:: Integral of Complex-Valued Measurable Function :: by Keiko Narita , Noboru Endou and Yasunari Shidama :: :: Received July 30, 2008 :: Copyright (c) 2008 Association of Mizar Users environ vocabularies PARTFUN1, SUPINF_1, MEASURE1, RELAT_1, FUNCT_1, COMPLEX1, SEQ_1, MEASURE6, BOOLE, ARYTM, ARYTM_1, MESFUNC1, ARYTM_3, RFUNCT_3, SQUARE_1, PROB_1, INTEGRA1, MESFUNC5, SUPINF_2, XCMPLX_0, PREPOWER, POWER, ZF_LANG; notations TARSKI, XBOOLE_0, SUBSET_1, ORDINAL1, NUMBERS, XXREAL_0, XCMPLX_0, XREAL_0, REAL_1, RELAT_1, FUNCT_1, RELSET_1, PARTFUN1, VALUED_1, SUPINF_2, SEQ_1, PREPOWER, POWER, SQUARE_1, COMPLEX1, MEASURE6, MEASURE1, EXTREAL1, MESFUNC1, MESFUNC2, PROB_1, MESFUNC5, MESFUNC6; constructors REAL_1, SEQ_1, PREPOWER, POWER, SQUARE_1, COMPLEX1, MEASURE6, EXTREAL1, MESFUNC1, MESFUNC2, MESFUNC5, MESFUNC6, NAT_1, EXTREAL2, SUPINF_1, MESFUNC7; registrations XBOOLE_0, SUBSET_1, RELSET_1, NUMBERS, XXREAL_0, XREAL_0, MEMBERED, MEASURE1, VALUED_0, XCMPLX_0, MESFUNC7, RELAT_1, FUNCT_1; requirements NUMERALS, REAL, BOOLE, SUBSET, ARITHM; definitions TARSKI, MESFUNC5, MEASURE6, VALUED_1, MESFUNC6, COMPLEX1, XCMPLX_0, SUPINF_2; theorems MEASURE1, TARSKI, PARTFUN1, FUNCT_1, SUPINF_2, EXTREAL1, EXTREAL2, MESFUNC1, XBOOLE_0, XBOOLE_1, XCMPLX_0, XCMPLX_1, HOLDER_1, PREPOWER, MESFUNC2, XREAL_1, MESFUNC5, XXREAL_0, VALUED_1, MESFUNC6, SUBSET_1, COMPLEX1, XREAL_0, RELAT_1, POWER, SQUARE_1; schemes SEQ_1; begin :: Definitions for Complex-valued Functions theorem Th7a: for a,b be real number holds R_EAL a + R_EAL b = a+b & -R_EAL a = -a & R_EAL a - R_EAL b = a-b & R_EAL a * R_EAL b = a*b proof let a,b be real number; reconsider a'=a,b'=b,c'=a+b as Real by XREAL_0:def 1; A1:a' = R_EAL a & b' = R_EAL b & c' = R_EAL(a+b); hence R_EAL a + R_EAL b = a+b by SUPINF_2:1; -a' = R_EAL(-a); hence -R_EAL a = -a by SUPINF_2:3; thus R_EAL a - R_EAL b = a-b by A1,SUPINF_2:5; thus R_EAL a * R_EAL b = a*b by A1,EXTREAL1:13; end; definition let X be non empty set, f be PartFunc of X,COMPLEX; func Re f -> PartFunc of X,REAL means :Def1: dom it = dom f & for x be Element of X st x in dom it holds it.x = Re(f.x); existence proof deffunc g(set) = Re(f.$1); defpred P[set] means $1 in dom f; consider F be PartFunc of X,REAL such that A1: for z be Element of X holds z in dom F iff P[z] and A2: for z be Element of X st z in dom F holds F.z = g(z) from SEQ_1:sch 3; take F; thus dom F = dom f by A1,SUBSET_1:8; thus thesis by A2; end; uniqueness proof deffunc f0(set) = Re(f.$1); thus for h,g being PartFunc of X,REAL st (dom h=dom f & for z be Element of X st z in dom h holds h.z = f0(z)) & (dom g=dom f & for z be Element of X st z in dom g holds g.z = f0(z)) holds h = g from SEQ_1:sch 4; end; func Im f -> PartFunc of X,REAL means :Def2: dom it = dom f & for x be Element of X st x in dom it holds it.x = Im(f.x); existence proof deffunc g(set) = Im (f.$1); defpred P[set] means $1 in dom f; consider F be PartFunc of X,REAL such that A1: for z be Element of X holds z in dom F iff P[z] and A2: for z be Element of X st z in dom F holds F.z = g(z) from SEQ_1:sch 3; take F; thus dom F = dom f by A1,SUBSET_1:8; thus thesis by A2; end; uniqueness proof deffunc f0(set) = Im (f.$1); thus for h,g being PartFunc of X,REAL st (dom h=dom f & for z be Element of X st z in dom h holds h.z = f0(z)) & (dom g=dom f & for z be Element of X st z in dom g holds g.z = f0(z)) holds h = g from SEQ_1:sch 4; end; end; begin :: The Measurability of Complex-valued Functions reserve X for non empty set, Y for set, S for SigmaField of X, M for sigma_Measure of S, f,g for PartFunc of X,COMPLEX, r for Real, c for complex number, E,A,B for Element of S; definition let X be non empty set; let S be SigmaField of X; let f be PartFunc of X,COMPLEX; let E be Element of S; pred f is_measurable_on E means :Def3: Re f is_measurable_on E & Im f is_measurable_on E; end; theorem COM21r: r(#)(Re f) = Re(r(#)f) & r(#)(Im f) = Im(r(#)f) proof A1:dom(r(#)(Re f)) = dom Re f & dom(r(#)(Im f)) = dom Im f & dom(r(#)f) = dom f by VALUED_1:def 5; A2:dom Re(r(#)f) = dom(r(#)f) & dom Re f = dom f by Def1; A3:dom Im(r(#)f) = dom(r(#)f) & dom Im f = dom f by Def2; A4:Re r = r & Im r = 0 by COMPLEX1:def 2,def 3; now let x be set; assume A5: x in dom(r(#)(Re f)); then A6: (Re f).x = Re(f.x) & Re(r(#)f).x = Re((r(#)f).x) by A1,A2,Def1; Re(r * f.x) = Re r * Re(f.x) - Im r * Im(f.x) by COMPLEX1:24; then Re(r(#)f).x = r * Re(f.x) by A1,A4,A5,A6,A2,VALUED_1:def 5; hence (r(#)(Re f)).x = Re(r(#)f).x by A5,A6,VALUED_1:def 5; end; hence r(#)(Re f) = Re(r(#)f) by A1,A2,FUNCT_1:9; now let x be set; assume A7: x in dom(r(#)Im(f)); then A8: (Im f).x = Im(f.x) & Im(r(#)f).x = Im((r(#)f).x) by A1,A3,Def2; Im(r * f.x) = Im r * Re(f.x) + Re r * Im(f.x) by COMPLEX1:24; then Im(r(#)f).x = r * Im(f.x) by A1,A4,A7,A8,A3,VALUED_1:def 5; hence (r(#)Im(f)).x = Im(r(#)f).x by A7,A8,VALUED_1:def 5; end; hence r(#)Im(f) = Im(r(#)f) by A1,A3,FUNCT_1:9; end; theorem COM21: Re(c(#)f) = (Re c)(#)(Re f) - (Im c)(#)(Im f) & Im(c(#)f) = (Im c)(#)(Re f) + (Re c)(#)(Im f) proof A0:dom(Re(c(#)f)) = dom(c(#)f) & dom Re f = dom f & dom(Im(c(#)f)) = dom(c(#)f) & dom Im f = dom f by Def1,Def2; A1:dom((Re c)(#)(Re f)) = dom Re f & dom((Im c)(#)(Im f)) = dom Im f & dom((Im c)(#)(Re f)) = dom Re f & dom((Re c)(#)(Im f)) = dom Im f & dom(c(#)f) = dom f by VALUED_1:def 5; A2:dom( Re(c)(#)Re(f) - Im(c)(#)Im(f) ) = dom(Re(c)(#)Re(f)) /\ dom(Im(c)(#)Im(f)) by VALUED_1:12; now let x be set; assume P01: x in dom(Re(c(#)f)); then Re(c(#)f).x = Re((c(#)f).x) by Def1; then Q01:Re(c(#)f).x = Re(c * f.x) by P01,A0,VALUED_1:def 5; P05:(Re(c)(#)Re(f)).x = Re(c) * Re(f).x & (Im(c)(#)Im(f)).x = Im(c) * Im(f).x & Re(f).x = Re(f.x) & Im(f).x = Im(f.x) by P01,A0,A1,Def1,Def2,VALUED_1:def 5; Re(c * f.x) = Re(c) * Re(f.x) - Im(c) * Im(f.x) by COMPLEX1:24; hence Re(c(#)f).x = ( Re(c)(#)Re(f) - Im(c)(#)Im(f) ).x by Q01,P01,P05,A0,A2,A1,VALUED_1:13; end; hence Re(c(#)f) = Re(c)(#)Re(f) - Im(c)(#)Im(f) by A0,A2,A1,FUNCT_1:9; B2:dom( Im(c)(#)Re(f) + Re(c)(#)Im(f) ) = dom(Im(c)(#)Re(f)) /\ dom(Re(c)(#)Im(f)) by VALUED_1:def 1; now let x be set; assume P01: x in dom(Im(c(#)f)); then Im(c(#)f).x = Im((c(#)f).x) by Def2; then Q01:Im(c(#)f).x = Im(c * f.x) by P01,A0,VALUED_1:def 5; P04:(Im(c)(#)Re(f) + Re(c)(#)Im(f)).x = (Im(c)(#)Re(f)).x + (Re(c)(#)Im(f)).x & (Im(c)(#)Re(f)).x = Im(c) * Re(f).x & (Re(c)(#)Im(f)).x = Re(c) * Im(f).x by P01,A0,B2,A1,VALUED_1:def 1,def 5; (Re f).x = Re(f.x) & (Im f).x = Im(f.x) by P01,A0,A1,Def1,Def2; hence Im(c(#)f).x = ( Im(c)(#)Re(f) + Re(c)(#)Im(f) ).x by Q01,P04,COMPLEX1:24; end; hence Im(c(#)f) = Im(c)(#)Re(f) + Re(c)(#)Im(f) by A0,B2,A1,FUNCT_1:9; end; theorem COM21c: -(Im f) = Re((#)f) & Re f = Im((#)f) proof A1:dom -(Im f) = dom Im f by VALUED_1:8; A2:dom Re((#)f) = dom((#)f) & dom Re f = dom f by Def1; A3:dom((#)f) = dom f by VALUED_1:def 5; A5:dom Im((#)f) = dom((#)f) & dom Im f = dom f by Def2; now let x be set; assume P01: x in dom -(Im f); then P06:Re((#)f).x = Re(((#)f).x) by A1,A2,A3,A5,Def1; Q01:(-Im(f)).x = -((Im f).x) by VALUED_1:8; Re( * f.x) = Re() * Re(f.x) - Im() * Im(f.x) by COMPLEX1:24; then Re((#)f).x = -Im(f.x) by P06,P01,A1,A3,A5,COMPLEX1:17,VALUED_1:def 5; hence (-Im(f)).x = Re((#)f).x by Q01,P01,A1,Def2; end; hence -Im(f) = Re((#)f) by A2,A3,A5,FUNCT_1:9,VALUED_1:8; now let x be set; assume P01: x in dom Re f; then P06:Im((#)f).x = Im(((#)f).x) by A2,A3,A5,Def2; Im( * f.x) = Im() * Re(f.x) + Re() * Im(f.x) by COMPLEX1:24; then Im((#)f).x = Re(f.x) by P06,P01,A2,A3,COMPLEX1:17,VALUED_1:def 5; hence Re(f).x = Im((#)f).x by P01,Def1; end; hence Re f = Im((#)f) by A2,A3,A5,FUNCT_1:9; end; theorem COM19: Re(f+g) = Re f + Re g & Im(f+g) = Im f + Im g proof A0:dom(Re(f+g)) = dom(f+g) & dom Re f = dom f & dom Re g = dom g by Def1; then dom((Re f)+(Re g)) = dom f /\ dom g by VALUED_1:def 1; then C1:dom(Re(f+g)) = dom((Re f)+(Re g)) by A0,VALUED_1:def 1; now let x be set; assume P01: x in dom(Re(f+g)); then P03:x in dom f /\ dom g by A0,VALUED_1:def 1; Re(f+g).x = Re((f+g).x) by P01,Def1; then Re(f+g).x = Re(f.x + g.x) by