:: Integral of Measurable Function
:: by Noboru Endou and Yasunari Shidama
::
:: Received May 24, 2006
:: Copyright (c) 2006-2021 Association of Mizar Users

reconsider jj = 1 as Real ;

theorem Th1: :: MESFUNC5:1

for x, y being R_eal holds |.(x - y).| = |.(y - x).|

proof end;

theorem Th2: :: MESFUNC5:2

for x, y being R_eal holds y - x <= |.(x - y).|

proof end;

theorem Th3: :: MESFUNC5:3

for x, y being R_eal
for e being Real holds
( not |.(x - y).| < e or ( x = +infty & y = +infty ) or ( x = -infty & y = -infty ) or ( x <> +infty & x <> -infty & y <> +infty & y <> -infty ) )

proof end;

theorem Th4: :: MESFUNC5:4

for n being Nat
for p being ExtReal st 0 <= p & p < n holds
ex k being Nat st
( 1 <= k & k <= (2 |^ n) * n & (k - 1) / (2 |^ n) <= p & p < k / (2 |^ n) )

proof end;

theorem Th5: :: MESFUNC5:5

for n, k being Nat
for p being ExtReal st k <= (2 |^ n) * n & n <= p holds
k / (2 |^ n) <= p

proof end;

theorem Th6: :: MESFUNC5:6

for x, y, k being ExtReal st 0 <= k holds
( k * (max (x,y)) = max ((k * x),(k * y)) & k * (min (x,y)) = min ((k * x),(k * y)) )

proof end;

theorem :: MESFUNC5:7

for x, y, k being R_eal st k <= 0 holds
( k * (min (x,y)) = max ((k * x),(k * y)) & k * (max (x,y)) = min ((k * x),(k * y)) )

proof end;

definition

let IT be set ;

attr IT is nonpositive means :: MESFUNC5:def 1
for x being R_eal st x in IT holds
x <= 0 ;

end;

:: deftheorem defines nonpositive MESFUNC5:def 1 :
for IT being set holds
( IT is nonpositive iff for x being R_eal st x in IT holds
x <= 0 );

definition

let R be Relation;

attr R is nonpositive means :: MESFUNC5:def 2
rng R is nonpositive ;

end;

:: deftheorem defines nonpositive MESFUNC5:def 2 :
for R being Relation holds
( R is nonpositive iff rng R is nonpositive );

theorem Th8: :: MESFUNC5:8

for X being set
for F being PartFunc of X,ExtREAL holds
( F is nonpositive iff for n being object holds F . n <= 0. )

proof end;

theorem Th9: :: MESFUNC5:9

for X being set
for F being PartFunc of X,ExtREAL st ( for n being set st n in dom F holds
F . n <= 0. ) holds
F is nonpositive

proof end;

definition

let R be Relation;

attr R is without-infty means :Def3: :: MESFUNC5:def 3
not -infty in rng R;

attr R is without+infty means :: MESFUNC5:def 4
not +infty in rng R;

end;

:: deftheorem Def3 defines without-infty MESFUNC5:def 3 :
for R being Relation holds
( R is without-infty iff not -infty in rng R );

:: deftheorem defines without+infty MESFUNC5:def 4 :
for R being Relation holds
( R is without+infty iff not +infty in rng R );

definition

let X be non empty set ;
let f be PartFunc of X,ExtREAL;

:: original: without-infty
redefine attr f is without-infty means :Def5: :: MESFUNC5:def 5
for x being object holds -infty < f . x;

compatibility
( f is without-infty iff for x being object holds -infty < f . x )

proof end;

:: original: without+infty
redefine attr f is without+infty means :: MESFUNC5:def 6
for x being object holds f . x < +infty ;

compatibility
( f is without+infty iff for x being object holds f . x < +infty )

proof end;

end;

:: deftheorem Def5 defines without-infty MESFUNC5:def 5 :
for X being non empty set
for f being PartFunc of X,ExtREAL holds
( f is without-infty iff for x being object holds -infty < f . x );

:: deftheorem defines without+infty MESFUNC5:def 6 :
for X being non empty set
for f being PartFunc of X,ExtREAL holds
( f is without+infty iff for x being object holds f . x < +infty );

theorem Th10: :: MESFUNC5:10

for X being non empty set
for f being PartFunc of X,ExtREAL holds
( ( for x being set st x in dom f holds
-infty < f . x ) iff f is () )

proof end;

theorem Th11: :: MESFUNC5:11

for X being non empty set
for f being PartFunc of X,ExtREAL holds
( ( for x being set st x in dom f holds
f . x < +infty ) iff f is () )

proof end;

theorem Th12: :: MESFUNC5:12

for X being non empty set
for f being PartFunc of X,ExtREAL st f is nonnegative holds
f is () by SUPINF_2:51;

theorem Th13: :: MESFUNC5:13

for X being non empty set
for f being PartFunc of X,ExtREAL st f is nonpositive holds
f is () by Th8;

registration

let X be non empty set ;

cluster Function-like nonnegative -> () for Element of bool [:X,ExtREAL:];

coherence
for b₁ being PartFunc of X,ExtREAL st b₁ is nonnegative holds
b₁ is () by Th12;

cluster Function-like nonpositive -> () for Element of bool [:X,ExtREAL:];

coherence
for b₁ being PartFunc of X,ExtREAL st b₁ is nonpositive holds
b₁ is () by Th13;

end;

