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Datei: Bochner_Integration.thy Sprache: Isabelle

Original von: Isabelle^©

(*  Title:      HOL/Analysis/Bochner_Integration.thy
    Author:     Johannes Hölzl, TU München
*)

section \<open>Bochner Integration for Vector-Valued Functions\<close>

theory Bochner_Integration
  imports Finite_Product_Measure
begin

text \<open>

In the following development of the Bochner integral we use second countable topologies instead
of separable spaces. A second countable topology is also separable.

\<close>

proposition borel_measurable_implies_sequence_metric:
  fixes f :: "'a \ 'b :: {metric_space, second_countable_topology}"
  assumes [measurable]: "f \ borel_measurable M"
  shows "\F. (\i. simple_function M (F i)) \ (\x\space M. (\i. F i x) \ f x) \
    (\<forall>i. \<forall>x\<in>space M. dist (F i x) z \<le> 2 * dist (f x) z)"
proof -
  obtain D :: "'b set" where "countable D" and D: "\X. open X \ X \ {} \ \d\D. d \ X"
    by (erule countable_dense_setE)

  define e where "e = from_nat_into D"
  { fix n x
    obtain d where "d \ D" and d: "d \ ball x (1 / Suc n)"
      using D[of "ball x (1 / Suc n)"] by auto
    from \<open>d \<in> D\<close> D[of UNIV] \<open>countable D\<close> obtain i where "d = e i"
      unfolding e_def by (auto dest: from_nat_into_surj)
    with d have "\i. dist x (e i) < 1 / Suc n"
      by auto }
  note e = this

  define A where [abs_def]: "A m n =
    {x\<in>space M. dist (f x) (e n) < 1 / (Suc m) \<and> 1 / (Suc m) \<le> dist (f x) z}" for m n
  define B where [abs_def]: "B m = disjointed (A m)" for m

  define m where [abs_def]: "m N x = Max {m. m \ N \ x \ (\n\N. B m n)}" for N x
  define F where [abs_def]: "F N x =
    (if (\<exists>m\<le>N. x \<in> (\<Union>n\<le>N. B m n)) \<and> (\<exists>n\<le>N. x \<in> B (m N x) n)
     then e (LEAST n. x \<in> B (m N x) n) else z)" for N x

  have B_imp_A[intro, simp]: "\x m n. x \ B m n \ x \ A m n"
    using disjointed_subset[of "A m" for m] unfolding B_def by auto

  { fix m
    have "\n. A m n \ sets M"
      by (auto simp: A_def)
    then have "\n. B m n \ sets M"
      using sets.range_disjointed_sets[of "A m" M] by (auto simp: B_def) }
  note this[measurable]

  { fix N i x assume "\m\N. x \ (\n\N. B m n)"
    then have "m N x \ {m::nat. m \ N \ x \ (\n\N. B m n)}"
      unfolding m_def by (intro Max_in) auto
    then have "m N x \ N" "\n\N. x \ B (m N x) n"
      by auto }
  note m = this

  { fix j N i x assume "j \ N" "i \ N" "x \ B j i"
    then have "j \ m N x"
      unfolding m_def by (intro Max_ge) auto }
  note m_upper = this

  show ?thesis
    unfolding simple_function_def
  proof (safe intro!: exI[of _ F])
    have [measurable]: "\i. F i \ borel_measurable M"
      unfolding F_def m_def by measurable
    show "\x i. F i -` {x} \ space M \ sets M"
      by measurable

    { fix i
      { fix n x assume "x \ B (m i x) n"
        then have "(LEAST n. x \ B (m i x) n) \ n"
          by (intro Least_le)
        also assume "n \ i"
        finally have "(LEAST n. x \ B (m i x) n) \ i" . }
      then have "F i ` space M \ {z} \ e ` {.. i}"
        by (auto simp: F_def)
      then show "finite (F i ` space M)"
        by (rule finite_subset) auto }

    { fix N i n x assume "i \ N" "n \ N" "x \ B i n"
      then have 1: "\m\N. x \ (\n\N. B m n)" by auto
      from m[OF this] obtain n where n: "m N x \ N" "n \ N" "x \ B (m N x) n" by auto
      moreover
      define L where "L = (LEAST n. x \ B (m N x) n)"
      have "dist (f x) (e L) < 1 / Suc (m N x)"
      proof -
        have "x \ B (m N x) L"
          using n(3) unfolding L_def by (rule LeastI)
        then have "x \ A (m N x) L"
          by auto
        then show ?thesis
          unfolding A_def by simp
      qed
      ultimately have "dist (f x) (F N x) < 1 / Suc (m N x)"
        by (auto simp add: F_def L_def) }
    note * = this

    fix x assume "x \ space M"
    show "(\i. F i x) \ f x"
    proof cases
      assume "f x = z"
      then have "\i n. x \ A i n"
        unfolding A_def by auto
      then have "\i. F i x = z"
        by (auto simp: F_def)
      then show ?thesis
        using \<open>f x = z\<close> by auto
    next
      assume "f x \ z"

      show ?thesis
      proof (rule tendstoI)
        fix e :: real assume "0 < e"
        with \<open>f x \<noteq> z\<close> obtain n where "1 / Suc n < e" "1 / Suc n < dist (f x) z"
          by (metis dist_nz order_less_trans neq_iff nat_approx_posE)
        with \<open>x\<in>space M\<close> \<open>f x \<noteq> z\<close> have "x \<in> (\<Union>i. B n i)"
          unfolding A_def B_def UN_disjointed_eq using e by auto
        then obtain i where i: "x \ B n i" by auto

        show "eventually (\i. dist (F i x) (f x) < e) sequentially"
          using eventually_ge_at_top[of "max n i"]
        proof eventually_elim
          fix j assume j: "max n i \ j"
          with i have "dist (f x) (F j x) < 1 / Suc (m j x)"
            by (intro *[OF _ _ i]) auto
          also have "\ \ 1 / Suc n"
            using j m_upper[OF _ _ i]
            by (auto simp: field_simps)
          also note \<open>1 / Suc n < e\<close>
          finally show "dist (F j x) (f x) < e"
            by (simp add: less_imp_le dist_commute)
        qed
      qed
    qed
    fix i
    { fix n m assume "x \ A n m"
      then have "dist (e m) (f x) + dist (f x) z \ 2 * dist (f x) z"
        unfolding A_def by (auto simp: dist_commute)
      also have "dist (e m) z \ dist (e m) (f x) + dist (f x) z"
        by (rule dist_triangle)
      finally (xtrans) have "dist (e m) z \ 2 * dist (f x) z" . }
    then show "dist (F i x) z \ 2 * dist (f x) z"
      unfolding F_def
      apply auto
      apply (rule LeastI2)
      apply auto
      done
  qed
qed

lemma
  fixes f :: "'a \ 'b::semiring_1" assumes "finite A"
  shows sum_mult_indicator[simp]: "(\x \ A. f x * indicator (B x) (g x)) = (\x\{x\A. g x \ B x}. f x)"
  and sum_indicator_mult[simp]: "(\x \ A. indicator (B x) (g x) * f x) = (\x\{x\A. g x \ B x}. f x)"
  unfolding indicator_def
  using assms by (auto intro!: sum.mono_neutral_cong_right split: if_split_asm)

lemma borel_measurable_induct_real[consumes 2, case_names set mult add seq]:
  fixes P :: "('a \ real) \ bool"
  assumes u: "u \ borel_measurable M" "\x. 0 \ u x"
  assumes set: "\A. A \ sets M \ P (indicator A)"
  assumes mult: "\u c. 0 \ c \ u \ borel_measurable M \ (\x. 0 \ u x) \ P u \ P (\x. c * u x)"
  assumes add: "\u v. u \ borel_measurable M \ (\x. 0 \ u x) \ P u \ v \ borel_measurable M \ (\x. 0 \ v x) \ (\x. x \ space M \ u x = 0 \ v x = 0) \ P v \ P (\x. v x + u x)"
  assumes seq: "\U. (\i. U i \ borel_measurable M) \ (\i x. 0 \ U i x) \ (\i. P (U i)) \ incseq U \ (\x. x \ space M \ (\i. U i x) \ u x) \ P u"
  shows "P u"
proof -
  have "(\x. ennreal (u x)) \ borel_measurable M" using u by auto
  from borel_measurable_implies_simple_function_sequence'[OF this]
  obtain U where U: "\i. simple_function M (U i)" "incseq U" "\i x. U i x < top" and
    sup: "\x. (SUP i. U i x) = ennreal (u x)"
    by blast