A0,P01,VALUED_1:def 1; then Q02:Re(f+g).x = Re(f.x) + Re(g.x) by COMPLEX1:19; x in dom Re f & x in dom Re g by A0,P03,XBOOLE_0:def 3; then (Re f).x = Re(f.x) & (Re g).x = Re(g.x) by Def1; hence Re(f+g).x = (Re(f)+Re(g)).x by Q02,P01,C1,VALUED_1:def 1; end; hence Re(f+g) = Re(f)+Re(g) by C1,FUNCT_1:9; B0:dom Im(f+g) = dom(f+g) & dom Im f = dom f & dom Im g = dom g by Def2; then dom(Im f + Im g) = dom f /\ dom g by VALUED_1:def 1; then C2:dom Im(f+g) = dom(Im f + Im g) by B0,VALUED_1:def 1; now let x be set; assume P01: x in dom Im(f+g); then P03:x in dom f /\ dom g by B0,VALUED_1:def 1; Im(f+g).x = Im((f+g).x) by P01,Def2; then Im(f+g).x = Im(f.x + g.x) by B0,P01,VALUED_1:def 1; then Q02:Im(f+g).x = Im(f.x) + Im(g.x) by COMPLEX1:19; x in dom Im f & x in dom Im g by B0,P03,XBOOLE_0:def 3; then (Im f).x = Im(f.x) & (Im g).x = Im(g.x) by Def2; hence Im(f+g).x = (Im(f)+Im(g)).x by Q02,P01,C2,VALUED_1:def 1; end; hence Im(f+g) = Im(f)+Im(g) by C2,FUNCT_1:9; end; theorem COM48: Re(f-g) = Re f - Re g & Im(f-g) = Im f - Im g proof Re(f-g) = Re f + Re -g & Im(f-g) = Im f + Im -g by COM19; then Re(f-g) = Re f + (-1)(#)(Re g) & Im(f-g) = Im f + (-1)(#)(Im g) by COM21r; hence thesis; end; theorem COM91: :: MESFUNC7:2 (Re f)|A = Re(f|A) & (Im f)|A = Im(f|A) proof dom((Re f)|A) = (dom Re f) /\ A by RELAT_1:90 .= dom f /\ A by Def1; then A1:dom((Re f)|A) = dom(f|A) by RELAT_1:90 .= dom Re(f|A) by Def1; now let x be set; assume A2: x in dom(Re(f)|A); then x in dom Re(f) /\ A by RELAT_1:90; then A3: x in dom Re f & x in A by XBOOLE_0:def 3; thus Re(f|A).x = Re((f|A).x) by A1,A2,Def1 .= Re(f.x) by A3,FUNCT_1:72 .= (Re f).x by A3,Def1 .= ((Re f)|A).x by A3,FUNCT_1:72; end; hence Re(f)|A = Re(f|A) by A1,FUNCT_1:9; dom((Im f)|A) = (dom Im f) /\ A by RELAT_1:90 .= dom f /\ A by Def2; then B1:dom((Im f)|A) = dom(f|A) by RELAT_1:90 .= dom Im(f|A) by Def2; now let x be set; assume B2: x in dom(Im(f)|A); then x in dom Im(f) /\ A by RELAT_1:90; then B3: x in dom Im f & x in A by XBOOLE_0:def 3; thus Im(f|A).x = Im((f|A).x) by B1,B2,Def2 .= Im(f.x) by B3,FUNCT_1:72 .= (Im f).x by B3,Def2 .= ((Im f)|A).x by B3,FUNCT_1:72; end; hence Im(f)|A = Im(f|A) by B1,FUNCT_1:9; end; theorem COM99: f = Re f + (#)(Im f) proof A1:dom f = dom Re f & dom f = dom Im f by Def1,Def2; A2:dom((#)(Im f)) = dom Im f by VALUED_1:def 5; A3:dom(Re f + (#)(Im f)) = dom Re f /\ dom((#)(Im f)) by VALUED_1:def 1 .= dom f /\ dom f by A1,VALUED_1:def 5; now let x be set; assume P01: x in dom(Re f + (#)(Im f)); then (Re f + (#)(Im f)).x = (Re f).x + ((#)(Im f)).x by VALUED_1:def 1 .= Re(f.x) + ((#)(Im f)).x by P01,A1,A3,Def1 .= Re(f.x) + * (Im f).x by P01,A1,A2,A3,VALUED_1:def 5 .= Re(f.x) + * Im(f.x) by P01,A1,A3,Def2; hence (Re f + (#)(Im f)).x = f.x by COMPLEX1:29; end; hence thesis by A3,FUNCT_1:9; end; theorem B c= A & f is_measurable_on A implies f is_measurable_on B proof assume A1: B c= A; assume f is_measurable_on A; then Re f is_measurable_on A & Im f is_measurable_on A by Def3; then Re f is_measurable_on B & Im f is_measurable_on B by A1,MESFUNC6:16; hence f is_measurable_on B by Def3; end; theorem f is_measurable_on A & f is_measurable_on B implies f is_measurable_on (A \/ B) proof assume f is_measurable_on A & f is_measurable_on B; then Re f is_measurable_on A & Im f is_measurable_on A & Re f is_measurable_on B & Im f is_measurable_on B by Def3; then Re f is_measurable_on (A \/ B) & Im f is_measurable_on (A \/ B) by MESFUNC6:17; hence f is_measurable_on (A \/ B) by Def3; end; theorem f is_measurable_on A & g is_measurable_on A implies f+g is_measurable_on A proof assume f is_measurable_on A & g is_measurable_on A; then Re f is_measurable_on A & Im f is_measurable_on A & Re g is_measurable_on A & Im g is_measurable_on A by Def3; then Re f + Re g is_measurable_on A & Im f + Im g is_measurable_on A by MESFUNC6:26; then Re(f+g) is_measurable_on A & Im(f+g) is_measurable_on A by COM19; hence f+g is_measurable_on A by Def3; end; theorem f is_measurable_on A & g is_measurable_on A & A c= dom g implies f-g is_measurable_on A proof assume that A1: f is_measurable_on A & g is_measurable_on A and A2: A c= dom g; A3:Re f is_measurable_on A & Im f is_measurable_on A & Re g is_measurable_on A & Im g is_measurable_on A by A1,Def3; A c= dom Re g & A c= dom Im g by A2,Def1,Def2; then Re f - Re g is_measurable_on A & Im f - Im g is_measurable_on A by A3,MESFUNC6:29; then Re(f-g) is_measurable_on A & Im(f-g) is_measurable_on A by COM48; hence f-g is_measurable_on A by Def3; end; theorem Y c= dom(f+g) implies dom(f|Y+g|Y)=Y & (f+g)|Y = f|Y+g|Y proof assume A1: Y c= dom(f+g); then A0:dom((f+g)|Y) = Y by RELAT_1:91; A2:dom(f+g) = dom f /\ dom g by VALUED_1:def 1; dom(f|Y) = dom f /\ Y & dom(g|Y) = dom g /\ Y by FUNCT_1:68; then A3:dom(f|Y) = Y & dom(g|Y) = Y by A1,A2,XBOOLE_1:18,28; then A4:dom(f|Y+g|Y) = Y /\ Y by VALUED_1:def 1; now let x be set; assume A5: x in dom((f+g)|Y); hence ((f+g)|Y).x = (f+g).x by FUNCT_1:68 .=f.x+g.x by A0,A1,A5,VALUED_1:def 1 .=(f|Y).x + g.x by A0,A3,A5,FUNCT_1:68 .=(f|Y).x + (g|Y).x by A0,A3,A5,FUNCT_1:68 .= ((f|Y)+(g|Y)).x by A0,A4,A5,VALUED_1:def 1; end; hence thesis by A4,A1,RELAT_1:91,FUNCT_1:9; end; theorem f is_measurable_on B & A = dom f /\ B implies f|B is_measurable_on A proof assume A1: f is_measurable_on B & A = dom f /\ B; then A2:Re f is_measurable_on B & Im f is_measurable_on B by Def3; A = dom Re(f) /\ B & A = dom Im(f) /\ B by A1,Def1,Def2;then (Re f)|B is_measurable_on A & (Im f)|B is_measurable_on A by A2,MESFUNC6:76; then Re(f|B) is_measurable_on A & Im(f|B) is_measurable_on A by COM91; hence f|B is_measurable_on A by Def3; end; theorem dom f in S & dom g in S implies dom(f+g) in S proof assume dom f in S & dom g in S; then reconsider E1 = dom f, E2 = dom g as Element of S; dom(f+g) = E1 /\ E2 by VALUED_1:def 1; hence dom(f+g) in S; end; theorem dom f = A implies (f is_measurable_on B iff f is_measurable_on A/\B) proof assume dom f = A; then A1: dom Re f = A & dom Im f = A by Def1,Def2; hereby assume f is_measurable_on B; then Re f is_measurable_on B & Im f is_measurable_on B by Def3; then Re f is_measurable_on A/\B & Im f is_measurable_on A/\B by A1,MESFUNC6:80; hence f is_measurable_on A/\B by Def3; end; hereby assume f is_measurable_on A/\B; then Re f is_measurable_on A/\B & Im f is_measurable_on A/\B by Def3; then Re f is_measurable_on B & Im f is_measurable_on B by A1,MESFUNC6:80; hence f is_measurable_on B by Def3; end; end; theorem Th21: f is_measurable_on A & A c= dom f implies c(#)f is_measurable_on A proof assume A1: f is_measurable_on A & A c= dom f; then A2:Re f is_measurable_on A & Im f is_measurable_on A by Def3; dom Re f = dom f & dom Im f = dom f by Def1,Def2; then A4:Re(c)(#)Re(f) is_measurable_on A & Im(c)(#)Re(f) is_measurable_on A & Re(c)(#)Im(f) is_measurable_on A & Im(c)(#)Im(f) is_measurable_on A by A1,A2,MESFUNC6:21; then Im(c)(#)Re(f) + Re(c)(#)Im(f) is_measurable_on A by MESFUNC6:26; then A5:Im(c(#)f) is_measurable_on A by COM21; dom(Im(c)(#)Im(f)) = dom Im(f) by VALUED_1:def 5; then A c= dom(Im(c)(#)Im(f)) by A1,Def2; then Re(c)(#)Re(f) - Im(c)(#)Im(f) is_measurable_on A by A4,MESFUNC6:29; then Re(c(#)f) is_measurable_on A by COM21; hence c(#)f is_measurable_on A by A5,Def3; end; theorem ( ex A be Element of S st dom f = A ) implies for c be complex number, B be Element of S st f is_measurable_on B holds c(#)f is_measurable_on B proof assume ex A be Element of S st A = dom f; then consider A be Element of S such that A3: A = dom f; hereby let c be complex number, B be Element of S; assume f is_measurable_on B; then B1: Re f is_measurable_on B & Im f is_measurable_on B by Def3; C1: dom Re f = dom f & dom Im f = dom f by Def1,Def2; then Re f is_measurable_on A /\ B & Im f is_measurable_on A /\ B by A3,B1,MESFUNC6:80; then f is_measurable_on A /\ B by Def3; then c(#)f is_measurable_on A /\ B by A3,XBOOLE_1:17,Th21; then B3: Re(c(#)f) is_measurable_on A /\ B & Im(c(#)f) is_measurable_on A /\ B by Def3; D1: dom((Re c)(#)(Re f)) = dom Re f & dom((Im c)(#)(Im f)) = dom Im f & dom((Im c)(#)(Re f)) = dom