:: Lebesgue's Convergence Theorem of Complex-Valued Function
:: by Keiko Narita , Noboru Endou and Yasunari Shidama
::
:: Received March 17, 2009
:: Copyright (c) 2009-2016 Association of Mizar Users
:: (Stowarzyszenie Uzytkownikow Mizara, Bialystok, Poland).
:: This code can be distributed under the GNU General Public Licence
:: version 3.0 or later, or the Creative Commons Attribution-ShareAlike
:: License version 3.0 or later, subject to the binding interpretation
:: detailed in file COPYING.interpretation.
:: See COPYING.GPL and COPYING.CC-BY-SA for the full text of these
:: licenses, or see http://www.gnu.org/licenses/gpl.html and
:: http://creativecommons.org/licenses/by-sa/3.0/.
environ
vocabularies NUMBERS, XBOOLE_0, PROB_1, MEASURE1, SUBSET_1, SEQFUNC, SEQ_1,
PARTFUN1, NAT_1, REALSET1, FUNCT_1, RELAT_1, PBOOLE, SEQ_2, MEASURE6,
MESFUNC5, MESFUNC8, TARSKI, CARD_1, ORDINAL2, MESFUNC1, SERIES_1,
ARYTM_3, XXREAL_0, MSSUBFAM, SETFAM_1, CARD_3, MESFUNC2, INTEGRA5,
COMPLEX1, COMSEQ_1, XCMPLX_0, VALUED_1, ARYTM_1, RINFSUP1, XXREAL_2,
SUPINF_2, VALUED_0, MESFUN10, REAL_1;
notations TARSKI, XBOOLE_0, SUBSET_1, ORDINAL1, NUMBERS, XCMPLX_0, XREAL_0,
COMPLEX1, REAL_1, XXREAL_0, RELAT_1, VALUED_1, FUNCT_1, RELSET_1,
FUNCT_2, PARTFUN1, NAT_1, PROB_1, SETFAM_1, SUPINF_2, MESFUNC9, SEQ_1,
SEQ_2, SEQFUNC, SERIES_1, MEASURE1, EXTREAL1, MESFUNC1, MEASURE6,
MESFUNC2, MESFUNC6, MESFUN6C, MESFUN10, MESFUNC8, MESFUN7C, MESFUNC5,
COMSEQ_1, COMSEQ_2, COMSEQ_3, RINFSUP2, XXREAL_2;
constructors REAL_1, EXTREAL1, SUPINF_1, MESFUNC9, MESFUN10, SEQFUNC,
COMSEQ_2, COMSEQ_3, MESFUNC1, MEASURE6, MESFUNC2, MESFUNC5, MESFUNC6,
MESFUN6C, MESFUN7C, RINFSUP2, RELSET_1;
registrations XREAL_0, MEMBERED, ORDINAL1, PARTFUN1, COMSEQ_3, FUNCT_2,
XBOOLE_0, NUMBERS, XXREAL_0, XCMPLX_0, MESFUNC8, VALUED_0, MESFUN7C,
RELSET_1, XXREAL_3, NAT_1;
requirements NUMERALS, REAL, BOOLE, SUBSET;
begin :: Partial Sums of Real-valued Functional Sequences
reserve X for non empty set,
S for SigmaField of X,
M for sigma_Measure of S,
E for Element of S,
F for Functional_Sequence of X,REAL,
f for PartFunc of X,REAL,
seq for Real_Sequence,
n,m for Nat,
x for Element of X,
z,D for set;
definition
let X,Y be set, F be Functional_Sequence of X,Y;
let D be set;
func F||D -> Functional_Sequence of X,Y means
:: MESFUN9C:def 1
for n being Nat holds it.n = (F.n)|D;
end;
theorem :: MESFUN9C:1
x in D & F#x is convergent implies (F||D)#x is convergent;
theorem :: MESFUN9C:2
for X,Y,D be set, F be Functional_Sequence of X,Y st F is
with_the_same_dom holds F||D is with_the_same_dom;
theorem :: MESFUN9C:3
D c= dom(F.0) & (for x be Element of X st x in D holds F#x is
convergent) implies (lim F)|D = lim (F||D);
theorem :: MESFUN9C:4
F is with_the_same_dom & E c= dom(F.0) & (for m be Nat holds F.m
is_measurable_on E) implies (F||E).n is_measurable_on E;
reserve i for Element of NAT;
theorem :: MESFUN9C:5
Partial_Sums R_EAL seq = R_EAL(Partial_Sums seq);
theorem :: MESFUN9C:6
(for x be Element of X st x in E holds F#x is summable) implies
for x be Element of X st x in E holds (F||E)#x is summable;
definition
let X be non empty set, F be Functional_Sequence of X,REAL;
func Partial_Sums F -> Functional_Sequence of X,REAL means