  define U' where [abs_def]: "U' i x = indicator (space M) x * enn2real (U i x)" for i x
  then have U'_sf[measurable]: "\i. simple_function M (U' i)"
    using U by (auto intro!: simple_function_compose1[where g=enn2real])

  show "P u"
  proof (rule seq)
    show U': "U' i \<in> borel_measurable M" "\<And>x. 0 \<le> U' i x" for i
      using U by (auto
          intro: borel_measurable_simple_function
          intro!: borel_measurable_enn2real borel_measurable_times
          simp: U'_def zero_le_mult_iff)
    show "incseq U'"
      using U(2,3)
      by (auto simp: incseq_def le_fun_def image_iff eq_commute U'_def indicator_def enn2real_mono)

    fix x assume x: "x \ space M"
    have "(\i. U i x) \ (SUP i. U i x)"
      using U(2) by (intro LIMSEQ_SUP) (auto simp: incseq_def le_fun_def)
    moreover have "(\i. U i x) = (\i. ennreal (U' i x))"
      using x U(3) by (auto simp: fun_eq_iff U'_def image_iff eq_commute)
    moreover have "(SUP i. U i x) = ennreal (u x)"
      using sup u(2) by (simp add: max_def)
    ultimately show "(\i. U' i x) \ u x"
      using u U' by simp
  next
    fix i
    have "U' i ` space M \ enn2real ` (U i ` space M)" "finite (U i ` space M)"
      unfolding U'_def using U(1) by (auto dest: simple_functionD)
    then have fin: "finite (U' i ` space M)"
      by (metis finite_subset finite_imageI)
    moreover have "\z. {y. U' i z = y \ y \ U' i ` space M \ z \ space M} = (if z \ space M then {U' i z} else {})"
      by auto
    ultimately have U': "(\z. \y\U' i`space M. y * indicator {x\space M. U' i x = y} z) = U' i"
      by (simp add: U'_def fun_eq_iff)
    have "\x. x \ U' i ` space M \ 0 \ x"
      by (auto simp: U'_def)
    with fin have "P (\z. \y\U' i`space M. y * indicator {x\space M. U' i x = y} z)"
    proof induct
      case empty from set[of "{}"] show ?case
        by (simp add: indicator_def[abs_def])
    next
      case (insert x F)
      from insert.prems have nonneg: "x \ 0" "\y. y \ F \ y \ 0"
        by simp_all
      hence *: "P (\xa. x * indicat_real {x' \ space M. U' i x' = x} xa)"
        by (intro mult set) auto
      have "P (\z. x * indicat_real {x' \ space M. U' i x' = x} z +
                   (\<Sum>y\<in>F. y * indicat_real {x \<in> space M. U' i x = y} z))"
        using insert(1-3)
        by (intro add * sum_nonneg mult_nonneg_nonneg)
           (auto simp: nonneg indicator_def sum_nonneg_eq_0_iff)
      thus ?case
        using insert.hyps by (subst sum.insert) auto
    qed
    with U' show "P (U' i)" by simp
  qed
qed

lemma scaleR_cong_right:
  fixes x :: "'a :: real_vector"
  shows "(x \ 0 \ r = p) \ r *\<^sub>R x = p *\<^sub>R x"
  by (cases "x = 0") auto

inductive simple_bochner_integrable :: "'a measure \ ('a \ 'b::real_vector) \ bool" for M f where
  "simple_function M f \ emeasure M {y\space M. f y \ 0} \ \ \
    simple_bochner_integrable M f"

lemma simple_bochner_integrable_compose2:
  assumes p_0: "p 0 0 = 0"
  shows "simple_bochner_integrable M f \ simple_bochner_integrable M g \
    simple_bochner_integrable M (\<lambda>x. p (f x) (g x))"
proof (safe intro!: simple_bochner_integrable.intros elim!: simple_bochner_integrable.cases del: notI)
  assume sf: "simple_function M f" "simple_function M g"
  then show "simple_function M (\x. p (f x) (g x))"
    by (rule simple_function_compose2)

  from sf have [measurable]:
      "f \ measurable M (count_space UNIV)"
      "g \ measurable M (count_space UNIV)"
    by (auto intro: measurable_simple_function)

  assume fin: "emeasure M {y \ space M. f y \ 0} \ \" "emeasure M {y \ space M. g y \ 0} \ \"

  have "emeasure M {x\space M. p (f x) (g x) \ 0} \
      emeasure M ({x\<in>space M. f x \<noteq> 0} \<union> {x\<in>space M. g x \<noteq> 0})"
    by (intro emeasure_mono) (auto simp: p_0)
  also have "\ \ emeasure M {x\space M. f x \ 0} + emeasure M {x\space M. g x \ 0}"
    by (intro emeasure_subadditive) auto
  finally show "emeasure M {y \ space M. p (f y) (g y) \ 0} \ \"
    using fin by (auto simp: top_unique)
qed

lemma simple_function_finite_support:
  assumes f: "simple_function M f" and fin: "(\\<^sup>+x. f x \M) < \" and nn: "\x. 0 \ f x"
  shows "emeasure M {x\space M. f x \ 0} \ \"
proof cases
  from f have meas[measurable]: "f \ borel_measurable M"
    by (rule borel_measurable_simple_function)

  assume non_empty: "\x\space M. f x \ 0"

  define m where "m = Min (f`space M - {0})"
  have "m \ f`space M - {0}"
    unfolding m_def using f non_empty by (intro Min_in) (auto simp: simple_function_def)
  then have m: "0 < m"
    using nn by (auto simp: less_le)

  from m have "m * emeasure M {x\space M. 0 \ f x} =
    (\<integral>\<^sup>+x. m * indicator {x\<in>space M. 0 \<noteq> f x} x \<partial>M)"
    using f by (intro nn_integral_cmult_indicator[symmetric]) auto
  also have "\ \ (\\<^sup>+x. f x \M)"
    using AE_space
  proof (intro nn_integral_mono_AE, eventually_elim)
    fix x assume "x \ space M"
    with nn show "m * indicator {x \ space M. 0 \ f x} x \ f x"
      using f by (auto split: split_indicator simp: simple_function_def m_def)
  qed
  also note \<open>\<dots> < \<infinity>\<close>
  finally show ?thesis
    using m by (auto simp: ennreal_mult_less_top)
next
  assume "\ (\x\space M. f x \ 0)"
  with nn have *: "{x\space M. f x \ 0} = {}"
    by auto
  show ?thesis unfolding * by simp
qed

lemma simple_bochner_integrableI_bounded:
  assumes f: "simple_function M f" and fin: "(\\<^sup>+x. norm (f x) \M) < \"
  shows "simple_bochner_integrable M f"
proof
  have "emeasure M {y \ space M. ennreal (norm (f y)) \ 0} \ \"
  proof (rule simple_function_finite_support)
    show "simple_function M (\x. ennreal (norm (f x)))"
      using f by (rule simple_function_compose1)
    show "(\\<^sup>+ y. ennreal (norm (f y)) \M) < \" by fact
  qed simp
  then show "emeasure M {y \ space M. f y \ 0} \ \" by simp
qed fact

definition\<^marker>\<open>tag important\<close> simple_bochner_integral :: "'a measure \<Rightarrow> ('a \<Rightarrow> 'b::real_vector) \<Rightarrow> 'b" where
  "simple_bochner_integral M f = (\y\f`space M. measure M {x\space M. f x = y} *\<^sub>R y)"

proposition simple_bochner_integral_partition:
  assumes f: "simple_bochner_integrable M f" and g: "simple_function M g"
  assumes sub: "\x y. x \ space M \ y \ space M \ g x = g y \ f x = f y"
  assumes v: "\x. x \ space M \ f x = v (g x)"
  shows "simple_bochner_integral M f = (\y\g ` space M. measure M {x\space M. g x = y} *\<^sub>R v y)"
    (is "_ = ?r")
proof -
  from f g have [simp]: "finite (f`space M)" "finite (g`space M)"
    by (auto simp: simple_function_def elim: simple_bochner_integrable.cases)

  from f have [measurable]: "f \ measurable M (count_space UNIV)"
    by (auto intro: measurable_simple_function elim: simple_bochner_integrable.cases)

  from g have [measurable]: "g \ measurable M (count_space UNIV)"
    by (auto intro: measurable_simple_function elim: simple_bochner_integrable.cases)

