let I, J be non empty closed_interval Subset of REAL; :: thesis: for f being PartFunc of [:RNS_Real,RNS_Real:],RNS_Real
for g being PartFunc of [:REAL,REAL:],REAL st [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g holds
( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty ) & ( for U being Element of L-Field holds Integral2 (L-Meas,(R_EAL g)) is U -measurable ) & Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g)))) )

let f be PartFunc of [:RNS_Real,RNS_Real:],RNS_Real; :: thesis: for g being PartFunc of [:REAL,REAL:],REAL st [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g holds
( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty ) & ( for U being Element of L-Field holds Integral2 (L-Meas,(R_EAL g)) is U -measurable ) & Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g)))) )

let g be PartFunc of [:REAL,REAL:],REAL; :: thesis: ( [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g implies ( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty ) & ( for U being Element of L-Field holds Integral2 (L-Meas,(R_EAL g)) is U -measurable ) & Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g)))) ) )
assume that
A1: [:I,J:] = dom f and
A2: f is_continuous_on [:I,J:] and
A3: f = g ; :: thesis: ( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty ) & ( for U being Element of L-Field holds Integral2 (L-Meas,(R_EAL g)) is U -measurable ) & Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g)))) )
consider E being Subset of [:RNS_Real,RNS_Real:] such that
A4: ( E = [:I,J:] & E is compact ) by Th9;
reconsider E = E as Element of sigma (measurable_rectangles (L-Field,L-Field)) by A4, Th11;
A5: g is E -measurable by A1, A2, A3, A4, Th50;
set Rg = R_EAL g;
A6: dom g = dom (R_EAL g) by MESFUNC5:def 7;
then A7: dom |.(R_EAL g).| = [:I,J:] by A1, A3, MESFUNC1:def 10;
A8: for x being Element of REAL st x in REAL \ I holds
(Integral2 (L-Meas,|.(R_EAL g).|)) . x = 0
proof end;
A9: for x, y being Element of REAL st x in I & y in J holds
( (ProjPMap1 (|.(R_EAL g).|,x)) . y = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] )
proof
let x, y be Element of REAL ; :: thesis: ( x in I & y in J implies ( (ProjPMap1 (|.(R_EAL g).|,x)) . y = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] ) )
assume A10: ( x in I & y in J ) ; :: thesis: ( (ProjPMap1 (|.(R_EAL g).|,x)) . y = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] )
hence (ProjPMap1 (|.(R_EAL g).|,x)) . y = |.(R_EAL g).| . (x,y) by A7, ZFMISC_1:87, MESFUN12:def 3; :: thesis: ( |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] )
[x,y] in dom g by A10, A1, A3, ZFMISC_1:87;
then A11: [x,y] in dom |.g.| by VALUED_1:def 11;
A12: (R_EAL g) . [x,y] = g . [x,y] by MESFUNC5:def 7;
|.(R_EAL g).| . (x,y) = |.((R_EAL g) . [x,y]).| by A10, A7, ZFMISC_1:87, MESFUNC1:def 10;
hence |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| by A12, EXTREAL1:12; :: thesis: |.(R_EAL g).| . (x,y) = |.g.| . [x,y]
hence |.(R_EAL g).| . (x,y) = |.g.| . [x,y] by VALUED_1:def 11, A11; :: thesis: verum
end;
A13: for x being Element of REAL st x in I holds
0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x
proof
let x be Element of REAL ; :: thesis: ( x in I implies 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x )
assume A14: x in I ; :: thesis: 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x
reconsider CD = J as Element of L-Field by MEASUR10:5, MEASUR12:75;
reconsider Pg = ProjPMap1 (|.(R_EAL g).|,x) as PartFunc of REAL,REAL by Th30;
A15: dom Pg = J by A14, A1, A3, Th27;
A16: Pg is CD -measurable by A14, A1, A2, A3, Th45;
A17: ( integral (Pg,J) = Integral (L-Meas,Pg) & integral (Pg,J) = (Integral2 (L-Meas,|.(R_EAL g).|)) . x ) by A14, A1, A2, A3, Th46;
for y being object st y in dom (Pg | J) holds
0 <= (Pg | J) . y
proof
let y be object ; :: thesis: ( y in dom (Pg | J) implies 0 <= (Pg | J) . y )
assume A18: y in dom (Pg | J) ; :: thesis: 0 <= (Pg | J) . y
then y in (dom Pg) /\ J by RELAT_1:61;
then reconsider y = y as Element of REAL ;
( (ProjPMap1 (|.(R_EAL g).|,x)) . y = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| ) by A14, A18, A9;
hence 0 <= (Pg | J) . y by A15; :: thesis: verum
end;
hence 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x by A15, A16, A17, MESFUNC6:52, MESFUNC6:84; :: thesis: verum
end;
set F = Integral2 (L-Meas,|.(R_EAL g).|);
reconsider G = (Integral2 (L-Meas,|.(R_EAL g).|)) | I as PartFunc of REAL,REAL by A1, A2, A3, Th51;
A19: I is Element of L-Field by MEASUR10:5, MEASUR12:75;
reconsider H = REAL as Element of L-Field by PROB_1:5;
set NI = H \ I;
set F0 = (Integral2 (L-Meas,|.(R_EAL g).|)) | I;
set F1 = (Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I);
A20: dom (Integral2 (L-Meas,|.(R_EAL g).|)) = REAL by FUNCT_2:def 1;
then A21: ( dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | I) = I & dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) = H \ I ) ;
then ( G || I is bounded & G is_integrable_on I ) by A1, A2, A3, Th52, INTEGRA5:10, INTEGRA5:11;
then G is_integrable_on L-Meas by A19, A21, MESFUN14:49;
then A22: (Integral2 (L-Meas,|.(R_EAL g).|)) | I is_integrable_on L-Meas by MESFUNC5:def 7;
