let X1, X2 be non empty set ; for S1 being SigmaField of X1
for S2 being SigmaField of X2
for M1 being sigma_Measure of S1
for M2 being sigma_Measure of S2
for E being Element of sigma (measurable_rectangles (S1,S2))
for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let S1 be SigmaField of X1; for S2 being SigmaField of X2
for M1 being sigma_Measure of S1
for M2 being sigma_Measure of S2
for E being Element of sigma (measurable_rectangles (S1,S2))
for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let S2 be SigmaField of X2; for M1 being sigma_Measure of S1
for M2 being sigma_Measure of S2
for E being Element of sigma (measurable_rectangles (S1,S2))
for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let M1 be sigma_Measure of S1; for M2 being sigma_Measure of S2
for E being Element of sigma (measurable_rectangles (S1,S2))
for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let M2 be sigma_Measure of S2; for E being Element of sigma (measurable_rectangles (S1,S2))
for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let E be Element of sigma (measurable_rectangles (S1,S2)); for f being PartFunc of [:X1,X2:],ExtREAL
for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let f be PartFunc of [:X1,X2:],ExtREAL; for r being Real st E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable holds
( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
let r be Real; ( E = dom f & ( f is nonnegative or f is nonpositive ) & f is E -measurable implies ( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) ) )
assume that
A1:
E = dom f
and
A2:
( f is nonnegative or f is nonpositive )
and
A3:
f is E -measurable
; ( Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f)) & Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f)) )
A4:
( dom (r (#) (Integral1 (M1,f))) = X2 & dom (r (#) (Integral2 (M2,f))) = X1 )
by FUNCT_2:def 1;
now for y being Element of X2 holds (Integral1 (M1,(r (#) f))) . y = (r (#) (Integral1 (M1,f))) . ylet y be
Element of
X2;
(Integral1 (M1,(r (#) f))) . y = (r (#) (Integral1 (M1,f))) . y
dom (ProjPMap2 (f,y)) = Y-section (
E,
y)
by A1, Def4;
then A5:
dom (ProjPMap2 (f,y)) = Measurable-Y-section (
E,
y)
by MEASUR11:def 7;
A6:
(
ProjPMap2 (
f,
y) is
nonnegative or
ProjPMap2 (
f,
y) is
nonpositive )
by A2, Th32, Th33;
(Integral1 (M1,(r (#) f))) . y =
Integral (
M1,
(ProjPMap2 ((r (#) f),y)))
by Def7
.=
Integral (
M1,
(r (#) (ProjPMap2 (f,y))))
by Th29
.=
r * (Integral (M1,(ProjPMap2 (f,y))))
by A5, A6, A1, A3, Th47, Lm1, Lm2
.=
r * ((Integral1 (M1,f)) . y)
by Def7
;
hence
(Integral1 (M1,(r (#) f))) . y = (r (#) (Integral1 (M1,f))) . y
by A4, MESFUNC1:def 6;
verum end;
hence
Integral1 (M1,(r (#) f)) = r (#) (Integral1 (M1,f))
by FUNCT_2:def 8; Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f))
now for x being Element of X1 holds (Integral2 (M2,(r (#) f))) . x = (r (#) (Integral2 (M2,f))) . xlet x be
Element of
X1;
(Integral2 (M2,(r (#) f))) . x = (r (#) (Integral2 (M2,f))) . x
dom (ProjPMap1 (f,x)) = X-section (
E,
x)
by A1, Def3;
then B5:
dom (ProjPMap1 (f,x)) = Measurable-X-section (
E,
x)
by MEASUR11:def 6;
B6:
(
ProjPMap1 (
f,
x) is
nonnegative or
ProjPMap1 (
f,
x) is
nonpositive )
by A2, Th32, Th33;
(Integral2 (M2,(r (#) f))) . x =
Integral (
M2,
(ProjPMap1 ((r (#) f),x)))
by Def8
.=
Integral (
M2,
(r (#) (ProjPMap1 (f,x))))
by Th29
.=
r * (Integral (M2,(ProjPMap1 (f,x))))
by B6, B5, A1, A3, Th47, Lm1, Lm2
.=
r * ((Integral2 (M2,f)) . x)
by Def8
;
hence
(Integral2 (M2,(r (#) f))) . x = (r (#) (Integral2 (M2,f))) . x
by A4, MESFUNC1:def 6;
verum end;
hence
Integral2 (M2,(r (#) f)) = r (#) (Integral2 (M2,f))
by FUNCT_2:def 8; verum