  { fix y assume "y \ space M"
    then have "f ` space M \ {i. \x\space M. i = f x \ g y = g x} = {v (g y)}"
      by (auto cong: sub simp: v[symmetric]) }
  note eq = this

  have "simple_bochner_integral M f =
    (\<Sum>y\<in>f`space M. (\<Sum>z\<in>g`space M.
      if \<exists>x\<in>space M. y = f x \<and> z = g x then measure M {x\<in>space M. g x = z} else 0) *\<^sub>R y)"
    unfolding simple_bochner_integral_def
  proof (safe intro!: sum.cong scaleR_cong_right)
    fix y assume y: "y \ space M" "f y \ 0"
    have [simp]: "g ` space M \ {z. \x\space M. f y = f x \ z = g x} =
        {z. \<exists>x\<in>space M. f y = f x \<and> z = g x}"
      by auto
    have eq:"{x \ space M. f x = f y} =
        (\<Union>i\<in>{z. \<exists>x\<in>space M. f y = f x \<and> z = g x}. {x \<in> space M. g x = i})"
      by (auto simp: eq_commute cong: sub rev_conj_cong)
    have "finite (g`space M)" by simp
    then have "finite {z. \x\space M. f y = f x \ z = g x}"
      by (rule rev_finite_subset) auto
    moreover
    { fix x assume "x \ space M" "f x = f y"
      then have "x \ space M" "f x \ 0"
        using y by auto
      then have "emeasure M {y \ space M. g y = g x} \ emeasure M {y \ space M. f y \ 0}"
        by (auto intro!: emeasure_mono cong: sub)
      then have "emeasure M {xa \ space M. g xa = g x} < \"
        using f by (auto simp: simple_bochner_integrable.simps less_top) }
    ultimately
    show "measure M {x \ space M. f x = f y} =
      (\<Sum>z\<in>g ` space M. if \<exists>x\<in>space M. f y = f x \<and> z = g x then measure M {x \<in> space M. g x = z} else 0)"
      apply (simp add: sum.If_cases eq)
      apply (subst measure_finite_Union[symmetric])
      apply (auto simp: disjoint_family_on_def less_top)
      done
  qed
  also have "\ = (\y\f`space M. (\z\g`space M.
      if \<exists>x\<in>space M. y = f x \<and> z = g x then measure M {x\<in>space M. g x = z} *\<^sub>R y else 0))"
    by (auto intro!: sum.cong simp: scaleR_sum_left)
  also have "\ = ?r"
    by (subst sum.swap)
       (auto intro!: sum.cong simp: sum.If_cases scaleR_sum_right[symmetric] eq)
  finally show "simple_bochner_integral M f = ?r" .
qed

lemma simple_bochner_integral_add:
  assumes f: "simple_bochner_integrable M f" and g: "simple_bochner_integrable M g"
  shows "simple_bochner_integral M (\x. f x + g x) =
    simple_bochner_integral M f + simple_bochner_integral M g"
proof -
  from f g have "simple_bochner_integral M (\x. f x + g x) =
    (\<Sum>y\<in>(\<lambda>x. (f x, g x)) ` space M. measure M {x \<in> space M. (f x, g x) = y} *\<^sub>R (fst y + snd y))"
    by (intro simple_bochner_integral_partition)
       (auto simp: simple_bochner_integrable_compose2 elim: simple_bochner_integrable.cases)
  moreover from f g have "simple_bochner_integral M f =
    (\<Sum>y\<in>(\<lambda>x. (f x, g x)) ` space M. measure M {x \<in> space M. (f x, g x) = y} *\<^sub>R fst y)"
    by (intro simple_bochner_integral_partition)
       (auto simp: simple_bochner_integrable_compose2 elim: simple_bochner_integrable.cases)
  moreover from f g have "simple_bochner_integral M g =
    (\<Sum>y\<in>(\<lambda>x. (f x, g x)) ` space M. measure M {x \<in> space M. (f x, g x) = y} *\<^sub>R snd y)"
    by (intro simple_bochner_integral_partition)
       (auto simp: simple_bochner_integrable_compose2 elim: simple_bochner_integrable.cases)
  ultimately show ?thesis
    by (simp add: sum.distrib[symmetric] scaleR_add_right)
qed

lemma simple_bochner_integral_linear:
  assumes "linear f"
  assumes g: "simple_bochner_integrable M g"
  shows "simple_bochner_integral M (\x. f (g x)) = f (simple_bochner_integral M g)"
proof -
  interpret linear f by fact
  from g have "simple_bochner_integral M (\x. f (g x)) =
    (\<Sum>y\<in>g ` space M. measure M {x \<in> space M. g x = y} *\<^sub>R f y)"
    by (intro simple_bochner_integral_partition)
       (auto simp: simple_bochner_integrable_compose2[where p="\x y. f x"]
             elim: simple_bochner_integrable.cases)
  also have "\ = f (simple_bochner_integral M g)"
    by (simp add: simple_bochner_integral_def sum scale)
  finally show ?thesis .
qed

lemma simple_bochner_integral_minus:
  assumes f: "simple_bochner_integrable M f"
  shows "simple_bochner_integral M (\x. - f x) = - simple_bochner_integral M f"
proof -
  from linear_uminus f show ?thesis
    by (rule simple_bochner_integral_linear)
qed

lemma simple_bochner_integral_diff:
  assumes f: "simple_bochner_integrable M f" and g: "simple_bochner_integrable M g"
  shows "simple_bochner_integral M (\x. f x - g x) =
    simple_bochner_integral M f - simple_bochner_integral M g"
  unfolding diff_conv_add_uminus using f g
  by (subst simple_bochner_integral_add)
     (auto simp: simple_bochner_integral_minus simple_bochner_integrable_compose2[where p="\x y. - y"])

lemma simple_bochner_integral_norm_bound:
  assumes f: "simple_bochner_integrable M f"
  shows "norm (simple_bochner_integral M f) \ simple_bochner_integral M (\x. norm (f x))"
proof -
  have "norm (simple_bochner_integral M f) \
    (\<Sum>y\<in>f ` space M. norm (measure M {x \<in> space M. f x = y} *\<^sub>R y))"
    unfolding simple_bochner_integral_def by (rule norm_sum)
  also have "\ = (\y\f ` space M. measure M {x \ space M. f x = y} *\<^sub>R norm y)"
    by simp
  also have "\ = simple_bochner_integral M (\x. norm (f x))"
    using f
    by (intro simple_bochner_integral_partition[symmetric])
       (auto intro: f simple_bochner_integrable_compose2 elim: simple_bochner_integrable.cases)
  finally show ?thesis .
qed

lemma simple_bochner_integral_nonneg[simp]:
  fixes f :: "'a \ real"
  shows "(\x. 0 \ f x) \ 0 \ simple_bochner_integral M f"
  by (force simp add: simple_bochner_integral_def intro: sum_nonneg)

lemma simple_bochner_integral_eq_nn_integral:
  assumes f: "simple_bochner_integrable M f" "\x. 0 \ f x"
  shows "simple_bochner_integral M f = (\\<^sup>+x. f x \M)"
proof -
  { fix x y z have "(x \ 0 \ y = z) \ ennreal x * y = ennreal x * z"
      by (cases "x = 0") (auto simp: zero_ennreal_def[symmetric]) }
  note ennreal_cong_mult = this

  have [measurable]: "f \ borel_measurable M"
    using f(1) by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)

