defpred S1[ Nat, set , set ] means ( ex i being non zero Nat st
( i = $1 & $2 is SigmaField of (CarProduct (SubFin (X,i))) ) implies ex i being non zero Nat ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( i = $1 & $2 = Si & $3 = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) ) );
A1: for n being Nat st 1 <= n & n < m holds
for x being set ex y being set st S1[n,x,y]
proof
let n be Nat; :: thesis: ( 1 <= n & n < m implies for x being set ex y being set st S1[n,x,y] )
assume ( 1 <= n & n < m ) ; :: thesis: for x being set ex y being set st S1[n,x,y]
let x be set ; :: thesis: ex y being set st S1[n,x,y]
now :: thesis: ( ex k being non zero Nat st
( k = n & x is SigmaField of (CarProduct (SubFin (X,k))) ) implies ex y being set st S1[n,x,y] )
assume ex k being non zero Nat st
( k = n & x is SigmaField of (CarProduct (SubFin (X,k))) ) ; :: thesis: ex y being set st S1[n,x,y]
then consider k being non zero Nat such that
A2: ( k = n & x is SigmaField of (CarProduct (SubFin (X,k))) ) ;
reconsider Sn = x as SigmaField of (CarProduct (SubFin (X,k))) by A2;
reconsider y = sigma (measurable_rectangles (Sn,(ElmFin (S,(n + 1))))) as set ;
take y = y; :: thesis: S1[n,x,y]
thus S1[n,x,y] by A2; :: thesis: verum
end;
hence ex y being set st S1[n,x,y] ; :: thesis: verum
end;
consider P being FinSequence such that
A3: ( len P = m & ( P . 1 = S . 1 or m = 0 ) & ( for n being Nat st 1 <= n & n < m holds
S1[n,P . n,P . (n + 1)] ) ) from RECDEF_1:sch 3(A1);
reconsider P = P as m -element FinSequence by A3, CARD_1:def 7;
defpred S2[ Nat] means ( 1 <= $1 & $1 <= m implies ex k being non zero Nat st
( k = $1 & P . $1 is SigmaField of (CarProduct (SubFin (X,k))) ) );
A4: S2[ 0 ] ;
A5: for n being Nat st S2[n] holds
S2[n + 1]
proof
let n be Nat; :: thesis: ( S2[n] implies S2[n + 1] )
assume A6: S2[n] ; :: thesis: S2[n + 1]
assume A7: ( 1 <= n + 1 & n + 1 <= m ) ; :: thesis: ex k being non zero Nat st
( k = n + 1 & P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) )

per cases ( n = 0 or n <> 0 ) ;
suppose A8: n = 0 ; :: thesis: ex k being non zero Nat st
( k = n + 1 & P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) )

1 <= m by NAT_1:14;
then A9: 1 in Seg m ;
A10: 1 in Seg 1 ;
reconsider k = 1 as non zero Nat ;
take k ; :: thesis: ( k = n + 1 & P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) )
thus k = n + 1 by A8; :: thesis: P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k)))
SubFin (X,k) = X | 1 by Def5, NAT_1:14;
then CarProduct (SubFin (X,k)) = (X | k) . k by Def3;
then X . 1 = CarProduct (SubFin (X,k)) by A10, FUNCT_1:49;
hence P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) by A3, A8, A9, Def2; :: thesis: verum
end;
suppose A11: n <> 0 ; :: thesis: ex k being non zero Nat st
( k = n + 1 & P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) )

then reconsider n1 = n as non zero Nat ;
A12: ( 1 <= n & n < m ) by A11, A7, NAT_1:13, NAT_1:14;
then consider k being non zero Nat, Pk being SigmaField of (CarProduct (SubFin (X,k))) such that
A13: ( k = n & P . n = Pk & P . (n + 1) = sigma (measurable_rectangles (Pk,(ElmFin (S,(k + 1))))) ) by A3, A6;
CarProduct (SubFin (X,(k + 1))) = [:(CarProduct (SubFin (X,k))),(ElmFin (X,(k + 1))):] by A12, A13, Th9;
hence ex k being non zero Nat st
( k = n + 1 & P . (n + 1) is SigmaField of (CarProduct (SubFin (X,k))) ) by A13; :: thesis: verum
end;
end;
end;
A14: for n being Nat holds S2[n] from NAT_1:sch 2(A4, A5);
for i being Nat st i in Seg m holds
P . i is SigmaField of ((ProdFinSeq X) . i)
proof
let i be Nat; :: thesis: ( i in Seg m implies P . i is SigmaField of ((ProdFinSeq X) . i) )
assume A15: i in Seg m ; :: thesis: P . i is SigmaField of ((ProdFinSeq X) . i)
then A16: ( 1 <= i & i <= m ) by FINSEQ_1:1;
per cases ( i = 1 or i <> 1 ) ;
suppose A17: i = 1 ; :: thesis: P . i is SigmaField of ((ProdFinSeq X) . i)
then (ProdFinSeq X) . i = X . 1 by Def3;
hence P . i is SigmaField of ((ProdFinSeq X) . i) by A17, A3, A15, Def2; :: thesis: verum
end;
suppose i <> 1 ; :: thesis: P . i is SigmaField of ((ProdFinSeq X) . i)
then 1 < i by A16, XXREAL_0:1;
then reconsider i1 = i - 1 as non zero Nat by NAT_1:20;
A18: 1 <= i1 by NAT_1:14;
i < m + 1 by A16, NAT_1:13;
then A19: i1 < (m + 1) - 1 by XREAL_1:9;
then S1[i1,P . i1,P . (i1 + 1)] by A3, A18;
then consider i2 being non zero Nat, Si being SigmaField of (CarProduct (SubFin (X,i2))) such that
A20: ( i2 = i1 & P . i1 = Si & P . (i1 + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i2 + 1))))) ) by A18, A19, A14;
A21: ( i1 < i1 + 1 & i1 + 1 <= m ) by A15, NAT_1:13, FINSEQ_1:1;
then ( SubFin (X,i1) = SubFin ((SubFin (X,(i1 + 1))),i1) & ElmFin (X,(i1 + 1)) = ElmFin ((SubFin (X,(i1 + 1))),(i1 + 1)) ) by Th7, Th8;
then [:(CarProduct (SubFin (X,i1))),(ElmFin (X,(i1 + 1))):] = (ProdFinSeq (SubFin (X,(i1 + 1)))) . (i1 + 1) by A21, Th5;
then [:(CarProduct (SubFin (X,i1))),(ElmFin (X,(i1 + 1))):] = (ProdFinSeq X) . (i1 + 1) by A21, Th4;
hence P . i is SigmaField of ((ProdFinSeq X) . i) by A20; :: thesis: verum
end;
end;
end;
then reconsider P = P as sigmaFieldFamily of ProdFinSeq X by Def2;
take P ; :: thesis: ( P . 1 = S . 1 & ( for i being non zero Nat st i < m holds
ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) ) ) )

thus P . 1 = S . 1 by A3; :: thesis: for i being non zero Nat st i < m holds
ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) )

thus for i being non zero Nat st i < m holds
ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) ) :: thesis: verum
proof
let i be non zero Nat; :: thesis: ( i < m implies ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) ) )

assume A22: i < m ; :: thesis: ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) )

A23: 1 <= i by NAT_1:14;
then S1[i,P . i,P . (i + 1)] by A3, A22;
hence ex Si being SigmaField of (CarProduct (SubFin (X,i))) st
( Si = P . i & P . (i + 1) = sigma (measurable_rectangles (Si,(ElmFin (S,(i + 1))))) ) by A14, A22, A23; :: thesis: verum
end;