then A23: Integral (L-Meas,((Integral2 (L-Meas,|.(R_EAL g).|)) | I)) < +infty by MESFUNC5:96;
A24: H \ I is Element of L-Field by A19, PROB_1:6;
A25: I \/ (H \ I) = REAL by XBOOLE_1:45;
then A26: (Integral2 (L-Meas,|.(R_EAL g).|)) | (I \/ (H \ I)) = Integral2 (L-Meas,|.(R_EAL g).|) ;
A27: I /\ (H \ I) = {} by XBOOLE_1:85, XBOOLE_0:def 7;
A28: for r being Element of REAL holds 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . r
proof
let r be Element of REAL ; :: thesis: 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . r
( r in I or r in H \ I ) by A25, XBOOLE_0:def 3;
hence 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . r by A13, A8; :: thesis: verum
end;
then A29: Integral2 (L-Meas,|.(R_EAL g).|) is nonnegative ;
for r being Real holds H /\ (less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
proof
let r be Real; :: thesis: H /\ (less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
consider H0 being Element of L-Field such that
A30: ( H0 = dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | I) & (Integral2 (L-Meas,|.(R_EAL g).|)) | I is H0 -measurable ) by A22, MESFUNC5:def 17;
per cases ( r <= 0 or 0 < r ) ;
suppose A33: 0 < r ; :: thesis: H /\ (less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
for z being object holds
( z in less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r) iff z in (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I) )
proof
let z be object ; :: thesis: ( z in less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r) iff z in (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I) )
hereby :: thesis: ( z in (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I) implies z in less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r) ) end;
assume z in (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I) ; :: thesis: z in less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)
per cases then ( z in less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r) or z in H \ I ) by XBOOLE_0:def 3;
end;
end;
then less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r) = (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I) by TARSKI:2;
then A41: H /\ (less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)) = (I /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I))) \/ ((H \ I) /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I))) by A25, XBOOLE_1:23;
I /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I)) = (I /\ (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r))) \/ {} by A27, XBOOLE_1:23;
then A42: I /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I)) in L-Field by A20, A30;
A43: less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r) c= I by A21, MESFUNC1:def 11;
(H \ I) /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I)) = ((H \ I) /\ (less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r))) \/ ((H \ I) /\ (H \ I)) by XBOOLE_1:23;
then (H \ I) /\ ((less_dom (((Integral2 (L-Meas,|.(R_EAL g).|)) | I),r)) \/ (H \ I)) = {} \/ ((H \ I) /\ (H \ I)) by A43;
hence H /\ (less_dom ((Integral2 (L-Meas,|.(R_EAL g).|)),r)) in L-Field by A24, A41, A42, PROB_1:3; :: thesis: verum
end;
end;
end;
then Integral2 (L-Meas,|.(R_EAL g).|) is H -measurable ;
then A44: Integral (L-Meas,(Integral2 (L-Meas,|.(R_EAL g).|))) = (Integral (L-Meas,((Integral2 (L-Meas,|.(R_EAL g).|)) | I))) + (Integral (L-Meas,((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)))) by A20, A19, A24, A26, A29, MESFUNC5:91, XBOOLE_1:79;
for x being object st x in dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) holds
((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) . x = 0
proof
let x be object ; :: thesis: ( x in dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) implies ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) . x = 0 )
assume A45: x in dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) ; :: thesis: ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) . x = 0
then reconsider r = x as Element of REAL ;
A46: ( x in dom (Integral2 (L-Meas,|.(R_EAL g).|)) & x in H \ I ) by A45, RELAT_1:57;
(Integral2 (L-Meas,|.(R_EAL g).|)) . r = 0 by A45, A8, RELAT_1:57;
hence ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)) . x = 0 by A46, FUNCT_1:49; :: thesis: verum
end;
then Integral (L-Meas,((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I))) = 0 * (L-Meas . (dom ((Integral2 (L-Meas,|.(R_EAL g).|)) | (H \ I)))) by A19, A20, PROB_1:6, MEASUR10:27;
then Integral (L-Meas,((Integral2 (L-Meas,|.(R_EAL g).|)) | I)) = Integral (L-Meas,(Integral2 (L-Meas,|.(R_EAL g).|))) by A44, XXREAL_3:4;
then A47: R_EAL g is_integrable_on Prod_Measure (L-Meas,L-Meas) by A4, A5, A1, A3, A6, A23, Th5, MESFUN13:11;
for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty
proof end;
hence ( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for x being Element of REAL holds (Integral2 (L-Meas,|.(R_EAL g).|)) . x < +infty ) & ( for U being Element of L-Field holds Integral2 (L-Meas,(R_EAL g)) is U -measurable ) & Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g)))) ) by A47, Th5, MESFUN13:32; :: thesis: verum