let f be PartFunc of REAL,REAL; for a, b being Real
for A being non empty Subset of REAL st [.a,b.[ c= dom f & A = [.a,b.[ & f is_right_improper_integrable_on a,b & f | A is nonnegative & not f is_right_ext_Riemann_integrable_on a,b holds
( right_improper_integral (f,a,b) = Integral (L-Meas,(f | A)) & Integral (L-Meas,(f | A)) = +infty )
let a, b be Real; for A being non empty Subset of REAL st [.a,b.[ c= dom f & A = [.a,b.[ & f is_right_improper_integrable_on a,b & f | A is nonnegative & not f is_right_ext_Riemann_integrable_on a,b holds
( right_improper_integral (f,a,b) = Integral (L-Meas,(f | A)) & Integral (L-Meas,(f | A)) = +infty )
let A be non empty Subset of REAL; ( [.a,b.[ c= dom f & A = [.a,b.[ & f is_right_improper_integrable_on a,b & f | A is nonnegative & not f is_right_ext_Riemann_integrable_on a,b implies ( right_improper_integral (f,a,b) = Integral (L-Meas,(f | A)) & Integral (L-Meas,(f | A)) = +infty ) )
assume that
A1:
[.a,b.[ c= dom f
and
A2:
A = [.a,b.[
and
A3:
f is_right_improper_integrable_on a,b
and
A4:
f | A is nonnegative
and
A5:
not f is_right_ext_Riemann_integrable_on a,b
; ( right_improper_integral (f,a,b) = Integral (L-Meas,(f | A)) & Integral (L-Meas,(f | A)) = +infty )
A6:
for d being Real st a <= d & d < b holds
( f is_integrable_on ['a,d'] & f | ['a,d'] is bounded )
by A3, INTEGR24:def 2;
reconsider A1 = A as Element of L-Field by A2, MEASUR10:5, MEASUR12:75;
A7:
a < b
by A2, XXREAL_1:27;
A8:
R_EAL f is A1 -measurable
by A1, A2, A3, Th33, MESFUNC6:def 1;
A9:
A1 = dom (f | A1)
by A1, A2, RELAT_1:62;
then
A1 = (dom f) /\ A1
by RELAT_1:61;
then
A1 = (dom (R_EAL f)) /\ A1
by MESFUNC5:def 7;
then
(R_EAL f) | A1 is A1 -measurable
by A8, MESFUNC5:42;
then A10:
R_EAL (f | A1) is A1 -measurable
by Th16;
A11:
R_EAL (f | A1) is nonnegative
by A4, MESFUNC5:def 7;
A1 = dom (R_EAL (f | A1))
by A9, MESFUNC5:def 7;
then A12:
integral+ (L-Meas,(max- (R_EAL (f | A1)))) < +infty
by A10, A11, MESFUN11:53;
A13:
A1 = dom (R_EAL (f | A1))
by A9, MESFUNC5:def 7;
consider E being SetSequence of L-Field such that
A14:
( ( for n being Nat holds
( E . n = [.a,(b - ((b - a) / (n + 1))).] & E . n c= [.a,b.[ & E . n is non empty closed_interval Subset of REAL ) ) & E is non-descending & E is convergent & Union E = [.a,b.[ )
by A2, XXREAL_1:27, Th23;
A15:
lim E = Union E
by A14, SETLIM_1:80;
then
A1 \ (lim E) = {}
by A14, A2, XBOOLE_1:37;
then
L-Meas . (A1 \ (lim E)) = 0
by VALUED_0:def 19;
then consider I being ExtREAL_sequence such that
A16:
for n being Nat holds I . n = Integral (L-Meas,((R_EAL (f | A)) | ((Partial_Union E) . n)))
and
I is convergent
and
A17:
Integral (L-Meas,(R_EAL (f | A))) = lim I
by A10, A13, A12, A14, A15, A2, Th19;
consider Intf being PartFunc of REAL,REAL such that
A18:
dom Intf = [.a,b.[
and
A19:
for x being Real st x in dom Intf holds
Intf . x = integral (f,a,x)
and
A20:
( Intf is_left_convergent_in b or Intf is_left_divergent_to+infty_in b or Intf is_left_divergent_to-infty_in b )
by A3, INTEGR24:def 2;
A21:
for x being Real st x in dom Intf holds
Intf . x >= 0
proof
let x be
Real;
( x in dom Intf implies Intf . x >= 0 )
assume A22:
x in dom Intf
;
Intf . x >= 0
then A23:
(
a <= x &
x < b )
by A18, XXREAL_1:3;
then reconsider AX =
[.a,x.] as non
empty closed_interval Subset of
REAL by XXREAL_1:30, MEASURE5:def 3;
A24:
AX c= [.a,b.[
by A23, XXREAL_1:43;
then
AX c= dom f
by A1;
then
dom (f | AX) = AX
by RELAT_1:62;
then reconsider f1 =
f | AX as
Function of
AX,
REAL by FUNCT_2:def 1, RELSET_1:5;
A25:
AX = ['a,x']
by A23, INTEGRA5:def 3;
then A26:
f1 | AX is
bounded
by A23, A3, INTEGR24:def 2;
for
r being
Real st
r in AX holds
f1 . r >= 0
then
integral f1 >= 0
by A26, INTEGRA2:32;
then
integral (
f,
AX)
>= 0
by INTEGRA5:def 2;
then
integral (
f,
a,
x)
