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 f being PartFunc of [:X1,X2:],ExtREAL st M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) holds
( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
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 f being PartFunc of [:X1,X2:],ExtREAL st M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) holds
( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
let S2 be SigmaField of X2; for M1 being sigma_Measure of S1
for M2 being sigma_Measure of S2
for f being PartFunc of [:X1,X2:],ExtREAL st M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) holds
( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
let M1 be sigma_Measure of S1; for M2 being sigma_Measure of S2
for f being PartFunc of [:X1,X2:],ExtREAL st M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) holds
( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
let M2 be sigma_Measure of S2; for f being PartFunc of [:X1,X2:],ExtREAL st M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) holds
( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
let f be PartFunc of [:X1,X2:],ExtREAL; ( M1 is sigma_finite & M2 is sigma_finite & f is_integrable_on Prod_Measure (M1,M2) & ( for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty ) implies ( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 ) )
assume that
A1:
M1 is sigma_finite
and
A2:
M2 is sigma_finite
and
A3:
f is_integrable_on Prod_Measure (M1,M2)
and
A4:
for y being Element of X2 holds (Integral1 (M1,|.f.|)) . y < +infty
; ( ( for y being Element of X2 holds ProjPMap2 (f,y) is_integrable_on M1 ) & ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
reconsider XX2 = X2 as Element of S2 by MEASURE1:7;
consider A being Element of sigma (measurable_rectangles (S1,S2)) such that
A5:
( A = dom f & f is A -measurable )
by A3, MESFUNC5:def 17;
A6:
A = dom |.f.|
by A5, MESFUNC1:def 10;
A7:
now for x being Element of X2 holds ProjPMap2 (f,x) is_integrable_on M1let x be
Element of
X2;
ProjPMap2 (f,x) is_integrable_on M1
Y-section (
A,
x)
= Measurable-Y-section (
A,
x)
by MEASUR11:def 7;
then A8:
dom (ProjPMap2 (|.f.|,x)) = Measurable-Y-section (
A,
x)
by A6, MESFUN12:def 4;
A9:
|.f.| is
A -measurable
by A5, MESFUNC2:27;
then A10:
ProjPMap2 (
|.f.|,
x) is
Measurable-Y-section (
A,
x)
-measurable
by A6, MESFUN12:47;
A11:
ProjPMap2 (
|.f.|,
x)
= |.(ProjPMap2 (f,x)).|
by Th27;
then integral+ (
M1,
(max+ (ProjPMap2 (|.f.|,x)))) =
integral+ (
M1,
(ProjPMap2 (|.f.|,x)))
by MESFUN11:31
.=
Integral (
M1,
(ProjPMap2 (|.f.|,x)))
by A6, A8, A9, A11, MESFUNC5:88, MESFUN12:47
.=
(Integral1 (M1,|.f.|)) . x
by MESFUN12:def 7
;
then A12:
integral+ (
M1,
(max+ (ProjPMap2 (|.f.|,x))))
< +infty
by A4;
integral+ (
M1,
(max- (ProjPMap2 (|.f.|,x))))
= 0
by A8, A10, A11, MESFUN11:53;
then A13:
ProjPMap2 (
|.f.|,
x)
is_integrable_on M1
by A6, A8, A9, A12, MESFUNC5:def 17, MESFUN12:47;
