mesfun11.miz
begin
registration
let X be non
empty
set, f be
nonnegative
PartFunc of X,
ExtREAL ;
cluster (
- f) ->
nonpositive;
correctness
proof
(
- f)
= ((
- 1)
(#) f) by
MESFUNC2: 9;
hence (
- f) is
nonpositive by
MESFUNC5: 20;
end;
end
registration
let X be non
empty
set, f be
nonpositive
PartFunc of X,
ExtREAL ;
cluster (
- f) ->
nonnegative;
correctness
proof
for x be
object st x
in (
dom (
- f)) holds
0
<= ((
- f)
. x)
proof
let x be
object;
assume
A1: x
in (
dom (
- f));
(f
. x)
<=
0 by
MESFUNC5: 8;
then (
- (f
. x))
>=
0 ;
hence ((
- f)
. x)
>=
0 by
A1,
MESFUNC1:def 7;
end;
hence (
- f) is
nonnegative by
SUPINF_2: 52;
end;
end
theorem ::
MESFUN11:1
Th1: for X be non
empty
set, f be
nonpositive
PartFunc of X,
ExtREAL , E be
set holds (f
| E) is
nonpositive
proof
let X be non
empty
set, f be
nonpositive
PartFunc of X,
ExtREAL , E be
set;
now
let x be
set;
assume x
in (
dom (f
| E));
then ((f
| E)
. x)
= (f
. x) by
FUNCT_1: 47;
hence ((f
| E)
. x)
<=
0 by
MESFUNC5: 8;
end;
hence (f
| E) is
nonpositive by
MESFUNC5: 9;
end;
theorem ::
MESFUN11:2
Th2: for X be non
empty
set, A be
set, r be
Real, f be
PartFunc of X,
ExtREAL holds ((r
(#) f)
| A)
= (r
(#) (f
| A))
proof
let X be non
empty
set, A be
set, r be
Real, f be
PartFunc of X,
ExtREAL ;
A1: (
dom (r
(#) f))
= (
dom f) by
MESFUNC1:def 6;
then
A2: (
dom ((r
(#) f)
| A))
= ((
dom f)
/\ A) by
RELAT_1: 61;
then
A3: (
dom ((r
(#) f)
| A))
= (
dom (f
| A)) by
RELAT_1: 61;
then
A4: (
dom ((r
(#) f)
| A))
= (
dom (r
(#) (f
| A))) by
MESFUNC1:def 6;
now
let x be
Element of X;
assume
B1: x
in (
dom ((r
(#) f)
| A));
then
B2: x
in (
dom f) by
A2,
XBOOLE_0:def 4;
(((r
(#) f)
| A)
. x)
= ((r
(#) f)
. x) by
B1,
FUNCT_1: 47;
then (((r
(#) f)
| A)
. x)
= (r
* (f
. x)) by
B2,
A1,
MESFUNC1:def 6;
then (((r
(#) f)
| A)
. x)
= (r
* ((f
| A)
. x)) by
B1,
A3,
FUNCT_1: 47;
hence (((r
(#) f)
| A)
. x)
= ((r
(#) (f
| A))
. x) by
B1,
A4,
MESFUNC1:def 6;
end;
hence ((r
(#) f)
| A)
= (r
(#) (f
| A)) by
A4,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:3
Th3: for X be non
empty
set, A be
set, f be
PartFunc of X,
ExtREAL holds (
- (f
| A))
= ((
- f)
| A)
proof
let X be non
empty
set, A be
set, f be
PartFunc of X,
ExtREAL ;
(
- (f
| A))
= ((
- 1)
(#) (f
| A)) by
MESFUNC2: 9;
then (
- (f
| A))
= (((
- 1)
(#) f)
| A) by
Th2;
hence thesis by
MESFUNC2: 9;
end;
theorem ::
MESFUN11:4
Th4: for X be non
empty
set, f be
PartFunc of X,
ExtREAL , c be
Real st f is
nonpositive holds (
0
<= c implies (c
(#) f) is
nonpositive) & (c
<=
0 implies (c
(#) f) is
nonnegative)
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
nonpositive;
hereby
set g = (c
(#) f);
assume
A2:
0
<= c;
for x be
set st x
in (
dom g) holds (g
. x)
<=
0
proof
let x be
set;
(f
. x)
<=
0 by
A1,
MESFUNC5: 8;
then
A3: (c
* (f
. x))
<=
0 by
A2;
assume x
in (
dom g);
hence thesis by
A3,
MESFUNC1:def 6;
end;
hence (c
(#) f) is
nonpositive by
MESFUNC5: 9;
end;
assume
A4: c
<=
0 ;
now
let x be
object;
(f
. x)
<=
0 by
A1,
MESFUNC5: 8;
then
A5:
0
<= (c
* (f
. x)) by
A4;
assume x
in (
dom g);
hence
0
<= (g
. x) by
A5,
MESFUNC1:def 6;
end;
hence thesis by
SUPINF_2: 52;
end;
theorem ::
MESFUN11:5
Th5: 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, S be
SigmaField of X, M be
sigma_Measure of S, 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 ::
MESFUN11:6
for X be non
empty
set, f be
PartFunc of X,
ExtREAL , x be
object holds (f
. x)
<= ((
max+ f)
. x) & (f
. x)
>= (
- ((
max- f)
. x))
proof
let X be non
empty
set, f be
PartFunc of X,
ExtREAL , x be
object;
per cases ;
suppose x
in (
dom f);
then x
in (
dom (
max+ f)) & x
in (
dom (
max- f)) by
MESFUNC2:def 2,
MESFUNC2:def 3;
then
A1: ((
max+ f)
. x)
= (
max ((f
. x),
0 )) & ((
max- f)
. x)
= (
max ((
- (f
. x)),
0 )) by
MESFUNC2:def 2,
MESFUNC2:def 3;
reconsider a = ((
max- f)
. x), b = (
- (f
. x)) as
ExtReal;
(
- b)
>= (
- a) by
A1,
XXREAL_0: 25,
XXREAL_3: 38;
hence (f
. x)
<= ((
max+ f)
. x) & (f
. x)
>= (
- ((
max- f)
. x)) by
A1,
XXREAL_0: 25;
end;
suppose
A2: not x
in (
dom f);
then not x
in (
dom (
max+ f)) & not x
in (
dom (
max- f)) by
MESFUNC2:def 2,
MESFUNC2:def 3;
then (f
. x)
=
0 & ((
max+ f)
. x)
=
0 & ((
max- f)
. x)
=
0 by
A2,
FUNCT_1:def 2;
hence (f
. x)
<= ((
max+ f)
. x) & (f
. x)
>= (
- ((
max- f)
. x));
end;
end;
Lm1: for X be non
empty
set, f be
PartFunc of X,
ExtREAL , r be
Real holds (r
>
0 implies (
less_dom (f,r))
= (
less_dom ((
max+ f),r))) & (r
<=
0 implies (
less_dom (f,r))
= (
great_dom ((
max- f),(
- r))))
proof
let X be non
empty
set, f be
PartFunc of X,
ExtREAL , r be
Real;
hereby
assume
A1: r
>
0 ;
reconsider r1 = r as
ExtReal;
now
let x be
Element of X;
assume x
in (
less_dom ((
max+ f),r));
then
A2: x
in (
dom (
max+ f)) & ((
max+ f)
. x)
< r by
MESFUNC1:def 11;
then
A3: x
in (
dom f) by
MESFUNC2:def 2;
(
max ((f
. x),
0 ))
< r1 by
A2,
MESFUNC2:def 2;
then (f
. x)
< r1 by
XXREAL_0: 31;
hence x
in (
less_dom (f,r)) by
A3,
MESFUNC1:def 11;
end;
then
A4: (
less_dom ((
max+ f),r))
c= (
less_dom (f,r));
now
let x be
Element of X;
assume x
in (
less_dom (f,r));
then
A5: x
in (
dom f) & (f
. x)
< r by
MESFUNC1:def 11;
then
A6: x
in (
dom (
max+ f)) by
MESFUNC2:def 2;
then ((
max+ f)
. x)
= (
max ((f
. x),
0 )) by
MESFUNC2:def 2;
then ((
max+ f)
. x)
< r by
A1,
A5,
XXREAL_0: 29;
hence x
in (
less_dom ((
max+ f),r)) by
A6,
MESFUNC1:def 11;
end;
then (
less_dom (f,r))
c= (
less_dom ((
max+ f),r));
hence (
less_dom ((
max+ f),r))
= (
less_dom (f,r)) by
A4;
end;
assume
A7: r
<=
0 ;
reconsider r1 = r as
ExtReal;
now
let x be
Element of X;
assume x
in (
great_dom ((
max- f),(
- r)));
then
A8: x
in (
dom (
max- f)) & ((
max- f)
. x)
> (
- r) by
MESFUNC1:def 13;
then
A9: x
in (
dom f) by
MESFUNC2:def 3;
A10: (
max ((
- (f
. x)),
0 ))
> (
- r1) by
A8,
MESFUNC2:def 3;
now
assume
0
> (
- (f
. x));
then (
max ((
- (f
. x)),
0 ))
=
0 by
XXREAL_0:def 10;
hence contradiction by
A7,
A10;
end;
then (
max ((
- (f
. x)),
0 ))
= (
- (f
. x)) by
XXREAL_0:def 10;
then (f
. x)
< r1 by
A10,
XXREAL_3: 38;
hence x
in (
less_dom (f,r)) by
A9,
MESFUNC1:def 11;
end;
then
A11: (
great_dom ((
max- f),(
- r)))
c= (
less_dom (f,r));
now
let x be
Element of X;
assume x
in (
less_dom (f,r));
then
A12: x
in (
dom f) & (f
. x)
< r by
MESFUNC1:def 11;
then
A13: x
in (
dom (
max- f)) by
MESFUNC2:def 3;
(
max ((
- (f
. x)),
0 ))
= (
- (f
. x)) by
A7,
A12,
XXREAL_0:def 10;
then ((
max- f)
. x)
= (
- (f
. x)) by
A13,
MESFUNC2:def 3;
then ((
max- f)
. x)
> (
- r1) by
A12,
XXREAL_3: 38;
hence x
in (
great_dom ((
max- f),(
- r))) by
A13,
MESFUNC1:def 13;
end;
then (
less_dom (f,r))
c= (
great_dom ((
max- f),(
- r)));
hence (
great_dom ((
max- f),(
- r)))
= (
less_dom (f,r)) by
A11;
end;
theorem ::
MESFUN11:7
for X be non
empty
set, f be
PartFunc of X,
ExtREAL , r be
positive
Real holds (
less_dom (f,r))
= (
less_dom ((
max+ f),r)) by
Lm1;
theorem ::
MESFUN11:8
for X be non
empty
set, f be
PartFunc of X,
ExtREAL , r be non
positive
Real holds (
less_dom (f,r))
= (
great_dom ((
max- f),(
- r))) by
Lm1;
theorem ::
MESFUN11:9
Th9: for X be non
empty
set, f,g be
PartFunc of X,
ExtREAL , a be
ExtReal, r be
Real st r
<>
0 & g
= (r
(#) f) holds (
eq_dom (f,a))
= (
eq_dom (g,(a
* r)))
proof
let X be non
empty
set, f,g be
PartFunc of X,
ExtREAL , a be
ExtReal, r be
Real;
assume that
A1: r
<>
0 and
a2: g
= (r
(#) f);
A2: (
dom f)
= (
dom g) by
a2,
MESFUNC1:def 6;
now
let x be
object;
assume x
in (
eq_dom (f,a));
then x
in (
dom f) & (f
. x)
= a by
MESFUNC1:def 15;
then x
in (
dom g) & (g
. x)
= (r
* a) by
a2,
A2,
MESFUNC1:def 6;
hence x
in (
eq_dom (g,(a
* r))) by
MESFUNC1:def 15;
end;
then
A3: (
eq_dom (f,a))
c= (
eq_dom (g,(a
* r)));
now
let x be
object;
assume x
in (
eq_dom (g,(a
* r)));
then
A4: x
in (
dom g) & (g
. x)
= (a
* r) by
MESFUNC1:def 15;
then (r
* (f
. x))
= (a
* r) by
a2,
MESFUNC1:def 6;
then (f
. x)
= a by
A1,
XXREAL_3: 68;
hence x
in (
eq_dom (f,a)) by
A2,
A4,
MESFUNC1:def 15;
end;
then (
eq_dom (g,(a
* r)))
c= (
eq_dom (f,a));
hence thesis by
A3;
end;
theorem ::
MESFUN11:10
Th10: for X be non
empty
set, S be
SigmaField of X, f be
PartFunc of X,
ExtREAL , A be
Element of S st A
c= (
dom f) holds f is A
-measurable iff (
max+ f) is A
-measurable & (
max- f) is A
-measurable
proof
let X be non
empty
set, S be
SigmaField of X, f be
PartFunc of X,
ExtREAL , A be
Element of S;
assume
A1: A
c= (
dom f);
hence f is A
-measurable implies (
max+ f) is A
-measurable & (
max- f) is A
-measurable by
MESFUNC2: 25,
MESFUNC2: 26;
assume
A2: (
max+ f) is A
-measurable & (
max- f) is A
-measurable;
A3: (
dom (
max- f))
= (
dom f) by
MESFUNC2:def 3;
now
let r be
Real;
per cases ;
suppose r
>
0 ;
then (
less_dom (f,r))
= (
less_dom ((
max+ f),r)) by
Lm1;
hence (A
/\ (
less_dom (f,r)))
in S by
A2,
MESFUNC1:def 16;
end;
suppose r
<=
0 ;
then (
less_dom (f,r))
= (
great_dom ((
max- f),(
- r))) by
Lm1;
hence (A
/\ (
less_dom (f,r)))
in S by
A1,
A2,
A3,
MESFUNC1: 29;
end;
end;
hence f is A
-measurable by
MESFUNC1:def 16;
end;
Lm2: for i,j be
Nat st i
<= j holds ex k be
Nat st j
= (i
+ k)
proof
let i,j be
Nat;
defpred
P[
Nat] means i
<= $1 implies ex k be
Nat st $1
= (i
+ k);
A1: for j be
Nat st
P[j] holds
P[(j
+ 1)]
proof
let j be
Nat such that
A2: i
<= j implies ex k be
Nat st j
= (i
+ k);
assume
A3: i
<= (j
+ 1);
per cases by
A3,
NAT_1: 8;
suppose i
<= j;
then
consider k be
Nat such that
A4: j
= (i
+ k) by
A2;
reconsider k1 = (k
+ 1) as
Nat;
take k1;
thus (j
+ 1)
= (i
+ k1) by
A4;
end;
suppose
B1: i
= (j
+ 1);
reconsider k1 =
0 as
Nat;
take k1;
thus (j
+ 1)
= (i
+ k1) by
B1;
end;
end;
A6:
P[
0 ]
proof
assume
A7: i
<=
0 ;
take
0 ;
thus thesis by
A7;
end;
for j be
Nat holds
P[j] from
NAT_1:sch 2(
A6,
A1);
hence thesis;
end;
definition
let X be non
empty
set, f be
Function of X,
ExtREAL , r be
Real;
:: original:
(#)
redefine
func r
(#) f ->
Function of X,
ExtREAL ;
correctness
proof
(
dom (r
(#) f))
= (
dom f) by
MESFUNC1:def 6;
then (
dom (r
(#) f))
= X by
FUNCT_2:def 1;
hence (r
(#) f) is
Function of X,
ExtREAL by
FUNCT_2:def 1;
end;
end
theorem ::
MESFUN11:11
Th11: for X be non
empty
set, r be
Real, f be
without+infty
Function of X,
ExtREAL st r
>=
0 holds (r
(#) f) is
without+infty
proof
let X be non
empty
set, r be
Real, f be
without+infty
Function of X,
ExtREAL ;
assume
A1: r
>=
0 ;
now
let x be
set;
assume
A2: x
in (
dom (r
(#) f));
then
A3: x
in (
dom f) by
MESFUNC1:def 6;
per cases by
A1;
suppose
A4: r
>
0 ;
then (r
* (f
. x))
< (r
*
+infty ) by
A3,
MESFUNC5: 11,
XXREAL_3: 72;
then (r
* (f
. x))
<
+infty by
A4,
XXREAL_3:def 5;
hence ((r
(#) f)
. x)
<
+infty by
A2,
MESFUNC1:def 6;
end;
suppose r
=
0 ;
then (r
* (f
. x))
<
+infty ;
hence ((r
(#) f)
. x)
<
+infty by
A2,
MESFUNC1:def 6;
end;
end;
hence (r
(#) f) is
without+infty by
MESFUNC5: 11;
end;
registration
let X be non
empty
set;
let f be
without+infty
Function of X,
ExtREAL ;
let r be non
negative
Real;
cluster (r
(#) f) ->
without+infty;
coherence by
Th11;
end
theorem ::
MESFUN11:12
Th12: for X be non
empty
set, r be
Real, f be
without+infty
Function of X,
ExtREAL st r
<=
0 holds (r
(#) f) is
without-infty
proof
let X be non
empty
set, r be
Real, f be
without+infty
Function of X,
ExtREAL ;
assume
A1: r
<=
0 ;
now
let x be
set;
assume
A2: x
in (
dom (r
(#) f));
then
A3: x
in (
dom f) by
MESFUNC1:def 6;
per cases by
A1;
suppose
A4: r
<
0 ;
then (r
* (f
. x))
> (r
*
+infty ) by
A3,
MESFUNC5: 11,
XXREAL_3: 102;
then (r
* (f
. x))
>
-infty by
A4,
XXREAL_3:def 5;
hence ((r
(#) f)
. x)
>
-infty by
A2,
MESFUNC1:def 6;
end;
suppose r
=
0 ;
then (r
* (f
. x))
>
-infty ;
hence ((r
(#) f)
. x)
>
-infty by
A2,
MESFUNC1:def 6;
end;
end;
hence (r
(#) f) is
without-infty by
MESFUNC5: 10;
end;
registration
let X be non
empty
set;
let f be
without+infty
Function of X,
ExtREAL ;
let r be non
positive
Real;
cluster (r
(#) f) ->
without-infty;
correctness by
Th12;
end
theorem ::
MESFUN11:13
Th13: for X be non
empty
set, r be
Real, f be
without-infty
Function of X,
ExtREAL st r
>=
0 holds (r
(#) f) is
without-infty
proof
let X be non
empty
set, r be
Real, f be
without-infty
Function of X,
ExtREAL ;
assume
A1: r
>=
0 ;
now
let x be
set;
assume
A2: x
in (
dom (r
(#) f));
then
A3: x
in (
dom f) by
MESFUNC1:def 6;
per cases by