  { fix y assume y: "y \ space M" "f y \ 0"
    have "ennreal (measure M {x \ space M. f x = f y}) = emeasure M {x \ space M. f x = f y}"
    proof (rule emeasure_eq_ennreal_measure[symmetric])
      have "emeasure M {x \ space M. f x = f y} \ emeasure M {x \ space M. f x \ 0}"
        using y by (intro emeasure_mono) auto
      with f show "emeasure M {x \ space M. f x = f y} \ top"
        by (auto simp: simple_bochner_integrable.simps top_unique)
    qed
    moreover have "{x \ space M. f x = f y} = (\x. ennreal (f x)) -` {ennreal (f y)} \ space M"
      using f by auto
    ultimately have "ennreal (measure M {x \ space M. f x = f y}) =
          emeasure M ((\<lambda>x. ennreal (f x)) -` {ennreal (f y)} \<inter> space M)" by simp }
  with f have "simple_bochner_integral M f = (\\<^sup>Sx. f x \M)"
    unfolding simple_integral_def
    by (subst simple_bochner_integral_partition[OF f(1), where g="\x. ennreal (f x)" and v=enn2real])
       (auto intro: f simple_function_compose1 elim: simple_bochner_integrable.cases
             intro!: sum.cong ennreal_cong_mult
             simp: ac_simps ennreal_mult
             simp flip: sum_ennreal)
  also have "\ = (\\<^sup>+x. f x \M)"
    using f
    by (intro nn_integral_eq_simple_integral[symmetric])
       (auto simp: simple_function_compose1 simple_bochner_integrable.simps)
  finally show ?thesis .
qed

lemma simple_bochner_integral_bounded:
  fixes f :: "'a \ 'b::{real_normed_vector, second_countable_topology}"
  assumes f[measurable]: "f \ borel_measurable M"
  assumes s: "simple_bochner_integrable M s" and t: "simple_bochner_integrable M t"
  shows "ennreal (norm (simple_bochner_integral M s - simple_bochner_integral M t)) \
    (\<integral>\<^sup>+ x. norm (f x - s x) \<partial>M) + (\<integral>\<^sup>+ x. norm (f x - t x) \<partial>M)"
    (is "ennreal (norm (?s - ?t)) \ ?S + ?T")
proof -
  have [measurable]: "s \ borel_measurable M" "t \ borel_measurable M"
    using s t by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)

  have "ennreal (norm (?s - ?t)) = norm (simple_bochner_integral M (\x. s x - t x))"
    using s t by (subst simple_bochner_integral_diff) auto
  also have "\ \ simple_bochner_integral M (\x. norm (s x - t x))"
    using simple_bochner_integrable_compose2[of "(-)" M "s" "t"] s t
    by (auto intro!: simple_bochner_integral_norm_bound)
  also have "\ = (\\<^sup>+x. norm (s x - t x) \M)"
    using simple_bochner_integrable_compose2[of "\x y. norm (x - y)" M "s" "t"] s t
    by (auto intro!: simple_bochner_integral_eq_nn_integral)
  also have "\ \ (\\<^sup>+x. ennreal (norm (f x - s x)) + ennreal (norm (f x - t x)) \M)"
    by (auto intro!: nn_integral_mono simp flip: ennreal_plus)
       (metis (erased, hide_lams) add_diff_cancel_left add_diff_eq diff_add_eq order_trans
              norm_minus_commute norm_triangle_ineq4 order_refl)
  also have "\ = ?S + ?T"
   by (rule nn_integral_add) auto
  finally show ?thesis .
qed

inductive has_bochner_integral :: "'a measure \ ('a \ 'b) \ 'b::{real_normed_vector, second_countable_topology} \ bool"
  for M f x where
  "f \ borel_measurable M \
    (\<And>i. simple_bochner_integrable M (s i)) \<Longrightarrow>
    (\<lambda>i. \<integral>\<^sup>+x. norm (f x - s i x) \<partial>M) \<longlonglongrightarrow> 0 \<Longrightarrow>
    (\<lambda>i. simple_bochner_integral M (s i)) \<longlonglongrightarrow> x \<Longrightarrow>
    has_bochner_integral M f x"

lemma has_bochner_integral_cong:
  assumes "M = N" "\x. x \ space N \ f x = g x" "x = y"
  shows "has_bochner_integral M f x \ has_bochner_integral N g y"
  unfolding has_bochner_integral.simps assms(1,3)
  using assms(2) by (simp cong: measurable_cong_simp nn_integral_cong_simp)

lemma has_bochner_integral_cong_AE:
  "f \ borel_measurable M \ g \ borel_measurable M \ (AE x in M. f x = g x) \
    has_bochner_integral M f x \<longleftrightarrow> has_bochner_integral M g x"
  unfolding has_bochner_integral.simps
  by (intro arg_cong[where f=Ex] ext conj_cong rev_conj_cong refl arg_cong[where f="\x. x \ 0"]
            nn_integral_cong_AE)
     auto

lemma borel_measurable_has_bochner_integral:
  "has_bochner_integral M f x \ f \ borel_measurable M"
  by (rule has_bochner_integral.cases)

lemma borel_measurable_has_bochner_integral'[measurable_dest]:
  "has_bochner_integral M f x \ g \ measurable N M \ (\x. f (g x)) \ borel_measurable N"
  using borel_measurable_has_bochner_integral[measurable] by measurable

lemma has_bochner_integral_simple_bochner_integrable:
  "simple_bochner_integrable M f \ has_bochner_integral M f (simple_bochner_integral M f)"
  by (rule has_bochner_integral.intros[where s="\_. f"])
     (auto intro: borel_measurable_simple_function
           elim: simple_bochner_integrable.cases
           simp: zero_ennreal_def[symmetric])

lemma has_bochner_integral_real_indicator:
  assumes [measurable]: "A \ sets M" and A: "emeasure M A < \"
  shows "has_bochner_integral M (indicator A) (measure M A)"
proof -
  have sbi: "simple_bochner_integrable M (indicator A::'a \ real)"
  proof
    have "{y \ space M. (indicator A y::real) \ 0} = A"
      using sets.sets_into_space[OF \<open>A\<in>sets M\<close>] by (auto split: split_indicator)
    then show "emeasure M {y \ space M. (indicator A y::real) \ 0} \ \"
      using A by auto
  qed (rule simple_function_indicator assms)+
  moreover have "simple_bochner_integral M (indicator A) = measure M A"
    using simple_bochner_integral_eq_nn_integral[OF sbi] A
    by (simp add: ennreal_indicator emeasure_eq_ennreal_measure)
  ultimately show ?thesis
    by (metis has_bochner_integral_simple_bochner_integrable)
qed

lemma has_bochner_integral_add[intro]:
  "has_bochner_integral M f x \ has_bochner_integral M g y \
    has_bochner_integral M (\<lambda>x. f x + g x) (x + y)"
proof (safe intro!: has_bochner_integral.intros elim!: has_bochner_integral.cases)
  fix sf sg
  assume f_sf: "(\i. \\<^sup>+ x. norm (f x - sf i x) \M) \ 0"
  assume g_sg: "(\i. \\<^sup>+ x. norm (g x - sg i x) \M) \ 0"

  assume sf: "\i. simple_bochner_integrable M (sf i)"
    and sg: "\i. simple_bochner_integrable M (sg i)"
  then have [measurable]: "\i. sf i \ borel_measurable M" "\i. sg i \ borel_measurable M"
    by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)
  assume [measurable]: "f \ borel_measurable M" "g \ borel_measurable M"

  show "\i. simple_bochner_integrable M (\x. sf i x + sg i x)"
    using sf sg by (simp add: simple_bochner_integrable_compose2)

  show "(\i. \\<^sup>+ x. (norm (f x + g x - (sf i x + sg i x))) \M) \ 0"
    (is "?f \ 0")
  proof (rule tendsto_sandwich)
    show "eventually (\n. 0 \ ?f n) sequentially" "(\_. 0) \ 0"
      by auto
    show "eventually (\i. ?f i \ (\\<^sup>+ x. (norm (f x - sf i x)) \M) + \\<^sup>+ x. (norm (g x - sg i x)) \M) sequentially"
      (is "eventually (\i. ?f i \ ?g i) sequentially")
    proof (intro always_eventually allI)
      fix i have "?f i \ (\\<^sup>+ x. (norm (f x - sf i x)) + ennreal (norm (g x - sg i x)) \M)"
        by (auto intro!: nn_integral_mono norm_diff_triangle_ineq
                 simp flip: ennreal_plus)
      also have "\ = ?g i"
        by (intro nn_integral_add) auto
      finally show "?f i \ ?g i" .
    qed
    show "?g \ 0"
      using tendsto_add[OF f_sf g_sg] by simp
  qed
qed (auto simp: simple_bochner_integral_add tendsto_add)

lemma has_bochner_integral_bounded_linear:
  assumes "bounded_linear T"
  shows "has_bochner_integral M f x \ has_bochner_integral M (\x. T (f x)) (T x)"
proof (safe intro!: has_bochner_integral.intros elim!: has_bochner_integral.cases)
  interpret T: bounded_linear T by fact
  have [measurable]: "T \ borel_measurable borel"
    by (intro borel_measurable_continuous_onI T.continuous_on continuous_on_id)
  assume [measurable]: "f \ borel_measurable M"
  then show "(\x. T (f x)) \ borel_measurable M"
    by auto

