let X be non empty set ; :: thesis: for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL
for E being Element of S
for F being non empty Subset of ExtREAL st (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M holds
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
let S be SigmaField of X; :: thesis: for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL
for E being Element of S
for F being non empty Subset of ExtREAL st (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M holds
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
let M be sigma_Measure of S; :: thesis: for f, g being PartFunc of X,ExtREAL
for E being Element of S
for F being non empty Subset of ExtREAL st (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M holds
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
let f, g be PartFunc of X,ExtREAL ; :: thesis: for E being Element of S
for F being non empty Subset of ExtREAL st (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M holds
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
let E be Element of S; :: thesis: for F being non empty Subset of ExtREAL st (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M holds
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
let F be non empty Subset of ExtREAL ; :: thesis: ( (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M implies ( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) ) )
assume A1:
( (dom f) /\ (dom g) = E & rng f = F & g is real-valued & f is_measurable_on E & rng f is bounded & g is_integrable_on M )
; :: thesis: ( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
then consider E1 being Element of S such that
A2:
( E1 = dom g & g is_measurable_on E1 )
by MESFUNC5:def 17;
A3:
( E1 = dom |.g.| & |.g.| is_measurable_on E1 )
by A2, MESFUNC1:def 10, MESFUNC2:29;
then A4:
( g is_measurable_on E & |.g.| is_measurable_on E )
by A1, A2, MESFUNC1:34, XBOOLE_1:17;
A5:
( rng f is bounded_below & rng f is bounded_above )
by A1, XXREAL_2:def 11;
A6:
f is real-valued
by A1, Th16;
A7:
rng f is Subset of REAL
by A1, Th16, MESFUNC2:35;
then
( not +infty in rng f & not -infty in rng f )
;
then
( rng f <> {+infty } & rng f <> {-infty } )
by TARSKI:def 1;
then reconsider k0 = inf F, l0 = sup F as Real by A1, A5, XXREAL_2:57, XXREAL_2:58;
( |.(inf F).| = abs k0 & |.(sup F).| = abs l0 )
by EXTREAL2:49;
then reconsider k1 = |.(inf F).|, l1 = |.(sup F).| as Real ;
A8:
dom |.g.| = dom g
by MESFUNC1:def 10;
A9:
( E c= dom f & E c= dom g )
by A1, XBOOLE_1:17;
then A10:
E c= dom |.g.|
by MESFUNC1:def 10;
A11:
dom (f (#) g) = E
by A1, MESFUNC1:def 5;
then A12:
dom ((f (#) g) | E) = E
by RELAT_1:91;
then A13:
dom |.((f (#) g) | E).| = E
by MESFUNC1:def 10;
