(* Title: HOL/Analysis/Caratheodory.thy
Author: Lawrence C Paulson
Author: Johannes Hölzl, TU München
*)
section \<open>Caratheodory Extension Theorem\<close>
theory Caratheodory
imports Measure_Space
begin
text \<open>
Originally from the Hurd/Coble measure theory development, translated by Lawrence Paulson.
\<close>
lemma suminf_ennreal_2dimen:
fixes f:: "nat \ nat \ ennreal"
assumes "\m. g m = (\n. f (m,n))"
shows "(\i. f (prod_decode i)) = suminf g"
proof -
have g_def: "g = (\m. (\n. f (m,n)))"
using assms by (simp add: fun_eq_iff)
have reindex: "\B. (\x\B. f (prod_decode x)) = sum f (prod_decode ` B)"
by (simp add: sum.reindex[OF inj_prod_decode] comp_def)
have "(SUP n. \i UNIV \ UNIV. \in
proof (intro SUP_eq; clarsimp simp: sum.cartesian_product reindex)
fix n
let ?M = "\f. Suc (Max (f ` prod_decode ` {..
{ fix a b x assume "x < n" and [symmetric]: "(a, b) = prod_decode x"
then have "a < ?M fst" "b < ?M snd"
by (auto intro!: Max_ge le_imp_less_Suc image_eqI) }
then have "sum f (prod_decode ` {.. sum f ({.. {..
by (auto intro!: sum_mono2)
then show "\a b. sum f (prod_decode ` {.. sum f ({.. {..
next
fix a b
let ?M = "prod_decode ` {.. {..
{ fix a' b' assume "a' < a" "b' < b" then have "(a', b') \ ?M"
by (auto intro!: Max_ge le_imp_less_Suc image_eqI[where x="prod_encode (a', b')"]) }
then have "sum f ({.. {.. sum f ?M"
by (auto intro!: sum_mono2)
then show "\n. sum f ({.. {.. sum f (prod_decode ` {..
by auto
qed
also have "\ = (SUP p. \in. f (i, n))"
unfolding suminf_sum[OF summableI, symmetric]
by (simp add: suminf_eq_SUP SUP_pair sum.swap[of _ "{..< fst _}"])
finally show ?thesis unfolding g_def
by (simp add: suminf_eq_SUP)
qed
subsection \<open>Characterizations of Measures\<close>
definition\<^marker>\<open>tag important\<close> outer_measure_space where
"outer_measure_space M f \ positive M f \ increasing M f \ countably_subadditive M f"
subsubsection\<^marker>\<open>tag important\<close> \<open>Lambda Systems\<close>
definition\<^marker>\<open>tag important\<close> lambda_system :: "'a set \<Rightarrow> 'a set set \<Rightarrow> ('a set \<Rightarrow> ennreal) \<Rightarrow> 'a set set"
where
"lambda_system \ M f = {l \ M. \x \ M. f (l \ x) + f ((\ - l) \ x) = f x}"
lemma (in algebra) lambda_system_eq:
"lambda_system \ M f = {l \ M. \x \ M. f (x \ l) + f (x - l) = f x}"
proof -
have [simp]: "\l x. l \ M \ x \ M \ (\ - l) \ x = x - l"
by (metis Int_Diff Int_absorb1 Int_commute sets_into_space)
show ?thesis
by (auto simp add: lambda_system_def) (metis Int_commute)+
qed
lemma (in algebra) lambda_system_empty: "positive M f \ {} \ lambda_system \ M f"
by (auto simp add: positive_def lambda_system_eq)
lemma lambda_system_sets: "x \ lambda_system \ M f \ x \ M"
by (simp add: lambda_system_def)
lemma (in algebra) lambda_system_Compl:
fixes f:: "'a set \ ennreal"
assumes x: "x \ lambda_system \ M f"
shows "\ - x \ lambda_system \ M f"
proof -
have "x \ \"
by (metis sets_into_space lambda_system_sets x)
hence "\ - (\ - x) = x"
by (metis double_diff equalityE)
with x show ?thesis
by (force simp add: lambda_system_def ac_simps)
qed
lemma (in algebra) lambda_system_Int:
fixes f:: "'a set \ ennreal"
assumes xl: "x \ lambda_system \ M f" and yl: "y \ lambda_system \ M f"
shows "x \ y \ lambda_system \ M f"
proof -
from xl yl show ?thesis
proof (auto simp add: positive_def lambda_system_eq Int)
fix u
assume x: "x \ M" and y: "y \ M" and u: "u \ M"
and fx: "\z\M. f (z \ x) + f (z - x) = f z"
and fy: "\z\M. f (z \ y) + f (z - y) = f z"
have "u - x \ y \ M"
by (metis Diff Diff_Int Un u x y)
moreover
have "(u - (x \ y)) \ y = u \ y - x" by blast
moreover
have "u - x \ y - y = u - y" by blast
ultimately
have ey: "f (u - x \ y) = f (u \ y - x) + f (u - y)" using fy
by force
have "f (u \ (x \ y)) + f (u - x \ y)
= (f (u \<inter> (x \<inter> y)) + f (u \<inter> y - x)) + f (u - y)"
by (simp add: ey ac_simps)
also have "... = (f ((u \ y) \ x) + f (u \ y - x)) + f (u - y)"
by (simp add: Int_ac)
also have "... = f (u \ y) + f (u - y)"
using fx [THEN bspec, of "u \ y"] Int y u
by force
also have "... = f u"
by (metis fy u)
finally show "f (u \ (x \ y)) + f (u - x \ y) = f u" .
