:: Fubini's Theorem on Measure
:: by Noboru Endou
::
:: Received February 23, 2017
:: Copyright (c) 2017 Association of Mizar Users
:: (Stowarzyszenie Uzytkownikow Mizara, Bialystok, Poland).
:: This code can be distributed under the GNU General Public Licence
:: version 3.0 or later, or the Creative Commons Attribution-ShareAlike
:: License version 3.0 or later, subject to the binding interpretation
:: detailed in file COPYING.interpretation.
:: See COPYING.GPL and COPYING.CC-BY-SA for the full text of these
:: licenses, or see http://www.gnu.org/licenses/gpl.html and
:: http://creativecommons.org/licenses/by-sa/3.0/.
environ
vocabularies NUMBERS, XXREAL_0, SUBSET_1, CARD_1, ARYTM_3, ARYTM_1, RELAT_1,
NAT_1, REAL_1, CARD_3, FUNCT_1, FINSEQ_1, XBOOLE_0, TARSKI, ZFMISC_1,
ORDINAL4, PROB_1, FINSUB_1, SETFAM_1, PROB_2, MEASURE9, FUNCOP_1,
SUPINF_2, VALUED_0, FUNCT_2, PARTFUN1, MEASURE1, ORDINAL2, SERIES_1,
MESFUNC5, SEQ_2, SEQFUNC, PBOOLE, MESFUNC9, VALUED_1, MESFUNC1, SRINGS_3,
MEASUR10, MESFUNC8, FUNCT_3, MEASURE7, MEASURE4, MEASURE8, MEASUR11,
PROB_3, SEQM_3, EQREL_1, SETLIM_2;
notations TARSKI, XBOOLE_0, ZFMISC_1, SUBSET_1, XXREAL_3, XXREAL_0, XREAL_0,
NUMBERS, KURATO_0, SETFAM_1, RELAT_1, FUNCT_1, RELSET_1, PARTFUN1,
FUNCT_2, FUNCOP_1, FINSUB_1, CARD_3, FUNCT_3, BINOP_1, XTUPLE_0, PROB_1,
PROB_3, NAT_1, VALUED_0, MEASURE8, FINSEQ_1, FINSEQOP, SUPINF_2, PROB_2,
SEQFUNC, MEASURE1, MESFUNC1, MEASURE3, MEASURE4, MESFUNC2, MESFUNC5,
MESFUNC8, DBLSEQ_3, MESFUNC9, EXTREAL1, SRINGS_3, MEASURE9, MEASUR10,
SETLIM_1, SETLIM_2, MCART_1;
constructors SEQFUNC, PROB_3, FINSEQOP, MEASURE3, MESFUNC8, MESFUNC9,
EXTREAL1, RINFSUP2, MEASUR10, SETLIM_1, SUPINF_1, MEASURE8, MESFUNC2,
KURATO_0, SETLIM_2, DBLSEQ_3;
registrations ORDINAL1, XBOOLE_0, RELAT_1, SUBSET_1, ROUGHS_1, XXREAL_0,
XREAL_0, NAT_1, INT_1, MEMBERED, FUNCT_1, FINSEQ_1, FUNCT_2, NUMBERS,
VALUED_0, MESFUNC9, RELSET_1, MEASURE1, PARTFUN1, XXREAL_3, CARD_1,
SIMPLEX0, SRINGS_3, DBLSEQ_3, MEASURE4, MEASURE9, PROB_1, MEASUR10;
requirements BOOLE, SUBSET, NUMERALS, ARITHM, REAL;
definitions TARSKI, XBOOLE_0;
equalities XCMPLX_0, FINSEQ_1, BINOP_1;
expansions TARSKI, XBOOLE_0;
theorems TARSKI, XBOOLE_0, XREAL_0, FINSEQ_1, NAT_1, FUNCT_1, CARD_3,
XXREAL_0, ZFMISC_1, FINSEQ_3, XBOOLE_1, PROB_2, XREAL_1, PROB_1,
FINSUB_1, SETFAM_1, FUNCOP_1, XXREAL_3, MEASURE1, VALUED_0, FUNCT_2,
RELAT_1, MESFUNC5, EXTREAL1, MESFUNC9, FINSEQ_2, PARTFUN1, ORDINAL1,
RINFSUP2, MEASURE8, MESFUNC1, SUPINF_2, XTUPLE_0, SRINGS_3, MEASURE9,
FUNCT_5, MESFUNC8, FUNCT_3, MESFUNC2, MEASURE4, MEASUR10, NUMBERS,
PROB_3, SETLIM_1, SUBSET_1, LATTICE5, RFUNCT_1, FINSEQ_4, DBLSEQ_3,
FINSEQ_5, PROB_4, SETLIM_2, KURATO_0, MESFUN10;
schemes FINSEQ_1, NAT_1, FUNCT_2, FINSEQ_2;
begin :: Preliminaries
theorem Th72:
for F be disjoint_valued FinSequence, n,m be Nat
st n < m holds union rng(F|n) misses F.m
proof
let F be disjoint_valued FinSequence, n,m be Nat;
assume A1: n < m;
per cases;
suppose n >= len F; then
m > len F by A1,XXREAL_0:2; then
not m in dom F by FINSEQ_3:25; then
F.m = {} by FUNCT_1:def 2;
hence union rng(F|n) misses F.m;
end;
suppose A2: n < len F;
for A be set st A in rng(F|n) holds A misses F.m
proof
let A be set;
assume A in rng(F|n); then
consider k be object such that
A3: k in dom(F|n) & A = (F|n).k by FUNCT_1:def 3;
reconsider k as Element of NAT by A3;
1 <= k <= len(F|n) by A3,FINSEQ_3:25; then
A4: k <= n by A2,FINSEQ_1:59; then
A = F.k by A3,FINSEQ_3:112;
hence A misses F.m by A1,A4,PROB_2:def 2;
end;
hence union rng(F|n) misses F.m by ZFMISC_1:80;
end;
end;
theorem Th73:
for F be FinSequence, m,n be Nat st m <= n holds len(F|m) <= len(F|n)
proof
let F be FinSequence, m,n be Nat;
assume m <= n; then
F|m = F|n|m by FINSEQ_1:82;
hence len(F|m) <= len(F|n) by FINSEQ_1:79;
end;
theorem Th74:
for F be FinSequence, n be Nat holds
union rng(F|n) \/ F.(n+1) = union rng(F|(n+1))
proof
let F be FinSequence, n be Nat;
now let x be set;
assume x in union rng(F|n) \/ F.(n+1); then
per cases by XBOOLE_0:def 3;
suppose x in union rng(F|n); then
consider A be set such that
A2: x in A & A in rng(F|n) by TARSKI:def 4;
consider k be object such that
A3: k in dom(F|n) & A = (F|n).k by A2,FUNCT_1:def 3;
reconsider k as Element of NAT by A3;
A4: 1 <= k <= len(F|n) by A3,FINSEQ_3:25;
len(F|n) <= n by FINSEQ_1:86; then
A5: k <= n & A = F.k by A4,A3,FINSEQ_3:112,XXREAL_0:2;
n <= n+1 by NAT_1:11; then
A6: A = (F|(n+1)).k by A5,XXREAL_0:2,FINSEQ_3:112;
len(F|n) <= len(F|(n+1)) by NAT_1:11,Th73; then
k <= len(F|(n+1)) by A4,XXREAL_0:2; then
k in dom(F|(n+1)) by A4,FINSEQ_3:25; then
A in rng(F|(n+1)) by A6,FUNCT_1:3;
hence x in union rng(F|(n+1)) by A2,TARSKI:def 4;
end;
suppose x in F.(n+1); then
A7: x in (F|(n+1)).(n+1) by FINSEQ_3:112; then
n+1 in dom (F|(n+1)) by FUNCT_1:def 2; then
(F|(n+1)).(n+1) in rng(F|(n+1)) by FUNCT_1:3;
hence x in union rng(F|(n+1)) by A7,TARSKI:def 4;
end;
end;
hence union rng(F|n) \/ F.(n+1) c= union rng(F|(n+1));
let x be object;
assume x in union rng(F|(n+1)); then
consider A be set such that
A9: x in A & A in rng(F|(n+1)) by TARSKI:def 4;
consider k be object such that
A10: k in dom(F|(n+1)) & A = (F|(n+1)).k by A9,FUNCT_1:def 3;
reconsider k as Element of NAT by A10;
1 <= k <= len(F|(n+1)) <= n+1 by A10,FINSEQ_1:86,FINSEQ_3:25; then
A11:k <= n+1 & (F|(n+1)).k = F.k by XXREAL_0:2,FINSEQ_3:112;
per cases;
suppose k = n+1;
hence x in union rng(F|n) \/ F.(n+1) by A9,A10,A11,XBOOLE_0:def 3;
end;
suppose k <> n+1; then
k < n+1 by A11,XXREAL_0:1; then
k <= n by NAT_1:13; then
A12: (F|n).k = F.k by FINSEQ_3:112; then
k in dom(F|n) by A11,A10,A9,FUNCT_1:def 2; then
A in rng(F|n) by A12,A11,A10,FUNCT_1:3; then
x in union rng(F|n) by A9,TARSKI:def 4;
hence x in union rng(F|n) \/ F.(n+1) by XBOOLE_0:def 3;
end;
end;
theorem Th101:
for F be disjoint_valued FinSequence, n be Nat holds
Union(F|n) misses F.(n+1)
proof
let F be disjoint_valued FinSequence, n be Nat;
assume Union(F|n) meets F.(n+1); then
consider x be object such that
A1: x in Union(F|n) & x in F.(n+1) by XBOOLE_0:3;
x in union rng(F|n) by A1,CARD_3:def 4; then
consider A be set such that
A2: x in A & A in rng(F|n) by TARSKI:def 4;
consider m be object such that
A3: m in dom(F|n) & A = (F|n).m by A2,FUNCT_1:def 3;
reconsider m as Element of NAT by A3;
m <= len(F|n) & len(F|n) <= n by A3,FINSEQ_3:25,FINSEQ_1:86; then
m <> n+1 by NAT_1:13; then
F.m misses F.(n+1) by PROB_2:def 2; then
(F|n).m /\ F.(n+1) = {} by A3,FUNCT_1:47;
hence contradiction by A1,A2,A3,XBOOLE_0:def 4;
end;
theorem Th41:
for P be set, F be FinSequence st
P is cup-closed & {} in P & (for n be Nat st n in dom F holds F.n in P)
holds Union F in P
proof
let P be set, F be FinSequence;
assume that
A0: P is cup-closed and
A1: {} in P and
A2: for n be Nat st n in dom F holds F.n in P;
defpred P[Nat] means union rng (F|$1) in P;
A3:P[0] by A1,ZFMISC_1:2;
A4:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume A5: P[k];
A6: k <= k+1 by NAT_1:13;
per cases;
suppose A7: len F >= k+1; then
len (F|(k+1)) = k+1 by FINSEQ_1:59; then
F|(k+1) = ((F|(k+1))|k) ^ <* (F|(k+1)).(k+1) *> by FINSEQ_3:55
.= F|k ^ <* (F|(k+1)).(k+1) *> by A6,FINSEQ_1:82
.= F|k ^ <* F.(k+1) *> by FINSEQ_3:112; then
rng(F|(k+1)) = rng(F|k) \/ rng <* F.(k+1) *> by FINSEQ_1:31
.= rng(F|k) \/ {F.(k+1)} by FINSEQ_1:38; then
A8: union rng(F|(k+1)) = union rng(F|k) \/ union {F.(k+1)} by ZFMISC_1:78
.= union rng(F|k) \/ F.(k+1) by ZFMISC_1:25;
1 <= k+1 by NAT_1:11; then
F.(k+1) in P by A2,A7,FINSEQ_3:25;
hence P[k+1] by A0,A5,A8,FINSUB_1:def 1;
end;
suppose len F < k+1; then
(F|(k+1)) = F & F|k = F by FINSEQ_3:49,NAT_1:13;
hence P[k+1] by A5;
end;
end;
for k be Nat holds P[k] from NAT_1:sch 2(A3,A4); then
union rng (F| len F) in P; then
union rng F in P by FINSEQ_3:49;
hence thesis by CARD_3:def 4;
end;
definition
let A,X be set;
redefine func chi(A,X) -> Function of X,ExtREAL;
coherence
proof
dom chi(A,X) = X by FUNCT_3:def 3;
hence thesis by FUNCT_2:def 1;
end;
end;
definition
let X be non empty set, S be SigmaField of X, F be FinSequence of S;
redefine func Union F -> Element of S;
coherence by PROB_3:57;
end;
definition
let X be non empty set, S be SigmaField of X, F be sequence of S;
redefine func Union F -> Element of S;
coherence
proof
union rng F is Element of S;
hence thesis by CARD_3:def 4;
end;
end;
definition
let X be non empty set;
let F be FinSequence of PFuncs(X,ExtREAL);
let x be Element of X;
func F#x -> FinSequence of ExtREAL means :DEF5:
dom it = dom F & (for n be Element of NAT st n in dom it holds
it.n = (F.n).x);
existence
proof
defpred P[Nat,set] means $2 = F.$1.x;
A1:for n be Nat st n in Seg len F ex z being Element of ExtREAL st P[n,z]
proof
let n be Nat;
assume n in Seg len F; then
n in dom F by FINSEQ_1:def 3; then
reconsider G=F.n as Element of PFuncs(X,ExtREAL) by FINSEQ_2:11;
X1: G is PartFunc of X,ExtREAL by PARTFUN1:46;
X2: now per cases;
suppose x in dom G;
hence G.x is Element of ExtREAL by X1,PARTFUN1:4;
end;
suppose not x in dom G; then
G.x = 0 by FUNCT_1:def 2;
hence G.x is Element of ExtREAL by NUMBERS:31,XREAL_0:def 1;
end;
end;
take G.x;
thus thesis by X2;
end;
consider p being FinSequence of ExtREAL such that
A2: dom p = Seg len F and
A3: for n be Nat st n in Seg len F holds P[n,p.n] from FINSEQ_1:sch 5(A1);
take p;
thus dom p = dom F by A2,FINSEQ_1:def 3;
thus thesis by A2,A3;
end;
uniqueness
proof
let p1,p2 be FinSequence of ExtREAL;
assume that
A4:dom p1 = dom F and
A5:for n be Element of NAT st n in dom p1 holds p1.n = F.n.x and
A6:dom p2 = dom F and
A7:for n be Element of NAT st n in dom p2 holds p2.n = F.n.x;
B1:len p1 = len p2 by A4,A6,FINSEQ_3:29;
now
let n be Nat;
assume
A10: n in dom p1;
then p1.n = F.n.x by A5;
hence p1.n = p2.n by A4,A6,A7,A10;
end;
hence thesis by B1,FINSEQ_2:9;
end;
end;
theorem
for X be non empty set, S be non empty Subset-Family of X,
f be FinSequence of S, F be FinSequence of PFuncs(X,ExtREAL) st
dom f = dom F & f is disjoint_valued
& (for n be Nat st n in dom F holds F.n = chi(f.n,X))
holds (for x be Element of X holds chi(Union f,X).x = Sum (F#x))
proof
let X be non empty set, S be non empty Subset-Family of X,
f be FinSequence of S, F be FinSequence of PFuncs(X,ExtREAL);
assume that
A0: dom f = dom F and
A1: f is disjoint_valued and
A2: for n be Nat st n in dom F holds F.n = chi(f.n,X);
let x be Element of X;
reconsider x1=x as Element of X;
consider Sf be sequence of ExtREAL such that
B1: Sum(F#x) = Sf.(len (F#x)) & Sf.0 = 0 &
for i be Nat st i < len (F#x) holds Sf.(i+1) = Sf.i + (F#x).(i+1)
by EXTREAL1:def 2;
per cases;
suppose A8: x in Union f; then
x in union rng f by CARD_3:def 4; then
consider fn be set such that
A9: x in fn & fn in rng f by TARSKI:def 4;
consider n be Element of NAT such that
A10: n in dom f & fn = f.n by A9,PARTFUN1:3;
A11:for m be Nat holds (m = n implies (F#x).m = 1) &
(m <> n implies (F#x).m = 0)
proof
let m be Nat;
hereby assume A12: m = n; then
m in dom (F#x) by A0,A10,DEF5; then
(F#x).m = (F.m).x by DEF5; then
(F#x).m = chi(f.m,X).x by A2,A12,A10,A0;
hence (F#x).m = 1 by A9,A10,A12,FUNCT_3:def 3;
end;
assume m <> n; then
A13: not x in f.m by A9,A10,A1,PROB_2:def 2,XBOOLE_0:3;
per cases;
suppose m in dom (F#x); then
m in dom F & (F#x).m = (F.m).x by DEF5; then
(F#x).m = chi(f.m,X).x by A2;
hence (F#x).m = 0 by A13,FUNCT_3:def 3;
end;
suppose not m in dom(F#x);
hence (F#x).m = 0 by FUNCT_1:def 2;
end;
end;
defpred P1[Nat] means $1 < n implies Sf.$1 = 0;
A14:P1[0] by B1;
A15:for m be Nat st P1[m] holds P1[m+1]
proof
let m be Nat;
assume A16: P1[m];
assume A17: m+1 < n; then
A18: m < n by NAT_1:13;
A20: (F#x).(m+1) = 0 by A17,A11;
n in dom(F#x) by A0,A10,DEF5; then
1 <= n <= len (F#x) by FINSEQ_3:25; then
m < len (F#x) by A18,XXREAL_0:2; then
Sf.(m+1) = Sf.m + (F#x).(m+1) by B1
.= 0 + 0 by A20,A16,A17,NAT_1:13;
hence Sf.(m+1) = 0;
end;
A21:for m be Nat holds P1[m] from NAT_1:sch 2(A14,A15);
defpred P2[Nat] means n <= $1 <= len(F#x) implies Sf.$1 = 1;
A23:P2[0] by A10,FINSEQ_3:25;
A24:for m be Nat st P2[m] holds P2[m+1]
proof
let m be Nat;
assume A25: P2[m];
assume A26: n <= m+1 <= len(F#x); then
A27: Sf.(m+1) = Sf.m + (F#x).(m+1) by B1,NAT_1:13;
per cases by A26,XXREAL_0:1;
suppose A28: n = m+1; then
m < n by NAT_1:13; then
Sf.m = 0 & (F#x).(m+1) = 1 by A21,A28,A11;
hence Sf.(m+1) = 1 by A27,XXREAL_3:4;
end;
suppose n < m+1; then
Sf.m = 1 & (F#x).(m+1) = 0 by A25,A11,A26,NAT_1:13;
hence Sf.(m+1) = 1 by A27,XXREAL_3:4;
end;
end;
A30:for m be Nat holds P2[m] from NAT_1:sch 2(A23,A24);
n in dom(F#x) by A10,A0,DEF5; then
n <= len (F#x) by FINSEQ_3:25; then
Sf.(len(F#x)) = 1 by A30;
hence chi(Union f,X).x = Sum(F#x) by A8,B1,FUNCT_3:def 3;
end;
suppose A31: not x in Union f; then
not x in union rng f by CARD_3:def 4; then
A32:for V be set st V in rng f holds not x in V by TARSKI:def 4;
defpred P3[Nat] means $1 <= len(F#x) implies Sf.$1 = 0;
A33:P3[0] by B1;
A34:for m be Nat st P3[m] holds P3[m+1]
proof
let m be Nat;
assume A35: P3[m];
assume A37: m+1 <= len (F#x); then
A38: m+1 in dom(F#x) by NAT_1:11,FINSEQ_3:25; then
C2: m+1 in dom f by A0,DEF5; then
A39: not x in f.(m+1) by A32,FUNCT_1:3;
(F#x).(m+1) = (F.(m+1)).x by A38,DEF5
.= chi(f.(m+1),X).x by A2,C2,A0; then
(F#x).(m+1) = 0 by A39,FUNCT_3:def 3; then
Sf.m + (F#x).(m+1) = 0 by A35,A37,NAT_1:13;
hence Sf.(m+1) = 0 by A37,B1,NAT_1:13;
end;
for m be Nat holds P3[m] from NAT_1:sch 2(A33,A34); then
Sum(F#x) = 0 by B1;
hence chi(Union f,X).x = Sum(F#x) by A31,FUNCT_3:def 3;
end;
end;
begin :: Product measure and product sigma measure
theorem Th1:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2
holds
sigma DisUnion measurable_rectangles(S1,S2)
= sigma measurable_rectangles(S1,S2)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2;
Field_generated_by (measurable_rectangles(S1,S2))
= DisUnion (measurable_rectangles(S1,S2)) by SRINGS_3:22;
hence thesis by SRINGS_3:23;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2;
func product_Measure(M1,M2) ->
induced_Measure of measurable_rectangles(S1,S2),
product-pre-Measure(M1,M2) means
for E be set st E in Field_generated_by measurable_rectangles(S1,S2) holds
for F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E = Union F holds it.E = Sum(product-pre-Measure(M1,M2)*F);
existence
proof
consider IT be Measure of Field_generated_by measurable_rectangles(S1,S2)
such that
A1: for E be set st E in Field_generated_by measurable_rectangles(S1,S2) holds
for F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E = Union F holds IT.E = Sum(product-pre-Measure(M1,M2)*F)
by MEASURE9:55;
reconsider IT as induced_Measure of measurable_rectangles(S1,S2),
product-pre-Measure(M1,M2) by A1,MEASURE9:def 8;
take IT;
thus thesis by A1;
end;
uniqueness
proof
let f1,f2 be induced_Measure of measurable_rectangles(S1,S2),
product-pre-Measure(M1,M2);
assume that
A1:
for E be set st E in Field_generated_by measurable_rectangles(S1,S2) holds
for F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E = Union F holds f1.E = Sum(product-pre-Measure(M1,M2)*F) and
A2:
for E be set st E in Field_generated_by measurable_rectangles(S1,S2) holds
for F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E = Union F holds f2.E = Sum(product-pre-Measure(M1,M2)*F);
now let E be Element of Field_generated_by measurable_rectangles(S1,S2);
Field_generated_by (measurable_rectangles(S1,S2))
= DisUnion (measurable_rectangles(S1,S2)) by SRINGS_3:22; then
E in DisUnion measurable_rectangles(S1,S2); then
E in { A where A is Subset of [:X1,X2:] :
ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st A = Union F } by SRINGS_3:def 3; then
consider A be Subset of [:X1,X2:] such that
A3: E = A &
ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st A = Union F;
consider F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A4: E = Union F by A3;
f1.E = Sum(product-pre-Measure(M1,M2)*F) by A1,A4;
hence f1.E = f2.E by A2,A4;
end;
hence f1=f2 by FUNCT_2:63;
end;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2;
func product_sigma_Measure(M1,M2) ->
induced_sigma_Measure of measurable_rectangles(S1,S2),
product_Measure(M1,M2) equals
(sigma_Meas(C_Meas product_Measure(M1,M2)))
|(sigma measurable_rectangles(S1,S2));
correctness
proof
Field_generated_by measurable_rectangles(S1,S2)
= DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22; then
A1:sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma measurable_rectangles(S1,S2) by Th1;
(sigma_Meas(C_Meas product_Measure(M1,M2)))|
(sigma measurable_rectangles(S1,S2)) is
sigma_Measure of (sigma measurable_rectangles(S1,S2))
by A1,MEASURE9:61;
hence thesis by A1,MEASURE9:def 9;
end;
end;
theorem Th2:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2 holds
product_sigma_Measure(M1,M2) is
sigma_Measure of sigma measurable_rectangles(S1,S2)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2;
Field_generated_by measurable_rectangles(S1,S2)
= DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22; then
sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma measurable_rectangles(S1,S2) by Th1;
hence thesis;
end;
theorem Th3:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2, n be Nat holds
[:F1.n,F2.n:] is Element of sigma measurable_rectangles(S1,S2)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2, n be Nat;
set S = measurable_rectangles(S1,S2);
F1.n in S1 & F2.n in S2 by MEASURE8:def 2; then
[:F1.n,F2.n:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A1: [:F1.n,F2.n:] in S by MEASUR10:def 5;
A2:S c= DisUnion S by SRINGS_3:12;
DisUnion S c= sigma(DisUnion S) by PROB_1:def 9; then
[:F1.n,F2.n:] is Element of sigma DisUnion (measurable_rectangles(S1,S2))
by A1,A2;
hence thesis by Th1;
end;
theorem Th4:
for X1,X2 be set, F1 be SetSequence of X1, F2 be SetSequence of X2, n be Nat
st F1 is non-descending & F2 is non-descending
holds [:F1.n,F2.n:] c= [:F1.(n+1),F2.(n+1):]
proof
let X1,X2 be set, F1 be SetSequence of X1, F2 be SetSequence of X2,
n be Nat;
assume F1 is non-descending & F2 is non-descending; then
F1.n c= F1.(n+1) & F2.n c= F2.(n+1) by PROB_1:def 5,NAT_1:11;
hence [:F1.n,F2.n:] c= [:F1.(n+1),F2.(n+1):] by ZFMISC_1:96;
end;
theorem Th5:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
A be Element of S1, B be Element of S2 holds
product_Measure(M1,M2).([:A,B:]) = M1.A * M2.B
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
A be Element of S1, B be Element of S2;
set S = measurable_rectangles(S1,S2);
set P = product-pre-Measure(M1,M2);
set m = product_Measure(M1,M2);
A1:DisUnion S = Field_generated_by S by SRINGS_3:22;
[:A,B:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A2:[:A,B:] in S by MEASUR10:def 5; then
reconsider F = <* [:A,B:] *> as disjoint_valued FinSequence of S
by FINSEQ_1:74;
A3:S c= DisUnion S by SRINGS_3:12;
consider SumPF be sequence of ExtREAL such that
A4: Sum(P*F) = SumPF.(len(P*F)) & SumPF.0 = 0. &
(for n be Nat st n < len(P*F) holds
SumPF.(n+1) = SumPF.n + (P*F).(n+1)) by EXTREAL1:def 2;
A5:len F = 1 by FINSEQ_1:39; then
A6:1 in dom F by FINSEQ_3:25;
len(P*F) = 1 by A5,FINSEQ_3:120; then
Sum(P*F) = SumPF.0 + (P*F).(0+1) by A4; then
Sum(P*F) = (P*F).1 by A4,XXREAL_3:4; then
Sum(P*F) = P.(F.1) by A6,FUNCT_1:13; then
Sum(P*F) = P.([:A,B:]) by FINSEQ_1:40; then
A7:Sum(P*F) = M1.A * M2.B by MEASUR10:22;
rng <* [:A,B:] *> = { [:A,B:] } by FINSEQ_1:39; then
union rng <* [:A,B:] *> = [:A,B:] by ZFMISC_1:25; then
[:A,B:] = Union <* [:A,B:] *> by CARD_3:def 4;
hence m.([:A,B:]) = M1.A * M2.B by A1,A2,A3,A7,MEASURE9:def 8;
end;
theorem Th6:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2, n be Nat holds
product_Measure(M1,M2).([:F1.n,F2.n:]) = M1.(F1.n) * M2.(F2.n)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2,
n be Nat;
F1.n in S1 & F2.n in S2 by MEASURE8:def 2;
hence product_Measure(M1,M2).([:F1.n,F2.n:]) = M1.(F1.n) * M2.(F2.n)
by Th5;
end;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F1 be FinSequence of S1, F2 be FinSequence of S2, n be Nat
st n in dom F1 & n in dom F2 holds
product_Measure(M1,M2).([:F1.n,F2.n:]) = M1.(F1.n) * M2.(F2.n) by Th5;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Subset of [:X1,X2:] holds
(C_Meas product_Measure(M1,M2)).E = inf(Svc(product_Measure(M1,M2),E))
by MEASURE8:def 8;
theorem Th9:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2 holds
sigma measurable_rectangles(S1,S2)
c= sigma_Field(C_Meas product_Measure(M1,M2))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2;
set C = C_Meas product_Measure(M1,M2);
set F = Field_generated_by measurable_rectangles(S1,S2);
F c= sigma_Field(C_Meas product_Measure(M1,M2)) by MEASURE8:20; then
sigma F c= sigma_Field(C_Meas product_Measure(M1,M2)) by PROB_1:def 9; then
sigma DisUnion measurable_rectangles(S1,S2)
c= sigma_Field(C_Meas product_Measure(M1,M2)) by SRINGS_3:22;
hence thesis by Th1;
end;
theorem Th10:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st E = [:A,B:] holds product_sigma_Measure(M1,M2).E = M1.A * M2.B
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume A1: E = [:A,B:]; then
A2:product_sigma_Measure(M1,M2).([:A,B:])
= (sigma_Meas(C_Meas product_Measure(M1,M2))).([:A,B:]) by FUNCT_1:49;
A3:measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21;
[:A,B:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A4: [:A,B:] in measurable_rectangles(S1,S2) by MEASUR10:def 5;
product_Measure(M1,M2) is completely-additive by MEASURE9:60; then
A5:(product_Measure(M1,M2)).([:A,B:])
= (C_Meas product_Measure(M1,M2)).([:A,B:]) by A3,A4,MEASURE8:18;
sigma measurable_rectangles(S1,S2)
c= sigma_Field(C_Meas product_Measure(M1,M2)) by Th9; then
product_sigma_Measure(M1,M2).([:A,B:])
= (product_Measure(M1,M2)).([:A,B:]) by A1,A2,A5,MEASURE4:def 3;
hence thesis by A1,Th5;
end;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2, n be Nat holds
product_sigma_Measure(M1,M2).([:F1.n,F2.n:]) = M1.(F1.n) * M2.(F2.n)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F1 be Set_Sequence of S1, F2 be Set_Sequence of S2, n be Nat;
A1: [:F1.n,F2.n:] is Element of sigma measurable_rectangles(S1,S2) by Th3;
then
A2:product_sigma_Measure(M1,M2).([:F1.n,F2.n:])
= (sigma_Meas(C_Meas product_Measure(M1,M2))).([:F1.n,F2.n:])
by FUNCT_1:49;
A3:measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21;
F1.n in S1 & F2.n in S2 by MEASURE8:def 2; then
[:F1.n,F2.n:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A4: [:F1.n,F2.n:] in measurable_rectangles(S1,S2) by MEASUR10:def 5;
product_Measure(M1,M2) is completely-additive by MEASURE9:60; then
A5:(product_Measure(M1,M2)).([:F1.n,F2.n:])
= (C_Meas product_Measure(M1,M2)).([:F1.n,F2.n:]) by A3,A4,MEASURE8:18;
sigma measurable_rectangles(S1,S2)
c= sigma_Field(C_Meas product_Measure(M1,M2)) by Th9; then
product_sigma_Measure(M1,M2).([:F1.n,F2.n:])
= (product_Measure(M1,M2)).([:F1.n,F2.n:]) by A1,A2,A5,MEASURE4:def 3;
hence thesis by Th6;
end;
theorem Th12:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2)
st E1 misses E2 holds
product_sigma_Measure(M1,M2).(E1 \/ E2)
= product_sigma_Measure(M1,M2).E1 + product_sigma_Measure(M1,M2).E2
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2);
assume A1: E1 misses E2;
product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2;
hence thesis by A1,MEASURE1:30;
end;
theorem
for X1,X2,A,B be set, F1 be SetSequence of X1, F2 be SetSequence of X2,
F be SetSequence of [:X1,X2:] st
F1 is non-descending & lim F1 = A & F2 is non-descending & lim F2 = B &
(for n be Nat holds F.n = [:F1.n,F2.n:])
holds lim F = [:A,B:]
proof
let X1,X2,A,B be set, F1 be SetSequence of X1, F2 be SetSequence of X2,
F be SetSequence of [:X1,X2:];
assume that
A1: F1 is non-descending and
A2: lim F1 = A and
A3: F2 is non-descending and
A4: lim F2 = B and
A5: for n be Nat holds F.n = [:F1.n,F2.n:];
now let n be Nat;
F.n = [:F1.n,F2.n:] & F.(n+1) = [:F1.(n+1),F2.(n+1):] by A5;
hence F.n c= F.(n+1) by A1,A3,Th4;
end; then
F is non-descending by PROB_2:7; then
A6:lim F = Union F by SETLIM_1:63;
Union F1 = A & Union F2 = B by A1,A2,A3,A4,SETLIM_1:63; then
A8:union rng F1 = A & union rng F2 = B by CARD_3:def 4; then
A7: [:A,B:]
= union { [:P,Q:] where P is Element of rng F1, Q is Element of rng F2 :
P in rng F1 & Q in rng F2} by LATTICE5:2;
now let z be object;
assume z in [:A,B:]; then
consider Z be set such that
X1: z in Z
& Z in { [:A,B:] where A is Element of rng F1, B is Element of rng F2 :
A in rng F1 & B in rng F2} by A7,TARSKI:def 4;
consider A be Element of rng F1, B be Element of rng F2 such that
X2: Z = [:A,B:] & A in rng F1 & B in rng F2 by X1;
consider n1 be Element of NAT such that
X3: n1 in dom F1 & A = F1.n1 by PARTFUN1:3;
consider n2 be Element of NAT such that
X4: n2 in dom F2 & B = F2.n2 by PARTFUN1:3;
set n = max(n1,n2);
A c= F1.n & B c= F2.n by A1,A3,X3,X4,PROB_1:def 5,XXREAL_0:25; then
X5: Z c= [:F1.n,F2.n:] by X2,ZFMISC_1:96;
n in NAT; then
n in dom F by FUNCT_2:def 1; then
F.n in rng F by FUNCT_1:3; then
[:F1.n,F2.n:] in rng F by A5;
hence z in union rng F by X1,X5,TARSKI:def 4;
end; then
X6: [:A,B:] c= union rng F;
now let z be object;
assume z in union rng F; then
consider Z be set such that
Y1: z in Z & Z in rng F by TARSKI:def 4;
consider n be Element of NAT such that
Y2: n in dom F & Z = F.n by Y1,PARTFUN1:3;
Y3: Z = [:F1.n,F2.n:] by A5,Y2;
dom F1 = NAT & dom F2 = NAT by FUNCT_2:def 1; then
F1.n c= union rng F1 & F2.n c= union rng F2 by FUNCT_1:3,ZFMISC_1:74; then
Z c= [:A,B:] by A8,Y3,ZFMISC_1:96;
hence z in [:A,B:] by Y1;
end; then
union rng F c= [:A,B:];
hence lim F = [:A,B:] by A6,X6,CARD_3:def 4;
end;
begin :: Sections
definition
let X be set, Y be non empty set, E be Subset of [:X,Y:], x be set;
func X-section(E,x) -> Subset of Y equals
{y where y is Element of Y: [x,y] in E};
correctness
proof
now let y be set;
assume y in {y where y is Element of Y: [x,y] in E}; then
ex y1 be Element of Y st y = y1 & [x,y1] in E;
hence y in Y;
end; then
{y where y is Element of Y: [x,y] in E} c= Y;
hence thesis;
end;
end;
definition
let X be non empty set, Y be set, E be Subset of [:X,Y:], y be set;
func Y-section(E,y) -> Subset of X equals
{x where x is Element of X: [x,y] in E};
correctness
proof
now let x be set;
assume x in {x where x is Element of X: [x,y] in E}; then
ex x1 be Element of X st x = x1 & [x1,y] in E;
hence x in X;
end; then
{x where x is Element of X: [x,y] in E} c= X;
hence thesis;
end;
end;
theorem Th14:
for X be set, Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set
st E1 c= E2 holds X-section(E1,p) c= X-section(E2,p)
proof
let X be set, Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set;
assume A1: E1 c= E2;
now let y be set;
assume y in X-section(E1,p); then
ex y1 be Element of Y st y = y1 & [p,y1] in E1;
hence y in X-section(E2,p) by A1;
end;
hence X-section(E1,p) c= X-section(E2,p);
end;
theorem Th15:
for X be non empty set, Y be set, E1,E2 be Subset of [:X,Y:], p be set
st E1 c= E2 holds Y-section(E1,p) c= Y-section(E2,p)
proof
let X be non empty set, Y be set, E1,E2 be Subset of [:X,Y:], p be set;
assume A1: E1 c= E2;
let y be object;
assume y in Y-section(E1,p); then
ex y1 be Element of X st y = y1 & [y1,p] in E1;
hence y in Y-section(E2,p) by A1;
end;
theorem Th16:
for X,Y be non empty set, A be Subset of X, B be Subset of Y, p be set
holds
(p in A implies X-section([:A,B:],p) = B)
& (not p in A implies X-section([:A,B:],p) = {})
& (p in B implies Y-section([:A,B:],p) = A)
& (not p in B implies Y-section([:A,B:],p) = {})
proof
let X,Y be non empty set, A be Subset of X, B be Subset of Y, p be set;
set E = [:A,B:];
hereby assume A2: p in A;
now let y be set;
assume y in X-section([:A,B:],p); then
ex y1 be Element of Y st y = y1 & [p,y1] in E;
hence y in B by ZFMISC_1:87;
end; then
A3: X-section([:A,B:],p) c= B;
now let y be set;
assume A4: y in B; then
[p,y] in [:A,B:] by A2,ZFMISC_1:87;
hence y in X-section([:A,B:],p) by A4;
end; then
B c= X-section([:A,B:],p);
hence X-section([:A,B:],p) = B by A3;
end;
hereby assume A5: not p in A;
now let y be set;
assume y in X-section([:A,B:],p); then
ex y1 be Element of Y st y = y1 & [p,y1] in E;
hence contradiction by A5,ZFMISC_1:87;
end; then
X-section([:A,B:],p) is empty;
hence X-section([:A,B:],p) = {};
end;
hereby assume A4: p in B;
now let x be set;
assume x in Y-section([:A,B:],p); then
ex x1 be Element of X st x = x1 & [x1,p] in E;
hence x in A by ZFMISC_1:87;
end; then
A5: Y-section([:A,B:],p) c= A;
now let x be set;
assume A6: x in A; then
[x,p] in [:A,B:] by A4,ZFMISC_1:87;
hence x in Y-section([:A,B:],p) by A6;
end; then
A c= Y-section([:A,B:],p);
hence Y-section([:A,B:],p) = A by A5;
end;
assume A7: not p in B;
now let x be set;
assume x in Y-section([:A,B:],p); then
ex x1 be Element of X st x = x1 & [x1,p] in E;
hence contradiction by A7,ZFMISC_1:87;
end; then
Y-section([:A,B:],p) is empty;
hence Y-section([:A,B:],p) = {};
end;
theorem Th17:
for X,Y be non empty set, E be Subset of [:X,Y:], p be set holds
( not p in X implies X-section(E,p) = {} )
& ( not p in Y implies Y-section(E,p) = {} )
proof
let X,Y be non empty set, E be Subset of [:X,Y:], p be set;
hereby assume A1: not p in X;
now let y be set;
assume y in X-section(E,p); then
ex y1 be Element of Y st y = y1 & [p,y1] in E;
hence contradiction by A1,ZFMISC_1:87;
end; then
X-section(E,p) is empty;
hence X-section(E,p) = {};
end;
assume A7: not p in Y;
now let y be set;
assume y in Y-section(E,p); then
ex y1 be Element of X st y = y1 & [y1,p] in E;
hence contradiction by A7,ZFMISC_1:87;
end; then
Y-section(E,p) is empty;
hence Y-section(E,p) = {};
end;
theorem Th18:
for X,Y be non empty set, p be set holds
X-section({}[:X,Y:],p) = {} & Y-section({}[:X,Y:],p) = {}
& ( p in X implies X-section([#][:X,Y:],p) = Y )
& ( p in Y implies Y-section([#][:X,Y:],p) = X )
proof
let X,Y be non empty set, p be set;
now let q be set;
assume q in X-section({}[:X,Y:],p); then
ex y1 be Element of Y st q = y1 & [p,y1] in {}[:X,Y:];
hence contradiction;
end; then
X-section({}[:X,Y:],p) is empty;
hence X-section({}[:X,Y:],p) = {};
now let q be set;
assume q in Y-section({}[:X,Y:],p); then
ex x1 be Element of X st q = x1 & [x1,p] in {}[:X,Y:];
hence contradiction;
end; then
Y-section({}[:X,Y:],p) is empty;
hence Y-section({}[:X,Y:],p) = {};
A3: [#]X = X & [#]Y = Y by SUBSET_1:def 3; then
A4: [#][:X,Y:] = [:[#]X,[#]Y:] by SUBSET_1:def 3;
hence p in X implies X-section([#][:X,Y:],p) = Y by A3,Th16;
assume p in Y;
hence Y-section([#][:X,Y:],p) = X by A3,A4,Th16;
end;
theorem Th19:
for X,Y be non empty set, E be Subset of [:X,Y:], p be set holds
( p in X implies X-section([:X,Y:] \ E,p) = Y \ X-section(E,p) )
& ( p in Y implies Y-section([:X,Y:] \ E,p) = X \ Y-section(E,p) )
proof
let X,Y be non empty set, E be Subset of [:X,Y:], p be set;
hereby assume A1: p in X;
now let y be set;
assume A2: y in X-section([:X,Y:] \ E,p); then
A3: ex y1 be Element of Y st y = y1 & [p,y1] in [:X,Y:] \ E;
now assume y in X-section(E,p); then
ex y2 be Element of Y st y = y2 & [p,y2] in E;
hence contradiction by A3,XBOOLE_0:def 5;
end;
hence y in Y \ X-section(E,p) by A2,XBOOLE_0:def 5;
end; then
A4: X-section([:X,Y:] \ E,p) c= Y \ X-section(E,p);
now let y be set;
assume A5: y in Y \ X-section(E,p); then
y in Y & not y in X-section(E,p) by XBOOLE_0:def 5; then
A6: not [p,y] in E;
[p,y] in [:X,Y:] by A1,A5,ZFMISC_1:def 2; then
[p,y] in [:X,Y:] \ E by A6,XBOOLE_0:def 5;
hence y in X-section([:X,Y:] \ E,p) by A5;
end; then
Y \ X-section(E,p) c= X-section([:X,Y:] \ E,p);
hence X-section([:X,Y:] \ E,p) = Y \ X-section(E,p) by A4;
end;
assume A7: p in Y;
now let y be set;
assume A8: y in Y-section([:X,Y:] \ E,p); then
A9: ex y1 be Element of X st y = y1 & [y1,p] in [:X,Y:] \ E;
now assume y in Y-section(E,p); then
ex y2 be Element of X st y = y2 & [y2,p] in E;
hence contradiction by A9,XBOOLE_0:def 5;
end;
hence y in X \ Y-section(E,p) by A8,XBOOLE_0:def 5;
end; then
A10:Y-section([:X,Y:] \ E,p) c= X \ Y-section(E,p);
now let y be set;
assume A11: y in X \ Y-section(E,p); then
y in X & not y in Y-section(E,p) by XBOOLE_0:def 5; then
A12:not [y,p] in E;
[y,p] in [:X,Y:] by A7,A11,ZFMISC_1:def 2; then
[y,p] in [:X,Y:] \ E by A12,XBOOLE_0:def 5;
hence y in Y-section([:X,Y:] \ E,p) by A11;
end; then
X \ Y-section(E,p) c= Y-section([:X,Y:] \ E,p);
hence Y-section([:X,Y:] \ E,p) = X \ Y-section(E,p) by A10;
end;
theorem Th20:
for X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set holds
X-section(E1\/E2,p) = X-section(E1,p) \/ X-section(E2,p)
& Y-section(E1\/E2,p) = Y-section(E1,p) \/ Y-section(E2,p)
proof
let X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set;
now let q be set;
assume q in X-section(E1\/E2,p); then
consider y1 be Element of Y such that
A2: q = y1 & [p,y1] in E1 \/ E2;
[p,y1] in E1 or [p,y1] in E2 by A2,XBOOLE_0:def 3; then
q in X-section(E1,p) or q in X-section(E2,p) by A2;
hence q in X-section(E1,p) \/ X-section(E2,p) by XBOOLE_0:def 3;
end; then
A3: X-section(E1\/E2,p) c= X-section(E1,p) \/ X-section(E2,p);
now let q be set;
assume A4: q in X-section(E1,p) \/ X-section(E2,p);
per cases by A4,XBOOLE_0:def 3;
suppose q in X-section(E1,p); then
consider y1 be Element of Y such that
A5: q = y1 & [p,y1] in E1;
[p,y1] in E1 \/ E2 by A5,XBOOLE_0:def 3;
hence q in X-section(E1\/E2,p) by A5;
end;
suppose q in X-section(E2,p); then
consider y1 be Element of Y such that
A6: q = y1 & [p,y1] in E2;
[p,y1] in E1 \/ E2 by A6,XBOOLE_0:def 3;
hence q in X-section(E1\/E2,p) by A6;
end;
end; then
X-section(E1,p) \/ X-section(E2,p) c= X-section(E1\/E2,p);
hence X-section(E1\/E2,p) = X-section(E1,p) \/ X-section(E2,p) by A3;
now let q be set;
assume q in Y-section(E1\/E2,p); then
consider x1 be Element of X such that
A2: q = x1 & [x1,p] in E1 \/ E2;
[x1,p] in E1 or [x1,p] in E2 by A2,XBOOLE_0:def 3; then
q in Y-section(E1,p) or q in Y-section(E2,p) by A2;
hence q in Y-section(E1,p) \/ Y-section(E2,p) by XBOOLE_0:def 3;
end; then
A3: Y-section(E1\/E2,p) c= Y-section(E1,p) \/ Y-section(E2,p);
now let q be set;
assume A4: q in Y-section(E1,p) \/ Y-section(E2,p);
per cases by A4,XBOOLE_0:def 3;
suppose q in Y-section(E1,p); then
consider x1 be Element of X such that
A5: q = x1 & [x1,p] in E1;
[x1,p] in E1 \/ E2 by A5,XBOOLE_0:def 3;
hence q in Y-section(E1\/E2,p) by A5;
end;
suppose q in Y-section(E2,p); then
consider x1 be Element of X such that
A6: q = x1 & [x1,p] in E2;
[x1,p] in E1 \/ E2 by A6,XBOOLE_0:def 3;
hence q in Y-section(E1\/E2,p) by A6;
end;
end; then
Y-section(E1,p) \/ Y-section(E2,p) c= Y-section(E1\/E2,p);
