let X be non empty set ; :: thesis: for S being SigmaField of X
for f, g being PartFunc of X,ExtREAL
for E being Element of S st (dom f) /\ (dom g) = E & f is real-valued & g is real-valued & f is_measurable_on E & g is_measurable_on E holds
f (#) g is_measurable_on E

let S be SigmaField of X; :: thesis: for f, g being PartFunc of X,ExtREAL
for E being Element of S st (dom f) /\ (dom g) = E & f is real-valued & g is real-valued & f is_measurable_on E & g is_measurable_on E holds
f (#) g is_measurable_on E

let f, g be PartFunc of X,ExtREAL ; :: thesis: for E being Element of S st (dom f) /\ (dom g) = E & f is real-valued & g is real-valued & f is_measurable_on E & g is_measurable_on E holds
f (#) g is_measurable_on E

let E be Element of S; :: thesis: ( (dom f) /\ (dom g) = E & f is real-valued & g is real-valued & f is_measurable_on E & g is_measurable_on E implies f (#) g is_measurable_on E )
assume A1: ( (dom f) /\ (dom g) = E & f is real-valued & g is real-valued & f is_measurable_on E & g is_measurable_on E ) ; :: thesis: f (#) g is_measurable_on E
A2: ( dom (|.(f + g).| |^ 2) = dom |.(f + g).| & dom (|.(f - g).| |^ 2) = dom |.(f - g).| ) by Def5;
then A3: ( dom (|.(f + g).| |^ 2) = dom (f + g) & dom (|.(f - g).| |^ 2) = dom (f - g) ) by MESFUNC1:def 10;
then A4: ( dom (|.(f + g).| |^ 2) = (dom f) /\ (dom g) & dom (|.(f - g).| |^ 2) = (dom f) /\ (dom g) ) by A1, MESFUNC2:2;
then A5: ( dom (|.(f + g).| |^ 2) c= dom f & dom (|.(f + g).| |^ 2) c= dom g & dom (|.(f - g).| |^ 2) c= dom f & dom (|.(f - g).| |^ 2) c= dom g ) by XBOOLE_1:17;
A6: dom (f (#) g) = (dom f) /\ (dom g) by MESFUNC1:def 5;
A7: ( dom ((1 / 4) (#) (|.(f + g).| |^ 2)) = dom (|.(f + g).| |^ 2) & dom ((1 / 4) (#) (|.(f - g).| |^ 2)) = dom (|.(f - g).| |^ 2) ) by MESFUNC1:def 6;
A8: for x being Element of X st x in dom (|.(f + g).| |^ 2) holds
|.((|.(f + g).| |^ 2) . x).| < +infty
proof
let x be Element of X; :: thesis: ( x in dom (|.(f + g).| |^ 2) implies |.((|.(f + g).| |^ 2) . x).| < +infty )
assume A9: x in dom (|.(f + g).| |^ 2) ; :: thesis: |.((|.(f + g).| |^ 2) . x).| < +infty
then ( |.(f . x).| < +infty & |.(g . x).| < +infty ) by A1, A5, MESFUNC2:def 1;
then reconsider c1 = f . x, c2 = g . x as Real by EXTREAL2:102;
(|.(f + g).| |^ 2) . x = (|.(f + g).| . x) |^ (1 + 1) by A9, Def5;
then A10: (|.(f + g).| |^ 2) . x = ((|.(f + g).| . x) |^ 1) * (|.(f + g).| . x) by Th10;
(f . x) + (g . x) = c1 + c2 by SUPINF_2:1;
then |.((f . x) + (g . x)).| = abs (c1 + c2) by EXTREAL2:49;
then A11: |.((f . x) + (g . x)).| * |.((f . x) + (g . x)).| = (abs (c1 + c2)) * (abs (c1 + c2)) by EXTREAL1:13;
( |.(f + g).| . x = |.((f + g) . x).| & |.((f + g) . x).| = |.((f . x) + (g . x)).| ) by A2, A3, A9, MESFUNC1:def 3, MESFUNC1:def 10;
then |.((|.(f + g).| |^ 2) . x).| = |.(|.((f . x) + (g . x)).| * |.((f . x) + (g . x)).|).| by A10, Th9
.= |.|.(((f . x) + (g . x)) * ((f . x) + (g . x))).|.| by EXTREAL2:56
