let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for E being Element of S
for F being with_the_same_dom Functional_Sequence of X,COMPLEX st M . E < +infty & E = dom (F . 0 ) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds
F # x is convergent ) holds
( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )
let S be SigmaField of X; for M being sigma_Measure of S
for E being Element of S
for F being with_the_same_dom Functional_Sequence of X,COMPLEX st M . E < +infty & E = dom (F . 0 ) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds
F # x is convergent ) holds
( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )
let M be sigma_Measure of S; for E being Element of S
for F being with_the_same_dom Functional_Sequence of X,COMPLEX st M . E < +infty & E = dom (F . 0 ) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds
F # x is convergent ) holds
( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )
let E be Element of S; for F being with_the_same_dom Functional_Sequence of X,COMPLEX st M . E < +infty & E = dom (F . 0 ) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds
F # x is convergent ) holds
( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )
let F be with_the_same_dom Functional_Sequence of X,COMPLEX ; ( M . E < +infty & E = dom (F . 0 ) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds
F # x is convergent ) implies ( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) ) )
assume that
A1:
M . E < +infty
and
A2:
E = dom (F . 0 )
and
A3:
for n being Nat holds F . n is_measurable_on E
and
A4:
F is uniformly_bounded
and
A5:
for x being Element of X st x in E holds
F # x is convergent
; ( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )
consider K being real number such that
A6:
for n being Nat
for x being Element of X st x in dom (F . 0 ) holds
|.((F . n) . x).| <= K
by A4, Def6;
A7:
for x being Element of X st x in E holds
(Re F) # x is convergent
for n being Nat
for x being Element of X st x in dom ((Im F) . 0 ) holds
|.(((Im F) . n) . x).| <= K
then A12:
Im F is uniformly_bounded
by Def4;
A13:
for x being Element of X st x in E holds
(Im F) # x is convergent
defpred S1[ Element of NAT , set ] means $2 = Integral M,(F . $1);
A15:
for n being Element of NAT ex y being Element of COMPLEX st S1[n,y]
consider I being Function of NAT ,COMPLEX such that
A16:
for n being Element of NAT holds S1[n,I . n]
from FUNCT_2:sch 3(A15);
reconsider I = I as Complex_Sequence ;
A17:
for n being Nat holds
( (Re F) . n is_measurable_on E & (Im F) . n is_measurable_on E )
by A3, Lm2;
for n being Nat
for x being Element of X st x in dom ((Re F) . 0 ) holds
|.(((Re F) . n) . x).| <= K
then A21:
Re F is uniformly_bounded
by Def4;
A22:
E = dom ((Im F) . 0 )
by A2, MESFUN7C:def 12;
then consider B being ExtREAL_sequence such that
A23:
for n being Nat holds B . n = Integral M,((Im F) . n)
and
A24:
B is convergent
and
A25:
lim B = Integral M,(lim (Im F))
by A1, A17, A13, A12, Th49;
A26:
lim (Im F) is_integrable_on M
by A1, A22, A17, A13, A12, Th49;
then
R_EAL (Im (lim F)) is_integrable_on M
by A2, A5, MESFUN7C:25;
then A27:
Im (lim F) is_integrable_on M
by MESFUNC6:def 9;
A28:
E = dom ((Re F) . 0 )
by A2, MESFUN7C:def 11;
then consider A being ExtREAL_sequence such that
A29:
for n being Nat holds A . n = Integral M,((Re F) . n)
and
A30:
A is convergent
and
A31:
lim A = Integral M,(lim (Re F))
by A1, A17, A7, A21, Th49;
thus A32:
for n being Nat holds F . n is_integrable_on M
( lim F is_integrable_on M & ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) ) )proof
let n be
Nat;
