Theorems
⊢ ∀f m P.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. 0 ≤ f x) ∧
(∀f g.
f ∈ Borel_measurable (measurable_space m) ∧
g ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ f x = g x) ∧ P f ⇒
P g) ∧ (∀A. A ∈ measurable_sets m ⇒ P (𝟙 A)) ∧
(∀f c.
f ∈ Borel_measurable (measurable_space m) ∧ 0 ≤ c ∧ (∀x. 0 ≤ f x) ∧
P f ⇒
P (λx. c * f x)) ∧
(∀f g.
f ∈ Borel_measurable (measurable_space m) ∧
g ∈ Borel_measurable (measurable_space m) ∧ (∀x. 0 ≤ f x) ∧ P f ∧
(∀x. 0 ≤ g x) ∧ P g ⇒
P (λx. f x + g x)) ∧
(∀u. (∀i. u i ∈ Borel_measurable (measurable_space m)) ∧
(∀i x. 0 ≤ u i x) ∧ (∀x. mono_increasing (λi. u i x)) ∧
(∀i. P (u i)) ⇒
P (λx. sup (IMAGE (λi. u i x) 𝕌(:num)))) ⇒
P f
⊢ ∀m f.
measure_space m ∧ (∃s a x. pos_simple_fn m f s a x) ⇒
f ∈ Borel_measurable (measurable_space m)
⊢ ∀m r f.
r ∈ psfis m f ⇒
∃s a x. pos_simple_fn m f s a x ∧ r = pos_simple_fn_integral m s a x
⊢ ∀m r f.
r ∈ psfis m f ⇔
∃s a x. pos_simple_fn m f s a x ∧ r = pos_simple_fn_integral m s a x
⊢ ∀M N.
measure_space M ∧ measure_space N ∧
measurable_sets M = measurable_sets N ∧ sigma_finite M ∧
measure_absolutely_continuous' N M ⇒
∃f. f ∈ Borel_measurable (measurable_space M) ∧
(∀x. x ∈ m_space M ⇒ 0 ≤ f x) ∧
∀A. A ∈ measurable_sets M ⇒ ∫⁺ M (λx. f x * 𝟙 A x) = measure N A
⊢ ∀m v.
measure_space m ∧ sigma_finite m ∧
measure_space (m_space m,measurable_sets m,v) ∧ v ≪ m ⇒
∃f. f ∈ Borel_measurable (measurable_space m) ∧ (∀x. 0 ≤ f x) ∧
∀s. s ∈ measurable_sets m ⇒ (f * m) s = v s
⊢ ∀m v.
measure_space m ∧ sigma_finite m ∧
measure_space (m_space m,measurable_sets m,v) ∧ v ≪ m ⇒
∃f. f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
∀s. s ∈ measurable_sets m ⇒ (f * m) s = v s
⊢ ∀M N.
measure_space M ∧ measure_space N ∧
measurable_sets M = measurable_sets N ∧ measure M (m_space M) ≠ +∞ ∧
measure N (m_space N) ≠ +∞ ∧ measure_absolutely_continuous' N M ⇒
∃f. f ∈ Borel_measurable (measurable_space M) ∧ (∀x. 0 ≤ f x) ∧
∀A. A ∈ measurable_sets M ⇒ ∫⁺ M (λx. f x * 𝟙 A x) = measure N A
⊢ ∀M N.
measure_space M ∧ measure_space N ∧ m_space M = m_space N ∧
measurable_sets M = measurable_sets N ∧ measure M (m_space M) ≠ +∞ ∧
measure_absolutely_continuous' N M ⇒
∃f. f ∈ Borel_measurable (measurable_space M) ∧ (∀x. 0 ≤ f x) ∧
∀A. A ∈ measurable_sets M ⇒ ∫⁺ M (λx. f x * 𝟙 A x) = measure N A
⊢ ∀M N.
measure_space M ∧ measure_space N ∧
measurable_sets M = measurable_sets N ∧ sigma_finite M ∧
measure_absolutely_continuous' N M ⇒
∃f. f ∈ Borel_measurable (measurable_space M) ∧ (∀x. 0 ≤ f x) ∧
∀A. A ∈ measurable_sets M ⇒ ∫⁺ M (λx. f x * 𝟙 A x) = measure N A
⊢ ∀m f.
density m f =
(m_space m,measurable_sets m,(λs. ∫⁺ m (λx. f x * 𝟙 s x)))
⊢ ∀M f.
density M f⁺ =
(m_space M,measurable_sets M,(λA. ∫⁺ M (λx. max 0 (f x * 𝟙 A x))))
⊢ ∀m f s. (f * m) s = ∫⁺ m (λx. f x * 𝟙 s x)
⊢ ∀M N f.
distr_of M N f =
(m_space N,measurable_sets N,
(λs. if s ∈ measurable_sets N then distr M f s else 0))
⊢ ∀m. measure_space m ∧ sigma_finite m ⇒
∃h. h ∈ Borel_measurable (measurable_space m) ∧ ∫⁺ m h ≠ +∞ ∧
(∀x. x ∈ m_space m ⇒ 0 < h x ∧ h x < +∞) ∧ ∀x. 0 ≤ h x
⊢ ∀m f.
