let Omega1, Omega2 be non empty finite set ; for P1 being Probability of Trivial-SigmaField Omega1
for P2 being Probability of Trivial-SigmaField Omega2
for Q being Function of [:Omega1,Omega2:],REAL
for P being Function of (bool [:Omega1,Omega2:]),REAL st ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) holds
for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 )
let P1 be Probability of Trivial-SigmaField Omega1; for P2 being Probability of Trivial-SigmaField Omega2
for Q being Function of [:Omega1,Omega2:],REAL
for P being Function of (bool [:Omega1,Omega2:]),REAL st ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) holds
for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 )
let P2 be Probability of Trivial-SigmaField Omega2; for Q being Function of [:Omega1,Omega2:],REAL
for P being Function of (bool [:Omega1,Omega2:]),REAL st ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) holds
for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 )
let Q be Function of [:Omega1,Omega2:],REAL ; for P being Function of (bool [:Omega1,Omega2:]),REAL st ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) holds
for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 )
let P be Function of (bool [:Omega1,Omega2:]),REAL ; ( ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) implies for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 ) )
assume AS:
( ( for x, y being set st x in Omega1 & y in Omega2 holds
Q . x,y = (P1 . {x}) * (P2 . {y}) ) & ( for z being finite Subset of [:Omega1,Omega2:] holds P . z = setopfunc z,[:Omega1,Omega2:],REAL ,Q,addreal ) )
; for x being set st x c= [:Omega1,Omega2:] holds
( 0 <= P . x & P . x <= 1 )
reconsider Y12 = [:Omega1,Omega2:] as finite Subset of [:Omega1,Omega2:] by SUBSET:3;
A1:
now let z be
set ;
( z in [:Omega1,Omega2:] implies 0 <= Q . z )assume
z in [:Omega1,Omega2:]
;
0 <= Q . zthen consider x,
y being
set such that P11:
(
x in Omega1 &
y in Omega2 &
z = [x,y] )
by ZFMISC_1:def 2;
for
xx being
set st
xx in {x} holds
xx in Omega1
by P11, TARSKI:def 1;
then EXY:
(
{x} is
Event of
Trivial-SigmaField Omega1 & ( for
xx being
set st
xx in {y} holds
xx in Omega2 ) )
by P11, TARSKI:def 1, TARSKI:def 3;
then EXY1:
{y} is
Event of
Trivial-SigmaField Omega2
by TARSKI:def 3;
P12:
Q . z =
Q . x,
y
by P11
.=
(P1 . {x}) * (P2 . {y})
by P11, AS
;
(
0 <= P1 . {x} &
0 <= P2 . {y} )
by EXY, EXY1, PROB_1:def 13;
hence
0 <= Q . z
by P12;
verum end;
let x be set ; ( x c= [:Omega1,Omega2:] implies ( 0 <= P . x & P . x <= 1 ) )
assume
x c= [:Omega1,Omega2:]
; ( 0 <= P . x & P . x <= 1 )
then reconsider Y = x as finite Subset of [:Omega1,Omega2:] ;
for z being set st z in Y holds
0 <= Q . z
by A1;
then
0 <= setopfunc Y,[:Omega1,Omega2:],REAL ,Q,addreal
by LMXY093;
hence
0 <= P . x
by AS; P . x <= 1
A12:
setopfunc Y,[:Omega1,Omega2:],REAL ,Q,addreal <= setopfunc Y12,[:Omega1,Omega2:],REAL ,Q,addreal
by A1, LMXY094;
setopfunc Y12,[:Omega1,Omega2:],REAL ,Q,addreal = P . [:Omega1,Omega2:]
by AS;
then
setopfunc Y,[:Omega1,Omega2:],REAL ,Q,addreal <= 1
by A12, AS, LMXY10;
hence
P . x <= 1
by AS; verum