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| Type | Label | Description |
|---|---|---|
| Statement | ||
| Theorem | i1fd 25801* | A simplified set of assumptions to show that a given function is simple. (Contributed by Mario Carneiro, 26-Jun-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶ℝ) & ⊢ (𝜑 → ran 𝐹 ∈ Fin) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ran 𝐹 ∖ {0})) → (◡𝐹 “ {𝑥}) ∈ dom vol) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ran 𝐹 ∖ {0})) → (vol‘(◡𝐹 “ {𝑥})) ∈ ℝ) ⇒ ⊢ (𝜑 → 𝐹 ∈ dom ∫1) | ||
| Theorem | i1f0rn 25802 | Any simple function takes the value zero on a set of unbounded measure, so in particular this set is not empty. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ (𝐹 ∈ dom ∫1 → 0 ∈ ran 𝐹) | ||
| Theorem | itg1val 25803* | The value of the integral on simple functions. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ (𝐹 ∈ dom ∫1 → (∫1‘𝐹) = Σ𝑥 ∈ (ran 𝐹 ∖ {0})(𝑥 · (vol‘(◡𝐹 “ {𝑥})))) | ||
| Theorem | itg1val2 25804* | The value of the integral on simple functions. (Contributed by Mario Carneiro, 26-Jun-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ (𝐴 ∈ Fin ∧ (ran 𝐹 ∖ {0}) ⊆ 𝐴 ∧ 𝐴 ⊆ (ℝ ∖ {0}))) → (∫1‘𝐹) = Σ𝑥 ∈ 𝐴 (𝑥 · (vol‘(◡𝐹 “ {𝑥})))) | ||
| Theorem | itg1cl 25805 | Closure of the integral on simple functions. (Contributed by Mario Carneiro, 26-Jun-2014.) |
| ⊢ (𝐹 ∈ dom ∫1 → (∫1‘𝐹) ∈ ℝ) | ||
| Theorem | itg1ge0 25806 | Closure of the integral on positive simple functions. (Contributed by Mario Carneiro, 19-Jun-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ 0𝑝 ∘r ≤ 𝐹) → 0 ≤ (∫1‘𝐹)) | ||
| Theorem | i1f0 25807 | The zero function is simple. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ (ℝ × {0}) ∈ dom ∫1 | ||
| Theorem | itg10 25808 | The zero function has zero integral. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ (∫1‘(ℝ × {0})) = 0 | ||
| Theorem | i1f1lem 25809* | Lemma for i1f1 25810 and itg11 25811. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ 𝐹 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 1, 0)) ⇒ ⊢ (𝐹:ℝ⟶{0, 1} ∧ (𝐴 ∈ dom vol → (◡𝐹 “ {1}) = 𝐴)) | ||
| Theorem | i1f1 25810* | Base case simple functions are indicator functions of measurable sets. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ 𝐹 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 1, 0)) ⇒ ⊢ ((𝐴 ∈ dom vol ∧ (vol‘𝐴) ∈ ℝ) → 𝐹 ∈ dom ∫1) | ||
| Theorem | itg11 25811* | The integral of an indicator function is the volume of the set. (Contributed by Mario Carneiro, 18-Jun-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ 𝐹 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 1, 0)) ⇒ ⊢ ((𝐴 ∈ dom vol ∧ (vol‘𝐴) ∈ ℝ) → (∫1‘𝐹) = (vol‘𝐴)) | ||
| Theorem | itg1addlem1 25812* | Decompose a preimage, which is always a disjoint union. (Contributed by Mario Carneiro, 25-Jun-2014.) (Proof shortened by Mario Carneiro, 11-Dec-2016.) |
| ⊢ (𝜑 → 𝐹:𝑋⟶𝑌) & ⊢ (𝜑 → 𝐴 ∈ Fin) & ⊢ ((𝜑 ∧ 𝑘 ∈ 𝐴) → 𝐵 ⊆ (◡𝐹 “ {𝑘})) & ⊢ ((𝜑 ∧ 𝑘 ∈ 𝐴) → 𝐵 ∈ dom vol) & ⊢ ((𝜑 ∧ 𝑘 ∈ 𝐴) → (vol‘𝐵) ∈ ℝ) ⇒ ⊢ (𝜑 → (vol‘∪ 𝑘 ∈ 𝐴 𝐵) = Σ𝑘 ∈ 𝐴 (vol‘𝐵)) | ||
| Theorem | i1faddlem 25813* | Decompose the preimage of a sum. (Contributed by Mario Carneiro, 19-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) ⇒ ⊢ ((𝜑 ∧ 𝐴 ∈ ℂ) → (◡(𝐹 ∘f + 𝐺) “ {𝐴}) = ∪ 𝑦 ∈ ran 𝐺((◡𝐹 “ {(𝐴 − 𝑦)}) ∩ (◡𝐺 “ {𝑦}))) | ||
| Theorem | i1fmullem 25814* | Decompose the preimage of a product. (Contributed by Mario Carneiro, 19-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) ⇒ ⊢ ((𝜑 ∧ 𝐴 ∈ (ℂ ∖ {0})) → (◡(𝐹 ∘f · 𝐺) “ {𝐴}) = ∪ 𝑦 ∈ (ran 𝐺 ∖ {0})((◡𝐹 “ {(𝐴 / 𝑦)}) ∩ (◡𝐺 “ {𝑦}))) | ||
| Theorem | i1fadd 25815 | The sum of two simple functions is a simple function. (Contributed by Mario Carneiro, 18-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) ⇒ ⊢ (𝜑 → (𝐹 ∘f + 𝐺) ∈ dom ∫1) | ||
| Theorem | i1fmul 25816 | The pointwise product of two simple functions is a simple function. (Contributed by Mario Carneiro, 5-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) ⇒ ⊢ (𝜑 → (𝐹 ∘f · 𝐺) ∈ dom ∫1) | ||
