let f be PartFunc of REAL,REAL; for a being Real
for A being non empty Subset of REAL st right_closed_halfline a c= dom f & A = right_closed_halfline a & f is_+infty_improper_integrable_on a & f is nonnegative holds
( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )
let a be Real; for A being non empty Subset of REAL st right_closed_halfline a c= dom f & A = right_closed_halfline a & f is_+infty_improper_integrable_on a & f is nonnegative holds
( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )
let A be non empty Subset of REAL; ( right_closed_halfline a c= dom f & A = right_closed_halfline a & f is_+infty_improper_integrable_on a & f is nonnegative implies ( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) ) )
assume that
A1:
right_closed_halfline a c= dom f
and
A2:
A = right_closed_halfline a
and
A3:
f is_+infty_improper_integrable_on a
and
A4:
f is nonnegative
; ( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )
A5:
A = [.a,+infty.[
by A2, LIMFUNC1:def 2;
then reconsider A1 = A as Element of L-Field by MEASUR10:5, MEASUR12:75;
per cases
( f is_+infty_ext_Riemann_integrable_on a or not f is_+infty_ext_Riemann_integrable_on a )
;
suppose A6:
f is_+infty_ext_Riemann_integrable_on a
;
( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )then A7:
improper_integral_+infty (
f,
a)
= infty_ext_right_integral (
f,
a)
by A3, INTEGR25:27;
consider Intf being
PartFunc of
REAL,
REAL such that A8:
dom Intf = right_closed_halfline a
and A9:
for
x being
Real st
x in dom Intf holds
Intf . x = integral (
f,
a,
x)
and A10:
Intf is
convergent_in+infty
and A11:
infty_ext_right_integral (
f,
a)
= lim_in+infty Intf
by A6, INTEGR10:def 7;
A12:
for
p,
q being
Real st
p in dom Intf &
q in dom Intf &
p < q holds
Intf . p <= Intf . q
proof
let p,
q be
Real;
( p in dom Intf & q in dom Intf & p < q implies Intf . p <= Intf . q )
assume that A13:
p in dom Intf
and A14:
q in dom Intf
and A15:
p < q
;
Intf . p <= Intf . q
A16:
(
a <= q &
q < +infty )
by A8, A14, A5, A2, XXREAL_1:3;
then
[.a,q.] c= [.a,+infty.[
by XXREAL_1:43;
then A17:
[.a,q.] c= dom f
by A1, A5, A2;
A18:
[.a,q.] = ['a,q']
by A16, INTEGRA5:def 3;
A19:
a <= p
by A8, A13, A5, A2, XXREAL_1:3;
A20:
(
f is_integrable_on ['a,q'] &
f | ['a,q'] is
bounded )
by A6, A16, INTEGR10:def 5;
A21:
[.a,p.] c= [.a,q.]
by A15, XXREAL_1:34;
(
Intf . p = integral (
f,
a,
p) &
Intf . q = integral (
f,
a,
q) )
by A13, A14, A9;
hence
Intf . p <= Intf . q
by A17, A20, A4, A21, A19, A18, Th14, MESFUNC6:55;
verum
end; then A22:
Intf is
non-decreasing
by RFUNCT_2:def 3;
consider E being
SetSequence of
L-Field such that A23:
( ( for
n being
Nat holds
E . n = [.a,(a + n).] ) &
E is
non-descending &
E is
convergent &
Union E = [.a,+infty.[ )
by Th25;
A24:
A1 = dom (f | A1)
by A1, A2, RELAT_1:62;
then A25:
A1 = dom (R_EAL (f | A))
by MESFUNC5:def 7;
A26:
lim E = Union E
by A23, SETLIM_1:80;
then A27:
lim E c= A1
by A23, A2, LIMFUNC1:def 2;
A1 \ (lim E) = {}
by A23, A26, A5, XBOOLE_1:37;
then A28:
L-Meas . (A1 \ (lim E)) = 0
by VALUED_0:def 19;
A29:
R_EAL f is
A1 -measurable
by A1, A2, A3, A5, Th36, MESFUNC6:def 1;
A1 = (dom f) /\ A1
by A24, RELAT_1:61;
then
A1 = (dom (R_EAL f)) /\ A1
by MESFUNC5:def 7;
then
(R_EAL f) | A is
A1 -measurable
by A29, MESFUNC5:42;
then A30:
R_EAL (f | A) is
A1 -measurable
by Th16;
then A31:
f | A is
A1 -measurable
by MESFUNC6:def 1;
f | A is
nonnegative
by A4, MESFUNC6:55;
then A32:
R_EAL (f | A) is
nonnegative
by MESFUNC5:def 7;
then A33:
integral+ (
L-Meas,
(max- (R_EAL (f | A))))
< +infty
by A30, A25, MESFUN11:53;
then consider I being
ExtREAL_sequence such that A34:
for
n being
Nat holds
I . n = Integral (
L-Meas,
((R_EAL (f | A)) | ((Partial_Union E) . n)))
and
I is
convergent
and A35:
Integral (
L-Meas,
(R_EAL (f | A)))
= lim I
by A23, A30, A25, A27, A28, Th19;
A36:
for
x being
Real st
x in dom Intf holds
Intf . x = Integral (
L-Meas,
(f | [.a,x.]))
