

          take n;

          let m be Nat such that n <= m;

          ((L . m) - rc) = ((L . m) - (L . m)) by A3;

          then ((L . m) - rc) = 0 by XXREAL_3: 7;

          hence |.((L . m) - rc).| < p by A7, EXTREAL1: 16;

        end;

        then

         A8: L is convergent_to_finite_number;

        hence L is convergent;

        then ( lim L) = cc by A6, A8, Def12;

        hence ( lim L) = c;

        hence thesis by A5, A1, A4, FUNCT_1: 3, XXREAL_2: 55;

      end;

        suppose

         A9: c = -infty ;

        for p be Real st p < 0 holds ex n be Nat st for m be Nat st n <= m holds (L . m) <= p

        proof

          let p be Real such that p < 0 ;

          take 0 ;

          

           A10: p in REAL by XREAL_0:def 1;

          now

            let m be Nat such that 0 <= m;

            (L . m) = -infty by A3, A9;

            hence (L . m) < p by A10, XXREAL_0: 12;

          end;

          hence thesis;

        end;

        then

         A11: L is convergent_to_-infty;

        hence L is convergent;

        hence ( lim L) = c by A9, A11, Def12;

        hence thesis by A5, A1, A4, FUNCT_1: 3, XXREAL_2: 55;

      end;

        suppose

         A12: c = +infty ;

        for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds p <= (L . m)

        proof

          let p be Real such that 0 < p;

          take 0 ;

          

           A13: p in REAL by XREAL_0:def 1;

          now

            let m be Nat such that 0 <= m;

            (L . m) = +infty by A3, A12;

            hence p < (L . m) by A13, XXREAL_0: 9;

          end;

          hence thesis;

        end;

        then

         A14: L is convergent_to_+infty;

        hence L is convergent;

        hence ( lim L) = c by A12, A14, Def12;

        hence thesis by A5, A1, A4, FUNCT_1: 3, XXREAL_2: 55;

      end;

    end;

    

     Lm8: for J be ExtREAL_sequence st J is without-infty holds ( sup ( rng J)) in REAL or ( sup ( rng J)) = +infty

    proof

      let J be ExtREAL_sequence;

      assume J is without-infty;

      then

       A1: -infty < (J . 1);

      ( dom J) = NAT by FUNCT_2:def 1;

      then not -infty is UpperBound of ( rng J) by A1, FUNCT_1: 3, XXREAL_2:def 1;

      then ( sup ( rng J)) <> -infty by XXREAL_2:def 3;

      hence thesis by XXREAL_0: 14;

    end;

    theorem :: MESFUNC5:61

    

     Th61: for J,K,L be ExtREAL_sequence st (for n,m be Nat st n <= m holds (J . n) <= (J . m)) & (for n,m be Nat st n <= m holds (K . n) <= (K . m)) & J is without-infty & K is without-infty & (for n be Nat holds ((J . n) + (K . n)) = (L . n)) holds L is convergent & ( lim L) = ( sup ( rng L)) & ( lim L) = (( lim J) + ( lim K)) & ( sup ( rng L)) = (( sup ( rng K)) + ( sup ( rng J)))

    proof

      let J,K,L be ExtREAL_sequence;

      assume that

       A1: for n,m be Nat st n <= m holds (J . n) <= (J . m) and

       A2: for n,m be Nat st n <= m holds (K . n) <= (K . m) and

       A3: J is without-infty and

       A4: K is without-infty and

       A5: for n be Nat holds ((J . n) + (K . n)) = (L . n);

      

       A6: ( dom K) = NAT by FUNCT_2:def 1;

      

       A7: ( dom J) = NAT by FUNCT_2:def 1;

       A8:

      now

        per cases by A3, Lm8;

          suppose

           A9: ( sup ( rng J)) in REAL ;

          then

          reconsider SJ = ( sup ( rng J)) as Real;

          per cases by A4, Lm8;

            suppose

             A10: ( sup ( rng K)) in REAL ;

            then

            reconsider SK = ( sup ( rng K)) as Real;

             A11:

            now

              let p be Real;

              assume

               A12: 0 < p;

              then

              consider SJ9 be ExtReal such that

               A13: SJ9 in ( rng J) and

               A14: (( sup ( rng J)) - (p / 2)) < SJ9 by A9, MEASURE6: 6;

              consider nj be object such that

               A15: nj in ( dom J) and

               A16: SJ9 = (J . nj) by A13, FUNCT_1:def 3;

              reconsider nj as Element of NAT by A15;

              consider SK9 be ExtReal such that

               A17: SK9 in ( rng K) and

               A18: (( sup ( rng K)) - (p / 2)) < SK9 by A10, A12, MEASURE6: 6;

              consider nk be object such that

               A19: nk in ( dom K) and

               A20: SK9 = (K . nk) by A17, FUNCT_1:def 3;

              reconsider nk as Element of NAT by A19;

              reconsider n = ( max (nj,nk)) as Nat;

              take n;

              hereby

                reconsider SJ9, SK9 as R_eal by XXREAL_0:def 1;

                let m be Nat;

                assume

                 A21: n <= m;

                nk <= n by XXREAL_0: 25;

                then nk <= m by A21, XXREAL_0: 2;

                then SK9 <= (K . m) by A2, A20;

                then

                 A22: (SK - (K . m)) <= (SK - SK9) by XXREAL_3: 37;

                nj <= n by XXREAL_0: 25;

                then nj <= m by A21, XXREAL_0: 2;

                then SJ9 <= (J . m) by A1, A16;

                then (SJ - (J . m)) <= (SJ - SJ9) by XXREAL_3: 37;

                then

                 A23: ((SJ - (J . m)) + (SK - (K . m))) <= ((SJ - SJ9) + (SK - SK9)) by A22, XXREAL_3: 36;

                SJ in REAL by XREAL_0:def 1;

                then

                 A24: SJ < +infty by XXREAL_0: 9;

                reconsider s1 = SK as Element of REAL by XREAL_0:def 1;

                reconsider m1 = m as Element of NAT by ORDINAL1:def 12;

                

                 A25: ( - ((L . m) - (SJ + SK))) = ((SJ + SK) - (L . m)) by XXREAL_3: 26;

                

                 A26: (p / 2) in REAL by XREAL_0:def 1;

                SK < ((p / 2) + SK9) by A18, XXREAL_3: 54;

                then (SK - SK9) < (p / 2) by XXREAL_3: 55;

                then

                 A27: ((p / 2) + (SK - SK9)) < ((p / 2) + (p / 2)) by XXREAL_3: 43, A26;

                SJ < ((p / 2) + SJ9) by A14, XXREAL_3: 54;

                then

                 A28: (SJ - SJ9) < (p / 2) by XXREAL_3: 55;

                nk <= n by XXREAL_0: 25;

                then nk <= m by A21, XXREAL_0: 2;

                then

                 A29: (K . nk) <= (K . m) by A2;

                

                 A30: SK in REAL by XREAL_0:def 1;

                then

                 A31: SK < +infty by XXREAL_0: 9;

                (K . m1) in ( rng K) by A6, FUNCT_1: 3;

                then

                 A32: (K . m) <= SK by XXREAL_2: 4;

                then

                 A33: (K . m) < +infty by A30, XXREAL_0: 2, XXREAL_0: 9;

                 -infty < SK9 by A4, A20;

                then

                reconsider s0 = SK9 as Element of REAL by A20, A33, A29, XXREAL_0: 14;

                

                 A34: (L . m) = ((J . m) + (K . m)) by A5;

                (J . m1) in ( rng J) by A7, FUNCT_1: 3;

                then

                 A35: (J . m) <= SJ by XXREAL_2: 4;

                then ((J . m) + (K . m)) <= (SJ + SK) by A32, XXREAL_3: 36;

                then ((L . m) - (SJ + SK)) <= 0 by A34, A25, XXREAL_3: 40;

                then

                 A36: |.((L . m) - (SJ + SK)).| = ((SJ + SK) - (L . m)) by A25, EXTREAL1: 18;

                (SK - SK9) = (s1 - s0) by SUPINF_2: 3;

                then ((SJ - SJ9) + (SK - SK9)) < ((p / 2) + (SK - SK9)) by A28, XXREAL_3: 43;

                then

                 A37: ((SJ - SJ9) + (SK - SK9)) < ((p / 2) + (p / 2)) by A27, XXREAL_0: 2;

                 -infty < (K . m) by A4;

                

                then ((SJ - (J . m)) + (SK - (K . m))) = (((SJ - (J . m)) + SK) - (K . m)) by A33, XXREAL_3: 30

                .= (((SK + SJ) - (J . m)) - (K . m)) by XXREAL_3: 30

                .= ((SK + SJ) - ((J . m) + (K . m))) by A24, A31, A35, A32, XXREAL_3: 31

                .= ((SK + SJ) - (L . m)) by A5;

                hence |.((L . m) - (SJ + SK)).| < p by A36, A37, A23, XXREAL_0: 2;

              end;

            end;

            then

             A38: L is convergent_to_finite_number;

            hence L is convergent;

            hence ( lim L) = (( sup ( rng J)) + ( sup ( rng K))) by A11, A38, Def12;

          end;

            suppose

             A39: ( sup ( rng K)) = +infty ;

            for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds p <= (L . m)

            proof

              reconsider supj = ( sup ( rng J)) as Element of REAL by A9;

              let p be Real;

              reconsider p92 = (p / 2), p9 = p as Element of REAL by XREAL_0:def 1;

              assume 0 < p;

              then

              consider j be ExtReal such that

               A40: j in ( rng J) and

               A41: (( sup ( rng J)) - (p / 2)) < j by A9, MEASURE6: 6;

              consider n1 be object such that

               A42: n1 in ( dom J) and

               A43: j = (J . n1) by A40, FUNCT_1:def 3;

              

               A44: (supj - p92) = (( sup ( rng J)) - (p / 2)) by SUPINF_2: 3;

              then

               A45: (p9 - (supj - p92)) = (p - (( sup ( rng J)) - (p / 2))) by SUPINF_2: 3;

              then (p - (( sup ( rng J)) - (p / 2))) < ( sup ( rng K)) by A39, XXREAL_0: 9;

              then

              consider k be Element of ExtREAL such that

               A46: k in ( rng K) and

               A47: (p - (( sup ( rng J)) - (p / 2))) < k by XXREAL_2: 94;

              p9 = ((p9 - (supj - p92)) + (supj - p92));

              then

               A48: ((p - (( sup ( rng J)) - (p / 2))) + (( sup ( rng J)) - (p / 2))) = p9 by A44, A45, SUPINF_2: 1;

              reconsider n1 as Element of NAT by A42;

              consider n2 be object such that

               A49: n2 in ( dom K) and

               A50: k = (K . n2) by A46, FUNCT_1:def 3;

              reconsider n2 as Element of NAT by A49;

              set n = ( max (n1,n2));

              (J . n1) <= (J . n) by A1, XXREAL_0: 25;

              then

               A51: (( sup ( rng J)) - (p / 2)) < (J . n) by A41, A43, XXREAL_0: 2;

              (K . n2) <= (K . n) by A2, XXREAL_0: 25;

              then

               A52: (p - (( sup ( rng J)) - (p / 2))) < (K . n) by A47, A50, XXREAL_0: 2;

              

               A53: p < ((J . n) + (K . n)) by A51, A52, A48, XXREAL_3: 64;

              now

                let m be Nat;

                assume

                 A54: n <= m;

                then

                 A55: (K . n) <= (K . m) by A2;

                (J . n) <= (J . m) by A1, A54;

                then ((J . n) + (K . n)) <= ((J . m) + (K . m)) by A55, XXREAL_3: 36;

                then ((J . n) + (K . n)) <= (L . m) by A5;

                hence p <= (L . m) by A53, XXREAL_0: 2;

              end;

              hence thesis;

            end;

            then

             A56: L is convergent_to_+infty;

            hence L is convergent;

            then ( lim L) = +infty by A56, Def12;

            hence ( lim L) = (( sup ( rng J)) + ( sup ( rng K))) by A9, A39, XXREAL_3:def 2;

          end;

        end;

          suppose

           A57: ( sup ( rng J)) = +infty ;

          now

            let p be Real;

            assume

             A58: 0 < p;

            per cases by A4, Lm8;

              suppose

               A59: ( sup ( rng K)) in REAL ;

              then

              reconsider supk = ( sup ( rng K)) as Element of REAL ;

              reconsider p92 = (p / 2), p9 = p as Element of REAL by XREAL_0:def 1;

              

               A60: (supk - p92) = (( sup ( rng K)) - (p / 2)) by SUPINF_2: 3;

              then

               A61: (p9 - (supk - p92)) = (p - (( sup ( rng K)) - (p / 2))) by SUPINF_2: 3;

              then (p - (( sup ( rng K)) - (p / 2))) < ( sup ( rng J)) by A57, XXREAL_0: 9;

              then

              consider j be Element of ExtREAL such that

               A62: j in ( rng J) and

               A63: (p - (( sup ( rng K)) - (p / 2))) < j by XXREAL_2: 94;

              p9 = ((p9 - (supk - p92)) + (supk - p92));

              then

               A64: ((p - (( sup ( rng K)) - (p / 2))) + (( sup ( rng K)) - (p / 2))) = p9 by A60, A61, SUPINF_2: 1;

              consider k be ExtReal such that

               A65: k in ( rng K) and

               A66: (( sup ( rng K)) - (p / 2)) < k by A58, A59, MEASURE6: 6;

              consider n1 be object such that

               A67: n1 in ( dom K) and

               A68: k = (K . n1) by A65, FUNCT_1:def 3;

              consider n2 be object such that

               A69: n2 in ( dom J) and

               A70: j = (J . n2) by A62, FUNCT_1:def 3;

              reconsider n1 as Element of NAT by A67;

              reconsider n2 as Element of NAT by A69;

              set n = ( max (n1,n2));

              (J . n2) <= (J . n) by A1, XXREAL_0: 25;

              then

               A71: (p - (( sup ( rng K)) - (p / 2))) < (J . n) by A63, A70, XXREAL_0: 2;

              (K . n1) <= (K . n) by A2, XXREAL_0: 25;

              then

               A72: (( sup ( rng K)) - (p / 2)) < (K . n) by A66, A68, XXREAL_0: 2;

              

               A73: p < ((J . n) + (K . n)) by A72, A71, A64, XXREAL_3: 64;

              now

                let m be Nat;

                assume

                 A74: n <= m;

                then

                 A75: (K . n) <= (K . m) by A2;

                (J . n) <= (J . m) by A1, A74;

                then ((J . n) + (K . n)) <= ((J . m) + (K . m)) by A75, XXREAL_3: 36;

                then ((J . n) + (K . n)) <= (L . m) by A5;

                hence p <= (L . m) by A73, XXREAL_0: 2;

              end;

              hence ex n be Nat st for m be Nat st n <= m holds p <= (L . m);

            end;

              suppose ( sup ( rng K)) = +infty ;

              then

              consider n1 be Nat such that

               A76: (p / 2) < (K . n1) by A4, A58, Th59;

              consider n2 be Nat such that

               A77: (p / 2) < (J . n2) by A3, A57, A58, Th59;

              reconsider n1, n2 as Element of NAT by ORDINAL1:def 12;

              set n = ( max (n1,n2));

              (K . n1) <= (K . n) by A2, XXREAL_0: 25;

              then

               A78: (p / 2) < (K . n) by A76, XXREAL_0: 2;

              (J . n2) <= (J . n) by A1, XXREAL_0: 25;

              then

               A79: (p / 2) < (J . n) by A77, XXREAL_0: 2;

              ((p / 2) + (p / 2)) < ((J . n) + (K . n)) by A79, A78, XXREAL_3: 64;

              then p < ((J . n) + (K . n));

              then

               A80: p < (L . n) by A5;

              now

                let m be Nat;

                assume

                 A81: n <= m;

                then

                 A82: (K . n) <= (K . m) by A2;

                (J . n) <= (J . m) by A1, A81;

                then ((J . n) + (K . n)) <= ((J . m) + (K . m)) by A82, XXREAL_3: 36;

                then ((J . n) + (K . n)) <= (L . m) by A5;

                then (L . n) <= (L . m) by A5;

                hence p <= (L . m) by A80, XXREAL_0: 2;

              end;

              hence ex n be Nat st for m be Nat st n <= m holds p <= (L . m);

            end;

          end;

          then

           A83: L is convergent_to_+infty;

          hence L is convergent;

          then

           A84: ( lim L) = +infty by A83, Def12;

          

           A85: (K . 0 ) <= ( sup ( rng K)) by A6, FUNCT_1: 3, XXREAL_2: 4;

           -infty < (K . 0 ) by A4;

          hence ( lim L) = (( sup ( rng J)) + ( sup ( rng K))) by A57, A84, A85, XXREAL_3:def 2;

        end;

      end;

      hence L is convergent;

       A86:

      now

        let n,m be Nat;

        assume

         A87: n <= m;

        then

         A88: (K . n) <= (K . m) by A2;

        (J . n) <= (J . m) by A1, A87;

        then ((J . n) + (K . n)) <= ((J . m) + (K . m)) by A88, XXREAL_3: 36;

        then (L . n) <= ((J . m) + (K . m)) by A5;

        hence (L . n) <= (L . m) by A5;

      end;

      hence ( lim L) = ( sup ( rng L)) by Th54;

      ( lim J) = ( sup ( rng J)) by A1, Th54;

      hence thesis by A2, A8, A86, Th54;

    end;

    theorem :: MESFUNC5:62

    

     Th62: for L,K be ExtREAL_sequence, c be Real st 0 <= c & L is without-infty & (for n be Nat holds (K . n) = (c * (L . n))) holds ( sup ( rng K)) = (c * ( sup ( rng L))) & K is without-infty

    proof

      let L,K be ExtREAL_sequence;

      let c be Real;

      assume that

       A1: 0 <= c and

       A2: L is without-infty and

       A3: for n be Nat holds (K . n) = (c * (L . n));

      now

        per cases by A2, Lm8;

          suppose

           A4: ( sup ( rng L)) in REAL ;

          

           A5: for y be UpperBound of ( rng K) holds (c * ( sup ( rng L))) <= y

          proof

            let y be UpperBound of ( rng K);

            reconsider y as R_eal by XXREAL_0:def 1;

            

             A6: ( dom L) = NAT by FUNCT_2:def 1;

            

             A7: ( dom K) = NAT by FUNCT_2:def 1;

            per cases ;

              suppose

               A8: c = 0 ;

              

               A9: (K . 1) <= y by A7, FUNCT_1: 3, XXREAL_2:def 1;

              (K . 1) = (c * (L . 1)) by A3;

              hence thesis by A8, A9;

            end;

              suppose

               A10: c <> 0 ;

              now

                let x be ExtReal;

                assume x in ( rng L);

                then

                consider n be object such that

                 A11: n in ( dom L) and

                 A12: x = (L . n) by FUNCT_1:def 3;

                reconsider n as Element of NAT by A11;

                

                 A13: (K . n) in ( rng K) by A7, FUNCT_1: 3;

                (K . n) = (c * (L . n)) by A3;

                then ((c * (L . n)) / c) <= (y / c) by A1, A10, A13, XXREAL_2:def 1, XXREAL_3: 79;

                hence x <= (y / c) by A10, A12, XXREAL_3: 88;

              end;

              then (y / c) is UpperBound of ( rng L) by XXREAL_2:def 1;

              then

               A14: ( sup ( rng L)) <= (y / c) by XXREAL_2:def 3;

               A15:

              now

                assume

                 A16: y = -infty ;

                (K . 1) in ( rng K) by A7, FUNCT_1: 3;

                then (K . 1) = -infty by A16, XXREAL_0: 6, XXREAL_2:def 1;

                then

                 A17: (c * (L . 1)) = -infty by A3;

                (L . 1) <= ( sup ( rng L)) by A6, FUNCT_1: 3, XXREAL_2: 4;

                then

                 A18: (L . 1) < +infty by A4, XXREAL_0: 2, XXREAL_0: 9;

                 -infty < (L . 1) by A2;

                hence contradiction by A17, A18, XXREAL_3: 70;

              end;

              per cases by A15, XXREAL_0: 14;

                suppose y = +infty ;

                hence thesis by XXREAL_0: 4;

              end;

                suppose y in REAL ;

                then

                reconsider ry = y as Real;

                reconsider sl = ( sup ( rng L)) as Real by A4;

                (y / c) = (ry / c);

                then (sl * c) <= ry by A1, A10, A14, XREAL_1: 83;

                hence thesis;

              end;

            end;

          end;

          now

            let x be ExtReal;

            

             A19: ( sup ( rng L)) is UpperBound of ( rng L) by XXREAL_2:def 3;

            assume x in ( rng K);

            then

            consider m be object such that

             A20: m in ( dom K) and

             A21: x = (K . m) by FUNCT_1:def 3;

            reconsider m as Element of NAT by A20;

            ( dom L) = NAT by FUNCT_2:def 1;

            then

             A22: (L . m) <= ( sup ( rng L)) by A19, FUNCT_1: 3, XXREAL_2:def 1;

            x = (c * (L . m)) by A3, A21;

            hence x <= (c * ( sup ( rng L))) by A1, A22, XXREAL_3: 71;

          end;

          then (c * ( sup ( rng L))) is UpperBound of ( rng K) by XXREAL_2:def 1;

          hence ( sup ( rng K)) = (c * ( sup ( rng L))) by A5, XXREAL_2:def 3;

        end;

          suppose

           A23: ( sup ( rng L)) = +infty ;

          per cases ;

            suppose

             A24: c = 0 ;

             A25:

            now

              let n be Nat;

              (K . n) = (c * (L . n)) by A3;

              hence (K . n) = 0 by A24;

            end;

            then ( lim K) = ( sup ( rng K)) by Th60;

            hence ( sup ( rng K)) = (c * ( sup ( rng L))) by A24, A25, Th60;

          end;

            suppose

             A26: c <> 0 ;

            now

              let n be object;

               -infty < (L . n) by A2;

              then

               A27: ( -infty * c) < (c * (L . n)) by A1, A26, XXREAL_3: 72;

              per cases ;

                suppose n in ( dom K);

                then

                reconsider n1 = n as Element of NAT ;

                ( -infty * c) = -infty by A1, A26, XXREAL_3:def 5;

                then -infty < (K . n1) by A3, A27;

                hence -infty < (K . n);

              end;

                suppose not n in ( dom K);

                hence -infty < (K . n) by FUNCT_1:def 2;

              end;

            end;

            then

             A28: K is without-infty;

             A29:

            now

              let k be Real;

              reconsider k1 = k as Real;

              

               A30: ((k / c) * c) = ((k1 / c) * c)

              .= (k1 / (c / c)) by XCMPLX_1: 82

              .= k by A26, XCMPLX_1: 51;

              assume 0 < k;

              then

              consider n be Nat such that

               A31: (k / c) < (L . n) by A1, A2, A23, A26, Th59;

              ((k / c) * c) < (c * (L . n)) by A1, A26, A31, XXREAL_3: 72;

              then k < (K . n) by A3, A30;

              hence ex n be Nat st not (K . n) <= k;

            end;

            (c * ( sup ( rng L))) = +infty by A1, A23, A26, XXREAL_3:def 5;

            hence ( sup ( rng K)) = (c * ( sup ( rng L))) by A28, A29, Th59;

          end;

        end;

      end;

      hence ( sup ( rng K)) = (c * ( sup ( rng L)));

      now

        let n be object;

        

         A32: (L . n) = +infty implies (c * (L . n)) <> -infty by A1;

         -infty < (L . n) by A2;

        then

         A33: -infty <> (c * (L . n)) by A32, XXREAL_3: 70;

        per cases ;

          suppose n in ( dom K);

          then

          reconsider n1 = n as Element of NAT ;

          (K . n1) <> -infty by A3, A33;

          hence -infty < (K . n) by XXREAL_0: 6;

        end;

          suppose not n in ( dom K);

          hence -infty < (K . n) by FUNCT_1:def 2;

        end;

      end;

      hence thesis;

    end;

    theorem :: MESFUNC5:63

    

     Th63: for L,K be ExtREAL_sequence, c be Real st 0 <= c & (for n,m be Nat st n <= m holds (L . n) <= (L . m)) & (for n be Nat holds (K . n) = (c * (L . n))) & L is without-infty holds (for n,m be Nat st n <= m holds (K . n) <= (K . m)) & K is without-infty & K is convergent & ( lim K) = ( sup ( rng K)) & ( lim K) = (c * ( lim L))

    proof

      let L,K be ExtREAL_sequence, c be Real;

      assume that

       A1: 0 <= c and

       A2: for n,m be Nat st n <= m holds (L . n) <= (L . m) and

       A3: for n be Nat holds (K . n) = (c * (L . n)) and

       A4: L is without-infty;

      

       A5: ( sup ( rng L)) = ( lim L) by A2, Th54;

      now

        let n,m be Nat;

        assume n <= m;

        then (c * (L . n)) <= (c * (L . m)) by A1, A2, XXREAL_3: 71;

        then (K . n) <= (c * (L . m)) by A3;

        hence (K . n) <= (K . m) by A3;

      end;

      thus K is without-infty by A1, A3, A4, Th62;

      thus K is convergent & ( lim K) = ( sup ( rng K)) by A6, Th54;

      ( sup ( rng K)) = ( lim K) by A6, Th54;

      hence thesis by A1, A3, A4, A5, Th62;

    end;

    begin

    definition

      let X be non empty set, H be Functional_Sequence of X, ExtREAL , x be Element of X;

      :: MESFUNC5:def13

      func H # x -> ExtREAL_sequence means

      : Def13: for n be Nat holds (it . n) = ((H . n) . x);

      existence

      proof

        deffunc U( Nat) = ((H . $1) . x);

        consider f be sequence of ExtREAL such that

         A1: for n be Element of NAT holds (f . n) = U(n) from FUNCT_2:sch 4;

        take f;

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence thesis by A1;

      end;

      uniqueness

      proof

        let S1,S2 be ExtREAL_sequence such that

         A2: for n be Nat holds (S1 . n) = ((H . n) . x) and

         A3: for n be Nat holds (S2 . n) = ((H . n) . x);

        now

          let n be Element of NAT ;

          (S1 . n) = ((H . n) . x) by A2;

          hence (S1 . n) = (S2 . n) by A3;

        end;

        hence thesis by FUNCT_2: 63;

      end;

    end

    definition

      let D1,D2 be set, F be sequence of ( PFuncs (D1,D2)), n be Nat;

      :: original: .

      redefine

      func F . n -> PartFunc of D1, D2 ;

      coherence

      proof

        n in NAT by ORDINAL1:def 12;

        then n in ( dom F) by FUNCT_2:def 1;

        then (F . n) in ( rng F) by FUNCT_1:def 3;

        hence thesis;

      end;

    end

    theorem :: MESFUNC5:64

    

     Th64: for X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & f qua ext-real-valued Function is nonnegative holds ex F be Functional_Sequence of X, ExtREAL st (for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom f)) & (for n be Nat holds (F . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x)) & for x be Element of X st x in ( dom f) holds (F # x) is convergent & ( lim (F # x)) = (f . x)

    proof

      let X be non empty set, S be SigmaField of X, f be PartFunc of X, ExtREAL such that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: f is nonnegative;

      defpred PF[ Element of NAT , PartFunc of X, ExtREAL ] means ( dom $2) = ( dom f) & (for x be Element of X st x in ( dom f) holds (for k be Nat st 1 <= k & k <= ((2 |^ $1) * $1) & ((k - 1) / (2 |^ $1)) <= (f . x) & (f . x) < (k / (2 |^ $1)) holds ($2 . x) = ((k - 1) / (2 |^ $1))) & ($1 <= (f . x) implies ($2 . x) = $1));

      

       A3: for n be Element of NAT holds ex y be Element of ( PFuncs (X, ExtREAL )) st PF[n, y]

      proof

        let n be Element of NAT ;

        reconsider nn = n as Nat;

        defpred PP[ object, object] means (for k be Nat st 1 <= k & k <= ((2 |^ n) * n) & ((k - 1) / (2 |^ n)) <= (f . $1) & (f . $1) < (k / (2 |^ n)) holds $2 = ((k - 1) / (2 |^ n))) & (n <= (f . $1) implies $2 = n);

        

         A4: for x be object st x in ( dom f) holds ex y be object st PP[x, y]

        proof

          let x be object;

          assume x in ( dom f);

          per cases ;

            suppose

             A5: (f . x) < n;

             0 <= (f . x) by A2, SUPINF_2: 51;

            then

            consider k be Nat such that 1 <= k and k <= ((2 |^ nn) * nn) and

             A6: ((k - 1) / (2 |^ nn)) <= (f . x) qua ExtReal and

             A7: (f . x) < (k / (2 |^ nn)) by A5, Th4;

            take y = ((k - 1) / (2 |^ n));

            now

              let k1 be Nat;

              assume that 1 <= k1 and k1 <= ((2 |^ n) * n) and

               A8: ((k1 - 1) / (2 |^ n)) <= (f . x) and

               A9: (f . x) < (k1 / (2 |^ n));

               A10:

              now

                assume k1 < k;

                then (k1 + 1) <= k by NAT_1: 13;

                then k1 <= (k - 1) by XREAL_1: 19;

                then (k1 / (2 |^ n)) <= ((k - 1) / (2 |^ n)) by XREAL_1: 72;

                hence contradiction by A6, A9, XXREAL_0: 2;

              end;

              now

                assume k < k1;

                then (k + 1) <= k1 by NAT_1: 13;

                then k <= (k1 - 1) by XREAL_1: 19;

                then (k / (2 |^ n)) <= ((k1 - 1) / (2 |^ n)) by XREAL_1: 72;

                hence contradiction by A7, A8, XXREAL_0: 2;

              end;

              hence y = ((k1 - 1) / (2 |^ n)) by A10, XXREAL_0: 1;

            end;

            hence thesis by A5;

          end;

            suppose

             A11: n <= (f . x);

            reconsider y = nn as Real;

            take y;

            thus for k be Nat st 1 <= k & k <= ((2 |^ n) * n) & ((k - 1) / (2 |^ n)) <= (f . x) & (f . x) < (k / (2 |^ n)) holds y = ((k - 1) / (2 |^ n))

            proof

              let k be Nat such that 1 <= k and

               A12: k <= ((2 |^ n) * n) and ((k - 1) / (2 |^ n)) <= (f . x) and

               A13: (f . x) < (k / (2 |^ n));

              reconsider p = (f . x) as ExtReal;

              k <= ((2 |^ nn) * nn) by A12;

              then (k / (2 |^ nn)) <= p by A11, Th5;

              then (k / (2 |^ n)) <= p;

              hence y = ((k - 1) / (2 |^ n)) by A13;

            end;

            thus thesis;

          end;

        end;

        consider fn be Function such that

         A14: ( dom fn) = ( dom f) & for x be object st x in ( dom f) holds PP[x, (fn . x)] from CLASSES1:sch 1( A4);

        now

          let w be object;

          assume w in ( rng fn);

          then

          consider v be object such that

           A15: v in ( dom fn) and

           A16: w = (fn . v) by FUNCT_1:def 3;

          per cases ;

            suppose n <= (f . v);

            then (fn . v) = n by A14, A15;

            hence w in ExtREAL by A16, XXREAL_0:def 1;

          end;

            suppose

             A17: (f . v) < n;

             0 <= (f . v) by A2, SUPINF_2: 51;

            then

            consider k be Nat such that

             A18: 1 <= k and

             A19: k <= ((2 |^ nn) * nn) and

             A20: ((k - 1) / (2 |^ nn)) <= (f . v) and

             A21: (f . v) < (k / (2 |^ nn)) by A17, Th4;

            (fn . v) = ((k - 1) / (2 |^ n)) by A14, A15, A18, A19, A20, A21;

            hence w in ExtREAL by A16;

          end;

        end;

        then ( rng fn) c= ExtREAL ;

        then

        reconsider fn as PartFunc of ( dom f), ExtREAL by A14, RELSET_1: 4;

        reconsider fn as PartFunc of X, ExtREAL by A14, RELSET_1: 5;

        reconsider y = fn as Element of ( PFuncs (X, ExtREAL )) by PARTFUN1: 45;

        take y;

        thus thesis by A14;

      end;

      consider F be sequence of ( PFuncs (X, ExtREAL )) such that

       A22: for n be Element of NAT holds PF[n, (F . n)] from FUNCT_2:sch 3( A3);

      

       A23: for n be Element of NAT holds ( dom (F . n)) = ( dom f) by A22;

      

       A24: for n be Element of NAT , x be Element of X st x in ( dom f) holds (for k be Nat st 1 <= k & k <= ((2 |^ n) * n) & ((k - 1) / (2 |^ n)) <= (f . x) & (f . x) < (k / (2 |^ n)) holds ((F . n) . x) = ((k - 1) / (2 |^ n))) & (n <= (f . x) implies ((F . n) . x) = n) by A22;

       A25:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence ( dom (F . n)) = ( dom f) by A23;

      end;

      reconsider F as Functional_Sequence of X, ExtREAL ;

      consider A be Element of S such that

       A26: A = ( dom f) and

       A27: f is A -measurable by A1;

      

       A28: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x)

      proof

        let n,m be Nat such that

         A29: n <= m;

        reconsider nn = n, mm = m as Element of NAT by ORDINAL1:def 12;

        let x be Element of X such that

         A30: x in ( dom f);

        per cases ;

          suppose

           A31: m <= (f . x);

          then

           A32: nn <= (f . x) by A29, XXREAL_0: 2;

          ((F . mm) . x) = m by A24, A30, A31;

          hence thesis by A24, A29, A30, A32;

        end;

          suppose

           A33: (f . x) < m;

          

           A34: 0 <= (f . x) by A2, SUPINF_2: 51;

          then

          consider M be Nat such that

           A35: 1 <= M and

           A36: M <= ((2 |^ m) * m) and

           A37: ((M - 1) / (2 |^ m)) <= (f . x) and

           A38: (f . x) < (M / (2 |^ m)) by A33, Th4;

          reconsider M as Element of NAT by ORDINAL1:def 12;

          

           A39: ((F . mm) . x) = ((M - 1) / (2 |^ m)) by A24, A30, A35, A36, A37, A38;

          per cases ;

            suppose

             A40: n <= (f . x);

            reconsider M1 = (2 |^ mm) as Element of NAT ;

            n < (M / (2 |^ m)) by A38, A40, XXREAL_0: 2;

            then ((2 |^ m) * n) < M by PREPOWER: 6, XREAL_1: 79;

            then ((M1 * n) + 1) <= M by NAT_1: 13;

            then

             A41: (M1 * n) <= (M - 1) by XREAL_1: 19;

            

             A42: 0 < (2 |^ m) by PREPOWER: 6;

            ((F . n) . x) = nn by A24, A30, A40;

            hence thesis by A39, A42, A41, XREAL_1: 77;

          end;

            suppose

             A43: (f . x) < n;

            consider k be Nat such that

             A44: m = (nn qua Complex + k) by A29, NAT_1: 10;

            reconsider k as Element of NAT by ORDINAL1:def 12;

            reconsider K = (2 |^ k) as Element of NAT ;

            consider N1 be Nat such that

             A45: 1 <= N1 and

             A46: N1 <= ((2 |^ n) * n) and

             A47: ((N1 - 1) / (2 |^ n)) <= (f . x) and

             A48: (f . x) < (N1 / (2 |^ n)) by A34, A43, Th4;

            reconsider N1 as Element of NAT by ORDINAL1:def 12;

            

             A49: ((F . nn) . x) = ((N1 - 1) / (2 |^ nn)) by A24, A30, A45, A46, A47, A48;

            ((N1 - 1) / (2 |^ n)) < (M / (2 |^ (n + k))) by A38, A47, A44, XXREAL_0: 2;

            then ((N1 - 1) / (2 |^ n)) < (M / ((2 |^ n) * (2 |^ k))) by NEWTON: 8;

            then ((N1 - 1) / (2 |^ n)) < ((M / (2 |^ k)) / (2 |^ n)) by XCMPLX_1: 78;

            then (N1 - 1) < (M / (2 |^ k)) by XREAL_1: 72;

            then (K * (N1 - 1)) < M by PREPOWER: 6, XREAL_1: 79;

            then ((K * (N1 - 1)) + 1) <= M by INT_1: 7;

            then (K * (N1 - 1)) <= (M - 1) by XREAL_1: 19;

            then ((K * (N1 - 1)) / (2 |^ (n + k))) <= ((M - 1) / (2 |^ (n + k))) by XREAL_1: 72;

            then

             A50: ((K * (N1 - 1)) / ((2 |^ n) * (2 |^ k))) <= ((M - 1) / (2 |^ (n + k))) by NEWTON: 8;

            (2 |^ k) > 0 by PREPOWER: 6;

            hence thesis by A39, A49, A44, A50, XCMPLX_1: 91;

          end;

        end;

      end;

      

       A51: for n be Nat holds (F . n) is_simple_func_in S

      proof

        let n be Nat;

        reconsider nn = n as Element of NAT by ORDINAL1:def 12;

        reconsider N = (2 |^ nn) as Element of NAT ;

        defpred PG[ Nat, set] means ($1 <= (N * n) implies $2 = ((A /\ ( great_eq_dom (f,(($1 - 1) / (2 |^ n))))) /\ ( less_dom (f,($1 / (2 |^ n)))))) & ($1 = ((N * n) + 1) implies $2 = (A /\ ( great_eq_dom (f,n))));

        now

          let x be Element of X;

          assume x in ( dom (F . n));

          then

           A52: x in ( dom f) by A25;

          per cases ;

            suppose

             A53: n <= (f . x);

            then ((F . nn) . x) = n by A24, A52;

            then ((F . n) . x) in REAL by XREAL_0:def 1;

            then

             A54: ((F . n) . x) < +infty by XXREAL_0: 9;

            ( - +infty ) < ((F . nn) . x) by A24, A52, A53;

            hence |.((F . n) . x).| < +infty by A54, EXTREAL1: 22;

          end;

            suppose

             A55: (f . x) < n;

            

             A56: 0 <= (f . x) by A2, SUPINF_2: 51;

            nn in REAL by XREAL_0:def 1;

            then nn < +infty by XXREAL_0: 9;

            then

            reconsider y = (f . x) as Element of REAL by A55, A56, XXREAL_0: 14;

            set k = ( [\((2 |^ n) * y)/] + 1);

            

             A57: [\((2 |^ n) * y)/] <= ((2 |^ n) * y) by INT_1:def 6;

            (((2 |^ n) * y) - 1) < [\((2 |^ n) * y)/] by INT_1:def 6;

            then

             A58: ((2 |^ n) * y) < k by XREAL_1: 19;

            

             A59: 0 < (2 |^ n) by PREPOWER: 6;

            then ((2 |^ n) * y) < ((2 |^ n) * n) by A55, XREAL_1: 68;

            then [\((2 |^ n) * y)/] < ((2 |^ n) * n) by A57, XXREAL_0: 2;

            then

             A60: k <= ((2 |^ n) * n) by INT_1: 7;

            

             A61: 0 <= ((2 |^ n) * y) by A56;

            then

             A62: ( 0 + 1) <= k by A58, INT_1: 7;

            reconsider k as Element of NAT by A61, A58, INT_1: 3;

            reconsider k as Nat;

            (k - 1) <= ((2 |^ n) * y) by INT_1:def 6;

            then

             A63: ((k - 1) / (2 |^ nn)) <= y by PREPOWER: 6, XREAL_1: 79;

            

             A64: ((k - 1) / (2 |^ nn)) in REAL by XREAL_0:def 1;

            y < (k / (2 |^ nn)) by A59, INT_1: 29, XREAL_1: 81;

            then

             A65: ((F . nn) . x) = ((k - 1) / (2 |^ nn)) by A24, A52, A62, A60, A63;

            then -infty < ((F . n) . x) by XXREAL_0: 12, A64;

            then

             A66: ( - +infty ) < ((F . n) . x) by XXREAL_3:def 3;

            ((F . n) . x) < +infty by A65, XXREAL_0: 9, A64;

            hence |.((F . n) . x).| < +infty by A66, EXTREAL1: 22;

          end;

        end;

        then

         A67: (F . n) is real-valued by MESFUNC2:def 1;

         A68:

        now

          let k be Nat;

          assume k in ( Seg ((N * n) + 1));

          reconsider k1 = k as Element of NAT by ORDINAL1:def 12;

          per cases ;

            suppose

             A69: k <> ((N * n) + 1);

            set B = ((A /\ ( great_eq_dom (f,((k1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(k1 / (2 |^ n)))));

            reconsider B as Element of S by A26, A27, Th33;

            take B;

            thus PG[k, B] by A69;

          end;

            suppose

             A70: k = ((N * n) + 1);

            set B = (A /\ ( great_eq_dom (f,n)));

            reconsider B as Element of S by A26, A27, MESFUNC1: 27;

            take B;

            thus PG[k, B] by A70, NAT_1: 13;

          end;

        end;

        consider G be FinSequence of S such that

         A71: ( dom G) = ( Seg ((N * n) + 1)) & for k be Nat st k in ( Seg ((N * n) + 1)) holds PG[k, (G . k)] from FINSEQ_1:sch 5( A68);

         A72:

        now

          let k be Nat;

          assume that

           A73: 1 <= k and

           A74: k <= ((2 |^ n) * n);

          k <= ((N * n) + 1) by A74, NAT_1: 12;

          then k in ( Seg ((N * n) + 1)) by A73;

          hence (G . k) = ((A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) /\ ( less_dom (f,(k / (2 |^ n))))) by A71, A74;

        end;

        

         A75: ( len G) = (((2 |^ n) * n) + 1) by A71, FINSEQ_1:def 3;

        now

          let x,y be object;

          assume

           A76: x <> y;

          per cases ;

            suppose not x in ( dom G) or not y in ( dom G);

            then (G . x) = {} or (G . y) = {} by FUNCT_1:def 2;

            hence (G . x) misses (G . y);

          end;

            suppose

             A77: x in ( dom G) & y in ( dom G);

            then

            reconsider x1 = x, y1 = y as Nat;

            

             A78: x1 in ( Seg ( len G)) by A77, FINSEQ_1:def 3;

            then

             A79: 1 <= x1 by FINSEQ_1: 1;

            

             A80: y1 in ( Seg ( len G)) by A77, FINSEQ_1:def 3;

            then

             A81: 1 <= y1 by FINSEQ_1: 1;

            

             A82: y1 <= (((2 |^ n) * n) + 1) by A75, A80, FINSEQ_1: 1;

            

             A83: x1 <= (((2 |^ n) * n) + 1) by A75, A78, FINSEQ_1: 1;

            now

              per cases by A76, XXREAL_0: 1;

                case

                 A84: x1 < y1;

                hereby

                  assume

                   A85: y1 = (((2 |^ n) * n) + 1);

                  then

                   A86: (G . y) = (A /\ ( great_eq_dom (f,n))) by A71, A77;

                  

                   A87: x1 <= (N * n) by A84, A85, NAT_1: 13;

                  then

                   A88: (G . x) = ((A /\ ( great_eq_dom (f,((x1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(x1 / (2 |^ n))))) by A72, A79;

                  now

                    given v be object such that

                     A89: v in ((G . x) /\ (G . y));

                    v in (G . y) by A89, XBOOLE_0:def 4;

                    then v in ( great_eq_dom (f,n)) by A86, XBOOLE_0:def 4;

                    then

                     A90: n <= (f . v) by MESFUNC1:def 14;

                    v in (G . x) by A89, XBOOLE_0:def 4;

                    then v in ( less_dom (f,(x1 / (2 |^ n)))) by A88, XBOOLE_0:def 4;

                    then (f . v) < (x1 / (2 |^ n)) by MESFUNC1:def 11;

                    then n < (x1 / (2 |^ n)) by A90, XXREAL_0: 2;

                    hence contradiction by A87, PREPOWER: 6, XREAL_1: 79;

                  end;

                  then ((G . x) /\ (G . y)) = {} by XBOOLE_0:def 1;

                  hence (G . x) misses (G . y);

                end;

                assume y1 <> (((2 |^ n) * n) + 1);

                then y1 < ((N * n) + 1) by A82, XXREAL_0: 1;

                then

                 A91: y1 <= (N * n) by NAT_1: 13;

                then x1 <= ((2 |^ n) * n) by A84, XXREAL_0: 2;

                then

                 A92: (G . x) = ((A /\ ( great_eq_dom (f,((x1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(x1 / (2 |^ n))))) by A72, A79;

                

                 A93: (G . y) = ((A /\ ( great_eq_dom (f,((y1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(y1 / (2 |^ n))))) by A72, A81, A91;

                now

                  given v be object such that

                   A94: v in ((G . x) /\ (G . y));

                  v in (G . y) by A94, XBOOLE_0:def 4;

                  then v in (A /\ ( great_eq_dom (f,((y1 - 1) / (2 |^ n))))) by A93, XBOOLE_0:def 4;

                  then v in ( great_eq_dom (f,((y1 - 1) / (2 |^ n)))) by XBOOLE_0:def 4;

                  then

                   A95: ((y1 - 1) / (2 |^ n)) <= (f . v) by MESFUNC1:def 14;

                  v in (G . x) by A94, XBOOLE_0:def 4;

                  then v in ( less_dom (f,(x1 / (2 |^ n)))) by A92, XBOOLE_0:def 4;

                  then (f . v) < (x1 / (2 |^ n)) by MESFUNC1:def 11;

                  then ((y1 - 1) / (2 |^ n)) < (x1 / (2 |^ n)) by A95, XXREAL_0: 2;

                  then (y1 - 1) < x1 by XREAL_1: 72;

                  then y1 < (x1 + 1) by XREAL_1: 19;

                  hence contradiction by A84, NAT_1: 13;

                end;

                then ((G . x) /\ (G . y)) = {} by XBOOLE_0:def 1;

                hence (G . x) misses (G . y);

              end;

                case

                 A96: y1 < x1;

                hereby

                  assume x1 <> (((2 |^ n) * n) + 1);

                  then x1 < ((N * n) + 1) by A83, XXREAL_0: 1;

                  then

                   A97: x1 <= (N * n) by NAT_1: 13;

                  then y1 <= ((2 |^ n) * n) by A96, XXREAL_0: 2;

                  then

                   A98: (G . y) = ((A /\ ( great_eq_dom (f,((y1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(y1 / (2 |^ n))))) by A72, A81;

                  

                   A99: (G . x) = ((A /\ ( great_eq_dom (f,((x1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(x1 / (2 |^ n))))) by A72, A79, A97;

                  now

                    given v be object such that

                     A100: v in ((G . x) /\ (G . y));

                    v in (G . x) by A100, XBOOLE_0:def 4;

                    then v in (A /\ ( great_eq_dom (f,((x1 - 1) / (2 |^ n))))) by A99, XBOOLE_0:def 4;

                    then v in ( great_eq_dom (f,((x1 - 1) / (2 |^ n)))) by XBOOLE_0:def 4;

                    then

                     A101: ((x1 - 1) / (2 |^ n)) <= (f . v) by MESFUNC1:def 14;

                    v in (G . y) by A100, XBOOLE_0:def 4;

                    then v in ( less_dom (f,(y1 / (2 |^ n)))) by A98, XBOOLE_0:def 4;

                    then (f . v) < (y1 / (2 |^ n)) by MESFUNC1:def 11;

                    then ((x1 - 1) / (2 |^ n)) < (y1 / (2 |^ n)) by A101, XXREAL_0: 2;

                    then (x1 - 1) < y1 by XREAL_1: 72;

                    then x1 < (y1 + 1) by XREAL_1: 19;

                    hence contradiction by A96, NAT_1: 13;

                  end;

                  then ((G . x) /\ (G . y)) = {} by XBOOLE_0:def 1;

                  hence (G . x) misses (G . y);

                end;

                assume

                 A102: x1 = (((2 |^ n) * n) + 1);

                then

                 A103: (G . x) = (A /\ ( great_eq_dom (f,n))) by A71, A77;

                

                 A104: y1 <= (N * n) by A96, A102, NAT_1: 13;

                then

                 A105: (G . y) = ((A /\ ( great_eq_dom (f,((y1 - 1) / (2 |^ n))))) /\ ( less_dom (f,(y1 / (2 |^ n))))) by A72, A81;

                now

                  given v be object such that

                   A106: v in ((G . x) /\ (G . y));

                  v in (G . y) by A106, XBOOLE_0:def 4;

                  then v in ( less_dom (f,(y1 / (2 |^ n)))) by A105, XBOOLE_0:def 4;

                  then

                   A107: (f . v) < (y1 / (2 |^ n)) by MESFUNC1:def 11;

                  v in (G . x) by A106, XBOOLE_0:def 4;

                  then v in ( great_eq_dom (f,n)) by A103, XBOOLE_0:def 4;

                  then n <= (f . v) by MESFUNC1:def 14;

                  then n < (y1 / (2 |^ n)) by A107, XXREAL_0: 2;

                  hence contradiction by A104, PREPOWER: 6, XREAL_1: 79;

                end;

                then ((G . x) /\ (G . y)) = {} by XBOOLE_0:def 1;

                hence (G . x) misses (G . y);

              end;

            end;

            hence (G . x) misses (G . y);

          end;

        end;

        then

        reconsider G as Finite_Sep_Sequence of S by PROB_2:def 2;

        

         A108: for k be Nat, x,y be Element of X st k in ( dom G) & x in (G . k) & y in (G . k) holds ((F . n) . x) = ((F . n) . y)

        proof

          let k be Nat, x,y be Element of X;

          assume that

           A109: k in ( dom G) and

           A110: x in (G . k) and

           A111: y in (G . k);

          

           A112: 1 <= k by A71, A109, FINSEQ_1: 1;

          

           A113: k <= ((N * n) + 1) by A71, A109, FINSEQ_1: 1;

          now

            per cases ;

              suppose k = ((N * n) + 1);

              then

               A114: (G . k) = (A /\ ( great_eq_dom (f,n))) by A71, A109;

              then x in ( great_eq_dom (f,n)) by A110, XBOOLE_0:def 4;

              then

               A115: n <= (f . x) by MESFUNC1:def 14;

              y in ( great_eq_dom (f,n)) by A111, A114, XBOOLE_0:def 4;

              then

               A116: n <= (f . y) by MESFUNC1:def 14;

              x in A by A110, A114, XBOOLE_0:def 4;

              then

               A117: ((F . nn) . x) = nn by A26, A24, A115;

              y in A by A111, A114, XBOOLE_0:def 4;

              hence thesis by A26, A24, A117, A116;

            end;

              suppose k <> ((N * n) + 1);

              then k < ((N * n) + 1) by A113, XXREAL_0: 1;

              then

               A118: k <= (N * n) by NAT_1: 13;

              then

               A119: (G . k) = ((A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) /\ ( less_dom (f,(k / (2 |^ n))))) by A71, A109;

              then x in ( less_dom (f,(k / (2 |^ n)))) by A110, XBOOLE_0:def 4;

              then

               A120: (f . x) < (k / (2 |^ n)) by MESFUNC1:def 11;

              

               A121: x in (A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) by A110, A119, XBOOLE_0:def 4;

              then x in ( great_eq_dom (f,((k - 1) / (2 |^ n)))) by XBOOLE_0:def 4;

              then

               A122: ((k - 1) / (2 |^ n)) <= (f . x) by MESFUNC1:def 14;

              x in A by A121, XBOOLE_0:def 4;

              then

               A123: ((F . n) . x) = ((k - 1) / (2 |^ n)) by A26, A24, A112, A118, A120, A122;

              y in ( less_dom (f,(k / (2 |^ n)))) by A111, A119, XBOOLE_0:def 4;

              then

               A124: (f . y) < (k / (2 |^ n)) by MESFUNC1:def 11;

              