dom (((k1 + l1) (#) |.g.|) | E) = dom ((k1 + l1) (#) (|.g.| | E))
by Th2;
then
dom (((k1 + l1) (#) |.g.|) | E) = dom (|.g.| | E)
by MESFUNC1:def 6;
then A14:
dom (((k1 + l1) (#) |.g.|) | E) = E
by A10, RELAT_1:91;
A15:
dom ((k1 + l1) (#) |.g.|) = dom |.g.|
by MESFUNC1:def 6;
A16:
dom (f (#) |.g.|) = (dom f) /\ (dom |.g.|)
by MESFUNC1:def 5;
then A17:
dom (f (#) |.g.|) = E
by A1, MESFUNC1:def 10;
A18:
dom ((f (#) |.g.|) | E) = (dom (f (#) |.g.|)) /\ E
by RELAT_1:90;
A19:
( inf F is LowerBound of rng f & sup F is UpperBound of rng f )
by A1, XXREAL_2:def 3, XXREAL_2:def 4;
A20:
for x being Element of X st x in E holds
|.(f . x).| <= |.(inf F).| + |.(sup F).|
A26:
|.g.| is_integrable_on M
by A1, A2, MESFUNC5:106;
then A27:
|.g.| | E is_integrable_on M
by MESFUNC5:103;
(k1 + l1) (#) |.g.| is_integrable_on M
by A26, MESFUNC5:116;
then A28:
((k1 + l1) (#) |.g.|) | E is_integrable_on M
by MESFUNC5:103;
A29:
f (#) g is_measurable_on E
by A1, A4, A6, Th15;
(dom (f (#) g)) /\ E = E
by A11;
then A30:
(f (#) g) | E is_measurable_on E
by A29, MESFUNC5:48;
A31:
for x being Element of X st x in dom ((f (#) g) | E) holds
|.(((f (#) g) | E) . x).| <= (((k1 + l1) (#) |.g.|) | E) . x
proof
let x be
Element of
X;
:: thesis: ( x in dom ((f (#) g) | E) implies |.(((f (#) g) | E) . x).| <= (((k1 + l1) (#) |.g.|) | E) . x )
assume A32:
x in dom ((f (#) g) | E)
;
:: thesis: |.(((f (#) g) | E) . x).| <= (((k1 + l1) (#) |.g.|) | E) . x
then A33:
((f (#) g) | E) . x = (f (#) g) . x
by FUNCT_1:70;
(
dom (f | E) = E &
dom (g | E) = E )
by A1, RELAT_1:91, XBOOLE_1:17;
then A34:
(
(f | E) . x = f . x &
(g | E) . x = g . x )
by A12, A32, FUNCT_1:70;
0 <= |.((g | E) . x).|
by EXTREAL2:51;
then A35:
|.((f | E) . x).| * |.((g | E) . x).| <= (|.(inf F).| + |.(sup F).|) * |.((g | E) . x).|
by A12, A20, A32, A34, XXREAL_3:82;
A36:
(((k1 + l1) (#) |.g.|) | E) . x = ((k1 + l1) (#) |.g.|) . x
by A12, A14, A32, FUNCT_1:70;
|.((f (#) g) . x).| = |.((f . x) * (g . x)).|
by A11, A12, A32, MESFUNC1:def 5;
then A37:
|.(((f (#) g) | E) . x).| = |.((f | E) . x).| * |.((g | E) . x).|
by A33, A34, EXTREAL2:56;
((k1 + l1) (#) |.g.|) . x = (R_EAL (k1 + l1)) * (|.g.| . x)
by A10, A12, A15, A32, MESFUNC1:def 6;
then
(((k1 + l1) (#) |.g.|) | E) . x = (R_EAL (k1 + l1)) * |.((g | E) . x).|
by A10, A12, A32, A34, A36, MESFUNC1:def 10;
hence
|.(((f (#) g) | E) . x).| <= (((k1 + l1) (#) |.g.|) | E) . x
by A35, A37, SUPINF_2:1;
:: thesis: verum
end;
then
(f (#) g) | E is_integrable_on M
by A12, A14, A28, A30, MESFUNC5:108;
then A38:
|.((f (#) g) | E).| is_integrable_on M
by A12, A30, MESFUNC5:106;
for x being Element of X st x in dom |.g.| holds
|.(|.g.| . x).| < +infty
then A40:
|.g.| is real-valued
by MESFUNC2:def 1;
(dom f) /\ (dom |.g.|) = E