hence Y-section(E1\/E2,p) = Y-section(E1,p) \/ Y-section(E2,p) by A3;
end;
theorem Th21:
for X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set holds
X-section(E1/\E2,p) = X-section(E1,p) /\ X-section(E2,p)
& Y-section(E1/\E2,p) = Y-section(E1,p) /\ Y-section(E2,p)
proof
let X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set;
now let q be set;
assume q in X-section(E1/\E2,p); then
consider y1 be Element of Y such that
A2: q = y1 & [p,y1] in E1 /\ E2;
[p,y1] in E1 & [p,y1] in E2 by A2,XBOOLE_0:def 4; then
q in X-section(E1,p) & q in X-section(E2,p) by A2;
hence q in X-section(E1,p) /\ X-section(E2,p) by XBOOLE_0:def 4;
end; then
A3: X-section(E1/\E2,p) c= X-section(E1,p) /\ X-section(E2,p);
now let q be set;
assume q in X-section(E1,p) /\ X-section(E2,p); then
A4: q in X-section(E1,p) & q in X-section(E2,p) by XBOOLE_0:def 4; then
consider y1 be Element of Y such that
A5: q = y1 & [p,y1] in E1;
consider y2 be Element of Y such that
A6: q = y2 & [p,y2] in E2 by A4;
[p,q] in E1 /\ E2 by A5,A6,XBOOLE_0:def 4;
hence q in X-section(E1/\E2,p) by A5;
end; then
X-section(E1,p) /\ X-section(E2,p) c= X-section(E1/\E2,p);
hence X-section(E1/\E2,p) = X-section(E1,p) /\ X-section(E2,p) by A3;
now let q be set;
assume q in Y-section(E1/\E2,p); then
consider x1 be Element of X such that
A2: q = x1 & [x1,p] in E1 /\ E2;
[x1,p] in E1 & [x1,p] in E2 by A2,XBOOLE_0:def 4; then
q in Y-section(E1,p) & q in Y-section(E2,p) by A2;
hence q in Y-section(E1,p) /\ Y-section(E2,p) by XBOOLE_0:def 4;
end; then
A3: Y-section(E1/\E2,p) c= Y-section(E1,p) /\ Y-section(E2,p);
now let q be set;
assume q in Y-section(E1,p) /\ Y-section(E2,p); then
A4: q in Y-section(E1,p) & q in Y-section(E2,p) by XBOOLE_0:def 4; then
consider x1 be Element of X such that
A5: q = x1 & [x1,p] in E1;
consider x2 be Element of X such that
A6: q = x2 & [x2,p] in E2 by A4;
[x1,p] in E1 /\ E2 by A5,A6,XBOOLE_0:def 4;
hence q in Y-section(E1/\E2,p) by A5;
end; then
Y-section(E1,p) /\ Y-section(E2,p) c= Y-section(E1/\E2,p);
hence Y-section(E1/\E2,p) = Y-section(E1,p) /\ Y-section(E2,p) by A3;
end;
theorem Th22:
for X be set, Y be non empty set, F be FinSequence of bool [:X,Y:],
Fy be FinSequence of bool Y, p be set st
dom F = dom Fy
& ( for n be Nat st n in dom Fy holds Fy.n = X-section(F.n,p) )
holds X-section(union rng F,p) = union rng Fy
proof
let X be set, Y be non empty set, F be FinSequence of bool [:X,Y:],
Fy be FinSequence of bool Y, p be set;
assume that
A1: dom F = dom Fy and
A2: for n be Nat st n in dom Fy holds Fy.n = X-section(F.n,p);
now let q be set;
assume q in X-section(union rng F,p); then
consider q1 be Element of Y such that
A3: q = q1 & [p,q1] in union rng F;
consider T be set such that
A4: [p,q1] in T & T in rng F by A3,TARSKI:def 4;
consider m be Element of NAT such that
A5: m in dom F & T = F.m by A4,PARTFUN1:3;
Fy.m = X-section(F.m,p) by A1,A2,A5; then
q in Fy.m & Fy.m in rng Fy by A1,A3,A4,A5,FUNCT_1:3;
hence q in union rng Fy by TARSKI:def 4;
end; then
A6:X-section(union rng F,p) c= union rng Fy;
now let q be set;
assume q in union rng Fy; then
consider T be set such that
A7: q in T & T in rng Fy by TARSKI:def 4;
consider m be Element of NAT such that
A8: m in dom Fy & T = Fy.m by A7,PARTFUN1:3;
q in X-section(F.m,p) by A2,A7,A8; then
consider q1 be Element of Y such that
A9: q = q1 & [p,q1] in F.m;
F.m in rng F by A1,A8,FUNCT_1:3; then
[p,q1] in union rng F by A9,TARSKI:def 4;
hence q in X-section(union rng F,p) by A9;
end; then
union rng Fy c= X-section(union rng F,p);
hence X-section(union rng F,p) = union rng Fy by A6;
end;
theorem Th23:
for X be non empty set, Y be set, F be FinSequence of bool [:X,Y:],
Fx be FinSequence of bool X, p be set st
dom F = dom Fx
& ( for n be Nat st n in dom Fx holds Fx.n = Y-section(F.n,p) )
holds Y-section(union rng F,p) = union rng Fx
proof
let X be non empty set, Y be set, F be FinSequence of bool [:X,Y:],
Fx be FinSequence of bool X, p be set;
assume that
A1: dom F = dom Fx and
A2: for n be Nat st n in dom Fx holds Fx.n = Y-section(F.n,p);
now let q be set;
assume q in Y-section(union rng F,p); then
consider q1 be Element of X such that
A3: q = q1 & [q1,p] in union rng F;
consider T be set such that
A4: [q1,p] in T & T in rng F by A3,TARSKI:def 4;
consider m be Element of NAT such that
A5: m in dom F & T = F.m by A4,PARTFUN1:3;
Fx.m = Y-section(F.m,p) by A1,A2,A5; then
q in Fx.m & Fx.m in rng Fx by A1,A3,A4,A5,FUNCT_1:3;
hence q in union rng Fx by TARSKI:def 4;
end; then
A6:Y-section(union rng F,p) c= union rng Fx;
now let q be set;
assume q in union rng Fx; then
consider T be set such that
A7: q in T & T in rng Fx by TARSKI:def 4;
consider m be Element of NAT such that
A8: m in dom Fx & T = Fx.m by A7,PARTFUN1:3;
q in Y-section(F.m,p) by A2,A7,A8; then
consider q1 be Element of X such that
A9: q = q1 & [q1,p] in F.m;
F.m in rng F by A1,A8,FUNCT_1:3; then
[q1,p] in union rng F by A9,TARSKI:def 4;
hence q in Y-section(union rng F,p) by A9;
end; then
union rng Fx c= Y-section(union rng F,p);
hence Y-section(union rng F,p) = union rng Fx by A6;
end;
theorem Th24:
for X be set, Y be non empty set, p be set, F be SetSequence of [:X,Y:],
Fy be SetSequence of Y st
( for n be Nat holds Fy.n = X-section(F.n,p) )
holds X-section(union rng F,p) = union rng Fy
proof
let X be set, Y be non empty set, p be set, F be SetSequence of [:X,Y:],
Fy be SetSequence of Y;
assume A2: for n be Nat holds Fy.n = X-section(F.n,p);
now let q be set;
assume q in X-section(union rng F,p); then
consider y1 be Element of Y such that
A3: q = y1 & [p,y1] in union rng F;
consider T be set such that
A4: [p,y1] in T & T in rng F by A3,TARSKI:def 4;
consider m be Element of NAT such that
A5: T = F.m by A4,FUNCT_2:113;
Fy.m = X-section(F.m,p) by A2; then
q in Fy.m & Fy.m in rng Fy by A3,A4,A5,FUNCT_2:112;
hence q in union rng Fy by TARSKI:def 4;
end; then
A7:X-section(union rng F,p) c= union rng Fy;
now let q be set;
assume q in union rng Fy; then
consider T be set such that
A8: q in T & T in rng Fy by TARSKI:def 4;
consider m be Element of NAT such that
A9: T = Fy.m by A8,FUNCT_2:113;
q in X-section(F.m,p) by A2,A8,A9; then
consider y1 be Element of Y such that
A10: q = y1 & [p,y1] in F.m;
F.m in rng F by FUNCT_2:112; then
[p,y1] in union rng F by A10,TARSKI:def 4;
hence q in X-section(union rng F,p) by A10;
end; then
union rng Fy c= X-section(union rng F,p);
hence X-section(union rng F,p) = union rng Fy by A7;
end;
theorem Th25:
for X be set, Y be non empty set, p be set, F be SetSequence of [:X,Y:],
Fy be SetSequence of Y st
( for n be Nat holds Fy.n = X-section(F.n,p) )
holds X-section(meet rng F,p) = meet rng Fy
proof
let X be set, Y be non empty set, p be set, F be SetSequence of [:X,Y:],
Fy be SetSequence of Y;
assume A2: for n be Nat holds Fy.n = X-section(F.n,p);
now let q be set;
assume q in X-section(meet rng F,p); then
consider y1 be Element of Y such that
A3: q = y1 & [p,y1] in meet rng F;
for T be set st T in rng Fy holds q in T
proof
let T be set;
assume T in rng Fy; then
consider n be object such that
B1: n in dom Fy & T = Fy.n by FUNCT_1:def 3;
reconsider n as Element of NAT by B1;
dom F = NAT by FUNCT_2:def 1; then
F.n in rng F by FUNCT_1:3; then
[p,q] in F.n by A3,SETFAM_1:def 1; then
q in X-section(F.n,p) by A3;
hence q in T by B1,A2;
end;
hence q in meet rng Fy by SETFAM_1:def 1;
end; then
A7:X-section(meet rng F,p) c= meet rng Fy;
now let q be set;
assume B0: q in meet rng Fy;
now let T be set;
assume T in rng F; then
consider n be object such that
B2: n in dom F & T = F.n by FUNCT_1:def 3;
reconsider n as Nat by B2;
dom Fy = NAT by FUNCT_2:def 1; then
Fy.n in rng Fy by B2,FUNCT_1:3; then
q in Fy.n by B0,SETFAM_1:def 1; then
q in X-section(F.n,p) by A2; then
ex y be Element of Y st q = y & [p,y] in F.n;
hence [p,q] in T by B2;
end; then
[p,q] in meet rng F by SETFAM_1:def 1;
hence q in X-section(meet rng F,p) by B0;
end; then
meet rng Fy c= X-section(meet rng F,p);
hence X-section(meet rng F,p) = meet rng Fy by A7;
end;
theorem Th26:
for X be non empty set, Y be set, p be set, F be SetSequence of [:X,Y:],
Fx be SetSequence of X st
( for n be Nat holds Fx.n = Y-section(F.n,p) )
holds Y-section(union rng F,p) = union rng Fx
proof
let X be non empty set, Y be set, p be set, F be SetSequence of [:X,Y:],
Fx be SetSequence of X;
assume A2: for n be Nat holds Fx.n = Y-section(F.n,p);
now let q be set;
assume q in Y-section(union rng F,p); then
consider x1 be Element of X such that
A3: q = x1 & [x1,p] in union rng F;
consider T be set such that
A4: [x1,p] in T & T in rng F by A3,TARSKI:def 4;
consider m be Element of NAT such that
A5: T = F.m by A4,FUNCT_2:113;
Fx.m = Y-section(F.m,p) by A2; then
q in Fx.m & Fx.m in rng Fx by A3,A4,A5,FUNCT_2:112;
hence q in union rng Fx by TARSKI:def 4;
end; then
A7:Y-section(union rng F,p) c= union rng Fx;
now let q be set;
assume q in union rng Fx; then
consider T be set such that
A8: q in T & T in rng Fx by TARSKI:def 4;
consider m be Element of NAT such that
A9: T = Fx.m by A8,FUNCT_2:113;
q in Y-section(F.m,p) by A2,A8,A9; then
consider x1 be Element of X such that
A10: q = x1 & [x1,p] in F.m;
F.m in rng F by FUNCT_2:112; then
[x1,p] in union rng F by A10,TARSKI:def 4;
hence q in Y-section(union rng F,p) by A10;
end; then
union rng Fx c= Y-section(union rng F,p);
hence Y-section(union rng F,p) = union rng Fx by A7;
end;
theorem Th27:
for X be non empty set, Y be set, p be set, F be SetSequence of [:X,Y:],
Fx be SetSequence of X st
( for n be Nat holds Fx.n = Y-section(F.n,p) )
holds Y-section(meet rng F,p) = meet rng Fx
proof
let X be non empty set, Y be set, p be set, F be SetSequence of [:X,Y:],
Fx be SetSequence of X;
assume A2: for n be Nat holds Fx.n = Y-section(F.n,p);
now let q be set;
assume q in Y-section(meet rng F,p); then
consider y1 be Element of X such that
A3: q = y1 & [y1,p] in meet rng F;
for T be set st T in rng Fx holds q in T
proof
let T be set;
assume T in rng Fx; then
consider n be object such that
B1: n in dom Fx & T = Fx.n by FUNCT_1:def 3;
reconsider n as Element of NAT by B1;
dom F = NAT by FUNCT_2:def 1; then
F.n in rng F by FUNCT_1:3; then
[q,p] in F.n by A3,SETFAM_1:def 1; then
q in Y-section(F.n,p) by A3;
hence q in T by B1,A2;
end;
hence q in meet rng Fx by SETFAM_1:def 1;
end; then
A7:Y-section(meet rng F,p) c= meet rng Fx;
now let q be set;
assume B0: q in meet rng Fx;
now let T be set;
assume T in rng F; then
consider n be object such that
B2: n in dom F & T = F.n by FUNCT_1:def 3;
reconsider n as Nat by B2;
dom Fx = NAT by FUNCT_2:def 1; then
Fx.n in rng Fx by B2,FUNCT_1:3; then
q in Fx.n by B0,SETFAM_1:def 1; then
q in Y-section(F.n,p) by A2; then
ex y be Element of X st q = y & [y,p] in F.n;
hence [q,p] in T by B2;
end; then
[q,p] in meet rng F by SETFAM_1:def 1;
hence q in Y-section(meet rng F,p) by B0;
end; then
meet rng Fx c= Y-section(meet rng F,p);
hence Y-section(meet rng F,p) = meet rng Fx by A7;
end;
theorem Th28:
for X,Y be non empty set, x,y be set, E be Subset of [:X,Y:]
holds chi(E,[:X,Y:]).(x,y) = chi(X-section(E,x),Y).y &
chi(E,[:X,Y:]).(x,y) = chi(Y-section(E,y),X).x
proof
let X,Y be non empty set, x,y be set, E be Subset of [:X,Y:];
set z = [x,y];
per cases;
suppose A1: [x,y] in E; then
consider x1,y1 be object such that
A2: x1 in X & y1 in Y & [x,y] = [x1,y1] by ZFMISC_1:84;
x = x1 & y = y1 by A2,XTUPLE_0:1; then
A3: y in X-section(E,x) & x in Y-section(E,y) by A1,A2;
chi(E,[:X,Y:]).z = 1 by A1,RFUNCT_1:63;
hence chi(E,[:X,Y:]).(x,y) = chi(X-section(E,x),Y).y &
chi(E,[:X,Y:]).(x,y) = chi(Y-section(E,y),X).x by A3,RFUNCT_1:63;
end;
suppose A4: not [x,y] in E;
A5: chi(E,[:X,Y:]).(x,y) = 0
proof
per cases;
suppose [x,y] in [:X,Y:];
hence chi(E,[:X,Y:]).(x,y) = 0 by A4,FUNCT_3:def 3;
end;
suppose not [x,y] in [:X,Y:]; then
not [x,y] in dom (chi(E,[:X,Y:]));
hence chi(E,[:X,Y:]).(x,y) = 0 by FUNCT_1:def 2;
end;
end;
A6: now assume y in X-section(E,x); then
ex y1 be Element of Y st y = y1 & [x,y1] in E;
hence contradiction by A4;
end;
A7: chi(X-section(E,x),Y).y = 0
proof
per cases;
suppose y in Y;
hence thesis by A6,FUNCT_3:def 3;
end;
suppose not y in Y; then
not y in dom (chi(X-section(E,x),Y));
hence thesis by FUNCT_1:def 2;
end;
end;
A8: now assume x in Y-section(E,y); then
ex x1 be Element of X st x = x1 & [x1,y] in E;
hence contradiction by A4;
end;
chi(Y-section(E,y),X).x = 0
proof
per cases;
suppose x in X;
hence thesis by A8,FUNCT_3:def 3;
end;
suppose not x in X; then
not x in dom (chi(Y-section(E,y),X));
hence thesis by FUNCT_1:def 2;
end;
end;
hence chi(E,[:X,Y:]).(x,y) = chi(X-section(E,x),Y).y &
chi(E,[:X,Y:]).(x,y) = chi(Y-section(E,y),X).x by A5,A7;
end;
end;
theorem Th29:
for X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set
st E1 misses E2
holds X-section(E1,p) misses X-section(E2,p)
& Y-section(E1,p) misses Y-section(E2,p)
proof
let X,Y be non empty set, E1,E2 be Subset of [:X,Y:], p be set;
assume A1: E1 misses E2;
now let q be set;
assume q in X-section(E1,p) /\ X-section(E2,p); then
A2: q in X-section(E1,p) & q in X-section(E2,p) by XBOOLE_0:def 4; then
A3: ex y1 be Element of Y st q = y1 & [p,y1] in E1;
ex y2 be Element of Y st q = y2 & [p,y2] in E2 by A2;
hence contradiction by A1,A3,XBOOLE_0:def 4;
end; then
X-section(E1,p) /\ X-section(E2,p) is empty;
hence X-section(E1,p) misses X-section(E2,p);
now let q be set;
assume q in Y-section(E1,p) /\ Y-section(E2,p); then
A4: q in Y-section(E1,p) & q in Y-section(E2,p) by XBOOLE_0:def 4; then
A5: ex x1 be Element of X st q = x1 & [x1,p] in E1;
ex x2 be Element of X st q = x2 & [x2,p] in E2 by A4;
hence contradiction by A1,A5,XBOOLE_0:def 4;
end; then
Y-section(E1,p) /\ Y-section(E2,p) is empty;
hence Y-section(E1,p) misses Y-section(E2,p);
end;
theorem
for X,Y be non empty set, F be disjoint_valued FinSequence of bool [:X,Y:],
p be set holds
( ex Fy be disjoint_valued FinSequence of bool X st
( dom F = dom Fy
& for n be Nat st n in dom Fy holds Fy.n = Y-section(F.n,p) ) )
&
( ex Fx be disjoint_valued FinSequence of bool Y st
( dom F = dom Fx
& for n be Nat st n in dom Fx holds Fx.n = X-section(F.n,p) ) )
proof
let X,Y be non empty set, F be disjoint_valued
FinSequence of bool [:X,Y:];
let p be set;
deffunc f1(Nat) = Y-section(F.$1,p);
deffunc f2(Nat) = X-section(F.$1,p);
thus ex Fy be disjoint_valued FinSequence of bool X st
( dom F = dom Fy
& for n be Nat st n in dom Fy holds Fy.n = Y-section(F.n,p) )
proof
consider Fy be FinSequence of bool X such that
A3: len Fy = len F &
(for j being Nat st j in dom Fy holds Fy.j = f1(j))
from FINSEQ_2:sch 1;
reconsider Fy as FinSequence of bool X;
now let n,m be object;
assume n <> m; then
A4: F.n misses F.m by PROB_2:def 2;
per cases;
suppose A5: n in dom Fy & m in dom Fy; then
reconsider n1=n, m1=m as Nat;
Fy.n = Y-section(F.n1,p) & Fy.m = Y-section(F.m1,p) by A3,A5;
hence Fy.n misses Fy.m by A4,Th29;
end;
suppose not n in dom Fy or not m in dom Fy; then
Fy.n = {} or Fy.m = {} by FUNCT_1:def 2;
hence Fy.n misses Fy.m;
end;
end; then
reconsider Fy as disjoint_valued FinSequence of bool X by PROB_2:def 2;
take Fy;
thus dom F = dom Fy
& for n be Nat st n in dom Fy holds Fy.n = Y-section(F.n,p)
by A3,FINSEQ_3:29;
end;
thus ex Fx be disjoint_valued FinSequence of bool Y st
( dom F = dom Fx
& for n be Nat st n in dom Fx holds Fx.n = X-section(F.n,p) )
proof
consider Fx be FinSequence of bool Y such that
A3: len Fx = len F &
(for j being Nat st j in dom Fx holds Fx.j = f2(j))
from FINSEQ_2:sch 1;
reconsider Fx as FinSequence of bool Y;
now let n,m be object;
assume n <> m; then
A4: F.n misses F.m by PROB_2:def 2;
per cases;
suppose A5: n in dom Fx & m in dom Fx; then
reconsider n1=n, m1=m as Nat;
Fx.n = X-section(F.n1,p) & Fx.m = X-section(F.m1,p) by A3,A5;
hence Fx.n misses Fx.m by A4,Th29;
end;
suppose not n in dom Fx or not m in dom Fx; then
Fx.n = {} or Fx.m = {} by FUNCT_1:def 2;
hence Fx.n misses Fx.m;
end;
end; then
reconsider Fx as disjoint_valued FinSequence of bool Y by PROB_2:def 2;
take Fx;
thus dom F = dom Fx
& for n be Nat st n in dom Fx holds Fx.n = X-section(F.n,p)
by A3,FINSEQ_3:29;
end;
end;
theorem
for X,Y be non empty set, F be disjoint_valued SetSequence of [:X,Y:],
p be set holds
( ex Fy be disjoint_valued SetSequence of X st
(for n be Nat holds Fy.n = Y-section(F.n,p)) )
& ( ex Fx be disjoint_valued SetSequence of Y st
(for n be Nat holds Fx.n = X-section(F.n,p)) )
proof
let X,Y be non empty set, F be disjoint_valued SetSequence of [:X,Y:],
p be set;
thus ex Fy be disjoint_valued SetSequence of X st
(for n be Nat holds Fy.n = Y-section(F.n,p))
proof
deffunc f(Nat) = Y-section(F.$1,p);
consider Fy be SetSequence of X such that
A1: for n be Element of NAT holds Fy.n = f(n) from FUNCT_2:sch 4;
now let n,m be Nat;
A2: n is Element of NAT & m is Element of NAT by ORDINAL1:def 12;
assume n <> m; then
F.n misses F.m by PROB_3:def 4; then
Y-section(F.n,p) misses Y-section(F.m,p) by Th29; then
Fy.n misses Y-section(F.m,p) by A1,A2;
hence Fy.n misses Fy.m by A1,A2;
end; then
reconsider Fy as disjoint_valued SetSequence of X by PROB_3:def 4;
take Fy;
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence Fy.n = Y-section(F.n,p) by A1;
end;
deffunc f(Nat) = X-section(F.$1,p);
consider Fx be SetSequence of Y such that
A3: for n be Element of NAT holds Fx.n = f(n) from FUNCT_2:sch 4;
now let n,m be Nat;
A4: n is Element of NAT & m is Element of NAT by ORDINAL1:def 12;
assume n <> m; then
F.n misses F.m by PROB_3:def 4; then
X-section(F.n,p) misses X-section(F.m,p) by Th29; then
Fx.n misses X-section(F.m,p) by A3,A4;
hence Fx.n misses Fx.m by A3,A4;
end; then
reconsider Fx as disjoint_valued SetSequence of Y by PROB_3:def 4;
take Fx;
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence Fx.n = X-section(F.n,p) by A3;
end;
theorem
for X,Y be non empty set, x,y be set, E1,E2 be Subset of [:X,Y:]
st E1 misses E2 holds
chi(E1 \/ E2,[:X,Y:]).(x,y)
= chi(X-section(E1,x),Y).y + chi(X-section(E2,x),Y).y
& chi(E1 \/ E2,[:X,Y:]).(x,y)
= chi(Y-section(E1,y),X).x + chi(Y-section(E2,y),X).x
proof
let X,Y be non empty set, x,y be set, E1,E2 be Subset of [:X,Y:];
assume E1 misses E2; then
A1:X-section(E1,x) misses X-section(E2,x)
& Y-section(E1,y) misses Y-section(E2,y) by Th29;
A2:chi(E1 \/ E2,[:X,Y:]).(x,y) = chi(X-section(E1 \/ E2,x),Y).y by Th28
.= chi(X-section(E1,x) \/ X-section(E2,x),Y).y by Th20;
thus chi(E1 \/ E2,[:X,Y:]).(x,y)
= chi(X-section(E1,x),Y).y + chi(X-section(E2,x),Y).y
proof
per cases;
suppose B1: not y in Y;
dom( chi(X-section(E1,x) \/ X-section(E2,x),Y) ) = Y
& dom( chi(X-section(E1,x),Y) ) = Y
& dom( chi(X-section(E2,x),Y) ) = Y by FUNCT_3:def 3; then
chi(E1 \/ E2,[:X,Y:]).(x,y) = 0 &
chi(X-section(E1,x),Y).y = 0 & chi(X-section(E2,x),Y).y = 0
by A2,B1,FUNCT_1:def 2;
hence thesis;
end;
suppose A3: y in Y & y in X-section(E1,x) \/ X-section(E2,x); then
A4: chi(E1 \/ E2,[:X,Y:]).(x,y) = 1 by A2,FUNCT_3:def 3;
per cases by A1,A3,XBOOLE_0:5;
suppose y in X-section(E1,x) & not y in X-section(E2,x); then
chi(X-section(E1,x),Y).y = 1 & chi(X-section(E2,x),Y).y = 0
by FUNCT_3:def 3;
hence thesis by A4,XXREAL_3:4;
end;
suppose not y in X-section(E1,x) & y in X-section(E2,x); then
chi(X-section(E1,x),Y).y = 0 & chi(X-section(E2,x),Y).y = 1
by FUNCT_3:def 3;
hence thesis by A4,XXREAL_3:4;
end;
end;
suppose A5: y in Y & not y in X-section(E1,x) \/ X-section(E2,x); then
A6: chi(E1 \/ E2,[:X,Y:]).(x,y) = 0 by A2,FUNCT_3:def 3;
not y in X-section(E1,x) & not y in X-section(E2,x)
by A5,XBOOLE_0:def 3; then
chi(X-section(E1,x),Y).y = 0 & chi(X-section(E2,x),Y).y = 0
by A5,FUNCT_3:def 3;
hence thesis by A6;
end;
end;
C2:chi(E1 \/ E2,[:X,Y:]).(x,y) = chi(Y-section(E1 \/ E2,y),X).x by Th28
.= chi(Y-section(E1,y) \/ Y-section(E2,y),X).x by Th20;
per cases;
suppose B1: not x in X;
dom( chi(Y-section(E1,y) \/ Y-section(E2,y),X) ) = X
& dom( chi(Y-section(E1,y),X) ) = X
& dom( chi(Y-section(E2,y),X) ) = X by FUNCT_3:def 3; then
chi(E1 \/ E2,[:X,Y:]).(x,y) = 0 &
chi(Y-section(E1,y),X).x = 0 & chi(Y-section(E2,y),X).x = 0
by C2,B1,FUNCT_1:def 2;
hence thesis;
end;
suppose C3: x in X & x in Y-section(E1,y) \/ Y-section(E2,y); then
C4: chi(E1 \/ E2,[:X,Y:]).(x,y) = 1 by C2,FUNCT_3:def 3;
per cases by A1,C3,XBOOLE_0:5;
suppose x in Y-section(E1,y) & not x in Y-section(E2,y); then
chi(Y-section(E1,y),X).x = 1 & chi(Y-section(E2,y),X).x = 0
by FUNCT_3:def 3;
hence thesis by C4,XXREAL_3:4;
end;
suppose not x in Y-section(E1,y) & x in Y-section(E2,y); then
chi(Y-section(E1,y),X).x = 0 & chi(Y-section(E2,y),X).x = 1
by FUNCT_3:def 3;
hence thesis by C4,XXREAL_3:4;
end;
end;
suppose C5: x in X & not x in Y-section(E1,y) \/ Y-section(E2,y); then
C6: chi(E1 \/ E2,[:X,Y:]).(x,y) = 0 by C2,FUNCT_3:def 3;
not x in Y-section(E1,y) & not x in Y-section(E2,y)
by C5,XBOOLE_0:def 3; then
chi(Y-section(E1,y),X).x = 0 & chi(Y-section(E2,y),X).x = 0
by C5,FUNCT_3:def 3;
hence thesis by C6;
end;
end;
theorem Th33:
for X be set, Y be non empty set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of Y
st E is non-descending & (for n be Nat holds G.n = X-section(E.n,x))
holds G is non-descending
proof
let X be set, Y be non empty set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of Y;
assume that
A1: E is non-descending and
A2: for n be Nat holds G.n = X-section(E.n,x);
for n be Nat holds G.n c= G.(n+1)
proof
let n be Nat;
X-section(E.n,x) c= X-section(E.(n+1),x) by Th14,A1,KURATO_0:def 4; then
G.n c= X-section(E.(n+1),x) by A2;
hence G.n c= G.(n+1) by A2;
end;
hence G is non-descending by KURATO_0:def 4;
end;
theorem Th34:
for X be non empty set, Y be set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of X
st E is non-descending & (for n be Nat holds G.n = Y-section(E.n,x))
holds G is non-descending
proof
let X be non empty set, Y be set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of X;
assume that
A1: E is non-descending and
A2: for n be Nat holds G.n = Y-section(E.n,x);
for n be Nat holds G.n c= G.(n+1)
proof
let n be Nat;
Y-section(E.n,x) c= Y-section(E.(n+1),x) by Th15,A1,KURATO_0:def 4; then
G.n c= Y-section(E.(n+1),x) by A2;
hence G.n c= G.(n+1) by A2;
end;
hence G is non-descending by KURATO_0:def 4;
end;
theorem Th35:
for X be set, Y be non empty set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of Y
st E is non-ascending & (for n be Nat holds G.n = X-section(E.n,x))
holds G is non-ascending
proof
let X be set, Y be non empty set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of Y;
assume that
A1: E is non-ascending and
A2: for n be Nat holds G.n = X-section(E.n,x);
for n be Nat holds G.(n+1) c= G.n
proof
let n be Nat;
X-section(E.(n+1),x) c= X-section(E.n,x) by Th14,A1,KURATO_0:def 3; then
G.(n+1) c= X-section(E.n,x) by A2;
hence G.(n+1) c= G.n by A2;
end;
hence G is non-ascending by KURATO_0:def 3;
end;
theorem Th36:
for X be non empty set, Y be set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of X
st E is non-ascending & (for n be Nat holds G.n = Y-section(E.n,x))
holds G is non-ascending
proof
let X be non empty set, Y be set, x be set, E be SetSequence of [:X,Y:],
G be SetSequence of X;
assume that
A1: E is non-ascending and
A2: for n be Nat holds G.n = Y-section(E.n,x);
for n be Nat holds G.(n+1) c= G.n
proof
let n be Nat;
Y-section(E.(n+1),x) c= Y-section(E.n,x) by Th15,A1,KURATO_0:def 3; then
G.(n+1) c= Y-section(E.n,x) by A2;
hence G.(n+1) c= G.n by A2;
end;
hence G is non-ascending by KURATO_0:def 3;
end;
theorem Th37:
for X be set, Y be non empty set, E be SetSequence of [:X,Y:], x be set
st E is non-descending
ex G be SetSequence of Y st G is non-descending
& (for n be Nat holds G.n = X-section(E.n,x))
proof
let X be set, Y be non empty set, E be SetSequence of [:X,Y:], x be set;
assume A1: E is non-descending;
deffunc F(Nat) = X-section(E.$1,x);
consider G be Function of NAT,bool Y such that
A2: for n be Element of NAT holds G.n = F(n) from FUNCT_2:sch 4;
reconsider G as SetSequence of Y;
A3:for n be Nat holds G.n = X-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence G.n = X-section(E.n,x) by A2;
end;
take G;
thus G is non-descending by A1,A3,Th33;
thus thesis by A3;
end;
theorem Th38:
for X be non empty set, Y be set, E be SetSequence of [:X,Y:], x be set
st E is non-descending
ex G be SetSequence of X st G is non-descending
& (for n be Nat holds G.n = Y-section(E.n,x))
proof
let X be non empty set, Y be set, E be SetSequence of [:X,Y:], x be set;
assume A1: E is non-descending;
deffunc F(Nat) = Y-section(E.$1,x);
consider G be Function of NAT,bool X such that
A2: for n be Element of NAT holds G.n = F(n) from FUNCT_2:sch 4;
reconsider G as SetSequence of X;
A3:for n be Nat holds G.n = Y-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence G.n = Y-section(E.n,x) by A2;
end;
take G;
thus G is non-descending by A1,A3,Th34;
thus thesis by A3;
end;
theorem Th39:
for X be set, Y be non empty set, E be SetSequence of [:X,Y:], x be set
st E is non-ascending
ex G be SetSequence of Y st G is non-ascending
& (for n be Nat holds G.n = X-section(E.n,x))
proof
let X be set, Y be non empty set, E be SetSequence of [:X,Y:], x be set;
assume A1: E is non-ascending;
deffunc F(Nat) = X-section(E.$1,x);
consider G be Function of NAT,bool Y such that
A2: for n be Element of NAT holds G.n = F(n) from FUNCT_2:sch 4;
reconsider G as SetSequence of Y;
A3:for n be Nat holds G.n = X-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence G.n = X-section(E.n,x) by A2;
end;
take G;
thus G is non-ascending by A1,A3,Th35;
thus thesis by A3;
end;
theorem Th40:
for X be non empty set, Y be set, E be SetSequence of [:X,Y:], x be set
st E is non-ascending
ex G be SetSequence of X st G is non-ascending
& (for n be Nat holds G.n = Y-section(E.n,x))
proof
let X be non empty set, Y be set, E be SetSequence of [:X,Y:], x be set;
assume A1: E is non-ascending;
deffunc F(Nat) = Y-section(E.$1,x);
consider G be Function of NAT,bool X such that
A2: for n be Element of NAT holds G.n = F(n) from FUNCT_2:sch 4;
reconsider G as SetSequence of X;
A3:for n be Nat holds G.n = Y-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence G.n = Y-section(E.n,x) by A2;
end;
take G;
thus G is non-ascending by A1,A3,Th36;
thus thesis by A3;
end;
begin :: Measurable sections
theorem Th42:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), K be set st
K = {C where C is Subset of [:X1,X2:] :
for p be set holds X-section(C,p) in S2}
holds Field_generated_by measurable_rectangles(S1,S2) c= K
& K is SigmaField of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), K be set;
assume AS: K = {C where C is Subset of [:X1,X2:] :
for x be set holds X-section(C,x) in S2};
A1:now let C1,C2 be set;
assume A2: C1 in K & C2 in K; then
consider SC1 be Subset of [:X1,X2:] such that
A3: C1 = SC1 & for x be set holds X-section(SC1,x) in S2 by AS;
consider SC2 be Subset of [:X1,X2:] such that
A4: C2 = SC2 & for x be set holds X-section(SC2,x) in S2 by AS,A2;
now let x be set;
A5: X-section(SC1,x) in S2 & X-section(SC2,x) in S2 by A3,A4;
X-section(SC1 \/ SC2,x) = X-section(SC1,x) \/ X-section(SC2,x) by Th20;
hence X-section(SC1\/SC2,x) in S2 by A5,PROB_1:3;
end;
hence C1 \/ C2 in K by AS,A3,A4;
end; then
A6:K is cup-closed by FINSUB_1:def 1;
for x be set holds X-section({}[:X1,X2:],x) in S2
proof
let x be set;
X-section({}[:X1,X2:],x) = {} by Th18;
hence thesis by MEASURE1:7;
end; then
A7:{} in K by AS;
now let C be set;
assume C in DisUnion measurable_rectangles(S1,S2); then
C in {A where A is Subset of [:X1,X2:] :
ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st A = Union F} by SRINGS_3:def 3; then
consider C1 be Subset of [:X1,X2:] such that
A8: C = C1
& ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st C1 = Union F;
consider F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A9: C1 = Union F by A8;
for n be Nat st n in dom F holds F.n in K
proof
let n be Nat;
assume n in dom F; then
F.n in measurable_rectangles(S1,S2) by PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider A be Element of S1, B be Element of S2 such that
A10: F.n = [:A,B:];
now let x be set;
X-section([:A,B:],x) = B or X-section([:A,B:],x) = {} by Th16;
hence X-section([:A,B:],x) in S2 by MEASURE1:7;
end;
hence F.n in K by AS,A10;
end;
hence C in K by A1,A7,A8,A9,Th41,FINSUB_1:def 1;
end; then
DisUnion measurable_rectangles(S1,S2) c= K;
hence Field_generated_by measurable_rectangles(S1,S2) c= K by SRINGS_3:22;
now let A be set;
assume A in K; then
ex A1 be Subset of [:X1,X2:] st
A = A1 & for x be set holds X-section(A1,x) in S2 by AS;
hence A in bool [:X1,X2:];
end; then
K c= bool [:X1,X2:]; then
reconsider K as Subset-Family of [:X1,X2:];
for C be Subset of [:X1,X2:] st C in K holds C` in K
proof
let C be Subset of [:X1,X2:];
assume C in K; then
consider C1 be Subset of [:X1,X2:] such that
A11: C = C1 & for x be set holds X-section(C1,x) in S2 by AS;
now let x be set;
per cases;
suppose A12: x in X1;
A13: X-section(C1,x) in S2 by A11;
X2 in S2 by PROB_1:5; then
X2 \ X-section(C1,x) in S2 by A13,PROB_1:6;
hence X-section([:X1,X2:] \ C1,x) in S2 by A12,Th19;
end;
suppose not x in X1; then
X-section([:X1,X2:] \ C1,x) = {} by Th17;
hence X-section([:X1,X2:] \ C1,x) in S2 by MEASURE1:7;
end;
end; then
[:X1,X2:] \ C in K by AS,A11;
hence C` in K by SUBSET_1:def 4;
end; then
K is compl-closed by PROB_1:def 1; then
reconsider K as Field_Subset of [:X1,X2:] by A7,A6;
now let M be N_Sub_set_fam of [:X1,X2:];
assume A15: M c= K;
consider E be SetSequence of [:X1,X2:] such that
A16: rng E = M by SUPINF_2:def 8;
now let x be set;
defpred P[Nat,object] means
$2 = {y where y is Element of X2: [x,y] in E.$1};
A18: for n be Element of NAT ex d be Element of bool X2 st P[n,d]
proof
let n be Element of NAT;
set d = {y where y is Element of X2: [x,y] in E.n};
now let y be set;
assume y in d; then
ex y1 be Element of X2 st y = y1 & [x,y1] in E.n;
hence y in X2;
end; then
d c= X2; then
reconsider d as Element of bool X2;
take d;
thus P[n,d];
end;
consider D be Function of NAT,bool X2 such that
A19: for n being Element of NAT holds P[n,D.n] from FUNCT_2:sch 3(A18);
reconsider D as SetSequence of X2;
A20: for n be Nat holds D.n = X-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by A19;
end;
A21: dom D = NAT by FUNCT_2:def 1;
now let D0 be set;
assume D0 in rng D; then
consider n0 be Element of NAT such that
A22: D0 = D.n0 by FUNCT_2:113;
A23: D0 = X-section(E.n0,x) by A20,A22;
E.n0 in K by A15,A16,FUNCT_2:112; then
ex C0 be Subset of [:X1,X2:] st
E.n0 = C0 & for x be set holds X-section(C0,x) in S2 by AS;
hence D0 in S2 by A23;
end; then
rng D c= S2; then
D is sequence of S2 by A21,FUNCT_2:2; then
A24: union rng D is Element of S2 by MEASURE1:24;
X-section(union rng E,x) = union rng D by A20,Th24;
hence X-section(union rng E,x) in S2 by A24;
end;
hence union M in K by AS,A16;
end; then
K is sigma-additive by MEASURE1:def 5;
hence thesis;
end;
theorem Th43:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), K be set st
K = {C where C is Subset of [:X1,X2:] :
for p be set holds Y-section(C,p) in S1}
holds Field_generated_by measurable_rectangles(S1,S2) c= K
& K is SigmaField of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), K be set;
assume AS: K = {C where C is Subset of [:X1,X2:] :
for p be set holds Y-section(C,p) in S1};
A1:now let C1,C2 be set;
assume A2: C1 in K & C2 in K; then
consider SC1 be Subset of [:X1,X2:] such that
A3: C1 = SC1 & for x be set holds Y-section(SC1,x) in S1 by AS;
consider SC2 be Subset of [:X1,X2:] such that
A4: C2 = SC2 & for x be set holds Y-section(SC2,x) in S1 by AS,A2;
now let x be set;
A5: Y-section(SC1,x) in S1 & Y-section(SC2,x) in S1 by A3,A4;
Y-section(SC1 \/ SC2,x) = Y-section(SC1,x) \/ Y-section(SC2,x) by Th20;
hence Y-section(SC1\/SC2,x) in S1 by A5,PROB_1:3;
end;
hence C1 \/ C2 in K by AS,A3,A4;
end; then
A6:K is cup-closed by FINSUB_1:def 1;
for y be set holds Y-section({}[:X1,X2:],y) in S1
proof
let y be set;
Y-section({}[:X1,X2:],y) = {} by Th18;
hence thesis by MEASURE1:7;
end; then
A7:{} in K by AS;
now let C be set;
assume C in DisUnion measurable_rectangles(S1,S2); then
C in {A where A is Subset of [:X1,X2:] :
ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st A = Union F} by SRINGS_3:def 3; then
consider C1 be Subset of [:X1,X2:] such that
A8: C = C1
& ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st C1 = Union F;
consider F be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A9: C1 = Union F by A8;
for n be Nat st n in dom F holds F.n in K
proof
let n be Nat;
assume n in dom F; then
F.n in measurable_rectangles(S1,S2) by PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider A be Element of S1, B be Element of S2 such that
A10: F.n = [:A,B:];
now let x be set;
Y-section([:A,B:],x) = A or Y-section([:A,B:],x) = {} by Th16;
hence Y-section([:A,B:],x) in S1 by MEASURE1:7;
end;
hence F.n in K by AS,A10;
end;
hence C in K by A1,A7,A8,A9,Th41,FINSUB_1:def 1;
end; then
DisUnion measurable_rectangles(S1,S2) c= K;
hence Field_generated_by measurable_rectangles(S1,S2) c= K by SRINGS_3:22;
now let A be set;
assume A in K; then
ex A1 be Subset of [:X1,X2:] st
A = A1 & for x be set holds Y-section(A1,x) in S1 by AS;
hence A in bool [:X1,X2:];
end; then
K c= bool [:X1,X2:]; then
reconsider K as Subset-Family of [:X1,X2:];
for C be Subset of [:X1,X2:] st C in K holds C` in K
proof
let C be Subset of [:X1,X2:];
assume C in K; then
consider C1 be Subset of [:X1,X2:] such that
A11: C = C1 & for x be set holds Y-section(C1,x) in S1 by AS;
now let x be set;
per cases;
suppose A12: x in X2;
A13: Y-section(C1,x) in S1 by A11;
X1 in S1 by PROB_1:5; then
X1 \ Y-section(C1,x) in S1 by A13,PROB_1:6;
hence Y-section([:X1,X2:] \ C1,x) in S1 by A12,Th19;
end;
suppose not x in X2; then
Y-section([:X1,X2:] \ C1,x) = {} by Th17;
hence Y-section([:X1,X2:] \ C1,x) in S1 by MEASURE1:7;
end;
end; then
[:X1,X2:] \ C in K by AS,A11;
hence C` in K by SUBSET_1:def 4;
end; then
A14:K is compl-closed by PROB_1:def 1;
now let p be set;
Y-section({}[:X1,X2:],p) = {} by Th18;
hence Y-section({}[:X1,X2:],p) in S1 by SETFAM_1:def 8;
end; then
{} in {C where C is Subset of [:X1,X2:]:
for p be set holds Y-section(C,p) in S1}; then
reconsider K as Field_Subset of [:X1,X2:] by A14,AS,A6;
now let M be N_Sub_set_fam of [:X1,X2:];
assume A15: M c= K;
consider E be SetSequence of [:X1,X2:] such that
A16: rng E = M by SUPINF_2:def 8;
now let x be set;
defpred P[Nat,object] means
$2 = {y where y is Element of X1: [y,x] in E.$1};
