let Omega be non empty finite set ; :: thesis: for P being Probability of Trivial-SigmaField Omega
for f being Function of Omega,REAL ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum F )
let P be Probability of Trivial-SigmaField Omega; :: thesis: for f being Function of Omega,REAL ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum F )
let f be Function of Omega,REAL ; :: thesis: ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum F )
set Sigma = Trivial-SigmaField Omega;
PAA1:
P . Omega in REAL
;
then AA1:
(P2M P) . Omega < +infty
by XXREAL_0:9;
consider x being FinSequence of ExtREAL such that
P1:
( len x = card Omega & ( for n being Nat st n in dom x holds
x . n = (R_EAL (f . ((canFS Omega) . n))) * ((P2M P) . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum x )
by Lm9A, PAA1, XXREAL_0:9;
set M = P2M P;
CFSD:
for n being Nat st n in dom (canFS Omega) holds
(P2M P) . {((canFS Omega) . n)} in REAL
x is FinSequence of REAL
then reconsider F = x as FinSequence of REAL ;
take
F
; :: thesis: ( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum F )
thus
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral (P2M P),f = Sum F )
by P1, P2, MESFUNC3:2; :: thesis: verum