Re f & dom((Re c)(#)(Im f)) = dom Im f by VALUED_1:def 5; dom(Re(c(#)f)) = dom((Re c)(#)(Re f) - (Im c)(#)(Im f)) & dom(Im(c(#)f)) = dom((Im c)(#)(Re f) + (Re c)(#)(Im f)) by COM21; then dom(Re(c(#)f)) = dom((Re c)(#)(Re f)) /\ dom((Im c)(#)(Im f)) & dom(Im(c(#)f)) = dom((Im c)(#)(Re f)) /\ dom((Re c)(#)(Im f)) by VALUED_1:def 1,12; then Re(c(#)f) is_measurable_on B & Im(c(#)f) is_measurable_on B by C1,D1,A3,B3,MESFUNC6:80; hence c(#)f is_measurable_on B by Def3; end; end; begin :: The Integral of a Complex-valued Measurable Function definition let X be non empty set; let S be SigmaField of X; let M be sigma_Measure of S; let f be PartFunc of X,COMPLEX; pred f is_integrable_on M means :Def4: Re f is_integrable_on M & Im f is_integrable_on M; end; definition let X be non empty set; let S be SigmaField of X; let M be sigma_Measure of S; let f be PartFunc of X,COMPLEX; assume AS: f is_integrable_on M; func Integral(M,f) -> complex number means :Def5: ex R,I be Real st R = Integral(M,Re f) & I = Integral(M,Im f) & it = R+ I*; existence proof Re f is_integrable_on M & Im f is_integrable_on M by AS,Def4; then -infty < Integral(M,Re f) & Integral(M,Re f) < +infty & -infty < Integral(M,Im f) & Integral(M,Im f) < +infty by MESFUNC6:90; then reconsider R=Integral(M,Re f), I=Integral(M,Im f) as Real by EXTREAL1:1; take IT = R + I*; thus thesis; end; uniqueness; end; Lm1: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X,ExtREAL holds max+f is nonnegative & max-f is nonnegative proof let X be non empty set; let S be SigmaField of X; let M be sigma_Measure of S; let f be PartFunc of X,ExtREAL; ( for x be set st x in dom max+ f holds 0<= (max+f).x ) & ( for x be set st x in dom max- f holds 0<= (max-f).x ) by MESFUNC2:14,15; hence max+f is nonnegative & max-f is nonnegative by SUPINF_2:71; end; theorem Th100a: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X,ExtREAL, A be Element of S st (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0 holds f|A is_integrable_on M proof let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X,ExtREAL, A be Element of S; assume A1: (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0; then consider E be Element of S such that B2: E = dom f & f is_measurable_on E; A2:dom f=dom (max+ f) & dom f=dom (max- f) by MESFUNC2:def 2,def 3; A3:max+f is nonnegative & max-f is nonnegative by Lm1; then A4:integral+(M,(max+ f)|A)=0 by A1,A2,MESFUNC5:88,MESFUNC2:27; A5:integral+(M,(max- f)|A)=0 by A1,A2,A3,MESFUNC5:88,MESFUNC2:28; B5:f is_measurable_on A /\ E by B2,XBOOLE_1:17,MESFUNC1:34; dom f /\ (A /\ E) = A /\ E by B2,XBOOLE_1:17,28; then B7:f|(A /\ E) is_measurable_on A /\ E by B5,MESFUNC5:48; B9: dom (f|A) = dom f /\ A by FUNCT_1:68; C1:f|(A /\ E) = f|A /\ f|E by RELAT_1:108 .= f|A /\ f by B2,RELAT_1:98 .= f|A by RELAT_1:88,XBOOLE_1:28; integral+(M,max+(f|A)) < +infty & integral+(M,max-(f|A)) < +infty by A4,A5,MESFUNC5:34; hence thesis by C1,B7,B2,B9,MESFUNC5:def 17; end; theorem Th88a: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X,REAL, E,A be Element of S st (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0 holds f|A is_integrable_on M proof let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f be PartFunc of X,REAL, E,A be Element of S; assume A1: (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0; then consider E be Element of S such that A2: E = dom f & f is_measurable_on E; E = dom(R_EAL f) & R_EAL f is_measurable_on E by A2,MESFUNC6:def 6; then R_EAL(f|A) is_integrable_on M by A1,Th100a; hence thesis by MESFUNC6:def 9; end; theorem (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0 implies f|A is_integrable_on M & Integral(M,f|A) = 0 proof set g = f|A; assume A1: (ex E be Element of S st E = dom f & f is_measurable_on E) & M.A = 0; then consider E be Element of S such that A2: E = dom f & f is_measurable_on E; A3:Re f is_measurable_on E & Im f is_measurable_on E by A2,Def3; A4:dom Re f = dom f & dom Im f = dom f by Def1,Def2; then A5:Integral(M,Re(f)|A)=0 & Integral(M,Im(f)|A)=0 by A1,A2,A3,MESFUNC6:88; A6:Re g = (Re f)|A & Im g = (Im f)|A by COM91; then reconsider R=Integral(M,Re g), I=Integral(M,Im g) as Real by A4,A2,A1,A3,MESFUNC6:88; (Re f)|A is_integrable_on M & (Im f)|A is_integrable_on M by A1,A3,A4,A2,Th88a; then Re g is_integrable_on M & Im g is_integrable_on M by COM91; hence g is_integrable_on M by Def4; hence Integral(M,g) = R + I * by Def5 .= 0 by A5,A6; end; theorem E = dom f & f is_integrable_on M & M.A =0 implies Integral(M,f|(E\A)) = Integral(M,f) proof assume A1: E = dom f & f is_integrable_on M & M.A =0; then A2:Re f is_integrable_on M & Im f is_integrable_on M by Def4; A3:dom f = dom Re f & dom f = dom Im f by Def1,Def2; C0:R_EAL(Re f) is_integrable_on M & R_EAL(Im f) is_integrable_on M by A2,MESFUNC6:def 9; then consider RE be Element of S such that C1: RE = dom(R_EAL(Re f)) & R_EAL(Re f) is_measurable_on RE by MESFUNC5:def 17; D1:RE = dom(Re f) & Re f is_measurable_on RE by C1,MESFUNC6:def 6; consider IE be Element of S such that C2: IE = dom(R_EAL(Im f)) & R_EAL(Im f) is_measurable_on IE by C0,MESFUNC5:def 17; D2:IE = dom(Im f) & Im f is_measurable_on IE by C2,MESFUNC6:def 6; set C=E\A; (Re f)|C is_integrable_on M & (Im f)|C is_integrable_on M by A2,MESFUNC6:91; then A4:Re(f|C) is_integrable_on M & Im(f|C) is_integrable_on M by COM91; then -infty < Integral(M,Re(f|C)) & Integral(M,Re(f|C)) < +infty & -infty < Integral(M,Im(f|C)) & Integral(M,Im(f|C)) < +infty by MESFUNC6:90; then reconsider R2=Integral(M,Re(f|C)), I2=Integral(M,Im(f|C)) as Real by EXTREAL1:1; Integral(M,Re(f)|C) = Integral(M,Re(f|C)) by COM91; then B1:Integral(M,Re(f|C)) = Integral(M,Re f) by A3,A1,D1,MESFUNC6:89; Integral(M,Im(f)|C) = Integral(M,Im(f|C)) by COM91; then B2:Integral(M,Im(f|C)) = Integral(M,Im f) by A3,A1,D2,MESFUNC6:89; f|(E\A) is_integrable_on M by A4,Def4; hence Integral(M,f|(E\A)) = R2 + I2 * by Def5 .= Integral(M,f) by A1,B1,B2,Def5; end; theorem Th91: f is_integrable_on M implies f|A is_integrable_on M proof assume f is_integrable_on M; then Re f is_integrable_on M & Im f is_integrable_on M by Def4; then (Re f)|A is_integrable_on M & (Im f)|A is_integrable_on M by MESFUNC6:91; then Re(f|A) is_integrable_on M & Im(f|A) is_integrable_on M by COM91; hence f|A is_integrable_on M by Def4; end; theorem f is_integrable_on M & A misses B implies Integral(M,f|(A\/B)) = Integral(M,f|A) + Integral(M,f|B) proof assume A1: f is_integrable_on M & A misses B; then Re f is_integrable_on M & Im f is_integrable_on M by Def4; then A2:Integral(M,(Re f)|(A\/B)) = Integral(M,(Re f)|A) + Integral(M,(Re f)|B) & Integral(M,(Im f)|(A\/B)) = Integral(M,(Im f)|A) + Integral(M,(Im f)|B) by A1,MESFUNC6:92; A3:f|A is_integrable_on M & f|B is_integrable_on M & f|(A\/B) is_integrable_on M by A1,Th91; Re(f|A) is_integrable_on M & Im(f|A) is_integrable_on M by A3,Def4; then -infty < Integral(M,Re(f|A)) & Integral(M,Re(f|A)) < +infty & -infty < Integral(M,Im(f|A)) & Integral(M,Im(f|A)) < +infty by MESFUNC6:90; then reconsider R1=Integral(M,Re(f|A)), I1=Integral(M,Im(f|A)) as Real by EXTREAL1:1; Re(f|B) is_integrable_on M & Im(f|B) is_integrable_on M by A3,Def4; then -infty < Integral(M,Re(f|B)) & Integral(M,Re(f|B)) < +infty & -infty < Integral(M,Im(f|B)) & Integral(M,Im(f|B)) < +infty by MESFUNC6:90; then reconsider R2=Integral(M,Re(f|B)), I2=Integral(M,Im(f|B)) as Real by EXTREAL1:1; set C=A\/B; Re(f|C) is_integrable_on M & Im(f|C) is_integrable_on M by A3,Def4; then -infty < Integral(M,Re(f|C)) & Integral(M,Re(f|C)) < +infty & -infty < Integral(M,Im(f|C)) & Integral(M,Im(f|C)) < +infty by MESFUNC6:90; then reconsider R3=Integral(M,Re(f|C)), I3=Integral(M,Im(f|C)) as Real by EXTREAL1:1; B2:Integral(M,Re(f)|C) = Integral(M,Re(f|A)) + Integral(M,Re(f)|B) by A2,COM91 .= Integral(M,Re(f|A)) + Integral(M,Re(f|B)) by COM91; B4:Integral(M,Im(f)|C) = Integral(M,Im(f|A)) + Integral(M,Im(f)|B) by A2,COM91 .