let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & dom f = dom g holds
ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )
let S be SigmaField of X; for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & dom f = dom g holds
ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )
let M be sigma_Measure of S; for f, g being PartFunc of X,ExtREAL st f is_integrable_on M & g is_integrable_on M & dom f = dom g holds
ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )
let f, g be PartFunc of X,ExtREAL; ( f is_integrable_on M & g is_integrable_on M & dom f = dom g implies ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) ) )
assume that
A1:
f is_integrable_on M
and
A2:
g is_integrable_on M
and
A3:
dom f = dom g
; ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )
A4:
(f " {+infty}) /\ (g " {-infty}) c= g " {-infty}
by XBOOLE_1:17;
reconsider NG = (g " {+infty}) \/ (g " {-infty}) as Element of S by A2, Th105;
reconsider NF = (f " {+infty}) \/ (f " {-infty}) as Element of S by A1, Th105;
set NFG = NF \/ NG;
consider E0 being Element of S such that
A5:
E0 = dom f
and
A6:
f is E0 -measurable
by A1;
set E = E0 \ (NF \/ NG);
set f1 = f | (E0 \ (NF \/ NG));
set g1 = g | (E0 \ (NF \/ NG));
A7:
E0 \ (NF \/ NG) c= dom f
by A5, XBOOLE_1:36;
reconsider DFPG = dom (f + g) as Element of S by A1, A2, Th107;
A8:
(f " {-infty}) /\ (g " {+infty}) c= f " {-infty}
by XBOOLE_1:17;
A9:
for x being object holds
( ( x in f " {+infty} implies x in dom f ) & ( x in f " {-infty} implies x in dom f ) & ( x in g " {+infty} implies x in dom g ) & ( x in g " {-infty} implies x in dom g ) )
by FUNCT_1:def 7;
then A10:
g " {-infty} c= dom g
;
set NFPG = DFPG \ (E0 \ (NF \/ NG));
A11:
dom (f + g) = ((dom f) /\ (dom g)) \ (((f " {-infty}) /\ (g " {+infty})) \/ ((f " {+infty}) /\ (g " {-infty})))
by MESFUNC1:def 3;
then
DFPG \ (E0 \ (NF \/ NG)) c= E0 \ (E0 \ (NF \/ NG))
by A3, A5, XBOOLE_1:33, XBOOLE_1:36;
then A12:
DFPG \ (E0 \ (NF \/ NG)) c= E0 /\ (NF \/ NG)
by XBOOLE_1:48;
g " {-infty} c= NG
by XBOOLE_1:7;
then A13:
(f " {+infty}) /\ (g " {-infty}) c= NG
by A4;
f " {-infty} c= NF
by XBOOLE_1:7;
then
(f " {-infty}) /\ (g " {+infty}) c= NF
by A8;
then A14:
((f " {-infty}) /\ (g " {+infty})) \/ ((f " {+infty}) /\ (g " {-infty})) c= NF \/ NG
by A13, XBOOLE_1:13;
then A15:
E0 \ (NF \/ NG) c= dom (f + g)
by A3, A5, A11, XBOOLE_1:34;
then A16:
(f + g) | (E0 \ (NF \/ NG)) = (f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))
by Th29;
DFPG \ (DFPG \ (E0 \ (NF \/ NG))) = DFPG /\ (E0 \ (NF \/ NG))
by XBOOLE_1:48;
then A17:
E0 \ (NF \/ NG) = DFPG \ (DFPG \ (E0 \ (NF \/ NG)))
by A3, A5, A11, A14, XBOOLE_1:28, XBOOLE_1:34;
A18:
dom ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))) = E0 \ (NF \/ NG)
by A15, Th29;
A19:
for x being set st x in dom (g | (E0 \ (NF \/ NG))) holds
( -infty < (g | (E0 \ (NF \/ NG))) . x & (g | (E0 \ (NF \/ NG))) . x < +infty )
then
for x being set st x in dom (g | (E0 \ (NF \/ NG))) holds
-infty < (g | (E0 \ (NF \/ NG))) . x
;
then A27:
g | (E0 \ (NF \/ NG)) is ()
by Th10;
then A31:
g | (E0 \ (NF \/ NG)) is real-valued
by MESFUNC2:def 1;
A32:
for x being set st x in dom (f | (E0 \ (NF \/ NG))) holds
( (f | (E0 \ (NF \/ NG))) . x < +infty & -infty < (f | (E0 \ (NF \/ NG))) . x )
then
for x being set st x in dom (f | (E0 \ (NF \/ NG))) holds
-infty < (f | (E0 \ (NF \/ NG))) . x
;
then A40:
f | (E0 \ (NF \/ NG)) is ()
by Th10;
then A41:
dom ((max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG))))) = (dom (f | (E0 \ (NF \/ NG)))) /\ (dom (g | (E0 \ (NF \/ NG))))
by A27, Th24;
A42:
(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG)))) is nonnegative
by A40, A27, Th24;
A43:
dom ((max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG))))) = (dom (f | (E0 \ (NF \/ NG)))) /\ (dom (g | (E0 \ (NF \/ NG))))
by A40, A27, Th24;
A44:
(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG)))) is nonnegative
by A40, A27, Th24;
A45:
max+ (f | (E0 \ (NF \/ NG))) is nonnegative
by Lm1;
A46:
dom (max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) = dom ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))
by MESFUNC2:def 2;
A47:
dom (g | (E0 \ (NF \/ NG))) = (dom g) /\ (E0 \ (NF \/ NG))
by RELAT_1:61;
then A48:
E0 \ (NF \/ NG) = dom (g | (E0 \ (NF \/ NG)))
by A3, A5, XBOOLE_1:28, XBOOLE_1:36;
then A49:
dom (max- (g | (E0 \ (NF \/ NG)))) = E0 \ (NF \/ NG)
by MESFUNC2:def 3;
A50:
ex Gf being Element of S st
( Gf = dom g & g is Gf -measurable )
by A2;
then
g is E0 \ (NF \/ NG) -measurable
by A3, A5, MESFUNC1:30, XBOOLE_1:36;
then A51:
g | (E0 \ (NF \/ NG)) is E0 \ (NF \/ NG) -measurable
by A47, A48, Th42;
then A52:
max- (g | (E0 \ (NF \/ NG))) is E0 \ (NF \/ NG) -measurable
by A48, MESFUNC2:26;
A53:
dom (max+ (g | (E0 \ (NF \/ NG)))) = E0 \ (NF \/ NG)
by A48, MESFUNC2:def 2;
A54:
max+ (g | (E0 \ (NF \/ NG))) is nonnegative
by Lm1;
A55:
max- (g | (E0 \ (NF \/ NG))) is nonnegative
by Lm1;
A56:
dom (f | (E0 \ (NF \/ NG))) = (dom f) /\ (E0 \ (NF \/ NG))
by RELAT_1:61;
then A57:
E0 \ (NF \/ NG) = dom (f | (E0 \ (NF \/ NG)))
by A5, XBOOLE_1:28, XBOOLE_1:36;
M . NG = 0
by A2, Th105;
then A58:
NG is measure_zero of M
by MEASURE1:def 7;
M . NF = 0
by A1, Th105;
then
NF is measure_zero of M
by MEASURE1:def 7;
then A59:
NF \/ NG is measure_zero of M
by A58, MEASURE1:37;
then A60:
M . (NF \/ NG) = 0
by MEASURE1:def 7;
then A61:
Integral (M,f) = Integral (M,(f | (E0 \ (NF \/ NG))))
by A5, A6, Th95;
E0 /\ (NF \/ NG) c= NF \/ NG
by XBOOLE_1:17;
then
DFPG \ (E0 \ (NF \/ NG)) is measure_zero of M
by A59, A12, MEASURE1:36, XBOOLE_1:1;
then A62:
M . (DFPG \ (E0 \ (NF \/ NG))) = 0
by MEASURE1:def 7;
A63:
max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))) is nonnegative
by Lm1;
A64:
max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))) is nonnegative
by Lm1;
for x being set st x in dom (g | (E0 \ (NF \/ NG))) holds
(g | (E0 \ (NF \/ NG))) . x < +infty
by A19;
then A65:
g | (E0 \ (NF \/ NG)) is ()
by Th11;
A66:
dom (max+ (f | (E0 \ (NF \/ NG)))) = dom (f | (E0 \ (NF \/ NG)))
by MESFUNC2:def 2;
for x being set st x in dom (g | (E0 \ (NF \/ NG))) holds
-infty < (g | (E0 \ (NF \/ NG))) . x
by A19;
then A67:
g | (E0 \ (NF \/ NG)) is ()
by Th10;
A68:
dom (max- (f | (E0 \ (NF \/ NG)))) = dom (f | (E0 \ (NF \/ NG)))
by MESFUNC2:def 3;
A69:
f " {-infty} c= dom f
by A9;
g " {+infty} c= dom g
by A9;
then A70:
NG c= dom g
by A10, XBOOLE_1:8;
f " {+infty} c= dom f
by A9;
then
NF c= dom g
by A3, A69, XBOOLE_1:8;
then A71:
NF \/ NG c= dom g
by A70, XBOOLE_1:8;
A72:
DFPG \ (E0 \ (NF \/ NG)) c= dom (f + g)
by XBOOLE_1:36;
A73:
g | (E0 \ (NF \/ NG)) is_integrable_on M
by A2, Th97;
then A74:
0 <= integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))
by Th96;
for x being set st x in dom (f | (E0 \ (NF \/ NG))) holds
(f | (E0 \ (NF \/ NG))) . x < +infty
by A32;
then A75:
f | (E0 \ (NF \/ NG)) is ()
by Th11;
for x being set st x in dom (f | (E0 \ (NF \/ NG))) holds
-infty < (f | (E0 \ (NF \/ NG))) . x
by A32;
then
f | (E0 \ (NF \/ NG)) is ()
by Th10;
then A76:
((max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG))))) + (max- (g | (E0 \ (NF \/ NG)))) = ((max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG))))) + (max+ (g | (E0 \ (NF \/ NG))))