A1;
suppose
A4: r
>
0 ;
then (r
* (f
. x))
> (r
*
-infty ) by
A3,
MESFUNC5: 10,
XXREAL_3: 72;
then (r
* (f
. x))
>
-infty by
A4,
XXREAL_3:def 5;
hence ((r
(#) f)
. x)
>
-infty by
A2,
MESFUNC1:def 6;
end;
suppose r
=
0 ;
then (r
* (f
. x))
>
-infty ;
hence ((r
(#) f)
. x)
>
-infty by
A2,
MESFUNC1:def 6;
end;
end;
hence (r
(#) f) is
without-infty by
MESFUNC5: 10;
end;
registration
let X be non
empty
set;
let f be
without-infty
Function of X,
ExtREAL ;
let r be non
negative
Real;
cluster (r
(#) f) ->
without-infty;
correctness by
Th13;
end
theorem ::
MESFUN11:14
Th14: for X be non
empty
set, r be
Real, f be
without-infty
Function of X,
ExtREAL st r
<=
0 holds (r
(#) f) is
without+infty
proof
let X be non
empty
set, r be
Real, f be
without-infty
Function of X,
ExtREAL ;
assume
A1: r
<=
0 ;
now
let x be
set;
assume
A2: x
in (
dom (r
(#) f));
then
A3: x
in (
dom f) by
MESFUNC1:def 6;
per cases by
A1;
suppose
A4: r
<
0 ;
then (r
* (f
. x))
< (r
*
-infty ) by
A3,
MESFUNC5: 10,
XXREAL_3: 102;
then (r
* (f
. x))
<
+infty by
A4,
XXREAL_3:def 5;
hence ((r
(#) f)
. x)
<
+infty by
A2,
MESFUNC1:def 6;
end;
suppose r
=
0 ;
then (r
* (f
. x))
<
+infty ;
hence ((r
(#) f)
. x)
<
+infty by
A2,
MESFUNC1:def 6;
end;
end;
hence (r
(#) f) is
without+infty by
MESFUNC5: 11;
end;
registration
let X be non
empty
set;
let f be
without-infty
Function of X,
ExtREAL ;
let r be non
positive
Real;
cluster (r
(#) f) ->
without+infty;
correctness by
Th14;
end
theorem ::
MESFUN11:15
Th15: for X be non
empty
set, r be
Real, f be
without-infty
without+infty
Function of X,
ExtREAL holds (r
(#) f) is
without-infty
without+infty
proof
let X be non
empty
set, r be
Real, f be
without-infty
without+infty
Function of X,
ExtREAL ;
per cases ;
suppose r
>=
0 ;
hence (r
(#) f) is
without-infty
without+infty;
end;
suppose r
<
0 ;
hence (r
(#) f) is
without-infty
without+infty;
end;
end;
registration
let X be non
empty
set;
let f be
without-infty
without+infty
Function of X,
ExtREAL ;
let r be
Real;
cluster (r
(#) f) ->
without-infty
without+infty;
correctness by
Th15;
end
theorem ::
MESFUN11:16
Th16: for X be non
empty
set, r be
positive
Real, f be
Function of X,
ExtREAL holds f is
without+infty iff (r
(#) f) is
without+infty
proof
let X be non
empty
set, r be
positive
Real, f be
Function of X,
ExtREAL ;
thus f is
without+infty implies (r
(#) f) is
without+infty;
assume
A2: (r
(#) f) is
without+infty;
now
let x be
set;
assume x
in (
dom f);
then
A3: x
in (
dom (r
(#) f)) by
MESFUNC1:def 6;
then ((r
(#) f)
. x)
= (r
* (f
. x)) by
MESFUNC1:def 6;
then (r
* (f
. x))
<
+infty by
A2,
A3,
MESFUNC5: 11;
then (f
. x)
<>
+infty by
XXREAL_3:def 5;
hence (f
. x)
<
+infty by
XXREAL_0: 4;
end;
hence f is
without+infty by
MESFUNC5: 11;
end;
theorem ::
MESFUN11:17
Th17: for X be non
empty
set, r be
negative
Real, f be
Function of X,
ExtREAL holds f is
without+infty iff (r
(#) f) is
without-infty
proof
let X be non
empty
set, r be
negative
Real, f be
Function of X,
ExtREAL ;
thus f is
without+infty implies (r
(#) f) is
without-infty;
assume
A2: (r
(#) f) is
without-infty;
now
let x be
set;
assume x
in (
dom f);
then
A3: x
in (
dom (r
(#) f)) by
MESFUNC1:def 6;
then ((r
(#) f)
. x)
= (r
* (f
. x)) by
MESFUNC1:def 6;
then (r
* (f
. x))
>
-infty by
A2,
A3,
MESFUNC5: 10;
then (f
. x)
<>
+infty by
XXREAL_3:def 5;
hence (f
. x)
<
+infty by
XXREAL_0: 4;
end;
hence f is
without+infty by
MESFUNC5: 11;
end;
theorem ::
MESFUN11:18
Th18: for X be non
empty
set, r be
positive
Real, f be
Function of X,
ExtREAL holds f is
without-infty iff (r
(#) f) is
without-infty
proof
let X be non
empty
set, r be
positive
Real, f be
Function of X,
ExtREAL ;
thus f is
without-infty implies (r
(#) f) is
without-infty;
assume
A2: (r
(#) f) is
without-infty;
now
let x be
set;
assume x
in (
dom f);
then
A3: x
in (
dom (r
(#) f)) by
MESFUNC1:def 6;
then ((r
(#) f)
. x)
= (r
* (f
. x)) by
MESFUNC1:def 6;
then (r
* (f
. x))
>
-infty by
A2,
A3,
MESFUNC5: 10;
then (f
. x)
<>
-infty by
XXREAL_3:def 5;
hence (f
. x)
>
-infty by
XXREAL_0: 6;
end;
hence f is
without-infty by
MESFUNC5: 10;
end;
theorem ::
MESFUN11:19
Th19: for X be non
empty
set, r be
negative
Real, f be
Function of X,
ExtREAL holds f is
without-infty iff (r
(#) f) is
without+infty
proof
let X be non
empty
set, r be
negative
Real, f be
Function of X,
ExtREAL ;
thus f is
without-infty implies (r
(#) f) is
without+infty;
assume
A2: (r
(#) f) is
without+infty;
now
let x be
set;
assume x
in (
dom f);
then
A3: x
in (
dom (r
(#) f)) by
MESFUNC1:def 6;
then ((r
(#) f)
. x)
= (r
* (f
. x)) by
MESFUNC1:def 6;
then (r
* (f
. x))
<
+infty by
A2,
A3,
MESFUNC5: 11;
then (f
. x)
<>
-infty by
XXREAL_3:def 5;
hence (f
. x)
>
-infty by
XXREAL_0: 6;
end;
hence f is
without-infty by
MESFUNC5: 10;
end;
theorem ::
MESFUN11:20
for X be non
empty
set, r be non
zero
Real, f be
Function of X,
ExtREAL holds f is
without-infty
without+infty iff (r
(#) f) is
without-infty
without+infty
proof
let X be non
empty
set, r be non
zero
Real, f be
Function of X,
ExtREAL ;
per cases ;
suppose r
>
0 ;
hence f is
without-infty
without+infty iff (r
(#) f) is
without-infty
without+infty by
Th16,
Th18;
end;
suppose r
<
0 ;
hence f is
without-infty
without+infty iff (r
(#) f) is
without-infty
without+infty by
Th17,
Th19;
end;
end;
theorem ::
MESFUN11:21
Th21: for X,Y be non
empty
set, f be
PartFunc of X,
ExtREAL , r be
Real st f
= (Y
--> r) holds f is
without-infty
without+infty
proof
let X,Y be non
empty
set, f be
PartFunc of X,
ExtREAL , r be
Real;
assume
A1: f
= (Y
--> r);
then for x be
object holds (f
. x)
>
-infty by
XREAL_0:def 1,
XXREAL_0: 12;
hence f is
without-infty by
MESFUNC5:def 5;
for x be
object holds (f
. x)
<
+infty by
A1,
XREAL_0:def 1,
XXREAL_0: 9;
hence f is
without+infty by
MESFUNC5:def 6;
end;
theorem ::
MESFUN11:22
for X be non
empty
set, f be
Function of X,
ExtREAL holds (
0
(#) f)
= (X
-->
0 ) & (
0
(#) f) is
without-infty
without+infty
proof
let X be non
empty
set, f be
Function of X,
ExtREAL ;
A1: (X
-->
0 ) is
Function of X,
ExtREAL by
FUNCOP_1: 45,
XXREAL_0:def 1;
for x be
Element of X holds ((
0
(#) f)
. x)
= ((X
-->
0 )
. x)
proof
let x be
Element of X;
x
in X;
then x
in (
dom (
0
(#) f)) by
FUNCT_2:def 1;
then ((
0
(#) f)
. x)
= (
0
* (f
. x)) by
MESFUNC1:def 6;
hence ((
0
(#) f)
. x)
= ((X
-->
0 )
. x) by
FUNCOP_1: 7;
end;
hence (
0
(#) f)
= (X
-->
0 ) by
A1,
FUNCT_2:def 8;
hence (
0
(#) f) is
without-infty
without+infty by
Th21;
end;
theorem ::
MESFUN11:23
Th23: for X be non
empty
set, f,g be
PartFunc of X,
ExtREAL st f is
without-infty
without+infty holds (
dom (f
+ g))
= ((
dom f)
/\ (
dom g)) & (
dom (f
- g))
= ((
dom f)
/\ (
dom g)) & (
dom (g
- f))
= ((
dom f)
/\ (
dom g))
proof
let X be non
empty
set, f,g be
PartFunc of X,
ExtREAL ;
assume
A1: f is
without-infty
without+infty;
then not
-infty
in (
rng f) by
MESFUNC5:def 3;
then
A2: (f
"
{
-infty })
=
{} by
FUNCT_1: 72;
not
+infty
in (
rng f) by
A1,
MESFUNC5:def 4;
then
A3: (f
"
{
+infty })
=
{} by
FUNCT_1: 72;
then (((f
"
{
+infty })
/\ (g
"
{
-infty }))
\/ ((f
"
{
-infty })
/\ (g
"
{
+infty })))
=
{} by
A2;
then (
dom (f
+ g))
= (((
dom f)
/\ (
dom g))
\
{} ) by
MESFUNC1:def 3;
hence (
dom (f
+ g))
= ((
dom f)
/\ (
dom g));
A4: (((f
"
{
+infty })
/\ (g
"
{
+infty }))
\/ ((f
"
{
-infty })
/\ (g
"
{
-infty })))
=
{} by
A2,
A3;
then (
dom (f
- g))
= (((
dom f)
/\ (
dom g))
\
{} ) by
MESFUNC1:def 4;
hence (
dom (f
- g))
= ((
dom f)
/\ (
dom g));
(
dom (g
- f))
= (((
dom f)
/\ (
dom g))
\
{} ) by
A4,
MESFUNC1:def 4;
hence (
dom (g
- f))
= ((
dom f)
/\ (
dom g));
end;
theorem ::
MESFUN11:24
for X be non
empty
set, f1,f2 be
Function of X,
ExtREAL st f2 is
without-infty
without+infty holds (f1
+ f2) is
Function of X,
ExtREAL & for x be
Element of X holds ((f1
+ f2)
. x)
= ((f1
. x)
+ (f2
. x))
proof
let X be non
empty
set, f1,f2 be
Function of X,
ExtREAL ;
assume
A1: f2 is
without-infty
without+infty;
(
dom f1)
= X & (
dom f2)
= X by
FUNCT_2:def 1;
then
A2: (
dom (f1
+ f2))
= (X
/\ X) by
A1,
Th23;
hence (f1
+ f2) is
Function of X,
ExtREAL by
FUNCT_2:def 1;
thus thesis by
A2,
MESFUNC1:def 3;
end;
theorem ::
MESFUN11:25
for X be non
empty
set, f1,f2 be
Function of X,
ExtREAL st f1 is
without-infty
without+infty holds (f1
- f2) is
Function of X,
ExtREAL & for x be
Element of X holds ((f1
- f2)
. x)
= ((f1
. x)
- (f2
. x))
proof
let X be non
empty
set, f1,f2 be
Function of X,
ExtREAL ;
assume
A1: f1 is
without-infty
without+infty;
(
dom f1)
= X & (
dom f2)
= X by
FUNCT_2:def 1;
then
A2: (
dom (f1
- f2))
= (X
/\ X) by
A1,
Th23;
hence (f1
- f2) is
Function of X,
ExtREAL by
FUNCT_2:def 1;
thus thesis by
A2,
MESFUNC1:def 4;
end;
theorem ::
MESFUN11:26
for X be non
empty
set, f1,f2 be
Function of X,
ExtREAL st f2 is
without-infty
without+infty holds (f1
- f2) is
Function of X,
ExtREAL & for x be
Element of X holds ((f1
- f2)
. x)
= ((f1
. x)
- (f2
. x))
proof
let X be non
empty
set, f1,f2 be
Function of X,
ExtREAL ;
assume
A1: f2 is
without-infty
without+infty;
(
dom f1)
= X & (
dom f2)
= X by
FUNCT_2:def 1;
then
A2: (
dom (f1
- f2))
= (X
/\ X) by
A1,
Th23;
hence (f1
- f2) is
Function of X,
ExtREAL by
FUNCT_2:def 1;
thus thesis by
A2,
MESFUNC1:def 4;
end;
theorem ::
MESFUN11:27
for X,Y be non
empty
set, f1,f2 be
PartFunc of X,
ExtREAL st (
dom f1)
c= Y & f2
= (Y
-->
0 ) holds (f1
+ f2)
= f1 & (f1
- f2)
= f1 & (f2
- f1)
= (
- f1)
proof
let X,Y be non
empty
set, f1,f2 be
PartFunc of X,
ExtREAL ;
assume that
A1: (
dom f1)
c= Y and
A2: f2
= (Y
-->
0 );
A3: (
dom f2)
= Y by
A2,
FUNCOP_1: 13;
f2 is
without-infty
without+infty by
A2,
Th21;
then
A4: (
dom (f1
+ f2))
= ((
dom f1)
/\ (
dom f2)) & (
dom (f1
- f2))
= ((
dom f1)
/\ (
dom f2)) & (
dom (f2
- f1))
= ((
dom f1)
/\ (
dom f2)) by
Th23;
then
A5: (
dom (f1
+ f2))
= (
dom f1) & (
dom (f1
- f2))
= (
dom f1) & (
dom (f2
- f1))
= (
dom f1) by
A1,
A3,
XBOOLE_1: 28;
then
A6: (
dom (
- f1))
= (
dom (f2
- f1)) by
MESFUNC1:def 7;
now
let x be
Element of X;
assume
A7: x
in (
dom (f1
+ f2));
then
A8: (f2
. x)
=
0 by
A1,
A2,
A5,
FUNCOP_1: 7;
((f1
+ f2)
. x)
= ((f1
. x)
+ (f2
. x)) by
A7,
MESFUNC1:def 3;
hence ((f1
+ f2)
. x)
= (f1
. x) by
A8,
XXREAL_3: 4;
end;
hence (f1
+ f2)
= f1 by
A4,
A1,
A3,
XBOOLE_1: 28,
PARTFUN1: 5;
now
let x be
Element of X;
assume
A9: x
in (
dom (f1
- f2));
then
A10: (f2
. x)
=
0 by
A1,
A2,
A5,
FUNCOP_1: 7;
((f1
- f2)
. x)
= ((f1
. x)
- (f2
. x)) by
A9,
MESFUNC1:def 4;
hence ((f1
- f2)
. x)
= (f1
. x) by
A10,
XXREAL_3: 15;
end;
hence (f1
- f2)
= f1 by
A4,
A1,
A3,
XBOOLE_1: 28,
PARTFUN1: 5;
now
let x be
Element of X;
assume
A11: x
in (
dom (f2
- f1));
then
A12: (f2
. x)
=
0 by
A1,
A2,
A5,
FUNCOP_1: 7;
((f2
- f1)
. x)
= ((f2
. x)
- (f1
. x)) by
A11,
MESFUNC1:def 4
.= ((
- (f1
. x))
+ (f2
. x)) by
XXREAL_3:def 4
.= (
- (f1
. x)) by
A12,
XXREAL_3: 4;
hence ((f2
- f1)
. x)
= ((
- f1)
. x) by
A11,
A6,
MESFUNC1:def 7;
end;
hence (f2
- f1)
= (
- f1) by
A6,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:28
Th28: 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 holds (f
+ g)
is_simple_func_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 such that
A1: f
is_simple_func_in S and
A4: g
is_simple_func_in S;
g is
real-valued by
A4,
MESFUNC2:def 4;
then
A8: (
dom (f
+ g))
= ((
dom f)
/\ (
dom g)) by
MESFUNC2: 2;
consider F be
Finite_Sep_Sequence of S, a be
FinSequence of
ExtREAL such that
A10: (F,a)
are_Re-presentation_of f by
A1,
MESFUNC3: 12;
consider G be
Finite_Sep_Sequence of S, b be
FinSequence of
ExtREAL such that
A9: (G,b)
are_Re-presentation_of g by
A4,
MESFUNC3: 12;
set la = (
len a);
set lb = (
len b);
A11: (
dom F)
= (
dom a) & (
dom G)
= (
dom b) by
A9,
A10,
MESFUNC3:def 1;
deffunc
FG1(
Nat) = ((F
. ((($1
-' 1)
div lb)
+ 1))
/\ (G
. ((($1
-' 1)
mod lb)
+ 1)));
consider FG be
FinSequence such that
A12: (
len FG)
= (la
* lb) and
A13: for k be
Nat st k
in (
dom FG) holds (FG
. k)
=
FG1(k) from
FINSEQ_1:sch 2;
A14: (
dom FG)
= (
Seg (la
* lb)) by
A12,
FINSEQ_1:def 3;
now
let k be
Nat;
assume k
in (
dom FG);
then (FG
. k)
= ((F
. (((k
-' 1)
div lb)
+ 1))
/\ (G
. (((k
-' 1)
mod lb)
+ 1))) by
A13;
hence (FG
. k)
in S;
end;
then
reconsider FG as
FinSequence of S by
FINSEQ_2: 12;
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
