let X be non empty set ; :: thesis: for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let S be SigmaField of X; :: thesis: for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let M be sigma_Measure of S; :: thesis: for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let f be PartFunc of X,ExtREAL ; :: thesis: ( ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative implies 0 <= integral+ M,f )
assume
( ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative )
; :: thesis: 0 <= integral+ M,f
then consider F1 being Functional_Sequence of X,ExtREAL , K1 being ExtREAL_sequence such that
A1:
( ( for n being Nat holds
( F1 . n is_simple_func_in S & dom (F1 . n) = dom f ) ) & ( for n being Nat holds F1 . n is nonnegative ) & ( for n, m being Nat st n <= m holds
for x being Element of X st x in dom f holds
(F1 . n) . x <= (F1 . m) . x ) & ( for x being Element of X st x in dom f holds
( F1 # x is convergent & lim (F1 # x) = f . x ) ) & ( for n being Nat holds K1 . n = integral' M,(F1 . n) ) & K1 is convergent & integral+ M,f = lim K1 )
by Def15;
A2:
for n being Nat holds 0 <= K1 . n
for n, m being Nat st n <= m holds
K1 . n <= K1 . m
proof
let n,
m be
Nat;
:: thesis: ( n <= m implies K1 . n <= K1 . m )
assume A3:
n <= m
;
:: thesis: K1 . n <= K1 . m
A4:
(
F1 . n is_simple_func_in S &
F1 . m is_simple_func_in S &
dom (F1 . n) = dom f &
dom (F1 . m) = dom f &
F1 . n is
nonnegative &
F1 . m is
nonnegative &
K1 . m = integral' M,
(F1 . m) )
by A1;
A5:
for
x being
set st
x in dom ((F1 . m) - (F1 . n)) holds
(F1 . n) . x <= (F1 . m) . x
then A6:
integral' M,
((F1 . n) | (dom ((F1 . m) - (F1 . n)))) <= integral' M,
((F1 . m) | (dom ((F1 . m) - (F1 . n))))
by A4, Th76;
dom ((F1 . m) - (F1 . n)) = (dom (F1 . m)) /\ (dom (F1 . n))
by A4, A5, Th75;
then
(
(F1 . n) | (dom ((F1 . m) - (F1 . n))) = F1 . n &
(F1 . m) | (dom ((F1 . m) - (F1 . n))) = F1 . m )
by A4, GRFUNC_1:64;
hence
K1 . n <= K1 . m
by A1, A4, A6;
:: thesis: verum
end;
then
lim K1 = sup (rng K1)
by Th60;
then
K1 . 0 <= lim K1
by Th62;
hence
0 <= integral+ M,f
by A1, A2; :: thesis: verum