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 f is_simple_func_in S & f is nonnegative holds
integral+ M,f = integral' M,f
let S be SigmaField of X; for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st f is_simple_func_in S & f is nonnegative holds
integral+ M,f = integral' M,f
let M be sigma_Measure of S; for f being PartFunc of X,ExtREAL st f is_simple_func_in S & f is nonnegative holds
integral+ M,f = integral' M,f
let f be PartFunc of X,ExtREAL ; ( f is_simple_func_in S & f is nonnegative implies integral+ M,f = integral' M,f )
assume that
A1:
f is_simple_func_in S
and
A2:
f is nonnegative
; integral+ M,f = integral' M,f
deffunc H1( Nat) -> PartFunc of X,ExtREAL = f;
consider F being Functional_Sequence of X,ExtREAL such that
A3:
for n being Nat holds F . n = H1(n)
from SEQFUNC:sch 1();
A4:
for n, m being Nat st n <= m holds
for x being Element of X st x in dom f holds
(F . n) . x <= (F . m) . x
deffunc H2( Nat) -> Element of ExtREAL = integral' M,(F . $1);
consider K being Function of NAT ,ExtREAL such that
A5:
for n being Element of NAT holds K . n = H2(n)
from FUNCT_2:sch 4();
A7:
for n being Nat holds K . n = integral' M,f
then A8:
lim K = integral' M,f
by Th66;
ex GF being Finite_Sep_Sequence of S st
( dom f = union (rng GF) & ( for n being Nat
for x, y being Element of X st n in dom GF & x in GF . n & y in GF . n holds
f . x = f . y ) )
by A1, MESFUNC2:def 5;
then reconsider A = dom f as Element of S by MESFUNC2:34;
A9:
f is_measurable_on A
by A1, MESFUNC2:37;
A10:
for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x )
A11:
for n being Nat holds F . n is nonnegative
by A2, A3;
A12:
for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f )
by A1, A3;
K is convergent
by A7, Th66;
hence
integral+ M,f = integral' M,f
by A2, A9, A6, A12, A11, A4, A10, A8, Def15; verum