F . n is_integrable_on M
(Im F) . n = Im (F . n)
by MESFUN7C:24;
then A33:
Im (F . n) is_integrable_on M
by A1, A22, A17, A13, A12, Th49;
(Re F) . n = Re (F . n)
by MESFUN7C:24;
then
Re (F . n) is_integrable_on M
by A1, A28, A17, A7, A21, Th49;
hence
F . n is_integrable_on M
by A33, MESFUN6C:def 4;
verum
end;
A34:
for n1 being set st n1 in NAT holds
( (R_EAL (Re I)) . n1 = A . n1 & (R_EAL (Im I)) . n1 = B . n1 )
proof
let n1 be
set ;
( n1 in NAT implies ( (R_EAL (Re I)) . n1 = A . n1 & (R_EAL (Im I)) . n1 = B . n1 ) )
assume
n1 in NAT
;
( (R_EAL (Re I)) . n1 = A . n1 & (R_EAL (Im I)) . n1 = B . n1 )
then reconsider n =
n1 as
Element of
NAT ;
A35:
I . n1 = Integral M,
(F . n)
by A16;
F . n is_integrable_on M
by A32;
then consider RF,
IF being
Real such that A36:
RF = Integral M,
(Re (F . n))
and A37:
IF = Integral M,
(Im (F . n))
and A38:
Integral M,
(F . n) = RF + (IF * <i> )
by MESFUN6C:def 5;
(Re I) . n = Re (I . n)
by COMSEQ_3:def 3;
then
(
(Re F) . n = Re (F . n) &
(Re I) . n1 = RF )
by A38, A35, COMPLEX1:28, MESFUN7C:24;
hence
(R_EAL (Re I)) . n1 = A . n1
by A29, A36;
(R_EAL (Im I)) . n1 = B . n1
(Im I) . n = Im (I . n)
by COMSEQ_3:def 4;
then
(
(Im F) . n = Im (F . n) &
(Im I) . n1 = IF )
by A38, A35, COMPLEX1:28, MESFUN7C:24;
hence
(R_EAL (Im I)) . n1 = B . n1
by A23, A37;
verum
end;
then
for n1 being set st n1 in NAT holds
(R_EAL (Im I)) . n1 = B . n1
;
then A39:
Im I = B
by FUNCT_2:18;
A40:
( -infty < Integral M,(lim (Im F)) & Integral M,(lim (Im F)) < +infty )
by A26, MESFUNC5:102;
then A43:
lim (Im I) = Integral M,(lim (Im F))
by A24, A25, A39, RINFSUP2:15;
A44:
Im I is convergent
by A24, A39, A41, RINFSUP2:15;
A45:
lim (Re F) is_integrable_on M
by A1, A28, A17, A7, A21, Th49;
then
R_EAL (Re (lim F)) is_integrable_on M
by A2, A5, MESFUN7C:25;
then
Re (lim F) is_integrable_on M
by MESFUNC6:def 9;
hence A46:
lim F is_integrable_on M
by A27, MESFUN6C:def 4; ex I being Complex_Sequence st
( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) )
take
I
; ( ( for n being Nat holds I . n = Integral M,(F . n) ) & I is convergent & lim I = Integral M,(lim F) )
for n1 being set st n1 in NAT holds
(R_EAL (Re I)) . n1 = A . n1
by A34;
then A47:
Re I = A
by FUNCT_2:18;
thus
for n being Nat holds I . n = Integral M,(F . n)
( I is convergent & lim I = Integral M,(lim F) )proof
let n be
Nat;
I . n = Integral M,(F . n)
n is
Element of
NAT
by ORDINAL1:def 13;
then A48:
(
(Re I) . n = Re (I . n) &
(Im I) . n = Im (I . n) )
by COMSEQ_3:def 3, COMSEQ_3:def 4;
(Re F) . n = Re (F . n)
by MESFUN7C:24;
then A49:
(Re I) . n = Integral M,
(Re (F . n))
by A29, A47;
(Im F) . n = Im (F . n)
by MESFUN7C:24;
then A50:
(Im I) . n = Integral M,
(Im (F . n))
by A23, A39;
(
I . n = (Re (I . n)) + ((Im (I . n)) * <i> ) &
F . n is_integrable_on M )
by A32, COMPLEX1:29;
hence
I . n = Integral M,
(F . n)
by A48, A49, A50, MESFUN6C:def 5;
verum
end;
A51:
( -infty < Integral M,(lim (Re F)) & Integral M,(lim (Re F)) < +infty )
by A45, MESFUNC5:102;
then A54:
Re I is convergent
by A30, A47, RINFSUP2:15;
hence
I is convergent
by A44, COMSEQ_3:42; lim I = Integral M,(lim F)
for n being Element of NAT holds
( (Re I) . n = Re (I . n) & (Im I) . n = Im (I . n) )
by COMSEQ_3:def 3, COMSEQ_3:def 4;
then A55:
lim I = (lim (Re I)) + ((lim (Im I)) * <i> )
by A54, A44, COMSEQ_3:39;
A56:
( Integral M,(lim (Re F)) = Integral M,(Re (lim F)) & Integral M,(lim (Im F)) = Integral M,(Im (lim F)) )
by A2, A5, MESFUN7C:25;
lim (Re I) = Integral M,(lim (Re F))
by A30, A31, A47, A52, RINFSUP2:15;
hence
lim I = Integral M,(lim F)
by A46, A43, A55, A56, MESFUN6C:def 5; verum