by A75, A67, A65, Th25;
A77:
max- (f | (E0 \ (NF \/ NG))) is nonnegative
by Lm1;
A78:
dom (max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) = dom ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))
by MESFUNC2:def 3;
A79:
integral+ (M,(max+ (g | (E0 \ (NF \/ NG))))) <> +infty
by A73;
A80:
0 <= integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))
by A73, Th96;
f is E0 \ (NF \/ NG) -measurable
by A6, MESFUNC1:30, XBOOLE_1:36;
then A81:
f | (E0 \ (NF \/ NG)) is E0 \ (NF \/ NG) -measurable
by A56, A57, Th42;
then A82:
max- (f | (E0 \ (NF \/ NG))) is E0 \ (NF \/ NG) -measurable
by A57, MESFUNC2:26;
then A86:
f | (E0 \ (NF \/ NG)) is real-valued
by MESFUNC2:def 1;
then A87:
(f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))) is E0 \ (NF \/ NG) -measurable
by A81, A51, A31, MESFUNC2:7;
then A88:
max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))) is E0 \ (NF \/ NG) -measurable
by MESFUNC2:25;
(dom (f | (E0 \ (NF \/ NG)))) /\ (dom (g | (E0 \ (NF \/ NG)))) = E0 \ (NF \/ NG)
by A3, A5, A56, A47, XBOOLE_1:28, XBOOLE_1:36;
then A89:
(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG)))) is E0 \ (NF \/ NG) -measurable
by A81, A51, A40, A27, Th44;
E0 \ (NF \/ NG) = dom ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))
by A15, Th29;
then A90:
max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))) is E0 \ (NF \/ NG) -measurable
by A87, MESFUNC2:26;
A91:
max+ (f | (E0 \ (NF \/ NG))) is E0 \ (NF \/ NG) -measurable
by A81, MESFUNC2:25;
A92:
integral+ (M,(max- (g | (E0 \ (NF \/ NG))))) <> +infty
by A73;
(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG)))) is E0 \ (NF \/ NG) -measurable
by A57, A81, A51, A40, A27, Th43;
then A93: integral+ (M,(((max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG))))) + (max- (g | (E0 \ (NF \/ NG)))))) =
(integral+ (M,((max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))
by A57, A48, A43, A49, A42, A55, A52, Lm10
.=
((integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))
by A18, A57, A68, A46, A77, A64, A88, A82, Lm10
;
max+ (g | (E0 \ (NF \/ NG))) is E0 \ (NF \/ NG) -measurable
by A51, MESFUNC2:25;
then integral+ (M,(((max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG))))) + (max+ (g | (E0 \ (NF \/ NG)))))) =
(integral+ (M,((max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) + (max+ (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (g | (E0 \ (NF \/ NG))))))
by A57, A48, A41, A53, A44, A54, A89, Lm10
.=
((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (g | (E0 \ (NF \/ NG))))))
by A18, A57, A66, A78, A45, A63, A90, A91, Lm10
;
then
((integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))) = (((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (g | (E0 \ (NF \/ NG))))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))
by A76, A80, A92, A93, XXREAL_3:30;
then
((integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))) = ((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by A74, A79, A80, A92, XXREAL_3:30;
then
((integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + 0. = ((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by XXREAL_3:7;
then A94:
(integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = ((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by XXREAL_3:4;
A95:
f | (E0 \ (NF \/ NG)) is_integrable_on M
by A1, Th97;
then A96:
0 <= integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))
by Th96;
A97:
(f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))) is_integrable_on M
by A95, A73, Th108;
then A98:
integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))) <> +infty