proof
let x be
Real;
( x in dom Intf implies Intf . x = Integral (L-Meas,(f | [.a,x.])) )
assume A37:
x in dom Intf
;
Intf . x = Integral (L-Meas,(f | [.a,x.]))
then A38:
(
a <= x &
x < +infty )
by A8, A2, A5, XXREAL_1:3;
then A39:
(
f is_integrable_on ['a,x'] &
f | ['a,x'] is
bounded )
by A3, INTEGR25:def 2;
reconsider AX =
[.a,x.] as non
empty closed_interval Subset of
REAL by A38, XXREAL_1:30, MEASURE5:def 3;
A40:
AX = ['a,x']
by A38, INTEGRA5:def 3;
AX c= [.a,+infty.[
by A38, XXREAL_1:43;
then A41:
AX c= dom f
by A1, A2, A5;
reconsider AX1 =
AX as
Element of
L-Field by MEASUR10:5, MEASUR12:75;
AX = AX1
;
then
integral (f || AX) = Integral (
L-Meas,
(f | [.a,x.]))
by A41, A39, A40, MESFUN14:49;
then
integral (
f,
AX)
= Integral (
L-Meas,
(f | [.a,x.]))
by INTEGRA5:def 2;
then
integral (
f,
a,
x)
= Integral (
L-Meas,
(f | [.a,x.]))
by A38, A40, INTEGRA5:def 4;
hence
Intf . x = Integral (
L-Meas,
(f | [.a,x.]))
by A9, A37;
verum
end; A42:
Partial_Union E = E
by A23, PROB_4:15;
A43:
for
m being
Nat holds
I . m = integral (
f,
a,
(a + m))
proof
let m be
Nat;
I . m = integral (f,a,(a + m))
A44:
(
a <= a + m &
a + m < +infty )
by XREAL_0:def 1, XXREAL_0:9, XREAL_1:31;
then A45:
f || ['a,(a + m)'] is
bounded
by A6, INTEGR10:def 5;
A46:
['a,(a + m)'] = [.a,(a + m).]
by XREAL_1:31, INTEGRA5:def 3;
then
['a,(a + m)'] c= [.a,+infty.[
by A44, XXREAL_1:43;
then A47:
['a,(a + m)'] c= dom f
by A1, A2, A5;
A48:
E . m = [.a,(a + m).]
by A23;
(R_EAL (f | A)) | (E . m) = (f | A) | (E . m)
by MESFUNC5:def 7;
then
(R_EAL (f | A)) | (E . m) = f | (E . m)
by A48, A44, A5, XXREAL_1:43, RELAT_1:74;
then
(R_EAL (f | A)) | (E . m) = R_EAL (f | (E . m))
by MESFUNC5:def 7;
then
I . m = Integral (
L-Meas,
(R_EAL (f | (E . m))))
by A34, A42;
then
I . m = Integral (
L-Meas,
(f | [.a,(a + m).]))