A25: k
in (
dom FG) and
A26: l
in (
dom FG) and
A27: k
<> l;
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
A13,
A25;
A30: k
in (
Seg (la
* lb)) by
A12,
A25,
FINSEQ_1:def 3;
A31: 1
<= k & k
<= (la
* lb) & 1
<= l & l
<= (la
* lb) by
A12,
A25,
A26,
FINSEQ_3: 25;
then
A33: lb
divides (la
* lb) & 1
<= (la
* lb) by
NAT_D:def 3,
XXREAL_0: 2;
A34: lb
<>
0 by
A30;
then lb
>= 1 by
NAT_1: 14;
then
A35: (((la
* lb)
-' 1)
div lb)
= (((la
* lb)
div lb)
- 1) by
A33,
NAT_2: 15;
(k
-' 1)
<= ((la
* lb)
-' 1) by
A31,
NAT_D: 42;
then ((k
-' 1)
div lb)
<= (((la
* lb)
div lb)
- 1) by
A35,
NAT_2: 24;
then i
<= ((la
* lb)
div lb) by
XREAL_1: 19;
then i
<= la by
A34,
NAT_D: 18;
then
A37: i
in (
dom F) by
A11,
NAT_1: 11,
FINSEQ_3: 25;
m
<= lb & j
<= lb by
A34,
NAT_D: 1,
NAT_1: 13;
then
A42: m
in (
dom G) & j
in (
dom G) by
A11,
NAT_1: 11,
FINSEQ_3: 25;
(l
-' 1)
<= ((la
* lb)
-' 1) by
A31,
NAT_D: 42;
then ((l
-' 1)
div lb)
<= (((la
* lb)
div lb)
- 1) by
A35,
NAT_2: 24;
then n
<= ((la
* lb)
div lb) by
XREAL_1: 19;
then n
<= la by
A34,
NAT_D: 18;
then
A44: n
in (
dom F) by
A11,
NAT_1: 11,
FINSEQ_3: 25;
((l
-' 1)
+ 1)
= ((((n
- 1)
* lb)
+ (m
- 1))
+ 1) by
A34,
NAT_D: 2;
then
A40: ((l
- 1)
+ 1)
= (((n
- 1)
* lb)
+ m) by
A31,
XREAL_1: 233;
((k
-' 1)
+ 1)
= ((((i
- 1)
* lb)
+ (j
- 1))
+ 1) by
A34,
NAT_D: 2;
then
A41: ((k
- 1)
+ 1)
= (((i
- 1)
* lb)
+ j) by
A31,
XREAL_1: 233;
per cases by
A27,
A40,
A41;
suppose i
<> n;
then
A45: (F
. i)
misses (F
. n) by
A37,
A44,
MESFUNC3: 4;
((FG
. k)
/\ (FG
. l))
= (((F
. i)
/\ (G
. j))
/\ ((F
. n)
/\ (G
. m))) by
A13,
A26,
A29
.= ((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
.=
{} by
A45;
hence thesis;
end;
suppose j
<> m;
then
A46: (G
. j)
misses (G
. m) by
A42,
MESFUNC3: 4;
((FG
. k)
/\ (FG
. l))
= (((F
. i)
/\ (G
. j))
/\ ((F
. n)
/\ (G
. m))) by
A13,
A26,
A29
.= ((F
. i)
/\ ((G
. j)
/\ ((F
. n)
/\ (G
. m)))) by
XBOOLE_1: 16
.= ((F
. i)
/\ ((F
. n)
/\ ((G
. j)
/\ (G
. m)))) by
XBOOLE_1: 16
.=
{} by
A46;
hence thesis;
end;
end;
then
reconsider FG as
Finite_Sep_Sequence of S by
MESFUNC3: 4;
A51: (
dom f)
= (
union (
rng F)) by
A10,
MESFUNC3:def 1;
A70: (
dom g)
= (
union (
rng G)) by
A9,
MESFUNC3:def 1;
A71: (
dom (f
+ g))
= (
union (
rng FG))
proof
thus (
dom (f
+ g))
c= (
union (
rng FG))
proof
let z be
object;
assume z
in (
dom (f
+ g));
then
A72: z
in (
dom f) & z
in (
dom g) by
A8,
XBOOLE_0:def 4;
then
consider Y be
set such that
A73: z
in Y and
A74: Y
in (
rng F) by
A51,
TARSKI:def 4;
consider Z be
set such that
A75: z
in Z and
A76: Z
in (
rng G) by
A70,
A72,
TARSKI:def 4;
consider j be
object such that
A77: j
in (
dom G) and
A78: Z
= (G
. j) by
A76,
FUNCT_1:def 3;
reconsider j as
Element of
NAT by
A77;
consider j9 be
Nat such that
A81: j
= (1
+ j9) by
A77,
Lm2,
FINSEQ_3: 25;
consider i be
object such that
A82: i
in (
dom F) and
A83: Y
= (F
. i) by
A74,
FUNCT_1:def 3;
reconsider i as
Element of
NAT by
A82;
consider i9 be
Nat such that
A85: i
= (1
+ i9) by
A82,
Lm2,
FINSEQ_3: 25;
A80: 1
<= j & j
<= lb by
A11,
A77,
FINSEQ_3: 25;
then
A87: j9
< lb by
A81,
NAT_1: 13;
reconsider k = (((i
- 1)
* lb)
+ j) as
Nat by
A85;
A88: k
>= (
0
+ j) by
A85,
XREAL_1: 6;
then
A89: (k
-' 1)
= (k
- 1) by
A80,
XREAL_1: 233,
XXREAL_0: 2
.= ((i9
* lb)
+ j9) by
A85,
A81;
then
A90: i
= (((k
-' 1)
div lb)
+ 1) by
A85,
A87,
NAT_D:def 1;
i
<= la by
A11,
A82,
FINSEQ_3: 25;
then (i
- 1)
<= (la
- 1) by
XREAL_1: 9;
then ((i
- 1)
* lb)
<= ((la
- 1)
* lb) by
XREAL_1: 64;
then
A91: k
<= (((la
- 1)
* lb)
+ j) by
XREAL_1: 6;
(((la
- 1)
* lb)
+ j)
<= (((la
- 1)
* lb)
+ lb) by
A80,
XREAL_1: 6;
then
A92: k
<= (la
* lb) by
A91,
XXREAL_0: 2;
B1: k
>= 1 by
A80,
A88,
XXREAL_0: 2;
then
A93: k
in (
Seg (la
* lb)) by
A92;
k
in (
dom FG) by
A12,
B1,
A92,
FINSEQ_3: 25;
then
A94: (FG
. k)
in (
rng FG) by
FUNCT_1:def 3;
A95: j
= (((k
-' 1)
mod lb)
+ 1) by
A81,
A89,
A87,
NAT_D:def 2;
z
in ((F
. i)
/\ (G
. j)) by
A73,
A83,
A75,
A78,
XBOOLE_0:def 4;
then z
in (FG
. k) by
A13,
A14,
A90,
A95,
A93;
hence thesis by
A94,
TARSKI:def 4;
end;
let z be
object;
assume z
in (
union (
rng FG));
then
consider Y be
set such that
A96: z
in Y and
A97: Y
in (
rng FG) by
TARSKI:def 4;
consider k be
object such that
A98: k
in (
dom FG) and
A99: Y
= (FG
. k) by
A97,
FUNCT_1:def 3;
reconsider k as
Element of
NAT by
A98;
set j = (((k
-' 1)
mod lb)
+ 1);
set i = (((k
-' 1)
div lb)
+ 1);
(FG
. k)
= ((F
. i)
/\ (G
. j)) by
A13,
A98;
then
A100: z
in (F
. i) & z
in (G
. j) by
A96,
A99,
XBOOLE_0:def 4;
A102: 1
<= k & k
<= (la
* lb) by
A12,
A98,
FINSEQ_3: 25;
A103: lb
<>
0 by
A102;
then
A104: lb
>= 1 by
NAT_1: 14;
lb
divides (la
* lb) & 1
<= (la
* lb) by
A102,
NAT_D:def 3,
XXREAL_0: 2;
then
A105: (((la
* lb)
-' 1)
div lb)
= (((la
* lb)
div lb)
- 1) by
A104,
NAT_2: 15;
A106: ((la
* lb)
div lb)
= la by
A103,
NAT_D: 18;
(k
-' 1)
<= ((la
* lb)
-' 1) by
A102,
NAT_D: 42;
then ((k
-' 1)
div lb)
<= (((la
* lb)
div lb)
- 1) by
A105,
NAT_2: 24;
then i
<= ((la
* lb)
div lb) by
XREAL_1: 19;
then i
in (
dom F) by
A11,
A106,
NAT_1: 11,
FINSEQ_3: 25;
then (F
. i)
in (
rng F) by
FUNCT_1:def 3;
then
a107: z
in (
dom f) by
A51,
A100,
TARSKI:def 4;
1
<= j
<= lb by
A103,
NAT_D: 1,
NAT_1: 11,
NAT_1: 13;
then j
in (
dom G) by
A11,
FINSEQ_3: 25;
then (G
. j)
in (
rng G) by
FUNCT_1:def 3;
then z
in (
dom g) by
A70,
A100,
TARSKI:def 4;
hence thesis by
A8,
a107,
XBOOLE_0:def 4;
end;
A107: 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
A108: k
in (
dom FG) and
A109: x
in (FG
. k) & y
in (FG
. k);
set i = (((k
-' 1)
div lb)
+ 1);
set j = (((k
-' 1)
mod lb)
+ 1);
A110: i
>= 1 & j
>= 1 by
NAT_1: 11;
(FG
. k)
= ((F
. i)
/\ (G
. j)) by
A13,
A108;
then
A112: x
in (F
. i) & x
in (G
. j) & y
in (F
. i) & y
in (G
. j) by
A109,
XBOOLE_0:def 4;
A113: 1
<= k & k
<= (la
* lb) by
A12,
A108,
FINSEQ_3: 25;
then
A115: (k
-' 1)
<= ((la
* lb)
-' 1) by
NAT_D: 42;
A116: lb
divides (la
* lb) & 1
<= (la
* lb) by
A113,
NAT_D:def 3,
XXREAL_0: 2;
A117: lb
<>
0 by
A113;
then lb
>= 1 by
NAT_1: 14;
then (((la
* lb)
-' 1)
div lb)
= (((la
* lb)
div lb)
- 1) by
A116,
NAT_2: 15;
then ((k
-' 1)
div lb)
<= (((la
* lb)
div lb)
- 1) by
A115,
NAT_2: 24;
then i
<= ((la
* lb)
div lb) by
XREAL_1: 19;
then i
<= la by
A117,
NAT_D: 18;
then
A119: (f
. x)
= (a
. i) & (f
. y)
= (a
. i) by
A10,
A11,
A110,
A112,
FINSEQ_3: 25,
MESFUNC3:def 1;
A120: j
<= lb by
A117,
NAT_D: 1,
NAT_1: 13;
(FG
. k)
in (
rng FG) by
A108,
FUNCT_1:def 3;
then
A124: x
in (
dom (f
+ g)) & y
in (
dom (f
+ g)) by
A71,
A109,
TARSKI:def 4;
hence ((f
+ g)
. x)
= ((f
. x)
+ (g
. x)) by
MESFUNC1:def 3
.= ((a
. i)
+ (b
. j)) by
A9,
A11,
A110,
A120,
A112,
A119,
FINSEQ_3: 25,
MESFUNC3:def 1
.= ((f
. y)
+ (g
. y)) by
A9,
A11,
A110,
A120,
A112,
A119,
FINSEQ_3: 25,
MESFUNC3:def 1
.= ((f
+ g)
. y) by
A124,
MESFUNC1:def 3;
end;
now
let x be
Element of X;
assume
A188: x
in (
dom (f
+ g));
then
|.((f
+ g)
. x).|
=
|.((f
. x)
+ (g
. x)).| by
MESFUNC1:def 3;
then
A189:
|.((f
+ g)
. x).|
<= (
|.(f
. x).|
+
|.(g
. x).|) by
EXTREAL1: 24;
x
in (
dom f) & x
in (
dom g) by
A188,
A8,
XBOOLE_0:def 4;
then
|.(f
. x).|
<
+infty &
|.(g
. x).|
<
+infty by
A1,
A4,
MESFUNC2:def 1,
MESFUNC2:def 4;
then (
|.(f
. x).|
+
|.(g
. x).|)
<>
+infty by
XXREAL_3: 16;
hence
|.((f
+ g)
. x).|
<
+infty by
A189,
XXREAL_0: 2,
XXREAL_0: 4;
end;
hence (f
+ g)
is_simple_func_in S by
A71,
A107,
MESFUNC2:def 1,
MESFUNC2:def 4;
end;
theorem ::
MESFUN11:29
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 holds (f
- g)
is_simple_func_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 such that
A1: f
is_simple_func_in S and
A4: g
is_simple_func_in S;
((
- 1)
(#) g)
is_simple_func_in S by
A4,
MESFUNC5: 39;
then (
- g)
is_simple_func_in S by
MESFUNC2: 9;
then (f
+ (
- g))
is_simple_func_in S by
A1,
Th28;
then (
- (g
- f))
is_simple_func_in S by
MEASUR11: 64;
hence (f
- g)
is_simple_func_in S by
MEASUR11: 64;
end;
theorem ::
MESFUN11:30
Th30: 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_simple_func_in S
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;
(
- f)
= ((
- 1)
(#) f) by
MESFUNC2: 9;
hence (
- f)
is_simple_func_in S by
A1,
MESFUNC5: 39;
end;
theorem ::
MESFUN11:31
for X be non
empty
set, f be
nonnegative
PartFunc of X,
ExtREAL holds f
= (
max+ f)
proof
let X be non
empty
set, f be
nonnegative
PartFunc of X,
ExtREAL ;
b3: (
dom f)
= (
dom (
max+ f)) by
MESFUNC2:def 2;
for x be
Element of X st x
in (
dom f) holds (f
. x)
= ((
max+ f)
. x)
proof
let x be
Element of X;
assume
b2: x
in (
dom f);
(
max ((f
. x),
0 ))
= (f
. x) by
SUPINF_2: 51,
XXREAL_0:def 10;
hence (f
. x)
= ((
max+ f)
. x) by
b2,
b3,
MESFUNC2:def 2;
end;
hence f
= (
max+ f) by
b3,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:32
Th32: for X be non
empty
set, f be
nonpositive
PartFunc of X,
ExtREAL holds f
= (
- (
max- f))
proof
let X be non
empty
set, f be
nonpositive
PartFunc of X,
ExtREAL ;
b1: (
dom f)
= (
dom (
max- f)) by
MESFUNC2:def 3
.= (
dom (
- (
max- f))) by
MESFUNC1:def 7;
b3: (
dom f)
= (
dom (
max+ f)) by
MESFUNC2:def 2;
for x be
Element of X st x
in (
dom f) holds (f
. x)
= ((
- (
max- f))
. x)
proof
let x be
Element of X;
assume
b2: x
in (
dom f);
(
max ((f
. x),
0 ))
=
0 by
MESFUNC5: 8,
XXREAL_0:def 10;
then ((
max+ f)
. x)
=
0 by
b2,
b3,
MESFUNC2:def 2;
then ((
max- f)
. x)
= (
- (f
. x)) by
b2,
MESFUNC2: 20;
then (f
. x)
= (
- ((
max- f)
. x));
hence (f
. x)
= ((
- (
max- f))
. x) by
b1,
b2,
MESFUNC1:def 7;
end;
hence f
= (
- (
max- f)) by
b1,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:33
Th33: for C be non
empty
set, f be
PartFunc of C,
ExtREAL , c be
Real st c
<=
0 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: c
<=
0 ;
A2: (
dom (
max+ (c
(#) f)))
= (
dom (c
(#) f)) by
MESFUNC2:def 2
.= (
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
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 3;
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;
B1: (((
- c)
(#) (
max- f))
. x)
= ((
- c)
* ((
max- f)
. x)) by
A2,
A3,
MESFUNC1:def 6
.= ((
- c)
* (
max ((
- (f
. x)),
0 ))) by
A5,
MESFUNC2:def 3;
per cases ;
suppose (f
. x)
>=
0 ;
then ((
max+ (c
(#) f))
. x)
=
0 & (
max ((
- (f
. x)),
0 ))
=
0 by
A1,
A6,
XXREAL_0:def 10;
hence thesis by
B1;
end;
suppose
D1: (f
. x)
<
0 ;
then
B2: ((
max+ (c
(#) f))
. x)
= (c
* (f
. x)) & (
max ((
- (f
. x)),
0 ))
= (
- (f
. x)) by
A1,
A6,
XXREAL_0:def 10;
per cases by
D1,
XXREAL_0: 14;
suppose
E1: (f
. x)
=
-infty ;
per cases by
A1;
suppose c
=
0 ;
then ((
max+ (c
(#) f))
. x)
=
0 & (((
- c)
(#) (
max- f))
. x)
=
0 by
B1,
A6,
XXREAL_0:def 10;
hence thesis;
end;
suppose
F1: c
<
0 ;
then ((
- c)
* (
- (f
. x)))
=
+infty by
E1,
XXREAL_3: 5,
XXREAL_3:def 5;
hence thesis by
B1,
B2,
E1,
F1,
XXREAL_3:def 5;
end;
end;
suppose (f
. x)
in
REAL ;
then
reconsider a = (f
. x) as
Real;
((
- c)
* (
- a))
= ((
- c)
* (
- (f
. x)));
then ((
- c)
* (
- (f
. x)))
= (c
* a)
.= (c
* (f
. x));
hence thesis by
B1,
B2;
end;
end;
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 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
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 2;
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;
A12: (((
- c)
(#) (
max+ f))
. x)
= ((
- c)
* ((
max+ f)
. x)) by
A7,
A8,
MESFUNC1:def 6
.= ((
- c)
* (
max ((f
. x),
0 ))) by
A10,
MESFUNC2:def 2
.= (
max (((
- c)
* (f
. x)),((
- c)
*
0 qua
ExtReal))) by
A1,
MESFUNC5: 6
.= (
max (((
- c)
* (f
. x)),
0 ));
(
- (c
* (f
. x)))
= ((
- c)
* (f
. x))
proof
per cases by
XXREAL_0: 14;
suppose
E1: (f
. x)
=
+infty ;
per cases by
A1;
suppose c
=
0 ;
then (c
* (f
. x))
=
0 & ((
- c)
* (f
. x))
=
0 ;
hence (
- (c
* (f
. x)))
= ((
- c)
* (f
. x));
end;
suppose
E2: c
<
0 ;
then (c
* (f
. x))
=
-infty by
E1,
XXREAL_3:def 5;
hence (
- (c
* (f
. x)))
= ((
- c)
* (f
. x)) by
E1,
E2,
XXREAL_3: 5,
XXREAL_3:def 5;
end;
end;
suppose
E1: (f
. x)
=
-infty ;
per cases by
A1;
suppose c
=
0 ;
then (c
* (f
. x))
=
0 & ((
- c)
* (f
. x))
=
0 ;
hence (
- (c
* (f
. x)))
= ((
- c)
* (f
. x));
end;
suppose
E2: c
<
0 ;
then (c
* (f
. x))
=
+infty by
E1,
XXREAL_3:def 5;
hence (
- (c
* (f
. x)))
= ((
- c)
* (f
. x)) by
E1,
E2,
XXREAL_3: 6,
XXREAL_3:def 5;
end;
end;
suppose (f
. x)
in
REAL ;
then
reconsider a = (f
. x) as
Real;
((
- c)
* a)
= ((
- c)
* (f
. x));