  fix s assume f_s: "(\i. \\<^sup>+ x. norm (f x - s i x) \M) \ 0"
  assume s: "\i. simple_bochner_integrable M (s i)"
  then show "\i. simple_bochner_integrable M (\x. T (s i x))"
    by (auto intro: simple_bochner_integrable_compose2 T.zero)

  have [measurable]: "\i. s i \ borel_measurable M"
    using s by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)

  obtain K where K: "K > 0" "\x i. norm (T (f x) - T (s i x)) \ norm (f x - s i x) * K"
    using T.pos_bounded by (auto simp: T.diff[symmetric])

  show "(\i. \\<^sup>+ x. norm (T (f x) - T (s i x)) \M) \ 0"
    (is "?f \ 0")
  proof (rule tendsto_sandwich)
    show "eventually (\n. 0 \ ?f n) sequentially" "(\_. 0) \ 0"
      by auto

    show "eventually (\i. ?f i \ K * (\\<^sup>+ x. norm (f x - s i x) \M)) sequentially"
      (is "eventually (\i. ?f i \ ?g i) sequentially")
    proof (intro always_eventually allI)
      fix i have "?f i \ (\\<^sup>+ x. ennreal K * norm (f x - s i x) \M)"
        using K by (intro nn_integral_mono) (auto simp: ac_simps ennreal_mult[symmetric])
      also have "\ = ?g i"
        using K by (intro nn_integral_cmult) auto
      finally show "?f i \ ?g i" .
    qed
    show "?g \ 0"
      using ennreal_tendsto_cmult[OF _ f_s] by simp
  qed

  assume "(\i. simple_bochner_integral M (s i)) \ x"
  with s show "(\i. simple_bochner_integral M (\x. T (s i x))) \ T x"
    by (auto intro!: T.tendsto simp: simple_bochner_integral_linear T.linear_axioms)
qed

lemma has_bochner_integral_zero[intro]: "has_bochner_integral M (\x. 0) 0"
  by (auto intro!: has_bochner_integral.intros[where s="\_ _. 0"]
           simp: zero_ennreal_def[symmetric] simple_bochner_integrable.simps
                 simple_bochner_integral_def image_constant_conv)

lemma has_bochner_integral_scaleR_left[intro]:
  "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. f x *\<^sub>R c) (x *\<^sub>R c)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_left])

lemma has_bochner_integral_scaleR_right[intro]:
  "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. c *\<^sub>R f x) (c *\<^sub>R x)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_scaleR_right])

lemma has_bochner_integral_mult_left[intro]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. f x * c) (x * c)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_mult_left])

lemma has_bochner_integral_mult_right[intro]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. c * f x) (c * x)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_mult_right])

lemmas has_bochner_integral_divide =
  has_bochner_integral_bounded_linear[OF bounded_linear_divide]

lemma has_bochner_integral_divide_zero[intro]:
  fixes c :: "_::{real_normed_field, field, second_countable_topology}"
  shows "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. f x / c) (x / c)"
  using has_bochner_integral_divide by (cases "c = 0") auto

lemma has_bochner_integral_inner_left[intro]:
  "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. f x \ c) (x \ c)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_inner_left])

lemma has_bochner_integral_inner_right[intro]:
  "(c \ 0 \ has_bochner_integral M f x) \ has_bochner_integral M (\x. c \ f x) (c \ x)"
  by (cases "c = 0") (auto simp add: has_bochner_integral_bounded_linear[OF bounded_linear_inner_right])

lemmas has_bochner_integral_minus =
  has_bochner_integral_bounded_linear[OF bounded_linear_minus[OF bounded_linear_ident]]
lemmas has_bochner_integral_Re =
  has_bochner_integral_bounded_linear[OF bounded_linear_Re]
lemmas has_bochner_integral_Im =
  has_bochner_integral_bounded_linear[OF bounded_linear_Im]
lemmas has_bochner_integral_cnj =
  has_bochner_integral_bounded_linear[OF bounded_linear_cnj]
lemmas has_bochner_integral_of_real =
  has_bochner_integral_bounded_linear[OF bounded_linear_of_real]
lemmas has_bochner_integral_fst =
  has_bochner_integral_bounded_linear[OF bounded_linear_fst]
lemmas has_bochner_integral_snd =
  has_bochner_integral_bounded_linear[OF bounded_linear_snd]

lemma has_bochner_integral_indicator:
  "A \ sets M \ emeasure M A < \ \
    has_bochner_integral M (\<lambda>x. indicator A x *\<^sub>R c) (measure M A *\<^sub>R c)"
  by (intro has_bochner_integral_scaleR_left has_bochner_integral_real_indicator)

lemma has_bochner_integral_diff:
  "has_bochner_integral M f x \ has_bochner_integral M g y \
    has_bochner_integral M (\<lambda>x. f x - g x) (x - y)"
  unfolding diff_conv_add_uminus
  by (intro has_bochner_integral_add has_bochner_integral_minus)

lemma has_bochner_integral_sum:
  "(\i. i \ I \ has_bochner_integral M (f i) (x i)) \
    has_bochner_integral M (\<lambda>x. \<Sum>i\<in>I. f i x) (\<Sum>i\<in>I. x i)"
  by (induct I rule: infinite_finite_induct) auto

proposition has_bochner_integral_implies_finite_norm:
  "has_bochner_integral M f x \ (\\<^sup>+x. norm (f x) \M) < \"
proof (elim has_bochner_integral.cases)
  fix s v
  assume [measurable]: "f \ borel_measurable M" and s: "\i. simple_bochner_integrable M (s i)" and
    lim_0: "(\i. \\<^sup>+ x. ennreal (norm (f x - s i x)) \M) \ 0"
  from order_tendstoD[OF lim_0, of "\"]
  obtain i where f_s_fin: "(\\<^sup>+ x. ennreal (norm (f x - s i x)) \M) < \"
    by (auto simp: eventually_sequentially)

  have [measurable]: "\i. s i \ borel_measurable M"
    using s by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)

  define m where "m = (if space M = {} then 0 else Max ((\x. norm (s i x))`space M))"
  have "finite (s i ` space M)"
    using s by (auto simp: simple_function_def simple_bochner_integrable.simps)
  then have "finite (norm ` s i ` space M)"
    by (rule finite_imageI)
  then have "\x. x \ space M \ norm (s i x) \ m" "0 \ m"
    by (auto simp: m_def image_comp comp_def Max_ge_iff)
  then have "(\\<^sup>+x. norm (s i x) \M) \ (\\<^sup>+x. ennreal m * indicator {x\space M. s i x \ 0} x \M)"
    by (auto split: split_indicator intro!: Max_ge nn_integral_mono simp:)
  also have "\ < \"
    using s by (subst nn_integral_cmult_indicator) (auto simp: \<open>0 \<le> m\<close> simple_bochner_integrable.simps ennreal_mult_less_top less_top)
  finally have s_fin: "(\\<^sup>+x. norm (s i x) \M) < \" .