theorem Th14: :: MESFUNC5:14

for X being non empty set
for S being SigmaField of X
for f being PartFunc of X,ExtREAL st f is_simple_func_in S holds
( f is () & f is () )

proof end;

theorem Th15: :: MESFUNC5:15

for X being non empty set
for Y being set
for f being PartFunc of X,ExtREAL st f is nonnegative holds
f | Y is nonnegative

proof end;

theorem Th16: :: MESFUNC5:16

for X being non empty set
for f, g being PartFunc of X,ExtREAL st f is () & g is () holds
dom (f + g) = (dom f) /\ (dom g)

proof end;

theorem :: MESFUNC5:17

for X being non empty set
for f, g being PartFunc of X,ExtREAL st f is () & g is () holds
dom (f - g) = (dom f) /\ (dom g)

proof end;

theorem Th18: :: MESFUNC5:18

for X being non empty set
for S being SigmaField of X
for f, g being PartFunc of X,ExtREAL
for F being Function of RAT,S
for r being Real
for A being Element of S st f is () & g is () & ( for p being Rational holds F . p = (A /\ (less_dom (f,p))) /\ (A /\ (less_dom (g,(r - p)))) ) holds
A /\ (less_dom ((f + g),r)) = union (rng F)

proof end;

definition

let X be non empty set ;
let f be PartFunc of X,REAL;

func R_EAL f -> PartFunc of X,ExtREAL equals :: MESFUNC5:def 7
f;

coherence
f is PartFunc of X,ExtREAL by NUMBERS:31, RELSET_1:7;

end;

:: deftheorem defines R_EAL MESFUNC5:def 7 :
for X being non empty set
for f being PartFunc of X,REAL holds R_EAL f = f;

theorem Th19: :: MESFUNC5:19

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is nonnegative & g is nonnegative holds
f + g is nonnegative

proof end;

theorem Th20: :: MESFUNC5:20

for X being non empty set
for f being PartFunc of X,ExtREAL
for c being Real st f is nonnegative holds
( ( 0 <= c implies c (#) f is nonnegative ) & ( c <= 0 implies c (#) f is nonpositive ) )

proof end;

theorem Th21: :: MESFUNC5:21

for X being non empty set
for f, g being PartFunc of X,ExtREAL st ( for x being set st x in (dom f) /\ (dom g) holds
( g . x <= f . x & -infty < g . x & f . x < +infty ) ) holds
f - g is nonnegative

proof end;

Lm1: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL holds
( max+ f is nonnegative & max- f is nonnegative & |.f.| is nonnegative )

proof end;

theorem Th22: :: MESFUNC5:22

for X being non empty set
for f, g being PartFunc of X,ExtREAL st f is nonnegative & g is nonnegative holds
( dom (f + g) = (dom f) /\ (dom g) & f + g is nonnegative )

proof end;

theorem Th23: :: MESFUNC5:23

for X being non empty set
for f, g, h being PartFunc of X,ExtREAL st f is nonnegative & g is nonnegative & h is nonnegative holds
( dom ((f + g) + h) = ((dom f) /\ (dom g)) /\ (dom h) & (f + g) + h is nonnegative & ( for x being set st x in ((dom f) /\ (dom g)) /\ (dom h) holds
((f + g) + h) . x = ((f . x) + (g . x)) + (h . x) ) )

proof end;

theorem Th24: :: MESFUNC5:24

for X being non empty set
for f, g being PartFunc of X,ExtREAL st f is () & g is () holds
( dom ((max+ (f + g)) + (max- f)) = (dom f) /\ (dom g) & dom ((max- (f + g)) + (max+ f)) = (dom f) /\ (dom g) & dom (((max+ (f + g)) + (max- f)) + (max- g)) = (dom f) /\ (dom g) & dom (((max- (f + g)) + (max+ f)) + (max+ g)) = (dom f) /\ (dom g) & (max+ (f + g)) + (max- f) is nonnegative & (max- (f + g)) + (max+ f) is nonnegative )

proof end;

theorem Th25: :: MESFUNC5:25

for X being non empty set
for f, g being PartFunc of X,ExtREAL st f is () & f is () & g is () & g is () holds
((max+ (f + g)) + (max- f)) + (max- g) = ((max- (f + g)) + (max+ f)) + (max+ g)

proof end;

theorem Th26: :: MESFUNC5:26

for C being non empty set
for f being PartFunc of C,ExtREAL
for c being Real st 0 <= c holds
( max+ (c (#) f) = c (#) (max+ f) & max- (c (#) f) = c (#) (max- f) )

proof end;

theorem Th27: :: MESFUNC5:27

for C being non empty set
for f being PartFunc of C,ExtREAL
for c being Real st 0 <= c holds
( max+ ((- c) (#) f) = c (#) (max- f) & max- ((- c) (#) f) = c (#) (max+ f) )

proof end;

theorem Th28: :: MESFUNC5:28

for X being non empty set
for f being PartFunc of X,ExtREAL
for A being set holds
( max+ (f | A) = (max+ f) | A & max- (f | A) = (max- f) | A )

proof end;

theorem Th29: :: MESFUNC5:29

for X being non empty set
for f, g being PartFunc of X,ExtREAL
for B being set st B c= dom (f + g) holds
( dom ((f + g) | B) = B & dom ((f | B) + (g | B)) = B & (f + g) | B = (f | B) + (g | B) )

proof end;