measure_space m ∧ POW (m_space m) = measurable_sets m ∧
FINITE (m_space m) ∧ (∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ f x ≠ +∞) ∧
measure m (m_space m) < +∞ ⇒
∫ m f = ∑ (λx. f x * measure m {x}) (m_space m)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ f x ≠ +∞) ∧ FINITE (m_space m) ∧
measure m (m_space m) < +∞ ∧ integrable m f ⇒
∫ m f = finite_space_integral m f
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ f x ≠ +∞) ∧
FINITE (IMAGE f (m_space m)) ∧ integrable m f ∧
measure m (m_space m) < +∞ ⇒
∫ m f = finite_space_integral m f
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ AE x::m. f x < +∞
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ AE x::m. f x ≠ +∞ ∧ f x ≠ −∞
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ integrable m (abs ∘ f)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ⇒
(integrable m (abs ∘ f) ⇔ ∫⁺ m (abs ∘ f) ≠ +∞)
⊢ ∀m u.
measure_space m ∧ integrable m (abs ∘ u) ⇒
∃w. integrable m w ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ w x) ∧
∀x. x ∈ m_space m ⇒ abs (u x) ≤ w x
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ⇒
(integrable m (abs ∘ f) ⇔ integrable m f)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ g x ≠ −∞ ∨ f x ≠ +∞ ∧ g x ≠ +∞) ⇒
integrable m (λx. f x + g x)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ⇒
integrable m (λx. f⁺ x + g⁺ x) ∧ integrable m (λx. f⁻ x + g⁻ x)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ g x) ⇒
integrable m (λx. f x + g x)
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ integrable m (λx. -f x)
⊢ ∀m u.
measure_space m ∧ integrable m u ⇒
∃w. integrable m w ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ w x) ∧
∀x. x ∈ m_space m ⇒ abs (u x) ≤ w x
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧
g ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ abs (g x) ≤ f x) ⇒
integrable m g
⊢ ∀m f c.
measure_space m ∧ integrable m f ∧ c ≠ 0 ⇒
integrable m (λx. f x / Normal c)
⊢ ∀m f c.
measure_space m ∧ integrable m f ⇒ integrable m (λx. Normal c * f x)
⊢ ∀m f g.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ f x = g x) ⇒
(integrable m f ⇔ integrable m g)
⊢ ∀m c.
measure_space m ∧ measure m (m_space m) < +∞ ⇒
integrable m (λx. Normal c)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ (∀x. x ∈ m_space m ⇒ f x = g x) ⇒
integrable m g
⊢ ∀m f g.
complete_measure_space m ∧ integrable m f ∧ (AE x::m. f x = g x) ⇒
integrable m g
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ ∫ m f ≠ +∞ ∧ ∫ m f ≠ −∞
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ integrable m f⁻
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ integrable m f⁺
⊢ ∀m u.
measure_space m ∧ u ∈ Borel_measurable (measurable_space m) ∧
integrable m (abs ∘ u) ⇒
integrable m u
⊢ ∀m u.
measure_space m ∧ u ∈ Borel_measurable (measurable_space m) ∧
(∃w. integrable m w ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ w x) ∧
∀x. x ∈ m_space m ⇒ abs (u x) ≤ w x) ⇒
integrable m u
⊢ ∀m s.
measure_space m ∧ s ∈ measurable_sets m ∧ measure m s < +∞ ⇒
integrable m (𝟙 s)
⊢ ∀m s n.
measure_space m ∧ s ∈ measurable_sets m ∧ measure m s < +∞ ∧ 0 < n ⇒
integrable m (λx. 𝟙 s x pow n)
⊢ ∀m f s.
measure_space m ∧ integrable m f ∧ s ∈ measurable_sets m ∧
(∀x. x ∈ s ⇒ f x = +∞) ⇒
measure m s = 0
⊢ ∀m f s.
measure_space m ∧ integrable m f ∧ s ∈ measurable_sets m ∧
(∀x. x ∈ s ⇒ f x = −∞) ⇒
measure m s = 0
⊢ ∀m f.
measure_space m ∧ integrable m f ⇒
null_set m {x | x ∈ m_space m ∧ f x = +∞}
⊢ ∀m f.
measure_space m ∧ integrable m f ⇒
null_set m {x | x ∈ m_space m ∧ f x = −∞}
⊢ ∀m s f.
measure_space m ∧ s ∈ measurable_sets m ∧ integrable m f ⇒
integrable m (λx. f x * 𝟙 s x)
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ ∃r. ∫ m f = Normal r
⊢ ∀m f.
measure_space m ∧ integrable m f ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∃g. integrable m g ∧ (∀x. 0 ≤ g x) ∧ (∀x. g x ≠ +∞) ∧ ∫ m f = ∫ m g
⊢ ∀m f.
measure_space m ∧ integrable m f ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
integrable m (λx. if f x = +∞ then 0 else f x) ∧
∫ m f = ∫ m (λx. if f x = +∞ then 0 else f x)
⊢ ∀m f.
measure_space m ∧ integrable m f ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
integrable m (λx. if f x = +∞ then 0 else f x) ∧
∫⁺ m f = ∫⁺ m (λx. if f x = +∞ then 0 else f x)
⊢ ∀m f.
measure_space m ∧ integrable m f ⇒
integrable m (λx. if f x = −∞ ∨ f x = +∞ then 0 else f x) ∧
∫ m f = ∫ m (λx. if f x = −∞ ∨ f x = +∞ then 0 else f x)
⊢ ∀m f.
measure_space m ⇒
(integrable m f ⇔
f ∈ Borel_measurable (measurable_space m) ∧ integrable m f⁺ ∧
integrable m f⁻)
⊢ ∀m f.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
(integrable m f ⇔
f ∈ Borel_measurable (measurable_space m) ∧ ∫⁺ m f ≠ +∞)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ g x ≠ +∞) ⇒
integrable m (λx. f x − g x)
⊢ ∀m f s.