  have "(\\<^sup>+ x. norm (f x) \M) \ (\\<^sup>+ x. ennreal (norm (f x - s i x)) + ennreal (norm (s i x)) \M)"
    by (auto intro!: nn_integral_mono simp flip: ennreal_plus)
       (metis add.commute norm_triangle_sub)
  also have "\ = (\\<^sup>+x. norm (f x - s i x) \M) + (\\<^sup>+x. norm (s i x) \M)"
    by (rule nn_integral_add) auto
  also have "\ < \"
    using s_fin f_s_fin by auto
  finally show "(\\<^sup>+ x. ennreal (norm (f x)) \M) < \" .
qed

proposition has_bochner_integral_norm_bound:
  assumes i: "has_bochner_integral M f x"
  shows "norm x \ (\\<^sup>+x. norm (f x) \M)"
using assms proof
  fix s assume
    x: "(\i. simple_bochner_integral M (s i)) \ x" (is "?s \ x") and
    s[simp]: "\i. simple_bochner_integrable M (s i)" and
    lim: "(\i. \\<^sup>+ x. ennreal (norm (f x - s i x)) \M) \ 0" and
    f[measurable]: "f \ borel_measurable M"

  have [measurable]: "\i. s i \ borel_measurable M"
    using s by (auto simp: simple_bochner_integrable.simps intro: borel_measurable_simple_function)

  show "norm x \ (\\<^sup>+x. norm (f x) \M)"
  proof (rule LIMSEQ_le)
    show "(\i. ennreal (norm (?s i))) \ norm x"
      using x by (auto simp: tendsto_ennreal_iff intro: tendsto_intros)
    show "\N. \n\N. norm (?s n) \ (\\<^sup>+x. norm (f x - s n x) \M) + (\\<^sup>+x. norm (f x) \M)"
      (is "\N. \n\N. _ \ ?t n")
    proof (intro exI allI impI)
      fix n
      have "ennreal (norm (?s n)) \ simple_bochner_integral M (\x. norm (s n x))"
        by (auto intro!: simple_bochner_integral_norm_bound)
      also have "\ = (\\<^sup>+x. norm (s n x) \M)"
        by (intro simple_bochner_integral_eq_nn_integral)
           (auto intro: s simple_bochner_integrable_compose2)
      also have "\ \ (\\<^sup>+x. ennreal (norm (f x - s n x)) + norm (f x) \M)"
        by (auto intro!: nn_integral_mono simp flip: ennreal_plus)
           (metis add.commute norm_minus_commute norm_triangle_sub)
      also have "\ = ?t n"
        by (rule nn_integral_add) auto
      finally show "norm (?s n) \ ?t n" .
    qed
    have "?t \ 0 + (\\<^sup>+ x. ennreal (norm (f x)) \M)"
      using has_bochner_integral_implies_finite_norm[OF i]
      by (intro tendsto_add tendsto_const lim)
    then show "?t \ \\<^sup>+ x. ennreal (norm (f x)) \M"
      by simp
  qed
qed

lemma has_bochner_integral_eq:
  "has_bochner_integral M f x \ has_bochner_integral M f y \ x = y"
proof (elim has_bochner_integral.cases)
  assume f[measurable]: "f \ borel_measurable M"

  fix s t
  assume "(\i. \\<^sup>+ x. norm (f x - s i x) \M) \ 0" (is "?S \ 0")
  assume "(\i. \\<^sup>+ x. norm (f x - t i x) \M) \ 0" (is "?T \ 0")
  assume s: "\i. simple_bochner_integrable M (s i)"
  assume t: "\i. simple_bochner_integrable M (t i)"

  have [measurable]: "\i. s i \ borel_measurable M" "\i. t i \ borel_measurable M"
    using s t by (auto intro: borel_measurable_simple_function elim: simple_bochner_integrable.cases)

  let ?s = "\i. simple_bochner_integral M (s i)"
  let ?t = "\i. simple_bochner_integral M (t i)"
  assume "?s \ x" "?t \ y"
  then have "(\i. norm (?s i - ?t i)) \ norm (x - y)"
    by (intro tendsto_intros)
  moreover
  have "(\i. ennreal (norm (?s i - ?t i))) \ ennreal 0"
  proof (rule tendsto_sandwich)
    show "eventually (\i. 0 \ ennreal (norm (?s i - ?t i))) sequentially" "(\_. 0) \ ennreal 0"
      by auto

    show "eventually (\i. norm (?s i - ?t i) \ ?S i + ?T i) sequentially"
      by (intro always_eventually allI simple_bochner_integral_bounded s t f)
    show "(\i. ?S i + ?T i) \ ennreal 0"
      using tendsto_add[OF \<open>?S \<longlonglongrightarrow> 0\<close> \<open>?T \<longlonglongrightarrow> 0\<close>] by simp
  qed
  then have "(\i. norm (?s i - ?t i)) \ 0"
    by (simp flip: ennreal_0)
  ultimately have "norm (x - y) = 0"
    by (rule LIMSEQ_unique)
  then show "x = y" by simp
qed

lemma has_bochner_integralI_AE:
  assumes f: "has_bochner_integral M f x"
    and g: "g \ borel_measurable M"
    and ae: "AE x in M. f x = g x"
  shows "has_bochner_integral M g x"
  using f
proof (safe intro!: has_bochner_integral.intros elim!: has_bochner_integral.cases)
  fix s assume "(\i. \\<^sup>+ x. ennreal (norm (f x - s i x)) \M) \ 0"
  also have "(\i. \\<^sup>+ x. ennreal (norm (f x - s i x)) \M) = (\i. \\<^sup>+ x. ennreal (norm (g x - s i x)) \M)"
    using ae
    by (intro ext nn_integral_cong_AE, eventually_elim) simp
  finally show "(\i. \\<^sup>+ x. ennreal (norm (g x - s i x)) \M) \ 0" .
qed (auto intro: g)

lemma has_bochner_integral_eq_AE:
  assumes f: "has_bochner_integral M f x"
    and g: "has_bochner_integral M g y"
    and ae: "AE x in M. f x = g x"
  shows "x = y"
proof -
  from assms have "has_bochner_integral M g x"
    by (auto intro: has_bochner_integralI_AE)
  from this g show "x = y"
    by (rule has_bochner_integral_eq)
qed

lemma simple_bochner_integrable_restrict_space:
  fixes f :: "_ \ 'b::real_normed_vector"
  assumes \<Omega>: "\<Omega> \<inter> space M \<in> sets M"
  shows "simple_bochner_integrable (restrict_space M \) f \
    simple_bochner_integrable M (\<lambda>x. indicator \<Omega> x *\<^sub>R f x)"
  by (simp add: simple_bochner_integrable.simps space_restrict_space
    simple_function_restrict_space[OF \<Omega>] emeasure_restrict_space[OF \<Omega>] Collect_restrict
    indicator_eq_0_iff conj_left_commute)

lemma simple_bochner_integral_restrict_space:
  fixes f :: "_ \ 'b::real_normed_vector"
  assumes \<Omega>: "\<Omega> \<inter> space M \<in> sets M"
  assumes f: "simple_bochner_integrable (restrict_space M \) f"
  shows "simple_bochner_integral (restrict_space M \) f =
    simple_bochner_integral M (\<lambda>x. indicator \<Omega> x *\<^sub>R f x)"
proof -
  have "finite ((\x. indicator \ x *\<^sub>R f x)`space M)"
    using f simple_bochner_integrable_restrict_space[OF \<Omega>, of f]
    by (simp add: simple_bochner_integrable.simps simple_function_def)
  then show ?thesis
    by (auto simp: space_restrict_space measure_restrict_space[OF \<Omega>(1)] le_infI2
                   simple_bochner_integral_def Collect_restrict
             split: split_indicator split_indicator_asm
             intro!: sum.mono_neutral_cong_left arg_cong2[where f=measure])
qed

context
  notes [[inductive_internals]]
begin

inductive integrable for M f where
  "has_bochner_integral M f x \ integrable M f"

end

definition\<^marker>\<open>tag important\<close> lebesgue_integral ("integral\<^sup>L") where
  "integral\<^sup>L M f = (if \x. has_bochner_integral M f x then THE x. has_bochner_integral M f x else 0)"

syntax
  "_lebesgue_integral" :: "pttrn \ real \ 'a measure \ real" ("\((2 _./ _)/ \_)" [60,61] 110)

translations
  "\ x. f \M" == "CONST lebesgue_integral M (\x. f)"

syntax
  "_ascii_lebesgue_integral" :: "pttrn \ 'a measure \ real \ real" ("(3LINT (1_)/|(_)./ _)" [0,110,60] 60)

translations
  "LINT x|M. f" == "CONST lebesgue_integral M (\x. f)"

lemma has_bochner_integral_integral_eq: "has_bochner_integral M f x \ integral\<^sup>L M f = x"
  by (metis the_equality has_bochner_integral_eq lebesgue_integral_def)

lemma has_bochner_integral_integrable:
  "integrable M f \ has_bochner_integral M f (integral\<^sup>L M f)"
  by (auto simp: has_bochner_integral_integral_eq integrable.simps)

lemma has_bochner_integral_iff:
  "has_bochner_integral M f x \ integrable M f \ integral\<^sup>L M f = x"
  by (metis has_bochner_integral_integrable has_bochner_integral_integral_eq integrable.intros)