:: MESFUN9C:def 2
it.0 = F.0 & for n be Nat holds it.(n+1) = it.n + F.(n+1);
end;
theorem :: MESFUN9C:7
Partial_Sums R_EAL F = R_EAL(Partial_Sums F);
theorem :: MESFUN9C:8
z in dom((Partial_Sums F).n) & m <= n implies z in dom((
Partial_Sums F).m) & z in dom(F.m);
theorem :: MESFUN9C:9
R_EAL F is additive;
theorem :: MESFUN9C:10
dom((Partial_Sums F).n) = meet{dom(F.k) where k is Element of NAT : k <= n};
theorem :: MESFUN9C:11
F is with_the_same_dom implies dom((Partial_Sums F).n) = dom(F.0 );
theorem :: MESFUN9C:12
F is with_the_same_dom & D c= dom(F.0) & x in D implies (
Partial_Sums(F#x)).n = ((Partial_Sums F)#x).n;
theorem :: MESFUN9C:13
F is with_the_same_dom & D c= dom(F.0) & x in D implies (
Partial_Sums(F#x) is convergent iff (Partial_Sums F)#x is convergent );
theorem :: MESFUN9C:14
F is with_the_same_dom & dom f c= dom(F.0) & x in dom f & f.x =
Sum(F#x) implies f.x = lim((Partial_Sums F)#x);
theorem :: MESFUN9C:15
(for m be Nat holds F.m is_simple_func_in S) implies (
Partial_Sums F).n is_simple_func_in S;
theorem :: MESFUN9C:16
(for n be Nat holds F.n is_measurable_on E) implies (
Partial_Sums F).m is_measurable_on E;
theorem :: MESFUN9C:17
for X be non empty set, F be Functional_Sequence of X,REAL st F
is with_the_same_dom holds Partial_Sums F is with_the_same_dom;
theorem :: MESFUN9C:18
dom(F.0) = E & F is with_the_same_dom & (for n be Nat holds (
Partial_Sums F).n is_measurable_on E) & (for x be Element of X st x in E holds
F#x is summable) implies lim(Partial_Sums F) is_measurable_on E;
theorem :: MESFUN9C:19
(for n be Nat holds F.n is_integrable_on M) implies for m be Nat
holds (Partial_Sums F).m is_integrable_on M;
begin :: Partial Sums of Complex-valued Functional Sequences
reserve F for Functional_Sequence of X,COMPLEX,
f for PartFunc of X,COMPLEX,
A for set;
theorem :: MESFUN9C:20
(Re f)|A = Re(f|A) & (Im f)|A = Im(f|A);
theorem :: MESFUN9C:21
Re (F||D) = (Re F)||D;
theorem :: MESFUN9C:22
Im (F||D) = (Im F)||D;
theorem :: MESFUN9C:23
F is with_the_same_dom & D c= dom(F.0) & x in D implies (F#x is
convergent implies (F||D)#x is convergent);
theorem :: MESFUN9C:24
F is with_the_same_dom iff Re F is with_the_same_dom;
theorem :: MESFUN9C:25
Re F is with_the_same_dom iff Im F is with_the_same_dom;
theorem :: MESFUN9C:26
F is with_the_same_dom & D = dom(F.0) & (for x be Element of X st x in
D holds F#x is convergent) implies (lim F)|D = lim (F||D);
theorem :: MESFUN9C:27
F is with_the_same_dom & E c= dom(F.0) & (for m be Nat holds F.m
is_measurable_on E) implies (F||E).n is_measurable_on E;
theorem :: MESFUN9C:28
E c= dom(F.0) & F is with_the_same_dom & (for x be Element of X st x
in E holds F#x is summable) implies for x be Element of X st x in E holds (F||E
)#x is summable;
definition
let X be non empty set, F be Functional_Sequence of X,COMPLEX;
func Partial_Sums F -> Functional_Sequence of X,COMPLEX means
:: MESFUN9C:def 3
it.0 = F.0 & for n be Nat holds it.(n+1) = it.n + F.(n+1);
end;
theorem :: MESFUN9C:29
Partial_Sums Re F = Re Partial_Sums F & Partial_Sums Im F = Im Partial_Sums F
;
theorem :: MESFUN9C:30
z in dom((Partial_Sums F).n) & m <= n implies z in dom((Partial_Sums F
).m) & z in dom(F.m);