               A125: y in (A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) by A111, A119, XBOOLE_0:def 4;

              then y in ( great_eq_dom (f,((k - 1) / (2 |^ n)))) by XBOOLE_0:def 4;

              then

               A126: ((k - 1) / (2 |^ n)) <= (f . y) by MESFUNC1:def 14;

              y in A by A125, XBOOLE_0:def 4;

              hence thesis by A26, A24, A112, A118, A124, A126, A123;

            end;

          end;

          hence thesis;

        end;

        for v be object st v in ( dom f) holds v in ( union ( rng G))

        proof

          let v be object;

          reconsider vv = v as set by TARSKI: 1;

          assume

           A127: v in ( dom f);

          ex B be set st v in B & B in ( rng G)

          proof

            per cases ;

              suppose

               A128: (f . v) < n;

               0 <= (f . v) by A2, SUPINF_2: 51;

              then

              consider k be Nat such that

               A129: 1 <= k and

               A130: k <= ((2 |^ n) * n) and

               A131: ((k - 1) / (2 |^ n)) <= (f . vv) and

               A132: (f . vv) < (k / (2 |^ n)) by A128, Th4;

              v in ( great_eq_dom (f,((k - 1) / (2 |^ n)))) by A127, A131, MESFUNC1:def 14;

              then

               A133: v in (A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) by A26, A127, XBOOLE_0:def 4;

              v in ( less_dom (f,(k / (2 |^ n)))) by A127, A132, MESFUNC1:def 11;

              then

               A134: v in ((A /\ ( great_eq_dom (f,((k - 1) / (2 |^ n))))) /\ ( less_dom (f,(k / (2 |^ n))))) by A133, XBOOLE_0:def 4;

              take (G . k);

              (N * n) <= ((N * n) + 1) by NAT_1: 11;

              then k <= ((N * n) + 1) by A130, XXREAL_0: 2;

              then k in ( Seg ((N * n) + 1)) by A129;

              hence thesis by A71, A130, A134, FUNCT_1: 3;

            end;

              suppose

               A135: n <= (f . v);

              set k = ((N * n) + 1);

              take (G . k);

              1 <= k by NAT_1: 11;

              then

               A136: k in ( Seg ((N * n) + 1));

              v in ( great_eq_dom (f,n)) by A127, A135, MESFUNC1:def 14;

              then v in (A /\ ( great_eq_dom (f,n))) by A26, A127, XBOOLE_0:def 4;

              hence thesis by A71, A136, FUNCT_1: 3;

            end;

          end;

          hence thesis by TARSKI:def 4;

        end;

        then

         A137: ( dom f) c= ( union ( rng G));

        for v be object st v in ( union ( rng G)) holds v in ( dom f)

        proof

          let v be object;

          assume v in ( union ( rng G));

          then

          consider B be set such that

           A138: v in B and

           A139: B in ( rng G) by TARSKI:def 4;

          consider m be object such that

           A140: m in ( dom G) and

           A141: B = (G . m) by A139, FUNCT_1:def 3;

          reconsider m as Element of NAT by A140;

          reconsider mm = m as Nat;

          

           A142: m <= ((N * n) + 1) by A71, A140, FINSEQ_1: 1;

          now

            per cases ;

              suppose m = ((N * n) + 1);

              then B = (A /\ ( great_eq_dom (f,n))) by A71, A140, A141;

              hence v in A by A138, XBOOLE_0:def 4;

            end;

              suppose m <> ((N * n) + 1);

              then m < ((N * n) + 1) by A142, XXREAL_0: 1;

              then m <= (N * n) by NAT_1: 13;

              then B = ((A /\ ( great_eq_dom (f,((mm - 1) / (2 |^ n))))) /\ ( less_dom (f,(mm / (2 |^ n))))) by A71, A140, A141;

              then v in (A /\ ( great_eq_dom (f,((m - 1) / (2 |^ n))))) by A138, XBOOLE_0:def 4;

              hence v in A by XBOOLE_0:def 4;

            end;

          end;

          hence thesis by A26;

        end;

        then ( union ( rng G)) c= ( dom f);

        then ( union ( rng G)) = ( dom f) by A137;

        then ( dom (F . n)) = ( union ( rng G)) by A25;

        hence thesis by A67, A108, MESFUNC2:def 4;

      end;

       A143:

      now

        let x be Element of X such that

         A144: x in ( dom f);

        per cases ;

          suppose

           A145: |.(f . x).| = +infty ;

          now

            assume ( - (f . x)) = +infty ;

            then (f . x) < 0 ;

            hence contradiction by A2, SUPINF_2: 51;

          end;

          then

           A146: (f . x) = +infty by A145, EXTREAL1: 13;

          for g be Real st 0 < g holds ex n be Nat st for m be Nat st n <= m holds g <= ((F # x) . m)

          proof

            let g be Real;

            assume 0 < g;

            then

            reconsider n = [/g\] as Nat by INT_1: 53;

            

             A147: g <= n by INT_1:def 7;

            for m be Nat st n <= m holds g <= ((F # x) . m)

            proof

              let m be Nat;

              assume n <= m;

              then

               A148: g <= m by A147, XXREAL_0: 2;

              reconsider m as Element of NAT by ORDINAL1:def 12;

              m <= (f . x) by A146, XXREAL_0: 4;

              then ((F . m) . x) = m by A24, A144;

              hence thesis by A148, Def13;

            end;

            hence thesis;

          end;

          then

           A149: (F # x) is convergent_to_+infty;

          then (F # x) is convergent;

          hence (F # x) is convergent & ( lim (F # x)) = (f . x) by A146, A149, Def12;

        end;

          suppose |.(f . x).| <> +infty ;

          then

          reconsider g = (f . x) as Element of REAL by EXTREAL1: 30, XXREAL_0: 14;

          

           A150: for p be Real st 0 < p holds ex k be Nat st for j be Nat st j >= k holds |.(((F # x) . j) - (f . x)).| < p

          proof

            set N2 = ( [/g\] + 1);

            let p be Real;

            

             A151: g <= [/g\] by INT_1:def 7;

             [/g\] < ( [/g\] + 1) by XREAL_1: 29;

            then

             A152: g < N2 by A151, XXREAL_0: 2;

             0 <= g by A2, SUPINF_2: 51;

            then

            reconsider N2 as Element of NAT by A151, INT_1: 3;

            

             A153: for N be Nat st N >= N2 holds |.(((F # x) . N) - (f . x)).| < (1 / (2 |^ N))

            proof

              let N be Nat;

              assume

               A154: N >= N2;

              reconsider NN = N as Element of NAT by ORDINAL1:def 12;

              

               A155: 0 <= (f . x) by A2, SUPINF_2: 51;

              (f . x) < N by A152, A154, XXREAL_0: 2;

              then

              consider m be Nat such that

               A156: 1 <= m and

               A157: m <= ((2 |^ N) * N) and

               A158: ((m - 1) / (2 |^ N)) <= (f . x) and

               A159: (f . x) < (m / (2 |^ N)) by A155, Th4;

              reconsider m as Element of NAT by ORDINAL1:def 12;

              

               A160: ((F # x) . N) = ((F . NN) . x) by Def13

              .= ((m - 1) / (2 |^ NN)) by A24, A144, A156, A157, A158, A159;

              then

               A161: ((F # x) . N) in REAL by XREAL_0:def 1;

              ((m / (2 |^ N)) - ((m - 1) / (2 |^ N))) = ((m / (2 |^ N)) - ((m - 1) / (2 |^ N)))

              .= ((m / (2 |^ N)) + ( - ((m - 1) / (2 |^ N))))

              .= ((m / (2 |^ N)) + (( - (m - 1)) / (2 |^ N)))

              .= ((m + ( - (m - 1))) / (2 |^ N));

              then

               A162: ((f . x) - ((F # x) . N)) < (1 / (2 |^ N)) by A159, A160, XXREAL_3: 43, A161;

              ( - (((F # x) . N) - (f . x))) = ((f . x) - ((F # x) . N)) by XXREAL_3: 26;

              then

               A163: |.(((F # x) . N) - (f . x)).| = |.((f . x) - ((F # x) . N)).| by EXTREAL1: 29;

              (2 |^ N) > 0 by PREPOWER: 6;

              then

               A164: ( - (1 / (2 |^ N))) < 0 ;

               0 <= ((f . x) - ((F # x) . N)) by A158, A160, XXREAL_3: 40;

              hence thesis by A163, A162, A164, EXTREAL1: 22;

            end;

            assume 0 < p;

            then

            consider N1 be Nat such that

             A165: (1 qua Complex / (2 |^ N1)) <= p by PREPOWER: 92;

            reconsider k = ( max (N2,N1)) as Element of NAT by ORDINAL1:def 12;

            

             A166: for k be Nat st k >= N1 holds (1 / (2 |^ k)) <= p

            proof

              let k be Nat;

              assume k >= N1;

              then

              consider i be Nat such that

               A167: k = (N1 qua Complex + i) by NAT_1: 10;

              ((2 |^ N1) * (2 |^ i)) >= (2 |^ N1) by PREPOWER: 11, XREAL_1: 151;

              then

               A168: (2 |^ k) >= (2 |^ N1) by A167, NEWTON: 8;

              (2 |^ N1) > 0 by PREPOWER: 11;

              then ((2 |^ k) " ) <= ((2 |^ N1) " ) by A168, XREAL_1: 85;

              then (1 / (2 |^ k)) <= ((2 |^ N1) " );

              then (1 / (2 |^ k)) <= (1 / (2 |^ N1));

              hence thesis by A165, XXREAL_0: 2;

            end;

            now

              let j be Nat;

              assume

               A169: j >= k;

              k >= N2 by XXREAL_0: 25;

              then j >= N2 by A169, XXREAL_0: 2;

              then

               A170: |.(((F # x) . j) - (f . x)).| < (1 / (2 |^ j)) by A153;

              k >= N1 by XXREAL_0: 25;

              then j >= N1 by A169, XXREAL_0: 2;

              then (1 / (2 |^ j)) <= p by A166;

              hence |.(((F # x) . j) - (f . x)).| < p by A170, XXREAL_0: 2;

            end;

            hence thesis;

          end;

          

           A171: (f . x) = g;

          then

           A172: (F # x) is convergent_to_finite_number by A150;

          then (F # x) is convergent;

          hence (F # x) is convergent & ( lim (F # x)) = (f . x) by A171, A150, A172, Def12;

        end;

      end;

      for n be Nat holds (F . n) is nonnegative

      proof

        let n be Nat;

        reconsider nn = n as Element of NAT by ORDINAL1:def 12;

        now

          let x be object;

          assume x in ( dom (F . n));

          then

           A173: x in ( dom f) by A25;

          per cases ;

            suppose n <= (f . x);

            hence 0 <= ((F . nn) . x) by A24, A173;

          end;

            suppose

             A174: (f . x) < n;

             0 <= (f . x) by A2, SUPINF_2: 51;

            then

            consider k be Nat such that

             A175: 1 <= k and

             A176: k <= ((2 |^ n) * n) and

             A177: ((k - 1) / (2 |^ n)) <= (f . x) and

             A178: (f . x) < (k / (2 |^ n)) by A174, Th4;

            thus 0 <= ((F . nn) . x) by A24, A173, A175, A176, A177, A178;

          end;

        end;

        hence thesis by SUPINF_2: 52;

      end;

      hence thesis by A25, A51, A28, A143;

    end;

    begin

    definition

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      :: MESFUNC5:def14

      func integral' (M,f) -> Element of ExtREAL equals

      : Def14: ( integral (M,f)) if ( dom f) <> {}

      otherwise 0. ;

      correctness ;

    end

    theorem :: MESFUNC5:65

    

     Th65: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative holds ( dom (f + g)) = (( dom f) /\ ( dom g)) & ( integral' (M,(f + g))) = (( integral' (M,(f | ( dom (f + g))))) + ( integral' (M,(g | ( dom (f + g))))))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: g is_simple_func_in S and

       A3: f is nonnegative and

       A4: g is nonnegative;

      

       A5: (g | ( dom (f + g))) is nonnegative by A4, Th15;

      

       A: (f | ( dom (f + g))) is nonnegative by A3, Th15;

       not -infty in ( rng g) by A4, Def3;

      then

       A7: (g " { -infty }) = {} by FUNCT_1: 72;

       not -infty in ( rng f) by A3, Def3;

      then

       A8: (f " { -infty }) = {} by FUNCT_1: 72;

      then

       A9: ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) = (( dom f) /\ ( dom g)) by A7;

      hence

       A10: ( dom (f + g)) = (( dom f) /\ ( dom g)) by MESFUNC1:def 3;

      

       A11: ( dom (f + g)) is Element of S by A1, A2, Th37, Th38;

      then

       A12: (f | ( dom (f + g))) is_simple_func_in S by A1, Th34;

      

       A13: (g | ( dom (f + g))) is_simple_func_in S by A2, A11, Th34;

      ( dom (f | ( dom (f + g)))) = (( dom f) /\ ( dom (f + g))) by RELAT_1: 61;

      then

       A14: ( dom (f | ( dom (f + g)))) = ((( dom f) /\ ( dom f)) /\ ( dom g)) by A10, XBOOLE_1: 16;

      ( dom (g | ( dom (f + g)))) = (( dom g) /\ ( dom (f + g))) by RELAT_1: 61;

      then

       A15: ( dom (g | ( dom (f + g)))) = ((( dom g) /\ ( dom g)) /\ ( dom f)) by A10, XBOOLE_1: 16;

      per cases ;

        suppose

         A16: ( dom (f + g)) = {} ;

        ( dom (g | ( dom (f + g)))) = (( dom g) /\ ( dom (f + g))) by RELAT_1: 61;

        then

         A17: ( integral' (M,(g | ( dom (f + g))))) = 0 by A16, Def14;

        ( dom (f | ( dom (f + g)))) = (( dom f) /\ ( dom (f + g))) by RELAT_1: 61;

        then

         A18: ( integral' (M,(f | ( dom (f + g))))) = 0 by A16, Def14;

        ( integral' (M,(f + g))) = 0 by A16, Def14;

        hence thesis by A18, A17;

      end;

        suppose

         A19: ( dom (f + g)) <> {} ;

        

         A20: ((g | ( dom (f + g))) " { -infty }) = (( dom (f + g)) /\ (g " { -infty })) by FUNCT_1: 70

        .= {} by A7;

        ((f | ( dom (f + g))) " { -infty }) = (( dom (f + g)) /\ (f " { -infty })) by FUNCT_1: 70

        .= {} by A8;

        then ((( dom (f | ( dom (f + g)))) /\ ( dom (g | ( dom (f + g))))) \ ((((f | ( dom (f + g))) " { -infty }) /\ ((g | ( dom (f + g))) " { +infty })) \/ (((f | ( dom (f + g))) " { +infty }) /\ ((g | ( dom (f + g))) " { -infty })))) = ( dom (f + g)) by A9, A14, A15, A20, MESFUNC1:def 3;

        then

         A21: ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g))))) = ( dom (f + g)) by MESFUNC1:def 3;

        

         A22: for x be Element of X st x in ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g))))) holds (((f | ( dom (f + g))) + (g | ( dom (f + g)))) . x) = ((f + g) . x)

        proof

          let x be Element of X;

          assume

           A23: x in ( dom ((f | ( dom (f + g))) + (g | ( dom (f + g)))));

          

          then (((f | ( dom (f + g))) + (g | ( dom (f + g)))) . x) = (((f | ( dom (f + g))) . x) + ((g | ( dom (f + g))) . x)) by MESFUNC1:def 3

          .= ((f . x) + ((g | ( dom (f + g))) . x)) by A21, A23, FUNCT_1: 49

          .= ((f . x) + (g . x)) by A21, A23, FUNCT_1: 49;

          hence thesis by A21, A23, MESFUNC1:def 3;

        end;

        ( integral (M,((f | ( dom (f + g))) + (g | ( dom (f + g)))))) = (( integral (M,(f | ( dom (f + g))))) + ( integral (M,(g | ( dom (f + g)))))) by A10, A12, A13, A14, A15, A19, MESFUNC4: 5, A, A5;

        then

         A24: ( integral (M,(f + g))) = (( integral (M,(f | ( dom (f + g))))) + ( integral (M,(g | ( dom (f + g)))))) by A21, A22, PARTFUN1: 5;

        

         A25: ( integral (M,(g | ( dom (f + g))))) = ( integral' (M,(g | ( dom (f + g))))) by A10, A15, A19, Def14;

        ( integral (M,(f | ( dom (f + g))))) = ( integral' (M,(f | ( dom (f + g))))) by A10, A14, A19, Def14;

        hence thesis by A19, A24, A25, Def14;

      end;

    end;

    theorem :: MESFUNC5:66

    

     Th66: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real st f is_simple_func_in S & f is nonnegative & 0 <= c holds ( integral' (M,(c (#) f))) = (c * ( integral' (M,f)))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let c be Real;

      assume that

       A1: f is_simple_func_in S and

       A2: f is nonnegative and

       A3: 0 <= c;

      set g = (c (#) f);

      

       A5: ( dom g) = ( dom f) by MESFUNC1:def 6;

      

       A6: for x be set st x in ( dom g) holds (g . x) = (c * (f . x)) by MESFUNC1:def 6;

      per cases ;

        suppose

         A7: ( dom g) = {} ;

        then ( integral' (M,f)) = 0 by A5, Def14;

        then (c * ( integral' (M,f))) = 0 ;

        hence thesis by A7, Def14;

      end;

        suppose

         A8: ( dom g) <> {} ;

        then

         A9: ( integral' (M,f)) = ( integral (M,f)) by A5, Def14;

        reconsider cc = c as R_eal by XXREAL_0:def 1;

        c in REAL by XREAL_0:def 1;

        then c < +infty by XXREAL_0: 9;

        then ( integral (M,g)) = (cc * ( integral' (M,f))) by A1, A3, A5, A2, A6, A8, MESFUNC4: 6, A9;

        hence thesis by A8, Def14;

      end;

    end;

    theorem :: MESFUNC5:67

    

     Th67: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st f is_simple_func_in S & f is nonnegative & A misses B holds ( integral' (M,(f | (A \/ B)))) = (( integral' (M,(f | A))) + ( integral' (M,(f | B))))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let A,B be Element of S;

      assume that

       A1: f is_simple_func_in S and

       A2: f is nonnegative and

       A3: A misses B;

      set g2 = (f | B);

      set g1 = (f | A);

      set g = (f | (A \/ B));

      

       a4: g is nonnegative by A2, Th15;

      consider G be Finite_Sep_Sequence of S, b be FinSequence of ExtREAL such that

       A5: (G,b) are_Re-presentation_of g and

       A6: (b . 1) = 0 and

       A7: for n be Nat st 2 <= n & n in ( dom b) holds 0 < (b . n) & (b . n) < +infty by A1, Th34, MESFUNC3: 14, a4;

      deffunc G1( Nat) = ((G . $1) /\ A);

      consider G1 be FinSequence such that

       A8: ( len G1) = ( len G) & for k be Nat st k in ( dom G1) holds (G1 . k) = G1(k) from FINSEQ_1:sch 2;

      

       A9: ( dom G1) = ( Seg ( len G)) by A8, FINSEQ_1:def 3;

      

       A10: for k be Nat st k in ( dom G) holds (G1 . k) = ((G . k) /\ A)

      proof

        let k be Nat;

        assume k in ( dom G);

        then k in ( Seg ( len G)) by FINSEQ_1:def 3;

        hence thesis by A8, A9;

      end;

      deffunc G2( Nat) = ((G . $1) /\ B);

      consider G2 be FinSequence such that

       A11: ( len G2) = ( len G) & for k be Nat st k in ( dom G2) holds (G2 . k) = G2(k) from FINSEQ_1:sch 2;

      

       A12: ( dom G2) = ( Seg ( len G)) by A11, FINSEQ_1:def 3;

      

       A13: for k be Nat st k in ( dom G) holds (G2 . k) = ((G . k) /\ B)

      proof

        let k be Nat;

        assume k in ( dom G);

        then k in ( Seg ( len G)) by FINSEQ_1:def 3;

        hence thesis by A11, A12;

      end;

      

       A14: ( dom G) = ( Seg ( len G2)) by A11, FINSEQ_1:def 3

      .= ( dom G2) by FINSEQ_1:def 3;

      then

      reconsider G2 as Finite_Sep_Sequence of S by A13, Th35;

      

       A15: ( dom (g | B)) = (( dom g) /\ B) by RELAT_1: 61

      .= ((( dom f) /\ (A \/ B)) /\ B) by RELAT_1: 61

      .= (( dom f) /\ ((A \/ B) /\ B)) by XBOOLE_1: 16

      .= (( dom f) /\ B) by XBOOLE_1: 21

      .= ( dom g2) by RELAT_1: 61;

      for x be object st x in ( dom (g | B)) holds ((g | B) . x) = (g2 . x)

      proof

        let x be object;

        assume

         A16: x in ( dom (g | B));

        then x in (( dom g) /\ B) by RELAT_1: 61;

        then

         A17: x in ( dom g) by XBOOLE_0:def 4;

        ((g | B) . x) = (g . x) by A16, FUNCT_1: 47

        .= (f . x) by A17, FUNCT_1: 47;

        hence thesis by A15, A16, FUNCT_1: 47;

      end;

      then (g | B) = g2 by A15, FUNCT_1: 2;

      then

       A18: (G2,b) are_Re-presentation_of g2 by A5, A14, A13, Th36;

      

       A19: ( dom G) = ( Seg ( len G1)) by A8, FINSEQ_1:def 3

      .= ( dom G1) by FINSEQ_1:def 3;

      then

      reconsider G1 as Finite_Sep_Sequence of S by A10, Th35;

      

       A20: ( dom (g | A)) = (( dom g) /\ A) by RELAT_1: 61

      .= ((( dom f) /\ (A \/ B)) /\ A) by RELAT_1: 61

      .= (( dom f) /\ ((A \/ B) /\ A)) by XBOOLE_1: 16

      .= (( dom f) /\ A) by XBOOLE_1: 21

      .= ( dom g1) by RELAT_1: 61;

      for x be object st x in ( dom (g | A)) holds ((g | A) . x) = (g1 . x)

      proof

        let x be object;

        assume

         A21: x in ( dom (g | A));

        then x in (( dom g) /\ A) by RELAT_1: 61;

        then

         A22: x in ( dom g) by XBOOLE_0:def 4;

        ((g | A) . x) = (g . x) by A21, FUNCT_1: 47

        .= (f . x) by A22, FUNCT_1: 47;

        hence thesis by A20, A21, FUNCT_1: 47;

      end;

      then (g | A) = g1 by A20, FUNCT_1: 2;

      then

       A23: (G1,b) are_Re-presentation_of g1 by A5, A19, A10, Th36;

      deffunc Fy( Nat) = ((b . $1) * ((M * G) . $1));

      consider y be FinSequence of ExtREAL such that

       A24: ( len y) = ( len G) & for j be Nat st j in ( dom y) holds (y . j) = Fy(j) from FINSEQ_2:sch 1;

      

       A25: ( dom y) = ( Seg ( len y)) by FINSEQ_1:def 3

      .= ( dom G) by A24, FINSEQ_1:def 3;

      per cases ;

        suppose

         A26: ( dom (f | (A \/ B))) = {} ;

        (( dom f) /\ B) c= (( dom f) /\ (A \/ B)) by XBOOLE_1: 7, XBOOLE_1: 26;

        then ( dom (f | B)) c= (( dom f) /\ (A \/ B)) by RELAT_1: 61;

        then ( dom (f | B)) c= ( dom (f | (A \/ B))) by RELAT_1: 61;

        then ( dom (f | B)) = {} by A26;

        then

         A27: ( integral' (M,g2)) = 0 by Def14;

        (( dom f) /\ A) c= (( dom f) /\ (A \/ B)) by XBOOLE_1: 7, XBOOLE_1: 26;

        then ( dom (f | A)) c= (( dom f) /\ (A \/ B)) by RELAT_1: 61;

        then ( dom (f | A)) c= ( dom (f | (A \/ B))) by RELAT_1: 61;

        then ( dom (f | A)) = {} by A26;

        then

         A28: ( integral' (M,g1)) = 0 by Def14;

        ( integral' (M,g)) = 0 by A26, Def14;

        hence thesis by A28, A27;

      end;

        suppose

         A29: ( dom (f | (A \/ B))) <> {} ;

        then ( integral (M,g)) = ( Sum y) by A1, a4, A5, A24, A25, Th34, MESFUNC4: 3;

        then

         A30: ( integral' (M,g)) = ( Sum y) by A29, Def14;

        per cases ;

          suppose

           A31: ( dom (f | A)) = {} ;

          

           A32: ( dom (f | (A \/ B))) = (( dom f) /\ (A \/ B)) by RELAT_1: 61

          .= ((( dom f) /\ A) \/ (( dom f) /\ B)) by XBOOLE_1: 23

          .= (( dom (f | A)) \/ (( dom f) /\ B)) by RELAT_1: 61

          .= ( dom (f | B)) by A31, RELAT_1: 61;

          now

            let x be object;

            assume

             A33: x in ( dom g);

            then (g . x) = (f . x) by FUNCT_1: 47;

            hence (g . x) = (g2 . x) by A32, A33, FUNCT_1: 47;

          end;

          then

           A34: g = g2 by A32, FUNCT_1: 2;

          ( integral' (M,g1)) = 0 by A31, Def14;

          hence thesis by A34, XXREAL_3: 4;

        end;

          suppose

           A35: ( dom (f | A)) <> {} ;

          per cases ;

            suppose

             A36: ( dom (f | B)) = {} ;

            

             A37: ( dom (f | (A \/ B))) = (( dom f) /\ (A \/ B)) by RELAT_1: 61

            .= ((( dom f) /\ B) \/ (( dom f) /\ A)) by XBOOLE_1: 23

            .= (( dom (f | B)) \/ (( dom f) /\ A)) by RELAT_1: 61

            .= ( dom (f | A)) by A36, RELAT_1: 61;

            now

              let x be object;

              assume

               A38: x in ( dom g);

              then (g . x) = (f . x) by FUNCT_1: 47;

              hence (g . x) = (g1 . x) by A37, A38, FUNCT_1: 47;

            end;

            then

             A39: g = g1 by A37, FUNCT_1: 2;

            ( integral' (M,g2)) = 0 by A36, Def14;

            hence thesis by A39, XXREAL_3: 4;

          end;

            suppose

             A40: ( dom (f | B)) <> {} ;

            

             aa: g2 is nonnegative by A2, Th15;

            deffunc Fy2( Nat) = ((b . $1) * ((M * G2) . $1));

            consider y2 be FinSequence of ExtREAL such that

             A42: ( len y2) = ( len G2) & for j be Nat st j in ( dom y2) holds (y2 . j) = Fy2(j) from FINSEQ_2:sch 1;

            

             A43: for k be Nat st k in ( dom y2) holds 0 <= (y2 . k)

            proof

              let k be Nat;

              assume

               A44: k in ( dom y2);

              then k in ( Seg ( len y2)) by FINSEQ_1:def 3;

              then

               A45: 1 <= k by FINSEQ_1: 1;

              

               A46: ( dom b) = ( dom G) by A5, MESFUNC3:def 1

              .= ( Seg ( len y2)) by A11, A42, FINSEQ_1:def 3

              .= ( dom y2) by FINSEQ_1:def 3;

               A47:

              now

                per cases ;

                  suppose k = 1;

                  hence 0 <= (b . k) by A6;

                end;

                  suppose k <> 1;

                  then 1 < k by A45, XXREAL_0: 1;

                  then (1 + 1) <= k by NAT_1: 13;

                  hence 0 <= (b . k) by A7, A44, A46;

                end;

              end;

              k in ( Seg ( len G2)) by A42, A44, FINSEQ_1:def 3;

              then

               A48: k in ( dom G2) by FINSEQ_1:def 3;

              then

               A49: ((M * G2) . k) = (M . (G2 . k)) by FUNCT_1: 13;

              (G2 . k) in ( rng G2) by A48, FUNCT_1: 3;

              then

              reconsider G2k = (G2 . k) as Element of S;

              

               A50: 0 <= (M . G2k) by SUPINF_2: 39;

              (y2 . k) = ((b . k) * ((M * G2) . k)) by A42, A44;

              hence thesis by A47, A49, A50;

            end;

            then for k be object st k in ( dom y2) holds 0 <= (y2 . k);

            then

             cc: y2 is nonnegative by SUPINF_2: 52;

            

             A51: for x be set st x in ( dom y2) holds not (y2 . x) in { -infty }

            proof

              let x be set;

              assume

               A52: x in ( dom y2);

              then

              reconsider x as Element of NAT ;

               0 <= (y2 . x) by A43, A52;

              hence thesis by TARSKI:def 1;

            end;

            for x be object holds not x in (y2 " { -infty })

            proof

              let x be object;

               not (x in ( dom y2) & (y2 . x) in { -infty }) by A51;

              hence thesis by FUNCT_1:def 7;

            end;

            then

             A53: (y2 " { -infty }) = {} by XBOOLE_0:def 1;

            ( dom y2) = ( Seg ( len G2)) by A42, FINSEQ_1:def 3

            .= ( dom G2) by FINSEQ_1:def 3;

            then ( integral (M,g2)) = ( Sum y2) by A1, A18, A40, A42, Th34, MESFUNC4: 3, aa;

            then

             A54: ( integral' (M,g2)) = ( Sum y2) by A40, Def14;

            

             ac: g1 is nonnegative by A2, Th15;

            deffunc Fy1( Nat) = ((b . $1) * ((M * G1) . $1));

            consider y1 be FinSequence of ExtREAL such that

             A56: ( len y1) = ( len G1) & for j be Nat st j in ( dom y1) holds (y1 . j) = Fy1(j) from FINSEQ_2:sch 1;

            

             A57: ( dom y) = (( Seg ( len G)) /\ ( Seg ( len G))) by A25, FINSEQ_1:def 3

            .= (( dom y1) /\ ( Seg ( len G2))) by A8, A11, A56, FINSEQ_1:def 3

            .= (( dom y1) /\ ( dom y2)) by A42, FINSEQ_1:def 3;

            

             A58: for n be Element of NAT st n in ( dom y) holds (y . n) = ((y1 . n) + (y2 . n))

            proof

              let n be Element of NAT ;

              assume

               A59: n in ( dom y);

              then n in ( Seg ( len G)) by A24, FINSEQ_1:def 3;

              then

               A60: n in ( dom G) by FINSEQ_1:def 3;

              then

               A61: (G2 . n) = ((G . n) /\ B) by A13;

              now

                let v be object;

                assume

                 A62: v in (G . n);

                (G . n) in ( rng G) by A60, FUNCT_1: 3;

                then v in ( union ( rng G)) by A62, TARSKI:def 4;

                then v in ( dom g) by A5, MESFUNC3:def 1;

                then v in (( dom f) /\ (A \/ B)) by RELAT_1: 61;

                hence v in (A \/ B) by XBOOLE_0:def 4;

              end;

              then (G . n) c= (A \/ B);

              

              then

               A63: (G . n) = ((G . n) /\ (A \/ B)) by XBOOLE_1: 28

              .= (((G . n) /\ A) \/ ((G . n) /\ B)) by XBOOLE_1: 23

              .= ((G1 . n) \/ (G2 . n)) by A10, A60, A61;

              

               A64: n in ( dom y2) by A57, A59, XBOOLE_0:def 4;

              then n in ( Seg ( len G2)) by A42, FINSEQ_1:def 3;

              then

               A65: n in ( dom G2) by FINSEQ_1:def 3;

              then (G2 . n) in ( rng G2) by FUNCT_1: 3;

              then

              reconsider G2n = (G2 . n) as Element of S;

               0 <= (M . G2n) by MEASURE1:def 2;

              then

               A66: 0 = ((M * G2) . n) or 0 < ((M * G2) . n) by A65, FUNCT_1: 13;

               A67:

              now

                assume (G1 . n) meets (G2 . n);

                then

                consider v be object such that

                 A68: v in (G1 . n) and

                 A69: v in (G2 . n) by XBOOLE_0: 3;

                v in ((G . n) /\ B) by A13, A60, A69;

                then

                 A70: v in B by XBOOLE_0:def 4;

                v in ((G . n) /\ A) by A10, A60, A68;

                then v in A by XBOOLE_0:def 4;

                hence contradiction by A3, A70, XBOOLE_0: 3;

              end;

              

               A71: n in ( dom y1) by A57, A59, XBOOLE_0:def 4;

              then n in ( Seg ( len G1)) by A56, FINSEQ_1:def 3;

              then

               A72: n in ( dom G1) by FINSEQ_1:def 3;

              then (G1 . n) in ( rng G1) by FUNCT_1: 3;

              then

              reconsider G1n = (G1 . n) as Element of S;

               0 <= (M . G1n) by MEASURE1:def 2;

              then

               A73: 0 = ((M * G1) . n) or 0 < ((M * G1) . n) by A72, FUNCT_1: 13;

              ((M * G) . n) = (M . (G . n)) by A60, FUNCT_1: 13

              .= ((M . G1n) + (M . G2n)) by A63, A67, MEASURE1: 30

              .= (((M * G1) . n) + (M . (G2 . n))) by A72, FUNCT_1: 13

              .= (((M * G1) . n) + ((M * G2) . n)) by A65, FUNCT_1: 13;

              then ((b . n) * ((M * G) . n)) = (((b . n) * ((M * G1) . n)) + ((b . n) * ((M * G2) . n))) by A73, A66, XXREAL_3: 96;

              then (y . n) = (((b . n) * ((M * G1) . n)) + ((b . n) * ((M * G2) . n))) by A24, A59;

              then (y . n) = ((y1 . n) + ((b . n) * ((M * G2) . n))) by A56, A71;

              hence thesis by A42, A64;

            end;

            

             A74: for k be Nat st k in ( dom y1) holds 0 <= (y1 . k)

            proof

              let k be Nat;

              assume

               A75: k in ( dom y1);

              then k in ( Seg ( len y1)) by FINSEQ_1:def 3;

              then

               A76: 1 <= k by FINSEQ_1: 1;

              

               A77: ( dom b) = ( dom G) by A5, MESFUNC3:def 1

              .= ( Seg ( len y1)) by A8, A56, FINSEQ_1:def 3

              .= ( dom y1) by FINSEQ_1:def 3;

               A78:

              now

                per cases ;

                  suppose k = 1;

                  hence 0 <= (b . k) by A6;

                end;

                  suppose k <> 1;

                  then 1 < k by A76, XXREAL_0: 1;

                  then (1 + 1) <= k by NAT_1: 13;

                  hence 0 <= (b . k) by A7, A75, A77;

                end;

              end;

              k in ( Seg ( len G1)) by A56, A75, FINSEQ_1:def 3;

              then

               A79: k in ( dom G1) by FINSEQ_1:def 3;

              then

               A80: ((M * G1) . k) = (M . (G1 . k)) by FUNCT_1: 13;

              (G1 . k) in ( rng G1) by A79, FUNCT_1: 3;

              then

              reconsider G1k = (G1 . k) as Element of S;

              

               A81: 0 <= (M . G1k) by SUPINF_2: 39;

              (y1 . k) = ((b . k) * ((M * G1) . k)) by A56, A75;

              hence thesis by A78, A80, A81;

            end;

            then for x be object st x in ( dom y1) holds 0. <= (y1 . x);

            then

             ab: y1 is nonnegative by SUPINF_2: 52;

            

             A82: for x be set st x in ( dom y1) holds not (y1 . x) in { -infty }

            proof

              let x be set;

              assume

               A83: x in ( dom y1);

              then

              reconsider x as Element of NAT ;

               0 <= (y1 . x) by A74, A83;

              hence thesis by TARSKI:def 1;

            end;

            for x be object holds not x in (y1 " { -infty })

            proof

              let x be object;

               not (x in ( dom y1) & (y1 . x) in { -infty }) by A82;

              hence thesis by FUNCT_1:def 7;

            end;

            then (y1 " { -infty }) = {} by XBOOLE_0:def 1;

            then ( dom y) = ((( dom y1) /\ ( dom y2)) \ (((y1 " { -infty }) /\ (y2 " { +infty })) \/ ((y1 " { +infty }) /\ (y2 " { -infty })))) by A53, A57;

            then

             A84: y = (y1 + y2) by A58, MESFUNC1:def 3;

            ( dom y1) = ( Seg ( len G1)) by A56, FINSEQ_1:def 3

            .= ( dom G1) by FINSEQ_1:def 3;

            then ( integral (M,g1)) = ( Sum y1) by A1, A23, A35, A56, Th34, MESFUNC4: 3, ac;

            then

             A85: ( integral' (M,g1)) = ( Sum y1) by A35, Def14;

            ( dom y1) = ( Seg ( len y2)) by A8, A11, A56, A42, FINSEQ_1:def 3

            .= ( dom y2) by FINSEQ_1:def 3;

            hence thesis by A30, A85, A54, A84, MESFUNC4: 1, ab, cc;

          end;

        end;

      end;

    end;

    theorem :: MESFUNC5:68

    

     Th68: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & f is nonnegative holds 0 <= ( integral' (M,f))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: f is nonnegative;

      per cases ;

        suppose ( dom f) = {} ;

        hence thesis by Def14;

      end;

        suppose

         A4: ( dom f) <> {} ;

        then

        consider F be Finite_Sep_Sequence of S, a,x be FinSequence of ExtREAL such that

         A5: (F,a) are_Re-presentation_of f and

         A6: ( dom x) = ( dom F) and

         A7: for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n)) and

         A8: ( integral (M,f)) = ( Sum x) by A1, A2, MESFUNC4: 4;

        

         A9: for n be Nat st n in ( dom x) holds 0 <= (x . n)

        proof

          let n be Nat;

          assume

           A10: n in ( dom x);

          per cases ;

            suppose (F . n) = {} ;

            then (M . (F . n)) = 0 by VALUED_0:def 19;

            then ((M * F) . n) = 0 by A6, A10, FUNCT_1: 13;

            then ((a . n) * ((M * F) . n)) = 0 ;

            hence thesis by A7, A10;

          end;

            suppose (F . n) <> {} ;

            then

            consider v be object such that

             A11: v in (F . n) by XBOOLE_0:def 1;

            (F . n) in ( rng F) by A6, A10, FUNCT_1: 3;

            then

            reconsider Fn = (F . n) as Element of S;

             0 <= (M . Fn) by MEASURE1:def 2;

            then

             A12: 0 <= ((M * F) . n) by A6, A10, FUNCT_1: 13;

            (f . v) = (a . n) by A5, A6, A10, A11, MESFUNC3:def 1;

            then 0 <= (a . n) by A2, SUPINF_2: 51;

            then 0 <= ((a . n) * ((M * F) . n)) by A12;

            hence thesis by A7, A10;

          end;

        end;

        ( integral' (M,f)) = ( integral (M,f)) by A4, Def14;

        hence thesis by A8, A9, Th53;

      end;

    end;

    

     Lm9: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & ( dom f) <> {} & f is nonnegative & g is_simple_func_in S & ( dom g) = ( dom f) & g is nonnegative & (for x be set st x in ( dom f) holds (g . x) <= (f . x)) holds (f - g) is_simple_func_in S & ( dom (f - g)) <> {} & (f - g) is nonnegative & ( integral (M,f)) = (( integral (M,(f - g))) + ( integral (M,g)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: f is_simple_func_in S and

       A2: ( dom f) <> {} and

       A3: f is nonnegative and

       A4: g is_simple_func_in S and

       A5: ( dom g) = ( dom f) and

       A6: g is nonnegative and

       A7: for x be set st x in ( dom f) holds (g . x) <= (f . x);

      consider G be Finite_Sep_Sequence of S, b,y be FinSequence of ExtREAL such that

       A9: (G,b) are_Re-presentation_of g and ( dom y) = ( dom G) and for n be Nat st n in ( dom y) holds (y . n) = ((b . n) * ((M * G) . n)) and ( integral (M,g)) = ( Sum y) by A2, A4, A5, A6, MESFUNC4: 4;

      g is real-valued by A4, MESFUNC2:def 4;

      then

       A10: ( dom (f - g)) = (( dom f) /\ ( dom g)) by MESFUNC2: 2;

      consider F be Finite_Sep_Sequence of S, a,x be FinSequence of ExtREAL such that

       A12: (F,a) are_Re-presentation_of f and ( dom x) = ( dom F) and for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n)) and ( integral (M,f)) = ( Sum x) by A1, A2, MESFUNC4: 4, A3;

      set la = ( len a);

      

       A13: ( dom F) = ( dom a) by A12, MESFUNC3:def 1;

      set lb = ( len b);

      deffunc FG1( Nat) = ((F . ((($1 -' 1) div lb) + 1)) /\ (G . ((($1 -' 1) mod lb) + 1)));

      consider FG be FinSequence such that

       A14: ( len FG) = (la * lb) and

       A15: for k be Nat st k in ( dom FG) holds (FG . k) = FG1(k) from FINSEQ_1:sch 2;

      

       A16: ( dom FG) = ( Seg (la * lb)) by A14, FINSEQ_1:def 3;

      

       A17: ( dom G) = ( dom b) by A9, MESFUNC3:def 1;

      FG is FinSequence of S

      proof

        let b be object;

         A18:

        now

          let k be Element of NAT ;

          set i = (((k -' 1) div lb) + 1);

          set j = (((k -' 1) mod lb) + 1);

          

           A19: lb divides (la * lb) by NAT_D:def 3;

          assume

           A20: k in ( dom FG);

          then

           A21: k in ( Seg (la * lb)) by A14, FINSEQ_1:def 3;

          then

           A22: k <= (la * lb) by FINSEQ_1: 1;

          then (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

          then

           A23: ((k -' 1) div lb) <= (((la * lb) -' 1) div lb) by NAT_2: 24;

          1 <= k by A21, FINSEQ_1: 1;

          then

           A24: 1 <= (la * lb) by A22, XXREAL_0: 2;

          

           A25: lb <> 0 by A21;

          then ((k -' 1) mod lb) < lb by NAT_D: 1;

          then

           A26: j <= lb by NAT_1: 13;

          lb >= ( 0 + 1) by A25, NAT_1: 13;

          then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A19, A24, NAT_2: 15;

          then (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by A23, XREAL_1: 19;

          then

           A27: i <= la by A25, NAT_D: 18;

          i >= ( 0 + 1) by XREAL_1: 6;

          then i in ( Seg la) by A27;

          then i in ( dom F) by A13, FINSEQ_1:def 3;

          then

           A28: (F . i) in ( rng F) by FUNCT_1: 3;

          j >= ( 0 + 1) by XREAL_1: 6;

          then j in ( Seg lb) by A26;

          then j in ( dom G) by A17, FINSEQ_1:def 3;

          then

           A29: (G . j) in ( rng G) by FUNCT_1: 3;

          (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A15, A20;

          hence (FG . k) in S by A28, A29, MEASURE1: 34;

        end;

        assume b in ( rng FG);

        then ex a be object st a in ( dom FG) & b = (FG . a) by FUNCT_1:def 3;

        hence thesis by A18;

      end;

      then

      reconsider FG as FinSequence of S;

      for k,l be Nat st k in ( dom FG) & l in ( dom FG) & k <> l holds (FG . k) misses (FG . l)

      proof

        let k,l be Nat;

        assume that

         A30: k in ( dom FG) and

         A31: l in ( dom FG) and

         A32: k <> l;

        

         A33: k in ( Seg (la * lb)) by A14, A30, FINSEQ_1:def 3;

        then

         A34: 1 <= k by FINSEQ_1: 1;

        set m = (((l -' 1) mod lb) + 1);

        set n = (((l -' 1) div lb) + 1);

        set j = (((k -' 1) mod lb) + 1);

        set i = (((k -' 1) div lb) + 1);

        

         A35: lb divides (la * lb) by NAT_D:def 3;

        (FG . k) = ((F . i) /\ (G . j)) by A15, A30;

        

        then

         A36: ((FG . k) /\ (FG . l)) = (((F . i) /\ (G . j)) /\ ((F . n) /\ (G . m))) by A15, A31

        .= ((F . i) /\ ((G . j) /\ ((F . n) /\ (G . m)))) by XBOOLE_1: 16

        .= ((F . i) /\ ((F . n) /\ ((G . j) /\ (G . m)))) by XBOOLE_1: 16

        .= (((F . i) /\ (F . n)) /\ ((G . j) /\ (G . m))) by XBOOLE_1: 16;

        

         A37: k <= (la * lb) by A33, FINSEQ_1: 1;

        then

         A38: 1 <= (la * lb) by A34, XXREAL_0: 2;

        

         A39: lb <> 0 by A33;

        then lb >= ( 0 + 1) by NAT_1: 13;

        then

         A40: (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A35, A38, NAT_2: 15;

        (k -' 1) <= ((la * lb) -' 1) by A37, NAT_D: 42;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A40, NAT_2: 24;

        then (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        then

         A41: i <= la by A39, NAT_D: 18;

        i >= ( 0 + 1) by XREAL_1: 6;

        then i in ( Seg la) by A41;

        then

         A42: i in ( dom F) by A13, FINSEQ_1:def 3;

        ((l -' 1) mod lb) < lb by A39, NAT_D: 1;

        then

         A43: m <= lb by NAT_1: 13;

        m >= ( 0 + 1) by XREAL_1: 6;

        then m in ( Seg lb) by A43;

        then

         A44: m in ( dom G) by A17, FINSEQ_1:def 3;

        ((k -' 1) mod lb) < lb by A39, NAT_D: 1;

        then

         A45: j <= lb by NAT_1: 13;

        j >= ( 0 + 1) by XREAL_1: 6;

        then j in ( Seg lb) by A45;

        then

         A46: j in ( dom G) by A17, FINSEQ_1:def 3;

        

         A47: l in ( Seg (la * lb)) by A14, A31, FINSEQ_1:def 3;

        then

         A48: 1 <= l by FINSEQ_1: 1;

         A49:

        now

          ((l -' 1) + 1) = ((((n - 1) * lb) + (m - 1)) + 1) by A39, NAT_D: 2;

          then

           A50: ((l - 1) + 1) = (((n - 1) * lb) + m) by A48, XREAL_1: 233;

          assume that

           A51: i = n and

           A52: j = m;

          ((k -' 1) + 1) = ((((i - 1) * lb) + (j - 1)) + 1) by A39, NAT_D: 2;

          then ((k - 1) + 1) = (((i - 1) * lb) + j) by A34, XREAL_1: 233;

          hence contradiction by A32, A51, A52, A50;

        end;

        l <= (la * lb) by A47, FINSEQ_1: 1;

        then (l -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        then ((l -' 1) div lb) <= (((la * lb) div lb) - 1) by A40, NAT_2: 24;

        then (((l -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        then

         A53: n <= la by A39, NAT_D: 18;

        n >= ( 0 + 1) by XREAL_1: 6;

        then n in ( Seg la) by A53;

        then

         A54: n in ( dom F) by A13, FINSEQ_1:def 3;

        per cases by A49;

          suppose i <> n;

          then (F . i) misses (F . n) by A42, A54, MESFUNC3: 4;

          then ((FG . k) /\ (FG . l)) = ( {} /\ ((G . j) /\ (G . m))) by A36;

          hence thesis;

        end;

          suppose j <> m;

          then (G . j) misses (G . m) by A46, A44, MESFUNC3: 4;

          then ((FG . k) /\ (FG . l)) = (((F . i) /\ (F . n)) /\ {} ) by A36;

          hence thesis;

        end;

      end;

      then

      reconsider FG as Finite_Sep_Sequence of S by MESFUNC3: 4;

      

       A55: ( dom f) = ( union ( rng F)) by A12, MESFUNC3:def 1;

      defpred PB[ Nat, set] means ((G . ((($1 -' 1) mod lb) + 1)) = {} implies $2 = 0 ) & ((G . ((($1 -' 1) mod lb) + 1)) <> {} implies $2 = (b . ((($1 -' 1) mod lb) + 1)));

      defpred PA[ Nat, set] means ((F . ((($1 -' 1) div lb) + 1)) = {} implies $2 = 0 ) & ((F . ((($1 -' 1) div lb) + 1)) <> {} implies $2 = (a . ((($1 -' 1) div lb) + 1)));

      

       A56: for k be Nat st k in ( Seg ( len FG)) holds ex v be Element of ExtREAL st PA[k, v]

      proof

        let k be Nat;

        assume k in ( Seg ( len FG));

        per cases ;

          suppose

           A57: (F . (((k -' 1) div lb) + 1)) = {} ;

          take 0. ;

          thus thesis by A57;

        end;

          suppose

           A58: (F . (((k -' 1) div lb) + 1)) <> {} ;

          take (a . (((k -' 1) div lb) + 1));

          thus thesis by A58;

        end;

      end;

      consider a1 be FinSequence of ExtREAL such that

       A59: ( dom a1) = ( Seg ( len FG)) & for k be Nat st k in ( Seg ( len FG)) holds PA[k, (a1 . k)] from FINSEQ_1:sch 5( A56);

      

       A60: ( dom g) = ( union ( rng G)) by A9, MESFUNC3:def 1;

      

       A61: ( dom f) = ( union ( rng FG))

      proof

        thus ( dom f) c= ( union ( rng FG))

        proof

          let z be object;

          assume

           A62: z in ( dom f);

          then

          consider Y be set such that

           A63: z in Y and

           A64: Y in ( rng F) by A55, TARSKI:def 4;

          consider i be Nat such that

           A65: i in ( dom F) and

           A66: Y = (F . i) by A64, FINSEQ_2: 10;

          

           A67: i in ( Seg ( len a)) by A13, A65, FINSEQ_1:def 3;

          then 1 <= i by FINSEQ_1: 1;

          then

          consider i9 be Nat such that

           A68: i = (1 qua Complex + i9) by NAT_1: 10;

          consider Z be set such that

           A69: z in Z and

           A70: Z in ( rng G) by A5, A60, A62, TARSKI:def 4;

          consider j be Nat such that

           A71: j in ( dom G) and

           A72: Z = (G . j) by A70, FINSEQ_2: 10;

          

           A73: j in ( Seg ( len b)) by A17, A71, FINSEQ_1:def 3;

          then

           A74: 1 <= j by FINSEQ_1: 1;

          then

          consider j9 be Nat such that

           A75: j = (1 qua Complex + j9) by NAT_1: 10;

          ((i9 * lb) + j) in NAT by ORDINAL1:def 12;

          then

          reconsider k = (((i - 1) * lb) + j) as Element of NAT by A68;

          i <= la by A67, FINSEQ_1: 1;

          then (i - 1) <= (la - 1) by XREAL_1: 9;

          then ((i - 1) * lb) <= ((la - 1) * lb) by XREAL_1: 64;

          then

           A76: k <= (((la - 1) * lb) + j) by XREAL_1: 6;

          

           A77: k >= ( 0 + j) by A68, XREAL_1: 6;

          then (k -' 1) = (k - 1) by A74, XREAL_1: 233, XXREAL_0: 2;

          then

           A78: (k -' 1) = ((i9 * lb) + j9) by A68, A75;

          

           A79: j <= lb by A73, FINSEQ_1: 1;

          then (((la - 1) * lb) + j) <= (((la - 1) * lb) + lb) by XREAL_1: 6;

          then

           A80: k <= (la * lb) by A76, XXREAL_0: 2;

          k >= 1 by A74, A77, XXREAL_0: 2;

          then

           A81: k in ( Seg (la * lb)) by A80;

          then k in ( dom FG) by A14, FINSEQ_1:def 3;

          then

           A82: (FG . k) in ( rng FG) by FUNCT_1:def 3;

          

           A83: j9 < lb by A79, A75, NAT_1: 13;

          then

           A84: j = (((k -' 1) mod lb) + 1) by A75, A78, NAT_D:def 2;

          

           A85: i = (((k -' 1) div lb) + 1) by A68, A78, A83, NAT_D:def 1;

          z in ((F . i) /\ (G . j)) by A63, A66, A69, A72, XBOOLE_0:def 4;

          then z in (FG . k) by A15, A16, A85, A84, A81;

          hence thesis by A82, TARSKI:def 4;

        end;

        let z be object;

        

         A86: lb divides (la * lb) by NAT_D:def 3;

        assume z in ( union ( rng FG));

        then

        consider Y be set such that

         A87: z in Y and

         A88: Y in ( rng FG) by TARSKI:def 4;

        consider k be Nat such that

         A89: k in ( dom FG) and

         A90: Y = (FG . k) by A88, FINSEQ_2: 10;

        set i = (((k -' 1) div lb) + 1);

