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IshiguroYoshihiro authored and affeldt-aist committed Nov 14, 2023
1 parent c863163 commit 0133478
Showing 1 changed file with 10 additions and 6 deletions.
16 changes: 10 additions & 6 deletions theories/charge.v
Original file line number Diff line number Diff line change
Expand Up @@ -479,10 +479,13 @@ HB.instance Definition _ := isCharge.Build _ _ _
End pushforward_charge.

HB.builders Context d (T : measurableType d) (R : realType)
mu of Measure_isFinite d T R mu.
(mu : set T -> \bar R) of Measure_isFinite d T R mu.

Let mu0 : mu set0 = 0.
Proof. by apply: measure0. Qed.

HB.instance Definition _ := isCharge.Build _ _ _
mu (measure0 mu) fin_num_measure measure_semi_sigma_additive.
mu mu0 fin_num_measure measure_semi_sigma_additive.

HB.end.

Expand Down Expand Up @@ -970,7 +973,8 @@ HB.instance Definition _ := @Measure_isFinite.Build _ _ _
jordan_neg finite_jordan_neg.

Lemma jordan_decomp (A : set T) (mA : measurable A) :
nu A = (cadd jordan_pos (cscale (-1) jordan_neg)) A.
nu A = (cadd [the charge _ _ of jordan_pos]
([the charge _ _ of cscale (-1) [the charge _ _ of jordan_neg]])) A.
Proof.
rewrite caddE cjordan_posE /= cscaleE EFinN mulN1e cjordan_negE oppeK.
rewrite /crestr0 mem_set// -[in LHS](setIT A).
Expand Down Expand Up @@ -1915,7 +1919,7 @@ Hypothesis numu : nu `<< mu.

Lemma ae_eq_Radon_Nikodym_SigmaFinite E : measurable E ->
ae_eq mu E (Radon_Nikodym_SigmaFinite.f nu mu)
('d (charge_of_finite_measure nu) '/d mu).
('d [the charge _ _ of charge_of_finite_measure nu] '/d mu).
Proof.
move=> mE; apply: integral_ae_eq => //.
- apply: (integrableS measurableT) => //.
Expand All @@ -1936,7 +1940,7 @@ Implicit Types f : T -> \bar R.

Lemma Radon_Nikodym_change_of_variables f E : measurable E ->
nu.-integrable E f ->
\int[mu]_(x in E) (f x * ('d (charge_of_finite_measure nu) '/d mu) x) =
\int[mu]_(x in E) (f x * ('d [the charge _ _ of charge_of_finite_measure nu] '/d mu) x) =
\int[nu]_(x in E) f x.
Proof.
move=> mE mf; rewrite [in RHS](funeposneg f) integralB //; last 2 first.
Expand Down Expand Up @@ -2013,7 +2017,7 @@ Variables (nu : {charge set T -> \bar R})

Lemma Radon_Nikodym_chain_rule : nu `<< mu -> mu `<< la ->
ae_eq la setT ('d nu '/d la)
('d nu '/d mu \* 'd (charge_of_finite_measure mu) '/d la).
('d nu '/d mu \* 'd [the charge _ _ of charge_of_finite_measure mu] '/d la).
Proof.
have [Pnu [Nnu nuPN]] := Hahn_decomposition nu.
move=> numu mula; have nula := measure_dominates_trans numu mula.
Expand Down

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