let X be non empty set ; for F being with_the_same_dom Functional_Sequence of X,ExtREAL
for S being SigmaField of X
for M being sigma_Measure of S
for E being Element of S st E = dom (F . 0) & ( for n being Nat holds
( F . n is nonnegative & F . n is E -measurable ) ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
let F be with_the_same_dom Functional_Sequence of X,ExtREAL; for S being SigmaField of X
for M being sigma_Measure of S
for E being Element of S st E = dom (F . 0) & ( for n being Nat holds
( F . n is nonnegative & F . n is E -measurable ) ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
let S be SigmaField of X; for M being sigma_Measure of S
for E being Element of S st E = dom (F . 0) & ( for n being Nat holds
( F . n is nonnegative & F . n is E -measurable ) ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
let M be sigma_Measure of S; for E being Element of S st E = dom (F . 0) & ( for n being Nat holds
( F . n is nonnegative & F . n is E -measurable ) ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
let E be Element of S; ( E = dom (F . 0) & ( for n being Nat holds
( F . n is nonnegative & F . n is E -measurable ) ) implies ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I ) )
assume that
A1:
E = dom (F . 0)
and
A2:
for n being Nat holds
( F . n is nonnegative & F . n is E -measurable )
; ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
set H = inferior_realsequence F;
deffunc H1( Element of NAT ) -> Element of K16(K17(X,ExtREAL)) = inf (F ^\ $1);
consider G being Function such that
A3:
( dom G = NAT & ( for n being Element of NAT holds G . n = H1(n) ) )
from FUNCT_1:sch 4();
then reconsider G = G as Functional_Sequence of X,ExtREAL by A3, SEQFUNC:1;
A4:
for n being Element of NAT holds G . n = (inferior_realsequence F) . n
then A5:
G = inferior_realsequence F
by FUNCT_2:63;
reconsider G = G as with_the_same_dom Functional_Sequence of X,ExtREAL by A4, FUNCT_2:63;
A6:
dom ((inferior_realsequence F) . 0) = dom (G . 0)
by A4;
A7:
for n, m being Nat
for x being Element of X st n <= m & x in E holds
( (G . n) . x <= (G . m) . x & (G # x) . n <= (G # x) . m )
deffunc H2( Element of NAT ) -> Element of ExtREAL = Integral (M,(F . $1));
consider I being sequence of ExtREAL such that
A11:
for n being Element of NAT holds I . n = H2(n)
from FUNCT_2:sch 4();
A12:
for n being Nat holds G . n is E -measurable
by A1, A2, A5, MESFUNC8:20;
A13:
dom ((inferior_realsequence F) . 0) = dom (F . 0)
by MESFUNC8:def 5;
then A14:
dom (lim G) = E
by A1, A6, MESFUNC8:def 9;
for x being object st x in dom (G . 0) holds
0 <= (G . 0) . x
then A17:
G . 0 is nonnegative
by SUPINF_2:52;
for n, m being Nat st n <= m holds
for x being Element of X st x in E holds
(G . n) . x <= (G . m) . x
by A7;
then consider J being ExtREAL_sequence such that
A18:
for n being Nat holds J . n = Integral (M,(G . n))
and
A19:
J is convergent
and
A20:
Integral (M,(lim G)) = lim J
by A1, A13, A6, A17, A12, A10, MESFUNC9:52;
reconsider I = I as ExtREAL_sequence ;
for n being Nat holds J . n <= I . n
proof
let n be
Nat;
J . n <= I . n
A21:
dom (F . n) = E
by A1, MESFUNC8:def 2;
A22:
F . n is
nonnegative
by A2;
A23:
n is
Element of
NAT
by ORDINAL1:def 12;
A26:
F . n is
E -measurable
by A2;
A27:
G . n is
E -measurable
by A1, A2, A5, MESFUNC8:20;
A28:
dom (G . n) = E
by A1, A13, A6, MESFUNC8:def 2;
then
G . n is
nonnegative
by SUPINF_2:52;
then
integral+ (
M,
(G . n))
<= integral+ (
M,
(F . n))
by A21, A28, A26, A27, A22, A24, MESFUNC5:85;
then
Integral (
M,
(G . n))
<= integral+ (
M,
(F . n))
by A28, A27, A29, MESFUNC5:88, SUPINF_2:52;
then A31:
Integral (
M,
(G . n))
<= Integral (
M,
(F . n))
by A21, A26, A22, MESFUNC5:88;
I . n = Integral (
M,
(F . n))
by A11, A23;
hence
J . n <= I . n
by A18, A31;
verum
end;
then
lim_inf J <= lim_inf I
by Th3;
then A32:
lim J <= lim_inf I
by A19, RINFSUP2:41;
A33:
dom (sup G) = E
by A1, A13, A6, MESFUNC8:def 4;
then A36:
lim G = sup G
by A14, A33, PARTFUN1:5;
take
I
; ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
for n being Nat holds I . n = Integral (M,(F . n))
hence
( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & Integral (M,(lim_inf F)) <= lim_inf I )
by A5, A20, A36, A32, MESFUNC8:11; verum