qed
qed
lemma (in algebra) lambda_system_Un:
fixes f:: "'a set \ ennreal"
assumes xl: "x \ lambda_system \ M f" and yl: "y \ lambda_system \ M f"
shows "x \ y \ lambda_system \ M f"
proof -
have "(\ - x) \ (\ - y) \ M"
by (metis Diff_Un Un compl_sets lambda_system_sets xl yl)
moreover
have "x \ y = \ - ((\ - x) \ (\ - y))"
by auto (metis subsetD lambda_system_sets sets_into_space xl yl)+
ultimately show ?thesis
by (metis lambda_system_Compl lambda_system_Int xl yl)
qed
lemma (in algebra) lambda_system_algebra:
"positive M f \ algebra \ (lambda_system \ M f)"
apply (auto simp add: algebra_iff_Un)
apply (metis lambda_system_sets subsetD sets_into_space)
apply (metis lambda_system_empty)
apply (metis lambda_system_Compl)
apply (metis lambda_system_Un)
done
lemma (in algebra) lambda_system_strong_additive:
assumes z: "z \ M" and disj: "x \ y = {}"
and xl: "x \ lambda_system \ M f" and yl: "y \ lambda_system \ M f"
shows "f (z \ (x \ y)) = f (z \ x) + f (z \ y)"
proof -
have "z \ x = (z \ (x \ y)) \ x" using disj by blast
moreover
have "z \ y = (z \ (x \ y)) - x" using disj by blast
moreover
have "(z \ (x \ y)) \ M"
by (metis Int Un lambda_system_sets xl yl z)
ultimately show ?thesis using xl yl
by (simp add: lambda_system_eq)
qed
lemma (in algebra) lambda_system_additive: "additive (lambda_system \ M f) f"
proof (auto simp add: additive_def)
fix x and y
assume disj: "x \ y = {}"
and xl: "x \ lambda_system \ M f" and yl: "y \ lambda_system \ M f"
hence "x \ M" "y \ M" by (blast intro: lambda_system_sets)+
thus "f (x \ y) = f x + f y"
using lambda_system_strong_additive [OF top disj xl yl]
by (simp add: Un)
qed
lemma lambda_system_increasing: "increasing M f \ increasing (lambda_system \ M f) f"
by (simp add: increasing_def lambda_system_def)
lemma lambda_system_positive: "positive M f \ positive (lambda_system \ M f) f"
by (simp add: positive_def lambda_system_def)
lemma (in algebra) lambda_system_strong_sum:
fixes A:: "nat \ 'a set" and f :: "'a set \ ennreal"
assumes f: "positive M f" and a: "a \ M"
and A: "range A \ lambda_system \ M f"
and disj: "disjoint_family A"
shows "(\i = 0..A i)) = f (a \ (\i\{0..
proof (induct n)
case 0 show ?case using f by (simp add: positive_def)
next
case (Suc n)
have 2: "A n \ \ (A ` {0..
by (force simp add: disjoint_family_on_def neq_iff)
have 3: "A n \ lambda_system \ M f" using A
by blast
interpret l: algebra \<Omega> "lambda_system \<Omega> M f"
using f by (rule lambda_system_algebra)
have 4: "\ (A ` {0.. lambda_system \ M f"
using A l.UNION_in_sets by simp
from Suc.hyps show ?case
by (simp add: atLeastLessThanSuc lambda_system_strong_additive [OF a 2 3 4])
qed
proposition (in sigma_algebra) lambda_system_caratheodory:
assumes oms: "outer_measure_space M f"
and A: "range A \ lambda_system \ M f"
and disj: "disjoint_family A"
shows "(\i. A i) \ lambda_system \ M f \ (\i. f (A i)) = f (\i. A i)"
proof -
have pos: "positive M f" and inc: "increasing M f"
and csa: "countably_subadditive M f"
by (metis oms outer_measure_space_def)+
have sa: "subadditive M f"
by (metis countably_subadditive_subadditive csa pos)
have A': "\S. A`S \ (lambda_system \ M f)" using A
by auto
interpret ls: algebra \<Omega> "lambda_system \<Omega> M f"
using pos by (rule lambda_system_algebra)
have A'': "range A \ M"
by (metis A image_subset_iff lambda_system_sets)
have U_in: "(\i. A i) \ M"
by (metis A'' countable_UN)
have U_eq: "f (\i. A i) = (\i. f (A i))"
proof (rule antisym)
show "f (\i. A i) \ (\i. f (A i))"
using csa[unfolded countably_subadditive_def] A'' disj U_in by auto
have dis: "\N. disjoint_family_on A {..
show "(\i. f (A i)) \ f (\i. A i)"
using ls.additive_sum [OF lambda_system_positive[OF pos] lambda_system_additive _ A' dis] A''
by (intro suminf_le_const[OF summableI]) (auto intro!: increasingD[OF inc] countable_UN)
qed
have "f (a \ (\i. A i)) + f (a - (\i. A i)) = f a"
if a [iff]: "a \ M" for a
proof (rule antisym)
have "range (\i. a \ A i) \ M" using A''
by blast
moreover
have "disjoint_family (\i. a \ A i)" using disj
by (auto simp add: disjoint_family_on_def)
moreover
have "a \ (\i. A i) \ M"
by (metis Int U_in a)
ultimately
have "f (a \ (\i. A i)) \ (\i. f (a \ A i))"
using csa[unfolded countably_subadditive_def, rule_format, of "(\i. a \ A i)"]
by (simp add: o_def)
hence "f (a \ (\i. A i)) + f (a - (\i. A i)) \ (\i. f (a \ A i)) + f (a - (\i. A i))"
by (rule add_right_mono)
also have "\ \ f a"
proof (intro ennreal_suminf_bound_add)
fix n
have UNION_in: "(\i\{0.. M"
by (metis A'' UNION_in_sets)
have le_fa: "f (\ (A ` {0.. a) \ f a" using A''
by (blast intro: increasingD [OF inc] A'' UNION_in_sets)
have ls: "(\i\{0.. lambda_system \ M f"
using ls.UNION_in_sets by (simp add: A)
hence eq_fa: "f a = f (a \ (\i\{0..i\{0..