theorem Th30: :: MESFUNC5:30

for X being non empty set
for f being PartFunc of X,ExtREAL
for a being R_eal holds eq_dom (f,a) = f " {a}

proof end;

theorem Th31: :: MESFUNC5:31

for X being non empty set
for S being SigmaField of X
for f, g being PartFunc of X,ExtREAL
for A being Element of S st f is () & g is () & f is A -measurable & g is A -measurable holds
f + g is A -measurable

proof end;

theorem :: MESFUNC5:32

for X being 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 & dom f = {} holds
ex F being Finite_Sep_Sequence of S ex a, x being FinSequence of ExtREAL st
( F,a are_Re-presentation_of f & a . 1 = 0 & ( for n being Nat st 2 <= n & n in dom a holds
( 0 < a . n & a . n < +infty ) ) & dom x = dom F & ( for n being Nat st n in dom x holds
x . n = (a . n) * ((M * F) . n) ) & Sum x = 0 )

proof end;

theorem Th33: :: MESFUNC5:33

for X being non empty set
for S being SigmaField of X
for f being PartFunc of X,ExtREAL
for A being Element of S
for r, s being Real st f is A -measurable & A c= dom f holds
(A /\ (great_eq_dom (f,r))) /\ (less_dom (f,s)) in S

proof end;

theorem Th34: :: MESFUNC5:34

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st f is_simple_func_in S holds
f | A is_simple_func_in S

proof end;

theorem Th35: :: MESFUNC5:35

for X being non empty set
for S being SigmaField of X
for A being Element of S
for F being Finite_Sep_Sequence of S
for G being FinSequence st dom F = dom G & ( for n being Nat st n in dom F holds
G . n = (F . n) /\ A ) holds
G is Finite_Sep_Sequence of S

proof end;

theorem Th36: :: MESFUNC5:36

for X being non empty set
for S being SigmaField of X
for f being PartFunc of X,ExtREAL
for A being Element of S
for F, G being Finite_Sep_Sequence of S
for a being FinSequence of ExtREAL st dom F = dom G & ( for n being Nat st n in dom F holds
G . n = (F . n) /\ A ) & F,a are_Re-presentation_of f holds
G,a are_Re-presentation_of f | A

proof end;

theorem Th37: :: MESFUNC5:37

for X being 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 holds
dom f is Element of S

proof end;

Lm2: for Y being set
for p being FinSequence st ( for i being Nat st i in dom p holds
p . i in Y ) holds
p is FinSequence of Y

proof end;

Lm3: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & dom f <> {} & g is_simple_func_in S & dom g = dom f holds
( f + g is_simple_func_in S & dom (f + g) <> {} )

proof end;

theorem Th38: :: MESFUNC5:38

for X being non empty set
for S being SigmaField of X
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S holds
f + g is_simple_func_in S

proof end;

theorem Th39: :: MESFUNC5:39

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st f is_simple_func_in S holds
c (#) f is_simple_func_in S

proof end;

theorem Th40: :: MESFUNC5:40

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S & ( for x being object st x in dom (f - g) holds
g . x <= f . x ) holds
f - g is nonnegative

proof end;

theorem Th41: :: MESFUNC5:41

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being Element of S
for c being R_eal st c <> +infty & c <> -infty holds
ex f being PartFunc of X,ExtREAL st
( f is_simple_func_in S & dom f = A & ( for x being object st x in A holds
f . x = c ) )

proof end;

theorem Th42: :: MESFUNC5:42

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for B, BF being Element of S st f is B -measurable & BF = (dom f) /\ B holds
f | B is BF -measurable

proof end;

theorem Th43: :: MESFUNC5:43

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being Element of S
for f, g being PartFunc of X,ExtREAL st A c= dom f & f is A -measurable & g is A -measurable & f is () & g is () holds
(max+ (f + g)) + (max- f) is A -measurable

proof end;

theorem Th44: :: MESFUNC5:44

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being Element of S
for f, g being PartFunc of X,ExtREAL st A c= (dom f) /\ (dom g) & f is A -measurable & g is A -measurable & f is () & g is () holds
(max- (f + g)) + (max+ f) is A -measurable

proof end;

theorem Th45: :: MESFUNC5:45

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being set st A in S holds
0 <= M . A

proof end;

Lm4: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for r being Real st dom f in S & ( for x being object st x in dom f holds
f . x = r ) holds
f is_simple_func_in S

proof end;

theorem Th46: :: MESFUNC5:46

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex E1 being Element of S st
( E1 = dom f & f is E1 -measurable ) & ex E2 being Element of S st
( E2 = dom g & g is E2 -measurable ) & f " {+infty} in S & f " {-infty} in S & g " {+infty} in S & g " {-infty} in S holds
dom (f + g) in S

proof end;

Lm5: for X being non empty set
for S being SigmaField of X
for A being Element of S
for f being PartFunc of X,ExtREAL
for r being Real holds A /\ (less_dom (f,r)) = less_dom ((f | A),r)

proof end;

Lm6: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being Element of S
for f being PartFunc of X,ExtREAL holds
( f | A is A -measurable iff f is A -measurable )

proof end;