A18: for n be Element of NAT ex d be Element of bool X1 st P[n,d]
proof
let n be Element of NAT;
set d = {y where y is Element of X1: [y,x] in E.n};
now let y be set;
assume y in d; then
ex y1 be Element of X1 st y = y1 & [y1,x] in E.n;
hence y in X1;
end; then
d c= X1; then
reconsider d as Element of bool X1;
take d;
thus P[n,d];
end;
consider D be Function of NAT,bool X1 such that
A19: for n being Element of NAT holds P[n,D.n] from FUNCT_2:sch 3(A18);
reconsider D as SetSequence of X1;
A20: for n be Nat holds D.n = Y-section(E.n,x)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by A19;
end;
A21: dom D = NAT by FUNCT_2:def 1;
now let D0 be set;
assume D0 in rng D; then
consider n0 be Element of NAT such that
A22: D0 = D.n0 by FUNCT_2:113;
A23: D0 = Y-section(E.n0,x) by A20,A22;
E.n0 in K by A15,A16,FUNCT_2:112; then
ex C0 be Subset of [:X1,X2:] st
E.n0 = C0 & for x be set holds Y-section(C0,x) in S1 by AS;
hence D0 in S1 by A23;
end; then
rng D c= S1; then
D is sequence of S1 by A21,FUNCT_2:2; then
A24: union rng D is Element of S1 by MEASURE1:24;
Y-section(union rng E,x) = union rng D by A20,Th26;
hence Y-section(union rng E,x) in S1 by A24;
end;
hence union M in K by AS,A16;
end; then
K is sigma-additive by MEASURE1:def 5;
hence thesis;
end;
theorem Th44:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)) holds
( for p be set holds X-section(E,p) in S2 )
& ( for p be set holds Y-section(E,p) in S1 )
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2));
set K = {C where C is Subset of [:X1,X2:] :
for x be set holds X-section(C,x) in S2};
reconsider K as SigmaField of [:X1,X2:] by Th42;
A1:measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2)
& Field_generated_by measurable_rectangles(S1,S2) c= K
by Th42,SRINGS_3:21; then
measurable_rectangles(S1,S2) c= K; then
sigma(measurable_rectangles(S1,S2)) c= K by PROB_1:def 9; then
E in K; then
ex C be Subset of [:X1,X2:] st
E = C & for x be set holds X-section(C,x) in S2;
hence for x be set holds X-section(E,x) in S2;
set K2 = {C where C is Subset of [:X1,X2:] :
for x be set holds Y-section(C,x) in S1};
reconsider K2 as SigmaField of [:X1,X2:] by Th43;
Field_generated_by measurable_rectangles(S1,S2) c= K2 by Th43; then
measurable_rectangles(S1,S2) c= K2 by A1; then
sigma(measurable_rectangles(S1,S2)) c= K2 by PROB_1:def 9; then
E in K2; then
ex C be Subset of [:X1,X2:] st
E = C & for x be set holds Y-section(C,x) in S1;
hence for x be set holds Y-section(E,x) in S1;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), x be set;
func Measurable-X-section(E,x) -> Element of S2 equals
X-section(E,x);
correctness by Th44;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma(measurable_rectangles(S1,S2)), y be set;
func Measurable-Y-section(E,y) -> Element of S1 equals
Y-section(E,y);
correctness by Th44;
end;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
Fy be FinSequence of S2, p be set st
dom F = dom Fy
& ( for n be Nat st n in dom Fy holds Fy.n = Measurable-X-section(F.n,p) )
holds Measurable-X-section(Union F,p) = Union Fy
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
Fy be FinSequence of S2, p be set;
assume that
A1: dom F = dom Fy and
A2: for n be Nat st n in dom Fy holds Fy.n = Measurable-X-section(F.n,p);
A3:union rng F = Union F by CARD_3:def 4;
reconsider F1 = F as FinSequence of bool [:X1,X2:] by FINSEQ_2:24;
reconsider F1y = Fy as FinSequence of bool X2 by FINSEQ_2:24;
for n be Nat st n in dom F1y holds F1y.n = X-section(F1.n,p)
proof
let n be Nat;
assume n in dom F1y; then
Fy.n = Measurable-X-section(F.n,p) by A2;
hence thesis;
end; then
X-section(union rng F1,p) = union rng F1y by A1,Th22;
hence thesis by A3,CARD_3:def 4;
end;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
Fx be FinSequence of S1, p be set st
dom F = dom Fx
& ( for n be Nat st n in dom Fx holds Fx.n = Measurable-Y-section(F.n,p) )
holds Measurable-Y-section(Union F,p) = Union Fx
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
Fx be FinSequence of S1, p be set;
assume that
A1: dom F = dom Fx and
A2: for n be Nat st n in dom Fx holds Fx.n = Measurable-Y-section(F.n,p);
A3:union rng F = Union F by CARD_3:def 4;
reconsider F1 = F as FinSequence of bool [:X1,X2:] by FINSEQ_2:24;
reconsider F1x = Fx as FinSequence of bool X1 by FINSEQ_2:24;
for n be Nat st n in dom F1x holds F1x.n = Y-section(F1.n,p)
proof
let n be Nat;
assume n in dom F1x; then
Fx.n = Measurable-Y-section(F.n,p) by A2;
hence thesis;
end; then
Y-section(union rng F1,p) = union rng F1x by A1,Th23;
hence thesis by A3,CARD_3:def 4;
end;
theorem Th47:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
A be Element of S1, B be Element of S2, x be Element of X1 holds
M2.B * chi(A,X1).x = Integral(M2,ProjMap1(chi([:A,B:],[:X1,X2:]),x))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1,
S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
A be Element of S1, B be Element of S2, x be Element of X1;
A1:for y be Element of X2 holds
ProjMap1(chi([:A,B:],[:X1,X2:]),x).y = chi(A,X1).x * chi(B,X2).y
proof
let y be Element of X2;
ProjMap1(chi([:A,B:],[:X1,X2:]),x).y = chi([:A,B:],[:X1,X2:]).(x,y)
by MESFUNC9:def 6;
hence thesis by MEASUR10:2;
end;
set CAB = chi([:A,B:],[:X1,X2:]);
per cases;
suppose x in A; then
A2: chi(A,X1).x = 1 by FUNCT_3:def 3; then
A3: M2.B * chi(A,X1).x = M2.B by XXREAL_3:81;
A4: dom (ProjMap1(chi([:A,B:],[:X1,X2:]),x)) = X2 by FUNCT_2:def 1
.= dom chi(B,X2) by FUNCT_3:def 3;
for y be Element of X2 st y in dom(ProjMap1(CAB,x)) holds
ProjMap1(CAB,x).y = chi(B,X2).y
proof
let y be Element of X2;
assume y in dom(ProjMap1(CAB,x));
ProjMap1(CAB,x).y = chi(A,X1).x * chi(B,X2).y by A1;
hence ProjMap1(CAB,x).y = chi(B,X2).y by A2,XXREAL_3:81;
end; then
ProjMap1(CAB,x) = chi(B,X2) by A4,PARTFUN1:5;
hence M2.B * chi(A,X1).x = Integral(M2,ProjMap1(CAB,x))
by A3,MESFUNC9:14;
end;
suppose not x in A; then
A5: chi(A,X1).x = 0 by FUNCT_3:def 3; then
A6: M2.B * chi(A,X1).x = 0;
A7: {} is Element of S2 by PROB_1:4;
A8: dom(ProjMap1(CAB,x)) = X2 by FUNCT_2:def 1
.= dom chi({},X2) by FUNCT_3:def 3;
for y be Element of X2 st y in dom(ProjMap1(CAB,x)) holds
ProjMap1(CAB,x).y = chi({},X2).y
proof
let y be Element of X2;
assume y in dom(ProjMap1(CAB,x));
ProjMap1(CAB,x).y = chi(A,X1).x * chi(B,X2).y by A1; then
ProjMap1(CAB,x).y = 0 by A5;
hence ProjMap1(CAB,x).y = chi({},X2).y by FUNCT_3:def 3;
end; then
ProjMap1(CAB,x) = chi({},X2) by A8,PARTFUN1:5; then
Integral(M2,ProjMap1(CAB,x)) = M2.{} by A7,MESFUNC9:14;
hence M2.B * chi(A,X1).x = Integral(M2,ProjMap1(CAB,x))
by A6,VALUED_0:def 19;
end;
end;
theorem Th48:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma(measurable_rectangles(S1,S2)),
A be Element of S1, B be Element of S2, x be Element of X1
st E = [:A,B:] holds M2.(Measurable-X-section(E,x)) = M2.B * chi(A,X1).x
proof
let X1,X2 be non empty set,
S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma(measurable_rectangles(S1,S2)),
A be Element of S1, B be Element of S2, x be Element of X1;
assume A1: E = [:A,B:];
per cases;
suppose A4: x in A; then
A2: M2.(Measurable-X-section(E,x)) = M2.B by A1,Th16;
chi(A,X1).x = 1 by A4,FUNCT_3:def 3;
hence M2.(Measurable-X-section(E,x)) = M2.B * chi(A,X1).x
by A2,XXREAL_3:81;
end;
suppose A5: not x in A; then
Measurable-X-section(E,x) = {} by A1,Th16; then
A3: M2.(Measurable-X-section(E,x)) = 0 by VALUED_0:def 19;
chi(A,X1).x = 0 by A5,FUNCT_3:def 3;
hence M2.(Measurable-X-section(E,x)) = M2.B * chi(A,X1).x by A3;
end;
end;
theorem Th49:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
A be Element of S1, B be Element of S2, y be Element of X2 holds
M1.A * chi(B,X2).y = Integral(M1,ProjMap2(chi([:A,B:],[:X1,X2:]),y))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1,
S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
A be Element of S1, B be Element of S2, y be Element of X2;
A1:for x be Element of X1 holds
ProjMap2(chi([:A,B:],[:X1,X2:]),y).x = chi(A,X1).x * chi(B,X2).y
proof
let x be Element of X1;
ProjMap2(chi([:A,B:],[:X1,X2:]),y).x = chi([:A,B:],[:X1,X2:]).(x,y)
by MESFUNC9:def 7;
hence thesis by MEASUR10:2;
end;
set CAB = chi([:A,B:],[:X1,X2:]);
per cases;
suppose y in B; then
A2: chi(B,X2).y = 1 by FUNCT_3:def 3; then
A3: M1.A * chi(B,X2).y = M1.A by XXREAL_3:81;
A4: dom (ProjMap2(chi([:A,B:],[:X1,X2:]),y)) = X1 by FUNCT_2:def 1
.= dom chi(A,X1) by FUNCT_3:def 3;
for x be Element of X1 st x in dom(ProjMap2(CAB,y)) holds
ProjMap2(CAB,y).x = chi(A,X1).x
proof
let x be Element of X1;
assume x in dom(ProjMap2(CAB,y));
ProjMap2(CAB,y).x = chi(A,X1).x * chi(B,X2).y by A1;
hence ProjMap2(CAB,y).x = chi(A,X1).x by A2,XXREAL_3:81;
end; then
ProjMap2(CAB,y) = chi(A,X1) by A4,PARTFUN1:5;
hence M1.A * chi(B,X2).y = Integral(M1,ProjMap2(CAB,y))
by A3,MESFUNC9:14;
end;
suppose not y in B; then
A5: chi(B,X2).y = 0 by FUNCT_3:def 3; then
A6: M1.A * chi(B,X2).y = 0;
A7: {} is Element of S1 by PROB_1:4;
A8: dom(ProjMap2(CAB,y)) = X1 by FUNCT_2:def 1
.= dom chi({},X1) by FUNCT_3:def 3;
for x be Element of X1 st x in dom(ProjMap2(CAB,y)) holds
ProjMap2(CAB,y).x = chi({},X1).x
proof
let x be Element of X1;
assume x in dom(ProjMap2(CAB,y));
ProjMap2(CAB,y).x = chi(A,X1).x * chi(B,X2).y by A1; then
ProjMap2(CAB,y).x = 0 by A5;
hence ProjMap2(CAB,y).x = chi({},X1).x by FUNCT_3:def 3;
end; then
ProjMap2(CAB,y) = chi({},X1) by A8,PARTFUN1:5; then
Integral(M1,ProjMap2(CAB,y)) = M1.{} by A7,MESFUNC9:14;
hence M1.A * chi(B,X2).y = Integral(M1,ProjMap2(CAB,y))
by A6,VALUED_0:def 19;
end;
end;
theorem Th50:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma(measurable_rectangles(S1,S2)),
A be Element of S1, B be Element of S2, y be Element of X2
st E = [:A,B:] holds M1.(Measurable-Y-section(E,y)) = M1.A * chi(B,X2).y
proof
let X1,X2 be non empty set,
S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma(measurable_rectangles(S1,S2)),
A be Element of S1, B be Element of S2,
y be Element of X2;
assume A1: E = [:A,B:];
per cases;
suppose A4: y in B; then
A2: M1.(Measurable-Y-section(E,y)) = M1.A by A1,Th16;
chi(B,X2).y = 1 by A4,FUNCT_3:def 3;
hence M1.(Measurable-Y-section(E,y)) = M1.A * chi(B,X2).y
by A2,XXREAL_3:81;
end;
suppose A5: not y in B; then
Measurable-Y-section(E,y) = {} by A1,Th16; then
A3: M1.(Measurable-Y-section(E,y)) = 0 by VALUED_0:def 19;
chi(B,X2).y = 0 by A5,FUNCT_3:def 3;
hence M1.(Measurable-Y-section(E,y)) = M1.A * chi(B,X2).y by A3;
end;
end;
begin :: Finite sequence of functions
definition
let X,Y be non empty set, G be FUNCTION_DOMAIN of X,Y,
F be FinSequence of G, n be Nat;
redefine func F/.n -> Element of G;
correctness;
end;
definition
let X be set;
let F be FinSequence of Funcs(X,ExtREAL);
attr F is without_+infty-valued means :DEF10:
for n be Nat st n in dom F holds F.n is without+infty;
attr F is without_-infty-valued means :DEF11:
for n be Nat st n in dom F holds F.n is without-infty;
end;
theorem Th52:
for X be non empty set holds
<* X --> 0 *> is FinSequence of Funcs(X,ExtREAL) &
(for n be Nat st n in dom <* X --> 0 *>
holds <* X --> 0 *>.n is without+infty) &
(for n be Nat st n in dom <* X --> 0 *>
holds <* X --> 0 *>.n is without-infty)
proof
let X be non empty set;
X --> 0 is Function of X,ExtREAL by XXREAL_0:def 1,FUNCOP_1:45; then
reconsider f = X --> 0 as Element of Funcs(X,ExtREAL) by FUNCT_2:8;
<* f *> is FinSequence of Funcs(X,ExtREAL);
hence <* X --> 0 *> is FinSequence of Funcs(X,ExtREAL);
hereby let n be Nat;
assume n in dom <* X --> 0 *>; then
n in Seg 1 by FINSEQ_1:38; then
n = 1 by FINSEQ_1:2,TARSKI:def 1; then
A1: <* X--> 0 *>.n = X --> 0 by FINSEQ_1:40;
not +infty in rng(X --> 0);
hence <* X --> 0 *>.n is without+infty by A1,MESFUNC5:def 4;
end;
let n be Nat;
assume n in dom <* X --> 0 *>; then
n in Seg 1 by FINSEQ_1:38; then
n = 1 by FINSEQ_1:2,TARSKI:def 1; then
A2: <* X--> 0 *>.n = X --> 0 by FINSEQ_1:40;
not -infty in rng(X --> 0);
hence <* X --> 0 *>.n is without-infty by A2,MESFUNC5:def 3;
end;
registration
let X be non empty set;
cluster without_+infty-valued without_-infty-valued
for FinSequence of Funcs(X,ExtREAL);
existence
proof
reconsider F = <* X --> 0 *> as FinSequence of Funcs(X,ExtREAL) by Th52;
take F;
thus thesis by Th52;
end;
end;
theorem Th53:
for X be non empty set, F be without_+infty-valued FinSequence of
Funcs(X,ExtREAL), n be Nat st n in dom F holds (F/.n)"{+infty} = {}
proof
let X be non empty set, F be without_+infty-valued
FinSequence of Funcs(X,ExtREAL), n be Nat;
assume A1: n in dom F; then
F.n is without+infty by DEF10; then
not +infty in rng(F.n) by MESFUNC5:def 4; then
not +infty in rng(F/.n) by A1,PARTFUN1:def 6;
hence (F/.n)"{+infty} = {} by FUNCT_1:72;
end;
theorem Th54:
for X be non empty set, F be without_-infty-valued FinSequence of
Funcs(X,ExtREAL), n be Nat st n in dom F holds (F/.n)"{-infty} = {}
proof
let X be non empty set, F be without_-infty-valued
FinSequence of Funcs(X,ExtREAL), n be Nat;
assume A1: n in dom F; then
F.n is without-infty by DEF11; then
not -infty in rng(F.n) by MESFUNC5:def 3; then
not -infty in rng(F/.n) by A1,PARTFUN1:def 6;
hence (F/.n)"{-infty} = {} by FUNCT_1:72;
end;
theorem
for X be non empty set, F be FinSequence of Funcs(X,ExtREAL) st
F is without_+infty-valued or F is without_-infty-valued holds
for n,m be Nat st n in dom F & m in dom F holds dom(F/.n + F/.m) = X
proof
let X be non empty set, F be FinSequence of Funcs(X,ExtREAL);
assume A1: F is without_+infty-valued or F is without_-infty-valued;
per cases by A1;
suppose A2: F is without_+infty-valued;
let n,m be Nat;
assume n in dom F & m in dom F; then
(F/.n)"{+infty} = {} & (F/.m)"{+infty} = {} by A2,Th53; then
A4: (dom(F/.n) /\ dom(F/.m)) \ ((( (F/.n)"{-infty} /\ (F/.m)"{+infty} ) \/
( (F/.n)"{+infty} /\ (F/.m)"{-infty} ))) = dom(F/.n) /\ dom(F/.m);
dom (F/.n) = X & dom (F/.m) = X by FUNCT_2:def 1;
hence dom(F/.n + F/.m) = X by A4,MESFUNC1:def 3;
end;
suppose A5: F is without_-infty-valued;
let n,m be Nat;
assume n in dom F & m in dom F; then
(F/.n)"{-infty} = {} & (F/.m)"{-infty} = {} by A5,Th54; then
A7: (dom(F/.n) /\ dom(F/.m)) \ ((( (F/.n)"{-infty} /\ (F/.m)"{+infty} ) \/
( (F/.n)"{+infty} /\ (F/.m)"{-infty} ))) = dom(F/.n) /\ dom(F/.m);
dom (F/.n) = X & dom (F/.m) = X by FUNCT_2:def 1;
hence dom(F/.n + F/.m) = X by A7,MESFUNC1:def 3;
end;
end;
definition
let X be non empty set;
let F be FinSequence of Funcs(X,ExtREAL);
attr F is summable means :DEF12:
F is without_+infty-valued or F is without_-infty-valued;
end;
registration
let X be non empty set;
cluster summable for FinSequence of Funcs(X,ExtREAL);
existence
proof
reconsider F = <* X --> 0 *> as FinSequence of Funcs(X,ExtREAL) by Th52;
take F;
for n be Nat st n in dom F holds F.n is without+infty by Th52;
hence F is summable by DEF10;
end;
end;
definition
let X be non empty set;
let F be summable FinSequence of Funcs(X,ExtREAL);
func Partial_Sums F -> FinSequence of Funcs(X,ExtREAL) means :DEF13:
len F = len it & F.1 = it.1 &
(for n be Nat st 1 <= n < len F holds it.(n+1) = (it/.n) + (F/.(n+1)));
existence
proof
set G = Funcs(X,ExtREAL);
per cases by DEF12;
suppose a1: F is without_+infty-valued;
per cases;
suppose len F > 0; then
a2: 0 + 1 <= len F by NAT_1:13; then
a3: 1 in dom F by FINSEQ_3:25;
now let n be Nat;
assume n in dom <* F/.1 *>; then
n in Seg 1 by FINSEQ_1:38; then
n = 1 by FINSEQ_1:2,TARSKI:def 1; then
<* F/.1 *>.n = F/.1 by FINSEQ_1:40; then
<* F/.1 *>.n = F.1 by a3,PARTFUN1:def 6;
hence <* F/.1 *>.n is without+infty by a1,a2,FINSEQ_3:25;
end; then
reconsider q = <* F/.1 *> as without_+infty-valued FinSequence of G
by DEF10;
F/.1 = F.1 by a2,FINSEQ_4:15; then
A3: q.1 = F.1 by FINSEQ_1:40;
defpred S1[Nat] means ($1 + 1 <= len F implies
ex g be without_+infty-valued FinSequence of G st
($1+1 = len g & F.1 = g.1 & (for i be Nat st 1 <= i < $1+1 holds
g.(i+1) = (g/.i) + (F/.(i+1)))));
A4: for i be Nat st 1 <= i < 0+1 holds q.(i+1) = q/.i + F/.(i+1);
A5: for k be Nat st S1[k] holds S1[k+1]
proof
let k be Nat;
assume A6: S1[k];
per cases;
suppose A7: (k+1) + 1 <= len F;
k+1 < (k+1)+1 by XREAL_1:29; then
consider g be without_+infty-valued FinSequence of G such that
A8: k+1 = len g and
A9: F.1 = g.1 and
A10: for i be Nat st 1 <= i & i < k+1 holds
g.(i+1) = g/.i + F/.(i+1) by A6,A7,XXREAL_0:2;
A11: 1 <= (k+1)+1 by NAT_1:12; then
A12: (F/.((k+1)+1))"{+infty} = {} by a1,A7,Th53,FINSEQ_3:25;
1 <= k+1 by NAT_1:12; then
A13: k+1 in dom g by A8,FINSEQ_3:25; then
(g/.(k+1))"{+infty} = {} by Th53; then
(dom(g/.(k+1)) /\ dom(F/.((k+1)+1))) \ ((
( (g/.(k+1))"{-infty} /\ (F/.((k+1)+1))"{+infty} ) \/
( (g/.(k+1))"{+infty} /\ (F/.((k+1)+1))"{-infty} )))
= dom(g/.(k+1)) /\ dom(F/.((k+1)+1)) by A12; then
A14: dom(g/.(k+1) + F/.((k+1)+1)) = dom(g/.(k+1)) /\ dom(F/.((k+1)+1))
by MESFUNC1:def 3;
dom(g/.(k+1)) = X & dom(F/.((k+1)+1)) = X by FUNCT_2:def 1; then
g/.(k+1) + F/.((k+1)+1) is Function of X,ExtREAL
by A14,FUNCT_2:def 1; then
g/.(k+1) + F/.((k+1)+1) is Element of G by FUNCT_2:8; then
<* g/.(k+1) + F/.((k+1)+1) *> is FinSequence of G by FINSEQ_1:74; then
reconsider g2 = g^<* g/.(k+1) + F/.((k+1)+1) *> as FinSequence of G
by FINSEQ_1:75;
now let n be Nat;
assume n in dom g2; then
A15: 1 <= n <= len g2 by FINSEQ_3:25; then
A16: 1 <= n <= len g + 1 by FINSEQ_2:16;
per cases;
suppose A17: n = len g + 1;
len <* g/.(k+1) + F/.((k+1)+1) *> = 1 by FINSEQ_1:40; then
1 in dom <* g/.(k+1) + F/.((k+1)+1) *> by FINSEQ_3:25; then
A18: g2.n = <* g/.(k+1) + F/.((k+1)+1) *>.1 by A17,FINSEQ_1:def 7;
A19: (k+1)+1 in dom F by A7,NAT_1:12,FINSEQ_3:25;
g.(k+1) is without+infty & F.((k+1)+1) is without+infty
by a1,A13,A11,A7,DEF10,FINSEQ_3:25; then
reconsider p = g/.(k+1), q = F/.((k+1)+1) as without+infty Function
of X,ExtREAL by A13,A19,PARTFUN1:def 6;
p+q is without+infty Function of X,ExtREAL;
hence g2.n is without+infty by A18,FINSEQ_1:40;
end;
suppose n <> len g + 1; then
n < len g + 1 by A16,XXREAL_0:1; then
n <= len g by NAT_1:13; then
A20: n in dom g by A15,FINSEQ_3:25; then
g2.n = g.n by FINSEQ_1:def 7;
hence g2.n is without+infty by A20,DEF10;
end;
end; then
reconsider g2 as without_+infty-valued FinSequence of G by DEF10;
A21: Seg len g = dom g by FINSEQ_1:def 3;
A22: len g2=len g+ len (<* g/.(k+1)+(F/.(k+1+1)) *>) by FINSEQ_1:22
.= k+1+1 by A8,FINSEQ_1:40;
A23: for i being Nat st 1<=i < k+1+1 holds g2.(i+1)=(g2/.i)+(F/.(i+1))
proof
let i be Nat;
A28: 1<=i+1 by NAT_1:12;
assume that
A24: 1<=i and
A25: i< k+1+1;
A26: i<=k+1 by A25,NAT_1:13;
per cases by A26,XXREAL_0:1;
suppose
A27: i len F;
hence S1[k+1];
end;
end;
A35: len F-'1=len F -1 by a2,XREAL_1:233;
len q=1 by FINSEQ_1:40; then
A36: S1[0] by A3,A4;
for k being Nat holds S1[k] from NAT_1:sch 2(A36,A5); then
ex IT be without_+infty-valued FinSequence of G st
len F-'1 +1 = len IT & F.1 = IT.1 &
for i be Nat st 1 <= i < len F-'1+1 holds
IT.(i+1) = IT/.i + F/.(i+1) by A35;
hence ex IT be FinSequence of G st
len F = len IT & F.1 = IT.1 &
(for n be Nat st 1 <= n < len F holds IT.(n+1) = (IT/.n) + (F/.(n+1)))
by A35;
end;
suppose A37: len F <= 0;
take F;
thus len F = len F & F.1 = F.1;
let n be Nat;
thus 1 <= n & n < len F implies F.(n+1) = (F/.n) + (F/.(n+1)) by A37;
end;
end;
suppose A38: F is without_-infty-valued;
per cases;
suppose A39: len F > 0; then
A40: 0 + 1 <= len F by NAT_1:13; then
A41: 1 in dom F by FINSEQ_3:25;
now let n be Nat;
assume n in dom <* F/.1 *>; then
n in Seg 1 by FINSEQ_1:38; then
n = 1 by FINSEQ_1:2,TARSKI:def 1; then
<* F/.1 *>.n = F/.1 by FINSEQ_1:40; then
<* F/.1 *>.n = F.1 by A41,PARTFUN1:def 6;
hence <* F/.1 *>.n is without-infty by A38,A40,FINSEQ_3:25;
end; then
reconsider q = <* F/.1 *> as without_-infty-valued FinSequence of G
by DEF11;
A42: 0+1 <= len F by A39,NAT_1:13; then
F/.1 = F.1 by FINSEQ_4:15; then
A43: q.1 = F.1 by FINSEQ_1:40;
defpred S1[Nat] means $1 + 1 <= len F implies
ex g be without_-infty-valued FinSequence of G st
($1+1 = len g & F.1 = g.1 & (for i be Nat st 1 <= i < $1+1 holds
g.(i+1) = (g/.i) + (F/.(i+1))));
A44: for i be Nat st 1 <= i < 0+1 holds q.(i+1) = q/.i + F/.(i+1);
A45: for k be Nat st S1[k] holds S1[k+1]
proof
let k be Nat;
assume A46: S1[k];
per cases;
suppose A47: (k+1) + 1 <= len F;
k+1 < (k+1)+1 by XREAL_1:29; then
consider g be without_-infty-valued FinSequence of G such that
A48: k+1 = len g and
A49: F.1 = g.1 and
A50: for i be Nat st 1 <= i & i < k+1 holds
g.(i+1) = g/.i + F/.(i+1) by A46,A47,XXREAL_0:2;
A51: (k+1)+1 in dom F by A47,NAT_1:12,FINSEQ_3:25; then
A52: (F/.((k+1)+1))"{-infty} = {} by A38,Th54;
1 <= k+1 by NAT_1:12; then
A53: k+1 in dom g by A48,FINSEQ_3:25; then
(g/.(k+1))"{-infty} = {} by Th54; then
(dom(g/.(k+1)) /\ dom(F/.((k+1)+1))) \ ((
( (g/.(k+1))"{-infty} /\ (F/.((k+1)+1))"{+infty} ) \/
( (g/.(k+1))"{+infty} /\ (F/.((k+1)+1))"{-infty} )))
= dom(g/.(k+1)) /\ dom(F/.((k+1)+1)) by A52; then
A54: dom(g/.(k+1) + F/.((k+1)+1)) = dom(g/.(k+1)) /\ dom(F/.((k+1)+1))
by MESFUNC1:def 3;
dom(g/.(k+1)) = X & dom(F/.((k+1)+1)) = X by FUNCT_2:def 1; then
g/.(k+1) + F/.((k+1)+1) is Function of X,ExtREAL
by A54,FUNCT_2:def 1; then
g/.(k+1) + F/.((k+1)+1) is Element of G by FUNCT_2:8; then
<* g/.(k+1) + F/.((k+1)+1) *> is FinSequence of G by FINSEQ_1:74; then
reconsider g2 = g^<* g/.(k+1) + F/.((k+1)+1) *> as FinSequence of G
by FINSEQ_1:75;
now let n be Nat;
assume n in dom g2; then
A55: 1 <= n <= len g2 by FINSEQ_3:25; then
A56: 1 <= n <= len g + 1 by FINSEQ_2:16;
per cases;
suppose A57: n = len g + 1;
len <* g/.(k+1) + F/.((k+1)+1) *> = 1 by FINSEQ_1:40; then
1 in dom <* g/.(k+1) + F/.((k+1)+1) *> by FINSEQ_3:25; then
A58: g2.n = <* g/.(k+1) + F/.((k+1)+1) *>.1 by A57,FINSEQ_1:def 7;
g.(k+1) is without-infty & F.((k+1)+1) is without-infty
by A38,A51,A53,DEF11; then
reconsider p = g/.(k+1), q = F/.((k+1)+1) as without-infty Function
of X,ExtREAL by A51,A53,PARTFUN1:def 6;
p+q is without-infty Function of X,ExtREAL;
hence g2.n is without-infty by A58,FINSEQ_1:40;
end;
suppose n <> len g + 1; then
n < len g + 1 by A56,XXREAL_0:1; then
n <= len g by NAT_1:13; then
A59: n in dom g by A55,FINSEQ_3:25; then
g2.n = g.n by FINSEQ_1:def 7;
hence g2.n is without-infty by A59,DEF11;
end;
end; then
reconsider g2 as without_-infty-valued FinSequence of G by DEF11;
A60: Seg len g = dom g by FINSEQ_1:def 3;
A61: len g2=len g+ len (<* g/.(k+1)+(F/.(k+1+1)) *>) by FINSEQ_1:22
.= k+1+1 by A48,FINSEQ_1:40;
A62: for i being Nat st 1<=i < k+1+1 holds g2.(i+1)=(g2/.i)+(F/.(i+1))
proof
let i be Nat;
assume
A63: 1<=i & i< k+1+1; then
A65: i<=k+1 by NAT_1:13;
per cases by A65,XXREAL_0:1;
suppose
A66: i len F;
hence S1[k+1];
end;
end;
A74: len F-'1=len F -1 by A42,XREAL_1:233;
len q=1 by FINSEQ_1:40; then
A75: S1[0] by A43,A44;
for k being Nat holds S1[k] from NAT_1:sch 2(A75,A45); then
ex IT be without_-infty-valued FinSequence of G st
len F-'1 +1 = len IT & F.1 = IT.1 &
for i be Nat st 1 <= i < len F-'1+1 holds
IT.(i+1) = IT/.i + F/.(i+1) by A74;
hence ex IT be FinSequence of G st
len F = len IT & F.1 = IT.1 &
(for n be Nat st 1 <= n < len F holds IT.(n+1) = (IT/.n) + (F/.(n+1)))
by A74;
end;
suppose A76: len F <= 0;
take F;
thus len F = len F & F.1 = F.1;
let n be Nat;
thus 1 <= n & n < len F implies F.(n+1) = (F/.n) + (F/.(n+1)) by A76;
end;
end;
end;
uniqueness
proof
let g1,g2 be FinSequence of Funcs(X,ExtREAL);
assume that
A28: len F=len g1 and
A29: F.1=g1.1 and
A30: for i being Nat st 1<=i & ik;
then 0+1>k;
then k=0 by NAT_1:13;
hence g1.(k+1)=g2.(k+1) by A29,A32;
end;
end;
hence P[k+1];
end;
A43: P[0];
for k being Nat holds P[k] from NAT_1:sch 2(A43,A34);
hence g1=g2 by A28,A31,FINSEQ_1:14;
end;
end;
registration
let X be non empty set;
cluster without_+infty-valued -> summable for FinSequence of Funcs(X,ExtREAL);
correctness;
cluster without_-infty-valued -> summable for FinSequence of Funcs(X,ExtREAL);
correctness;
end;
theorem Th56:
for X be non empty set, F be without_+infty-valued FinSequence
of Funcs(X,ExtREAL) holds Partial_Sums F is without_+infty-valued
proof
let X be non empty set, F be without_+infty-valued FinSequence of
Funcs(X,ExtREAL);
defpred P[Nat] means $1 in dom (Partial_Sums F) implies
(Partial_Sums F).$1 is without+infty;
A1:P[0] by FINSEQ_3:24;
A2:for n be Nat st P[n] holds P[n+1]
proof
let n be Nat;
assume A3: P[n];
B1: len F = len (Partial_Sums F) by DEF13; then
A4: dom F = dom (Partial_Sums F) by FINSEQ_3:29;
assume A5: n+1 in dom(Partial_Sums F);
per cases;
suppose A6: n = 0; then
F.1 is without+infty by A4,A5,DEF10;
hence (Partial_Sums F).(n+1) is without+infty by A6,DEF13;
end;
suppose A7: n <> 0; then
A8: n >= 1 by NAT_1:14;
n+1 <= len F by A5,B1,FINSEQ_3:25; then
A9: n < len F by NAT_1:13;
F.(n+1) is without+infty by A4,A5,DEF10; then
reconsider p = (Partial_Sums F)/.n, q = F/.(n+1)
as without+infty Function of X,ExtREAL
by A3,A4,A5,A8,A9,FINSEQ_3:25,PARTFUN1:def 6;
p+q is without+infty Function of X,ExtREAL;
hence (Partial_Sums F).(n+1) is without+infty by A7,A9,DEF13,NAT_1:14;
end;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A1,A2);
hence thesis;
end;
theorem Th57:
for X be non empty set, F be without_-infty-valued FinSequence
of Funcs(X,ExtREAL) holds Partial_Sums F is without_-infty-valued
proof
let X be non empty set, F be without_-infty-valued FinSequence of
Funcs(X,ExtREAL);
defpred P[Nat] means $1 in dom (Partial_Sums F) implies
(Partial_Sums F).$1 is without-infty;
A1:P[0] by FINSEQ_3:24;
A2:for n be Nat st P[n] holds P[n+1]
proof
let n be Nat;
assume A3: P[n];
B4: len F = len (Partial_Sums F) by DEF13; then
A4: dom F = dom (Partial_Sums F) by FINSEQ_3:29;
assume A5: n+1 in dom(Partial_Sums F);
per cases;
suppose A6: n = 0; then
F.1 is without-infty by A4,A5,DEF11;
hence (Partial_Sums F).(n+1) is without-infty by A6,DEF13;
end;
suppose n <> 0; then
A8: n >= 1 by NAT_1:14;
A7: n+1 <= len F by A5,B4,FINSEQ_3:25; then
A9: n < len F by NAT_1:13;
F.(n+1) is without-infty by A4,A5,DEF11; then
reconsider p = (Partial_Sums F)/.n, q = F/.(n+1)
as without-infty Function of X,ExtREAL
by A9,A3,A4,A5,A8,FINSEQ_3:25,PARTFUN1:def 6;
p+q is without-infty Function of X,ExtREAL;
hence (Partial_Sums F).(n+1) is without-infty by A8,A7,DEF13,NAT_1:13;
end;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A1,A2);
hence thesis;
end;
theorem
for X be non empty set, A be set, er be ExtReal, f be Function of X,ExtREAL st
(for x be Element of X holds f.x = er * chi(A,X).x)
holds (er = +infty implies f = Xchi(A,X)) &
(er = -infty implies f = -Xchi(A,X)) &
(er <> +infty & er <> -infty implies
ex r be Real st r = er & f = r(#)chi(A,X))
proof
let X be non empty set, A be set, er be ExtReal, f be Function of X,ExtREAL;
assume A1: for x be Element of X holds f.x = er * chi(A,X).x;
hereby assume A2: er = +infty;
for x be Element of X holds f.x = Xchi(A,X).x
proof
let x be Element of X;
per cases;
suppose A3: x in A; then
A4: Xchi(A,X).x = +infty by MEASUR10:def 7;
chi(A,X).x = 1 by A3,FUNCT_3:def 3; then
f.x = er * 1 by A1;
hence f.x = Xchi(A,X).x by A2,A4,XXREAL_3:81;
end;
suppose A5: not x in A; then
chi(A,X).x = 0 by FUNCT_3:def 3; then
f.x = er * 0 by A1;
hence f.x = Xchi(A,X).x by A5,MEASUR10:def 7;
end;
end;
hence f = Xchi(A,X) by FUNCT_2:def 8;
end;
hereby assume A6: er = -infty;
for x be Element of X holds f.x = (-Xchi(A,X)).x
proof
let x be Element of X;
dom Xchi(A,X) = X by FUNCT_2:def 1; then
x in dom Xchi(A,X); then
A7: x in dom(-Xchi(A,X)) by MESFUNC1:def 7;
per cases;
suppose A8: x in A; then
Xchi(A,X).x = +infty by MEASUR10:def 7; then
A9: (-Xchi(A,X)).x = -+infty by A7,MESFUNC1:def 7;
chi(A,X).x = 1 by A8,FUNCT_3:def 3; then
f.x = er * 1 by A1;
hence f.x = (-Xchi(A,X)).x by A6,A9,XXREAL_3:6,81;
end;
suppose A10: not x in A; then
A11: -(Xchi(A,X).x) = -0 by MEASUR10:def 7;
chi(A,X).x = 0 by A10,FUNCT_3:def 3; then
f.x = er * 0 by A1;
hence f.x = (-Xchi(A,X)).x by A7,A11,MESFUNC1:def 7;
end;
end;
hence f = -Xchi(A,X) by FUNCT_2:def 8;
end;
assume er <> +infty & er <> -infty; then
er in REAL by XXREAL_0:14; then
reconsider r = er as Real;
dom f = X & dom chi(A,X) = X by FUNCT_2:def 1; then
A12:dom f = dom(r(#)chi(A,X)) by MESFUNC1:def 6;
for x be Element of X st x in dom f holds f.x = (r(#)chi(A,X)).x
proof
let x be Element of X;
assume x in dom f; then
(r(#)chi(A,X)).x = r * chi(A,X).x by A12,MESFUNC1:def 6;
hence f.x = (r(#)chi(A,X)).x by A1;
end;
hence ex r be Real st r = er & f = r(#)chi(A,X) by A12,PARTFUN1:5;
end;
theorem Th59:
for X be non empty set, S be SigmaField of X, f be PartFunc of X,ExtREAL,
A be Element of S st f is_measurable_on A & A c= dom f holds
-f is_measurable_on A
proof
let X be non empty set, S be SigmaField of X, f be PartFunc of X,ExtREAL,
A be Element of S;
assume that
A1: f is_measurable_on A and
A2: A c= dom f;
-f = (-1)(#)f by MESFUNC2:9;
hence thesis by A1,A2,MESFUNC1:37;
end;
registration
let X be non empty set, f be without-infty PartFunc of X,ExtREAL;
cluster -f -> without+infty;
correctness
proof
now let x be set;
assume A1: x in dom(-f); then
x in dom f by MESFUNC1:def 7; then
f.x * (-1) < -infty * (-1) by MESFUNC5:10,XXREAL_3:102; then
f.x * (-1) < -(-infty) by XXREAL_3:91; then
-(f.x) < +infty by XXREAL_3:5,91;
hence (-f).x < +infty by A1,MESFUNC1:def 7;
end;
hence -f is without+infty by MESFUNC5:11;
end;
end;
registration
let X be non empty set, f be without+infty PartFunc of X,ExtREAL;
cluster -f -> without-infty;
correctness
proof
now let x be set;
assume A1: x in dom(-f); then
x in dom f by MESFUNC1:def 7; then
(-1) * +infty < (-1)*f.x by MESFUNC5:11,XXREAL_3:102; then
-(+infty) < (-1)*f.x by XXREAL_3:91; then
-infty < -(f.x) by XXREAL_3:6,91;
hence -infty < (-f).x by A1,MESFUNC1:def 7;
end;
hence -f is without-infty by MESFUNC5:10;
end;
end;
definition
let X be non empty set;
let f1,f2 be without+infty PartFunc of X,ExtREAL;
redefine func f1+f2 -> without+infty PartFunc of X,ExtREAL;
correctness by MESFUNC9:4;
end;
definition
let X be non empty set;
let f1,f2 be without-infty PartFunc of X,ExtREAL;
redefine func f1+f2 -> without-infty PartFunc of X,ExtREAL;
correctness by MESFUNC9:3;
end;
definition
let X be non empty set;
let f1 be without+infty PartFunc of X,ExtREAL;
let f2 be without-infty PartFunc of X,ExtREAL;
redefine func f1-f2 -> without+infty PartFunc of X,ExtREAL;
correctness by MESFUNC9:6;
end;
definition
let X be non empty set;
let f1 be without-infty PartFunc of X,ExtREAL;
let f2 be without+infty PartFunc of X,ExtREAL;
redefine func f1-f2 -> without-infty PartFunc of X,ExtREAL;
correctness by MESFUNC9:5;
end;
LEM10:
for X be non empty set, f be PartFunc of X,ExtREAL holds
f"{+infty} = (-f)"{-infty} & f"{-infty} = (-f)"{+infty}
proof
let X be non empty set, f be PartFunc of X,ExtREAL;
now let x be set;
assume x in f"{+infty}; then
A1: x in dom f & f.x in {+infty} by FUNCT_1:def 7; then
A2: x in dom(-f) by MESFUNC1:def 7;
f.x = +infty by A1,TARSKI:def 1; then
(-f).x = -(+infty) by A2,MESFUNC1:def 7; then
(-f).x in {-infty} by XXREAL_3:6,TARSKI:def 1;
hence x in (-f)"{-infty} by A2,FUNCT_1:def 7;
end; then
A3:f"{+infty} c= (-f)"{-infty};
now let x be set;
assume x in (-f)"{-infty}; then
A4: x in dom(-f) & (-f).x in {-infty} by FUNCT_1:def 7; then
A5: x in dom f by MESFUNC1:def 7;
(-f).x = -infty by A4,TARSKI:def 1; then
-(f.x) = -infty by A4,MESFUNC1:def 7; then
f.x in {+infty} by XXREAL_3:5,TARSKI:def 1;
hence x in f"{+infty} by A5,FUNCT_1:def 7;
end; then
(-f)"{-infty} c= f"{+infty};
hence f"{+infty} = (-f)"{-infty} by A3;
now let x be set;
assume x in f"{-infty}; then
A7: x in dom f & f.x in {-infty} by FUNCT_1:def 7; then
A8: x in dom(-f) by MESFUNC1:def 7;
f.x = -infty by A7,TARSKI:def 1; then
(-f).x = -(-infty) by A8,MESFUNC1:def 7; then
(-f).x in {+infty} by XXREAL_3:5,TARSKI:def 1;
hence x in (-f)"{+infty} by A8,FUNCT_1:def 7;
end; then
A9:f"{-infty} c= (-f)"{+infty};
now let x be set;
assume x in (-f)"{+infty}; then
A10:x in dom(-f) & (-f).x in {+infty} by FUNCT_1:def 7; then
A11:x in dom f by MESFUNC1:def 7;
(-f).x = +infty by A10,TARSKI:def 1; then
-(f.x) = +infty by A10,MESFUNC1:def 7; then
f.x in {-infty} by XXREAL_3:6,TARSKI:def 1;
hence x in f"{-infty} by A11,FUNCT_1:def 7;
end; then
(-f)"{+infty} c= f"{-infty};
hence f"{-infty} = (-f)"{+infty} by A9;
end;
theorem Th60:
for X be non empty set, f,g be PartFunc of X,ExtREAL
holds -(f+g) = (-f) + (-g) & -(f-g) = (-f) + g
& -(f-g) = g - f & -(-f+g) = f - g & -(-f+g) = f + (-g)
proof
let X be non empty set, f,g be PartFunc of X,ExtREAL;
A1:f"{-infty} = (-f)"{+infty} & f"{+infty} = (-f)"{-infty} &
g"{-infty} = (-g)"{+infty} & g"{+infty} = (-g)"{-infty} by LEM10;
A2:dom f = dom(-f) & dom g = dom (-g) by MESFUNC1:def 7;
A3:dom(-(f+g)) = dom(f+g) & dom(-f) = dom f & dom(-g) = dom g
& dom(-(f-g)) = dom(f-g) by MESFUNC1:def 7; then
A4:dom(-(f+g)) = (dom f /\ dom g) \ ((f"{-infty} /\ g"{+infty}) \/
(f"{+infty} /\ g"{-infty})) by MESFUNC1:def 3; then
A5:dom(-(f + g)) = dom((-f) + (-g)) by A1,A2,MESFUNC1:def 3;
A6:dom(-(f-g)) = (dom f /\ dom g) \ ((f"{+infty} /\ g"{+infty}) \/
(f"{-infty} /\ g"{-infty})) by A3,MESFUNC1:def 4; then
A7:dom(-(f-g)) = dom((-f)+g) by A1,A2,MESFUNC1:def 3; then
C1:dom(-(-f+g)) = dom(-(f-g)) by MESFUNC1:def 7; then
A10:dom(-(-f+g)) = dom(f-g) by MESFUNC1:def 7; then
dom(-(-f+g)) = (dom f /\ dom g) \ ((f"{+infty} /\ g"{+infty}) \/
(f"{-infty} /\ g"{-infty})) by MESFUNC1:def 4; then
A12:dom(-(-f+g)) = dom(f+(-g)) by A1,A2,MESFUNC1:def 3;
A8:dom(-(f-g)) = dom(g-f) by A6,MESFUNC1:def 4;
A9:dom(-(-f+g)) = dom(-f+g) by MESFUNC1:def 7;
B3:dom(-(f+g)) c= dom f & dom(-(f+g)) c= dom g by A4,XBOOLE_1:18,36;
B4:dom(-(f-g)) c= dom f & dom(-(f-g)) c= dom g by A6,XBOOLE_1:18,36;
B5:dom(-(-f+g)) c= dom (-f) & dom(-(-f+g)) c= dom g
by C1,A3,A6,XBOOLE_1:18,36;
now let x be Element of X;
assume B2: x in dom(-(f+g)); then
(-(f+g)).x = -((f+g).x) by MESFUNC1:def 7
.= -(f.x + g.x) by A3,B2,MESFUNC1:def 3
.= -(f.x) + -(g.x) by XXREAL_3:9
.= (-f).x + -(g.x) by A2,B2,B3,MESFUNC1:def 7
.= (-f).x + (-g).x by A2,B2,B3,MESFUNC1:def 7;
hence (-(f+g)).x = ((-f)+(-g)).x by B2,A5,MESFUNC1:def 3;
end;
hence -(f + g) = (-f) + (-g) by A5,PARTFUN1:5;
now let x be Element of X;
assume B2: x in dom(-(f-g)); then
(-(f-g)).x = -((f-g).x) by MESFUNC1:def 7
.= -(f.x - g.x) by A3,B2,MESFUNC1:def 4
.= -(f.x) + g.x by XXREAL_3:26
.= (-f).x + g.x by A2,B4,B2,MESFUNC1:def 7;
hence (-(f-g)).x = ((-f)+g).x by B2,A7,MESFUNC1:def 3;
end;
hence -(f - g) = (-f) + g by A7,PARTFUN1:5;
now let x be Element of X;
assume B2: x in dom(-(f-g)); then
(-(f-g)).x = -((f-g).x) by MESFUNC1:def 7
.= -(f.x - g.x) by A3,B2,MESFUNC1:def 4
.= g.x - f.x by XXREAL_3:26;
hence (-(f-g)).x = (g-f).x by B2,A8,MESFUNC1:def 4;
end;
