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
for G2 being PartFunc of REAL,REAL st [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g & G2 = (Integral2 (L-Meas,(R_EAL g))) | I holds
Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I)
let f be PartFunc of [:RNS_Real,RNS_Real:],RNS_Real; for g being PartFunc of [:REAL,REAL:],REAL
for G2 being PartFunc of REAL,REAL st [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g & G2 = (Integral2 (L-Meas,(R_EAL g))) | I holds
Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I)
let g be PartFunc of [:REAL,REAL:],REAL; for G2 being PartFunc of REAL,REAL st [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g & G2 = (Integral2 (L-Meas,(R_EAL g))) | I holds
Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I)
let G2 be PartFunc of REAL,REAL; ( [:I,J:] = dom f & f is_continuous_on [:I,J:] & f = g & G2 = (Integral2 (L-Meas,(R_EAL g))) | I implies Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I) )
assume that
A1:
[:I,J:] = dom f
and
A2:
f is_continuous_on [:I,J:]
and
A3:
f = g
and
A4:
G2 = (Integral2 (L-Meas,(R_EAL g))) | I
; Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I)
set Rg = R_EAL g;
set NI = REAL \ I;
set RG2 = Integral2 (L-Meas,(R_EAL g));
set F0 = (Integral2 (L-Meas,(R_EAL g))) | I;
set F1 = (Integral2 (L-Meas,(R_EAL g))) | (REAL \ I);
A5:
dom (Integral2 (L-Meas,(R_EAL g))) = REAL
by FUNCT_2:def 1;
then A6:
dom G2 = I
by A4;
A7:
I is Element of L-Field
by MEASUR10:5, MEASUR12:75;
G2 is continuous
by A1, A2, A3, A4, Th53;
then
( G2 | I is bounded & G2 is_integrable_on I )
by A4, A5, INTEGRA5:10, INTEGRA5:11;
then A8:
Integral (L-Meas,(G2 | I)) = integral (G2,I)
by A6, A7, MESFUN14:49;
REAL in L-Field
by PROB_1:5;
then A9:
REAL \ I is Element of L-Field
by A7, PROB_1:6;
A10:
Integral ((Prod_Measure (L-Meas,L-Meas)),g) = Integral (L-Meas,(Integral2 (L-Meas,(R_EAL g))))
by A2, A1, A3, Lm4;
I \/ (REAL \ I) = REAL
by XBOOLE_1:45;
then A11:
(Integral2 (L-Meas,(R_EAL g))) | (I \/ (REAL \ I)) = Integral2 (L-Meas,(R_EAL g))
;
Integral2 (L-Meas,(R_EAL g)) is_integrable_on L-Meas
by A2, A3, A1, Lm4;
then A12:
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))) | (REAL \ I))))
by A7, A9, A11, XBOOLE_1:85, MESFUNC5:98;
for x being Element of REAL st x in dom ((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) holds
((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) . x = 0
proof
let x be
Element of
REAL ;
( x in dom ((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) implies ((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) . x = 0 )
assume A13:
x in dom ((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I))
;
((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) . x = 0
then
not
x in I
by XBOOLE_0:def 5;
then A14:
dom (ProjPMap1 ((R_EAL g),x)) = {}
by A1, A3, Th27;
(Integral2 (L-Meas,(R_EAL g))) . x = Integral (
L-Meas,
(ProjPMap1 ((R_EAL g),x)))
by MESFUN12:def 8;
then
(Integral2 (L-Meas,(R_EAL g))) . x = 0
by A14, Th1;
hence
((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I)) . x = 0
by A13, FUNCT_1:49;
verum
end;
then
Integral (L-Meas,((Integral2 (L-Meas,(R_EAL g))) | (REAL \ I))) = 0
by A9, A5, MESFUN12:57;
then
Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = Integral (L-Meas,((Integral2 (L-Meas,(R_EAL g))) | I))
by A10, A12, XXREAL_3:4;
hence
Integral ((Prod_Measure (L-Meas,L-Meas)),(R_EAL g)) = integral (G2,I)
by A4, A8, MESFUNC5:def 7; verum