Lm7: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex E1 being Element of S st
( E1 = dom f & f is E1 -measurable ) & ex E2 being Element of S st
( E2 = dom g & g is E2 -measurable ) & dom f = dom g holds
ex DFPG being Element of S st
( DFPG = dom (f + g) & f + g is DFPG -measurable )

proof end;

theorem Th47: :: MESFUNC5:47

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex E1 being Element of S st
( E1 = dom f & f is E1 -measurable ) & ex E2 being Element of S st
( E2 = dom g & g is E2 -measurable ) holds
ex E being Element of S st
( E = dom (f + g) & f + g is E -measurable )

proof end;

theorem Th48: :: MESFUNC5:48

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st dom f = A holds
( f is B -measurable iff f is A /\ B -measurable )

proof end;

theorem Th49: :: MESFUNC5:49

for X being 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 dom f = A holds
for c being Real
for B being Element of S st f is B -measurable holds
c (#) f is B -measurable

proof end;

definition

mode ExtREAL_sequence is sequence of ExtREAL;

end;

definition

let seq be ExtREAL_sequence;

attr seq is convergent_to_finite_number means :: MESFUNC5:def 8
ex g being Real st
for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - g).| < p;

end;

:: deftheorem defines convergent_to_finite_number MESFUNC5:def 8 :
for seq being ExtREAL_sequence holds
( seq is convergent_to_finite_number iff ex g being Real st
for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - g).| < p );

definition

let seq be ExtREAL_sequence;

attr seq is convergent_to_+infty means :: MESFUNC5:def 9
for g being Real st 0 < g holds
ex n being Nat st
for m being Nat st n <= m holds
g <= seq . m;

end;

:: deftheorem defines convergent_to_+infty MESFUNC5:def 9 :
for seq being ExtREAL_sequence holds
( seq is convergent_to_+infty iff for g being Real st 0 < g holds
ex n being Nat st
for m being Nat st n <= m holds
g <= seq . m );

definition

let seq be ExtREAL_sequence;

attr seq is convergent_to_-infty means :: MESFUNC5:def 10
for g being Real st g < 0 holds
ex n being Nat st
for m being Nat st n <= m holds
seq . m <= g;

end;

:: deftheorem defines convergent_to_-infty MESFUNC5:def 10 :
for seq being ExtREAL_sequence holds
( seq is convergent_to_-infty iff for g being Real st g < 0 holds
ex n being Nat st
for m being Nat st n <= m holds
seq . m <= g );

theorem Th50: :: MESFUNC5:50

for seq being ExtREAL_sequence st seq is convergent_to_+infty holds
( not seq is convergent_to_-infty & not seq is convergent_to_finite_number )

proof end;

theorem Th51: :: MESFUNC5:51

for seq being ExtREAL_sequence st seq is convergent_to_-infty holds
( not seq is convergent_to_+infty & not seq is convergent_to_finite_number )

proof end;

definition

let seq be ExtREAL_sequence;

attr seq is convergent means :: MESFUNC5:def 11
( seq is convergent_to_finite_number or seq is convergent_to_+infty or seq is convergent_to_-infty );

end;

:: deftheorem defines convergent MESFUNC5:def 11 :
for seq being ExtREAL_sequence holds
( seq is convergent iff ( seq is convergent_to_finite_number or seq is convergent_to_+infty or seq is convergent_to_-infty ) );

definition

let seq be ExtREAL_sequence;
assume A1: seq is convergent ;

func lim seq -> R_eal means :Def12: :: MESFUNC5:def 12
( ex g being Real st
( it = g & ( for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - it).| < p ) & seq is convergent_to_finite_number ) or ( it = +infty & seq is convergent_to_+infty ) or ( it = -infty & seq is convergent_to_-infty ) );

existence
ex b₁ being R_eal st
( ex g being Real st
( b₁ = g & ( for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - b₁).| < p ) & seq is convergent_to_finite_number ) or ( b₁ = +infty & seq is convergent_to_+infty ) or ( b₁ = -infty & seq is convergent_to_-infty ) )

proof end;

uniqueness
for b₁, b₂ being R_eal st ( ex g being Real st
( b₁ = g & ( for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - b₁).| < p ) & seq is convergent_to_finite_number ) or ( b₁ = +infty & seq is convergent_to_+infty ) or ( b₁ = -infty & seq is convergent_to_-infty ) ) & ( ex g being Real st
( b₂ = g & ( for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - b₂).| < p ) & seq is convergent_to_finite_number ) or ( b₂ = +infty & seq is convergent_to_+infty ) or ( b₂ = -infty & seq is convergent_to_-infty ) ) holds
b₁ = b₂

proof end;

end;

:: deftheorem Def12 defines lim MESFUNC5:def 12 :
for seq being ExtREAL_sequence st seq is convergent holds
for b₂ being R_eal holds
( b₂ = lim seq iff ( ex g being Real st
( b₂ = g & ( for p being Real st 0 < p holds
ex n being Nat st
for m being Nat st n <= m holds
|.((seq . m) - b₂).| < p ) & seq is convergent_to_finite_number ) or ( b₂ = +infty & seq is convergent_to_+infty ) or ( b₂ = -infty & seq is convergent_to_-infty ) ) );

theorem Th52: :: MESFUNC5:52

for seq being ExtREAL_sequence
for r being Real st ( for n being Nat holds seq . n = r ) holds
( seq is convergent_to_finite_number & lim seq = r )

proof end;

theorem Th53: :: MESFUNC5:53

for F being FinSequence of ExtREAL st ( for n being Nat st n in dom F holds
0 <= F . n ) holds
0 <= Sum F

proof end;

