let X be set ; for C being C_Measure of X holds sigma_Field C is SigmaField of X
let C be C_Measure of X; sigma_Field C is SigmaField of X
A1:
C is nonnegative
by Def1;
A2:
for M being N_Sub_set_fam of X st M c= sigma_Field C holds
union M in sigma_Field C
proof
let M be
N_Sub_set_fam of
X;
( M c= sigma_Field C implies union M in sigma_Field C )
assume A3:
M c= sigma_Field C
;
union M in sigma_Field C
for
W,
Z being
Subset of
X st
W c= union M &
Z c= X \ (union M) holds
(C . W) + (C . Z) <= C . (W \/ Z)
proof
reconsider S =
bool X as
SigmaField of
X by Th3;
let W,
Z be
Subset of
X;
( W c= union M & Z c= X \ (union M) implies (C . W) + (C . Z) <= C . (W \/ Z) )
assume that A4:
W c= union M
and A5:
Z c= X \ (union M)
;
(C . W) + (C . Z) <= C . (W \/ Z)
consider F being
sequence of
(bool X) such that A6:
rng F = M
by SUPINF_2:def 8;
consider G being
sequence of
S such that A7:
G . 0 = F . 0
and A8:
for
n being
Nat holds
G . (n + 1) = (F . (n + 1)) \/ (G . n)
by MEASURE2:4;
consider B being
sequence of
S such that A9:
B . 0 = F . 0
and A10:
for
n being
Nat holds
B . (n + 1) = (F . (n + 1)) \ (G . n)
by MEASURE2:8;
A11:
union (rng F) = union (rng B)
by A7, A8, A9, A10, Th2;
defpred S1[
Nat]
means G . $1
in sigma_Field C;
A12:
for
n being
Element of
NAT holds
F . n in sigma_Field C
A13:
for
k being
Nat st
S1[
k] holds
S1[
k + 1]
A16:
S1[
0 ]
by A12, A7;
A17:
for
n being
Nat holds
S1[
n]
from NAT_1:sch 2(A16, A13);
consider Q being
sequence of
S such that A18:
for
n being
Element of
NAT holds
Q . n = W /\ (B . n)
by Th11;
A19:
union (rng Q) = W /\ (union (rng B))
by A18, Th1;
consider QQ being
sequence of
S such that A20:
QQ . 0 = Q . 0
and A21:
for
n being
Nat holds
QQ . (n + 1) = (Q . (n + 1)) \/ (QQ . n)
by MEASURE2:4;
reconsider Q =
Q,
QQ =
QQ,
F =
F,
G =
G as
sequence of
(bool X) ;
A22:
F . 0 in sigma_Field C
by A12;
defpred S2[
Nat]
means C . (Z \/ (QQ . $1)) = (C . Z) + ((Ser (C * Q)) . $1);
A23:
C * Q is
nonnegative
by A1, MEASURE1:25;
A24:
for
k being
Nat st
S2[
k] holds
S2[
k + 1]
proof
defpred S3[
Nat]
means QQ . $1
c= G . $1;
let k be
Nat;
( S2[k] implies S2[k + 1] )
A25:
(F . (k + 1)) \ (G . k) c= F . (k + 1)
by XBOOLE_1:36;
A26:
QQ . (k + 1) = (QQ . k) \/ (Q . (k + 1))
by A21;
A27:
G . k in sigma_Field C
by A17;
F . (k + 1) in sigma_Field C
by A12;
then A28:
(F . (k + 1)) \ (G . k) in sigma_Field C
by A27, Th10;
A29:
0. <= (C * Q) . (k + 1)
by A23, SUPINF_2:39;
A30:
0. <= (Ser (C * Q)) . k
by A23, SUPINF_2:40;
QQ . 0 = W /\ (F . 0)
by A9, A18, A20;
then A31:
S3[
0 ]
by A7, XBOOLE_1:17;
for
n being
Nat holds
QQ . n misses (F . (n + 1)) \ (G . n)
then
QQ . k misses (F . (k + 1)) \ (G . k)
;
then A37:
(QQ . k) /\ ((F . (k + 1)) \ (G . k)) = {}
;
A38:
QQ . k c= X \ ((F . (k + 1)) \ (G . k))
Q . (k + 1) =
W /\ (B . (k + 1))
by A18
.=
W /\ ((F . (k + 1)) \ (G . k))
by A10
;
then A40:
Q . (k + 1) c= (F . (k + 1)) \ (G . k)
by XBOOLE_1:17;
F . (k + 1) c= union (rng F)
by FUNCT_2:4, ZFMISC_1:74;
then
(F . (k + 1)) \ (G . k) c= union (rng F)
by A25;
then
X \ (union (rng F)) c= X \ ((F . (k + 1)) \ (G . k))
by XBOOLE_1:34;
then
Z c= X \ ((F . (k + 1)) \ (G . k))
by A5, A6;
then
Z \/ (QQ . k) c= X \ ((F . (k + 1)) \ (G . k))