= Integral(M,Im(f|A)) + Integral(M,Im(f|B)) by COM91; R_EAL R3 = R_EAL R1 + R_EAL R2 & R_EAL I3 = R_EAL I1 + R_EAL I2 by B2,B4,COM91; then C3:R3 = R1 + R2 & I3 = I1 + I2 by MESFUNC5:7; Integral(M,f|(A\/B)) = R3 + I3 * by A3,Def5; then Integral(M,f|(A\/B)) = (R1 + I1 * ) + (R2 + I2 * ) by C3; then Integral(M,f|(A\/B)) = Integral(M,f|A) + (R2 + I2 * ) by A3,Def5; hence Integral(M,f|(A\/B)) = Integral(M,f|A) + Integral(M,f|B) by A3,Def5; end; theorem f is_integrable_on M & B = (dom f)\A implies f|A is_integrable_on M & Integral(M,f) = Integral(M,f|A)+Integral(M,f|B) proof assume A1: f is_integrable_on M & B = (dom f)\A; then A2:f|A is_integrable_on M & f|B is_integrable_on M by Th91; A3:Re f is_integrable_on M & Im f is_integrable_on M by A1,Def4; dom f = dom Re f & dom f = dom Im f by Def1,Def2; then A4:Integral(M,Re(f)) = Integral(M,Re(f)|A)+Integral(M,Re(f)|B) & Integral(M,Im(f)) = Integral(M,Im(f)|A)+Integral(M,Im(f)|B) by A1,A3,MESFUNC6:93; -infty < Integral(M,Re f) & Integral(M,Re f) < +infty & -infty < Integral(M,Im f) & Integral(M,Im f) < +infty by A3,MESFUNC6:90; then reconsider R=Integral(M,Re f), I=Integral(M,Im f) as Real by EXTREAL1:1; Re(f|A) is_integrable_on M & Im(f|A) is_integrable_on M by A2,Def4; then -infty < Integral(M,Re(f|A)) & Integral(M,Re(f|A)) < +infty & -infty < Integral(M,Im(f|A)) & Integral(M,Im(f|A)) < +infty by MESFUNC6:90; then reconsider R1=Integral(M,Re(f|A)), I1=Integral(M,Im(f|A)) as Real by EXTREAL1:1; Re(f|B) is_integrable_on M & Im(f|B) is_integrable_on M by A2,Def4; then -infty < Integral(M,Re(f|B)) & Integral(M,Re(f|B)) < +infty & -infty < Integral(M,Im(f|B)) & Integral(M,Im(f|B)) < +infty by MESFUNC6:90; then reconsider R2=Integral(M,Re(f|B)), I2=Integral(M,Im(f|B)) as Real by EXTREAL1:1; B1:Integral(M,Re f) = Integral(M,Re(f|A)) + Integral(M,Re(f)|B) by A4,COM91 .= Integral(M,Re(f|A)) + Integral(M,Re(f|B)) by COM91; B2:Integral(M,Im f) = Integral(M,Im(f|A)) + Integral(M,Im(f)|B) by A4,COM91 .= Integral(M,Im(f|A)) + Integral(M,Im(f|B)) by COM91; R_EAL R = R_EAL R1 + R_EAL R2 & R_EAL I = R_EAL I1 + R_EAL I2 by B1,B2; then C3:R = R1 + R2 & I = I1 + I2 by MESFUNC5:7; Integral(M,f) = R + I * by A1,Def5; then Integral(M,f) = (R1 + I1 * ) + (R2 + I2 * ) by C3; then Integral(M,f) = Integral(M,f|A) + (R2 + I2 * ) by A2,Def5; hence thesis by A2,Def5; end; definition let k be real number, X be non empty set, f be PartFunc of X,REAL; func f to_power k -> PartFunc of X,REAL means :Def7: dom it = dom f & for x be Element of X st x in dom it holds it.x = (f.x) to_power k; existence proof defpred P[set,set] means $1 in dom f & $2= (f.$1) to_power k; consider F be PartFunc of X,REAL such that A1: for z be Element of X holds z in dom F iff ex c be Element of REAL st P[z,c] and A2: for z be Element of X st z in dom F holds P[z,F.z] from SEQ_1:sch 2; take F; now let z be Element of X; hereby assume AS: z in dom f; (f.z) to_power k is Element of REAL by XREAL_0:def 1; hence z in dom F by A1,AS; end; hereby assume z in dom F; then ex c be Element of REAL st P[z,c] by A1; hence z in dom f; end; end; hence dom F = dom f by SUBSET_1:8; thus thesis by A2; end; uniqueness proof deffunc f0(set) = (f.$1) to_power k; thus for h,g being PartFunc of X,REAL st (dom h=dom f & for z be Element of X st z in dom h holds h.z = f0(z)) & (dom g=dom f & for z be Element of X st z in dom g holds g.z = f0(z)) holds h = g from SEQ_1:sch 4; end; end; registration let X; cluster nonnegative PartFunc of X,REAL; existence proof reconsider f = {} as Function; dom f = {}; then reconsider f as PartFunc of X,REAL by PARTFUN1:55; take f; let x be Element of ExtREAL; thus thesis; end; end; registration let k be non negative (real number), X; let f be nonnegative PartFunc of X,REAL; cluster f to_power k -> nonnegative; coherence proof now let x be set; assume A11:x in dom (f to_power k); per cases; suppose k = 0; then (f.x) to_power k = 1 by POWER:29; hence 0 <= (f to_power k).x by A11,Def7; end; suppose B1: k > 0; per cases by MESFUNC6:51; suppose 0 < f.x; then 0 < (f.x) to_power k by POWER:39; hence 0 <= (f to_power k).x by A11,Def7; end; suppose 0 = f.x; then 0 = ((f.x) to_power k) by B1,POWER:def 2; hence 0 <= (f to_power k).x by A11,Def7; end; end; end; hence f to_power k is nonnegative by MESFUNC6:52; end; end; theorem Lm648: for k be real number, X,S,E for f be PartFunc of X,REAL st f is nonnegative & 0 <= k holds (f to_power k) is nonnegative; theorem Lm648a: for x be set,X,S,E for f be PartFunc of X,REAL st f is nonnegative holds (f.x) to_power (1/2) = sqrt(f.x) proof let x be set,X,S,E; let f be PartFunc of X,REAL; assume f is nonnegative; then P1:0 <= f.x by MESFUNC6:51; hence (f.x) to_power (1/2) = 2-root (f.x) by POWER:52 .= 2 -Root (f.x) by P1,POWER:def 1 .= sqrt (f.x) by P1,PREPOWER:41; end; theorem MES121: for f be PartFunc of X,REAL, a be Real st A c= dom f holds A /\ less_dom(f,a) = A\(A /\ great_eq_dom(f,a)) proof let f be PartFunc of X,REAL, a be Real; assume A1: A c= dom f; now let x be set; assume x in A /\ less_dom(f,a); then A4: x in A & x in less_dom(f,a) by XBOOLE_0:def 3; then ex y be Real st y = f.x & y < a by MESFUNC6:3; then not (ex y1 be Real st y1 = f.x & a <= y1); then not x in great_eq_dom(f,a) by MESFUNC6:6; then not(x in (A /\ great_eq_dom(f,a))) by XBOOLE_0:def 3; hence x in A\(A /\ great_eq_dom(f,a)) by A4,XBOOLE_0:def 4; end; then A3:A /\ less_dom(f,a) c= A\(A /\ great_eq_dom(f,a)) by TARSKI:def 3; now let x be set; assume x in A\(A /\ great_eq_dom(f,a)); then A6: x in A & not(x in A /\ great_eq_dom(f,a)) by XBOOLE_0:def 4; then not (x in great_eq_dom(f,a)) by XBOOLE_0:def 3; then not(a <= f.x) by A1,A6,MESFUNC6:6; then x in less_dom(f,a) by A1,A6,MESFUNC6:3; hence x in A /\ less_dom(f,a) by A6,XBOOLE_0:def 3; end; then A\(A /\ great_eq_dom(f,a)) c= A /\ less_dom(f,a) by TARSKI:def 3; hence thesis by A3,XBOOLE_0:def 10; end; theorem MES714: for k be real number, X,S,E for f be PartFunc of X,REAL st f is nonnegative & 0 <= k & E c= dom f & f is_measurable_on E holds (f to_power k) is_measurable_on E proof let k be real number, X,S,E; let f be PartFunc of X,REAL; reconsider k1=k as Real by XREAL_0:def 1; assume that A1: f is nonnegative and B1: 0 <= k and A2: E c= dom f & f is_measurable_on E; A3:dom(f to_power k) = dom f by Def7; per cases by B1; suppose B11: k = 0; A8: E c= dom (f to_power k) by A2,Def7; now let r be real number; reconsider r1=r as Real by XREAL_0:def 1; per cases; suppose A11: r <= 1; now let x be set; assume A12: x in E; then (f to_power k).x = (f.x) to_power k by A2,A3,Def7; then r <= (f to_power k).x by B11,A11,POWER:29; hence x in great_eq_dom(f to_power k,r1) by A2,A3,A12,MESFUNC6:6; end; then E c= great_eq_dom(f to_power k,r) by TARSKI:def 3; then E /\ great_eq_dom(f to_power k,r) = E by XBOOLE_1:28; then E /\ less_dom(f to_power k,r1) = E \ E by A8,MES121; hence E /\ less_dom(f to_power k,r) in S; end; suppose A6: 1 < r; now let x be set; assume A7: x in E; then (f to_power k).x = (f.x) to_power k by A2,A3,Def7; then (f to_power k).x < r by B11,A6,POWER:29; hence x in less_dom(f to_power k,r) by A2,A3,A7,MESFUNC6:3; end; then E c= less_dom(f to_power k,r) by TARSKI:def 3; then E /\ less_dom(f to_power k,r) = E by XBOOLE_1:28; hence E /\ less_dom(f to_power k,r) in S; end; end; hence f to_power k is_measurable_on E by MESFUNC6:12; end; suppose B12: k > 0; for r be real number holds E /\ great_eq_dom(f to_power k,r) in S proof let r be real number; reconsider r1=r as Real by XREAL_0:def 1; per cases; suppose C1: r1 <= 0; now let x be set; assume x in E; then x in dom f by A2; then C4: x in dom (f to_power k) by Def7; 0 <= (f to_power k).x by MESFUNC6:51,A1,B12; hence x in great_eq_dom(f to_power k,r1) by C1,C4,MESFUNC6:6; end; then E c= great_eq_dom(f to_power k,r) by TARSKI:def 3; then E /\ great_eq_dom(f to_power k,r) = E by XBOOLE_1:28; hence E /\ great_eq_dom(f to_power k,r) in S; end; suppose A15: 0 < r1; A16: now let x be set; assume A17: x in great_eq_dom(f,r1 to_power (1/k)); then A10: x in dom (f to_power k) by A3,MESFUNC6:6; A20: ex y be Real st y = f.x & r1 to_power (1/k) <= y by A17,MESFUNC6:6; A24: 0 < r to_power (1/k) by A15,POWER:39; set R = r to_power (1/k); R to_power k = r to_power (1/k*k) by A15,POWER:38; then R to_power k = r to_power 1 by B12,XCMPLX_1:88; then r1 to_power 1 <= (f.x) to_power k1 by B12,A20,A24,HOLDER_1:3; then r <= (f.x) to_power k by POWER:30; then r <= (f to_power k).x by A10,Def7; hence x in great_eq_dom(f to_power k,r1) by A10,MESFUNC6:6; end; now let x be set; assume A26: x in great_eq_dom(f to_power k,r1); then A27: x in dom (f to_power k) by MESFUNC6:6; A29: 0 <= f.x by A1,MESFUNC6:51; ex y2 be Real st y2 = (f to_power k).x & r1 <= y2 by A26,MESFUNC6:6; then r <= (f.x) to_power k by A27,Def7; then A33: r to_power (1/k1) <= ((f.x) to_power k1) to_power (1/k1) by A15,B12,HOLDER_1:3; ((f.x) to_power k1) to_power (1/k1) = (f.x) to_power (k1 * 1/k1) by B12,A29,HOLDER_1:2; then ((f.x) to_power k1) to_power (1/k1) = (f.x) to_power 1 by B12,XCMPLX_1:88; then ((f.x) to_power k) to_power (1/k) = f.x by POWER:30; hence x in great_eq_dom(f,r1 to_power (1/k)) by A3,A27,A33,MESFUNC6:6; end; then E /\ great_eq_dom(f to_power k,r1) = E /\ great_eq_dom(f,r1 to_power (1/k)) by A16,TARSKI:2; hence E /\ great_eq_dom(f to_power k,r) in S by A2,MESFUNC6:13; end; end; hence f to_power k is_measurable_on E by A2,A3,MESFUNC6:13; end; end; theorem MES648: f is_measurable_on A & A c= dom f implies |.f.| is_measurable_on A proof assume A1: f is_measurable_on A & A c= dom f; then A2:Re f is_measurable_on A & Im f is_measurable_on A by Def3; A0:dom |.Re f.| = dom Re f & dom |.Im f.| = dom Im f & dom |.f.| = dom f by VALUED_1:def 11; C0:dom Re f = dom f & dom Im f = dom f by Def1,Def2; then B1:|.Re f.| is_measurable_on A & |.Im f.| is_measurable_on A by A1,A2,MESFUNC6:48; B3:now let x be set; assume P01: x in dom |.Re f.|; 0 <= |.(Re f).x .| by COMPLEX1:132; hence 0 <= |. Re f.|.x by P01,VALUED_1:def 11; end; then C21: |.Re(f).| to_power 2 is nonnegative by Lm648,MESFUNC6:52; B4:now let x be set; assume x in dom |.Im f.|; then |.Im f.|.x = |.(Im f).x .| by VALUED_1:def 11; hence 0 <= |.Im f.|.x by COMPLEX1:132; end; then C22: |.Im f.| to_power 2 is nonnegative by Lm648,MESFUNC6:52; set F = |.Re f.| to_power 2 + |.Im f.| to_power 2; |.Re f.| to_power 2 is_measurable_on A & |.Im f.| to_power 2 is_measurable_on A by B1,A0,C0,A1,B3,B4,MES714,MESFUNC6:52; then C1:F is_measurable_on A by MESFUNC6:26; C31:dom F = dom( |.Re f.| to_power 2 ) /\ dom( |.Im f.| to_power 2 ) by VALUED_1:def 1; C32:dom(|.Re f.| to_power 2) = dom f & dom(|.Im f.| to_power 2) = dom f by A0,C0,Def7; then D2: dom(|.f.|) = dom (F to_power (1/2)) by A0,Def7,C31; now let x be set; assume P01: x in dom |.f.|; then (|.Re f.| to_power 2).x = (|.Re f.|.x) to_power 2 by A0,C32,Def7; then (|.Re f.| to_power 2).x = |.Re(f).x .| to_power 2 by P01,A0,C0,VALUED_1:def 11; then (|.Re f.| to_power 2).x = |.Re(f.x).| to_power 2 by P01,A0,C0,Def1; then (|.Re f.| to_power 2).x = |.Re(f.x).|^2 by POWER:53; then Q01:(|.Re f.| to_power 2).x = (Re(f.x))^2 by COMPLEX1:161; (|.Im f.| to_power 2).x = (|.Im f.|.x) to_power 2 by P01,A0,C32,Def7; then (|.Im f.| to_power 2).x = |.Im(f).x .| to_power 2 by P01,A0,C0,VALUED_1:def 11; then (|.Im f.| to_power 2).x = |.Im(f.x).| to_power 2 by P01,A0,C0,Def2; then (|.Im f.| to_power 2).x = |.Im(f.x).|^2 by POWER:53; then Q02:(|.Im f.| to_power 2).x = (Im(f.x))^2 by COMPLEX1:161; (F.x) to_power (1/2) = sqrt (F.x) by C21,C22,MESFUNC6:56,Lm648a .= sqrt ( (Re(f.x))^2 + (Im(f.x))^2 ) by Q01,Q02,P01,A0,C31,C32,VALUED_1:def 1; then (F to_power (1/2)).x = |.f.x .| by P01,D2,Def7; hence |.f.|.x = (F to_power (1/2)).x by P01,VALUED_1:def 11; end; then |.f.| = F to_power (1/2) by D2,FUNCT_1:9; hence |.f.| is_measurable_on A by C1,C31,C32,A1,MES714,C21,C22,MESFUNC6:56; end; theorem Th94: (ex A be Element of S st A = dom f & f is_measurable_on A ) implies (f is_integrable_on M iff |.f.| is_integrable_on M) proof assume ex A be Element of S st A = dom f & f is_measurable_on A; then consider A be Element of S such that P1: A = dom f & f is_measurable_on A; P2:dom Re f = A & dom Im f = A by P1,Def1,Def2; P3:Re f is_measurable_on A & Im f is_measurable_on A by Def3,P1; P5:dom (|.Re f.| + |.Im f.|) = dom |.Re f.| /\ dom |.Im f.| by VALUED_1:def 1; P4:dom |.Re f.| = dom Re f & dom |.Im f.| = dom Im f & dom |.f.| = dom f by VALUED_1:def 11; P7:|.f.| is_measurable_on A by MES648,P1; hereby assume f is_integrable_on M; then Re f is_integrable_on M & Im f is_integrable_on M by Def4; then |.Re f.| is_integrable_on M & |.Im f.| is_integrable_on M by P2,P3,MESFUNC6:94; then L9: |.Re f.| + |.Im f.| is_integrable_on M by MESFUNC6:100; now let x be Element of X; assume P11: x in dom |.f.|; then P14: (Re f).x = Re(f.x) & (Im f).x = Im(f.x) by P1,P2,P4,Def1,Def2; P15: |.f.|.x = |.f.x .| by P11,VALUED_1:def 11; |.(Re f).x .| = |.Re f.|.x & |.(Im f).x .| = |.Im f.|.x & (|.Re f.| + |.Im f.|).x = |.Re f.|.x + |.Im f.|.x by P1,P2,P11,P4,P5,VALUED_1:def 1,def 11; hence |.(|.f.|.x).| <= (|.Re f.| + |.Im f.|).x by P14,P15,COMPLEX1:164; end; hence |.f.| is_integrable_on M by P1,P7,P4,L9,P5,P2,MESFUNC6:96; end; hereby assume R: |.f.| is_integrable_on M; now let x be Element of X; assume P101: x in dom Re f; then P13: |.f.|.x = |.f.x .| by P1,P2,P4,VALUED_1:def 11; |.Re(f.x).| <= |.f.x .| by COMPLEX1:165; hence |.Re(f).x .| <= |.f.|.x by P13,P101,Def1; end; then R11:Re f is_integrable_on M by P2,P3,P4,P1,MESFUNC6:96,R; now let x be Element of X; assume P101: x in dom Im f; then P14: |.f.|.x = |.f.x .| by P1,P2,P4,VALUED_1:def 11; |.Im(f.x).| <= |.f.x .| by COMPLEX1:165; hence |.Im(f).x .| <= |.f.|.x by P14,P101,Def2; end; then Im f is_integrable_on M by P2,P3,P4,P1,MESFUNC6:96,R; hence f is_integrable_on M by Def4,R11; end; end; theorem f is_integrable_on M & g is_integrable_on M implies dom (f+g) in S proof assume f is_integrable_on M & g is_integrable_on M; then Re f is_integrable_on M & Im f is_integrable_on M & Re g is_integrable_on M & Im g is_integrable_on M by Def4; then dom(Re(f)+Re(g)) in S & dom(Im(f)+Im(g)) in S by MESFUNC6:99; then A1:dom(Re(f+g)) in S & dom(Im(f+g)) in S by COM19; dom((#)Im(f+g)) = dom(Im(f+g)) by VALUED_1:def 5; then dom(Re(f+g) + (#)Im(f+g)) = dom(Re(f+g)) /\ dom(Im(f+g)) by VALUED_1:def 1; then dom(Re(f+g) + (#)Im(f+g)) in S by A1,MEASURE1:19; hence thesis by COM99; end; theorem Th100: f is_integrable_on M & g is_integrable_on M implies f+g is_integrable_on M proof assume f is_integrable_on M & g is_integrable_on M; then Re f is_integrable_on M & Im f is_integrable_on M & Re g is_integrable_on M & Im g is_integrable_on M by Def4; then Re(f)+ Re(g) is_integrable_on M & Im(f)+ Im(g) is_integrable_on M by MESFUNC6:100; then Re(f+g) is_integrable_on M & Im(f+g) is_integrable_on M by COM19; hence f+g is_integrable_on M by Def4; end; theorem Th100x: for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X,REAL st f is_integrable_on M & g is_integrable_on M holds f-g is_integrable_on M proof let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X,REAL; assume f is_integrable_on M & g is_integrable_on M; then A1:R_EAL f is_integrable_on M & R_EAL g is_integrable_on M by MESFUNC6:def 9; then (-1)(#)R_EAL g is_integrable_on M by MESFUNC5:116; then -R_EAL g is_integrable_on M by MESFUNC2:11; then R_EAL -g is_integrable_on M by MESFUNC6:28; then R_EAL f + R_EAL -g is_integrable_on M by A1,MESFUNC5:114; then R_EAL(f-g) is_integrable_on M by MESFUNC6:23; hence f-g is_integrable_on M by MESFUNC6:def 9; end; theorem f is_integrable_on M & g is_integrable_on M implies f-g is_integrable_on M proof assume f is_integrable_on M & g is_integrable_on M; then Re f is_integrable_on M & Im f is_integrable_on M & Re g is_integrable_on M & Im g is_integrable_on M by Def4; then Re(f)- Re(g) is_integrable_on M & Im(f)- Im(g) is_integrable_on M by Th100x; then Re(f-g) is_integrable_on M & Im(f-g) is_integrable_on M by COM48; hence f-g is_integrable_on M by Def4; end; theorem Th101: f is_integrable_on M & g is_integrable_on M implies ex E be Element of S st E = dom f /\ dom g & Integral(M,f+g)=Integral(M,f|E)+Integral(M,g|E) proof assume A1: f is_integrable_on M & g is_integrable_on M; then A2:Re f is_integrable_on M & Im f