by (simp add: lambda_system_eq UNION_in)
have "f (a - (\i. A i)) \ f (a - (\i\{0..
by (blast intro: increasingD [OF inc] UNION_in U_in)
thus "(\i A i)) + f (a - (\i. A i)) \ f a"
by (simp add: lambda_system_strong_sum pos A disj eq_fa add_left_mono atLeast0LessThan[symmetric])
qed
finally show "f (a \ (\i. A i)) + f (a - (\i. A i)) \ f a"
by simp
next
have "f a \ f (a \ (\i. A i) \ (a - (\i. A i)))"
by (blast intro: increasingD [OF inc] U_in)
also have "... \ f (a \ (\i. A i)) + f (a - (\i. A i))"
by (blast intro: subadditiveD [OF sa] U_in)
finally show "f a \ f (a \ (\i. A i)) + f (a - (\i. A i))" .
qed
thus ?thesis
by (simp add: lambda_system_eq sums_iff U_eq U_in)
qed
proposition (in sigma_algebra) caratheodory_lemma:
assumes oms: "outer_measure_space M f"
defines "L \ lambda_system \ M f"
shows "measure_space \ L f"
proof -
have pos: "positive M f"
by (metis oms outer_measure_space_def)
have alg: "algebra \ L"
using lambda_system_algebra [of f, OF pos]
by (simp add: algebra_iff_Un L_def)
then
have "sigma_algebra \ L"
using lambda_system_caratheodory [OF oms]
by (simp add: sigma_algebra_disjoint_iff L_def)
moreover
have "countably_additive L f" "positive L f"
using pos lambda_system_caratheodory [OF oms]
by (auto simp add: lambda_system_sets L_def countably_additive_def positive_def)
ultimately
show ?thesis
using pos by (simp add: measure_space_def)
qed
definition\<^marker>\<open>tag important\<close> outer_measure :: "'a set set \<Rightarrow> ('a set \<Rightarrow> ennreal) \<Rightarrow> 'a set \<Rightarrow> ennreal" where
"outer_measure M f X =
(INF A\<in>{A. range A \<subseteq> M \<and> disjoint_family A \<and> X \<subseteq> (\<Union>i. A i)}. \<Sum>i. f (A i))"
lemma (in ring_of_sets) outer_measure_agrees:
assumes posf: "positive M f" and ca: "countably_additive M f" and s: "s \ M"
shows "outer_measure M f s = f s"
unfolding outer_measure_def
proof (safe intro!: antisym INF_greatest)
fix A :: "nat \ 'a set" assume A: "range A \ M" and dA: "disjoint_family A" and sA: "s \ (\x. A x)"
have inc: "increasing M f"
by (metis additive_increasing ca countably_additive_additive posf)
have "f s = f (\i. A i \ s)"
using sA by (auto simp: Int_absorb1)
also have "\ = (\i. f (A i \ s))"
using sA dA A s
by (intro ca[unfolded countably_additive_def, rule_format, symmetric])
(auto simp: Int_absorb1 disjoint_family_on_def)
also have "... \ (\i. f (A i))"
using A s by (auto intro!: suminf_le increasingD[OF inc])
finally show "f s \ (\i. f (A i))" .
next
have "(\i. f (if i = 0 then s else {})) \ f s"
using positiveD1[OF posf] by (subst suminf_finite[of "{0}"]) auto
with s show "(INF A\{A. range A \ M \ disjoint_family A \ s \ \(A ` UNIV)}. \i. f (A i)) \ f s"
by (intro INF_lower2[of "\i. if i = 0 then s else {}"])
(auto simp: disjoint_family_on_def)
qed
lemma outer_measure_empty:
"positive M f \ {} \ M \ outer_measure M f {} = 0"
unfolding outer_measure_def
by (intro antisym INF_lower2[of "\_. {}"]) (auto simp: disjoint_family_on_def positive_def)
lemma (in ring_of_sets) positive_outer_measure:
assumes "positive M f" shows "positive (Pow \) (outer_measure M f)"
unfolding positive_def by (auto simp: assms outer_measure_empty)
lemma (in ring_of_sets) increasing_outer_measure: "increasing (Pow \) (outer_measure M f)"
by (force simp: increasing_def outer_measure_def intro!: INF_greatest intro: INF_lower)
lemma (in ring_of_sets) outer_measure_le:
assumes pos: "positive M f" and inc: "increasing M f" and A: "range A \ M" and X: "X \ (\i. A i)"
shows "outer_measure M f X \ (\i. f (A i))"
unfolding outer_measure_def
proof (safe intro!: INF_lower2[of "disjointed A"] del: subsetI)
show dA: "range (disjointed A) \ M"
by (auto intro!: A range_disjointed_sets)
have "\n. f (disjointed A n) \ f (A n)"
by (metis increasingD [OF inc] UNIV_I dA image_subset_iff disjointed_subset A)
then show "(\i. f (disjointed A i)) \ (\i. f (A i))"
by (blast intro!: suminf_le)
qed (auto simp: X UN_disjointed_eq disjoint_family_disjointed)
lemma (in ring_of_sets) outer_measure_close:
"outer_measure M f X < e \ \A. range A \ M \ disjoint_family A \ X \ (\i. A i) \ (\i. f (A i)) < e"
unfolding outer_measure_def INF_less_iff by auto
lemma (in ring_of_sets) countably_subadditive_outer_measure:
assumes posf: "positive M f" and inc: "increasing M f"