FINITE s ∧ measure_space m ∧ (∀i. i ∈ s ⇒ integrable m (f i)) ∧
(∀i x. i ∈ s ∧ x ∈ m_space m ⇒ f i x ≠ +∞ ∧ f i x ≠ −∞) ⇒
integrable m (λx. ∑ (λi. f i x) s)
⊢ ∀m c. measure_space m ⇒ integrable m (λx. 0)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ⇒
(∫ m (abs ∘ f) = 0 ⇔ AE x::m. (abs ∘ f) x = 0) ∧
((AE x::m. (abs ∘ f) x = 0) ⇔
measure m {x | x ∈ m_space m ∧ f x ≠ 0} = 0)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
∫ m (abs ∘ f) = 0 ⇒
integrable m f
⊢ ∀m f. measure_space m ⇒ ∫ m (abs ∘ f) = ∫⁺ m (abs ∘ f)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ g x ≠ −∞ ∨ f x ≠ +∞ ∧ g x ≠ +∞) ⇒
∫ m (λx. f x + g x) = ∫ m f + ∫ m g
⊢ ∀m f f1 f2.
measure_space m ∧ integrable m f ∧ integrable m f1 ∧ integrable m f2 ∧
(∀x. x ∈ m_space m ⇒ f x = f1 x − f2 x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f1 x) ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f2 x) ∧
(∀x. x ∈ m_space m ⇒ f1 x ≠ +∞ ∨ f2 x ≠ +∞) ⇒
∫ m f = ∫⁺ m f1 − ∫⁺ m f2
⊢ ∀m f f1 f2.
measure_space m ∧ integrable m f ∧ integrable m f1 ∧ integrable m f2 ∧
(∀x. x ∈ m_space m ⇒ f x = f1 x − f2 x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f1 x) ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f2 x) ⇒
∫ m f = ∫⁺ m f1 − ∫⁺ m f2
⊢ ∀m f c.
measure_space m ∧ integrable m f ⇒
∫ m (λx. Normal c * f x) = Normal c * ∫ m f
⊢ ∀m s c.
measure_space m ∧ s ∈ measurable_sets m ∧ measure m s < +∞ ⇒
∫ m (λx. Normal c * 𝟙 s x) = Normal c * measure m s
⊢ ∀m s.
measure_space m ∧ s ∈ measurable_sets m ⇒
∫ m (λx. +∞ * 𝟙 s x) = +∞ * measure m s
⊢ ∀m s.
measure_space m ∧ s ∈ measurable_sets m ⇒
∫ m (λx. −∞ * 𝟙 s x) = −∞ * measure m s
⊢ ∀m f g. measure_space m ∧ (∀x. x ∈ m_space m ⇒ f x = g x) ⇒ ∫ m f = ∫ m g
⊢ ∀m f g. measure_space m ∧ (AE x::m. f x = g x) ⇒ ∫ m f = ∫ m g
⊢ ∀m c.
measure_space m ⇒ ∫ m (λx. Normal c) = Normal c * measure m (m_space m)
⊢ ∀m f.
f ∈ Borel_measurable (measurable_space m) ∧ measure_space m ∧
(AE x::m. 0 ≤ f x) ⇒
(∫ m f = 0 ⇔ measure m {x | x ∈ m_space m ∧ f x ≠ 0} = 0)
⊢ ∀m s. measure_space m ∧ s ∈ measurable_sets m ⇒ ∫ m (𝟙 s) = measure m s
⊢ ∀m s n.
measure_space m ∧ s ∈ measurable_sets m ∧ 0 < n ⇒
∫ m (λx. 𝟙 s x pow n) = measure m s
⊢ ∀m s n.
measure_space m ∧ s ∈ measurable_sets m ∧ 0 < n ⇒
∫ m (λx. 𝟙 s x pow n) = ∫ m (𝟙 s)
⊢ ∀m f1 f2.
measure_space m ∧ integrable m f1 ∧ integrable m f2 ∧
(∀x. x ∈ m_space m ⇒ f1 x ≤ f2 x) ⇒
∫ m f1 ≤ ∫ m f2
⊢ ∀m f. measure_space m ⇒ ∫ m f = ∫ m (λx. f x * 𝟙 (m_space m) x)
⊢ ∀m f. measure_space m ∧ (∀x. x ∈ m_space m ⇒ f x ≤ 0) ⇒ ∫ m f ≤ 0
⊢ ∀m. measure_space m ∧ 0 < measure m (m_space m) ⇒ ∫ m (λx. −∞) = −∞
⊢ ∀m f N.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
N ∈ null_set m ⇒
integrable m (λx. f x * 𝟙 N x) ∧ ∫ m (λx. f x * 𝟙 N x) = 0
⊢ ∀m f. measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒ 0 ≤ ∫ m f
⊢ ∀m f. measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒ ∫ m f = ∫⁺ m f
⊢ ∀m. measure_space m ∧ 0 < measure m (m_space m) ⇒ ∫ m (λx. +∞) = +∞
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∫⁺ m f = sup (IMAGE (λi. ∫⁺ m (fn_seq m f i)) 𝕌(:num))
⊢ ∀m f s.