by A38, XBOOLE_1:8;
then A41:
(C . (Q . (k + 1))) + (C . (Z \/ (QQ . k))) =
C . ((Z \/ (QQ . k)) \/ (Q . (k + 1)))
by A40, A28, Th5
.=
C . (Z \/ (QQ . (k + 1)))
by A26, XBOOLE_1:4
;
A42:
0. <= C . Z
by A1, SUPINF_2:39;
assume
C . (Z \/ (QQ . k)) = (C . Z) + ((Ser (C * Q)) . k)
;
S2[k + 1]
then C . (Z \/ (QQ . (k + 1))) =
((C . Z) + ((Ser (C * Q)) . k)) + ((C * Q) . (k + 1))
by A41, FUNCT_2:15
.=
(C . Z) + (((Ser (C * Q)) . k) + ((C * Q) . (k + 1)))
by A42, A30, A29, XXREAL_3:44
.=
(C . Z) + ((Ser (C * Q)) . (k + 1))
by SUPINF_2:def 11
;
hence
S2[
k + 1]
;
verum
end;
QQ . 0 = W /\ (F . 0)
by A9, A18, A20;
then A43:
QQ . 0 c= F . 0
by XBOOLE_1:17;
A44:
(Ser (C * Q)) . 0 =
(C * Q) . 0
by SUPINF_2:def 11
.=
C . (QQ . 0)
by A20, FUNCT_2:15
;
F . 0 in rng F
by FUNCT_2:4;
then
X \ (union (rng F)) c= X \ (F . 0)
by XBOOLE_1:34, ZFMISC_1:74;
then
Z c= X \ (F . 0)
by A5, A6;
then A45:
S2[
0 ]
by A22, A43, A44, Th5;
A46:
for
n being
Nat holds
S2[
n]
from NAT_1:sch 2(A45, A24);
defpred S3[
Nat]
means QQ . $1
c= W;
A47:
for
n being
Nat st
S3[
n] holds
S3[
n + 1]
QQ . 0 = W /\ (B . 0)
by A18, A20;
then A50:
S3[
0 ]
by XBOOLE_1:17;
A51:
for
n being
Nat holds
S3[
n]
from NAT_1:sch 2(A50, A47);
A52:
union (rng Q) = W
by A4, A6, A11, A19, XBOOLE_1:28;
A53:
(
C . Z is
real implies
(C . W) + (C . Z) <= C . (W \/ Z) )
proof
defpred S4[
object ,
object ]
means ( ( $1
= 0 implies $2
= (C . (Z \/ W)) - (C . Z) ) & ( $1
<> 0 implies $2
= 0. ) );
A54:
for
x being
object st
x in NAT holds
ex
y being
object st
(
y in ExtREAL &
S4[
x,
y] )
consider R being
sequence of
ExtREAL such that A55:
for
x being
object st
x in NAT holds
S4[
x,
R . x]
from FUNCT_2:sch 1(A54);
assume A56:
C . Z is
real
;
(C . W) + (C . Z) <= C . (W \/ Z)
for
n being
Element of
NAT holds
0. <= R . n
then A59:
R is
nonnegative
by SUPINF_2:39;
A60:
for
n being
Element of
NAT holds
(Ser (C * Q)) . n <= (C . (Z \/ W)) - (C . Z)
A62:
for
n being
Element of
NAT holds
(Ser (C * Q)) . n <= (Ser R) . n
set y =
(Ser R) . 0;
(Ser R) . 0 = R . 0
by SUPINF_2:def 11;
then A66:
(Ser R) . 0 = (C . (Z \/ W)) - (C . Z)
by A55;
A67:
C . W <= SUM (C * Q)
by A52, Def1;
for
k being
Element of
NAT st 1
<= k holds
R . k = 0.
by A55;
then A68:
SUM R = (Ser R) . 1
by A59, SUPINF_2:48;
(Ser R) . 1 =
((Ser R) . 0) + (R . (0 + 1))
by SUPINF_2:def 11
.=
((Ser R) . 0) + 0.
by A55
.=
(C . (Z \/ W)) - (C . Z)
by A66, XXREAL_3:4
;
then
SUM (C * Q) <= (C . (Z \/ W)) - (C . Z)
by A62, A68, MEASURE3:1;
then
C . W <= (C . (Z \/ W)) - (C . Z)
by A67, XXREAL_0:2;
hence
(C . W) + (C . Z) <= C . (W \/ Z)
by A56, XXREAL_3:45;
verum
end;
A69:
(
C . Z = +infty implies
(C . W) + (C . Z) <= C . (W \/ Z) )
0 <= C . Z
by A1, MEASURE1:def 2;
then
(
C . Z is
Element of
REAL or
C . Z = +infty )
by XXREAL_0:14;
hence
(C . W) + (C . Z) <= C . (W \/ Z)
by A69, A53;
verum
end;
hence
union M in sigma_Field C
by Def2;
verum
end;
for A being set st A in sigma_Field C holds
X \ A in sigma_Field C
by Th7;
then reconsider Y = sigma_Field C as non empty compl-closed sigma-additive Subset-Family of X by A2, MEASURE1:def 1, MEASURE1:def 5;
Y is SigmaField of X
;
hence
sigma_Field C is SigmaField of X
; verum