.= |.(((f . x) + (g . x)) * ((f . x) + (g . x))).| by EXTREAL2:70
.= |.((f . x) + (g . x)).| * |.((f . x) + (g . x)).| by EXTREAL2:56 ;
hence |.((|.(f + g).| |^ 2) . x).| < +infty by A11, XXREAL_0:9; :: thesis: verum
end;
for x being Element of X st x in dom (|.(f - g).| |^ 2) holds
|.((|.(f - g).| |^ 2) . x).| < +infty
proof
let x be Element of X; :: thesis: ( x in dom (|.(f - g).| |^ 2) implies |.((|.(f - g).| |^ 2) . x).| < +infty )
assume A12: x in dom (|.(f - g).| |^ 2) ; :: thesis: |.((|.(f - g).| |^ 2) . x).| < +infty
then ( |.(f . x).| < +infty & |.(g . x).| < +infty ) by A1, A5, MESFUNC2:def 1;
then reconsider c1 = f . x, c2 = g . x as Real by EXTREAL2:102;
(|.(f - g).| |^ 2) . x = (|.(f - g).| . x) |^ (1 + 1) by A12, Def5;
then A13: (|.(f - g).| |^ 2) . x = ((|.(f - g).| . x) |^ 1) * (|.(f - g).| . x) by Th10;
(f . x) - (g . x) = c1 - c2 by SUPINF_2:5;
then |.((f . x) - (g . x)).| = abs (c1 - c2) by EXTREAL2:49;
then A14: |.((f . x) - (g . x)).| * |.((f . x) - (g . x)).| = (abs (c1 - c2)) * (abs (c1 - c2)) by EXTREAL1:13;
|.(f - g).| . x = |.((f - g) . x).| by A2, A12, MESFUNC1:def 10;
then |.(f - g).| . x = |.((f . x) - (g . x)).| by A3, A12, MESFUNC1:def 4;
then |.((|.(f - g).| |^ 2) . x).| = |.(|.((f . x) - (g . x)).| * |.((f . x) - (g . x)).|).| by A13, Th9
.= |.|.(((f . x) - (g . x)) * ((f . x) - (g . x))).|.| by EXTREAL2:56
.= |.(((f . x) - (g . x)) * ((f . x) - (g . x))).| by EXTREAL2:70
.= |.((f . x) - (g . x)).| * |.((f . x) - (g . x)).| by EXTREAL2:56 ;
hence |.((|.(f - g).| |^ 2) . x).| < +infty by A14, XXREAL_0:9; :: thesis: verum
end;
then ( |.(f + g).| |^ 2 is real-valued & |.(f - g).| |^ 2 is real-valued ) by A8, MESFUNC2:def 1;
then A15: ( (1 / 4) (#) (|.(f + g).| |^ 2) is real-valued & (1 / 4) (#) (|.(f - g).| |^ 2) is real-valued ) by MESFUNC2:12;
A16: f (#) g = ((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))
proof
A17: dom (((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))) = (dom ((1 / 4) (#) (|.(f + g).| |^ 2))) /\ (dom ((1 / 4) (#) (|.(f - g).| |^ 2))) by A15, MESFUNC2:2;
for x being Element of X st x in dom (f (#) g) holds
(f (#) g) . x = (((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))) . x
proof
let x be Element of X; :: thesis: ( x in dom (f (#) g) implies (f (#) g) . x = (((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))) . x )
assume A18: x in dom (f (#) g) ; :: thesis: (f (#) g) . x = (((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))) . x
then A19: ( |.((f + g) . x).| = |.((f . x) + (g . x)).| & |.((f - g) . x).| = |.((f . x) - (g . x)).| & |.(f + g).| . x = |.((f + g) . x).| & |.(f - g).| . x = |.((f - g) . x).| ) by A2, A3, A4, A6, MESFUNC1:def 3, MESFUNC1:def 4, MESFUNC1:def 10;
( ((1 / 4) (#) (|.(f + g).| |^ 2)) . x = (R_EAL (1 / 4)) * ((|.(f + g).| |^ 2) . x) & ((1 / 4) (#) (|.(f - g).| |^ 2)) . x = (R_EAL (1 / 4)) * ((|.(f - g).| |^ 2) . x) ) by A4, A6, A7, A18, MESFUNC1:def 6;
