let I, J be non empty closed_interval Subset of REAL; 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; 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; ( [: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
; ( 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
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 ;
( 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 )
;
( (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;
( |.(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;
|.(R_EAL g).| . (x,y) = |.g.| . [x,y]
hence
|.(R_EAL g).| . (
x,
y)
= |.g.| . [x,y]
by VALUED_1:def 11, A11;
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 ;
( x in I implies 0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x )
assume A14:
x in I
;
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
hence
0 <= (Integral2 (L-Meas,|.(R_EAL g).|)) . x
by A15, A16, A17, MESFUNC6:52, MESFUNC6:84;
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
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;
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
;
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) )
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;
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 ;
( 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))
;
((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;
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
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; verum