then ((
- c)
* (f
. x))
= (
- (c
* a));
hence (
- (c
* (f
. x)))
= ((
- c)
* (f
. x));
end;
end;
hence thesis by
A11,
A12;
end;
hence thesis by
A7,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:34
Th34: for X be non
empty
set, f be
PartFunc of X,
ExtREAL holds (
max+ f)
= (
max- (
- f))
proof
let X be non
empty
set, f be
PartFunc of X,
ExtREAL ;
(
- f)
= ((
- 1)
(#) f) by
MESFUNC2: 9;
then (
max- (
- f))
= ((
- (
- 1))
(#) (
max+ f)) by
Th33;
hence thesis by
MESFUNC2: 1;
end;
theorem ::
MESFUN11:35
Th35: for X be non
empty
set, f be
PartFunc of X,
ExtREAL , r1,r2 be
Real holds (r1
(#) (r2
(#) f))
= ((r1
* r2)
(#) f)
proof
let X be non
empty
set, f be
PartFunc of X,
ExtREAL , r1,r2 be
Real;
A1: (
dom (r1
(#) (r2
(#) f)))
= (
dom (r2
(#) f)) by
MESFUNC1:def 6;
then
A2: (
dom (r1
(#) (r2
(#) f)))
= (
dom f) by
MESFUNC1:def 6;
A3: (
dom ((r1
* r2)
(#) f))
= (
dom f) by
MESFUNC1:def 6;
for x be
Element of X st x
in (
dom (r1
(#) (r2
(#) f))) holds ((r1
(#) (r2
(#) f))
. x)
= (((r1
* r2)
(#) f)
. x)
proof
let x be
Element of X;
assume
A4: x
in (
dom (r1
(#) (r2
(#) f)));
then ((r1
(#) (r2
(#) f))
. x)
= (r1
* ((r2
(#) f)
. x)) by
MESFUNC1:def 6;
then
A5: ((r1
(#) (r2
(#) f))
. x)
= (r1
* (r2
* (f
. x))) by
A1,
A4,
MESFUNC1:def 6;
(((r1
* r2)
(#) f)
. x)
= ((r1
* r2)
* (f
. x)) by
A2,
A3,
A4,
MESFUNC1:def 6;
hence thesis by
A5,
XXREAL_3: 66;
end;
hence (r1
(#) (r2
(#) f))
= ((r1
* r2)
(#) f) by
A2,
A3,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:36
Th36: for X be non
empty
set, f,g be
PartFunc of X,
ExtREAL st f
= (
- g) holds g
= (
- f)
proof
let X be non
empty
set, f,g be
PartFunc of X,
ExtREAL ;
assume f
= (
- g);
then f
= ((
- 1)
(#) g) by
MESFUNC2: 9;
then (
- f)
= ((
- 1)
(#) ((
- 1)
(#) g)) by
MESFUNC2: 9;
then (
- f)
= (((
- 1)
* (
- 1))
(#) g) by
Th35;
hence g
= (
- f) by
MESFUNC2: 1;
end;
definition
let X be non
empty
set;
let F be
Functional_Sequence of X,
ExtREAL ;
let r be
Real;
::
MESFUN11:def1
func r
(#) F ->
Functional_Sequence of X,
ExtREAL means
:
Def1: for n be
Nat holds (it
. n)
= (r
(#) (F
. n));
existence
proof
deffunc
U(
Nat) = (r
(#) (F
. $1));
thus ex f be
Functional_Sequence of X,
ExtREAL st for n be
Nat holds (f
. n)
=
U(n) from
SEQFUNC:sch 1;
end;
uniqueness
proof
let H1,H2 be
Functional_Sequence of X,
ExtREAL such that
A1: for n be
Nat holds (H1
. n)
= (r
(#) (F
. n)) and
A2: for n be
Nat holds (H2
. n)
= (r
(#) (F
. n));
now
let n be
Element of
NAT ;
(H1
. n)
= (r
(#) (F
. n)) by
A1;
hence (H1
. n)
= (H2
. n) by
A2;
end;
hence H1
= H2 by
FUNCT_2: 63;
end;
end
definition
let X be non
empty
set;
let F be
Functional_Sequence of X,
ExtREAL ;
::
MESFUN11:def2
func
- F ->
Functional_Sequence of X,
ExtREAL equals ((
- 1)
(#) F);
correctness ;
end
theorem ::
MESFUN11:37
Th37: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , n be
Nat holds ((
- F)
. n)
= (
- (F
. n))
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , n be
Nat;
thus ((
- F)
. n)
= ((
- 1)
(#) (F
. n)) by
Def1
.= (
- (F
. n)) by
MESFUNC2: 9;
end;
theorem ::
MESFUN11:38
Th38: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X holds ((
- F)
# x)
= (
- (F
# x))
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X;
now
let n be
Element of
NAT ;
A1: (
dom (
- (F
# x)))
=
NAT by
FUNCT_2:def 1;
A2: (((
- F)
# x)
. n)
= (((
- F)
. n)
. x) by
MESFUNC5:def 13
.= ((
- (F
. n))
. x) by
Th37;
A3: ((
- (F
# x))
. n)
= (
- ((F
# x)
. n)) by
A1,
MESFUNC1:def 7
.= (
- ((F
. n)
. x)) by
MESFUNC5:def 13;
A4: (
dom (F
. n))
= (
dom (
- (F
. n))) by
MESFUNC1:def 7;
per cases ;
suppose x
in (
dom (F
. n));
hence (((
- F)
# x)
. n)
= ((
- (F
# x))
. n) by
A3,
A2,
A4,
MESFUNC1:def 7;
end;
suppose
A5: not x
in (
dom (F
. n));
then
A6: not x
in (
dom (
- (F
. n))) by
MESFUNC1:def 7;
((
- (F
# x))
. n)
= (
-
0 ) by
A3,
A5,
FUNCT_1:def 2;
hence (((
- F)
# x)
. n)
= ((
- (F
# x))
. n) by
A6,
A2,
FUNCT_1:def 2;
end;
end;
hence ((
- F)
# x)
= (
- (F
# x)) by
FUNCT_2:def 8;
end;
theorem ::
MESFUN11:39
Th39: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X holds ((F
# x) is
convergent_to_+infty iff ((
- F)
# x) is
convergent_to_-infty) & ((F
# x) is
convergent_to_-infty iff ((
- F)
# x) is
convergent_to_+infty) & ((F
# x) is
convergent_to_finite_number iff ((
- F)
# x) is
convergent_to_finite_number) & ((F
# x) is
convergent iff ((
- F)
# x) is
convergent) & ((F
# x) is
convergent implies (
lim ((
- F)
# x))
= (
- (
lim (F
# x))))
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X;
A1: (F
# x) is
convergent_to_+infty implies (
- (F
# x)) is
convergent_to_-infty by
DBLSEQ_3: 17;
(
- (F
# x)) is
convergent_to_-infty implies (
- (
- (F
# x))) is
convergent_to_+infty by
DBLSEQ_3: 17;
hence
A2: (F
# x) is
convergent_to_+infty iff ((
- F)
# x) is
convergent_to_-infty by
A1,
DBLSEQ_3: 2,
Th38;
A3: (F
# x) is
convergent_to_-infty implies (
- (F
# x)) is
convergent_to_+infty by
DBLSEQ_3: 17;
(
- (F
# x)) is
convergent_to_+infty implies (
- (
- (F
# x))) is
convergent_to_-infty by
DBLSEQ_3: 17;
hence
A4: (F
# x) is
convergent_to_-infty iff ((
- F)
# x) is
convergent_to_+infty by
A3,
DBLSEQ_3: 2,
Th38;
A5: (F
# x) is
convergent_to_finite_number implies (
- (F
# x)) is
convergent_to_finite_number by
DBLSEQ_3: 17;
(
- (F
# x)) is
convergent_to_finite_number implies (
- (
- (F
# x))) is
convergent_to_finite_number by
DBLSEQ_3: 17;
hence
A6: (F
# x) is
convergent_to_finite_number iff ((
- F)
# x) is
convergent_to_finite_number by
A5,
Th38,
DBLSEQ_3: 2;
thus (F
# x) is
convergent iff ((
- F)
# x) is
convergent by
A2,
A4,
A6,
MESFUNC5:def 11;
hereby
assume (F
# x) is
convergent;
then (
lim (
- (F
# x)))
= (
- (
lim (F
# x))) by
DBLSEQ_3: 17;
hence (
lim ((
- F)
# x))
= (
- (
lim (F
# x))) by
Th38;
end;
end;
theorem ::
MESFUN11:40
Th40: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL st F is
with_the_same_dom holds (
- F) is
with_the_same_dom
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL ;
assume
A1: F is
with_the_same_dom;
now
let n,m be
Nat;
((
- F)
. n)
= (
- (F
. n)) & ((
- F)
. m)
= (
- (F
. m)) by
Th37;
then (
dom ((
- F)
. n))
= (
dom (F
. n)) & (
dom ((
- F)
. m))
= (
dom (F
. m)) by
MESFUNC1:def 7;
hence (
dom ((
- F)
. n))
= (
dom ((
- F)
. m)) by
A1,
MESFUNC8:def 2;
end;
hence (
- F) is
with_the_same_dom by
MESFUNC8:def 2;
end;
theorem ::
MESFUN11:41
Th41: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL st F is
additive holds (
- F) is
additive
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL ;
assume
A1: F is
additive;
now
let n,m be
Nat;
assume n
<> m;
let x be
set;
assume x
in ((
dom ((
- F)
. n))
/\ (
dom ((
- F)
. m)));
then x
in ((
dom (
- (F
. n)))
/\ (
dom ((
- F)
. m))) by
Th37;
then
A3: x
in ((
dom (
- (F
. n)))
/\ (
dom (
- (F
. m)))) by
Th37;
then x
in (
dom (
- (F
. n))) & x
in (
dom (
- (F
. m))) by
XBOOLE_0:def 4;
then ((
- (F
. n))
. x)
= (
- ((F
. n)
. x)) & ((
- (F
. m))
. x)
= (
- ((F
. m)
. x)) by
MESFUNC1:def 7;
then
A4: (((
- F)
. n)
. x)
= (
- ((F
. n)
. x)) & (((
- F)
. m)
. x)
= (
- ((F
. m)
. x)) by
Th37;
x
in ((
dom (F
. n))
/\ (
dom (
- (F
. m)))) by
A3,
MESFUNC1:def 7;
then x
in ((
dom (F
. n))
/\ (
dom (F
. m))) by
MESFUNC1:def 7;
hence (((
- F)
. n)
. x)
<>
+infty or (((
- F)
. m)
. x)
<>
-infty by
A4,
XXREAL_3: 6,
A1,
MESFUNC9:def 5;
end;
hence (
- F) is
additive by
MESFUNC9:def 5;
end;
theorem ::
MESFUN11:42
Th42: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , n be
Nat holds ((
Partial_Sums (
- F))
. n)
= ((
- (
Partial_Sums F))
. n)
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , n be
Nat;
defpred
P[
Nat] means ((
Partial_Sums (
- F))
. $1)
= ((
- (
Partial_Sums F))
. $1);
((
Partial_Sums (
- F))
.
0 )
= ((
- F)
.
0 ) by
MESFUNC9:def 4
.= (
- (F
.
0 )) by
Th37
.= (
- ((
Partial_Sums F)
.
0 )) by
MESFUNC9:def 4;
then
A1:
P[
0 ] by
Th37;
A2: for k be
Nat st
P[k] holds
P[(k
+ 1)]
proof
let k be
Nat;
assume
A3:
P[k];
((
Partial_Sums (
- F))
. (k
+ 1))
= (((
Partial_Sums (
- F))
. k)
+ ((
- F)
. (k
+ 1))) by
MESFUNC9:def 4
.= (((
- (
Partial_Sums F))
. k)
+ (
- (F
. (k
+ 1)))) by
A3,
Th37
.= ((
- ((
Partial_Sums F)
. k))
+ (
- (F
. (k
+ 1)))) by
Th37
.= (
- (((
Partial_Sums F)
. k)
+ (F
. (k
+ 1)))) by
MEASUR11: 64
.= (
- ((
Partial_Sums F)
. (k
+ 1))) by
MESFUNC9:def 4;
hence
P[(k
+ 1)] by
Th37;
end;
for k be
Nat holds
P[k] from
NAT_1:sch 2(
A1,
A2);
hence ((
Partial_Sums (
- F))
. n)
= ((
- (
Partial_Sums F))
. n);
end;
theorem ::
MESFUN11:43
Th43: for seq be
ExtREAL_sequence, n be
Nat holds ((
Partial_Sums (
- seq))
. n)
= (
- ((
Partial_Sums seq)
. n))
proof
let seq be
ExtREAL_sequence, n be
Nat;
defpred
P[
Nat] means ((
Partial_Sums (
- seq))
. $1)
= (
- ((
Partial_Sums seq)
. $1));
A1: (
dom (
- seq))
=
NAT by
FUNCT_2:def 1;
((
Partial_Sums (
- seq))
.
0 )
= ((
- seq)
.
0 ) by
MESFUNC9:def 1
.= (
- (seq
.
0 )) by
A1,
MESFUNC1:def 7;
then
A3:
P[
0 ] by
MESFUNC9:def 1;
A4: for k be
Nat st
P[k] holds
P[(k
+ 1)]
proof
let k be
Nat;
assume
A5:
P[k];
((
Partial_Sums (
- seq))
. (k
+ 1))
= (((
Partial_Sums (
- seq))
. k)
+ ((
- seq)
. (k
+ 1))) by
MESFUNC9:def 1
.= ((
- ((
Partial_Sums seq)
. k))
+ (
- (seq
. (k
+ 1)))) by
A1,
A5,
MESFUNC1:def 7
.= (
- (((
Partial_Sums seq)
. k)
+ (seq
. (k
+ 1)))) by
XXREAL_3: 9;
hence
P[(k
+ 1)] by
MESFUNC9:def 1;
end;
for k be
Nat holds
P[k] from
NAT_1:sch 2(
A3,
A4);
hence ((
Partial_Sums (
- seq))
. n)
= (
- ((
Partial_Sums seq)
. n));
end;
theorem ::
MESFUN11:44
Th44: for seq be
ExtREAL_sequence holds (
Partial_Sums (
- seq))
= (
- (
Partial_Sums seq))
proof
let seq be
ExtREAL_sequence;
now
let n be
Element of
NAT ;
A1: (
dom (
- (
Partial_Sums seq)))
=
NAT by
FUNCT_2:def 1;
((
Partial_Sums (
- seq))
. n)
= (
- ((
Partial_Sums seq)
. n)) by
Th43;
hence ((
Partial_Sums (
- seq))
. n)
= ((
- (
Partial_Sums seq))
. n) by
A1,
MESFUNC1:def 7;
end;
hence (
Partial_Sums (
- seq))
= (
- (
Partial_Sums seq)) by
FUNCT_2:def 8;
end;
theorem ::
MESFUN11:45
Th45: for seq be
ExtREAL_sequence st seq is
summable holds (
- seq) is
summable
proof
let seq be
ExtREAL_sequence;
assume seq is
summable;
then
A1: (
Partial_Sums seq) is
convergent by
MESFUNC9:def 2;
(
Partial_Sums (
- seq))
= (
- (
Partial_Sums seq)) by
Th44;
hence (
- seq) is
summable by
A1,
DBLSEQ_3: 17,
MESFUNC9:def 2;
end;
theorem ::
MESFUN11:46
Th46: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL st (for n be
Nat holds (F
. n) is
without+infty) holds F is
additive
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL ;
assume for n be
Nat holds (F
. n) is
without+infty;
then for n,m be
Nat st n
<> m holds for x be
set st x
in ((
dom (F
. n))
/\ (
dom (F
. m))) holds ((F
. n)
. x)
<>
+infty or ((F
. m)
. x)
<>
-infty by
MESFUNC5:def 6;
hence F is
additive by
MESFUNC9:def 5;
end;
theorem ::
MESFUN11:47
Th47: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL st (for n be
Nat holds (F
. n) is
without-infty) holds F is
additive
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL ;
assume for n be
Nat holds (F
. n) is
without-infty;
then for n,m be
Nat st n
<> m holds for x be
set st x
in ((
dom (F
. n))
/\ (
dom (F
. m))) holds ((F
. n)
. x)
<>
+infty or ((F
. m)
. x)
<>
-infty by
MESFUNC5:def 5;
hence F is
additive by
MESFUNC9:def 5;
end;
theorem ::
MESFUN11:48
Th48: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X st (F
# x) is
summable holds ((
- F)
# x) is
summable & (
Sum ((
- F)
# x))
= (
- (
Sum (F
# x)))
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , x be
Element of X;
assume
A1: (F
# x) is
summable;
then (
- (F
# x)) is
summable by
Th45;
hence ((
- F)
# x) is
summable by
Th38;
A2: (
- (F
# x))
= ((
- F)
# x) by
Th38;
(
Partial_Sums (F
# x)) is
convergent by
A1,
MESFUNC9:def 2;
then (
lim (
- (
Partial_Sums (F
# x))))
= (
- (
lim (
Partial_Sums (F
# x)))) by
DBLSEQ_3: 17;
then (
lim (
Partial_Sums (
- (F
# x))))
= (
- (
lim (
Partial_Sums (F
# x)))) by
Th44;
then (
lim (
Partial_Sums ((
- F)
# x)))
= (
- (
Sum (F
# x))) by
A2,
MESFUNC9:def 3;
hence (
Sum ((
- F)
# x))
= (
- (
Sum (F
# x))) by
MESFUNC9:def 3;
end;
theorem ::
MESFUN11:49
Th49: for X be non
empty
set, S be
SigmaField of X, F be
Functional_Sequence of X,
ExtREAL st F is
additive & F is
with_the_same_dom & (for x be
Element of X st x
in (
dom (F
.
