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 y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty ) & ( for V being Element of L-Field holds Integral1 (L-Meas,(R_EAL g)) is V -measurable ) & Integral1 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral1 (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 y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty ) & ( for V being Element of L-Field holds Integral1 (L-Meas,(R_EAL g)) is V -measurable ) & Integral1 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral1 (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 y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty ) & ( for V being Element of L-Field holds Integral1 (L-Meas,(R_EAL g)) is V -measurable ) & Integral1 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral1 (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 y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty ) & ( for V being Element of L-Field holds Integral1 (L-Meas,(R_EAL g)) is V -measurable ) & Integral1 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral1 (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 y being Element of REAL st y in REAL \ J holds
(Integral1 (L-Meas,|.(R_EAL g).|)) . y = 0
proof end;
A10: for x, y being Element of REAL st x in I & y in J holds
( (ProjPMap2 (|.(R_EAL g).|,y)) . x = |.(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 ( (ProjPMap2 (|.(R_EAL g).|,y)) . x = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] ) )
assume that
A11: x in I and
A12: y in J ; :: thesis: ( (ProjPMap2 (|.(R_EAL g).|,y)) . x = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] )
thus (ProjPMap2 (|.(R_EAL g).|,y)) . x = |.(R_EAL g).| . (x,y) by A7, A11, A12, ZFMISC_1:87, MESFUN12:def 4; :: thesis: ( |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| & |.(R_EAL g).| . (x,y) = |.g.| . [x,y] )
[x,y] in dom g by A11, A1, A3, A12, ZFMISC_1:87;
then A13: [x,y] in dom |.g.| by VALUED_1:def 11;
A14: (R_EAL g) . [x,y] = g . [x,y] by MESFUNC5:def 7;
|.(R_EAL g).| . (x,y) = |.((R_EAL g) . [x,y]).| by A11, A7, A12, ZFMISC_1:87, MESFUNC1:def 10;
hence |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| by A14, 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, A13; :: thesis: verum
end;
A15: for y being Element of REAL st y in J holds
0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y
proof
let y be Element of REAL ; :: thesis: ( y in J implies 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y )
assume A16: y in J ; :: thesis: 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y
reconsider AB = I as Element of L-Field by MEASUR10:5, MEASUR12:75;
reconsider Pg = ProjPMap2 (|.(R_EAL g).|,y) as PartFunc of REAL,REAL by Th30;
A17: dom Pg = I by A16, A1, A3, Th28;
A18: Pg is AB -measurable by A16, A1, A2, A3, Th48;
A19: ( integral (Pg,I) = Integral (L-Meas,Pg) & integral (Pg,I) = (Integral1 (L-Meas,|.(R_EAL g).|)) . y ) by A16, A1, A2, A3, Th49;
for x being object st x in dom (Pg | I) holds
0 <= (Pg | I) . x
proof
let x be object ; :: thesis: ( x in dom (Pg | I) implies 0 <= (Pg | I) . x )
assume A20: x in dom (Pg | I) ; :: thesis: 0 <= (Pg | I) . x
then x in (dom Pg) /\ I by RELAT_1:61;
then reconsider x = x as Element of REAL ;
( (ProjPMap2 (|.(R_EAL g).|,y)) . x = |.(R_EAL g).| . (x,y) & |.(R_EAL g).| . (x,y) = |.(g . [x,y]).| ) by A16, A20, A10;
hence 0 <= (Pg | I) . x by A17; :: thesis: verum
end;
hence 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y by A17, A18, A19, MESFUNC6:52, MESFUNC6:84; :: thesis: verum
end;
set T = Integral1 (L-Meas,|.(R_EAL g).|);
reconsider S = (Integral1 (L-Meas,|.(R_EAL g).|)) | J as PartFunc of REAL,REAL by A1, A2, A3, Th54;
A21: J is Element of L-Field by MEASUR10:5, MEASUR12:75;
reconsider H = REAL as Element of L-Field by PROB_1:5;
set NJ = H \ J;
set T0 = (Integral1 (L-Meas,|.(R_EAL g).|)) | J;
set T1 = (Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J);
A22: dom (Integral1 (L-Meas,|.(R_EAL g).|)) = REAL by FUNCT_2:def 1;
then A23: ( dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | J) = J & dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) = H \ J ) ;
then ( S || J is bounded & S is_integrable_on J ) by A1, A2, A3, Th55, INTEGRA5:10, INTEGRA5:11;
then S is_integrable_on L-Meas by A21, A23, MESFUN14:49;
then A24: (Integral1 (L-Meas,|.(R_EAL g).|)) | J is_integrable_on L-Meas by MESFUNC5:def 7;
then A25: Integral (L-Meas,((Integral1 (L-Meas,|.(R_EAL g).|)) | J)) < +infty by MESFUNC5:96;
A26: H \ J is Element of L-Field by A21, PROB_1:6;
A27: J \/ (H \ J) = REAL by XBOOLE_1:45;
then A28: (Integral1 (L-Meas,|.(R_EAL g).|)) | (J \/ (H \ J)) = Integral1 (L-Meas,|.(R_EAL g).|) ;
A29: J /\ (H \ J) = {} by XBOOLE_1:85, XBOOLE_0:def 7;
A30: for r being Element of REAL holds 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . r
