let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for F being Functional_Sequence of X,ExtREAL
for E being Element of S st E = dom (F . 0) & F is additive & F is with_the_same_dom & ( for n being Nat holds
( F . n is E -measurable & F . n is nonpositive ) ) holds
ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n )
let S be SigmaField of X; for M being sigma_Measure of S
for F being Functional_Sequence of X,ExtREAL
for E being Element of S st E = dom (F . 0) & F is additive & F is with_the_same_dom & ( for n being Nat holds
( F . n is E -measurable & F . n is nonpositive ) ) holds
ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n )
let M be sigma_Measure of S; for F being Functional_Sequence of X,ExtREAL
for E being Element of S st E = dom (F . 0) & F is additive & F is with_the_same_dom & ( for n being Nat holds
( F . n is E -measurable & F . n is nonpositive ) ) holds
ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n )
let F be Functional_Sequence of X,ExtREAL; for E being Element of S st E = dom (F . 0) & F is additive & F is with_the_same_dom & ( for n being Nat holds
( F . n is E -measurable & F . n is nonpositive ) ) holds
ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n )
let E be Element of S; ( E = dom (F . 0) & F is additive & F is with_the_same_dom & ( for n being Nat holds
( F . n is E -measurable & F . n is nonpositive ) ) implies ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n ) )
assume that
A1:
E = dom (F . 0)
and
A2:
F is additive
and
A3:
F is with_the_same_dom
and
A4:
for n being Nat holds
( F . n is E -measurable & F . n is nonpositive )
; ex I being ExtREAL_sequence st
for n being Nat holds
( I . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums I) . n )
set G = - F;
(- F) . 0 = - (F . 0)
by Th37;
then A5:
E = dom ((- F) . 0)
by A1, MESFUNC1:def 7;
A7:
- F is with_the_same_dom
by A3, Th40;
for n being Nat holds
( (- F) . n is E -measurable & (- F) . n is nonnegative )
then consider J being ExtREAL_sequence such that
A8:
for n being Nat holds
( J . n = Integral (M,((- F) . n)) & Integral (M,((Partial_Sums (- F)) . n)) = (Partial_Sums J) . n )
by A5, A7, A2, Th41, MESFUNC9:50;
set I = - J;
take
- J
; for n being Nat holds
( (- J) . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums (- J)) . n )
A10:
for n being Nat holds
( F . n is E -measurable & F . n is without+infty )
hereby verum
let n be
Nat;
( (- J) . n = Integral (M,(F . n)) & Integral (M,((Partial_Sums F) . n)) = (Partial_Sums (- J)) . n )
dom (- J) = NAT
by FUNCT_2:def 1;
then
n in dom (- J)
by ORDINAL1:def 12;
then
(- J) . n = - (J . n)
by MESFUNC1:def 7;
then A9:
(- J) . n = - (Integral (M,((- F) . n)))
by A8;
(
E = dom (F . n) &
F . n is
E -measurable &
(- F) . n = - (F . n) )
by A4, A1, A3, Th37, MESFUNC8:def 2;
then
Integral (
M,
((- F) . n))
= - (Integral (M,(F . n)))
by Th52;
hence
(- J) . n = Integral (
M,
(F . n))
by A9;
Integral (M,((Partial_Sums F) . n)) = (Partial_Sums (- J)) . nA11:
E = dom ((Partial_Sums F) . n)
by A1, A2, A3, MESFUNC9:29;
(Partial_Sums (- F)) . n =
(- (Partial_Sums F)) . n
by Th42
.=
- ((Partial_Sums F) . n)
by Th37
;
then A13:
Integral (
M,
((Partial_Sums (- F)) . n))
= - (Integral (M,((Partial_Sums F) . n)))
by A10, A1, A3, A11, Th52, Th67;
(Partial_Sums (- J)) . n =
- ((Partial_Sums J) . n)
by Th43
.=
- (Integral (M,((Partial_Sums (- F)) . n)))
by A8
;
hence
Integral (
M,
((Partial_Sums F) . n))
= (Partial_Sums (- J)) . n
by A13;
verum
end;