by A1, MESFUNC1:def 10;
then A41:
f (#) |.g.| is_measurable_on E
by A1, A4, A6, A40, Th15;
(dom (f (#) |.g.|)) /\ E = E
by A17;
then A42:
(f (#) |.g.|) | E is_measurable_on E
by A41, MESFUNC5:48;
for x being Element of X st x in dom ((f (#) |.g.|) | E) holds
|.(((f (#) |.g.|) | E) . x).| <= |.((f (#) g) | E).| . x
proof
let x be
Element of
X;
:: thesis: ( x in dom ((f (#) |.g.|) | E) implies |.(((f (#) |.g.|) | E) . x).| <= |.((f (#) g) | E).| . x )
assume A43:
x in dom ((f (#) |.g.|) | E)
;
:: thesis: |.(((f (#) |.g.|) | E) . x).| <= |.((f (#) g) | E).| . x
then |.((f (#) |.g.|) . x).| =
|.((f . x) * (|.g.| . x)).|
by A17, A18, MESFUNC1:def 5
.=
|.((f . x) * |.(g . x).|).|
by A1, A8, A9, A16, A18, A43, MESFUNC1:def 10
.=
|.(f . x).| * |.|.(g . x).|.|
by EXTREAL2:56
.=
|.(f . x).| * |.(g . x).|
by EXTREAL2:70
;
then A44:
|.((f (#) |.g.|) . x).| = |.((f . x) * (g . x)).|
by EXTREAL2:56;
dom |.(f (#) g).| = E
by A11, MESFUNC1:def 10;
then A45:
|.(f (#) g).| . x = |.((f (#) g) . x).|
by A17, A18, A43, MESFUNC1:def 10;
A46:
((f (#) |.g.|) | E) . x = (f (#) |.g.|) . x
by A43, FUNCT_1:70;
|.(((f (#) g) | E) . x).| = |.((f (#) g) . x).|
by A12, A17, A18, A43, FUNCT_1:70;
then
|.((f (#) g) | E).| . x = |.(f (#) g).| . x
by A13, A17, A18, A43, A45, MESFUNC1:def 10;
hence
|.(((f (#) |.g.|) | E) . x).| <= |.((f (#) g) | E).| . x
by A11, A17, A18, A43, A44, A45, A46, MESFUNC1:def 5;
:: thesis: verum
end;
then A47:
(f (#) |.g.|) | E is_integrable_on M
by A13, A17, A18, A38, A42, MESFUNC5:108;
A48:
for x being Element of X st x in E holds
( (inf F) * |.(g . x).| <= (f . x) * |.(g . x).| & (f . x) * |.(g . x).| <= (sup F) * |.(g . x).| )
A50:
( dom (k0 (#) |.g.|) = dom |.g.| & dom (l0 (#) |.g.|) = dom |.g.| )
by MESFUNC1:def 6;
then A51:
( dom ((k0 (#) |.g.|) | E) = E & dom ((l0 (#) |.g.|) | E) = E )
by A10, RELAT_1:91;
A52:
dom (f (#) |.g.|) c= dom (l0 (#) |.g.|)
by A16, A50, XBOOLE_1:17;
( Integral M,((k0 (#) |.g.|) | E) = Integral M,(k0 (#) (|.g.| | E)) & Integral M,((l0 (#) |.g.|) | E) = Integral M,(l0 (#) (|.g.| | E)) )
by Th2;
then A53:
( Integral M,((k0 (#) |.g.|) | E) = (R_EAL k0) * (Integral M,(|.g.| | E)) & Integral M,((l0 (#) |.g.|) | E) = (R_EAL l0) * (Integral M,(|.g.| | E)) )
by A27, MESFUNC5:116;
k0 (#) |.g.| is_integrable_on M
by A26, MESFUNC5:116;
then A54:
(k0 (#) |.g.|) | E is_integrable_on M
by MESFUNC5:103;
for x being Element of X st x in dom ((k0 (#) |.g.|) | E) holds
((k0 (#) |.g.|) | E) . x <= ((f (#) |.g.|) | E) . x
proof
let x be
Element of
X;
:: thesis: ( x in dom ((k0 (#) |.g.|) | E) implies ((k0 (#) |.g.|) | E) . x <= ((f (#) |.g.|) | E) . x )
assume A55:
x in dom ((k0 (#) |.g.|) | E)
;
:: thesis: ((k0 (#) |.g.|) | E) . x <= ((f (#) |.g.|) | E) . x
