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 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; 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; ( [: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
; ( 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
let y be
Element of
REAL ;
( y in REAL \ J implies (Integral1 (L-Meas,|.(R_EAL g).|)) . y = 0 )
assume
y in REAL \ J
;
(Integral1 (L-Meas,|.(R_EAL g).|)) . y = 0
then
not
y in J
by XBOOLE_0:def 5;
then A9:
dom (ProjPMap2 (|.(R_EAL g).|,y)) = {}
by A1, A3, Th28;
(Integral1 (L-Meas,|.(R_EAL g).|)) . y = Integral (
L-Meas,
(ProjPMap2 (|.(R_EAL g).|,y)))
by MESFUN12:def 7;
hence
(Integral1 (L-Meas,|.(R_EAL g).|)) . y = 0
by A9, Th1;
verum
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 ;
( 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
;
( (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;
( |.(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;
|.(R_EAL g).| . (x,y) = |.g.| . [x,y]
hence
|.(R_EAL g).| . (
x,
y)
= |.g.| . [x,y]
by VALUED_1:def 11, A13;
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 ;
( y in J implies 0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y )
assume A16:
y in J
;
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
hence
0 <= (Integral1 (L-Meas,|.(R_EAL g).|)) . y
by A17, A18, A19, MESFUNC6:52, MESFUNC6:84;
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
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;
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
;
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) )
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;
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 ;
( 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))
;
((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;
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
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; verum