theorem Th75:
for
X1,
X2 being non
empty set for
S1 being
SigmaField of
X1 for
S2 being
SigmaField of
X2 for
M1 being
sigma_Measure of
S1 for
M2 being
sigma_Measure of
S2 for
E being
Element of
sigma (measurable_rectangles (S1,S2)) st
E in Field_generated_by (measurable_rectangles (S1,S2)) &
E <> {} holds
ex
F being
disjoint_valued FinSequence of
measurable_rectangles (
S1,
S2) ex
A being
FinSequence of
S1 ex
B being
FinSequence of
S2 ex
C being
summable FinSequence of
Funcs (
[:X1,X2:],
ExtREAL) ex
I being
summable FinSequence of
Funcs (
X1,
ExtREAL) ex
J being
summable FinSequence of
Funcs (
X2,
ExtREAL) st
(
E = Union F &
len F in dom F &
len F = len A &
len F = len B &
len F = len C &
len F = len I &
len F = len J & ( for
n being
Nat st
n in dom C holds
C . n = chi (
(F . n),
[:X1,X2:]) ) &
(Partial_Sums C) /. (len C) = chi (
E,
[:X1,X2:]) & ( for
x being
Element of
X1 for
n being
Nat st
n in dom I holds
(I . n) . x = Integral (
M2,
(ProjMap1 ((C /. n),x))) ) & ( for
n being
Nat for
P being
Element of
S1 st
n in dom I holds
I /. n is
P -measurable ) & ( for
x being
Element of
X1 holds
Integral (
M2,
(ProjMap1 (((Partial_Sums C) /. (len C)),x)))
= ((Partial_Sums I) /. (len I)) . x ) & ( for
y being
Element of
X2 for
n being
Nat st
n in dom J holds
(J . n) . y = Integral (
M1,
(ProjMap2 ((C /. n),y))) ) & ( for
n being
Nat for
P being
Element of
S2 st
n in dom J holds
J /. n is
P -measurable ) & ( for
y being
Element of
X2 holds
Integral (
M1,
(ProjMap2 (((Partial_Sums C) /. (len C)),y)))
= ((Partial_Sums J) /. (len J)) . y ) )