%------------------------------------------------------------------------------ % Scaffolding to connect Riemann and Lebesgue Integration % % Author: David Lester, Manchester University % % Using the proof given in AJ Weir, "Lebesgue Integration and Measure" % CUP, 1973. Pages 51-53. % % Version 1.0 1/5/09 Initial Version %------------------------------------------------------------------------------
zeroed?(f:[real->real]):bool = FORALL (x:real): x < a OR b < x => f(x) = 0
step?(f:[real->real]):bool = step_function?(a,b,f) AND zeroed?(f)
zeroed_bounded?(f:[real->real]):bool = sup_norm.bounded?(f) AND zeroed?(f)
IMPORTING
structures@fun_preds_partial[nat,step,
restrict[[real, real], [nat, nat], boolean](reals.<=),
(real_fun_orders.<=)]
P,P1,P2: VAR partition(a,b)
PS: VAR sequence[partition(a,b)]
epsilon: VAR posreal
X: VAR set[real]
g: VAR [real->real]
f,f1,f2: VAR bounded
phi,psi: VAR step
Phi: VAR (increasing?[nat,step,
restrict[[real, real], [nat, nat], boolean](reals.<=),
(real_fun_orders.<=)])
Psi: VAR (decreasing?[nat,step,
restrict[[real, real], [nat, nat], boolean](reals.<=),
(real_fun_orders.<=)])
% The following converts a partion (as defined in analysis@integral_def) % into a finite partition (as defined in integration@isf).
partition_to_finite_partition(P):finite_partition
= union(union(singleton({x | x < a}),
singleton({x | b < x})),
union({X | EXISTS (i:below(length(P))): X = singleton(seq(P)(i))},
{X | EXISTS (i:below(length(P)-1)):
X = {x | seq(P)(i) < x AND x < seq(P)(i+1)}}))
% Note carefully: the step functions defined in analysis@integral_def % are constant over OPEN intervals. They are therefore simple functions % (as defined in measure_theory@measure_space). % % Put simply: step_function? => simple?, but not vice versa. % % Consider f = phi(fullset[rational]) % Then simple?(phi({x | a <= x AND x <= b})*f), but % NOT step_function?(a,b,f)
riemann_lebesgue_step_isf: LEMMA
Integrable?(a,b,phi) AND isf?(phi) AND
Integral(a,b,phi) = isf_integral(phi)
riemann_lebesgue_step_integrable: LEMMA% A(ii) p51
Integrable?(a,b,phi) AND integrable?(phi) AND
Integral(a,b,phi) = integral(phi)
ii_of_x(P)(x:{x | a <= x AND x < b}): below(length(P)-1)
= choose[below(length(P)-1)]({ii:below(length(P)-1) |
seq(P)(ii) <= x AND x < seq(P)(ii+1)})
ii_of_x_def: LEMMAFORALL (x:{x | a <= x AND x < b},ii:below(length(P)-1)):
ii_of_x(P)(x) = ii IFF seq(P)(ii) <= x AND x < seq(P)(ii+1)
ii_of_x_prop: LEMMAFORALL (x,y:{x | a <= x AND x < b}):
ii_of_x(P)(x) = ii_of_x(P)(y) IFF EXISTS (ii:below(length(P)-1)):
seq(P)(ii) <= x AND x < seq(P)(ii+1) AND
seq(P)(ii) <= y AND y < seq(P)(ii+1)
part_set_of(P)(x:{x | a <= x AND x < b}):(nonempty?[real])
= {y | seq(P)(ii_of_x(P)(x)) < y AND y < seq(P)(ii_of_x(P)(x)+1)}
part_set_of_prop: LEMMA a <= x AND x < b AND
(NOTEXISTS (ii:below(length(P)-1)): x = seq(P)(ii))
=>
member[real](x,part_set_of(P)(x))
lower_step(f,P):step % C p52
= lambda x: IF x < a OR b < x THEN 0 ELSIF in_part?(a,b,P,x) OR x = b THEN f(x) ELSE inf(image(f,part_set_of(P)(x))) ENDIF
lower_step(f)(P):step = lower_step(f,P)
upper_step(f,P):step
= lambda x: IF x < a OR b < x THEN 0 ELSIF in_part?(a,b,P,x) OR x = b THEN f(x) ELSE sup(image(f,part_set_of(P)(x))) ENDIF
upper_step(f)(P):step = upper_step(f,P)
lower_step_prop: LEMMA lower_step(f,P) <= f
upper_step_prop: LEMMA f <= upper_step(f,P)
% Probably not needed..
lower_step_part: LEMMA step_function_on?(a,b,lower_step(f,P),P)
riemann_sequence: LEMMA% B p52
(FORALL n: Phi(n) <= f AND f <= Psi(n)) AND
convergence?(integral o (Psi-Phi),0) => EXISTS l: convergence?(integral o Psi, l) AND
convergence?(integral o Phi, l) AND
Integrable?(a,b,f) AND
Integral(a,b,f) = l
darboux: THEOREM% C p52-3
convergence?(part_norm o PS,0) =>
(convergence?(integral o lower_step(f) o PS, lower_riemann_integral(f)) AND
convergence?(integral o upper_step(f) o PS, upper_riemann_integral(f)))
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