shows "countably_subadditive (Pow \) (outer_measure M f)"
proof (simp add: countably_subadditive_def, safe)
fix A :: "nat \ _" assume A: "range A \ Pow (\)" and sb: "(\i. A i) \ \"
let ?O = "outer_measure M f"
show "?O (\i. A i) \ (\n. ?O (A n))"
proof (rule ennreal_le_epsilon)
fix b and e :: real assume "0 < e" "(\n. outer_measure M f (A n)) < top"
then have *: "\n. outer_measure M f (A n) < outer_measure M f (A n) + e * (1/2)^Suc n"
by (auto simp add: less_top dest!: ennreal_suminf_lessD)
obtain B
where B: "\n. range (B n) \ M"
and sbB: "\n. A n \ (\i. B n i)"
and Ble: "\n. (\i. f (B n i)) \ ?O (A n) + e * (1/2)^(Suc n)"
by (metis less_imp_le outer_measure_close[OF *])
define C where "C = case_prod B o prod_decode"
from B have B_in_M: "\i j. B i j \ M"
by (rule range_subsetD)
then have C: "range C \ M"
by (auto simp add: C_def split_def)
have A_C: "(\i. A i) \ (\i. C i)"
using sbB by (auto simp add: C_def subset_eq) (metis prod.case prod_encode_inverse)
have "?O (\i. A i) \ ?O (\i. C i)"
using A_C A C by (intro increasing_outer_measure[THEN increasingD]) (auto dest!: sets_into_space)
also have "\ \ (\i. f (C i))"
using C by (intro outer_measure_le[OF posf inc]) auto
also have "\ = (\n. \i. f (B n i))"
using B_in_M unfolding C_def comp_def by (intro suminf_ennreal_2dimen) auto
also have "\ \ (\n. ?O (A n) + e * (1/2) ^ Suc n)"
using B_in_M by (intro suminf_le suminf_nonneg allI Ble) auto
also have "... = (\n. ?O (A n)) + (\n. ennreal e * ennreal ((1/2) ^ Suc n))"
using \<open>0 < e\<close> by (subst suminf_add[symmetric])
(auto simp del: ennreal_suminf_cmult simp add: ennreal_mult[symmetric])
also have "\ = (\n. ?O (A n)) + e"
unfolding ennreal_suminf_cmult
by (subst suminf_ennreal_eq[OF zero_le_power power_half_series]) auto
finally show "?O (\i. A i) \ (\n. ?O (A n)) + e" .
qed
qed
lemma (in ring_of_sets) outer_measure_space_outer_measure:
"positive M f \ increasing M f \ outer_measure_space (Pow \) (outer_measure M f)"
by (simp add: outer_measure_space_def
positive_outer_measure increasing_outer_measure countably_subadditive_outer_measure)
lemma (in ring_of_sets) algebra_subset_lambda_system:
assumes posf: "positive M f" and inc: "increasing M f"
and add: "additive M f"
shows "M \ lambda_system \ (Pow \) (outer_measure M f)"
proof (auto dest: sets_into_space
simp add: algebra.lambda_system_eq [OF algebra_Pow])
fix x s assume x: "x \ M" and s: "s \ \"
have [simp]: "\x. x \ M \ s \ (\ - x) = s - x" using s
by blast
have "outer_measure M f (s \ x) + outer_measure M f (s - x) \ outer_measure M f s"
unfolding outer_measure_def[of M f s]
proof (safe intro!: INF_greatest)
fix A :: "nat \ 'a set" assume A: "disjoint_family A" "range A \ M" "s \ (\i. A i)"
have "outer_measure M f (s \ x) \ (\i. f (A i \ x))"
unfolding outer_measure_def
proof (safe intro!: INF_lower2[of "\i. A i \ x"])
from A(1) show "disjoint_family (\i. A i \ x)"
by (rule disjoint_family_on_bisimulation) auto
qed (insert x A, auto)
moreover
have "outer_measure M f (s - x) \ (\i. f (A i - x))"
unfolding outer_measure_def
proof (safe intro!: INF_lower2[of "\i. A i - x"])
from A(1) show "disjoint_family (\i. A i - x)"
by (rule disjoint_family_on_bisimulation) auto
qed (insert x A, auto)
ultimately have "outer_measure M f (s \ x) + outer_measure M f (s - x) \
(\<Sum>i. f (A i \<inter> x)) + (\<Sum>i. f (A i - x))" by (rule add_mono)
also have "\ = (\i. f (A i \ x) + f (A i - x))"
using A(2) x posf by (subst suminf_add) (auto simp: positive_def)
also have "\ = (\i. f (A i))"
using A x
by (subst add[THEN additiveD, symmetric])
(auto intro!: arg_cong[where f=suminf] arg_cong[where f=f])
finally show "outer_measure M f (s \ x) + outer_measure M f (s - x) \ (\i. f (A i))" .
qed
moreover
have "outer_measure M f s \ outer_measure M f (s \ x) + outer_measure M f (s - x)"
proof -
have "outer_measure M f s = outer_measure M f ((s \ x) \ (s - x))"
by (metis Un_Diff_Int Un_commute)
also have "... \ outer_measure M f (s \ x) + outer_measure M f (s - x)"
apply (rule subadditiveD)
apply (rule ring_of_sets.countably_subadditive_subadditive [OF ring_of_sets_Pow])
apply (simp add: positive_def outer_measure_empty[OF posf])
apply (rule countably_subadditive_outer_measure)
using s by (auto intro!: posf inc)
finally show ?thesis .