is_integrable_on M & Re g is_integrable_on M & Im g is_integrable_on M by Def4; then consider E be Element of S such that A3: E = dom Re f /\ dom Re g & Integral(M,Re(f)+Re(g))=Integral(M,(Re f)|E)+Integral(M,(Re g)|E) by MESFUNC6:101; D1:dom f = dom Re f & dom g = dom Re g & dom f = dom Im f & dom g = dom Im g by Def1,Def2; A3I:ex Ei be Element of S st Ei = dom Im f /\ dom Im g & Integral(M,Im(f)+Im(g))=Integral(M,Im(f)|Ei)+Integral(M,Im(g)|Ei) by A2,MESFUNC6:101; A4:f+g is_integrable_on M by A1,Th100; then Re(f+g) is_integrable_on M & Im(f+g) is_integrable_on M by Def4; then -infty < Integral(M,Re(f+g)) & Integral(M,Re(f+g)) < +infty & -infty < Integral(M,Im(f+g)) & Integral(M,Im(f+g)) < +infty by MESFUNC6:90; then reconsider R=Integral(M,Re(f+g)), I=Integral(M,Im(f+g)) as Real by EXTREAL1:1; A5:f|E is_integrable_on M & g|E is_integrable_on M by A1,Th91; then Re(f|E) is_integrable_on M & Im(f|E) is_integrable_on M by Def4; then -infty < Integral(M,Re(f|E)) & Integral(M,Re(f|E)) < +infty & -infty < Integral(M,Im(f|E)) & Integral(M,Im(f|E)) < +infty by MESFUNC6:90; then reconsider R1=Integral(M,Re(f|E)), I1=Integral(M,Im(f|E)) as Real by EXTREAL1:1; Re(g|E) is_integrable_on M & Im(g|E) is_integrable_on M by A5,Def4; then -infty < Integral(M,Re(g|E)) & Integral(M,Re(g|E)) < +infty & -infty < Integral(M,Im(g|E)) & Integral(M,Im(g|E)) < +infty by MESFUNC6:90; then reconsider R2=Integral(M,Re(g|E)), I2=Integral(M,Im(g|E)) as Real by EXTREAL1:1; Integral(M,Re(f)+Re(g)) = Integral(M,Re(f+g)) by COM19; then B1:Integral(M,Re(f+g)) = Integral(M,Re(f|E)) + Integral(M,Re(g)|E) by A3,COM91 .= Integral(M,Re(f|E)) + Integral(M,Re(g|E)) by COM91; Integral(M,Im(f)+Im(g)) = Integral(M,Im(f+g)) by COM19; then Integral(M,Im(f+g)) = Integral(M,Im(f|E)) + Integral(M,Im(g)|E) by A3I,A3,D1,COM91; then R_EAL R = R_EAL R1 + R_EAL R2 & R_EAL I = R_EAL I1 + R_EAL I2 by B1,COM91; then C3:R = R1 + R2 & I = I1 + I2 by MESFUNC5:7; Integral(M,f+g) = R + I * by A4,Def5; then Integral(M,f+g) = (R1 + I1 * ) + (R2 + I2 * ) by C3; then Integral(M,f+g) = Integral(M,f|E) + (R2 + I2 * ) by A5,Def5; then Integral(M,f+g) = Integral(M,f|E)+Integral(M,g|E) by A5,Def5; hence thesis by D1,A3; end; theorem for X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X,REAL st f is_integrable_on M & g is_integrable_on M holds ex E be Element of S st E = dom f /\ dom g & Integral(M,f-g)=Integral(M,f|E)+Integral(M,(-g)|E) proof let X be non empty set, S be SigmaField of X, M be sigma_Measure of S, f,g be PartFunc of X,REAL; assume f is_integrable_on M & g is_integrable_on M; then A1:R_EAL f is_integrable_on M & R_EAL g is_integrable_on M by MESFUNC6:def 9; then (-1)(#)R_EAL g is_integrable_on M by MESFUNC5:116; then -R_EAL g is_integrable_on M by MESFUNC2:11; then R_EAL -g is_integrable_on M by MESFUNC6:28; then consider E be Element of S such that A2: E = dom(R_EAL f) /\ dom(R_EAL -g) & Integral(M,R_EAL f + R_EAL -g) = Integral(M,(R_EAL f)|E) + Integral(M,(R_EAL -g)|E) by A1,MESFUNC5:115; take E; dom(R_EAL -g) = dom(-R_EAL g) by MESFUNC6:28; hence thesis by A2,MESFUNC1:def 7,MESFUNC6:23; end; theorem Th102r: f is_integrable_on M implies r(#)f is_integrable_on M & Integral(M,r(#)f) = r * Integral(M,f) proof assume A1: f is_integrable_on M; then A2:Re f is_integrable_on M & Im f is_integrable_on M by Def4; then A3:r(#)Re(f) is_integrable_on M & Integral(M,r(#)Re(f)) = R_EAL r * Integral(M,Re f) & r(#)Im(f) is_integrable_on M & Integral(M,r(#)Im(f)) = R_EAL r * Integral(M,Im f) by MESFUNC6:102; then A4:Re(r(#)f) is_integrable_on M & Im(r(#)f) is_integrable_on M & Integral(M,r(#)Re(f)) = Integral(M,Re(r(#)f)) & Integral(M,r(#)Im(f)) = Integral(M,Im(r(#)f)) by COM21r; then A5:r(#)f is_integrable_on M by Def4; -infty < Integral(M,Re f) & Integral(M,Re f) < +infty & -infty < Integral(M,Im f) & Integral(M,Im f) < +infty by A2,MESFUNC6:90; then reconsider R1=Integral(M,Re f), I1=Integral(M,Im f) as Real by EXTREAL1:1; -infty < Integral(M,Re(r(#)f)) & Integral(M,Re(r(#)f)) < +infty & -infty < Integral(M,Im(r(#)f)) & Integral(M,Im(r(#)f)) < +infty by A4,MESFUNC6:90; then reconsider R2=Integral(M,Re(r(#)f)), I2=Integral(M,Im(r(#)f)) as Real by EXTREAL1:1; R_EAL r * R_EAL R1 = r * R1 & R_EAL r * R_EAL I1 = r * I1 by Th7a; then R2 + I2 * = r * (R1 + I1 * ) by A3,A4; then Integral(M,r(#)f) = r * (R1 + I1 * ) by A5,Def5; hence thesis by A4,A1,Def5,Def4; end; theorem Th102c: f is_integrable_on M implies (#)f is_integrable_on M & Integral(M,(#)f) = * Integral(M,f) proof assume A1: f is_integrable_on M; then A2:Re f is_integrable_on M & Im f is_integrable_on M by Def4; A3:Re((#)f) = -Im(f) & Im((#)f)= Re f by COM21c; -Im(f)=(-1)(#)Im(f); then Re((#)f) is_integrable_on M & Im((#)f) is_integrable_on M by A2,A3,MESFUNC6:102; hence A5: (#)f is_integrable_on M by Def4; consider R,I be Real such that A6: R=Integral(M,Re f) & I =Integral(M,Im f) & Integral(M,f)=R+ I * by A1,Def5; consider R1,I1 be Real such that A7: R1=Integral(M,Re((#)f)) & I1 =Integral(M,Im((#)f)) & Integral(M,(#)f)=R1+ I1 * by A5,Def5; R1 = R_EAL(-1) * R_EAL(I) by A3,A7,A6,A2,MESFUNC6:102 .=(-1)*I by EXTREAL1:38; hence Integral(M,(#)f) = *Integral(M,f) by A3,A6,A7; end; theorem Th102: f is_integrable_on M implies c(#)f is_integrable_on M & Integral(M,c(#)f) = c * Integral(M,f) proof assume A1: f is_integrable_on M; A2:c = Re(c) + Im(c) * by COMPLEX1:29; B1:dom(c(#)f) = dom f & dom(Re(c)(#)f) = dom f & dom((#)f) = dom f & dom((Im c)(#)((#)f)) = dom((#)f) by VALUED_1:def 5; B2:dom((Re c)(#)f + (Im c)(#)((#)f)) = dom((Re c)(#)f) /\ dom((Im c)(#)((#)f)) by VALUED_1:def 1; now let x be Element of X; assume x in dom(c(#)f); then (c(#)f).x = c * f.x & ((Re c)(#)f + (Im c)(#)((#)f)).x = ((Re c)(#)f).x + ((Im c)(#)((#)f)).x & ((Re c)(#)f).x= Re c * f.x & ((Im c)(#)((#)f)).x = Im c * ((#)f).x & ((#)f).x = * f.x by B1,B2,VALUED_1:def 1,def 5; hence (c(#)f).x = ((Re c)(#)f + (Im c)(#)((#)f)).x by A2; end; then A3:c(#)f = (Re c)(#)f + (Im c)(#)((#)f) by B1,B2,PARTFUN1:34; A4:(Re c)(#)f is_integrable_on M & Integral(M,(Re c)(#)f) = Re c * Integral(M,f) by A1,Th102r; A5:(#)f is_integrable_on M & Integral(M,(#)f) = * Integral(M,f) by A1,Th102c; then A6:(Im c)(#)((#)f) is_integrable_on M & Integral(M,(Im c)(#)((#)f)) = Im c * Integral(M,(#)f) by Th102r; hence c(#)f is_integrable_on M by A3,Th100,A4; consider E be Element of S such that A7: E = dom ((Re c)(#)f) /\ dom ((Im c)(#)((#)f)) & Integral(M,(Re c)(#)f + (Im c)(#)((#)f)) = Integral(M,((Re c)(#)f)|E) + Integral(M,((Im c)(#)((#)f))|E) by Th101,A4,A6; ((Re c)(#)f)|E =(Re c)(#)f by B1,A7,RELAT_1:97; hence Integral(M,c(#)f) = Re c * Integral(M,f) + (Im c)** Integral(M,f) by A4,A6,A5,A3,A7,B1,RELAT_1:97 .= c * Integral(M,f) by A2; end; Th95a: ( ex A be Element of S st A = dom f & f is_measurable_on A ) & f is_integrable_on M & Integral(M,f) = 0 implies |. Integral(M,f).| <= Integral(M,|.f.|) proof assume that A1: ( ex A be Element of S st A = dom f & f is_measurable_on A ) and A2: f is_integrable_on M and X1: Integral(M,f) = 0; D1:|.f.| is_integrable_on M by A1,A2,Th94; consider R,I be Real such that A3: R = Integral(M,Re f) & I = Integral(M,Im f) & Integral(M,f)=R + I * by A2,Def5; Re f is_integrable_on M by A2,Def4; then C1:|.Integral(M,Re f).| <= Integral(M,|.Re f.|) by MESFUNC6:95; consider A be Element of S such that A4: A = dom f & f is_measurable_on A by A1; B1:dom Re f = A & Re f is_measurable_on A by A4,Def1,Def3; A5:dom |.f.| = dom f by VALUED_1:def 11; C2:now let x be Element of X; assume x in dom Re f; then Re(f).x = Re(f.x) & |.f.|.x = |.f.x .| by A5,B1,A4,Def1,VALUED_1:def 11; hence |.Re(f).x .| <= |.f.|.x by COMPLEX1:165; end; R = 0 by A3,X1,COMPLEX1:12,28; then |.Integral(M,Re f).| = 0 by A3,EXTREAL2:53; hence thesis by C1,C2,X1,B1,A5,A4,D1,MESFUNC6:96,COMPLEX1:130; end; theorem MES72: for f be PartFunc of X,REAL,Y,r holds (r(#)f)|Y = r(#)(f|Y) proof let f be PartFunc of X,REAL,Y,r; A0:dom((r(#)f)|Y) c= dom (r(#)f) & dom((r(#)f)|Y) c= Y by RELAT_1:87,89; A1:dom ((r(#)f)|Y) = dom (r(#)f) /\ Y by RELAT_1:90 .= dom f /\ Y by VALUED_1:def 5 .