0 )) holds (F
# x) is
summable) holds (
lim (
Partial_Sums (
- F)))
= (
- (
lim (
Partial_Sums F)))
proof
let X be non
empty
set, S be
SigmaField of X, F be
Functional_Sequence of X,
ExtREAL ;
assume that
A1: F is
additive and
A2: F is
with_the_same_dom and
A3: for x be
Element of X st x
in (
dom (F
.
0 )) holds (F
# x) is
summable;
set G = (
- F);
for n be
Element of
NAT holds ((
Partial_Sums G)
. n)
= ((
- (
Partial_Sums F))
. n) by
Th42;
then
A4: (
Partial_Sums G)
= (
- (
Partial_Sums F)) by
FUNCT_2:def 7;
A5: (
dom (
lim (
Partial_Sums G)))
= (
dom ((
Partial_Sums G)
.
0 )) by
MESFUNC8:def 9
.= (
dom (G
.
0 )) by
MESFUNC9:def 4
.= (
dom (
- (F
.
0 ))) by
Th37
.= (
dom (F
.
0 )) by
MESFUNC1:def 7;
A6: (
dom (
- (
lim (
Partial_Sums F))))
= (
dom (
lim (
Partial_Sums F))) by
MESFUNC1:def 7;
then
A7: (
dom (
- (
lim (
Partial_Sums F))))
= (
dom ((
Partial_Sums F)
.
0 )) by
MESFUNC8:def 9
.= (
dom (F
.
0 )) by
MESFUNC9:def 4;
for x be
Element of X st x
in (
dom (
lim (
Partial_Sums G))) holds ((
lim (
Partial_Sums G))
. x)
= ((
- (
lim (
Partial_Sums F)))
. x)
proof
let x be
Element of X;
assume
A8: x
in (
dom (
lim (
Partial_Sums G)));
then (F
# x) is
summable by
A3,
A5;
then (
Partial_Sums (F
# x)) is
convergent by
MESFUNC9:def 2;
then
A9: ((
Partial_Sums F)
# x) is
convergent by
A1,
A2,
A8,
A5,
MESFUNC9: 33;
((
Partial_Sums G)
# x)
= (
- ((
Partial_Sums F)
# x)) by
A4,
Th38;
then
A10: (
lim ((
Partial_Sums G)
# x))
= (
- (
lim ((
Partial_Sums F)
# x))) by
A9,
DBLSEQ_3: 17;
((
- (
lim (
Partial_Sums F)))
. x)
= (
- ((
lim (
Partial_Sums F))
. x)) by
A7,
A5,
A8,
MESFUNC1:def 7;
then ((
- (
lim (
Partial_Sums F)))
. x)
= (
- (
lim ((
Partial_Sums F)
# x))) by
A7,
A5,
A8,
A6,
MESFUNC8:def 9;
hence ((
lim (
Partial_Sums G))
. x)
= ((
- (
lim (
Partial_Sums F)))
. x) by
A8,
A10,
MESFUNC8:def 9;
end;
hence (
lim (
Partial_Sums G))
= (
- (
lim (
Partial_Sums F))) by
A7,
A5,
PARTFUN1: 5;
end;
theorem ::
MESFUN11:50
Th50: for X be non
empty
set, S be
SigmaField of X, F,G be
Functional_Sequence of X,
ExtREAL , E be
Element of S st E
c= (
dom (F
.
0 )) & F is
additive & F is
with_the_same_dom & (for n be
Nat holds (G
. n)
= ((F
. n)
| E)) holds (
lim (
Partial_Sums G))
= ((
lim (
Partial_Sums F))
| E)
proof
let X be non
empty
set, S be
SigmaField of X, F,G be
Functional_Sequence of X,
ExtREAL , E be
Element of S;
assume that
A1: E
c= (
dom (F
.
0 )) and
A2: F is
additive and
A3: F is
with_the_same_dom and
A5: for n be
Nat holds (G
. n)
= ((F
. n)
| E);
A6: G is
additive
with_the_same_dom
Functional_Sequence of X,
ExtREAL by
A2,
A3,
A5,
MESFUNC9: 18,
MESFUNC9: 31;
(
dom ((F
.
0 )
| E))
= E by
A1,
RELAT_1: 62;
then
A8: E
= (
dom (G
.
0 )) by
A5;
A9: for x be
Element of X st x
in E holds (F
# x)
= (G
# x)
proof
let x be
Element of X;
assume
A10: x
in E;
for n be
Element of
NAT holds ((F
# x)
. n)
= ((G
# x)
. n)
proof
let n be
Element of
NAT ;
(
dom (G
. n))
= E by
A8,
MESFUNC8:def 2,
A3,
A5,
MESFUNC9: 18;
then x
in (
dom ((F
. n)
| E)) by
A5,
A10;
then (((F
. n)
| E)
. x)
= ((F
. n)
. x) by
FUNCT_1: 47;
then
A11: ((G
. n)
. x)
= ((F
. n)
. x) by
A5;
((F
# x)
. n)
= ((F
. n)
. x) by
MESFUNC5:def 13;
hence thesis by
A11,
MESFUNC5:def 13;
end;
hence thesis by
FUNCT_2:def 7;
end;
set E1 = (
dom (F
.
0 ));
set PF = (
Partial_Sums F);
set PG = (
Partial_Sums G);
A13: (
dom (
lim PG))
= (
dom (PG
.
0 )) by
MESFUNC8:def 9;
(
dom (PF
.
0 ))
= E1 by
A2,
A3,
MESFUNC9: 29;
then
A14: E
c= (
dom (
lim PF)) by
A1,
MESFUNC8:def 9;
A15: for x be
Element of X st x
in (
dom (
lim PG)) holds ((
lim PG)
. x)
= ((
lim PF)
. x)
proof
let x be
Element of X;
set PFx = (
Partial_Sums (F
# x));
set PGx = (
Partial_Sums (G
# x));
assume
A16: x
in (
dom (
lim PG));
then x
in (
dom (G
.
0 )) by
A6,
A13,
MESFUNC9: 29;
then x
in (
dom ((F
.
0 )
| E)) by
A5;
then
A17: x
in E by
A1,
RELAT_1: 62;
for n be
Element of
NAT holds ((PG
# x)
. n)
= ((PF
# x)
. n)
proof
let n be
Element of
NAT ;
A18: (PGx
. n)
= ((PG
# x)
. n) by
A6,
A8,
A17,
MESFUNC9: 32;
(PFx
. n)
= ((PF
# x)
. n) by
A1,
A2,
A3,
A17,
MESFUNC9: 32;
hence thesis by
A9,
A17,
A18;
end;
then
A19: (
lim (PG
# x))
= (
lim (PF
# x)) by
FUNCT_2: 63;
((
lim PG)
. x)
= (
lim (PG
# x)) by
A16,
MESFUNC8:def 9;
hence thesis by
A14,
A17,
A19,
MESFUNC8:def 9;
end;
A20: (
dom (PG
.
0 ))
= (
dom (G
.
0 )) by
A6,
MESFUNC9: 29;
A22: (
dom ((
lim PF)
| E))
= E by
A14,
RELAT_1: 62;
for x be
Element of X st x
in (
dom ((
lim PG)
| E)) holds (((
lim PG)
| E)
. x)
= (((
lim PF)
| E)
. x)
proof
let x be
Element of X;
assume
A24: x
in (
dom ((
lim PG)
| E));
then (((
lim PF)
| E)
. x)
= ((
lim PF)
. x) by
A8,
A13,
A20,
A22,
FUNCT_1: 47;
hence thesis by
A8,
A13,
A20,
A15,
A24;
end;
hence thesis by
A8,
A20,
A13,
A22,
PARTFUN1: 5;
end;
begin
theorem ::
MESFUN11:51
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonnegative
PartFunc of X,
ExtREAL holds (
integral' (M,(
max- (
- f))))
= (
integral' (M,f))
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonnegative
PartFunc of X,
ExtREAL ;
(
- f)
= (
- (
max- (
- f))) by
Th32;
then f
= (
- (
- (
max- (
- f)))) by
Th36;
then f
= ((
- 1)
(#) (
- (
max- (
- f)))) by
MESFUNC2: 9;
then f
= ((
- 1)
(#) ((
- 1)
(#) (
max- (
- f)))) by
MESFUNC2: 9;
then f
= (((
- 1)
* (
- 1))
(#) (
max- (
- f))) by
Th35;
hence (
integral' (M,(
max- (
- f))))
= (
integral' (M,f)) by
MESFUNC2: 1;
end;
theorem ::
MESFUN11:52
Th52: 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 A
= (
dom f) & f is A
-measurable 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 , A be
Element of S;
assume that
A1: A
= (
dom f) and
A2: f is A
-measurable;
set g = (
- f);
A4: f
= (
- g) by
Th36;
B6: (
dom (
max- f))
= A & (
dom (
max+ f))
= A by
A1,
MESFUNC2:def 2,
MESFUNC2:def 3;
B7: (
max- f) is A
-measurable & (
max+ f) is A
-measurable by
A1,
A2,
Th10;
A6: (
dom g)
= A by
A1,
MESFUNC1:def 7;
then
A7: (
dom (
max+ g))
= A & (
dom (
max- g))
= A by
MESFUNC2:def 2,
MESFUNC2:def 3;
g is A
-measurable by
A1,
A2,
MEASUR11: 63;
then
A9: (
max+ g) is A
-measurable & (
max- g) is A
-measurable by
A6,
Th10;
then
P1: (
integral+ (M,(
max+ g)))
= (
Integral (M,(
max+ g))) by
A7,
Th5,
MESFUNC5: 88
.= (
Integral (M,(
max- (
- g)))) by
Th34
.= (
integral+ (M,(
max- f))) by
A4,
B6,
B7,
Th5,
MESFUNC5: 88;
(
integral+ (M,(
max- g)))
= (
Integral (M,(
max- g))) by
A7,
A9,
Th5,
MESFUNC5: 88
.= (
Integral (M,(
max+ (
- g)))) by
MESFUNC2: 14
.= (
integral+ (M,(
max+ f))) by
A4,
B6,
B7,
Th5,
MESFUNC5: 88;
then (
Integral (M,f))
= ((
integral+ (M,(
max- g)))
- (
integral+ (M,(
max+ g)))) by
P1,
MESFUNC5:def 16
.= (
- ((
integral+ (M,(
max+ g)))
- (
integral+ (M,(
max- g))))) by
XXREAL_3: 26;
hence thesis by
MESFUNC5:def 16;
end;
theorem ::
MESFUN11:53
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonnegative
PartFunc of X,
ExtREAL , E be
Element of S st E
= (
dom f) & f is E
-measurable holds (
Integral (M,(
max- f)))
=
0 & (
integral+ (M,(
max- f)))
=
0
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonnegative
PartFunc of X,
ExtREAL , E be
Element of S;
assume that
A1: E
= (
dom f) and
A2: f is E
-measurable;
A3: E
= (
dom (
max- f)) by
A1,
MESFUNC2:def 3;
A4: (
max- f) is E
-measurable by
A1,
A2,
Th10;
for x be
object st x
in (
dom (
max- f)) holds ((
max- f)
. x)
=
0
proof
let x be
object;
assume
A5: x
in (
dom (
max- f));
then
A6: x
in (
dom (
max+ f)) by
A1,
A3,
MESFUNC2:def 2;
per cases by
SUPINF_2: 51;
suppose (f
. x)
=
0 ;
then ((
max+ f)
. x)
= (f
. x) by
A5,
MESFUNC2: 18;
hence ((
max- f)
. x)
=
0 by
A5,
MESFUNC2: 19;
end;
suppose (f
. x)
>
0 ;
then (
max ((f
. x),
0 ))
= (f
. x) by
XXREAL_0:def 10;
then ((
max+ f)
. x)
= (f
. x) by
A6,
MESFUNC2:def 2;
hence ((
max- f)
. x)
=
0 by
A5,
MESFUNC2: 19;
end;
end;
hence (
Integral (M,(
max- f)))
= (
0
* (M
. (
dom (
max- f)))) by
A3,
MEASUR10: 27
.=
0 ;
hence (
integral+ (M,(
max- f)))
=
0 by
A3,
A4,
Th5,
MESFUNC5: 88;
end;
theorem ::
MESFUN11:54
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
PartFunc of X,
ExtREAL , E be
Element of S st E
= (
dom f) & f is E
-measurable holds (
Integral (M,f))
= ((
Integral (M,(
max+ f)))
- (
Integral (M,(
max- 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 be
Element of S;
assume that
A1: E
= (
dom f) and
A2: f is E
-measurable;
A3: E
= (
dom (
max+ f)) & E
= (
dom (
max- f)) by
A1,
MESFUNC2:def 2,
MESFUNC2:def 3;
(
max+ f) is E
-measurable & (
max- f) is E
-measurable by
A1,
A2,
Th10;
then (
Integral (M,(
max+ f)))
= (
integral+ (M,(
max+ f))) & (
Integral (M,(
max- f)))
= (
integral+ (M,(
max- f))) by
A3,
Th5,
MESFUNC5: 88;
hence (
Integral (M,f))
= ((
Integral (M,(
max+ f)))
- (
Integral (M,(
max- f)))) by
MESFUNC5:def 16;
end;
theorem ::
MESFUN11:55
Th55: for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
PartFunc of X,
ExtREAL , E be
Element of S st E
c= (
dom f) & f is E
-measurable holds (
Integral (M,((
- f)
| E)))
= (
- (
Integral (M,(f
| E))))
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 be
Element of S;
assume that
A1: E
c= (
dom f) and
A2: f is E
-measurable;
A3: E
= (
dom (f
| E)) by
A1,
RELAT_1: 62;
then
A4: E
= ((
dom f)
/\ E) by
RELAT_1: 61;
((
- f)
| E)
= (
- (f
| E)) by
Th3;
hence (
Integral (M,((
- f)
| E)))
= (
- (
Integral (M,(f
| E)))) by
A3,
A4,
A2,
MESFUNC5: 42,
Th52;
end;
theorem ::
MESFUN11:56
Th56: 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
nonpositive 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
nonpositive) & (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 ;
assume that
A1: ex A be
Element of S st A
= (
dom f) & f is A
-measurable and
A2: f qua
ext-real-valued
Function is
nonpositive;
set g = (
- f);
consider A be
Element of S such that
A3: A
= (
dom f) & f is A
-measurable by
A1;
A4: A
= (
dom g) by
A3,
MESFUNC1:def 7;
then
consider G be
Functional_Sequence of X,
ExtREAL such that
A6: (for n be
Nat holds (G
. n)
is_simple_func_in S & (
dom (G
. n))
= (
dom g)) & (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 (
dom g) holds ((G
. n)
. x)
<= ((G
. m)
. x)) & for x be
Element of X st x
in (
dom g) holds (G
# x) is
convergent & (
lim (G
# x))
= (g
. x) by
A2,
A3,
MEASUR11: 63,
MESFUNC5: 64;
take F = (
- G);
thus
A8: for n be
Nat holds (F
. n)
is_simple_func_in S & (
dom (F
. n))
= (
dom f)
proof
let n be
Nat;
A9: (
dom (G
. n))
= (
dom g) by
A6;
A10: (F
. n)
= (
- (G
. n)) by
Th37;
hence (F
. n)
is_simple_func_in S by
A6,
Th30;
thus (
dom (F
. n))
= (
dom f) by
A3,
A4,
A9,
A10,
MESFUNC1:def 7;
end;
thus for n be
Nat holds (F
. n) is
nonpositive
proof
let n be
Nat;
A12: (G
. n) is
nonnegative by
A6;
(F
. n)
= (
- (G
. n)) by
Th37;
hence (F
. n) is
nonpositive by
A12;
end;
thus 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
A14: n
<= m;
let x be
Element of X;
assume
A15: x
in (
dom f);
(
dom (F
. n))
= (
dom f) & (F
. n)
= (
- (G
. n)) & (
dom (F
. m))
= (
dom f) & (F
. m)
= (
- (G
. m)) by
A8,
Th37;
then ((F
. n)
. x)
= (
- ((G
. n)
. x)) & ((F
. m)
. x)
= (
- ((G
. m)
. x)) by
A15,
MESFUNC1:def 7;
hence ((F
. n)
. x)
>= ((F
. m)
. x) by
A15,
A3,
A4,
A6,
A14,
XXREAL_3: 38;
end;
thus 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
A17: x
in (
dom f);
then
A18: (G
# x) is
convergent & (
lim (G
# x))
= (g
. x) by
A3,
A4,
A6;
hence (F
# x) is
convergent by
Th39;
(
lim (F
# x))
= (
- (g
. x)) by
A18,
Th39;
then (
lim (F
# x))
= (
- (
- (f
. x))) by
A3,
A4,
A17,
MESFUNC1:def 7;
hence (
lim (F
# x))
= (f
. x);
end;
end;
theorem ::
MESFUN11:57
Th57: for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f be
nonpositive
PartFunc of X,
ExtREAL st (ex A be
Element of S st A
= (
dom f) & f is A
-measurable) holds (
Integral (M,f))
= (
- (
integral+ (M,(
max- f)))) & (
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, E be
Element of S, f be
nonpositive
PartFunc of X,
ExtREAL ;
assume ex A be
Element of S st A
= (
dom f) & f is A