qed
ultimately
show "outer_measure M f (s \ x) + outer_measure M f (s - x) = outer_measure M f s"
by (rule order_antisym)
qed
lemma measure_down: "measure_space \ N \ \ sigma_algebra \ M \ M \ N \ measure_space \ M \"
by (auto simp add: measure_space_def positive_def countably_additive_def subset_eq)
subsection \<open>Caratheodory's theorem\<close>
theorem (in ring_of_sets) caratheodory':
assumes posf: "positive M f" and ca: "countably_additive M f"
shows "\\ :: 'a set \ ennreal. (\s \ M. \ s = f s) \ measure_space \ (sigma_sets \ M) \"
proof -
have inc: "increasing M f"
by (metis additive_increasing ca countably_additive_additive posf)
let ?O = "outer_measure M f"
define ls where "ls = lambda_system \ (Pow \) ?O"
have mls: "measure_space \ ls ?O"
using sigma_algebra.caratheodory_lemma
[OF sigma_algebra_Pow outer_measure_space_outer_measure [OF posf inc]]
by (simp add: ls_def)
hence sls: "sigma_algebra \ ls"
by (simp add: measure_space_def)
have "M \ ls"
by (simp add: ls_def)
(metis ca posf inc countably_additive_additive algebra_subset_lambda_system)
hence sgs_sb: "sigma_sets (\) (M) \ ls"
using sigma_algebra.sigma_sets_subset [OF sls, of "M"]
by simp
have "measure_space \ (sigma_sets \ M) ?O"
by (rule measure_down [OF mls], rule sigma_algebra_sigma_sets)
(simp_all add: sgs_sb space_closed)
thus ?thesis using outer_measure_agrees [OF posf ca]
by (intro exI[of _ ?O]) auto
qed
lemma (in ring_of_sets) caratheodory_empty_continuous:
assumes f: "positive M f" "additive M f" and fin: "\A. A \ M \ f A \ \"
assumes cont: "\A. range A \ M \ decseq A \ (\i. A i) = {} \ (\i. f (A i)) \ 0"
shows "\\ :: 'a set \ ennreal. (\s \ M. \ s = f s) \ measure_space \ (sigma_sets \ M) \"
proof (intro caratheodory' empty_continuous_imp_countably_additive f)
show "\A\M. f A \ \" using fin by auto
qed (rule cont)
subsection \<open>Volumes\<close>
definition\<^marker>\<open>tag important\<close> volume :: "'a set set \<Rightarrow> ('a set \<Rightarrow> ennreal) \<Rightarrow> bool" where
"volume M f \
(f {} = 0) \<and> (\<forall>a\<in>M. 0 \<le> f a) \<and>
(\<forall>C\<subseteq>M. disjoint C \<longrightarrow> finite C \<longrightarrow> \<Union>C \<in> M \<longrightarrow> f (\<Union>C) = (\<Sum>c\<in>C. f c))"
lemma volumeI:
assumes "f {} = 0"
assumes "\a. a \ M \ 0 \ f a"
assumes "\C. C \ M \ disjoint C \ finite C \ \C \ M \ f (\C) = (\c\C. f c)"
shows "volume M f"
using assms by (auto simp: volume_def)
lemma volume_positive:
"volume M f \ a \ M \ 0 \ f a"
by (auto simp: volume_def)
lemma volume_empty:
"volume M f \ f {} = 0"
by (auto simp: volume_def)
proposition volume_finite_additive:
assumes "volume M f"
assumes A: "\i. i \ I \ A i \ M" "disjoint_family_on A I" "finite I" "\(A ` I) \ M"
shows "f (\(A ` I)) = (\i\I. f (A i))"
proof -
have "A`I \ M" "disjoint (A`I)" "finite (A`I)" "\(A`I) \ M"
using A by (auto simp: disjoint_family_on_disjoint_image)
with \<open>volume M f\<close> have "f (\<Union>(A`I)) = (\<Sum>a\<in>A`I. f a)"
unfolding volume_def by blast
also have "\ = (\i\I. f (A i))"
proof (subst sum.reindex_nontrivial)
fix i j assume "i \ I" "j \ I" "i \ j" "A i = A j"
with \<open>disjoint_family_on A I\<close> have "A i = {}"
by (auto simp: disjoint_family_on_def)
then show "f (A i) = 0"
using volume_empty[OF \<open>volume M f\<close>] by simp
qed (auto intro: \<open>finite I\<close>)
finally show "f (\(A ` I)) = (\i\I. f (A i))"
by simp
qed
lemma (in ring_of_sets) volume_additiveI:
assumes pos: "\a. a \ M \ 0 \ \ a"
assumes [simp]: "\ {} = 0"
assumes add: "\a b. a \ M \ b \ M \ a \ b = {} \ \ (a \ b) = \ a + \ b"
shows "volume M \"
proof (unfold volume_def, safe)
fix C assume "finite C" "C \ M" "disjoint C"
then show "\ (\C) = sum \ C"
proof (induct C)
case (insert c C)
from insert(1,2,4,5) have "\ (\(insert c C)) = \ c + \ (\C)"
by (auto intro!: add simp: disjoint_def)
with insert show ?case
by (simp add: disjoint_def)
qed simp
qed fact+
proposition (in semiring_of_sets) extend_volume:
assumes "volume M \"
shows "\\'. volume generated_ring \' \ (\a\M. \' a = \ a)"
proof -
let ?R = generated_ring
have "\a\?R. \m. \C\M. a = \C \ finite C \ disjoint C \ m = (\c\C. \ c)"
by (auto simp: generated_ring_def)
from bchoice[OF this] guess \<mu>' .. note \<mu>'_spec = this
{ fix C assume C: "C \ M" "finite C" "disjoint C"
fix D assume D: "D \ M" "finite D" "disjoint D"
