%------------------------------------------------------------------------------
% Measure Theory
%
% Author: David Lester, Manchester University
%
% Version 1.0 05/11/07 Initial Version
%------------------------------------------------------------------------------
measure_theory[T:TYPE, (IMPORTING subset_algebra_def[T])
S:sigma_algebra, (IMPORTING measure_def[T,S])
m:measure_type]: THEORY
BEGIN
IMPORTING measure_space_def[T,S],
sigma_algebra[T,S],
measure_props[T,S,m],
sets_aux@countable_indexed_sets
a,b: VAR measurable_set
X,Y: VAR set[T]
P: VAR set[T]
p: VAR pred[[real,real]]
f,g: VAR [T->real]
F,G: VAR sequence[[T->real]]
x: VAR T
i,j,n: VAR nat
Z: VAR setofsets[T]
null_set?(X):bool = measurable_set?(X) AND mu_fin?(X) AND mu(X) = 0 % 4.2.1
negligible_set?(Y):bool = EXISTS X: null_set?(X) AND subset?(Y,X)
null_set: TYPE+ = (null_set?) CONTAINING emptyset[T]
negligible: TYPE+ = (negligible_set?) CONTAINING emptyset[T]
N,N1,N2: VAR null_set
NS: VAR sequence[null_set]
E,E1,E2: VAR negligible
ES: VAR sequence[negligible]
negligible_iff_measurable_null: LEMMA
(negligible_set?(X) AND measurable_set?(X)) <=> null_set?(X)
null_set_is_measurable: JUDGEMENT null_set SUBTYPE_OF measurable_set
null_is_negligible: JUDGEMENT null_set SUBTYPE_OF negligible
null_emptyset: JUDGEMENT emptyset[T] HAS_TYPE null_set
null_union: JUDGEMENT union(N1,N2) HAS_TYPE null_set
null_intersection: JUDGEMENT intersection(N1,N2) HAS_TYPE null_set
null_difference: JUDGEMENT difference(N1,N2) HAS_TYPE null_set
null_IUnion: JUDGEMENT IUnion(NS) HAS_TYPE null_set
null_Union: LEMMA every(null_set?,Z) AND is_countable(Z) =>
null_set?(Union(Z))
negligible_emptyset: JUDGEMENT emptyset[T] HAS_TYPE negligible
negligible_union: JUDGEMENT union(E1,E2) HAS_TYPE negligible
negligible_intersection: JUDGEMENT intersection(E1,E2) HAS_TYPE negligible
negligible_IUnion: JUDGEMENT IUnion(ES) HAS_TYPE negligible
negligible_Union: LEMMA every(negligible_set?,Z) AND is_countable(Z) =>
negligible_set?(Union(Z))
negligible_subset: LEMMA subset?(X,E) => negligible_set?(X)
ae_in?(P)(X):bool = EXISTS E: FORALL (x:(X)):
(NOT member(x,E)) => member(x,P)
ae?(P):bool = ae_in?(P)(fullset[T]) % 4.2.3
pointwise_ae?(p)(f,g):bool = ae?(LAMBDA x: p(f(x),g(x))) % 4.2.4
% It's just too cumbersome to use the above directly, so we introduce
% some useful special cases.
ae?(p)(f,g): bool = pointwise_ae?(p)(f,g)
ae_0?(f): bool = pointwise_ae?(=)(f,lambda x: 0)
ae_nonneg?(f): bool = pointwise_ae?(<=)((lambda x: 0),f)
ae_pos?(f): bool = pointwise_ae?(<)((lambda x: 0),f)
ae_le?(f,g): bool = pointwise_ae?(<=)(f,g)
ae_eq?(f,g): bool = pointwise_ae?(=)(f,g)
ae_eq_equivalence: LEMMA equivalence?(ae_eq?)
ae_le_reflexive: LEMMA reflexive?(ae_le?)
ae_le_antisymmetric: LEMMA ae_le?(f,g) AND ae_le?(g,f) => ae_eq?(f,g)
ae_le_transitive: LEMMA transitive?(ae_le?)
ae_convergence_in?(X)(F,f):bool
= ae_in?(LAMBDA x:convergence?(LAMBDA n:F(n)(x),f(x)))(X)
ae_cauchy_in?(X)(F):bool
= ae_in?(LAMBDA x: cauchy?(LAMBDA n: F(n)(x)))(X)
ae_convergence?(F,f):bool = ae_convergence_in?(fullset[T])(F,f)
ae_cauchy?(F):bool = ae_cauchy_in?(fullset[T])(F)
ae_convergence_cauchy: LEMMA ae_convergence?(F,f) => ae_cauchy?(F) % 4.2.5
ae_convergence_eq: LEMMA ae_convergence?(F,f) =>
(ae_convergence?(F,g) <=> ae_eq?(f,g))
ae_eq_convergence: LEMMA ae_convergence?(F,f) AND
(FORALL n: ae_eq?(F(n),G(n))) =>
ae_convergence?(G,f)
ae_increasing?(F):bool
= EXISTS E: FORALL x: NOT member(x,E) =>
FORALL i,j: i <= j => F(i)(x) <= F(j)(x)
ae_decreasing?(F):bool
= EXISTS E: FORALL x: NOT member(x,E) =>
FORALL i,j: i <= j => F(j)(x) <= F(i)(x)
ae_monotonic_converges?(F,f):bool
= ae_convergence?(F,f) AND (ae_increasing?(F) OR ae_decreasing?(F))
% ae_pointwise_bounded?(F):bool
% = EXISTS E:
% pointwise_bounded?(lambda n: phi(complement(E))*F(n))
ae_convergent?(F):bool = EXISTS f: ae_convergence?(F,f)
END measure_theory
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