        

         A91: k in ( Seg ( len FG)) by A89, FINSEQ_1:def 3;

        then

         A92: k <= (la * lb) by A14, FINSEQ_1: 1;

        then

         A93: (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        1 <= k by A91, FINSEQ_1: 1;

        then

         A94: 1 <= (la * lb) by A92, XXREAL_0: 2;

        

         A95: lb <> 0 by A14, A91;

        then lb >= ( 0 + 1) by NAT_1: 13;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A86, A94, NAT_2: 15;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A93, NAT_2: 24;

        then

         A96: i <= ((la * lb) div lb) by XREAL_1: 19;

        set j = (((k -' 1) mod lb) + 1);

        

         A97: i >= ( 0 + 1) by XREAL_1: 6;

        ((la * lb) div lb) = la by A95, NAT_D: 18;

        then i in ( Seg la) by A97, A96;

        then i in ( dom F) by A13, FINSEQ_1:def 3;

        then

         A98: (F . i) in ( rng F) by FUNCT_1:def 3;

        (FG . k) = ((F . i) /\ (G . j)) by A15, A89;

        then z in (F . i) by A87, A90, XBOOLE_0:def 4;

        hence thesis by A55, A98, TARSKI:def 4;

      end;

      

       A99: for k be Nat, x,y be Element of X st k in ( dom FG) & x in (FG . k) & y in (FG . k) holds ((f - g) . x) = ((f - g) . y)

      proof

        let k be Nat;

        let x,y be Element of X;

        assume that

         A100: k in ( dom FG) and

         A101: x in (FG . k) and

         A102: y in (FG . k);

        set j = (((k -' 1) mod lb) + 1);

        

         A103: (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A15, A100;

        then

         A104: x in (G . j) by A101, XBOOLE_0:def 4;

        set i = (((k -' 1) div lb) + 1);

        

         A105: i >= ( 0 + 1) by XREAL_1: 6;

        

         A106: k in ( Seg ( len FG)) by A100, FINSEQ_1:def 3;

        then

         A107: 1 <= k by FINSEQ_1: 1;

        

         A108: lb > 0 by A14, A106;

        then

         A109: lb >= ( 0 + 1) by NAT_1: 13;

        

         A110: y in (G . j) by A102, A103, XBOOLE_0:def 4;

        

         A111: lb divides (la * lb) by NAT_D:def 3;

        

         A112: k <= (la * lb) by A14, A106, FINSEQ_1: 1;

        then

         A113: (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        1 <= (la * lb) by A107, A112, XXREAL_0: 2;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A109, A111, NAT_2: 15;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A113, NAT_2: 24;

        then

         A114: (((k -' 1) div lb) + 1) <= ((la * lb) div lb) by XREAL_1: 19;

        lb <> 0 by A14, A106;

        then i <= la by A114, NAT_D: 18;

        then i in ( Seg la) by A105;

        then

         A115: i in ( dom F) by A13, FINSEQ_1:def 3;

        ((k -' 1) mod lb) < lb by A108, NAT_D: 1;

        then

         A116: j <= lb by NAT_1: 13;

        j >= ( 0 + 1) by XREAL_1: 6;

        then j in ( Seg lb) by A116;

        then

         A117: j in ( dom G) by A17, FINSEQ_1:def 3;

        y in (F . i) by A102, A103, XBOOLE_0:def 4;

        then

         A118: (f . y) = (a . i) by A12, A115, MESFUNC3:def 1;

        x in (F . i) by A101, A103, XBOOLE_0:def 4;

        then

         A119: (f . x) = (a . i) by A12, A115, MESFUNC3:def 1;

        

         A120: (FG . k) in ( rng FG) by A100, FUNCT_1:def 3;

        then

         A121: y in ( dom (f - g)) by A5, A61, A10, A102, TARSKI:def 4;

        x in ( dom (f - g)) by A5, A61, A10, A101, A120, TARSKI:def 4;

        

        then ((f - g) . x) = ((f . x) - (g . x)) by MESFUNC1:def 4

        .= ((a . i) - (b . j)) by A9, A117, A104, A119, MESFUNC3:def 1

        .= ((f . y) - (g . y)) by A9, A117, A110, A118, MESFUNC3:def 1;

        hence thesis by A121, MESFUNC1:def 4;

      end;

      deffunc X1( Nat) = ((a1 . $1) * ((M * FG) . $1));

      consider x1 be FinSequence of ExtREAL such that

       A122: ( len x1) = ( len FG) & for k be Nat st k in ( dom x1) holds (x1 . k) = X1(k) from FINSEQ_2:sch 1;

      

       A123: for k be Nat st k in ( dom FG) holds for x be object st x in (FG . k) holds (f . x) = (a1 . k)

      proof

        let k be Nat;

        set i = (((k -' 1) div lb) + 1);

        

         A124: i >= ( 0 + 1) by XREAL_1: 6;

        assume

         A125: k in ( dom FG);

        then

         A126: k in ( Seg ( len FG)) by FINSEQ_1:def 3;

        let x be object;

        assume

         A127: x in (FG . k);

        (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A15, A125;

        then

         A128: x in (F . i) by A127, XBOOLE_0:def 4;

        

         A129: k in ( Seg ( len FG)) by A125, FINSEQ_1:def 3;

        then

         A130: k <= (la * lb) by A14, FINSEQ_1: 1;

        then (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        then

         A131: ((k -' 1) div lb) <= (((la * lb) -' 1) div lb) by NAT_2: 24;

        

         A132: lb divides (la * lb) by NAT_D:def 3;

        1 <= k by A129, FINSEQ_1: 1;

        then

         A133: 1 <= (la * lb) by A130, XXREAL_0: 2;

        

         A134: lb <> 0 by A14, A129;

        then lb >= ( 0 + 1) by NAT_1: 13;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A132, A133, NAT_2: 15;

        then

         A135: i <= ((la * lb) div lb) by A131, XREAL_1: 19;

        ((la * lb) div lb) = la by A134, NAT_D: 18;

        then i in ( Seg la) by A124, A135;

        then i in ( dom F) by A13, FINSEQ_1:def 3;

        then (f . x) = (a . i) by A12, A128, MESFUNC3:def 1;

        hence thesis by A59, A126, A128;

      end;

      

       A136: for k be Nat st k in ( Seg ( len FG)) holds ex v be Element of ExtREAL st PB[k, v]

      proof

        let k be Nat;

        assume k in ( Seg ( len FG));

        per cases ;

          suppose

           A137: (G . (((k -' 1) mod lb) + 1)) = {} ;

          reconsider z = 0 as R_eal by XXREAL_0:def 1;

          take z;

          thus thesis by A137;

        end;

          suppose

           A138: (G . (((k -' 1) mod lb) + 1)) <> {} ;

          take (b . (((k -' 1) mod lb) + 1));

          thus thesis by A138;

        end;

      end;

      consider b1 be FinSequence of ExtREAL such that

       A139: ( dom b1) = ( Seg ( len FG)) & for k be Nat st k in ( Seg ( len FG)) holds PB[k, (b1 . k)] from FINSEQ_1:sch 5( A136);

      deffunc C1( Nat) = ((a1 . $1) - (b1 . $1));

      consider c1 be FinSequence of ExtREAL such that

       A140: ( len c1) = ( len FG) and

       A141: for k be Nat st k in ( dom c1) holds (c1 . k) = C1(k) from FINSEQ_2:sch 1;

      

       A142: ( dom c1) = ( Seg ( len FG)) by A140, FINSEQ_1:def 3;

      

       A143: for k be Nat st k in ( dom FG) holds for x be object st x in (FG . k) holds (g . x) = (b1 . k)

      proof

        let k be Nat;

        set j = (((k -' 1) mod lb) + 1);

        assume

         A144: k in ( dom FG);

        then

         A145: k in ( Seg ( len FG)) by FINSEQ_1:def 3;

        k in ( Seg ( len FG)) by A144, FINSEQ_1:def 3;

        then lb <> 0 by A14;

        then ((k -' 1) mod lb) < lb by NAT_D: 1;

        then

         A146: j <= lb by NAT_1: 13;

        let x be object;

        assume

         A147: x in (FG . k);

        (FG . k) = ((F . (((k -' 1) div lb) + 1)) /\ (G . (((k -' 1) mod lb) + 1))) by A15, A144;

        then

         A148: x in (G . j) by A147, XBOOLE_0:def 4;

        j >= ( 0 + 1) by XREAL_1: 6;

        then j in ( Seg lb) by A146;

        then j in ( dom G) by A17, FINSEQ_1:def 3;

        

        hence (g . x) = (b . j) by A9, A148, MESFUNC3:def 1

        .= (b1 . k) by A139, A148, A145;

      end;

      

       A149: for k be Nat st k in ( dom FG) holds for x be object st x in (FG . k) holds ((f - g) . x) = (c1 . k)

      proof

        let k be Nat;

        assume

         A150: k in ( dom FG);

        let x be object;

        assume

         A151: x in (FG . k);

        (FG . k) in ( rng FG) by A150, FUNCT_1:def 3;

        then x in ( dom (f - g)) by A5, A61, A10, A151, TARSKI:def 4;

        then

         A152: ((f - g) . x) = ((f . x) - (g . x)) by MESFUNC1:def 4;

        k in ( Seg ( len FG)) by A150, FINSEQ_1:def 3;

        then ((a1 . k) - (b1 . k)) = (c1 . k) by A141, A142;

        then ((a1 . k) - (g . x)) = (c1 . k) by A143, A150, A151;

        hence thesis by A123, A150, A151, A152;

      end;

      deffunc Z1( Nat) = ((c1 . $1) * ((M * FG) . $1));

      consider z1 be FinSequence of ExtREAL such that

       A153: ( len z1) = ( len FG) & for k be Nat st k in ( dom z1) holds (z1 . k) = Z1(k) from FINSEQ_2:sch 1;

      deffunc Y1( Nat) = ((b1 . $1) * ((M * FG) . $1));

      consider y1 be FinSequence of ExtREAL such that

       A154: ( len y1) = ( len FG) & for k be Nat st k in ( dom y1) holds (y1 . k) = Y1(k) from FINSEQ_2:sch 1;

      

       A155: ( dom x1) = ( dom FG) by A122, FINSEQ_3: 29;

      

       A156: ( dom z1) = ( dom FG) by A153, FINSEQ_3: 29;

      

       A157: for i be Nat st i in ( dom x1) holds 0 <= (z1 . i)

      proof

        reconsider EMPTY = {} as Element of S by PROB_1: 4;

        let i be Nat;

        assume

         A158: i in ( dom x1);

        then

         A159: ((M * FG) . i) = (M . (FG . i)) by A155, FUNCT_1: 13;

        (FG . i) in ( rng FG) by A155, A158, FUNCT_1: 3;

        then

        reconsider V = (FG . i) as Element of S;

        (M . EMPTY) <= (M . V) by MEASURE1: 31, XBOOLE_1: 2;

        then

         A160: 0 <= ((M * FG) . i) by A159, VALUED_0:def 19;

        

         A161: i in ( Seg ( len FG)) by A122, A158, FINSEQ_1:def 3;

        per cases ;

          suppose (FG . i) <> {} ;

          then

          consider x be object such that

           A162: x in (FG . i) by XBOOLE_0:def 1;

          (FG . i) in ( rng FG) by A155, A158, FUNCT_1: 3;

          then x in ( union ( rng FG)) by A162, TARSKI:def 4;

          then (g . x) <= (f . x) by A7, A61;

          then (g . x) <= (a1 . i) by A155, A123, A158, A162;

          then (b1 . i) <= (a1 . i) by A155, A143, A158, A162;

          then 0 <= ((a1 . i) - (b1 . i)) by XXREAL_3: 40;

          then 0 <= (c1 . i) by A141, A142, A161;

          then 0 <= ((c1 . i) * ((M * FG) . i)) by A160;

          hence thesis by A155, A153, A156, A158;

        end;

          suppose (FG . i) = {} ;

          then ((M * FG) . i) = 0 by A159, VALUED_0:def 19;

          then ((c1 . i) * ((M * FG) . i)) = 0 ;

          hence thesis by A155, A153, A156, A158;

        end;

      end;

      then for i be object st i in ( dom z1) holds 0 <= (z1 . i) by A156, A155;

      then

       cd: z1 is nonnegative by SUPINF_2: 52;

       not -infty in ( rng z1)

      proof

        assume -infty in ( rng z1);

        then ex i be object st i in ( dom z1) & (z1 . i) = -infty by FUNCT_1:def 3;

        hence contradiction by A155, A156, A157;

      end;

      

      then

       A163: ((z1 " { -infty }) /\ (y1 " { +infty })) = ( {} /\ (y1 " { +infty })) by FUNCT_1: 72

      .= {} ;

      

       A164: ( dom y1) = ( dom FG) by A154, FINSEQ_3: 29;

      

       A165: for i be Nat st i in ( dom y1) holds 0 <= (y1 . i)

      proof

        let i be Nat;

        set i9 = (((i -' 1) mod lb) + 1);

        

         A166: i9 >= ( 0 + 1) by XREAL_1: 6;

        assume

         A167: i in ( dom y1);

        then

         A168: (y1 . i) = ((b1 . i) * ((M * FG) . i)) by A154;

        

         A169: i in ( Seg ( len FG)) by A154, A167, FINSEQ_1:def 3;

        then lb <> 0 by A14;

        then ((i -' 1) mod lb) < lb by NAT_D: 1;

        then i9 <= lb by NAT_1: 13;

        then i9 in ( Seg lb) by A166;

        then

         A170: i9 in ( dom G) by A17, FINSEQ_1:def 3;

        per cases ;

          suppose

           A171: (G . i9) <> {} ;

          (FG . i) in ( rng FG) by A164, A167, FUNCT_1: 3;

          then

          reconsider FGi = (FG . i) as Element of S;

          reconsider EMPTY = {} as Element of S by MEASURE1: 7;

          EMPTY c= FGi;

          then

           A172: (M . {} ) <= (M . FGi) by MEASURE1: 31;

          consider x9 be object such that

           A173: x9 in (G . i9) by A171, XBOOLE_0:def 1;

          (g . x9) = (b . i9) by A9, A170, A173, MESFUNC3:def 1

          .= (b1 . i) by A139, A169, A171;

          then

           A174: 0 <= (b1 . i) by A6, SUPINF_2: 51;

          (M . {} ) = 0 by VALUED_0:def 19;

          then 0 <= ((M * FG) . i) by A164, A167, A172, FUNCT_1: 13;

          hence thesis by A168, A174;

        end;

          suppose

           A175: (G . i9) = {} ;

          (FG . i) = ((F . (((i -' 1) div lb) + 1)) /\ (G . i9)) by A14, A15, A16, A169;

          then (M . (FG . i)) = 0 by A175, VALUED_0:def 19;

          then ((M * FG) . i) = 0 by A164, A167, FUNCT_1: 13;

          hence thesis by A168;

        end;

      end;

      then for i be object st i in ( dom y1) holds 0 <= (y1 . i);

      then

       ag: y1 is nonnegative by SUPINF_2: 52;

       not -infty in ( rng y1)

      proof

        assume -infty in ( rng y1);

        then ex i be object st i in ( dom y1) & (y1 . i) = -infty by FUNCT_1:def 3;

        hence contradiction by A165;

      end;

      

      then ((z1 " { +infty }) /\ (y1 " { -infty })) = ((z1 " { +infty }) /\ {} ) by FUNCT_1: 72

      .= {} ;

      

      then

       A176: ( dom (z1 + y1)) = ((( dom z1) /\ ( dom y1)) \ ( {} \/ {} )) by A163, MESFUNC1:def 3

      .= ( dom x1) by A122, A164, A156, FINSEQ_3: 29;

      

       A177: for k be Nat st k in ( dom x1) holds (x1 . k) = ((z1 + y1) . k)

      proof

        

         A178: lb divides (la * lb) by NAT_D:def 3;

        let k be Nat;

        set p = (((k -' 1) div lb) + 1);

        set q = (((k -' 1) mod lb) + 1);

        

         A179: p >= ( 0 + 1) by XREAL_1: 6;

        assume

         A180: k in ( dom x1);

        then

         A181: k in ( Seg ( len FG)) by A122, FINSEQ_1:def 3;

        then

         A182: 1 <= k by FINSEQ_1: 1;

        

         A183: lb > 0 by A14, A181;

        then

         A184: lb >= ( 0 + 1) by NAT_1: 13;

        

         A185: k <= (la * lb) by A14, A181, FINSEQ_1: 1;

        then

         A186: (k -' 1) <= ((la * lb) -' 1) by NAT_D: 42;

        1 <= (la * lb) by A182, A185, XXREAL_0: 2;

        then (((la * lb) -' 1) div lb) = (((la * lb) div lb) - 1) by A184, A178, NAT_2: 15;

        then ((k -' 1) div lb) <= (((la * lb) div lb) - 1) by A186, NAT_2: 24;

        then

         A187: p <= ((la * lb) div lb) by XREAL_1: 19;

        lb <> 0 by A14, A181;

        then p <= la by A187, NAT_D: 18;

        then p in ( Seg la) by A179;

        then

         A188: p in ( dom F) by A13, FINSEQ_1:def 3;

        

         A189: q >= ( 0 + 1) by XREAL_1: 6;

        ((k -' 1) mod lb) < lb by A183, NAT_D: 1;

        then q <= lb by NAT_1: 13;

        then q in ( Seg lb) by A189;

        then

         A190: q in ( dom G) by A17, FINSEQ_1:def 3;

        

         A191: (((c1 . k) + (b1 . k)) * ((M * FG) . k)) = (((c1 . k) * ((M * FG) . k)) + ((b1 . k) * ((M * FG) . k)))

        proof

          per cases ;

            suppose (FG . k) <> {} ;

            then ((F . p) /\ (G . q)) <> {} by A14, A15, A16, A181;

            then

            consider v be object such that

             A192: v in ((F . p) /\ (G . q)) by XBOOLE_0:def 1;

            

             A193: (G . q) <> {} by A192;

            

             A194: v in (F . p) by A192, XBOOLE_0:def 4;

            v in (G . q) by A192, XBOOLE_0:def 4;

            then

             A195: (b . q) = (g . v) by A9, A190, MESFUNC3:def 1;

            (F . p) in ( rng F) by A188, FUNCT_1: 3;

            then

             A196: v in ( dom f) by A55, A194, TARSKI:def 4;

            (a . p) = (f . v) by A12, A188, A194, MESFUNC3:def 1;

            then (b . q) <= (a . p) by A7, A195, A196;

            then

             A197: (b1 . k) <= (a . p) by A139, A181, A193;

            (F . p) <> {} by A192;

            then (b1 . k) <= (a1 . k) by A59, A181, A197;

            then 0 <= ((a1 . k) - (b1 . k)) by XXREAL_3: 40;

            then

             A198: 0 = (c1 . k) or 0 < (c1 . k) by A141, A142, A181;

             0 <= (b . q) by A6, A195, SUPINF_2: 51;

            then 0 = (b1 . k) or 0 < (b1 . k) by A139, A181, A192;

            hence thesis by A198, XXREAL_3: 96;

          end;

            suppose (FG . k) = {} ;

            then (M . (FG . k)) = 0 by VALUED_0:def 19;

            then

             A199: ((M * FG) . k) = 0 by A155, A180, FUNCT_1: 13;

            

            hence (((c1 . k) + (b1 . k)) * ((M * FG) . k)) = 0

            .= (((c1 . k) * ((M * FG) . k)) + ((b1 . k) * ((M * FG) . k))) by A199;

          end;

        end;

        

         A200: (a1 . k) <> +infty & (a1 . k) <> -infty & (b1 . k) <> +infty & (b1 . k) <> -infty

        proof

          now

            per cases ;

              suppose

               A201: (F . p) <> {} ;

              then

              consider v be object such that

               A202: v in (F . p) by XBOOLE_0:def 1;

              

               A203: f is real-valued by A1, MESFUNC2:def 4;

              (a1 . k) = (a . p) by A59, A181, A201;

              then (a1 . k) = (f . v) by A12, A188, A202, MESFUNC3:def 1;

              hence (a1 . k) <> +infty & -infty <> (a1 . k) by A203;

            end;

              suppose (F . p) = {} ;

              hence (a1 . k) <> +infty & -infty <> (a1 . k) by A59, A181;

            end;

          end;

          hence +infty <> (a1 . k) & (a1 . k) <> -infty ;

          now

            per cases ;

              suppose

               A204: (G . q) <> {} ;

              then

              consider v be object such that

               A205: v in (G . q) by XBOOLE_0:def 1;

              

               A206: g is real-valued by A4, MESFUNC2:def 4;

              (b1 . k) = (b . q) by A139, A181, A204;

              then (b1 . k) = (g . v) by A9, A190, A205, MESFUNC3:def 1;

              hence thesis by A206;

            end;

              suppose (G . q) = {} ;

              hence thesis by A139, A181;

            end;

          end;

          hence thesis;

        end;

        

         A207: ((b1 . k) - (b1 . k)) = ( - 0 ) by XXREAL_3: 7;

        (c1 . k) = ((a1 . k) - (b1 . k)) by A141, A142, A181;

        

        then ((c1 . k) + (b1 . k)) = ((a1 . k) - ((b1 . k) - (b1 . k))) by A200, XXREAL_3: 32

        .= ((a1 . k) + ( - 0 )) by A207

        .= (a1 . k) by XXREAL_3: 4;

        

        hence (x1 . k) = (((c1 . k) + (b1 . k)) * ((M * FG) . k)) by A122, A180

        .= ((z1 . k) + ((b1 . k) * ((M * FG) . k))) by A155, A153, A156, A180, A191

        .= ((z1 . k) + (y1 . k)) by A155, A154, A164, A180

        .= ((z1 + y1) . k) by A176, A180, MESFUNC1:def 3;

      end;

      now

        let x be Element of X;

        assume

         A208: x in ( dom (f - g));

        g is real-valued by A4, MESFUNC2:def 4;

        then

         A209: |.(g . x).| < +infty by A5, A10, A208, MESFUNC2:def 1;

        f is real-valued by A1, MESFUNC2:def 4;

        then |.(f . x).| < +infty by A5, A10, A208, MESFUNC2:def 1;

        then

         A210: ( |.(f . x).| + |.(g . x).|) <> +infty by A209, XXREAL_3: 16;

         |.((f - g) . x).| = |.((f . x) - (g . x)).| by A208, MESFUNC1:def 4;

        then |.((f - g) . x).| <= ( |.(f . x).| + |.(g . x).|) by EXTREAL1: 32;

        hence |.((f - g) . x).| < +infty by A210, XXREAL_0: 2, XXREAL_0: 4;

      end;

      then (f - g) is real-valued by MESFUNC2:def 1;

      hence

       A211: (f - g) is_simple_func_in S by A5, A61, A10, A99, MESFUNC2:def 4;

      ( dom FG) = ( dom a1) by A59, FINSEQ_1:def 3;

      then (FG,a1) are_Re-presentation_of f by A61, A123, MESFUNC3:def 1;

      then

       A212: ( integral (M,f)) = ( Sum x1) by A1, A2, A3, A122, A155, MESFUNC4: 3;

      ( dom (z1 + y1)) = ( Seg ( len x1)) by A176, FINSEQ_1:def 3;

      then (z1 + y1) is FinSequence by FINSEQ_1:def 2;

      then

       A213: x1 = (z1 + y1) by A176, A177, FINSEQ_1: 13;

      ( dom FG) = ( dom b1) by A139, FINSEQ_1:def 3;

      then (FG,b1) are_Re-presentation_of g by A5, A61, A143, MESFUNC3:def 1;

      then

       A214: ( integral (M,g)) = ( Sum y1) by A2, A4, A5, A6, A154, A164, MESFUNC4: 3;

      thus ( dom (f - g)) <> {} by A2, A5, A10;

      for x be object st x in ( dom (f - g)) holds 0 <= ((f - g) . x)

      proof

        let x be object;

        assume

         A216: x in ( dom (f - g));

        then 0 <= ((f . x) - (g . x)) by A5, A7, A10, XXREAL_3: 40;

        hence thesis by A216, MESFUNC1:def 4;

      end;

      hence

       aa: (f - g) is nonnegative by SUPINF_2: 52;

      ( dom FG) = ( dom c1) by A140, FINSEQ_3: 29;

      then (FG,c1) are_Re-presentation_of (f - g) by A5, A61, A10, A149, MESFUNC3:def 1;

      then ( integral (M,(f - g))) = ( Sum z1) by aa, A2, A5, A153, A156, A10, A211, MESFUNC4: 3;

      hence thesis by A164, A156, A212, A214, A213, MESFUNC4: 1, ag, cd;

    end;

    theorem :: MESFUNC5:69

    

     Th69: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & f is nonnegative & g is_simple_func_in S & g is nonnegative & (for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x)) holds ( dom (f - g)) = (( dom f) /\ ( dom g)) & ( integral' (M,(f | ( dom (f - g))))) = (( integral' (M,(f - g))) + ( integral' (M,(g | ( dom (f - g))))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: f is_simple_func_in S and

       A2: f is nonnegative and

       A3: g is_simple_func_in S and

       A4: g is nonnegative and

       A5: for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x);

      

       A6: (f | ( dom (f - g))) is nonnegative by A2, Th15;

      (( - jj) (#) g) is_simple_func_in S by A3, Th39;

      then ( - g) is_simple_func_in S by MESFUNC2: 9;

      then (f + ( - g)) is_simple_func_in S by A1, Th38;

      then (f - g) is_simple_func_in S by MESFUNC2: 8;

      then

       A7: ( dom (f - g)) is Element of S by Th37;

      then

       A8: (g | ( dom (f - g))) is_simple_func_in S by A3, Th34;

      

       A9: (g | ( dom (f - g))) is nonnegative by A4, Th15;

      g is without-infty by A3, Th14;

      then not -infty in ( rng g);

      then

       A10: (g " { -infty }) = {} by FUNCT_1: 72;

      f is without+infty by A1, Th14;

      then not +infty in ( rng f);

      then

       A11: (f " { +infty }) = {} by FUNCT_1: 72;

      then

       A12: ((( dom f) /\ ( dom g)) \ (((f " { +infty }) /\ (g " { +infty })) \/ ((f " { -infty }) /\ (g " { -infty })))) = (( dom f) /\ ( dom g)) by A10;

      hence

       A13: ( dom (f - g)) = (( dom f) /\ ( dom g)) by MESFUNC1:def 4;

      ( dom (f | ( dom (f - g)))) = (( dom f) /\ ( dom (f - g))) by RELAT_1: 61;

      then

       A14: ( dom (f | ( dom (f - g)))) = ((( dom f) /\ ( dom f)) /\ ( dom g)) by A13, XBOOLE_1: 16;

      

       A15: for x be set st x in ( dom (f | ( dom (f - g)))) holds ((g | ( dom (f - g))) . x) <= ((f | ( dom (f - g))) . x)

      proof

        let x be set;

        assume

         A16: x in ( dom (f | ( dom (f - g))));

        then (g . x) <= (f . x) by A5, A13, A14;

        then ((g | ( dom (f - g))) . x) <= (f . x) by A13, A14, A16, FUNCT_1: 49;

        hence thesis by A13, A14, A16, FUNCT_1: 49;

      end;

      ( dom (g | ( dom (f - g)))) = (( dom g) /\ ( dom (f - g))) by RELAT_1: 61;

      then

       A17: ( dom (g | ( dom (f - g)))) = ((( dom g) /\ ( dom g)) /\ ( dom f)) by A13, XBOOLE_1: 16;

      

       A18: (f | ( dom (f - g))) is_simple_func_in S by A1, A7, Th34;

      thus ( integral' (M,(f | ( dom (f - g))))) = (( integral' (M,(f - g))) + ( integral' (M,(g | ( dom (f - g))))))

      proof

        per cases ;

          suppose

           A19: ( dom (f - g)) = {} ;

          ( dom (g | ( dom (f - g)))) = (( dom g) /\ ( dom (f - g))) by RELAT_1: 61;

          then

           A20: ( integral' (M,(g | ( dom (f - g))))) = 0 by A19, Def14;

          ( dom (f | ( dom (f - g)))) = (( dom f) /\ ( dom (f - g))) by RELAT_1: 61;

          then

           A21: ( integral' (M,(f | ( dom (f - g))))) = 0 by A19, Def14;

          ( integral' (M,(f - g))) = 0 by A19, Def14;

          hence thesis by A21, A20;

        end;

          suppose

           A22: ( dom (f - g)) <> {} ;

          

           A23: ((g | ( dom (f - g))) " { -infty }) = (( dom (f - g)) /\ (g " { -infty })) by FUNCT_1: 70;

          ((f | ( dom (f - g))) " { +infty }) = (( dom (f - g)) /\ (f " { +infty })) by FUNCT_1: 70;

          then ((( dom (f | ( dom (f - g)))) /\ ( dom (g | ( dom (f - g))))) \ ((((f | ( dom (f - g))) " { +infty }) /\ ((g | ( dom (f - g))) " { +infty })) \/ (((f | ( dom (f - g))) " { -infty }) /\ ((g | ( dom (f - g))) " { -infty })))) = ( dom (f - g)) by A11, A10, A12, A14, A17, A23, MESFUNC1:def 4;

          then

           A24: ( dom ((f | ( dom (f - g))) - (g | ( dom (f - g))))) = ( dom (f - g)) by MESFUNC1:def 4;

          

           A25: for x be Element of X st x in ( dom ((f | ( dom (f - g))) - (g | ( dom (f - g))))) holds (((f | ( dom (f - g))) - (g | ( dom (f - g)))) . x) = ((f - g) . x)

          proof

            let x be Element of X;

            assume

             A26: x in ( dom ((f | ( dom (f - g))) - (g | ( dom (f - g)))));

            

            then (((f | ( dom (f - g))) - (g | ( dom (f - g)))) . x) = (((f | ( dom (f - g))) . x) - ((g | ( dom (f - g))) . x)) by MESFUNC1:def 4

            .= ((f . x) - ((g | ( dom (f - g))) . x)) by A24, A26, FUNCT_1: 49

            .= ((f . x) - (g . x)) by A24, A26, FUNCT_1: 49;

            hence thesis by A24, A26, MESFUNC1:def 4;

          end;

          ( integral (M,(f | ( dom (f - g))))) = (( integral (M,((f | ( dom (f - g))) - (g | ( dom (f - g)))))) + ( integral (M,(g | ( dom (f - g)))))) by A13, A18, A8, A6, A9, A14, A17, A15, A22, Lm9;

          then

           A27: ( integral (M,(f | ( dom (f - g))))) = (( integral (M,(f - g))) + ( integral (M,(g | ( dom (f - g)))))) by A24, A25, PARTFUN1: 5;

          

           A28: ( integral (M,(g | ( dom (f - g))))) = ( integral' (M,(g | ( dom (f - g))))) by A13, A17, A22, Def14;

          ( integral (M,(f | ( dom (f - g))))) = ( integral' (M,(f | ( dom (f - g))))) by A13, A14, A22, Def14;

          hence thesis by A22, A27, A28, Def14;

        end;

      end;

    end;

    theorem :: MESFUNC5:70

    

     Th70: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative & (for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x)) holds ( integral' (M,(g | ( dom (f - g))))) <= ( integral' (M,(f | ( dom (f - g)))))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: g is_simple_func_in S and

       A3: f is nonnegative and

       A4: g is nonnegative and

       A5: for x be object st x in ( dom (f - g)) holds (g . x) <= (f . x);

      (( - jj) (#) g) is_simple_func_in S by A2, Th39;

      then ( - g) is_simple_func_in S by MESFUNC2: 9;

      then (f + ( - g)) is_simple_func_in S by A1, Th38;

      then

       A6: (f - g) is_simple_func_in S by MESFUNC2: 8;

      

       A7: ( integral' (M,(f | ( dom (f - g))))) = (( integral' (M,(f - g))) + ( integral' (M,(g | ( dom (f - g)))))) by A1, A2, A3, A4, A5, Th69;

      now

        assume ( integral' (M,(f | ( dom (f - g))))) <> +infty ;

         0 <= ( integral' (M,(f - g))) by A1, A2, A5, A6, Th40, Th68;

        hence thesis by A7, XXREAL_3: 39;

      end;

      hence thesis by XXREAL_0: 4;

    end;

    theorem :: MESFUNC5:71

    

     Th71: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be R_eal st 0 <= c & f is_simple_func_in S & (for x be object st x in ( dom f) holds (f . x) = c) holds ( integral' (M,f)) = (c * (M . ( dom f)))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let c be R_eal;

      assume that

       A1: 0 <= c and

       A2: f is_simple_func_in S and

       A3: for x be object st x in ( dom f) holds (f . x) = c;

      for x be object st x in ( dom f) holds 0 <= (f . x) by A1, A3;

      then

       a4: f is nonnegative by SUPINF_2: 52;

      reconsider A = ( dom f) as Element of S by A2, Th37;

      per cases ;

        suppose

         A5: ( dom f) = {} ;

        then

         A6: (M . A) = 0 by VALUED_0:def 19;

        ( integral' (M,f)) = 0 by A5, Def14;

        hence thesis by A6;

      end;

        suppose

         A7: ( dom f) <> {} ;

        set x = <*(c * (M . A))*>;

        reconsider a = <*c*> as FinSequence of ExtREAL ;

        set F = <*( dom f)*>;

        reconsider x as FinSequence of ExtREAL ;

        

         A8: ( rng F) = {A} by FINSEQ_1: 38;

        ( rng F) c= S

        proof

          let z be object;

          assume z in ( rng F);

          then z = A by A8, TARSKI:def 1;

          hence thesis;

        end;

        then

        reconsider F as FinSequence of S by FINSEQ_1:def 4;

        for i,j be Nat st i in ( dom F) & j in ( dom F) & i <> j holds (F . i) misses (F . j)

        proof

          let i,j be Nat;

          assume that

           A9: i in ( dom F) and

           A10: j in ( dom F) and

           A11: i <> j;

          

           A12: ( dom F) = {1} by FINSEQ_1: 2, FINSEQ_1: 38;

          then i = 1 by A9, TARSKI:def 1;

          hence thesis by A10, A11, A12, TARSKI:def 1;

        end;

        then

        reconsider F as Finite_Sep_Sequence of S by MESFUNC3: 4;

        

         A13: ( dom F) = ( Seg 1) by FINSEQ_1: 38

        .= ( dom a) by FINSEQ_1: 38;

        

         A14: for n be Nat st n in ( dom F) holds for x be object st x in (F . n) holds (f . x) = (a . n)

        proof

          let n be Nat;

          assume n in ( dom F);

          then n in {1} by FINSEQ_1: 2, FINSEQ_1: 38;

          then

           A15: n = 1 by TARSKI:def 1;

          let x be object;

          assume x in (F . n);

          then x in ( dom f) by A15, FINSEQ_1: 40;

          then (f . x) = c by A3;

          hence thesis by A15, FINSEQ_1: 40;

        end;

        

         A16: for n be Nat st n in ( dom x) holds (x . n) = (c * (M . A))

        proof

          let n be Nat;

          assume n in ( dom x);

          then n in {1} by FINSEQ_1: 2, FINSEQ_1: 38;

          then n = 1 by TARSKI:def 1;

          hence thesis by FINSEQ_1: 40;

        end;

        

         A17: ( dom x) = ( Seg 1) by FINSEQ_1: 38

        .= ( dom F) by FINSEQ_1: 38;

        

         A18: for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n))

        proof

          let n be Nat;

          assume

           A19: n in ( dom x);

          then n in {1} by FINSEQ_1: 2, FINSEQ_1: 38;

          then

           A20: n = 1 by TARSKI:def 1;

          then

           A21: (x . n) = (c * (M . A)) by FINSEQ_1: 40;

          ((M * F) . n) = (M . (F . n)) by A17, A19, FUNCT_1: 13

          .= (M . A) by A20, FINSEQ_1: 40;

          hence thesis by A20, A21, FINSEQ_1: 40;

        end;

        ( dom f) = ( union ( rng F)) by A8, ZFMISC_1: 25;

        then (F,a) are_Re-presentation_of f by A13, A14, MESFUNC3:def 1;

        then ( integral (M,f)) = ( Sum x) by A2, a4, A7, A17, A18, MESFUNC4: 3;

        then

         A22: ( integral' (M,f)) = ( Sum x) by A7, Def14;

        reconsider j = 1 as R_eal by XXREAL_0:def 1;

        1 = ( len x) by FINSEQ_1: 40;

        then ( Sum x) = (j * (c * (M . A))) by A16, MESFUNC3: 18;

        hence thesis by A22, XXREAL_3: 81;

      end;

    end;

    theorem :: MESFUNC5:72

    

     Th72: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & f is nonnegative holds ( integral' (M,(f | ( eq_dom (f, 0 ))))) = 0

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: f is nonnegative;

      set A = ( dom f);

      set g = (f | (A /\ ( eq_dom (f, 0 ))));

      for x be object st x in ( eq_dom (f, 0 )) holds x in A by MESFUNC1:def 15;

      then ( eq_dom (f, 0 )) c= A;

      then

       A3: (f | (A /\ ( eq_dom (f, 0 )))) = (f | ( eq_dom (f, 0 ))) by XBOOLE_1: 28;

      

       A4: ex G be Finite_Sep_Sequence of S st (( dom g) = ( union ( rng G)) & for n be Nat, x,y be Element of X st n in ( dom G) & x in (G . n) & y in (G . n) holds (g . x) = (g . y))

      proof

        consider F be Finite_Sep_Sequence of S such that

         A5: ( dom f) = ( union ( rng F)) and

         A6: for n be Nat, x,y be Element of X st n in ( dom F) & x in (F . n) & y in (F . n) holds (f . x) = (f . y) by A1, MESFUNC2:def 4;

        deffunc G( Nat) = ((F . $1) /\ (A /\ ( eq_dom (f, 0 ))));

        reconsider A as Element of S by A5, MESFUNC2: 31;

        consider G be FinSequence such that

         A7: ( len G) = ( len F) & for n be Nat st n in ( dom G) holds (G . n) = G(n) from FINSEQ_1:sch 2;

        f is A -measurable by A1, MESFUNC2: 34;

        then (A /\ ( less_dom (f, 0 ))) in S by MESFUNC1:def 16;

        then (A \ (A /\ ( less_dom (f, 0 )))) in S by PROB_1: 6;

        then

        reconsider A1 = (A /\ ( great_eq_dom (f, 0. ))) as Element of S by MESFUNC1: 14;

        f is A1 -measurable by A1, MESFUNC2: 34;

        then ((A /\ ( great_eq_dom (f, 0 ))) /\ ( less_eq_dom (f, 0 ))) in S by MESFUNC1: 28;

        then

        reconsider A2 = (A /\ ( eq_dom (f, 0 ))) as Element of S by MESFUNC1: 18;

        

         A8: ( dom F) = ( Seg ( len F)) by FINSEQ_1:def 3;

        ( dom G) = ( Seg ( len F)) by A7, FINSEQ_1:def 3;

        then

         A9: for i be Nat st i in ( dom F) holds (G . i) = ((F . i) /\ A2) by A7, A8;

        ( dom G) = ( Seg ( len F)) by A7, FINSEQ_1:def 3;

        then

         A10: ( dom G) = ( dom F) by FINSEQ_1:def 3;

        then

        reconsider G as Finite_Sep_Sequence of S by A9, Th35;

        take G;

        for i be Nat st i in ( dom G) holds (G . i) = (A2 /\ (F . i)) by A7;

        

        then

         A11: ( union ( rng G)) = (A2 /\ ( dom f)) by A5, A10, MESFUNC3: 6

        .= ( dom g) by RELAT_1: 61;

        for i be Nat, x,y be Element of X st i in ( dom G) & x in (G . i) & y in (G . i) holds (g . x) = (g . y)

        proof

          let i be Nat;

          let x,y be Element of X;

          assume that

           A12: i in ( dom G) and

           A13: x in (G . i) and

           A14: y in (G . i);

          

           A15: (G . i) = ((F . i) /\ A2) by A7, A12;

          then

           A16: y in (F . i) by A14, XBOOLE_0:def 4;

          

           A17: (G . i) in ( rng G) by A12, FUNCT_1: 3;

          then x in ( dom g) by A11, A13, TARSKI:def 4;

          then

           A18: (g . x) = (f . x) by FUNCT_1: 47;

          y in ( dom g) by A11, A14, A17, TARSKI:def 4;

          then

           A19: (g . y) = (f . y) by FUNCT_1: 47;

          x in (F . i) by A13, A15, XBOOLE_0:def 4;

          hence thesis by A6, A10, A12, A16, A18, A19;

        end;

        hence thesis by A11;

      end;

      for x be object st x in ( dom g) holds 0 <= (g . x)

      proof

        let x be object;

        assume

         A21: x in ( dom g);

         0 <= (f . x) by A2, SUPINF_2: 51;

        hence thesis by A21, FUNCT_1: 47;

      end;

      then

       a2: g is nonnegative by SUPINF_2: 52;

      f is real-valued by A1, MESFUNC2:def 4;

      then

       A22: g is_simple_func_in S by A4, MESFUNC2:def 4;

      now

        consider F be Finite_Sep_Sequence of S, a,x be FinSequence of ExtREAL such that

         A23: (F,a) are_Re-presentation_of g and (a . 1) = 0 and for n be Nat st 2 <= n & n in ( dom a) holds 0 < (a . n) & (a . n) < +infty and

         A24: ( dom x) = ( dom F) and

         A25: for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n)) and

         A26: ( integral (M,g)) = ( Sum x) by a2, A22, MESFUNC3:def 2;

        

         A27: for x be set st x in ( dom g) holds (g . x) = 0

        proof

          let x be set;

          assume

           A28: x in ( dom g);

          then x in (( dom f) /\ (A /\ ( eq_dom (f, 0 )))) by RELAT_1: 61;

          then x in (A /\ ( eq_dom (f, 0 ))) by XBOOLE_0:def 4;

          then x in ( eq_dom (f, 0 )) by XBOOLE_0:def 4;

          then 0 = (f . x) by MESFUNC1:def 15;

          hence thesis by A28, FUNCT_1: 47;

        end;

        

         A29: for n be Nat st n in ( dom F) holds (a . n) = 0 or (F . n) = {}

        proof

          let n be Nat;

          assume

           A30: n in ( dom F);

          now

            assume (F . n) <> {} ;

            then

            consider x be object such that

             A31: x in (F . n) by XBOOLE_0:def 1;

            (F . n) in ( rng F) by A30, FUNCT_1: 3;

            then x in ( union ( rng F)) by A31, TARSKI:def 4;

            then x in ( dom g) by A23, MESFUNC3:def 1;

            then (g . x) = 0 by A27;

            hence thesis by A23, A30, A31, MESFUNC3:def 1;

          end;

          hence thesis;

        end;

        

         A32: for n be Nat st n in ( dom x) holds (x . n) = 0

        proof

          let n be Nat;

          assume

           A33: n in ( dom x);

          per cases by A24, A29, A33;

            suppose (a . n) = 0 ;

            then ((a . n) * ((M * F) . n)) = 0 ;

            hence thesis by A25, A33;

          end;

            suppose (F . n) = {} ;

            then (M . (F . n)) = 0 by VALUED_0:def 19;

            then ((M * F) . n) = 0 by A24, A33, FUNCT_1: 13;

            then ((a . n) * ((M * F) . n)) = 0 ;

            hence thesis by A25, A33;

          end;

        end;

        

         A34: ( Sum x) = 0

        proof

          consider sumx be sequence of ExtREAL such that

           A35: ( Sum x) = (sumx . ( len x)) and

           A36: (sumx . 0 ) = 0 and

           A37: for i be Nat st i < ( len x) holds (sumx . (i + 1)) = ((sumx . i) + (x . (i + 1))) by EXTREAL1:def 2;

          now

            defpred P[ Nat] means $1 <= ( len x) implies (sumx . $1) = 0 ;

            assume x <> {} ;

            

             A38: for k be Nat st P[k] holds P[(k + 1)]

            proof

              let k be Nat;

              assume

               A39: P[k];

              assume

               A40: (k + 1) <= ( len x);

              reconsider k as Element of NAT by ORDINAL1:def 12;

              1 <= (k + 1) by NAT_1: 11;

              then (k + 1) in ( Seg ( len x)) by A40;

              then (k + 1) in ( dom x) by FINSEQ_1:def 3;

              then

               A41: (x . (k + 1)) = 0 by A32;

              k < ( len x) by A40, NAT_1: 13;

              then (sumx . (k + 1)) = ((sumx . k) + (x . (k + 1))) by A37;

              hence thesis by A39, A40, A41, NAT_1: 13;

            end;

            

             A42: P[ 0 ] by A36;

            for i be Nat holds P[i] from NAT_1:sch 2( A42, A38);

            hence thesis by A35;

          end;

          hence thesis by A35, A36, CARD_1: 27;

        end;

        assume ( dom g) <> {} ;

        hence thesis by A3, A26, A34, Def14;

      end;

      hence thesis by A3, Def14;

    end;

    theorem :: MESFUNC5:73

    

     Th73: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, B be Element of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & (M . B) = 0 & f is nonnegative holds ( integral' (M,(f | B))) = 0

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let B be Element of S;

      let f be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: (M . B) = 0 and

       A3: f is nonnegative;

      set A = ( dom f);

      set g = (f | (A /\ B));

      for x be object st x in ( dom g) holds 0 <= (g . x)

      proof

        let x be object;

        assume

         A5: x in ( dom g);

         0 <= (f . x) by A3, SUPINF_2: 51;

        hence thesis by A5, FUNCT_1: 47;

      end;

      then

       a4: g is nonnegative by SUPINF_2: 52;

      

       A6: ex G be Finite_Sep_Sequence of S st (( dom g) = ( union ( rng G)) & for n be Nat, x,y be Element of X st n in ( dom G) & x in (G . n) & y in (G . n) holds (g . x) = (g . y))

      proof

        consider F be Finite_Sep_Sequence of S such that

         A7: ( dom f) = ( union ( rng F)) and

         A8: for n be Nat, x,y be Element of X st n in ( dom F) & x in (F . n) & y in (F . n) holds (f . x) = (f . y) by A1, MESFUNC2:def 4;

        deffunc G( Nat) = ((F . $1) /\ (A /\ B));

        reconsider A as Element of S by A7, MESFUNC2: 31;

        reconsider A2 = (A /\ B) as Element of S;

        consider G be FinSequence such that

         A9: ( len G) = ( len F) & for n be Nat st n in ( dom G) holds (G . n) = G(n) from FINSEQ_1:sch 2;

        

         A10: ( dom F) = ( Seg ( len F)) by FINSEQ_1:def 3;

        ( dom G) = ( Seg ( len F)) by A9, FINSEQ_1:def 3;

        then

         A11: for i be Nat st i in ( dom F) holds (G . i) = ((F . i) /\ A2) by A9, A10;

        ( dom G) = ( Seg ( len F)) by A9, FINSEQ_1:def 3;

        then

         A12: ( dom G) = ( dom F) by FINSEQ_1:def 3;

        then

        reconsider G as Finite_Sep_Sequence of S by A11, Th35;

        take G;

        for i be Nat st i in ( dom G) holds (G . i) = (A2 /\ (F . i)) by A9;

        

        then

         A13: ( union ( rng G)) = (A2 /\ ( dom f)) by A7, A12, MESFUNC3: 6

        .= ( dom g) by RELAT_1: 61;

        for i be Nat, x,y be Element of X st i in ( dom G) & x in (G . i) & y in (G . i) holds (g . x) = (g . y)

        proof

          let i be Nat;

          let x,y be Element of X;

          assume that

           A14: i in ( dom G) and

           A15: x in (G . i) and

           A16: y in (G . i);

          

           A17: (G . i) = ((F . i) /\ A2) by A9, A14;

          then

           A18: y in (F . i) by A16, XBOOLE_0:def 4;

          

           A19: (G . i) in ( rng G) by A14, FUNCT_1: 3;

          then x in ( dom g) by A13, A15, TARSKI:def 4;

          then

           A20: (g . x) = (f . x) by FUNCT_1: 47;

          y in ( dom g) by A13, A16, A19, TARSKI:def 4;

          then

           A21: (g . y) = (f . y) by FUNCT_1: 47;

          x in (F . i) by A15, A17, XBOOLE_0:def 4;

          hence thesis by A8, A12, A14, A18, A20, A21;

        end;

        hence thesis by A13;

      end;

      ( dom (f | (A /\ B))) = (A /\ (A /\ B)) by RELAT_1: 61;

      then

       A22: ( dom (f | (A /\ B))) = ((A /\ A) /\ B) by XBOOLE_1: 16;

      then

       A23: ( dom (f | (A /\ B))) = ( dom (f | B)) by RELAT_1: 61;

      for x be object st x in ( dom (f | (A /\ B))) holds ((f | (A /\ B)) . x) = ((f | B) . x)

      proof

        let x be object;

        assume

         A24: x in ( dom (f | (A /\ B)));

        then ((f | (A /\ B)) . x) = (f . x) by FUNCT_1: 47;

        hence thesis by A23, A24, FUNCT_1: 47;

      end;

      then

       A25: (f | (A /\ B)) = (f | B) by A23, FUNCT_1: 2;

      f is real-valued by A1, MESFUNC2:def 4;

      then

       A26: g is_simple_func_in S by A6, MESFUNC2:def 4;

      now

        per cases ;

          suppose ( dom g) = {} ;

          hence thesis by A23, Def14;

        end;

          suppose

           A27: ( dom g) <> {} ;

          consider F be Finite_Sep_Sequence of S, a,x be FinSequence of ExtREAL such that

           A28: (F,a) are_Re-presentation_of g and (a . 1) = 0 and for n be Nat st 2 <= n & n in ( dom a) holds 0 < (a . n) & (a . n) < +infty and

           A29: ( dom x) = ( dom F) and

           A30: for n be Nat st n in ( dom x) holds (x . n) = ((a . n) * ((M * F) . n)) and

           A31: ( integral (M,g)) = ( Sum x) by A26, MESFUNC3:def 2, a4;

          

           A32: for n be Nat st n in ( dom F) holds (M . (F . n)) = 0

          proof

            reconsider BB = B as measure_zero of M by A2, MEASURE1:def 7;

            let n be Nat;

            

             A33: ( dom g) c= B by A22, XBOOLE_1: 17;

            assume

             A34: n in ( dom F);

            then (F . n) in ( rng F) by FUNCT_1: 3;

            then

            reconsider FF = (F . n) as Element of S;

            for v be object st v in (F . n) holds v in ( union ( rng F))

            proof

              let v be object;

              assume

               A35: v in (F . n);

              (F . n) in ( rng F) by A34, FUNCT_1: 3;

              hence thesis by A35, TARSKI:def 4;

            end;

            then

             A36: (F . n) c= ( union ( rng F));

            ( union ( rng F)) = ( dom g) by A28, MESFUNC3:def 1;

            then FF c= BB by A36, A33;

            then (F . n) is measure_zero of M by MEASURE1: 36;

            hence thesis by MEASURE1:def 7;

          end;

          

           A37: for n be Nat st n in ( dom x) holds (x . n) = 0

          proof

            let n be Nat;

            assume

             A38: n in ( dom x);

            then (M . (F . n)) = 0 by A29, A32;

            then ((M * F) . n) = 0 by A29, A38, FUNCT_1: 13;

            then ((a . n) * ((M * F) . n)) = 0 ;

            hence thesis by A30, A38;

          end;

          ( Sum x) = 0

          proof

            consider sumx be sequence of ExtREAL such that

             A39: ( Sum x) = (sumx . ( len x)) and

             A40: (sumx . 0 ) = 0 and

             A41: for i be Nat st i < ( len x) holds (sumx . (i + 1)) = ((sumx . i) + (x . (i + 1))) by EXTREAL1:def 2;

            now

              defpred P[ Nat] means $1 <= ( len x) implies (sumx . $1) = 0 ;

              assume x <> {} ;

              

