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_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative holds
( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) )
let S be SigmaField of X; for M being sigma_Measure of S
for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative holds
( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) )
let M be sigma_Measure of S; for f, g being PartFunc of X,ExtREAL st f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative holds
( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) )
let f, g be PartFunc of X,ExtREAL; ( f is_simple_func_in S & g is_simple_func_in S & f is nonnegative & g is nonnegative implies ( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) ) )
assume that
A1:
f is_simple_func_in S
and
A2:
g is_simple_func_in S
and
A3:
f is nonnegative
and
A4:
g is nonnegative
; ( dom (f + g) = (dom f) /\ (dom g) & integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g))))) )
A5:
g | (dom (f + g)) is nonnegative
by A4, Th15;
A:
f | (dom (f + g)) is nonnegative
by A3, Th15;
not -infty in rng g
by A4, Def3;
then A7:
g " {-infty} = {}
by FUNCT_1:72;
not -infty in rng f
by A3, Def3;
then A8:
f " {-infty} = {}
by FUNCT_1:72;
then A9:
((dom f) /\ (dom g)) \ (((f " {-infty}) /\ (g " {+infty})) \/ ((f " {+infty}) /\ (g " {-infty}))) = (dom f) /\ (dom g)
by A7;
hence A10:
dom (f + g) = (dom f) /\ (dom g)
by MESFUNC1:def 3; integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g)))))
A11:
dom (f + g) is Element of S
by A1, A2, Th37, Th38;
then A12:
f | (dom (f + g)) is_simple_func_in S
by A1, Th34;
A13:
g | (dom (f + g)) is_simple_func_in S
by A2, A11, Th34;
dom (f | (dom (f + g))) = (dom f) /\ (dom (f + g))
by RELAT_1:61;
then A14:
dom (f | (dom (f + g))) = ((dom f) /\ (dom f)) /\ (dom g)
by A10, XBOOLE_1:16;
dom (g | (dom (f + g))) = (dom g) /\ (dom (f + g))
by RELAT_1:61;
then A15:
dom (g | (dom (f + g))) = ((dom g) /\ (dom g)) /\ (dom f)
by A10, XBOOLE_1:16;
per cases
( dom (f + g) = {} or dom (f + g) <> {} )
;
suppose A16:
dom (f + g) = {}
;
integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g)))))
dom (g | (dom (f + g))) = (dom g) /\ (dom (f + g))
by RELAT_1:61;
then A17:
integral' (
M,
(g | (dom (f + g))))
= 0
by A16, Def14;
dom (f | (dom (f + g))) = (dom f) /\ (dom (f + g))
by RELAT_1:61;
then A18:
integral' (
M,
(f | (dom (f + g))))
= 0
by A16, Def14;
integral' (
M,
(f + g))
= 0
by A16, Def14;
hence
integral' (
M,
(f + g))
= (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g)))))
by A18, A17;
verum end; suppose A19:
dom (f + g) <> {}
;
integral' (M,(f + g)) = (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g)))))A20:
(g | (dom (f + g))) " {-infty} =
(dom (f + g)) /\ (g " {-infty})
by FUNCT_1:70
.=
{}
by A7
;
(f | (dom (f + g))) " {-infty} =
(dom (f + g)) /\ (f " {-infty})
by FUNCT_1:70
.=
{}
by A8
;
then
((dom (f | (dom (f + g)))) /\ (dom (g | (dom (f + g))))) \ ((((f | (dom (f + g))) " {-infty}) /\ ((g | (dom (f + g))) " {+infty})) \/ (((f | (dom (f + g))) " {+infty}) /\ ((g | (dom (f + g))) " {-infty}))) = dom (f + g)
by A9, A14, A15, A20, MESFUNC1:def 3;
then A21:
dom ((f | (dom (f + g))) + (g | (dom (f + g)))) = dom (f + g)
by MESFUNC1:def 3;
A22:
for
x being
Element of
X st
x in dom ((f | (dom (f + g))) + (g | (dom (f + g)))) holds
((f | (dom (f + g))) + (g | (dom (f + g)))) . x = (f + g) . x
integral (
M,
((f | (dom (f + g))) + (g | (dom (f + g)))))
= (integral (M,(f | (dom (f + g))))) + (integral (M,(g | (dom (f + g)))))
by A10, A12, A13, A14, A15, A19, MESFUNC4:5, A, A5;
then A24:
integral (
M,
(f + g))
= (integral (M,(f | (dom (f + g))))) + (integral (M,(g | (dom (f + g)))))
by A21, A22, PARTFUN1:5;
A25:
integral (
M,
(g | (dom (f + g))))
= integral' (
M,
(g | (dom (f + g))))
by A10, A15, A19, Def14;
integral (
M,
(f | (dom (f + g))))
= integral' (
M,
(f | (dom (f + g))))
by A10, A14, A19, Def14;
hence
integral' (
M,
(f + g))
= (integral' (M,(f | (dom (f + g))))) + (integral' (M,(g | (dom (f + g)))))
by A19, A24, A25, Def14;
verum end; end;