hence -(f-g) = g-f by A8,PARTFUN1:5;
now let x be Element of X;
assume B2: x in dom(-(-f+g)); then
(-(-f+g)).x = -((-f+g).x) by MESFUNC1:def 7
.= -( (-f).x + g.x ) by A9,B2,MESFUNC1:def 3
.= -( -(f.x) + g.x ) by B5,B2,MESFUNC1:def 7
.= f.x - g.x by XXREAL_3:27;
hence (-(-f+g)).x = (f-g).x by B2,A10,MESFUNC1:def 4;
end;
hence -(-f+g) = f-g by A10,PARTFUN1:5;
now let x be Element of X;
assume B2: x in dom(-(-f+g)); then
(-(-f+g)).x = -((-f+g).x) by MESFUNC1:def 7
.= -( (-f).x + g.x ) by A9,B2,MESFUNC1:def 3
.= -( -(f.x) + g.x ) by B5,B2,MESFUNC1:def 7
.= (f.x) + -(g.x) by XXREAL_3:27
.= (f.x) + (-g).x by B2,B5,A3,MESFUNC1:def 7;
hence (-(-f+g)).x = (f+(-g)).x by B2,A12,MESFUNC1:def 3;
end;
hence -(-f+g) = f + (-g) by A12,PARTFUN1:5;
end;
theorem Th61:
for X be non empty set, S be SigmaField of X,
f,g be without+infty PartFunc of X,ExtREAL, A be Element of S st
f is_measurable_on A & g is_measurable_on A & A c= dom (f+g) holds
f+g is_measurable_on A
proof
let X be non empty set, S be SigmaField of X,
f,g be without+infty PartFunc of X,ExtREAL,
A be Element of S;
assume that
A3: f is_measurable_on A and
A4: g is_measurable_on A and
A5: A c= dom(f+g);
A6:dom(f+g) = dom f /\ dom g by MESFUNC9:1;
dom f /\ dom g c= dom f & dom f /\ dom g c= dom g by XBOOLE_1:17; then
A c= dom f & A c= dom g by A5,A6; then
-f is_measurable_on A & -g is_measurable_on A by A3,A4,Th59; then
A7:(-f)+(-g) is_measurable_on A by MESFUNC5:31;
dom f = dom(-f) & dom g = dom(-g) by MESFUNC1:def 7; then
dom(-f + -g) = dom f /\ dom g by MESFUNC5:16 .= dom(f+g) by MESFUNC9:1; then
A8:-((-f)+(-g)) is_measurable_on A by A5,A7,Th59;
(-f)+(-g) = -(f+g) by Th60;
hence thesis by A8,DBLSEQ_3:2;
end;
theorem
for X be non empty set, S be SigmaField of X, A be Element of S,
f be without+infty PartFunc of X,ExtREAL,
g be without-infty PartFunc of X,ExtREAL
st f is_measurable_on A & g is_measurable_on A & A c= dom(f-g) holds
f-g is_measurable_on A
proof
let X be non empty set, S be SigmaField of X, A be Element of S,
f be without+infty PartFunc of X,ExtREAL,
g be without-infty PartFunc of X,ExtREAL;
assume that
A1: f is_measurable_on A and
A2: g is_measurable_on A and
A3: A c= dom(f-g);
A4:dom(f-g) = dom f /\ dom g by MESFUNC9:2;
dom f /\ dom g c= dom f & dom f /\ dom g c= dom g by XBOOLE_1:17; then
A c= dom f & A c= dom g by A3,A4; then
-f is_measurable_on A by A1,Th59; then
A5:(-f)+g is_measurable_on A by A2,MESFUNC5:31;
dom f = dom(-f) & dom g = dom(-g) by MESFUNC1:def 7; then
dom(-f + g) = dom f /\ dom g by MESFUNC5:16; then
dom(-f + g) = dom(f-g) by MESFUNC9:2; then
-((-f)+g) is_measurable_on A by A3,A5,Th59;
hence f-g is_measurable_on A by Th60;
end;
theorem
for X be non empty set, S be SigmaField of X, A be Element of S,
f be without-infty PartFunc of X,ExtREAL,
g be without+infty PartFunc of X,ExtREAL
st f is_measurable_on A & g is_measurable_on A & A c= dom(f-g) holds
f-g is_measurable_on A
proof
let X be non empty set, S be SigmaField of X, A be Element of S,
f be without-infty PartFunc of X,ExtREAL,
g be without+infty PartFunc of X,ExtREAL;
assume that
A1: f is_measurable_on A and
A2: g is_measurable_on A and
A3: A c= dom(f-g);
A4:dom(f-g) = dom f /\ dom g by MESFUNC5:17;
dom(-f+g) = dom(-(f-g)) by Th60; then
A5:dom(-f+g) = dom(f-g) by MESFUNC1:def 7;
dom f /\ dom g c= dom f & dom f /\ dom g c= dom g by XBOOLE_1:17; then
A c= dom f & A c= dom g by A3,A4; then
-f is_measurable_on A by A1,Th59; then
A6:(-f)+g is_measurable_on A by A2,A3,A5,Th61;
dom f = dom(-f) & dom g = dom(-g) by MESFUNC1:def 7; then
dom(-f + g) = dom f /\ dom g by MESFUNC9:1; then
dom(-f + g) = dom(f-g) by MESFUNC5:17; then
-((-f)+g) is_measurable_on A by A3,A6,Th59;
hence f-g is_measurable_on A by Th60;
end;
theorem Th64:
for X be non empty set, S be SigmaField of X, P be Element of S,
F be summable FinSequence of Funcs(X,ExtREAL)
st (for n be Nat st n in dom F holds F/.n is_measurable_on P) holds
for n be Nat st n in dom F holds (Partial_Sums F)/.n is_measurable_on P
proof
let X be non empty set, S be SigmaField of X, P be Element of S,
F be summable FinSequence of Funcs(X,ExtREAL);
assume A1: for n be Nat st n in dom F holds F/.n is_measurable_on P;
A2:P c= X;
A3:len F = len (Partial_Sums F) by DEF13; then
A4:dom F = dom (Partial_Sums F) by FINSEQ_3:29;
defpred P[Nat] means
$1 in dom F implies (Partial_Sums F)/.$1 is_measurable_on P;
per cases by DEF12;
suppose A5: F is without_+infty-valued;
A6: P[0] by FINSEQ_3:24;
A7: for n be Nat st P[n] holds P[n+1]
proof
let n be Nat;
assume A8: P[n];
assume A9: n+1 in dom F;
per cases;
suppose A10: n = 0; then
(Partial_Sums F)/.(n+1) = (Partial_Sums F).1 by A4,A9,PARTFUN1:def 6
.= F.1 by DEF13
.= F/.1 by A9,A10,PARTFUN1:def 6;
hence (Partial_Sums F)/.(n+1) is_measurable_on P by A1,A9,A10;
end;
suppose A11: n <> 0; then
A12: n >= 1 by NAT_1:14;
n+1 <= len F by A9,FINSEQ_3:25; then
A13: n < len F by NAT_1:13; then
A15: F/.(n+1) = F.(n+1) & (Partial_Sums F)/.n = (Partial_Sums F).n
& (Partial_Sums F)/.(n+1) = (Partial_Sums F).(n+1)
by A4,A9,A12,FINSEQ_3:25,PARTFUN1:def 6; then
A16: (Partial_Sums F)/.(n+1) = (Partial_Sums F)/.n + F/.(n+1)
by A11,A13,NAT_1:14,DEF13;
Partial_Sums F is without_+infty-valued by A5,Th56; then
A17: F/.(n+1) is without+infty & (Partial_Sums F)/.n is without+infty
by A5,A9,A12,A15,A13,A3,FINSEQ_3:25; then
A19: dom((Partial_Sums F)/.n + F/.(n+1))
= dom((Partial_Sums F)/.n) /\ dom(F/.(n+1)) by MESFUNC9:1;
A18: P c= dom((Partial_Sums F)/.n) & P c= dom(F/.(n+1)) by A2,FUNCT_2:def 1;
F/.(n+1) is_measurable_on P by A9,A1;
hence (Partial_Sums F)/.(n+1) is_measurable_on P
by A8,A12,A13,A16,A17,A18,A19,Th61,FINSEQ_3:25,XBOOLE_1:19;
end;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A6,A7);
hence
for n be Nat st n in dom F holds (Partial_Sums F)/.n is_measurable_on P;
end;
suppose A19: F is without_-infty-valued;
A20:P[0] by FINSEQ_3:24;
A21:for n be Nat st P[n] holds P[n+1]
proof
let n be Nat;
assume A24: P[n];
assume A25: n+1 in dom F;
per cases;
suppose A26: n = 0; then
(Partial_Sums F)/.(n+1) = (Partial_Sums F).1 by A25,A4,PARTFUN1:def 6
.= F.1 by DEF13
.= F/.1 by A25,A26,PARTFUN1:def 6;
hence (Partial_Sums F)/.(n+1) is_measurable_on P by A1,A25,A26;
end;
suppose A27: n <> 0; then
A28: n >= 1 by NAT_1:14;
n+1 <= len F by A25,FINSEQ_3:25; then
A29: n < len F by NAT_1:13; then
A30: F/.(n+1) = F.(n+1) & (Partial_Sums F)/.n = (Partial_Sums F).n
& (Partial_Sums F)/.(n+1) = (Partial_Sums F).(n+1)
by A4,A25,A28,FINSEQ_3:25,PARTFUN1:def 6; then
A31: (Partial_Sums F)/.(n+1) = (Partial_Sums F)/.n + F/.(n+1)
by A27,A29,DEF13,NAT_1:14;
Partial_Sums F is without_-infty-valued by A19,Th57; then
A32: F/.(n+1) is without-infty & (Partial_Sums F)/.n is without-infty
by A19,A25,A29,A3,A28,A30,FINSEQ_3:25;
F/.(n+1) is_measurable_on P by A25,A1;
hence (Partial_Sums F)/.(n+1) is_measurable_on P
by A31,A32,A29,A24,A28,FINSEQ_3:25,MESFUNC5:31;
end;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A20,A21);
hence
for n be Nat st n in dom F holds (Partial_Sums F)/.n is_measurable_on P;
end;
end;
begin :: Some properties of integral
theorem Th65:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2,
x be Element of X1, y be Element of X2
st E = [:A,B:] holds
Integral(M2,ProjMap1(chi(E,[:X1,X2:]),x))
= M2.(Measurable-X-section(E,x)) * chi(A,X1).x
& Integral(M1,ProjMap2(chi(E,[:X1,X2:]),y))
= M1.(Measurable-Y-section(E,y)) * chi(B,X2).y
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2,
x be Element of X1, y be Element of X2;
assume A1: E = [:A,B:]; then
A2:Integral(M2,ProjMap1(chi(E,[:X1,X2:]),x)) = M2.B * chi(A,X1).x by Th47;
A3:M2.B * chi(A,X1).x = M2.(Measurable-X-section(E,x)) by A1,Th48;
A4:Integral(M1,ProjMap2(chi(E,[:X1,X2:]),y)) = M1.A * chi(B,X2).y
by A1,Th49;
A5:M1.A * chi(B,X2).y = M1.(Measurable-Y-section(E,y)) by A1,Th50;
thus Integral(M2,ProjMap1(chi(E,[:X1,X2:]),x))
= M2.(Measurable-X-section(E,x)) * chi(A,X1).x
proof
per cases;
suppose x in A; then
chi(A,X1).x = 1 by FUNCT_3:def 3;
hence thesis by A2,A3,XXREAL_3:81;
end;
suppose not x in A; then
chi(A,X1).x = 0 by FUNCT_3:def 3;
hence thesis by A2;
end;
end;
per cases;
suppose y in B; then
chi(B,X2).y = 1 by FUNCT_3:def 3;
hence thesis by A4,A5,XXREAL_3:81;
end;
suppose not y in B; then
chi(B,X2).y = 0 by FUNCT_3:def 3;
hence thesis by A4;
end;
end;
theorem Th66:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma measurable_rectangles(S1,S2)
st E in Field_generated_by measurable_rectangles(S1,S2)
ex f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2 st
len f = len A & len f = len B & E = Union f
& (for n be Nat st n in dom f holds proj1(f.n) = A.n & proj2(f.n) = B.n)
& (for n be Nat, x,y be set st n in dom f & x in X1 & y in X2 holds
chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma measurable_rectangles(S1,S2);
assume E in Field_generated_by measurable_rectangles(S1,S2); then
E in DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22; then
E in {E1 where E1 is Subset of [:X1,X2:] :
ex f be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E1 = Union f} by SRINGS_3:def 3; then
consider E1 be Subset of [:X1,X2:] such that
A1: E = E1
& ex f be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
st E1 = Union f;
consider f be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A2: E1 = Union f by A1;
defpred P1[Nat,object] means $2 = proj1(f.$1);
A3:for i be Nat st i in Seg len f ex Ai being Element of S1 st P1[i,Ai]
proof
let i be Nat;
assume i in Seg len f; then
i in dom f by FINSEQ_1:def 3; then
f.i in measurable_rectangles(S1,S2) by PARTFUN1:4; then
f.i in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider Ai be Element of S1, Bi be Element of S2 such that
A4: f.i = [:Ai,Bi:];
per cases;
suppose A5: Bi <> {};
take Ai;
thus proj1(f.i) = Ai by A4,A5,FUNCT_5:9;
end;
suppose A6: Bi = {};
reconsider Ai = {} as Element of S1 by MEASURE1:7;
take Ai;
thus proj1(f.i) = Ai by A4,A6;
end;
end;
consider A being FinSequence of S1 such that
A7: dom A = Seg len f
& for i be Nat st i in Seg len f holds P1[i,A.i] from FINSEQ_1:sch 5(A3);
defpred P2[Nat,object] means $2 = proj2(f.$1);
A8:for i be Nat st i in Seg len f ex Bi being Element of S2 st P2[i,Bi]
proof
let i be Nat;
assume i in Seg len f; then
i in dom f by FINSEQ_1:def 3; then
f.i in measurable_rectangles(S1,S2) by PARTFUN1:4; then
f.i in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider Ai be Element of S1, Bi be Element of S2 such that
A9: f.i = [:Ai,Bi:];
per cases;
suppose A10: Ai <> {};
take Bi;
thus proj2(f.i) = Bi by A9,A10,FUNCT_5:9;
end;
suppose A11: Ai = {};
reconsider Bi = {} as Element of S2 by MEASURE1:7;
take Bi;
thus proj2(f.i) = Bi by A9,A11;
end;
end;
consider B being FinSequence of S2 such that
A12:dom B = Seg len f
& for i be Nat st i in Seg len f holds P2[i,B.i] from FINSEQ_1:sch 5(A8);
take f,A,B;
thus len f = len A by A7,FINSEQ_1:def 3;
thus len f = len B by A12,FINSEQ_1:def 3;
thus E = Union f by A1,A2;
thus
A13:for n be Nat st n in dom f holds proj1(f.n) = A.n & proj2(f.n) = B.n
proof
let n be Nat;
assume n in dom f; then
n in Seg len f by FINSEQ_1:def 3;
hence A.n = proj1(f.n) & B.n = proj2(f.n) by A7,A12;
end;
let n be Nat, x,y be set;
assume A14: n in dom f & x in X1 & y in X2; then
A15:A.n = proj1(f.n) & B.n = proj2(f.n) by A13;
f.n in measurable_rectangles(S1,S2) by A14,PARTFUN1:4; then
f.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
A16: f.n = [:An,Bn:];
A17:[x,y] in [:X1,X2:] by A14,ZFMISC_1:87;
per cases;
suppose f.n = {}; then
chi(f.n,[:X1,X2:]).(x,y) = 0
& chi(A.n,X1).x = 0 & chi(B.n,X2).y = 0 by A14,A15,A17,FUNCT_3:def 3;
hence chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y;
end;
suppose f.n <> {}; then
A18: A.n = An & B.n = Bn by A15,A16,FUNCT_5:9;
per cases;
suppose A19: x in A.n & y in B.n; then
chi(A.n,X1).x = 1 & chi(B.n,X2).y = 1 by FUNCT_3:def 3; then
A20: chi(A.n,X1).x * chi(B.n,X2).y = 1 by XXREAL_3:81;
proj1(f.n) c= An & proj2(f.n) c= Bn by A16,FUNCT_5:10; then
[x,y] in f.n & [x,y] in [:X1,X2:] by A19,A15,A16,ZFMISC_1:def 2;
hence chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y
by A20,FUNCT_3:def 3;
end;
suppose A21: not x in A.n or not y in B.n; then
chi(A.n,X1).x = 0 or chi(B.n,X2).y = 0 by A14,FUNCT_3:def 3; then
A22: chi(A.n,X1).x * chi(B.n,X2).y = 0;
not [x,y] in f.n by A18,A21,A16,ZFMISC_1:87;
hence chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y
by A17,A22,FUNCT_3:def 3;
end;
end;
end;
theorem Th67:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
x be Element of X1, y be Element of X2,
U be Element of S1, V be Element of S2
holds
M1.(Measurable-Y-section(E,y) /\ U)
= Integral(M1,ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y))
& M2.(Measurable-X-section(E,x) /\ V)
= Integral(M2,ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
x be Element of X1, y be Element of X2,
U be Element of S1, V be Element of S2;
for x be Element of X1 holds (ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y)).x
= chi(Measurable-Y-section(E,y) /\ U,X1).x
proof
let x be Element of X1;
A1: X2 = [#]X2 by SUBSET_1:def 3;
(ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y)).x
= chi(E /\ [:U,X2:],[:X1,X2:]).(x,y) by MESFUNC9:def 7
.= chi(Y-section(E /\ [:U,X2:],y),X1).x by Th28
.= chi(Y-section(E,y) /\ Y-section([:U,[#]X2:],y),X1).x by A1,Th21;
hence (ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y)).x
= chi(Measurable-Y-section(E,y) /\ U,X1).x by A1,Th16;
end; then
ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y)
= chi(Measurable-Y-section(E,y) /\ U,X1)
by FUNCT_2:def 8;
hence M1.(Measurable-Y-section(E,y) /\ U)
= Integral(M1,ProjMap2(chi(E /\ [:U,X2:],[:X1,X2:]),y))
by MESFUNC9:14;
for y be Element of X2 holds (ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x)).y
= chi(Measurable-X-section(E,x) /\ V,X2).y
proof
let y be Element of X2;
A3: X1 = [#]X1 by SUBSET_1:def 3;
(ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x)).y
= chi(E /\ [:X1,V:],[:X1,X2:]).(x,y) by MESFUNC9:def 6
.= chi(X-section(E /\ [:X1,V:],x),X2).y by Th28
.= chi(X-section(E,x) /\ X-section([:[#]X1,V:],x),X2).y by A3,Th21;
hence (ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x)).y
= chi(Measurable-X-section(E,x) /\ V,X2).y by A3,Th16;
end; then
ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x)
= chi(Measurable-X-section(E,x) /\ V,X2) by FUNCT_2:def 8;
hence M2.(Measurable-X-section(E,x) /\ V)
= Integral(M2,ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x))
by MESFUNC9:14;
end;
theorem Th68:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
x be Element of X1, y be Element of X2
holds
M1.(Measurable-Y-section(E,y)) = Integral(M1,ProjMap2(chi(E,[:X1,X2:]),y))
& M2.(Measurable-X-section(E,x)) = Integral(M2,ProjMap1(chi(E,[:X1,X2:]),x))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
x be Element of X1, y be Element of X2;
A1:X1 in S1 & X2 in S2 by MEASURE1:7;
E /\ [:X1,X2:] = E
& Measurable-Y-section(E,y) /\ X1 = Measurable-Y-section(E,y)
& Measurable-X-section(E,x) /\ X2 = Measurable-X-section(E,x) by XBOOLE_1:28;
hence thesis by Th67,A1;
end;
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
x be Element of X1, n be Nat,
En be Element of sigma measurable_rectangles(S1,S2),
An be Element of S1, Bn be Element of S2
st n in dom f & f.n = En & En = [:An,Bn:] holds
Integral(M2,ProjMap1(chi(f.n,[:X1,X2:]),x))
= M2.(Measurable-X-section(En,x)) * chi(An,X1).x by Th65;
theorem Th70:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma measurable_rectangles(S1,S2)
st E in Field_generated_by measurable_rectangles(S1,S2) & E <> {}
ex f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2,
Xf be summable FinSequence of Funcs([:X1,X2:],ExtREAL) st
E = Union f & len f in dom f & len f = len A & len f = len B
& len f = len Xf
& ( for n be Nat st n in dom f holds f.n = [:A.n,B.n:] )
& ( for n be Nat st n in dom Xf holds Xf.n = chi(f.n,[:X1,X2:]) )
& (Partial_Sums Xf).(len Xf) = chi(E,[:X1,X2:])
& ( for n be Nat, x,y be set st n in dom Xf & x in X1 & y in X2
holds (Xf.n).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y )
& ( for x be Element of X1 holds
ProjMap1(chi(E,[:X1,X2:]),x) = ProjMap1(((Partial_Sums Xf)/.(len Xf)),x) )
& ( for y be Element of X2 holds
ProjMap2(chi(E,[:X1,X2:]),y) = ProjMap2(((Partial_Sums Xf)/.(len Xf)),y) )
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
E be Element of sigma measurable_rectangles(S1,S2);
assume A1: E in Field_generated_by measurable_rectangles(S1,S2) & E <> {};
consider f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2 such that
A2: len f = len A & len f = len B & E = Union f
& ( for n be Nat st n in dom f holds proj1(f.n) = A.n & proj2(f.n) = B.n )
& (for n be Nat, x,y be set st n in dom f & x in X1 & y in X2 holds
chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y)
by A1,Th66;
deffunc F(set) = chi(f.$1,[:X1,X2:]);
consider Xf be FinSequence such that
A3: len Xf = len f & for n be Nat st n in dom Xf holds Xf.n = F(n)
from FINSEQ_1:sch 2;
now let z be set;
assume z in rng Xf; then
consider i be object such that
A4: i in dom Xf & z = Xf.i by FUNCT_1:def 3;
reconsider i as Nat by A4;
z = chi(f.i,[:X1,X2:]) by A3,A4;
hence z in Funcs([:X1,X2:],ExtREAL) by FUNCT_2:8;
end; then
rng Xf c= Funcs([:X1,X2:],ExtREAL); then
reconsider Xf as FinSequence of Funcs([:X1,X2:],ExtREAL) by FINSEQ_1:def 4;
now let n be Nat;
assume n in dom Xf; then
Xf.n = chi(f.n,[:X1,X2:]) by A3; then
rng (Xf.n) c= {0,1} by FUNCT_3:39; then
not -infty in rng (Xf.n);
hence Xf.n is without-infty by MESFUNC5:def 3;
end; then
Xf is without_-infty-valued; then
reconsider Xf as summable FinSequence of Funcs([:X1,X2:],ExtREAL);
take f,A,B,Xf;
defpred P[Nat] means $1 in dom f
implies (Partial_Sums Xf).$1 = chi(Union (f|$1),[:X1,X2:]);
A9:dom Xf = dom f by A3,FINSEQ_3:29;
A5:P[0] by FINSEQ_3:24;
A6:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume A7: P[k];
assume A8: k+1 in dom f;
per cases;
suppose A10: k = 0; then
A11: (Partial_Sums Xf).(k+1) = Xf.(k+1) by DEF13
.= chi(f.(k+1),[:X1,X2:]) by A3,A8,A9;
f is non empty by A8; then
f|(k+1) = <*f/.(k+1)*> by A10,FINSEQ_5:20
.= <*f.(k+1)*> by A8,PARTFUN1:def 6; then
rng (f|(k+1)) = {f.(k+1)} by FINSEQ_1:39; then
union rng (f|(k+1)) = f.(k+1) by ZFMISC_1:25;
hence (Partial_Sums Xf).(k+1) = chi(Union (f|(k+1)),[:X1,X2:])
by A11,CARD_3:def 4;
end;
suppose k <> 0; then
A12: k >= 1 by NAT_1:14;
A13: 1 <= k+1 <= len Xf by A8,A3,FINSEQ_3:25; then
A14: k < len Xf by NAT_1:13; then
k < len (Partial_Sums Xf) by DEF13; then
k in dom (Partial_Sums Xf) by A12,FINSEQ_3:25; then
A16: (Partial_Sums Xf)/.k
= chi(Union (f|k),[:X1,X2:]) by A3,A14,A7,A12,FINSEQ_3:25,PARTFUN1:def 6;
A17: Xf/.(k+1) = Xf.(k+1) by A8,A9,PARTFUN1:def 6
.= chi(f.(k+1),[:X1,X2:]) by A8,A9,A3;
A24: now assume Union (f|k) /\ f.(k+1) <> {}; then
consider z be object such that
A18: z in Union (f|k) /\ f.(k+1) by XBOOLE_0:def 1;
A19: z in Union (f|k) & z in f.(k+1) by A18,XBOOLE_0:def 4; then
z in union rng (f|k) by CARD_3:def 4; then
consider Z be set such that
A20: z in Z & Z in rng (f|k) by TARSKI:def 4;
consider j be Element of NAT such that
A21: j in dom(f|k) & Z = (f|k).j by A20,PARTFUN1:3;
1 <= j <= len(f|k) by A21,FINSEQ_3:25; then
A22: 1 <= j <= k by A14,A3,FINSEQ_1:59; then
A23: Z = f.j by A21,FINSEQ_3:112;
j <> k+1 by A22,NAT_1:13; then
f.j misses f.(k+1) by PROB_2:def 2;
hence contradiction by A23,A19,A20,XBOOLE_0:def 4;
end;
A25: (Partial_Sums Xf).(k+1)
= chi(Union (f|k),[:X1,X2:]) + chi(f.(k+1),[:X1,X2:])
by A16,A17,A12,A13,DEF13,NAT_1:13;
1 <= k+1 <= len(Partial_Sums Xf) by A13,DEF13; then
k+1 in dom(Partial_Sums Xf) by FINSEQ_3:25; then
A26:(Partial_Sums Xf)/.(k+1) = (Partial_Sums Xf).(k+1)
by PARTFUN1:def 6;
now let z be Element of [:X1,X2:];
dom(chi(Union (f|k),[:X1,X2:]) + chi(f.(k+1),[:X1,X2:])) = [:X1,X2:]
by A25,A26,FUNCT_2:def 1; then
A28: ((Partial_Sums Xf).(k+1)).z
= chi(Union (f|k),[:X1,X2:]).z + chi(f.(k+1),[:X1,X2:]).z
by A25,MESFUNC1:def 3;
per cases;
suppose A31: z in Union(f|(k+1)); then
z in union rng(f|(k+1)) by CARD_3:def 4; then
consider Z be set such that
A29: z in Z & Z in rng(f|(k+1)) by TARSKI:def 4;
consider j be Element of NAT such that
A30: j in dom(f|(k+1)) & Z = (f|(k+1)).j by A29,PARTFUN1:3;
A36: 1 <= j <= len(f|(k+1)) by A30,FINSEQ_3:25; then
A32: 1 <= j & j <= k+1 by A13,A3,FINSEQ_1:59; then
A33: Z = f.j by A30,FINSEQ_3:112;
now per cases;
suppose j = k+1; then
A34: z in f.(k+1) by A29,A30,FINSEQ_3:112; then
A35: chi(f.(k+1),[:X1,X2:]).z = 1 by FUNCT_3:def 3;
not z in Union(f|k) by A24,A34,XBOOLE_0:def 4; then
chi(Union(f|k),[:X1,X2:]).z = 0 by FUNCT_3:def 3;
hence ((Partial_Sums Xf).(k+1)).z = 1 by A28,A35,XXREAL_3:4;
end;
suppose j <> k+1; then
j < k+1 by A32,XXREAL_0:1; then
A37: j <= k by NAT_1:13; then
j <= len(f|k) by A3,A14,FINSEQ_1:59; then
j in dom(f|k) & Z = (f|k).j by A33,A36,A37,FINSEQ_3:25,112; then
Z in rng(f|k) by FUNCT_1:3; then
z in union rng(f|k) by A29,TARSKI:def 4; then
A38: z in Union(f|k) by CARD_3:def 4; then
A39: chi(Union(f|k),[:X1,X2:]).z = 1 by FUNCT_3:def 3;
not z in f.(k+1) by A24,A38,XBOOLE_0:def 4; then
chi(f.(k+1),[:X1,X2:]).z = 0 by FUNCT_3:def 3;
hence ((Partial_Sums Xf).(k+1)).z = 1 by A28,A39,XXREAL_3:4;
end;
end;
hence ((Partial_Sums Xf).(k+1)).z
= chi(Union (f|(k+1)),[:X1,X2:]).z by A31,FUNCT_3:def 3;
end;
suppose A40: not z in Union(f|(k+1)); then
A41: chi(Union(f|(k+1)),[:X1,X2:]).z = 0 by FUNCT_3:def 3;
A42: not z in union rng(f|(k+1)) by A40,CARD_3:def 4;
A43: for j be Nat st 1<= j <= k+1 holds not z in f.j
proof
let j be Nat;
assume B1: 1 <= j <= k+1; then
1 <= j <= len(f|(k+1)) by A3,A13,FINSEQ_1:59; then
j in dom(f|(k+1)) by FINSEQ_3:25; then
(f|(k+1)).j in rng(f|(k+1)) by FUNCT_1:3; then
f.j in rng(f|(k+1)) by B1,FINSEQ_3:112;
hence not z in f.j by A42,TARSKI:def 4;
end;
now assume z in Union(f|k); then
z in union rng(f|k) by CARD_3:def 4; then
consider Z be set such that
A46: z in Z & Z in rng(f|k) by TARSKI:def 4;
consider j be Element of NAT such that
A47: j in dom(f|k) & Z = (f|k).j by A46,PARTFUN1:3;
1 <= j <= len(f|k) by A47,FINSEQ_3:25; then
A48: 1 <= j <= k by A3,A14,FINSEQ_1:59; then
1 <= j <= k+1 by NAT_1:13; then
not z in f.j by A43;
hence contradiction by A46,A47,A48,FINSEQ_3:112;
end; then
A50: chi(Union(f|k),[:X1,X2:]).z = 0 by FUNCT_3:def 3;
1<=k+1 by NAT_1:11; then
not z in f.(k+1) by A43; then
chi(f.(k+1),[:X1,X2:]).z = 0 by FUNCT_3:def 3;
hence ((Partial_Sums Xf).(k+1)).z
= chi(Union (f|(k+1)),[:X1,X2:]).z by A41,A28,A50;
end;
end;
hence (Partial_Sums Xf).(k+1) = chi(Union (f|(k+1)),[:X1,X2:])
by A26,FUNCT_2:def 8;
end;
end;
A51:for n be Nat holds P[n] from NAT_1:sch 2(A5,A6);
thus E = Union f by A2;
union rng f <> {} by A1,A2,CARD_3:def 4; then
dom f <> {} by ZFMISC_1:2,RELAT_1:42; then
Seg len f <> {} by FINSEQ_1:def 3; then
A52:len f in Seg len f by FINSEQ_3:7;
hence
A53:len f in dom f by FINSEQ_1:def 3;
thus len f = len A & len f = len B by A2;
thus len f = len Xf by A3;
thus for n be Nat st n in dom f holds f.n = [:A.n,B.n:]
proof
let n be Nat;
assume
A54: n in dom f; then
f.n in measurable_rectangles(S1,S2) by PARTFUN1:4; then
f.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
A55: f.n = [:An,Bn:];
per cases;
suppose A57: f.n = {}; then
A.n = proj1 {} & B.n = proj2 {} by A2,A54;
hence f.n = [:A.n,B.n:] by A57,ZFMISC_1:90;
end;
suppose f.n <> {}; then
A59: proj1(f.n) = An & proj2(f.n) = Bn by A55,FUNCT_5:9;
proj1(f.n) = A.n & proj2(f.n) = B.n by A2,A54;
hence f.n = [:A.n,B.n:] by A55,A59;
end;
end;
thus for n be Nat st n in dom Xf holds Xf.n = chi(f.n,[:X1,X2:]) by A3;
A60:(Partial_Sums Xf).(len Xf) = chi(Union(f|(len f)),[:X1,X2:]) by A51,A3,A53
.= chi(Union f,[:X1,X2:]) by FINSEQ_1:58;
hence (Partial_Sums Xf).(len Xf) = chi(E,[:X1,X2:]) by A2;
thus for n be Nat, x,y be set st n in dom Xf & x in X1 & y in X2
holds (Xf.n).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y
proof
let n be Nat, x,y be set;
assume Q1: n in dom Xf & x in X1 & y in X2; then
chi(f.n,[:X1,X2:]).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y by A2,A9;
hence (Xf.n).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y by Q1,A3;
end;
thus for x be Element of X1 holds
ProjMap1(chi(E,[:X1,X2:]),x) = ProjMap1(((Partial_Sums Xf)/.(len Xf)),x)
proof
let x be Element of X1;
len f = len (Partial_Sums Xf) by A3,DEF13; then
len Xf in dom(Partial_Sums Xf) by A52,A3,FINSEQ_1:def 3;
hence thesis by A60,A2,PARTFUN1:def 6;
end;
let y be Element of X2;
len f = len (Partial_Sums Xf) by A3,DEF13; then
len Xf in dom(Partial_Sums Xf) by A52,A3,FINSEQ_1:def 3;
hence thesis by A60,A2,PARTFUN1:def 6;
end;
theorem Th71:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of measurable_rectangles(S1,S2) holds
Union F in sigma measurable_rectangles(S1,S2)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
F be FinSequence of measurable_rectangles(S1,S2);
defpred P[Nat] means $1 <= len F implies
union rng (F|$1) in sigma measurable_rectangles(S1,S2);
A1:P[0] by ZFMISC_1:2,MEASURE1:34;
A2:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume A3: P[k];
assume A4: k+1 <= len F; then
k+1 in dom F by NAT_1:11,FINSEQ_3:25; then
A6: F.(k+1) in measurable_rectangles(S1,S2) by FINSEQ_2:11;
A7: measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9;
len(F|(k+1)) = k+1 by A4,FINSEQ_1:59; then
F|(k+1) = (F|(k+1)|k) ^ <*(F|(k+1)).(k+1)*> by FINSEQ_3:55
.= (F|k) ^ <*(F|(k+1)).(k+1)*> by NAT_1:11,FINSEQ_1:82
.= (F|k) ^ <*F.(k+1)*> by FINSEQ_3:112; then
rng(F|(k+1)) = rng(F|k) \/ rng <*F.(k+1)*> by FINSEQ_1:31
.= rng(F|k) \/ {F.(k+1)} by FINSEQ_1:39; then
union rng(F|(k+1)) = union rng(F|k) \/ union {F.(k+1)} by ZFMISC_1:78
.= union rng(F|k) \/ F.(k+1) by ZFMISC_1:25;
hence union rng(F|(k+1)) in sigma measurable_rectangles(S1,S2)
by A4,A3,NAT_1:13,A6,A7,MEASURE1:34;
end;
for k be Nat holds P[k] from NAT_1:sch 2(A1,A2); then
union rng(F|len F) in sigma measurable_rectangles(S1,S2); then
union rng F in sigma measurable_rectangles(S1,S2) by FINSEQ_1:58;
hence Union F in sigma measurable_rectangles(S1,S2) by CARD_3:def 4;
end;
theorem Th75:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st E in Field_generated_by measurable_rectangles(S1,S2) & E <> {}
ex F be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2,
C be summable FinSequence of Funcs([:X1,X2:],ExtREAL),
I be summable FinSequence of Funcs(X1,ExtREAL),
J be summable FinSequence of Funcs(X2,ExtREAL)
st
E = Union F & len F in dom F & len F = len A & len F = len B
& len F = len C & len F = len I
& len F = len J
& ( for n be Nat st n in dom C holds C.n = chi(F.n,[:X1,X2:]) )
& (Partial_Sums C)/.(len C) = chi(E,[:X1,X2:])
& ( for x be Element of X1, n be Nat st n in dom I holds
(I.n).x = Integral(M2,ProjMap1((C/.n),x)) )
& ( for n be Nat, P be Element of S1 st n in dom I holds
I/.n is_measurable_on P )
& ( for x be Element of X1 holds
Integral(M2,ProjMap1(((Partial_Sums C)/.(len C)),x))
= ((Partial_Sums I)/.(len I)).x)
& ( for y be Element of X2, n be Nat st n in dom J holds
(J.n).y = Integral(M1,ProjMap2((C/.n),y)) )
& ( for n be Nat, P be Element of S2 st n in dom J holds
J/.n is_measurable_on P )
& ( for y be Element of X2 holds
Integral(M1,ProjMap2(((Partial_Sums C)/.(len C)),y))
= ((Partial_Sums J)/.(len J)).y)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume
A1: E in Field_generated_by measurable_rectangles(S1,S2) & E <> {};
consider F be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2,
C be summable FinSequence of Funcs([:X1,X2:],ExtREAL) such that
A2: E = Union F & len F in dom F & len F = len A & len F = len B
& len F = len C
& ( for n be Nat st n in dom F holds F.n = [:A.n,B.n:] )
& ( for n be Nat st n in dom C holds C.n = chi(F.n,[:X1,X2:]) )
& (Partial_Sums C).(len C) = chi(E,[:X1,X2:])
& ( for n be Nat, x,y be set st n in dom C & x in X1 & y in X2
holds (C.n).(x,y) = chi(A.n,X1).x * chi(B.n,X2).y )
& ( for x be Element of X1 holds
ProjMap1(chi(E,[:X1,X2:]),x)
= ProjMap1(((Partial_Sums C)/.(len C)),x) )
& ( for y be Element of X2 holds
ProjMap2(chi(E,[:X1,X2:]),y)
= ProjMap2(((Partial_Sums C)/.(len C)),y) ) by A1,Th70;
A3:measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9;
defpred PI[Nat,object] means
ex f be Function of X1,ExtREAL st
f = $2
& for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.$1),x));
I1:for n be Nat st n in Seg len F ex z be object st PI[n,z]
proof
let n be Nat;
assume n in Seg len F;
deffunc F2(Element of X1) = Integral(M2,ProjMap1((C/.n),$1));
consider f be Function of X1,ExtREAL such that
I2: for x be Element of X1 holds f.x = F2(x) from FUNCT_2:sch 4;
take z=f;
thus ex f be Function of X1,ExtREAL st f = z
& for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.n),x)) by I2;
end;
consider I be FinSequence such that
I3: dom I = Seg len F
& for n be Nat st n in Seg len F holds PI[n,I.n] from FINSEQ_1:sch 1(I1);
now let z be set;
assume z in rng I; then
consider n be object such that
I4: n in dom I & z = I.n by FUNCT_1:def 3;
reconsider n as Element of NAT by I4;
consider f be Function of X1,ExtREAL such that
I5: f = I.n &
for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.n),x))
by I3,I4;
dom f = X1 & rng f c= ExtREAL by FUNCT_2:def 1;
hence z in Funcs(X1,ExtREAL) by I4,I5,FUNCT_2:def 2;
end; then
rng I c= Funcs(X1,ExtREAL); then
reconsider I as FinSequence of Funcs(X1,ExtREAL) by FINSEQ_1:def 4;
I6:for x be Element of X1, n be Nat st n in dom I holds
(I.n).x = Integral(M2,ProjMap1((C/.n),x))
proof
let x be Element of X1, n be Nat;
assume I7: n in dom I; then
n in dom F by I3,FINSEQ_1:def 3; then
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,PARTFUN1:4;
ex f be Function of X1,ExtREAL st f = I.n &
for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.n),x))
by I3,I7;
hence (I.n).x = Integral(M2,ProjMap1((C/.n),x));
end;
I7:now let n be Nat;
assume I8: n in dom I; then
consider f be Function of X1,ExtREAL such that
I9: f = I.n &
for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.n),x))
by I3;
I10:n in dom F by I3,I8,FINSEQ_1:def 3; then
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,PARTFUN1:4;
F.n in measurable_rectangles(S1,S2) by I10,PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
I11: F.n = [:An,Bn:];
for x be Element of X1 holds 0 <= f.x
proof
let x be Element of X1;
I12: n in dom C by I3,I8,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
I13: C/.n = chi(F.n,[:X1,X2:]) by A2,I12;
f.x = Integral(M2,ProjMap1((C/.n),x)) by I9; then
I14: f.x = M2.(Measurable-X-section(Fn,x)) * chi(An,X1).x by I11,I13,Th65;
M2.(Measurable-X-section(Fn,x)) >= 0 & chi(An,X1).x >= 0 by SUPINF_2:51;
hence 0 <= f.x by I14;
end; then
I.n is nonnegative Function of X1,ExtREAL by I9,SUPINF_2:39;
hence I.n is without-infty;
end; then
I15:I is without_-infty-valued; then
reconsider I as summable FinSequence of Funcs(X1,ExtREAL);
defpred PJ[Nat,object] means
ex f be Function of X2,ExtREAL st
f = $2
& for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.$1),x));
J1:for n be Nat st n in Seg len F ex z be object st PJ[n,z]
proof
let n be Nat;
assume n in Seg len F;
deffunc F2(Element of X2) = Integral(M1,ProjMap2((C/.n),$1));
consider f be Function of X2,ExtREAL such that
J2: for x be Element of X2 holds f.x = F2(x) from FUNCT_2:sch 4;
take z=f;
thus ex f be Function of X2,ExtREAL st f = z
& for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.n),x)) by J2;
end;
consider J be FinSequence such that
J3: dom J = Seg len F
& for n be Nat st n in Seg len F holds PJ[n,J.n] from FINSEQ_1:sch 1(J1);
now let z be set;
assume z in rng J; then
consider n be object such that
J4: n in dom J & z = J.n by FUNCT_1:def 3;
reconsider n as Element of NAT by J4;
consider f be Function of X2,ExtREAL such that
J5: f = J.n &
for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.n),x))
by J3,J4;
dom f = X2 & rng f c= ExtREAL by FUNCT_2:def 1;
hence z in Funcs(X2,ExtREAL) by J4,J5,FUNCT_2:def 2;
end; then
rng J c= Funcs(X2,ExtREAL); then
reconsider J as FinSequence of Funcs(X2,ExtREAL) by FINSEQ_1:def 4;
J6:for x be Element of X2, n be Nat st n in dom J holds
(J.n).x = Integral(M1,ProjMap2((C/.n),x))
proof
let x be Element of X2, n be Nat;
assume J7: n in dom J; then
n in dom F by J3,FINSEQ_1:def 3; then
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,PARTFUN1:4;
ex f be Function of X2,ExtREAL st f = J.n &
for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.n),x))
by J3,J7;
hence (J.n).x = Integral(M1,ProjMap2((C/.n),x));
end;
J7:now let n be Nat;
assume J8: n in dom J; then
consider f be Function of X2,ExtREAL such that
J9: f = J.n &
for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.n),x))
by J3;
J10:n in dom F by J3,J8,FINSEQ_1:def 3; then
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,PARTFUN1:4;
F.n in measurable_rectangles(S1,S2) by J10,PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
J11: F.n = [:An,Bn:];
for x be Element of X2 holds 0 <= f.x
proof
let x be Element of X2;
J12: n in dom C by J3,J8,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
J13: C/.n = chi(F.n,[:X1,X2:]) by A2,J12;
f.x = Integral(M1,ProjMap2((C/.n),x)) by J9; then
J14: f.x = M1.(Measurable-Y-section(Fn,x)) * chi(Bn,X2).x by J11,J13,Th65;
M1.(Measurable-Y-section(Fn,x)) >= 0 & chi(Bn,X2).x >= 0 by SUPINF_2:51;
hence 0 <= f.x by J14;
end; then
J.n is nonnegative Function of X2,ExtREAL by J9,SUPINF_2:39;
hence J.n is without-infty;
end; then
J15:J is without_-infty-valued; then
reconsider J as summable FinSequence of Funcs(X2,ExtREAL);
take F,A,B,C,I,J;
thus E = Union F & len F in dom F & len F = len A & len F = len B
& len F = len C by A2;
thus
K1: len F = len I & len F = len J by I3,J3,FINSEQ_1:def 3;
thus for n be Nat st n in dom C holds C.n = chi(F.n,[:X1,X2:]) by A2;
len C = len(Partial_Sums C) by DEF13; then
dom F = dom(Partial_Sums C) by A2,FINSEQ_3:29;
hence (Partial_Sums C)/.(len C) = chi(E,[:X1,X2:]) by A2,PARTFUN1:def 6;
thus for x be Element of X1, n be Nat st n in dom I holds
(I.n).x = Integral(M2,ProjMap1((C/.n),x)) by I6;
thus for n be Nat, P be Element of S1 st n in dom I holds
I/.n is_measurable_on P
proof
let n be Nat, P be Element of S1;
assume I16: n in dom I; then
consider f be Function of X1,ExtREAL such that
I17: f = I.n &
for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.n),x))
by I3;
I18:I/.n = f by I16,I17,PARTFUN1:def 6;
I19:n in dom F by I3,I16,FINSEQ_1:def 3; then
F.n in measurable_rectangles(S1,S2) by PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
I20: F.n = [:An,Bn:];
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,I19,PARTFUN1:4;