| Theorem | itg1addlem2 25817* | Lemma for itg1add 25821. The function 𝐼 represents the pieces into which we will break up the domain of the sum. Since it is infinite only when both 𝑖 and 𝑗 are zero, we arbitrarily define it to be zero there to simplify the sums that are manipulated in itg1addlem4 25819 and itg1addlem5 25820. (Contributed by Mario Carneiro, 26-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ 𝐼 = (𝑖 ∈ ℝ, 𝑗 ∈ ℝ ↦ if((𝑖 = 0 ∧ 𝑗 = 0), 0, (vol‘((◡𝐹 “ {𝑖}) ∩ (◡𝐺 “ {𝑗}))))) ⇒ ⊢ (𝜑 → 𝐼:(ℝ × ℝ)⟶ℝ) | ||
| Theorem | itg1addlem3 25818* | Lemma for itg1add 25821. (Contributed by Mario Carneiro, 26-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ 𝐼 = (𝑖 ∈ ℝ, 𝑗 ∈ ℝ ↦ if((𝑖 = 0 ∧ 𝑗 = 0), 0, (vol‘((◡𝐹 “ {𝑖}) ∩ (◡𝐺 “ {𝑗}))))) ⇒ ⊢ (((𝐴 ∈ ℝ ∧ 𝐵 ∈ ℝ) ∧ ¬ (𝐴 = 0 ∧ 𝐵 = 0)) → (𝐴𝐼𝐵) = (vol‘((◡𝐹 “ {𝐴}) ∩ (◡𝐺 “ {𝐵})))) | ||
| Theorem | itg1addlem4 25819* | Lemma for itg1add 25821. (Contributed by Mario Carneiro, 28-Jun-2014.) (Proof shortened by SN, 3-Oct-2024.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ 𝐼 = (𝑖 ∈ ℝ, 𝑗 ∈ ℝ ↦ if((𝑖 = 0 ∧ 𝑗 = 0), 0, (vol‘((◡𝐹 “ {𝑖}) ∩ (◡𝐺 “ {𝑗}))))) & ⊢ 𝑃 = ( + ↾ (ran 𝐹 × ran 𝐺)) ⇒ ⊢ (𝜑 → (∫1‘(𝐹 ∘f + 𝐺)) = Σ𝑦 ∈ ran 𝐹Σ𝑧 ∈ ran 𝐺((𝑦 + 𝑧) · (𝑦𝐼𝑧))) | ||
| Theorem | itg1addlem5 25820* | Lemma for itg1add 25821. (Contributed by Mario Carneiro, 27-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ 𝐼 = (𝑖 ∈ ℝ, 𝑗 ∈ ℝ ↦ if((𝑖 = 0 ∧ 𝑗 = 0), 0, (vol‘((◡𝐹 “ {𝑖}) ∩ (◡𝐺 “ {𝑗}))))) & ⊢ 𝑃 = ( + ↾ (ran 𝐹 × ran 𝐺)) ⇒ ⊢ (𝜑 → (∫1‘(𝐹 ∘f + 𝐺)) = ((∫1‘𝐹) + (∫1‘𝐺))) | ||
| Theorem | itg1add 25821 | The integral of a sum of simple functions is the sum of the integrals. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) ⇒ ⊢ (𝜑 → (∫1‘(𝐹 ∘f + 𝐺)) = ((∫1‘𝐹) + (∫1‘𝐺))) | ||
| Theorem | i1fmulclem 25822 | Decompose the preimage of a constant times a function. (Contributed by Mario Carneiro, 25-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ∈ ℝ) ⇒ ⊢ (((𝜑 ∧ 𝐴 ≠ 0) ∧ 𝐵 ∈ ℝ) → (◡((ℝ × {𝐴}) ∘f · 𝐹) “ {𝐵}) = (◡𝐹 “ {(𝐵 / 𝐴)})) | ||
| Theorem | i1fmulc 25823 | A nonnegative constant times a simple function gives another simple function. (Contributed by Mario Carneiro, 25-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ∈ ℝ) ⇒ ⊢ (𝜑 → ((ℝ × {𝐴}) ∘f · 𝐹) ∈ dom ∫1) | ||
| Theorem | itg1mulc 25824 | The integral of a constant times a simple function is the constant times the original integral. (Contributed by Mario Carneiro, 25-Jun-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ∈ ℝ) ⇒ ⊢ (𝜑 → (∫1‘((ℝ × {𝐴}) ∘f · 𝐹)) = (𝐴 · (∫1‘𝐹))) | ||
| Theorem | i1fres 25825* | The "restriction" of a simple function to a measurable subset is simple. (It's not actually a restriction because it is zero instead of undefined outside 𝐴.) (Contributed by Mario Carneiro, 29-Jun-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, (𝐹‘𝑥), 0)) ⇒ ⊢ ((𝐹 ∈ dom ∫1 ∧ 𝐴 ∈ dom vol) → 𝐺 ∈ dom ∫1) | ||
| Theorem | i1fpos 25826* | The positive part of a simple function is simple. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ if(0 ≤ (𝐹‘𝑥), (𝐹‘𝑥), 0)) ⇒ ⊢ (𝐹 ∈ dom ∫1 → 𝐺 ∈ dom ∫1) | ||
| Theorem | i1fposd 25827* | Deduction form of i1fposd 25827. (Contributed by Mario Carneiro, 6-Aug-2014.) |
| ⊢ (𝜑 → (𝑥 ∈ ℝ ↦ 𝐴) ∈ dom ∫1) ⇒ ⊢ (𝜑 → (𝑥 ∈ ℝ ↦ if(0 ≤ 𝐴, 𝐴, 0)) ∈ dom ∫1) | ||
| Theorem | i1fsub 25828 | The difference of two simple functions is a simple function. (Contributed by Mario Carneiro, 6-Aug-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ 𝐺 ∈ dom ∫1) → (𝐹 ∘f − 𝐺) ∈ dom ∫1) | ||
| Theorem | itg1sub 25829 | The integral of a difference of two simple functions. (Contributed by Mario Carneiro, 6-Aug-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ 𝐺 ∈ dom ∫1) → (∫1‘(𝐹 ∘f − 𝐺)) = ((∫1‘𝐹) − (∫1‘𝐺))) | ||
| Theorem | itg10a 25830* | The integral of a simple function supported on a nullset is zero. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → (𝐹‘𝑥) = 0) ⇒ ⊢ (𝜑 → (∫1‘𝐹) = 0) | ||