A14:
dom (ProjPMap2 (f,x)) = Measurable-Y-section (
A,
x)
by A8, A11, MESFUNC1:def 10;
ProjPMap2 (
f,
x) is
Measurable-Y-section (
A,
x)
-measurable
by A5, MESFUN12:47;
hence
ProjPMap2 (
f,
x)
is_integrable_on M1
by A11, A13, A14, MESFUNC5:100;
verum end;
hence
for x being Element of X2 holds ProjPMap2 (f,x) is_integrable_on M1
; ( ( for V being Element of S2 holds Integral1 (M1,f) is V -measurable ) & Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
set G1 = Integral1 (M1,(max+ f));
set G2 = Integral1 (M1,(max- f));
set G = (Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)));
A15:
( dom (Integral1 (M1,(max+ f))) = X2 & dom (Integral1 (M1,(max- f))) = X2 & dom (Integral1 (M1,f)) = X2 & dom (Integral1 (M1,|.f.|)) = X2 )
by FUNCT_2:def 1;
A16:
now for x being object holds (Integral1 (M1,(max+ f))) . x < +infty let x be
object ;
(Integral1 (M1,(max+ f))) . b1 < +infty per cases
( x in dom (Integral1 (M1,(max+ f))) or not x in dom (Integral1 (M1,(max+ f))) )
;
suppose
x in dom (Integral1 (M1,(max+ f)))
;
(Integral1 (M1,(max+ f))) . b1 < +infty then reconsider x1 =
x as
Element of
X2 ;
(Integral1 (M1,(max+ f))) . x = Integral (
M1,
(ProjPMap2 ((max+ f),x1)))
by MESFUN12:def 7;
then A17:
(Integral1 (M1,(max+ f))) . x = Integral (
M1,
(max+ (ProjPMap2 (f,x1))))
by MESFUN12:46;
A18:
ProjPMap2 (
f,
x1)
is_integrable_on M1
by A7;
then consider B being
Element of
S1 such that A19:
(
B = dom (ProjPMap2 (f,x1)) &
ProjPMap2 (
f,
x1) is
B -measurable )
by MESFUNC5:def 17;
A20:
(
B = dom (max+ (ProjPMap2 (f,x1))) &
max+ (ProjPMap2 (f,x1)) is
B -measurable )
by A19, MESFUNC2:def 2, MESFUN11:10;
integral+ (
M1,
(max+ (ProjPMap2 (f,x1))))
< +infty
by A18, MESFUNC5:def 17;
hence
(Integral1 (M1,(max+ f))) . x < +infty
by A17, A20, MESFUNC5:88, MESFUN11:5;
verum end; end; end;
now for x being object holds (Integral1 (M1,(max+ f))) . x > -infty let x be
object ;
(Integral1 (M1,(max+ f))) . b1 > -infty per cases
( x in dom (Integral1 (M1,(max+ f))) or not x in dom (Integral1 (M1,(max+ f))) )
;
suppose
x in dom (Integral1 (M1,(max+ f)))
;
(Integral1 (M1,(max+ f))) . b1 > -infty then reconsider x1 =
x as
Element of
X2 ;
(Integral1 (M1,(max+ f))) . x = Integral (
M1,
(ProjPMap2 ((max+ f),x1)))
by MESFUN12:def 7;
then A21:
(Integral1 (M1,(max+ f))) . x = Integral (
M1,
(max+ (ProjPMap2 (f,x1))))
by MESFUN12:46;
ProjPMap2 (
f,
x1)
is_integrable_on M1
by A7;
then consider B being
Element of
S1 such that A22:
(
B = dom (ProjPMap2 (f,x1)) &
ProjPMap2 (
f,
x1) is
B -measurable )
by MESFUNC5:def 17;
(
B = dom (max+ (ProjPMap2 (f,x1))) &
max+ (ProjPMap2 (f,x1)) is
B -measurable )
by A22, MESFUNC2:def 2, MESFUN11:10;
hence
(Integral1 (M1,(max+ f))) . x > -infty
by A21, MESFUNC5:90, MESFUN11:5;
verum end; end; end;
then A23:
( Integral1 (M1,(max+ f)) is without-infty & Integral1 (M1,(max+ f)) is without+infty )
by A16, MESFUNC5:def 5, MESFUNC5:def 6;