by A48, MESFUNC6:def 3;
hence
I . m = integral (
f,
a,
(a + m))
by A46, A47, A45, A44, A6, INTEGR10:def 5, MESFUN14:50;
verum
end;
for
p being
Real st
0 < p holds
ex
n being
Nat st
for
m being
Nat st
n <= m holds
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
proof
let p be
Real;
( 0 < p implies ex n being Nat st
for m being Nat st n <= m holds
|.((I . m) - (infty_ext_right_integral (f,a))).| < p )
assume
0 < p
;
ex n being Nat st
for m being Nat st n <= m holds
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
then consider r being
Real such that A49:
for
r1 being
Real st
r < r1 &
r1 in dom Intf holds
|.((Intf . r1) - (lim_in+infty Intf)).| < p
by A10, LIMFUNC1:79;
set rr =
max (
a,
r);
consider n being
Nat such that A50:
r - a < n
by SEQ_4:3;
A51:
(
a <= a + n &
a + n < +infty )
by XREAL_0:def 1, XXREAL_0:9, XREAL_1:31;
then A52:
a + n in dom Intf
by A2, A5, A8, XXREAL_1:3;
set r1 =
a + n;
A53:
|.((Intf . (a + n)) - (lim_in+infty Intf)).| < p
by A49, A52, A50, XREAL_1:19;
take
n
;
for m being Nat st n <= m holds
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
thus
for
m being
Nat st
n <= m holds
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
verumproof
let m be
Nat;
( n <= m implies |.((I . m) - (infty_ext_right_integral (f,a))).| < p )
assume A54:
n <= m
;
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
set rm =
a + m;
A55:
a + n <= a + m
by A54, XREAL_1:6;
A56:
a + m < +infty
by XREAL_0:def 1, XXREAL_0:9;
then
[.a,(a + m).] c= [.a,+infty.[
by XXREAL_1:43;
then A57:
[.a,(a + m).] c= dom f
by A1, A2, A5;
A58:
a <= a + m
by XREAL_1:31;
then
f | ['a,(a + m)'] is
bounded
by A3, INTEGR25:def 2;
then A59:
f | [.a,(a + m).] is
bounded
by XREAL_1:31, INTEGRA5:def 3;
A60:
f is_integrable_on ['a,(a + m)']
by A58, A3, INTEGR25:def 2;
[.a,(a + n).] c= [.a,(a + m).]
by A55, XXREAL_1:34;
then
integral (
f,
a,
(a + n))
<= integral (
f,
a,
(a + m))
by A4, A51, A57, A59, A60, Th14, MESFUNC6:55;
then
Intf . (a + n) <= integral (
f,
a,
(a + m))
by A9, A51, A2, A5, A8, XXREAL_1:3;
then A61:
Intf . (a + n) <= I . m
by A43;
A62:
a + m in dom Intf
by A8, A2, A5, A58, A56, XXREAL_1:3;
Intf . (a + m) = integral (
f,
a,
(a + m))
by A9, A8, A2, A5, A58, A56, XXREAL_1:3;
then
I . m = Intf . (a + m)
by A43;
then A63:
(lim_in+infty Intf) - (I . m) >= 0
by A10, A22, A62, Th11, XXREAL_3:40;
then
- ((lim_in+infty Intf) - (I . m)) <= 0
;
then
(I . m) - (lim_in+infty Intf) <= 0
by XXREAL_3:26;
then A64:
|.((I . m) - (lim_in+infty Intf)).| =
- ((I . m) - (lim_in+infty Intf))
by EXTREAL1:18
.=
(lim_in+infty Intf) - (I . m)
by XXREAL_3:26
;
reconsider EX =
lim_in+infty Intf as
ExtReal ;
A65:
EX - (Intf . (a + n)) =
EX + (- (Intf . (a + n)))
by XXREAL_3:def 4
.=
(lim_in+infty Intf) + (- (Intf . (a + n)))
by XXREAL_3:def 2
.=
(lim_in+infty Intf) - (Intf . (a + n))
;
A66:
EX - (I . m) <= EX - (Intf . (a + n))
by A61, XXREAL_3:37;
then
- ((lim_in+infty Intf) - (Intf . (a + n))) <= 0
by A65, A63;
then |.((Intf . (a + n)) - (lim_in+infty Intf)).| =
- ((Intf . (a + n)) - (lim_in+infty Intf))
by ABSVALUE:30
.=
(lim_in+infty Intf) - (Intf . (a + n))
;
hence
|.((I . m) - (infty_ext_right_integral (f,a))).| < p
by A11, A53, A65, A66, A64, XXREAL_0:2;
verum
end;
end; then consider RI being
Real such that A67:
(
lim I = RI & ( for
p being
Real st
0 < p holds
ex
n being
Nat st
for
m being
Nat st
n <= m holds
|.((I . m) - (lim I)).| < p ) )
by MESFUNC5:def 8, MESFUNC9:7;
A68:
RI = Integral (
L-Meas,
(f | A))
by A35, A67, MESFUNC6:def 3;
for
g1 being
Real st
0 < g1 holds
ex
R being
Real st
