let X be non empty set ; :: thesis: 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; :: thesis: 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; :: thesis: 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; :: thesis: 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; :: thesis: ( 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 ; :: thesis: ( ( 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
proof
let x be Element of X; :: thesis: ( x in E implies (Re F) # x is convergent )
assume A8: x in E ; :: thesis: (Re F) # x is convergent
then F # x is convergent Complex_Sequence by A5;
then Re (F # x) is convergent ;
hence (Re F) # x is convergent by A2, A8, MESFUN7C:23; :: thesis: verum
end;
for n being Nat
for x being Element of X st x in dom ((Im F) . 0) holds
|.(((Im F) . n) . x).| <= K
proof
let n be Nat; :: thesis: for x being Element of X st x in dom ((Im F) . 0) holds
|.(((Im F) . n) . x).| <= K

let x be Element of X; :: thesis: ( x in dom ((Im F) . 0) implies |.(((Im F) . n) . x).| <= K )
assume x in dom ((Im F) . 0) ; :: thesis: |.(((Im F) . n) . x).| <= K
then A9: x in E by A2, MESFUN7C:def 12;
then |.((F . n) . x).| <= K by A2, A6;
then A10: |.((F # x) . n).| <= K by MESFUN7C:def 9;
A11: n is Element of NAT by ORDINAL1:def 13;
then Im ((F # x) . n) = (Im (F # x)) . n by COMSEQ_3:def 6;
then Im ((F # x) . n) = ((Im F) # x) . n by A2, A9, MESFUN7C:23;
then |.(((Im F) # x) . n).| <= |.((F # x) . n).| by COMSEQ_3:13;
then |.(((Im F) # x) . n).| <= K by A10, XXREAL_0:2;
hence |.(((Im F) . n) . x).| <= K by A11, SEQFUNC:def 11; :: thesis: verum
end;
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
proof
let x be Element of X; :: thesis: ( x in E implies (Im F) # x is convergent )
assume A14: x in E ; :: thesis: (Im F) # x is convergent
then F # x is convergent Complex_Sequence by A5;
then Im (F # x) is convergent ;
hence (Im F) # x is convergent by A2, A14, MESFUN7C:23; :: thesis: verum
end;
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]
proof
let n be Element of NAT ; :: thesis: ex y being Element of COMPLEX st S1[n,y]
take Integral (M,(F . n)) ; :: thesis: ( Integral (M,(F . n)) is Element of COMPLEX & S1[n, Integral (M,(F . n))] )
thus ( Integral (M,(F . n)) is Element of COMPLEX & S1[n, Integral (M,(F . n))] ) by XCMPLX_0:def 2; :: thesis: verum
end;
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
proof
let n be Nat; :: thesis: for x being Element of X st x in dom ((Re F) . 0) holds
|.(((Re F) . n) . x).| <= K

let x be Element of X; :: thesis: ( x in dom ((Re F) . 0) implies |.(((Re F) . n) . x).| <= K )
assume x in dom ((Re F) . 0) ; :: thesis: |.(((Re F) . n) . x).| <= K
then A18: x in E by A2, MESFUN7C:def 11;
then |.((F . n) . x).| <= K by A2, A6;
then A19: |.((F # x) . n).| <= K by MESFUN7C:def 9;
A20: n is Element of NAT by ORDINAL1:def 13;
then Re ((F # x) . n) = (Re (F # x)) . n by COMSEQ_3:def 5;
then Re ((F # x) . n) = ((Re F) # x) . n by A2, A18, MESFUN7C:23;
then |.(((Re F) # x) . n).| <= |.((F # x) . n).| by COMSEQ_3:13;
then |.(((Re F) # x) . n).| <= K by A19, XXREAL_0:2;
hence |.(((Re F) . n) . x).| <= K by A20, SEQFUNC:def 11; :: thesis: verum
end;
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 :: thesis: ( 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 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 ; :: thesis: ( n1 in NAT implies ( (R_EAL (Re I)) . n1 = A . n1 & (R_EAL (Im I)) . n1 = B . n1 ) )
assume n1 in NAT ; :: thesis: ( (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 5;
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; :: thesis: (R_EAL (Im I)) . n1 = B . n1
(Im I) . n = Im (I . n) by COMSEQ_3:def 6;
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; :: thesis: 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;
A41: now end;
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; :: thesis: 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 ; :: thesis: ( ( 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)) :: thesis: ( I is convergent & lim I = Integral (M,(lim F)) )
proof
let n be Nat; :: thesis: 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 5, COMSEQ_3:def 6;
(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; :: thesis: verum
end;
A51: ( -infty < Integral (M,(lim (Re F))) & Integral (M,(lim (Re F))) < +infty ) by A45, MESFUNC5:102;
A52: now end;
then A54: Re I is convergent by A30, A47, RINFSUP2:15;
hence I is convergent by A44, COMSEQ_3:42; :: thesis: 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 5, COMSEQ_3:def 6;
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; :: thesis: verum