then A24:
dom ((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) = (dom (Integral1 (M1,(max+ f)))) /\ (dom (Integral1 (M1,(max- f))))
by MESFUN11:23;
TT:
( Integral1 (M1,(max+ f)) is_integrable_on M2 & Integral1 (M1,(max- f)) is_integrable_on M2 )
by A1, A2, A3, Th20;
then A25:
ex A1 being Element of S2 st
( A1 = dom (Integral1 (M1,(max+ f))) & Integral1 (M1,(max+ f)) is A1 -measurable )
by MESFUNC5:def 17;
A26:
ex A2 being Element of S2 st
( A2 = dom (Integral1 (M1,(max- f))) & Integral1 (M1,(max- f)) is A2 -measurable )
by TT, MESFUNC5:def 17;
now for x being object holds (Integral1 (M1,(max- f))) . x > -infty let x be
object ;
(Integral1 (M1,(max- f))) . b1 > -infty per cases
( x in dom (Integral1 (M1,(max- f))) or not x in dom (Integral1 (M1,(max- f))) )
;
suppose
x in dom (Integral1 (M1,(max- f)))
;
(Integral1 (M1,(max- f))) . b1 > -infty then reconsider x1 =
x as
Element of
X2 ;
(Integral1 (M1,(max- f))) . x = Integral (
M1,
(ProjPMap2 ((max- f),x1)))
by MESFUN12:def 7;
then A27:
(Integral1 (M1,(max- f))) . x = Integral (
M1,
(max- (ProjPMap2 (f,x1))))
by MESFUN12:46;
ProjPMap2 (
f,
x1)
is_integrable_on M1
by A7;
then consider B being
Element of
S1 such that A28:
(
B = dom (ProjPMap2 (f,x1)) &
ProjPMap2 (
f,
x1) is
B -measurable )
by MESFUNC5:def 17;
(
B = dom (max- (ProjPMap2 (f,x1))) &
max- (ProjPMap2 (f,x1)) is
B -measurable )
by A28, MESFUNC2:def 3, MESFUN11:10;
hence
(Integral1 (M1,(max- f))) . x > -infty
by A27, MESFUNC5:90, MESFUN11:5;
verum end; end; end;
then
Integral1 (M1,(max- f)) is without-infty
by MESFUNC5:def 5;
then A29:
(Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f))) is XX2 -measurable
by A15, A23, A24, A25, A26, MEASUR11:66;
now for x being Element of X2 st x in dom (Integral1 (M1,f)) holds
((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) . x = (Integral1 (M1,f)) . xlet x be
Element of
X2;
( x in dom (Integral1 (M1,f)) implies ((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) . x = (Integral1 (M1,f)) . x )assume
x in dom (Integral1 (M1,f))
;
((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) . x = (Integral1 (M1,f)) . xA30:
(Integral1 (M1,f)) . x = Integral (
M1,
(ProjPMap2 (f,x)))
by MESFUN12:def 7;
ProjPMap2 (
f,
x)
is_integrable_on M1
by A7;
then B30:
ex
A being
Element of
S1 st
(
A = dom (ProjPMap2 (f,x)) &
ProjPMap2 (
f,
x) is
A -measurable )
by MESFUNC5:def 17;
((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) . x =
((Integral1 (M1,(max+ f))) . x) - ((Integral1 (M1,(max- f))) . x)
by A15, A24, MESFUNC1:def 4
.=
(Integral (M1,(ProjPMap2 ((max+ f),x)))) - ((Integral1 (M1,(max- f))) . x)
by MESFUN12:def 7
.=
(Integral (M1,(ProjPMap2 ((max+ f),x)))) - (Integral (M1,(ProjPMap2 ((max- f),x))))
by MESFUN12:def 7
.=
(Integral (M1,(max+ (ProjPMap2 (f,x))))) - (Integral (M1,(ProjPMap2 ((max- f),x))))
by MESFUN12:46
.=
