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 st ex A being Element of S st
( A = dom f & f is A -measurable ) holds
( f is_integrable_on M iff |.f.| is_integrable_on M )
let S be SigmaField of X; for M being sigma_Measure of S
for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is A -measurable ) holds
( f is_integrable_on M iff |.f.| is_integrable_on M )
let M be sigma_Measure of S; for f being PartFunc of X,ExtREAL st ex A being Element of S st
( A = dom f & f is A -measurable ) holds
( f is_integrable_on M iff |.f.| is_integrable_on M )
let f be PartFunc of X,ExtREAL; ( ex A being Element of S st
( A = dom f & f is A -measurable ) implies ( f is_integrable_on M iff |.f.| is_integrable_on M ) )
A1:
dom |.f.| = dom (max- |.f.|)
by MESFUNC2:def 3;
A2:
dom f = dom (max- f)
by MESFUNC2:def 3;
A4:
dom f = dom (max+ f)
by MESFUNC2:def 2;
A5:
|.f.| = (max+ f) + (max- f)
by MESFUNC2:24;
A6:
max+ f is nonnegative
by Lm1;
assume A7:
ex A being Element of S st
( A = dom f & f is A -measurable )
; ( f is_integrable_on M iff |.f.| is_integrable_on M )
then consider A being Element of S such that
A8:
A = dom f
and
A9:
f is A -measurable
;
A10:
max- f is A -measurable
by A8, A9, MESFUNC2:26;
A11:
|.f.| is A -measurable
by A8, A9, MESFUNC2:27;
A12:
A = dom |.f.|
by A8, MESFUNC1:def 10;
A13:
max+ f is A -measurable
by A9, MESFUNC2:25;
A14:
dom |.f.| = dom (max+ |.f.|)
by MESFUNC2:def 2;
hereby ( |.f.| is_integrable_on M implies f is_integrable_on M )
then A18:
integral+ (
M,
(max- |.f.|))
= 0
by A1, A12, A11, Th87, MESFUNC2:26;
max- f is
nonnegative
by Lm1;
then A19:
integral+ (
M,
((max+ f) + (max- f)))
= (integral+ (M,(max+ f))) + (integral+ (M,(max- f)))
by A8, A4, A2, A13, A10, A6, Lm10;
assume A20:
f is_integrable_on M
;
|.f.| is_integrable_on Mthen A21:
integral+ (
M,
(max+ f))
< +infty
;
A22:
integral+ (
M,
(max- f))
< +infty
by A20;
|.f.| = max+ |.f.|
by A14, A15, FUNCT_1:2;
then
integral+ (
M,
(max+ |.f.|))
< +infty
by A5, A21, A22, A19, XXREAL_0:4, XXREAL_3:16;
hence
|.f.| is_integrable_on M
by A12, A11, A18;
verum
end;
assume
|.f.| is_integrable_on M
; f is_integrable_on M
then
Integral (M,|.f.|) < +infty
by Th96;
then A23:
integral+ (M,((max+ f) + (max- f))) < +infty
by A12, A11, A5, A3, Th88, SUPINF_2:52;
max- f is nonnegative
by Lm1;
then A24:
integral+ (M,((max+ f) + (max- f))) = (integral+ (M,(max+ f))) + (integral+ (M,(max- f)))
by A8, A4, A2, A13, A10, A6, Lm10;
-infty <> integral+ (M,(max- f))
by A8, A2, A10, Lm1, Th79;
then
integral+ (M,(max+ f)) <> +infty
by A24, A23, XXREAL_3:def 2;
then A25:
integral+ (M,(max+ f)) < +infty
by XXREAL_0:4;
-infty <> integral+ (M,(max+ f))
by A8, A4, A13, Lm1, Th79;
then
integral+ (M,(max- f)) <> +infty
by A24, A23, XXREAL_3:def 2;
then
integral+ (M,(max- f)) < +infty
by XXREAL_0:4;
hence
f is_integrable_on M
by A7, A25; verum