measure_space m ∧ s ∈ measurable_sets m ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
f ∈ Borel_measurable (measurable_space m) ⇒
∫ m f = ∫ m (λx. f x * 𝟙 s x) + ∫ m (λx. f x * 𝟙 (m_space m DIFF s) x)
⊢ ∀m f s.
measure_space m ∧ integrable m f ∧ s ∈ measurable_sets m ⇒
∫ m f = ∫ m (λx. f x * 𝟙 s x) + ∫ m (λx. f x * 𝟙 (m_space m DIFF s) x)
⊢ ∀m f g.
measure_space m ∧ integrable m f ∧ integrable m g ∧
(∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ g x ≠ +∞ ∨ f x ≠ +∞ ∧ g x ≠ −∞) ⇒
∫ m (λx. f x − g x) = ∫ m f − ∫ m g
⊢ ∀m f s.
FINITE s ∧ measure_space m ∧ (∀i. i ∈ s ⇒ integrable m (f i)) ∧
(∀x i. i ∈ s ∧ x ∈ m_space m ⇒ f i x ≠ +∞ ∧ f i x ≠ −∞) ⇒
∫ m (λx. ∑ (λi. f i x) s) = ∑ (λi. ∫ m (f i)) s
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ abs (∫ m f) ≤ ∫ m (abs ∘ f)
⊢ ∀m f. measure_space m ∧ integrable m f ⇒ abs (∫ m f) ≤ ∫⁺ m (abs ∘ f)
⊢ ∀m. measure_space m ⇒ ∫ m (λx. 0) = 0
⊢ ∀m f fi.
measure_space m ∧ (∀i. fi i ∈ Borel_measurable (measurable_space m)) ∧
(∀i x. x ∈ m_space m ⇒ 0 ≤ fi i x) ∧
(∀x. x ∈ m_space m ⇒ mono_increasing (λi. fi i x)) ∧
(∀x. x ∈ m_space m ⇒ sup (IMAGE (λi. fi i x) 𝕌(:num)) = f x) ⇒
∫⁺ m f = sup (IMAGE (λi. ∫⁺ m (fi i)) 𝕌(:num))
⊢ ∀m f fi.
measure_space m ∧ (∀i. fi i ∈ Borel_measurable (measurable_space m)) ∧
(AE x::m. ∀i. fi i x ≤ fi (SUC i) x ∧ 0 ≤ fi i x) ∧
(∀x. x ∈ m_space m ⇒ sup (IMAGE (λi. fi i x) 𝕌(:num)) = f x) ⇒
∫⁺ m f⁺ = sup (IMAGE (λi. ∫⁺ m (fi i)⁺) 𝕌(:num))
⊢ ∀m f fi.
measure_space m ∧ (∀i. fi i ∈ Borel_measurable (measurable_space m)) ∧
(∀i x. x ∈ m_space m ⇒ 0 ≤ fi i x ∧ fi i x < +∞) ∧
(∀i. ∫⁺ m (fi i) ≠ +∞) ∧
(∀x. x ∈ m_space m ⇒ mono_decreasing (λi. fi i x)) ∧
(∀x. x ∈ m_space m ⇒ inf (IMAGE (λi. fi i x) 𝕌(:num)) = f x) ⇒
∫⁺ m f = inf (IMAGE (λi. ∫⁺ m (fi i)) 𝕌(:num))
⊢ ∀m f fi A.
measure_space m ∧ (∀i. fi i ∈ Borel_measurable (measurable_space m)) ∧
(∀i x. x ∈ m_space m ⇒ 0 ≤ fi i x ∧ fi i x < +∞) ∧
(∀i. ∫⁺ m (fi i) ≠ +∞) ∧
(∀x. x ∈ m_space m ⇒ mono_decreasing (λi. fi i x)) ∧
(∀x. x ∈ m_space m ⇒ inf (IMAGE (λi. fi i x) 𝕌(:num)) = f x) ∧
A ∈ measurable_sets m ⇒
∫⁺ m (λx. f x * 𝟙 A x) =
inf (IMAGE (λi. ∫⁺ m (λx. fi i x * 𝟙 A x)) 𝕌(:num))
⊢ ∀m f fi A.
measure_space m ∧ (∀i. fi i ∈ Borel_measurable (measurable_space m)) ∧
(∀i x. x ∈ m_space m ⇒ 0 ≤ fi i x) ∧
(∀x. x ∈ m_space m ⇒ sup (IMAGE (λi. fi i x) 𝕌(:num)) = f x) ∧
(∀x. x ∈ m_space m ⇒ mono_increasing (λi. fi i x)) ∧
A ∈ measurable_sets m ⇒
∫⁺ m (λx. f x * 𝟙 A x) =
sup (IMAGE (λi. ∫⁺ m (λx. fi i x * 𝟙 A x)) 𝕌(:num))
⊢ ∀m f n.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
fn_seq m f n ∈ Borel_measurable (measurable_space m)
⊢ ∀m f. m_space (density m f) = m_space m
⊢ ∀m f c.