(Integral (M1,(max+ (ProjPMap2 (f,x))))) - (Integral (M1,(max- (ProjPMap2 (f,x)))))
by MESFUN12:46
;
hence
((Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))) . x = (Integral1 (M1,f)) . x
by A30, B30, MESFUN11:54;
verum end;
then A31:
Integral1 (M1,f) = (Integral1 (M1,(max+ f))) - (Integral1 (M1,(max- f)))
by A15, A24, PARTFUN1:5;
hence
for V being Element of S2 holds Integral1 (M1,f) is V -measurable
by A29, MESFUNC1:30; ( Integral1 (M1,f) is_integrable_on M2 & Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
A32:
( X2 = dom (max+ (Integral1 (M1,f))) & X2 = dom (max- (Integral1 (M1,f))) )
by A15, MESFUNC2:def 2, MESFUNC2:def 3;
A33:
( max+ (Integral1 (M1,f)) is XX2 -measurable & max- (Integral1 (M1,f)) is XX2 -measurable )
by A15, A29, A31, MESFUNC2:25, MESFUNC2:26;
A34:
Integral1 (M1,|.f.|) is_integrable_on M2
by A1, A2, A3, Th20;
now for x being Element of X2 st x in dom (max+ (Integral1 (M1,f))) holds
|.((max+ (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . xlet x be
Element of
X2;
( x in dom (max+ (Integral1 (M1,f))) implies |.((max+ (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . x )assume
x in dom (max+ (Integral1 (M1,f)))
;
|.((max+ (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . xthen A35:
x in dom |.(Integral1 (M1,f)).|
by A15, A32, MESFUNC1:def 10;
(max+ (Integral1 (M1,f))) . x <= |.(Integral1 (M1,f)).| . x
by Th29;
then
(max+ (Integral1 (M1,f))) . x <= |.((Integral1 (M1,f)) . x).|
by A35, MESFUNC1:def 10;
then A36:
|.((max+ (Integral1 (M1,f))) . x).| <= |.((Integral1 (M1,f)) . x).|
by EXTREAL1:3, MESFUNC2:12;
(Integral1 (M1,f)) . x = Integral (
M1,
(ProjPMap2 (f,x)))
by MESFUN12:def 7;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
|.(ProjPMap2 (f,x)).|)
by A7, MESFUNC5:101;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
(ProjPMap2 (|.f.|,x)))
by Th27;
then
|.((Integral1 (M1,f)) . x).| <= (Integral1 (M1,|.f.|)) . x
by MESFUN12:def 7;
hence
|.((max+ (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . x
by A36, XXREAL_0:2;
verum end;
then A37:
max+ (Integral1 (M1,f)) is_integrable_on M2
by A15, A32, A33, A34, MESFUNC5:102;
now for x being Element of X2 st x in dom (max- (Integral1 (M1,f))) holds
|.((max- (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . xlet x be
Element of
X2;
( x in dom (max- (Integral1 (M1,f))) implies |.((max- (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . x )assume
x in dom (max- (Integral1 (M1,f)))
;
|.((max- (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . xthen A38:
x in dom |.(Integral1 (M1,f)).|
by A15, A32, MESFUNC1:def 10;
(max- (Integral1 (M1,f))) . x <= |.(Integral1 (M1,f)).| . x
by Th29;
then
(max- (Integral1 (M1,f))) . x <= |.((Integral1 (M1,f)) . x).|
by A38, MESFUNC1:def 10;
then A39:
|.((max- (Integral1 (M1,f))) . x).| <= |.((Integral1 (M1,f)) . x).|
by EXTREAL1:3, MESFUNC2:13;
(Integral1 (M1,f)) . x = Integral (
M1,
(ProjPMap2 (f,x)))