per cases;
suppose I21: M2.Bn = +infty;
for x be Element of X1 holds f.x = Xchi(An,X1).x
proof
let x be Element of X1;
I22: f.x = Integral(M2,ProjMap1((C/.n),x)) by I17;
I23: n in dom C by I3,I16,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
C/.n = chi(F.n,[:X1,X2:]) by A2,I23; then
I24: f.x = M2.(Measurable-X-section(Fn,x)) * chi(An,X1).x by I20,I22,Th65;
per cases;
suppose I25: x in An; then
M2.(Measurable-X-section(Fn,x)) = +infty & chi(An,X1).x = 1
by I20,I21,Th16,FUNCT_3:def 3; then
f.x = +infty by I24,XXREAL_3:81;
hence f.x = Xchi(An,X1).x by I25,MEASUR10:def 7;
end;
suppose I26: not x in An; then
chi(An,X1).x = 0 by FUNCT_3:def 3; then
f.x = 0 by I24;
hence f.x = Xchi(An,X1).x by I26,MEASUR10:def 7;
end;
end; then
f = Xchi(An,X1) by FUNCT_2:def 8;
hence I/.n is_measurable_on P by I18,MEASUR10:32;
end;
suppose I27: M2.Bn <> +infty;
M2.Bn >= 0 by SUPINF_2:51; then
M2.Bn in REAL by I27,XXREAL_0:14; then
reconsider r = M2.Bn as Real;
I28: dom chi(An,X1) = X1 by FUNCT_2:def 1; then
I29: dom f = X1 & dom (r(#)chi(An,X1)) = X1 by MESFUNC1:def 6,FUNCT_2:def 1;
for x be Element of X1 st x in dom f holds f.x = (r(#)chi(An,X1)).x
proof
let x be Element of X1;
assume x in dom f;
I30: f.x = Integral(M2,ProjMap1((C/.n),x)) by I17;
I31: n in dom C by I3,I16,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
C/.n = chi(F.n,[:X1,X2:]) by I31,A2; then
I32: f.x = M2.(Measurable-X-section(Fn,x)) * chi(An,X1).x by I20,I30,Th65;
I33: (r(#)chi(An,X1)).x = r * chi(An,X1).x by I29,MESFUNC1:def 6;
per cases;
suppose x in An;
hence f.x = (r(#)chi(An,X1)).x by I33,I32,I20,Th16;
end;
suppose not x in An; then
I34: chi(An,X1).x = 0 by FUNCT_3:def 3;
(r(#)chi(An,X1)).x = r * chi(An,X1).x by I29,MESFUNC1:def 6;
hence f.x = (r(#)chi(An,X1)).x by I34,I32;
end;
end; then
f = r(#)chi(An,X1) by I29,PARTFUN1:5;
hence I/.n is_measurable_on P by I18,I28,MESFUNC2:29,MESFUNC1:37;
end;
end;
thus for x be Element of X1 holds
Integral(M2,ProjMap1(((Partial_Sums C)/.(len C)),x))
= ((Partial_Sums I)/.(len I)).x
proof
let x be Element of X1;
defpred P2[Nat] means $1 in dom I implies
((Partial_Sums I).$1).x
= Integral(M2,ProjMap1(chi(union rng (F|$1),[:X1,X2:]),x));
I35:P2[0] by FINSEQ_3:24;
I36:for k be Nat st P2[k] holds P2[k+1]
proof
let k be Nat;
assume I37: P2[k];
assume I38: k+1 in dom I; then
I39: 1 <= k+1 <= len I by FINSEQ_3:25; then
I40: k < len I by NAT_1:13; then
I41: k < len (Partial_Sums I) by DEF13;
per cases;
suppose I42: k = 0;
I43: 1 <= len I by I39,XXREAL_0:2; then
consider f be Function of X1,ExtREAL such that
I44: f = I.1 &
for x be Element of X1 holds f.x = Integral(M2,ProjMap1((C/.1),x))
by I3,FINSEQ_3:25;
I45: 1 in Seg len F by I43,I3,FINSEQ_3:25; then
I46: 1 in dom C by A2,FINSEQ_1:def 3; then
I47: C/.1 = C.1 by PARTFUN1:def 6 .= chi(F.1,[:X1,X2:]) by I46,A2;
I48: 1 in dom F by I45,FINSEQ_1:def 3;
F <> {} by I38,I3; then
F|1 = <*F/.1*> by FINSEQ_5:20 .= <*F.1*> by I48,PARTFUN1:def 6; then
rng(F|1) = {F.1} by FINSEQ_1:39; then
I49: C/.1 = chi(union rng(F|1),[:X1,X2:]) by I47,ZFMISC_1:25;
(Partial_Sums I).(k+1) = f by I42,I44,DEF13;
hence ((Partial_Sums I).(k+1)).x
= Integral(M2,ProjMap1(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by I44,I49,I42;
end;
suppose k <> 0; then
I50: 1 <= k by NAT_1:14;
k <= len(Partial_Sums I) by I40,DEF13; then
I51: k in dom (Partial_Sums I) by I50,FINSEQ_3:25; then
I52: ((Partial_Sums I)/.k).x
= Integral(M2,ProjMap1(chi(union rng(F|k),[:X1,X2:]),x))
by I37,I50,I40,FINSEQ_3:25,PARTFUN1:def 6
.= Integral(M2,ProjMap1(chi(Union(F|k),[:X1,X2:]),x)) by CARD_3:def 4;
I53: ((Partial_Sums I).(k+1)).x = ( (Partial_Sums I)/.k + I/.(k+1) ).x
by I39,I50,NAT_1:13,DEF13;
(Partial_Sums I) is without_-infty-valued by I15,Th57; then
(Partial_Sums I).k is without-infty by I50,I41,FINSEQ_3:25; then
I54: (Partial_Sums I)/.k is without-infty by I51,PARTFUN1:def 6;
I.(k+1) is without-infty by I7,I38; then
I/.(k+1) is without-infty by I38,PARTFUN1:def 6; then
dom( (Partial_Sums I)/.k + I/.(k+1) )
= dom((Partial_Sums I)/.k) /\ dom (I/.(k+1)) by I54,MESFUNC5:16
.= X1 /\ dom(I/.(k+1)) by FUNCT_2:def 1
.= X1 /\ X1 by FUNCT_2:def 1
.= X1; then
I55: ((Partial_Sums I).(k+1)).x = ((Partial_Sums I)/.k).x + (I/.(k+1)).x
by I53,MESFUNC1:def 3;
reconsider E1 = Union(F|k)
as Element of sigma measurable_rectangles(S1,S2) by Th71;
I56: k+1 in dom C & k+1 in dom F by A2,I38,I3,FINSEQ_1:def 3; then
reconsider E2 = F.(k+1)
as Element of sigma measurable_rectangles(S1,S2) by A3,FINSEQ_2:11;
I57: C/.(k+1) = C.(k+1) by I56,PARTFUN1:def 6
.= chi(E2,[:X1,X2:]) by A2,I56;
I/.(k+1) = I.(k+1) by I38,PARTFUN1:def 6; then
I58: ((Partial_Sums I).(k+1)).x
= Integral(M2,ProjMap1(chi(E1,[:X1,X2:]),x))
+ Integral(M2,ProjMap1((C/.(k+1)),x)) by I6,I38,I52,I55
.= M2.(Measurable-X-section(E1,x))
+ Integral(M2,ProjMap1(chi(E2,[:X1,X2:]),x)) by I57,Th68
.= M2.(Measurable-X-section(E1,x))
+ M2.(Measurable-X-section(E2,x)) by Th68;
k < k+1 by NAT_1:13; then
union rng(F|k) misses F.(k+1) by Th72; then
I59: E1 misses E2 by CARD_3:def 4;
union rng(F|k) \/ F.(k+1) = union rng(F|(k+1)) by Th74; then
I60: E1 \/ E2 = union rng(F|(k+1)) by CARD_3:def 4; then
reconsider E3 = union rng(F|(k+1))
as Element of sigma measurable_rectangles(S1,S2);
M2.(Measurable-X-section(E1,x) \/ Measurable-X-section(E2,x))
= M2.( Measurable-X-section(E3,x) ) by I60,Th20
.= Integral(M2,ProjMap1(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by Th68;
hence ((Partial_Sums I).(k+1)).x
= Integral(M2,ProjMap1(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by I59,I58,Th29,MEASURE1:30;
end;
end;
I61:for k be Nat holds P2[k] from NAT_1:sch 2(I35,I36);
I62:I <> {} by A2,I3,FINSEQ_1:def 3; then
len I in dom I by FINSEQ_5:6; then
len I in Seg len I by FINSEQ_1:def 3; then
len I in Seg len(Partial_Sums I) by DEF13; then
len I in dom(Partial_Sums I) by FINSEQ_1:def 3; then
I63: ((Partial_Sums I)/.(len I)).x
= ((Partial_Sums I).(len I)).x by PARTFUN1:def 6
.= Integral(M2,ProjMap1(chi(union rng(F|(len I)),[:X1,X2:]),x))
by I61,I62,FINSEQ_5:6;
E = union rng F by A2,CARD_3:def 4
.= union rng(F|(len I)) by K1,FINSEQ_1:58;
hence Integral(M2,ProjMap1(((Partial_Sums C)/.(len C)),x))
= ((Partial_Sums I)/.(len I)).x by A2,I63;
end;
thus for x be Element of X2, n be Nat st n in dom J holds
(J.n).x = Integral(M1,ProjMap2((C/.n),x)) by J6;
thus for n be Nat, P be Element of S2 st n in dom J holds
J/.n is_measurable_on P
proof
let n be Nat, P be Element of S2;
assume I16: n in dom J; then
consider f be Function of X2,ExtREAL such that
I17: f = J.n &
for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.n),x))
by J3;
I18:J/.n = f by I16,I17,PARTFUN1:def 6;
I19:n in dom F by J3,I16,FINSEQ_1:def 3; then
F.n in measurable_rectangles(S1,S2) by PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider An be Element of S1, Bn be Element of S2 such that
I20: F.n = [:An,Bn:];
reconsider Fn = F.n as Element of sigma measurable_rectangles(S1,S2)
by A3,I19,PARTFUN1:4;
per cases;
suppose I21: M1.An = +infty;
for x be Element of X2 holds f.x = Xchi(Bn,X2).x
proof
let x be Element of X2;
I22: f.x = Integral(M1,ProjMap2((C/.n),x)) by I17;
I23: n in dom C by J3,I16,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
C/.n = chi(F.n,[:X1,X2:]) by A2,I23; then
I24: f.x = M1.(Measurable-Y-section(Fn,x)) * chi(Bn,X2).x by I20,I22,Th65;
per cases;
suppose I25: x in Bn; then
M1.(Measurable-Y-section(Fn,x)) = +infty & chi(Bn,X2).x = 1
by I20,I21,Th16,FUNCT_3:def 3; then
f.x = +infty by I24,XXREAL_3:81;
hence f.x = Xchi(Bn,X2).x by I25,MEASUR10:def 7;
end;
suppose I26: not x in Bn; then
chi(Bn,X2).x = 0 by FUNCT_3:def 3; then
f.x = 0 by I24;
hence f.x = Xchi(Bn,X2).x by I26,MEASUR10:def 7;
end;
end; then
f = Xchi(Bn,X2) by FUNCT_2:def 8;
hence J/.n is_measurable_on P by I18,MEASUR10:32;
end;
suppose I27: M1.An <> +infty;
M1.An >= 0 by SUPINF_2:51; then
M1.An in REAL by I27,XXREAL_0:14; then
reconsider r = M1.An as Real;
I28: dom chi(Bn,X2) = X2 by FUNCT_2:def 1; then
I29: dom f = X2 & dom (r(#)chi(Bn,X2)) = X2 by MESFUNC1:def 6,FUNCT_2:def 1;
for x be Element of X2 st x in dom f holds f.x = (r(#)chi(Bn,X2)).x
proof
let x be Element of X2;
assume x in dom f;
I30: f.x = Integral(M1,ProjMap2((C/.n),x)) by I17;
I31: n in dom C by J3,I16,A2,FINSEQ_1:def 3; then
C/.n = C.n by PARTFUN1:def 6; then
C/.n = chi(F.n,[:X1,X2:]) by I31,A2; then
I32: f.x = M1.(Measurable-Y-section(Fn,x)) * chi(Bn,X2).x by I20,I30,Th65;
I33: (r(#)chi(Bn,X2)).x = r * chi(Bn,X2).x by I29,MESFUNC1:def 6;
per cases;
suppose x in Bn;
hence f.x = (r(#)chi(Bn,X2)).x by I33,I32,I20,Th16;
end;
suppose not x in Bn; then
I34: chi(Bn,X2).x = 0 by FUNCT_3:def 3;
(r(#)chi(Bn,X2)).x = r * chi(Bn,X2).x by I29,MESFUNC1:def 6;
hence f.x = (r(#)chi(Bn,X2)).x by I34,I32;
end;
end; then
f = r(#)chi(Bn,X2) by I29,PARTFUN1:5;
hence J/.n is_measurable_on P by I18,I28,MESFUNC2:29,MESFUNC1:37;
end;
end;
thus for x be Element of X2 holds
Integral(M1,ProjMap2(((Partial_Sums C)/.(len C)),x))
= ((Partial_Sums J)/.(len J)).x
proof
let x be Element of X2;
defpred P2[Nat] means $1 in dom J implies
((Partial_Sums J).$1).x
= Integral(M1,ProjMap2(chi(union rng (F|$1),[:X1,X2:]),x));
I35:P2[0] by FINSEQ_3:24;
I36:for k be Nat st P2[k] holds P2[k+1]
proof
let k be Nat;
assume I37: P2[k];
assume I38: k+1 in dom J; then
I39: 1 <= k+1 <= len J by FINSEQ_3:25; then
I40: k < len J by NAT_1:13; then
I41: k < len Partial_Sums J by DEF13;
per cases;
suppose I42: k = 0;
I43: 1 <= len J by I39,XXREAL_0:2; then
consider f be Function of X2,ExtREAL such that
I44: f = J.1 &
for x be Element of X2 holds f.x = Integral(M1,ProjMap2((C/.1),x))
by J3,FINSEQ_3:25;
I45: 1 in Seg len F by I43,J3,FINSEQ_3:25; then
I46: 1 in dom C by A2,FINSEQ_1:def 3; then
I47: C/.1 = C.1 by PARTFUN1:def 6 .= chi(F.1,[:X1,X2:]) by I46,A2;
I48: 1 in dom F by I45,FINSEQ_1:def 3;
F <> {} by I38,J3; then
F|1 = <*F/.1*> by FINSEQ_5:20 .= <*F.1*> by I48,PARTFUN1:def 6; then
rng(F|1) = {F.1} by FINSEQ_1:39; then
I49: C/.1 = chi(union rng(F|1),[:X1,X2:]) by I47,ZFMISC_1:25;
(Partial_Sums J).(k+1) = f by I42,I44,DEF13;
hence ((Partial_Sums J).(k+1)).x
= Integral(M1,ProjMap2(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by I44,I49,I42;
end;
suppose k <> 0; then
I50: 1 <= k by NAT_1:14;
k <= len Partial_Sums J by I40,DEF13; then
I51: k in dom Partial_Sums J by I50,FINSEQ_3:25; then
I52: ((Partial_Sums J)/.k).x
= Integral(M1,ProjMap2(chi(union rng(F|k),[:X1,X2:]),x))
by I37,I50,I40,FINSEQ_3:25,PARTFUN1:def 6
.= Integral(M1,ProjMap2(chi(Union(F|k),[:X1,X2:]),x)) by CARD_3:def 4;
I53: ((Partial_Sums J).(k+1)).x = ( (Partial_Sums J)/.k + J/.(k+1) ).x
by I39,I50,NAT_1:13,DEF13;
(Partial_Sums J) is without_-infty-valued by J15,Th57; then
(Partial_Sums J).k is without-infty by I50,I41,FINSEQ_3:25; then
I54: (Partial_Sums J)/.k is without-infty by I51,PARTFUN1:def 6;
J.(k+1) is without-infty by J7,I38; then
J/.(k+1) is without-infty by I38,PARTFUN1:def 6; then
dom( (Partial_Sums J)/.k + J/.(k+1) )
= dom((Partial_Sums J)/.k) /\ dom (J/.(k+1)) by I54,MESFUNC5:16
.= X2 /\ dom(J/.(k+1)) by FUNCT_2:def 1
.= X2 /\ X2 by FUNCT_2:def 1
.= X2; then
I55: ((Partial_Sums J).(k+1)).x = ((Partial_Sums J)/.k).x + (J/.(k+1)).x
by I53,MESFUNC1:def 3;
reconsider E1 = Union(F|k)
as Element of sigma measurable_rectangles(S1,S2) by Th71;
I56: k+1 in dom C & k+1 in dom F by A2,I38,J3,FINSEQ_1:def 3; then
reconsider E2 = F.(k+1)
as Element of sigma measurable_rectangles(S1,S2) by A3,FINSEQ_2:11;
I57: C/.(k+1) = C.(k+1) by I56,PARTFUN1:def 6
.= chi(E2,[:X1,X2:]) by A2,I56;
J/.(k+1) = J.(k+1) by I38,PARTFUN1:def 6; then
I58: ((Partial_Sums J).(k+1)).x
= Integral(M1,ProjMap2(chi(E1,[:X1,X2:]),x))
+ Integral(M1,ProjMap2((C/.(k+1)),x)) by J6,I38,I52,I55
.= M1.(Measurable-Y-section(E1,x))
+ Integral(M1,ProjMap2(chi(E2,[:X1,X2:]),x)) by I57,Th68
.= M1.(Measurable-Y-section(E1,x))
+ M1.(Measurable-Y-section(E2,x)) by Th68;
k < k+1 by NAT_1:13; then
union rng(F|k) misses F.(k+1) by Th72; then
I59: E1 misses E2 by CARD_3:def 4;
union rng(F|k) \/ F.(k+1) = union rng(F|(k+1)) by Th74; then
I60: E1 \/ E2 = union rng(F|(k+1)) by CARD_3:def 4; then
reconsider E3 = union rng(F|(k+1))
as Element of sigma measurable_rectangles(S1,S2);
M1.(Measurable-Y-section(E1,x) \/ Measurable-Y-section(E2,x))
= M1.( Measurable-Y-section(E3,x) ) by I60,Th20
.= Integral(M1,ProjMap2(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by Th68;
hence ((Partial_Sums J).(k+1)).x
= Integral(M1,ProjMap2(chi(union rng (F|(k+1)),[:X1,X2:]),x))
by I59,I58,Th29,MEASURE1:30;
end;
end;
I61:for k be Nat holds P2[k] from NAT_1:sch 2(I35,I36);
I62:J <> {} by A2,J3,FINSEQ_1:def 3; then
len J in dom J by FINSEQ_5:6; then
len J in Seg len J by FINSEQ_1:def 3; then
len J in Seg len(Partial_Sums J) by DEF13; then
len J in dom(Partial_Sums J) by FINSEQ_1:def 3; then
I63: ((Partial_Sums J)/.(len J)).x
= ((Partial_Sums J).(len J)).x by PARTFUN1:def 6
.= Integral(M1,ProjMap2(chi(union rng(F|(len J)),[:X1,X2:]),x))
by I61,I62,FINSEQ_5:6;
E = union rng F by A2,CARD_3:def 4
.= union rng(F|(len J)) by K1,FINSEQ_1:58;
hence Integral(M1,ProjMap2(((Partial_Sums C)/.(len C)),x))
= ((Partial_Sums J)/.(len J)).x by A2,I63;
end;
end;
definition
let X1,X2 be non empty set;
let S1 be SigmaField of X1, S2 be SigmaField of X2;
let F be Set_Sequence of sigma measurable_rectangles(S1,S2);
let n be Nat;
redefine func F.n -> Element of sigma measurable_rectangles(S1,S2);
coherence by MEASURE8:def 2;
end;
definition
let X1,X2 be non empty set;
let S1 be SigmaField of X1, S2 be SigmaField of X2;
let F be Function of [:NAT,sigma measurable_rectangles(S1,S2):],
sigma measurable_rectangles(S1,S2);
let n be Element of NAT, E be Element of sigma measurable_rectangles(S1,S2);
redefine func F.(n,E) -> Element of sigma measurable_rectangles(S1,S2);
coherence
proof
F.(n,E) in sigma measurable_rectangles(S1,S2);
hence thesis;
end;
end;
theorem Th76:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
V be Element of S2
st E in Field_generated_by measurable_rectangles(S1,S2)
ex F be Function of X1,ExtREAL st
( for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ V))
& (for P be Element of S1 holds F is_measurable_on P)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
V be Element of S2;
assume
A1: E in Field_generated_by measurable_rectangles(S1,S2);
X1 in S1 by MEASURE1:7; then
[:X1,V:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A2:[:X1,V:] in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
reconsider E1 = E /\ [:X1,V:] as Element of
sigma measurable_rectangles(S1,S2) by A2,FINSUB_1:def 2;
A3:measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21;
per cases;
suppose A4: E1 = {};
reconsider A = {} as Element of S1 by MEASURE1:34;
0 in REAL by XREAL_0:def 1; then
reconsider F = X1 --> 0 as Function of X1,ExtREAL
by FUNCOP_1:45,NUMBERS:31;
take F;
thus for x be Element of X1 holds F.x = M2.(Measurable-X-section(E,x) /\ V)
proof
let x be Element of X1;
A5: X1 = [#]X1 by SUBSET_1:def 3;
Measurable-X-section(E,x) /\ V
= X-section(E,x) /\ X-section([:[#]X1,V:],x) by A5,Th16
.= X-section({}[:X1,X2:],x) by A4,A5,Th21
.= {} by Th18; then
M2.(Measurable-X-section(E,x) /\ V) = 0 by VALUED_0:def 19;
hence F.x = M2.(Measurable-X-section(E,x) /\ V) by FUNCOP_1:7;
end;
thus for P be Element of S1 holds F is_measurable_on P
proof
let P be Element of S1;
for x be Element of X1 holds F.x = chi({},X1).x
proof
let x be Element of X1;
chi({},X1).x = 0 by FUNCT_3:def 3;
hence F.x = chi({},X1).x by FUNCOP_1:7;
end; then
F = chi(A,X1) by FUNCT_2:def 8;
hence F is_measurable_on P by MESFUNC2:29;
end;
end;
suppose A6: E1 <> {};
deffunc F1(Element of X1) = M2.(Measurable-X-section(E,$1) /\ V);
consider F be Function of X1,ExtREAL such that
A7: for x be Element of X1 holds F.x = F1(x) from FUNCT_2:sch 4;
consider f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2,
Xf be summable FinSequence of Funcs([:X1,X2:],ExtREAL),
If be summable FinSequence of Funcs(X1,ExtREAL),
Jf be summable FinSequence of Funcs(X2,ExtREAL)
such that
A8: E /\ [:X1,V:] = Union f & len f in dom f & len f = len A & len f = len B
& len f = len Xf & len f = len If & len f = len Jf
& ( for n be Nat st n in dom Xf holds Xf.n = chi(f.n,[:X1,X2:]) )
& (Partial_Sums Xf)/.(len Xf) = chi(E /\ [:X1,V:],[:X1,X2:])
& ( for x be Element of X1, n be Nat st n in dom If holds
(If.n).x = Integral(M2,ProjMap1((Xf/.n),x)) )
& ( for n be Nat, P be Element of S1 st n in dom If holds
If/.n is_measurable_on P )
& ( for x be Element of X1 holds
Integral(M2,ProjMap1(((Partial_Sums Xf)/.(len Xf)),x))
= ((Partial_Sums If)/.(len If)).x )
& ( for x be Element of X2, n be Nat st n in dom Jf holds
(Jf.n).x = Integral(M1,ProjMap2((Xf/.n),x)) )
& ( for n be Nat, P be Element of S2 st n in dom Jf holds
Jf/.n is_measurable_on P )
& ( for x be Element of X2 holds
Integral(M1,ProjMap2(((Partial_Sums Xf)/.(len Xf)),x))
= ((Partial_Sums Jf)/.(len Jf)).x )
by A3,A2,A1,FINSUB_1:def 2,A6,Th75;
take F;
thus for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ V) by A7;
A9: dom If = dom f by A8,FINSEQ_3:29;
for x be Element of X1 holds F.x = ((Partial_Sums If)/.(len If)).x
proof
let x be Element of X1;
((Partial_Sums If)/.(len If)).x
= Integral(M2,ProjMap1(chi(E /\ [:X1,V:],[:X1,X2:]),x)) by A8
.= M2.(Measurable-X-section(E,x) /\ V) by Th67;
hence thesis by A7;
end; then
A10:F = (Partial_Sums If)/.(len If) by FUNCT_2:def 8;
let P be Element of S1;
for n be Nat st n in dom If holds If/.n is_measurable_on P by A8;
hence F is_measurable_on P by A8,A9,A10,Th64;
end;
end;
theorem Th77:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
V be Element of S1
st E in Field_generated_by measurable_rectangles(S1,S2)
ex F be Function of X2,ExtREAL st
( for x be Element of X2 holds
F.x = M1.(Measurable-Y-section(E,x) /\ V))
& (for P be Element of S2 holds F is_measurable_on P)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
V be Element of S1;
assume
A1: E in Field_generated_by measurable_rectangles(S1,S2);
X2 in S2 by MEASURE1:7; then
[:V,X2:] in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A2:[:V,X2:] in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
reconsider E1 = E /\ [:V,X2:] as Element of
sigma measurable_rectangles(S1,S2) by A2,FINSUB_1:def 2;
A3:measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21;
per cases;
suppose A4: E1 = {};
reconsider A = {} as Element of S2 by MEASURE1:34;
0 in REAL by XREAL_0:def 1; then
reconsider F = X2 --> 0 as Function of X2,ExtREAL
by FUNCOP_1:45,NUMBERS:31;
take F;
thus for x be Element of X2 holds F.x = M1.(Measurable-Y-section(E,x) /\ V)
proof
let x be Element of X2;
A5: X2 = [#]X2 by SUBSET_1:def 3;
Measurable-Y-section(E,x) /\ V
= Y-section(E,x) /\ Y-section([:V,[#]X2:],x) by A5,Th16
.= Y-section({}[:X1,X2:],x) by A4,A5,Th21
.= {} by Th18; then
M1.(Measurable-Y-section(E,x) /\ V) = 0 by VALUED_0:def 19;
hence F.x = M1.(Measurable-Y-section(E,x) /\ V) by FUNCOP_1:7;
end;
thus for P be Element of S2 holds F is_measurable_on P
proof
let P be Element of S2;
for x be Element of X2 holds F.x = chi({},X2).x
proof
let x be Element of X2;
chi({},X2).x = 0 by FUNCT_3:def 3;
hence F.x = chi({},X2).x by FUNCOP_1:7;
end; then
F = chi(A,X2) by FUNCT_2:def 8;
hence F is_measurable_on P by MESFUNC2:29;
end;
end;
suppose A6: E1 <> {};
deffunc F1(Element of X2) = M1.(Measurable-Y-section(E,$1) /\ V);
consider F be Function of X2,ExtREAL such that
A7: for x be Element of X2 holds F.x = F1(x) from FUNCT_2:sch 4;
consider f be disjoint_valued FinSequence of measurable_rectangles(S1,S2),
A be FinSequence of S1, B be FinSequence of S2,
Xf be summable FinSequence of Funcs([:X1,X2:],ExtREAL),
If be summable FinSequence of Funcs(X1,ExtREAL),
Jf be summable FinSequence of Funcs(X2,ExtREAL)
such that
A8: E /\ [:V,X2:] = Union f & len f in dom f & len f = len A & len f = len B
& len f = len Xf & len f = len If & len f = len Jf
& ( for n be Nat st n in dom Xf holds Xf.n = chi(f.n,[:X1,X2:]) )
& (Partial_Sums Xf)/.(len Xf) = chi(E /\ [:V,X2:],[:X1,X2:])
& ( for x be Element of X1, n be Nat st n in dom If holds
(If.n).x = Integral(M2,ProjMap1((Xf/.n),x)) )
& ( for n be Nat, P be Element of S1 st n in dom If holds
If/.n is_measurable_on P )
& ( for x be Element of X1 holds
Integral(M2,ProjMap1(((Partial_Sums Xf)/.(len Xf)),x))
= ((Partial_Sums If)/.(len If)).x )
& ( for x be Element of X2, n be Nat st n in dom Jf holds
(Jf.n).x = Integral(M1,ProjMap2((Xf/.n),x)) )
& ( for n be Nat, P be Element of S2 st n in dom Jf holds
Jf/.n is_measurable_on P )
& ( for x be Element of X2 holds
Integral(M1,ProjMap2(((Partial_Sums Xf)/.(len Xf)),x))
= ((Partial_Sums Jf)/.(len Jf)).x )
by A3,A1,A2,FINSUB_1:def 2,A6,Th75;
take F;
thus for x be Element of X2 holds
F.x = M1.(Measurable-Y-section(E,x) /\ V) by A7;
A9: dom Jf = dom f by A8,FINSEQ_3:29;
for x be Element of X2 holds F.x = ((Partial_Sums Jf)/.(len Jf)).x
proof
let x be Element of X2;
((Partial_Sums Jf)/.(len Jf)).x
= Integral(M1,ProjMap2(chi(E /\ [:V,X2:],[:X1,X2:]),x)) by A8
.= M1.(Measurable-Y-section(E,x) /\ V) by Th67;
hence thesis by A7;
end; then
A10:F = (Partial_Sums Jf)/.(len Jf) by FUNCT_2:def 8;
let P be Element of S2;
for n be Nat st n in dom Jf holds Jf/.n is_measurable_on P by A8;
hence F is_measurable_on P by A8,A9,A10,Th64;
end;
end;
theorem Th78:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st
E in Field_generated_by measurable_rectangles(S1,S2)
holds
(for B be Element of S2 holds
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))} )
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume A0: E in Field_generated_by measurable_rectangles(S1,S2);
let B be Element of S2;
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V)) by A0,Th76;
hence thesis;
end;
theorem Th79:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma measurable_rectangles(S1,S2)
st
E in Field_generated_by measurable_rectangles(S1,S2) holds
(for B be Element of S1 holds
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for x be Element of X2 holds
F.x = M1.(Measurable-Y-section(E,x) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))} )
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma measurable_rectangles(S1,S2);
assume A0: E in Field_generated_by measurable_rectangles(S1,S2);
let B be Element of S1;
(ex F be Function of X2,ExtREAL st
(for x be Element of X2 holds F.x = M1.(Measurable-Y-section(E,x) /\ B))
& (for V be Element of S2 holds F is_measurable_on V)) by A0,Th77;
hence thesis;
end;
theorem Th80:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2 holds
Field_generated_by measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2;
now let E be set;
assume A1: E in Field_generated_by measurable_rectangles(S1,S2);
sigma measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by Th1
.= sigma Field_generated_by measurable_rectangles(S1,S2)
by SRINGS_3:22; then
Field_generated_by measurable_rectangles(S1,S2)
c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
reconsider E1=E as Element of sigma measurable_rectangles(S1,S2) by A1;
E1 in Field_generated_by measurable_rectangles(S1,S2) by A1;
hence E in
{E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))}by Th78;
end;
hence thesis;
end;
theorem Th81:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1 holds
Field_generated_by measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1;
now let E be set;
assume A1: E in Field_generated_by measurable_rectangles(S1,S2);
sigma measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by Th1
.= sigma Field_generated_by measurable_rectangles(S1,S2)
by SRINGS_3:22; then
Field_generated_by measurable_rectangles(S1,S2)
c= sigma measurable_rectangles(S1,S2) by PROB_1:def 9; then
reconsider E1=E as Element of sigma measurable_rectangles(S1,S2) by A1;
E1 in Field_generated_by measurable_rectangles(S1,S2) by A1;
hence E in
{E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for x be Element of X2 holds
F.x = M1.(Measurable-Y-section(E,x) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))}by Th79;
end;
hence thesis;
end;
begin :: Sigma finite measure
definition
let X be non empty set, S be SigmaField of X, M be sigma_Measure of S;
attr M is sigma_finite means
ex E be Set_Sequence of S st
(for n be Nat holds M.(E.n) < +infty) & Union E = X;
end;
LM0902a:
for X be non empty set, S be SigmaField of X, M be sigma_Measure of S
st M is sigma_finite
ex F be Set_Sequence of S st
F is non-descending & (for n be Nat holds M.(F.n) < +infty)
& lim F = X
proof
let X be non empty set, S be SigmaField of X, M be sigma_Measure of S;
assume M is sigma_finite; then
consider E be Set_Sequence of S such that
A1: (for n be Nat holds M.(E.n) < +infty) & Union E = X;
defpred P[Nat] means (Partial_Union E).$1 in S;
(Partial_Union E).0 = E.0 by PROB_3:def 2; then
A2:P[0] by MEASURE8:def 2;
A3:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume A4: P[k];
A5: E.(k+1) in S by MEASURE8:def 2;
(Partial_Union E).(k+1) = E.(k+1) \/ (Partial_Union E).k by PROB_3:def 2;
hence P[k+1] by A4,A5,FINSUB_1:def 1;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A2,A3); then
reconsider F = Partial_Union E as Set_Sequence of S by MEASURE8:def 2;
A6:F is non-descending by PROB_3:11;
defpred Q[Nat] means M.(F.$1) < +infty;
F.0 = E.0 by PROB_3:def 2; then
A7:Q[0] by A1;
A8:for k be Nat st Q[k] holds Q[k+1]
proof
let k be Nat;
assume A9: Q[k];
M.(E.(k+1)) < +infty by A1; then
A10:M.(F.k) + M.(E.(k+1)) < +infty by A9,XXREAL_3:16,XXREAL_0:4;
A11:M.(F.(k+1)) = M.(F.k \/ E.(k+1)) by PROB_3:def 2;
F.k in S & E.(k+1) in S by MEASURE8:def 2; then
M.(F.(k+1)) <= M.(F.k) + M.(E.(k+1)) by A11,MEASURE1:33;
hence Q[k+1] by A10,XXREAL_0:2;
end;
A12:for n be Nat holds Q[n] from NAT_1:sch 2(A7,A8);
lim F = Union F by A6,SETLIM_1:63 .= Union E by PROB_3:15;
hence thesis by A1,A6,A12;
end;
LM0902b:
for X be non empty set, S be SigmaField of X, M be sigma_Measure of S st
( ex F be Set_Sequence of S st
F is non-descending & (for n be Nat holds M.(F.n) < +infty)
& lim F = X )
holds M is sigma_finite
proof
let X be non empty set, S be SigmaField of X, M be sigma_Measure of S;
assume ex F be Set_Sequence of S st
F is non-descending & (for n be Nat holds M.(F.n) < +infty)
& lim F = X; then
consider F be Set_Sequence of S such that
A1: F is non-descending & (for n be Nat holds M.(F.n) < +infty)
& lim F = X;
A2:Partial_Union F = F by A1,PROB_4:15;
defpred P[Nat] means (Partial_Diff_Union F).$1 in S;
(Partial_Diff_Union F).0 = F.0 by PROB_3:def 3; then
A3:P[0] by MEASURE8:def 2;
A4:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume P[k];
A5: (Partial_Union F).k in S by A2,MEASURE8:def 2;
A6: F.(k+1) in S by MEASURE8:def 2;
(Partial_Diff_Union F).(k+1)
= F.(k+1) \ (Partial_Union F).k by PROB_3:def 3;
hence P[k+1] by A5,A6,FINSUB_1:def 3;
end;
for n be Nat holds P[n] from NAT_1:sch 2(A3,A4); then
reconsider E = Partial_Diff_Union F as Set_Sequence of S by MEASURE8:def 2;
defpred Q[Nat] means M.(E.$1) < +infty;
E.0 = F.0 by PROB_3:def 3; then
A7:Q[0] by A1;
A8:for k be Nat st Q[k] holds Q[k+1]
proof
let k be Nat;
assume Q[k];
A9: E.(k+1) in S & F.(k+1) in S by MEASURE8:def 2;
E.(k+1) = F.(k+1) \ (Partial_Union F).k by PROB_3:def 3; then
M.(E.(k+1)) <= M.(F.(k+1)) by A9,MEASURE1:8,XBOOLE_1:36;
hence Q[k+1] by A1,XXREAL_0:2;
end;
A10:for n be Nat holds Q[n] from NAT_1:sch 2(A7,A8);
Union E = Union F by PROB_3:20 .= lim F by A1,SETLIM_1:63;
hence M is sigma_finite by A1,A10;
end;
theorem
for X be non empty set, S be SigmaField of X, M be sigma_Measure of S
holds
M is sigma_finite
iff
ex F be Set_Sequence of S st
F is non-descending & (for n be Nat holds M.(F.n) < +infty)
& lim F = X by LM0902a,LM0902b;
theorem
for X be set, S be semialgebra_of_sets of X,
P be pre-Measure of S, M be induced_Measure of S,P holds
M = (C_Meas M)|(Field_generated_by S)
proof
let X be set, S be semialgebra_of_sets of X,
P be pre-Measure of S, M be induced_Measure of S,P;
now let A be Element of Field_generated_by S;
M is completely-additive by MEASURE9:60; then
M.A = (C_Meas M).A by MEASURE8:18;
hence M.A = ((C_Meas M)|(Field_generated_by S)).A by FUNCT_1:49;
end;
hence M = (C_Meas M)|(Field_generated_by S) by FUNCT_2:def 8;
end;
begin :: Fubini's theorem on measure
theorem Th84:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2
st M2.B < +infty holds
{E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))}
is MonotoneClass of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2;
assume A0: M2.B < +infty;
set Z = {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))};
now let A be object;
assume A in Z; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A = E &
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V));
hence A in bool [:X1,X2:];
end; then
A1:Z c= bool [:X1,X2:];
for A1 be SetSequence of [:X1,X2:] st
A1 is monotone & rng A1 c= Z holds lim A1 in Z
proof
let A1 be SetSequence of [:X1,X2:];
assume A2: A1 is monotone & rng A1 c= Z;
A4: for V be set st V in rng A1 holds V in sigma measurable_rectangles(S1,S2)
proof
let V be set;
assume V in rng A1; then
V in Z by A2; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
V = E
& (ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V));
hence V in sigma measurable_rectangles(S1,S2);
end;
A5: for n be Nat holds A1.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
dom A1 = NAT by FUNCT_2:def 1; then
n in dom A1 by ORDINAL1:def 12;
hence A1.n in sigma measurable_rectangles(S1,S2) by A4,FUNCT_1:3;
end; then
reconsider A2 = A1 as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
per cases by A2,SETLIM_1:def 1;
suppose
A3: A1 is non-descending;
union rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Union A1 in sigma measurable_rectangles(S1,S2) by CARD_3:def 4; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:63;
ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V)
proof
defpred P[Nat,object] means
ex f1 be Function of X1,ExtREAL st
$2 = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.$1,x) /\ B)
& (for V be Element of S1 holds f1 is_measurable_on V));
A6: for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
dom A1 = NAT by FUNCT_2:def 1; then
A1.n in Z by A2,FUNCT_1:3; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
A1.n = E1
& (ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E1,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V)); then
consider f1 be Function of X1,ExtREAL such that
A7: (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.n,x) /\ B))
& (for V be Element of S1 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X1,ExtREAL) by PARTFUN1:45;
take f;
thus thesis by A7;
end;
consider f be Function of NAT,PFuncs(X1,ExtREAL) such that
A8: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A6);
A9: for n be Nat holds
f.n is Function of X1,ExtREAL
& (for x be Element of X1 holds
(f.n).x = M2.(Measurable-X-section(A2.n,x) /\ B)
& (for V be Element of S1 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X1,ExtREAL st
f.n = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.n,x) /\ B)
& (for V be Element of S1 holds f1 is_measurable_on V)) by A8;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X1,ExtREAL & f.m is Function of X1,ExtREAL
by A9; then
dom(f.n) = X1 & dom(f.m) = X1 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X1,ExtREAL
by MESFUNC8:def 2;
reconsider XX1 = X1 as Element of S1 by MEASURE1:11;
f.0 is Function of X1,ExtREAL by A9; then
A10: dom(f.0) = XX1 by FUNCT_2:def 1;
A11: for n be Nat holds f.n is_measurable_on XX1 by A9;
A12: for x be Element of X1 st x in X1 holds f#x is convergent
proof
let x be Element of X1;
assume x in X1;
for n,m be Nat st m <= n holds (f#x).m <= (f#x).n
proof
let n,m be Nat;
assume Y1: m <= n;
(f#x).m = (f.m).x & (f#x).n = (f.n).x by MESFUNC5:def 13; then
A13: (f#x).m = M2.(Measurable-X-section(A2.m,x) /\ B)
& (f#x).n = M2.(Measurable-X-section(A2.n,x) /\ B) by A9;
Measurable-X-section(A2.m,x) c= Measurable-X-section(A2.n,x)
by A3,Y1,PROB_1:def 5,Th14;
hence (f#x).m <= (f#x).n by A13,XBOOLE_1:26,MEASURE1:31;
end; then
f#x is non-decreasing by RINFSUP2:7;
hence f#x is convergent by RINFSUP2:37;
end;
A14: dom (lim f) = X1 by A10,MESFUNC8:def 9; then
reconsider F = lim f as Function of X1,ExtREAL by FUNCT_2:def 1;
take F;
thus for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B)
proof
let x be Element of X1;
A15: F.x = lim(f#x) by A14,MESFUNC8:def 9;
consider G be SetSequence of X2 such that
A16: G is non-descending
& (for n be Nat holds G.n = X-section(A1.n,x)) by A3,Th37;
for n be Nat holds G.n in S2
proof
let n be Nat;
A1.n in sigma measurable_rectangles(S1,S2) by A5; then
X-section(A1.n,x) in S2 by Th44;
hence G.n in S2 by A16;
end; then
reconsider G as Set_Sequence of S2 by MEASURE8:def 2;
set K = B (/\) G;
A17: G is convergent & lim G = Union G by A16,SETLIM_1:63;
union rng G = X-section(union rng A2,x) by A16,Th24; then
Union G = X-section(union rng A2,x) by CARD_3:def 4
.= X-section(Union A2,x) by CARD_3:def 4
.= Measurable-X-section(E,x) by A3,SETLIM_1:63; then
A18: lim K = Measurable-X-section(E,x) /\ B by A17,SETLIM_2:92;
A19: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S2
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ B by SETLIM_2:def 5; then
K.n1 = Measurable-X-section(A2.n1,x) /\ B by A16;
hence K.n in S2;
end; then
reconsider K2 = K as SetSequence of S2 by A19,FUNCT_2:3;
K2 is non-descending by A16,SETLIM_2:22; then
A20: lim(M2*K2) = M2.(Measurable-X-section(E,x) /\ B) by A18,MEASURE8:26;
for n be Element of NAT holds (f#x).n = (M2*K2).n
proof
let n be Element of NAT;
(f#x).n = (f.n).x by MESFUNC5:def 13; then
A21: (f#x).n = M2.(Measurable-X-section(A2.n,x) /\ B) by A9;
K2.n = G.n /\ B by SETLIM_2:def 5; then
K2.n = Measurable-X-section(A2.n,x) /\ B by A16;
hence (f#x).n = (M2*K2).n by A19,A21,FUNCT_1:13;
end;
hence F.x = M2.(Measurable-X-section(E,x) /\ B) by A15,A20,FUNCT_2:63;
end;
thus for V be Element of S1 holds F is_measurable_on V
by A10,A11,A12,MESFUNC8:25,MESFUNC1:30;
end;
hence lim A1 in Z;
end;
suppose
A22: A1 is non-ascending;
meet rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Intersection A1 in sigma measurable_rectangles(S1,S2) by SETLIM_1:8; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A22,SETLIM_1:64;
defpred P[Nat,object] means
ex f1 be Function of X1,ExtREAL st
$2 = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.$1,x) /\ B)
& (for V be Element of S1 holds f1 is_measurable_on V));
A23: for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