theorem :: MESFUN9C:31
dom((Partial_Sums F).n) = meet{dom(F.k) where k is Element of NAT : k <= n};
theorem :: MESFUN9C:32
F is with_the_same_dom implies dom((Partial_Sums F).n) = dom(F.0 );
theorem :: MESFUN9C:33
F is with_the_same_dom & D c= dom(F.0) & x in D implies (Partial_Sums(
F#x)).n = ((Partial_Sums F)#x).n;
theorem :: MESFUN9C:34
F is with_the_same_dom implies Partial_Sums F is with_the_same_dom;
theorem :: MESFUN9C:35
F is with_the_same_dom & D c= dom(F.0) & x in D implies (
Partial_Sums(F#x) is convergent iff (Partial_Sums F)#x is convergent );
theorem :: MESFUN9C:36
F is with_the_same_dom & dom f c= dom(F.0) & x in dom f & F#x is
summable & f.x = Sum(F#x) implies f.x = lim((Partial_Sums F)#x);
theorem :: MESFUN9C:37
(for m be Nat holds F.m is_simple_func_in S) implies (Partial_Sums F).
n is_simple_func_in S;
theorem :: MESFUN9C:38
(for n be Nat holds F.n is_measurable_on E) implies (Partial_Sums F).m
is_measurable_on E;
theorem :: MESFUN9C:39
dom(F.0) = E & F is with_the_same_dom & (for n be Nat holds (
Partial_Sums F).n is_measurable_on E) & (for x be Element of X st x in E holds
F#x is summable) implies lim(Partial_Sums F) is_measurable_on E;
theorem :: MESFUN9C:40
(for n be Nat holds F.n is_integrable_on M) implies for m be Nat holds
(Partial_Sums F).m is_integrable_on M;
begin :: Selected Properties of Complex-valued Simple Functions
reserve f,g for PartFunc of X,COMPLEX,
A for Element of S;
theorem :: MESFUN9C:41
f is_simple_func_in S implies f is_measurable_on A;
theorem :: MESFUN9C:42
f is_simple_func_in S implies f|A is_simple_func_in S;
theorem :: MESFUN9C:43
f is_simple_func_in S implies dom f is Element of S;
theorem :: MESFUN9C:44
f is_simple_func_in S & g is_simple_func_in S implies f+g is_simple_func_in S
;
theorem :: MESFUN9C:45
for c be Complex st f is_simple_func_in S holds c(#)f
is_simple_func_in S;
begin :: Lebesgue's Convergence theorem of Complex-valued Function
reserve F for with_the_same_dom Functional_Sequence of X,ExtREAL,
P for PartFunc of X,ExtREAL;
theorem :: MESFUN9C:46
E = dom(F.0) & E = dom P & (for n be Nat holds F.n
is_measurable_on E) & P is_integrable_on M & (for x be Element of X, n be Nat
st x in E holds (|. F.n .|).x <= P.x) & (for x be Element of X st x in E holds
F#x is convergent) implies lim F is_integrable_on M;
reserve F for with_the_same_dom Functional_Sequence of X,REAL,
f,P for PartFunc of X,REAL;
theorem :: MESFUN9C:47
E = dom(F.0) & E = dom P & (for n be Nat holds F.n
is_measurable_on E) & P is_integrable_on M & (for x be Element of X, n be Nat
st x in E holds (|. F.n .|).x <= P.x) & (for x be Element of X st x in E holds
F#x is convergent) implies lim F is_integrable_on M;
:: Lebesgue's Convergence theorem
theorem :: MESFUN9C:48
E = dom(F.0) & E = dom P & (for n be Nat holds F.n
is_measurable_on E) & P is_integrable_on M & (for x be Element of X, n be Nat
st x in E holds (|. F.n .|).x <= P.x) implies ex I be Real_Sequence st (for n
be Nat holds I.n = Integral(M,F.n)) & ( (for x be Element of X st x in E holds
F#x is convergent) implies I is convergent & lim I = Integral(M,lim F) );
definition
let X be set, F be Functional_Sequence of X,REAL;
attr F is uniformly_bounded means