measure_space m ∧ integrable m f ∧ 0 < c ⇒
measure m ({x | c ≤ abs (f x)} ∩ m_space m) ≤ c⁻¹ * ∫ m (abs ∘ f)
⊢ ∀m f a c.
measure_space m ∧ integrable m f ∧ a ∈ measurable_sets m ∧ 0 < c ⇒
measure m ({x | c ≤ abs (f x)} ∩ a) ≤ c⁻¹ * ∫ m (λx. abs (f x) * 𝟙 a x)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ⇒
(∃fi ri.
(∀x. mono_increasing (λi. fi i x)) ∧
(∀x. x ∈ m_space m ⇒ sup (IMAGE (λi. fi i x) 𝕌(:num)) = f⁺ x) ∧
(∀i. ri i ∈ psfis m (fi i)) ∧ (∀i x. fi i x ≤ f⁺ x) ∧
(∀i x. 0 ≤ fi i x) ∧ ∫⁺ m f⁺ = sup (IMAGE (λi. ∫⁺ m (fi i)) 𝕌(:num))) ∧
∃gi vi.
(∀x. mono_increasing (λi. gi i x)) ∧
(∀x. x ∈ m_space m ⇒ sup (IMAGE (λi. gi i x) 𝕌(:num)) = f⁻ x) ∧
(∀i. vi i ∈ psfis m (gi i)) ∧ (∀i x. gi i x ≤ f⁻ x) ∧
(∀i x. 0 ≤ gi i x) ∧ ∫⁺ m f⁻ = sup (IMAGE (λi. ∫⁺ m (gi i)) 𝕌(:num))
⊢ ∀m f. measurable_sets (density m f) = measurable_sets m
⊢ measurable_space (density m f) = measurable_space m
⊢ ∀m s t.
measure_space m ∧ s ∈ measurable_sets m ∧ t ∈ measurable_sets m ⇒
measure (density m (𝟙 s)) t = measure m (s ∩ t)
⊢ ∀m s t.
measure_space m ∧ s ∈ measurable_sets m ∧ t ∈ measurable_sets m ⇒
measure (m_space m,measurable_sets m,(λA. ∫⁺ m (λx. 𝟙 s x * 𝟙 A x))) t =
measure m (s ∩ t)
⊢ ∀m f.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
measure_space (density m f)
⊢ ∀M f.
measure_space M ∧ f ∈ Borel_measurable (measurable_space M) ⇒
measure_space (density M f⁺)
⊢ ∀M f.
measure_space M ∧ f ∈ Borel_measurable (measurable_space M) ⇒
measure_space (density_of M f)
⊢ ∀M B f.
measure_space M ∧ sigma_algebra B ∧
f ∈ measurable (measurable_space M) B ⇒
measure_space (space B,subsets B,distr M f)
⊢ ∀M N f.
measure_space M ∧ measure_space N ∧
f ∈ measurable (measurable_space M) (measurable_space N) ⇒
measure_space (distr_of M N f)
⊢ ∀m f g.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ g x) ∧
f ∈ Borel_measurable (measurable_space m) ∧
g ∈ Borel_measurable (measurable_space m) ⇒
∫⁺ m (λx. f x + g x) = ∫⁺ m f + ∫⁺ m g
⊢ ∀m f c.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧ 0 ≤ c ⇒
∫⁺ m (λx. Normal c * f x) = Normal c * ∫⁺ m f
⊢ ∀m f c.
measure_space m ∧ 0 ≤ c ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∫⁺ m (λx. c * f x) = c * ∫⁺ m f
⊢ ∀m s c.
measure_space m ∧ s ∈ measurable_sets m ∧ 0 ≤ c ⇒
∫⁺ m (λx. Normal c * 𝟙 s x) = Normal c * measure m s
⊢ ∀m s.
measure_space m ∧ s ∈ measurable_sets m ⇒
∫⁺ m (λx. +∞ * 𝟙 s x) = +∞ * measure m s
⊢ ∀f c m.
measure_space m ∧ 0 ≤ c ∧ f ∈ Borel_measurable (measurable_space m) ⇒
∫⁺ m (λx. c * f⁺ x) = c * ∫⁺ m f⁺
⊢ ∀f c m.
measure_space m ∧ 0 ≤ c ∧ f ∈ Borel_measurable (measurable_space m) ⇒
∫⁺ m (λx. max 0 (c * f x)) = c * ∫⁺ m (λx. max 0 (f x))
⊢ ∀m u v.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ u x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ v x) ∧ (∀x. x ∈ m_space m ⇒ u x = v x) ⇒
∫⁺ m u = ∫⁺ m v
⊢ ∀m u v.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ u x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ v x) ∧ (AE x::m. u x = v x) ⇒
∫⁺ m u = ∫⁺ m v
⊢ ∀m c.
measure_space m ∧ 0 ≤ c ⇒
∫⁺ m (λx. Normal c) = Normal c * measure m (m_space m)
⊢ ∀f g M.
