let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
integral+ (M,(c (#) f)) = c * (integral+ (M,f))
let S be SigmaField of X; for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL
for c being Real st 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
integral+ (M,(c (#) f)) = c * (integral+ (M,f))
let M be sigma_Measure of S; for f being PartFunc of X,ExtREAL
for c being Real st 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
integral+ (M,(c (#) f)) = c * (integral+ (M,f))
let f be PartFunc of X,ExtREAL; for c being Real st 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative holds
integral+ (M,(c (#) f)) = c * (integral+ (M,f))
let c be Real; ( 0 <= c & ex A being Element of S st
( A = dom f & f is A -measurable ) & f is nonnegative implies integral+ (M,(c (#) f)) = c * (integral+ (M,f)) )
assume that
A1:
0 <= c
and
A2:
ex A being Element of S st
( A = dom f & f is A -measurable )
and
A3:
f is nonnegative
; integral+ (M,(c (#) f)) = c * (integral+ (M,f))
consider F1 being Functional_Sequence of X,ExtREAL, K1 being ExtREAL_sequence such that
A4:
for n being Nat holds
( F1 . n is_simple_func_in S & dom (F1 . n) = dom f )
and
A5:
for n being Nat holds F1 . n is nonnegative
and
A6:
for n, m being Nat st n <= m holds
for x being Element of X st x in dom f holds
(F1 . n) . x <= (F1 . m) . x
and
A7:
for x being Element of X st x in dom f holds
( F1 # x is convergent & lim (F1 # x) = f . x )
and
A8:
for n being Nat holds K1 . n = integral' (M,(F1 . n))
and
K1 is convergent
and
A9:
integral+ (M,f) = lim K1
by A2, A3, Def15;
deffunc H1( Nat) -> Element of bool [:X,ExtREAL:] = c (#) (F1 . $1);
consider F being Functional_Sequence of X,ExtREAL such that
A10:
for n being Nat holds F . n = H1(n)
from SEQFUNC:sch 1();
A11:
c (#) f is nonnegative
by A1, A3, Th20;
A12:
for n being Nat holds F . n is nonnegative
consider A being Element of S such that
A13:
A = dom f
and
A14:
f is A -measurable
by A2;
A15:
c (#) f is A -measurable
by A13, A14, MESFUNC1:37;
A16:
for n being Nat holds
( F . n is_simple_func_in S & dom (F . n) = dom (c (#) f) )
A18:
for n, m being Nat st n <= m holds
K1 . n <= K1 . m
proof
let n,
m be
Nat;
( n <= m implies K1 . n <= K1 . m )
A19:
K1 . n = integral' (
M,
(F1 . n))
by A8;
A20:
K1 . m = integral' (
M,
(F1 . m))
by A8;
A21:
F1 . m is_simple_func_in S
by A4;
A22:
F1 . n is
nonnegative
by A5;
A23:
dom (F1 . n) = dom f
by A4;
A24:
F1 . m is
nonnegative
by A5;
A25:
dom (F1 . m) = dom f
by A4;
assume A26:
n <= m
;
K1 . n <= K1 . m
A27:
for
x being
object st
x in dom ((F1 . m) - (F1 . n)) holds
(F1 . n) . x <= (F1 . m) . x
A28:
F1 . n is_simple_func_in S
by A4;
then A29:
dom ((F1 . m) - (F1 . n)) = (dom (F1 . m)) /\ (dom (F1 . n))
by A21, A22, A24, A27, Th69;
then A30:
(F1 . m) | (dom ((F1 . m) - (F1 . n))) = F1 . m
by A23, A25, GRFUNC_1:23;
(F1 . n) | (dom ((F1 . m) - (F1 . n))) = F1 . n
by A23, A25, A29, GRFUNC_1:23;
hence
K1 . n <= K1 . m
by A19, A20, A28, A21, A22, A24, A27, A30, Th70;
verum
end;
deffunc H2( Nat) -> Element of ExtREAL = integral' (M,(F . $1));
consider K being ExtREAL_sequence such that
A31:
for n being Element of NAT holds K . n = H2(n)
from FUNCT_2:sch 4();
A32:
now for n being Nat holds K . n = H2(n)end;
A33:
for n being Nat holds K . n = c * (K1 . n)
A36:
A = dom (c (#) f)
by A13, MESFUNC1:def 6;
A37:
for x being Element of X st x in dom (c (#) f) holds
( F # x is convergent & lim (F # x) = (c (#) f) . x )
then A47:
K1 is ()
by Th10;
then A48:
lim K = c * (lim K1)
by A1, A18, A33, Th63;
A49:
for n, m being Nat st n <= m holds
for x being Element of X st x in dom (c (#) f) holds
(F . n) . x <= (F . m) . x
proof
let n,
m be
Nat;
( n <= m implies for x being Element of X st x in dom (c (#) f) holds
(F . n) . x <= (F . m) . x )
assume A50:
n <= m
;
for x being Element of X st x in dom (c (#) f) holds
(F . n) . x <= (F . m) . x
reconsider n =
n,
m =
m as
Element of
NAT by ORDINAL1:def 12;
let x be
Element of
X;
( x in dom (c (#) f) implies (F . n) . x <= (F . m) . x )
assume A51:
x in dom (c (#) f)
;
(F . n) . x <= (F . m) . x
dom (c (#) (F1 . m)) = dom (F . m)
by A10;
then A52:
dom (c (#) (F1 . m)) = dom (c (#) f)
by A16;
(F . m) . x = (c (#) (F1 . m)) . x
by A10;
then A53:
(F . m) . x = c * ((F1 . m) . x)
by A51, A52, MESFUNC1:def 6;
dom (c (#) (F1 . n)) = dom (F . n)
by A10;
then A54:
dom (c (#) (F1 . n)) = dom (c (#) f)
by A16;
(F . n) . x = (c (#) (F1 . n)) . x
by A10;
then
(F . n) . x = c * ((F1 . n) . x)
by A51, A54, MESFUNC1:def 6;
hence
(F . n) . x <= (F . m) . x
by A1, A6, A13, A36, A50, A51, A53, XXREAL_3:71;
verum
end;
K is convergent
by A1, A47, A18, A33, Th63;
hence
integral+ (M,(c (#) f)) = c * (integral+ (M,f))
by A9, A36, A15, A11, A32, A16, A12, A49, A37, A48, Def15; verum