>= 0
by A23, A25, INTEGRA5:def 4;
hence
Intf . x >= 0
by A19, A22;
verum
end;
then A33:
right_improper_integral (f,a,b) = +infty
by A3, A18, A19, A20, A5, A6, INTEGR10:def 1, INTEGR24:def 4;
for g being Real st 0 < g holds
ex n being Nat st
for m being Nat st n <= m holds
g <= I . m
proof
let g be
Real;
( 0 < g implies ex n being Nat st
for m being Nat st n <= m holds
g <= I . m )
assume
0 < g
;
ex n being Nat st
for m being Nat st n <= m holds
g <= I . m
consider r being
Real such that A34:
r < b
and A35:
for
r1 being
Real st
r < r1 &
r1 < b &
r1 in dom Intf holds
g < Intf . r1
by A28, A18, A19, A20, A5, A6, INTEGR10:def 1, LIMFUNC2:8;
consider r1 being
Real such that A36:
(
r < r1 &
r1 < b &
r1 in dom Intf )
by A28, A34, A18, A19, A20, A5, A6, INTEGR10:def 1, LIMFUNC2:8;
g < Intf . r1
by A35, A36;
then A37:
g < integral (
f,
a,
r1)
by A36, A19;
A38:
(
a <= r1 &
r1 < b )
by A36, A18, XXREAL_1:3;
A39:
(
0 < b - r1 &
0 < b - a )
by A36, A2, XXREAL_1:27, XREAL_1:50;
consider n being
Nat such that A40:
(b - a) / (b - r1) < n
by SEQ_4:3;
take
n
;
for m being Nat st n <= m holds
g <= I . m
thus
for
m being
Nat st
n <= m holds
g <= I . m
verumproof
let m be
Nat;
( n <= m implies g <= I . m )
assume
n <= m
;
g <= I . m
then
n <= m + 1
by NAT_1:13;
then
(b - a) / (b - r1) < 1
* (m + 1)
by A40, XXREAL_0:2;
then
(b - a) / (m + 1) < 1
* (b - r1)
by A39, XREAL_1:113;
then
r1 + ((b - a) / (m + 1)) < b
by XREAL_1:20;
then A41:
r1 < b - ((b - a) / (m + 1))
by XREAL_1:20;
A42:
a <= b - ((b - a) / (m + 1))
by A7, Th22;
A43:
b - ((b - a) / (m + 1)) < b
by A7, Th22;
then A44:
(
f is_integrable_on ['a,(b - ((b - a) / (m + 1)))'] &
f | ['a,(b - ((b - a) / (m + 1)))'] is
bounded )
by A42, A3, INTEGR24:def 2;
A45:
['a,(b - ((b - a) / (m + 1)))'] = [.a,(b - ((b - a) / (m + 1))).]
by A42, INTEGRA5:def 3;
then
['a,(b - ((b - a) / (m + 1)))'] c= [.a,b.[
by A43, XXREAL_1:43;
then A46:
['a,(b - ((b - a) / (m + 1)))'] c= dom f
by A1;
r1 in ['a,(b - ((b - a) / (m + 1)))']
by A38, A41, A45, XXREAL_1:1;
then A47:
integral (
f,
a,
(b - ((b - a) / (m + 1))))
= (integral (f,a,r1)) + (integral (f,r1,(b - ((b - a) / (m + 1)))))
by A42, A44, A46, INTEGRA6:17;
[.r1,(b - ((b - a) / (m + 1))).] c= [.a,b.[
by A38, A43, XXREAL_1:43;
then A48:
[.r1,(b - ((b - a) / (m + 1))).] c= dom f
by A1;
A49:
f | [.r1,(b - ((b - a) / (m + 1))).] is
bounded
by A44, A45, A38, XXREAL_1:34, RFUNCT_1:74;
(f | A) | [.r1,(b - ((b - a) / (m + 1))).] is
nonnegative
by A4, MESFUNC6:55;
then
f | [.r1,(b - ((b - a) / (m + 1))).] is
nonnegative
by A2, A38, A43, XXREAL_1:43, RELAT_1:74;
then
integral (
f,
r1,
(b - ((b - a) / (m + 1))))
>= 0
by A41, A48, A49, Th12;
then A50:
integral (
f,
a,
r1)
<= integral (
f,
a,
(b - ((b - a) / (m + 1))))
by A47, XREAL_1:31;
(R_EAL (f | A)) | (E . m) = (f | A) | (E . m)
by MESFUNC5:def 7;
then A51:
(R_EAL (f | A)) | (E . m) = f | (E . m)
by A2, A14, RELAT_1:74;
A52:
f || ['a,(b - ((b - a) / (m + 1)))'] is
bounded
by A43, A42, A3, INTEGR24:def 2;
I . m =
Integral (
L-Meas,
((R_EAL (f | A)) | ((Partial_Union E) . m)))
by A16
.=
Integral (
L-Meas,
((R_EAL (f | A)) | (E . m)))
by A14, PROB_4:15
.=
Integral (
L-Meas,
(R_EAL (f | (E . m))))
by A51, MESFUNC5:def 7
.=
Integral (
L-Meas,
(f | (E . m)))
by MESFUNC6:def 3
.=
Integral (
L-Meas,
(f | [.a,(b - ((b - a) / (m + 1))).]))
by A14
.=
integral (
f,
a,
(b - ((b - a) / (m + 1))))
by A52, A42, A44, A45, A46, MESFUN14:50
;
hence
g <= I . m
by A37, A50, XXREAL_0:2;
verum
end;
end;
then
I is convergent_to_+infty
by MESFUNC5:def 9;
then A53:
lim I = +infty
by MESFUNC5:def 12;
hence
right_improper_integral (f,a,b) = Integral (L-Meas,(f | A))
by A33, A17, MESFUNC6:def 3; Integral (L-Meas,(f | A)) = +infty
thus
Integral (L-Meas,(f | A)) = +infty
by A17, A53, MESFUNC6:def 3; verum