               A42: for k be Nat st P[k] holds P[(k + 1)]

              proof

                let k be Nat;

                assume

                 A43: P[k];

                assume

                 A44: (k + 1) <= ( len x);

                reconsider k as Element of NAT by ORDINAL1:def 12;

                1 <= (k + 1) by NAT_1: 11;

                then (k + 1) in ( Seg ( len x)) by A44;

                then (k + 1) in ( dom x) by FINSEQ_1:def 3;

                then

                 A45: (x . (k + 1)) = 0 by A37;

                k < ( len x) by A44, NAT_1: 13;

                then (sumx . (k + 1)) = ((sumx . k) + (x . (k + 1))) by A41;

                hence thesis by A43, A44, A45, NAT_1: 13;

              end;

              

               A46: P[ 0 ] by A40;

              for i be Nat holds P[i] from NAT_1:sch 2( A46, A42);

              hence thesis by A39;

            end;

            hence thesis by A39, A40, CARD_1: 27;

          end;

          hence thesis by A25, A27, A31, Def14;

        end;

      end;

      hence thesis;

    end;

    theorem :: MESFUNC5:74

    

     Th74: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, g be PartFunc of X, ExtREAL , F be Functional_Sequence of X, ExtREAL , L be ExtREAL_sequence st g is_simple_func_in S & (for x be object st x in ( dom g) holds 0 < (g . x)) & (for n be Nat holds (F . n) is_simple_func_in S) & (for n be Nat holds ( dom (F . n)) = ( dom g)) & (for n be Nat holds (F . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((F . n) . x) <= ((F . m) . x)) & (for x be Element of X st x in ( dom g) holds (F # x) is convergent & (g . x) <= ( lim (F # x))) & (for n be Nat holds (L . n) = ( integral' (M,(F . n)))) holds L is convergent & ( integral' (M,g)) <= ( lim L)

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let g be PartFunc of X, ExtREAL ;

      let F be Functional_Sequence of X, ExtREAL ;

      let L be ExtREAL_sequence;

      assume that

       A1: g is_simple_func_in S and

       A2: for x be object st x in ( dom g) holds 0 < (g . x) and

       A3: for n be Nat holds (F . n) is_simple_func_in S and

       A4: for n be Nat holds ( dom (F . n)) = ( dom g) and

       A5: for n be Nat holds (F . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((F . n) . x) <= ((F . m) . x) and

       A7: for x be Element of X st x in ( dom g) holds (F # x) is convergent & (g . x) <= ( lim (F # x)) and

       A8: for n be Nat holds (L . n) = ( integral' (M,(F . n)));

      per cases ;

        suppose

         A9: ( dom g) = {} ;

         A10:

        now

          let n be Nat;

          ( dom (F . n)) = {} by A4, A9;

          then ( integral' (M,(F . n))) = 0 by Def14;

          hence (L . n) = 0 by A8;

        end;

        then L is convergent_to_finite_number by Th52;

        hence L is convergent;

        ( lim L) = 0 by A10, Th52;

        hence thesis by A9, Def14;

      end;

        suppose

         A11: ( dom g) <> {} ;

        for v be object st v in ( dom g) holds 0 <= (g . v) by A2;

        then g is nonnegative by SUPINF_2: 52;

        then

        consider G be Finite_Sep_Sequence of S, a be FinSequence of ExtREAL such that

         A12: (G,a) are_Re-presentation_of g and

         A13: (a . 1) = 0 and

         A14: for n be Nat st 2 <= n & n in ( dom a) holds 0 < (a . n) & (a . n) < +infty by A1, MESFUNC3: 14;

        defpred PP1[ Nat, set] means $2 = (a . $1);

        

         A15: for k be Nat st k in ( Seg ( len a)) holds ex x be Element of REAL st PP1[k, x]

        proof

          let k be Nat;

          assume

           A16: k in ( Seg ( len a));

          then

           A17: 1 <= k by FINSEQ_1: 1;

          

           A18: k in ( dom a) by A16, FINSEQ_1:def 3;

          per cases ;

            suppose

             A19: k = 1;

            take ( In ( 0 , REAL ));

            thus thesis by A13, A19;

          end;

            suppose k <> 1;

            then k > 1 by A17, XXREAL_0: 1;

            then

             A20: k >= (1 + 1) by NAT_1: 13;

            then

             A21: (a . k) < +infty by A14, A18;

             0 < (a . k) by A14, A18, A20;

            then

            reconsider x = (a . k) as Element of REAL by A21, XXREAL_0: 14;

            take x;

            thus thesis;

          end;

        end;

        consider a1 be FinSequence of REAL such that

         A22: ( dom a1) = ( Seg ( len a)) & for k be Nat st k in ( Seg ( len a)) holds PP1[k, (a1 . k)] from FINSEQ_1:sch 5( A15);

        

         A23: ( len a) <> 0

        proof

          assume ( len a) = 0 ;

          then

           A24: ( dom a) = ( Seg 0 ) by FINSEQ_1:def 3;

          

           A25: ( rng G) = {}

          proof

            assume ( rng G) <> {} ;

            then

            consider y be object such that

             A26: y in ( rng G) by XBOOLE_0:def 1;

            ex x be object st x in ( dom G) & y = (G . x) by A26, FUNCT_1:def 3;

            hence contradiction by A12, A24, MESFUNC3:def 1;

          end;

          ( union ( rng G)) <> {} by A11, A12, MESFUNC3:def 1;

          then

          consider x be object such that

           A27: x in ( union ( rng G)) by XBOOLE_0:def 1;

          ex Y be set st x in Y & Y in ( rng G) by A27, TARSKI:def 4;

          hence contradiction by A25;

        end;

        

         A28: 2 <= ( len a)

        proof

          assume not 2 <= ( len a);

          then ( len a) = 1 by A23, NAT_1: 23;

          then ( dom a) = {1} by FINSEQ_1: 2, FINSEQ_1:def 3;

          then

           A29: ( dom G) = {1} by A12, MESFUNC3:def 1;

          

           A30: ( dom g) = ( union ( rng G)) by A12, MESFUNC3:def 1

          .= ( union {(G . 1)}) by A29, FUNCT_1: 4

          .= (G . 1) by ZFMISC_1: 25;

          then

          consider x be object such that

           A31: x in (G . 1) by A11, XBOOLE_0:def 1;

          1 in ( dom G) by A29, TARSKI:def 1;

          then (g . x) = 0 by A12, A13, A31, MESFUNC3:def 1;

          hence contradiction by A2, A30, A31;

        end;

        then 1 <= ( len a) by XXREAL_0: 2;

        then 1 in ( Seg ( len a));

        then

         A32: (a . 1) = (a1 . 1) by A22;

        

         A33: 2 in ( dom a1) by A22, A28;

        then

         A34: 2 in ( dom a) by A22, FINSEQ_1:def 3;

        (a1 . 2) = (a . 2) by A22, A33;

        then (a1 . 2) <> (a . 1) by A13, A14, A34;

        then

         A35: not (a1 . 2) in {(a1 . 1)} by A32, TARSKI:def 1;

        (a1 . 2) in ( rng a1) by A33, FUNCT_1: 3;

        then

        reconsider RINGA = (( rng a1) \ {(a1 . 1)}) as finite non empty real-membered set by A35, XBOOLE_0:def 5;

        reconsider alpha = ( min RINGA) as R_eal by XXREAL_0:def 1;

        reconsider beta1 = ( max RINGA) as Element of REAL by XREAL_0:def 1;

        

         A36: ( min RINGA) in RINGA by XXREAL_2:def 7;

        then ( min RINGA) in ( rng a1) by XBOOLE_0:def 5;

        then

        consider i be object such that

         A37: i in ( dom a1) and

         A38: ( min RINGA) = (a1 . i) by FUNCT_1:def 3;

        reconsider i as Element of NAT by A37;

        

         A39: (a . i) = (a1 . i) by A22, A37;

        i in ( Seg ( len a1)) by A37, FINSEQ_1:def 3;

        then

         A40: 1 <= i by FINSEQ_1: 1;

         not ( min RINGA) in {(a1 . 1)} by A36, XBOOLE_0:def 5;

        then i <> 1 by A38, TARSKI:def 1;

        then 1 < i by A40, XXREAL_0: 1;

        then

         A41: (1 + 1) <= i by NAT_1: 13;

        

         A42: i in ( dom a) by A22, A37, FINSEQ_1:def 3;

        then

         A43: 0 < alpha by A14, A38, A41, A39;

        reconsider beta = ( max RINGA) as R_eal by XXREAL_0:def 1;

        

         A44: for x be set st x in ( dom g) holds alpha <= (g . x) & (g . x) <= beta

        proof

          let x be set;

          assume

           A45: x in ( dom g);

          then x in ( union ( rng G)) by A12, MESFUNC3:def 1;

          then

          consider Y be set such that

           A46: x in Y and

           A47: Y in ( rng G) by TARSKI:def 4;

          consider k be object such that

           A48: k in ( dom G) and

           A49: Y = (G . k) by A47, FUNCT_1:def 3;

          reconsider k as Element of NAT by A48;

          k in ( dom a) by A12, A48, MESFUNC3:def 1;

          then

           A50: k in ( Seg ( len a)) by FINSEQ_1:def 3;

          now

            1 <= ( len a) by A28, XXREAL_0: 2;

            then

             A51: 1 in ( dom a1) by A22;

            

             A52: (g . x) = (a . k) by A12, A46, A48, A49, MESFUNC3:def 1;

            assume

             A53: (a1 . k) = (a1 . 1);

            (a . k) = (a1 . k) by A22, A50;

            then (a . k) = (a . 1) by A22, A53, A51;

            hence contradiction by A2, A13, A45, A52;

          end;

          then

           A54: not (a1 . k) in {(a1 . 1)} by TARSKI:def 1;

          (a1 . k) in ( rng a1) by A22, A50, FUNCT_1: 3;

          then

           A55: (a1 . k) in RINGA by A54, XBOOLE_0:def 5;

          (g . x) = (a . k) by A12, A46, A48, A49, MESFUNC3:def 1

          .= (a1 . k) by A22, A50;

          hence thesis by A55, XXREAL_2:def 7, XXREAL_2:def 8;

        end;

        

         A56: for n be Nat holds ( dom (g - (F . n))) = ( dom g)

        proof

          g is without-infty by A1, Th14;

          then not -infty in ( rng g);

          then

           A57: (g " { -infty }) = {} by FUNCT_1: 72;

          g is without+infty by A1, Th14;

          then not +infty in ( rng g);

          then

           A58: (g " { +infty }) = {} by FUNCT_1: 72;

          let n be Nat;

          

           A59: ( dom (g - (F . n))) = ((( dom (F . n)) /\ ( dom g)) \ ((((F . n) " { +infty }) /\ (g " { +infty })) \/ (((F . n) " { -infty }) /\ (g " { -infty })))) by MESFUNC1:def 4;

          ( dom (F . n)) = ( dom g) by A4;

          hence thesis by A58, A57, A59;

        end;

        

         A60: g is real-valued by A1, MESFUNC2:def 4;

        

         A61: for e be R_eal st 0 < e & e < alpha holds ex H be SetSequence of X, MF be ExtREAL_sequence st (for n be Nat holds (H . n) = ( less_dom ((g - (F . n)),e))) & (for n,m be Nat st n <= m holds (H . n) c= (H . m)) & (for n be Nat holds (H . n) c= ( dom g)) & (for n be Nat holds (MF . n) = (M . (H . n))) & (M . ( dom g)) = ( sup ( rng MF)) & for n be Nat holds (H . n) in S

        proof

          let e be R_eal;

          assume that

           A62: 0 < e and

           A63: e < alpha;

          deffunc FFH( Nat) = ( less_dom ((g - (F . $1)),e));

          consider H be SetSequence of X such that

           A64: for n be Element of NAT holds (H . n) = FFH(n) from FUNCT_2:sch 4;

           A65:

          now

            let n be Nat;

            n in NAT by ORDINAL1:def 12;

            hence (H . n) = FFH(n) by A64;

          end;

          

           A66: for n be Nat holds (H . n) c= ( dom g)

          proof

            let n be Nat;

            now

              let x be object;

              assume x in (H . n);

              then x in ( less_dom ((g - (F . n)),e)) by A65;

              then x in ( dom (g - (F . n))) by MESFUNC1:def 11;

              hence x in ( dom g) by A56;

            end;

            hence thesis;

          end;

          

           A67: ( Union H) c= ( dom g)

          proof

            let x be object;

            assume x in ( Union H);

            then

            consider n be Nat such that

             A68: x in (H . n) by PROB_1: 12;

            (H . n) c= ( dom g) by A66;

            hence thesis by A68;

          end;

          now

            let x be object;

            assume

             A69: x in ( dom g);

            then

            reconsider x1 = x as Element of X;

            

             A70: (F # x1) is convergent by A7, A69;

             A71:

            now

              reconsider E = e as Element of REAL by A62, A63, XXREAL_0: 48;

              assume (F # x1) is convergent_to_-infty;

              then

              consider N be Nat such that

               A72: for m be Nat st N <= m holds ((F # x1) . m) <= ( - E) by A62;

              (F . N) is nonnegative by A5;

              then

               A73: 0 <= ((F . N) . x) by SUPINF_2: 51;

              ((F # x1) . N) < 0 by A62, A72;

              hence contradiction by A73, Def13;

            end;

            now

              per cases by A70, A71;

                suppose

                 A74: (F # x1) is convergent_to_finite_number;

                reconsider E = e as Element of REAL by A62, A63, XXREAL_0: 48;

                

                 A75: (ex limFx be Real st ( lim (F # x1)) = limFx & (for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.(((F # x1) . m) - ( lim (F # x1))).| < p) & (F # x1) is convergent_to_finite_number) or ( lim (F # x1)) = +infty & (F # x1) is convergent_to_+infty or ( lim (F # x1)) = -infty & (F # x1) is convergent_to_-infty by A70, Def12;

                then

                consider N be Nat such that

                 A76: for m be Nat st N <= m holds |.(((F # x1) . m) - ( lim (F # x1))).| < (E / 2) by A62, A74, Th50, Th51;

                reconsider N as Element of NAT by ORDINAL1:def 12;

                (g . x) <= ( lim (F # x1)) by A7, A69;

                then ((g . x) - (E / 2)) <= (( lim (F # x1)) - 0. ) by A62, XXREAL_3: 37;

                then

                 A77: ((g . x) - (E / 2)) <= ( lim (F # x1)) by XXREAL_3: 4;

                now

                  let k be Nat;

                  set m = (N + k);

                  

                   A78: x1 in ( dom (g - (F . m))) by A56, A69;

                  now

                    let e be Real;

                    assume 0 < e;

                    then

                    consider N0 be Nat such that

                     A79: for M be Nat st N0 <= M holds |.(((F # x1) . M) - ( lim (F # x1))).| < e by A74, A75, Th50, Th51;

                    reconsider N0, n1 = m as Element of NAT by ORDINAL1:def 12;

                    set M = ( max (N0,n1));

                    

                     A80: (((F # x1) . M) - ( lim (F # x1))) <= |.(((F # x1) . M) - ( lim (F # x1))).| by EXTREAL1: 20;

                    ((F . m) . x1) <= ((F . M) . x1) by A6, A69, XXREAL_0: 25;

                    then ((F . m) . x1) <= ((F # x1) . M) by Def13;

                    then

                     A81: ((F # x1) . m) <= ((F # x1) . M) by Def13;

                     |.(((F # x1) . M) - ( lim (F # x1))).| < e by A79, XXREAL_0: 25;

                    then (((F # x1) . M) - ( lim (F # x1))) < e by A80, XXREAL_0: 2;

                    then ((F # x1) . M) < (e + ( lim (F # x1))) by A74, A75, Th50, Th51, XXREAL_3: 54;

                    hence ((F # x1) . m) < (( lim (F # x1)) + e) by A81, XXREAL_0: 2;

                  end;

                  then ((F # x1) . m) <= ( lim (F # x1)) by XXREAL_3: 61;

                  then

                   A82: 0 <= (( lim (F # x1)) - ((F # x1) . m)) by XXREAL_3: 40;

                   |.(((F # x1) . m) - ( lim (F # x1))).| = |.(( lim (F # x1)) - ((F # x1) . m)).| by Th1

                  .= (( lim (F # x1)) - ((F # x1) . m)) by A82, EXTREAL1:def 1;

                  then (( lim (F # x1)) - ((F # x1) . m)) < (E / 2) by A76, NAT_1: 11;

                  then

                   A83: (( lim (F # x1)) - ((F . m) . x1)) < (E / 2) by Def13;

                  

                   A84: |.(((F # x1) . m) - ( lim (F # x1))).| < (E / 2) by A76, NAT_1: 11;

                  then ((F # x1) . m) <> -infty by A74, A75, Th3, Th51;

                  then

                   A85: ((F . m) . x) <> -infty by Def13;

                  ((F # x1) . m) <> +infty by A74, A75, A84, Th3, Th50;

                  then ((F . m) . x) <> +infty by Def13;

                  then ( lim (F # x1)) < (((F . m) . x) + (E / 2)) by A85, A83, XXREAL_3: 54;

                  then

                   A86: (( lim (F # x1)) + (E / 2)) < ((((F . m) . x) + (E / 2)) + (E / 2)) by XXREAL_3: 62;

                  (g . x) <= (( lim (F # x1)) + (E / 2)) by A77, XXREAL_3: 41;

                  then (g . x) < ((((F . m) . x1) + (E / 2)) + (E / 2)) by A86, XXREAL_0: 2;

                  then (g . x) < (((F . m) . x1) + ((E / 2) + (E / 2))) by XXREAL_3: 29;

                  then (g . x) < (((F . m) . x1) + ((E / 2) + (E / 2)));

                  then ((g . x) - ((F . m) . x1)) < e by XXREAL_3: 55;

                  then ((g - (F . m)) . x1) < e by A78, MESFUNC1:def 4;

                  then x in ( less_dom ((g - (F . (N + k))),e)) by A78, MESFUNC1:def 11;

                  hence x in (H . (N + k qua Complex)) by A65;

                end;

                then

                 A87: x in (( inferior_setsequence H) . N) by SETLIM_1: 19;

                ( dom ( inferior_setsequence H)) = NAT by FUNCT_2:def 1;

                hence ex N be Nat st N in ( dom ( inferior_setsequence H)) & x in (( inferior_setsequence H) . N) by A87;

              end;

                suppose

                 A88: (F # x1) is convergent_to_+infty;

                ex N be Nat st for m be Nat st N <= m holds ((g . x1) - ((F . m) . x1)) < e

                proof

                  

                   A89: e in REAL by A62, A63, XXREAL_0: 48;

                  per cases ;

                    suppose

                     A90: ((g . x1) - e) <= 0 ;

                    consider N be Nat such that

                     A91: for m be Nat st N <= m holds 1 <= ((F # x1) . m) by A88;

                    now

                      let m be Nat;

                      assume N <= m;

                      then ((g . x1) - e) < ((F # x1) . m) by A90, A91;

                      then (g . x1) < (((F # x1) . m) + e) by A89, XXREAL_3: 54;

                      then ((g . x1) - ((F # x1) . m)) < e by A89, XXREAL_3: 55;

                      hence ((g . x1) - ((F . m) . x1)) < e by Def13;

                    end;

                    hence thesis;

                  end;

                    suppose

                     A92: 0 < ((g . x1) - e);

                    reconsider e1 = e as Element of REAL by A62, A63, XXREAL_0: 48;

                    reconsider gx1 = (g . x) as Real by A60;

                    ((g . x) - e) = (gx1 - e1);

                    then

                    reconsider ee = ((g . x1) - e) as Real;

                    consider N be Nat such that

                     A93: for m be Nat st N <= m holds (ee + 1) <= ((F # x1) . m) by A88, A92;

                    

                     A94: ee < (ee + 1) by XREAL_1: 29;

                    now

                      let m be Nat;

                      assume N <= m;

                      then (ee + 1) <= ((F # x1) . m) by A93;

                      then ee < ((F # x1) . m) by A94, XXREAL_0: 2;

                      then (g . x1) < (((F # x1) . m) + e) by A89, XXREAL_3: 54;

                      then ((g . x1) - ((F # x1) . m)) < e by A89, XXREAL_3: 55;

                      hence ((g . x1) - ((F . m) . x1)) < e by Def13;

                    end;

                    hence thesis;

                  end;

                end;

                then

                consider N be Nat such that

                 A95: for m be Nat st N <= m holds ((g . x1) - ((F . m) . x1)) < e;

                reconsider N as Element of NAT by ORDINAL1:def 12;

                 A96:

                now

                  let m be Nat;

                  

                   A97: x1 in ( dom (g - (F . m))) by A56, A69;

                  assume N <= m;

                  then ((g . x1) - ((F . m) . x1)) < e by A95;

                  then ((g - (F . m)) . x1) < e by A97, MESFUNC1:def 4;

                  hence x1 in ( less_dom ((g - (F . m)),e)) by A97, MESFUNC1:def 11;

                end;

                now

                  let k be Nat;

                  x in ( less_dom ((g - (F . (N + k))),e)) by A96, NAT_1: 11;

                  hence x in (H . (N + k qua Complex)) by A65;

                end;

                then

                 A98: x in (( inferior_setsequence H) . N) by SETLIM_1: 19;

                ( dom ( inferior_setsequence H)) = NAT by FUNCT_2:def 1;

                hence ex N be Nat st N in ( dom ( inferior_setsequence H)) & x in (( inferior_setsequence H) . N) by A98;

              end;

            end;

            then

            consider N be Nat such that

             A99: N in ( dom ( inferior_setsequence H)) and

             A100: x in (( inferior_setsequence H) . N);

            (( inferior_setsequence H) . N) in ( rng ( inferior_setsequence H)) by A99, FUNCT_1: 3;

            then x in ( Union ( inferior_setsequence H)) by A100, TARSKI:def 4;

            hence x in ( lim_inf H) by SETLIM_1:def 4;

          end;

          then

           A101: ( dom g) c= ( lim_inf H);

          deffunc U( Nat) = (M . (H . $1));

          

           A102: ( lim_inf H) c= ( lim_sup H) by KURATO_0: 6;

          consider MF be ExtREAL_sequence such that

           A103: for n be Element of NAT holds (MF . n) = U(n) from FUNCT_2:sch 4;

          

           A104: for n,m be Nat st n <= m holds (H . n) c= (H . m)

          proof

            let n,m be Nat;

            assume

             A105: n <= m;

            now

              let x be object;

              assume x in (H . n);

              then

               A106: x in ( less_dom ((g - (F . n)),e)) by A65;

              then

               A107: x in ( dom (g - (F . n))) by MESFUNC1:def 11;

              then

               A108: ((g - (F . n)) . x) = ((g . x) - ((F . n) . x)) by MESFUNC1:def 4;

              

               A109: ((g - (F . n)) . x) < e by A106, MESFUNC1:def 11;

              

               A110: ( dom (g - (F . n))) = ( dom g) by A56;

              then

               A111: ((F . n) . x) <= ((F . m) . x) by A6, A105, A107;

              

               A112: ( dom (g - (F . m))) = ( dom g) by A56;

              then ((g - (F . m)) . x) = ((g . x) - ((F . m) . x)) by A107, A110, MESFUNC1:def 4;

              then ((g - (F . m)) . x) <= ((g - (F . n)) . x) by A108, A111, XXREAL_3: 37;

              then ((g - (F . m)) . x) < e by A109, XXREAL_0: 2;

              then x in ( less_dom ((g - (F . m)),e)) by A107, A110, A112, MESFUNC1:def 11;

              hence x in (H . m) by A65;

            end;

            hence thesis;

          end;

          then for n,m be Nat st n <= m holds (H . n) c= (H . m);

          then

           A113: H is non-descending by PROB_1:def 5;

           A114:

          now

            let n be Nat;

            n in NAT by ORDINAL1:def 12;

            hence (MF . n) = U(n) by A103;

          end;

          now

            let x be object;

            assume x in ( lim_inf H);

            then x in ( Union ( inferior_setsequence H)) by SETLIM_1:def 4;

            then

            consider V be set such that

             A115: x in V and

             A116: V in ( rng ( inferior_setsequence H)) by TARSKI:def 4;

            consider n be object such that

             A117: n in ( dom ( inferior_setsequence H)) and

             A118: V = (( inferior_setsequence H) . n) by A116, FUNCT_1:def 3;

            reconsider n as Element of NAT by A117;

            x in (H . (n + 0 )) by A115, A118, SETLIM_1: 19;

            then x in ( less_dom ((g - (F . n)),e)) by A65;

            then x in ( dom (g - (F . n))) by MESFUNC1:def 11;

            hence x in ( dom g) by A56;

          end;

          then ( lim_inf H) c= ( dom g);

          then

           A119: ( lim_inf H) = ( dom g) by A101;

          

           A120: (M . ( dom g)) = ( sup ( rng MF)) & for n be Element of NAT holds (H . n) in S

          proof

             A121:

            now

              reconsider E = e as Element of REAL by A62, A63, XXREAL_0: 48;

              let x be object;

              assume x in NAT ;

              then

              reconsider n = x as Element of NAT ;

              

               A122: ( less_dom ((g - (F . n)),E)) c= ( dom (g - (F . n))) by MESFUNC1:def 11;

              

               A123: (F . n) is_simple_func_in S by A3;

              then

              consider GF be Finite_Sep_Sequence of S such that

               A124: ( dom (F . n)) = ( union ( rng GF)) and for m be Nat, x,y be Element of X st m in ( dom GF) & x in (GF . m) & y in (GF . m) holds ((F . n) . x) = ((F . n) . y) by MESFUNC2:def 4;

              

               A125: (F . n) is real-valued by A123, MESFUNC2:def 4;

              reconsider DGH = ( union ( rng GF)) as Element of S by MESFUNC2: 31;

              ( dom (F . n)) = ( dom g) by A4;

              then (DGH /\ ( less_dom ((g - (F . n)),E))) = (( dom (g - (F . n))) /\ ( less_dom ((g - (F . n)),E))) by A56, A124;

              then

               A126: (DGH /\ ( less_dom ((g - (F . n)),E))) = ( less_dom ((g - (F . n)),E)) by A122, XBOOLE_1: 28;

              

               A127: (F . n) is DGH -measurable by A3, MESFUNC2: 34;

              

               A128: g is real-valued by A1, MESFUNC2:def 4;

              g is DGH -measurable by A1, MESFUNC2: 34;

              then (g - (F . n)) is DGH -measurable by A124, A128, A125, A127, MESFUNC2: 11;

              then (DGH /\ ( less_dom ((g - (F . n)),E))) in S by MESFUNC1:def 16;

              hence (H . x) in S by A65, A126;

            end;

            ( dom H) = NAT by FUNCT_2:def 1;

            then

            reconsider HH = H as sequence of S by A121, FUNCT_2: 3;

            

             A129: for n be Nat holds (HH . n) c= (HH . (n + 1)) by A104, NAT_1: 11;

            ( rng HH) c= S by RELAT_1:def 19;

            then

             A130: ( rng H) c= ( dom M) by FUNCT_2:def 1;

            ( lim_sup H) = ( Union H) by A113, SETLIM_1: 59;

            then

             A131: (M . ( union ( rng H))) = (M . ( dom g)) by A119, A67, A102, XBOOLE_0:def 10;

            

             A132: ( dom H) = NAT by FUNCT_2:def 1;

            

             A133: ( dom MF) = NAT by FUNCT_2:def 1;

            

             A134: for x be object holds x in ( dom MF) iff x in ( dom H) & (H . x) in ( dom M)

            proof

              let x be object;

              now

                assume

                 A135: x in ( dom MF);

                then (H . x) in ( rng H) by A132, FUNCT_1: 3;

                hence x in ( dom H) & (H . x) in ( dom M) by A132, A130, A135;

              end;

              hence thesis by A133;

            end;

            for x be object st x in ( dom MF) holds (MF . x) = (M . (H . x)) by A103;

            then (M * H) = MF by A134, FUNCT_1: 10;

            hence thesis by A121, A129, A131, MEASURE2: 23;

          end;

          now

            let n be Nat;

            n in NAT by ORDINAL1:def 12;

            hence (H . n) in S by A120;

          end;

          hence thesis by A65, A104, A66, A114, A120;

        end;

        per cases ;

          suppose

           A136: (M . ( dom g)) <> +infty ;

          

           A137: 0 < beta

          proof

            consider x be object such that

             A138: x in ( dom g) by A11, XBOOLE_0:def 1;

            

             A139: (g . x) <= beta by A44, A138;

            alpha <= (g . x) by A44, A138;

            hence thesis by A14, A38, A41, A42, A39, A139;

          end;

          

           A140: {} in S by MEASURE1: 34;

          

           A141: (M . {} ) = 0 by VALUED_0:def 19;

          ( dom g) is Element of S by A1, Th37;

          then

           A142: (M . ( dom g)) <> -infty by A141, A140, MEASURE1: 31, XBOOLE_1: 2;

          then

          reconsider MG = (M . ( dom g)) as Element of REAL by A136, XXREAL_0: 14;

          reconsider DG = ( dom g) as Element of S by A1, Th37;

          

           A143: for x be object st x in ( dom g) holds 0 <= (g . x) by A2;

          then

           A144: ( integral' (M,g)) <> -infty by A1, Th68, SUPINF_2: 52;

          

           A145: g is nonnegative by A143, SUPINF_2: 52;

          

           A146: ( integral' (M,g)) <= (beta * (M . DG))

          proof

            consider GP be PartFunc of X, ExtREAL such that

             A147: GP is_simple_func_in S and

             A148: ( dom GP) = DG and

             A149: for x be object st x in DG holds (GP . x) = beta by Th41;

            

             A150: for x be object st x in ( dom (GP - g)) holds (g . x) <= (GP . x)

            proof

              let x be object;

              assume x in ( dom (GP - g));

              then x in ((( dom GP) /\ ( dom g)) \ (((GP " { +infty }) /\ (g " { +infty })) \/ ((GP " { -infty }) /\ (g " { -infty })))) by MESFUNC1:def 4;

              then

               A151: x in (( dom GP) /\ ( dom g)) by XBOOLE_0:def 5;

              then (GP . x) = beta by A148, A149;

              hence thesis by A44, A148, A151;

            end;

            for x be object st x in ( dom GP) holds 0 <= (GP . x) by A137, A148, A149;

            then

             A152: GP is nonnegative by SUPINF_2: 52;

            then

             A153: ( dom (GP - g)) = (( dom GP) /\ ( dom g)) by A1, A145, A147, A150, Th69;

            then

             A154: (g | ( dom (GP - g))) = g by A148, GRFUNC_1: 23;

            

             A155: (GP | ( dom (GP - g))) = GP by A148, A153, GRFUNC_1: 23;

            ( integral' (M,(g | ( dom (GP - g))))) <= ( integral' (M,(GP | ( dom (GP - g))))) by A1, A145, A147, A152, A150, Th70;

            hence thesis by A137, A147, A148, A149, A154, A155, Th71;

          end;

          (beta * (M . DG)) = (beta1 * MG) by EXTREAL1: 1;

          then

           A156: ( integral' (M,g)) <> +infty by A146, XXREAL_0: 9;

          

           A157: for e be R_eal st 0 < e & e < alpha holds ex N0 be Nat st for n be Nat st N0 <= n holds (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < ( integral' (M,(F . n)))

          proof

            let e be R_eal;

            assume that

             A158: 0 < e and

             A159: e < alpha;

            

             A160: e <> +infty by A159, XXREAL_0: 4;

            consider H be SetSequence of X, MF be ExtREAL_sequence such that

             A161: for n be Nat holds (H . n) = ( less_dom ((g - (F . n)),e)) and

             A162: for n,m be Nat st n <= m holds (H . n) c= (H . m) and

             A163: for n be Nat holds (H . n) c= ( dom g) and

             A164: for n be Nat holds (MF . n) = (M . (H . n)) and

             A165: (M . ( dom g)) = ( sup ( rng MF)) and

             A166: for n be Nat holds (H . n) in S by A61, A158, A159;

            ( sup ( rng MF)) in REAL by A136, A142, A165, XXREAL_0: 14;

            then

            consider y be ExtReal such that

             A167: y in ( rng MF) and

             A168: (( sup ( rng MF)) - e) < y by A158, MEASURE6: 6;

            consider N0 be object such that

             A169: N0 in ( dom MF) and

             A170: y = (MF . N0) by A167, FUNCT_1:def 3;

            reconsider N0 as Element of NAT by A169;

            reconsider B0 = (H . N0) as Element of S by A166;

            (M . B0) <= (M . DG) by A163, MEASURE1: 31;

            then (M . B0) < +infty by A136, XXREAL_0: 2, XXREAL_0: 4;

            then

             A171: (M . (DG \ B0)) = ((M . DG) - (M . B0)) by A163, MEASURE1: 32;

            take N0;

            ((M . ( dom g)) - e) < (M . (H . N0)) by A164, A165, A168, A170;

            then (M . ( dom g)) < ((M . (H . N0)) + e) by A158, A160, XXREAL_3: 54;

            then

             A172: ((M . ( dom g)) - (M . (H . N0))) < e by A158, A160, XXREAL_3: 55;

             A173:

            now

              let n be Nat;

              reconsider BN = (H . n) as Element of S by A166;

              assume N0 <= n;

              then (H . N0) c= (H . n) by A162;

              then (M . (DG \ BN)) <= (M . (DG \ B0)) by MEASURE1: 31, XBOOLE_1: 34;

              hence (M . (( dom g) \ (H . n))) < e by A172, A171, XXREAL_0: 2;

            end;

            now

              reconsider XSMg = ( integral' (M,g)) as Element of REAL by A156, A144, XXREAL_0: 14;

              let n be Nat;

              

               A174: for x be object st x in ( dom (F . n)) holds ((F . n) . x) = ((F . n) . x);

              reconsider B = (H . n) as Element of S by A166;

              (H . n) in S by A166;

              then (X \ (H . n)) in S by MEASURE1: 34;

              then

               A175: (DG /\ (X \ (H . n))) in S by MEASURE1: 34;

              (DG /\ (X \ (H . n))) = ((DG /\ X) \ (H . n)) by XBOOLE_1: 49;

              then

              reconsider A = (DG \ (H . n)) as Element of S by A175, XBOOLE_1: 28;

              e <> +infty by A159, XXREAL_0: 4;

              then

              reconsider ee = e as Element of REAL by A158, XXREAL_0: 14;

              

               A176: A misses B by XBOOLE_1: 79;

              (beta * e) = (beta1 * ee) by EXTREAL1: 1;

              then

              reconsider betae = (beta * e) as Real;

              

               A177: for x be object st x in ( dom g) holds (g . x) = (g . x);

              

               A178: (M . B) <= (M . DG) by A163, MEASURE1: 31;

              then (M . ( dom g)) <> -infty by A141, A140, MEASURE1: 31, XBOOLE_1: 2;

              then

               A179: (M . ( dom g)) in REAL by A136, XXREAL_0: 14;

              

               A180: DG = (DG \/ (H . n)) by A163, XBOOLE_1: 12;

              then

               A181: DG = ((DG \ (H . n)) \/ (H . n)) by XBOOLE_1: 39;

              then ( dom g) = ((A \/ B) /\ ( dom g));

              then g = (g | (A \/ B)) by A177, FUNCT_1: 46;

              then

               A182: ( integral' (M,g)) = (( integral' (M,(g | A))) + ( integral' (M,(g | B)))) by A1, A145, Th67, XBOOLE_1: 79;

              (M . A) <= (M . DG) by A181, MEASURE1: 31, XBOOLE_1: 7;

              then (M . A) < +infty by A136, XXREAL_0: 2, XXREAL_0: 4;

              then (beta * (M . A)) < (beta * +infty ) by A137, XXREAL_3: 72;

              then

               A183: (beta * (M . A)) <> +infty by A137, XXREAL_3:def 5;

              

               A184: (g | B) is nonnegative by A143, Th15, SUPINF_2: 52;

              

               A185: ( dom (F . n)) = ( dom g) by A4;

              then ( dom (F . n)) = ((A \/ B) /\ ( dom (F . n))) by A181;

              then

               A186: (F . n) = ((F . n) | (A \/ B)) by A174, FUNCT_1: 46;

              consider GP be PartFunc of X, ExtREAL such that

               A187: GP is_simple_func_in S and

               A188: ( dom GP) = A and

               A189: for x be object st x in A holds (GP . x) = beta by Th41;

              

               A190: ( integral' (M,GP)) = (beta * (M . A)) by A137, A187, A188, A189, Th71;

              

               A191: ( dom (g | A)) = A by A181, RELAT_1: 62, XBOOLE_1: 7;

              

               A192: for x be object st x in ( dom (GP - (g | A))) holds ((g | A) . x) <= (GP . x)

              proof

                let x be object;

                assume x in ( dom (GP - (g | A)));

                then x in ((( dom GP) /\ ( dom (g | A))) \ (((GP " { +infty }) /\ ((g | A) " { +infty })) \/ ((GP " { -infty }) /\ ((g | A) " { -infty })))) by MESFUNC1:def 4;

                then

                 A193: x in (( dom GP) /\ ( dom (g | A))) by XBOOLE_0:def 5;

                then

                 A194: x in ( dom GP) by XBOOLE_0:def 4;

                x in (( dom g) /\ A) by A191, A188, A193, RELAT_1: 61;

                then x in ( dom g) by XBOOLE_0:def 4;

                then

                 A195: (g . x) <= beta by A44;

                ((g | A) . x) = (g . x) by A191, A188, A193, FUNCT_1: 47;

                hence thesis by A188, A189, A194, A195;

              end;

              for x be object st x in ( dom GP) holds 0 <= (GP . x) by A137, A188, A189;

              then

               A196: GP is nonnegative by SUPINF_2: 52;

               0 <= (M . A) by A141, A140, MEASURE1: 31, XBOOLE_1: 2;

              then

              reconsider XSMGP = ( integral' (M,GP)) as Element of REAL by A137, A190, A183, XXREAL_0: 14;

              

               A197: (( integral' (M,g)) - ( integral' (M,GP))) = (XSMg - XSMGP) by SUPINF_2: 3;

              

               A198: (g | A) is_simple_func_in S by A1, Th34;

              then

               A199: ( integral' (M,(g | A))) <> -infty by A145, Th15, Th68;

              

               A200: (g | A) is nonnegative by A143, Th15, SUPINF_2: 52;

              then

               A201: ( dom (GP - (g | A))) = (( dom GP) /\ ( dom (g | A))) by A198, A187, A196, A192, Th69;

              then

               A202: (GP | ( dom (GP - (g | A)))) = GP by A191, A188, GRFUNC_1: 23;

              ((g | A) | ( dom (GP - (g | A)))) = (g | A) by A191, A188, A201, GRFUNC_1: 23;

              then

               A203: ( integral' (M,(g | A))) <= ( integral' (M,GP)) by A198, A200, A187, A196, A192, A202, Th70;

              then

               A204: (( integral' (M,g)) - ( integral' (M,GP))) <= (( integral' (M,g)) - ( integral' (M,(g | A)))) by XXREAL_3: 37;

              assume N0 <= n;

              then (M . A) < e by A173;

              then

               A205: (beta * (M . A)) < (beta * e) by A137, XXREAL_3: 72;

              then

               A206: ( integral' (M,(g | A))) <> +infty by A203, A190, XXREAL_0: 2, XXREAL_0: 4;

              then

              reconsider XSMgA = ( integral' (M,(g | A))) as Element of REAL by A199, XXREAL_0: 14;

              

               A207: ( integral' (M,(g | A))) is Element of REAL by A199, A206, XXREAL_0: 14;

              (XSMg - XSMgA) = (( integral' (M,g)) - ( integral' (M,(g | A)))) by SUPINF_2: 3

              .= ( integral' (M,(g | B))) by A182, A207, XXREAL_3: 24;

              then

              reconsider XSMgB = ( integral' (M,(g | B))) as Real;

              

               A208: (H . n) c= DG by A163;

              ( integral' (M,(g | A))) is Element of REAL by A199, A206, XXREAL_0: 14;

              then

               A209: (( integral' (M,g)) - ( integral' (M,(g | A)))) = ( integral' (M,(g | B))) by A182, XXREAL_3: 24;

              (XSMg - betae) < (XSMg - XSMGP) by A190, A205, XREAL_1: 15;

              then

               A210: (XSMg - betae) < XSMgB by A209, A204, A197, XXREAL_0: 2;

              consider EP be PartFunc of X, ExtREAL such that

               A211: EP is_simple_func_in S and

               A212: ( dom EP) = B and

               A213: for x be object st x in B holds (EP . x) = e by A158, A160, Th41;

              

               A214: ( integral' (M,EP)) = (e * (M . B)) by A158, A211, A212, A213, Th71;

              for x be object st x in ( dom EP) holds 0 <= (EP . x) by A158, A212, A213;

              then

               A215: EP is nonnegative by SUPINF_2: 52;

              (M . B) < +infty by A136, A178, XXREAL_0: 2, XXREAL_0: 4;

              then (e * (M . B)) < (e * +infty ) by A158, A160, XXREAL_3: 72;

              then

               A216: ( integral' (M,EP)) <> +infty by A214, XXREAL_0: 4;

              

               A217: 0 <= (M . B) by A141, A140, MEASURE1: 31, XBOOLE_1: 2;

              then

              reconsider XSMEP = ( integral' (M,EP)) as Element of REAL by A158, A214, A216, XXREAL_0: 14;

              

               A218: (F . n) is_simple_func_in S by A3;

              ((F . n) | A) is nonnegative by A5, Th15;

              then

               A219: 0 <= ( integral' (M,((F . n) | A))) by A218, Th34, Th68;

              (F . n) is nonnegative by A5;

              then ( integral' (M,(F . n))) = (( integral' (M,((F . n) | A))) + ( integral' (M,((F . n) | B)))) by A3, A186, A176, Th67;

              then

               A220: ( integral' (M,((F . n) | B))) <= ( integral' (M,(F . n))) by A219, XXREAL_3: 39;

              

               A221: (M . ( dom g)) < +infty by A136, XXREAL_0: 4;

              (M . B) <> -infty by A141, A140, MEASURE1: 31, XBOOLE_1: 2;

              then (M . B) in REAL by A221, A178, XXREAL_0: 14;

              then

              consider MB,MG be Real such that

               A222: MB = (M . B) and

               A223: MG = (M . ( dom g)) and

               A224: MB <= MG by A208, A179, MEASURE1: 31;

              

               A225: (g | B) is_simple_func_in S by A1, Th34;

              (ee * MB) <= (ee * MG) by A158, A224, XREAL_1: 64;

              then

               A226: ((XSMg - betae) - (ee * MG)) <= ((XSMg - betae) - (ee * MB)) by XREAL_1: 13;

              XSMEP = (e * (M . B)) by A158, A211, A212, A213, Th71

              .= (ee * MB) by A222;

              then

               A227: ((XSMg - betae) - (ee * MB)) < (XSMgB - XSMEP) by A210, XREAL_1: 14;

              betae = (ee * beta1) by EXTREAL1: 1;

              then

               A228: (XSMg - (ee * (beta1 + MG))) < (XSMgB - XSMEP) by A227, A226, XXREAL_0: 2;

              ( dom ((F . n) | B)) = (( dom (F . n)) /\ B) by RELAT_1: 61;

              then

               A229: ( dom ((F . n) | B)) = B by A163, A185, XBOOLE_1: 28;

              

               A230: ((F . n) | B) is_simple_func_in S by A3, Th34;

              then

               A231: (((F . n) | B) + EP) is_simple_func_in S by A211, Th38;

              

               A232: ((F . n) | B) is nonnegative by A5, Th15;

              then

               A233: ( dom (((F . n) | B) + EP)) = (( dom ((F . n) | B)) /\ ( dom EP)) by A230, A211, A215, Th65;

              

               A234: ( dom (((F . n) | B) + EP)) = (( dom ((F . n) | B)) /\ ( dom EP)) by A232, A230, A211, A215, Th65

              .= B by A229, A212;

              

               A235: ( dom (g | B)) = B by A180, RELAT_1: 62, XBOOLE_1: 7;

              

               A236: for x be object st x in ( dom ((((F . n) | B) + EP) - (g | B))) holds ((g | B) . x) <= ((((F . n) | B) + EP) . x)

              proof

                set f = (g - (F . n));

                let x be object;

                assume x in ( dom ((((F . n) | B) + EP) - (g | B)));

                then x in ((( dom (((F . n) | B) + EP)) /\ ( dom (g | B))) \ ((((((F . n) | B) + EP) " { +infty }) /\ ((g | B) " { +infty })) \/ (((((F . n) | B) + EP) " { -infty }) /\ ((g | B) " { -infty })))) by MESFUNC1:def 4;

                then

                 A237: x in (( dom (((F . n) | B) + EP)) /\ ( dom (g | B))) by XBOOLE_0:def 5;

                then

                 A238: x in ( dom (((F . n) | B) + EP)) by XBOOLE_0:def 4;

                then ((((F . n) | B) + EP) . x) = ((((F . n) | B) . x) + (EP . x)) by MESFUNC1:def 3;

                then ((((F . n) | B) + EP) . x) = (((F . n) . x) + (EP . x)) by A229, A234, A238, FUNCT_1: 47;

                then

                 A239: ((((F . n) | B) + EP) . x) = (((F . n) . x) + e) by A213, A234, A238;

                

                 A240: x in ( less_dom ((g - (F . n)),e)) by A161, A234, A238;

                then

                 A241: (f . x) < e by MESFUNC1:def 11;

                x in ( dom f) by A240, MESFUNC1:def 11;

                then

                 A242: ((g . x) - ((F . n) . x)) <= e by A241, MESFUNC1:def 4;

                ((g | B) . x) = (g . x) by A235, A234, A237, FUNCT_1: 47;

                hence thesis by A158, A160, A239, A242, XXREAL_3: 41;

              end;

              

               A243: (((F . n) | B) + EP) is nonnegative by A232, A215, Th19;

              then

               A244: ( dom ((((F . n) | B) + EP) - (g | B))) = (( dom (((F . n) | B) + EP)) /\ ( dom (g | B))) by A225, A184, A231, A236, Th69;

              then

               A245: (g | B) = ((g | B) | ( dom ((((F . n) | B) + EP) - (g | B)))) by A229, A212, A235, A233, GRFUNC_1: 23;

              (((F . n) | B) + EP) = ((((F . n) | B) + EP) | ( dom ((((F . n) | B) + EP) - (g | B)))) by A229, A212, A235, A244, A233, GRFUNC_1: 23;

              then

               A246: ( integral' (M,(g | B))) <= ( integral' (M,(((F . n) | B) + EP))) by A225, A184, A231, A243, A236, A245, Th70;

              ( integral' (M,(((F . n) | B) + EP))) = (( integral' (M,(((F . n) | B) | B))) + ( integral' (M,(EP | B)))) by A232, A230, A211, A215, A234, Th65

              .= (( integral' (M,(((F . n) | B) | B))) + ( integral' (M,EP))) by A212, GRFUNC_1: 23

              .= (( integral' (M,((F . n) | B))) + ( integral' (M,EP))) by FUNCT_1: 51;

              then

               A247: (( integral' (M,(g | B))) - ( integral' (M,EP))) <= ( integral' (M,((F . n) | B))) by A158, A214, A217, A216, A246, XXREAL_3: 42;

              (beta1 + MG) = (beta + (M . ( dom g))) by A223;

              then (ee * (beta1 + MG)) = (e * (beta + (M . ( dom g))));

              then

               A248: (XSMg - (ee * (beta1 + MG))) = (( integral' (M,g)) - (e * (beta + (M . ( dom g)))));

              (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < ( integral' (M,((F . n) | B))) by A247, A228, A248, XXREAL_0: 2;

              hence (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < ( integral' (M,(F . n))) by A220, XXREAL_0: 2;

            end;

            hence thesis;

          end;

          

           A249: for e be R_eal st 0 < e & e < alpha holds ex N0 be Nat st for n be Nat st N0 <= n holds (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < (L . n)

          proof

            let e be R_eal;

            assume that

             A250: 0 < e and

             A251: e < alpha;

            consider N0 be Nat such that

             A252: for n be Nat st N0 <= n holds (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < ( integral' (M,(F . n))) by A157, A250, A251;

            now

              let n be Nat;

              assume N0 <= n;

              then (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < ( integral' (M,(F . n))) by A252;

              hence (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < (L . n) by A8;

            end;

            hence thesis;

          end;

          

           A253: for e1 be R_eal st 0 < e1 holds ex e be R_eal st 0 < e & e < alpha & (e * (beta + (M . ( dom g)))) <= e1

          proof

            reconsider ralpha = alpha as Real;

            reconsider rdomg = (M . ( dom g)) as Element of REAL by A136, A142, XXREAL_0: 14;

            let e1 be R_eal;

            assume

             A254: 0 < e1;

             {} c= DG;

            then

             A255: 0 <= rdomg by A141, A140, MEASURE1: 31;

            per cases ;

              suppose

               A256: e1 = +infty ;

              reconsider z = (ralpha / 2) as R_eal;

              (z * (beta + (M . ( dom g)))) <= +infty by XXREAL_0: 4;

              hence thesis by A43, A256, XREAL_1: 216;

            end;

              suppose e1 <> +infty ;

              then

              reconsider re1 = e1 as Element of REAL by A254, XXREAL_0: 14;

              set x = (re1 / (beta1 + rdomg));

              set y = (ralpha / 2);

              set z = ( min (x,y));

              

               A257: z <= y by XXREAL_0: 17;

              y < ralpha by A43, XREAL_1: 216;

              then

               A258: z < ralpha by A257, XXREAL_0: 2;

              (beta1 + rdomg) = (beta1 + rdomg qua ExtReal);

              then

               A259: (z * (beta1 + rdomg)) = (z qua ExtReal * (beta + (M . ( dom g))));

              

               A260: (z * (beta1 + rdomg)) <= ((re1 / (beta1 + rdomg)) * (beta1 + rdomg)) by A137, A255, XREAL_1: 64, XXREAL_0: 17;

              reconsider z as R_eal;

              take z;

               A261:

              now

                per cases by XXREAL_0: 15;

                  suppose ( min (x,y)) = x;

                  hence 0 < z by A137, A254, A255;

                end;

                  suppose ( min (x,y)) = y;

                  hence 0 < z by A43;

                end;

              end;

              (z * (beta1 + rdomg)) <= re1 by A137, A255, XCMPLX_1: 87, A260;

              hence thesis by A261, A258, A259;

            end;

          end;

          

           A262: for e1 be R_eal st 0 < e1 holds ex N0 be Nat st for n be Nat st N0 <= n holds (( integral' (M,g)) - e1) < (L . n)

          proof

            let e1 be R_eal;

            assume 0 < e1;

            then

            consider e be R_eal such that

             A263: 0 < e and

             A264: e < alpha and

             A265: (e * (beta + (M . ( dom g)))) <= e1 by A253;

            consider N0 be Nat such that

             A266: for n be Nat st N0 <= n holds (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < (L . n) by A249, A263, A264;

            take N0;

            now

              let n be Nat;

              assume N0 <= n;

              then

               A267: (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) < (L . n) by A266;

              (( integral' (M,g)) - e1) <= (( integral' (M,g)) - (e * (beta + (M . ( dom g))))) by A265, XXREAL_3: 37;

              hence (( integral' (M,g)) - e1) < (L . n) by A267, XXREAL_0: 2;

            end;

            hence thesis;

          end;

          

           A268: for n be Nat holds 0 <= (L . n)

          proof

            let n be Nat;

            (F . n) is nonnegative by A5;

            then 0 <= ( integral' (M,(F . n))) by A3, Th68;

            hence thesis by A8;

          end;

          

           A269: for n,m be Nat st n <= m holds (L . n) <= (L . m)

          proof

            let n,m be Nat;

            

             A270: ( dom (F . n)) = ( dom g) by A4;

            

             A271: (F . m) is_simple_func_in S by A3;

            

             A272: ( dom (F . m)) = ( dom g) by A4;

            assume

             A273: n <= m;

            