dom A1 = NAT by FUNCT_2:def 1; then
A1.n in Z by A2,FUNCT_1:3; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
A1.n = E1
& (ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E1,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V)); then
consider f1 be Function of X1,ExtREAL such that
A24: (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.n,x) /\ B))
& (for V be Element of S1 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X1,ExtREAL) by PARTFUN1:45;
take f;
thus thesis by A24;
end;
consider f be Function of NAT,PFuncs(X1,ExtREAL) such that
A25: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A23);
A26: for n be Nat holds
f.n is Function of X1,ExtREAL
& (for x be Element of X1 holds
(f.n).x = M2.(Measurable-X-section(A2.n,x) /\ B)
& (for V be Element of S1 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X1,ExtREAL st
f.n = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(A2.n,x) /\ B)
& (for V be Element of S1 holds f1 is_measurable_on V)) by A25;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X1,ExtREAL & f.m is Function of X1,ExtREAL
by A26; then
dom(f.n) = X1 & dom(f.m) = X1 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X1,ExtREAL
by MESFUNC8:def 2;
reconsider XX1 = X1 as Element of S1 by MEASURE1:11;
f.0 is Function of X1,ExtREAL by A26; then
A27: dom(f.0) = XX1 by FUNCT_2:def 1;
A28: for n be Nat holds f.n is_measurable_on XX1 by A26;
A29: for x be Element of X1 st x in X1 holds f#x is convergent
proof
let x be Element of X1 such that x in X1;
for n,m be Nat st m <= n holds (f#x).n <= (f#x).m
proof
let n,m be Nat;
assume Y1: m <= n;
(f#x).m = (f.m).x & (f#x).n = (f.n).x by MESFUNC5:def 13; then
A30: (f#x).m = M2.(Measurable-X-section(A2.m,x) /\ B)
& (f#x).n = M2.(Measurable-X-section(A2.n,x) /\ B) by A26;
Measurable-X-section(A2.n,x) c= Measurable-X-section(A2.m,x)
by Th14,A22,Y1,PROB_1:def 4;
hence (f#x).n <= (f#x).m by A30,MEASURE1:31,XBOOLE_1:26;
end; then
f#x is non-increasing by RINFSUP2:7;
hence f#x is convergent by RINFSUP2:36;
end;
A31: dom (lim f) = X1 by A27,MESFUNC8:def 9; then
reconsider F = lim f as Function of X1,ExtREAL by FUNCT_2:def 1;
A32: for x be Element of X1 holds F.x = M2.(Measurable-X-section(E,x) /\ B)
proof
let x be Element of X1;
lim(f#x) = M2.(Measurable-X-section(E,x) /\ B)
proof
consider G be SetSequence of X2 such that
A33: G is non-ascending
& (for n be Nat holds G.n = X-section(A1.n,x)) by A22,Th39;
for n be Nat holds G.n in S2
proof
let n be Nat;
A1.n in sigma measurable_rectangles(S1,S2) by A5; then
X-section(A1.n,x) in S2 by Th44;
hence G.n in S2 by A33;
end; then
reconsider G as Set_Sequence of S2 by MEASURE8:def 2;
set K = B (/\) G;
A34: G is convergent & lim G = Intersection G by A33,SETLIM_1:64;
meet rng G = X-section(meet rng A2,x) by A33,Th25; then
Intersection G = X-section(meet rng A2,x) by SETLIM_1:8
.= X-section(Intersection A2,x) by SETLIM_1:8
.= Measurable-X-section(E,x) by A22,SETLIM_1:64; then
A35: lim K = Measurable-X-section(E,x) /\ B by A34,SETLIM_2:92;
K.0 = G.0 /\ B by SETLIM_2:def 5; then
K.0 = Measurable-X-section(A2.0,x) /\ B by A33; then
M2.(K.0) <= M2.B by XBOOLE_1:17,MEASURE1:31; then
A36: M2.(K.0) < +infty by A0,XXREAL_0:2;
A37: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S2
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ B by SETLIM_2:def 5; then
K.n1 = Measurable-X-section(A2.n1,x) /\ B by A33;
hence K.n in S2;
end; then
reconsider K2 = K as SetSequence of S2 by A37,FUNCT_2:3;
K2 is non-ascending by A33,SETLIM_2:21; then
A38: lim(M2*K2) = M2.(Measurable-X-section(E,x) /\ B) by A35,A36,MEASURE8:31;
for n be Element of NAT holds (f#x).n = (M2*K2).n
proof
let n be Element of NAT;
(f#x).n = (f.n).x by MESFUNC5:def 13; then
A39: (f#x).n = M2.(Measurable-X-section(A2.n,x) /\ B) by A26;
K2.n = G.n /\ B by SETLIM_2:def 5; then
K2.n = Measurable-X-section(A2.n,x) /\ B by A33;
hence (f#x).n = (M2*K2).n by A37,A39,FUNCT_1:13;
end;
hence lim(f#x) = M2.(Measurable-X-section(E,x) /\ B) by A38,FUNCT_2:63;
end;
hence F.x = M2.(Measurable-X-section(E,x) /\ B) by A31,MESFUNC8:def 9;
end;
for V be Element of S1 holds F is_measurable_on V
by A27,A28,A29,MESFUNC8:25,MESFUNC1:30;
hence lim A1 in Z by A32;
end;
end;
hence thesis by A1,PROB_3:69;
end;
theorem Th85:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1
st M1.B < +infty holds
{E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))}
is MonotoneClass of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1;
assume A0: M1.B < +infty;
set Z = {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))};
now let A be object;
assume A in Z; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A = E &
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V));
hence A in bool [:X1,X2:];
end; then
A1:Z c= bool [:X1,X2:];
for A1 be SetSequence of [:X1,X2:] st
A1 is monotone & rng A1 c= Z holds lim A1 in Z
proof
let A1 be SetSequence of [:X1,X2:];
assume A2: A1 is monotone & rng A1 c= Z;
A4: for V be set st V in rng A1 holds V in sigma measurable_rectangles(S1,S2)
proof
let V be set;
assume V in rng A1; then
V in Z by A2; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
V = E
& (ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V));
hence V in sigma measurable_rectangles(S1,S2);
end;
A5: for n be Nat holds A1.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
dom A1 = NAT by FUNCT_2:def 1; then
n in dom A1 by ORDINAL1:def 12;
hence A1.n in sigma measurable_rectangles(S1,S2) by A4,FUNCT_1:3;
end; then
reconsider A2 = A1 as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
per cases by A2,SETLIM_1:def 1;
suppose
A3: A1 is non-descending;
union rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Union A1 in sigma measurable_rectangles(S1,S2) by CARD_3:def 4; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:63;
ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V)
proof
defpred P[Nat,object] means
ex f1 be Function of X2,ExtREAL st
$2 = f1
& (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(A2.$1,y) /\ B)
& (for V be Element of S2 holds f1 is_measurable_on V));
A6: for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
dom A1 = NAT by FUNCT_2:def 1; then
A1.n in Z by A2,FUNCT_1:3; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
A1.n = E1
& (ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E1,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V)); then
consider f1 be Function of X2,ExtREAL such that
A7: (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(A2.n,y) /\ B))
& (for V be Element of S2 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X2,ExtREAL) by PARTFUN1:45;
take f;
thus thesis by A7;
end;
consider f be Function of NAT,PFuncs(X2,ExtREAL) such that
A8: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A6);
A9: for n be Nat holds
f.n is Function of X2,ExtREAL
& (for y be Element of X2 holds
(f.n).y = M1.(Measurable-Y-section(A2.n,y) /\ B)
& (for V be Element of S2 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X2,ExtREAL st
f.n = f1
& (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(A2.n,y) /\ B)
& (for V be Element of S2 holds f1 is_measurable_on V)) by A8;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X2,ExtREAL & f.m is Function of X2,ExtREAL
by A9; then
dom(f.n) = X2 & dom(f.m) = X2 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X2,ExtREAL
by MESFUNC8:def 2;
reconsider XX2 = X2 as Element of S2 by MEASURE1:11;
f.0 is Function of X2,ExtREAL by A9; then
A10: dom(f.0) = XX2 by FUNCT_2:def 1;
A11: for n be Nat holds f.n is_measurable_on XX2 by A9;
A12: for y be Element of X2 st y in X2 holds f#y is convergent
proof
let y be Element of X2 such that y in X2;
for n,m be Nat st m <= n holds (f#y).m <= (f#y).n
proof
let n,m be Nat;
assume Y1: m <= n;
(f#y).m = (f.m).y & (f#y).n = (f.n).y by MESFUNC5:def 13; then
A13: (f#y).m = M1.(Measurable-Y-section(A2.m,y) /\ B)
& (f#y).n = M1.(Measurable-Y-section(A2.n,y) /\ B) by A9;
Measurable-Y-section(A2.m,y) c= Measurable-Y-section(A2.n,y)
by A3,Y1,PROB_1:def 5,Th15;
hence (f#y).m <= (f#y).n by A13,XBOOLE_1:26,MEASURE1:31;
end; then
f#y is non-decreasing by RINFSUP2:7;
hence f#y is convergent by RINFSUP2:37;
end;
A14: dom (lim f) = X2 by A10,MESFUNC8:def 9; then
reconsider F = lim f as Function of X2,ExtREAL by FUNCT_2:def 1;
take F;
thus for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B)
proof
let y be Element of X2;
A15: F.y = lim(f#y) by A14,MESFUNC8:def 9;
consider G be SetSequence of X1 such that
A16: G is non-descending
& (for n be Nat holds G.n = Y-section(A1.n,y)) by A3,Th38;
for n be Nat holds G.n in S1
proof
let n be Nat;
A1.n in sigma measurable_rectangles(S1,S2) by A5; then
Y-section(A1.n,y) in S1 by Th44;
hence G.n in S1 by A16;
end; then
reconsider G as Set_Sequence of S1 by MEASURE8:def 2;
set K = B (/\) G;
A17: G is convergent & lim G = Union G by A16,SETLIM_1:63;
union rng G = Y-section(union rng A2,y) by A16,Th26; then
Union G = Y-section(union rng A2,y) by CARD_3:def 4
.= Y-section(Union A2,y) by CARD_3:def 4
.= Measurable-Y-section(E,y) by A3,SETLIM_1:63; then
A18: lim K = Measurable-Y-section(E,y) /\ B by A17,SETLIM_2:92;
A19: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S1
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ B by SETLIM_2:def 5; then
K.n1 = Measurable-Y-section(A2.n1,y) /\ B by A16;
hence K.n in S1;
end; then
reconsider K2 = K as SetSequence of S1 by A19,FUNCT_2:3;
K2 is non-descending by A16,SETLIM_2:22; then
A20: lim(M1*K2) = M1.(Measurable-Y-section(E,y) /\ B) by A18,MEASURE8:26;
for n be Element of NAT holds (f#y).n = (M1*K2).n
proof
let n be Element of NAT;
(f#y).n = (f.n).y by MESFUNC5:def 13; then
A21: (f#y).n = M1.(Measurable-Y-section(A2.n,y) /\ B) by A9;
K2.n = G.n /\ B by SETLIM_2:def 5; then
K2.n = Measurable-Y-section(A2.n,y) /\ B by A16;
hence (f#y).n = (M1*K2).n by A19,A21,FUNCT_1:13;
end;
hence F.y = M1.(Measurable-Y-section(E,y) /\ B) by A15,A20,FUNCT_2:63;
end;
thus for V be Element of S2 holds F is_measurable_on V
by A10,A11,A12,MESFUNC8:25,MESFUNC1:30;
end;
hence lim A1 in Z;
end;
suppose
A22: A1 is non-ascending;
meet rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Intersection A1 in sigma measurable_rectangles(S1,S2) by SETLIM_1:8; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A22,SETLIM_1:64;
defpred P[Nat,object] means
ex f1 be Function of X2,ExtREAL st
$2 = f1
& (for x be Element of X2 holds
f1.x = M1.(Measurable-Y-section(A2.$1,x) /\ B)
& (for V be Element of S2 holds f1 is_measurable_on V));
A23: for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
dom A1 = NAT by FUNCT_2:def 1; then
A1.n in Z by A2,FUNCT_1:3; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
A1.n = E1
& (ex F be Function of X2,ExtREAL st
(for x be Element of X2 holds
F.x = M1.(Measurable-Y-section(E1,x) /\ B))
& (for V be Element of S2 holds F is_measurable_on V)); then
consider f1 be Function of X2,ExtREAL such that
A24: (for x be Element of X2 holds
f1.x = M1.(Measurable-Y-section(A2.n,x) /\ B))
& (for V be Element of S2 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X2,ExtREAL) by PARTFUN1:45;
take f;
thus thesis by A24;
end;
consider f be Function of NAT,PFuncs(X2,ExtREAL) such that
A25: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A23);
A26: for n be Nat holds
f.n is Function of X2,ExtREAL
& (for x be Element of X2 holds
(f.n).x = M1.(Measurable-Y-section(A2.n,x) /\ B)
& (for V be Element of S2 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X2,ExtREAL st
f.n = f1
& (for x be Element of X2 holds
f1.x = M1.(Measurable-Y-section(A2.n,x) /\ B)
& (for V be Element of S2 holds f1 is_measurable_on V)) by A25;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X2,ExtREAL & f.m is Function of X2,ExtREAL
by A26; then
dom(f.n) = X2 & dom(f.m) = X2 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X2,ExtREAL
by MESFUNC8:def 2;
reconsider XX1 = X2 as Element of S2 by MEASURE1:11;
f.0 is Function of X2,ExtREAL by A26; then
A27: dom(f.0) = XX1 by FUNCT_2:def 1;
A28: for n be Nat holds f.n is_measurable_on XX1 by A26;
A29: for x be Element of X2 st x in X2 holds f#x is convergent
proof
let x be Element of X2 such that x in X2;
for n,m be Nat st m <= n holds (f#x).n <= (f#x).m
proof
let n,m be Nat;
assume Y1: m <= n;
(f#x).m = (f.m).x & (f#x).n = (f.n).x by MESFUNC5:def 13; then
A30: (f#x).m = M1.(Measurable-Y-section(A2.m,x) /\ B)
& (f#x).n = M1.(Measurable-Y-section(A2.n,x) /\ B) by A26;
Measurable-Y-section(A2.n,x) c= Measurable-Y-section(A2.m,x)
by Th15,A22,Y1,PROB_1:def 4;
hence (f#x).n <= (f#x).m by A30,MEASURE1:31,XBOOLE_1:26;
end; then
f#x is non-increasing by RINFSUP2:7;
hence f#x is convergent by RINFSUP2:36;
end;
A31: dom (lim f) = X2 by A27,MESFUNC8:def 9; then
reconsider F = lim f as Function of X2,ExtREAL by FUNCT_2:def 1;
A32: for x be Element of X2 holds F.x = M1.(Measurable-Y-section(E,x) /\ B)
proof
let x be Element of X2;
lim(f#x) = M1.(Measurable-Y-section(E,x) /\ B)
proof
consider G be SetSequence of X1 such that
A33: G is non-ascending
& (for n be Nat holds G.n = Y-section(A1.n,x)) by A22,Th40;
for n be Nat holds G.n in S1
proof
let n be Nat;
A1.n in sigma measurable_rectangles(S1,S2) by A5; then
Y-section(A1.n,x) in S1 by Th44;
hence G.n in S1 by A33;
end; then
reconsider G as Set_Sequence of S1 by MEASURE8:def 2;
set K = B (/\) G;
A34: G is convergent & lim G = Intersection G by A33,SETLIM_1:64;
meet rng G = Y-section(meet rng A2,x) by A33,Th27; then
Intersection G = Y-section(meet rng A2,x) by SETLIM_1:8
.= Y-section(Intersection A2,x) by SETLIM_1:8
.= Measurable-Y-section(E,x) by A22,SETLIM_1:64; then
A35: lim K = Measurable-Y-section(E,x) /\ B by A34,SETLIM_2:92;
K.0 = G.0 /\ B by SETLIM_2:def 5; then
K.0 = Measurable-Y-section(A2.0,x) /\ B by A33; then
M1.(K.0) <= M1.B by XBOOLE_1:17,MEASURE1:31; then
A36: M1.(K.0) < +infty by A0,XXREAL_0:2;
A37: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S1
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ B by SETLIM_2:def 5; then
K.n1 = Measurable-Y-section(A2.n1,x) /\ B by A33;
hence K.n in S1;
end; then
reconsider K2 = K as SetSequence of S1 by A37,FUNCT_2:3;
K2 is non-ascending by A33,SETLIM_2:21; then
A38: lim(M1*K2) = M1.(Measurable-Y-section(E,x) /\ B) by A35,A36,MEASURE8:31;
for n be Element of NAT holds (f#x).n = (M1*K2).n
proof
let n be Element of NAT;
(f#x).n = (f.n).x by MESFUNC5:def 13; then
A39: (f#x).n = M1.(Measurable-Y-section(A2.n,x) /\ B) by A26;
K2.n = G.n /\ B by SETLIM_2:def 5; then
K2.n = Measurable-Y-section(A2.n,x) /\ B by A33;
hence (f#x).n = (M1*K2).n by A37,A39,FUNCT_1:13;
end;
hence lim(f#x) = M1.(Measurable-Y-section(E,x) /\ B) by A38,FUNCT_2:63;
end;
hence F.x = M1.(Measurable-Y-section(E,x) /\ B) by A31,MESFUNC8:def 9;
end;
for V be Element of S2 holds F is_measurable_on V
by A27,A28,A29,MESFUNC8:25,MESFUNC1:30;
hence lim A1 in Z by A32;
end;
end;
hence thesis by A1,PROB_3:69;
end;
theorem
for X be non empty set, F be Field_Subset of X, L be SetSequence of X
st rng L is MonotoneClass of X & F c= rng L
holds sigma F = monotoneclass F & sigma F c= rng L
proof
let X be non empty set, F be Field_Subset of X, L be SetSequence of X;
assume
A1: rng L is MonotoneClass of X & F c= rng L;
thus sigma F = monotoneclass F by PROB_3:73;
hence sigma F c= rng L by A1,PROB_3:def 11;
end;
theorem Th87:
for X be non empty set, F be Field_Subset of X, K be Subset-Family of X
st K is MonotoneClass of X & F c= K
holds sigma F = monotoneclass F & sigma F c= K
proof
let X be non empty set, F be Field_Subset of X, K be Subset-Family of X;
assume that
A1: K is MonotoneClass of X and
A2: F c= K;
thus sigma F = monotoneclass F by PROB_3:73;
hence sigma F c= K by A1,A2,PROB_3:def 11;
end;
theorem Th88:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2
st M2.B < +infty holds
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2):
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, B be Element of S2;
set K = {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ B))
& (for V be Element of S1 holds F is_measurable_on V))};
assume M2.B < +infty; then
A1:K is MonotoneClass of [:X1,X2:] by Th84;
A2:Field_generated_by measurable_rectangles(S1,S2) c= K by Th80;
sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22
.= sigma measurable_rectangles(S1,S2) by Th1;
hence thesis by A1,A2,Th87;
end;
theorem Th89:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1
st M1.B < +infty holds
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, B be Element of S1;
set K = {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ B))
& (for V be Element of S2 holds F is_measurable_on V))};
assume M1.B < +infty; then
A1:K is MonotoneClass of [:X1,X2:] by Th85;
A2:Field_generated_by measurable_rectangles(S1,S2) c= K by Th81;
sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22
.= sigma measurable_rectangles(S1,S2) by Th1;
hence thesis by A1,A2,Th87;
end;
theorem Th90:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2, E be Element of sigma measurable_rectangles(S1,S2)
st M2 is sigma_finite
holds
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x)))
& (for V be Element of S1 holds F is_measurable_on V))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume M2 is sigma_finite; then
consider B be Set_Sequence of S2 such that
A1: B is non-descending & (for n be Nat holds M2.(B.n) < +infty)
& lim B = X2 by LM0902a;
defpred P[Nat,object] means
ex f1 be Function of X1,ExtREAL st
$2 = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(E,x) /\ B.$1)
& (for V be Element of S1 holds f1 is_measurable_on V));
A2:for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider Bn = B.n as Element of S2 by MEASURE8:def 2;
M2.Bn < +infty by A1; then
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ Bn))
& (for V be Element of S1 holds F is_measurable_on V))}
by Th88; then
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E,x) /\ Bn))
& (for V be Element of S1 holds F is_measurable_on V))}; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
E = E1
& (ex F be Function of X1,ExtREAL st
(for x be Element of X1 holds
F.x = M2.(Measurable-X-section(E1,x) /\ Bn))
& (for V be Element of S1 holds F is_measurable_on V)); then
consider f1 be Function of X1,ExtREAL such that
A3: (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(E,x) /\ Bn))
& (for V be Element of S1 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X1,ExtREAL) by PARTFUN1:45;
take f;
f1 is Function of X1,ExtREAL & f = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(E,x) /\ B.n))
& (for V be Element of S1 holds f1 is_measurable_on V) by A3;
hence thesis;
end;
consider f be Function of NAT,PFuncs(X1,ExtREAL) such that
A4: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A2);
A5:for n be Nat holds
f.n is Function of X1,ExtREAL
& (for x be Element of X1 holds
(f.n).x = M2.(Measurable-X-section(E,x) /\ B.n)
& (for V be Element of S1 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X1,ExtREAL st
f.n = f1
& (for x be Element of X1 holds
f1.x = M2.(Measurable-X-section(E,x) /\ B.n)
& (for V be Element of S1 holds f1 is_measurable_on V)) by A4;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X1,ExtREAL & f.m is Function of X1,ExtREAL by A5; then
dom(f.n) = X1 & dom(f.m) = X1 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X1,ExtREAL
by MESFUNC8:def 2;
reconsider XX1 = X1 as Element of S1 by MEASURE1:11;
f.0 is Function of X1,ExtREAL by A5; then
A6:dom(f.0) = XX1 by FUNCT_2:def 1;
A7:for n be Nat holds f.n is_measurable_on XX1 by A5;
A11:for x be Element of X1 st x in X1 holds f#x is convergent
proof
let x be Element of X1;
assume x in X1;
for n,m be Nat st m <= n holds (f#x).m <= (f#x).n
proof
let n,m be Nat;
assume A8: m <= n;
(f#x).m = (f.m).x & (f#x).n = (f.n).x by MESFUNC5:def 13; then
A9: (f#x).m = M2.(Measurable-X-section(E,x) /\ B.m)
& (f#x).n = M2.(Measurable-X-section(E,x) /\ B.n) by A5;
A10: Measurable-X-section(E,x) /\ B.m c= Measurable-X-section(E,x) /\ B.n
by A1,A8,PROB_1:def 5,XBOOLE_1:26;
B.m in S2 & B.n in S2 by MEASURE8:def 2; then
Measurable-X-section(E,x) /\ B.m in S2 &
Measurable-X-section(E,x) /\ B.n in S2 by MEASURE1:11;
hence (f#x).m <= (f#x).n by A9,A10,MEASURE1:31;
end; then
f#x is non-decreasing by RINFSUP2:7;
hence f#x is convergent by RINFSUP2:37;
end;
A12:dom (lim f) = X1 by A6,MESFUNC8:def 9; then
reconsider F = lim f as Function of X1,ExtREAL by FUNCT_2:def 1;
take F;
thus for x be Element of X1 holds F.x = M2.(Measurable-X-section(E,x))
proof
let x be Element of X1;
lim(f#x) = M2.(Measurable-X-section(E,x))
proof
deffunc F(Nat) = Measurable-X-section(E,x) /\ B.$1;
set K1 = Measurable-X-section(E,x) (/\) B;
B is convergent by A1,SETLIM_1:80; then
lim K1 = Measurable-X-section(E,x) /\ X2 by A1,SETLIM_2:92; then
A13: lim K1 = Measurable-X-section(E,x) by XBOOLE_1:28;
A14: dom K1 = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K1.n in S2
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
A15: K1.n1 = X-section(E,x) /\ B.n1 by SETLIM_2:def 5;
reconsider Bn = B.n1 as Element of S2 by MEASURE8:def 2;
for x be Element of X1 holds X-section(E,x) /\ Bn in S2
proof
let x be Element of X1;
X-section(E,x) in S2 by Th44;
hence X-section(E,x) /\ Bn in S2 by MEASURE1:11;
end;
hence K1.n in S2 by A15;
end; then
reconsider K1 as SetSequence of S2 by A14,FUNCT_2:3;
K1 is non-descending by A1,SETLIM_2:22; then
A16: lim(M2*K1) = M2.(Measurable-X-section(E,x)) by A13,MEASURE8:26;
for n be Element of NAT holds (f#x).n = (M2*K1).n
proof
let n be Element of NAT;
(f#x).n = (f.n).x by MESFUNC5:def 13; then
A17: (f#x).n = M2.(Measurable-X-section(E,x) /\ B.n) by A5;
K1.n = Measurable-X-section(E,x) /\ B.n by SETLIM_2:def 5;
hence (f#x).n = (M2*K1).n by A14,A17,FUNCT_1:13;
end;
hence lim(f#x) = M2.(Measurable-X-section(E,x)) by A16,FUNCT_2:63;
end;
hence F.x = M2.(Measurable-X-section(E,x)) by A12,MESFUNC8:def 9;
end;
thus for V be Element of S1 holds F is_measurable_on V by A11,MESFUNC1:30,
A6,A7,MESFUNC8:25;
end;
theorem Th91:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, E be Element of sigma measurable_rectangles(S1,S2)
st M1 is sigma_finite
holds
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y)))
& (for V be Element of S2 holds F is_measurable_on V))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma measurable_rectangles(S1,S2);
assume M1 is sigma_finite; then
consider B be Set_Sequence of S1 such that
A1: B is non-descending & (for n be Nat holds M1.(B.n) < +infty)
& lim B = X1 by LM0902a;
defpred P[Nat,object] means
ex f1 be Function of X2,ExtREAL st
$2 = f1
& (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(E,y) /\ B.$1)
& (for V be Element of S2 holds f1 is_measurable_on V));
A2:for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider Bn = B.n as Element of S1 by MEASURE8:def 2;
M1.Bn < +infty by A1; then
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ Bn))
& (for V be Element of S2 holds F is_measurable_on V))}
by Th89; then
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
(ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E,y) /\ Bn))
& (for V be Element of S2 holds F is_measurable_on V))}; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
E = E1
& (ex F be Function of X2,ExtREAL st
(for y be Element of X2 holds
F.y = M1.(Measurable-Y-section(E1,y) /\ Bn))
& (for V be Element of S2 holds F is_measurable_on V)); then
consider f1 be Function of X2,ExtREAL such that
A3: (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(E,y) /\ Bn))
& (for V be Element of S2 holds f1 is_measurable_on V);
reconsider f = f1 as Element of PFuncs(X2,ExtREAL) by PARTFUN1:45;
take f;
f1 is Function of X2,ExtREAL & f = f1
& (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(E,y) /\ B.n))
& (for V be Element of S2 holds f1 is_measurable_on V) by A3;
hence thesis;
end;
consider f be Function of NAT,PFuncs(X2,ExtREAL) such that
A4: for n be Element of NAT holds P[n,f.n] from FUNCT_2:sch 3(A2);
A5:for n be Nat holds
f.n is Function of X2,ExtREAL
& (for y be Element of X2 holds
(f.n).y = M1.(Measurable-Y-section(E,y) /\ B.n)
& (for V be Element of S2 holds f.n is_measurable_on V))
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12; then
ex f1 be Function of X2,ExtREAL st
f.n = f1
& (for y be Element of X2 holds
f1.y = M1.(Measurable-Y-section(E,y) /\ B.n)
& (for V be Element of S2 holds f1 is_measurable_on V)) by A4;
hence thesis;
end;
for n,m be Nat holds dom(f.n) = dom(f.m)
proof
let n,m be Nat;
f.n is Function of X2,ExtREAL & f.m is Function of X2,ExtREAL by A5; then
dom(f.n) = X2 & dom(f.m) = X2 by FUNCT_2:def 1;
hence thesis;
end; then
reconsider f as with_the_same_dom Functional_Sequence of X2,ExtREAL
by MESFUNC8:def 2;
reconsider XX2 = X2 as Element of S2 by MEASURE1:11;
f.0 is Function of X2,ExtREAL by A5; then
A6:dom(f.0) = XX2 by FUNCT_2:def 1;
A7:for n be Nat holds f.n is_measurable_on XX2 by A5;
A11:for y be Element of X2 st y in X2 holds f#y is convergent
proof
let y be Element of X2;
assume y in X2;
for n,m be Nat st m <= n holds (f#y).m <= (f#y).n
proof
let n,m be Nat;
assume A8: m <= n;
(f#y).m = (f.m).y & (f#y).n = (f.n).y by MESFUNC5:def 13; then
A9: (f#y).m = M1.(Measurable-Y-section(E,y) /\ B.m)
& (f#y).n = M1.(Measurable-Y-section(E,y) /\ B.n) by A5;
A10: Measurable-Y-section(E,y) /\ B.m c= Measurable-Y-section(E,y) /\ B.n
by A1,A8,PROB_1:def 5,XBOOLE_1:26;
B.m in S1 & B.n in S1 by MEASURE8:def 2; then
Measurable-Y-section(E,y) /\ B.m in S1 &
Measurable-Y-section(E,y) /\ B.n in S1 by MEASURE1:11;
hence (f#y).m <= (f#y).n by A9,A10,MEASURE1:31;
end; then
f#y is non-decreasing by RINFSUP2:7;
hence f#y is convergent by RINFSUP2:37;
end;
A12:dom (lim f) = X2 by A6,MESFUNC8:def 9; then
reconsider F = lim f as Function of X2,ExtREAL by FUNCT_2:def 1;
take F;
thus for y be Element of X2 holds F.y = M1.(Measurable-Y-section(E,y))
proof
let y be Element of X2;
deffunc F(Nat) = Measurable-Y-section(E,y) /\ B.$1;
set K1 = Measurable-Y-section(E,y) (/\) B;
B is convergent by A1,SETLIM_1:80; then
lim K1 = Measurable-Y-section(E,y) /\ X1 by A1,SETLIM_2:92; then
A13:lim K1 = Measurable-Y-section(E,y) by XBOOLE_1:28;
A14:dom K1 = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K1.n in S1
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
A15: K1.n1 = Y-section(E,y) /\ B.n1 by SETLIM_2:def 5;
reconsider Bn = B.n1 as Element of S1 by MEASURE8:def 2;
for y be Element of X2 holds Y-section(E,y) /\ Bn in S1
proof
let y be Element of X2;
Y-section(E,y) in S1 by Th44;
hence Y-section(E,y) /\ Bn in S1 by MEASURE1:11;
end;
hence K1.n in S1 by A15;
end; then
reconsider K1 as SetSequence of S1 by A14,FUNCT_2:3;
K1 is non-descending by A1,SETLIM_2:22; then
A16:lim(M1*K1) = M1.(Measurable-Y-section(E,y)) by A13,MEASURE8:26;
for n be Element of NAT holds (f#y).n = (M1*K1).n
proof
let n be Element of NAT;
(f#y).n = (f.n).y by MESFUNC5:def 13; then
A17: (f#y).n = M1.(Measurable-Y-section(E,y) /\ B.n) by A5;
K1.n = Measurable-Y-section(E,y) /\ B.n by SETLIM_2:def 5;
hence (f#y).n = (M1*K1).n by A14,A17,FUNCT_1:13;
end; then
lim(f#y) = M1.(Measurable-Y-section(E,y)) by A16,FUNCT_2:63;
hence F.y = M1.(Measurable-Y-section(E,y)) by A12,MESFUNC8:def 9;
end;
thus for V be Element of S2 holds F is_measurable_on V by A11,MESFUNC1:30,
A6,A7,MESFUNC8:25;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume A1: M2 is sigma_finite;
func Y-vol(E,M2) -> nonnegative Function of X1,ExtREAL means :DefYvol:
(for x be Element of X1 holds it.x = M2.(Measurable-X-section(E,x)))
& (for V be Element of S1 holds it is_measurable_on V);
existence
proof
consider IT be Function of X1,ExtREAL such that
A2: (for x be Element of X1 holds IT.x = M2.(Measurable-X-section(E,x)))
& (for V be Element of S1 holds IT is_measurable_on V) by A1,Th90;
now let x be Element of X1;
IT.x = M2.(Measurable-X-section(E,x)) by A2;
hence 0. <= IT.x by SUPINF_2:51;
end; then
reconsider IT as nonnegative Function of X1,ExtREAL by SUPINF_2:39;
take IT;
thus thesis by A2;
end;
uniqueness
proof
let f1,f2 be nonnegative Function of X1,ExtREAL;
assume that
A1: (for x be Element of X1 holds f1.x = M2.(Measurable-X-section(E,x)))
& (for V be Element of S1 holds f1 is_measurable_on V) and
A2: (for x be Element of X1 holds f2.x = M2.(Measurable-X-section(E,x)))
& (for V be Element of S1 holds f2 is_measurable_on V);
now let x be Element of X1;
f1.x = M2.(Measurable-X-section(E,x)) by A1;
hence f1.x = f2.x by A2;
end;
hence f1 = f2 by FUNCT_2:63;
end;
end;
definition
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E be Element of sigma measurable_rectangles(S1,S2);
assume A1: M1 is sigma_finite;
func X-vol(E,M1) -> nonnegative Function of X2,ExtREAL means :DefXvol:
(for y be Element of X2 holds it.y = M1.(Measurable-Y-section(E,y)))
& (for V be Element of S2 holds it is_measurable_on V);
existence
proof
consider IT be Function of X2,ExtREAL such that
A2: (for y be Element of X2 holds IT.y = M1.(Measurable-Y-section(E,y)))
& (for V be Element of S2 holds IT is_measurable_on V) by A1,Th91;
now let y be Element of X2;
IT.y = M1.(Measurable-Y-section(E,y)) by A2;
hence 0. <= IT.y by SUPINF_2:51;
end; then
reconsider IT as nonnegative Function of X2,ExtREAL by SUPINF_2:39;
take IT;
thus thesis by A2;
end;
uniqueness
proof
let f1,f2 be nonnegative Function of X2,ExtREAL;
assume that
A1: (for y be Element of X2 holds f1.y = M1.(Measurable-Y-section(E,y)))
& (for V be Element of S2 holds f1 is_measurable_on V) and
A2: (for y be Element of X2 holds f2.y = M1.(Measurable-Y-section(E,y)))
& (for V be Element of S2 holds f2 is_measurable_on V);
now let y be Element of X2;
f1.y = M1.(Measurable-Y-section(E,y)) by A1;
hence f1.y = f2.y by A2;
end;
hence f1 = f2 by FUNCT_2:63;
end;
end;
theorem Th92:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2)
st M2 is sigma_finite & E1 misses E2 holds
Y-vol(E1 \/ E2,M2) = Y-vol(E1,M2) + Y-vol(E2,M2)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M2 is sigma_finite and
A2: E1 misses E2;
A3:dom(Y-vol(E1 \/ E2,M2)) = X1 & dom(Y-vol(E1,M2)) = X1
& dom(Y-vol(E2,M2)) = X1 by FUNCT_2:def 1; then
A4:dom(Y-vol(E1,M2) + Y-vol(E2,M2)) = X1 /\ X1 by MESFUNC5:22;
for x be Element of X1 st x in dom(Y-vol(E1 \/ E2,M2)) holds
(Y-vol(E1 \/ E2,M2)).x = (Y-vol(E1,M2) + Y-vol(E2,M2)).x
proof
let x be Element of X1;
assume x in dom(Y-vol(E1 \/ E2,M2));
A6: (Y-vol(E1 \/ E2,M2)).x = M2.(Measurable-X-section(E1 \/ E2,x))
& (Y-vol(E1,M2)).x = M2.(Measurable-X-section(E1,x))
& (Y-vol(E2,M2)).x = M2.(Measurable-X-section(E2,x)) by A1,DefYvol;
Measurable-X-section(E1 \/ E2,x)
= Measurable-X-section(E1,x) \/ Measurable-X-section(E2,x) by Th20; then
(Y-vol(E1 \/ E2,M2)).x = (Y-vol(E1,M2)).x + (Y-vol(E2,M2)).x
by A6,A2,Th29,MEASURE1:30;
hence thesis by A4,MESFUNC1:def 3;
end;
hence thesis by A4,A3,PARTFUN1:5;
end;
theorem Th93:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E1,E2 be Element of sigma measurable_rectangles(S1,S2)
st M1 is sigma_finite & E1 misses E2 holds
X-vol(E1 \/ E2,M1) = X-vol(E1,M1) + X-vol(E2,M1)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E1,E2 be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M1 is sigma_finite and
A2: E1 misses E2;
A3:dom(X-vol(E1 \/ E2,M1)) = X2 & dom(X-vol(E1,M1)) = X2
& dom(X-vol(E2,M1)) = X2 by FUNCT_2:def 1; then
A4:dom(X-vol(E1,M1) + X-vol(E2,M1)) = X2 /\ X2 by MESFUNC5:22;
for x be Element of X2 st x in dom(X-vol(E1 \/ E2,M1)) holds
(X-vol(E1 \/ E2,M1)).x = (X-vol(E1,M1) + X-vol(E2,M1)).x
proof
let x be Element of X2;
assume x in dom(X-vol(E1 \/ E2,M1));
A6: (X-vol(E1 \/ E2,M1)).x = M1.(Measurable-Y-section(E1 \/ E2,x))
& (X-vol(E1,M1)).x = M1.(Measurable-Y-section(E1,x))
& (X-vol(E2,M1)).x = M1.(Measurable-Y-section(E2,x)) by A1,DefXvol;
Measurable-Y-section(E1 \/ E2,x)
= Measurable-Y-section(E1,x) \/ Measurable-Y-section(E2,x) by Th20; then
(X-vol(E1 \/ E2,M1)).x = (X-vol(E1,M1)).x + (X-vol(E2,M1)).x
by A6,A2,Th29,MEASURE1:30;
hence thesis by A4,MESFUNC1:def 3;
end;
hence thesis by A4,A3,PARTFUN1:5;
end;
theorem Th94:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2)
st M2 is sigma_finite & E1 misses E2 holds
Integral(M1,Y-vol(E1 \/ E2,M2))
= Integral(M1,Y-vol(E1,M2)) + Integral(M1,Y-vol(E2,M2))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M2 is sigma_finite and
A2: E1 misses E2;
reconsider XX1 = X1 as Element of S1 by MEASURE1:7;
a3:Y-vol(E1 \/ E2,M2) = Y-vol(E1,M2) + Y-vol(E2,M2) by A1,A2,Th92;
A3:dom(Y-vol(E1,M2)) = XX1 & Y-vol(E1,M2) is_measurable_on XX1
by A1,DefYvol,FUNCT_2:def 1;
A4:dom(Y-vol(E2,M2)) = XX1 & Y-vol(E2,M2) is_measurable_on XX1
by A1,DefYvol,FUNCT_2:def 1;
A5:dom(Y-vol(E1 \/ E2,M2)) = XX1 & Y-vol(E1 \/ E2,M2) is_measurable_on XX1
by A1,DefYvol,FUNCT_2:def 1;
reconsider Y1 = Y-vol(E1,M2) as PartFunc of X1,ExtREAL;
reconsider Y2 = Y-vol(E2,M2) as PartFunc of X1,ExtREAL;
ex Z be Element of S1 st
Z = dom(Y-vol(E1,M2) + Y-vol(E2,M2)) &
integral+(M1,Y-vol(E1,M2) + Y-vol(E2,M2))
= integral+(M1,Y1|Z) + integral+(M1,Y2|Z)
by A3,A4,MESFUNC5:78; then
Integral(M1,Y-vol(E1 \/ E2,M2))
= integral+(M1,Y-vol(E1,M2)) + integral+(M1,Y-vol(E2,M2))
by a3,A5,MESFUNC5:88
.= Integral(M1,Y-vol(E1,M2)) + integral+(M1,Y-vol(E2,M2))
by A3,MESFUNC5:88;
hence thesis by A4,MESFUNC5:88;
end;
theorem Th95:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2)
st M1 is sigma_finite & E1 misses E2 holds
Integral(M2,X-vol(E1 \/ E2,M1))
= Integral(M2,X-vol(E1,M1)) + Integral(M2,X-vol(E2,M1))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E1,E2 be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M1 is sigma_finite and
A2: E1 misses E2;
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
a3:X-vol(E1 \/ E2,M1) = X-vol(E1,M1) + X-vol(E2,M1) by A1,A2,Th93;
A3:dom(X-vol(E1,M1)) = XX2 & X-vol(E1,M1) is_measurable_on XX2
by A1,DefXvol,FUNCT_2:def 1;
A4:dom(X-vol(E2,M1)) = XX2 & X-vol(E2,M1) is_measurable_on XX2
by A1,DefXvol,FUNCT_2:def 1;
A5:dom(X-vol(E1 \/ E2,M1)) = XX2 & X-vol(E1 \/ E2,M1) is_measurable_on XX2
by A1,DefXvol,FUNCT_2:def 1;
reconsider V1 = X-vol(E1,M1) as PartFunc of X2,ExtREAL;
reconsider V2 = X-vol(E2,M1) as PartFunc of X2,ExtREAL;
ex Z be Element of S2 st
Z = dom(X-vol(E1,M1) + X-vol(E2,M1)) &
integral+(M2,X-vol(E1,M1) + X-vol(E2,M1))
= integral+(M2,V1|Z) + integral+(M2,V2|Z)
by A3,A4,MESFUNC5:78; then
Integral(M2,X-vol(E1 \/ E2,M1))
= integral+(M2,X-vol(E1,M1)) + integral+(M2,X-vol(E2,M1))
by a3,A5,MESFUNC5:88
.= Integral(M2,X-vol(E1,M1)) + integral+(M2,X-vol(E2,M1))
by A3,MESFUNC5:88;
hence thesis by A4,MESFUNC5:88;