then ( ((1 / 4) (#) (|.(f + g).| |^ 2)) . x = (R_EAL (1 / 4)) * ((|.(f + g).| . x) |^ (1 + 1)) & ((1 / 4) (#) (|.(f - g).| |^ 2)) . x = (R_EAL (1 / 4)) * ((|.(f - g).| . x) |^ (1 + 1)) ) by A4, A6, A18, Def5;
then ( ((1 / 4) (#) (|.(f + g).| |^ 2)) . x = (R_EAL (1 / 4)) * (((|.(f + g).| . x) |^ 1) * (|.(f + g).| . x)) & ((1 / 4) (#) (|.(f - g).| |^ 2)) . x = (R_EAL (1 / 4)) * (((|.(f - g).| . x) |^ 1) * (|.(f - g).| . x)) ) by Th10;
then A20: ( ((1 / 4) (#) (|.(f + g).| |^ 2)) . x = (R_EAL (1 / 4)) * (|.((f . x) + (g . x)).| * |.((f . x) + (g . x)).|) & ((1 / 4) (#) (|.(f - g).| |^ 2)) . x = (R_EAL (1 / 4)) * (|.((f . x) - (g . x)).| * |.((f . x) - (g . x)).|) ) by A19, Th9;
( |.(f . x).| < +infty & |.(g . x).| < +infty ) by A1, A4, A5, A6, A18, MESFUNC2:def 1;
then reconsider c1 = f . x, c2 = g . x as Real by EXTREAL2:102;
( (f . x) + (g . x) = c1 + c2 & (f . x) - (g . x) = c1 - c2 ) by SUPINF_2:1, SUPINF_2:5;
then ( |.((f . x) + (g . x)).| = abs (c1 + c2) & |.((f . x) - (g . x)).| = abs (c1 - c2) ) by EXTREAL2:49;
then ( |.((f . x) + (g . x)).| * |.((f . x) + (g . x)).| = (abs (c1 + c2)) * (abs (c1 + c2)) & |.((f . x) - (g . x)).| * |.((f . x) - (g . x)).| = (abs (c1 - c2)) * (abs (c1 - c2)) ) by EXTREAL1:13;
then A21: ( ((1 / 4) (#) (|.(f + g).| |^ 2)) . x = (1 / 4) * ((abs (c1 + c2)) * (abs (c1 + c2))) & ((1 / 4) (#) (|.(f - g).| |^ 2)) . x = (1 / 4) * ((abs (c1 - c2)) * (abs (c1 - c2))) ) by A20, EXTREAL1:13;
( (abs (c1 + c2)) * (abs (c1 + c2)) = (abs (c1 + c2)) ^2 & (abs (c1 - c2)) * (abs (c1 - c2)) = (abs (c1 - c2)) ^2 ) ;
then ( (abs (c1 + c2)) * (abs (c1 + c2)) = (c1 + c2) ^2 & (abs (c1 - c2)) * (abs (c1 - c2)) = (c1 - c2) ^2 ) by COMPLEX1:161;
then ( (abs (c1 + c2)) * (abs (c1 + c2)) = ((c1 ^2 ) + ((2 * c1) * c2)) + (c2 ^2 ) & (abs (c1 - c2)) * (abs (c1 - c2)) = ((c1 ^2 ) - ((2 * c1) * c2)) + (c2 ^2 ) ) ;
then (((1 / 4) (#) (|.(f + g).| |^ 2)) . x) - (((1 / 4) (#) (|.(f - g).| |^ 2)) . x) = ((1 / 4) * (((c1 ^2 ) + ((2 * c1) * c2)) + (c2 ^2 ))) - ((1 / 4) * (((c1 ^2 ) - ((2 * c1) * c2)) + (c2 ^2 ))) by A21, SUPINF_2:5
.= c1 * c2
.= (f . x) * (g . x) by EXTREAL1:13
.= (f (#) g) . x by A18, MESFUNC1:def 5 ;
hence (f (#) g) . x = (((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2))) . x by A4, A6, A7, A17, A18, MESFUNC1:def 4; :: thesis: verum
end;
hence f (#) g = ((1 / 4) (#) (|.(f + g).| |^ 2)) - ((1 / 4) (#) (|.(f - g).| |^ 2)) by A4, A6, A7, A17, PARTFUN1:34; :: thesis: verum
end;
( f + g is_measurable_on E & f - g is_measurable_on E ) by A1, A4, A5, MESFUNC2:7, MESFUNC2:13;
then ( |.(f + g).| |^ 2 is_measurable_on E & |.(f - g).| |^ 2 is_measurable_on E ) by A1, A3, A4, Th14;
then ( (1 / 4) (#) (|.(f + g).| |^ 2) is_measurable_on E & (1 / 4) (#) (|.(f - g).| |^ 2) is_measurable_on E ) by A1, A4, MESFUNC5:55;
hence f (#) g is_measurable_on E by A1, A4, A7, A15, A16, MESFUNC2:13; :: thesis: verum