             A274: for x be object st x in ( dom ((F . m) - (F . n))) holds ((F . n) . x) <= ((F . m) . x)

            proof

              let x be object;

              assume x in ( dom ((F . m) - (F . n)));

              then x in ((( dom (F . m)) /\ ( dom (F . n))) \ ((((F . m) " { +infty }) /\ ((F . n) " { +infty })) \/ (((F . m) " { -infty }) /\ ((F . n) " { -infty })))) by MESFUNC1:def 4;

              then x in (( dom (F . m)) /\ ( dom (F . n))) by XBOOLE_0:def 5;

              hence thesis by A6, A273, A270, A272;

            end;

            

             A275: (F . n) is_simple_func_in S by A3;

            

             A276: (F . m) is nonnegative by A5;

            

             A277: (F . n) is nonnegative by A5;

            then

             A278: ( dom ((F . m) - (F . n))) = (( dom (F . m)) /\ ( dom (F . n))) by A276, A275, A271, A274, Th69;

            then

             A279: ((F . m) | ( dom ((F . m) - (F . n)))) = (F . m) by A270, A272, GRFUNC_1: 23;

            

             A280: ((F . n) | ( dom ((F . m) - (F . n)))) = (F . n) by A270, A272, A278, GRFUNC_1: 23;

            ( integral' (M,((F . n) | ( dom ((F . m) - (F . n)))))) <= ( integral' (M,((F . m) | ( dom ((F . m) - (F . n)))))) by A277, A276, A275, A271, A274, Th70;

            then (L . n) <= ( integral' (M,(F . m))) by A8, A279, A280;

            hence thesis by A8;

          end;

          per cases ;

            suppose ex K be Real st 0 < K & for n be Nat holds (L . n) < K;

            then

            consider K be Real such that 0 < K and

             A281: for n be Nat holds (L . n) < K;

            now

              let x be ExtReal;

              assume x in ( rng L);

              then ex z be object st z in ( dom L) & x = (L . z) by FUNCT_1:def 3;

              hence x <= K by A281;

            end;

            then K is UpperBound of ( rng L) by XXREAL_2:def 1;

            then

             A282: ( sup ( rng L)) <= K by XXREAL_2:def 3;

            K in REAL by XREAL_0:def 1;

            then

             A283: ( sup ( rng L)) <> +infty by A282, XXREAL_0: 9;

            

             A284: for n be Nat holds (L . n) <= ( sup ( rng L))

            proof

              let n be Nat;

              reconsider n as Element of NAT by ORDINAL1:def 12;

              ( dom L) = NAT by FUNCT_2:def 1;

              then

               A285: (L . n) in ( rng L) by FUNCT_1:def 3;

              ( sup ( rng L)) is UpperBound of ( rng L) by XXREAL_2:def 3;

              hence thesis by A285, XXREAL_2:def 1;

            end;

            then (L . 1) <= ( sup ( rng L));

            then

             A286: ( sup ( rng L)) <> -infty by A268;

            then

            reconsider h = ( sup ( rng L)) as Element of REAL by A283, XXREAL_0: 14;

            

             A287: for p be Real st 0 < p holds ex N0 be Nat st for m be Nat st N0 <= m holds |.((L . m) - ( sup ( rng L))).| < p

            proof

              let p be Real;

              assume

               A288: 0 < p;

              

               A289: ( sup ( rng L)) <> (( sup ( rng L)) + p)

              proof

                assume

                 A290: ( sup ( rng L)) = (( sup ( rng L)) + p qua ExtReal);

                ((p + ( sup ( rng L))) + ( - ( sup ( rng L)))) = (p + (( sup ( rng L)) + ( - ( sup ( rng L))))) by A286, A283, XXREAL_3: 29

                .= (p + 0 ) by XXREAL_3: 7

                .= p;

                hence contradiction by A288, A290, XXREAL_3: 7;

              end;

              ( sup ( rng L)) in REAL by A286, A283, XXREAL_0: 14;

              then

              consider y be ExtReal such that

               A291: y in ( rng L) and

               A292: (( sup ( rng L)) - p) < y by A288, MEASURE6: 6;

              consider x be object such that

               A293: x in ( dom L) and

               A294: y = (L . x) by A291, FUNCT_1:def 3;

              reconsider N0 = x as Element of NAT by A293;

              take N0;

              let n be Nat;

              assume N0 <= n;

              then (L . N0) <= (L . n) by A269;

              then (( sup ( rng L)) - p) < (L . n) by A292, A294, XXREAL_0: 2;

              then ( sup ( rng L)) < ((L . n) + p) by XXREAL_3: 54;

              then (( sup ( rng L)) - (L . n)) < p by XXREAL_3: 55;

              then ( - p) < ( - (( sup ( rng L)) - (L . n))) by XXREAL_3: 38;

              then

               A295: ( - p) < ((L . n) - ( sup ( rng L))) by XXREAL_3: 26;

              

               A296: (L . n) <= ( sup ( rng L)) by A284;

              (( sup ( rng L)) + 0. ) <= (( sup ( rng L)) + p) by A288, XXREAL_3: 36;

              then ( sup ( rng L)) <= (( sup ( rng L)) + p) by XXREAL_3: 4;

              then ( sup ( rng L)) < (( sup ( rng L)) + p) by A289, XXREAL_0: 1;

              then (L . n) < (( sup ( rng L)) + p) by A296, XXREAL_0: 2;

              then ((L . n) - ( sup ( rng L))) < p by XXREAL_3: 55;

              hence thesis by A295, EXTREAL1: 22;

            end;

            

             A297: h = ( sup ( rng L));

            then

             A298: L is convergent_to_finite_number by A287;

            hence L is convergent;

            then

             A299: ( lim L) = ( sup ( rng L)) by A287, A297, A298, Def12;

            now

              let e be Real;

              assume

               A300: 0 < e;

              reconsider ee = e as R_eal by XXREAL_0:def 1;

              consider N0 be Nat such that

               A301: for n be Nat st N0 <= n holds (( integral' (M,g)) - ee) < (L . n) by A262, A300;

              

               A302: (L . N0) <= ( sup ( rng L)) by A284;

              (( integral' (M,g)) - ee) < (L . N0) by A301;

              then (( integral' (M,g)) - ee) < ( sup ( rng L)) by A302, XXREAL_0: 2;

              hence ( integral' (M,g)) < (( lim L) + e) by A299, XXREAL_3: 54;

            end;

            hence thesis by XXREAL_3: 61;

          end;

            suppose

             A303: not (ex K be Real st 0 < K & for n be Nat holds (L . n) < K);

            now

              let K be Real;

              assume 0 < K;

              then

              consider N0 be Nat such that

               A304: K <= (L . N0) by A303;

              now

                let n be Nat;

                assume N0 <= n;

                then (L . N0) <= (L . n) by A269;

                hence K <= (L . n) by A304, XXREAL_0: 2;

              end;

              hence ex N0 be Nat st for n be Nat st N0 <= n holds K <= (L . n);

            end;

            then

             A305: L is convergent_to_+infty;

            hence L is convergent;

            then ( lim L) = +infty by A305, Def12;

            hence thesis by XXREAL_0: 4;

          end;

        end;

          suppose

           A306: (M . ( dom g)) = +infty ;

          reconsider DG = ( dom g) as Element of S by A1, Th37;

          

           A307: for e be R_eal st 0 < e & e < alpha holds for n be Nat holds ((alpha - e) * (M . ( less_dom ((g - (F . n)),e)))) <= ( integral' (M,(F . n)))

          proof

            let e be R_eal;

            assume that

             A308: 0 < e and

             A309: e < alpha;

            

             A310: 0 <= (alpha - e) by A309, XXREAL_3: 40;

            consider H be SetSequence of X, MF be ExtREAL_sequence such that

             A311: for n be Nat holds (H . n) = ( less_dom ((g - (F . n)),e)) and for n,m be Nat st n <= m holds (H . n) c= (H . m) and

             A312: for n be Nat holds (H . n) c= ( dom g) and for n be Nat holds (MF . n) = (M . (H . n)) and (M . ( dom g)) = ( sup ( rng MF)) and

             A313: for n be Nat holds (H . n) in S by A61, A308, A309;

            

             A314: e <> +infty by A309, XXREAL_0: 4;

            now

              let n be Nat;

              reconsider B = (H . n) as Element of S by A313;

              

               A315: for x be object st x in ( dom (F . n)) holds ((F . n) . x) = ((F . n) . x);

              (H . n) in S by A313;

              then

               A316: (X \ (H . n)) in S by MEASURE1: 34;

              (DG /\ (X \ (H . n))) = ((DG /\ X) \ (H . n)) by XBOOLE_1: 49

              .= (DG \ (H . n)) by XBOOLE_1: 28;

              then

              reconsider A = (DG \ (H . n)) as Element of S by A316, MEASURE1: 34;

              

               A317: ( dom (F . n)) = ( dom g) by A4;

              

               A318: DG = (DG \/ (H . n)) by A312, XBOOLE_1: 12

              .= ((DG \ (H . n)) \/ (H . n)) by XBOOLE_1: 39;

              then ( dom (F . n)) = ((A \/ B) /\ ( dom (F . n))) by A317;

              then

               A319: (F . n) = ((F . n) | (A \/ B)) by A315, FUNCT_1: 46;

              consider EP be PartFunc of X, ExtREAL such that

               A320: EP is_simple_func_in S and

               A321: ( dom EP) = B and

               A322: for x be object st x in B holds (EP . x) = (alpha - e) by A308, A310, Th41, XXREAL_3: 18;

              for x be object st x in ( dom EP) holds 0 <= (EP . x) by A310, A321, A322;

              then

               A323: EP is nonnegative by SUPINF_2: 52;

              

               A324: ( dom ((F . n) | B)) = (( dom (F . n)) /\ B) by RELAT_1: 61

              .= B by A318, A317, XBOOLE_1: 7, XBOOLE_1: 28;

              

               A325: for x be object st x in ( dom (((F . n) | B) - EP)) holds (EP . x) <= (((F . n) | B) . x)

              proof

                set f = (g - (F . n));

                let x be object;

                assume x in ( dom (((F . n) | B) - EP));

                then x in ((( dom ((F . n) | B)) /\ ( dom EP)) \ (((((F . n) | B) " { +infty }) /\ (EP " { +infty })) \/ ((((F . n) | B) " { -infty }) /\ (EP " { -infty })))) by MESFUNC1:def 4;

                then

                 A326: x in (( dom ((F . n) | B)) /\ ( dom EP)) by XBOOLE_0:def 5;

                then

                 A327: x in ( dom ((F . n) | B)) by XBOOLE_0:def 4;

                then

                 A328: (((F . n) | B) . x) = ((F . n) . x) by FUNCT_1: 47;

                

                 A329: x in ( less_dom ((g - (F . n)),e)) by A311, A324, A327;

                then

                 A330: x in ( dom f) by MESFUNC1:def 11;

                (f . x) < e by A329, MESFUNC1:def 11;

                then ((g . x) - ((F . n) . x)) <= e by A330, MESFUNC1:def 4;

                then (g . x) <= (((F . n) . x) + e) by A308, A314, XXREAL_3: 41;

                then

                 A331: ((g . x) - e) <= ((F . n) . x) by A308, A314, XXREAL_3: 42;

                ( dom f) = ( dom g) by A56;

                then alpha <= (g . x) by A44, A330;

                then (alpha - e) <= ((g . x) - e) by XXREAL_3: 37;

                then (alpha - e) <= ((F . n) . x) by A331, XXREAL_0: 2;

                hence thesis by A324, A321, A322, A326, A328;

              end;

              

               A332: (F . n) is_simple_func_in S by A3;

              ((F . n) | A) is nonnegative by A5, Th15;

              then

               A333: 0 <= ( integral' (M,((F . n) | A))) by A332, Th34, Th68;

              

               A334: A misses B by XBOOLE_1: 79;

              (F . n) is nonnegative by A5;

              then ( integral' (M,(F . n))) = (( integral' (M,((F . n) | A))) + ( integral' (M,((F . n) | B)))) by A3, A319, A334, Th67;

              then

               A335: ( integral' (M,((F . n) | B))) <= ( integral' (M,(F . n))) by A333, XXREAL_3: 39;

              

               A336: ((F . n) | B) is_simple_func_in S by A3, Th34;

              

               A337: ((F . n) | B) is nonnegative by A5, Th15;

              then

               A338: ( dom (((F . n) | B) - EP)) = (( dom ((F . n) | B)) /\ ( dom EP)) by A336, A320, A323, A325, Th69;

              then

               A339: (EP | ( dom (((F . n) | B) - EP))) = EP by A324, A321, GRFUNC_1: 23;

              

               A340: (((F . n) | B) | ( dom (((F . n) | B) - EP))) = ((F . n) | B) by A324, A321, A338, GRFUNC_1: 23;

              ( integral' (M,(EP | ( dom (((F . n) | B) - EP))))) <= ( integral' (M,(((F . n) | B) | ( dom (((F . n) | B) - EP))))) by A337, A336, A320, A323, A325, Th70;

              then

               A341: ( integral' (M,EP)) <= ( integral' (M,(F . n))) by A335, A339, A340, XXREAL_0: 2;

              ( integral' (M,EP)) = ((alpha - e) * (M . B)) by A309, A320, A321, A322, Th71, XXREAL_3: 40;

              hence ((alpha - e) * (M . ( less_dom ((g - (F . n)),e)))) <= ( integral' (M,(F . n))) by A311, A341;

            end;

            hence thesis;

          end;

          for y be Real st 0 < y holds ex n be Nat st for m be Nat st n <= m holds y <= (L . m)

          proof

            reconsider ralpha = alpha as Real;

            reconsider e = (alpha / 2) as R_eal;

            let y be Real;

            assume 0 < y;

            set a2 = (ralpha / 2);

            reconsider y1 = y as Real;

            y = ((ralpha - a2) * (y1 / (ralpha - a2))) by A43, XCMPLX_1: 87;

            then

             A342: y = ((ralpha - a2) * (y1 / (ralpha - a2)));

            

             A343: e = a2;

            then

            consider H be SetSequence of X, MF be ExtREAL_sequence such that

             A344: for n be Nat holds (H . n) = ( less_dom ((g - (F . n)),e)) and

             A345: for n,m be Nat st n <= m holds (H . n) c= (H . m) and for n be Nat holds (H . n) c= ( dom g) and

             A346: for n be Nat holds (MF . n) = (M . (H . n)) and

             A347: (M . ( dom g)) = ( sup ( rng MF)) and

             A348: for n be Nat holds (H . n) in S by A61, A43, XREAL_1: 216;

            

             A349: (y / (ralpha - a2)) in REAL by XREAL_0:def 1;

            

             A350: (y / (alpha - e)) < +infty by XXREAL_0: 9, A349;

            ex z be ExtReal st z in ( rng MF) & (y / (alpha - e)) <= z

            proof

              assume not (ex z be ExtReal st z in ( rng MF) & (y / (alpha - e)) <= z);

              then for z be ExtReal st z in ( rng MF) holds z <= (y / (alpha - e));

              then (y / (alpha - e)) is UpperBound of ( rng MF) by XXREAL_2:def 1;

              hence contradiction by A306, A350, A347, XXREAL_2:def 3;

            end;

            then

            consider z be R_eal such that

             A351: z in ( rng MF) and

             A352: (y / (alpha - e)) <= z;

            (a2 - a2) < (ralpha - a2) by A43;

            then

             A353: 0 < (alpha - e);

            consider x be object such that

             A354: x in ( dom MF) and

             A355: z = (MF . x) by A351, FUNCT_1:def 3;

            reconsider N0 = x as Element of NAT by A354;

            take N0;

            

             A356: ((alpha - e) * (y / (alpha - e))) = y by A342;

            thus for m be Nat st N0 <= m holds y <= (L . m)

            proof

              (y / (alpha - e)) <= (M . (H . N0)) by A346, A352, A355;

              then

               A357: y <= ((alpha - e) * (M . (H . N0))) by A353, A356, XXREAL_3: 71;

              let m be Nat;

              

               A358: (H . m) in S by A348;

              assume N0 <= m;

              then

               A359: (H . N0) c= (H . m) by A345;

              (H . N0) in S by A348;

              then ((alpha - e) * (M . (H . N0))) <= ((alpha - e) * (M . (H . m))) by A353, A359, A358, MEASURE1: 31, XXREAL_3: 71;

              then y <= ((alpha - e) * (M . (H . m))) by A357, XXREAL_0: 2;

              then

               A360: y <= ((alpha - e) * (M . ( less_dom ((g - (F . m)),e)))) by A344;

              ((alpha - e) * (M . ( less_dom ((g - (F . m)),e)))) <= ( integral' (M,(F . m))) by A43, A307, A343, XREAL_1: 216;

              then y <= ( integral' (M,(F . m))) by A360, XXREAL_0: 2;

              hence thesis by A8;

            end;

          end;

          then

           A361: L is convergent_to_+infty;

          hence L is convergent;

          then (ex g be Real st ( lim L) = g & (for p be Real st 0 < p holds ex n be Nat st for m be Nat st n <= m holds |.((L . m) - ( lim L)).| < p) & L is convergent_to_finite_number) or ( lim L) = +infty & L is convergent_to_+infty or ( lim L) = -infty & L is convergent_to_-infty by Def12;

          hence thesis by A361, Th50, XXREAL_0: 4;

        end;

      end;

    end;

    theorem :: MESFUNC5:75

    

     Th75: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, g be PartFunc of X, ExtREAL , F be Functional_Sequence of X, ExtREAL st g is_simple_func_in S & g is nonnegative & (for n be Nat holds (F . n) is_simple_func_in S) & (for n be Nat holds ( dom (F . n)) = ( dom g)) & (for n be Nat holds (F . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((F . n) . x) <= ((F . m) . x)) & (for x be Element of X st x in ( dom g) holds (F # x) is convergent & (g . x) <= ( lim (F # x))) holds ex G be ExtREAL_sequence st (for n be Nat holds (G . n) = ( integral' (M,(F . n)))) & G is convergent & ( sup ( rng G)) = ( lim G) & ( integral' (M,g)) <= ( lim G)

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let g be PartFunc of X, ExtREAL ;

      let F be Functional_Sequence of X, ExtREAL ;

      assume that

       A1: g is_simple_func_in S and

       A2: g is nonnegative and

       A3: for n be Nat holds (F . n) is_simple_func_in S and

       A4: for n be Nat holds ( dom (F . n)) = ( dom g) and

       A5: for n be Nat holds (F . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((F . n) . x) <= ((F . m) . x) and

       A7: for x be Element of X st x in ( dom g) holds (F # x) is convergent & (g . x) <= ( lim (F # x));

      set E0 = ( eq_dom (g, 0 ));

      reconsider DG = ( dom g) as Element of S by A1, Th37;

      g is DG -measurable by A1, MESFUNC2: 34;

      then

      reconsider GG = (DG /\ ( great_eq_dom (g, 0 ))) as Element of S by MESFUNC1: 27;

      for x be object st x in E0 holds x in ( dom g) by MESFUNC1:def 15;

      then

       A8: E0 c= DG;

      

      then

       A9: DG = (DG \/ E0) by XBOOLE_1: 12

      .= ((DG \ E0) \/ E0) by XBOOLE_1: 39;

      set E9 = (( dom g) \ E0);

      g is GG -measurable by A1, MESFUNC2: 34;

      then (GG /\ ( less_eq_dom (g, 0 ))) in S by MESFUNC1: 28;

      then

       A10: (DG /\ ( eq_dom (g, 0 ))) in S by MESFUNC1: 18;

      then E0 in S by A8, XBOOLE_1: 28;

      then

       A11: (X \ E0) in S by MEASURE1: 34;

      (DG /\ (X \ E0)) = ((DG /\ X) \ E0) by XBOOLE_1: 49

      .= (DG \ E0) by XBOOLE_1: 28;

      then

      reconsider E9 as Element of S by A11, MEASURE1: 34;

      reconsider E0 as Element of S by A8, A10, XBOOLE_1: 28;

      

       A12: E0 misses E9 by XBOOLE_1: 79;

      thus ex G be ExtREAL_sequence st (for n be Nat holds (G . n) = ( integral' (M,(F . n)))) & G is convergent & ( sup ( rng G)) = ( lim G) & ( integral' (M,g)) <= ( lim G)

      proof

        

         A13: ( dom (g | E9)) = (( dom g) /\ E9) by RELAT_1: 61

        .= E9 by A9, XBOOLE_1: 7, XBOOLE_1: 28;

        

         A14: for x be object st x in ( dom (g | E9)) holds 0 < ((g | E9) . x)

        proof

          let x be object;

          assume

           A15: x in ( dom (g | E9));

          then

           A16: not x in E0 by A13, XBOOLE_0:def 5;

          x in DG by A13, A15, XBOOLE_0:def 5;

          then (g . x) <> 0 by A16, MESFUNC1:def 15;

          then 0 < (g . x) by A2, SUPINF_2: 51;

          hence thesis by A15, FUNCT_1: 47;

        end;

        deffunc V( Nat) = ( integral' (M,((F . $1) | E9)));

        deffunc U( Nat) = ( integral' (M,(F . $1)));

        deffunc W( Nat) = ((F . $1) | E9);

        consider F9 be Functional_Sequence of X, ExtREAL such that

         A17: for n be Nat holds (F9 . n) = W(n) from SEQFUNC:sch 1;

        consider L be ExtREAL_sequence such that

         A18: for n be Element of NAT holds (L . n) = V(n) from FUNCT_2:sch 4;

         A19:

        now

          let n be Nat;

          n in NAT by ORDINAL1:def 12;

          hence (L . n) = V(n) by A18;

        end;

        

         A20: for n be Nat holds (L . n) = ( integral' (M,(F9 . n)))

        proof

          let n be Nat;

          

          thus (L . n) = ( integral' (M,((F . n) | E9))) by A19

          .= ( integral' (M,(F9 . n))) by A17;

        end;

        consider G be ExtREAL_sequence such that

         A21: for n be Element of NAT holds (G . n) = U(n) from FUNCT_2:sch 4;

        take G;

        

         A22: for x be object st x in ( dom g) holds (g . x) = (g . x);

        ( dom g) = ((E0 \/ E9) /\ ( dom g)) by A9;

        then (g | (E0 \/ E9)) = g by A22, FUNCT_1: 46;

        then

         A23: ( integral' (M,g)) = (( integral' (M,(g | E0))) + ( integral' (M,(g | E9)))) by A1, A2, Th67, XBOOLE_1: 79;

        ( integral' (M,(g | E0))) = 0 by A1, A2, Th72;

        then

         A24: ( integral' (M,g)) = ( integral' (M,(g | E9))) by A23, XXREAL_3: 4;

        

         A25: (g | E9) is_simple_func_in S by A1, Th34;

        

         A26: for n be Nat holds ((F . n) | E9) is_simple_func_in S & (F9 . n) is_simple_func_in S

        proof

          let n be Nat;

          thus ((F . n) | E9) is_simple_func_in S by A3, Th34;

          hence thesis by A17;

        end;

        

         A27: for n be Nat holds ( dom ((F . n) | E9)) = ( dom (g | E9)) & ( dom (F9 . n)) = ( dom (g | E9))

        proof

          let n be Nat;

          

           A28: ( dom (F . n)) = (E9 \/ E0) by A4, A9;

          

          thus ( dom ((F . n) | E9)) = (( dom (F . n)) /\ E9) by RELAT_1: 61

          .= ( dom (g | E9)) by A13, A28, XBOOLE_1: 7, XBOOLE_1: 28;

          hence thesis by A17;

        end;

        

         A29: for x be Element of X st x in ( dom (g | E9)) holds (F9 # x) is convergent & ((g | E9) . x) <= ( lim (F9 # x))

        proof

          let x be Element of X;

          assume

           A30: x in ( dom (g | E9));

          now

            let n be Element of NAT ;

            

             A31: x in ( dom ((F . n) | E9)) by A27, A30;

            

            thus ((F9 # x) . n) = ((F9 . n) . x) by Def13

            .= (((F . n) | E9) . x) by A17

            .= ((F . n) . x) by A31, FUNCT_1: 47

            .= ((F # x) . n) by Def13;

          end;

          then

           A32: (F9 # x) = (F # x) by FUNCT_2: 63;

          x in (( dom g) /\ E9) by A30, RELAT_1: 61;

          then

           A33: x in ( dom g) by XBOOLE_0:def 4;

          then (g . x) <= ( lim (F # x)) by A7;

          hence thesis by A7, A30, A33, A32, FUNCT_1: 47;

        end;

        

         A34: for n be Nat holds (F9 . n) is nonnegative

        proof

          let n be Nat;

          ((F . n) | E9) is nonnegative by A5, Th15;

          hence thesis by A17;

        end;

        

         A35: E9 c= ( dom g) by A9, XBOOLE_1: 7;

        

         A36: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (g | E9)) holds (((F . n) | E9) . x) <= (((F . m) | E9) . x) & ((F9 . n) . x) <= ((F9 . m) . x)

        proof

          let n,m be Nat;

          assume

           A37: n <= m;

          thus for x be Element of X st x in ( dom (g | E9)) holds (((F . n) | E9) . x) <= (((F . m) | E9) . x) & ((F9 . n) . x) <= ((F9 . m) . x)

          proof

            let x be Element of X;

            assume

             A38: x in ( dom (g | E9));

            then

             A39: x in ( dom ((F . n) | E9)) by A27;

            ((F . n) . x) <= ((F . m) . x) by A6, A35, A13, A37, A38;

            then

             A40: (((F . n) | E9) . x) <= ((F . m) . x) by A39, FUNCT_1: 47;

            x in ( dom ((F . m) | E9)) by A27, A38;

            hence (((F . n) | E9) . x) <= (((F . m) | E9) . x) by A40, FUNCT_1: 47;

            then ((F9 . n) . x) <= (((F . m) | E9) . x) by A17;

            hence thesis by A17;

          end;

        end;

        then for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (g | E9)) holds ((F9 . n) . x) <= ((F9 . m) . x);

        then

         A41: ( integral' (M,(g | E9))) <= ( lim L) by A25, A14, A27, A26, A29, A34, A20, Th74;

        for n,m be Nat st n <= m holds (L . n) <= (L . m)

        proof

          let n,m be Nat;

          

           A42: (F9 . m) is_simple_func_in S by A26;

          

           A43: ( dom (F9 . m)) = ( dom (g | E9)) by A27;

          

           A44: (L . m) = ( integral' (M,(F9 . m))) by A20;

          

           A45: (L . n) = ( integral' (M,(F9 . n))) by A20;

          

           A46: ( dom (F9 . n)) = ( dom (g | E9)) by A27;

          assume

           A47: n <= m;

          

           A48: for x be object st x in ( dom ((F9 . m) - (F9 . n))) holds ((F9 . n) . x) <= ((F9 . m) . x)

          proof

            let x be object;

            assume x in ( dom ((F9 . m) - (F9 . n)));

            then x in ((( dom (F9 . m)) /\ ( dom (F9 . n))) \ ((((F9 . m) " { +infty }) /\ ((F9 . n) " { +infty })) \/ (((F9 . m) " { -infty }) /\ ((F9 . n) " { -infty })))) by MESFUNC1:def 4;

            then x in (( dom (F9 . m)) /\ ( dom (F9 . n))) by XBOOLE_0:def 5;

            hence thesis by A36, A47, A46, A43;

          end;

          

           A49: (F9 . m) is nonnegative by A34;

          

           A50: (F9 . n) is nonnegative by A34;

          

           A51: (F9 . n) is_simple_func_in S by A26;

          then

           A52: ( dom ((F9 . m) - (F9 . n))) = (( dom (F9 . m)) /\ ( dom (F9 . n))) by A42, A50, A49, A48, Th69;

          then

           A53: ((F9 . m) | ( dom ((F9 . m) - (F9 . n)))) = (F9 . m) by A46, A43, GRFUNC_1: 23;

          ((F9 . n) | ( dom ((F9 . m) - (F9 . n)))) = (F9 . n) by A46, A43, A52, GRFUNC_1: 23;

          hence thesis by A51, A42, A50, A49, A48, A53, A45, A44, Th70;

        end;

        then

         A54: ( lim L) = ( sup ( rng L)) by Th54;

         A55:

        now

          let n be Nat;

          n in NAT by ORDINAL1:def 12;

          hence (G . n) = U(n) by A21;

        end;

        for n be Nat holds (L . n) <= (G . n)

        proof

          let n be Nat;

          

           A56: (F . n) is_simple_func_in S by A3;

          ( dom (F . n)) = (E9 \/ E0) by A4, A9;

          then

           A57: ( dom (F . n)) = ((E0 \/ E9) /\ ( dom (F . n)));

          for x be object st x in ( dom (F . n)) holds ((F . n) . x) = ((F . n) . x);

          then

           A58: (F . n) = ((F . n) | (E0 \/ E9)) by A57, FUNCT_1: 46;

          then ((F . n) | (E0 \/ E9)) is nonnegative by A5;

          then

           A59: ( integral' (M,(F . n))) = (( integral' (M,((F . n) | E0))) + ( integral' (M,((F . n) | E9)))) by A3, A12, A58, Th67;

          ((F . n) | E0) is nonnegative by A5, Th15;

          then 0 <= ( integral' (M,((F . n) | E0))) by A56, Th34, Th68;

          then

           A60: ( integral' (M,((F . n) | E9))) <= ( integral' (M,(F . n))) by A59, XXREAL_3: 39;

          (G . n) = ( integral' (M,(F . n))) by A55;

          hence thesis by A19, A60;

        end;

        then

         A61: ( sup ( rng L)) <= ( sup ( rng G)) by Th55;

        

         A62: for n,m be Nat st n <= m holds (G . n) <= (G . m)

        proof

          let n,m be Nat;

          

           A63: (F . m) is_simple_func_in S by A3;

          

           A64: ( dom (F . m)) = ( dom g) by A4;

          

           A65: (G . m) = ( integral' (M,(F . m))) by A55;

          

           A66: (G . n) = ( integral' (M,(F . n))) by A55;

          

           A67: ( dom (F . n)) = ( dom g) by A4;

          assume

           A68: n <= m;

          

           A69: for x be object st x in ( dom ((F . m) - (F . n))) holds ((F . n) . x) <= ((F . m) . x)

          proof

            let x be object;

            assume x in ( dom ((F . m) - (F . n)));

            then x in ((( dom (F . m)) /\ ( dom (F . n))) \ ((((F . m) " { +infty }) /\ ((F . n) " { +infty })) \/ (((F . m) " { -infty }) /\ ((F . n) " { -infty })))) by MESFUNC1:def 4;

            then x in (( dom (F . m)) /\ ( dom (F . n))) by XBOOLE_0:def 5;

            hence thesis by A6, A68, A67, A64;

          end;

          

           A70: (F . m) is nonnegative by A5;

          

           A71: (F . n) is nonnegative by A5;

          

           A72: (F . n) is_simple_func_in S by A3;

          then

           A73: ( dom ((F . m) - (F . n))) = (( dom (F . m)) /\ ( dom (F . n))) by A63, A71, A70, A69, Th69;

          then

           A74: ((F . m) | ( dom ((F . m) - (F . n)))) = (F . m) by A67, A64, GRFUNC_1: 23;

          ((F . n) | ( dom ((F . m) - (F . n)))) = (F . n) by A67, A64, A73, GRFUNC_1: 23;

          hence thesis by A72, A63, A71, A70, A69, A74, A66, A65, Th70;

        end;

        then ( lim G) = ( sup ( rng G)) by Th54;

        hence thesis by A24, A55, A62, A41, A54, A61, Th54, XXREAL_0: 2;

      end;

    end;

    theorem :: MESFUNC5:76

    

     Th76: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, F,G be Functional_Sequence of X, ExtREAL , K,L be ExtREAL_sequence st (for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = A) & (for n be Nat holds (F . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in A holds ((F . n) . x) <= ((F . m) . x)) & (for n be Nat holds (G . n) is_simple_func_in S & ( dom (G . n)) = A) & (for n be Nat holds (G . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in A holds ((G . n) . x) <= ((G . m) . x)) & (for x be Element of X st x in A holds (F # x) is convergent & (G # x) is convergent & ( lim (F # x)) = ( lim (G # x))) & (for n be Nat holds (K . n) = ( integral' (M,(F . n))) & (L . n) = ( integral' (M,(G . n)))) holds K is convergent & L is convergent & ( lim K) = ( lim L)

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, A be Element of S, F,G be Functional_Sequence of X, ExtREAL , K,L be ExtREAL_sequence such that

       A1: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = A and

       A2: for n be Nat holds (F . n) is nonnegative and

       A3: for n,m be Nat st n <= m holds for x be Element of X st x in A holds ((F . n) . x) <= ((F . m) . x) and

       A4: for n be Nat holds (G . n) is_simple_func_in S & ( dom (G . n)) = A and

       A5: for n be Nat holds (G . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in A holds ((G . n) . x) <= ((G . m) . x) and

       A7: for x be Element of X st x in A holds (F # x) is convergent & (G # x) is convergent & ( lim (F # x)) = ( lim (G # x)) and

       A8: for n be Nat holds (K . n) = ( integral' (M,(F . n))) & (L . n) = ( integral' (M,(G . n)));

      

       A9: for n0 be Nat holds L is convergent & ( sup ( rng L)) = ( lim L) & (K . n0) <= ( lim L)

      proof

        let n0 be Nat;

        reconsider f = (F . n0) as PartFunc of X, ExtREAL ;

        

         A10: f is_simple_func_in S by A1;

        

         A11: f is nonnegative by A2;

        

         A12: for x be Element of X st x in ( dom f) holds (G # x) is convergent & (f . x) <= ( lim (G # x))

        proof

          let x be Element of X;

          

           A13: ((F # x) . n0) <= ( sup ( rng (F # x))) by Th56;

          assume x in ( dom f);

          then

           A14: x in A by A1;

          now

            let n,m be Nat;

            assume

             A15: n <= m;

            

             A16: ((F # x) . m) = ((F . m) . x) by Def13;

            ((F # x) . n) = ((F . n) . x) by Def13;

            hence ((F # x) . n) <= ((F # x) . m) by A3, A14, A15, A16;

          end;

          then

           A17: ( lim (F # x)) = ( sup ( rng (F # x))) by Th54;

          (f . x) = ((F # x) . n0) by Def13;

          hence thesis by A7, A14, A17, A13;

        end;

        ( dom f) = A by A1;

        then

        consider FF be ExtREAL_sequence such that

         A18: for n be Nat holds (FF . n) = ( integral' (M,(G . n))) and

         A19: FF is convergent and

         A20: ( sup ( rng FF)) = ( lim FF) and

         A21: ( integral' (M,f)) <= ( lim FF) by A4, A5, A6, A12, A10, A11, Th75;

        now

          let n be Element of NAT ;

          (FF . n) = ( integral' (M,(G . n))) by A18;

          hence (FF . n) = (L . n) by A8;

        end;

        then FF = L by FUNCT_2: 63;

        hence thesis by A8, A19, A20, A21;

      end;

      

       A22: for n0 be Nat holds K is convergent & ( sup ( rng K)) = ( lim K) & (L . n0) <= ( lim K)

      proof

        let n0 be Nat;

        reconsider g = (G . n0) as PartFunc of X, ExtREAL ;

        

         A23: g is_simple_func_in S by A4;

        

         A24: g is nonnegative by A5;

        

         A25: for x be Element of X st x in ( dom g) holds (F # x) is convergent & (g . x) <= ( lim (F # x))

        proof

          let x be Element of X;

          

           A26: ((G # x) . n0) <= ( sup ( rng (G # x))) by Th56;

          assume x in ( dom g);

          then

           A27: x in A by A4;

          now

            let n,m be Nat;

            assume

             A28: n <= m;

            

             A29: ((G # x) . m) = ((G . m) . x) by Def13;

            ((G # x) . n) = ((G . n) . x) by Def13;

            hence ((G # x) . n) <= ((G # x) . m) by A6, A27, A28, A29;

          end;

          then

           A30: ( lim (G # x)) = ( sup ( rng (G # x))) by Th54;

          (g . x) = ((G # x) . n0) by Def13;

          hence thesis by A7, A27, A30, A26;

        end;

        ( dom g) = A by A4;

        then

        consider GG be ExtREAL_sequence such that

         A31: for n be Nat holds (GG . n) = ( integral' (M,(F . n))) and

         A32: GG is convergent and

         A33: ( sup ( rng GG)) = ( lim GG) and

         A34: ( integral' (M,g)) <= ( lim GG) by A1, A2, A3, A25, A23, A24, Th75;

        now

          let n be Element of NAT ;

          (GG . n) = ( integral' (M,(F . n))) by A31;

          hence (GG . n) = (K . n) by A8;

        end;

        then GG = K by FUNCT_2: 63;

        hence thesis by A8, A32, A33, A34;

      end;

      hence K is convergent & L is convergent by A9;

      

       A35: ( lim K) <= ( lim L) by A22, A9, Th57;

      ( lim L) <= ( lim K) by A22, A9, Th57;

      hence thesis by A35, XXREAL_0: 1;

    end;

    definition

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: f is nonnegative;

      :: MESFUNC5:def15

      func integral+ (M,f) -> Element of ExtREAL means

      : Def15: ex F be Functional_Sequence of X, ExtREAL , K be ExtREAL_sequence st (for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom f)) & (for n be Nat holds (F . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x)) & (for x be Element of X st x in ( dom f) holds (F # x) is convergent & ( lim (F # x)) = (f . x)) & (for n be Nat holds (K . n) = ( integral' (M,(F . n)))) & K is convergent & it = ( lim K);

      existence

      proof

        consider F be Functional_Sequence of X, ExtREAL such that

         A3: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom f) and

         A4: for n be Nat holds (F . n) is nonnegative and

         A5: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x) and

         A6: for x be Element of X st x in ( dom f) holds (F # x) is convergent & ( lim (F # x)) = (f . x) by A1, A2, Th64;

        reconsider g = (F . 0 ) as PartFunc of X, ExtREAL ;

        

         A7: g is_simple_func_in S by A3;

        

         A8: for x be Element of X st x in ( dom f) holds (F # x) is convergent & (g . x) <= ( lim (F # x))

        proof

          let x be Element of X such that

           A9: x in ( dom f);

           A10:

          now

            let n,m be Nat;

            assume

             A11: n <= m;

            

             A12: ((F # x) . m) = ((F . m) . x) by Def13;

            ((F # x) . n) = ((F . n) . x) by Def13;

            hence ((F # x) . n) <= ((F # x) . m) by A5, A9, A11, A12;

          end;

          

           A13: (g . x) = ((F # x) . 0 ) by Def13;

          ( lim (F # x)) = ( sup ( rng (F # x))) by A10, Th54;

          hence thesis by A10, A13, Th54, Th56;

        end;

        ( dom g) = ( dom f) by A3;

        then ex G be ExtREAL_sequence st (for n be Nat holds (G . n) = ( integral' (M,(F . n)))) & G is convergent & ( sup ( rng G)) = ( lim G) & ( integral' (M,g)) <= ( lim G) by A3, A4, A5, A8, A7, Th75;

        then

        consider G be ExtREAL_sequence such that

         A14: for n be Nat holds (G . n) = ( integral' (M,(F . n))) and

         A15: G is convergent and ( integral' (M,g)) <= ( lim G);

        take ( lim G);

        thus thesis by A3, A4, A5, A6, A14, A15;

      end;

      uniqueness

      proof

        let s1,s2 be Element of ExtREAL such that

         A16: ex F1 be Functional_Sequence of X, ExtREAL , K1 be ExtREAL_sequence st (for n be Nat holds (F1 . n) is_simple_func_in S & ( dom (F1 . n)) = ( dom f)) & (for n be Nat holds (F1 . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F1 . n) . x) <= ((F1 . m) . x)) & (for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & ( lim (F1 # x)) = (f . x)) & (for n be Nat holds (K1 . n) = ( integral' (M,(F1 . n)))) & K1 is convergent & s1 = ( lim K1) and

         A17: ex F2 be Functional_Sequence of X, ExtREAL , K2 be ExtREAL_sequence st (for n be Nat holds (F2 . n) is_simple_func_in S & ( dom (F2 . n)) = ( dom f)) & (for n be Nat holds (F2 . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F2 . n) . x) <= ((F2 . m) . x)) & (for x be Element of X st x in ( dom f) holds (F2 # x) is convergent & ( lim (F2 # x)) = (f . x)) & (for n be Nat holds (K2 . n) = ( integral' (M,(F2 . n)))) & K2 is convergent & s2 = ( lim K2);

        consider F1 be Functional_Sequence of X, ExtREAL , K1 be ExtREAL_sequence such that

         A18: for n be Nat holds (F1 . n) is_simple_func_in S & ( dom (F1 . n)) = ( dom f) and

         A19: for n be Nat holds (F1 . n) is nonnegative and

         A20: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F1 . n) . x) <= ((F1 . m) . x) and

         A21: for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & ( lim (F1 # x)) = (f . x) and

         A22: for n be Nat holds (K1 . n) = ( integral' (M,(F1 . n))) and K1 is convergent and

         A23: s1 = ( lim K1) by A16;

        consider F2 be Functional_Sequence of X, ExtREAL , K2 be ExtREAL_sequence such that

         A24: for n be Nat holds (F2 . n) is_simple_func_in S & ( dom (F2 . n)) = ( dom f) and

         A25: for n be Nat holds (F2 . n) is nonnegative and

         A26: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F2 . n) . x) <= ((F2 . m) . x) and

         A27: for x be Element of X st x in ( dom f) holds (F2 # x) is convergent & ( lim (F2 # x)) = (f . x) and

         A28: for n be Nat holds (K2 . n) = ( integral' (M,(F2 . n))) and K2 is convergent and

         A29: s2 = ( lim K2) by A17;

        for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & (F2 # x) is convergent & ( lim (F1 # x)) = ( lim (F2 # x))

        proof

          let x be Element of X;

          assume

           A30: x in ( dom f);

          

          then ( lim (F1 # x)) = (f . x) by A21

          .= ( lim (F2 # x)) by A27, A30;

          hence thesis by A21, A27, A30;

        end;

        hence thesis by A1, A18, A19, A20, A22, A23, A24, A25, A26, A28, A29, Th76;

      end;

    end

    theorem :: MESFUNC5:77

    

     Th77: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & f is nonnegative holds ( integral+ (M,f)) = ( integral' (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL such that

       A1: f is_simple_func_in S and

       A2: f is nonnegative;

      deffunc PF( Nat) = f;

      consider F be Functional_Sequence of X, ExtREAL such that

       A3: for n be Nat holds (F . n) = PF(n) from SEQFUNC:sch 1;

      

       A4: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x)

      proof

        let n,m be Nat;

        assume n <= m;

        let x be Element of X;

        assume x in ( dom f);

        ((F . n) . x) = (f . x) by A3;

        hence thesis by A3;

      end;

      deffunc PK( Nat) = ( integral' (M,(F . $1)));

      consider K be sequence of ExtREAL such that

       A5: for n be Element of NAT holds (K . n) = PK(n) from FUNCT_2:sch 4;

       A6:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (K . n) = PK(n) by A5;

      end;

      

       A7: for n be Nat holds (K . n) = ( integral' (M,f))

      proof

        let n be Nat;

        

        thus (K . n) = ( integral' (M,(F . n))) by A6

        .= ( integral' (M,f)) by A3;

      end;

      then

       A8: ( lim K) = ( integral' (M,f)) by Th60;

      ex GF be Finite_Sep_Sequence of S st ( dom f) = ( union ( rng GF)) & for n be Nat, x,y be Element of X st n in ( dom GF) & x in (GF . n) & y in (GF . n) holds (f . x) = (f . y) by A1, MESFUNC2:def 4;

      then

      reconsider A = ( dom f) as Element of S by MESFUNC2: 31;

      

       A9: f is A -measurable by A1, MESFUNC2: 34;

      

       A10: for x be Element of X st x in ( dom f) holds (F # x) is convergent & ( lim (F # x)) = (f . x)

      proof

        let x be Element of X;

        assume x in ( dom f);

        now

          let n be Nat;

          

          thus ((F # x) . n) = ((F . n) . x) by Def13

          .= (f . x) by A3;

        end;

        hence thesis by Th60;

      end;

      

       A11: for n be Nat holds (F . n) is nonnegative by A2, A3;

      

       A12: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom f) by A1, A3;

      K is convergent by A7, Th60;

      hence thesis by A2, A9, A6, A12, A11, A4, A10, A8, Def15;

    end;

    

     Lm10: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & A = ( dom g) & f is A -measurable & g is A -measurable) & f is nonnegative & g is nonnegative holds ( integral+ (M,(f + g))) = (( integral+ (M,f)) + ( integral+ (M,g)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: ex A be Element of S st A = ( dom f) & A = ( dom g) & f is A -measurable & g is A -measurable and

       A2: f is nonnegative and

       A3: g is nonnegative;

      consider F1 be Functional_Sequence of X, ExtREAL , K1 be ExtREAL_sequence such that

       A4: for n be Nat holds (F1 . n) is_simple_func_in S & ( dom (F1 . n)) = ( dom f) and

       A5: for n be Nat holds (F1 . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F1 . n) . x) <= ((F1 . m) . x) and

       A7: for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & ( lim (F1 # x)) = (f . x) and

       A8: for n be Nat holds (K1 . n) = ( integral' (M,(F1 . n))) and K1 is convergent and

       A9: ( integral+ (M,f)) = ( lim K1) by A1, A2, Def15;

      

       A10: (f + g) is nonnegative by A2, A3, Th19;

      consider A be Element of S such that

       A11: A = ( dom f) and

       A12: A = ( dom g) and

       A13: f is A -measurable and

       A14: g is A -measurable by A1;

      A = (( dom f) /\ ( dom g)) by A11, A12;

      then

       A15: A = ( dom (f + g)) by A2, A3, Th16;

      

       A16: for n,m be Nat st n <= m holds (K1 . n) <= (K1 . m)

      proof

        let n,m be Nat such that

         A17: n <= m;

        

         A18: ( dom (F1 . m)) = ( dom f) by A4;

        

         A19: ( dom (F1 . n)) = ( dom f) by A4;

         A20:

        now

          let x be object;

          assume x in ( dom ((F1 . m) - (F1 . n)));

          then x in ((( dom (F1 . m)) /\ ( dom (F1 . n))) \ ((((F1 . m) " { +infty }) /\ ((F1 . n) " { +infty })) \/ (((F1 . m) " { -infty }) /\ ((F1 . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (F1 . m)) /\ ( dom (F1 . n))) by XBOOLE_0:def 5;

          hence ((F1 . n) . x) <= ((F1 . m) . x) by A6, A17, A19, A18;

        end;

        

         A21: (F1 . m) is nonnegative by A5;

        

         A22: (F1 . n) is nonnegative by A5;

        

         A23: (K1 . m) = ( integral' (M,(F1 . m))) by A8;

        

         A24: (K1 . n) = ( integral' (M,(F1 . n))) by A8;

        

         A25: (F1 . m) is_simple_func_in S by A4;

        

         A26: (F1 . n) is_simple_func_in S by A4;

        then

         A27: ( dom ((F1 . m) - (F1 . n))) = (( dom (F1 . m)) /\ ( dom (F1 . n))) by A25, A22, A21, A20, Th69;

        then

         A28: ((F1 . m) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . m) by A19, A18, GRFUNC_1: 23;

        ((F1 . n) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . n) by A19, A18, A27, GRFUNC_1: 23;

        hence thesis by A24, A23, A26, A25, A22, A21, A20, A28, Th70;

      end;

      consider F2 be Functional_Sequence of X, ExtREAL , K2 be ExtREAL_sequence such that

       A29: for n be Nat holds (F2 . n) is_simple_func_in S & ( dom (F2 . n)) = ( dom g) and

       A30: for n be Nat holds (F2 . n) is nonnegative and

       A31: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((F2 . n) . x) <= ((F2 . m) . x) and

       A32: for x be Element of X st x in ( dom g) holds (F2 # x) is convergent & ( lim (F2 # x)) = (g . x) and

       A33: for n be Nat holds (K2 . n) = ( integral' (M,(F2 . n))) and K2 is convergent and

       A34: ( integral+ (M,g)) = ( lim K2) by A1, A3, Def15;

      deffunc PF( Nat) = ((F1 . $1) + (F2 . $1));

      consider F be Functional_Sequence of X, ExtREAL such that

       A35: for n be Nat holds (F . n) = PF(n) from SEQFUNC:sch 1;

      

       A36: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom (f + g)) & (F . n) is nonnegative

      proof

        let n be Nat;

        

         A37: ( dom (F1 . n)) = ( dom f) by A4;

        

         A38: (F2 . n) is_simple_func_in S by A29;

        

         A39: (F2 . n) is nonnegative by A30;

        

         A40: (F . n) = ((F1 . n) + (F2 . n)) by A35;

        

         A41: (F1 . n) is_simple_func_in S by A4;

        hence (F . n) is_simple_func_in S by A38, A40, Th38;

        

         A42: ( dom (F2 . n)) = ( dom g) by A29;

        (F1 . n) is nonnegative by A5;

        then ( dom (F . n)) = (( dom (F1 . n)) /\ ( dom (F2 . n))) by A41, A38, A39, A40, Th65;

        hence ( dom (F . n)) = ( dom (f + g)) by A2, A3, A37, A42, Th16;

        

         A43: (F2 . n) is nonnegative by A30;

        

         A44: (F . n) = ((F1 . n) + (F2 . n)) by A35;

        (F1 . n) is nonnegative by A5;

        hence thesis by A43, A44, Th19;

      end;

      

       A45: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (f + g)) holds ((F . n) . x) <= ((F . m) . x)

      proof

        let n,m be Nat;

        assume

         A46: n <= m;

        ( dom ((F1 . m) + (F2 . m))) = ( dom (F . m)) by A35;

        then

         A47: ( dom ((F1 . m) + (F2 . m))) = ( dom (f + g)) by A36;

        ( dom ((F1 . n) + (F2 . n))) = ( dom (F . n)) by A35;

        then

         A48: ( dom ((F1 . n) + (F2 . n))) = ( dom (f + g)) by A36;

        let x be Element of X;

        assume

         A49: x in ( dom (f + g));

        then

         A50: ((F2 . n) . x) <= ((F2 . m) . x) by A31, A12, A15, A46;

        ((F . m) . x) = (((F1 . m) + (F2 . m)) . x) by A35;

        then

         A51: ((F . m) . x) = (((F1 . m) . x) + ((F2 . m) . x)) by A49, A47, MESFUNC1:def 3;

        ((F . n) . x) = (((F1 . n) + (F2 . n)) . x) by A35;

        then

         A52: ((F . n) . x) = (((F1 . n) . x) + ((F2 . n) . x)) by A49, A48, MESFUNC1:def 3;

        ((F1 . n) . x) <= ((F1 . m) . x) by A6, A11, A15, A46, A49;

        hence thesis by A52, A51, A50, XXREAL_3: 36;

      end;

      now

        let n be set;

        assume n in ( dom K2);

        then

        reconsider n1 = n as Element of NAT ;

        

         A53: (F2 . n1) is_simple_func_in S by A29;

        (K2 . n1) = ( integral' (M,(F2 . n1))) by A33;

        hence -infty < (K2 . n) by A30, A53, Th68;

      end;

      then

       A54: K2 is without-infty by Th10;

      deffunc PK( Nat) = ( integral' (M,(F . $1)));

      consider K be ExtREAL_sequence such that

       A55: for n be Element of NAT holds (K . n) = PK(n) from FUNCT_2:sch 4;

       A56:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (K . n) = PK(n) by A55;

      end;

      

       A57: for n be Nat holds (K . n) = ((K1 . n) + (K2 . n))

      proof

        let n be Nat;

        

         A58: (F1 . n) is nonnegative by A5;

        

         A59: (F . n) = ((F1 . n) + (F2 . n)) by A35;

        

         A60: ( dom (F1 . n)) = ( dom f) by A4

        .= ( dom (F2 . n)) by A29, A11, A12;

        

         A61: (F2 . n) is_simple_func_in S by A29;

        

         A62: (K . n) = ( integral' (M,(F . n))) by A56;