theorem Th54: :: MESFUNC5:54

for L being ExtREAL_sequence st ( for n, m being Nat st n <= m holds
L . n <= L . m ) holds
( L is convergent & lim L = sup (rng L) )

proof end;

theorem Th55: :: MESFUNC5:55

for L, G being ExtREAL_sequence st ( for n being Nat holds L . n <= G . n ) holds
sup (rng L) <= sup (rng G)

proof end;

theorem Th56: :: MESFUNC5:56

for L being ExtREAL_sequence
for n being Nat holds L . n <= sup (rng L)

proof end;

theorem Th57: :: MESFUNC5:57

for L being ExtREAL_sequence
for K being R_eal st ( for n being Nat holds L . n <= K ) holds
sup (rng L) <= K

proof end;

theorem :: MESFUNC5:58

for L being ExtREAL_sequence
for K being R_eal st K <> +infty & ( for n being Nat holds L . n <= K ) holds
sup (rng L) < +infty

proof end;

theorem Th59: :: MESFUNC5:59

for L being ExtREAL_sequence st L is () holds
( sup (rng L) <> +infty iff ex K being Real st
( 0 < K & ( for n being Nat holds L . n <= K ) ) )

proof end;

theorem Th60: :: MESFUNC5:60

for L being ExtREAL_sequence
for c being ExtReal st ( for n being Nat holds L . n = c ) holds
( L is convergent & lim L = c & lim L = sup (rng L) )

proof end;

Lm8: for J being ExtREAL_sequence holds
( not J is () or sup (rng J) in REAL or sup (rng J) = +infty )

proof end;

theorem Th61: :: MESFUNC5:61

for J, K, L being ExtREAL_sequence st ( for n, m being Nat st n <= m holds
J . n <= J . m ) & ( for n, m being Nat st n <= m holds
K . n <= K . m ) & J is () & K is () & ( for n being Nat holds (J . n) + (K . n) = L . n ) holds
( L is convergent & lim L = sup (rng L) & lim L = (lim J) + (lim K) & sup (rng L) = (sup (rng K)) + (sup (rng J)) )

proof end;

theorem Th62: :: MESFUNC5:62

for L, K being ExtREAL_sequence
for c being Real st 0 <= c & L is () & ( for n being Nat holds K . n = c * (L . n) ) holds
( sup (rng K) = c * (sup (rng L)) & K is () )

proof end;

theorem Th63: :: MESFUNC5:63

for L, K being ExtREAL_sequence
for c being Real st 0 <= c & ( for n, m being Nat st n <= m holds
L . n <= L . m ) & ( for n being Nat holds K . n = c * (L . n) ) & L is () holds
( ( for n, m being Nat st n <= m holds
K . n <= K . m ) & K is () & K is convergent & lim K = sup (rng K) & lim K = c * (lim L) )

proof end;

definition

let X be non empty set ;
let H be Functional_Sequence of X,ExtREAL;
let x be Element of X;

func H # x -> ExtREAL_sequence means :Def13: :: MESFUNC5:def 13
for n being Nat holds it . n = (H . n) . x;

existence
ex b₁ being ExtREAL_sequence st
for n being Nat holds b₁ . n = (H . n) . x

proof end;

uniqueness
for b₁, b₂ being ExtREAL_sequence st ( for n being Nat holds b₁ . n = (H . n) . x ) & ( for n being Nat holds b₂ . n = (H . n) . x ) holds
b₁ = b₂

proof end;

end;

:: deftheorem Def13 defines # MESFUNC5:def 13 :
for X being non empty set
for H being Functional_Sequence of X,ExtREAL
for x being Element of X
for b₄ being ExtREAL_sequence holds
( b₄ = H # x iff for n being Nat holds b₄ . n = (H . n) . x );

definition

let D1, D2 be set ;
let F be sequence of (PFuncs (D1,D2));
let n be Nat;
:: original: .
redefine func F . n -> PartFunc of D1,D2;
coherence
F . n is PartFunc of D1,D2

proof end;

end;

theorem Th64: :: MESFUNC5:64

for X being non empty set
for S being SigmaField of X
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
ex F being Functional_Sequence of X,ExtREAL st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) )

proof end;

definition

let X be non empty set ;
let S be SigmaField of X;
let M be sigma_Measure of S;
let f be PartFunc of X,ExtREAL;

func integral' (M,f) -> Element of ExtREAL equals :Def14: :: MESFUNC5:def 14
integral (M,f) if dom f <> {}
otherwise 0. ;

correctness
coherence
( ( dom f <> {} implies integral (M,f) is Element of ExtREAL ) & ( not dom f <> {} implies 0. is Element of ExtREAL ) );
consistency
for b₁ being Element of ExtREAL holds verum;
;

end;

:: deftheorem Def14 defines integral' MESFUNC5:def 14 :
for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL holds
( ( dom f <> {} implies integral' (M,f) = integral (M,f) ) & ( not dom f <> {} implies integral' (M,f) = 0. ) );

theorem Th65: :: MESFUNC5:65

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative holds
( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) )

proof end;

theorem Th66: :: MESFUNC5:66

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st f is_simple_func_in S & f is nonnegative & 0 <= c holds
integral' (M,(c (#) f)) = c * (integral' (M,f))

proof end;

theorem Th67: :: MESFUNC5:67

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st f is_simple_func_in S & f is nonnegative & A misses B holds
integral' (M,(f | (A \/ B))) = (integral' (M,(f | A))) + (integral' (M,(f | B)))

proof end;

theorem Th68: :: MESFUNC5:68

for X being 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
0 <= integral' (M,f)

proof end;