measure_space M ∧ f ∈ Borel_measurable (measurable_space M) ∧
g ∈ Borel_measurable (measurable_space M) ∧ (AE x::M. 0 ≤ f x) ∧
(∀x. 0 ≤ g x) ⇒
∫⁺ (m_space M,measurable_sets M,(λA. ∫⁺ M (λx. max 0 (f x * 𝟙 A x))))
(λx. max 0 (g x)) =
∫⁺ M (λx. max 0 (f x * g x))
⊢ ∀m f s t.
measure_space m ∧ DISJOINT s t ∧ s ∈ measurable_sets m ∧
t ∈ measurable_sets m ∧ f ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∫⁺ m (λx. f x * 𝟙 (s ∪ t) x) =
∫⁺ m (λx. f x * 𝟙 s x) + ∫⁺ m (λx. f x * 𝟙 t x)
⊢ ∀m f s a.
FINITE s ∧ measure_space m ∧ (∀i. i ∈ s ⇒ a i ∈ measurable_sets m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
(∀i j. i ∈ s ∧ j ∈ s ∧ i ≠ j ⇒ DISJOINT (a i) (a j)) ∧
f ∈ Borel_measurable (measurable_space m) ⇒
∫⁺ m (λx. f x * 𝟙 (BIGUNION (IMAGE a s)) x) =
∑ (λi. ∫⁺ m (λx. f x * 𝟙 (a i) x)) s
⊢ ∀m f.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
f ∈ Borel_measurable (measurable_space m) ⇒
(∫⁺ m f = 0 ⇔ measure m {x | x ∈ m_space m ∧ f x ≠ 0} = 0)
⊢ ∀m s. measure_space m ∧ s ∈ measurable_sets m ⇒ ∫⁺ m (𝟙 s) = measure m s
⊢ ∀m f.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
f ∈ Borel_measurable (measurable_space m) ∧ ∫⁺ m f ≠ +∞ ⇒
null_set m {x | x ∈ m_space m ∧ f x = +∞}
⊢ ∀m f.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∫⁺ m (λx. max 0 (f x)) = ∫⁺ m f
⊢ ∀m f g.
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧ (∀x. x ∈ m_space m ⇒ f x ≤ g x) ⇒
∫⁺ m f ≤ ∫⁺ m g
⊢ ∀m u v.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ u x) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ v x) ∧ (AE x::m. u x ≤ v x) ⇒
∫⁺ m u ≤ ∫⁺ m v
⊢ ∀m f.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒
∫⁺ m f = ∫⁺ m (λx. f x * 𝟙 (m_space m) x)
⊢ ∀m f N.
measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧ N ∈ null_set m ⇒
∫⁺ m (λx. f x * 𝟙 N x) = 0
⊢ ∀m f. measure_space m ∧ (∀x. x ∈ m_space m ⇒ 0 ≤ f x) ⇒ 0 ≤ ∫⁺ m f
⊢ ∀m f s a x.
measure_space m ∧ pos_simple_fn m f s a x ⇒
∫⁺ m f = pos_simple_fn_integral m s a x
⊢ ∀m f s.
measure_space m ∧ s ∈ measurable_sets m ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ f x) ∧
f ∈ Borel_measurable (measurable_space m) ⇒
∫⁺ m f =
∫⁺ m (λx. f x * 𝟙 s x) + ∫⁺ m (λx. f x * 𝟙 (m_space m DIFF s) x)
⊢ ∀m f g.
measure_space m ∧ f ∈ Borel_measurable (measurable_space m) ∧
g ∈ Borel_measurable (measurable_space m) ∧
(∀x. x ∈ m_space m ⇒ 0 ≤ g x) ∧ (∀x. x ∈ m_space m ⇒ g x ≤ f x) ∧
(∀x. x ∈ m_space m ⇒ g x ≠ +∞) ∧ ∫⁺ m g ≠ +∞ ⇒
∫⁺ m (λx. f x − g x) = ∫⁺ m f − ∫⁺ m g
⊢ ∀m f s.
FINITE s ∧ measure_space m ∧
(∀i. i ∈ s ⇒ ∀x. x ∈ m_space m ⇒ 0 ≤ f i x) ∧
(∀i. i ∈ s ⇒ f i ∈ Borel_measurable (measurable_space m)) ⇒
∫⁺ m (λx. ∑ (λi. f i x) s) = ∑ (λi. ∫⁺ m (f i)) s
⊢ ∀m s a x.
measure_space m ∧ FINITE s ∧ (∀i. i ∈ s ⇒ 0 ≤ x i) ∧
(∀i. i ∈ s ⇒ a i ∈ measurable_sets m) ⇒
∫⁺ m (λt. ∑ (λi. Normal (x i) * 𝟙 (a i) t) s) =
∑ (λi. Normal (x i) * measure m (a i)) s
⊢ ∀m f.
measure_space m ∧ (∀i x. x ∈ m_space m ⇒ 0 ≤ f i x) ∧
(∀i. f i ∈ Borel_measurable (measurable_space m)) ⇒
∫⁺ m (λx. suminf (λi. f i x)) = suminf (λi. ∫⁺ m (f i))
⊢ ∀m. measure_space m ⇒ ∫⁺ m (λx. 0) = 0
⊢ ∀m f g s a x s' a' x'.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s' a' x' ⇒
∃s'' a'' x''. pos_simple_fn m (λt. f t + g t) s'' a'' x''
⊢ ∀m f g s a x y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s a y ⇒
pos_simple_fn m (λt. f t + g t) s a (λi. x i + y i)
⊢ ∀m f z s a x.