        

         A63: (F2 . n) is nonnegative by A30;

        

         A64: (F1 . n) is_simple_func_in S by A4;

        then ( dom (F . n)) = (( dom (F1 . n)) /\ ( dom (F2 . n))) by A58, A61, A63, A59, Th65;

        then (K . n) = (( integral' (M,((F1 . n) | ( dom (F1 . n))))) + ( integral' (M,((F2 . n) | ( dom (F2 . n)))))) by A64, A58, A61, A63, A59, A60, A62, Th65;

        then (K . n) = (( integral' (M,(F1 . n))) + ( integral' (M,((F2 . n) | ( dom (F2 . n)))))) by GRFUNC_1: 23;

        then

         A65: (K . n) = (( integral' (M,(F1 . n))) + ( integral' (M,(F2 . n)))) by GRFUNC_1: 23;

        (K2 . n) = ( integral' (M,(F2 . n))) by A33;

        hence thesis by A8, A65;

      end;

      

       A66: for n,m be Nat st n <= m holds (K2 . n) <= (K2 . m)

      proof

        let n,m be Nat such that

         A67: n <= m;

        

         A68: ( dom (F2 . m)) = ( dom g) by A29;

        

         A69: ( dom (F2 . n)) = ( dom g) by A29;

         A70:

        now

          let x be object;

          assume x in ( dom ((F2 . m) - (F2 . n)));

          then x in ((( dom (F2 . m)) /\ ( dom (F2 . n))) \ ((((F2 . m) " { +infty }) /\ ((F2 . n) " { +infty })) \/ (((F2 . m) " { -infty }) /\ ((F2 . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (F2 . m)) /\ ( dom (F2 . n))) by XBOOLE_0:def 5;

          hence ((F2 . n) . x) <= ((F2 . m) . x) by A31, A67, A69, A68;

        end;

        

         A71: (F2 . m) is nonnegative by A30;

        

         A72: (F2 . n) is nonnegative by A30;

        

         A73: (K2 . m) = ( integral' (M,(F2 . m))) by A33;

        

         A74: (K2 . n) = ( integral' (M,(F2 . n))) by A33;

        

         A75: (F2 . m) is_simple_func_in S by A29;

        

         A76: (F2 . n) is_simple_func_in S by A29;

        then

         A77: ( dom ((F2 . m) - (F2 . n))) = (( dom (F2 . m)) /\ ( dom (F2 . n))) by A75, A72, A71, A70, Th69;

        then

         A78: ((F2 . m) | ( dom ((F2 . m) - (F2 . n)))) = (F2 . m) by A69, A68, GRFUNC_1: 23;

        ((F2 . n) | ( dom ((F2 . m) - (F2 . n)))) = (F2 . n) by A69, A68, A77, GRFUNC_1: 23;

        hence thesis by A74, A73, A76, A75, A72, A71, A70, A78, Th70;

      end;

      now

        let n be set;

        assume n in ( dom K1);

        then

        reconsider n1 = n as Element of NAT ;

        

         A79: (F1 . n1) is_simple_func_in S by A4;

        (K1 . n1) = ( integral' (M,(F1 . n1))) by A8;

        hence -infty < (K1 . n) by A5, A79, Th68;

      end;

      then

       A80: K1 is without-infty by Th10;

      then

       A81: ( lim K) = (( lim K1) + ( lim K2)) by A16, A54, A66, A57, Th61;

      

       A82: for x be Element of X st x in ( dom (f + g)) holds (F # x) is convergent & ( lim (F # x)) = ((f + g) . x)

      proof

        let x be Element of X;

         A83:

        now

          let n be set;

          hereby

            assume n in ( dom (F1 # x));

            then

            reconsider n1 = n as Element of NAT ;

            

             A84: ((F1 # x) . n1) = ((F1 . n1) . x) by Def13;

            (F1 . n1) is nonnegative by A5;

            hence -infty < ((F1 # x) . n) by A84, Def5;

          end;

          assume n in ( dom (F2 # x));

          then

          reconsider n1 = n as Element of NAT ;

          

           A85: ((F2 # x) . n1) = ((F2 . n1) . x) by Def13;

          (F2 . n1) is nonnegative by A30;

          hence -infty < ((F2 # x) . n) by A85, Def5;

        end;

        then

         A86: (F2 # x) is without-infty by Th10;

        assume

         A87: x in ( dom (f + g));

        then (( lim (F1 # x)) + ( lim (F2 # x))) = ((f . x) + ( lim (F2 # x))) by A7, A11, A15;

        then (( lim (F1 # x)) + ( lim (F2 # x))) = ((f . x) + (g . x)) by A32, A12, A15, A87;

        then

         A88: (( lim (F1 # x)) + ( lim (F2 # x))) = ((f + g) . x) by A87, MESFUNC1:def 3;

         A89:

        now

          let n,m be Nat;

          assume

           A90: n <= m;

          

           A91: ((F2 # x) . m) = ((F2 . m) . x) by Def13;

          ((F2 # x) . n) = ((F2 . n) . x) by Def13;

          hence ((F2 # x) . n) <= ((F2 # x) . m) by A31, A12, A15, A87, A90, A91;

        end;

         A92:

        now

          let n,m be Nat;

          assume

           A93: n <= m;

          

           A94: ((F1 # x) . m) = ((F1 . m) . x) by Def13;

          ((F1 # x) . n) = ((F1 . n) . x) by Def13;

          hence ((F1 # x) . n) <= ((F1 # x) . m) by A6, A11, A15, A87, A93, A94;

        end;

         A95:

        now

          let n be Nat;

          ((F # x) . n) = ((F . n) . x) by Def13;

          then

           A96: ((F # x) . n) = (((F1 . n) + (F2 . n)) . x) by A35;

          ( dom ((F1 . n) + (F2 . n))) = ( dom (F . n)) by A35

          .= ( dom (f + g)) by A36;

          then ((F # x) . n) = (((F1 . n) . x) + ((F2 . n) . x)) by A87, A96, MESFUNC1:def 3;

          then ((F # x) . n) = (((F1 # x) . n) + ((F2 . n) . x)) by Def13;

          hence ((F # x) . n) = (((F1 # x) . n) + ((F2 # x) . n)) by Def13;

        end;

        (F1 # x) is without-infty by A83, Th10;

        hence thesis by A95, A86, A92, A89, A88, Th61;

      end;

      

       A97: (f + g) is A -measurable by A2, A3, A13, A14, Th31;

      K is convergent by A80, A16, A54, A66, A57, Th61;

      hence thesis by A9, A34, A97, A15, A10, A56, A36, A45, A82, A81, Def15;

    end;

    theorem :: MESFUNC5:78

    

     Th78: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & (ex B be Element of S st B = ( dom g) & g is B -measurable) & f is nonnegative & g is nonnegative holds ex C be Element of S st C = ( dom (f + g)) & ( integral+ (M,(f + g))) = (( integral+ (M,(f | C))) + ( integral+ (M,(g | C))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: ex B be Element of S st B = ( dom g) & g is B -measurable and

       A3: f is nonnegative and

       A4: g is nonnegative;

      set g1 = (g | (( dom f) /\ ( dom g)));

      

       A5: g1 is without-infty by A4, Th12, Th15;

      

       A6: g1 is nonnegative by A4, Th15;

      ( dom g1) = (( dom g) /\ (( dom f) /\ ( dom g))) by RELAT_1: 61;

      then

       A7: ( dom g1) = ((( dom g) /\ ( dom g)) /\ ( dom f)) by XBOOLE_1: 16;

      consider B be Element of S such that

       A8: B = ( dom g) and

       A9: g is B -measurable by A2;

      consider A be Element of S such that

       A10: A = ( dom f) and

       A11: f is A -measurable by A1;

      take C = (A /\ B);

      

       A12: C = ( dom (f + g)) by A3, A4, A10, A8, Th16;

      

       A13: C = (( dom g) /\ C) by A8, XBOOLE_1: 17, XBOOLE_1: 28;

      g is C -measurable by A9, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A14: (g | C) is C -measurable by A13, Th42;

      

       A15: C = (( dom f) /\ C) by A10, XBOOLE_1: 17, XBOOLE_1: 28;

      f is C -measurable by A11, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A16: (f | C) is C -measurable by A15, Th42;

      set f1 = (f | (( dom f) /\ ( dom g)));

      ( dom f1) = (( dom f) /\ (( dom f) /\ ( dom g))) by RELAT_1: 61;

      then

       A17: ( dom f1) = ((( dom f) /\ ( dom f)) /\ ( dom g)) by XBOOLE_1: 16;

      

       A18: f1 is without-infty by A3, Th12, Th15;

      then

       A19: ( dom (f1 + g1)) = (C /\ C) by A10, A8, A17, A7, A5, Th16;

      

       A20: ( dom (f1 + g1)) = (( dom f1) /\ ( dom g1)) by A18, A5, Th16;

      

       A21: for x be object st x in ( dom (f1 + g1)) holds ((f1 + g1) . x) = ((f + g) . x)

      proof

        let x be object;

        assume

         A22: x in ( dom (f1 + g1));

        then

         A23: x in ( dom f1) by A20, XBOOLE_0:def 4;

        

         A24: x in ( dom g1) by A20, A22, XBOOLE_0:def 4;

        ((f1 + g1) . x) = ((f1 . x) + (g1 . x)) by A22, MESFUNC1:def 3

        .= ((f . x) + (g1 . x)) by A23, FUNCT_1: 47

        .= ((f . x) + (g . x)) by A24, FUNCT_1: 47;

        hence thesis by A12, A19, A22, MESFUNC1:def 3;

      end;

      f1 is nonnegative by A3, Th15;

      then ( integral+ (M,(f1 + g1))) = (( integral+ (M,f1)) + ( integral+ (M,g1))) by A10, A8, A17, A7, A16, A14, A6, Lm10;

      hence thesis by A10, A8, A12, A19, A21, FUNCT_1: 2;

    end;

    theorem :: MESFUNC5:79

    

     Th79: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & f is nonnegative holds 0 <= ( integral+ (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: f is nonnegative;

      consider F1 be Functional_Sequence of X, ExtREAL , K1 be ExtREAL_sequence such that

       A3: for n be Nat holds (F1 . n) is_simple_func_in S & ( dom (F1 . n)) = ( dom f) and

       A4: for n be Nat holds (F1 . n) is nonnegative and

       A5: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F1 . n) . x) <= ((F1 . m) . x) and for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & ( lim (F1 # x)) = (f . x) and

       A6: for n be Nat holds (K1 . n) = ( integral' (M,(F1 . n))) and K1 is convergent and

       A7: ( integral+ (M,f)) = ( lim K1) by A1, A2, Def15;

      for n,m be Nat st n <= m holds (K1 . n) <= (K1 . m)

      proof

        let n,m be Nat;

        

         A8: (F1 . m) is_simple_func_in S by A3;

        

         A9: ( dom (F1 . m)) = ( dom f) by A3;

        

         A10: (K1 . m) = ( integral' (M,(F1 . m))) by A6;

        

         A11: ( dom (F1 . n)) = ( dom f) by A3;

        assume

         A12: n <= m;

        

         A13: for x be object st x in ( dom ((F1 . m) - (F1 . n))) holds ((F1 . n) . x) <= ((F1 . m) . x)

        proof

          let x be object;

          assume x in ( dom ((F1 . m) - (F1 . n)));

          then x in ((( dom (F1 . m)) /\ ( dom (F1 . n))) \ ((((F1 . m) " { +infty }) /\ ((F1 . n) " { +infty })) \/ (((F1 . m) " { -infty }) /\ ((F1 . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (F1 . m)) /\ ( dom (F1 . n))) by XBOOLE_0:def 5;

          hence thesis by A5, A12, A11, A9;

        end;

        

         A14: (F1 . m) is nonnegative by A4;

        

         A15: (F1 . n) is nonnegative by A4;

        

         A16: (F1 . n) is_simple_func_in S by A3;

        then

         A17: ( dom ((F1 . m) - (F1 . n))) = (( dom (F1 . m)) /\ ( dom (F1 . n))) by A8, A15, A14, A13, Th69;

        then

         A18: ((F1 . n) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . n) by A11, A9, GRFUNC_1: 23;

        

         A19: ((F1 . m) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . m) by A11, A9, A17, GRFUNC_1: 23;

        ( integral' (M,((F1 . n) | ( dom ((F1 . m) - (F1 . n)))))) <= ( integral' (M,((F1 . m) | ( dom ((F1 . m) - (F1 . n)))))) by A16, A8, A15, A14, A13, Th70;

        hence thesis by A6, A10, A18, A19;

      end;

      then ( lim K1) = ( sup ( rng K1)) by Th54;

      then

       A20: (K1 . 0 ) <= ( lim K1) by Th56;

      for n be Nat holds 0 <= (K1 . n)

      proof

        let n be Nat;

        

         A21: (F1 . n) is_simple_func_in S by A3;

        (K1 . n) = ( integral' (M,(F1 . n))) by A6;

        hence thesis by A4, A21, Th68;

      end;

      hence thesis by A7, A20;

    end;

    theorem :: MESFUNC5:80

    

     Th80: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative holds 0 <= ( integral+ (M,(f | A)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative;

      consider E be Element of S such that

       A3: E = ( dom f) and

       A4: f is E -measurable by A1;

      set C = (E /\ A);

      

       A5: C = ( dom (f | A)) by A3, RELAT_1: 61;

      

       A6: ( dom (f | A)) = C by A3, RELAT_1: 61

      .= (( dom f) /\ C) by A3, XBOOLE_1: 17, XBOOLE_1: 28

      .= ( dom (f | C)) by RELAT_1: 61;

      

       A7: for x be object st x in ( dom (f | A)) holds ((f | A) . x) = ((f | C) . x)

      proof

        let x be object;

        assume

         A8: x in ( dom (f | A));

        then ((f | A) . x) = (f . x) by FUNCT_1: 47;

        hence thesis by A6, A8, FUNCT_1: 47;

      end;

      

       A9: (( dom f) /\ C) = C by A3, XBOOLE_1: 17, XBOOLE_1: 28;

      f is C -measurable by A4, MESFUNC1: 30, XBOOLE_1: 17;

      then (f | C) is C -measurable by A9, Th42;

      then (f | A) is C -measurable by A6, A7, FUNCT_1: 2;

      hence thesis by A2, A5, Th15, Th79;

    end;

    theorem :: MESFUNC5:81

    

     Th81: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative & A misses B holds ( integral+ (M,(f | (A \/ B)))) = (( integral+ (M,(f | A))) + ( integral+ (M,(f | B))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative and

       A3: A misses B;

      consider F0 be Functional_Sequence of X, ExtREAL , K0 be ExtREAL_sequence such that

       A4: for n be Nat holds (F0 . n) is_simple_func_in S & ( dom (F0 . n)) = ( dom f) and

       A5: for n be Nat holds (F0 . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F0 . n) . x) <= ((F0 . m) . x) and

       A7: for x be Element of X st x in ( dom f) holds (F0 # x) is convergent & ( lim (F0 # x)) = (f . x) and for n be Nat holds (K0 . n) = ( integral' (M,(F0 . n))) and K0 is convergent and ( integral+ (M,f)) = ( lim K0) by A1, A2, Def15;

      deffunc PFB( Nat) = ((F0 . $1) | B);

      deffunc PFA( Nat) = ((F0 . $1) | A);

      consider FA be Functional_Sequence of X, ExtREAL such that

       A8: for n be Nat holds (FA . n) = PFA(n) from SEQFUNC:sch 1;

      consider E be Element of S such that

       A9: E = ( dom f) and

       A10: f is E -measurable by A1;

      consider FB be Functional_Sequence of X, ExtREAL such that

       A11: for n be Nat holds (FB . n) = PFB(n) from SEQFUNC:sch 1;

      set DB = (E /\ B);

      

       A12: DB = ( dom (f | B)) by A9, RELAT_1: 61;

      then

       A13: (( dom f) /\ DB) = DB by RELAT_1: 60, XBOOLE_1: 28;

      then

       A14: ( dom (f | DB)) = ( dom (f | B)) by A12, RELAT_1: 61;

      for x be object st x in ( dom (f | DB)) holds ((f | DB) . x) = ((f | B) . x)

      proof

        let x be object;

        assume

         A15: x in ( dom (f | DB));

        then ((f | B) . x) = (f . x) by A14, FUNCT_1: 47;

        hence thesis by A15, FUNCT_1: 47;

      end;

      then

       A16: (f | DB) = (f | B) by A12, A13, FUNCT_1: 2, RELAT_1: 61;

      set DA = (E /\ A);

      

       A17: DA = ( dom (f | A)) by A9, RELAT_1: 61;

      then

       A18: (( dom f) /\ DA) = DA by RELAT_1: 60, XBOOLE_1: 28;

      then

       A19: ( dom (f | DA)) = ( dom (f | A)) by A17, RELAT_1: 61;

      for x be object st x in ( dom (f | DA)) holds ((f | DA) . x) = ((f | A) . x)

      proof

        let x be object;

        assume

         A20: x in ( dom (f | DA));

        then ((f | A) . x) = (f . x) by A19, FUNCT_1: 47;

        hence thesis by A20, FUNCT_1: 47;

      end;

      then

       A21: (f | DA) = (f | A) by A17, A18, FUNCT_1: 2, RELAT_1: 61;

      

       A22: for n be Nat holds (FA . n) is_simple_func_in S & (FB . n) is_simple_func_in S & ( dom (FA . n)) = ( dom (f | A)) & ( dom (FB . n)) = ( dom (f | B))

      proof

        let n be Nat;

        reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

        

         A23: (FB . n1) = ((F0 . n1) | B) by A11;

        then

         A24: ( dom (FB . n)) = (( dom (F0 . n)) /\ B) by RELAT_1: 61;

        

         A25: (FA . n1) = ((F0 . n1) | A) by A8;

        hence (FA . n) is_simple_func_in S & (FB . n) is_simple_func_in S by A4, A23, Th34;

        ( dom (FA . n)) = (( dom (F0 . n)) /\ A) by A25, RELAT_1: 61;

        hence thesis by A9, A4, A17, A12, A24;

      end;

      

       A26: for x be Element of X st x in ( dom (f | A)) holds (FA # x) is convergent & ( lim (FA # x)) = ((f | A) . x)

      proof

        let x be Element of X;

        assume

         A27: x in ( dom (f | A));

        now

          let n be Element of NAT ;

          ((FA # x) . n) = ((FA . n) . x) by Def13;

          then

           A28: ((FA # x) . n) = (((F0 . n) | A) . x) by A8;

          ( dom ((F0 . n) | A)) = ( dom (FA . n)) by A8

          .= ( dom (f | A)) by A22;

          then ((FA # x) . n) = ((F0 . n) . x) by A27, A28, FUNCT_1: 47;

          hence ((FA # x) . n) = ((F0 # x) . n) by Def13;

        end;

        then

         A29: (FA # x) = (F0 # x) by FUNCT_2: 63;

        x in (( dom f) /\ A) by A27, RELAT_1: 61;

        then

         A30: x in ( dom f) by XBOOLE_0:def 4;

        then ( lim (F0 # x)) = (f . x) by A7;

        hence thesis by A7, A27, A30, A29, FUNCT_1: 47;

      end;

      

       A31: for x be Element of X st x in ( dom (f | B)) holds (FB # x) is convergent & ( lim (FB # x)) = ((f | B) . x)

      proof

        let x be Element of X;

        assume

         A32: x in ( dom (f | B));

        now

          let n be Element of NAT ;

          

           A33: ( dom ((F0 . n) | B)) = ( dom (FB . n)) by A11

          .= ( dom (f | B)) by A22;

          

          thus ((FB # x) . n) = ((FB . n) . x) by Def13

          .= (((F0 . n) | B) . x) by A11

          .= ((F0 . n) . x) by A32, A33, FUNCT_1: 47

          .= ((F0 # x) . n) by Def13;

        end;

        then

         A34: (FB # x) = (F0 # x) by FUNCT_2: 63;

        x in (( dom f) /\ B) by A32, RELAT_1: 61;

        then

         A35: x in ( dom f) by XBOOLE_0:def 4;

        then ( lim (F0 # x)) = (f . x) by A7;

        hence thesis by A7, A32, A35, A34, FUNCT_1: 47;

      end;

      set C = (E /\ (A \/ B));

      

       A36: C = (( dom f) /\ C) by A9, XBOOLE_1: 17, XBOOLE_1: 28;

      

       A37: ( dom (f | (A \/ B))) = C by A9, RELAT_1: 61;

      then

       A38: ( dom (f | (A \/ B))) = ( dom (f | C)) by A36, RELAT_1: 61;

      for x be object st x in ( dom (f | (A \/ B))) holds ((f | (A \/ B)) . x) = ((f | C) . x)

      proof

        let x be object;

        assume

         A39: x in ( dom (f | (A \/ B)));

        then ((f | (A \/ B)) . x) = (f . x) by FUNCT_1: 47;

        hence thesis by A38, A39, FUNCT_1: 47;

      end;

      then

       A40: (f | (A \/ B)) = (f | C) by A38, FUNCT_1: 2;

      f is C -measurable by A10, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A41: (f | (A \/ B)) is C -measurable by A36, A40, Th42;

      f is DB -measurable by A10, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A42: (f | B) is DB -measurable by A13, A16, Th42;

      

       A43: (f | B) is nonnegative by A2, Th15;

      f is DA -measurable by A10, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A44: (f | A) is DA -measurable by A18, A21, Th42;

      

       A45: (f | A) is nonnegative by A2, Th15;

      deffunc PFAB( Nat) = ((F0 . $1) | (A \/ B));

      consider FAB be Functional_Sequence of X, ExtREAL such that

       A46: for n be Nat holds (FAB . n) = PFAB(n) from SEQFUNC:sch 1;

      

       A47: for n be Nat holds (FA . n) is nonnegative & (FB . n) is nonnegative

      proof

        let n be Nat;

        reconsider n as Element of NAT by ORDINAL1:def 12;

        

         A48: ((F0 . n) | B) is nonnegative by A5, Th15;

        ((F0 . n) | A) is nonnegative by A5, Th15;

        hence thesis by A8, A11, A48;

      end;

      

       A49: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (f | B)) holds ((FB . n) . x) <= ((FB . m) . x)

      proof

        let n,m be Nat;

        assume

         A50: n <= m;

        reconsider n, m as Element of NAT by ORDINAL1:def 12;

        let x be Element of X;

        assume

         A51: x in ( dom (f | B));

        then x in (( dom f) /\ B) by RELAT_1: 61;

        then

         A52: x in ( dom f) by XBOOLE_0:def 4;

        ( dom ((F0 . m) | B)) = ( dom (FB . m)) by A11;

        then

         A53: ( dom ((F0 . m) | B)) = ( dom (f | B)) by A22;

        ((FB . m) . x) = (((F0 . m) | B) . x) by A11;

        then

         A54: ((FB . m) . x) = ((F0 . m) . x) by A51, A53, FUNCT_1: 47;

        ( dom ((F0 . n) | B)) = ( dom (FB . n)) by A11;

        then

         A55: ( dom ((F0 . n) | B)) = ( dom (f | B)) by A22;

        ((FB . n) . x) = (((F0 . n) | B) . x) by A11;

        then ((FB . n) . x) = ((F0 . n) . x) by A51, A55, FUNCT_1: 47;

        hence thesis by A6, A50, A52, A54;

      end;

      deffunc PKA( Nat) = ( integral' (M,(FA . $1)));

      consider KA be ExtREAL_sequence such that

       A56: for n be Element of NAT holds (KA . n) = PKA(n) from FUNCT_2:sch 4;

      deffunc PKB( Nat) = ( integral' (M,(FB . $1)));

      consider KB be ExtREAL_sequence such that

       A57: for n be Element of NAT holds (KB . n) = PKB(n) from FUNCT_2:sch 4;

       A58:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (KB . n) = PKB(n) by A57;

      end;

       A59:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (KA . n) = PKA(n) by A56;

      end;

      

       A60: for n be set holds (n in ( dom KA) implies -infty < (KA . n)) & (n in ( dom KB) implies -infty < (KB . n))

      proof

        let n be set;

        hereby

          assume n in ( dom KA);

          then

          reconsider n1 = n as Element of NAT ;

          

           A61: (FA . n1) is_simple_func_in S by A22;

          (KA . n1) = ( integral' (M,(FA . n1))) by A59;

          hence -infty < (KA . n) by A47, A61, Th68;

        end;

        assume n in ( dom KB);

        then

        reconsider n1 = n as Element of NAT ;

        

         A62: (FB . n1) is_simple_func_in S by A22;

        (KB . n1) = ( integral' (M,(FB . n1))) by A58;

        hence thesis by A47, A62, Th68;

      end;

      then

       A63: KB is without-infty by Th10;

      deffunc PK( Nat) = ( integral' (M,(FAB . $1)));

      consider KAB be ExtREAL_sequence such that

       A64: for n be Element of NAT holds (KAB . n) = PK(n) from FUNCT_2:sch 4;

       A65:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (KAB . n) = PK(n) by A64;

      end;

      

       A66: for n be Nat holds (KAB . n) = ((KA . n) + (KB . n))

      proof

        let n be Nat;

        reconsider n as Element of NAT by ORDINAL1:def 12;

        

         A67: (FA . n) = ((F0 . n) | A) by A8;

        

         A68: (FB . n) = ((F0 . n) | B) by A11;

        

         A69: (KAB . n) = ( integral' (M,(FAB . n))) by A65

        .= ( integral' (M,((F0 . n) | (A \/ B)))) by A46;

        

         A70: (KA . n) = ( integral' (M,(FA . n))) by A59;

        (F0 . n) is_simple_func_in S by A4;

        then ( integral' (M,((F0 . n) | (A \/ B)))) = (( integral' (M,(FA . n))) + ( integral' (M,(FB . n)))) by A3, A5, A67, A68, Th67;

        hence thesis by A58, A69, A70;

      end;

      

       A71: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (f | A)) holds ((FA . n) . x) <= ((FA . m) . x)

      proof

        let n,m be Nat;

        assume

         A72: n <= m;

        reconsider n, m as Element of NAT by ORDINAL1:def 12;

        let x be Element of X;

        assume

         A73: x in ( dom (f | A));

        then x in (( dom f) /\ A) by RELAT_1: 61;

        then

         A74: x in ( dom f) by XBOOLE_0:def 4;

        ( dom ((F0 . m) | A)) = ( dom (FA . m)) by A8;

        then

         A75: ( dom ((F0 . m) | A)) = ( dom (f | A)) by A22;

        ((FA . m) . x) = (((F0 . m) | A) . x) by A8;

        then

         A76: ((FA . m) . x) = ((F0 . m) . x) by A73, A75, FUNCT_1: 47;

        ( dom ((F0 . n) | A)) = ( dom (FA . n)) by A8;

        then

         A77: ( dom ((F0 . n) | A)) = ( dom (f | A)) by A22;

        ((FA . n) . x) = (((F0 . n) | A) . x) by A8;

        then ((FA . n) . x) = ((F0 . n) . x) by A73, A77, FUNCT_1: 47;

        hence thesis by A6, A72, A74, A76;

      end;

      

       A78: for n,m be Nat st n <= m holds (KA . n) <= (KA . m) & (KB . n) <= (KB . m)

      proof

        let n,m be Nat;

        

         A79: (FA . m) is_simple_func_in S by A22;

        

         A80: ( dom (FA . m)) = ( dom (f | A)) by A22;

        

         A81: (KA . m) = ( integral' (M,(FA . m))) by A59;

        

         A82: ( dom (FA . n)) = ( dom (f | A)) by A22;

        assume

         A83: n <= m;

        

         A84: for x be object st x in ( dom ((FA . m) - (FA . n))) holds ((FA . n) . x) <= ((FA . m) . x)

        proof

          let x be object;

          assume x in ( dom ((FA . m) - (FA . n)));

          then x in ((( dom (FA . m)) /\ ( dom (FA . n))) \ ((((FA . m) " { +infty }) /\ ((FA . n) " { +infty })) \/ (((FA . m) " { -infty }) /\ ((FA . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (FA . m)) /\ ( dom (FA . n))) by XBOOLE_0:def 5;

          hence thesis by A71, A83, A82, A80;

        end;

        

         A85: (FA . m) is nonnegative by A47;

        

         A86: (FA . n) is nonnegative by A47;

        

         A87: (FA . n) is_simple_func_in S by A22;

        then

         A88: ( dom ((FA . m) - (FA . n))) = (( dom (FA . m)) /\ ( dom (FA . n))) by A79, A86, A85, A84, Th69;

        then

         A89: ((FA . m) | ( dom ((FA . m) - (FA . n)))) = (FA . m) by A82, A80, GRFUNC_1: 23;

        

         A90: ((FA . n) | ( dom ((FA . m) - (FA . n)))) = (FA . n) by A82, A80, A88, GRFUNC_1: 23;

        ( integral' (M,((FA . n) | ( dom ((FA . m) - (FA . n)))))) <= ( integral' (M,((FA . m) | ( dom ((FA . m) - (FA . n)))))) by A87, A79, A86, A85, A84, Th70;

        hence (KA . n) <= (KA . m) by A59, A81, A89, A90;

        

         A91: (FB . m) is_simple_func_in S by A22;

        

         A92: (FB . n) is nonnegative by A47;

        

         A93: (FB . m) is nonnegative by A47;

        

         A94: (KB . m) = ( integral' (M,(FB . m))) by A58;

        

         A95: ( dom (FB . m)) = ( dom (f | B)) by A22;

        

         A96: ( dom (FB . n)) = ( dom (f | B)) by A22;

        

         A97: for x be object st x in ( dom ((FB . m) - (FB . n))) holds ((FB . n) . x) <= ((FB . m) . x)

        proof

          let x be object;

          assume x in ( dom ((FB . m) - (FB . n)));

          then x in ((( dom (FB . m)) /\ ( dom (FB . n))) \ ((((FB . m) " { +infty }) /\ ((FB . n) " { +infty })) \/ (((FB . m) " { -infty }) /\ ((FB . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (FB . m)) /\ ( dom (FB . n))) by XBOOLE_0:def 5;

          hence thesis by A49, A83, A96, A95;

        end;

        

         A98: (FB . n) is_simple_func_in S by A22;

        then

         A99: ( dom ((FB . m) - (FB . n))) = (( dom (FB . m)) /\ ( dom (FB . n))) by A91, A92, A93, A97, Th69;

        then

         A100: ((FB . m) | ( dom ((FB . m) - (FB . n)))) = (FB . m) by A96, A95, GRFUNC_1: 23;

        

         A101: ((FB . n) | ( dom ((FB . m) - (FB . n)))) = (FB . n) by A96, A95, A99, GRFUNC_1: 23;

        ( integral' (M,((FB . n) | ( dom ((FB . m) - (FB . n)))))) <= ( integral' (M,((FB . m) | ( dom ((FB . m) - (FB . n)))))) by A98, A91, A92, A93, A97, Th70;

        hence thesis by A58, A94, A100, A101;

      end;

      then

       A102: for n,m be Nat st n <= m holds (KA . n) <= (KA . m);

      then KA is convergent by Th54;

      then

       A103: ( integral+ (M,(f | A))) = ( lim KA) by A17, A44, A45, A22, A47, A71, A26, A59, Def15;

      

       A104: (for n be Nat holds (FAB . n) is_simple_func_in S & ( dom (FAB . n)) = ( dom (f | (A \/ B)))) & (for n be Nat holds for x be Element of X st x in ( dom (f | (A \/ B))) holds ((FAB . n) . x) = ((F0 . n) . x)) & (for n be Nat holds (FAB . n) is nonnegative) & (for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (f | (A \/ B))) holds ((FAB . n) . x) <= ((FAB . m) . x)) & for x be Element of X st x in ( dom (f | (A \/ B))) holds (FAB # x) is convergent & ( lim (FAB # x)) = ((f | (A \/ B)) . x)

      proof

        now

          let n be Nat;

          (FAB . n) = ((F0 . n) | (A \/ B)) by A46;

          hence (FAB . n) is_simple_func_in S by A4, Th34;

          

          thus ( dom (FAB . n)) = ( dom ((F0 . n) | (A \/ B))) by A46

          .= (( dom (F0 . n)) /\ (A \/ B)) by RELAT_1: 61

          .= (( dom f) /\ (A \/ B)) by A4

          .= ( dom (f | (A \/ B))) by RELAT_1: 61;

        end;

        now

          let n be Nat, x be Element of X;

          assume x in ( dom (f | (A \/ B)));

          then

           A107: x in ( dom (FAB . n)) by A105;

          (FAB . n) = ((F0 . n) | (A \/ B)) by A46;

          hence ((FAB . n) . x) = ((F0 . n) . x) by A107, FUNCT_1: 47;

        end;

        hereby

          let n be Nat;

          reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

          ((F0 . n1) | (A \/ B)) is nonnegative by A5, Th15;

          hence (FAB . n) is nonnegative by A46;

        end;

        hereby

          let n,m be Nat such that

           A108: n <= m;

          now

            let x be Element of X;

            assume

             A109: x in ( dom (f | (A \/ B)));

            then

             A110: ((FAB . m) . x) = ((F0 . m) . x) by A106;

            x in (( dom f) /\ (A \/ B)) by A109, RELAT_1: 61;

            then

             A111: x in ( dom f) by XBOOLE_0:def 4;

            ((FAB . n) . x) = ((F0 . n) . x) by A106, A109;

            hence ((FAB . n) . x) <= ((FAB . m) . x) by A6, A108, A111, A110;

          end;

          hence for x be Element of X st x in ( dom (f | (A \/ B))) holds ((FAB . n) . x) <= ((FAB . m) . x);

        end;

        hereby

          let x be Element of X;

          assume

           A112: x in ( dom (f | (A \/ B)));

          then x in (( dom f) /\ (A \/ B)) by RELAT_1: 61;

          then

           A113: x in ( dom f) by XBOOLE_0:def 4;

           A114:

          now

            let n be Element of NAT ;

            

            thus ((FAB # x) . n) = ((FAB . n) . x) by Def13

            .= ((F0 . n) . x) by A106, A112

            .= ((F0 # x) . n) by Def13;

          end;

          then (FAB # x) = (F0 # x) by FUNCT_2: 63;

          hence (FAB # x) is convergent by A7, A113;

          

          thus ( lim (FAB # x)) = ( lim (F0 # x)) by A114, FUNCT_2: 63

          .= (f . x) by A7, A113

          .= ((f | (A \/ B)) . x) by A112, FUNCT_1: 47;

        end;

      end;

      for n,m be Nat st n <= m holds (KAB . n) <= (KAB . m)

      proof

        let n,m be Nat;

        assume

         A115: n <= m;

        reconsider n, m as Element of NAT by ORDINAL1:def 12;

        

         A116: ( dom (FAB . m)) = ( dom (f | (A \/ B))) by A104;

        

         A117: ( dom (FAB . n)) = ( dom (f | (A \/ B))) by A104;

        

         A118: for x be object st x in ( dom ((FAB . m) - (FAB . n))) holds ((FAB . n) . x) <= ((FAB . m) . x)

        proof

          let x be object;

          assume x in ( dom ((FAB . m) - (FAB . n)));

          then x in ((( dom (FAB . m)) /\ ( dom (FAB . n))) \ ((((FAB . m) " { +infty }) /\ ((FAB . n) " { +infty })) \/ (((FAB . m) " { -infty }) /\ ((FAB . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (FAB . m)) /\ ( dom (FAB . n))) by XBOOLE_0:def 5;

          hence thesis by A104, A115, A117, A116;

        end;

        

         A119: (KAB . m) = ( integral' (M,(FAB . m))) by A65;

        

         A120: (FAB . m) is_simple_func_in S by A104;

        

         A121: (FAB . m) is nonnegative by A104;

        

         A122: (FAB . n) is nonnegative by A104;

        

         A123: (FAB . n) is_simple_func_in S by A104;

        then

         A124: ( dom ((FAB . m) - (FAB . n))) = (( dom (FAB . m)) /\ ( dom (FAB . n))) by A120, A122, A121, A118, Th69;

        then

         A125: ((FAB . m) | ( dom ((FAB . m) - (FAB . n)))) = (FAB . m) by A117, A116, GRFUNC_1: 23;

        

         A126: ((FAB . n) | ( dom ((FAB . m) - (FAB . n)))) = (FAB . n) by A117, A116, A124, GRFUNC_1: 23;

        ( integral' (M,((FAB . n) | ( dom ((FAB . m) - (FAB . n)))))) <= ( integral' (M,((FAB . m) | ( dom ((FAB . m) - (FAB . n)))))) by A123, A120, A122, A121, A118, Th70;

        hence thesis by A65, A119, A125, A126;

      end;

      then

       A127: KAB is convergent by Th54;

      

       A128: for n,m be Nat st n <= m holds (KB . n) <= (KB . m) by A78;

      then KB is convergent by Th54;

      then

       A129: ( integral+ (M,(f | B))) = ( lim KB) by A12, A42, A43, A22, A47, A49, A31, A58, Def15;

      (f | (A \/ B)) is nonnegative by A2, Th15;

      then

       A130: ( integral+ (M,(f | (A \/ B)))) = ( lim KAB) by A37, A41, A65, A104, A127, Def15;

      KA is without-infty by A60, Th10;

      hence thesis by A130, A102, A128, A103, A129, A66, A63, Th61;

    end;

    theorem :: MESFUNC5:82

    

     Th82: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative & (M . A) = 0 holds ( integral+ (M,(f | A))) = 0

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative and

       A3: (M . A) = 0 ;

      consider F0 be Functional_Sequence of X, ExtREAL , K0 be ExtREAL_sequence such that

       A4: for n be Nat holds (F0 . n) is_simple_func_in S & ( dom (F0 . n)) = ( dom f) and

       A5: for n be Nat holds (F0 . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F0 . n) . x) <= ((F0 . m) . x) and

       A7: for x be Element of X st x in ( dom f) holds (F0 # x) is convergent & ( lim (F0 # x)) = (f . x) and for n be Nat holds (K0 . n) = ( integral' (M,(F0 . n))) and K0 is convergent and ( integral+ (M,f)) = ( lim K0) by A1, A2, Def15;

      deffunc PFA( Nat) = ((F0 . $1) | A);

      consider FA be Functional_Sequence of X, ExtREAL such that

       A8: for n be Nat holds (FA . n) = PFA(n) from SEQFUNC:sch 1;

      consider E be Element of S such that

       A9: E = ( dom f) and

       A10: f is E -measurable by A1;

      set C = (E /\ A);

      

       A11: (f | A) is nonnegative by A2, Th15;

      

       A12: (( dom f) /\ C) = C by A9, XBOOLE_1: 17, XBOOLE_1: 28;

      then

       A13: ( dom (f | C)) = C by RELAT_1: 61;

      then

       A14: ( dom (f | C)) = ( dom (f | A)) by A9, RELAT_1: 61;

      for x be object st x in ( dom (f | A)) holds ((f | A) . x) = ((f | C) . x)

      proof

        let x be object;

        assume

         A15: x in ( dom (f | A));

        then ((f | A) . x) = (f . x) by FUNCT_1: 47;

        hence thesis by A14, A15, FUNCT_1: 47;

      end;

      then

       A16: (f | A) = (f | C) by A9, A13, FUNCT_1: 2, RELAT_1: 61;

      f is C -measurable by A10, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A17: (f | A) is C -measurable by A12, A16, Th42;

      

       A18: for n be Nat holds (FA . n) is nonnegative

      proof

        let n be Nat;

        reconsider n as Element of NAT by ORDINAL1:def 12;

        ((F0 . n) | A) is nonnegative by A5, Th15;

        hence thesis by A8;

      end;

      deffunc PK( Nat) = ( integral' (M,(FA . $1)));

      consider KA be ExtREAL_sequence such that

       A19: for n be Element of NAT holds (KA . n) = PK(n) from FUNCT_2:sch 4;

       A20:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (KA . n) = PK(n) by A19;

      end;

      

       A21: for n be Nat holds (KA . n) = 0

      proof

        let n be Nat;

        reconsider n as Element of NAT by ORDINAL1:def 12;

        (F0 . n) is_simple_func_in S by A4;

        then ( integral' (M,((F0 . n) | A))) = 0 by A3, A5, Th73;

        then ( integral' (M,(FA . n))) = 0 by A8;

        hence thesis by A20;

      end;

      then

       A22: ( lim KA) = 0 by Th60;

      

       A23: C = ( dom (f | A)) by A9, RELAT_1: 61;

      

       A24: for n be Nat holds (FA . n) is_simple_func_in S & ( dom (FA . n)) = ( dom (f | A))

      proof

        let n be Nat;

        reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

        (FA . n1) = ((F0 . n1) | A) by A8;

        hence (FA . n) is_simple_func_in S by A4, Th34;

        ( dom (FA . n1)) = ( dom ((F0 . n1) | A)) by A8;

        then ( dom (FA . n)) = (( dom (F0 . n)) /\ A) by RELAT_1: 61;

        hence thesis by A9, A4, A23;

      end;

      

       A25: for x be Element of X st x in ( dom (f | A)) holds (FA # x) is convergent & ( lim (FA # x)) = ((f | A) . x)

      proof

        let x be Element of X;

        assume

         A26: x in ( dom (f | A));

        now

          let n be Element of NAT ;

          

           A27: ( dom ((F0 . n) | A)) = ( dom (FA . n)) by A8

          .= ( dom (f | A)) by A24;

          

          thus ((FA # x) . n) = ((FA . n) . x) by Def13

          .= (((F0 . n) | A) . x) by A8

          .= ((F0 . n) . x) by A26, A27, FUNCT_1: 47

          .= ((F0 # x) . n) by Def13;

        end;

        then

         A28: (FA # x) = (F0 # x) by FUNCT_2: 63;

        x in (( dom f) /\ A) by A26, RELAT_1: 61;

        then

         A29: x in ( dom f) by XBOOLE_0:def 4;

        then ( lim (F0 # x)) = (f . x) by A7;

        hence thesis by A7, A26, A29, A28, FUNCT_1: 47;

      end;

      

       A30: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (f | A)) holds ((FA . n) . x) <= ((FA . m) . x)

      proof

        let n,m be Nat;

        assume

         A31: n <= m;

        let x be Element of X;

        reconsider n, m as Element of NAT by ORDINAL1:def 12;

        assume

         A32: x in ( dom (f | A));

        then x in (( dom f) /\ A) by RELAT_1: 61;

        then

         A33: x in ( dom f) by XBOOLE_0:def 4;

        ( dom ((F0 . m) | A)) = ( dom (FA . m)) by A8;

        then

         A34: ( dom ((F0 . m) | A)) = ( dom (f | A)) by A24;

        ((FA . m) . x) = (((F0 . m) | A) . x) by A8;

        then

         A35: ((FA . m) . x) = ((F0 . m) . x) by A32, A34, FUNCT_1: 47;

        ( dom ((F0 . n) | A)) = ( dom (FA . n)) by A8;

        then

         A36: ( dom ((F0 . n) | A)) = ( dom (f | A)) by A24;

        ((FA . n) . x) = (((F0 . n) | A) . x) by A8;

        then ((FA . n) . x) = ((F0 . n) . x) by A32, A36, FUNCT_1: 47;

        hence thesis by A6, A31, A33, A35;

      end;

      KA is convergent by A21, Th60;

      hence thesis by A17, A20, A23, A11, A24, A18, A30, A25, A22, Def15;

    end;

    theorem :: MESFUNC5:83

    

     Th83: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative & A c= B holds ( integral+ (M,(f | A))) <= ( integral+ (M,(f | B)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative and

       A3: A c= B;

      set A9 = (A /\ B);

      

       A4: A9 = A by A3, XBOOLE_1: 28;

      set B9 = (B \ A);

      

       A5: (A9 \/ B9) = B by XBOOLE_1: 51;

      ( integral+ (M,(f | (A9 \/ B9)))) = (( integral+ (M,(f | A9))) + ( integral+ (M,(f | B9)))) by A1, A2, Th81, XBOOLE_1: 89;

      hence thesis by A1, A2, A4, A5, Th80, XXREAL_3: 39;

    end;

    theorem :: MESFUNC5:84

    

     Th84: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , E,A be Element of S st f is nonnegative & E = ( dom f) & f is E -measurable & (M . A) = 0 holds ( integral+ (M,(f | (E \ A)))) = ( integral+ (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , E,A be Element of S such that

       A1: f is nonnegative and

       A2: E = ( dom f) and

       A3: f is E -measurable and

       A4: (M . A) = 0 ;

      set B = (E \ A);

      (A \/ B) = (A \/ E) by XBOOLE_1: 39;

      

      then

       A5: ( dom f) = (( dom f) /\ (A \/ B)) by A2, XBOOLE_1: 7, XBOOLE_1: 28

      .= ( dom (f | (A \/ B))) by RELAT_1: 61;

      for x be object st x in ( dom (f | (A \/ B))) holds ((f | (A \/ B)) . x) = (f . x) by FUNCT_1: 47;

      then

       A6: (f | (A \/ B)) = f by A5, FUNCT_1: 2;

      ( integral+ (M,(f | (A \/ B)))) = (( integral+ (M,(f | A))) + ( integral+ (M,(f | B)))) by A1, A2, A3, Th81, XBOOLE_1: 79;

      then ( integral+ (M,f)) = ( 0. + ( integral+ (M,(f | B)))) by A1, A2, A3, A4, A6, Th82;

      hence thesis by XXREAL_3: 4;

    end;

    theorem :: MESFUNC5:85

    

     Th85: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex E be Element of S st E = ( dom f) & E = ( dom g) & f is E -measurable & g is E -measurable) & f is nonnegative & g is nonnegative & (for x be Element of X st x in ( dom g) holds (g . x) <= (f . x)) holds ( integral+ (M,g)) <= ( integral+ (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: ex A be Element of S st A = ( dom f) & A = ( dom g) & f is A -measurable & g is A -measurable and

       A2: f is nonnegative and

       A3: g is nonnegative and

       A4: for x be Element of X st x in ( dom g) holds (g . x) <= (f . x);

      consider G be Functional_Sequence of X, ExtREAL , L be ExtREAL_sequence such that

       A5: for n be Nat holds (G . n) is_simple_func_in S & ( dom (G . n)) = ( dom g) and

       A6: for n be Nat holds (G . n) is nonnegative and

       A7: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom g) holds ((G . n) . x) <= ((G . m) . x) and

       A8: for x be Element of X st x in ( dom g) holds (G # x) is convergent & ( lim (G # x)) = (g . x) and

       A9: for n be Nat holds (L . n) = ( integral' (M,(G . n))) and L is convergent and

       A10: ( integral+ (M,g)) = ( lim L) by A1, A3, Def15;

      consider F be Functional_Sequence of X, ExtREAL , K be ExtREAL_sequence such that

       A11: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom f) and

       A12: for n be Nat holds (F . n) is nonnegative and

       A13: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F . n) . x) <= ((F . m) . x) and

       A14: for x be Element of X st x in ( dom f) holds (F # x) is convergent & ( lim (F # x)) = (f . x) and

       A15: for n be Nat holds (K . n) = ( integral' (M,(F . n))) and K is convergent and

       A16: ( integral+ (M,f)) = ( lim K) by A1, A2, Def15;

      consider A be Element of S such that

       A17: A = ( dom f) and

       A18: A = ( dom g) and f is A -measurable and g is A -measurable by A1;

      

       A19: for x be Element of X st x in A holds ( lim (G # x)) = ( sup ( rng (G # x)))

      proof

        let x be Element of X;

        assume

         A20: x in A;

        now

          let n,m be Nat;

          assume

           A21: n <= m;

          

           A22: ((G # x) . m) = ((G . m) . x) by Def13;

          ((G # x) . n) = ((G . n) . x) by Def13;

          hence ((G # x) . n) <= ((G # x) . m) by A18, A7, A20, A21, A22;

        end;

        hence thesis by Th54;

      end;

      

       A23: for n0 be Nat holds L is convergent & ( sup ( rng L)) = ( lim L)

      proof

        let n0 be Nat;

        set ff = (G . n0);

        

         A24: ( dom ff) = A by A18, A5;

        

         A25: for x be Element of X st x in ( dom ff) holds (G # x) is convergent & (ff . x) <= ( lim (G # x))

        proof

          let x be Element of X such that

           A26: x in ( dom ff);

          

           A27: ((G # x) . n0) <= ( sup ( rng (G # x))) by Th56;

          (ff . x) = ((G # x) . n0) by Def13;

          hence thesis by A18, A8, A19, A24, A26, A27;

        end;

        ff is_simple_func_in S by A5;

        then

        consider FF be ExtREAL_sequence such that

         A28: for n be Nat holds (FF . n) = ( integral' (M,(G . n))) and

         A29: FF is convergent and

         A30: ( sup ( rng FF)) = ( lim FF) and ( integral' (M,ff)) <= ( lim FF) by A18, A5, A6, A7, A24, A25, Th75;

        now

          let n be Element of NAT ;

          

          thus (FF . n) = ( integral' (M,(G . n))) by A28

          .= (L . n) by A9;

        end;

        then FF = L by FUNCT_2: 63;

        hence thesis by A29, A30;

      end;

      for n0 be Nat holds K is convergent & ( sup ( rng K)) = ( lim K) & (L . n0) <= ( lim K)

      proof

        let n0 be Nat;

        set gg = (G . n0);

        

         A31: gg is nonnegative by A6;

        

         A32: ( dom gg) = A by A18, A5;

        

         A33: for x be Element of X st x in ( dom gg) holds (F # x) is convergent & (gg . x) <= ( lim (F # x))

        proof

          let x be Element of X such that

           A34: x in ( dom gg);

          

           A35: ((G # x) . n0) <= ( sup ( rng (G # x))) by Th56;

          (gg . x) = ((G # x) . n0) by Def13;

          then (gg . x) <= ( lim (G # x)) by A19, A32, A34, A35;

          then

           A36: (gg . x) <= (g . x) by A18, A8, A32, A34;

          (g . x) <= (f . x) by A1, A4, A17, A32, A34;

          then (g . x) <= ( lim (F # x)) by A17, A14, A32, A34;

          hence thesis by A17, A14, A32, A34, A36, XXREAL_0: 2;

        end;

        gg is_simple_func_in S by A5;

        then

        consider GG be ExtREAL_sequence such that

         A37: for n be Nat holds (GG . n) = ( integral' (M,(F . n))) and

         A38: GG is convergent and

         A39: ( sup ( rng GG)) = ( lim GG) and

         A40: ( integral' (M,gg)) <= ( lim GG) by A17, A11, A12, A13, A32, A31, A33, Th75;

        now

          let n be Element of NAT ;

          (GG . n) = ( integral' (M,(F . n))) by A37;

          hence (GG . n) = (K . n) by A15;

        end;

        then GG = K by FUNCT_2: 63;

        hence thesis by A9, A38, A39, A40;

      end;

      hence thesis by A16, A10, A23, Th57;

    end;

    theorem :: MESFUNC5:86

    

     Th86: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real st 0 <= c & (ex A be Element of S st A = ( dom f) & f is A -measurable) & f is nonnegative holds ( integral+ (M,(c (#) f))) = (c * ( integral+ (M,f)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real such that

       A1: 0 <= c and

       A2: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A3: f is nonnegative;

      consider F1 be Functional_Sequence of X, ExtREAL , K1 be ExtREAL_sequence such that

       A4: for n be Nat holds (F1 . n) is_simple_func_in S & ( dom (F1 . n)) = ( dom f) and

       A5: for n be Nat holds (F1 . n) is nonnegative and

       A6: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom f) holds ((F1 . n) . x) <= ((F1 . m) . x) and

       A7: for x be Element of X st x in ( dom f) holds (F1 # x) is convergent & ( lim (F1 # x)) = (f . x) and

       A8: for n be Nat holds (K1 . n) = ( integral' (M,(F1 . n))) and K1 is convergent and

       A9: ( integral+ (M,f)) = ( lim K1) by A2, A3, Def15;

      deffunc PF( Nat) = (c (#) (F1 . $1));

      consider F be Functional_Sequence of X, ExtREAL such that

       A10: for n be Nat holds (F . n) = PF(n) from SEQFUNC:sch 1;