| Theorem | itg1ge0a 25831* | The integral of an almost positive simple function is positive. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → 0 ≤ (𝐹‘𝑥)) ⇒ ⊢ (𝜑 → 0 ≤ (∫1‘𝐹)) | ||
| Theorem | itg1lea 25832* | Approximate version of itg1le 25833. If 𝐹 ≤ 𝐺 for almost all 𝑥, then ∫1𝐹 ≤ ∫1𝐺. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 6-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → (𝐹‘𝑥) ≤ (𝐺‘𝑥)) ⇒ ⊢ (𝜑 → (∫1‘𝐹) ≤ (∫1‘𝐺)) | ||
| Theorem | itg1le 25833 | If one simple function dominates another, then the integral of the larger is also larger. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 6-Aug-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ 𝐺 ∈ dom ∫1 ∧ 𝐹 ∘r ≤ 𝐺) → (∫1‘𝐹) ≤ (∫1‘𝐺)) | ||
| Theorem | itg1climres 25834* | Restricting the simple function 𝐹 to the increasing sequence 𝐴(𝑛) of measurable sets whose union is ℝ yields a sequence of simple functions whose integrals approach the integral of 𝐹. (Contributed by Mario Carneiro, 15-Aug-2014.) |
| ⊢ (𝜑 → 𝐴:ℕ⟶dom vol) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐴‘𝑛) ⊆ (𝐴‘(𝑛 + 1))) & ⊢ (𝜑 → ∪ ran 𝐴 = ℝ) & ⊢ (𝜑 → 𝐹 ∈ dom ∫1) & ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (𝐴‘𝑛), (𝐹‘𝑥), 0)) ⇒ ⊢ (𝜑 → (𝑛 ∈ ℕ ↦ (∫1‘𝐺)) ⇝ (∫1‘𝐹)) | ||
| Theorem | mbfi1fseqlem1 25835* | Lemma for mbfi1fseq 25841. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) ⇒ ⊢ (𝜑 → 𝐽:(ℕ × ℝ)⟶(0[,)+∞)) | ||
| Theorem | mbfi1fseqlem2 25836* | Lemma for mbfi1fseq 25841. (Contributed by Mario Carneiro, 16-Aug-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) & ⊢ 𝐺 = (𝑚 ∈ ℕ ↦ (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝑚[,]𝑚), if((𝑚𝐽𝑥) ≤ 𝑚, (𝑚𝐽𝑥), 𝑚), 0))) ⇒ ⊢ (𝐴 ∈ ℕ → (𝐺‘𝐴) = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝐴[,]𝐴), if((𝐴𝐽𝑥) ≤ 𝐴, (𝐴𝐽𝑥), 𝐴), 0))) | ||
| Theorem | mbfi1fseqlem3 25837* | Lemma for mbfi1fseq 25841. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) & ⊢ 𝐺 = (𝑚 ∈ ℕ ↦ (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝑚[,]𝑚), if((𝑚𝐽𝑥) ≤ 𝑚, (𝑚𝐽𝑥), 𝑚), 0))) ⇒ ⊢ ((𝜑 ∧ 𝐴 ∈ ℕ) → (𝐺‘𝐴):ℝ⟶ran (𝑚 ∈ (0...(𝐴 · (2↑𝐴))) ↦ (𝑚 / (2↑𝐴)))) | ||
| Theorem | mbfi1fseqlem4 25838* | Lemma for mbfi1fseq 25841. This lemma is not as interesting as it is long - it is simply checking that 𝐺 is in fact a sequence of simple functions, by verifying that its range is in (0...𝑛2↑𝑛) / (2↑𝑛) (which is to say, the numbers from 0 to 𝑛 in increments of 1 / (2↑𝑛)), and also that the preimage of each point 𝑘 is measurable, because it is equal to (-𝑛[,]𝑛) ∩ (◡𝐹 “ (𝑘[,)𝑘 + 1 / (2↑𝑛))) for 𝑘 < 𝑛 and (-𝑛[,]𝑛) ∩ (◡𝐹 “ (𝑘[,)+∞)) for 𝑘 = 𝑛. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) & ⊢ 𝐺 = (𝑚 ∈ ℕ ↦ (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝑚[,]𝑚), if((𝑚𝐽𝑥) ≤ 𝑚, (𝑚𝐽𝑥), 𝑚), 0))) ⇒ ⊢ (𝜑 → 𝐺:ℕ⟶dom ∫1) | ||
| Theorem | mbfi1fseqlem5 25839* | Lemma for mbfi1fseq 25841. Verify that 𝐺 describes an increasing sequence of positive functions. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) & ⊢ 𝐺 = (𝑚 ∈ ℕ ↦ (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝑚[,]𝑚), if((𝑚𝐽𝑥) ≤ 𝑚, (𝑚𝐽𝑥), 𝑚), 0))) ⇒ ⊢ ((𝜑 ∧ 𝐴 ∈ ℕ) → (0𝑝 ∘r ≤ (𝐺‘𝐴) ∧ (𝐺‘𝐴) ∘r ≤ (𝐺‘(𝐴 + 1)))) | ||
| Theorem | mbfi1fseqlem6 25840* | Lemma for mbfi1fseq 25841. Verify that 𝐺 converges pointwise to 𝐹, and wrap up the existential quantifier. (Contributed by Mario Carneiro, 16-Aug-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ 𝐽 = (𝑚 ∈ ℕ, 𝑦 ∈ ℝ ↦ ((⌊‘((𝐹‘𝑦) · (2↑𝑚))) / (2↑𝑚))) & ⊢ 𝐺 = (𝑚 ∈ ℕ ↦ (𝑥 ∈ ℝ ↦ if(𝑥 ∈ (-𝑚[,]𝑚), if((𝑚𝐽𝑥) ≤ 𝑚, (𝑚𝐽𝑥), 𝑚), 0))) ⇒ ⊢ (𝜑 → ∃𝑔(𝑔:ℕ⟶dom ∫1 ∧ ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑔‘𝑛) ∧ (𝑔‘𝑛) ∘r ≤ (𝑔‘(𝑛 + 1))) ∧ ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑔‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥))) | ||