;
A99:
integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))) <> +infty
by A97;
then A100:
- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) <> -infty
by XXREAL_3:23;
A101:
0 <= integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))
by A97, Th96;
A102:
integral+ (M,(max- (f | (E0 \ (NF \/ NG))))) <> +infty
by A95;
then A103:
- (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) <> -infty
by XXREAL_3:23;
A104:
integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))) <> +infty
by A95;
A105:
0 <= integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))
by A95, Th96;
0 <= integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))
by A97, Th96;
then
((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = (- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))))
by A105, A102, A98, A94, XXREAL_3:29;
then
((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = (- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + ((integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))))
by A96, A104, A101, A99, XXREAL_3:29;
then
((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = ((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + ((integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))))
by A101, A99, A100, XXREAL_3:29;
then
((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = 0 + ((integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))))
by XXREAL_3:7;
then
((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG)))))) = (integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by XXREAL_3:4;
then
((- (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + ((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) = (- (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (f | (E0 \ (NF \/ NG)))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG))))))))
by A105, A102, A103, XXREAL_3:29;
then
((- (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + ((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) = ((- (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by A96, A104, A105, A103, XXREAL_3:29;
then
0 + ((- (integral+ (M,(max- ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) + (integral+ (M,(max+ ((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG)))))))) = ((- (integral+ (M,(max- (f | (E0 \ (NF \/ NG))))))) + (integral+ (M,(max+ (f | (E0 \ (NF \/ NG))))))) + ((integral+ (M,(max+ (g | (E0 \ (NF \/ NG)))))) - (integral+ (M,(max- (g | (E0 \ (NF \/ NG)))))))
by XXREAL_3:7;
then A106:
Integral (M,((f | (E0 \ (NF \/ NG))) + (g | (E0 \ (NF \/ NG))))) = (Integral (M,(f | (E0 \ (NF \/ NG))))) + (Integral (M,(g | (E0 \ (NF \/ NG)))))
by XXREAL_3:4;
Integral (M,g) = Integral (M,(g | (E0 \ (NF \/ NG))))
by A3, A5, A50, A60, Th95;
hence
ex E, NFG, NFPG being Element of S st
( E c= dom f & NFG c= dom f & E = (dom f) \ NFG & f | E is real-valued & E = dom (f | E) & f | E is E -measurable & f | E is_integrable_on M & Integral (M,f) = Integral (M,(f | E)) & E c= dom g & NFG c= dom g & E = (dom g) \ NFG & g | E is real-valued & E = dom (g | E) & g | E is E -measurable & g | E is_integrable_on M & Integral (M,g) = Integral (M,(g | E)) & E c= dom (f + g) & NFPG c= dom (f + g) & E = (dom (f + g)) \ NFPG & M . NFG = 0 & M . NFPG = 0 & E = dom ((f + g) | E) & (f + g) | E is E -measurable & (f + g) | E is_integrable_on M & (f + g) | E = (f | E) + (g | E) & Integral (M,((f + g) | E)) = (Integral (M,(f | E))) + (Integral (M,(g | E))) )
by A3, A5, A60, A71, A15, A16, A18, A62, A17, A72, A7, A57, A48, A86, A31, A87, A95, A73, A106, A61, Th108; verum