reconsider C = {} as thin of P by Th25;
defpred S1[ set , set ] means for x, y being set st x in COM Sigma,P & x = $1 & y = $2 holds
for B being set st B in Sigma holds
for C being thin of P st x = B \/ C holds
y = P . B;
set B = {} ;
A1:
{} is thin of P
by Th25;
A2:
for x being set st x in COM Sigma,P holds
ex y being set st
( y in REAL & S1[x,y] )
consider comP being Function of (COM Sigma,P),REAL such that
A4:
for x being set st x in COM Sigma,P holds
S1[x,comP . x]
from FUNCT_2:sch 1(A2);
A5:
for B being set st B in Sigma holds
for C being thin of P holds comP . (B \/ C) = P . B
A7:
for BSeq being SetSequence of COM Sigma,P st BSeq is disjoint_valued holds
Sum (comP * BSeq) = comP . (Union BSeq)
A48:
for x being Element of COM Sigma,P holds comP . x >= 0
{} = {} \/ C
;
then A51: comP . {} =
P . {}
by A5, PROB_1:10
.=
0
by VALUED_0:def 19
;
A52:
for A, B being Event of COM Sigma,P st A misses B holds
comP . (A \/ B) = (comP . A) + (comP . B)
proof
let A,
B be
Event of
COM Sigma,
P;
( A misses B implies comP . (A \/ B) = (comP . A) + (comP . B) )
assume A53:
A misses B
;
comP . (A \/ B) = (comP . A) + (comP . B)
reconsider A1 =
A,
B1 =
B as
Subset of
Omega ;
reconsider BSeq =
A1,
B1 followed_by ({} Omega) as
SetSequence of
Omega ;
A54:
BSeq . 1
= B
by FUNCT_7:125;
A55:
BSeq . 0 = A
by FUNCT_7:124;
for
n being
Nat holds
BSeq . n in COM Sigma,
P
then
rng BSeq c= COM Sigma,
P
by NAT_1:53;
then reconsider BSeq =
BSeq as
SetSequence of
COM Sigma,
P by RELAT_1:def 19;
for
m being
Element of
NAT st 2
<= m holds
(Partial_Sums (comP * BSeq)) . m = (comP . A) + (comP . B)
then A65:
(
Union BSeq = A \/ B &
Sum (comP * BSeq) = (comP . A) + (comP . B) )
by DYNKIN:6, PROB_1:3;
BSeq is
disjoint_valued
by A53, Th4;
hence
comP . (A \/ B) = (comP . A) + (comP . B)
by A7, A65;
verum
end;
A66:
for A, B being Event of COM Sigma,P st A c= B holds
comP . (B \ A) = (comP . B) - (comP . A)
A68:
for A, B being Event of COM Sigma,P st A c= B holds
comP . A <= comP . B
A69:
for BSeq being SetSequence of COM Sigma,P st BSeq is non-descending holds
comP * BSeq is non-decreasing
A71: comP . Omega =
comP . ({} \/ Omega)
.=
P . Omega
by A5, A1, PROB_1:11
.=
1
by PROB_1:def 13
;
A72:
for A being Event of COM Sigma,P holds comP . A <= 1
A73:
for BSeq being SetSequence of COM Sigma,P
for n being Element of NAT holds (comP * BSeq) . n <= 1
A74:
for BSeq being SetSequence of COM Sigma,P st BSeq is non-descending holds
( comP * BSeq is bounded_above & comP * BSeq is convergent )
for BSeq being SetSequence of COM Sigma,P st BSeq is non-descending holds
( comP * BSeq is convergent & lim (comP * BSeq) = comP . (Union BSeq) )
then reconsider comP = comP as Probability of COM Sigma,P by A48, A71, A52, PROB_2:20;
take
comP
; for B being set st B in Sigma holds
for C being thin of P holds comP . (B \/ C) = P . B
thus
for B being set st B in Sigma holds
for C being thin of P holds comP . (B \/ C) = P . B
by A5; verum