Lm9: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & dom f <> {} & f is nonnegative & g is_simple_func_in S & dom g = dom f & g is nonnegative & ( for x being set st x in dom f holds
g . x <= f . x ) holds
( f - g is_simple_func_in S & dom (f - g) <> {} & f - g is nonnegative & integral (M,f) = (integral (M,(f - g))) + (integral (M,g)) )

proof end;

theorem Th69: :: MESFUNC5:69

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & f is nonnegative & g is_simple_func_in S & g is nonnegative & ( for x being object st x in dom (f - g) holds
g . x <= f . x ) holds
( dom (f - g) = (dom f) /\ (dom g) & integral' (M,(f | (dom (f - g)))) = (integral' (M,(f - g))) + (integral' (M,(g | (dom (f - g))))) )

proof end;

theorem Th70: :: MESFUNC5:70

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative & ( for x being object st x in dom (f - g) holds
g . x <= f . x ) holds
integral' (M,(g | (dom (f - g)))) <= integral' (M,(f | (dom (f - g))))

proof end;

theorem Th71: :: MESFUNC5:71

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being R_eal st 0 <= c & f is_simple_func_in S & ( for x being object st x in dom f holds
f . x = c ) holds
integral' (M,f) = c * (M . (dom f))

proof end;

theorem Th72: :: MESFUNC5:72

for X being 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 | (eq_dom (f,0)))) = 0

proof end;

theorem Th73: :: MESFUNC5:73

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for B being Element of S
for f being PartFunc of X,ExtREAL st f is_simple_func_in S & M . B = 0 & f is nonnegative holds
integral' (M,(f | B)) = 0

proof end;

theorem Th74: :: MESFUNC5:74

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for g being PartFunc of X,ExtREAL
for F being Functional_Sequence of X,ExtREAL
for L being ExtREAL_sequence st g is_simple_func_in S & ( for x being object st x in dom g holds
0 < g . x ) & ( for n being Nat holds F . n is_simple_func_in S ) & ( for n being Nat holds dom (F . n) = dom g ) & ( for n being Nat holds F . n is nonnegative ) & ( for n, m being Nat st n <= m holds
for x being Element of X st x in dom g holds
(F . n) . x <= (F . m) . x ) & ( for x being Element of X st x in dom g holds
( F # x is convergent & g . x <= lim (F # x) ) ) & ( for n being Nat holds L . n = integral' (M,(F . n)) ) holds
( L is convergent & integral' (M,g) <= lim L )

proof end;

theorem Th75: :: MESFUNC5:75

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for g being PartFunc of X,ExtREAL
for F being Functional_Sequence of X,ExtREAL st g is_simple_func_in S & g is nonnegative & ( for n being Nat holds F . n is_simple_func_in S ) & ( for n being Nat holds dom (F . n) = dom g ) & ( for n being Nat holds F . n is nonnegative ) & ( for n, m being Nat st n <= m holds
for x being Element of X st x in dom g holds
(F . n) . x <= (F . m) . x ) & ( for x being Element of X st x in dom g holds
( F # x is convergent & g . x <= lim (F # x) ) ) holds
ex G being ExtREAL_sequence st
( ( for n being Nat holds G . n = integral' (M,(F . n)) ) & G is convergent & sup (rng G) = lim G & integral' (M,g) <= lim G )

proof end;

theorem Th76: :: MESFUNC5:76

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for A being Element of S
for F, G being Functional_Sequence of X,ExtREAL
for K, L being ExtREAL_sequence st ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = A ) ) & ( for n being Nat holds F . n is nonnegative ) & ( for n, m being Nat st n <= m holds
for x being Element of X st x in A holds
(F . n) . x <= (F . m) . x ) & ( for n being Nat holds
( G . n is_simple_func_in S & dom (G . n) = A ) ) & ( for n being Nat holds G . n is nonnegative ) & ( for n, m being Nat st n <= m holds
for x being Element of X st x in A holds
(G . n) . x <= (G . m) . x ) & ( for x being Element of X st x in A holds
( F # x is convergent & G # x is convergent & lim (F # x) = lim (G # x) ) ) & ( for n being Nat holds
( K . n = integral' (M,(F . n)) & L . n = integral' (M,(G . n)) ) ) holds
( K is convergent & L is convergent & lim K = lim L )

proof end;

definition

let X be non empty set ;
let S be SigmaField of X;
let M be sigma_Measure of S;
let f be PartFunc of X,ExtREAL;
assume that
A1: ex A being Element of S st
( A = dom f & f is A -measurable ) and
A2: f is nonnegative ;

func integral+ (M,f) -> Element of ExtREAL means :Def15: :: MESFUNC5:def 15
ex F being Functional_Sequence of X,ExtREAL ex K being ExtREAL_sequence st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) & ( for n being Nat holds K . n = integral' (M,(F . n)) ) & K is convergent & it = lim K );

existence
ex b₁ being Element of ExtREAL ex F being Functional_Sequence of X,ExtREAL ex K being ExtREAL_sequence st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) & ( for n being Nat holds K . n = integral' (M,(F . n)) ) & K is convergent & b₁ = lim K )

proof end;

uniqueness
for b₁, b₂ being Element of ExtREAL st ex F being Functional_Sequence of X,ExtREAL ex K being ExtREAL_sequence st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) & ( for n being Nat holds K . n = integral' (M,(F . n)) ) & K is convergent & b₁ = lim K ) & ex F being Functional_Sequence of X,ExtREAL ex K being ExtREAL_sequence st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) & ( for n being Nat holds K . n = integral' (M,(F . n)) ) & K is convergent & b₂ = lim K ) holds
b₁ = b₂

proof end;

end;

