let f, g be PartFunc of REAL,REAL; for a being Real st right_closed_halfline a c= dom f & right_closed_halfline a c= dom g & f is_+infty_improper_integrable_on a & g is_+infty_improper_integrable_on a & ( not improper_integral_+infty (f,a) = +infty or not improper_integral_+infty (g,a) = -infty ) & ( not improper_integral_+infty (f,a) = -infty or not improper_integral_+infty (g,a) = +infty ) holds
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )
let a be Real; ( right_closed_halfline a c= dom f & right_closed_halfline a c= dom g & f is_+infty_improper_integrable_on a & g is_+infty_improper_integrable_on a & ( not improper_integral_+infty (f,a) = +infty or not improper_integral_+infty (g,a) = -infty ) & ( not improper_integral_+infty (f,a) = -infty or not improper_integral_+infty (g,a) = +infty ) implies ( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) ) )
assume that
A1:
right_closed_halfline a c= dom f
and
A2:
right_closed_halfline a c= dom g
and
A3:
f is_+infty_improper_integrable_on a
and
A4:
g is_+infty_improper_integrable_on a
and
A5:
( not improper_integral_+infty (f,a) = +infty or not improper_integral_+infty (g,a) = -infty )
and
A6:
( not improper_integral_+infty (f,a) = -infty or not improper_integral_+infty (g,a) = +infty )
; ( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )
A7:
for d being Real st a <= d holds
( f + g is_integrable_on ['a,d'] & (f + g) | ['a,d'] is bounded )
proof
let d be
Real;
( a <= d implies ( f + g is_integrable_on ['a,d'] & (f + g) | ['a,d'] is bounded ) )
assume A8:
a <= d
;
( f + g is_integrable_on ['a,d'] & (f + g) | ['a,d'] is bounded )
A9:
(
f is_integrable_on ['a,d'] &
f | ['a,d'] is
bounded &
g is_integrable_on ['a,d'] &
g | ['a,d'] is
bounded )
by A3, A4, A8;
[.a,d.] c= [.a,+infty.[
by XXREAL_1:251;
then
['a,d'] c= [.a,+infty.[
by A8, INTEGRA5:def 3;
then
(
['a,d'] c= dom f &
['a,d'] c= dom g )
by A1, A2;
hence
f + g is_integrable_on ['a,d']
by A9, INTEGRA6:11;
(f + g) | ['a,d'] is bounded
(f + g) | (['a,d'] /\ ['a,d']) is
bounded
by A9, RFUNCT_1:83;
hence
(f + g) | ['a,d'] is
bounded
;
verum
end;
per cases
( ( f is_+infty_ext_Riemann_integrable_on a & g is_+infty_ext_Riemann_integrable_on a ) or ( f is_+infty_ext_Riemann_integrable_on a & not g is_+infty_ext_Riemann_integrable_on a ) or ( not f is_+infty_ext_Riemann_integrable_on a & g is_+infty_ext_Riemann_integrable_on a ) or ( not f is_+infty_ext_Riemann_integrable_on a & not g is_+infty_ext_Riemann_integrable_on a ) )
;
suppose A10:
(
f is_+infty_ext_Riemann_integrable_on a &
g is_+infty_ext_Riemann_integrable_on a )
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A11:
(
improper_integral_+infty (
f,
a)
= infty_ext_right_integral (
f,
a) &
improper_integral_+infty (
g,
a)
= infty_ext_right_integral (
g,
a) )
by A3, A4, Th27;
A12:
(
f + g is_+infty_ext_Riemann_integrable_on a &
infty_ext_right_integral (
(f + g),
a)
= (infty_ext_right_integral (f,a)) + (infty_ext_right_integral (g,a)) )
by A1, A2, A10, INTEGR10:8;
thus
f + g is_+infty_improper_integrable_on a
by A1, A2, A10, Th21, INTEGR10:8;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= infty_ext_right_integral (
(f + g),
a)
by A12, Th27;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A11, A12, XXREAL_3:def 2;
verum end; suppose A13:
(
f is_+infty_ext_Riemann_integrable_on a & not
g is_+infty_ext_Riemann_integrable_on a )
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A14:
improper_integral_+infty (
f,
a)
= infty_ext_right_integral (
f,
a)
by A3, Th27;
consider Intf being
PartFunc of
REAL,
REAL such that A15:
dom Intf = right_closed_halfline a
and A16:
for
x being
Real st
x in dom Intf holds
Intf . x = integral (
f,
a,
x)
and A17:
Intf is
convergent_in+infty
by A13, INTEGR10:def 5;
consider Intg being