lemma simple_bochner_integrable_eq_integral:
  "simple_bochner_integrable M f \ simple_bochner_integral M f = integral\<^sup>L M f"
  using has_bochner_integral_simple_bochner_integrable[of M f]
  by (simp add: has_bochner_integral_integral_eq)

lemma not_integrable_integral_eq: "\ integrable M f \ integral\<^sup>L M f = 0"
  unfolding integrable.simps lebesgue_integral_def by (auto intro!: arg_cong[where f=The])

lemma integral_eq_cases:
  "integrable M f \ integrable N g \
    (integrable M f \<Longrightarrow> integrable N g \<Longrightarrow> integral\<^sup>L M f = integral\<^sup>L N g) \<Longrightarrow>
    integral\<^sup>L M f = integral\<^sup>L N g"
  by (metis not_integrable_integral_eq)

lemma borel_measurable_integrable[measurable_dest]: "integrable M f \ f \ borel_measurable M"
  by (auto elim: integrable.cases has_bochner_integral.cases)

lemma borel_measurable_integrable'[measurable_dest]:
  "integrable M f \ g \ measurable N M \ (\x. f (g x)) \ borel_measurable N"
  using borel_measurable_integrable[measurable] by measurable

lemma integrable_cong:
  "M = N \ (\x. x \ space N \ f x = g x) \ integrable M f \ integrable N g"
  by (simp cong: has_bochner_integral_cong add: integrable.simps)

lemma integrable_cong_AE:
  "f \ borel_measurable M \ g \ borel_measurable M \ AE x in M. f x = g x \
    integrable M f \<longleftrightarrow> integrable M g"
  unfolding integrable.simps
  by (intro has_bochner_integral_cong_AE arg_cong[where f=Ex] ext)

lemma integrable_cong_AE_imp:
  "integrable M g \ f \ borel_measurable M \ (AE x in M. g x = f x) \ integrable M f"
  using integrable_cong_AE[of f M g] by (auto simp: eq_commute)

lemma integral_cong:
  "M = N \ (\x. x \ space N \ f x = g x) \ integral\<^sup>L M f = integral\<^sup>L N g"
  by (simp cong: has_bochner_integral_cong cong del: if_weak_cong add: lebesgue_integral_def)

lemma integral_cong_AE:
  "f \ borel_measurable M \ g \ borel_measurable M \ AE x in M. f x = g x \
    integral\<^sup>L M f = integral\<^sup>L M g"
  unfolding lebesgue_integral_def
  by (rule arg_cong[where x="has_bochner_integral M f"]) (intro has_bochner_integral_cong_AE ext)

lemma integrable_add[simp, intro]: "integrable M f \ integrable M g \ integrable M (\x. f x + g x)"
  by (auto simp: integrable.simps)

lemma integrable_zero[simp, intro]: "integrable M (\x. 0)"
  by (metis has_bochner_integral_zero integrable.simps)

lemma integrable_sum[simp, intro]: "(\i. i \ I \ integrable M (f i)) \ integrable M (\x. \i\I. f i x)"
  by (metis has_bochner_integral_sum integrable.simps)

lemma integrable_indicator[simp, intro]: "A \ sets M \ emeasure M A < \ \
  integrable M (\<lambda>x. indicator A x *\<^sub>R c)"
  by (metis has_bochner_integral_indicator integrable.simps)

lemma integrable_real_indicator[simp, intro]: "A \ sets M \ emeasure M A < \ \
  integrable M (indicator A :: 'a \ real)"
  by (metis has_bochner_integral_real_indicator integrable.simps)

lemma integrable_diff[simp, intro]: "integrable M f \ integrable M g \ integrable M (\x. f x - g x)"
  by (auto simp: integrable.simps intro: has_bochner_integral_diff)

lemma integrable_bounded_linear: "bounded_linear T \ integrable M f \ integrable M (\x. T (f x))"
  by (auto simp: integrable.simps intro: has_bochner_integral_bounded_linear)

lemma integrable_scaleR_left[simp, intro]: "(c \ 0 \ integrable M f) \ integrable M (\x. f x *\<^sub>R c)"
  unfolding integrable.simps by fastforce

lemma integrable_scaleR_right[simp, intro]: "(c \ 0 \ integrable M f) \ integrable M (\x. c *\<^sub>R f x)"
  unfolding integrable.simps by fastforce

lemma integrable_mult_left[simp, intro]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ integrable M f) \ integrable M (\x. f x * c)"
  unfolding integrable.simps by fastforce

lemma integrable_mult_right[simp, intro]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ integrable M f) \ integrable M (\x. c * f x)"
  unfolding integrable.simps by fastforce

lemma integrable_divide_zero[simp, intro]:
  fixes c :: "_::{real_normed_field, field, second_countable_topology}"
  shows "(c \ 0 \ integrable M f) \ integrable M (\x. f x / c)"
  unfolding integrable.simps by fastforce

lemma integrable_inner_left[simp, intro]:
  "(c \ 0 \ integrable M f) \ integrable M (\x. f x \ c)"
  unfolding integrable.simps by fastforce

lemma integrable_inner_right[simp, intro]:
  "(c \ 0 \ integrable M f) \ integrable M (\x. c \ f x)"
  unfolding integrable.simps by fastforce

lemmas integrable_minus[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_minus[OF bounded_linear_ident]]
lemmas integrable_divide[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_divide]
lemmas integrable_Re[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_Re]
lemmas integrable_Im[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_Im]
lemmas integrable_cnj[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_cnj]
lemmas integrable_of_real[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_of_real]
lemmas integrable_fst[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_fst]
lemmas integrable_snd[simp, intro] =
  integrable_bounded_linear[OF bounded_linear_snd]

lemma integral_zero[simp]: "integral\<^sup>L M (\x. 0) = 0"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_zero)

lemma integral_add[simp]: "integrable M f \ integrable M g \
    integral\<^sup>L M (\<lambda>x. f x + g x) = integral\<^sup>L M f + integral\<^sup>L M g"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_add has_bochner_integral_integrable)

lemma integral_diff[simp]: "integrable M f \ integrable M g \
    integral\<^sup>L M (\<lambda>x. f x - g x) = integral\<^sup>L M f - integral\<^sup>L M g"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_diff has_bochner_integral_integrable)

lemma integral_sum: "(\i. i \ I \ integrable M (f i)) \
  integral\<^sup>L M (\<lambda>x. \<Sum>i\<in>I. f i x) = (\<Sum>i\<in>I. integral\<^sup>L M (f i))"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_sum has_bochner_integral_integrable)

lemma integral_sum'[simp]: "(\i. i \ I =simp=> integrable M (f i)) \
  integral\<^sup>L M (\<lambda>x. \<Sum>i\<in>I. f i x) = (\<Sum>i\<in>I. integral\<^sup>L M (f i))"
  unfolding simp_implies_def by (rule integral_sum)

lemma integral_bounded_linear: "bounded_linear T \ integrable M f \
    integral\<^sup>L M (\<lambda>x. T (f x)) = T (integral\<^sup>L M f)"
  by (metis has_bochner_integral_bounded_linear has_bochner_integral_integrable has_bochner_integral_integral_eq)

lemma integral_bounded_linear':
  assumes T: "bounded_linear T" and T': "bounded_linear T'"
  assumes *: "\ (\x. T x = 0) \ (\x. T' (T x) = x)"
  shows "integral\<^sup>L M (\x. T (f x)) = T (integral\<^sup>L M f)"
proof cases
  assume "(\x. T x = 0)" then show ?thesis
    by simp
next
  assume **: "\ (\x. T x = 0)"
  show ?thesis
  proof cases
    assume "integrable M f" with T show ?thesis
      by (rule integral_bounded_linear)
  next
    assume not: "\ integrable M f"
    moreover have "\ integrable M (\x. T (f x))"
    proof
      assume "integrable M (\x. T (f x))"
      from integrable_bounded_linear[OF T' this] not *[OF **]
      show False
        by auto
    qed
    ultimately show ?thesis
      using T by (simp add: not_integrable_integral_eq linear_simps)
  qed
qed

lemma integral_scaleR_left[simp]: "(c \ 0 \ integrable M f) \ (\ x. f x *\<^sub>R c \M) = integral\<^sup>L M f *\<^sub>R c"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_integrable has_bochner_integral_scaleR_left)