:: deftheorem Def15 defines integral+ MESFUNC5:def 15 :
for X being 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 A -measurable ) & f is nonnegative holds
for b₅ being Element of ExtREAL holds
( b₅ = integral+ (M,f) iff ex F being Functional_Sequence of X,ExtREAL ex K being ExtREAL_sequence st
( ( for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom f ) ) & ( for n being Nat holds F . n is nonnegative ) & ( 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 ) & ( for x being Element of X st x in dom f holds
( F # x is convergent & lim (F # x) = f . x ) ) & ( for n being Nat holds K . n = integral' (M,(F . n)) ) & K is convergent & b₅ = lim K ) );

theorem Th77: :: MESFUNC5:77

for X being 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)

proof end;

Lm10: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & A = dom g & f is A -measurable & g is A -measurable ) & f is nonnegative & g is nonnegative holds
integral+ (M,(f + g)) = (integral+ (M,f)) + (integral+ (M,g))

proof end;

theorem Th78: :: MESFUNC5:78

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is A -measurable ) & ex B being Element of S st
( B = dom g & g is B -measurable ) & f is nonnegative & g is nonnegative holds
ex C being Element of S st
( C = dom (f + g) & integral+ (M,(f + g)) = (integral+ (M,(f | C))) + (integral+ (M,(g | C))) )

proof end;

theorem Th79: :: MESFUNC5:79

for X being 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 A -measurable ) & f is nonnegative holds
0 <= integral+ (M,f)

proof end;

theorem Th80: :: MESFUNC5:80

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative holds
0 <= integral+ (M,(f | A))

proof end;

theorem Th81: :: MESFUNC5:81

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative & A misses B holds
integral+ (M,(f | (A \/ B))) = (integral+ (M,(f | A))) + (integral+ (M,(f | B)))

proof end;

theorem Th82: :: MESFUNC5:82

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative & M . A = 0 holds
integral+ (M,(f | A)) = 0

proof end;

theorem Th83: :: MESFUNC5:83

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative & A c= B holds
integral+ (M,(f | A)) <= integral+ (M,(f | B))

proof end;

theorem Th84: :: MESFUNC5:84

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for E, A being Element of S st f is nonnegative & E = dom f & f is E -measurable & M . A = 0 holds
integral+ (M,(f | (E \ A))) = integral+ (M,f)

proof end;

theorem Th85: :: MESFUNC5:85

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex E being Element of S st
( E = dom f & E = dom g & f is E -measurable & g is E -measurable ) & f is nonnegative & g is nonnegative & ( for x being Element of X st x in dom g holds
g . x <= f . x ) holds
integral+ (M,g) <= integral+ (M,f)

proof end;

theorem Th86: :: MESFUNC5:86

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
integral+ (M,(c (#) f)) = c * (integral+ (M,f))

proof end;

theorem Th87: :: MESFUNC5:87

for X being 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 A -measurable ) & ( for x being Element of X st x in dom f holds
0 = f . x ) holds
integral+ (M,f) = 0

proof end;

definition

let X be non empty set ;
let S be SigmaField of X;
let M be sigma_Measure of S;
let f be PartFunc of X,ExtREAL;

:: Lebesgue Measure and Integration
:: Integral of Measurable Function

func Integral (M,f) -> Element of ExtREAL equals :: MESFUNC5:def 16
(integral+ (M,(max+ f))) - (integral+ (M,(max- f)));

coherence
(integral+ (M,(max+ f))) - (integral+ (M,(max- f))) is Element of ExtREAL ;

end;

:: deftheorem defines Integral MESFUNC5:def 16 :
for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL holds Integral (M,f) = (integral+ (M,(max+ f))) - (integral+ (M,(max- f)));

theorem Th88: :: MESFUNC5:88

for X being 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 A -measurable ) & f is nonnegative holds
Integral (M,f) = integral+ (M,f)

proof end;

theorem :: MESFUNC5:89

for X being 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) & Integral (M,f) = integral' (M,f) )

proof end;

theorem :: MESFUNC5:90

for X being 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 A -measurable ) & f is nonnegative holds
0 <= Integral (M,f)

proof end;

theorem :: MESFUNC5:91

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative & A misses B holds
Integral (M,(f | (A \/ B))) = (Integral (M,(f | A))) + (Integral (M,(f | B)))

proof end;

theorem :: MESFUNC5:92

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative holds
0 <= Integral (M,(f | A))

proof end;

theorem :: MESFUNC5:93

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & f is nonnegative & A c= B holds
Integral (M,(f | A)) <= Integral (M,(f | B))

proof end;

theorem :: MESFUNC5:94

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st ex E being Element of S st
( E = dom f & f is E -measurable ) & M . A = 0 holds
Integral (M,(f | A)) = 0

proof end;

theorem Th95: :: MESFUNC5:95

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for E, A being Element of S st E = dom f & f is E -measurable & M . A = 0 holds
Integral (M,(f | (E \ A))) = Integral (M,f)

proof end;

definition

let X be non empty set ;
let S be SigmaField of X;
let M be sigma_Measure of S;
let f be PartFunc of X,ExtREAL;

pred f is_integrable_on M means :: MESFUNC5:def 17
( ex A being Element of S st
( A = dom f & f is A -measurable ) & integral+ (M,(max+ f)) < +infty & integral+ (M,(max- f)) < +infty );

end;