for
r1 being
Real st
R < r1 &
r1 in dom Intf holds
|.((Intf . r1) - RI).| < g1
proof
let g1 be
Real;
( 0 < g1 implies ex R being Real st
for r1 being Real st R < r1 & r1 in dom Intf holds
|.((Intf . r1) - RI).| < g1 )
assume A69:
0 < g1
;
ex R being Real st
for r1 being Real st R < r1 & r1 in dom Intf holds
|.((Intf . r1) - RI).| < g1
set g2 =
g1 / 2;
consider N being
Nat such that A70:
for
m being
Nat st
N <= m holds
|.((I . m) - (lim I)).| < g1
by A69, A67;
take R =
a + N;
for r1 being Real st R < r1 & r1 in dom Intf holds
|.((Intf . r1) - RI).| < g1
A71:
(
a <= R &
R < +infty )
by XREAL_0:def 1, XXREAL_0:9, XREAL_1:31;
then A72:
R in dom Intf
by A8, A5, A2, XXREAL_1:3;
thus
for
r1 being
Real st
R < r1 &
r1 in dom Intf holds
|.((Intf . r1) - RI).| < g1
verumproof
let r1 be
Real;
( R < r1 & r1 in dom Intf implies |.((Intf . r1) - RI).| < g1 )
assume that A73:
R < r1
and A74:
r1 in dom Intf
;
|.((Intf . r1) - RI).| < g1
I . N = integral (
f,
a,
(a + N))
by A43;
then
Intf . R = I . N
by A71, A9, A8, A5, A2, XXREAL_1:3;
then A75:
I . N <= Intf . r1
by A73, A72, A74, A12;
(
RI - (I . N) = RI - (I . N) &
RI - (Intf . r1) = RI - (Intf . r1) )
;
then A76:
RI - (Intf . r1) <= RI - (I . N)
by A75, XXREAL_3:37;
A77:
|.((I . N) - RI).| < g1
by A70, A67;
reconsider A2 =
[.a,r1.] as
Element of
L-Field by MEASUR10:5, MEASUR12:75;
r1 in REAL
by XREAL_0:def 1;
then A78:
A2 c= A1
by A5, XXREAL_0:9, XXREAL_1:43;
then
Integral (
L-Meas,
((f | A) | A2))
<= Integral (
L-Meas,
((f | A) | A1))
by A24, A31, A4, MESFUNC6:55, MESFUNC6:87;
then
Integral (
L-Meas,
(f | A2))
<= RI
by A78, A68, RELAT_1:74;
then A79:
Intf . r1 <= RI
by A74, A36;
then A80:
|.((Intf . r1) - RI).| =
- ((Intf . r1) - RI)
by ABSVALUE:30, XREAL_1:47
.=
RI - (Intf . r1)
;
I . N <= RI
by A75, A79, XXREAL_0:2;
then
|.(RI - (I . N)).| = RI - (I . N)
by EXTREAL1:def 1, XXREAL_3:40;
then
|.(- (RI - (I . N))).| = RI - (I . N)
by EXTREAL1:29;
then
|.((I . N) - RI).| = RI - (I . N)
by XXREAL_3:26;
hence
|.((Intf . r1) - RI).| < g1
by A76, A80, A77, XXREAL_0:2;
verum
end;
end; hence
improper_integral_+infty (
f,
a)
= Integral (
L-Meas,
(f | A))
by A11, A7, A68, A10, LIMFUNC1:79;
( ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )
max+ (R_EAL (f | A)) = R_EAL (f | A)
by A32, MESFUN11:31;
then
Integral (
L-Meas,
(f | A))
= integral+ (
L-Meas,
(max+ (R_EAL (f | A))))
by A31, A24, A4, MESFUNC6:55, MESFUNC6:82;
then
integral+ (
L-Meas,
(max+ (R_EAL (f | A))))
< +infty
by A68, XREAL_0:def 1, XXREAL_0:9;
hence
(
f is_+infty_ext_Riemann_integrable_on a implies
f | A is_integrable_on L-Meas )
by A30, A25, A33, MESFUNC5:def 17, MESFUNC6:def 4;
( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty )thus
( not
f is_+infty_ext_Riemann_integrable_on a implies
Integral (
L-Meas,
(f | A))
= +infty )
by A6;
verum end; suppose A81:
not
f is_+infty_ext_Riemann_integrable_on a
;
( improper_integral_+infty (f,a) = Integral (L-Meas,(f | A)) & ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )hence
improper_integral_+infty (
f,
a)
= Integral (
L-Meas,
(f | A))
by A1, A2, A3, A4, Lm10;
( ( f is_+infty_ext_Riemann_integrable_on a implies f | A is_integrable_on L-Meas ) & ( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty ) )thus
(
f is_+infty_ext_Riemann_integrable_on a implies
f | A is_integrable_on L-Meas )
by A81;
( not f is_+infty_ext_Riemann_integrable_on a implies Integral (L-Meas,(f | A)) = +infty )thus
( not
f is_+infty_ext_Riemann_integrable_on a implies
Integral (
L-Meas,
(f | A))
= +infty )
by A1, A2, A3, A4, Lm10;
verum end; end;