end;
theorem Th96:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st E = [:A,B:] & M2 is sigma_finite holds
(M2.B = +infty implies Y-vol(E,M2) = Xchi(A,X1))
& (M2.B <> +infty implies
ex r be Real st r = M2.B & Y-vol(E,M2) = r(#)chi(A,X1))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume that
A1: E = [:A,B:] and
A2: M2 is sigma_finite;
hereby assume
A3: M2.B = +infty;
for x be Element of X1 holds (Y-vol(E,M2)).x = Xchi(A,X1).x
proof
let x be Element of X1;
A4: (Y-vol(E,M2)).x = M2.(Measurable-X-section(E,x)) by A2,DefYvol
.= M2.B * chi(A,X1).x by A1,Th48;
per cases;
suppose
A5: x in A; then
chi(A,X1).x = 1 by FUNCT_3:def 3; then
(Y-vol(E,M2)).x = +infty by A3,A4,XXREAL_3:81;
hence (Y-vol(E,M2)).x = Xchi(A,X1).x by A5,MEASUR10:def 7;
end;
suppose
A6: not x in A; then
chi(A,X1).x = 0 by FUNCT_3:def 3; then
(Y-vol(E,M2)).x = 0 by A4;
hence (Y-vol(E,M2)).x = Xchi(A,X1).x by A6,MEASUR10:def 7;
end;
end;
hence Y-vol(E,M2) = Xchi(A,X1) by FUNCT_2:def 8;
end;
assume
P1: M2.B <> +infty;
M2.B >= 0 by SUPINF_2:51; then
M2.B in REAL by P1,XXREAL_0:14; then
reconsider r = M2.B as Real;
take r;
dom(r(#)chi(A,X1)) = dom(chi(A,X1)) by MESFUNC1:def 6; then
A8:dom(r(#)chi(A,X1)) = X1 by FUNCT_3:def 3; then
P2:dom(Y-vol(E,M2)) = dom(r(#)chi(A,X1)) by FUNCT_2:def 1;
for x be Element of X1 st x in dom(Y-vol(E,M2)) holds
(Y-vol(E,M2)).x = (r(#)chi(A,X1)).x
proof
let x be Element of X1;
assume x in dom(Y-vol(E,M2));
(Y-vol(E,M2)).x = M2.(Measurable-X-section(E,x)) by A2,DefYvol
.= r * chi(A,X1).x by A1,Th48;
hence (Y-vol(E,M2)).x = (r(#)chi(A,X1)).x by A8,MESFUNC1:def 6;
end;
hence r = M2.B & Y-vol(E,M2) = r(#)chi(A,X1) by P2,PARTFUN1:5;
end;
theorem Th97:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st E = [:A,B:] & M1 is sigma_finite holds
(M1.A = +infty implies X-vol(E,M1) = Xchi(B,X2))
& (M1.A <> +infty implies
ex r be Real st r = M1.A & X-vol(E,M1) = r(#)chi(B,X2))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume that
A1: E = [:A,B:] and
A2: M1 is sigma_finite;
hereby assume
A3: M1.A = +infty;
for x be Element of X2 holds (X-vol(E,M1)).x = Xchi(B,X2).x
proof
let x be Element of X2;
A4: (X-vol(E,M1)).x = M1.(Measurable-Y-section(E,x)) by A2,DefXvol
.= M1.A * chi(B,X2).x by A1,Th50;
per cases;
suppose
A5: x in B; then
chi(B,X2).x = 1 by FUNCT_3:def 3; then
(X-vol(E,M1)).x = +infty by A3,A4,XXREAL_3:81;
hence (X-vol(E,M1)).x = Xchi(B,X2).x by A5,MEASUR10:def 7;
end;
suppose
A6: not x in B; then
chi(B,X2).x = 0 by FUNCT_3:def 3; then
(X-vol(E,M1)).x = 0 by A4;
hence (X-vol(E,M1)).x = Xchi(B,X2).x by A6,MEASUR10:def 7;
end;
end;
hence X-vol(E,M1) = Xchi(B,X2) by FUNCT_2:def 8;
end;
assume
P1: M1.A <> +infty;
M1.A >= 0 by SUPINF_2:51; then
M1.A in REAL by P1,XXREAL_0:14; then
reconsider r = M1.A as Real;
take r;
dom(r(#)chi(B,X2)) = dom(chi(B,X2)) by MESFUNC1:def 6; then
A8:dom(r(#)chi(B,X2)) = X2 by FUNCT_3:def 3; then
P2:dom(X-vol(E,M1)) = dom(r(#)chi(B,X2)) by FUNCT_2:def 1;
for x be Element of X2 st x in dom(X-vol(E,M1)) holds
(X-vol(E,M1)).x = (r(#)chi(B,X2)).x
proof
let x be Element of X2;
assume x in dom(X-vol(E,M1));
(X-vol(E,M1)).x = M1.(Measurable-Y-section(E,x)) by A2,DefXvol
.= r * chi(B,X2).x by A1,Th50;
hence (X-vol(E,M1)).x = (r(#)chi(B,X2)).x by A8,MESFUNC1:def 6;
end;
hence r = M1.A & X-vol(E,M1) = r(#)chi(B,X2) by P2,PARTFUN1:5;
end;
theorem Th98:
for X be non empty set, S be SigmaField of X, M be sigma_Measure of S,
A be Element of S, r be Real st r >= 0 holds
Integral(M,r(#)chi(A,X)) = r * M.A
proof
let X be non empty set, S be SigmaField of X, M be sigma_Measure of S,
A be Element of S, r be Real;
assume A1: r >= 0;
reconsider XX = X as Element of S by MEASURE1:7;
A2:dom(chi(A,X)) = XX & chi(A,X) is_measurable_on XX
by FUNCT_3:def 3,MESFUNC2:29; then
A3:dom(r(#)chi(A,X)) = XX & r(#)chi(A,X) is_measurable_on XX
by MESFUNC1:def 6,37;
Integral(M,chi(A,X)) = M.A by MESFUNC9:14; then
integral+(M,chi(A,X)) = M.A by A2,MESFUNC5:88; then
integral+(M,r(#)chi(A,X)) = r * M.A by A1,A2,MESFUNC5:86;
hence Integral(M,r(#)chi(A,X)) = r * M.A by A1,A3,MESFUNC5:20,88;
end;
theorem Th99:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat
st M2 is sigma_finite
& F is FinSequence of measurable_rectangles(S1,S2) holds
product_sigma_Measure(M1,M2).(F.n) = Integral(M1,Y-vol(F.n,M2))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat;
assume that
A1: M2 is sigma_finite and
A2: F is FinSequence of measurable_rectangles(S1,S2);
reconsider XX1 = X1 as Element of S1 by MEASURE1:7;
not n in dom F implies F.n in measurable_rectangles(S1,S2)
proof
assume not n in dom F; then
F.n = {} by FUNCT_1:def 2;
hence F.n in measurable_rectangles(S1,S2) by SETFAM_1:def 8;
end; then
F.n in measurable_rectangles(S1,S2) by A2,PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider P be Element of S1, Q be Element of S2 such that
d4: F.n = [:P,Q:];
d5:product_sigma_Measure(M1,M2).(F.n) = M1.P * M2.Q by d4,Th10;
per cases;
suppose d8: M1.P = 0 & M2.Q = +infty; then
product_sigma_Measure(M1,M2).(F.n) = 0
& Y-vol(F.n,M2) = Xchi(P,X1) by A1,d4,d5,Th96;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M1,Y-vol(F.n,M2))
by d8,MEASUR10:33;
end;
suppose M1.P = 0 & M2.Q <> +infty; then
ex r be Real st
r = M2.Q & Y-vol(F.n,M2) = r(#)chi(P,X1) by A1,d4,Th96;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M1,Y-vol(F.n,M2))
by d5,Th98,SUPINF_2:51;
end;
suppose d6: M1.P <> 0 & M2.Q = +infty;
M1.P >= 0 by SUPINF_2:51; then
d7: product_sigma_Measure(M1,M2).(F.n) = +infty by d5,d6,XXREAL_3:def 5;
Y-vol(F.n,M2) = Xchi(P,X1) by A1,d4,d6,Th96;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M1,Y-vol(F.n,M2))
by d7,d6,MEASUR10:33;
end;
suppose M1.P <> 0 & M2.Q <> +infty; then
ex r be Real st
r = M2.Q & Y-vol(F.n,M2) = r(#)chi(P,X1) by A1,d4,Th96;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M1,Y-vol(F.n,M2))
by d5,Th98,SUPINF_2:51;
end;
end;
theorem Th100:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat
st M1 is sigma_finite
& F is FinSequence of measurable_rectangles(S1,S2)
holds
product_sigma_Measure(M1,M2).(F.n) = Integral(M2,X-vol(F.n,M1))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat;
assume that
A1: M1 is sigma_finite and
A2: F is FinSequence of measurable_rectangles(S1,S2);
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
not n in dom F implies F.n in measurable_rectangles(S1,S2)
proof
assume not n in dom F; then
F.n = {} by FUNCT_1:def 2;
hence F.n in measurable_rectangles(S1,S2) by SETFAM_1:def 8;
end; then
F.n in measurable_rectangles(S1,S2) by A2,PARTFUN1:4; then
F.n in the set of all [:A,B:] where A is Element of S1, B is Element of S2
by MEASUR10:def 5; then
consider P be Element of S1, Q be Element of S2 such that
d4: F.n = [:P,Q:];
d5:product_sigma_Measure(M1,M2).(F.n) = M1.P * M2.Q by d4,Th10;
per cases;
suppose d8: M2.Q = 0 & M1.P = +infty; then
product_sigma_Measure(M1,M2).(F.n) = 0
& X-vol(F.n,M1) = Xchi(Q,X2) by A1,d4,d5,Th97;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M2,X-vol(F.n,M1))
by d8,MEASUR10:33;
end;
suppose M2.Q = 0 & M1.P <> +infty; then
ex r be Real st
r = M1.P & X-vol(F.n,M1) = r(#)chi(Q,X2) by A1,d4,Th97;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M2,X-vol(F.n,M1))
by d5,Th98,SUPINF_2:51;
end;
suppose d6: M2.Q <> 0 & M1.P = +infty;
M2.Q >= 0 by SUPINF_2:51; then
d7: product_sigma_Measure(M1,M2).(F.n) = +infty by d5,d6,XXREAL_3:def 5;
X-vol(F.n,M1) = Xchi(Q,X2) by A1,d4,d6,Th97;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M2,X-vol(F.n,M1))
by d7,d6,MEASUR10:33;
end;
suppose M2.Q <> 0 & M1.P <> +infty; then
ex r be Real st
r = M1.P & X-vol(F.n,M1) = r(#)chi(Q,X2) by A1,d4,Th97;
hence product_sigma_Measure(M1,M2).(F.n) = Integral(M2,X-vol(F.n,M1))
by d5,Th98,SUPINF_2:51;
end;
end;
theorem Th102:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be disjoint_valued FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat
st M2 is sigma_finite
& F is FinSequence of measurable_rectangles(S1,S2)
holds
product_sigma_Measure(M1,M2).(Union F) = Integral(M1,Y-vol(Union F,M2))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be disjoint_valued FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat;
assume that
A1: M2 is sigma_finite and
A2: F is FinSequence of measurable_rectangles(S1,S2);
A3:F|(len F) = F by FINSEQ_1:58;
defpred P[Nat] means
product_sigma_Measure(M1,M2).(Union(F|$1))
= Integral(M1,Y-vol(Union(F|$1),M2));
union rng(F|0) = {} by ZFMISC_1:2; then
A4:Union(F|0) = {} by CARD_3:def 4;
not 0 in dom F by FINSEQ_3:24; then
F.0 = {} by FUNCT_1:def 2; then
P1:P[0] by A4,A1,A2,Th99;
P2:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume P3: P[k];
A6: k <= k+1 by NAT_1:13;
per cases;
suppose len F >= k+1; then
len(F|(k+1)) = k+1 by FINSEQ_1:59; then
F|(k+1) = ((F|(k+1))|k) ^ <* (F|(k+1)).(k+1) *> by FINSEQ_3:55
.= F|k ^ <* (F|(k+1)).(k+1) *> by A6,FINSEQ_1:82
.= F|k ^ <* F.(k+1) *> by FINSEQ_3:112; then
rng(F|(k+1)) = rng(F|k) \/ rng <* F.(k+1) *> by FINSEQ_1:31
.= rng(F|k) \/ {F.(k+1)} by FINSEQ_1:38; then
union rng(F|(k+1)) = union rng(F|k) \/ union {F.(k+1)} by ZFMISC_1:78
.= union rng(F|k) \/ F.(k+1) by ZFMISC_1:25
.= Union(F|k) \/ F.(k+1) by CARD_3:def 4; then
A8: Union(F|(k+1)) = Union(F|k) \/ F.(k+1) by CARD_3:def 4; then
product_sigma_Measure(M1,M2).(Union(F|(k+1)))
= product_sigma_Measure(M1,M2).(Union(F|k))
+ product_sigma_Measure(M1,M2).(F.(k+1)) by Th101,Th12
.= Integral(M1,Y-vol(Union(F|k),M2))
+ Integral(M1,Y-vol(F.(k+1),M2)) by A1,A2,P3,Th99;
hence P[k+1] by A1,A8,Th101,Th94;
end;
suppose len F < k+1; then
(F|(k+1)) = F & F|k = F by FINSEQ_3:49,NAT_1:13;
hence P[k+1] by P3;
end;
end;
for k be Nat holds P[k] from NAT_1:sch 2(P1,P2);
hence thesis by A3;
end;
theorem Th103:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be disjoint_valued FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat
st M1 is sigma_finite
& F is FinSequence of measurable_rectangles(S1,S2)
holds
product_sigma_Measure(M1,M2).(Union F) = Integral(M2,X-vol(Union F,M1))
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
F be disjoint_valued FinSequence of sigma measurable_rectangles(S1,S2),
n be Nat;
assume that
A1: M1 is sigma_finite and
A2: F is FinSequence of measurable_rectangles(S1,S2);
A3:F|(len F) = F by FINSEQ_1:58;
defpred P[Nat] means product_sigma_Measure(M1,M2).(Union(F|$1))
= Integral(M2,X-vol(Union(F|$1),M1));
union rng(F|0) = {} by ZFMISC_1:2; then
A4:Union(F|0) = {} by CARD_3:def 4;
not 0 in dom F by FINSEQ_3:24; then
F.0 = {} by FUNCT_1:def 2; then
P1:P[0] by A4,A1,A2,Th100;
P2:for k be Nat st P[k] holds P[k+1]
proof
let k be Nat;
assume P3: P[k];
A6: k <= k+1 by NAT_1:13;
per cases;
suppose len F >= k+1; then
len(F|(k+1)) = k+1 by FINSEQ_1:59; then
F|(k+1) = ((F|(k+1))|k) ^ <* (F|(k+1)).(k+1) *> by FINSEQ_3:55
.= F|k ^ <* (F|(k+1)).(k+1) *> by A6,FINSEQ_1:82
.= F|k ^ <* F.(k+1) *> by FINSEQ_3:112; then
rng(F|(k+1)) = rng(F|k) \/ rng <* F.(k+1) *> by FINSEQ_1:31
.= rng(F|k) \/ {F.(k+1)} by FINSEQ_1:38; then
union rng(F|(k+1)) = union rng(F|k) \/ union {F.(k+1)} by ZFMISC_1:78
.= union rng(F|k) \/ F.(k+1) by ZFMISC_1:25
.= Union(F|k) \/ F.(k+1) by CARD_3:def 4; then
A8: Union(F|(k+1)) = Union(F|k) \/ F.(k+1) by CARD_3:def 4; then
product_sigma_Measure(M1,M2).(Union(F|(k+1)))
= product_sigma_Measure(M1,M2).(Union(F|k))
+ product_sigma_Measure(M1,M2).(F.(k+1)) by Th101,Th12
.= Integral(M2,X-vol(Union(F|k),M1))
+ Integral(M2,X-vol(F.(k+1),M1)) by A1,A2,P3,Th100;
hence P[k+1] by A1,A8,Th101,Th95;
end;
suppose len F < k+1; then
(F|(k+1)) = F & F|k = F by FINSEQ_3:49,NAT_1:13;
hence P[k+1] by P3;
end;
end;
for k be Nat holds P[k] from NAT_1:sch 2(P1,P2);
hence thesis by A3;
end;
theorem Th104:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st
E in Field_generated_by measurable_rectangles(S1,S2) & M2 is sigma_finite
holds
for V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2 st
V = [:A,B:] holds
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: E in Field_generated_by measurable_rectangles(S1,S2) and
A2: M2 is sigma_finite;
let V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume A3: V = [:A,B:];
V in the set of all [:A,B:]
where A is Element of S1, B is Element of S2 by A3; then
A5: V in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21; then
A6: E /\ V in Field_generated_by measurable_rectangles(S1,S2)
by A1,A5,FINSUB_1:def 2;
reconsider XX1 = X1 as Element of S1 by MEASURE1:7;
E/\V in DisUnion measurable_rectangles(S1,S2) by A6,SRINGS_3:22; then
E/\V in { W where W is Subset of [:X1,X2:] :
ex G be disjoint_valued FinSequence of measurable_rectangles(S1,S2) st
W = Union G} by SRINGS_3:def 3; then
consider W be Subset of [:X1,X2:] such that
A11: E/\V = W
& ex G be disjoint_valued FinSequence of measurable_rectangles(S1,S2) st
W = Union G;
consider G be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A12: E/\V = Union G by A11;
A13: G in (measurable_rectangles(S1,S2))* by FINSEQ_1:def 11;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
(measurable_rectangles(S1,S2))* c= (sigma measurable_rectangles(S1,S2))*
by FINSEQ_1:62; then
reconsider G as disjoint_valued FinSequence
of sigma measurable_rectangles(S1,S2) by A13,FINSEQ_1:def 11;
Integral(M1,Y-vol(Union G,M2)) = product_sigma_Measure(M1,M2).(Union G)
by A2,Th102;
hence E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)}
by A12;
end;
theorem Th105:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st
E in Field_generated_by measurable_rectangles(S1,S2) & M1 is sigma_finite
holds
for V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2 st
V = [:A,B:] holds
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: E in Field_generated_by measurable_rectangles(S1,S2) and
A2: M1 is sigma_finite;
let V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume V = [:A,B:]; then
V in the set of all [:A,B:]
where A is Element of S1, B is Element of S2; then
A5: V in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2)
c= Field_generated_by measurable_rectangles(S1,S2) by SRINGS_3:21; then
A6: E /\ V in Field_generated_by measurable_rectangles(S1,S2)
by A1,A5,FINSUB_1:def 2;
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
E/\V in DisUnion measurable_rectangles(S1,S2) by A6,SRINGS_3:22; then
E/\V in { W where W is Subset of [:X1,X2:] :
ex G be disjoint_valued FinSequence of measurable_rectangles(S1,S2) st
W = Union G} by SRINGS_3:def 3; then
consider W be Subset of [:X1,X2:] such that
A11: E/\V = W
& ex G be disjoint_valued FinSequence of measurable_rectangles(S1,S2) st
W = Union G;
consider G be disjoint_valued FinSequence of measurable_rectangles(S1,S2)
such that
A12: E/\V = Union G by A11;
A13: G in (measurable_rectangles(S1,S2))* by FINSEQ_1:def 11;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
(measurable_rectangles(S1,S2))* c= (sigma measurable_rectangles(S1,S2))*
by FINSEQ_1:62; then
reconsider G as disjoint_valued FinSequence
of sigma measurable_rectangles(S1,S2) by A13,FINSEQ_1:def 11;
Integral(M2,X-vol(Union G,M1)) = product_sigma_Measure(M1,M2).(Union G)
by A2,Th103;
hence E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)}
by A12;
end;
theorem Th106:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st M2 is sigma_finite & V = [:A,B:] holds
Field_generated_by measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume A1: M2 is sigma_finite & V = [:A,B:];
let E be object;
assume A2: E in Field_generated_by measurable_rectangles(S1,S2);
sigma measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by Th1
.= sigma Field_generated_by measurable_rectangles(S1,S2)
by SRINGS_3:22; then
Field_generated_by measurable_rectangles(S1,S2)
c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
reconsider E1=E as Element of sigma measurable_rectangles(S1,S2) by A2;
E1 in Field_generated_by measurable_rectangles(S1,S2) by A2;
hence thesis by A1,Th104;
end;
theorem Th107:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st M1 is sigma_finite & V = [:A,B:] holds
Field_generated_by measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume A1: M1 is sigma_finite & V = [:A,B:];
let E be object;
assume A2: E in Field_generated_by measurable_rectangles(S1,S2);
sigma measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by Th1
.= sigma Field_generated_by measurable_rectangles(S1,S2)
by SRINGS_3:22; then
Field_generated_by measurable_rectangles(S1,S2)
c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9; then
reconsider E1=E as Element of sigma measurable_rectangles(S1,S2) by A2;
E1 in Field_generated_by measurable_rectangles(S1,S2) by A2;
hence thesis by A1,Th105;
end;
theorem Th108:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X1
st P is non-descending & lim P = E holds
ex K be SetSequence of S2 st
K is non-descending
& (for n be Nat holds K.n
= Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x))
& lim K = Measurable-X-section(E,x) /\ Measurable-X-section(V,x)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X1;
assume that
A1: P is non-descending and
A2: lim P = E;
A4: for n be Nat holds P.n in sigma measurable_rectangles(S1,S2);
reconsider P1 = P as SetSequence of [:X1,X2:];
consider G be SetSequence of X2 such that
A5: G is non-descending
& (for n be Nat holds G.n = X-section(P1.n,x)) by A1,Th37;
for n be Nat holds G.n in S2
proof
let n be Nat;
P1.n in sigma measurable_rectangles(S1,S2) by A4; then
X-section(P1.n,x) in S2 by Th44;
hence G.n in S2 by A5;
end; then
reconsider G as Set_Sequence of S2 by MEASURE8:def 2;
set K = Measurable-X-section(V,x) (/\) G;
A6: G is convergent & lim G = Union G by A5,SETLIM_1:63;
union rng G = X-section(union rng P,x) by A5,Th24; then
A7: Union G = X-section(union rng P,x) by CARD_3:def 4
.= X-section(Union P,x) by CARD_3:def 4
.= Measurable-X-section(E,x) by A1,A2,SETLIM_1:63;
A8: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S2
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ Measurable-X-section(V,x) by SETLIM_2:def 5; then
K.n1 = Measurable-X-section(P.n1,x) /\ Measurable-X-section(V,x) by A5;
hence K.n in S2;
end; then
reconsider K as SetSequence of S2 by A8,FUNCT_2:3;
A9: for n be Nat holds
K.n = Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x)
proof
let n be Nat;
K.n = G.n /\ Measurable-X-section(V,x) by SETLIM_2:def 5;
hence
K.n = Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x) by A5;
end;
take K;
thus thesis by A9,A7,A6,A5,SETLIM_2:22,92;
end;
theorem Th109:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
y be Element of X2
st P is non-descending & lim P = E
holds
ex K be SetSequence of S1 st
K is non-descending
& (for n be Nat holds K.n
= Measurable-Y-section(P.n,y) /\ Measurable-Y-section(V,y))
& lim K = Measurable-Y-section(E,y) /\ Measurable-Y-section(V,y)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X2;
assume that
A1: P is non-descending and
A2: lim P = E;
A4: for n be Nat holds P.n in sigma measurable_rectangles(S1,S2);
reconsider P1 = P as SetSequence of [:X1,X2:];
consider G be SetSequence of X1 such that
A5: G is non-descending
& (for n be Nat holds G.n = Y-section(P1.n,x)) by A1,Th38;
for n be Nat holds G.n in S1
proof
let n be Nat;
P1.n in sigma measurable_rectangles(S1,S2) by A4; then
Y-section(P1.n,x) in S1 by Th44;
hence G.n in S1 by A5;
end; then
reconsider G as Set_Sequence of S1 by MEASURE8:def 2;
set K = Measurable-Y-section(V,x) (/\) G;
A6: G is convergent & lim G = Union G by A5,SETLIM_1:63;
union rng G = Y-section(union rng P,x) by A5,Th26; then
A7: Union G = Y-section(union rng P,x) by CARD_3:def 4
.= Y-section(Union P,x) by CARD_3:def 4
.= Measurable-Y-section(E,x) by A1,A2,SETLIM_1:63;
A8: dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S1
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ Measurable-Y-section(V,x) by SETLIM_2:def 5; then
K.n1 = Measurable-Y-section(P.n1,x) /\ Measurable-Y-section(V,x) by A5;
hence K.n in S1;
end; then
reconsider K as SetSequence of S1 by A8,FUNCT_2:3;
A9: for n be Nat holds
K.n = Measurable-Y-section(P.n,x) /\ Measurable-Y-section(V,x)
proof
let n be Nat;
K.n = G.n /\ Measurable-Y-section(V,x) by SETLIM_2:def 5;
hence
K.n = Measurable-Y-section(P.n,x) /\ Measurable-Y-section(V,x) by A5;
end;
take K;
thus thesis by A9,A7,A5,A6,SETLIM_2:22,92;
end;
theorem Th110:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X1
st P is non-ascending & lim P = E holds
ex K be SetSequence of S2 st
K is non-ascending
& (for n be Nat holds K.n
= Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x))
& lim K = Measurable-X-section(E,x) /\ Measurable-X-section(V,x)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M2 be sigma_Measure of S2,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X1;
assume that
A1: P is non-ascending and
A2: lim P = E;
A4:for n be Nat holds P.n in sigma measurable_rectangles(S1,S2);
reconsider P1 = P as SetSequence of [:X1,X2:];
consider G be SetSequence of X2 such that
A5: G is non-ascending
& (for n be Nat holds G.n = X-section(P1.n,x)) by A1,Th39;
for n be Nat holds G.n in S2
proof
let n be Nat;
P1.n in sigma measurable_rectangles(S1,S2) by A4; then
X-section(P1.n,x) in S2 by Th44;
hence G.n in S2 by A5;
end; then
reconsider G as Set_Sequence of S2 by MEASURE8:def 2;
set K = Measurable-X-section(V,x) (/\) G;
A6:G is convergent & lim G = Intersection G by A5,SETLIM_1:64;
meet rng G = X-section(meet rng P,x) by A5,Th25; then
A7:Intersection G = X-section(meet rng P,x) by SETLIM_1:8
.= X-section(Intersection P,x) by SETLIM_1:8
.= Measurable-X-section(E,x) by A1,A2,SETLIM_1:64;
A8:dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S2
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ Measurable-X-section(V,x) by SETLIM_2:def 5; then
K.n1 = Measurable-X-section(P.n1,x) /\ Measurable-X-section(V,x) by A5;
hence K.n in S2;
end; then
reconsider K as SetSequence of S2 by A8,FUNCT_2:3;
A9:for n be Nat holds
K.n = Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x)
proof
let n be Nat;
K.n = G.n /\ Measurable-X-section(V,x) by SETLIM_2:def 5;
hence
K.n = Measurable-X-section(P.n,x) /\ Measurable-X-section(V,x) by A5;
end;
take K;
thus thesis by A9,A7,A6,A5,SETLIM_2:21,92;
end;
theorem Th111:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
y be Element of X2
st P is non-ascending & lim P = E holds
ex K be SetSequence of S1 st
K is non-ascending
& (for n be Nat holds K.n
= Measurable-Y-section(P.n,y) /\ Measurable-Y-section(V,y))
& lim K = Measurable-Y-section(E,y) /\ Measurable-Y-section(V,y)
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1,
E,V be Element of sigma measurable_rectangles(S1,S2),
P be Set_Sequence of sigma measurable_rectangles(S1,S2),
x be Element of X2;
assume that
A1: P is non-ascending and
A2: lim P = E;
A4:for n be Nat holds P.n in sigma measurable_rectangles(S1,S2);
reconsider P1 = P as SetSequence of [:X1,X2:];
consider G be SetSequence of X1 such that
A5: G is non-ascending
& (for n be Nat holds G.n = Y-section(P1.n,x)) by A1,Th40;
for n be Nat holds G.n in S1
proof
let n be Nat;
P1.n in sigma measurable_rectangles(S1,S2) by A4; then
Y-section(P1.n,x) in S1 by Th44;
hence G.n in S1 by A5;
end; then
reconsider G as Set_Sequence of S1 by MEASURE8:def 2;
set K = Measurable-Y-section(V,x) (/\) G;
A6:G is convergent & lim G = Intersection G by A5,SETLIM_1:64;
meet rng G = Y-section(meet rng P,x) by A5,Th27; then
A7:Intersection G = Y-section(meet rng P,x) by SETLIM_1:8
.= Y-section(Intersection P,x) by SETLIM_1:8
.= Measurable-Y-section(E,x) by A1,A2,SETLIM_1:64;
A8:dom K = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds K.n in S1
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
K.n1 = G.n1 /\ Measurable-Y-section(V,x) by SETLIM_2:def 5; then
K.n1 = Measurable-Y-section(P.n1,x) /\ Measurable-Y-section(V,x) by A5;
hence K.n in S1;
end; then
reconsider K as SetSequence of S1 by A8,FUNCT_2:3;
A9:for n be Nat holds
K.n = Measurable-Y-section(P.n,x) /\ Measurable-Y-section(V,x)
proof
let n be Nat;
K.n = G.n /\ Measurable-Y-section(V,x) by SETLIM_2:def 5;
hence
K.n = Measurable-Y-section(P.n,x) /\ Measurable-Y-section(V,x) by A5;
end;
take K;
thus thesis by A9,A7,A6,A5,SETLIM_2:21,92;
end;
theorem Th112:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st
M2 is sigma_finite & V = [:A,B:] & product_sigma_Measure(M1,M2).V < +infty &
M2.B < +infty
holds
{E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)}
is MonotoneClass of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume that
A01:M2 is sigma_finite and
A02:V = [:A,B:] and
A0: product_sigma_Measure(M1,M2).V < +infty and
PS2:M2.B < +infty;
set Z = {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)};
reconsider XX1 = X1 as Element of S1 by MEASURE1:7;
now let A be object;
assume A in Z; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A = E
& Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence A in bool [:X1,X2:];
end; then
A1:Z c= bool [:X1,X2:];
for A1 be SetSequence of [:X1,X2:] st
A1 is monotone & rng A1 c= Z holds lim A1 in Z
proof
let A1 be SetSequence of [:X1,X2:];
assume A2: A1 is monotone & rng A1 c= Z;
A4: for V be set st V in rng A1 holds V in sigma measurable_rectangles(S1,S2)
proof
let W be set;
assume W in rng A1; then
W in Z by A2; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
W = E
& Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence W in sigma measurable_rectangles(S1,S2);
end;
for n be Nat holds A1.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
dom A1 = NAT by FUNCT_2:def 1; then
n in dom A1 by ORDINAL1:def 12;
hence A1.n in sigma measurable_rectangles(S1,S2) by A4,FUNCT_1:3;
end; then
reconsider A2 = A1 as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
PP: for n be Nat holds Integral(M1,(Y-vol(A2.n /\ V,M2)))
= (product_sigma_Measure(M1,M2)).(A2.n /\ V)
proof
let n be Nat;
dom A2 = NAT by FUNCT_2:def 1; then
n in dom A2 by ORDINAL1:def 12; then
A2.n in Z by A2,FUNCT_1:3; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A2.n = E &
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence thesis;
end;
per cases by A2,SETLIM_1:def 1;
suppose
A3: A1 is non-descending;
union rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Union A1 in sigma measurable_rectangles(S1,S2) by CARD_3:def 4; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:63;
defpred P[Element of NAT, object] means
$2 = Y-vol(A2.$1 /\ V,M2);
T1: for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = Y-vol(A2.n /\ V,M2) as Element of PFuncs(X1,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = Y-vol(A2.n /\ V,M2);
end;
consider F be Function of NAT,PFuncs(X1,ExtREAL) such that
T2: for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(T1);
reconsider F as Functional_Sequence of X1,ExtREAL;
T2a: for n be Nat holds F.n = Y-vol(A2.n /\ V,M2)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by T2;
end;
F.0 = Y-vol(A2.0 /\ V,M2) by T2; then
T3: dom(F.0) = XX1 & F.0 is nonnegative by FUNCT_2:def 1;
T4: for n be Nat, x be Element of X1 holds (F#x).n = Y-vol(A2.n/\V,M2).x
proof
let n be Nat, x be Element of X1;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = Y-vol(A2.n /\ V,M2).x by T2a;
end;
T5: for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = Y-vol(A2.n /\ V,M2) & F.m = Y-vol(A2.m /\ V, M2) by T2a; then
dom(F.n) = XX1 & dom(F.m) = XX1 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end;
T6: for n be Nat holds F.n is_measurable_on XX1
proof
let n be Nat;
F.n = Y-vol(A2.n /\ V,M2) by T2a;
hence F.n is_measurable_on XX1 by A01,DefYvol;
end;
T7: for n,m be Nat st n <= m holds
for x be Element of X1 st x in XX1 holds (F.n).x <= (F.m).x
proof
let n,m be Nat;
assume T71: n <= m;
hereby let x be Element of X1;
assume x in XX1;
T72: A2.n /\ V c= A2.m /\ V by A3,T71,PROB_1:def 5,XBOOLE_1:26;
T73: M2.(Measurable-X-section(A2.n /\ V,x))
= Y-vol(A2.n /\ V,M2).x by A01,DefYvol
.= (F#x).n by T4
.= (F.n).x by MESFUNC5:def 13;
M2.(Measurable-X-section(A2.m /\ V,x))
= Y-vol(A2.m /\ V,M2).x by A01,DefYvol
.= (F#x).m by T4
.= (F.m).x by MESFUNC5:def 13;
hence (F.n).x <= (F.m).x by T72,T73,Th14,MEASURE1:31;
end;
end;
T8: for x be Element of X1 st x in XX1 holds F#x is convergent
proof
let x be Element of X1;
assume x in XX1;
now let n,m be Nat;
assume m <= n; then
(F.m).x <= (F.n).x by T7; then
(F#x).m <= (F.n).x by MESFUNC5:def 13;
hence (F#x).m <= (F#x).n by MESFUNC5:def 13;
end; then
F#x is non-decreasing by RINFSUP2:7;
hence F#x is convergent by RINFSUP2:37;
end;
consider I be ExtREAL_sequence such that
V2: ( for n be Nat holds I.n = Integral(M1,F.n))
& I is convergent
& Integral(M1,lim F) = lim I by T3,T5,T6,T7,T8,MESFUNC8:def 2,MESFUNC9:52;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
V4: dom(lim F) = dom(Y-vol(E/\V,M2)) by T3,FUNCT_2:def 1;
for x be Element of X1 st x in dom(lim F) holds
(lim F).x = Y-vol(E/\V,M2).x
proof
let x be Element of X1;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S2 such that
L3: G is non-descending
& (for n be Nat holds
G.n = Measurable-X-section(A2.n,x) /\ Measurable-X-section(V,x))
& lim G = Measurable-X-section(E,x) /\ Measurable-X-section(V,x)
by A3,Th108;
for n be Element of NAT holds (F#x).n = (M2*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= Y-vol(A2.n /\ V,M2).x by T2
.= M2.(Measurable-X-section(A2.n /\ V,x)) by A01,DefYvol;
Measurable-X-section(A2.n /\ V,x)
= Measurable-X-section(A2.n,x) /\ Measurable-X-section(V,x)
by Th21; then
Measurable-X-section(A2.n /\ V,x) = G.n by L3;
hence (F#x).n = (M2*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M2*G by FUNCT_2:63; then
(lim F).x = M2.(Measurable-X-section(E,x) /\ Measurable-X-section(V,x))
by L2,L3,MEASURE8:26; then
(lim F).x = M2.(Measurable-X-section(E /\ V,x)) by Th21;
hence (lim F).x = Y-vol(E /\ V,M2).x by A01,DefYvol;
end; then
V3: lim F = Y-vol(E/\V,M2) by V4,PARTFUN1:5;
set J = V (/\) A2;
E1: dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds
J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = A2.n1 /\ V by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11: J is non-descending by A3,SETLIM_2:22;
A2 is convergent by A3,SETLIM_1:63; then
R13: lim J = E /\ V by SETLIM_2:92;
R3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4: dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2: (product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21: dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M1,F.n) by V2 .= Integral(M1,Y-vol(A2.n /\ V,M2)) by T2
.= (product_sigma_Measure(M1,M2)).(A2.n /\ V) by PP
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
lim I = lim( (product_sigma_Measure(M1,M2))/*J ) by FUNCT_2:63; then
lim I = (product_sigma_Measure(M1,M2)).(E/\V)
by R13,R11,R2,R3,MEASURE8:26;
hence lim A1 in Z by V2,V3;
end;
suppose
A3: A1 is non-ascending;
meet rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Intersection A1 in sigma measurable_rectangles(S1,S2) by SETLIM_1:8; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:64;
defpred P[Element of NAT, object] means
$2 = Y-vol(A2.$1 /\ V,M2);
T1: for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = Y-vol(A2.n /\ V,M2) as Element of PFuncs(X1,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = Y-vol(A2.n /\ V,M2);
end;
consider F be Function of NAT,PFuncs(X1,ExtREAL) such that
T2: for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(T1);
reconsider F as Functional_Sequence of X1,ExtREAL;
T2a: for n be Nat holds F.n = Y-vol(A2.n /\ V,M2)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by T2;
end;
F.0 = Y-vol(A2.0 /\ V,M2) by T2; then
T3: dom(F.0) = XX1 by FUNCT_2:def 1;
T4: for n be Nat, x be Element of X1 holds (F#x).n = Y-vol(A2.n/\V,M2).x
proof
let n be Nat, x be Element of X1;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = Y-vol(A2.n /\ V,M2).x by T2a;
end;
for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = Y-vol(A2.n /\ V,M2) & F.m = Y-vol(A2.m /\ V, M2) by T2a; then
dom(F.n) = XX1 & dom(F.m) = XX1 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end; then
reconsider F as with_the_same_dom Functional_Sequence of X1,ExtREAL
by MESFUNC8:def 2;
T6: for n be Nat holds F.n is nonnegative & F.n is_measurable_on XX1
proof
let n be Nat;
F.n = Y-vol(A2.n /\ V,M2) by T2a;
hence F.n is nonnegative & F.n is_measurable_on XX1 by A01,DefYvol;
end;
T7: for x be Element of X1, n,m be Nat st x in XX1 & n <= m holds
(F.n).x >= (F.m).x
proof
let x be Element of X1, n,m be Nat;
assume x in XX1 & n <= m; then
T72: A2.m /\ V c= A2.n /\ V by A3,PROB_1:def 4,XBOOLE_1:26;
T73: M2.(Measurable-X-section(A2.n /\ V,x))
= Y-vol(A2.n /\ V,M2).x by A01,DefYvol
.= (F#x).n by T4
.= (F.n).x by MESFUNC5:def 13;
M2.(Measurable-X-section(A2.m /\ V,x))
= Y-vol(A2.m /\ V,M2).x by A01,DefYvol
.= (F#x).m by T4
.= (F.m).x by MESFUNC5:def 13;
hence (F.m).x <= (F.n).x by T72,T73,Th14,MEASURE1:31;
end;
M3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2;
Integral(M1,(F.0)|XX1) = Integral(M1,Y-vol(A2.0 /\ V,M2)) by T2a; then
M1: Integral(M1,(F.0)|XX1) = (product_sigma_Measure(M1,M2)).(A2.0 /\ V)
by PP;
product_sigma_Measure(M1,M2).(A2.0 /\ V)
<= product_sigma_Measure(M1,M2).V by M3,MEASURE1:31,XBOOLE_1:17; then
Integral(M1,(F.0)|XX1) < +infty by A0,M1,XXREAL_0:2; then
consider I be ExtREAL_sequence such that
V2: (for n be Nat holds I.n = Integral(M1,F.n))
& I is convergent
& lim I = Integral(M1,lim F) by T3,T6,T7,MESFUN10:18;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
V4: dom(lim F) = dom(Y-vol(E/\V,M2)) by T3,FUNCT_2:def 1;
for x be Element of X1 st x in dom(lim F) holds
(lim F).x = Y-vol(E/\V,M2).x
proof
let x be Element of X1;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S2 such that
L3: G is non-ascending
& (for n be Nat holds
G.n = Measurable-X-section(A2.n,x) /\ Measurable-X-section(V,x))
& lim G = Measurable-X-section(E,x) /\ Measurable-X-section(V,x)
by A3,Th110;
G.0 = Measurable-X-section(A2.0,x) /\ Measurable-X-section(V,x)
by L3; then
L31: M2.(G.0) <= M2.(Measurable-X-section(V,x)) by MEASURE1:31,XBOOLE_1:17;
Measurable-X-section(V,x) c= B by A02,Th16; then
M2.(Measurable-X-section(V,x)) <= M2.B by MEASURE1:31; then
M2.(G.0) <= M2.B by L31,XXREAL_0:2; then
LL: M2.(G.0) < +infty by PS2,XXREAL_0:2;
for n be Element of NAT holds (F#x).n = (M2*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= Y-vol(A2.n /\ V,M2).x by T2
.= M2.(Measurable-X-section(A2.n /\ V,x)) by A01,DefYvol;
Measurable-X-section(A2.n /\ V,x)
= Measurable-X-section(A2.n,x) /\ Measurable-X-section(V,x)
by Th21; then
Measurable-X-section(A2.n /\ V,x) = G.n by L3;