= dom (f|Y) by RELAT_1:90; then A3:dom ((r(#)f)|Y) = dom (r(#)(f|Y)) by VALUED_1:def 5; now let x be Element of X; assume A2: x in dom((r(#)f)|Y); then x in dom (r(#)(f|Y)) by A1,VALUED_1:def 5; then (r(#)(f|Y)).x = r*((f|Y).x) by VALUED_1:def 5; then (r(#)(f|Y)).x = r*((f.x)) by A1,A2,FUNCT_1:68; then (r(#)(f|Y)).x = (r(#)f).x by A2,A0,VALUED_1:def 5; hence (r(#)(f|Y)).x = ((r(#)f)|Y).x by A2,FUNCT_1:68; end; hence thesis by A3,PARTFUN1:34; end; theorem MES73: for f,g be PartFunc of X,REAL st ( ex A be Element of S st A = dom f /\ dom g & f is_measurable_on A & g is_measurable_on A ) & f is_integrable_on M & g is_integrable_on M & g-f is nonnegative holds ex E be Element of S st E = dom f /\ dom g & Integral(M,f|E) <= Integral(M,g|E) proof let f,g be PartFunc of X,REAL; assume that A1: ( ex A be Element of S st A = dom f /\ dom g & f is_measurable_on A & g is_measurable_on A ) and A2: f is_integrable_on M & g is_integrable_on M and A3: g-f is nonnegative; set h=(-1)(#)f; h is_integrable_on M & Integral(M,h) = R_EAL (-1) * Integral(M,f) by A2,MESFUNC6:102; then consider E be Element of S such that A5: E = dom h /\ dom g & Integral(M,h+g) = Integral(M,h|E)+Integral(M,g|E) by A2,MESFUNC6:101; consider A be Element of S such that B1: A = dom f /\ dom g & f is_measurable_on A & g is_measurable_on A by A1; B2:h is_measurable_on A by B1,XBOOLE_1:17,MESFUNC6:21; dom h = dom f by VALUED_1:def 5; then dom(h+g) = A by B1,VALUED_1:def 1; then A7:0 <= Integral(M,h|E)+Integral(M,g|E) by A5,A3,B2,B1,MESFUNC6:26,84; A8:f|E is_integrable_on M by A2,MESFUNC6:91; take E; h|E = (-1)(#)(f|E) by MES72; then A9:0 <= R_EAL(-1) * Integral(M,f|E) + Integral(M,g|E) by A7,A8,MESFUNC6:102; -infty < Integral(M,f|E) & Integral(M,f|E) < +infty by A8,MESFUNC6:90; then reconsider c1=Integral(M,f|E) as Real by EXTREAL1:1; g|E is_integrable_on M by A2,MESFUNC6:91; then -infty < Integral(M,g|E) & Integral(M,g|E) < +infty by MESFUNC6:90; then reconsider c2=Integral(M,g|E) as Real by EXTREAL1:1; R_EAL (-1) * Integral(M,f|E) = (-1)*c1 by EXTREAL1:13; then 0 <= -c1 + c2 by A9,SUPINF_2:1; then (0 qua real number) +c1 <= -c1+c2+c1 by XREAL_1:8; hence thesis by A5,VALUED_1:def 5; end; Th95b: ( ex A be Element of S st A = dom f & f is_measurable_on A ) & f is_integrable_on M & Integral(M,f) <> 0 implies |. Integral(M,f).| <= Integral(M,|.f.|) proof assume that A1: ( ex A be Element of S st A = dom f & f is_measurable_on A ) and A2: f is_integrable_on M and A3: Integral(M,f) <> 0; Y1:|.f.| is_integrable_on M by A1,A2,Th94; set a = Integral(M,f); set b = a / |.a.|; |.b.|*|.b*'.| = |.b*b*'.| by COMPLEX1:151; then |.b.|*|.b*'.| = |.b*b.| by COMPLEX1:155; then A4:|.b.|*|.b*'.| = |.a / |.a.|.|*|.a / |.a.|.| by COMPLEX1:151; A5:|.a / |.a.|.| = |.a.|/|.|.a.|.| by COMPLEX1:153; 0 < |.a.| by A3,COMPLEX1:133; then A6:|.a.|/|.a.| = 1 by XCMPLX_1:60; A81: b*b*' = Re(b*b*') + (Im(b*b*'))* by COMPLEX1:29; reconsider b1=b as Element of COMPLEX by XCMPLX_0:def 2; Re(b1*b1*') = (Re b1)^2 + (Im b1)^2 & Im(b1*b1*') = 0 by COMPLEX1:126; then b*b*' = |.b*b.| by A81,COMPLEX1:154; then (b*' * a) / |.a.| = 1 by A6,A4,A5,COMPLEX1:151; then A8:b*' * a = |.a.| by XCMPLX_1:58; consider A be Element of S such that B1: A = dom f & f is_measurable_on A by A1; B4:dom |.f.| = dom f by VALUED_1:def 11; set h = f (#) (|.f.|"); E1:h = f /" |.f.|; then E0:dom h = dom f /\ dom |.f.| by VALUED_1:16; G0:dom(|.f.|(#)h) = dom|.f.| /\ dom h by VALUED_1:def 4; Z0:now let x be set; assume P01: x in dom f; then P11:(|.f.|(#)h).x = (|.f.|.x)*(h.x) by G0,B4,E0,VALUED_1:def 4; P12:|.f.|.x = |.f.x .| by P01,B4,VALUED_1:def 11; P03:h.x = (f.x)/|.f.|.x by E1,VALUED_1:17; per cases; suppose f.x <> 0; then 0 < |.f.x .| by COMPLEX1:133; hence f.x = (|.f.|(#)h).x by P11,P03,P12,XCMPLX_1:88; end; suppose X1: f.x = 0; then (Re(f.x))^2 + (Im(f.x))^2 = 0 by COMPLEX1:13; then f.x = (h.x)*|.f.x .| by X1,SQUARE_1:82; hence f.x = (|.f.|(#)h).x by P11,P01,B4,VALUED_1:def 11; end; end; then Z1:f = |.f.| (#) h by G0,B4,E0,FUNCT_1:9; Z2:|.f.| (#) h is_measurable_on A by Z0,B1,G0,B4,E0,FUNCT_1:9; E3:dom(b*'(#)(|.f.|(#)h)) = dom f by G0,B4,E0,VALUED_1:def 5; E4:dom(b*'(#)h) = dom f by E0,B4,VALUED_1:def 5; then E5:dom(|.f.|(#)(b*'(#)h)) = dom f /\ dom f by B4,VALUED_1:def 4; now let x be set; assume P01: x in dom(b*'(#)(|.f.|(#)h)); then (b*'(#)(|.f.|(#)h)).x = b*'*((|.f.|(#)h).x) by VALUED_1:def 5; then (b*'(#)(|.f.|(#)h)).x = b*'*((|.f.|.x)*(h.x)) by P01,E3,G0,B4,E0,VALUED_1:def 4; then Q01:(b*'(#)(|.f.|(#)h)).x = b*'*(|.f.x .|*(h.x)) by P01,E3,B4,VALUED_1:def 11; x in dom(|.f.|(#)(b*'(#)h)) by P01,E5,G0,B4,E0,VALUED_1:def 5; then (|.f.|(#)(b*'(#)h)).x = (|.f.|.x)*((b*'(#)h).x) by VALUED_1:def 4; then (|.f.|(#)(b*'(#)h)).x = |.f.x .|*((b*'(#)h).x) by P01,E3,B4,VALUED_1:def 11; then (|.f.|(#)(b*'(#)h)).x = (b*'*(h.x))*|.f.x .| by P01,E3,E4,VALUED_1:def 5; hence (b*'(#)(|.f.|(#)h)).x = (|.f.|(#)(b*'(#)h)).x by Q01; end; then Z4:b*'(#)(|.f.|(#)h) = |.f.|(#)(b*'(#)h) by E5,E3,FUNCT_1:9; Y2:|.f.| is_measurable_on A by B1,MES648; b*'(#)(|.f.|(#)h) is_measurable_on A by G0,B4,E0,B1,Z2,Th21; then F1:Re(|.f.|(#)(b*'(#)h)) is_measurable_on A by Z4,Def3; F21:b*'(#)(|.f.|(#)h) is_integrable_on M by Z1,A2,Th102; then F2:Re(|.f.|(#)(b*'(#)h)) is_integrable_on M by Z4,Def4; consider R1,I1 be Real such that Y32:R1 = Integral(M,Re(|.f.|(#)(b*'(#)h))) & I1 = Integral(M,Im(|.f.|(#)(b*'(#)h))) & Integral(M,|.f.|(#)(b*'(#)h)) = R1 + I1 * by F21,Z4,Def5; Re(R1 + I1 * ) = R1 by COMPLEX1:28; then Re |.a.| = R1 by A8,Z1,Z4,A2,Th102,Y32; then Y3:|.a.| = Integral(M,Re(|.f.|(#)(b*'(#)h))) by Y32,COMPLEX1:def 2; F3:dom(Re(|.f.|(#)(b*'(#)h))) = dom f by E5,Def1; now let x be set; assume P02:x in dom(Re(|.f.|(#)(b*'(#)h))) /\ dom |.f.|; then P11:|.f.|.x = |.f.x .| by F3,B4,VALUED_1:def 11; h.x = f.x / |.f.|.x by E1,VALUED_1:17; then P12:|.h.x .| = |.f.x .| / |.|.f.x .|.| by P11,COMPLEX1:153; per cases; suppose f.x <> 0; then 0 < |.f.x .| by COMPLEX1:133; then P13: |.f.x .| / |.f.x .| = 1 by XCMPLX_1:60; x in dom(b*'(#)h) by P02,F3,E0,VALUED_1:def 5; then (b*'(#)h).x = b*'*(h.x) by VALUED_1:def 5; then P14: |.(b*'(#)h).x .| = |.b*'.|*|.h.x .| by COMPLEX1:151; (|.f.|(#)(b*'(#)h)).x = (|.f.|.x)*((b*'(#)h).x) by P02,F3,B4,E5,VALUED_1:def 4; then (|.f.|(#)(b*'(#)h)).x = |.f.x .|*((b*'(#)h).x) by P02,F3,B4,VALUED_1:def 11; then |.(|.f.|(#)(b*'(#)h)).x .| = |.|.f.x .|.|*|.(b*'(#)h).x .| by COMPLEX1:151; then P16: Re((|.f.|(#)(b*'(#)h)).x) <= |.f.x .| by P14,A4,A5,A6,P13,P12,COMPLEX1:140; Re((|.f.|(#)(b*'(#)h)).x) = Re(|.f.|(#)(b*'(#)h)).x by P02,F3,B4,Def1; hence Re(|.f.|(#)(b*'(#)h)).x <= |.f.|.x by P16,P02,F3,B4,VALUED_1:def 11; end; suppose f.x = 0; then R01: (Re(f.x))^2 + (Im(f.x))^2 = 0 by COMPLEX1:13; (|.f.|(#)(b*'(#)h)).x = (|.f.|.x)*((b*'(#)h).x) by P02,F3,B4,E5,VALUED_1:def 4; then (|.f.|(#)(b*'(#)h)).x = |.f.x .|*((b*'(#)h).x) by P02,F3,B4,VALUED_1:def 11; then |.(|.f.|(#)(b*'(#)h)).x .| = |.|.f.x .|.|*|.(b*'(#)h).x .| by COMPLEX1:151; then P16: Re((|.f.|(#)(b*'(#)h)).x) <= |.f.x .| by R01,SQUARE_1:82,COMPLEX1:140; Re((|.f.|(#)(b*'(#)h)).x) = Re(|.f.|(#)(b*'(#)h)).x by P02,F3,B4,Def1; hence Re(|.f.|(#)(b*'(#)h)).x <= |.f.|.x by P16,P02,F3,B4,VALUED_1:def 11; end; end; then F5:|.f.| - Re(|.f.|(#)(b*'(#)h)) is nonnegative by MESFUNC6:58; set F = Re(|.f.|(#)(b*'(#)h)); consider E be Element of S such that F6: E = dom F /\ dom |.f.| & Integral(M,F|E) <= Integral(M,|.f.||E) by B1,F3,B4,F1,F2,F5,Y1,Y2,MES73; |.f.||E = |.f.| by B4,F3,F6,RELAT_1:97; hence |.Integral(M,f).| <= Integral(M,|.f.|) by Y3,F6,F3,B4,RELAT_1:97; end; theorem ( ex A be Element of S st A = dom f & f is_measurable_on A ) & f is_integrable_on M implies |. Integral(M,f).| <= Integral(M,|.f.