-measurable;
then
consider A be
Element of S such that
A2: A
= (
dom f) & f is A
-measurable;
A3: (
dom (
max+ f))
= A by
A2,
MESFUNC2:def 2;
A4: f
= (
- (
max- f)) by
Th32;
then
A5: (
- f)
= (
max- f) by
Th36;
for x be
Element of X st x
in (
dom (
max+ f)) holds ((
max+ f)
. x)
=
0
proof
let x be
Element of X;
assume x
in (
dom (
max+ f));
then (f
. x)
= (
- ((
max- f)
. x)) by
A2,
A3,
A4,
MESFUNC1:def 7;
then (
- (f
. x))
= ((
max- f)
. x);
hence ((
max+ f)
. x)
=
0 by
MESFUNC2: 21;
end;
then
A6: (
integral+ (M,(
max+ f)))
=
0 by
A3,
A2,
MESFUNC2: 25,
MESFUNC5: 87;
A7: (
Integral (M,f))
= ((
integral+ (M,(
max+ f)))
- (
integral+ (M,(
max- f)))) by
MESFUNC5:def 16
.= ((
integral+ (M,(
max+ f)))
+ (
- (
integral+ (M,(
max- f))))) by
XXREAL_3:def 4;
hence (
Integral (M,f))
= (
- (
integral+ (M,(
max- f)))) by
A6,
XXREAL_3: 4;
thus
A8: (
Integral (M,f))
= (
- (
integral+ (M,(
- f)))) by
A5,
A7,
A6,
XXREAL_3: 4;
A
= (
dom (
- f)) by
A2,
MESFUNC1:def 7;
hence (
Integral (M,f))
= (
- (
Integral (M,(
- f)))) by
A8,
A2,
MEASUR11: 63,
MESFUNC5: 88;
end;
theorem ::
MESFUN11:58
Th58: for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonpositive
PartFunc of X,
ExtREAL st f
is_simple_func_in S holds (
Integral (M,f))
= (
- (
integral' (M,(
- f)))) & (
Integral (M,f))
= (
- (
integral' (M,(
max- f))))
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
nonpositive
PartFunc of X,
ExtREAL ;
assume
A1: f
is_simple_func_in S;
then
reconsider A = (
dom f) as
Element of S by
MESFUNC5: 37;
A2: f is A
-measurable by
A1,
MESFUNC2: 34;
(
integral+ (M,(
- f)))
= (
integral' (M,(
- f))) by
A1,
Th30,
MESFUNC5: 77;
hence
A3: (
Integral (M,f))
= (
- (
integral' (M,(
- f)))) by
A2,
Th57;
f
= (
- (
max- f)) by
Th32;
hence (
Integral (M,f))
= (
- (
integral' (M,(
max- f)))) by
A3,
Th36;
end;
Lm3: 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
nonpositive &
0
<= c holds (
Integral (M,(c
(#) f)))
= (
- (c
* (
integral' (M,(
- f))))) & (
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;
assume that
A1: f
is_simple_func_in S and
A2: f is
nonpositive and
A3:
0
<= c;
A4: (c
(#) f)
is_simple_func_in S by
A1,
MESFUNC5: 39;
f
= (
- (
max- f)) by
A2,
Th32;
then
A6: (
- f)
= (
max- f) by
Th36;
A7: (
- f)
is_simple_func_in S by
A1,
Th30;
A8: (
max- (c
(#) f))
= (c
(#) (
max- f)) by
A3,
MESFUNC5: 26;
(c
(#) f) is
nonpositive by
A2,
A3,
Th4;
hence (
Integral (M,(c
(#) f)))
= (
- (
integral' (M,(
max- (c
(#) f))))) by
A4,
Th58
.= (
- (c
* (
integral' (M,(
- f))))) by
A3,
A7,
A6,
A8,
Th5,
MESFUNC5: 66;
hence (
Integral (M,(c
(#) f)))
= ((
- c)
* (
integral' (M,(
- f)))) by
XXREAL_3: 92;
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 , c be
Real st f
is_simple_func_in S & f is
nonnegative & c
<=
0 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;
assume that
A1: f
is_simple_func_in S and
A2: f is
nonnegative and
A3: c
<=
0 ;
set d = (
- c);
A4: (
- f)
is_simple_func_in S by
A1,
Th30;
(d
(#) (
- f))
= (d
(#) ((
- 1)
(#) f)) by
MESFUNC2: 9
.= ((d
* (
- 1))
(#) f) by
Th35;
then (
Integral (M,(c
(#) f)))
= ((
- d)
* (
integral' (M,(
- (
- f))))) by
A3,
A2,
A4,
Lm3;
hence (
Integral (M,(c
(#) f)))
= (c
* (
integral' (M,f))) by
DBLSEQ_3: 2;
end;
theorem ::
MESFUN11:59
Th59: 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 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;
assume that
A1: f
is_simple_func_in S and
a2: f is
nonnegative;
per cases ;
suppose
A2: c
>=
0 ;
then
A3: (c
(#) f)
is_simple_func_in S & (c
(#) f) is
nonnegative by
A1,
a2,
MESFUNC5: 20,
MESFUNC5: 39;
(
integral' (M,(c
(#) f)))
= (c
* (
integral' (M,f))) by
A1,
a2,
A2,
MESFUNC5: 66;
hence (
Integral (M,(c
(#) f)))
= (c
* (
integral' (M,f))) by
A3,
MESFUNC5: 89;
end;
suppose c
<
0 ;
hence (
Integral (M,(c
(#) f)))
= (c
* (
integral' (M,f))) by
A1,
a2,
Lm4;
end;
end;
theorem ::
MESFUN11:60
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
nonpositive holds (
Integral (M,(c
(#) f)))
= ((
- c)
* (
integral' (M,(
- f)))) & (
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;
assume that
A1: f
is_simple_func_in S and
A2: f is
nonpositive;
set d = (
- c);
A3: (d
(#) (
- f))
= (d
(#) ((
- 1)
(#) f)) by
MESFUNC2: 9
.= ((d
* (
- 1))
(#) f) by
Th35;
hence (
Integral (M,(c
(#) f)))
= ((
- c)
* (
integral' (M,(
- f)))) by
A2,
A1,
Th30,
Th59;
(
Integral (M,(c
(#) f)))
= (d
* (
integral' (M,(
- f)))) by
A2,
A1,
A3,
Th30,
Th59;
hence (
Integral (M,(c
(#) f)))
= (
- (c
* (
integral' (M,(
- f))))) by
XXREAL_3: 92;
end;
theorem ::
MESFUN11:61
Th61: 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
nonpositive 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
nonpositive;
consider A be
Element of S such that
A3: A
= (
dom f) and
a3: f is A
-measurable by
A1;
A4: A
= (
dom (
- f)) by
A3,
MESFUNC1:def 7;
(
Integral (M,(
- f)))
>=
0 by
A4,
A2,
A3,
a3,
MEASUR11: 63,
MESFUNC5: 90;
then
A7: (
integral+ (M,(
- f)))
>=
0 by
A4,
A2,
A3,
a3,
MEASUR11: 63,
MESFUNC5: 88;
(
Integral (M,f))
= (
- (
integral+ (M,(
- f)))) by
A2,
A3,
a3,
Th57;
hence
0
>= (
Integral (M,f)) by
A7;
end;
theorem ::
MESFUN11:62
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,E be
Element of S st E
= (
dom f) & f is E
-measurable & f is
nonpositive & 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,E be
Element of S;
assume that
A1: E
= (
dom f) & f is E
-measurable and
A2: f is
nonpositive and
A3: A
misses B;
set f1 = (f
| (A
\/ B));
set f2 = (f
| A);
set f3 = (f
| B);
set g = (
- f);
reconsider E1 = (E
/\ (A
\/ B)) as
Element of S;
A4: (
dom (f
| (A
\/ B)))
= E1 by
A1,
RELAT_1: 61;
A5: E1
= ((
dom f)
/\ E1) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
A6: f is E1
-measurable by
A1,
XBOOLE_1: 17,
MESFUNC1: 30;
A7: (f
| E1)
= ((f
| E)
| (A
\/ B)) by
RELAT_1: 71;
(g
| (A
\/ B))
= (
- (f
| (A
\/ B))) by
Th3;
then
A8: (
Integral (M,(g
| (A
\/ B))))
= (
- (
Integral (M,(f
| (A
\/ B))))) by
A1,
A4,
A5,
A6,
A7,
Th52,
MESFUNC5: 42;
reconsider E2 = (E
/\ A) as
Element of S;
A9: (
dom (f
| A))
= E2 by
A1,
RELAT_1: 61;
A10: E2
= ((
dom f)
/\ E2) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
A11: f is E2
-measurable by
A1,
XBOOLE_1: 17,
MESFUNC1: 30;
A12: (f
| E2)
= ((f
| E)
| A) by
RELAT_1: 71;
(g
| A)
= (
- (f
| A)) by
Th3;
then
A13: (
Integral (M,(g
| A)))
= (
- (
Integral (M,(f
| A)))) by
A1,
A9,
A10,
A11,
A12,
Th52,
MESFUNC5: 42;
reconsider E3 = (E
/\ B) as
Element of S;
A14: (
dom (f
| B))
= E3 by
A1,
RELAT_1: 61;
A15: E3
= ((
dom f)
/\ E3) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
A16: f is E3
-measurable by
A1,
XBOOLE_1: 17,
MESFUNC1: 30;
A17: (f
| E3)
= ((f
| E)
| B) by
RELAT_1: 71;
(g
| B)
= (
- (f
| B)) by
Th3;
then
A18: (
Integral (M,(g
| B)))
= (
- (
Integral (M,(f
| B)))) by
A1,
A14,
A15,
A16,
A17,
Th52,
MESFUNC5: 42;
E
= (
dom g) by
A1,
MESFUNC1:def 7;
then (
Integral (M,(g
| (A
\/ B))))
= ((
Integral (M,(g
| A)))
+ (
Integral (M,(g
| B)))) by
A2,
A3,
A1,
MEASUR11: 63,
MESFUNC5: 91;
then (
- (
Integral (M,(f
| (A
\/ B)))))
= (
- ((
Integral (M,(f
| A)))
+ (
Integral (M,(f
| B))))) by
A8,
A13,
A18,
XXREAL_3: 9;
hence (
Integral (M,(f
| (A
\/ B))))
= ((
Integral (M,(f
| A)))
+ (
Integral (M,(f
| B)))) by
XXREAL_3: 10;
end;
theorem ::
MESFUN11:63
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, f be
PartFunc of X,
ExtREAL , A,E be
Element of S st E
= (
dom f) & f is E
-measurable & f is
nonpositive 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,E be
Element of S;
assume that
A1: E
= (
dom f) and
A2: f is E
-measurable and
A3: f is
nonpositive;
reconsider E1 = (E
/\ A) as
Element of S;
A4: (
dom (f
| A))
= E1 by
A1,
RELAT_1: 61;
A5: E1
= ((
dom f)
/\ E1) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
f is E1
-measurable by
A2,
XBOOLE_1: 17,
MESFUNC1: 30;
then
A6: (f
| E1) is E1
-measurable by
A5,
MESFUNC5: 42;
(f
| E1)
= ((f
| E)
| A) by
RELAT_1: 71;
hence
0
>= (
Integral (M,(f
| A))) by
A1,
A3,
A4,
A6,
Th61,
Th1;
end;
theorem ::
MESFUN11:64
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,E be
Element of S st E
= (
dom f) & f is E
-measurable & f is
nonpositive & 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,E be
Element of S;
assume that
A1: E
= (
dom f) and
A2: f is E
-measurable and
A3: f is
nonpositive and
A4: A
c= B;
set g = (
- f);
E
= (
dom g) by
A1,
MESFUNC1:def 7;
then
A5: (
Integral (M,(g
| A)))
<= (
Integral (M,(g
| B))) by
A1,
A2,
A3,
A4,
MESFUNC5: 93,
MEASUR11: 63;
reconsider E1 = (E
/\ A) as
Element of S;
A6: (
dom (f
| A))
= E1 by
A1,
RELAT_1: 61;
A7: E1
= ((
dom f)
/\ E1) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
A8: f is E1
-measurable by
A2,
XBOOLE_1: 17,
MESFUNC1: 30;
A9: (f
| E1)
= ((f
| E)
| A) by
RELAT_1: 71;
(g
| A)
= (
- (f
| A)) by
Th3;
then
A10: (
Integral (M,(g
| A)))
= (
- (
Integral (M,(f
| A)))) by
A1,
A6,
A7,
A8,
A9,
Th52,
MESFUNC5: 42;
reconsider E2 = (E
/\ B) as
Element of S;
A11: (
dom (f
| B))
= E2 by
A1,
RELAT_1: 61;
A12: E2
= ((
dom f)
/\ E2) by
A1,
XBOOLE_1: 17,
XBOOLE_1: 28;
A13: f is E2
-measurable by
A2,
XBOOLE_1: 17,
MESFUNC1: 30;
A14: (f
| E2)
= ((f
| E)
| B) by
RELAT_1: 71;
(g
| B)
= (
- (f
| B)) by
Th3;
then (
Integral (M,(g
| B)))
= (
- (
Integral (M,(f
| B)))) by
A1,
A11,
A12,
A13,
A14,
Th52,
MESFUNC5: 42;
hence (
Integral (M,(f
| A)))
>= (
Integral (M,(f
| B))) by
A5,
A10,
XXREAL_3: 38;
end;
begin
theorem ::
MESFUN11:65
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f be
PartFunc of X,
ExtREAL st E
= (
dom f) & f is E
-measurable & f is
nonpositive & (M
. (E
/\ (
eq_dom (f,
-infty ))))
<>
0 holds (
Integral (M,f))
=
-infty
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f be
PartFunc of X,
ExtREAL ;
assume that
A1: E
= (
dom f) and
A2: f is E
-measurable and
A3: f is
nonpositive and
A4: (M
. (E
/\ (
eq_dom (f,
-infty ))))
<>
0 ;
set g = (
- f);
A5: E
= (
dom g) by
A1,
MESFUNC1:def 7;
g
= ((
- 1)
(#) f) by
MESFUNC2: 9;
then (
eq_dom (f,
-infty ))
= (
eq_dom (g,(
-infty
* (
- 1)))) by
Th9;
then (
eq_dom (f,
-infty ))
= (
eq_dom (g,
+infty )) by
XXREAL_3:def 5;
then (
Integral (M,g))
=
+infty by
A1,
A2,
A3,
A4,
A5,
MESFUNC9: 13,
MEASUR11: 63;
then (
- (
Integral (M,f)))
=
+infty by
A1,
A2,
Th52;
hence (
Integral (M,f))
=
-infty by
XXREAL_3: 6;
end;
theorem ::
MESFUN11:66
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f,g be
PartFunc of X,
ExtREAL st E
c= (
dom f) & E
c= (
dom g) & f is E
-measurable & g is E
-measurable & f is
nonpositive & (for x be
Element of X st x
in E holds (g
. x)
<= (f
. x)) holds (
Integral (M,(g
| E)))
<= (
Integral (M,(f
| E)))
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f,g be
PartFunc of X,
ExtREAL ;
assume that
A1: E
c= (
dom f) and
A2: E
c= (
dom g) and
A3: f is E
-measurable & g is E
-measurable and
A4: f is
nonpositive and
A5: for x be
Element of X st x
in E holds (g
. x)
<= (f
. x);
set f1 = (
- f), g1 = (
- g);
A6: E
c= (
dom f1) & E
c= (
dom g1) by
A1,
A2,
MESFUNC1:def 7;
A7: f1 is E
-measurable & g1 is E
-measurable by
A1,
A2,
A3,
MEASUR11: 63;
A11: for x be
Element of X st x
in E holds (f1
. x)
<= (g1
. x)
proof
let x be
Element of X;
assume
A9: x
in E;
then (f1
. x)
= (
- (f
. x)) & (g1
. x)
= (
- (g
. x)) by
A6,
MESFUNC1:def 7;
hence (f1
. x)
<= (g1
. x) by
A5,
A9,
XXREAL_3: 38;
end;
A12: ((
dom f)
/\ E)
= E & ((
dom g)
/\ E)
= E by
A1,
A2,
XBOOLE_1: 28;
A14: E
= (
dom (f
| E)) & E
= (
dom (g
| E)) by
A12,
RELAT_1: 61;
(f1
| E)
= (
- (f
| E)) & (g1
| E)
= (
- (g
| E)) by
Th3;
then (
Integral (M,(f1
| E)))
= (
- (
Integral (M,(f
| E)))) & (
Integral (M,(g1
| E)))
= (
- (
Integral (M,(g
| E)))) by
A3,
A12,
A14,
Th52,
MESFUNC5: 42;
hence (
Integral (M,(g
| E)))
<= (
Integral (M,(f
| E))) by
A4,
A6,
A7,
A11,
XXREAL_3: 38,
MESFUNC9: 15;
end;
theorem ::
MESFUN11:67
Th67: for X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , S be
SigmaField of X, E be
Element of S, m be
Nat st F is
with_the_same_dom & E
= (
dom (F
.
