let X be non empty set ; for S being SigmaField of X
for M being sigma_Measure of S
for E being Element of S
for F being Functional_Sequence of X,ExtREAL
for f being PartFunc of X,ExtREAL st E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
let S be SigmaField of X; for M being sigma_Measure of S
for E being Element of S
for F being Functional_Sequence of X,ExtREAL
for f being PartFunc of X,ExtREAL st E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
let M be sigma_Measure of S; for E being Element of S
for F being Functional_Sequence of X,ExtREAL
for f being PartFunc of X,ExtREAL st E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
let E be Element of S; for F being Functional_Sequence of X,ExtREAL
for f being PartFunc of X,ExtREAL st E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
let F be Functional_Sequence of X,ExtREAL; for f being PartFunc of X,ExtREAL st E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) holds
ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
let f be PartFunc of X,ExtREAL; ( E c= dom f & f is E -measurable & E = {} & ( for n being Nat holds F . n is_simple_func_in S ) implies ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I ) )
assume that
A1:
E c= dom f
and
A2:
f is E -measurable
and
A3:
E = {}
and
A4:
for n being Nat holds F . n is_simple_func_in S
; ex I being ExtREAL_sequence st
( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
take I = NAT --> 0.; ( ( for n being Nat holds I . n = Integral (M,((F . n) | E)) ) & I is summable & Integral (M,(f | E)) = Sum I )
A5:
M . E = 0
by A3, VALUED_0:def 19;
thus
for n being Nat holds I . n = Integral (M,((F . n) | E))
( I is summable & Integral (M,(f | E)) = Sum I )
defpred S1[ Nat] means (Partial_Sums I) . $1 = 0 ;
A6:
for k being Nat st S1[k] holds
S1[k + 1]
(Partial_Sums I) . 0 = I . 0
by Def1;
then A9:
S1[ 0 ]
by FUNCOP_1:7;
A10:
for k being Nat holds S1[k]
from NAT_1:sch 2(A9, A6);
A11:
for n being Nat holds (Partial_Sums I) . n = 0
by A10;
then A12:
lim (Partial_Sums I) = 0
by MESFUNC5:52;
Partial_Sums I is convergent_to_finite_number
by A11, MESFUNC5:52;
then
Partial_Sums I is convergent
;
hence
I is summable
; Integral (M,(f | E)) = Sum I
A13:
E = dom (f | E)
by A1, RELAT_1:62;
then
E = (dom f) /\ E
by RELAT_1:61;
then
Integral (M,((f | E) | E)) = 0
by A2, A5, A13, MESFUNC5:42, MESFUNC5:94;
hence
Integral (M,(f | E)) = Sum I
by A12; verum