| Theorem | mbfi1fseq 25841* | A characterization of measurability in terms of simple functions (this is an if and only if for nonnegative functions, although we don't prove it). Any nonnegative measurable function is the limit of an increasing sequence of nonnegative simple functions. This proof is an example of a poor de Bruijn factor - the formalized proof is much longer than an average hand proof, which usually just describes the function 𝐺 and "leaves the details as an exercise to the reader". (Contributed by Mario Carneiro, 16-Aug-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) ⇒ ⊢ (𝜑 → ∃𝑔(𝑔:ℕ⟶dom ∫1 ∧ ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑔‘𝑛) ∧ (𝑔‘𝑛) ∘r ≤ (𝑔‘(𝑛 + 1))) ∧ ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑔‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥))) | ||
| Theorem | mbfi1flimlem 25842* | Lemma for mbfi1flim 25843. (Contributed by Mario Carneiro, 5-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶ℝ) ⇒ ⊢ (𝜑 → ∃𝑔(𝑔:ℕ⟶dom ∫1 ∧ ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑔‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥))) | ||
| Theorem | mbfi1flim 25843* | Any real measurable function has a sequence of simple functions that converges to it. (Contributed by Mario Carneiro, 5-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:𝐴⟶ℝ) ⇒ ⊢ (𝜑 → ∃𝑔(𝑔:ℕ⟶dom ∫1 ∧ ∀𝑥 ∈ 𝐴 (𝑛 ∈ ℕ ↦ ((𝑔‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥))) | ||
| Theorem | mbfmullem2 25844* | Lemma for mbfmul 25846. (Contributed by Mario Carneiro, 7-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐺 ∈ MblFn) & ⊢ (𝜑 → 𝐹:𝐴⟶ℝ) & ⊢ (𝜑 → 𝐺:𝐴⟶ℝ) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) & ⊢ (𝜑 → 𝑄:ℕ⟶dom ∫1) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → (𝑛 ∈ ℕ ↦ ((𝑄‘𝑛)‘𝑥)) ⇝ (𝐺‘𝑥)) ⇒ ⊢ (𝜑 → (𝐹 ∘f · 𝐺) ∈ MblFn) | ||
| Theorem | mbfmullem 25845 | Lemma for mbfmul 25846. (Contributed by Mario Carneiro, 7-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐺 ∈ MblFn) & ⊢ (𝜑 → 𝐹:𝐴⟶ℝ) & ⊢ (𝜑 → 𝐺:𝐴⟶ℝ) ⇒ ⊢ (𝜑 → (𝐹 ∘f · 𝐺) ∈ MblFn) | ||
| Theorem | mbfmul 25846 | The product of two measurable functions is measurable. (Contributed by Mario Carneiro, 7-Sep-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐺 ∈ MblFn) ⇒ ⊢ (𝜑 → (𝐹 ∘f · 𝐺) ∈ MblFn) | ||
| Theorem | itg2lcl 25847* | The set of lower sums is a set of extended reals. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ 𝐿 = {𝑥 ∣ ∃𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 ∧ 𝑥 = (∫1‘𝑔))} ⇒ ⊢ 𝐿 ⊆ ℝ* | ||
| Theorem | itg2val 25848* | Value of the integral on nonnegative real functions. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ 𝐿 = {𝑥 ∣ ∃𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 ∧ 𝑥 = (∫1‘𝑔))} ⇒ ⊢ (𝐹:ℝ⟶(0[,]+∞) → (∫2‘𝐹) = sup(𝐿, ℝ*, < )) | ||
| Theorem | itg2l 25849* | Elementhood in the set 𝐿 of lower sums of the integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ 𝐿 = {𝑥 ∣ ∃𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 ∧ 𝑥 = (∫1‘𝑔))} ⇒ ⊢ (𝐴 ∈ 𝐿 ↔ ∃𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 ∧ 𝐴 = (∫1‘𝑔))) | ||
| Theorem | itg2lr 25850* | Sufficient condition for elementhood in the set 𝐿. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ 𝐿 = {𝑥 ∣ ∃𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 ∧ 𝑥 = (∫1‘𝑔))} ⇒ ⊢ ((𝐺 ∈ dom ∫1 ∧ 𝐺 ∘r ≤ 𝐹) → (∫1‘𝐺) ∈ 𝐿) | ||
| Theorem | xrge0f 25851 | A real function is a nonnegative extended real function if all its values are greater than or equal to zero. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 28-Jul-2014.) |
| ⊢ ((𝐹:ℝ⟶ℝ ∧ 0𝑝 ∘r ≤ 𝐹) → 𝐹:ℝ⟶(0[,]+∞)) | ||
| Theorem | itg2cl 25852 | The integral of a nonnegative real function is an extended real number. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝐹:ℝ⟶(0[,]+∞) → (∫2‘𝐹) ∈ ℝ*) | ||
| Theorem | itg2ub 25853 | The integral of a nonnegative real function 𝐹 is an upper bound on the integrals of all simple functions 𝐺 dominated by 𝐹. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ((𝐹:ℝ⟶(0[,]+∞) ∧ 𝐺 ∈ dom ∫1 ∧ 𝐺 ∘r ≤ 𝐹) → (∫1‘𝐺) ≤ (∫2‘𝐹)) | ||
| Theorem | itg2leub 25854* | Any upper bound on the integrals of all simple functions 𝐺 dominated by 𝐹 is greater than (∫2‘𝐹), the least upper bound. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ((𝐹:ℝ⟶(0[,]+∞) ∧ 𝐴 ∈ ℝ*) → ((∫2‘𝐹) ≤ 𝐴 ↔ ∀𝑔 ∈ dom ∫1(𝑔 ∘r ≤ 𝐹 → (∫1‘𝑔) ≤ 𝐴))) | ||