assume "\C = \D"
have "(\d\D. \ d) = (\d\D. \c\C. \ (c \ d))"
proof (intro sum.cong refl)
fix d assume "d \ D"
have Un_eq_d: "(\c\C. c \ d) = d"
using \<open>d \<in> D\<close> \<open>\<Union>C = \<Union>D\<close> by auto
moreover have "\ (\c\C. c \ d) = (\c\C. \ (c \ d))"
proof (rule volume_finite_additive)
{ fix c assume "c \ C" then show "c \ d \ M"
using C D \<open>d \<in> D\<close> by auto }
show "(\a\C. a \ d) \ M"
unfolding Un_eq_d using \<open>d \<in> D\<close> D by auto
show "disjoint_family_on (\a. a \ d) C"
using \<open>disjoint C\<close> by (auto simp: disjoint_family_on_def disjoint_def)
qed fact+
ultimately show "\ d = (\c\C. \ (c \ d))" by simp
qed }
note split_sum = this
{ fix C assume C: "C \ M" "finite C" "disjoint C"
fix D assume D: "D \ M" "finite D" "disjoint D"
assume "\C = \D"
with split_sum[OF C D] split_sum[OF D C]
have "(\d\D. \ d) = (\c\C. \ c)"
by (simp, subst sum.swap, simp add: ac_simps) }
note sum_eq = this
{ fix C assume C: "C \ M" "finite C" "disjoint C"
then have "\C \ ?R" by (auto simp: generated_ring_def)
with \<mu>'_spec[THEN bspec, of "\<Union>C"]
obtain D where
D: "D \ M" "finite D" "disjoint D" "\C = \D" and "\' (\C) = (\d\D. \ d)"
by auto
with sum_eq[OF C D] have "\' (\C) = (\c\C. \ c)" by simp }
note \<mu>' = this
show ?thesis
proof (intro exI conjI ring_of_sets.volume_additiveI[OF generating_ring] ballI)
fix a assume "a \ M" with \'[of "{a}"] show "\' a = \ a"
by (simp add: disjoint_def)
next
fix a assume "a \ ?R" then guess Ca .. note Ca = this
with \<mu>'[of Ca] \<open>volume M \<mu>\<close>[THEN volume_positive]
show "0 \ \' a"
by (auto intro!: sum_nonneg)
next
show "\' {} = 0" using \'[of "{}"] by auto
next
fix a assume "a \ ?R" then guess Ca .. note Ca = this
fix b assume "b \ ?R" then guess Cb .. note Cb = this
assume "a \ b = {}"
with Ca Cb have "Ca \ Cb \ {{}}" by auto
then have C_Int_cases: "Ca \ Cb = {{}} \ Ca \ Cb = {}" by auto
from \<open>a \<inter> b = {}\<close> have "\<mu>' (\<Union>(Ca \<union> Cb)) = (\<Sum>c\<in>Ca \<union> Cb. \<mu> c)"
using Ca Cb by (intro \<mu>') (auto intro!: disjoint_union)
also have "\ = (\c\Ca \ Cb. \ c) + (\c\Ca \ Cb. \ c)"
using C_Int_cases volume_empty[OF \<open>volume M \<mu>\<close>] by (elim disjE) simp_all
also have "\ = (\c\Ca. \ c) + (\c\Cb. \ c)"
using Ca Cb by (simp add: sum.union_inter)
also have "\ = \' a + \' b"
using Ca Cb by (simp add: \<mu>')
finally show "\' (a \ b) = \' a + \' b"
using Ca Cb by simp
qed
qed
subsubsection\<^marker>\<open>tag important\<close> \<open>Caratheodory on semirings\<close>
theorem (in semiring_of_sets) caratheodory:
assumes pos: "positive M \" and ca: "countably_additive M \"
shows "\\' :: 'a set \ ennreal. (\s \ M. \' s = \ s) \ measure_space \ (sigma_sets \ M) \'"
proof -
have "volume M \"
proof (rule volumeI)
{ fix a assume "a \ M" then show "0 \ \ a"
using pos unfolding positive_def by auto }
note p = this
fix C assume sets_C: "C \ M" "\C \ M" and "disjoint C" "finite C"
have "\F'. bij_betw F' {..
by (rule finite_same_card_bij[OF _ \<open>finite C\<close>]) auto
then guess F' .. note F' = this
then have F': "C = F' ` {..< card C}" "inj_on F' {..< card C}"
by (auto simp: bij_betw_def)
{ fix i j assume *: "i < card C" "j < card C" "i \ j"
with F' have "F' i \<in> C" "F' j \<in> C" "F' i \<noteq> F' j"
unfolding inj_on_def by auto
with \<open>disjoint C\<close>[THEN disjointD]
have "F' i \ F' j = {}"
by auto }
note F'_disj = this
define F where "F i = (if i < card C then F' i else {})" for i
then have "disjoint_family F"
using F'_disj by (auto simp: disjoint_family_on_def)
moreover from F' have "(\i. F i) = \C"
by (auto simp add: F_def split: if_split_asm cong del: SUP_cong)
moreover have sets_F: "\i. F i \ M"
using F' sets_C by (auto simp: F_def)
moreover note sets_C
ultimately have "\ (\C) = (\i. \ (F i))"
using ca[unfolded countably_additive_def, THEN spec, of F] by auto
also have "\ = (\i (F' i))"
proof -
have "(\i. if i \ {..< card C} then \ (F' i) else 0) sums (\i (F' i))"
by (rule sums_If_finite_set) auto
also have "(\i. if i \ {..< card C} then \ (F' i) else 0) = (\i. \ (F i))"
using pos by (auto simp: positive_def F_def)
finally show "(\i. \ (F i)) = (\i (F' i))"
by (simp add: sums_iff)
qed
also have "\ = (\c\C. \ c)"
using F'(2) by (subst (2) F') (simp add: sum.reindex)
finally show "\ (\C) = (\c\C. \ c)" .