PartFunc of
REAL,
REAL such that A18:
dom Intg = right_closed_halfline a
and A19:
for
x being
Real st
x in dom Intg holds
Intg . x = integral (
g,
a,
x)
and
(
Intg is
convergent_in+infty or
Intg is
divergent_in+infty_to+infty or
Intg is
divergent_in+infty_to-infty )
by A4;
A20:
dom (Intf + Intg) =
(right_closed_halfline a) /\ (right_closed_halfline a)
by A15, A18, VALUED_1:def 1
.=
right_closed_halfline a
;
A21:
for
x being
Real st
x in dom (Intf + Intg) holds
(Intf + Intg) . x = integral (
(f + g),
a,
x)
proof
let x be
Real;
( x in dom (Intf + Intg) implies (Intf + Intg) . x = integral ((f + g),a,x) )
assume A22:
x in dom (Intf + Intg)
;
(Intf + Intg) . x = integral ((f + g),a,x)
then A23:
a <= x
by A20, XXREAL_1:3;
[.a,x.] c= right_closed_halfline a
by XXREAL_1:251;
then A24:
(
[.a,x.] c= dom f &
[.a,x.] c= dom g )
by A1, A2;
A25:
['a,x'] = [.a,x.]
by A23, INTEGRA5:def 3;
(
f is_integrable_on ['a,x'] &
f | ['a,x'] is
bounded &
g is_integrable_on ['a,x'] &
g | ['a,x'] is
bounded )
by A3, A4, A23;
then
integral (
(f + g),
['a,x'])
= (integral (f,['a,x'])) + (integral (g,['a,x']))
by A24, A25, INTEGRA6:11;
then A26:
integral (
(f + g),
a,
x) =
(integral (f,['a,x'])) + (integral (g,['a,x']))
by A23, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,['a,x']))
by A23, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,a,x))
by A23, INTEGRA5:def 4
;
(Intf + Intg) . x =
(Intf . x) + (Intg . x)
by A22, VALUED_1:def 1
.=
(integral (f,a,x)) + (Intg . x)
by A22, A20, A15, A16
.=
(integral (f,a,x)) + (integral (g,a,x))
by A22, A20, A18, A19
;
hence
(Intf + Intg) . x = integral (
(f + g),
a,
x)
by A26;
verum
end; A27:
for
r being
Real ex
g being
Real st
(
r < g &
g in dom (Intf + Intg) )
A29:
( ex
r being
Real st
Intf | (right_open_halfline r) is
bounded_below & ex
r being
Real st
Intf | (right_open_halfline r) is
bounded_above )
by A17, Th6;
per cases
( improper_integral_+infty (g,a) = +infty or improper_integral_+infty (g,a) = -infty )
by A4, A13, Th27;
suppose A30:
improper_integral_+infty (
g,
a)
= +infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A31:
Intf + Intg is
divergent_in+infty_to+infty
by A27, A4, A18, A19, A29, Th39, LIMFUNC1:54;
hence
f + g is_+infty_improper_integrable_on a
by A7, A20, A21;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= +infty
by A20, A21, A31, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A14, A30, XXREAL_3:def 2;
verum end; suppose A32:
improper_integral_+infty (
g,
a)
= -infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A33:
Intf + Intg is
divergent_in+infty_to-infty
by A27, A4, A18, A19, A29, Th40, Th12;
hence
f + g is_+infty_improper_integrable_on a
by A7, A20, A21;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= -infty
by A20, A21, A33, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A14, A32, XXREAL_3:def 2;
verum end; end; end; suppose A34:
( not
f is_+infty_ext_Riemann_integrable_on a &
g is_+infty_ext_Riemann_integrable_on a )
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A35:
improper_integral_+infty (
g,
a)
= infty_ext_right_integral (
g,
a)
by A4, Th27;
consider Intg being
PartFunc of
REAL,
REAL such that A36:
dom Intg = right_closed_halfline a
and A37:
for
x being
Real st
x in dom Intg holds
Intg . x = integral (
g,
a,
x)
and A38:
Intg is
convergent_in+infty
by A34, INTEGR10:def 5;
consider Intf being
PartFunc of
REAL,
REAL such that A39:
dom Intf = right_closed_halfline a
and A40:
for
x being
Real st
x in dom Intf holds
Intf . x = integral (
f,
a,
x)
and
(
Intf is
convergent_in+infty or
Intf is
divergent_in+infty_to+infty or
Intf is
divergent_in+infty_to-infty )
by A3;
A41:
dom (Intf + Intg) =
(right_closed_halfline a) /\ (right_closed_halfline a)
by A36, A39, VALUED_1:def 1
.=
right_closed_halfline a
;