hence (F#x).n = (M2*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M2*G by FUNCT_2:63; then
(lim F).x = M2.(Measurable-X-section(E,x) /\ Measurable-X-section(V,x))
by L2,L3,LL,MEASURE8:31; then
(lim F).x = M2.(Measurable-X-section(E /\ V,x)) by Th21;
hence (lim F).x = Y-vol(E /\ V,M2).x by A01,DefYvol;
end; then
V3: lim F = Y-vol(E/\V,M2) by V4,PARTFUN1:5;
set J = V (/\) A2;
E1: dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds
J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = A2.n1 /\ V by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11: J is non-ascending by A3,SETLIM_2:21;
A2 is convergent by A3,SETLIM_1:64; then
R13: lim J = E /\ V by SETLIM_2:92;
R3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4: dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2: (product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
A2.0 /\ V c= V by XBOOLE_1:17; then
J.0 c= V by SETLIM_2:def 5; then
product_sigma_Measure(M1,M2).(J.0)
<= product_sigma_Measure(M1,M2).V by R3,MEASURE1:31; then
K1: product_sigma_Measure(M1,M2).(J.0) < +infty by A0,XXREAL_0:2;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21: dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M1,F.n) by V2 .= Integral(M1,Y-vol(A2.n /\ V,M2)) by T2
.= (product_sigma_Measure(M1,M2)).(A2.n /\ V) by PP
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
lim I = lim( (product_sigma_Measure(M1,M2))/*J ) by FUNCT_2:63; then
lim I = (product_sigma_Measure(M1,M2)).(E/\V)
by R13,R11,R2,R3,K1,MEASURE8:31;
hence lim A1 in Z by V2,V3;
end;
end;
hence thesis by A1,PROB_3:69;
end;
theorem Th113:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st
M1 is sigma_finite & V = [:A,B:] & product_sigma_Measure(M1,M2).V < +infty &
M1.A < +infty
holds
{E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)}
is MonotoneClass of [:X1,X2:]
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
assume that
A01:M1 is sigma_finite and
A02:V = [:A,B:] and
A0: product_sigma_Measure(M1,M2).V < +infty and
PS2:M1.A < +infty;
set Z = {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)};
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
now let A be object;
assume A in Z; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A = E
& Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence A in bool [:X1,X2:];
end; then
A1:Z c= bool [:X1,X2:];
for A1 be SetSequence of [:X1,X2:] st
A1 is monotone & rng A1 c= Z holds lim A1 in Z
proof
let A1 be SetSequence of [:X1,X2:];
assume A2: A1 is monotone & rng A1 c= Z;
A4: for V be set st V in rng A1 holds V in sigma measurable_rectangles(S1,S2)
proof
let W be set;
assume W in rng A1; then
W in Z by A2; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
W = E
& Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence W in sigma measurable_rectangles(S1,S2);
end;
for n be Nat holds A1.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
dom A1 = NAT by FUNCT_2:def 1; then
n in dom A1 by ORDINAL1:def 12;
hence A1.n in sigma measurable_rectangles(S1,S2) by A4,FUNCT_1:3;
end; then
reconsider A2 = A1 as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
PP: for n be Nat holds Integral(M2,(X-vol(A2.n /\ V,M1)))
= (product_sigma_Measure(M1,M2)).(A2.n /\ V)
proof
let n be Nat;
dom A2 = NAT by FUNCT_2:def 1; then
n in dom A2 by ORDINAL1:def 12; then
A2.n in Z by A2,FUNCT_1:3; then
ex E be Element of sigma measurable_rectangles(S1,S2) st
A2.n = E &
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V);
hence thesis;
end;
per cases by A2,SETLIM_1:def 1;
suppose
A3: A1 is non-descending;
union rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Union A1 in sigma measurable_rectangles(S1,S2) by CARD_3:def 4; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:63;
defpred P[Element of NAT, object] means $2 = X-vol(A2.$1 /\ V,M1);
T1: for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = X-vol(A2.n /\ V,M1) as Element of PFuncs(X2,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = X-vol(A2.n /\ V,M1);
end;
consider F be Function of NAT,PFuncs(X2,ExtREAL) such that
T2: for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(T1);
reconsider F as Functional_Sequence of X2,ExtREAL;
T2a: for n be Nat holds F.n = X-vol(A2.n /\ V,M1)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by T2;
end;
F.0 = X-vol(A2.0 /\ V,M1) by T2; then
T3: dom(F.0) = XX2 & F.0 is nonnegative by FUNCT_2:def 1;
T4: for n be Nat, x be Element of X2 holds (F#x).n = X-vol(A2.n/\V,M1).x
proof
let n be Nat, x be Element of X2;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = X-vol(A2.n /\ V,M1).x by T2a;
end;
T5: for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = X-vol(A2.n /\ V,M1) & F.m = X-vol(A2.m /\ V, M1) by T2a; then
dom(F.n) = XX2 & dom(F.m) = XX2 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end;
T6: for n be Nat holds F.n is_measurable_on XX2
proof
let n be Nat;
F.n = X-vol(A2.n /\ V,M1) by T2a;
hence F.n is_measurable_on XX2 by A01,DefXvol;
end;
T7: for n,m be Nat st n <= m holds
for x be Element of X2 st x in XX2 holds (F.n).x <= (F.m).x
proof
let n,m be Nat;
assume T71: n <= m;
hereby let x be Element of X2;
assume x in XX2;
T72: A2.n /\ V c= A2.m /\ V by A3,T71,PROB_1:def 5,XBOOLE_1:26;
T73: M1.(Measurable-Y-section(A2.n /\ V,x))
= X-vol(A2.n /\ V,M1).x by A01,DefXvol
.= (F#x).n by T4
.= (F.n).x by MESFUNC5:def 13;
M1.(Measurable-Y-section(A2.m /\ V,x))
= X-vol(A2.m /\ V,M1).x by A01,DefXvol
.= (F#x).m by T4
.= (F.m).x by MESFUNC5:def 13;
hence (F.n).x <= (F.m).x by T72,T73,Th15,MEASURE1:31;
end;
end;
T8: for x be Element of X2 st x in XX2 holds F#x is convergent
proof
let x be Element of X2;
assume x in XX2;
now let n,m be Nat;
assume m <= n; then
(F.m).x <= (F.n).x by T7; then
(F#x).m <= (F.n).x by MESFUNC5:def 13;
hence (F#x).m <= (F#x).n by MESFUNC5:def 13;
end; then
F#x is non-decreasing by RINFSUP2:7;
hence F#x is convergent by RINFSUP2:37;
end;
consider I be ExtREAL_sequence such that
V2: ( for n be Nat holds I.n = Integral(M2,F.n))
& I is convergent
& Integral(M2,lim F) = lim I by T3,T5,T6,T7,T8,MESFUNC9:52,MESFUNC8:def 2;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
V4: dom(lim F) = dom(X-vol(E/\V,M1)) by T3,FUNCT_2:def 1;
for x be Element of X2 st x in dom(lim F) holds
(lim F).x = X-vol(E/\V,M1).x
proof
let x be Element of X2;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S1 such that
L3: G is non-descending & (for n be Nat holds
G.n = Measurable-Y-section(A2.n,x) /\ Measurable-Y-section(V,x))
& lim G = Measurable-Y-section(E,x) /\ Measurable-Y-section(V,x)
by A3,Th109;
for n be Element of NAT holds (F#x).n = (M1*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= X-vol(A2.n /\ V,M1).x by T2
.= M1.(Measurable-Y-section(A2.n /\ V,x)) by A01,DefXvol;
Measurable-Y-section(A2.n /\ V,x)
= Measurable-Y-section(A2.n,x) /\ Measurable-Y-section(V,x)
by Th21; then
Measurable-Y-section(A2.n /\ V,x) = G.n by L3;
hence (F#x).n = (M1*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M1*G by FUNCT_2:63; then
(lim F).x = M1.(Measurable-Y-section(E,x) /\ Measurable-Y-section(V,x))
by L2,L3,MEASURE8:26; then
(lim F).x = M1.(Measurable-Y-section(E /\ V,x)) by Th21;
hence (lim F).x = X-vol(E /\ V,M1).x by A01,DefXvol;
end; then
V3: lim F = X-vol(E/\V,M1) by V4,PARTFUN1:5;
set J = V (/\) A2;
E1: dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds
J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = A2.n1 /\ V by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11: J is non-descending by A3,SETLIM_2:22;
A2 is convergent by A3,SETLIM_1:63; then
R13: lim J = E /\ V by SETLIM_2:92;
R3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4: dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2: (product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21: dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M2,F.n) by V2 .= Integral(M2,X-vol(A2.n /\ V,M1)) by T2
.= (product_sigma_Measure(M1,M2)).(A2.n /\ V) by PP
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
lim I = lim( (product_sigma_Measure(M1,M2))/*J ) by FUNCT_2:63; then
lim I = (product_sigma_Measure(M1,M2)).(E/\V)
by R13,R11,R2,R3,MEASURE8:26;
hence lim A1 in Z by V2,V3;
end;
suppose
A3: A1 is non-ascending;
meet rng A1 in sigma measurable_rectangles(S1,S2) by A4,MEASURE1:35; then
Intersection A1 in sigma measurable_rectangles(S1,S2) by SETLIM_1:8; then
reconsider E = lim A1 as Element of sigma measurable_rectangles(S1,S2)
by A3,SETLIM_1:64;
defpred P[Element of NAT, object] means $2 = X-vol(A2.$1 /\ V,M1);
T1: for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = X-vol(A2.n /\ V,M1) as Element of PFuncs(X2,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = X-vol(A2.n /\ V,M1);
end;
consider F be Function of NAT,PFuncs(X2,ExtREAL) such that
T2: for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(T1);
reconsider F as Functional_Sequence of X2,ExtREAL;
T2a: for n be Nat holds F.n = X-vol(A2.n /\ V,M1)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by T2;
end;
F.0 = X-vol(A2.0 /\ V,M1) by T2; then
T3: dom(F.0) = XX2 by FUNCT_2:def 1;
T4: for n be Nat, x be Element of X2 holds (F#x).n = X-vol(A2.n/\V,M1).x
proof
let n be Nat, x be Element of X2;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = X-vol(A2.n /\ V,M1).x by T2a;
end;
for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = X-vol(A2.n /\ V,M1) & F.m = X-vol(A2.m /\ V, M1) by T2a; then
dom(F.n) = XX2 & dom(F.m) = XX2 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end; then
reconsider F as with_the_same_dom Functional_Sequence of X2,ExtREAL
by MESFUNC8:def 2;
T6: for n be Nat holds F.n is nonnegative & F.n is_measurable_on XX2
proof
let n be Nat;
F.n = X-vol(A2.n /\ V,M1) by T2a;
hence F.n is nonnegative & F.n is_measurable_on XX2 by A01,DefXvol;
end;
T7: for x be Element of X2, n,m be Nat st x in XX2 & n <= m holds
(F.n).x >= (F.m).x
proof
let x be Element of X2, n,m be Nat;
assume x in XX2 & n <= m; then
T72: A2.m /\ V c= A2.n /\ V by A3,PROB_1:def 4,XBOOLE_1:26;
T73: M1.(Measurable-Y-section(A2.n /\ V,x))
= X-vol(A2.n /\ V,M1).x by A01,DefXvol
.= (F#x).n by T4
.= (F.n).x by MESFUNC5:def 13;
M1.(Measurable-Y-section(A2.m /\ V,x))
= X-vol(A2.m /\ V,M1).x by A01,DefXvol
.= (F#x).m by T4
.= (F.m).x by MESFUNC5:def 13;
hence (F.m).x <= (F.n).x by T72,T73,Th15,MEASURE1:31;
end;
M3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2;
Integral(M2,(F.0)|XX2) = Integral(M2,X-vol(A2.0 /\ V,M1)) by T2a; then
M1: Integral(M2,(F.0)|XX2) = (product_sigma_Measure(M1,M2)).(A2.0 /\ V)
by PP;
product_sigma_Measure(M1,M2).(A2.0 /\ V)
<= product_sigma_Measure(M1,M2).V by M3,MEASURE1:31,XBOOLE_1:17; then
Integral(M2,(F.0)|XX2) < +infty by A0,M1,XXREAL_0:2; then
consider I be ExtREAL_sequence such that
V2: (for n be Nat holds I.n = Integral(M2,F.n))
& I is convergent
& lim I = Integral(M2,lim F) by T3,T6,T7,MESFUN10:18;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
V4: dom(lim F) = dom(X-vol(E/\V,M1)) by T3,FUNCT_2:def 1;
for x be Element of X2 st x in dom(lim F) holds
(lim F).x = X-vol(E/\V,M1).x
proof
let x be Element of X2;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S1 such that
L3: G is non-ascending
& (for n be Nat holds
G.n = Measurable-Y-section(A2.n,x) /\ Measurable-Y-section(V,x))
& lim G = Measurable-Y-section(E,x) /\ Measurable-Y-section(V,x)
by A3,Th111;
G.0 = Measurable-Y-section(A2.0,x) /\ Measurable-Y-section(V,x)
by L3; then
L31: M1.(G.0) <= M1.(Measurable-Y-section(V,x)) by MEASURE1:31,XBOOLE_1:17;
Measurable-Y-section(V,x) c= A by A02,Th16; then
M1.(Measurable-Y-section(V,x)) <= M1.A by MEASURE1:31; then
M1.(G.0) <= M1.A by L31,XXREAL_0:2; then
LL: M1.(G.0) < +infty by PS2,XXREAL_0:2;
for n be Element of NAT holds (F#x).n = (M1*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= X-vol(A2.n /\ V,M1).x by T2
.= M1.(Measurable-Y-section(A2.n /\ V,x)) by A01,DefXvol;
Measurable-Y-section(A2.n /\ V,x)
= Measurable-Y-section(A2.n,x) /\ Measurable-Y-section(V,x)
by Th21; then
Measurable-Y-section(A2.n /\ V,x) = G.n by L3;
hence (F#x).n = (M1*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M1*G by FUNCT_2:63; then
(lim F).x = M1.(Measurable-Y-section(E,x) /\ Measurable-Y-section(V,x))
by L2,L3,LL,MEASURE8:31; then
(lim F).x = M1.(Measurable-Y-section(E /\ V,x)) by Th21;
hence (lim F).x = X-vol(E /\ V,M1).x by A01,DefXvol;
end; then
V3: lim F = X-vol(E/\V,M1) by V4,PARTFUN1:5;
set J = V (/\) A2;
E1: dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds
J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = A2.n1 /\ V by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11: J is non-ascending by A3,SETLIM_2:21;
A2 is convergent by A3,SETLIM_1:64; then
R13: lim J = E /\ V by SETLIM_2:92;
R3: product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4: dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2: (product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
A2.0 /\ V c= V by XBOOLE_1:17; then
J.0 c= V by SETLIM_2:def 5; then
product_sigma_Measure(M1,M2).(J.0)
<= product_sigma_Measure(M1,M2).V by R3,MEASURE1:31; then
K1: product_sigma_Measure(M1,M2).(J.0) < +infty by A0,XXREAL_0:2;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21: dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M2,F.n) by V2 .= Integral(M2,X-vol(A2.n /\ V,M1)) by T2
.= (product_sigma_Measure(M1,M2)).(A2.n /\ V) by PP
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
lim I = lim( (product_sigma_Measure(M1,M2))/*J )
by FUNCT_2:63; then
lim I = (product_sigma_Measure(M1,M2)).(E/\V)
by R13,R11,R2,R3,K1,MEASURE8:31;
hence lim A1 in Z by V2,V3;
end;
end;
hence thesis by A1,PROB_3:69;
end;
theorem Th114:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st M2 is sigma_finite & V = [:A,B:]
& product_sigma_Measure(M1,M2).V < +infty & M2.B < +infty holds
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
set K = {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\V,M2))) = (product_sigma_Measure(M1,M2)).(E/\V)};
assume that
A1:M2 is sigma_finite and
A2:V = [:A,B:] and
A3:product_sigma_Measure(M1,M2).V < +infty and
A4:M2.B < +infty;
A5:K is MonotoneClass of [:X1,X2:] by A1,A2,A3,A4,Th112;
A6:Field_generated_by measurable_rectangles(S1,S2) c= K by A1,A2,Th106;
sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22
.= sigma measurable_rectangles(S1,S2) by Th1;
hence thesis by A5,A6,Th87;
end;
theorem Th115:
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2
st M1 is sigma_finite & V = [:A,B:]
& product_sigma_Measure(M1,M2).V < +infty & M1.A < +infty holds
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)}
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
V be Element of sigma measurable_rectangles(S1,S2),
A be Element of S1, B be Element of S2;
set K = {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\V,M1))) = (product_sigma_Measure(M1,M2)).(E/\V)};
assume that
A1:M1 is sigma_finite and
A2:V = [:A,B:] and
A3:product_sigma_Measure(M1,M2).V < +infty and
A4:M1.A < +infty;
A5:K is MonotoneClass of [:X1,X2:] by A1,A2,A3,A4,Th113;
A6:Field_generated_by measurable_rectangles(S1,S2) c= K by A1,A2,Th107;
sigma Field_generated_by measurable_rectangles(S1,S2)
= sigma DisUnion measurable_rectangles(S1,S2) by SRINGS_3:22
.= sigma measurable_rectangles(S1,S2) by Th1;
hence thesis by A5,A6,Th87;
end;
theorem Th116:
for X,Y be set, A be SetSequence of X, B be SetSequence of Y,
C be SetSequence of [:X,Y:] st A is non-descending & B is non-descending &
(for n be Nat holds C.n = [:A.n,B.n:]) holds
C is non-descending & C is convergent & Union C = [:Union A,Union B:]
proof
let X,Y be set, A be SetSequence of X, B be SetSequence of Y,
C be SetSequence of [:X,Y:];
assume that
A1: A is non-descending and
A2: B is non-descending and
A3: (for n be Nat holds C.n = [:A.n,B.n:]);
for n,m be Nat st n <= m holds C.n c= C.m
proof
let n,m be Nat;
assume n <= m; then
A.n c= A.m & B.n c= B.m by A1,A2,PROB_1:def 5; then
[:A.n,B.n:] c= [:A.m,B.m:] by ZFMISC_1:96; then
C.n c= [:A.m,B.m:] by A3;
hence C.n c= C.m by A3;
end;
hence C is non-descending by PROB_1:def 5;
hence C is convergent by SETLIM_1:63;
now let z be set;
assume z in [:Union A,Union B:]; then
consider x,y be object such that
A6: x in Union A & y in Union B & z = [x,y] by ZFMISC_1:def 2;
A7: x in union rng A & y in union rng B by A6,CARD_3:def 4; then
consider A1 be set such that
A8: x in A1 & A1 in rng A by TARSKI:def 4;
consider n be object such that
A9: n in dom A & A1 = A.n by A8,FUNCT_1:def 3;
reconsider n as Nat by A9;
consider B1 be set such that
A10: y in B1 & B1 in rng B by A7,TARSKI:def 4;
consider m be object such that
A11: m in dom B & B1 = B.m by A10,FUNCT_1:def 3;
reconsider m as Nat by A11;
reconsider N = max(n,m) as Element of NAT by ORDINAL1:def 12;
A.n c= A.N & B.m c= B.N by A1,A2,XXREAL_0:25,PROB_1:def 5; then
z in [:A.N,B.N:] by A6,A8,A9,A10,A11,ZFMISC_1:def 2; then
z in C.N & C.N in rng C by A3,FUNCT_2:112; then
z in union rng C by TARSKI:def 4;
hence z in Union C by CARD_3:def 4;
end; then
A12: [:Union A,Union B:] c= Union C;
now let z be set;
assume z in Union C; then
z in union rng C by CARD_3:def 4; then
consider C1 be set such that
A13: z in C1 & C1 in rng C by TARSKI:def 4;
consider n be object such that
A14: n in dom C & C1 = C.n by A13,FUNCT_1:def 3;
reconsider n as Element of NAT by A14;
z in [:A.n,B.n:] by A3,A13,A14; then
consider x,y be object such that
A15: x in A.n & y in B.n & z = [x,y] by ZFMISC_1:def 2;
A.n in rng A & B.n in rng B by FUNCT_2:112; then
x in union rng A & y in union rng B by A15,TARSKI:def 4; then
x in Union A & y in Union B by CARD_3:def 4;
hence z in [:Union A,Union B:] by A15,ZFMISC_1:def 2;
end; then
Union C c= [:Union A,Union B:];
hence Union C = [:Union A,Union B:] by A12;
end;
::$N Fubini's theorem
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st M1 is sigma_finite & M2 is sigma_finite
holds Integral(M1,(Y-vol(E,M2))) = (product_sigma_Measure(M1,M2)).E
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M1 is sigma_finite and
A2: M2 is sigma_finite;
consider A be Set_Sequence of S1 such that
A3: A is non-descending & (for n be Nat holds M1.(A.n) < +infty)
& lim A = X1 by A1,LM0902a;
consider B be Set_Sequence of S2 such that
A4: B is non-descending & (for n be Nat holds M2.(B.n) < +infty)
& lim B = X2 by A2,LM0902a;
deffunc C(Element of NAT) = [:A.$1,B.$1:];
consider C be Function of NAT,bool [:X1,X2:] such that
A5: for n be Element of NAT holds C.n = C(n) from FUNCT_2:sch 4;
A6:for n be Nat holds C.n = [:A.n,B.n:]
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence C.n = [:A.n,B.n:] by A5;
end;
for n be Nat holds C.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
A7: C.n = [:A.n,B.n:] by A6;
A.n in S1 & B.n in S2 by MEASURE8:def 2; then
C.n in the set of all [:A,B:]
where A is Element of S1, B is Element of S2 by A7; then
A8: C.n in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9;
hence C.n in sigma measurable_rectangles(S1,S2) by A8;
end; then
reconsider C as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
a9:for n,m be Nat st n <= m holds C.n c= C.m
proof
let n,m be Nat;
assume n <= m; then
A.n c= A.m & B.n c= B.m by A3,A4,PROB_1:def 5; then
[:A.n,B.n:] c= [:A.m,B.m:] by ZFMISC_1:96; then
C.n c= [:A.m,B.m:] by A6;
hence C.n c= C.m by A6;
end; then
A9:C is non-descending by PROB_1:def 5; then
a10:lim C = Union C by SETLIM_1:63;
a11:lim A = Union A & lim B = Union B by A3,A4,SETLIM_1:63;
A15:for n be Nat holds product_sigma_Measure(M1,M2).(C.n) < +infty
proof
let n be Nat;
A12:A.n in S1 & B.n in S2 & C.n in sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
C.n = [:A.n,B.n:] by A6; then
A13:product_sigma_Measure(M1,M2).(C.n) = M1.(A.n) * M2.(B.n) by A12,Th10;
M1.(A.n) <> +infty & M1.(A.n) <> -infty
& M2.(B.n) <> +infty & M2.(B.n) <> -infty by A3,A4,SUPINF_2:51;
hence product_sigma_Measure(M1,M2).(C.n) < +infty
by A13,XXREAL_3:69,XXREAL_0:4;
end;
set C1 = E (/\) C;
A16:dom C1 = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds C1.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
C1.n = C.n1 /\ E by SETLIM_2:def 5;
hence C1.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider C1 as SetSequence of sigma measurable_rectangles(S1,S2)
by A16,FUNCT_2:3;
A17:for n be Nat holds
Integral(M1,(Y-vol(E /\ C.n,M2)))
= product_sigma_Measure(M1,M2).(E /\ C.n)
proof
let n be Nat;
A18:A.n in S1 & B.n in S2 & C.n in sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
A19:C.n = [:A.n,B.n:] by A6;
A20:product_sigma_Measure(M1,M2).(C.n) < +infty by A15;
M2.(B.n) < +infty by A4; then
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\C.n,M2)))
= (product_sigma_Measure(M1,M2)).(E/\C.n)}
by A2,A18,A19,A20,Th114; then
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M1,(Y-vol(E/\C.n,M2)))
= (product_sigma_Measure(M1,M2)).(E/\C.n)}; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
E = E1 & Integral(M1,(Y-vol(E1 /\ C.n,M2)))
= (product_sigma_Measure(M1,M2)).(E1/\C.n);
hence thesis;
end;
defpred P[Element of NAT,object] means
$2 = Y-vol(E /\ C.$1,M2);
A21:for n be Element of NAT ex f be Element of PFuncs(X1,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = Y-vol(E /\ C.n,M2) as Element of PFuncs(X1,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = Y-vol(E /\ C.n,M2);
end;
consider F be Function of NAT,PFuncs(X1,ExtREAL) such that
A22:for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(A21);
reconsider F as Functional_Sequence of X1,ExtREAL;
A23:for n be Nat holds F.n = Y-vol(E /\ C.n,M2)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by A22;
end;
reconsider XX1 = X1 as Element of S1 by MEASURE1:7;
reconsider X12 = [:X1,X2:] as Element of sigma measurable_rectangles(S1,S2)
by MEASURE1:7;
F.0 = Y-vol(E /\ C.0,M2) by A22; then
A24:dom(F.0) = XX1 & F.0 is nonnegative by FUNCT_2:def 1;
A25:for n be Nat, x be Element of X1 holds (F#x).n = Y-vol(E /\ C.n,M2).x
proof
let n be Nat, x be Element of X1;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = Y-vol(E /\ C.n,M2).x by A23;
end;
a26:for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = Y-vol(E /\ C.n,M2) & F.m = Y-vol(E /\ C.m,M2) by A23; then
dom(F.n) = XX1 & dom(F.m) = XX1 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end;
A27:for n be Nat holds F.n is_measurable_on XX1
proof
let n be Nat;
F.n = Y-vol(E /\ C.n,M2) by A23;
hence F.n is_measurable_on XX1 by A2,DefYvol;
end;
A28:for n,m be Nat st n <= m holds
for x be Element of X1 st x in XX1 holds (F.n).x <= (F.m).x
proof
let n,m be Nat;
assume A29: n <= m;
let x be Element of X1;
assume x in XX1;
A30: E /\ C.n c= E /\ C.m by a9,A29,XBOOLE_1:26;
A31: M2.(Measurable-X-section(E /\ C.n,x))
= Y-vol(E /\ C.n,M2).x by A2,DefYvol
.= (F#x).n by A25
.= (F.n).x by MESFUNC5:def 13;
M2.(Measurable-X-section(E /\ C.m,x))
= Y-vol(E /\ C.m,M2).x by A2,DefYvol
.= (F#x).m by A25
.= (F.m).x by MESFUNC5:def 13;
hence (F.n).x <= (F.m).x by A30,A31,Th14,MEASURE1:31;
end;
A32:for x be Element of X1 st x in XX1 holds F#x is convergent
proof
let x be Element of X1;
assume x in XX1;
now let n,m be Nat;
assume m <= n; then
(F.m).x <= (F.n).x by A28; then
(F#x).m <= (F.n).x by MESFUNC5:def 13;
hence (F#x).m <= (F#x).n by MESFUNC5:def 13;
end; then
F#x is non-decreasing by RINFSUP2:7;
hence F#x is convergent by RINFSUP2:37;
end;
consider I be ExtREAL_sequence such that
A33: (for n be Nat holds I.n = Integral(M1,F.n))
& I is convergent & Integral(M1,lim F) = lim I
by A24,a26,A27,A28,A32,MESFUNC8:def 2,MESFUNC9:52;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
A34:dom(lim F) = dom(Y-vol(E,M2)) by A24,FUNCT_2:def 1;
for x be Element of X1 st x in dom(lim F) holds (lim F).x = Y-vol(E,M2).x
proof
let x be Element of X1;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S2 such that
L3: G is non-descending
& (for n be Nat holds
G.n = Measurable-X-section(C.n,x) /\ Measurable-X-section(E,x))
& lim G = Measurable-X-section(X12,x) /\ Measurable-X-section(E,x)
by A9,a11,A3,A4,a10,A6,Th116,Th108;
for n be Element of NAT holds (F#x).n = (M2*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= Y-vol(C.n /\ E,M2).x by A22
.= M2.(Measurable-X-section(C.n /\ E,x)) by A2,DefYvol;
Measurable-X-section(C.n /\ E,x)
= Measurable-X-section(C.n,x) /\ Measurable-X-section(E,x) by Th21; then
Measurable-X-section(C.n /\ E,x) = G.n by L3;
hence (F#x).n = (M2*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M2*G by FUNCT_2:63; then
(lim F).x = M2.(Measurable-X-section(E,x) /\ Measurable-X-section(X12,x))
by L2,L3,MEASURE8:26; then
(lim F).x = M2.(Measurable-X-section(E /\ X12,x)) by Th21
.= M2.(Measurable-X-section(E,x)) by XBOOLE_1:28;
hence (lim F).x = Y-vol(E,M2).x by A2,DefYvol;
end; then
V3:lim F = Y-vol(E,M2) by A34,PARTFUN1:5;
set J = E (/\) C;
E1:dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = C.n1 /\ E by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11:J is non-descending by A9,SETLIM_2:22;
C is convergent by A9,SETLIM_1:63; then
R13: lim J = E /\ lim C by SETLIM_2:92
.= E /\ [:X1,X2:] by a11,A3,A4,a10,A6,Th116
.= E by XBOOLE_1:28;
R3:product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4:dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2:(product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21:dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M1,F.n) by A33 .= Integral(M1,Y-vol(C.n /\ E,M2)) by A22
.= (product_sigma_Measure(M1,M2)).(C.n /\ E) by A17
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
I = (product_sigma_Measure(M1,M2))/*J by FUNCT_2:63;
hence Integral(M1,Y-vol(E,M2)) = (product_sigma_Measure(M1,M2)).E
by A33,V3,R13,R11,R2,R3,MEASURE8:26;
end;
::$N Fubini's theorem
theorem
for X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2)
st M1 is sigma_finite & M2 is sigma_finite
holds Integral(M2,(X-vol(E,M1))) = (product_sigma_Measure(M1,M2)).E
proof
let X1,X2 be non empty set, S1 be SigmaField of X1, S2 be SigmaField of X2,
M1 be sigma_Measure of S1, M2 be sigma_Measure of S2,
E be Element of sigma measurable_rectangles(S1,S2);
assume that
A1: M1 is sigma_finite and
A2: M2 is sigma_finite;
consider A be Set_Sequence of S1 such that
A3: A is non-descending & (for n be Nat holds M1.(A.n) < +infty)
& lim A = X1 by A1,LM0902a;
consider B be Set_Sequence of S2 such that
A4: B is non-descending & (for n be Nat holds M2.(B.n) < +infty)
& lim B = X2 by A2,LM0902a;
deffunc C(Element of NAT) = [:A.$1,B.$1:];
consider C be Function of NAT,bool [:X1,X2:] such that
A5: for n be Element of NAT holds C.n = C(n) from FUNCT_2:sch 4;
A6:for n be Nat holds C.n = [:A.n,B.n:]
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence C.n = [:A.n,B.n:] by A5;
end;
for n be Nat holds C.n in sigma measurable_rectangles(S1,S2)
proof
let n be Nat;
A7: C.n = [:A.n,B.n:] by A6;
A.n in S1 & B.n in S2 by MEASURE8:def 2; then
C.n in the set of all [:A,B:]
where A is Element of S1, B is Element of S2 by A7; then
A8: C.n in measurable_rectangles(S1,S2) by MEASUR10:def 5;
measurable_rectangles(S1,S2) c= sigma measurable_rectangles(S1,S2)
by PROB_1:def 9;
hence C.n in sigma measurable_rectangles(S1,S2) by A8;
end; then
reconsider C as Set_Sequence of sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
a9:for n,m be Nat st n <= m holds C.n c= C.m
proof
let n,m be Nat;
assume n <= m; then
A.n c= A.m & B.n c= B.m by A3,A4,PROB_1:def 5; then
[:A.n,B.n:] c= [:A.m,B.m:] by ZFMISC_1:96; then
C.n c= [:A.m,B.m:] by A6;
hence C.n c= C.m by A6;
end; then
A9:C is non-descending by PROB_1:def 5; then
a10:lim C = Union C by SETLIM_1:63;
a11:lim A = Union A & lim B = Union B by A3,A4,SETLIM_1:63;
A15:for n be Nat holds product_sigma_Measure(M1,M2).(C.n) < +infty
proof
let n be Nat;
A12:A.n in S1 & B.n in S2 & C.n in sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
C.n = [:A.n,B.n:] by A6; then
A13:product_sigma_Measure(M1,M2).(C.n) = M1.(A.n) * M2.(B.n) by A12,Th10;
M1.(A.n) <> +infty & M1.(A.n) <> -infty
& M2.(B.n) <> +infty & M2.(B.n) <> -infty by A3,A4,SUPINF_2:51;
hence product_sigma_Measure(M1,M2).(C.n) < +infty
by A13,XXREAL_3:69,XXREAL_0:4;
end;
set C1 = E (/\) C;
A16:dom C1 = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds C1.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1=n as Element of NAT;
C1.n = C.n1 /\ E by SETLIM_2:def 5;
hence C1.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider C1 as SetSequence of sigma measurable_rectangles(S1,S2)
by A16,FUNCT_2:3;
A17:for n be Nat holds
Integral(M2,(X-vol(E /\ C.n,M1)))
= product_sigma_Measure(M1,M2).(E /\ C.n)
proof
let n be Nat;
A18:A.n in S1 & B.n in S2 & C.n in sigma measurable_rectangles(S1,S2)
by MEASURE8:def 2;
A19:C.n = [:A.n,B.n:] by A6;
A20:product_sigma_Measure(M1,M2).(C.n) < +infty by A15;
M1.(A.n) < +infty by A3; then
sigma measurable_rectangles(S1,S2)
c= {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\C.n,M1)))
= (product_sigma_Measure(M1,M2)).(E/\C.n)}
by A1,A18,A19,A20,Th115; then
E in {E where E is Element of sigma measurable_rectangles(S1,S2) :
Integral(M2,(X-vol(E/\C.n,M1)))
= (product_sigma_Measure(M1,M2)).(E/\C.n)}; then
ex E1 be Element of sigma measurable_rectangles(S1,S2) st
E = E1 & Integral(M2,(X-vol(E1 /\ C.n,M1)))
= (product_sigma_Measure(M1,M2)).(E1/\C.n);
hence thesis;
end;
defpred P[Element of NAT,object] means
$2 = X-vol(E /\ C.$1,M1);
A21:for n be Element of NAT ex f be Element of PFuncs(X2,ExtREAL) st P[n,f]
proof
let n be Element of NAT;
reconsider f1 = X-vol(E /\ C.n,M1) as Element of PFuncs(X2,ExtREAL)
by PARTFUN1:45;
take f1;
thus f1 = X-vol(E /\ C.n,M1);
end;
consider F be Function of NAT,PFuncs(X2,ExtREAL) such that
A22:for n be Element of NAT holds P[n,F.n] from FUNCT_2:sch 3(A21);
reconsider F as Functional_Sequence of X2,ExtREAL;
A23:for n be Nat holds F.n = X-vol(E /\ C.n,M1)
proof
let n be Nat;
n is Element of NAT by ORDINAL1:def 12;
hence thesis by A22;
end;
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
reconsider X12 = [:X1,X2:] as Element of sigma measurable_rectangles(S1,S2)
by MEASURE1:7;
F.0 = X-vol(E /\ C.0,M1) by A22; then
A24:dom(F.0) = XX2 & F.0 is nonnegative by FUNCT_2:def 1;
A25:for n be Nat, x be Element of X2 holds (F#x).n = X-vol(E /\ C.n,M1).x
proof
let n be Nat, x be Element of X2;
(F#x).n = (F.n).x by MESFUNC5:def 13;
hence (F#x).n = X-vol(E /\ C.n,M1).x by A23;
end;
a26:for n,m be Nat holds dom(F.n) = dom(F.m)
proof
let n,m be Nat;
F.n = X-vol(E /\ C.n,M1) & F.m = X-vol(E /\ C.m,M1) by A23; then
dom(F.n) = XX2 & dom(F.m) = XX2 by FUNCT_2:def 1;
hence dom(F.n) = dom(F.m);
end;
A27:for n be Nat holds F.n is_measurable_on XX2
proof
let n be Nat;
F.n = X-vol(E /\ C.n,M1) by A23;
hence F.n is_measurable_on XX2 by A1,DefXvol;
end;
A28:for n,m be Nat st n <= m holds
for x be Element of X2 st x in XX2 holds (F.n).x <= (F.m).x
proof
let n,m be Nat;
assume A29: n <= m;
let x be Element of X2;
assume x in XX2;
A30: E /\ C.n c= E /\ C.m by a9,A29,XBOOLE_1:26;
A31: M1.(Measurable-Y-section(E /\ C.n,x))
= X-vol(E /\ C.n,M1).x by A1,DefXvol
.= (F#x).n by A25
.= (F.n).x by MESFUNC5:def 13;
M1.(Measurable-Y-section(E /\ C.m,x))
= X-vol(E /\ C.m,M1).x by A1,DefXvol
.= (F#x).m by A25
.= (F.m).x by MESFUNC5:def 13;
hence (F.n).x <= (F.m).x by A30,A31,Th15,MEASURE1:31;
end;
A32:for x be Element of X2 st x in XX2 holds F#x is convergent
proof
let x be Element of X2;
assume x in XX2;
now let n,m be Nat;
assume m <= n; then
(F.m).x <= (F.n).x by A28; then
(F#x).m <= (F.n).x by MESFUNC5:def 13;
hence (F#x).m <= (F#x).n by MESFUNC5:def 13;
end; then
F#x is non-decreasing by RINFSUP2:7;
hence F#x is convergent by RINFSUP2:37;
end;
consider I be ExtREAL_sequence such that
A33: (for n be Nat holds I.n = Integral(M2,F.n))
& I is convergent & Integral(M2,lim F) = lim I
by A24,a26,A27,A28,A32,MESFUNC8:def 2,MESFUNC9:52;
dom(lim F) = dom(F.0) by MESFUNC8:def 9; then
A34:dom(lim F) = dom(X-vol(E,M1)) by A24,FUNCT_2:def 1;
for x be Element of X2 st x in dom(lim F) holds (lim F).x = X-vol(E,M1).x
proof
let x be Element of X2;
assume x in dom(lim F); then
L2: (lim F).x = lim(F#x) by MESFUNC8:def 9;
consider G be SetSequence of S1 such that
L3: G is non-descending
& (for n be Nat holds
G.n = Measurable-Y-section(C.n,x) /\ Measurable-Y-section(E,x))
& lim G = Measurable-Y-section(X12,x) /\ Measurable-Y-section(E,x)
by A9,a11,A3,A4,a10,A6,Th116,Th109;
for n be Element of NAT holds (F#x).n = (M1*G).n
proof
let n be Element of NAT;
L5: dom G = NAT by FUNCT_2:def 1;
L4: (F#x).n = (F.n).x by MESFUNC5:def 13
.= X-vol(C.n /\ E,M1).x by A22
.= M1.(Measurable-Y-section(C.n /\ E,x)) by A1,DefXvol;
Measurable-Y-section(C.n /\ E,x)
= Measurable-Y-section(C.n,x) /\ Measurable-Y-section(E,x) by Th21; then
Measurable-Y-section(C.n /\ E,x) = G.n by L3;
hence (F#x).n = (M1*G).n by L4,L5,FUNCT_1:13;
end; then
F#x = M1*G by FUNCT_2:63; then
(lim F).x = M1.(Measurable-Y-section(E,x) /\ Measurable-Y-section(X12,x))
by L2,L3,MEASURE8:26; then
(lim F).x = M1.(Measurable-Y-section(E /\ X12,x)) by Th21
.= M1.(Measurable-Y-section(E,x)) by XBOOLE_1:28;
hence (lim F).x = X-vol(E,M1).x by A1,DefXvol;
end; then
V3:lim F = X-vol(E,M1) by A34,PARTFUN1:5;
set J = E (/\) C;
E1:dom J = NAT by FUNCT_2:def 1;
for n be object st n in NAT holds J.n in sigma measurable_rectangles(S1,S2)
proof
let n be object;
assume n in NAT; then
reconsider n1 = n as Element of NAT;
J.n = C.n1 /\ E by SETLIM_2:def 5;
hence J.n in sigma measurable_rectangles(S1,S2);
end; then
reconsider J as SetSequence of sigma measurable_rectangles(S1,S2)
by E1,FUNCT_2:3;
R11:J is non-descending by A9,SETLIM_2:22;
C is convergent by A9,SETLIM_1:63; then
R13: lim J = E /\ lim C by SETLIM_2:92
.= E /\ [:X1,X2:] by a11,A3,A4,a10,A6,Th116
.= E by XBOOLE_1:28;
R3:product_sigma_Measure(M1,M2) is sigma_Measure of
sigma measurable_rectangles(S1,S2) by Th2; then
R4:dom product_sigma_Measure(M1,M2) = sigma measurable_rectangles(S1,S2)
by FUNCT_2:def 1;
rng J c= sigma measurable_rectangles(S1,S2) by RELAT_1:def 19; then
R2:(product_sigma_Measure(M1,M2))/*J = (product_sigma_Measure(M1,M2))*J
by R4,FUNCT_2:def 11;
for n be Element of NAT holds I.n = ((product_sigma_Measure(M1,M2))/*J).n
proof
let n be Element of NAT;
R21:dom J = NAT by FUNCT_2:def 1;
I.n = Integral(M2,F.n) by A33 .= Integral(M2,X-vol(C.n /\ E,M1)) by A22
.= (product_sigma_Measure(M1,M2)).(C.n /\ E) by A17
.= (product_sigma_Measure(M1,M2)).(J.n) by SETLIM_2:def 5;
hence I.n = ((product_sigma_Measure(M1,M2))/*J).n by R2,R21,FUNCT_1:13;
end; then
I = (product_sigma_Measure(M1,M2))/*J by FUNCT_2:63;
hence Integral(M2,X-vol(E,M1)) = (product_sigma_Measure(M1,M2)).E
by A33,V3,R13,R11,R2,R3,MEASURE8:26;
end;