      

       A11: (c (#) f) is nonnegative by A1, A3, Th20;

      

       A12: for n be Nat holds (F . n) is nonnegative

      proof

        let n be Nat;

        reconsider n as Element of NAT by ORDINAL1:def 12;

        (F1 . n) is nonnegative by A5;

        then (c (#) (F1 . n)) is nonnegative by A1, Th20;

        hence thesis by A10;

      end;

      consider A be Element of S such that

       A13: A = ( dom f) and

       A14: f is A -measurable by A2;

      

       A15: (c (#) f) is A -measurable by A13, A14, MESFUNC1: 37;

      

       A16: for n be Nat holds (F . n) is_simple_func_in S & ( dom (F . n)) = ( dom (c (#) f))

      proof

        let n be Nat;

        reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

        

         A17: (F . n1) = (c (#) (F1 . n1)) by A10;

        hence (F . n) is_simple_func_in S by A4, Th39;

        

        thus ( dom (F . n)) = ( dom (F1 . n)) by A17, MESFUNC1:def 6

        .= A by A4, A13

        .= ( dom (c (#) f)) by A13, MESFUNC1:def 6;

      end;

      

       A18: for n,m be Nat st n <= m holds (K1 . n) <= (K1 . m)

      proof

        let n,m be Nat;

        

         A19: (K1 . n) = ( integral' (M,(F1 . n))) by A8;

        

         A20: (K1 . m) = ( integral' (M,(F1 . m))) by A8;

        

         A21: (F1 . m) is_simple_func_in S by A4;

        

         A22: (F1 . n) is nonnegative by A5;

        

         A23: ( dom (F1 . n)) = ( dom f) by A4;

        

         A24: (F1 . m) is nonnegative by A5;

        

         A25: ( dom (F1 . m)) = ( dom f) by A4;

        assume

         A26: n <= m;

        

         A27: for x be object st x in ( dom ((F1 . m) - (F1 . n))) holds ((F1 . n) . x) <= ((F1 . m) . x)

        proof

          let x be object;

          assume x in ( dom ((F1 . m) - (F1 . n)));

          then x in ((( dom (F1 . m)) /\ ( dom (F1 . n))) \ ((((F1 . m) " { +infty }) /\ ((F1 . n) " { +infty })) \/ (((F1 . m) " { -infty }) /\ ((F1 . n) " { -infty })))) by MESFUNC1:def 4;

          then x in (( dom (F1 . m)) /\ ( dom (F1 . n))) by XBOOLE_0:def 5;

          hence thesis by A6, A26, A23, A25;

        end;

        

         A28: (F1 . n) is_simple_func_in S by A4;

        then

         A29: ( dom ((F1 . m) - (F1 . n))) = (( dom (F1 . m)) /\ ( dom (F1 . n))) by A21, A22, A24, A27, Th69;

        then

         A30: ((F1 . m) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . m) by A23, A25, GRFUNC_1: 23;

        ((F1 . n) | ( dom ((F1 . m) - (F1 . n)))) = (F1 . n) by A23, A25, A29, GRFUNC_1: 23;

        hence thesis by A19, A20, A28, A21, A22, A24, A27, A30, Th70;

      end;

      deffunc PK( Nat) = ( integral' (M,(F . $1)));

      consider K be ExtREAL_sequence such that

       A31: for n be Element of NAT holds (K . n) = PK(n) from FUNCT_2:sch 4;

       A32:

      now

        let n be Nat;

        n in NAT by ORDINAL1:def 12;

        hence (K . n) = PK(n) by A31;

      end;

      

       A33: for n be Nat holds (K . n) = (c * (K1 . n))

      proof

        let n be Nat;

        reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

        

         A34: (F1 . n) is_simple_func_in S by A4;

        

         A35: (F . n1) = (c (#) (F1 . n1)) by A10;

        

        thus (K . n) = ( integral' (M,(F . n1))) by A32

        .= (c * ( integral' (M,(F1 . n)))) by A1, A5, A34, A35, Th66

        .= (c * (K1 . n)) by A8;

      end;

      

       A36: A = ( dom (c (#) f)) by A13, MESFUNC1:def 6;

      

       A37: for x be Element of X st x in ( dom (c (#) f)) holds (F # x) is convergent & ( lim (F # x)) = ((c (#) f) . x)

      proof

        let x be Element of X;

        now

          let n1 be set;

          assume n1 in ( dom (F1 # x));

          then

          reconsider n = n1 as Element of NAT ;

          

           A38: ((F1 # x) . n) = ((F1 . n) . x) by Def13;

          (F1 . n) is nonnegative by A5;

          hence -infty < ((F1 # x) . n1) by A38, Def5;

        end;

        then

         A39: (F1 # x) is without-infty by Th10;

        assume

         A40: x in ( dom (c (#) f));

         A41:

        now

          let n be Nat;

          reconsider n1 = n as Element of NAT by ORDINAL1:def 12;

          

           A42: ( dom (c (#) (F1 . n1))) = ( dom (F . n1)) by A10

          .= ( dom (c (#) f)) by A16;

          

          thus ((F # x) . n) = ((F . n) . x) by Def13

          .= ((c (#) (F1 . n1)) . x) by A10

          .= (c * ((F1 . n) . x)) by A40, A42, MESFUNC1:def 6

          .= (c * ((F1 # x) . n)) by Def13;

        end;

         A43:

        now

          let n,m be Nat;

          assume

           A44: n <= m;

          

           A45: ((F1 # x) . m) = ((F1 . m) . x) by Def13;

          ((F1 # x) . n) = ((F1 . n) . x) by Def13;

          hence ((F1 # x) . n) <= ((F1 # x) . m) by A6, A13, A36, A40, A44, A45;

        end;

        (c * ( lim (F1 # x))) = (c * (f . x)) by A7, A13, A36, A40

        .= ((c (#) f) . x) by A40, MESFUNC1:def 6;

        hence thesis by A1, A41, A39, A43, Th63;

      end;

      now

        let n1 be set;

        assume n1 in ( dom K1);

        then

        reconsider n = n1 as Element of NAT ;

        

         A46: (F1 . n) is_simple_func_in S by A4;

        (K1 . n) = ( integral' (M,(F1 . n))) by A8;

        hence -infty < (K1 . n1) by A5, A46, Th68;

      end;

      then

       A47: K1 is without-infty by Th10;

      then

       A48: ( lim K) = (c * ( lim K1)) by A1, A18, A33, Th63;

      

       A49: for n,m be Nat st n <= m holds for x be Element of X st x in ( dom (c (#) f)) holds ((F . n) . x) <= ((F . m) . x)

      proof

        let n,m be Nat;

        assume

         A50: n <= m;

        reconsider n, m as Element of NAT by ORDINAL1:def 12;

        let x be Element of X;

        assume

         A51: x in ( dom (c (#) f));

        ( dom (c (#) (F1 . m))) = ( dom (F . m)) by A10;

        then

         A52: ( dom (c (#) (F1 . m))) = ( dom (c (#) f)) by A16;

        ((F . m) . x) = ((c (#) (F1 . m)) . x) by A10;

        then

         A53: ((F . m) . x) = (c * ((F1 . m) . x)) by A51, A52, MESFUNC1:def 6;

        ( dom (c (#) (F1 . n))) = ( dom (F . n)) by A10;

        then

         A54: ( dom (c (#) (F1 . n))) = ( dom (c (#) f)) by A16;

        ((F . n) . x) = ((c (#) (F1 . n)) . x) by A10;

        then ((F . n) . x) = (c * ((F1 . n) . x)) by A51, A54, MESFUNC1:def 6;

        hence thesis by A1, A6, A13, A36, A50, A51, A53, XXREAL_3: 71;

      end;

      K is convergent by A1, A47, A18, A33, Th63;

      hence thesis by A9, A36, A15, A11, A32, A16, A12, A49, A37, A48, Def15;

    end;

    theorem :: MESFUNC5:87

    

     Th87: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & (for x be Element of X st x in ( dom f) holds 0 = (f . x)) holds ( integral+ (M,f)) = 0

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL such that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: for x be Element of X st x in ( dom f) holds 0 = (f . x);

      

       A3: for x be object st x in ( dom f) holds 0 <= (f . x) by A2;

      

       A4: ( dom ( 0 (#) f)) = ( dom f) by MESFUNC1:def 6;

      now

        let x be object;

        assume

         A5: x in ( dom ( 0 (#) f));

        

        hence (( 0 (#) f) . x) = ( 0 * (f . x)) by MESFUNC1:def 6

        .= 0

        .= (f . x) by A2, A4, A5;

      end;

      

      hence ( integral+ (M,f)) = ( integral+ (M,( 0 (#) f))) by A4, FUNCT_1: 2

      .= ( 0 * ( integral+ (M,f))) by A1, A3, Th86, SUPINF_2: 52

      .= 0 ;

    end;

    begin

    definition

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      ::$Notion-Name

      ::$Notion-Name

      :: MESFUNC5:def16

      func Integral (M,f) -> Element of ExtREAL equals (( integral+ (M,( max+ f))) - ( integral+ (M,( max- f))));

      coherence ;

    end

    theorem :: MESFUNC5:88

    

     Th88: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & f is nonnegative holds ( Integral (M,f)) = ( integral+ (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: f is nonnegative;

      

       A3: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

       A4:

      now

        let x be object;

        

         A5: 0 <= (f . x) by A2, SUPINF_2: 51;

        assume x in ( dom f);

        

        hence (( max+ f) . x) = ( max ((f . x), 0 )) by A3, MESFUNC2:def 2

        .= (f . x) by A5, XXREAL_0:def 10;

      end;

      

       A6: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

       A7:

      now

        let x be Element of X;

        assume x in ( dom ( max- f));

        then (( max+ f) . x) = (f . x) by A4, A6;

        hence (( max- f) . x) = 0 by MESFUNC2: 19;

      end;

      

       A8: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      f = ( max+ f) by A3, A4, FUNCT_1: 2;

      

      hence ( Integral (M,f)) = (( integral+ (M,f)) - 0 ) by A1, A7, A8, Th87, MESFUNC2: 26

      .= ( integral+ (M,f)) by XXREAL_3: 15;

    end;

    theorem :: MESFUNC5:89

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_simple_func_in S & f is nonnegative holds ( Integral (M,f)) = ( integral+ (M,f)) & ( Integral (M,f)) = ( integral' (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_simple_func_in S and

       A2: f is nonnegative;

      reconsider A = ( dom f) as Element of S by A1, Th37;

      f is A -measurable by A1, MESFUNC2: 34;

      hence ( Integral (M,f)) = ( integral+ (M,f)) by A2, Th88;

      hence thesis by A1, A2, Th77;

    end;

    theorem :: MESFUNC5:90

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & f is nonnegative holds 0 <= ( Integral (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: f is nonnegative;

       0 <= ( integral+ (M,f)) by A1, A2, Th79;

      hence thesis by A1, A2, Th88;

    end;

    theorem :: MESFUNC5:91

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative & A misses B holds ( Integral (M,(f | (A \/ B)))) = (( Integral (M,(f | A))) + ( Integral (M,(f | B))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative and

       A3: A misses B;

      consider E be Element of S such that

       A4: E = ( dom f) and

       A5: f is E -measurable by A1;

      ex C be Element of S st C = ( dom (f | A)) & (f | A) is C -measurable

      proof

        take C = (E /\ A);

        thus ( dom (f | A)) = C by A4, RELAT_1: 61;

        

         A6: C = (( dom f) /\ C) by A4, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A7: ( dom (f | A)) = C by A4, RELAT_1: 61

        .= ( dom (f | C)) by A6, RELAT_1: 61;

        for x be object st x in ( dom (f | A)) holds ((f | A) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A8: x in ( dom (f | A));

          then ((f | A) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A7, A8, FUNCT_1: 47;

        end;

        then

         A9: (f | C) = (f | A) by A7, FUNCT_1: 2;

        f is C -measurable by A5, MESFUNC1: 30, XBOOLE_1: 17;

        hence thesis by A6, A9, Th42;

      end;

      then

       A10: ( Integral (M,(f | A))) = ( integral+ (M,(f | A))) by A2, Th15, Th88;

      ex C be Element of S st C = ( dom (f | (A \/ B))) & (f | (A \/ B)) is C -measurable

      proof

        reconsider C = (E /\ (A \/ B)) as Element of S;

        take C;

        thus ( dom (f | (A \/ B))) = C by A4, RELAT_1: 61;

        

         A11: C = (( dom f) /\ C) by A4, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A12: ( dom (f | (A \/ B))) = C by A4, RELAT_1: 61

        .= ( dom (f | C)) by A11, RELAT_1: 61;

        

         A13: for x be object st x in ( dom (f | (A \/ B))) holds ((f | (A \/ B)) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A14: x in ( dom (f | (A \/ B)));

          then ((f | (A \/ B)) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A12, A14, FUNCT_1: 47;

        end;

        f is C -measurable by A5, MESFUNC1: 30, XBOOLE_1: 17;

        then (f | C) is C -measurable by A11, Th42;

        hence thesis by A12, A13, FUNCT_1: 2;

      end;

      then

       A15: ( Integral (M,(f | (A \/ B)))) = ( integral+ (M,(f | (A \/ B)))) by A2, Th15, Th88;

      

       A16: ex C be Element of S st C = ( dom (f | B)) & (f | B) is C -measurable

      proof

        take C = (E /\ B);

        thus ( dom (f | B)) = C by A4, RELAT_1: 61;

        

         A17: C = (( dom f) /\ C) by A4, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A18: ( dom (f | B)) = C by A4, RELAT_1: 61

        .= ( dom (f | C)) by A17, RELAT_1: 61;

        for x be object st x in ( dom (f | B)) holds ((f | B) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A19: x in ( dom (f | B));

          then ((f | B) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A18, A19, FUNCT_1: 47;

        end;

        then

         A20: (f | C) = (f | B) by A18, FUNCT_1: 2;

        f is C -measurable by A5, MESFUNC1: 30, XBOOLE_1: 17;

        hence thesis by A17, A20, Th42;

      end;

      ( integral+ (M,(f | (A \/ B)))) = (( integral+ (M,(f | A))) + ( integral+ (M,(f | B)))) by A1, A2, A3, Th81;

      hence thesis by A2, A15, A10, A16, Th15, Th88;

    end;

    theorem :: MESFUNC5:92

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative holds 0 <= ( Integral (M,(f | A)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative;

      consider E be Element of S such that

       A3: E = ( dom f) and

       A4: f is E -measurable by A1;

      

       A5: ex C be Element of S st C = ( dom (f | A)) & (f | A) is C -measurable

      proof

        take C = (E /\ A);

        thus ( dom (f | A)) = C by A3, RELAT_1: 61;

        

         A6: C = (( dom f) /\ C) by A3, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A7: ( dom (f | A)) = C by A3, RELAT_1: 61

        .= ( dom (f | C)) by A6, RELAT_1: 61;

        

         A8: for x be object st x in ( dom (f | A)) holds ((f | A) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A9: x in ( dom (f | A));

          then ((f | A) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A7, A9, FUNCT_1: 47;

        end;

        f is C -measurable by A4, MESFUNC1: 30, XBOOLE_1: 17;

        then (f | C) is C -measurable by A6, Th42;

        hence thesis by A7, A8, FUNCT_1: 2;

      end;

      then 0 <= ( integral+ (M,(f | A))) by A2, Th15, Th79;

      hence thesis by A2, A5, Th15, Th88;

    end;

    theorem :: MESFUNC5:93

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & f is nonnegative & A c= B holds ( Integral (M,(f | A))) <= ( Integral (M,(f | B)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S;

      assume that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: f is nonnegative and

       A3: A c= B;

      consider E be Element of S such that

       A4: E = ( dom f) and

       A5: f is E -measurable by A1;

      

       A6: ex C be Element of S st C = ( dom (f | A)) & (f | A) is C -measurable

      proof

        take C = (E /\ A);

        thus ( dom (f | A)) = C by A4, RELAT_1: 61;

        

         A7: C = (( dom f) /\ C) by A4, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A8: ( dom (f | A)) = C by A4, RELAT_1: 61

        .= ( dom (f | C)) by A7, RELAT_1: 61;

        

         A9: for x be object st x in ( dom (f | A)) holds ((f | A) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A10: x in ( dom (f | A));

          then ((f | A) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A8, A10, FUNCT_1: 47;

        end;

        f is C -measurable by A5, MESFUNC1: 30, XBOOLE_1: 17;

        then (f | C) is C -measurable by A7, Th42;

        hence thesis by A8, A9, FUNCT_1: 2;

      end;

      

       A11: ex C be Element of S st C = ( dom (f | B)) & (f | B) is C -measurable

      proof

        take C = (E /\ B);

        thus ( dom (f | B)) = C by A4, RELAT_1: 61;

        

         A12: C = (( dom f) /\ C) by A4, XBOOLE_1: 17, XBOOLE_1: 28;

        

         A13: ( dom (f | B)) = C by A4, RELAT_1: 61

        .= ( dom (f | C)) by A12, RELAT_1: 61;

        

         A14: for x be object st x in ( dom (f | B)) holds ((f | B) . x) = ((f | C) . x)

        proof

          let x be object;

          assume

           A15: x in ( dom (f | B));

          then ((f | B) . x) = (f . x) by FUNCT_1: 47;

          hence thesis by A13, A15, FUNCT_1: 47;

        end;

        f is C -measurable by A5, MESFUNC1: 30, XBOOLE_1: 17;

        then (f | C) is C -measurable by A12, Th42;

        hence thesis by A13, A14, FUNCT_1: 2;

      end;

      ( integral+ (M,(f | A))) <= ( integral+ (M,(f | B))) by A1, A2, A3, Th83;

      then ( Integral (M,(f | A))) <= ( integral+ (M,(f | B))) by A2, A6, Th15, Th88;

      hence thesis by A2, A11, Th15, Th88;

    end;

    theorem :: MESFUNC5:94

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st (ex E be Element of S st E = ( dom f) & f is E -measurable) & (M . A) = 0 holds ( Integral (M,(f | A))) = 0

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S such that

       A1: ex E be Element of S st E = ( dom f) & f is E -measurable and

       A2: (M . A) = 0 ;

      

       A3: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      ( max+ f) is nonnegative by Lm1;

      then

       A4: ( integral+ (M,(( max+ f) | A))) = 0 by A1, A2, A3, Th82, MESFUNC2: 25;

      

       A5: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      

       A6: ( max- f) is nonnegative by Lm1;

      ( Integral (M,(f | A))) = (( integral+ (M,(( max+ f) | A))) - ( integral+ (M,( max- (f | A))))) by Th28

      .= (( integral+ (M,(( max+ f) | A))) - ( integral+ (M,(( max- f) | A)))) by Th28

      .= ( 0. - 0. ) by A1, A2, A5, A6, A4, Th82, MESFUNC2: 26;

      hence thesis;

    end;

    theorem :: MESFUNC5:95

    

     Th95: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , E,A be Element of S st E = ( dom f) & f is E -measurable & (M . A) = 0 holds ( Integral (M,(f | (E \ A)))) = ( Integral (M,f))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , E,A be Element of S such that

       A1: E = ( dom f) and

       A2: f is E -measurable and

       A3: (M . A) = 0 ;

      set B = (E \ A);

      

       A4: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      

       A5: ( max- f) is nonnegative by Lm1;

      

       A6: ( max+ f) is nonnegative by Lm1;

      

       A7: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      ( Integral (M,(f | B))) = (( integral+ (M,(( max+ f) | B))) - ( integral+ (M,( max- (f | B))))) by Th28

      .= (( integral+ (M,(( max+ f) | B))) - ( integral+ (M,(( max- f) | B)))) by Th28

      .= (( integral+ (M,( max+ f))) - ( integral+ (M,(( max- f) | B)))) by A1, A2, A3, A4, A6, Th84, MESFUNC2: 25;

      hence thesis by A1, A2, A3, A7, A5, Th84, MESFUNC2: 26;

    end;

    definition

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      :: MESFUNC5:def17

      pred f is_integrable_on M means (ex A be Element of S st A = ( dom f) & f is A -measurable) & ( integral+ (M,( max+ f))) < +infty & ( integral+ (M,( max- f))) < +infty ;

    end

    theorem :: MESFUNC5:96

    

     Th96: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_integrable_on M holds 0 <= ( integral+ (M,( max+ f))) & 0 <= ( integral+ (M,( max- f))) & -infty < ( Integral (M,f)) & ( Integral (M,f)) < +infty

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL such that

       A1: f is_integrable_on M;

      consider A be Element of S such that

       A2: A = ( dom f) and

       A3: f is A -measurable by A1;

      

       A4: ( integral+ (M,( max+ f))) <> +infty by A1;

      

       A5: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      

       A6: ( max+ f) is nonnegative by Lm1;

      then -infty <> ( integral+ (M,( max+ f))) by A2, A3, A5, Th79, MESFUNC2: 25;

      then

      reconsider maxf1 = ( integral+ (M,( max+ f))) as Element of REAL by A4, XXREAL_0: 14;

      

       A7: ( max+ f) is A -measurable by A3, MESFUNC2: 25;

      

       A8: ( integral+ (M,( max- f))) <> +infty by A1;

      

       A9: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      

       A10: ( max- f) is nonnegative by Lm1;

      then -infty <> ( integral+ (M,( max- f))) by A2, A3, A9, Th79, MESFUNC2: 26;

      then

      reconsider maxf2 = ( integral+ (M,( max- f))) as Element of REAL by A8, XXREAL_0: 14;

      (( integral+ (M,( max+ f))) - ( integral+ (M,( max- f)))) = (maxf1 - maxf2) by SUPINF_2: 3;

      hence thesis by A2, A3, A5, A9, A6, A10, A7, Th79, MESFUNC2: 26, XXREAL_0: 9, XXREAL_0: 12;

    end;

    theorem :: MESFUNC5:97

    

     Th97: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S st f is_integrable_on M holds ( integral+ (M,( max+ (f | A)))) <= ( integral+ (M,( max+ f))) & ( integral+ (M,( max- (f | A)))) <= ( integral+ (M,( max- f))) & (f | A) is_integrable_on M

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A be Element of S;

      

       A1: ( max+ f) is nonnegative by Lm1;

      assume

       A2: f is_integrable_on M;

      then

      consider E be Element of S such that

       A3: E = ( dom f) and

       A4: f is E -measurable;

      

       A5: ( max+ f) is E -measurable by A4, MESFUNC2: 25;

      

       A6: f is (E /\ A) -measurable by A4, MESFUNC1: 30, XBOOLE_1: 17;

      (( dom f) /\ (E /\ A)) = (E /\ A) by A3, XBOOLE_1: 17, XBOOLE_1: 28;

      then (f | (E /\ A)) is (E /\ A) -measurable by A6, Th42;

      then ((f | E) | A) is (E /\ A) -measurable by RELAT_1: 71;

      then

       A7: (f | A) is (E /\ A) -measurable by A3, GRFUNC_1: 23;

      

       A8: ( integral+ (M,( max- f))) < +infty by A2;

      

       A9: ( max- f) is nonnegative by Lm1;

      

       A10: ( integral+ (M,( max+ f))) < +infty by A2;

      

       A11: (( max+ f) | (E /\ A)) = ((( max+ f) | E) | A) by RELAT_1: 71;

      

       A12: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      then (( max+ f) | E) = ( max+ f) by A3, GRFUNC_1: 23;

      then

       A13: ( integral+ (M,(( max+ f) | A))) <= ( integral+ (M,( max+ f))) by A3, A5, A12, A1, A11, Th83, XBOOLE_1: 17;

      then ( integral+ (M,( max+ (f | A)))) <= ( integral+ (M,( max+ f))) by Th28;

      then

       A14: ( integral+ (M,( max+ (f | A)))) < +infty by A10, XXREAL_0: 2;

      

       A15: ( max- f) is E -measurable by A3, A4, MESFUNC2: 26;

      

       A16: (( max- f) | (E /\ A)) = ((( max- f) | E) | A) by RELAT_1: 71;

      

       A17: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      then (( max- f) | E) = ( max- f) by A3, GRFUNC_1: 23;

      then

       A18: ( integral+ (M,(( max- f) | A))) <= ( integral+ (M,( max- f))) by A3, A15, A17, A9, A16, Th83, XBOOLE_1: 17;

      then ( integral+ (M,( max- (f | A)))) <= ( integral+ (M,( max- f))) by Th28;

      then

       A19: ( integral+ (M,( max- (f | A)))) < +infty by A8, XXREAL_0: 2;

      (E /\ A) = ( dom (f | A)) by A3, RELAT_1: 61;

      hence thesis by A13, A18, A7, A14, A19, Th28;

    end;

    theorem :: MESFUNC5:98

    

     Th98: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st f is_integrable_on M & A misses B holds ( Integral (M,(f | (A \/ B)))) = (( Integral (M,(f | A))) + ( Integral (M,(f | B))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S;

      assume that

       A1: f is_integrable_on M and

       A2: A misses B;

      consider E be Element of S such that

       A3: E = ( dom f) and

       A4: f is E -measurable by A1;

      set AB = (E /\ (A \/ B));

      

       A5: ( max+ (f | A)) = (( max+ f) | A) by Th28;

      

       A6: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      then (( max- f) | (A \/ B)) = ((( max- f) | E) | (A \/ B)) by A3, GRFUNC_1: 23;

      then

       A7: (( max- f) | (A \/ B)) = (( max- f) | AB) by RELAT_1: 71;

      ( max- f) is nonnegative by Lm1;

      then

       A8: ( integral+ (M,(( max- f) | (A \/ B)))) = (( integral+ (M,(( max- f) | A))) + ( integral+ (M,(( max- f) | B)))) by A2, A3, A4, A6, Th81, MESFUNC2: 26;

      

       A9: (f | A) is_integrable_on M by A1, Th97;

      then

       A10: 0 <= ( integral+ (M,( max+ (f | A)))) by Th96;

      

       A11: (f | B) is_integrable_on M by A1, Th97;

      then

       A12: 0 <= ( integral+ (M,( max+ (f | B)))) by Th96;

      

       A13: 0 <= ( integral+ (M,( max- (f | B)))) by A11, Th96;

      ( integral+ (M,( max- (f | B)))) < +infty by A11;

      then

      reconsider g2 = ( integral+ (M,( max- (f | B)))) as Element of REAL by A13, XXREAL_0: 14;

      ( integral+ (M,( max+ (f | B)))) < +infty by A11;

      then

      reconsider g1 = ( integral+ (M,( max+ (f | B)))) as Element of REAL by A12, XXREAL_0: 14;

      

       A14: (( integral+ (M,( max+ (f | B)))) - ( integral+ (M,( max- (f | B))))) = (g1 - g2) by SUPINF_2: 3;

      

       A15: ( max- (f | A)) = (( max- f) | A) by Th28;

      

       A16: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      then (( max+ f) | (A \/ B)) = ((( max+ f) | E) | (A \/ B)) by A3, GRFUNC_1: 23;

      then

       A17: (( max+ f) | (A \/ B)) = (( max+ f) | AB) by RELAT_1: 71;

      ( max+ f) is nonnegative by Lm1;

      then

       A18: ( integral+ (M,(( max+ f) | (A \/ B)))) = (( integral+ (M,(( max+ f) | A))) + ( integral+ (M,(( max+ f) | B)))) by A2, A3, A4, A16, Th81, MESFUNC2: 25;

      

       A19: ( max- (f | B)) = (( max- f) | B) by Th28;

      

       A20: ( max+ (f | B)) = (( max+ f) | B) by Th28;

      ( integral+ (M,( max+ (f | A)))) < +infty by A9;

      then

      reconsider f1 = ( integral+ (M,( max+ (f | A)))) as Element of REAL by A10, XXREAL_0: 14;

      

       A21: (( integral+ (M,( max+ (f | A)))) + ( integral+ (M,( max+ (f | B))))) = (f1 + g1) by SUPINF_2: 1;

      

       A22: 0 <= ( integral+ (M,( max- (f | A)))) by A9, Th96;

      ( integral+ (M,( max- (f | A)))) < +infty by A9;

      then

      reconsider f2 = ( integral+ (M,( max- (f | A)))) as Element of REAL by A22, XXREAL_0: 14;

      

       A23: (( integral+ (M,( max- (f | A)))) + ( integral+ (M,( max- (f | B))))) = (f2 + g2) by SUPINF_2: 1;

      ( Integral (M,(f | (A \/ B)))) = ( Integral (M,((f | E) | (A \/ B)))) by A3, GRFUNC_1: 23

      .= ( Integral (M,(f | AB))) by RELAT_1: 71

      .= (( integral+ (M,(( max+ f) | AB))) - ( integral+ (M,( max- (f | AB))))) by Th28

      .= (( integral+ (M,(( max+ f) | AB))) - ( integral+ (M,(( max- f) | AB)))) by Th28;

      then ( Integral (M,(f | (A \/ B)))) = ((f1 + g1) - (f2 + g2)) by A18, A8, A17, A7, A5, A15, A20, A19, A21, A23, SUPINF_2: 3;

      then

       A24: ( Integral (M,(f | (A \/ B)))) = ((f1 - f2) + (g1 - g2));

      (( integral+ (M,( max+ (f | A)))) - ( integral+ (M,( max- (f | A))))) = (f1 - f2) by SUPINF_2: 3;

      hence thesis by A24, A14, SUPINF_2: 1;

    end;

    theorem :: MESFUNC5:99

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S st f is_integrable_on M & B = (( dom f) \ A) holds (f | A) is_integrable_on M & ( Integral (M,f)) = (( Integral (M,(f | A))) + ( Integral (M,(f | B))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , A,B be Element of S such that

       A1: f is_integrable_on M and

       A2: B = (( dom f) \ A);

      (A \/ B) = (A \/ ( dom f)) by A2, XBOOLE_1: 39;

      then

       A3: (( dom f) /\ (A \/ B)) = ( dom f) by XBOOLE_1: 7, XBOOLE_1: 28;

      

       A4: (f | (A \/ B)) = ((f | ( dom f)) | (A \/ B)) by GRFUNC_1: 23

      .= (f | (( dom f) /\ (A \/ B))) by RELAT_1: 71

      .= f by A3, GRFUNC_1: 23;

      A misses B by A2, XBOOLE_1: 79;

      hence thesis by A1, A4, Th97, Th98;

    end;

    theorem :: MESFUNC5:100

    

     Th100: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) holds f is_integrable_on M iff |.f.| is_integrable_on M

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL ;

      

       A1: ( dom |.f.|) = ( dom ( max- |.f.|)) by MESFUNC2:def 3;

      

       A2: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

       A3:

      now

        let x be object;

        assume x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        hence 0 <= ( |.f.| . x) by EXTREAL1: 14;

      end;

      

       A4: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      

       A5: |.f.| = (( max+ f) + ( max- f)) by MESFUNC2: 24;

      

       A6: ( max+ f) is nonnegative by Lm1;

      assume

       A7: ex A be Element of S st A = ( dom f) & f is A -measurable;

      then

      consider A be Element of S such that

       A8: A = ( dom f) and

       A9: f is A -measurable;

      

       A10: ( max- f) is A -measurable by A8, A9, MESFUNC2: 26;

      

       A11: |.f.| is A -measurable by A8, A9, MESFUNC2: 27;

      

       A12: A = ( dom |.f.|) by A8, MESFUNC1:def 10;

      

       A13: ( max+ f) is A -measurable by A9, MESFUNC2: 25;

      

       A14: ( dom |.f.|) = ( dom ( max+ |.f.|)) by MESFUNC2:def 2;

      hereby

         A15:

        now

          let x be object;

          assume

           A16: x in ( dom |.f.|);

          then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

          then

           A17: 0 <= ( |.f.| . x) by EXTREAL1: 14;

          (( max+ |.f.|) . x) = ( max (( |.f.| . x), 0 )) by A14, A16, MESFUNC2:def 2;

          hence (( max+ |.f.|) . x) = ( |.f.| . x) by A17, XXREAL_0:def 10;

        end;

        now

          let x be Element of X;

          assume x in ( dom ( max- |.f.|));

          then (( max+ |.f.|) . x) = ( |.f.| . x) by A1, A15;

          hence (( max- |.f.|) . x) = 0 by MESFUNC2: 19;

        end;

        then

         A18: ( integral+ (M,( max- |.f.|))) = 0 by A1, A12, A11, Th87, MESFUNC2: 26;

        ( max- f) is nonnegative by Lm1;

        then

         A19: ( integral+ (M,(( max+ f) + ( max- f)))) = (( integral+ (M,( max+ f))) + ( integral+ (M,( max- f)))) by A8, A4, A2, A13, A10, A6, Lm10;

        assume

         A20: f is_integrable_on M;

        then

         A21: ( integral+ (M,( max+ f))) < +infty ;

        

         A22: ( integral+ (M,( max- f))) < +infty by A20;

         |.f.| = ( max+ |.f.|) by A14, A15, FUNCT_1: 2;

        then ( integral+ (M,( max+ |.f.|))) < +infty by A5, A21, A22, A19, XXREAL_0: 4, XXREAL_3: 16;

        hence |.f.| is_integrable_on M by A12, A11, A18;

      end;

      assume |.f.| is_integrable_on M;

      then ( Integral (M, |.f.|)) < +infty by Th96;

      then

       A23: ( integral+ (M,(( max+ f) + ( max- f)))) < +infty by A12, A11, A5, A3, Th88, SUPINF_2: 52;

      ( max- f) is nonnegative by Lm1;

      then

       A24: ( integral+ (M,(( max+ f) + ( max- f)))) = (( integral+ (M,( max+ f))) + ( integral+ (M,( max- f)))) by A8, A4, A2, A13, A10, A6, Lm10;

       -infty <> ( integral+ (M,( max- f))) by A8, A2, A10, Lm1, Th79;

      then ( integral+ (M,( max+ f))) <> +infty by A24, A23, XXREAL_3:def 2;

      then

       A25: ( integral+ (M,( max+ f))) < +infty by XXREAL_0: 4;

       -infty <> ( integral+ (M,( max+ f))) by A8, A4, A13, Lm1, Th79;

      then ( integral+ (M,( max- f))) <> +infty by A24, A23, XXREAL_3:def 2;

      then ( integral+ (M,( max- f))) < +infty by XXREAL_0: 4;

      hence thesis by A7, A25;

    end;

    theorem :: MESFUNC5:101

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_integrable_on M holds |.( Integral (M,f)).| <= ( Integral (M, |.f.|))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL such that

       A1: f is_integrable_on M;

      

       A2: |.(( integral+ (M,( max+ f))) - ( integral+ (M,( max- f)))).| <= ( |.( integral+ (M,( max+ f))).| + |.( integral+ (M,( max- f))).|) by EXTREAL1: 32;

      

       A3: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

       A4:

      now

        let x be object;

        assume x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        hence 0 <= ( |.f.| . x) by EXTREAL1: 14;

      end;

      

       A5: ( dom f) = ( dom ( max- f)) by MESFUNC2:def 3;

      

       A6: |.f.| = (( max+ f) + ( max- f)) by MESFUNC2: 24;

      consider A be Element of S such that

       A7: A = ( dom f) and

       A8: f is A -measurable by A1;

      

       A9: ( max- f) is A -measurable by A7, A8, MESFUNC2: 26;

      

       A10: ( max+ f) is nonnegative by Lm1;

      then 0 <= ( integral+ (M,( max+ f))) by A7, A8, A3, Th79, MESFUNC2: 25;

      then

       A11: |.( Integral (M,f)).| <= (( integral+ (M,( max+ f))) + |.( integral+ (M,( max- f))).|) by A2, EXTREAL1:def 1;

      

       A12: ( max+ f) is A -measurable by A8, MESFUNC2: 25;

      

       A13: A = ( dom |.f.|) by A7, MESFUNC1:def 10;

      

       A14: ( max- f) is nonnegative by Lm1;

      then

       A15: 0 <= ( integral+ (M,( max- f))) by A7, A8, A5, Th79, MESFUNC2: 26;

       |.f.| is A -measurable by A7, A8, MESFUNC2: 27;

      

      then ( Integral (M, |.f.|)) = ( integral+ (M,(( max+ f) + ( max- f)))) by A13, A4, A6, Th88, SUPINF_2: 52

      .= (( integral+ (M,( max+ f))) + ( integral+ (M,( max- f)))) by A7, A3, A5, A10, A14, A12, A9, Lm10;

      hence thesis by A15, A11, EXTREAL1:def 1;

    end;

    theorem :: MESFUNC5:102

    

     Th102: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex A be Element of S st A = ( dom f) & f is A -measurable) & ( dom f) = ( dom g) & g is_integrable_on M & (for x be Element of X st x in ( dom f) holds |.(f . x).| <= (g . x)) holds f is_integrable_on M & ( Integral (M, |.f.|)) <= ( Integral (M,g))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: ex A be Element of S st A = ( dom f) & f is A -measurable and

       A2: ( dom f) = ( dom g) and

       A3: g is_integrable_on M and

       A4: for x be Element of X st x in ( dom f) holds |.(f . x).| <= (g . x);

      

       A5: ex AA be Element of S st AA = ( dom g) & g is AA -measurable by A3;

       A6:

      now

        let x be object;

        assume x in ( dom g);

        then |.(f . x).| <= (g . x) by A2, A4;

        hence 0 <= (g . x) by EXTREAL1: 14;

      end;

      then

       A7: g is nonnegative by SUPINF_2: 52;

      

       A8: ( dom g) = ( dom ( max+ g)) by MESFUNC2:def 2;

      now

        let x be object;

        

         A9: 0 <= (g . x) by A7, SUPINF_2: 51;

        assume x in ( dom g);

        

        hence (( max+ g) . x) = ( max ((g . x), 0 )) by A8, MESFUNC2:def 2

        .= (g . x) by A9, XXREAL_0:def 10;

      end;

      then

       A10: g = ( max+ g) by A8, FUNCT_1: 2;

      

       A11: ( dom |.f.|) = ( dom ( max+ |.f.|)) by MESFUNC2:def 2;

       A12:

      now

        let x be object;

        assume

         A13: x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        then

         A14: 0 <= ( |.f.| . x) by EXTREAL1: 14;

        

        thus (( max+ |.f.|) . x) = ( max (( |.f.| . x), 0 )) by A11, A13, MESFUNC2:def 2

        .= ( |.f.| . x) by A14, XXREAL_0:def 10;

      end;

      then

       A15: |.f.| = ( max+ |.f.|) by A11, FUNCT_1: 2;

      consider A be Element of S such that

       A16: A = ( dom f) and

       A17: f is A -measurable by A1;

      

       A18: |.f.| is A -measurable by A16, A17, MESFUNC2: 27;

      

       A19: A = ( dom |.f.|) by A16, MESFUNC1:def 10;

      

       A20: for x be Element of X st x in ( dom |.f.|) holds ( |.f.| . x) <= (g . x)

      proof

        let x be Element of X;

        assume

         A21: x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        hence thesis by A4, A16, A19, A21;

      end;

       A22:

      now

        let x be object;

        assume x in ( dom |.f.|);

        then ( |.f.| . x) = |.(f . x).| by MESFUNC1:def 10;

        hence 0 <= ( |.f.| . x) by EXTREAL1: 14;

      end;

      then |.f.| is nonnegative by SUPINF_2: 52;

      then

       A23: ( integral+ (M, |.f.|)) <= ( integral+ (M,g)) by A2, A16, A5, A19, A18, A7, A20, Th85;

      

       A24: ( dom |.f.|) = ( dom ( max- |.f.|)) by MESFUNC2:def 3;

      now

        let x be Element of X;

        assume x in ( dom ( max- |.f.|));

        then (( max+ |.f.|) . x) = ( |.f.| . x) by A24, A12;

        hence (( max- |.f.|) . x) = 0 by MESFUNC2: 19;

      end;

      then

       A25: ( integral+ (M,( max- |.f.|))) = 0 by A19, A18, A24, Th87, MESFUNC2: 26;

      ( integral+ (M,( max+ g))) < +infty by A3;

      then ( integral+ (M,( max+ |.f.|))) < +infty by A15, A10, A23, XXREAL_0: 2;

      then |.f.| is_integrable_on M by A19, A18, A25;

      hence f is_integrable_on M by A1, Th100;

      ( Integral (M,g)) = ( integral+ (M,g)) by A5, A6, Th88, SUPINF_2: 52;

      hence thesis by A19, A18, A22, A23, Th88, SUPINF_2: 52;

    end;

    theorem :: MESFUNC5:103

    

     Th103: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , r be Real st ( dom f) in S & 0 <= r & ( dom f) <> {} & (for x be object st x in ( dom f) holds (f . x) = r) holds ( integral (M,f)) = (r * (M . ( dom f)))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let r be Real;

      assume that

       A1: ( dom f) in S and

       A2: 0 <= r and

       A3: ( dom f) <> {} and

       A4: for x be object st x in ( dom f) holds (f . x) = r;

      for x be object st x in ( dom f) holds 0 <= (f . x) by A2, A4;

      then

       a5: f is nonnegative by SUPINF_2: 52;

      f is_simple_func_in S by A1, A4, Lm4;

      then

      consider F be Finite_Sep_Sequence of S, a,v be FinSequence of ExtREAL such that

       A6: (F,a) are_Re-presentation_of f and

       A7: ( dom v) = ( dom F) and

       A8: for n be Nat st n in ( dom v) holds (v . n) = ((a . n) * ((M * F) . n)) and

       A9: ( integral (M,f)) = ( Sum v) by A3, a5, MESFUNC4: 4;

      

       A10: ( dom f) = ( union ( rng F)) by A6, MESFUNC3:def 1;

      

       A11: for n be Nat st n in ( dom v) holds (v . n) = (r * ((M * F) . n))

      proof

        let n be Nat;

        assume

         A12: n in ( dom v);

        then

         A13: (F . n) c= ( union ( rng F)) by A7, FUNCT_1: 3, ZFMISC_1: 74;

        

         A14: (v . n) = ((a . n) * ((M * F) . n)) by A8, A12;

        per cases ;

          suppose (F . n) = {} ;

          then (M . (F . n)) = 0 by VALUED_0:def 19;

          then

           A15: ((M * F) . n) = 0 by A7, A12, FUNCT_1: 13;

          then (v . n) = 0 by A14;

          hence thesis by A15;

        end;

          suppose (F . n) <> {} ;

          then

          consider x be object such that

           A16: x in (F . n) by XBOOLE_0:def 1;

          (a . n) = (f . x) by A6, A7, A12, A16, MESFUNC3:def 1;

          hence thesis by A4, A10, A13, A14, A16;

        end;

      end;

      reconsider rr = r as R_eal by XXREAL_0:def 1;

      ( dom v) = ( dom (M * F)) by A7, MESFUNC3: 8;

      

      then ( integral (M,f)) = (rr * ( Sum (M * F))) by A9, A11, MESFUNC3: 10

      .= (rr * (M . ( union ( rng F)))) by MESFUNC3: 9;

      hence thesis by A6, MESFUNC3:def 1;

    end;

    theorem :: MESFUNC5:104

    

     Th104: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , r be Real st ( dom f) in S & 0 <= r & (for x be object st x in ( dom f) holds (f . x) = r) holds ( integral' (M,f)) = (r * (M . ( dom f)))

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let r be Real;

      assume that

       A1: ( dom f) in S and

       A2: 0 <= r and

       A3: for x be object st x in ( dom f) holds (f . x) = r;

      per cases ;

        suppose

         A4: ( dom f) = {} ;

        then

         A5: (M . ( dom f)) = 0 by VALUED_0:def 19;

        ( integral' (M,f)) = 0 by A4, Def14;

        hence thesis by A5;

      end;

        suppose

         A6: ( dom f) <> {} ;

        then ( integral' (M,f)) = ( integral (M,f)) by Def14;

        hence thesis by A1, A2, A3, A6, Th103;

      end;

    end;

    theorem :: MESFUNC5:105

    

     Th105: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL st f is_integrable_on M holds (f " { +infty }) in S & (f " { -infty }) in S & (M . (f " { +infty })) = 0 & (M . (f " { -infty })) = 0 & ((f " { +infty }) \/ (f " { -infty })) in S & (M . ((f " { +infty }) \/ (f " { -infty }))) = 0

    proof

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      

       A1: ( max+ f) is nonnegative by Lm1;

      assume

       A2: f is_integrable_on M;

      then

       A3: ( integral+ (M,( max+ f))) < +infty ;

      consider A be Element of S such that

       A4: A = ( dom f) and

       A5: f is A -measurable by A2;

      

       A6: for x be object holds (x in ( eq_dom (f, +infty )) implies x in A) & (x in ( eq_dom (f, -infty )) implies x in A) by A4, MESFUNC1:def 15;

      then

       A7: ( eq_dom (f, +infty )) c= A;

      then

       A8: (A /\ ( eq_dom (f, +infty ))) = ( eq_dom (f, +infty )) by XBOOLE_1: 28;

      

       A9: ( eq_dom (f, -infty )) c= A by A6;

      then

       A10: (A /\ ( eq_dom (f, -infty ))) = ( eq_dom (f, -infty )) by XBOOLE_1: 28;

      

       A11: (A /\ ( eq_dom (f, +infty ))) in S by A4, A5, MESFUNC1: 33;

      then

       A12: (f " { +infty }) in S by A8, Th30;

      

       A13: (A /\ ( eq_dom (f, -infty ))) in S by A5, MESFUNC1: 34;

      then

      reconsider B2 = (f " { -infty }) as Element of S by A10, Th30;

      

       A14: (f " { -infty }) in S by A13, A10, Th30;

      thus (f " { +infty }) in S & (f " { -infty }) in S by A11, A13, A8, A10, Th30;

      set C2 = (A \ B2);

      

       A15: ( integral+ (M,( max- f))) < +infty by A2;

      reconsider B1 = (f " { +infty }) as Element of S by A11, A8, Th30;

      

       A16: A = ( dom ( max+ f)) by A4, MESFUNC2:def 2;

      then

       A17: B1 c= ( dom ( max+ f)) by A7, Th30;

      then

       A18: B1 = (( dom ( max+ f)) /\ B1) by XBOOLE_1: 28;

      

       A19: ( max+ f) is A -measurable by A5, MESFUNC2: 25;

      then ( max+ f) is B1 -measurable by A16, A17, MESFUNC1: 30;

      then

       A20: (( max+ f) | B1) is B1 -measurable by A18, Th42;

      set C1 = (A \ B1);

      

       A21: for x be Element of X holds (x in ( dom (( max+ f) | (B1 \/ C1))) implies ((( max+ f) | (B1 \/ C1)) . x) = (( max+ f) . x)) & (x in ( dom (( max- f) | (B2 \/ C2))) implies ((( max- f) | (B2 \/ C2)) . x) = (( max- f) . x)) by FUNCT_1: 47;

      (B1 \/ C1) = A by A16, A17, XBOOLE_1: 45;

      then ( dom (( max+ f) | (B1 \/ C1))) = (( dom ( max+ f)) /\ ( dom ( max+ f))) by A16, RELAT_1: 61;

      then (( max+ f) | (B1 \/ C1)) = ( max+ f) by A21, PARTFUN1: 5;

      then ( integral+ (M,( max+ f))) = (( integral+ (M,(( max+ f) | B1))) + ( integral+ (M,(( max+ f) | C1)))) by A1, A16, A19, Th81, XBOOLE_1: 106;

      then

       A22: ( integral+ (M,(( max+ f) | B1))) <= ( integral+ (M,( max+ f))) by A1, A16, A19, Th80, XXREAL_3: 65;

      now

        

         A23: for r be Real st 0 < r holds (r * (M . B1)) <= ( integral+ (M,( max+ f)))

        proof

          defpred P[ object] means $1 in ( dom (( max+ f) | B1));

          let r be Real;

          deffunc F( object) = ( In (r, ExtREAL ));

          

           A24: for x be object st P[x] holds F(x) in ExtREAL ;

          consider g be PartFunc of X, ExtREAL such that

           A25: (for x be object holds x in ( dom g) iff x in X & P[x]) & for x be object st x in ( dom g) holds (g . x) = F(x) from PARTFUN1:sch 3( A24);

          assume

           A26: 0 < r;

          then for x be object st x in ( dom g) holds 0 <= (g . x) by A25;

          then

           A27: g is nonnegative by SUPINF_2: 52;

          ( dom (( max+ f) | B1)) = (( dom ( max+ f)) /\ B1) by RELAT_1: 61;

          then

           A28: ( dom (( max+ f) | B1)) = B1 by A17, XBOOLE_1: 28;

          for x be object holds x in ( dom g) iff x in X & x in ( dom (( max+ f) | B1)) by A25;

          then ( dom g) = (X /\ ( dom (( max+ f) | B1))) by XBOOLE_0:def 4;

          then

           A29: ( dom g) = ( dom (( max+ f) | B1)) by XBOOLE_1: 28;

          then

           A30: ( integral' (M,g)) = (r * (M . ( dom g))) by A26, A25, A28, Th104;

          

           A31: for x be Element of X st x in ( dom g) holds (g . x) <= ((( max+ f) | B1) . x)

          proof

            let x be Element of X;

            assume

             A32: x in ( dom g);

            then x in ( dom f) by A29, A28, FUNCT_1:def 7;

            then

             A33: x in ( dom ( max+ f)) by MESFUNC2:def 2;

            (f . x) in { +infty } by A29, A28, A32, FUNCT_1:def 7;

            then

             A34: (f . x) = +infty by TARSKI:def 1;

            then ( max ((f . x), 0 )) = (f . x) by XXREAL_0:def 10;

            then (( max+ f) . x) = +infty by A34, A33, MESFUNC2:def 2;

            then ((( max+ f) | B1) . x) = +infty by A29, A28, A32, FUNCT_1: 49;

            hence thesis by XXREAL_0: 4;

          end;

          ( dom ( chi (B1,X))) = X by FUNCT_3:def 3;

          then

           A35: B1 = (( dom ( chi (B1,X))) /\ B1) by XBOOLE_1: 28;

          then

           A36: (( chi (B1,X)) | B1) is B1 -measurable by Th42, MESFUNC2: 29;

          

           A37: B1 = ( dom (( chi (B1,X)) | B1)) by A35, RELAT_1: 61;

          

           A38: for x be Element of X st x in ( dom g) holds (g . x) = ((r (#) (( chi (B1,X)) | B1)) . x)

          proof

            let x be Element of X;

            assume

             A39: x in ( dom g);

            then x in ( dom (( chi (B1,X)) | B1)) by A29, A28, A35, RELAT_1: 61;

            then x in ( dom (r (#) (( chi (B1,X)) | B1))) by MESFUNC1:def 6;

            

            then

             A40: ((r (#) (( chi (B1,X)) | B1)) . x) = (r * ((( chi (B1,X)) | B1) . x)) by MESFUNC1:def 6

            .= (r * (( chi (B1,X)) . x)) by A29, A28, A37, A39, FUNCT_1: 47;

            (( chi (B1,X)) . x) = 1 by A29, A28, A39, FUNCT_3:def 3;

            then ((r (#) (( chi (B1,X)) | B1)) . x) = r by A40, XXREAL_3: 81;

            hence thesis by A25, A39;

          end;

          ( dom g) = ( dom (r (#) (( chi (B1,X)) | B1))) by A29, A28, A37, MESFUNC1:def 6;

          then g = (r (#) (( chi (B1,X)) | B1)) by A38, PARTFUN1: 5;

          then

           A41: g is B1 -measurable by A37, A36, MESFUNC1: 37;

          (( max+ f) | B1) is nonnegative by Lm1, Th15;

          then ( integral+ (M,g)) <= ( integral+ (M,(( max+ f) | B1))) by A20, A29, A28, A41, A27, A31, Th85;

          then ( integral+ (M,g)) <= ( integral+ (M,( max+ f))) by A22, XXREAL_0: 2;

          hence thesis by A25, A29, A28, A27, A30, Lm4, Th77;

        end;

        assume

         A42: (M . (f " { +infty })) <> 0 ;

        then

         A43: 0 < (M . (f " { +infty })) by A12, Th45;

        per cases ;

          suppose

           A44: (M . B1) = +infty ;