A42:
for
x being
Real st
x in dom (Intf + Intg) holds
(Intf + Intg) . x = integral (
(f + g),
a,
x)
proof
let x be
Real;
( x in dom (Intf + Intg) implies (Intf + Intg) . x = integral ((f + g),a,x) )
assume A43:
x in dom (Intf + Intg)
;
(Intf + Intg) . x = integral ((f + g),a,x)
then A44:
a <= x
by A41, XXREAL_1:3;
[.a,x.] c= [.a,+infty.[
by XXREAL_1:251;
then A45:
(
[.a,x.] c= dom f &
[.a,x.] c= dom g )
by A1, A2;
A46:
['a,x'] = [.a,x.]
by A44, INTEGRA5:def 3;
(
f is_integrable_on ['a,x'] &
f | ['a,x'] is
bounded &
g is_integrable_on ['a,x'] &
g | ['a,x'] is
bounded )
by A3, A4, A44;
then
integral (
(f + g),
['a,x'])
= (integral (f,['a,x'])) + (integral (g,['a,x']))
by A45, A46, INTEGRA6:11;
then A47:
integral (
(f + g),
a,
x) =
(integral (f,['a,x'])) + (integral (g,['a,x']))
by A44, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,['a,x']))
by A44, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,a,x))
by A44, INTEGRA5:def 4
;
(Intf + Intg) . x =
(Intf . x) + (Intg . x)
by A43, VALUED_1:def 1
.=
(integral (f,a,x)) + (Intg . x)
by A43, A41, A39, A40
.=
(integral (f,a,x)) + (integral (g,a,x))
by A43, A41, A36, A37
;
hence
(Intf + Intg) . x = integral (
(f + g),
a,
x)
by A47;
verum
end; A48:
for
r being
Real ex
g being
Real st
(
r < g &
g in dom (Intf + Intg) )
A50:
( ex
r being
Real st
Intg | (right_open_halfline r) is
bounded_below & ex
r being
Real st
Intg | (right_open_halfline r) is
bounded_above )
by A38, Th6;
per cases
( improper_integral_+infty (f,a) = +infty or improper_integral_+infty (f,a) = -infty )
by A3, A34, Th27;
suppose A51:
improper_integral_+infty (
f,
a)
= +infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A52:
Intf + Intg is
divergent_in+infty_to+infty
by A48, A3, A39, A40, A50, Th39, LIMFUNC1:54;
hence
f + g is_+infty_improper_integrable_on a
by A7, A41, A42;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= +infty
by A41, A42, A52, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A35, A51, XXREAL_3:def 2;
verum end; suppose A53:
improper_integral_+infty (
f,
a)
= -infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then A54:
Intf + Intg is
divergent_in+infty_to-infty
by A48, A3, A39, A40, A50, Th40, Th12;
hence
f + g is_+infty_improper_integrable_on a
by A7, A41, A42;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= -infty
by A41, A42, A54, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A35, A53, XXREAL_3:def 2;
verum end; end; end; suppose A55:
( not
f is_+infty_ext_Riemann_integrable_on a & not
g is_+infty_ext_Riemann_integrable_on a )
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )consider Intf being
PartFunc of
REAL,
REAL such that A56:
dom Intf = right_closed_halfline a
and A57:
for
x being
Real st
x in dom Intf holds
Intf . x = integral (
f,
a,
x)
and
(
Intf is
convergent_in+infty or
Intf is
divergent_in+infty_to+infty or
Intf is
divergent_in+infty_to-infty )
by A3;
consider Intg being
PartFunc of
REAL,
REAL such that A58:
dom Intg = right_closed_halfline a
and A59:
for
x being
Real st
x in dom Intg holds
Intg . x = integral (
g,
a,
x)
and
(
Intg is
convergent_in+infty or
Intg is
divergent_in+infty_to+infty or
Intg is
divergent_in+infty_to-infty )
by A4;
A60:
dom (Intf + Intg) =
(right_closed_halfline a) /\ (right_closed_halfline a)
by A58, A56, VALUED_1:def 1
.=
right_closed_halfline a
;
A61:
for
x being
Real st
x in dom (Intf + Intg) holds
(Intf + Intg) . x = integral (
(f + g),
a,
x)
proof
let x be
Real;
( x in dom (Intf + Intg) implies (Intf + Intg) . x = integral ((f + g),a,x) )
assume A62:
x in dom (Intf + Intg)
;
(Intf + Intg) . x = integral ((f + g),a,x)
then A63:
a <= x
by A60, XXREAL_1:3;
[.a,x.] c= [.a,+infty.[
by XXREAL_1:251;
then A64:
(
[.a,x.] c= dom f &
[.a,x.] c= dom g )
by A1, A2;
A65:
['a,x'] = [.a,x.]