| Theorem | itg2ge0 25855 | The integral of a nonnegative real function is greater than or equal to zero. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝐹:ℝ⟶(0[,]+∞) → 0 ≤ (∫2‘𝐹)) | ||
| Theorem | itg2itg1 25856 | The integral of a nonnegative simple function using ∫2 is the same as its value under ∫1. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ((𝐹 ∈ dom ∫1 ∧ 0𝑝 ∘r ≤ 𝐹) → (∫2‘𝐹) = (∫1‘𝐹)) | ||
| Theorem | itg20 25857 | The integral of the zero function. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (∫2‘(ℝ × {0})) = 0 | ||
| Theorem | itg2lecl 25858 | If an ∫2 integral is bounded above, then it is real. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ((𝐹:ℝ⟶(0[,]+∞) ∧ 𝐴 ∈ ℝ ∧ (∫2‘𝐹) ≤ 𝐴) → (∫2‘𝐹) ∈ ℝ) | ||
| Theorem | itg2le 25859 | If one function dominates another, then the integral of the larger is also larger. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ((𝐹:ℝ⟶(0[,]+∞) ∧ 𝐺:ℝ⟶(0[,]+∞) ∧ 𝐹 ∘r ≤ 𝐺) → (∫2‘𝐹) ≤ (∫2‘𝐺)) | ||
| Theorem | itg2const 25860* | Integral of a constant function. (Contributed by Mario Carneiro, 12-Aug-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ ((𝐴 ∈ dom vol ∧ (vol‘𝐴) ∈ ℝ ∧ 𝐵 ∈ (0[,)+∞)) → (∫2‘(𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 𝐵, 0))) = (𝐵 · (vol‘𝐴))) | ||
| Theorem | itg2const2 25861* | When the base set of a constant function has infinite volume, the integral is also infinite and vice-versa. (Contributed by Mario Carneiro, 30-Aug-2014.) |
| ⊢ ((𝐴 ∈ dom vol ∧ 𝐵 ∈ ℝ+) → ((vol‘𝐴) ∈ ℝ ↔ (∫2‘(𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 𝐵, 0))) ∈ ℝ)) | ||
| Theorem | itg2seq 25862* | Definitional property of the ∫2 integral: for any function 𝐹 there is a countable sequence 𝑔 of simple functions less than 𝐹 whose integrals converge to the integral of 𝐹. (This theorem is for the most part unnecessary in lieu of itg2i1fseq 25875, but unlike that theorem this one doesn't require 𝐹 to be measurable.) (Contributed by Mario Carneiro, 14-Aug-2014.) |
| ⊢ (𝐹:ℝ⟶(0[,]+∞) → ∃𝑔(𝑔:ℕ⟶dom ∫1 ∧ ∀𝑛 ∈ ℕ (𝑔‘𝑛) ∘r ≤ 𝐹 ∧ (∫2‘𝐹) = sup(ran (𝑛 ∈ ℕ ↦ (∫1‘(𝑔‘𝑛))), ℝ*, < ))) | ||
| Theorem | itg2uba 25863* | Approximate version of itg2ub 25853. If 𝐹 approximately dominates 𝐺, then ∫1𝐺 ≤ ∫2𝐹. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,]+∞)) & ⊢ (𝜑 → 𝐺 ∈ dom ∫1) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → (𝐺‘𝑥) ≤ (𝐹‘𝑥)) ⇒ ⊢ (𝜑 → (∫1‘𝐺) ≤ (∫2‘𝐹)) | ||
| Theorem | itg2lea 25864* | Approximate version of itg2le 25859. If 𝐹 ≤ 𝐺 for almost all 𝑥, then ∫2𝐹 ≤ ∫2𝐺. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,]+∞)) & ⊢ (𝜑 → 𝐺:ℝ⟶(0[,]+∞)) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → (𝐹‘𝑥) ≤ (𝐺‘𝑥)) ⇒ ⊢ (𝜑 → (∫2‘𝐹) ≤ (∫2‘𝐺)) | ||
| Theorem | itg2eqa 25865* | Approximate equality of integrals. If 𝐹 = 𝐺 for almost all 𝑥, then ∫2𝐹 = ∫2𝐺. (Contributed by Mario Carneiro, 12-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,]+∞)) & ⊢ (𝜑 → 𝐺:ℝ⟶(0[,]+∞)) & ⊢ (𝜑 → 𝐴 ⊆ ℝ) & ⊢ (𝜑 → (vol*‘𝐴) = 0) & ⊢ ((𝜑 ∧ 𝑥 ∈ (ℝ ∖ 𝐴)) → (𝐹‘𝑥) = (𝐺‘𝑥)) ⇒ ⊢ (𝜑 → (∫2‘𝐹) = (∫2‘𝐺)) | ||
| Theorem | itg2mulclem 25866 | Lemma for itg2mulc 25867. (Contributed by Mario Carneiro, 8-Jul-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐴 ∈ ℝ+) ⇒ ⊢ (𝜑 → (∫2‘((ℝ × {𝐴}) ∘f · 𝐹)) ≤ (𝐴 · (∫2‘𝐹))) | ||
| Theorem | itg2mulc 25867 | The integral of a nonnegative constant times a function is the constant times the integral of the original function. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐴 ∈ (0[,)+∞)) ⇒ ⊢ (𝜑 → (∫2‘((ℝ × {𝐴}) ∘f · 𝐹)) = (𝐴 · (∫2‘𝐹))) | ||
| Theorem | itg2splitlem 25868* | Lemma for itg2split 25869. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐴 ∈ dom vol) & ⊢ (𝜑 → 𝐵 ∈ dom vol) & ⊢ (𝜑 → (vol*‘(𝐴 ∩ 𝐵)) = 0) & ⊢ (𝜑 → 𝑈 = (𝐴 ∪ 𝐵)) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝑈) → 𝐶 ∈ (0[,]+∞)) & ⊢ 𝐹 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 𝐶, 0)) & ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐵, 𝐶, 0)) & ⊢ 𝐻 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝑈, 𝐶, 0)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → (∫2‘𝐺) ∈ ℝ) ⇒ ⊢ (𝜑 → (∫2‘𝐻) ≤ ((∫2‘𝐹) + (∫2‘𝐺))) | ||