next
show "\ {} = 0"
using \<open>positive M \<mu>\<close> by (rule positiveD1)
qed
from extend_volume[OF this] obtain \<mu>_r where
V: "volume generated_ring \_r" "\a. a \ M \ \ a = \_r a"
by auto
interpret G: ring_of_sets \<Omega> generated_ring
by (rule generating_ring)
have pos: "positive generated_ring \_r"
using V unfolding positive_def by (auto simp: positive_def intro!: volume_positive volume_empty)
have "countably_additive generated_ring \_r"
proof (rule countably_additiveI)
fix A' :: "nat \ 'a set" assume A': "range A' \ generated_ring" "disjoint_family A'"
and Un_A: "(\i. A' i) \ generated_ring"
from generated_ringE[OF Un_A] guess C' . note C' = this
{ fix c assume "c \ C'"
moreover define A where [abs_def]: "A i = A' i \ c" for i
ultimately have A: "range A \ generated_ring" "disjoint_family A"
and Un_A: "(\i. A i) \ generated_ring"
using A' C'
by (auto intro!: G.Int G.finite_Union intro: generated_ringI_Basic simp: disjoint_family_on_def)
from A C' \c \ C'\ have UN_eq: "(\i. A i) = c"
by (auto simp: A_def)
have "\i::nat. \f::nat \ 'a set. \_r (A i) = (\j. \_r (f j)) \ disjoint_family f \ \(range f) = A i \ (\j. f j \ M)"
(is "\i. ?P i")
proof
fix i
from A have Ai: "A i \ generated_ring" by auto
from generated_ringE[OF this] guess C . note C = this
have "\F'. bij_betw F' {..
by (rule finite_same_card_bij[OF _ \<open>finite C\<close>]) auto
then guess F .. note F = this
define f where [abs_def]: "f i = (if i < card C then F i else {})" for i
then have f: "bij_betw f {..< card C} C"
by (intro bij_betw_cong[THEN iffD1, OF _ F]) auto
with C have "\j. f j \ M"
by (auto simp: Pi_iff f_def dest!: bij_betw_imp_funcset)
moreover
from f C have d_f: "disjoint_family_on f {..
by (intro disjoint_image_disjoint_family_on) (auto simp: bij_betw_def)
then have "disjoint_family f"
by (auto simp: disjoint_family_on_def f_def)
moreover
have Ai_eq: "A i = (\x
using f C Ai unfolding bij_betw_def by auto
then have "\(range f) = A i"
using f by (auto simp add: f_def)
moreover
{ have "(\j. \_r (f j)) = (\j. if j \ {..< card C} then \_r (f j) else 0)"
using volume_empty[OF V(1)] by (auto intro!: arg_cong[where f=suminf] simp: f_def)
also have "\ = (\j_r (f j))"
by (rule sums_If_finite_set[THEN sums_unique, symmetric]) simp
also have "\ = \_r (A i)"
using C f[THEN bij_betw_imp_funcset] unfolding Ai_eq
by (intro volume_finite_additive[OF V(1) _ d_f, symmetric])
(auto simp: Pi_iff Ai_eq intro: generated_ringI_Basic)
finally have "\_r (A i) = (\j. \_r (f j))" .. }
ultimately show "?P i"
by blast
qed
from choice[OF this] guess f .. note f = this
then have UN_f_eq: "(\i. case_prod f (prod_decode i)) = (\i. A i)"
unfolding UN_extend_simps surj_prod_decode by (auto simp: set_eq_iff)
have d: "disjoint_family (\i. case_prod f (prod_decode i))"
unfolding disjoint_family_on_def
proof (intro ballI impI)
fix m n :: nat assume "m \ n"
then have neq: "prod_decode m \ prod_decode n"
using inj_prod_decode[of UNIV] by (auto simp: inj_on_def)
show "case_prod f (prod_decode m) \ case_prod f (prod_decode n) = {}"
proof cases
assume "fst (prod_decode m) = fst (prod_decode n)"
then show ?thesis
using neq f by (fastforce simp: disjoint_family_on_def)
next
assume neq: "fst (prod_decode m) \ fst (prod_decode n)"
have "case_prod f (prod_decode m) \ A (fst (prod_decode m))"
"case_prod f (prod_decode n) \ A (fst (prod_decode n))"
using f[THEN spec, of "fst (prod_decode m)"]
using f[THEN spec, of "fst (prod_decode n)"]
by (auto simp: set_eq_iff)
with f A neq show ?thesis
by (fastforce simp: disjoint_family_on_def subset_eq set_eq_iff)
qed
qed
from f have "(\n. \_r (A n)) = (\n. \_r (case_prod f (prod_decode n)))"
by (intro suminf_ennreal_2dimen[symmetric] generated_ringI_Basic)
(auto split: prod.split)
also have "\ = (\n. \ (case_prod f (prod_decode n)))"
using f V(2) by (auto intro!: arg_cong[where f=suminf] split: prod.split)
also have "\ = \ (\i. case_prod f (prod_decode i))"
using f \<open>c \<in> C'\<close> C'
by (intro ca[unfolded countably_additive_def, rule_format])
(auto split: prod.split simp: UN_f_eq d UN_eq)
finally have "(\n. \_r (A' n \ c)) = \ c"
using UN_f_eq UN_eq by (simp add: A_def) }
note eq = this
have "(\n. \_r (A' n)) = (\n. \c\C'. \_r (A' n \ c))"
using C' A'
by (subst volume_finite_additive[symmetric, OF V(1)])
(auto simp: disjoint_def disjoint_family_on_def
intro!: G.Int G.finite_Union arg_cong[where f="\X. suminf (\i. \_r (X i))"] ext
intro: generated_ringI_Basic)
also have "\ = (\c\C'. \n. \_r (A' n \ c))"
using C' A'
by (intro suminf_sum G.Int G.finite_Union) (auto intro: generated_ringI_Basic)
also have "\ = (\c\C'. \_r c)"
using eq V C' by (auto intro!: sum.cong)
also have "\ = \_r (\C')"
using C' Un_A
by (subst volume_finite_additive[symmetric, OF V(1)])
(auto simp: disjoint_family_on_def disjoint_def
intro: generated_ringI_Basic)
finally show "(\n. \_r (A' n)) = \_r (\i. A' i)"
using C' by simp
qed
from G.caratheodory'[OF \positive generated_ring \_r\ \countably_additive generated_ring \_r\]
guess \<mu>' ..