then
(
(k0 (#) |.g.|) . x = (R_EAL k0) * (|.g.| . x) &
(f (#) |.g.|) . x = (f . x) * (|.g.| . x) )
by A10, A17, A50, A51, MESFUNC1:def 5, MESFUNC1:def 6;
then
(
(k0 (#) |.g.|) . x = (R_EAL k0) * |.(g . x).| &
(f (#) |.g.|) . x = (f . x) * |.(g . x).| )
by A10, A51, A55, MESFUNC1:def 10;
then A56:
(k0 (#) |.g.|) . x <= (f (#) |.g.|) . x
by A48, A51, A55;
((k0 (#) |.g.|) | E) . x = (k0 (#) |.g.|) . x
by A55, FUNCT_1:70;
hence
((k0 (#) |.g.|) | E) . x <= ((f (#) |.g.|) | E) . x
by A17, A18, A51, A55, A56, FUNCT_1:70;
:: thesis: verum
end;
then
((f (#) |.g.|) | E) - ((k0 (#) |.g.|) | E) is nonnegative
by Th1;
then consider V1 being Element of S such that
A57:
( V1 = (dom ((k0 (#) |.g.|) | E)) /\ (dom ((f (#) |.g.|) | E)) & Integral M,(((k0 (#) |.g.|) | E) | V1) <= Integral M,(((f (#) |.g.|) | E) | V1) )
by A47, A54, Th3;
A58:
( ((k0 (#) |.g.|) | E) | V1 = (k0 (#) |.g.|) | E & ((f (#) |.g.|) | E) | V1 = (f (#) |.g.|) | E )
by A17, A18, A51, A57, RELAT_1:97;
l0 (#) |.g.| is_integrable_on M
by A26, MESFUNC5:116;
then A59:
(l0 (#) |.g.|) | E is_integrable_on M
by MESFUNC5:103;
for x being Element of X st x in dom ((f (#) |.g.|) | E) holds
((f (#) |.g.|) | E) . x <= ((l0 (#) |.g.|) | E) . x
proof
let x be
Element of
X;
:: thesis: ( x in dom ((f (#) |.g.|) | E) implies ((f (#) |.g.|) | E) . x <= ((l0 (#) |.g.|) | E) . x )
assume A60:
x in dom ((f (#) |.g.|) | E)
;
:: thesis: ((f (#) |.g.|) | E) . x <= ((l0 (#) |.g.|) | E) . x
then
(
(f (#) |.g.|) . x = (f . x) * (|.g.| . x) &
(l0 (#) |.g.|) . x = (R_EAL l0) * (|.g.| . x) )
by A17, A18, A52, MESFUNC1:def 5, MESFUNC1:def 6;
then
(
(f (#) |.g.|) . x = (f . x) * |.(g . x).| &
(l0 (#) |.g.|) . x = (R_EAL l0) * |.(g . x).| )
by A10, A17, A18, A60, MESFUNC1:def 10;
then A61:
(f (#) |.g.|) . x <= (l0 (#) |.g.|) . x
by A17, A18, A48, A60;
((f (#) |.g.|) | E) . x = (f (#) |.g.|) . x
by A60, FUNCT_1:70;
hence
((f (#) |.g.|) | E) . x <= ((l0 (#) |.g.|) | E) . x
by A17, A18, A51, A60, A61, FUNCT_1:70;
:: thesis: verum
end;
then
((l0 (#) |.g.|) | E) - ((f (#) |.g.|) | E) is nonnegative
by Th1;
then consider V2 being Element of S such that
A62:
( V2 = (dom ((l0 (#) |.g.|) | E)) /\ (dom ((f (#) |.g.|) | E)) & Integral M,(((f (#) |.g.|) | E) | V2) <= Integral M,(((l0 (#) |.g.|) | E) | V2) )
by A47, A59, Th3;
A63:
( ((f (#) |.g.|) | E) | V2 = (f (#) |.g.|) | E & ((l0 (#) |.g.|) | E) | V2 = (l0 (#) |.g.|) | E )
by A17, A18, A51, A62, RELAT_1:97;
A64:
( -infty < Integral M,((f (#) |.g.|) | E) & Integral M,((f (#) |.g.|) | E) < +infty )
by A47, MESFUNC5:102;
ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) )
proof
per cases
( Integral M,(|.g.| | E) <> 0. or Integral M,(|.g.| | E) = 0. )
;
suppose A65:
Integral M,
(|.g.| | E) <> 0.