:: deftheorem defines is_integrable_on MESFUNC5:def 17 :
for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL holds
( f is_integrable_on M iff ( ex A being Element of S st
( A = dom f & f is A -measurable ) & integral+ (M,(max+ f)) < +infty & integral+ (M,(max- f)) < +infty ) );

theorem Th96: :: MESFUNC5:96

for X being 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_integrable_on M holds
( 0 <= integral+ (M,(max+ f)) & 0 <= integral+ (M,(max- f)) & -infty < Integral (M,f) & Integral (M,f) < +infty )

proof end;

theorem Th97: :: MESFUNC5:97

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A being Element of S st f is_integrable_on M holds
( integral+ (M,(max+ (f | A))) <= integral+ (M,(max+ f)) & integral+ (M,(max- (f | A))) <= integral+ (M,(max- f)) & f | A is_integrable_on M )

proof end;

theorem Th98: :: MESFUNC5:98

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st f is_integrable_on M & A misses B holds
Integral (M,(f | (A \/ B))) = (Integral (M,(f | A))) + (Integral (M,(f | B)))

proof end;

theorem :: MESFUNC5:99

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for A, B being Element of S st f is_integrable_on M & B = (dom f) \ A holds
( f | A is_integrable_on M & Integral (M,f) = (Integral (M,(f | A))) + (Integral (M,(f | B))) )

proof end;

theorem Th100: :: MESFUNC5:100

for X being 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 A -measurable ) holds
( f is_integrable_on M iff |.f.| is_integrable_on M )

proof end;

theorem :: MESFUNC5:101

for X being 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_integrable_on M holds
|.(Integral (M,f)).| <= Integral (M,|.f.|)

proof end;

theorem Th102: :: MESFUNC5:102

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is A -measurable ) & dom f = dom g & g is_integrable_on M & ( for x being Element of X st x in dom f holds
|.(f . x).| <= g . x ) holds
( f is_integrable_on M & Integral (M,|.f.|) <= Integral (M,g) )

proof end;

theorem Th103: :: MESFUNC5:103

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for r being Real st dom f in S & 0 <= r & dom f <> {} & ( for x being object st x in dom f holds
f . x = r ) holds
integral (M,f) = r * (M . (dom f))

proof end;

theorem Th104: :: MESFUNC5:104

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for r being Real st dom f in S & 0 <= r & ( for x being object st x in dom f holds
f . x = r ) holds
integral' (M,f) = r * (M . (dom f))

proof end;

theorem Th105: :: MESFUNC5:105

for X being 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_integrable_on M holds
( f " {+infty} in S & f " {-infty} in S & M . (f " {+infty}) = 0 & M . (f " {-infty}) = 0 & (f " {+infty}) \/ (f " {-infty}) in S & M . ((f " {+infty}) \/ (f " {-infty})) = 0 )

proof end;

theorem Th106: :: MESFUNC5:106

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & f is nonnegative & g is nonnegative holds
f + g is_integrable_on M

proof end;

theorem Th107: :: MESFUNC5:107

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M holds
dom (f + g) in S

proof end;

Lm11: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st ex E0 being Element of S st
( dom (f + g) = E0 & f + g is E0 -measurable ) & f is_integrable_on M & g is_integrable_on M holds
f + g is_integrable_on M

proof end;

theorem Th108: :: MESFUNC5:108

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M holds
f + g is_integrable_on M

proof end;

Lm12: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & dom f = dom g holds
ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )

proof end;

Lm13: for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & dom f = dom g holds
( f + g is_integrable_on M & Integral (M,(f + g)) = (Integral (M,f)) + (Integral (M,g)) )

proof end;

theorem :: MESFUNC5:109

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M holds
ex E being Element of S st
( E = (dom f) /\ (dom g) & Integral (M,(f + g)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )

proof end;

theorem Th110: :: MESFUNC5:110

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st f is_integrable_on M holds
( c (#) f is_integrable_on M & Integral (M,(c (#) f)) = c * (Integral (M,f)) )

proof end;

definition

let X be non empty set ;
let S be SigmaField of X;
let M be sigma_Measure of S;
let f be PartFunc of X,ExtREAL;
let B be Element of S;

func Integral_on (M,B,f) -> Element of ExtREAL equals :: MESFUNC5:def 18
Integral (M,(f | B));

coherence
Integral (M,(f | B)) is Element of ExtREAL ;

end;

:: deftheorem defines Integral_on MESFUNC5:def 18 :
for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for B being Element of S holds Integral_on (M,B,f) = Integral (M,(f | B));

theorem :: MESFUNC5:111

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL
for B being Element of S st f is_integrable_on M & g is_integrable_on M & B c= dom (f + g) holds
( f + g is_integrable_on M & Integral_on (M,B,(f + g)) = (Integral_on (M,B,f)) + (Integral_on (M,B,g)) )

proof end;

theorem :: MESFUNC5:112

for X being non empty set
for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real
for B being Element of S st f is_integrable_on M holds
( f | B is_integrable_on M & Integral_on (M,B,(c (#) f)) = c * (Integral_on (M,B,f)) )

proof end;