0 )) & (for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
without+infty) holds ((
Partial_Sums F)
. m) is E
-measurable
proof
let X be non
empty
set, F be
Functional_Sequence of X,
ExtREAL , S be
SigmaField of X, E be
Element of S, m be
Nat;
assume that
A1: F is
with_the_same_dom and
A2: E
= (
dom (F
.
0 )) and
A3: for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
without+infty;
now
let n be
Nat;
E
= (
dom (F
. n)) by
A1,
A2,
MESFUNC8:def 2;
then (
- (F
. n)) is E
-measurable by
A3,
MEASUR11: 63;
hence ((
- F)
. n) is E
-measurable by
Th37;
(F
. n) is
without+infty by
A3;
then (
- (F
. n)) is
without-infty;
hence ((
- F)
. n) is
without-infty by
Th37;
end;
then ((
Partial_Sums (
- F))
. m) is E
-measurable by
MESFUNC9: 41;
then ((
- (
Partial_Sums F))
. m) is E
-measurable by
Th42;
then
A5: (
- ((
Partial_Sums F)
. m)) is E
-measurable by
Th37;
(
dom ((
Partial_Sums F)
. m))
= E by
A1,
A2,
A3,
Th46,
MESFUNC9: 29;
then (
dom (
- ((
Partial_Sums F)
. m)))
= E by
MESFUNC1:def 7;
then (
- (
- ((
Partial_Sums F)
. m))) is E
-measurable by
A5,
MEASUR11: 63;
hence ((
Partial_Sums F)
. m) is E
-measurable by
DBLSEQ_3: 2;
end;
theorem ::
MESFUN11:68
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S, I be
ExtREAL_sequence, m be
Nat st E
= (
dom (F
.
0 )) & F is
additive & F is
with_the_same_dom & (for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
nonpositive & (I
. n)
= (
Integral (M,(F
. n)))) holds (
Integral (M,((
Partial_Sums F)
. m)))
= ((
Partial_Sums I)
. m)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S, I be
ExtREAL_sequence, m be
Nat;
assume that
A1: E
= (
dom (F
.
0 )) and
A2: F is
additive and
A3: F is
with_the_same_dom and
A4: for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
nonpositive & (I
. n)
= (
Integral (M,(F
. n)));
set G = (
- F), J = (
- I);
(G
.
0 )
= (
- (F
.
0 )) by
Th37;
then
A5: E
= (
dom (G
.
0 )) by
A1,
MESFUNC1:def 7;
A6: G is
with_the_same_dom by
A3,
Th40;
A7: E
= (
dom ((
Partial_Sums F)
. m)) by
A1,
A2,
A3,
MESFUNC9: 29;
A8: for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
without+infty
proof
let n be
Nat;
thus (F
. n) is E
-measurable by
A4;
(F
. n) is
nonpositive by
A4;
hence (F
. n) is
without+infty;
end;
for n be
Nat holds (G
. n) is E
-measurable & (G
. n) is
nonnegative & (J
. n)
= (
Integral (M,(G
. n)))
proof
let n be
Nat;
A9: (F
. n) is
nonpositive & (I
. n)
= (
Integral (M,(F
. n))) by
A4;
A10: (G
. n)
= (
- (F
. n)) by
Th37;
(
dom J)
=
NAT by
FUNCT_2:def 1;
then
A11: n
in (
dom J) by
ORDINAL1:def 12;
A12: (
dom (F
. n))
= E by
A1,
A3,
MESFUNC8:def 2;
hence (G
. n) is E
-measurable by
A4,
A10,
MEASUR11: 63;
thus (G
. n) is
nonnegative by
A9,
A10;
(
Integral (M,(G
. n)))
= (
- (
Integral (M,(F
. n)))) by
A4,
A10,
A12,
Th52;
hence (J
. n)
= (
Integral (M,(G
. n))) by
A9,
A11,
MESFUNC1:def 7;
end;
then (
Integral (M,((
Partial_Sums G)
. m)))
= ((
Partial_Sums J)
. m) by
A5,
A2,
A6,
Th41,
MESFUNC9: 46;
then (
Integral (M,((
- (
Partial_Sums F))
. m)))
= ((
Partial_Sums J)
. m) by
Th42;
then (
Integral (M,((
- (
Partial_Sums F))
. m)))
= (
- ((
Partial_Sums I)
. m)) by
Th43;
then (
Integral (M,(
- ((
Partial_Sums F)
. m))))
= (
- ((
Partial_Sums I)
. m)) by
Th37;
then (
- (
Integral (M,((
Partial_Sums F)
. m))))
= (
- ((
Partial_Sums I)
. m)) by
A1,
A3,
A7,
A8,
Th67,
Th52;
hence (
Integral (M,((
Partial_Sums F)
. m)))
= ((
Partial_Sums I)
. m) by
XXREAL_3: 10;
end;
theorem ::
MESFUN11:69
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S, f be
PartFunc of X,
ExtREAL st E
c= (
dom f) & f is
nonpositive & f is E
-measurable & (for n be
Nat holds (F
. n)
is_simple_func_in S & (F
. n) is
nonpositive & E
c= (
dom (F
. n))) & (for x be
Element of X st x
in E holds (F
# x) is
summable & (f
. x)
= (
Sum (F
# x))) holds ex I be
ExtREAL_sequence st (for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))) & I is
summable & (
Integral (M,(f
| E)))
= (
Sum I)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S, f be
PartFunc of X,
ExtREAL ;
assume that
A1: E
c= (
dom f) and
A2: f is
nonpositive and
A3: f is E
-measurable and
A4: for n be
Nat holds (F
. n)
is_simple_func_in S & (F
. n) is
nonpositive & E
c= (
dom (F
. n)) and
A5: for x be
Element of X st x
in E holds (F
# x) is
summable & (f
. x)
= (
Sum (F
# x));
set g = (
- f), G = (
- F);
A6: E
c= (
dom g) by
A1,
MESFUNC1:def 7;
now
let n be
Nat;
(F
. n) is
nonpositive by
A4;
then (
- (F
. n)) is
without-infty;
hence (G
. n) is
without-infty by
Th37;
end;
then
A7: G is
additive by
Th47;
A8: for n be
Nat holds (G
. n)
is_simple_func_in S & (G
. n) is
nonnegative & E
c= (
dom (G
. n))
proof
let n be
Nat;
((
- 1)
(#) (F
. n))
is_simple_func_in S by
A4,
MESFUNC5: 39;
then (
- (F
. n))
is_simple_func_in S by
MESFUNC2: 9;
hence (G
. n)
is_simple_func_in S by
Th37;
(F
. n) is
nonpositive by
A4;
then (
- (F
. n)) is
nonnegative;
hence (G
. n) is
nonnegative by
Th37;
E
c= (
dom (F
. n)) by
A4;
then E
c= (
dom (
- (F
. n))) by
MESFUNC1:def 7;
hence E
c= (
dom (G
. n)) by
Th37;
end;
A9: for x be
Element of X st x
in E holds (G
# x) is
summable & (g
. x)
= (
Sum (G
# x))
proof
let x be
Element of X;
assume
A10: x
in E;
then
A11: (F
# x) is
summable & (f
. x)
= (
Sum (F
# x)) by
A5;
hence (G
# x) is
summable by
Th48;
(g
. x)
= (
- (f
. x)) by
A6,
A10,
MESFUNC1:def 7;
hence (g
. x)
= (
Sum (G
# x)) by
A11,
Th48;
end;
consider J be
ExtREAL_sequence such that
A12: (for n be
Nat holds (J
. n)
= (
Integral (M,((G
. n)
| E)))) & J is
summable & (
Integral (M,(g
| E)))
= (
Sum J) by
A2,
A1,
A3,
A6,
A7,
A8,
A9,
MESFUNC9: 47,
MEASUR11: 63;
take I = (
- J);
thus for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))
proof
let n be
Nat;
(
dom I)
=
NAT by
FUNCT_2:def 1;
then n
in (
dom I) by
ORDINAL1:def 12;
then (I
. n)
= (
- (J
. n)) by
MESFUNC1:def 7;
then
A13: (I
. n)
= (
- (
Integral (M,((G
. n)
| E)))) by
A12;
A14: E
c= (
dom (G
. n)) by
A8;
A15: (G
. n) is E
-measurable by
A8,
MESFUNC2: 34;
(G
. n)
= (
- (F
. n)) by
Th37;
then (F
. n)
= (
- (G
. n)) by
Th36;
hence (I
. n)
= (
Integral (M,((F
. n)
| E))) by
A13,
A14,
A15,
Th55;
end;
thus I is
summable by
A12,
Th45;
A16: (
Integral (M,(g
| E)))
= (
- (
Integral (M,(f
| E)))) by
A1,
A3,
Th55;
(
Partial_Sums J) is
convergent by
A12,
MESFUNC9:def 2;
then (
lim (
- (
Partial_Sums J)))
= (
- (
lim (
Partial_Sums J))) by
DBLSEQ_3: 17
.= (
- (
Integral (M,(g
| E)))) by
A12,
MESFUNC9:def 3;
then (
lim (
Partial_Sums I))
= (
- (
Integral (M,(g
| E)))) by
Th44;
hence (
Integral (M,(f
| E)))
= (
Sum I) by
A16,
MESFUNC9:def 3;
end;
theorem ::
MESFUN11:70
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f be
PartFunc of X,
ExtREAL st E
c= (
dom f) & f is
nonpositive & f is E
-measurable holds ex F be
Functional_Sequence of X,
ExtREAL st F is
additive & (for n be
Nat holds (F
. n)
is_simple_func_in S & (F
. n) is
nonpositive & (F
. n) is E
-measurable) & (for x be
Element of X st x
in E holds (F
# x) is
summable & (f
. x)
= (
Sum (F
# x))) & ex I be
ExtREAL_sequence st (for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))) & I is
summable & (
Integral (M,(f
| E)))
= (
Sum I)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, E be
Element of S, f be
PartFunc of X,
ExtREAL ;
assume that
A1: E
c= (
dom f) and
A2: f is
nonpositive and
A3: f is E
-measurable;
set g = (
- f);
A4: E
c= (
dom g) by
A1,
MESFUNC1:def 7;
then
consider G be
Functional_Sequence of X,
ExtREAL such that
A5: G is
additive & (for n be
Nat holds (G
. n)
is_simple_func_in S & (G
. n) is
nonnegative & (G
. n) is E
-measurable) & (for x be
Element of X st x
in E holds (G
# x) is
summable & (g
. x)
= (
Sum (G
# x))) & ex J be
ExtREAL_sequence st (for n be
Nat holds (J
. n)
= (
Integral (M,((G
. n)
| E)))) & J is
summable & (
Integral (M,(g
| E)))
= (
Sum J) by
A1,
A2,
A3,
MESFUNC9: 48,
MEASUR11: 63;
take F = (
- G);
thus F is
additive by
A5,
Th41;
thus for n be
Nat holds (F
. n)
is_simple_func_in S & (F
. n) is
nonpositive & (F
. n) is E
-measurable
proof
let n be
Nat;
((
- 1)
(#) (G
. n))
is_simple_func_in S by
A5,
MESFUNC5: 39;
then (
- (G
. n))
is_simple_func_in S by
MESFUNC2: 9;
hence
A6: (F
. n)
is_simple_func_in S by
Th37;
(G
. n) is
nonnegative by
A5;
then (
- (G
. n)) is
nonpositive;
hence (F
. n) is
nonpositive by
Th37;
thus (F
. n) is E
-measurable by
A6,
MESFUNC2: 34;
end;
thus for x be
Element of X st x
in E holds (F
# x) is
summable & (f
. x)
= (
Sum (F
# x))
proof
let x be
Element of X;
assume
A7: x
in E;
then
A8: (G
# x) is
summable & (g
. x)
= (
Sum (G
# x)) by
A5;
hence (F
# x) is
summable by
Th48;
(g
. x)
= (
- (f
. x)) by
A7,
A4,
MESFUNC1:def 7;
then (f
. x)
= (
- (
Sum (G
# x))) by
A8;
hence (f
. x)
= (
Sum (F
# x)) by
A8,
Th48;
end;
thus ex I be
ExtREAL_sequence st (for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))) & I is
summable & (
Integral (M,(f
| E)))
= (
Sum I)
proof
consider J be
ExtREAL_sequence such that
A9: (for n be
Nat holds (J
. n)
= (
Integral (M,((G
. n)
| E)))) & J is
summable & (
Integral (M,(g
| E)))
= (
Sum J) by
A5;
take I = (
- J);
thus for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))
proof
let n be
Nat;
(
dom I)
=
NAT by
FUNCT_2:def 1;
then
A10: n
in (
dom I) by
ORDINAL1:def 12;
A11: (J
. n)
= (
Integral (M,((G
. n)
| E))) by
A9;
(F
. n)
= (
- (G
. n)) by
Th37;
then
A12: ((F
. n)
| E)
= (
- ((G
. n)
| E)) by
Th3;
A13: (G
. n)
is_simple_func_in S by
A5;
then
consider GG be
Finite_Sep_Sequence of S such that
A14: (
dom (G
. n))
= (
union (
rng GG)) & for k be
Nat, x,y be
Element of X st k
in (
dom GG) & x
in (GG
. k) & y
in (GG
. k) holds ((G
. n)
. x)
= ((G
. n)
. y) by
MESFUNC2:def 4;
reconsider V = (
union (
rng GG)) as
Element of S by
MESFUNC2: 31;
reconsider VE = (V
/\ E) as
Element of S;
A15: VE
= (
dom ((G
. n)
| E)) by
A14,
RELAT_1: 61;
((G
. n)
| E) is VE
-measurable by
A13,
MESFUNC2: 34,
MESFUNC5: 34;
then (
Integral (M,((F
. n)
| E)))
= (
- (
Integral (M,((G
. n)
| E)))) by
A12,
A15,
Th52;
hence (I
. n)
= (
Integral (M,((F
. n)
| E))) by
A10,
A11,
MESFUNC1:def 7;
end;
thus I is
summable by
A9,
Th45;
A16: (
Partial_Sums J) is
convergent by
A9,
MESFUNC9:def 2;
A17: (
Sum I)
= (
lim (
Partial_Sums I)) by
MESFUNC9:def 3
.= (
lim (
- (
Partial_Sums J))) by
Th44
.= (
- (
lim (
Partial_Sums J))) by
A16,
DBLSEQ_3: 17
.= (
- (
Integral (M,(g
| E)))) by
A9,
MESFUNC9:def 3;
A18: (
dom (f
| E))
= E by
A1,
RELAT_1: 62;
A19: E
= ((
dom f)
/\ E) by
A1,
XBOOLE_1: 28;
(g
| E)
= (
- (f
| E)) by
Th3;
then (
Integral (M,(g
| E)))
= (
- (
Integral (M,(f
| E)))) by
A3,
A18,
A19,
Th52,
MESFUNC5: 42;
hence (
Integral (M,(f
| E)))
= (
Sum I) by
A17;
end;
end;
theorem ::
MESFUN11:71
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S st E
= (
dom (F
.
0 )) & F is
with_the_same_dom & (for n be
Nat holds (F
. n) is
nonpositive & (F
. n) is E
-measurable) holds ex FF be
sequence of (
Funcs (
NAT ,(
PFuncs (X,
ExtREAL )))) st for n be
Nat holds (for m be
Nat holds ((FF
. n)
. m)
is_simple_func_in S & (
dom ((FF
. n)
. m))
= (
dom (F
. n))) & (for m be
Nat holds ((FF
. n)
. m) is
nonpositive) & (for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. n)) holds (((FF
. n)
. j)
. x)
>= (((FF
. n)
. k)
. x)) & for x be
Element of X st x
in (
dom (F
. n)) holds ((FF
. n)
# x) is
convergent & (
lim ((FF
. n)
# x))
= ((F
. n)
. x)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S;
assume that
A1: E
= (
dom (F
.
0 )) and
A2: F is
with_the_same_dom and
A3: for n be
Nat holds (F
. n) is
nonpositive & (F
. n) is E
-measurable;
defpred
Q[
Element of
NAT ,
set] means for G be
Functional_Sequence of X,
ExtREAL st $2
= G holds (for m be
Nat holds (G
. m)
is_simple_func_in S & (
dom (G
. m))
= (
dom (F
. $1))) & (for m be
Nat holds (G
. m) is
nonpositive) & (for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. $1)) holds ((G
. j)
. x)
>= ((G
. k)
. x)) & (for x be
Element of X st x
in (
dom (F
. $1)) holds (G
# x) is
convergent & (
lim (G
# x))
= ((F
. $1)
. x));
A4: for n be
Element of
NAT holds ex G be
Functional_Sequence of X,
ExtREAL st (for m be
Nat holds (G
. m)
is_simple_func_in S & (
dom (G
. m))
= (
dom (F
. n))) & (for m be
Nat holds (G
. m) is
nonpositive) & (for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. n)) holds ((G
. j)
. x)
>= ((G
. k)
. x)) & for x be
Element of X st x
in (
dom (F
. n)) holds (G
# x) is
convergent & (
lim (G
# x))
= ((F
. n)
. x)
proof
let n be
Element of
NAT ;
A5: (F
. n) is E
-measurable by
A3;
(F
. n) is
nonpositive by
A3;
hence thesis by
A1,
A2,
A5,
Th56,
MESFUNC8:def 2;
end;
A7: for n be
Element of
NAT holds ex G be
Element of (
Funcs (
NAT ,(
PFuncs (X,
ExtREAL )))) st
Q[n, G]
proof
let n be
Element of
NAT ;
consider G be
Functional_Sequence of X,
ExtREAL such that
A8: for m be
Nat holds (G
. m)
is_simple_func_in S & (
dom (G
. m))
= (
dom (F
. n)) and
A9: for m be
Nat holds (G
. m) is
nonpositive and
A10: for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. n)) holds ((G
. j)
. x)
>= ((G
. k)
. x) and
A11: for x be
Element of X st x
in (
dom (F
. n)) holds (G
# x) is
convergent & (
lim (G
# x))
= ((F
. n)
. x) by
A4;
reconsider G as
Element of (
Funcs (
NAT ,(
PFuncs (X,
ExtREAL )))) by
FUNCT_2: 8;
take G;
thus thesis by
A8,
A9,
A10,
A11;
end;
consider FF be
sequence of (
Funcs (
NAT ,(
PFuncs (X,
ExtREAL )))) such that
A12: for n be
Element of
NAT holds
Q[n, (FF
. n)] from
FUNCT_2:sch 3(
A7);
take FF;
thus for n be
Nat holds (for m be
Nat holds ((FF
. n)
. m)
is_simple_func_in S & (
dom ((FF
. n)
. m))
= (
dom (F
. n))) & (for m be
Nat holds ((FF
. n)
. m) is
nonpositive) & (for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. n)) holds (((FF
. n)
. j)
. x)
>= (((FF
. n)
. k)
. x)) & for x be
Element of X st x
in (
dom (F
. n)) holds ((FF
. n)
# x) is
convergent & (
lim ((FF
. n)
# x))
= ((F
. n)
. x)
proof
let n be
Nat;
reconsider n1 = n as
Element of
NAT by
ORDINAL1:def 12;
for G be
Functional_Sequence of X,
ExtREAL st (FF
. n1)
= G holds (for m be
Nat holds (G
. m)
is_simple_func_in S & (
dom (G
. m))
= (
dom (F
. n1))) & (for m be
Nat holds (G
. m) is
nonpositive) & (for j,k be
Nat st j
<= k holds for x be
Element of X st x
in (
dom (F
. n1)) holds ((G
. j)
. x)
>= ((G
. k)
. x)) & for x be
Element of X st x
in (
dom (F
. n1)) holds (G
# x) is
convergent & (
lim (G
# x))
= ((F
. n1)
. x) by
A12;
hence thesis;
end;
end;
theorem ::
MESFUN11:72
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S st E
= (
dom (F
.