:: MESFUN9C:def 4
ex K be Real st for n be Nat
, x be Element of X st x in dom(F.0)
holds |. (F.n).x qua Complex .| <= K;
end;
:: Lebesgue's Bounded Convergence Theorem
theorem :: MESFUN9C:49
M.E < +infty & E = dom(F.0) & (for n be Nat holds F.n
is_measurable_on E) & F is uniformly_bounded & (for x be Element of X st x in E
holds F#x is convergent) implies (for n be Nat holds F.n is_integrable_on M) &
lim F is_integrable_on M & ex I be ExtREAL_sequence st (for n be Nat holds I.n
= Integral(M,F.n)) & I is convergent & lim I = Integral(M,lim F);
definition
let X be set, F be Functional_Sequence of X,REAL, f be PartFunc of X,REAL;
pred F is_uniformly_convergent_to f means
:: MESFUN9C:def 5
F is with_the_same_dom &
dom(F.0) = dom f & for e be Real st e>0 ex N be Nat st for n be Nat, x
be Element of X st n >= N & x in dom(F.0)
holds |. (F.n).x - f.x qua Complex .| < e;
end;
theorem :: MESFUN9C:50
M.E < +infty & E = dom(F.0) & (for n be Nat holds F.n
is_integrable_on M) & F is_uniformly_convergent_to f implies f is_integrable_on
M & ex I be ExtREAL_sequence st (for n be Nat holds I.n = Integral(M,F.n)) & I
is convergent & lim I = Integral(M,f);
reserve F for with_the_same_dom Functional_Sequence of X,COMPLEX,
f for PartFunc of X,COMPLEX;
theorem :: MESFUN9C:51
E = dom(F.0) & E = dom P & (for n be Nat holds F.n
is_measurable_on E) & P is_integrable_on M & (for x be Element of X, n be Nat
st x in E holds (|. F.n .|).x <= P.x) & (for x be Element of X st x in E holds
F#x is convergent) implies lim F is_integrable_on M;
:: Lebesgue's Convergence theorem
theorem :: MESFUN9C:52
E = dom(F.0) & E = dom P & (for n be Nat holds F.n is_measurable_on E)
& P is_integrable_on M & (for x be Element of X, n be Nat st x in E holds (|. F
.n .|).x <= P.x) implies ex I be Complex_Sequence st (for n be Nat holds I.n =
Integral(M,F.n)) & ( (for x be Element of X st x in E holds F#x is convergent)
implies I is convergent & lim I = Integral(M,lim F) );
definition
let X be set, F be Functional_Sequence of X,COMPLEX;
attr F is uniformly_bounded means
:: MESFUN9C:def 6
ex K be Real st for n be Nat
, x be Element of X st x in dom(F.0) holds |. (F.n).x .| <= K;
end;
:: Lebesgue's Bounded Convergence Theorem
theorem :: MESFUN9C:53
M.E < +infty & E = dom(F.0) & (for n be Nat holds F.n is_measurable_on
E) & F is uniformly_bounded & (for x be Element of X st x in E holds F#x is
convergent) implies (for n be Nat holds F.n is_integrable_on M) & lim F
is_integrable_on M & ex I be Complex_Sequence st (for n be Nat holds I.n =
Integral(M,F.n)) & I is convergent & lim I = Integral(M,lim F);
definition
let X be set, F be Functional_Sequence of X,COMPLEX, f be PartFunc of X,
COMPLEX;
pred F is_uniformly_convergent_to f means
:: MESFUN9C:def 7
F is with_the_same_dom &
dom(F.0) = dom f & for e be Real st e>0 ex N be Nat st for n be Nat, x
be Element of X st n >= N & x in dom(F.0) holds |. (F.n).x - f.x .| < e;
end;
theorem :: MESFUN9C:54
M.E < +infty & E = dom(F.0) & (for n be Nat holds F.n is_integrable_on
M) & F is_uniformly_convergent_to f implies f is_integrable_on M & ex I be
Complex_Sequence st (for n be Nat holds I.n = Integral(M,F.n)) & I is
convergent & lim I = Integral(M,f);