let X1, X2 be non empty set ; for S1 being SigmaField of X1
for S2 being SigmaField of X2
for E being Element of sigma (measurable_rectangles (S1,S2))
for M2 being sigma_Measure of S2
for A being Element of S1
for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let S1 be SigmaField of X1; for S2 being SigmaField of X2
for E being Element of sigma (measurable_rectangles (S1,S2))
for M2 being sigma_Measure of S2
for A being Element of S1
for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let S2 be SigmaField of X2; for E being Element of sigma (measurable_rectangles (S1,S2))
for M2 being sigma_Measure of S2
for A being Element of S1
for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let E be Element of sigma (measurable_rectangles (S1,S2)); for M2 being sigma_Measure of S2
for A being Element of S1
for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let M2 be sigma_Measure of S2; for A being Element of S1
for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let A be Element of S1; for B being Element of S2
for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let B be Element of S2; for x being Element of X1 holds (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
let x be Element of X1; (M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
set CAB = (chi ([:A,B:],[:X1,X2:])) | E;
ProjPMap1 ((chi ([:A,B:],[:X1,X2:])),x) = ProjMap1 ((chi ([:A,B:],[:X1,X2:])),x)
by Th27;
then A0:
dom (ProjPMap1 ((chi ([:A,B:],[:X1,X2:])),x)) = X2
by FUNCT_2:def 1;
ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x) = (ProjPMap1 ((chi ([:A,B:],[:X1,X2:])),x)) | (X-section (E,x))
by Th34;
then
dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) = X2 /\ (X-section (E,x))
by A0, RELAT_1:61;
then A1:
dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) = X-section (E,x)
by XBOOLE_1:28;
A2:
for y being Element of X2 holds (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
proof
let y be
Element of
X2;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
per cases
( [x,y] in E or not [x,y] in E )
;
suppose A3:
[x,y] in E
;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)then
y in X-section (
E,
x)
by Th25;
then
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi ([:A,B:],[:X1,X2:])) | E) . (
x,
y)
by A1, Th26;
then A4:
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (chi ([:A,B:],[:X1,X2:])) . (
x,
y)
by A3, FUNCT_1:49;
x in Y-section (
E,
y)
by A3, Th25;
then
x in Measurable-Y-section (
E,
y)
by MEASUR11:def 7;
then
((chi (A,X1)) | (Measurable-Y-section (E,y))) . x = (chi (A,X1)) . x
by FUNCT_1:49;
hence
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
by A4, MEASUR10:2;
verum end; suppose A5:
not
[x,y] in E
;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)then
not
y in X-section (
E,
x)
by Th25;
then A6:
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = 0
by A1, FUNCT_1:def 2;
not
x in Y-section (
E,
y)
by A5, Th25;
then
not
x in Measurable-Y-section (
E,
y)
by MEASUR11:def 7;
then
not
x in dom ((chi (A,X1)) | (Measurable-Y-section (E,y)))
by Th18;
then
((chi (A,X1)) | (Measurable-Y-section (E,y))) . x = 0
by FUNCT_1:def 2;
hence
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
by A6;
verum end; end;
end;
per cases
( x in A or not x in A )
;
suppose
x in A
;
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))then A7:
(chi (A,X1)) . x = 1
by FUNCT_3:def 3;
then A8:
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = M2 . (B /\ (Measurable-X-section (E,x)))
by XXREAL_3:81;
dom ((chi (B,X2)) | (Measurable-X-section (E,x))) = Measurable-X-section (
E,
x)
by Th18;
then A9:
dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) = dom ((chi (B,X2)) | (Measurable-X-section (E,x)))
by A1, MEASUR11:def 6;
for
y being
Element of
X2 st
y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) holds
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi (B,X2)) | (Measurable-X-section (E,x))) . y
proof
let y be
Element of
X2;
( y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) implies (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi (B,X2)) | (Measurable-X-section (E,x))) . y )
assume A10:
y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x))
;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi (B,X2)) | (Measurable-X-section (E,x))) . y
then A11:
y in Measurable-X-section (
E,
x)
by A1, MEASUR11:def 6;
[x,y] in E
by A1, A10, Th25;
then
x in Y-section (
E,
y)
by Th25;
then
x in Measurable-Y-section (
E,
y)
by MEASUR11:def 7;
then A12:
((chi (A,X1)) | (Measurable-Y-section (E,y))) . x = (chi (A,X1)) . x
by FUNCT_1:49;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
by A2;
then
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (chi (B,X2)) . y
by A7, A12, XXREAL_3:81;
hence
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi (B,X2)) | (Measurable-X-section (E,x))) . y
by A11, FUNCT_1:49;
verum
end; then
ProjPMap1 (
((chi ([:A,B:],[:X1,X2:])) | E),
x)
= (chi (B,X2)) | (Measurable-X-section (E,x))
by A9, PARTFUN1:5;
hence
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (
M2,
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
by A8, Th20;
verum end; suppose
not
x in A
;
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (M2,(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))then A13:
(chi (A,X1)) . x = 0
by FUNCT_3:def 3;
then A14:
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = 0
;
A15:
{} is
Element of
S2
by PROB_1:4;
A16:
dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) =
Measurable-X-section (
E,
x)
by A1, MEASUR11:def 6
.=
dom ((chi ({},X2)) | (Measurable-X-section (E,x)))
by Th18
;
for
y being
Element of
X2 st
y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) holds
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi ({},X2)) | (Measurable-X-section (E,x))) . y
proof
let y be
Element of
X2;
( y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) implies (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi ({},X2)) | (Measurable-X-section (E,x))) . y )
assume A17:
y in dom (ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x))
;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi ({},X2)) | (Measurable-X-section (E,x))) . y
then
y in Measurable-X-section (
E,
x)
by A1, MEASUR11:def 6;
then A18:
((chi ({},X2)) | (Measurable-X-section (E,x))) . y = (chi ({},X2)) . y
by FUNCT_1:49;
[x,y] in E
by A1, A17, Th25;
then
x in Y-section (
E,
y)
by Th25;
then
x in Measurable-Y-section (
E,
y)
by MEASUR11:def 7;
then A19:
((chi (A,X1)) | (Measurable-Y-section (E,y))) . x = (chi (A,X1)) . x
by FUNCT_1:49;
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = (((chi (A,X1)) | (Measurable-Y-section (E,y))) . x) * ((chi (B,X2)) . y)
by A2;
then
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = 0
by A13, A19;
hence
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)) . y = ((chi ({},X2)) | (Measurable-X-section (E,x))) . y
by A18, FUNCT_3:def 3;
verum
end; then
ProjPMap1 (
((chi ([:A,B:],[:X1,X2:])) | E),
x)
= (chi ({},X2)) | (Measurable-X-section (E,x))
by A16, PARTFUN1:5;
then
Integral (
M2,
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
= M2 . ({} /\ (Measurable-X-section (E,x)))
by A15, Th20;
hence
(M2 . (B /\ (Measurable-X-section (E,x)))) * ((chi (A,X1)) . x) = Integral (
M2,
(ProjPMap1 (((chi ([:A,B:],[:X1,X2:])) | E),x)))
by A14, VALUED_0:def 19;
verum end; end;