with V show ?thesis
unfolding sigma_sets_generated_ring_eq
by (intro exI[of _ \<mu>']) (auto intro: generated_ringI_Basic)
qed
lemma extend_measure_caratheodory:
fixes G :: "'i \ 'a set"
assumes M: "M = extend_measure \ I G \"
assumes "i \ I"
assumes "semiring_of_sets \ (G ` I)"
assumes empty: "\i. i \ I \ G i = {} \ \ i = 0"
assumes inj: "\i j. i \ I \ j \ I \ G i = G j \ \ i = \ j"
assumes nonneg: "\i. i \ I \ 0 \ \ i"
assumes add: "\A::nat \ 'i. \j. A \ UNIV \ I \ j \ I \ disjoint_family (G \ A) \
(\<Union>i. G (A i)) = G j \<Longrightarrow> (\<Sum>n. \<mu> (A n)) = \<mu> j"
shows "emeasure M (G i) = \ i"
proof -
interpret semiring_of_sets \<Omega> "G ` I"
by fact
have "\g\G`I. \i\I. g = G i"
by auto
then obtain sel where sel: "\g. g \ G ` I \ sel g \ I" "\g. g \ G ` I \ G (sel g) = g"
by metis
have "\\'. (\s\G ` I. \' s = \ (sel s)) \ measure_space \ (sigma_sets \ (G ` I)) \'"
proof (rule caratheodory)
show "positive (G ` I) (\s. \ (sel s))"
by (auto simp: positive_def intro!: empty sel nonneg)
show "countably_additive (G ` I) (\s. \ (sel s))"
proof (rule countably_additiveI)
fix A :: "nat \ 'a set" assume "range A \ G ` I" "disjoint_family A" "(\i. A i) \ G ` I"
then show "(\i. \ (sel (A i))) = \ (sel (\i. A i))"
by (intro add) (auto simp: sel image_subset_iff_funcset comp_def Pi_iff intro!: sel)
qed
qed
then obtain \<mu>' where \<mu>': "\<forall>s\<in>G ` I. \<mu>' s = \<mu> (sel s)" "measure_space \<Omega> (sigma_sets \<Omega> (G ` I)) \<mu>'"
by metis
show ?thesis
proof (rule emeasure_extend_measure[OF M])
{ fix i assume "i \ I" then show "\' (G i) = \ i"
using \<mu>' by (auto intro!: inj sel) }
show "G ` I \ Pow \"
by (rule space_closed)
then show "positive (sets M) \'" "countably_additive (sets M) \'"
using \<mu>' by (simp_all add: M sets_extend_measure measure_space_def)
qed fact
qed
proposition extend_measure_caratheodory_pair:
fixes G :: "'i \ 'j \ 'a set"
assumes M: "M = extend_measure \ {(a, b). P a b} (\(a, b). G a b) (\(a, b). \ a b)"
assumes "P i j"
assumes semiring: "semiring_of_sets \ {G a b | a b. P a b}"
assumes empty: "\i j. P i j \ G i j = {} \ \ i j = 0"
assumes inj: "\i j k l. P i j \ P k l \ G i j = G k l \ \ i j = \ k l"
assumes nonneg: "\i j. P i j \ 0 \ \ i j"
assumes add: "\A::nat \ 'i. \B::nat \ 'j. \j k.
(\<And>n. P (A n) (B n)) \<Longrightarrow> P j k \<Longrightarrow> disjoint_family (\<lambda>n. G (A n) (B n)) \<Longrightarrow>
(\<Union>i. G (A i) (B i)) = G j k \<Longrightarrow> (\<Sum>n. \<mu> (A n) (B n)) = \<mu> j k"
shows "emeasure M (G i j) = \ i j"
proof -
have "emeasure M ((\(a, b). G a b) (i, j)) = (\(a, b). \ a b) (i, j)"
proof (rule extend_measure_caratheodory[OF M])
show "semiring_of_sets \ ((\(a, b). G a b) ` {(a, b). P a b})"
using semiring by (simp add: image_def conj_commute)
next
fix A :: "nat \ ('i \ 'j)" and j assume "A \ UNIV \ {(a, b). P a b}" "j \ {(a, b). P a b}"
"disjoint_family ((\(a, b). G a b) \ A)"
"(\i. case A i of (a, b) \ G a b) = (case j of (a, b) \ G a b)"
then show "(\n. case A n of (a, b) \ \ a b) = (case j of (a, b) \ \ a b)"
using add[of "\i. fst (A i)" "\i. snd (A i)" "fst j" "snd j"]
by (simp add: split_beta' comp_def Pi_iff)
qed (auto split: prod.splits intro: assms)
then show ?thesis by simp
qed
end
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