;
:: thesis: ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) )then A66:
Integral M,
(|.g.| | E) > 0.
by A3, MESFUNC5:98;
A67:
(
-infty < Integral M,
(|.g.| | E) &
Integral M,
(|.g.| | E) < +infty )
by A27, MESFUNC5:102;
then reconsider c1 =
Integral M,
(|.g.| | E) as
Real by XXREAL_0:14;
A68:
(Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E)) = c1 / c1
by EXTREAL1:32;
(
(inf F) * (Integral M,(|.g.| | E)) = k0 * c1 &
(sup F) * (Integral M,(|.g.| | E)) = l0 * c1 )
by EXTREAL1:13;
then A69:
(
((inf F) * (Integral M,(|.g.| | E))) / (Integral M,(|.g.| | E)) = (k0 * c1) / c1 &
((sup F) * (Integral M,(|.g.| | E))) / (Integral M,(|.g.| | E)) = (l0 * c1) / c1 )
by EXTREAL1:32;
(
(k0 * c1) / c1 = k0 * (c1 / c1) &
(l0 * c1) / c1 = l0 * (c1 / c1) )
;
then A70:
(
((inf F) * (Integral M,(|.g.| | E))) / (Integral M,(|.g.| | E)) = (inf F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) &
((sup F) * (Integral M,(|.g.| | E))) / (Integral M,(|.g.| | E)) = (sup F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) )
by A68, A69, EXTREAL1:13;
(
(inf F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) = (inf F) * 1. &
(sup F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) = (sup F) * 1. )
by A65, A67, XXREAL_3:89;
then A71:
(
(inf F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) = inf F &
(sup F) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) = sup F )
by XXREAL_3:92;
set c2 =
(Integral M,((f (#) |.g.|) | E)) / (Integral M,(|.g.| | E));
reconsider c3 =
Integral M,
((f (#) |.g.|) | E) as
Real by A64, XXREAL_0:14;
(Integral M,((f (#) |.g.|) | E)) / (Integral M,(|.g.| | E)) = c3 / c1
by EXTREAL1:32;
then reconsider c =
(Integral M,((f (#) |.g.|) | E)) / (Integral M,(|.g.| | E)) as
Element of
REAL ;
A72:
(
c >= inf F &
c <= sup F )
by A53, A57, A58, A62, A63, A66, A70, A71, XXREAL_3:90;
(
(Integral M,((f (#) |.g.|) | E)) / (Integral M,(|.g.| | E)) = c3 / c1 &
(Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E)) = c1 / c1 )
by EXTREAL1:32;
then
(
(Integral M,(|.g.| | E)) * ((Integral M,((f (#) |.g.|) | E)) / (Integral M,(|.g.| | E))) = c1 * (c3 / c1) &
c3 * (c1 / c1) = (Integral M,((f (#) |.g.|) | E)) * ((Integral M,(|.g.| | E)) / (Integral M,(|.g.| | E))) )
by EXTREAL1:13;
then
(R_EAL c) * (Integral M,(|.g.| | E)) = Integral M,
((f (#) |.g.|) | E)
by A65, A67, XXREAL_3:99;
hence
ex
c being
Element of
REAL st
(
c >= inf F &
c <= sup F &
Integral M,
((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) )
by A72;
:: thesis: verum end; suppose A73:
Integral M,
(|.g.| | E) = 0.
;
:: thesis: ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) )consider y being
set such that A74:
y in F
by XBOOLE_0:def 1;
reconsider y =
y as
Element of
ExtREAL by A74;
(
inf F <= y &
y <= sup F )
by A74, XXREAL_2:3, XXREAL_2:4;
then A75:
(
inf F <= k0 &
k0 <= sup F )
by XXREAL_0:2;
0. <= Integral M,
((f (#) |.g.|) | E)
by A53, A57, A58, A73;
then A76:
Integral M,
((f (#) |.g.|) | E) = 0.
by A53, A62, A63, A73;
(R_EAL k0) * (Integral M,(|.g.| | E)) = 0.
by A73;
hence
ex
c being
Element of
REAL st
(
c >= inf F &
c <= sup F &
Integral M,
((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) )
by A75, A76;
:: thesis: verum end; end;
end;
hence
( (f (#) g) | E is_integrable_on M & ex c being Element of REAL st
( c >= inf F & c <= sup F & Integral M,((f (#) |.g.|) | E) = (R_EAL c) * (Integral M,(|.g.| | E)) ) )
by A12, A14, A28, A30, A31, MESFUNC5:108; :: thesis: verum