|) proof assume that A1: ( ex A be Element of S st A = dom f & f is_measurable_on A ) and A2: f is_integrable_on M; per cases; suppose Integral(M,f) = 0; hence thesis by A1,A2,Th95a; end; suppose Integral(M,f) <> 0; hence thesis by A1,A2,Th95b; end; end; definition let X be non empty set; let S be SigmaField of X; let M be sigma_Measure of S; let f be PartFunc of X,COMPLEX; let B be Element of S; func Integral_on(M,B,f) -> complex number equals Integral(M,f|B); coherence; end; theorem f is_integrable_on M & g is_integrable_on M & B c= dom(f+g) implies f+g is_integrable_on M & Integral_on(M,B,f+g) = Integral_on(M,B,f) + Integral_on(M,B,g) proof assume A1: f is_integrable_on M & g is_integrable_on M & B c= dom(f+g); then A2:Re f is_integrable_on M & Im f is_integrable_on M & Re g is_integrable_on M & Im g is_integrable_on M by Def4; B c= dom Re(f+g) & B c= dom Im(f+g) by A1,Def1,Def2; then B c= dom(Re(f)+Re(g)) & B c= dom(Im(f)+Im(g)) by COM19; then A3:Re(f)+Re(g) is_integrable_on M & Integral_on(M,B,Re(f)+Re(g)) = Integral_on(M,B,Re f) + Integral_on(M,B,Re g) & Im(f)+Im(g) is_integrable_on M & Integral_on(M,B,Im(f)+Im(g)) = Integral_on(M,B,Im f) + Integral_on(M,B,Im g) by A2,MESFUNC6:103; then A4:Re(f+g) is_integrable_on M & Im(f+g) is_integrable_on M by COM19; then Re(f+g)|B is_integrable_on M & Im(f+g)|B is_integrable_on M by MESFUNC6:91; then A8:Re((f+g)|B) is_integrable_on M & Im((f+g)|B) is_integrable_on M by COM91; then A9:(f+g)|B is_integrable_on M by Def4; -infty < Integral(M,Re((f+g)|B)) & Integral(M,Re((f+g)|B)) < +infty & -infty < Integral(M,Im((f+g)|B)) & Integral(M,Im((f+g)|B)) < +infty by A8,MESFUNC6:90; then reconsider R=Integral(M,Re((f+g)|B)), I=Integral(M,Im((f+g)|B)) as Real by EXTREAL1:1; Re(f)|B is_integrable_on M & Im(f)|B is_integrable_on M & Re(g)|B is_integrable_on M & Im(g)|B is_integrable_on M by A2,MESFUNC6:91; then B1:Re(f|B) is_integrable_on M & Im(f|B) is_integrable_on M & Re(g|B) is_integrable_on M & Im(g|B) is_integrable_on M by COM91; then B2:f|B is_integrable_on M & g|B is_integrable_on M by Def4; -infty < Integral(M,Re(f|B)) & Integral(M,Re(f|B)) < +infty & -infty < Integral(M,Im(f|B)) & Integral(M,Im(f|B)) < +infty by B1,MESFUNC6:90; then reconsider R1=Integral(M,Re(f|B)), I1=Integral(M,Im(f|B)) as Real by EXTREAL1:1; -infty < Integral(M,Re(g|B)) & Integral(M,Re(g|B)) < +infty & -infty < Integral(M,Im(g|B)) & Integral(M,Im(g|B)) < +infty by B1,MESFUNC6:90; then reconsider R2=Integral(M,Re(g|B)), I2=Integral(M,Im(g|B)) as Real by EXTREAL1:1; A6:Integral(M,Re(f+g)|B) = Integral(M,Re(f)|B) + Integral(M,Re(g)|B) & Integral(M,Im(f+g)|B) = Integral(M,Im(f)|B) + Integral(M,Im(g)|B) by A3,COM19; Integral(M,Re(f)|B) = R1 & Integral(M,Im(f)|B) = I1 & Integral(M,Re(g)|B) = R2 & Integral(M,Im(g)|B) = I2 by COM91; then R_EAL R = R_EAL R1 + R_EAL R2 & R_EAL I = R_EAL I1 + R_EAL I2 by A6,COM91; then C1:R = R1 + R2 & I = I1 + I2 by MESFUNC5:7; C2:Integral(M,f|B) = R1 + I1* & Integral(M,g|B) = R2 + I2* by B2,Def5; Integral_on(M,B,f+g) = R + I * by A9,Def5 .= Integral_on(M,B,f) + Integral_on(M,B,g) by C1,C2; hence thesis by A4,Def4; end; theorem f is_integrable_on M & f is_measurable_on B implies Integral_on(M,B,c(#)f) = c * Integral_on(M,B,f) proof assume f is_integrable_on M & f is_measurable_on B; then A2:f|B is_integrable_on M by Th91; B0:dom((c(#)f)|B) = dom(c(#)f) /\ B by FUNCT_1:68; then dom((c(#)f)|B) = dom f /\ B by VALUED_1:def 5; then B1:dom((c(#)f)|B) = dom(f|B) by FUNCT_1:68; then A3:dom((c(#)f)|B) = dom(c(#)(f|B)) by VALUED_1:def 5; now let x be set; assume A4: x in dom((c(#)f)|B); then A5: x in dom (c(#)f) by B0,XBOOLE_0:def 3; A7: x in dom (c(#)(f|B)) by A4,B1,VALUED_1:def 5; (c(#)f)|B.x= (c(#)f).x by A4,FUNCT_1:70; then (c(#)f)|B.x= c * f.x by A5,VALUED_1:def 5; then (c(#)f)|B.x= c * f|B.x by A4,B1,FUNCT_1:70; hence (c(#)f)|B.x= (c(#)(f|B)).x by A7,VALUED_1:def 5; end; then (c(#)f)|B = c(#)(f|B) by A3,FUNCT_1:9; hence thesis by A2,Th102; end; begin :: Several Properties of Real-valued Measurable Functions reserve f for PartFunc of X,REAL, a for Real; theorem for f be PartFunc of X,REAL, a be Real st A c= dom f holds A /\ great_eq_dom(f,a) = A\(A /\ less_dom(f,a)) proof let f be PartFunc of X,REAL, a be Real; assume A1: A c= dom f; now let x be set; assume x in A /\ great_eq_dom(f,a); then A4: x in A & x in great_eq_dom(f,a) by XBOOLE_0:def 3; then ex y be Real st y = f.x & a <= y by MESFUNC6:6; then not (ex y1 be Real st y1 = f.x & y1 < a); then not x in less_dom(f,a) by MESFUNC6:3; then not(x in (A /\ less_dom(f,a))) by XBOOLE_0:def 3; hence x in A\(A /\ less_dom(f,a)) by A4,XBOOLE_0:def 4; end; then A3:A /\ great_eq_dom(f,a) c= A\(A /\ less_dom(f,a)) by TARSKI:def 3; now let x be set; assume x in A\(A /\ less_dom(f,a)); then A6: x in A & not(x in A /\ less_dom(f,a)) by XBOOLE_0:def 4; then not x in less_dom(f,a) by XBOOLE_0:def 3; then not(f.x < a) by A1,A6,MESFUNC6:3; then x in great_eq_dom(f,a) by A1,A6,MESFUNC6:6; hence x in A /\ great_eq_dom(f,a) by A6,XBOOLE_0:def 3; end; then A\(A /\ less_dom(f,a)) c= A /\ great_eq_dom(f,a) by TARSKI:def 3; hence thesis by A3,XBOOLE_0:def 10; end; theorem for f be PartFunc of X,REAL, a be Real st A c= dom f holds A /\ great_dom(f,a) = A\(A /\ less_eq_dom(f,a)) proof let f be PartFunc of X,REAL, a be Real; assume A1: A c= dom f; now let x be set; assume x in A /\ great_dom(f,a); then A4: x in A & x in great_dom(f,a) by XBOOLE_0:def 3; then ex y be Real st y = f.x & a < y by MESFUNC6:5; then not (ex y1 be Real st y1 = f.x & y1 <= a); then not x in less_eq_dom(f,a) by MESFUNC6:4; then not(x in (A /\ less_eq_dom(f,a))) by XBOOLE_0:def 3; hence x in A\(A /\ less_eq_dom(f,a)) by A4,XBOOLE_0:def 4; end; then A3:A /\ great_dom(f,a) c= A\(A /\ less_eq_dom(f,a)) by TARSKI:def 3; now let x be set; assume x in A\(A /\ less_eq_dom(f,a)); then A6: x in A & not(x in A /\ less_eq_dom(f,a)) by XBOOLE_0:def 4; then not x in less_eq_dom(f,a) by XBOOLE_0:def 3; then not f.x <= a by A1,A6,MESFUNC6:4; then x in great_dom(f,a) by A1,A6,MESFUNC6:5; hence x in A /\ great_dom(f,a) by A6,XBOOLE_0:def 3; end; then A\(A /\ less_eq_dom(f,a)) c= A /\ great_dom(f,a) by TARSKI:def 3; hence thesis by A3,XBOOLE_0:def 10; end; theorem for f be PartFunc of X,REAL, a be Real st A c= dom f holds A /\ less_eq_dom(f,a) = A\(A /\ great_dom(f,a)) proof let f be PartFunc of X,REAL, a be Real; assume A1: A c= dom f; now let x be set; assume x in A /\ less_eq_dom(f,a); then A4: x in A & x in less_eq_dom(f,a) by XBOOLE_0:def 3; then ex y be Real st y = f.x & y <= a by MESFUNC6:4; then not (ex y1 be Real st y1 = f.x & a < y1); then not x in great_dom(f,a) by MESFUNC6:5; then not(x in (A /\ great_dom(f,a))) by XBOOLE_0:def 3; hence x in A\(A /\ great_dom(f,a)) by A4,XBOOLE_0:def 4; end; then A3:A /\ less_eq_dom(f,a) c= A\(A /\ great_dom(f,a)) by TARSKI:def 3; now let x be set; assume x in A\(A /\ great_dom(f,a)); then A6: x in A & not(x in A /\ great_dom(f,a)) by XBOOLE_0:def 4; then not (x in great_dom(f,a)) by XBOOLE_0:def 3; then not(a < f.x) by A1,A6,MESFUNC6:5; then x in less_eq_dom(f,a) by A1,A6,MESFUNC6:4; hence x in A /\ less_eq_dom(f,a) by A6,XBOOLE_0:def 3; end; then A\(A /\ great_dom(f,a)) c= A /\ less_eq_dom(f,a) by TARSKI:def 3; hence thesis by A3,XBOOLE_0:def 10; end; theorem A /\ eq_dom(f,a) = A /\ great_eq_dom(f,a) /\ less_eq_dom(f,a) proof now let x be set; assume x in A /\ eq_dom(f,a); then A3: x in A & x in eq_dom(f,a) by XBOOLE_0:def 3; then A4: ex y be Real st y = f.x & a = y by MESFUNC6:7; A5: x in dom f by A3,MESFUNC6:7; then x in great_eq_dom(f,a) by A4,MESFUNC6:6; then A6: x in A /\ great_eq_dom(f,a) by A3,XBOOLE_0:def 3; x in less_eq_dom(f,a) by A4,A5,MESFUNC6:4; hence x in A /\ great_eq_dom(f,a) /\ less_eq_dom(f,a) by A6,XBOOLE_0:def 3; end; then A1:A /\ eq_dom(f,a) c= A /\ great_eq_dom(f,a) /\ less_eq_dom(f,a) by TARSKI:def 3; now let x be set; assume x in A /\ great_eq_dom(f,a) /\ less_eq_dom(f,a); then A8: x in A /\ great_eq_dom(f,a) & x in less_eq_dom(f,a) by XBOOLE_0:def 3;then A9: x in A & x in great_eq_dom(f,a) by XBOOLE_0:def 3; then A10: ex y1 be Real st y1 = f.x & a <= y1 by MESFUNC6:6; A11: ex y2 be Real st y2 = f.x & y2 <= a by A8,MESFUNC6:4; A12: x in dom f by A8,MESFUNC6:4; a = f.x by A10,A11,XXREAL_0:1; then x in eq_dom(f,a) by A12,MESFUNC6:7; hence x in A /\ eq_dom(f,a) by A9,XBOOLE_0:def 3; end; then A /\ great_eq_dom(f,a) /\ less_eq_dom(f,a) c= A /\ eq_dom(f,a) by TARSKI:def 3; hence thesis by A1,XBOOLE_0:def 10; end;