let f be PartFunc of REAL,REAL; for a, b being Real st a <= b & left_closed_halfline b c= dom f & f is_integrable_on ['a,b'] & f | ['a,b'] is bounded & f is_-infty_ext_Riemann_integrable_on a holds
( f is_-infty_ext_Riemann_integrable_on b & infty_ext_left_integral (f,b) = (infty_ext_left_integral (f,a)) + (integral (f,a,b)) )
let a, b be Real; ( a <= b & left_closed_halfline b c= dom f & f is_integrable_on ['a,b'] & f | ['a,b'] is bounded & f is_-infty_ext_Riemann_integrable_on a implies ( f is_-infty_ext_Riemann_integrable_on b & infty_ext_left_integral (f,b) = (infty_ext_left_integral (f,a)) + (integral (f,a,b)) ) )
assume that
A1:
a <= b
and
A2:
left_closed_halfline b c= dom f
and
A3:
f is_integrable_on ['a,b']
and
A4:
f | ['a,b'] is bounded
and
A5:
f is_-infty_ext_Riemann_integrable_on a
; ( f is_-infty_ext_Riemann_integrable_on b & infty_ext_left_integral (f,b) = (infty_ext_left_integral (f,a)) + (integral (f,a,b)) )
A6:
['a,b'] = [.a,b.]
by A1, INTEGRA5:def 3;
A7:
for c being Real st c <= b holds
( f is_integrable_on ['c,b'] & f | ['c,b'] is bounded )
proof
let c be
Real;
( c <= b implies ( f is_integrable_on ['c,b'] & f | ['c,b'] is bounded ) )
assume A8:
c <= b
;
( f is_integrable_on ['c,b'] & f | ['c,b'] is bounded )
then A9:
['c,b'] = [.c,b.]
by INTEGRA5:def 3;
per cases
( a <= c or c < a )
;
suppose A10:
a <= c
;
( f is_integrable_on ['c,b'] & f | ['c,b'] is bounded )
['a,b'] c= ].-infty,b.]
by A6, XXREAL_1:265;
then A11:
['a,b'] c= dom f
by A2;
c in ['a,b']
by A8, A10, A6, XXREAL_1:1;
hence
f is_integrable_on ['c,b']
by A1, A3, A4, A11, INTEGRA6:17;
f | ['c,b'] is bounded thus
f | ['c,b'] is
bounded
by A4, A6, A9, A10, XXREAL_1:34, RFUNCT_1:74;
verum end; suppose A12:
c < a
;
( f is_integrable_on ['c,b'] & f | ['c,b'] is bounded )then A13:
(
f is_integrable_on ['c,a'] &
f | ['c,a'] is
bounded )
by A5, INTEGR10:def 6;
['c,b'] c= ].-infty,b.]
by A9, XXREAL_1:265;
then
['c,b'] c= dom f
by A2;
hence
f is_integrable_on ['c,b']
by A1, A12, A4, A13, A3, INTEGR24:1;
f | ['c,b'] is bounded
['c,a'] = [.c,a.]
