let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let S be SigmaField of X; for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let M be sigma_Measure of S; for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative holds
0 <= integral+ M,f
let f be PartFunc of X,ExtREAL ; ( ex A being Element of S st
( A = dom f & f is_measurable_on A ) & f is nonnegative implies 0 <= integral+ M,f )
assume that
A1:
ex A being Element of S st
( A = dom f & f is_measurable_on A )
and
A2:
f is nonnegative
; 0 <= integral+ M,f
consider F1 being Functional_Sequence of X,ExtREAL , K1 being ExtREAL_sequence such that
A3:
for n being Nat holds
( F1 . n is_simple_func_in S & dom (F1 . n) = dom f )
and
A4:
for n being Nat holds F1 . n is nonnegative
and
A5:
for n, m being Nat st n <= m holds
for x being Element of X st x in dom f holds
(F1 . n) . x <= (F1 . m) . x
and
for x being Element of X st x in dom f holds
( F1 # x is convergent & lim (F1 # x) = f . x )
and
A6:
for n being Nat holds K1 . n = integral' M,(F1 . n)
and
K1 is convergent
and
A7:
integral+ M,f = lim K1
by A1, A2, Def15;
for n, m being Nat st n <= m holds
K1 . n <= K1 . m
proof
let n,
m be
Nat;
( n <= m implies K1 . n <= K1 . m )
A8:
F1 . m is_simple_func_in S
by A3;
A9:
dom (F1 . m) = dom f
by A3;
A10:
K1 . m = integral' M,
(F1 . m)
by A6;
A11:
dom (F1 . n) = dom f
by A3;
assume A12:
n <= m
;
K1 . n <= K1 . m
A13:
for
x being
set st
x in dom ((F1 . m) - (F1 . n)) holds
(F1 . n) . x <= (F1 . m) . x
A14:
F1 . m is
nonnegative
by A4;
A15:
F1 . n is
nonnegative
by A4;
A16:
F1 . n is_simple_func_in S
by A3;
then A17:
dom ((F1 . m) - (F1 . n)) = (dom (F1 . m)) /\ (dom (F1 . n))
by A8, A15, A14, A13, Th75;
then A18:
(F1 . n) | (dom ((F1 . m) - (F1 . n))) = F1 . n
by A11, A9, GRFUNC_1:64;
A19:
(F1 . m) | (dom ((F1 . m) - (F1 . n))) = F1 . m
by A11, A9, A17, GRFUNC_1:64;
integral' M,
((F1 . n) | (dom ((F1 . m) - (F1 . n)))) <= integral' M,
((F1 . m) | (dom ((F1 . m) - (F1 . n))))
by A16, A8, A15, A14, A13, Th76;
hence
K1 . n <= K1 . m
by A6, A10, A18, A19;
verum
end;
then
lim K1 = sup (rng K1)
by Th60;
then A20:
K1 . 0 <= lim K1
by Th62;
for n being Nat holds 0 <= K1 . n
hence
0 <= integral+ M,f
by A7, A20; verum