measure_space m ∧ pos_simple_fn m f s a x ∧ 0 ≤ z ⇒
∃s' a' x'. pos_simple_fn m (λt. Normal z * f t) s' a' x'
⊢ ∀m f s a x z.
measure_space m ∧ 0 ≤ z ∧ pos_simple_fn m f s a x ⇒
pos_simple_fn m (λt. Normal z * f t) s a (λi. z * x i)
⊢ ∀m A.
measure_space m ∧ A ∈ measurable_sets m ⇒
∃s a x. pos_simple_fn m (𝟙 A) s a x
⊢ ∀m s.
measure_space m ∧ s ∈ measurable_sets m ⇒
pos_simple_fn m (𝟙 s) {0; 1}
(λi. if i = 0 then m_space m DIFF s else s)
(λi. if i = 0 then 0 else 1)
⊢ ∀m f s a x g s' b y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s' b y ⇒
∃s'' c z.
pos_simple_fn m (λx. f x + g x) s'' c z ∧
pos_simple_fn_integral m s a x + pos_simple_fn_integral m s' b y =
pos_simple_fn_integral m s'' c z
⊢ ∀m f s a x g y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s a y ⇒
pos_simple_fn_integral m s a x + pos_simple_fn_integral m s a y =
pos_simple_fn_integral m s a (λi. x i + y i)
⊢ ∀m f s a x z.
measure_space m ∧ pos_simple_fn m f s a x ∧ 0 ≤ z ⇒
pos_simple_fn m (λx. Normal z * f x) s a (λi. z * x i) ∧
pos_simple_fn_integral m s a (λi. z * x i) =
Normal z * pos_simple_fn_integral m s a x
⊢ ∀m f s a x z.
measure_space m ∧ 0 ≤ z ∧ pos_simple_fn m f s a x ⇒
∃s' a' x'.
pos_simple_fn m (λt. Normal z * f t) s' a' x' ∧
pos_simple_fn_integral m s' a' x' =
Normal z * pos_simple_fn_integral m s a x
⊢ ∀m A.
measure_space m ∧ A ∈ measurable_sets m ⇒
∃s a x.
pos_simple_fn m (𝟙 A) s a x ∧
pos_simple_fn_integral m s a x = measure m A
⊢ ∀m f s a x g s' b y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s' b y ∧
(∀x. x ∈ m_space m ⇒ f x ≤ g x) ⇒
pos_simple_fn_integral m s a x ≤ pos_simple_fn_integral m s' b y
⊢ ∀m f s a x.
measure_space m ∧ pos_simple_fn m f s a x ⇒
pos_simple_fn_integral m s a x ≠ −∞
⊢ ∀m f s a x g s' b y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s' b y ⇒
∃z z' c k.
(∀t. t ∈ m_space m ⇒ f t = ∑ (λi. Normal (z i) * 𝟙 (c i) t) k) ∧
(∀t. t ∈ m_space m ⇒ g t = ∑ (λi. Normal (z' i) * 𝟙 (c i) t) k) ∧
pos_simple_fn_integral m s a x = pos_simple_fn_integral m k c z ∧
pos_simple_fn_integral m s' b y = pos_simple_fn_integral m k c z' ∧
FINITE k ∧ (∀i. i ∈ k ⇒ 0 ≤ z i) ∧ (∀i. i ∈ k ⇒ 0 ≤ z' i) ∧
(∀i j. i ∈ k ∧ j ∈ k ∧ i ≠ j ⇒ DISJOINT (c i) (c j)) ∧
(∀i. i ∈ k ⇒ c i ∈ measurable_sets m) ∧
BIGUNION (IMAGE c k) = m_space m
⊢ ∀m f s a x g s' b y.
measure_space m ∧ measure m (m_space m) ≠ +∞ ∧
(∀x. x ∈ m_space m ⇒ g x ≤ f x) ∧ (∀x. x ∈ m_space m ⇒ g x ≠ +∞) ∧
pos_simple_fn m f s a x ∧ pos_simple_fn m g s' b y ⇒
∃s'' c z.
pos_simple_fn m (λx. f x − g x) s'' c z ∧
pos_simple_fn_integral m s a x − pos_simple_fn_integral m s' b y =
pos_simple_fn_integral m s'' c z
⊢ ∀m f s a x P.
measure_space m ∧ (∀i. i ∈ P ⇒ pos_simple_fn m (f i) s a (x i)) ∧
(∀i t. i ∈ P ⇒ f i t ≠ −∞) ∧ FINITE P ∧ P ≠ ∅ ⇒
pos_simple_fn m (λt. ∑ (λi. f i t) P) s a (λi. ∑ (λj. x j i) P) ∧
pos_simple_fn_integral m s a (λj. ∑ (λi. x i j) P) =
∑ (λi. pos_simple_fn_integral m s a (x i)) P
⊢ ∀m f s a x P.