          (jj * (M . B1)) <= ( integral+ (M,( max+ f))) by A23;

          hence contradiction by A3, A44, XXREAL_3: 81;

        end;

          suppose (M . B1) <> +infty ;

          then

          reconsider MB = (M . B1) as Element of REAL by A43, XXREAL_0: 14;

          (jj * (M . B1)) <= ( integral+ (M,( max+ f))) by A23;

          then

           A45: 0 < ( integral+ (M,( max+ f))) by A43;

          then

          reconsider I = ( integral+ (M,( max+ f))) as Element of REAL by A3, XXREAL_0: 14;

          

           A46: (((2 * I) / MB) * (M . B1)) = (((2 * I) / MB) * MB);

          (((2 * I) / MB) * (M . B1)) <= ( integral+ (M,( max+ f))) by A43, A23, A45;

          then (2 * I) <= I by A42, A46, XCMPLX_1: 87;

          hence contradiction by A45, XREAL_1: 155;

        end;

      end;

      then

      reconsider B1 as measure_zero of M by MEASURE1:def 7;

      

       A47: ( max- f) is nonnegative by Lm1;

      

       A48: A = ( dom ( max- f)) by A4, MESFUNC2:def 3;

      then

       A49: B2 c= ( dom ( max- f)) by A9, Th30;

      then

       A50: B2 = (( dom ( max- f)) /\ B2) by XBOOLE_1: 28;

      

       A51: ( max- f) is A -measurable by A4, A5, MESFUNC2: 26;

      then ( max- f) is B2 -measurable by A48, A49, MESFUNC1: 30;

      then

       A52: (( max- f) | B2) is B2 -measurable by A50, Th42;

      (B2 \/ C2) = A by A48, A49, XBOOLE_1: 45;

      then ( dom (( max- f) | (B2 \/ C2))) = (( dom ( max- f)) /\ ( dom ( max- f))) by A48, RELAT_1: 61;

      then (( max- f) | (B2 \/ C2)) = ( max- f) by A21, PARTFUN1: 5;

      then ( integral+ (M,( max- f))) = (( integral+ (M,(( max- f) | B2))) + ( integral+ (M,(( max- f) | C2)))) by A47, A48, A51, Th81, XBOOLE_1: 106;

      then

       A53: ( integral+ (M,(( max- f) | B2))) <= ( integral+ (M,( max- f))) by A47, A48, A51, Th80, XXREAL_3: 65;

      now

        

         A55: for r be Real st 0 < r holds (r * (M . B2)) <= ( integral+ (M,( max- f)))

        proof

          defpred P[ object] means $1 in ( dom (( max- f) | B2));

          let r be Real;

          deffunc F( object) = ( In (r, ExtREAL ));

          

           A56: for x be object st P[x] holds F(x) in ExtREAL ;

          consider g be PartFunc of X, ExtREAL such that

           A57: (for x be object holds x in ( dom g) iff x in X & P[x]) & for x be object st x in ( dom g) holds (g . x) = F(x) from PARTFUN1:sch 3( A56);

          assume

           A58: 0 < r;

          then for x be object st x in ( dom g) holds 0 <= (g . x) by A57;

          then

           A59: g is nonnegative by SUPINF_2: 52;

          ( dom (( max- f) | B2)) = (( dom ( max- f)) /\ B2) by RELAT_1: 61;

          then

           A60: ( dom (( max- f) | B2)) = B2 by A49, XBOOLE_1: 28;

          for x be object holds x in ( dom g) iff x in X & x in ( dom (( max- f) | B2)) by A57;

          then ( dom g) = (X /\ ( dom (( max- f) | B2))) by XBOOLE_0:def 4;

          then

           A61: ( dom g) = ( dom (( max- f) | B2)) by XBOOLE_1: 28;

          then

           A62: ( integral' (M,g)) = (r * (M . ( dom g))) by A58, A57, A60, Th104;

          ( dom ( chi (B2,X))) = X by FUNCT_3:def 3;

          then

           A63: B2 = (( dom ( chi (B2,X))) /\ B2) by XBOOLE_1: 28;

          then

           A64: B2 = ( dom (( chi (B2,X)) | B2)) by RELAT_1: 61;

          

           A65: for x be Element of X st x in ( dom g) holds (g . x) = ((r (#) (( chi (B2,X)) | B2)) . x)

          proof

            let x be Element of X;

            assume

             A66: x in ( dom g);

            then x in ( dom (r (#) (( chi (B2,X)) | B2))) by A61, A60, A64, MESFUNC1:def 6;

            

            then

             A67: ((r (#) (( chi (B2,X)) | B2)) . x) = (r * ((( chi (B2,X)) | B2) . x)) by MESFUNC1:def 6

            .= (r * (( chi (B2,X)) . x)) by A61, A60, A64, A66, FUNCT_1: 47;

            (( chi (B2,X)) . x) = 1 by A61, A60, A66, FUNCT_3:def 3;

            then ((r (#) (( chi (B2,X)) | B2)) . x) = r by A67, XXREAL_3: 81;

            hence thesis by A57, A66;

          end;

          

           A68: for x be Element of X st x in ( dom g) holds (g . x) <= ((( max- f) | B2) . x)

          proof

            let x be Element of X;

            assume

             A69: x in ( dom g);

            then x in ( dom f) by A61, A60, FUNCT_1:def 7;

            then

             A70: x in ( dom ( max- f)) by MESFUNC2:def 3;

            (f . x) in { -infty } by A61, A60, A69, FUNCT_1:def 7;

            then

             A71: ( - (f . x)) = +infty by TARSKI:def 1, XXREAL_3: 5;

            then ( max (( - (f . x)), 0 )) = ( - (f . x)) by XXREAL_0:def 10;

            then (( max- f) . x) = +infty by A71, A70, MESFUNC2:def 3;

            then ((( max- f) | B2) . x) = +infty by A61, A60, A69, FUNCT_1: 49;

            hence thesis by XXREAL_0: 4;

          end;

          

           A72: (( chi (B2,X)) | B2) is B2 -measurable by A63, Th42, MESFUNC2: 29;

          ( dom g) = ( dom (r (#) (( chi (B2,X)) | B2))) by A61, A60, A64, MESFUNC1:def 6;

          then g = (r (#) (( chi (B2,X)) | B2)) by A65, PARTFUN1: 5;

          then

           A73: g is B2 -measurable by A64, A72, MESFUNC1: 37;

          (( max- f) | B2) is nonnegative by Lm1, Th15;

          then ( integral+ (M,g)) <= ( integral+ (M,(( max- f) | B2))) by A52, A61, A60, A73, A59, A68, Th85;

          then ( integral+ (M,g)) <= ( integral+ (M,( max- f))) by A53, XXREAL_0: 2;

          hence thesis by A57, A61, A60, A59, A62, Lm4, Th77;

        end;

        assume

         A74: (M . (f " { -infty })) <> 0 ;

        

         A75: 0 <= (M . (f " { -infty })) by A14, Th45;

        per cases ;

          suppose

           A76: (M . B2) = +infty ;

          (jj * (M . B2)) <= ( integral+ (M,( max- f))) by A55;

          hence contradiction by A15, A76, XXREAL_3: 81;

        end;

          suppose (M . B2) <> +infty ;

          then

          reconsider MB = (M . B2) as Element of REAL by A75, XXREAL_0: 14;

          (jj * (M . B2)) <= ( integral+ (M,( max- f))) by A55;

          then

           A77: 0 < ( integral+ (M,( max- f))) by A74, A75;

          then

          reconsider I = ( integral+ (M,( max- f))) as Element of REAL by A15, XXREAL_0: 14;

          

           A78: (((2 * I) / MB) * (M . B2)) = (((2 * I) / MB) * MB);

          (((2 * I) / MB) * (M . B2)) <= ( integral+ (M,( max- f))) by A74, A75, A55, A77;

          then (2 * I) <= I by A74, A78, XCMPLX_1: 87;

          hence contradiction by A77, XREAL_1: 155;

        end;

      end;

      thus ((f " { +infty }) \/ (f " { -infty })) in S by A12, A14, PROB_1: 3;

      

      thus (M . ((f " { +infty }) \/ (f " { -infty }))) = (M . (B1 \/ B2))

      .= 0 by A54, MEASURE1: 38;

    end;

    theorem :: MESFUNC5:106

    

     Th106: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M & f is nonnegative & g is nonnegative holds (f + g) is_integrable_on M

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M and

       A3: f is nonnegative and

       A4: g is nonnegative;

      

       A5: ( integral+ (M,( max+ g))) < +infty by A2;

      

       A6: ( dom g) = ( dom ( max+ g)) by MESFUNC2:def 2;

      now

        let x be object;

        assume x in ( dom g);

        then

         A7: (( max+ g) . x) = ( max ((g . x), 0 )) by A6, MESFUNC2:def 2;

         0 <= (g . x) by A4, SUPINF_2: 51;

        hence (( max+ g) . x) = (g . x) by A7, XXREAL_0:def 10;

      end;

      then

       A8: g = ( max+ g) by A6, FUNCT_1: 2;

      consider B be Element of S such that

       A9: B = ( dom g) and

       A10: g is B -measurable by A2;

      consider A be Element of S such that

       A11: A = ( dom f) and

       A12: f is A -measurable by A1;

      

       A13: g is (A /\ B) -measurable by A10, MESFUNC1: 30, XBOOLE_1: 17;

      f is (A /\ B) -measurable by A12, MESFUNC1: 30, XBOOLE_1: 17;

      then

       A14: (f + g) is (A /\ B) -measurable by A3, A4, A13, Th31;

      consider C be Element of S such that

       A15: C = ( dom (f + g)) and

       A16: ( integral+ (M,(f + g))) = (( integral+ (M,(f | C))) + ( integral+ (M,(g | C)))) by A3, A4, A11, A12, A9, A10, Th78;

      

       A17: (A /\ B) = ( dom (f + g)) by A3, A4, A11, A9, Th16;

      then ( integral+ (M,(g | C))) <= ( integral+ (M,(g | B))) by A4, A9, A10, A15, Th83, XBOOLE_1: 17;

      then

       A18: ( integral+ (M,(g | C))) <= ( integral+ (M,( max+ g))) by A9, A8, GRFUNC_1: 23;

      ( integral+ (M,( max+ f))) < +infty by A1;

      then

       A19: (( integral+ (M,( max+ f))) + ( integral+ (M,( max+ g)))) < +infty by A5, XXREAL_0: 4, XXREAL_3: 16;

      

       A20: ( dom f) = ( dom ( max+ f)) by MESFUNC2:def 2;

      now

        let x be object;

        assume x in ( dom f);

        then

         A21: (( max+ f) . x) = ( max ((f . x), 0 )) by A20, MESFUNC2:def 2;

         0 <= (f . x) by A3, SUPINF_2: 51;

        hence (( max+ f) . x) = (f . x) by A21, XXREAL_0:def 10;

      end;

      then

       A22: f = ( max+ f) by A20, FUNCT_1: 2;

      

       A23: ( dom (f + g)) = ( dom ( max+ (f + g))) by MESFUNC2:def 2;

       A24:

      now

        let x be object;

        assume

         A25: x in ( dom (f + g));

        then

         A26: ((f + g) . x) = ((f . x) + (g . x)) by MESFUNC1:def 3;

        

         A27: 0 <= (g . x) by A4, SUPINF_2: 51;

        

         A28: 0 <= (f . x) by A3, SUPINF_2: 51;

        (( max+ (f + g)) . x) = ( max (((f + g) . x), 0 )) by A23, A25, MESFUNC2:def 2;

        hence (( max+ (f + g)) . x) = ((f + g) . x) by A26, A28, A27, XXREAL_0:def 10;

      end;

      then

       A29: (f + g) = ( max+ (f + g)) by A23, FUNCT_1: 2;

       A30:

      now

        let x be Element of X;

        assume x in ( dom ( max- (f + g)));

        then x in ( dom (f + g)) by MESFUNC2:def 3;

        then (( max+ (f + g)) . x) = ((f + g) . x) by A24;

        hence (( max- (f + g)) . x) = 0 by MESFUNC2: 19;

      end;

      ( integral+ (M,(f | C))) <= ( integral+ (M,(f | A))) by A3, A11, A12, A17, A15, Th83, XBOOLE_1: 17;

      then ( integral+ (M,(f | C))) <= ( integral+ (M,( max+ f))) by A11, A22, GRFUNC_1: 23;

      then ( integral+ (M,( max+ (f + g)))) <= (( integral+ (M,( max+ f))) + ( integral+ (M,( max+ g)))) by A29, A16, A18, XXREAL_3: 36;

      then

       A31: ( integral+ (M,( max+ (f + g)))) < +infty by A19, XXREAL_0: 4;

      ( dom (f + g)) = ( dom ( max- (f + g))) by MESFUNC2:def 3;

      then ( integral+ (M,( max- (f + g)))) = 0 by A17, A14, A30, Th87, MESFUNC2: 26;

      hence thesis by A17, A14, A31;

    end;

    theorem :: MESFUNC5:107

    

     Th107: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M holds ( dom (f + g)) in S

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M;

      

       A3: (f " { -infty }) in S by A1, Th105;

      

       A4: ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable by A2;

      

       A5: ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable by A1;

      

       A6: (g " { -infty }) in S by A2, Th105;

      

       A7: (g " { +infty }) in S by A2, Th105;

      (f " { +infty }) in S by A1, Th105;

      hence thesis by A3, A7, A6, A5, A4, Th46;

    end;

    

     Lm11: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st (ex E0 be Element of S st ( dom (f + g)) = E0 & (f + g) is E0 -measurable) & f is_integrable_on M & g is_integrable_on M holds (f + g) is_integrable_on M

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: ex E0 be Element of S st ( dom (f + g)) = E0 & (f + g) is E0 -measurable and

       A2: f is_integrable_on M and

       A3: g is_integrable_on M;

      consider E be Element of S such that

       A4: ( dom (f + g)) = E and

       A5: (f + g) is E -measurable by A1;

      

       A6: ( |.f.| | E) is nonnegative by Lm1, Th15;

       |.g.| is_integrable_on M by A3, Th100;

      then

       A7: ( |.g.| | E) is_integrable_on M by Th97;

      

       A8: ( |.g.| | E) is nonnegative by Lm1, Th15;

      

       A9: ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      then ( dom (f + g)) c= ( dom g) by XBOOLE_1: 18, XBOOLE_1: 36;

      then

       A10: E c= ( dom |.g.|) by A4, MESFUNC1:def 10;

      then

       A11: (( dom |.g.|) /\ E) = E by XBOOLE_1: 28;

      ( dom (f + g)) c= ( dom f) by A9, XBOOLE_1: 18, XBOOLE_1: 36;

      then

       A12: E c= ( dom |.f.|) by A4, MESFUNC1:def 10;

      then (( dom |.f.|) /\ E) = E by XBOOLE_1: 28;

      then

       A13: E = ( dom ( |.f.| | E)) by RELAT_1: 61;

      then

       A14: (( dom ( |.f.| | E)) /\ ( dom ( |.g.| | E))) = (E /\ E) by A11, RELAT_1: 61;

      then

       A15: ( dom (( |.f.| | E) + ( |.g.| | E))) = E by A6, A8, Th22;

      

       A16: E = ( dom ( |.g.| | E)) by A11, RELAT_1: 61;

       A17:

      now

        let x be Element of X;

        

         A18: |.((f . x) + (g . x)).| <= ( |.(f . x).| + |.(g . x).|) by EXTREAL1: 24;

        assume

         A19: x in ( dom (f + g));

        then

         A20: x in ( dom (( |.f.| | E) + ( |.g.| | E))) by A4, A6, A8, A14, Th22;

        ( |.(f . x).| + |.(g . x).|) = (( |.f.| . x) + |.(g . x).|) by A4, A12, A19, MESFUNC1:def 10

        .= (( |.f.| . x) + ( |.g.| . x)) by A4, A10, A19, MESFUNC1:def 10

        .= ((( |.f.| | E) . x) + ( |.g.| . x)) by A4, A13, A19, FUNCT_1: 47

        .= ((( |.f.| | E) . x) + (( |.g.| | E) . x)) by A4, A16, A19, FUNCT_1: 47

        .= ((( |.f.| | E) + ( |.g.| | E)) . x) by A20, MESFUNC1:def 3;

        hence |.((f + g) . x).| <= ((( |.f.| | E) + ( |.g.| | E)) . x) by A19, A18, MESFUNC1:def 3;

      end;

       |.f.| is_integrable_on M by A2, Th100;

      then ( |.f.| | E) is_integrable_on M by Th97;

      then (( |.f.| | E) + ( |.g.| | E)) is_integrable_on M by A7, A6, A8, Th106;

      hence thesis by A4, A5, A17, A15, Th102;

    end;

    theorem :: MESFUNC5:108

    

     Th108: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M holds (f + g) is_integrable_on M

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL such that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M;

      

       A3: ex E2 be Element of S st E2 = ( dom g) & g is E2 -measurable by A2;

      ex E1 be Element of S st E1 = ( dom f) & f is E1 -measurable by A1;

      then ex K0 be Element of S st K0 = ( dom (f + g)) & (f + g) is K0 -measurable by A3, Th47;

      hence thesis by A1, A2, Lm11;

    end;

    

     Lm12: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M & ( dom f) = ( dom g) holds ex E,NFG,NFPG be Element of S st E c= ( dom f) & NFG c= ( dom f) & E = (( dom f) \ NFG) & (f | E) is real-valued & E = ( dom (f | E)) & (f | E) is E -measurable & (f | E) is_integrable_on M & ( Integral (M,f)) = ( Integral (M,(f | E))) & E c= ( dom g) & NFG c= ( dom g) & E = (( dom g) \ NFG) & (g | E) is real-valued & E = ( dom (g | E)) & (g | E) is E -measurable & (g | E) is_integrable_on M & ( Integral (M,g)) = ( Integral (M,(g | E))) & E c= ( dom (f + g)) & NFPG c= ( dom (f + g)) & E = (( dom (f + g)) \ NFPG) & (M . NFG) = 0 & (M . NFPG) = 0 & E = ( dom ((f + g) | E)) & ((f + g) | E) is E -measurable & ((f + g) | E) is_integrable_on M & ((f + g) | E) = ((f | E) + (g | E)) & ( Integral (M,((f + g) | E))) = (( Integral (M,(f | E))) + ( Integral (M,(g | E))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M and

       A3: ( dom f) = ( dom g);

      

       A4: ((f " { +infty }) /\ (g " { -infty })) c= (g " { -infty }) by XBOOLE_1: 17;

      reconsider NG = ((g " { +infty }) \/ (g " { -infty })) as Element of S by A2, Th105;

      reconsider NF = ((f " { +infty }) \/ (f " { -infty })) as Element of S by A1, Th105;

      set NFG = (NF \/ NG);

      consider E0 be Element of S such that

       A5: E0 = ( dom f) and

       A6: f is E0 -measurable by A1;

      set E = (E0 \ NFG);

      set f1 = (f | E);

      set g1 = (g | E);

      

       A7: E c= ( dom f) by A5, XBOOLE_1: 36;

      reconsider DFPG = ( dom (f + g)) as Element of S by A1, A2, Th107;

      

       A8: ((f " { -infty }) /\ (g " { +infty })) c= (f " { -infty }) by XBOOLE_1: 17;

      

       A9: for x be object holds (x in (f " { +infty }) implies x in ( dom f)) & (x in (f " { -infty }) implies x in ( dom f)) & (x in (g " { +infty }) implies x in ( dom g)) & (x in (g " { -infty }) implies x in ( dom g)) by FUNCT_1:def 7;

      then

       A10: (g " { -infty }) c= ( dom g);

      set NFPG = (DFPG \ E);

      

       A11: ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      then (DFPG \ (E0 \ NFG)) c= (E0 \ (E0 \ NFG)) by A3, A5, XBOOLE_1: 33, XBOOLE_1: 36;

      then

       A12: NFPG c= (E0 /\ NFG) by XBOOLE_1: 48;

      (g " { -infty }) c= NG by XBOOLE_1: 7;

      then

       A13: ((f " { +infty }) /\ (g " { -infty })) c= NG by A4;

      (f " { -infty }) c= NF by XBOOLE_1: 7;

      then ((f " { -infty }) /\ (g " { +infty })) c= NF by A8;

      then

       A14: (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty }))) c= (NF \/ NG) by A13, XBOOLE_1: 13;

      then

       A15: E c= ( dom (f + g)) by A3, A5, A11, XBOOLE_1: 34;

      then

       A16: ((f + g) | E) = (f1 + g1) by Th29;

      (DFPG \ NFPG) = (DFPG /\ E) by XBOOLE_1: 48;

      then

       A17: E = (DFPG \ NFPG) by A3, A5, A11, A14, XBOOLE_1: 28, XBOOLE_1: 34;

      

       A18: ( dom (f1 + g1)) = E by A15, Th29;

      

       A19: for x be set st x in ( dom g1) holds -infty < (g1 . x) & (g1 . x) < +infty

      proof

        let x be set;

        for x be object st x in ( dom g) holds (g . x) in ExtREAL by XXREAL_0:def 1;

        then

        reconsider gg = g as Function of ( dom g), ExtREAL by FUNCT_2: 3;

        assume

         A20: x in ( dom g1);

        then

         A21: x in (( dom g) /\ E) by RELAT_1: 61;

        then

         A22: x in ( dom g) by XBOOLE_0:def 4;

        x in E by A21, XBOOLE_0:def 4;

        then

         A23: not x in NFG by XBOOLE_0:def 5;

         A24:

        now

          assume (g1 . x) = -infty ;

          then (g . x) = -infty by A20, FUNCT_1: 47;

          then (gg . x) in { -infty } by TARSKI:def 1;

          then

           A25: x in (gg " { -infty }) by A22, FUNCT_2: 38;

          (g " { -infty }) c= NG by XBOOLE_1: 7;

          hence contradiction by A23, A25, XBOOLE_0:def 3;

        end;

        now

          assume (g1 . x) = +infty ;

          then (g . x) = +infty by A20, FUNCT_1: 47;

          then (gg . x) in { +infty } by TARSKI:def 1;

          then

           A26: x in (gg " { +infty }) by A22, FUNCT_2: 38;

          (g " { +infty }) c= NG by XBOOLE_1: 7;

          hence contradiction by A23, A26, XBOOLE_0:def 3;

        end;

        hence thesis by A24, XXREAL_0: 4, XXREAL_0: 6;

      end;

      then for x be set st x in ( dom g1) holds -infty < (g1 . x);

      then

       A27: g1 is without-infty by Th10;

      now

        let x be Element of X;

        

         A28: ( - +infty ) = -infty by XXREAL_3:def 3;

        assume

         A29: x in ( dom g1);

        then

         A30: (g1 . x) < +infty by A19;

         -infty < (g1 . x) by A19, A29;

        hence |.(g1 . x).| < +infty by A30, A28, EXTREAL1: 22;

      end;

      then

       A31: g1 is real-valued by MESFUNC2:def 1;

      

       A32: for x be set st x in ( dom f1) holds (f1 . x) < +infty & -infty < (f1 . x)

      proof

        let x be set;

        for x be object st x in ( dom f) holds (f . x) in ExtREAL by XXREAL_0:def 1;

        then

        reconsider ff = f as Function of ( dom f), ExtREAL by FUNCT_2: 3;

        assume

         A33: x in ( dom f1);

        then

         A34: x in (( dom f) /\ E) by RELAT_1: 61;

        then

         A35: x in ( dom f) by XBOOLE_0:def 4;

        x in E by A34, XBOOLE_0:def 4;

        then

         A36: not x in NFG by XBOOLE_0:def 5;

         A37:

        now

          assume (f1 . x) = -infty ;

          then (f . x) = -infty by A33, FUNCT_1: 47;

          then (ff . x) in { -infty } by TARSKI:def 1;

          then

           A38: x in (ff " { -infty }) by A35, FUNCT_2: 38;

          (f " { -infty }) c= NF by XBOOLE_1: 7;

          hence contradiction by A36, A38, XBOOLE_0:def 3;

        end;

        now

          assume (f1 . x) = +infty ;

          then (f . x) = +infty by A33, FUNCT_1: 47;

          then (ff . x) in { +infty } by TARSKI:def 1;

          then

           A39: x in (ff " { +infty }) by A35, FUNCT_2: 38;

          (f " { +infty }) c= NF by XBOOLE_1: 7;

          hence contradiction by A36, A39, XBOOLE_0:def 3;

        end;

        hence thesis by A37, XXREAL_0: 4, XXREAL_0: 6;

      end;

      then for x be set st x in ( dom f1) holds -infty < (f1 . x);

      then

       A40: f1 is without-infty by Th10;

      then

       A41: ( dom (( max- (f1 + g1)) + ( max+ f1))) = (( dom f1) /\ ( dom g1)) by A27, Th24;

      

       A42: (( max+ (f1 + g1)) + ( max- f1)) is nonnegative by A40, A27, Th24;

      

       A43: ( dom (( max+ (f1 + g1)) + ( max- f1))) = (( dom f1) /\ ( dom g1)) by A40, A27, Th24;

      

       A44: (( max- (f1 + g1)) + ( max+ f1)) is nonnegative by A40, A27, Th24;

      

       A45: ( max+ f1) is nonnegative by Lm1;

      

       A46: ( dom ( max+ (f1 + g1))) = ( dom (f1 + g1)) by MESFUNC2:def 2;

      

       A47: ( dom g1) = (( dom g) /\ E) by RELAT_1: 61;

      then

       A48: E = ( dom g1) by A3, A5, XBOOLE_1: 28, XBOOLE_1: 36;

      then

       A49: ( dom ( max- g1)) = E by MESFUNC2:def 3;

      

       A50: ex Gf be Element of S st Gf = ( dom g) & g is Gf -measurable by A2;

      then g is E -measurable by A3, A5, MESFUNC1: 30, XBOOLE_1: 36;

      then

       A51: g1 is E -measurable by A47, A48, Th42;

      then

       A52: ( max- g1) is E -measurable by A48, MESFUNC2: 26;

      

       A53: ( dom ( max+ g1)) = E by A48, MESFUNC2:def 2;

      

       A54: ( max+ g1) is nonnegative by Lm1;

      

       A55: ( max- g1) is nonnegative by Lm1;

      

       A56: ( dom f1) = (( dom f) /\ E) by RELAT_1: 61;

      then

       A57: E = ( dom f1) by A5, XBOOLE_1: 28, XBOOLE_1: 36;

      (M . NG) = 0 by A2, Th105;

      then

       A58: NG is measure_zero of M by MEASURE1:def 7;

      (M . NF) = 0 by A1, Th105;

      then NF is measure_zero of M by MEASURE1:def 7;

      then

       A59: NFG is measure_zero of M by A58, MEASURE1: 37;

      then

       A60: (M . NFG) = 0 by MEASURE1:def 7;

      then

       A61: ( Integral (M,f)) = ( Integral (M,f1)) by A5, A6, Th95;

      (E0 /\ NFG) c= NFG by XBOOLE_1: 17;

      then NFPG is measure_zero of M by A59, A12, MEASURE1: 36, XBOOLE_1: 1;

      then

       A62: (M . NFPG) = 0 by MEASURE1:def 7;

      

       A63: ( max- (f1 + g1)) is nonnegative by Lm1;

      

       A64: ( max+ (f1 + g1)) is nonnegative by Lm1;

      for x be set st x in ( dom g1) holds (g1 . x) < +infty by A19;

      then

       A65: g1 is without+infty by Th11;

      

       A66: ( dom ( max+ f1)) = ( dom f1) by MESFUNC2:def 2;

      for x be set st x in ( dom g1) holds -infty < (g1 . x) by A19;

      then

       A67: g1 is without-infty by Th10;

      

       A68: ( dom ( max- f1)) = ( dom f1) by MESFUNC2:def 3;

      

       A69: (f " { -infty }) c= ( dom f) by A9;

      (g " { +infty }) c= ( dom g) by A9;

      then

       A70: NG c= ( dom g) by A10, XBOOLE_1: 8;

      (f " { +infty }) c= ( dom f) by A9;

      then NF c= ( dom g) by A3, A69, XBOOLE_1: 8;

      then

       A71: (NF \/ NG) c= ( dom g) by A70, XBOOLE_1: 8;

      

       A72: NFPG c= ( dom (f + g)) by XBOOLE_1: 36;

      

       A73: g1 is_integrable_on M by A2, Th97;

      then

       A74: 0 <= ( integral+ (M,( max+ g1))) by Th96;

      for x be set st x in ( dom f1) holds (f1 . x) < +infty by A32;

      then

       A75: f1 is without+infty by Th11;

      for x be set st x in ( dom f1) holds -infty < (f1 . x) by A32;

      then f1 is without-infty by Th10;

      then

       A76: ((( max+ (f1 + g1)) + ( max- f1)) + ( max- g1)) = ((( max- (f1 + g1)) + ( max+ f1)) + ( max+ g1)) by A75, A67, A65, Th25;

      

       A77: ( max- f1) is nonnegative by Lm1;

      

       A78: ( dom ( max- (f1 + g1))) = ( dom (f1 + g1)) by MESFUNC2:def 3;

      

       A79: ( integral+ (M,( max+ g1))) <> +infty by A73;

      

       A80: 0 <= ( integral+ (M,( max- g1))) by A73, Th96;

      f is E -measurable by A6, MESFUNC1: 30, XBOOLE_1: 36;

      then

       A81: f1 is E -measurable by A56, A57, Th42;

      then

       A82: ( max- f1) is E -measurable by A57, MESFUNC2: 26;

      now

        let x be Element of X;

        

         A83: ( - +infty ) = -infty by XXREAL_3:def 3;

        assume

         A84: x in ( dom f1);

        then

         A85: (f1 . x) < +infty by A32;

         -infty < (f1 . x) by A32, A84;

        hence |.(f1 . x).| < +infty by A85, A83, EXTREAL1: 22;

      end;

      then

       A86: f1 is real-valued by MESFUNC2:def 1;

      then

       A87: (f1 + g1) is E -measurable by A81, A51, A31, MESFUNC2: 7;

      then

       A88: ( max+ (f1 + g1)) is E -measurable by MESFUNC2: 25;

      (( dom f1) /\ ( dom g1)) = E by A3, A5, A56, A47, XBOOLE_1: 28, XBOOLE_1: 36;

      then

       A89: (( max- (f1 + g1)) + ( max+ f1)) is E -measurable by A81, A51, A40, A27, Th44;

      E = ( dom (f1 + g1)) by A15, Th29;

      then

       A90: ( max- (f1 + g1)) is E -measurable by A87, MESFUNC2: 26;

      

       A91: ( max+ f1) is E -measurable by A81, MESFUNC2: 25;

      

       A92: ( integral+ (M,( max- g1))) <> +infty by A73;

      (( max+ (f1 + g1)) + ( max- f1)) is E -measurable by A57, A81, A51, A40, A27, Th43;

      

      then

       A93: ( integral+ (M,((( max+ (f1 + g1)) + ( max- f1)) + ( max- g1)))) = (( integral+ (M,(( max+ (f1 + g1)) + ( max- f1)))) + ( integral+ (M,( max- g1)))) by A57, A48, A43, A49, A42, A55, A52, Lm10

      .= ((( integral+ (M,( max+ (f1 + g1)))) + ( integral+ (M,( max- f1)))) + ( integral+ (M,( max- g1)))) by A18, A57, A68, A46, A77, A64, A88, A82, Lm10;

      ( max+ g1) is E -measurable by A51, MESFUNC2: 25;

      

      then ( integral+ (M,((( max- (f1 + g1)) + ( max+ f1)) + ( max+ g1)))) = (( integral+ (M,(( max- (f1 + g1)) + ( max+ f1)))) + ( integral+ (M,( max+ g1)))) by A57, A48, A41, A53, A44, A54, A89, Lm10

      .= ((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + ( integral+ (M,( max+ g1)))) by A18, A57, A66, A78, A45, A63, A90, A91, Lm10;

      then ((( integral+ (M,( max+ (f1 + g1)))) + ( integral+ (M,( max- f1)))) + (( integral+ (M,( max- g1))) - ( integral+ (M,( max- g1))))) = (((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + ( integral+ (M,( max+ g1)))) - ( integral+ (M,( max- g1)))) by A76, A80, A92, A93, XXREAL_3: 30;

      then ((( integral+ (M,( max+ (f1 + g1)))) + ( integral+ (M,( max- f1)))) + (( integral+ (M,( max- g1))) - ( integral+ (M,( max- g1))))) = ((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by A74, A79, A80, A92, XXREAL_3: 30;

      then ((( integral+ (M,( max+ (f1 + g1)))) + ( integral+ (M,( max- f1)))) + 0. ) = ((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by XXREAL_3: 7;

      then

       A94: (( integral+ (M,( max+ (f1 + g1)))) + ( integral+ (M,( max- f1)))) = ((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by XXREAL_3: 4;

      

       A95: f1 is_integrable_on M by A1, Th97;

      then

       A96: 0 <= ( integral+ (M,( max+ f1))) by Th96;

      

       A97: (f1 + g1) is_integrable_on M by A95, A73, Th108;

      then

       A98: ( integral+ (M,( max+ (f1 + g1)))) <> +infty ;

      

       A99: ( integral+ (M,( max- (f1 + g1)))) <> +infty by A97;

      then

       A100: ( - ( integral+ (M,( max- (f1 + g1))))) <> -infty by XXREAL_3: 23;

      

       A101: 0 <= ( integral+ (M,( max- (f1 + g1)))) by A97, Th96;

      

       A102: ( integral+ (M,( max- f1))) <> +infty by A95;

      then

       A103: ( - ( integral+ (M,( max- f1)))) <> -infty by XXREAL_3: 23;

      

       A104: ( integral+ (M,( max+ f1))) <> +infty by A95;

      

       A105: 0 <= ( integral+ (M,( max- f1))) by A95, Th96;

       0 <= ( integral+ (M,( max+ (f1 + g1)))) by A97, Th96;

      then ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1))))) + ( integral+ (M,( max- f1)))) = (( - ( integral+ (M,( max- (f1 + g1))))) + ((( integral+ (M,( max- (f1 + g1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1)))))) by A105, A102, A98, A94, XXREAL_3: 29;

      then ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1))))) + ( integral+ (M,( max- f1)))) = (( - ( integral+ (M,( max- (f1 + g1))))) + (( integral+ (M,( max- (f1 + g1)))) + (( integral+ (M,( max+ f1))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))))) by A96, A104, A101, A99, XXREAL_3: 29;

      then ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1))))) + ( integral+ (M,( max- f1)))) = ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max- (f1 + g1))))) + (( integral+ (M,( max+ f1))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1)))))) by A101, A99, A100, XXREAL_3: 29;

      then ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1))))) + ( integral+ (M,( max- f1)))) = ( 0 + (( integral+ (M,( max+ f1))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1)))))) by XXREAL_3: 7;

      then ((( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1))))) + ( integral+ (M,( max- f1)))) = (( integral+ (M,( max+ f1))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by XXREAL_3: 4;

      then ((( - ( integral+ (M,( max- f1)))) + ( integral+ (M,( max- f1)))) + (( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1)))))) = (( - ( integral+ (M,( max- f1)))) + (( integral+ (M,( max+ f1))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1)))))) by A105, A102, A103, XXREAL_3: 29;

      then ((( - ( integral+ (M,( max- f1)))) + ( integral+ (M,( max- f1)))) + (( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1)))))) = ((( - ( integral+ (M,( max- f1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by A96, A104, A105, A103, XXREAL_3: 29;

      then ( 0 + (( - ( integral+ (M,( max- (f1 + g1))))) + ( integral+ (M,( max+ (f1 + g1)))))) = ((( - ( integral+ (M,( max- f1)))) + ( integral+ (M,( max+ f1)))) + (( integral+ (M,( max+ g1))) - ( integral+ (M,( max- g1))))) by XXREAL_3: 7;

      then

       A106: ( Integral (M,(f1 + g1))) = (( Integral (M,f1)) + ( Integral (M,g1))) by XXREAL_3: 4;

      ( Integral (M,g)) = ( Integral (M,g1)) by A3, A5, A50, A60, Th95;

      hence thesis by A3, A5, A60, A71, A15, A16, A18, A62, A17, A72, A7, A57, A48, A86, A31, A87, A95, A73, A106, A61, Th108;

    end;

    

     Lm13: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M & ( dom f) = ( dom g) holds (f + g) is_integrable_on M & ( Integral (M,(f + g))) = (( Integral (M,f)) + ( Integral (M,g)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M and

       A3: ( dom f) = ( dom g);

      thus (f + g) is_integrable_on M by A1, A2, Th108;

      then

       A4: ex K0 be Element of S st K0 = ( dom (f + g)) & (f + g) is K0 -measurable;

      ex E,NFG,NFPG be Element of S st E c= ( dom f) & NFG c= ( dom f) & E = (( dom f) \ NFG) & (f | E) is real-valued & E = ( dom (f | E)) & (f | E) is E -measurable & (f | E) is_integrable_on M & ( Integral (M,f)) = ( Integral (M,(f | E))) & E c= ( dom g) & NFG c= ( dom g) & E = (( dom g) \ NFG) & (g | E) is real-valued & E = ( dom (g | E)) & (g | E) is E -measurable & (g | E) is_integrable_on M & ( Integral (M,g)) = ( Integral (M,(g | E))) & E c= ( dom (f + g)) & NFPG c= ( dom (f + g)) & E = (( dom (f + g)) \ NFPG) & (M . NFG) = 0 & (M . NFPG) = 0 & E = ( dom ((f + g) | E)) & ((f + g) | E) is E -measurable & ((f + g) | E) is_integrable_on M & ((f + g) | E) = ((f | E) + (g | E)) & ( Integral (M,((f + g) | E))) = (( Integral (M,(f | E))) + ( Integral (M,(g | E)))) by A1, A2, A3, Lm12;

      hence thesis by A4, Th95;

    end;

    theorem :: MESFUNC5:109

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL st f is_integrable_on M & g is_integrable_on M holds ex E be Element of S st E = (( dom f) /\ ( dom g)) & ( Integral (M,(f + g))) = (( Integral (M,(f | E))) + ( Integral (M,(g | E))))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL ;

      assume that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M;

      consider B be Element of S such that

       A3: B = ( dom g) and g is B -measurable by A2;

      consider A be Element of S such that

       A4: A = ( dom f) and f is A -measurable by A1;

      set E = (A /\ B);

      set g1 = (g | E);

      set f1 = (f | E);

      take E = (A /\ B);

      

       A5: ( dom f1) = (( dom f) /\ (A /\ B)) by RELAT_1: 61

      .= ((A /\ A) /\ B) by A4, XBOOLE_1: 16;

      

       A6: (f1 " { +infty }) = (E /\ (f " { +infty })) by FUNCT_1: 70;

      (g1 " { -infty }) = (E /\ (g " { -infty })) by FUNCT_1: 70;

      

      then

       A7: ((f1 " { +infty }) /\ (g1 " { -infty })) = ((((f " { +infty }) /\ E) /\ E) /\ (g " { -infty })) by A6, XBOOLE_1: 16

      .= (((f " { +infty }) /\ (E /\ E)) /\ (g " { -infty })) by XBOOLE_1: 16

      .= (E /\ ((f " { +infty }) /\ (g " { -infty }))) by XBOOLE_1: 16;

      

       A8: (g1 " { +infty }) = (E /\ (g " { +infty })) by FUNCT_1: 70;

      (f1 " { -infty }) = (E /\ (f " { -infty })) by FUNCT_1: 70;

      

      then ((f1 " { -infty }) /\ (g1 " { +infty })) = ((((f " { -infty }) /\ E) /\ E) /\ (g " { +infty })) by A8, XBOOLE_1: 16

      .= (((f " { -infty }) /\ (E /\ E)) /\ (g " { +infty })) by XBOOLE_1: 16

      .= (E /\ ((f " { -infty }) /\ (g " { +infty }))) by XBOOLE_1: 16;

      then

       A9: (((f1 " { -infty }) /\ (g1 " { +infty })) \/ ((f1 " { +infty }) /\ (g1 " { -infty }))) = (E /\ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by A7, XBOOLE_1: 23;

      

       A10: ( dom g1) = (( dom g) /\ (A /\ B)) by RELAT_1: 61

      .= ((B /\ B) /\ A) by A3, XBOOLE_1: 16;

      

       A11: ( dom (f1 + g1)) = ((( dom f1) /\ ( dom g1)) \ (((f1 " { -infty }) /\ (g1 " { +infty })) \/ ((f1 " { +infty }) /\ (g1 " { -infty })))) by MESFUNC1:def 3

      .= (E \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by A5, A10, A9, XBOOLE_1: 47

      .= ( dom (f + g)) by A4, A3, MESFUNC1:def 3;

      

       A12: for x be object st x in ( dom (f1 + g1)) holds ((f1 + g1) . x) = ((f + g) . x)

      proof

        let x be object;

        assume

         A13: x in ( dom (f1 + g1));

        then x in ((( dom f1) /\ ( dom g1)) \ (((f1 " { -infty }) /\ (g1 " { +infty })) \/ ((f1 " { +infty }) /\ (g1 " { -infty })))) by MESFUNC1:def 3;

        then

         A14: x in (( dom f1) /\ ( dom g1)) by XBOOLE_0:def 5;

        then

         A15: x in ( dom f1) by XBOOLE_0:def 4;

        

         A16: x in ( dom g1) by A14, XBOOLE_0:def 4;

        ((f1 + g1) . x) = ((f1 . x) + (g1 . x)) by A13, MESFUNC1:def 3

        .= ((f . x) + (g1 . x)) by A15, FUNCT_1: 47

        .= ((f . x) + (g . x)) by A16, FUNCT_1: 47;

        hence thesis by A11, A13, MESFUNC1:def 3;

      end;

      thus E = (( dom f) /\ ( dom g)) by A4, A3;

      

       A17: g1 is_integrable_on M by A2, Th97;

      f1 is_integrable_on M by A1, Th97;

      then ( Integral (M,(f1 + g1))) = (( Integral (M,f1)) + ( Integral (M,g1))) by A17, A5, A10, Lm13;

      hence thesis by A11, A12, FUNCT_1: 2;

    end;

    theorem :: MESFUNC5:110

    

     Th110: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real st f is_integrable_on M holds (c (#) f) is_integrable_on M & ( Integral (M,(c (#) f))) = (c * ( Integral (M,f)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real such that

       A1: f is_integrable_on M;

      

       A2: ( integral+ (M,( max+ f))) <> +infty by A1;

      consider A be Element of S such that

       A3: A = ( dom f) and

       A4: f is A -measurable by A1;

      

       A5: (c (#) f) is A -measurable by A3, A4, Th49;

      

       A6: ( dom ( max- f)) = A by A3, MESFUNC2:def 3;

      

       A7: ( integral+ (M,( max- f))) <> +infty by A1;

       0 <= ( integral+ (M,( max- f))) by A1, Th96;

      then

      reconsider I2 = ( integral+ (M,( max- f))) as Element of REAL by A7, XXREAL_0: 14;

      

       A8: ( max- f) is nonnegative by Lm1;

       0 <= ( integral+ (M,( max+ f))) by A1, Th96;

      then

      reconsider I1 = ( integral+ (M,( max+ f))) as Element of REAL by A2, XXREAL_0: 14;

      

       A9: ( max+ f) is nonnegative by Lm1;

      

       A10: ( dom (c (#) f)) = A by A3, MESFUNC1:def 6;

      

       A11: ( dom ( max+ f)) = A by A3, MESFUNC2:def 2;

      per cases ;

        suppose

         A12: 0 <= c;

        (c * I1) in REAL by XREAL_0:def 1;

        then

         A13: (c * ( integral+ (M,( max+ f)))) in REAL ;

        

         A14: ( max+ (c (#) f)) = (c (#) ( max+ f)) by A12, Th26;

        ( integral+ (M,(c (#) ( max+ f)))) = (c * ( integral+ (M,( max+ f)))) by A4, A9, A11, A12, Th86, MESFUNC2: 25;

        then

         A15: ( integral+ (M,( max+ (c (#) f)))) < +infty by A14, A13, XXREAL_0: 9;

        (c * I2) in REAL by XREAL_0:def 1;

        then (c * ( integral+ (M,( max- f)))) is Element of REAL ;

        then

         A16: (c * ( integral+ (M,( max- f)))) < +infty by XXREAL_0: 9;

        

         A17: ( max- (c (#) f)) = (c (#) ( max- f)) by A12, Th26;

        ( integral+ (M,(c (#) ( max- f)))) = (c * ( integral+ (M,( max- f)))) by A3, A4, A8, A6, A12, Th86, MESFUNC2: 26;

        hence (c (#) f) is_integrable_on M by A5, A10, A17, A15, A16;

        

        thus ( Integral (M,(c (#) f))) = (( integral+ (M,(c (#) ( max+ f)))) - ( integral+ (M,( max- (c (#) f))))) by A12, Th26

        .= (( integral+ (M,(c (#) ( max+ f)))) - ( integral+ (M,(c (#) ( max- f))))) by A12, Th26

        .= ((c * ( integral+ (M,( max+ f)))) - ( integral+ (M,(c (#) ( max- f))))) by A4, A9, A11, A12, Th86, MESFUNC2: 25

        .= ((c * ( integral+ (M,( max+ f)))) - (c * ( integral+ (M,( max- f))))) by A3, A4, A8, A6, A12, Th86, MESFUNC2: 26

        .= (c * ( Integral (M,f))) by XXREAL_3: 100;

      end;

        suppose

         A18: c < 0 ;

        ( - ( - c)) = c;

        then

        consider a be Real such that

         A19: c = ( - a) and

         A20: a > 0 by A18;

        

         A21: ( max+ (c (#) f)) = (a (#) ( max- f)) by A19, A20, Th27;

        

         A22: ( max- (c (#) f)) = (a (#) ( max+ f)) by A19, A20, Th27;

        (a * I2) in REAL by XREAL_0:def 1;

        then

         A23: (a * ( integral+ (M,( max- f)))) in REAL ;

        ( integral+ (M,(a (#) ( max- f)))) = (a * ( integral+ (M,( max- f)))) by A3, A4, A8, A6, A20, Th86, MESFUNC2: 26;

        then

         A24: ( integral+ (M,( max+ (c (#) f)))) < +infty by A21, A23, XXREAL_0: 9;

        (a * I1) in REAL by XREAL_0:def 1;

        then (a * ( integral+ (M,( max+ f)))) is Element of REAL ;

        then

         A25: (a * ( integral+ (M,( max+ f)))) < +infty by XXREAL_0: 9;

        ( integral+ (M,(a (#) ( max+ f)))) = (a * ( integral+ (M,( max+ f)))) by A4, A9, A11, A20, Th86, MESFUNC2: 25;

        hence (c (#) f) is_integrable_on M by A5, A10, A22, A24, A25;

        

        thus ( Integral (M,(c (#) f))) = ((a * ( integral+ (M,( max- f)))) - ( integral+ (M,(a (#) ( max+ f))))) by A3, A4, A8, A6, A20, A21, A22, Th86, MESFUNC2: 26

        .= ((a * ( integral+ (M,( max- f)))) - (a * ( integral+ (M,( max+ f))))) by A4, A9, A11, A20, Th86, MESFUNC2: 25

        .= (a * (( integral+ (M,( max- f))) - ( integral+ (M,( max+ f))))) by XXREAL_3: 100

        .= (a * ( - (( integral+ (M,( max+ f))) - ( integral+ (M,( max- f)))))) by XXREAL_3: 26

        .= ( - (a * (( integral+ (M,( max+ f))) - ( integral+ (M,( max- f)))))) by XXREAL_3: 92

        .= (c * ( Integral (M,f))) by A19, XXREAL_3: 92;

      end;

    end;

    definition

      let X be non empty set;

      let S be SigmaField of X;

      let M be sigma_Measure of S;

      let f be PartFunc of X, ExtREAL ;

      let B be Element of S;

      :: MESFUNC5:def18

      func Integral_on (M,B,f) -> Element of ExtREAL equals ( Integral (M,(f | B)));

      coherence ;

    end

    theorem :: MESFUNC5:111

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL , B be Element of S st f is_integrable_on M & g is_integrable_on M & B c= ( dom (f + g)) holds (f + g) is_integrable_on M & ( Integral_on (M,B,(f + g))) = (( Integral_on (M,B,f)) + ( Integral_on (M,B,g)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X, ExtREAL , B be Element of S such that

       A1: f is_integrable_on M and

       A2: g is_integrable_on M and

       A3: B c= ( dom (f + g));

      

       A4: ( dom (f | B)) = (( dom f) /\ B) by RELAT_1: 61;

      ( dom (f + g)) = ((( dom f) /\ ( dom g)) \ (((f " { -infty }) /\ (g " { +infty })) \/ ((f " { +infty }) /\ (g " { -infty })))) by MESFUNC1:def 3;

      then

       A5: ( dom (f + g)) c= (( dom f) /\ ( dom g)) by XBOOLE_1: 36;

      (( dom f) /\ ( dom g)) c= ( dom f) by XBOOLE_1: 17;

      then ( dom (f + g)) c= ( dom f) by A5;

      then

       A6: ( dom (f | B)) = B by A3, A4, XBOOLE_1: 1, XBOOLE_1: 28;

      

       A7: ( Integral_on (M,B,(f + g))) = ( Integral (M,((f | B) + (g | B)))) by A3, Th29;

      

       A8: (g | B) is_integrable_on M by A2, Th97;

      

       A9: ( dom (g | B)) = (( dom g) /\ B) by RELAT_1: 61;

      (( dom f) /\ ( dom g)) c= ( dom g) by XBOOLE_1: 17;

      then ( dom (f + g)) c= ( dom g) by A5;

      then

       A10: ( dom (g | B)) = B by A3, A9, XBOOLE_1: 1, XBOOLE_1: 28;

      (f | B) is_integrable_on M by A1, Th97;

      hence thesis by A1, A2, A6, A8, A10, A7, Lm13, Th108;

    end;

    theorem :: MESFUNC5:112

    for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real, B be Element of S st f is_integrable_on M holds (f | B) is_integrable_on M & ( Integral_on (M,B,(c (#) f))) = (c * ( Integral_on (M,B,f)))

    proof

      let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X, ExtREAL , c be Real, B be Element of S;

      assume f is_integrable_on M;

      then

       A1: (f | B) is_integrable_on M by Th97;

      

       A2: for x be object st x in ( dom ((c (#) f) | B)) holds (((c (#) f) | B) . x) = ((c (#) (f | B)) . x)

      proof

        let x be object;

        assume

         A3: x in ( dom ((c (#) f) | B));

        then

         A4: (((c (#) f) | B) . x) = ((c (#) f) . x) by FUNCT_1: 47;

        

         A5: x in (( dom (c (#) f)) /\ B) by A3, RELAT_1: 61;

        then x in (( dom f) /\ B) by MESFUNC1:def 6;

        then

         A6: x in ( dom (f | B)) by RELAT_1: 61;

        x in ( dom (c (#) f)) by A5, XBOOLE_0:def 4;

        then (((c (#) f) | B) . x) = (c * (f . x)) by A4, MESFUNC1:def 6;

        then

         A7: (((c (#) f) | B) . x) = (c * ((f | B) . x)) by A6, FUNCT_1: 47;

        x in ( dom (c (#) (f | B))) by A6, MESFUNC1:def 6;

        hence thesis by A7, MESFUNC1:def 6;

      end;

      ( dom ((c (#) f) | B)) = (( dom (c (#) f)) /\ B) by RELAT_1: 61;

      then ( dom ((c (#) f) | B)) = (( dom f) /\ B) by MESFUNC1:def 6;

      then ( dom ((c (#) f) | B)) = ( dom (f | B)) by RELAT_1: 61;

      then ( dom ((c (#) f) | B)) = ( dom (c (#) (f | B))) by MESFUNC1:def 6;

      then ((c (#) f) | B) = (c (#) (f | B)) by A2, FUNCT_1: 2;

      hence thesis by A1, Th110;

    end;