let f be PartFunc of REAL,REAL; for a, b, r being Real st ].a,b.[ c= dom f & f is_improper_integrable_on a,b holds
( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) )
let a, b, r be Real; ( ].a,b.[ c= dom f & f is_improper_integrable_on a,b implies ( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) ) )
assume that
A1:
].a,b.[ c= dom f
and
A2:
f is_improper_integrable_on a,b
; ( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) )
consider c being Real such that
A3:
( a < c & c < b )
and
f is_left_improper_integrable_on a,c
and
f is_right_improper_integrable_on c,b
and
A4:
( not left_improper_integral (f,a,c) = -infty or not right_improper_integral (f,c,b) = +infty )
and
A5:
( not left_improper_integral (f,a,c) = +infty or not right_improper_integral (f,c,b) = -infty )
by A2;
( ].a,c.] c= ].a,b.[ & [.c,b.[ c= ].a,b.[ )
by A3, XXREAL_1:48, XXREAL_1:49;
then A6:
( ].a,c.] c= dom f & [.c,b.[ c= dom f )
by A1;
( f is_left_improper_integrable_on a,c & f is_right_improper_integrable_on c,b )
by A1, A2, A3, Th48;
then A7:
( r (#) f is_left_improper_integrable_on a,c & r (#) f is_right_improper_integrable_on c,b & left_improper_integral ((r (#) f),a,c) = r * (left_improper_integral (f,a,c)) & right_improper_integral ((r (#) f),c,b) = r * (right_improper_integral (f,c,b)) )
by A3, A6, Th53, Th54;
A8: (left_improper_integral ((r (#) f),a,c)) + (right_improper_integral ((r (#) f),c,b)) =
r * ((left_improper_integral (f,a,c)) + (right_improper_integral (f,c,b)))
by A7, XXREAL_3:95
.=
r * (improper_integral (f,a,b))
by A1, A2, A3, Th48
;
A9:
dom (r (#) f) = dom f
by VALUED_1:def 5;
per cases
( r = 0 or r > 0 or r < 0 )
;
suppose
r = 0
;
( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) )hence
r (#) f is_improper_integrable_on a,
b
by A3, A7;
improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b))hence
improper_integral (
(r (#) f),
a,
b)
= r * (improper_integral (f,a,b))
by A1, A3, A8, A9, Th48;
verum end; suppose A10:
r > 0
;
( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) )A11:
now ( left_improper_integral ((r (#) f),a,c) = -infty implies not right_improper_integral ((r (#) f),c,b) = +infty )assume A12:
(
left_improper_integral (
(r (#) f),
a,
c)
= -infty &
right_improper_integral (
(r (#) f),
c,
b)
= +infty )
;
contradictionthen
(
left_improper_integral (
f,
a,
c)
= +infty or
left_improper_integral (
f,
a,
c)
= -infty )
by A7, XXREAL_3:70;
hence
contradiction
by A4, A12, A7, A10, XXREAL_3:69;
verum end; A13:
now ( left_improper_integral ((r (#) f),a,c) = +infty implies not right_improper_integral ((r (#) f),c,b) = -infty )assume A14:
(
left_improper_integral (
(r (#) f),
a,
c)
= +infty &
right_improper_integral (
(r (#) f),
c,
b)
= -infty )
;
contradictionthen
(
left_improper_integral (
f,
a,
c)
= +infty or
left_improper_integral (
f,
a,
c)
= -infty )
by A7, XXREAL_3:69;
hence
contradiction
by A5, A14, A7, A10, XXREAL_3:70;
verum end; thus
r (#) f is_improper_integrable_on a,
b
by A3, A7, A11, A13;
improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b))hence
improper_integral (
(r (#) f),
a,
b)
= r * (improper_integral (f,a,b))
by A1, A3, A8, A9, Th48;
verum end; suppose A15:
r < 0
;
( r (#) f is_improper_integrable_on a,b & improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b)) )A16:
now ( left_improper_integral ((r (#) f),a,c) = -infty implies not right_improper_integral ((r (#) f),c,b) = +infty )assume A17:
(
left_improper_integral (
(r (#) f),
a,
c)
= -infty &
right_improper_integral (
(r (#) f),
c,
b)
= +infty )
;
contradictionthen
(
left_improper_integral (
f,
a,
c)
= +infty or
left_improper_integral (
f,
a,
c)
= -infty )
by A7, XXREAL_3:70;
hence
contradiction
by A5, A17, A7, A15, XXREAL_3:69;
verum end; A18:
now ( left_improper_integral ((r (#) f),a,c) = +infty implies not right_improper_integral ((r (#) f),c,b) = -infty )assume A19:
(
left_improper_integral (
(r (#) f),
a,
c)
= +infty &
right_improper_integral (
(r (#) f),
c,
b)
= -infty )
;
contradictionthen
(
left_improper_integral (
f,
a,
c)
= +infty or
left_improper_integral (
f,
a,
c)
= -infty )
by A7, XXREAL_3:69;
hence
contradiction
by A4, A19, A7, A15, XXREAL_3:70;
verum end; thus
r (#) f is_improper_integrable_on a,
b
by A3, A7, A16, A18;
improper_integral ((r (#) f),a,b) = r * (improper_integral (f,a,b))hence
improper_integral (
(r (#) f),
a,
b)
= r * (improper_integral (f,a,b))
by A1, A3, A8, A9, Th48;
verum end; end;