| Theorem | itg2split 25869* | The ∫2 integral splits under an almost disjoint union. The proof avoids the use of itg2add 25879, which requires countable choice. (Contributed by Mario Carneiro, 11-Aug-2014.) |
| ⊢ (𝜑 → 𝐴 ∈ dom vol) & ⊢ (𝜑 → 𝐵 ∈ dom vol) & ⊢ (𝜑 → (vol*‘(𝐴 ∩ 𝐵)) = 0) & ⊢ (𝜑 → 𝑈 = (𝐴 ∪ 𝐵)) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝑈) → 𝐶 ∈ (0[,]+∞)) & ⊢ 𝐹 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐴, 𝐶, 0)) & ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝐵, 𝐶, 0)) & ⊢ 𝐻 = (𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝑈, 𝐶, 0)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → (∫2‘𝐺) ∈ ℝ) ⇒ ⊢ (𝜑 → (∫2‘𝐻) = ((∫2‘𝐹) + (∫2‘𝐺))) | ||
| Theorem | itg2monolem1 25870* | Lemma for itg2mono 25873. We show that for any constant 𝑡 less than one, 𝑡 · ∫1𝐻 is less than 𝑆, and so ∫1𝐻 ≤ 𝑆, which is one half of the equality in itg2mono 25873. Consider the sequence 𝐴(𝑛) = {𝑥 ∣ 𝑡 · 𝐻 ≤ 𝐹(𝑛)}. This is an increasing sequence of measurable sets whose union is ℝ, and so 𝐻 ↾ 𝐴(𝑛) has an integral which equals ∫1𝐻 in the limit, by itg1climres 25834. Then by taking the limit in (𝑡 · 𝐻) ↾ 𝐴(𝑛) ≤ 𝐹(𝑛), we get 𝑡 · ∫1𝐻 ≤ 𝑆 as desired. (Contributed by Mario Carneiro, 16-Aug-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ sup(ran (𝑛 ∈ ℕ ↦ ((𝐹‘𝑛)‘𝑥)), ℝ, < )) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∈ MblFn) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛):ℝ⟶(0[,)+∞)) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∘r ≤ (𝐹‘(𝑛 + 1))) & ⊢ ((𝜑 ∧ 𝑥 ∈ ℝ) → ∃𝑦 ∈ ℝ ∀𝑛 ∈ ℕ ((𝐹‘𝑛)‘𝑥) ≤ 𝑦) & ⊢ 𝑆 = sup(ran (𝑛 ∈ ℕ ↦ (∫2‘(𝐹‘𝑛))), ℝ*, < ) & ⊢ (𝜑 → 𝑇 ∈ (0(,)1)) & ⊢ (𝜑 → 𝐻 ∈ dom ∫1) & ⊢ (𝜑 → 𝐻 ∘r ≤ 𝐺) & ⊢ (𝜑 → 𝑆 ∈ ℝ) & ⊢ 𝐴 = (𝑛 ∈ ℕ ↦ {𝑥 ∈ ℝ ∣ (𝑇 · (𝐻‘𝑥)) ≤ ((𝐹‘𝑛)‘𝑥)}) ⇒ ⊢ (𝜑 → (𝑇 · (∫1‘𝐻)) ≤ 𝑆) | ||
| Theorem | itg2monolem2 25871* | Lemma for itg2mono 25873. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ sup(ran (𝑛 ∈ ℕ ↦ ((𝐹‘𝑛)‘𝑥)), ℝ, < )) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∈ MblFn) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛):ℝ⟶(0[,)+∞)) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∘r ≤ (𝐹‘(𝑛 + 1))) & ⊢ ((𝜑 ∧ 𝑥 ∈ ℝ) → ∃𝑦 ∈ ℝ ∀𝑛 ∈ ℕ ((𝐹‘𝑛)‘𝑥) ≤ 𝑦) & ⊢ 𝑆 = sup(ran (𝑛 ∈ ℕ ↦ (∫2‘(𝐹‘𝑛))), ℝ*, < ) & ⊢ (𝜑 → 𝑃 ∈ dom ∫1) & ⊢ (𝜑 → 𝑃 ∘r ≤ 𝐺) & ⊢ (𝜑 → ¬ (∫1‘𝑃) ≤ 𝑆) ⇒ ⊢ (𝜑 → 𝑆 ∈ ℝ) | ||
| Theorem | itg2monolem3 25872* | Lemma for itg2mono 25873. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ sup(ran (𝑛 ∈ ℕ ↦ ((𝐹‘𝑛)‘𝑥)), ℝ, < )) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∈ MblFn) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛):ℝ⟶(0[,)+∞)) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∘r ≤ (𝐹‘(𝑛 + 1))) & ⊢ ((𝜑 ∧ 𝑥 ∈ ℝ) → ∃𝑦 ∈ ℝ ∀𝑛 ∈ ℕ ((𝐹‘𝑛)‘𝑥) ≤ 𝑦) & ⊢ 𝑆 = sup(ran (𝑛 ∈ ℕ ↦ (∫2‘(𝐹‘𝑛))), ℝ*, < ) & ⊢ (𝜑 → 𝑃 ∈ dom ∫1) & ⊢ (𝜑 → 𝑃 ∘r ≤ 𝐺) & ⊢ (𝜑 → ¬ (∫1‘𝑃) ≤ 𝑆) ⇒ ⊢ (𝜑 → (∫1‘𝑃) ≤ 𝑆) | ||
| Theorem | itg2mono 25873* | The Monotone Convergence Theorem for nonnegative functions. If {(𝐹‘𝑛):𝑛 ∈ ℕ} is a monotone increasing sequence of positive, measurable, real-valued functions, and 𝐺 is the pointwise limit of the sequence, then (∫2‘𝐺) is the limit of the sequence {(∫2‘(𝐹‘𝑛)):𝑛 ∈ ℕ}. (Contributed by Mario Carneiro, 16-Aug-2014.) |
| ⊢ 𝐺 = (𝑥 ∈ ℝ ↦ sup(ran (𝑛 ∈ ℕ ↦ ((𝐹‘𝑛)‘𝑥)), ℝ, < )) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∈ MblFn) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛):ℝ⟶(0[,)+∞)) & ⊢ ((𝜑 ∧ 𝑛 ∈ ℕ) → (𝐹‘𝑛) ∘r ≤ (𝐹‘(𝑛 + 1))) & ⊢ ((𝜑 ∧ 𝑥 ∈ ℝ) → ∃𝑦 ∈ ℝ ∀𝑛 ∈ ℕ ((𝐹‘𝑛)‘𝑥) ≤ 𝑦) & ⊢ 𝑆 = sup(ran (𝑛 ∈ ℕ ↦ (∫2‘(𝐹‘𝑛))), ℝ*, < ) ⇒ ⊢ (𝜑 → (∫2‘𝐺) = 𝑆) | ||
| Theorem | itg2i1fseqle 25874* | Subject to the conditions coming from mbfi1fseq 25841, the sequence of simple functions are all less than the target function 𝐹. (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑃‘𝑛) ∧ (𝑃‘𝑛) ∘r ≤ (𝑃‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) ⇒ ⊢ ((𝜑 ∧ 𝑀 ∈ ℕ) → (𝑃‘𝑀) ∘r ≤ 𝐹) | ||
