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 f is_integrable_on M holds
ex F being Function of NAT ,S st
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
let S be SigmaField of X; :: thesis: for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st f is_integrable_on M holds
ex F being Function of NAT ,S st
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
let M be sigma_Measure of S; :: thesis: for f being PartFunc of X,ExtREAL st f is_integrable_on M holds
ex F being Function of NAT ,S st
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
let f be PartFunc of X,ExtREAL ; :: thesis: ( f is_integrable_on M implies ex F being Function of NAT ,S st
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) ) )
assume A1:
f is_integrable_on M
; :: thesis: ex F being Function of NAT ,S st
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
then consider E being Element of S such that
A2:
( E = dom f & f is_measurable_on E )
by MESFUNC5:def 17;
A3:
|.f.| is_measurable_on E
by A2, MESFUNC2:29;
A4:
dom |.f.| = E
by A2, MESFUNC1:def 10;
defpred S1[ Element of NAT , set ] means $2 = E /\ (great_eq_dom |.f.|,(R_EAL (1 / ($1 + 1))));
A5:
for n being Element of NAT ex Z being Element of S st S1[n,Z]
consider F being Function of NAT ,S such that
A6:
for n being Element of NAT holds S1[n,F . n]
from FUNCT_2:sch 10(A5);
take
F
; :: thesis: ( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
for n being Element of NAT holds F . n = E /\ (great_eq_dom |.f.|,(R_EAL (0 + (1 / (n + 1)))))
by A6;
then A7:
E /\ (great_dom |.f.|,(R_EAL 0 )) = union (rng F)
by MESFUNC1:26;
now let x be
set ;
:: thesis: ( x in E /\ (great_dom |.f.|,0. ) implies x in E \ (eq_dom f,0. ) )assume A8:
x in E /\ (great_dom |.f.|,0. )
;
:: thesis: x in E \ (eq_dom f,0. )then A9:
(
x in E &
x in great_dom |.f.|,
0. )
by XBOOLE_0:def 4;
reconsider z =
x as
Element of
X by A8;
A10:
0. < |.f.| . z
by A9, MESFUNC1:def 14;
x in dom |.f.|
by A2, A9, MESFUNC1:def 10;
then A11:
0. < |.(f . z).|
by A10, MESFUNC1:def 10;
not
x in eq_dom f,
0.
hence
x in E \ (eq_dom f,0. )
by A9, XBOOLE_0:def 5;
:: thesis: verum end;
then A12:
E /\ (great_dom |.f.|,0. ) c= E \ (eq_dom f,0. )
by TARSKI:def 3;
now let x be
set ;
:: thesis: ( x in E \ (eq_dom f,0. ) implies x in E /\ (great_dom |.f.|,0. ) )assume A13:
x in E \ (eq_dom f,0. )
;
:: thesis: x in E /\ (great_dom |.f.|,0. )then A14:
(
x in E & not
x in eq_dom f,
0. )
by XBOOLE_0:def 5;
reconsider z =
x as
Element of
X by A13;
reconsider y =
f . z as
R_eal ;
not
y = 0.
by A2, A14, MESFUNC1:def 16;
then A15:
0. < |.(f . z).|
by EXTREAL2:52;
A16:
x in dom |.f.|
by A2, A14, MESFUNC1:def 10;
then
0. < |.f.| . z
by A15, MESFUNC1:def 10;
then
x in great_dom |.f.|,
0.
by A16, MESFUNC1:def 14;
hence
x in E /\ (great_dom |.f.|,0. )
by A14, XBOOLE_0:def 4;
:: thesis: verum end;
then A17:
E \ (eq_dom f,0. ) c= E /\ (great_dom |.f.|,0. )
by TARSKI:def 3;
for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty )
proof
let n be
Element of
NAT ;
:: thesis: ( F . n in S & M . (F . n) < +infty )
set d =
R_EAL (1 / (n + 1));
set En =
F . n;
set g =
|.f.| | (F . n);
A18:
F . n = E /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1))))
by A6;
then A19:
(
F . n c= E &
F . n c= great_eq_dom |.f.|,
(R_EAL (1 / (n + 1))) )
by XBOOLE_1:17;
A20:
dom (|.f.| | (F . n)) = F . n
by A4, A18, RELAT_1:91, XBOOLE_1:17;
A21:
|.f.| is_measurable_on F . n
by A3, A18, MESFUNC1:34, XBOOLE_1:17;
(dom |.f.|) /\ (F . n) = E /\ (F . n)
by A2, MESFUNC1:def 10;
then
(dom |.f.|) /\ (F . n) = F . n
by A18, XBOOLE_1:17, XBOOLE_1:28;
then A22:
|.f.| | (F . n) is_measurable_on F . n
by A21, MESFUNC5:48;
A23:
|.f.| | (F . n) is
nonnegative
by MESFUNC5:21;
consider nf being
PartFunc of
X,
ExtREAL such that A24:
(
nf is_simple_func_in S &
dom nf = F . n & ( for
x being
set st
x in F . n holds
nf . x = R_EAL (1 / (n + 1)) ) )
by MESFUNC5:47;
for
x being
set st
x in dom nf holds
nf . x >= 0
by A24;
then A25:
nf is
nonnegative
by SUPINF_2:71;
A26:
nf is_measurable_on F . n
by A24, MESFUNC2:37;
for
x being
Element of
X st
x in dom nf holds
nf . x <= (|.f.| | (F . n)) . x
then A29:
integral+ M,
nf <= integral+ M,
(|.f.| | (F . n))
by A20, A22, A23, A24, A25, A26, MESFUNC5:91;
A30:
(
integral+ M,
(|.f.| | (F . n)) = Integral M,
(|.f.| | (F . n)) &
integral+ M,
nf = Integral M,
nf &
Integral M,
nf = integral' M,
nf )
by A20, A22, A23, A24, A25, MESFUNC5:94, MESFUNC5:95;
then A31:
integral+ M,
nf = (R_EAL (1 / (n + 1))) * (M . (F . n))
by A24, MESFUNC5:110;
|.f.| is_integrable_on M
by A1, A2, MESFUNC5:106;
then A32:
Integral M,
|.f.| < +infty
by MESFUNC5:102;
|.f.| | E = |.f.|
by A4, RELAT_1:98;
then
Integral M,
(|.f.| | (F . n)) <= Integral M,
|.f.|
by A2, A4, A19, MESFUNC2:29, MESFUNC5:99;
then
integral+ M,
nf <= Integral M,
|.f.|
by A29, A30, XXREAL_0:2;
then A33:
(R_EAL (1 / (n + 1))) * (M . (F . n)) < +infty
by A31, A32, XXREAL_0:2;
set z =
R_EAL (1 / (n + 1));
R_EAL (1 / (n + 1)) < +infty
by XXREAL_0:9;
then
(
((R_EAL (1 / (n + 1))) * (M . (F . n))) / (R_EAL (1 / (n + 1))) = M . (F . n) &
+infty / (R_EAL (1 / (n + 1))) = +infty )
by XXREAL_3:94, XXREAL_3:99;
hence
(
F . n in S &
M . (F . n) < +infty )
by A33, XXREAL_3:91;
:: thesis: verum
end;
hence
( ( for n being Element of NAT holds F . n = (dom f) /\ (great_eq_dom |.f.|,(R_EAL (1 / (n + 1)))) ) & (dom f) \ (eq_dom f,0. ) = union (rng F) & ( for n being Element of NAT holds
( F . n in S & M . (F . n) < +infty ) ) )
by A2, A6, A7, A12, A17, XBOOLE_0:def 10; :: thesis: verum