0 )) & F is
additive & F is
with_the_same_dom & (for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
nonpositive) holds ex I be
ExtREAL_sequence st for n be
Nat holds (I
. n)
= (
Integral (M,(F
. n))) & (
Integral (M,((
Partial_Sums F)
. n)))
= ((
Partial_Sums I)
. n)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S;
assume that
A1: E
= (
dom (F
.
0 )) and
A2: F is
additive and
A3: F is
with_the_same_dom and
A4: for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
nonpositive;
set G = (
- F);
(G
.
0 )
= (
- (F
.
0 )) by
Th37;
then
A5: E
= (
dom (G
.
0 )) by
A1,
MESFUNC1:def 7;
A7: G is
with_the_same_dom by
A3,
Th40;
for n be
Nat holds (G
. n) is E
-measurable & (G
. n) is
nonnegative
proof
let n be
Nat;
E
= (
dom (F
. n)) & (F
. n) is E
-measurable by
A4,
A1,
A3,
MESFUNC8:def 2;
then (
- (F
. n)) is E
-measurable by
MEASUR11: 63;
hence (G
. n) is E
-measurable by
Th37;
(F
. n) is
nonpositive by
A4;
then (
- (F
. n)) is
nonnegative;
hence (G
. n) is
nonnegative by
Th37;
end;
then
consider J be
ExtREAL_sequence such that
A8: for n be
Nat holds (J
. n)
= (
Integral (M,(G
. n))) & (
Integral (M,((
Partial_Sums G)
. n)))
= ((
Partial_Sums J)
. n) by
A5,
A7,
A2,
Th41,
MESFUNC9: 50;
set I = (
- J);
take I;
A10: for n be
Nat holds (F
. n) is E
-measurable & (F
. n) is
without+infty
proof
let n be
Nat;
thus (F
. n) is E
-measurable by
A4;
(F
. n) is
nonpositive by
A4;
hence (F
. n) is
without+infty;
end;
hereby
let n be
Nat;
(
dom I)
=
NAT by
FUNCT_2:def 1;
then n
in (
dom I) by
ORDINAL1:def 12;
then (I
. n)
= (
- (J
. n)) by
MESFUNC1:def 7;
then
A9: (I
. n)
= (
- (
Integral (M,(G
. n)))) by
A8;
E
= (
dom (F
. n)) & (F
. n) is E
-measurable & (G
. n)
= (
- (F
. n)) by
A4,
A1,
A3,
Th37,
MESFUNC8:def 2;
then (
Integral (M,(G
. n)))
= (
- (
Integral (M,(F
. n)))) by
Th52;
hence (I
. n)
= (
Integral (M,(F
. n))) by
A9;
A11: E
= (
dom ((
Partial_Sums F)
. n)) by
A1,
A2,
A3,
MESFUNC9: 29;
((
Partial_Sums G)
. n)
= ((
- (
Partial_Sums F))
. n) by
Th42
.= (
- ((
Partial_Sums F)
. n)) by
Th37;
then
A13: (
Integral (M,((
Partial_Sums G)
. n)))
= (
- (
Integral (M,((
Partial_Sums F)
. n)))) by
A10,
A1,
A3,
A11,
Th52,
Th67;
((
Partial_Sums I)
. n)
= (
- ((
Partial_Sums J)
. n)) by
Th43
.= (
- (
Integral (M,((
Partial_Sums G)
. n)))) by
A8;
hence (
Integral (M,((
Partial_Sums F)
. n)))
= ((
Partial_Sums I)
. n) by
A13;
end;
end;
theorem ::
MESFUN11:73
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S st E
c= (
dom (F
.
0 )) & F is
additive & F is
with_the_same_dom & (for n be
Nat holds (F
. n) is
nonpositive & (F
. n) is E
-measurable) & (for x be
Element of X st x
in E holds (F
# x) is
summable) holds ex I be
ExtREAL_sequence st (for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))) & I is
summable & (
Integral (M,((
lim (
Partial_Sums F))
| E)))
= (
Sum I)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S;
assume that
A1: E
c= (
dom (F
.
0 )) and
A2: F is
additive and
A3: F is
with_the_same_dom and
A4: for n be
Nat holds (F
. n) is
nonpositive & (F
. n) is E
-measurable and
A5: for x be
Element of X st x
in E holds (F
# x) is
summable;
set G = (
- F);
(G
.
0 )
= (
- (F
.
0 )) by
Th37;
then
A6: E
c= (
dom (G
.
0 )) by
A1,
MESFUNC1:def 7;
A7: G is
additive by
A2,
Th41;
A8: G is
with_the_same_dom by
A3,
Th40;
A9: for n be
Nat holds (G
. n) is
nonnegative & (G
. n) is E
-measurable
proof
let n be
Nat;
(F
. n) is
nonpositive by
A4;
then (
- (F
. n)) is
nonnegative;
hence (G
. n) is
nonnegative by
Th37;
E
c= (
dom (F
. n)) by
A1,
A3,
MESFUNC8:def 2;
then (
- (F
. n)) is E
-measurable by
A4,
MEASUR11: 63;
hence (G
. n) is E
-measurable by
Th37;
end;
A10: for x be
Element of X st x
in E holds (G
# x) is
summable
proof
let x be
Element of X;
assume x
in E;
then (F
# x) is
summable by
A5;
hence (G
# x) is
summable by
Th48;
end;
then
consider J be
ExtREAL_sequence such that
A11: (for n be
Nat holds (J
. n)
= (
Integral (M,((G
. n)
| E)))) & J is
summable & (
Integral (M,((
lim (
Partial_Sums G))
| E)))
= (
Sum J) by
A6,
A7,
A3,
Th40,
A9,
MESFUNC9: 51;
take I = (
- J);
thus for n be
Nat holds (I
. n)
= (
Integral (M,((F
. n)
| E)))
proof
let n be
Nat;
n
in
NAT by
ORDINAL1:def 12;
then
A14: n
in (
dom I) by
FUNCT_2:def 1;
A12: E
c= (
dom (G
. n)) by
A6,
A3,
Th40,
MESFUNC8:def 2;
(G
. n)
= (
- (F
. n)) by
Th37;
then (F
. n)
= (
- (G
. n)) by
Th36;
then (
Integral (M,((F
. n)
| E)))
= (
- (
Integral (M,((G
. n)
| E)))) by
A12,
A9,
Th55;
then (J
. n)
= (
- (
Integral (M,((F
. n)
| E)))) by
A11;
then (I
. n)
= (
- (
- (
Integral (M,((F
. n)
| E))))) by
A14,
MESFUNC1:def 7;
hence (I
. n)
= (
Integral (M,((F
. n)
| E)));
end;
thus I is
summable by
A11,
Th45;
A15: (
Partial_Sums J) is
convergent by
A11,
MESFUNC9:def 2;
A16: (
Sum I)
= (
lim (
Partial_Sums I)) by
MESFUNC9:def 3
.= (
lim (
- (
Partial_Sums J))) by
Th44
.= (
- (
lim (
Partial_Sums J))) by
A15,
DBLSEQ_3: 17
.= (
- (
Integral (M,((
lim (
Partial_Sums G))
| E)))) by
A11,
MESFUNC9:def 3;
deffunc
F1(
Nat) = ((F
. $1)
| E);
consider F1 be
Functional_Sequence of X,
ExtREAL such that
A17: for n be
Nat holds (F1
. n)
=
F1(n) from
SEQFUNC:sch 1;
reconsider F1 as
additive
with_the_same_dom
Functional_Sequence of X,
ExtREAL by
A2,
A3,
A17,
MESFUNC9: 18,
MESFUNC9: 31;
A18: (
lim (
Partial_Sums F1))
= ((
lim (
Partial_Sums F))
| E) by
A1,
A2,
A3,
A17,
Th50;
deffunc
G1(
Nat) = ((G
. $1)
| E);
consider G1 be
Functional_Sequence of X,
ExtREAL such that
A19: for n be
Nat holds (G1
. n)
=
G1(n) from
SEQFUNC:sch 1;
reconsider G1 as
additive
with_the_same_dom
Functional_Sequence of X,
ExtREAL by
A7,
A8,
A19,
MESFUNC9: 18,
MESFUNC9: 31;
A20: (
lim (
Partial_Sums G1))
= ((
lim (
Partial_Sums G))
| E) by
A6,
A7,
A19,
A3,
Th40,
Th50;
for n be
Element of
NAT holds (F1
. n)
= ((
- G1)
. n)
proof
let n be
Element of
NAT ;
(G
. n)
= (
- (F
. n)) by
Th37;
then
A21: ((
- G)
. n)
= (
- (
- (F
. n))) by
Th37
.= (F
. n) by
DBLSEQ_3: 2;
A22: (F1
. n)
= ((F
. n)
| E) by
A17;
((
- G1)
. n)
= (
- (G1
. n)) by
Th37;
then ((
- G1)
. n)
= (
- ((G
. n)
| E)) by
A19;
then ((
- G1)
. n)
= ((
- (G
. n))
| E) by
Th3;
hence (F1
. n)
= ((
- G1)
. n) by
A21,
A22,
Th37;
end;
then
A23: F1
= (
- G1) by
FUNCT_2:def 7;
(G1
.
0 )
= ((G
.
0 )
| E) by
A19;
then
A24: (
dom (G1
.
0 ))
= E by
A6,
RELAT_1: 62;
then
A25: for x be
Element of X st x
in (
dom (G1
.
0 )) holds (G1
# x) is
summable by
A6,
A10,
A19,
MESFUNC9: 21;
then
A26: (
lim (
Partial_Sums F1))
= (
- (
lim (
Partial_Sums G1))) by
A23,
Th49;
for n be
Nat holds (G1
. n) is E
-measurable & (G1
. n) is
without-infty
proof
let n be
Nat;
thus (G1
. n) is E
-measurable by
A6,
A9,
A19,
A3,
Th40,
MESFUNC9: 20;
((G
. n)
| E) is
nonnegative by
A9,
MESFUNC5: 15;
hence (G1
. n) is
without-infty by
A19;
end;
then
A27: for n be
Nat holds ((
Partial_Sums G1)
. n) is E
-measurable by
MESFUNC9: 41;
(
dom (
lim (
Partial_Sums G1)))
= (
dom ((
Partial_Sums G1)
.
0 )) by
MESFUNC8:def 9
.= (
dom (G1
.
0 )) by
MESFUNC9:def 4;
then (
Integral (M,((
- (
lim (
Partial_Sums G1)))
| E)))
= (
- (
Integral (M,((
lim (
Partial_Sums G1))
| E)))) by
A24,
A25,
A27,
Th55,
MESFUNC9: 44;
hence (
Integral (M,((
lim (
Partial_Sums F))
| E)))
= (
Sum I) by
A16,
A18,
A20,
A26;
end;
theorem ::
MESFUN11:74
for X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S st E
= (
dom (F
.
0 )) & (F
.
0 ) is
nonpositive & F is
with_the_same_dom & (for n be
Nat holds (F
. n) is E
-measurable) & (for n,m be
Nat st n
<= m holds for x be
Element of X st x
in E holds ((F
. n)
. x)
>= ((F
. m)
. x)) & (for x be
Element of X st x
in E holds (F
# x) is
convergent) holds ex I be
ExtREAL_sequence st (for n be
Nat holds (I
. n)
= (
Integral (M,(F
. n)))) & I is
convergent & (
Integral (M,(
lim F)))
= (
lim I)
proof
let X be non
empty
set, S be
SigmaField of X, M be
sigma_Measure of S, F be
Functional_Sequence of X,
ExtREAL , E be
Element of S;
assume that
A1: E
= (
dom (F
.
0 )) and
A2: (F
.
0 ) is
nonpositive and
A3: F is
with_the_same_dom and
A4: for n be
Nat holds (F
. n) is E
-measurable and
A5: for n,m be
Nat st n
<= m holds for x be
Element of X st x
in E holds ((F
. n)
. x)
>= ((F
. m)
. x) and
A6: for x be
Element of X st x
in E holds (F
# x) is
convergent;
set G = (
- F);
A7: (G
.
0 )
= (
- (F
.
0 )) by
Th37;
then
A8: E
= (
dom (G
.
0 )) by
A1,
MESFUNC1:def 7;
A11: for n be
Nat holds (G
. n) is E
-measurable
proof
let n be
Nat;
E
= (
dom (F
. n)) by
A1,
A3,
MESFUNC8:def 2;
then (
- (F
. n)) is E
-measurable by
A4,
MEASUR11: 63;
hence (G
. n) is E
-measurable by
Th37;
end;
A13: for n,m be
Nat st n
<= m holds for x be
Element of X st x
in E holds ((G
. n)
. x)
<= ((G
. m)
. x)
proof
let n,m be
Nat;
assume
A14: n
<= m;
let x be
Element of X;
assume
A15: x
in E;
then
A17: x
in (
dom (G
. n)) & x
in (
dom (G
. m)) by
A8,
A3,
Th40,
MESFUNC8:def 2;
(G
. n)
= (
- (F
. n)) & (G
. m)
= (
- (F
. m)) by
Th37;
then ((G
. n)
. x)
= (
- ((F
. n)
. x)) & ((G
. m)
. x)
= (
- ((F
. m)
. x)) by
A17,
MESFUNC1:def 7;
hence ((G
. n)
. x)
<= ((G
. m)
. x) by
A15,
A5,
A14,
XXREAL_3: 38;
end;
A18: for x be
Element of X st x
in E holds (G
# x) is
convergent
proof
let x be
Element of X;
assume x
in E;
then (F
# x) is
convergent by
A6;
then (
- (F
# x)) is
convergent by
DBLSEQ_3: 17;
hence (G
# x) is
convergent by
Th38;
end;
consider J be
ExtREAL_sequence such that
A19: (for n be
Nat holds (J
. n)
= (
Integral (M,(G
. n)))) & J is
convergent & (
Integral (M,(
lim G)))
= (
lim J) by
A8,
A2,
A7,
A3,
Th40,
A11,
A13,
A18,
MESFUNC9: 52;
set I = (
- J);
take I;
thus for n be
Nat holds (I
. n)
= (
Integral (M,(F
. n)))
proof
let n be
Nat;
n
in
NAT by
ORDINAL1:def 12;
then
A20: n
in (
dom I) by
FUNCT_2:def 1;
A21: (
dom (F
. n))
= E by
A1,
A3,
MESFUNC8:def 2;
(G
. n)
= (
- (F
. n)) by
Th37;
then (
Integral (M,(G
. n)))
= (
- (
Integral (M,(F
. n)))) by
A21,
A4,
Th52;
then (J
. n)
= (
- (
Integral (M,(F
. n)))) by
A19;
then (I
. n)
= (
- (
- (
Integral (M,(F
. n))))) by
A20,
MESFUNC1:def 7;
hence (I
. n)
= (
Integral (M,(F
. n)));
end;
thus I is
convergent by
A19,
DBLSEQ_3: 17;
A23: (
lim I)
= (
- (
Integral (M,(
lim G)))) by
A19,
DBLSEQ_3: 17;
A24: E
= (
dom (
lim F)) by
A1,
MESFUNC8:def 9;
then
A25: (
dom (
- (
lim F)))
= E by
MESFUNC1:def 7;
then
A26: (
dom (
lim G))
= (
dom (
- (
lim F))) by
A8,
MESFUNC8:def 9;
for x be
Element of X st x
in (
dom (
lim G)) holds ((
lim G)
. x)
= ((
- (
lim F))
. x)
proof
let x be
Element of X;
assume
A27: x
in (
dom (
lim G));
then
A30: ((
lim G)
. x)
= (
lim (G
# x)) by
MESFUNC8:def 9;
A28: (F
# x) is
convergent by
A27,
A26,
A25,
A6;
(G
# x)
= (
- (F
# x)) by
Th38;
then
A29: (
lim (G
# x))
= (
- (
lim (F
# x))) by
A28,
DBLSEQ_3: 17;
(
lim (F
# x))
= ((
lim F)
. x) by
A27,
A26,
A25,
A24,
MESFUNC8:def 9;
hence ((
lim G)
. x)
= ((
- (
lim F))
. x) by
A29,
A30,
A27,
A26,
MESFUNC1:def 7;
end;
then (
lim G)
= (
- (
lim F)) by
A26,
PARTFUN1: 5;
then (
Integral (M,(
lim G)))
= (
- (
Integral (M,(
lim F)))) by
A1,
A3,
A4,
A6,
A24,
Th52,
MESFUNC8: 25;
hence (
Integral (M,(
lim F)))
= (
lim I) by
A23;
end;