| Theorem | itg2i1fseq 25875* | Subject to the conditions coming from mbfi1fseq 25841, the integral of the sequence of simple functions converges to the integral of the target function. (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑃‘𝑛) ∧ (𝑃‘𝑛) ∘r ≤ (𝑃‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) & ⊢ 𝑆 = (𝑚 ∈ ℕ ↦ (∫1‘(𝑃‘𝑚))) ⇒ ⊢ (𝜑 → (∫2‘𝐹) = sup(ran 𝑆, ℝ*, < )) | ||
| Theorem | itg2i1fseq2 25876* | In an extension to the results of itg2i1fseq 25875, if there is an upper bound on the integrals of the simple functions approaching 𝐹, then ∫2𝐹 is real and the standard limit relation applies. (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑃‘𝑛) ∧ (𝑃‘𝑛) ∘r ≤ (𝑃‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) & ⊢ 𝑆 = (𝑚 ∈ ℕ ↦ (∫1‘(𝑃‘𝑚))) & ⊢ (𝜑 → 𝑀 ∈ ℝ) & ⊢ ((𝜑 ∧ 𝑘 ∈ ℕ) → (∫1‘(𝑃‘𝑘)) ≤ 𝑀) ⇒ ⊢ (𝜑 → 𝑆 ⇝ (∫2‘𝐹)) | ||
| Theorem | itg2i1fseq3 25877* | Special case of itg2i1fseq2 25876: if the integral of 𝐹 is a real number, then the standard limit relation holds on the integrals of simple functions approaching 𝐹. (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑃‘𝑛) ∧ (𝑃‘𝑛) ∘r ≤ (𝑃‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) & ⊢ 𝑆 = (𝑚 ∈ ℕ ↦ (∫1‘(𝑃‘𝑚))) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) ⇒ ⊢ (𝜑 → 𝑆 ⇝ (∫2‘𝐹)) | ||
| Theorem | itg2addlem 25878* | Lemma for itg2add 25879. (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐺 ∈ MblFn) & ⊢ (𝜑 → 𝐺:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐺) ∈ ℝ) & ⊢ (𝜑 → 𝑃:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑃‘𝑛) ∧ (𝑃‘𝑛) ∘r ≤ (𝑃‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑃‘𝑛)‘𝑥)) ⇝ (𝐹‘𝑥)) & ⊢ (𝜑 → 𝑄:ℕ⟶dom ∫1) & ⊢ (𝜑 → ∀𝑛 ∈ ℕ (0𝑝 ∘r ≤ (𝑄‘𝑛) ∧ (𝑄‘𝑛) ∘r ≤ (𝑄‘(𝑛 + 1)))) & ⊢ (𝜑 → ∀𝑥 ∈ ℝ (𝑛 ∈ ℕ ↦ ((𝑄‘𝑛)‘𝑥)) ⇝ (𝐺‘𝑥)) ⇒ ⊢ (𝜑 → (∫2‘(𝐹 ∘f + 𝐺)) = ((∫2‘𝐹) + (∫2‘𝐺))) | ||
| Theorem | itg2add 25879 | The ∫2 integral is linear. (Measurability is an essential component of this theorem; otherwise consider the characteristic function of a nonmeasurable set and its complement.) (Contributed by Mario Carneiro, 17-Aug-2014.) |
| ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐺 ∈ MblFn) & ⊢ (𝜑 → 𝐺:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → (∫2‘𝐺) ∈ ℝ) ⇒ ⊢ (𝜑 → (∫2‘(𝐹 ∘f + 𝐺)) = ((∫2‘𝐹) + (∫2‘𝐺))) | ||
| Theorem | itg2gt0 25880* | If the function 𝐹 is strictly positive on a set of positive measure, then the integral of the function is positive. (Contributed by Mario Carneiro, 30-Aug-2014.) |
| ⊢ (𝜑 → 𝐴 ∈ dom vol) & ⊢ (𝜑 → 0 < (vol‘𝐴)) & ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 0 < (𝐹‘𝑥)) ⇒ ⊢ (𝜑 → 0 < (∫2‘𝐹)) | ||
| Theorem | itg2cnlem1 25881* | Lemma for itgcn 25965. (Contributed by Mario Carneiro, 30-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) ⇒ ⊢ (𝜑 → sup(ran (𝑛 ∈ ℕ ↦ (∫2‘(𝑥 ∈ ℝ ↦ if((𝐹‘𝑥) ≤ 𝑛, (𝐹‘𝑥), 0)))), ℝ*, < ) = (∫2‘𝐹)) | ||
| Theorem | itg2cnlem2 25882* | Lemma for itgcn 25965. (Contributed by Mario Carneiro, 31-Aug-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐶 ∈ ℝ+) & ⊢ (𝜑 → 𝑀 ∈ ℕ) & ⊢ (𝜑 → ¬ (∫2‘(𝑥 ∈ ℝ ↦ if((𝐹‘𝑥) ≤ 𝑀, (𝐹‘𝑥), 0))) ≤ ((∫2‘𝐹) − (𝐶 / 2))) ⇒ ⊢ (𝜑 → ∃𝑑 ∈ ℝ+ ∀𝑢 ∈ dom vol((vol‘𝑢) < 𝑑 → (∫2‘(𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝑢, (𝐹‘𝑥), 0))) < 𝐶)) | ||
| Theorem | itg2cn 25883* | A sort of absolute continuity of the Lebesgue integral (this is the core of ftc1a 26157 which is about actual absolute continuity). (Contributed by Mario Carneiro, 1-Sep-2014.) |
| ⊢ (𝜑 → 𝐹:ℝ⟶(0[,)+∞)) & ⊢ (𝜑 → 𝐹 ∈ MblFn) & ⊢ (𝜑 → (∫2‘𝐹) ∈ ℝ) & ⊢ (𝜑 → 𝐶 ∈ ℝ+) ⇒ ⊢ (𝜑 → ∃𝑑 ∈ ℝ+ ∀𝑢 ∈ dom vol((vol‘𝑢) < 𝑑 → (∫2‘(𝑥 ∈ ℝ ↦ if(𝑥 ∈ 𝑢, (𝐹‘𝑥), 0))) < 𝐶)) | ||
| Theorem | ibllem 25884 | Conditioned equality theorem for the if statement. (Contributed by Mario Carneiro, 31-Jul-2014.) |
| ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝐵 = 𝐶) ⇒ ⊢ (𝜑 → if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝐵), 𝐵, 0) = if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝐶), 𝐶, 0)) | ||