measure_space m ∧
(∀i. i ∈ P ⇒ pos_simple_fn m (f i) (s i) (a i) (x i)) ∧
(∀i t. i ∈ P ⇒ f i t ≠ −∞) ∧ FINITE P ∧ P ≠ ∅ ⇒
∃c k z.
pos_simple_fn m (λt. ∑ (λi. f i t) P) k c z ∧
pos_simple_fn_integral m k c z =
∑ (λi. pos_simple_fn_integral m (s i) (a i) (x i)) P
⊢ ∀m f s a x s' b y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m f s' b y ⇒
pos_simple_fn_integral m s a x = pos_simple_fn_integral m s' b y
⊢ ∀m s a x.
measure_space m ∧ pos_simple_fn m (λt. 0) s a x ⇒
pos_simple_fn_integral m s a x = 0
⊢ ∀m g s a x.
measure_space m ∧ pos_simple_fn m g s a x ∧
(∀x. x ∈ m_space m ⇒ g x = 0) ⇒
pos_simple_fn_integral m s a x = 0
⊢ ∀m f g s a x x' i.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s a x' ∧
(∀x. x ∈ m_space m ⇒ g x ≤ f x) ∧ i ∈ s ∧ a i ≠ ∅ ⇒
Normal (x' i) ≤ Normal (x i)
⊢ ∀m f s a x g s' b y.
measure_space m ∧ pos_simple_fn m f s a x ∧ pos_simple_fn m g s' b y ⇒
∃s'' a'' x''. pos_simple_fn m (λx. max (f x) (g x)) s'' a'' x''
⊢ ∀m f s a x.
pos_simple_fn m f s a x ⇒ ∀x. x ∈ m_space m ⇒ f x ≠ −∞ ∧ f x ≠ +∞
⊢ ∀m f s a x i y.
measure_space m ∧ pos_simple_fn m f s a x ∧ i ∈ s ∧ y ∈ a i ⇒
f y = Normal (x i)
⊢ ∀m f g a b.
measure_space m ∧ a ∈ psfis m f ∧ b ∈ psfis m g ⇒
a + b ∈ psfis m (λx. f x + g x)
⊢ ∀m f a z.
measure_space m ∧ a ∈ psfis m f ∧ 0 ≤ z ⇒
Normal z * a ∈ psfis m (λx. Normal z * f x)
⊢ ∀m A.
measure_space m ∧ A ∈ measurable_sets m ⇒ measure m A ∈ psfis m (𝟙 A)
⊢ ∀m a x P.
measure_space m ∧ (∀i. i ∈ P ⇒ a i ∈ measurable_sets m) ∧
(∀i. i ∈ P ⇒ 0 ≤ x i) ∧ FINITE P ⇒
∑ (λi. Normal (x i) * measure m (a i)) P ∈
psfis m (λt. ∑ (λi. Normal (x i) * 𝟙 (a i) t) P)
⊢ ∀m f g a b.
measure_space m ∧ a ∈ psfis m f ∧ b ∈ psfis m g ∧
(∀x. x ∈ m_space m ⇒ f x ≤ g x) ⇒
a ≤ b
⊢ ∀m f a. measure_space m ∧ a ∈ psfis m f ⇒ a ≠ −∞
⊢ ∀m f a. measure_space m ∧ a ∈ psfis m f ⇒ ∀x. x ∈ m_space m ⇒ 0 ≤ f x
⊢ ∀m f g a b.
measure_space m ∧ a ∈ psfis m f ∧ b ∈ psfis m g ⇒
∃z z' c k.
(∀t. t ∈ m_space m ⇒ f t = ∑ (λi. Normal (z i) * 𝟙 (c i) t) k) ∧
(∀t. t ∈ m_space m ⇒ g t = ∑ (λi. Normal (z' i) * 𝟙 (c i) t) k) ∧
a = pos_simple_fn_integral m k c z ∧
b = pos_simple_fn_integral m k c z' ∧ FINITE k ∧
(∀i. i ∈ k ⇒ 0 ≤ z i) ∧ (∀i. i ∈ k ⇒ 0 ≤ z' i) ∧
(∀i j. i ∈ k ∧ j ∈ k ∧ i ≠ j ⇒ DISJOINT (c i) (c j)) ∧
(∀i. i ∈ k ⇒ c i ∈ measurable_sets m) ∧
BIGUNION (IMAGE c k) = m_space m
⊢ ∀m f g a b.
measure_space m ∧ measure m (m_space m) ≠ +∞ ∧
(∀x. x ∈ m_space m ⇒ g x ≤ f x) ∧ (∀x. x ∈ m_space m ⇒ g x ≠ +∞) ∧
a ∈ psfis m f ∧ b ∈ psfis m g ⇒
a − b ∈ psfis m (λx. f x − g x)
⊢ ∀m f a P.
measure_space m ∧ (∀i. i ∈ P ⇒ a i ∈ psfis m (f i)) ∧
(∀i t. i ∈ P ⇒ f i t ≠ −∞) ∧ FINITE P ⇒
∑ a P ∈ psfis m (λt. ∑ (λi. f i t) P)
⊢ ∀m f a b. measure_space m ∧ a ∈ psfis m f ∧ b ∈ psfis m f ⇒ a = b
⊢ ∀m a. measure_space m ⇒ (a ∈ psfis m (λx. 0) ⇔ a = 0)