by MESFUN12:def 7;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
|.(ProjPMap2 (f,x)).|)
by A7, MESFUNC5:101;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
(ProjPMap2 (|.f.|,x)))
by Th27;
then
|.((Integral1 (M1,f)) . x).| <= (Integral1 (M1,|.f.|)) . x
by MESFUN12:def 7;
hence
|.((max- (Integral1 (M1,f))) . x).| <= (Integral1 (M1,|.f.|)) . x
by A39, XXREAL_0:2;
verum end;
then
max- (Integral1 (M1,f)) is_integrable_on M2
by A15, A32, A33, A34, MESFUNC5:102;
then
(max+ (Integral1 (M1,f))) - (max- (Integral1 (M1,f))) is_integrable_on M2
by A37, MESFUN10:12;
hence A40:
Integral1 (M1,f) is_integrable_on M2
by MESFUNC2:23; ( Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f))) & Integral1 (M1,f) in L1_Functions M2 )
A41:
( max+ f is nonnegative & max- f is nonnegative )
by MESFUN11:5;
A42:
( dom (max+ f) = A & dom (max- f) = A )
by A5, MESFUNC2:def 2, MESFUNC2:def 3;
A43:
( max+ f is A -measurable & max- f is A -measurable )
by A5, MESFUNC2:25, MESFUNC2:26;
then A44:
Integral ((Prod_Measure (M1,M2)),(max- f)) = Integral (M2,(Integral1 (M1,(max- f))))
by A1, A2, A41, A42, MESFUN12:84;
Integral ((Prod_Measure (M1,M2)),f) =
(Integral ((Prod_Measure (M1,M2)),(max+ f))) - (Integral ((Prod_Measure (M1,M2)),(max- f)))
by A5, MESFUN11:54
.=
(Integral (M2,((Integral1 (M1,(max+ f))) | XX2))) - (Integral (M2,((Integral1 (M1,(max- f))) | XX2)))
by A1, A2, A41, A42, A43, A44, MESFUN12:84
;
hence
Integral ((Prod_Measure (M1,M2)),f) = Integral (M2,(Integral1 (M1,f)))
by A15, A24, A31, TT, Th21; Integral1 (M1,f) in L1_Functions M2
now for y being set st y in rng (Integral1 (M1,f)) holds
y in REAL let y be
set ;
( y in rng (Integral1 (M1,f)) implies y in REAL )assume
y in rng (Integral1 (M1,f))
;
y in REAL then consider x being
Element of
X2 such that A45:
(
x in dom (Integral1 (M1,f)) &
y = (Integral1 (M1,f)) . x )
by PARTFUN1:3;
(Integral1 (M1,f)) . x = Integral (
M1,
(ProjPMap2 (f,x)))
by MESFUN12:def 7;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
|.(ProjPMap2 (f,x)).|)
by A7, MESFUNC5:101;
then
|.((Integral1 (M1,f)) . x).| <= Integral (
M1,
(ProjPMap2 (|.f.|,x)))
by Th27;
then
|.((Integral1 (M1,f)) . x).| <= (Integral1 (M1,|.f.|)) . x
by MESFUN12:def 7;
then
|.((Integral1 (M1,f)) . x).| < +infty
by A4, XXREAL_0:2;
hence
y in REAL
by A45, EXTREAL1:41;
verum end;
then
rng (Integral1 (M1,f)) c= REAL
;
then reconsider F = Integral1 (M1,f) as PartFunc of X2,REAL by RELSET_1:6;
reconsider ND = {} as Element of S2 by MEASURE1:7;
A46:
M2 . ND = 0
by VALUED_0:def 19;
ND ` =
X2 \ {}
by SUBSET_1:def 4
.=
X2
;
then A47:
dom F = ND `
by FUNCT_2:def 1;
R_EAL F is_integrable_on M2
by A40, MESFUNC5:def 7;
then
F is_integrable_on M2
by MESFUNC6:def 4;
then
F in { f where f is PartFunc of X2,REAL : ex ND being Element of S2 st
( M2 . ND = 0 & dom f = ND ` & f is_integrable_on M2 ) }
by A46, A47;
hence
Integral1 (M1,f) in L1_Functions M2
by LPSPACE1:def 8; verum