proof
let r be Element of REAL ; :: thesis: 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . r
( r in J or r in H \ J ) by A27, XBOOLE_0:def 3;
hence 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . r by A15, A8; :: thesis: verum
end;
then A31: Integral1 (L-Meas,|.(R_EAL g).|) is nonnegative ;
for r being Real holds H /\ (less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
proof
let r be Real; :: thesis: H /\ (less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
consider H0 being Element of L-Field such that
A32: ( H0 = dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | J) & (Integral1 (L-Meas,|.(R_EAL g).|)) | J is H0 -measurable ) by A24, MESFUNC5:def 17;
per cases ( r <= 0 or 0 < r ) ;
suppose A35: 0 < r ; :: thesis: H /\ (less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)) in L-Field
for z being object holds
( z in less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r) iff z in (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J) )
proof
let z be object ; :: thesis: ( z in less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r) iff z in (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J) )
hereby :: thesis: ( z in (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J) implies z in less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r) ) end;
assume z in (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J) ; :: thesis: z in less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)
per cases then ( z in less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r) or z in H \ J ) by XBOOLE_0:def 3;
end;
end;
then less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r) = (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J) by TARSKI:2;
then A43: H /\ (less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)) = (J /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J))) \/ ((H \ J) /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J))) by A27, XBOOLE_1:23;
J /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J)) = (J /\ (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r))) \/ {} by A29, XBOOLE_1:23;
then A44: J /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J)) in L-Field by A22, A32;
A45: less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r) c= J by A23, MESFUNC1:def 11;
(H \ J) /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J)) = ((H \ J) /\ (less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r))) \/ ((H \ J) /\ (H \ J)) by XBOOLE_1:23;
then (H \ J) /\ ((less_dom (((Integral1 (L-Meas,|.(R_EAL g).|)) | J),r)) \/ (H \ J)) = {} \/ ((H \ J) /\ (H \ J)) by A45;
hence H /\ (less_dom ((Integral1 (L-Meas,|.(R_EAL g).|)),r)) in L-Field by A26, A43, A44, PROB_1:3; :: thesis: verum
end;
end;
end;
then Integral1 (L-Meas,|.(R_EAL g).|) is H -measurable ;
then A46: Integral (L-Meas,(Integral1 (L-Meas,|.(R_EAL g).|))) = (Integral (L-Meas,((Integral1 (L-Meas,|.(R_EAL g).|)) | J))) + (Integral (L-Meas,((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)))) by A22, A21, A26, A28, A31, MESFUNC5:91, XBOOLE_1:79;
for y being object st y in dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) holds
((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) . y = 0
proof
let y be object ; :: thesis: ( y in dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) implies ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) . y = 0 )
assume A47: y in dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) ; :: thesis: ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) . y = 0
then reconsider r = y as Element of REAL ;
A48: ( y in dom (Integral1 (L-Meas,|.(R_EAL g).|)) & y in H \ J ) by A47, RELAT_1:57;
(Integral1 (L-Meas,|.(R_EAL g).|)) . r = 0 by A47, A8, RELAT_1:57;
hence ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)) . y = 0 by A48, FUNCT_1:49; :: thesis: verum
end;
then Integral (L-Meas,((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J))) = 0 * (L-Meas . (dom ((Integral1 (L-Meas,|.(R_EAL g).|)) | (H \ J)))) by A22, A21, PROB_1:6, MEASUR10:27;
then Integral (L-Meas,((Integral1 (L-Meas,|.(R_EAL g).|)) | J)) = Integral (L-Meas,(Integral1 (L-Meas,|.(R_EAL g).|))) by A46, XXREAL_3:4;
then A49: R_EAL g is_integrable_on Prod_Measure (L-Meas,L-Meas) by MESFUN13:10, A4, A5, A1, A3, A6, Th5, A25;
for y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty
proof end;
hence ( g is_integrable_on Prod_Measure (L-Meas,L-Meas) & ( for y being Element of REAL holds (Integral1 (L-Meas,|.(R_EAL g).|)) . y < +infty ) & ( for V being Element of L-Field holds Integral1 (L-Meas,(R_EAL g)) is V -measurable ) & Integral1 (L-Meas,(R_EAL g)) is_integrable_on L-Meas & Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral1 (L-Meas,(R_EAL g)))) ) by A49, Th5, MESFUN13:33; :: thesis: verum