| Theorem | isibl 25885* | The predicate "𝐹 is integrable". The "integrable" predicate corresponds roughly to the range of validity of ∫𝐴𝐵 d𝑥, which is to say that the expression ∫𝐴𝐵 d𝑥 doesn't make sense unless (𝑥 ∈ 𝐴 ↦ 𝐵) ∈ 𝐿1. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐺 = (𝑥 ∈ ℝ ↦ if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝑇), 𝑇, 0))) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝑇 = (ℜ‘(𝐵 / (i↑𝑘)))) & ⊢ (𝜑 → dom 𝐹 = 𝐴) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → (𝐹‘𝑥) = 𝐵) ⇒ ⊢ (𝜑 → (𝐹 ∈ 𝐿1 ↔ (𝐹 ∈ MblFn ∧ ∀𝑘 ∈ (0...3)(∫2‘𝐺) ∈ ℝ))) | ||
| Theorem | isibl2 25886* | The predicate "𝐹 is integrable" when 𝐹 is a mapping operation. (Contributed by Mario Carneiro, 31-Jul-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐺 = (𝑥 ∈ ℝ ↦ if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝑇), 𝑇, 0))) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝑇 = (ℜ‘(𝐵 / (i↑𝑘)))) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝐵 ∈ 𝑉) ⇒ ⊢ (𝜑 → ((𝑥 ∈ 𝐴 ↦ 𝐵) ∈ 𝐿1 ↔ ((𝑥 ∈ 𝐴 ↦ 𝐵) ∈ MblFn ∧ ∀𝑘 ∈ (0...3)(∫2‘𝐺) ∈ ℝ))) | ||
| Theorem | iblmbf 25887 | An integrable function is measurable. (Contributed by Mario Carneiro, 7-Jul-2014.) |
| ⊢ (𝐹 ∈ 𝐿1 → 𝐹 ∈ MblFn) | ||
| Theorem | iblitg 25888* | If a function is integrable, then the ∫2 integrals of the function's decompositions all exist. (Contributed by Mario Carneiro, 7-Jul-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ (𝜑 → 𝐺 = (𝑥 ∈ ℝ ↦ if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝑇), 𝑇, 0))) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝑇 = (ℜ‘(𝐵 / (i↑𝐾)))) & ⊢ (𝜑 → (𝑥 ∈ 𝐴 ↦ 𝐵) ∈ 𝐿1) & ⊢ ((𝜑 ∧ 𝑥 ∈ 𝐴) → 𝐵 ∈ 𝑉) ⇒ ⊢ ((𝜑 ∧ 𝐾 ∈ ℤ) → (∫2‘𝐺) ∈ ℝ) | ||
| Theorem | dfitg 25889* | Evaluate the class substitution in df-itg 25743. (Contributed by Mario Carneiro, 28-Jun-2014.) (Revised by Mario Carneiro, 23-Aug-2014.) |
| ⊢ 𝑇 = (ℜ‘(𝐵 / (i↑𝑘))) ⇒ ⊢ ∫𝐴𝐵 d𝑥 = Σ𝑘 ∈ (0...3)((i↑𝑘) · (∫2‘(𝑥 ∈ ℝ ↦ if((𝑥 ∈ 𝐴 ∧ 0 ≤ 𝑇), 𝑇, 0)))) | ||
| Theorem | itgex 25890 | An integral is a set. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ ∫𝐴𝐵 d𝑥 ∈ V | ||
| Theorem | itgeq1f 25891 | Equality theorem for an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) Avoid axioms. (Revised by GG, 1-Sep-2025.) |
| ⊢ Ⅎ𝑥𝐴 & ⊢ Ⅎ𝑥𝐵 ⇒ ⊢ (𝐴 = 𝐵 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐶 d𝑥) | ||
| Theorem | itgeq1fOLD 25892 | Obsolete version of itgeq1f 25891 as of 1-Sep-2025. (Contributed by Mario Carneiro, 28-Jun-2014.) (Proof modification is discouraged.) (New usage is discouraged.) |
| ⊢ Ⅎ𝑥𝐴 & ⊢ Ⅎ𝑥𝐵 ⇒ ⊢ (𝐴 = 𝐵 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐶 d𝑥) | ||
| Theorem | itgeq1 25893* | Equality theorem for an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝐴 = 𝐵 → ∫𝐴𝐶 d𝑥 = ∫𝐵𝐶 d𝑥) | ||
| Theorem | nfitg1 25894 | Bound-variable hypothesis builder for an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ Ⅎ𝑥∫𝐴𝐵 d𝑥 | ||
| Theorem | nfitg 25895* | Bound-variable hypothesis builder for an integral: if 𝑦 is (effectively) not free in 𝐴 and 𝐵, it is not free in ∫𝐴𝐵 d𝑥. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ Ⅎ𝑦𝐴 & ⊢ Ⅎ𝑦𝐵 ⇒ ⊢ Ⅎ𝑦∫𝐴𝐵 d𝑥 | ||
| Theorem | cbvitg 25896* | Change bound variable in an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝑥 = 𝑦 → 𝐵 = 𝐶) & ⊢ Ⅎ𝑦𝐵 & ⊢ Ⅎ𝑥𝐶 ⇒ ⊢ ∫𝐴𝐵 d𝑥 = ∫𝐴𝐶 d𝑦 | ||
| Theorem | cbvitgv 25897* | Change bound variable in an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (𝑥 = 𝑦 → 𝐵 = 𝐶) ⇒ ⊢ ∫𝐴𝐵 d𝑥 = ∫𝐴𝐶 d𝑦 | ||
| Theorem | itgeq2 25898 | Equality theorem for an integral. (Contributed by Mario Carneiro, 28-Jun-2014.) |
| ⊢ (∀𝑥 ∈ 𝐴 𝐵 = 𝐶 → ∫𝐴𝐵 d𝑥 = ∫𝐴𝐶 d𝑥) | ||
| Theorem | itgresr 25899 | The domain of an integral only matters in its intersection with ℝ. (Contributed by Mario Carneiro, 29-Jun-2014.) |
| ⊢ ∫𝐴𝐵 d𝑥 = ∫(𝐴 ∩ ℝ)𝐵 d𝑥 | ||
| Theorem | itg0 25900 | The integral of anything on the empty set is zero. (Contributed by Mario Carneiro, 13-Aug-2014.) |
| ⊢ ∫∅𝐴 d𝑥 = 0 | ||
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