by A63, INTEGRA5:def 3;
(
f is_integrable_on ['a,x'] &
f | ['a,x'] is
bounded &
g is_integrable_on ['a,x'] &
g | ['a,x'] is
bounded )
by A3, A4, A63;
then
integral (
(f + g),
['a,x'])
= (integral (f,['a,x'])) + (integral (g,['a,x']))
by A64, A65, INTEGRA6:11;
then A66:
integral (
(f + g),
a,
x) =
(integral (f,['a,x'])) + (integral (g,['a,x']))
by A63, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,['a,x']))
by A63, INTEGRA5:def 4
.=
(integral (f,a,x)) + (integral (g,a,x))
by A63, INTEGRA5:def 4
;
(Intf + Intg) . x =
(Intf . x) + (Intg . x)
by A62, VALUED_1:def 1
.=
(integral (f,a,x)) + (Intg . x)
by A62, A60, A56, A57
.=
(integral (f,a,x)) + (integral (g,a,x))
by A62, A60, A58, A59
;
hence
(Intf + Intg) . x = integral (
(f + g),
a,
x)
by A66;
verum
end; A67:
for
r being
Real ex
g being
Real st
(
r < g &
g in dom (Intf + Intg) )
per cases
( improper_integral_+infty (f,a) = +infty or improper_integral_+infty (f,a) = -infty )
by A3, A55, Th27;
suppose A69:
improper_integral_+infty (
f,
a)
= +infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then
improper_integral_+infty (
g,
a)
= +infty
by A4, A55, Th27, A5;
then
ex
r being
Real st
Intg | (right_open_halfline r) is
bounded_below
by A4, A58, A59, Th39, Th9;
then A70:
Intf + Intg is
divergent_in+infty_to+infty
by A69, A67, A3, A56, A57, Th39, LIMFUNC1:54;
hence
f + g is_+infty_improper_integrable_on a
by A7, A60, A61;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= +infty
by A60, A61, A70, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A69, A5, XXREAL_3:def 2;
verum end; suppose A71:
improper_integral_+infty (
f,
a)
= -infty
;
( f + g is_+infty_improper_integrable_on a & improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a)) )then
improper_integral_+infty (
g,
a)
= -infty
by A4, A55, Th27, A6;
then
ex
r being
Real st
Intg | (right_open_halfline r) is
bounded_above
by A4, A58, A59, Th40, Th10;
then A72:
Intf + Intg is
divergent_in+infty_to-infty
by A71, A67, A3, A56, A57, Th40, Th12;
hence
f + g is_+infty_improper_integrable_on a
by A7, A60, A61;
improper_integral_+infty ((f + g),a) = (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))then
improper_integral_+infty (
(f + g),
a)
= -infty
by A60, A61, A72, Def4;
hence
improper_integral_+infty (
(f + g),
a)
= (improper_integral_+infty (f,a)) + (improper_integral_+infty (g,a))
by A71, A6, XXREAL_3:def 2;
verum end; end; end; end;