by A12, INTEGRA5:def 3;
then
['c,b'] = ['c,a'] \/ ['a,b']
by A1, A6, A9, A12, XXREAL_1:165;
hence
f | ['c,b'] is
bounded
by A4, A13, RFUNCT_1:87;
verum end; end;
end;
consider I being PartFunc of REAL,REAL such that
A14:
dom I = left_closed_halfline a
and
A15:
for x being Real st x in dom I holds
I . x = integral (f,x,a)
and
A16:
I is convergent_in-infty
by A5, INTEGR10:def 6;
b > -infty
by XREAL_0:def 1, XXREAL_0:12;
then reconsider B = ].-infty,b.] as non empty Subset of REAL by XXREAL_1:2;
deffunc H1( Element of B) -> Element of REAL = In ((integral (f,$1,b)),REAL);
consider Intf being Function of B,REAL such that
A17:
for x being Element of B holds Intf . x = H1(x)
from FUNCT_2:sch 4();
A18:
dom Intf = B
by FUNCT_2:def 1;
then reconsider Intf = Intf as PartFunc of REAL,REAL by RELSET_1:5;
A19:
dom Intf = left_closed_halfline b
by FUNCT_2:def 1;
A20:
for x being Real st x in dom Intf holds
Intf . x = integral (f,x,b)
proof
let x be
Real;
( x in dom Intf implies Intf . x = integral (f,x,b) )
assume
x in dom Intf
;
Intf . x = integral (f,x,b)
then
Intf . x = In (
(integral (f,x,b)),
REAL)
by A17, A18;
hence
Intf . x = integral (
f,
x,
b)
;
verum
end;
A21:
for r being Real ex g being Real st
( g < r & g in dom Intf )
consider G being Real such that
A25:
for g1 being Real st 0 < g1 holds
ex r being Real st
for r1 being Real st r1 < r & r1 in dom I holds
|.((I . r1) - G).| < g1
by A16, LIMFUNC1:45;
G = lim_in-infty I
by A25, A16, LIMFUNC1:78;
then A26:
G = infty_ext_left_integral (f,a)
by A5, A14, A15, A16, INTEGR10:def 8;
set G1 = G + (integral (f,a,b));
A27:
for g1 being Real st 0 < g1 holds
ex r being Real st
for r1 being Real st r1 < r & r1 in dom Intf holds
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
proof
let g1 be
Real;
( 0 < g1 implies ex r being Real st
for r1 being Real st r1 < r & r1 in dom Intf holds
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1 )
assume
0 < g1
;
ex r being Real st
for r1 being Real st r1 < r & r1 in dom Intf holds
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
then consider R being
Real such that A28:
for
r1 being
Real st
r1 < R &
r1 in dom I holds
|.((I . r1) - G).| < g1
by A25;
set R1 =
min (
R,
a);
take
min (
R,
a)
;
for r1 being Real st r1 < min (R,a) & r1 in dom Intf holds
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
thus
for
r1 being
Real st
r1 < min (
R,
a) &
r1 in dom Intf holds
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
verumproof
let r1 be
Real;
( r1 < min (R,a) & r1 in dom Intf implies |.((Intf . r1) - (G + (integral (f,a,b)))).| < g1 )
assume that A29:
r1 < min (
R,
a)
and A30:
r1 in dom Intf
;
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
A31:
(
min (
R,
a)
<= R &
min (
R,
a)
<= a )
by XXREAL_0:17;
then A32:
(
r1 < a &
r1 < R )
by A29, XXREAL_0:2;
A33:
r1 in dom I
by A14, A31, A29, XXREAL_0:2, XXREAL_1:234;
A34:
r1 <= b
by A1, A32, XXREAL_0:2;
then A35:
(
f is_integrable_on ['r1,b'] &
f | ['r1,b'] is
bounded )
by A7;
A36:
['r1,b'] = [.r1,b.]
by A1, A32, XXREAL_0:2, INTEGRA5:def 3;
then
['r1,b'] c= ].-infty,b.]
by XXREAL_1:265;
then A37:
['r1,b'] c= dom f
by A2;
a in ['r1,b']
by A1, A32, A36, XXREAL_1:1;
then A38:
(integral (f,a,b)) + (integral (f,r1,a)) = integral (
f,
r1,
b)
by A34, A35, A37, INTEGRA6:17;
(Intf . r1) - (G + (integral (f,a,b))) = (integral (f,r1,b)) - (G + (integral (f,a,b)))
by A20, A30;
then
(Intf . r1) - (G + (integral (f,a,b))) = (integral (f,r1,a)) - G
by A38;
then
(Intf . r1) - (G + (integral (f,a,b))) = (I . r1) - G
by A32, A15, A14, XXREAL_1:234;
hence
|.((Intf . r1) - (G + (integral (f,a,b)))).| < g1
by A28, A33, A32;
verum
end;
end;
hence A39:
f is_-infty_ext_Riemann_integrable_on b
by A7, A19, A20, A21, LIMFUNC1:45, INTEGR10:def 6; infty_ext_left_integral (f,b) = (infty_ext_left_integral (f,a)) + (integral (f,a,b))
A40:
Intf is convergent_in-infty
by A21, A27, LIMFUNC1:45;
then
infty_ext_left_integral (f,b) = lim_in-infty Intf
by A19, A20, A39, INTEGR10:def 8;
hence
infty_ext_left_integral (f,b) = (infty_ext_left_integral (f,a)) + (integral (f,a,b))
by A40, A26, A27, LIMFUNC1:78; verum