lemma integral_scaleR_right[simp]: "(\ x. c *\<^sub>R f x \M) = c *\<^sub>R integral\<^sup>L M f"
  by (rule integral_bounded_linear'[OF bounded_linear_scaleR_right bounded_linear_scaleR_right[of "1 / c"]]) simp

lemma integral_mult_left[simp]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ integrable M f) \ (\ x. f x * c \M) = integral\<^sup>L M f * c"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_integrable has_bochner_integral_mult_left)

lemma integral_mult_right[simp]:
  fixes c :: "_::{real_normed_algebra,second_countable_topology}"
  shows "(c \ 0 \ integrable M f) \ (\ x. c * f x \M) = c * integral\<^sup>L M f"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_integrable has_bochner_integral_mult_right)

lemma integral_mult_left_zero[simp]:
  fixes c :: "_::{real_normed_field,second_countable_topology}"
  shows "(\ x. f x * c \M) = integral\<^sup>L M f * c"
  by (rule integral_bounded_linear'[OF bounded_linear_mult_left bounded_linear_mult_left[of "1 / c"]]) simp

lemma integral_mult_right_zero[simp]:
  fixes c :: "_::{real_normed_field,second_countable_topology}"
  shows "(\ x. c * f x \M) = c * integral\<^sup>L M f"
  by (rule integral_bounded_linear'[OF bounded_linear_mult_right bounded_linear_mult_right[of "1 / c"]]) simp

lemma integral_inner_left[simp]: "(c \ 0 \ integrable M f) \ (\ x. f x \ c \M) = integral\<^sup>L M f \ c"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_integrable has_bochner_integral_inner_left)

lemma integral_inner_right[simp]: "(c \ 0 \ integrable M f) \ (\ x. c \ f x \M) = c \ integral\<^sup>L M f"
  by (intro has_bochner_integral_integral_eq has_bochner_integral_integrable has_bochner_integral_inner_right)

lemma integral_divide_zero[simp]:
  fixes c :: "_::{real_normed_field, field, second_countable_topology}"
  shows "integral\<^sup>L M (\x. f x / c) = integral\<^sup>L M f / c"
  by (rule integral_bounded_linear'[OF bounded_linear_divide bounded_linear_mult_left[of c]]) simp

lemma integral_minus[simp]: "integral\<^sup>L M (\x. - f x) = - integral\<^sup>L M f"
  by (rule integral_bounded_linear'[OF bounded_linear_minus[OF bounded_linear_ident] bounded_linear_minus[OF bounded_linear_ident]]) simp

lemma integral_complex_of_real[simp]: "integral\<^sup>L M (\x. complex_of_real (f x)) = of_real (integral\<^sup>L M f)"
  by (rule integral_bounded_linear'[OF bounded_linear_of_real bounded_linear_Re]) simp

lemma integral_cnj[simp]: "integral\<^sup>L M (\x. cnj (f x)) = cnj (integral\<^sup>L M f)"
  by (rule integral_bounded_linear'[OF bounded_linear_cnj bounded_linear_cnj]) simp

lemmas integral_divide[simp] =
  integral_bounded_linear[OF bounded_linear_divide]
lemmas integral_Re[simp] =
  integral_bounded_linear[OF bounded_linear_Re]
lemmas integral_Im[simp] =
  integral_bounded_linear[OF bounded_linear_Im]
lemmas integral_of_real[simp] =
  integral_bounded_linear[OF bounded_linear_of_real]
lemmas integral_fst[simp] =
  integral_bounded_linear[OF bounded_linear_fst]
lemmas integral_snd[simp] =
  integral_bounded_linear[OF bounded_linear_snd]

lemma integral_norm_bound_ennreal:
  "integrable M f \ norm (integral\<^sup>L M f) \ (\\<^sup>+x. norm (f x) \M)"
  by (metis has_bochner_integral_integrable has_bochner_integral_norm_bound)

lemma integrableI_sequence:
  fixes f :: "'a \ 'b::{banach, second_countable_topology}"
  assumes f[measurable]: "f \ borel_measurable M"
  assumes s: "\i. simple_bochner_integrable M (s i)"
  assumes lim: "(\i. \\<^sup>+x. norm (f x - s i x) \M) \ 0" (is "?S \ 0")
  shows "integrable M f"
proof -
  let ?s = "\n. simple_bochner_integral M (s n)"

  have "\x. ?s \ x"
    unfolding convergent_eq_Cauchy
  proof (rule metric_CauchyI)
    fix e :: real assume "0 < e"
    then have "0 < ennreal (e / 2)" by auto
    from order_tendstoD(2)[OF lim this]
    obtain M where M: "\n. M \ n \ ?S n < e / 2"
      by (auto simp: eventually_sequentially)
    show "\M. \m\M. \n\M. dist (?s m) (?s n) < e"
    proof (intro exI allI impI)
      fix m n assume m: "M \ m" and n: "M \ n"
      have "?S n \ \"
        using M[OF n] by auto
      have "norm (?s n - ?s m) \ ?S n + ?S m"
        by (intro simple_bochner_integral_bounded s f)
      also have "\ < ennreal (e / 2) + e / 2"
        by (intro add_strict_mono M n m)
      also have "\ = e" using \0 by (simp flip: ennreal_plus)
      finally show "dist (?s n) (?s m) < e"
        using \<open>0<e\<close> by (simp add: dist_norm ennreal_less_iff)
    qed
  qed
  then obtain x where "?s \ x" ..
  show ?thesis
    by (rule, rule) fact+
qed

proposition nn_integral_dominated_convergence_norm:
  fixes u' :: "_ \ _::{real_normed_vector, second_countable_topology}"
  assumes [measurable]:
       "\i. u i \ borel_measurable M" "u' \ borel_measurable M" "w \ borel_measurable M"
    and bound: "\j. AE x in M. norm (u j x) \ w x"
    and w: "(\\<^sup>+x. w x \M) < \"
    and u': "AE x in M. (\i. u i x) \ u' x"
  shows "(\i. (\\<^sup>+x. norm (u' x - u i x) \M)) \ 0"
proof -
  have "AE x in M. \j. norm (u j x) \ w x"
    unfolding AE_all_countable by rule fact
  with u' have bnd: "AE x in M. \j. norm (u' x - u j x) \ 2 * w x"
  proof (eventually_elim, intro allI)
    fix i x assume "(\i. u i x) \ u' x" "\j. norm (u j x) \ w x" "\j. norm (u j x) \ w x"
    then have "norm (u' x) \ w x" "norm (u i x) \ w x"
      by (auto intro: LIMSEQ_le_const2 tendsto_norm)
    then have "norm (u' x) + norm (u i x) \ 2 * w x"
      by simp
    also have "norm (u' x - u i x) \ norm (u' x) + norm (u i x)"
      by (rule norm_triangle_ineq4)
    finally (xtrans) show "norm (u' x - u i x) \ 2 * w x" .
  qed
  have w_nonneg: "AE x in M. 0 \ w x"
    using bound[of 0] by (auto intro: order_trans[OF norm_ge_zero])

  have "(\i. (\\<^sup>+x. norm (u' x - u i x) \M)) \ (\\<^sup>+x. 0 \M)"
  proof (rule nn_integral_dominated_convergence)
    show "(\\<^sup>+x. 2 * w x \M) < \"
      by (rule nn_integral_mult_bounded_inf[OF _ w, of 2]) (insert w_nonneg, auto simp: ennreal_mult )
    show "AE x in M. (\i. ennreal (norm (u' x - u i x))) \ 0"
      using u'
    proof eventually_elim
      fix x assume "(\i. u i x) \ u' x"
      from tendsto_diff[OF tendsto_const[of "u' x"] this]
      show "(\i. ennreal (norm (u' x - u i x))) \ 0"
        by (simp add: tendsto_norm_zero_iff flip: ennreal_0)
    qed
  qed (insert bnd w_nonneg, auto)
  then show ?thesis by simp
qed

proposition integrableI_bounded:
  fixes f :: "'a \ 'b::{banach, second_countable_topology}"
  assumes f[measurable]: "f \ borel_measurable M" and fin: "(\\<^sup>+x. norm (f x) \M) < \"
  shows "integrable M f"
proof -
  from borel_measurable_implies_sequence_metric[OF f, of 0] obtain s where
    s: "\i. simple_function M (s i)" and
    pointwise: "\x. x \ space M \ (\i. s i x) \ f x" and
--> --------------------

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^© Kompilation durch diese Firma

Original von: Isabelle^©