:: Lebesgue's Convergence Theorem of Complex-Valued Function :: by Keiko Narita , Noboru Endou and Yasunari Shidama :: :: Received March 17, 2009 :: Copyright (c) 2009-2012 Association of Mizar Users begin definition let X, Y be set ; let F be Functional_Sequence of X,Y; let D be set ; funcF || D -> Functional_Sequence of X,Y means :Def1: :: MESFUN9C:def 1 for n being Nat holds it . n = (F . n) | D; existence ex b1 being Functional_Sequence of X,Y st for n being Nat holds b1 . n = (F . n) | D proofend; uniqueness for b1, b2 being Functional_Sequence of X,Y st ( for n being Nat holds b1 . n = (F . n) | D ) & ( for n being Nat holds b2 . n = (F . n) | D ) holds b1 = b2 proofend; end; :: deftheorem Def1 defines || MESFUN9C:def_1_:_ for X, Y being set for F being Functional_Sequence of X,Y for D being set for b5 being Functional_Sequence of X,Y holds ( b5 = F || D iff for n being Nat holds b5 . n = (F . n) | D ); theorem Th1: :: MESFUN9C:1 for X being non empty set for F being Functional_Sequence of X,REAL for x being Element of X for D being set st x in D & F # x is convergent holds (F || D) # x is convergent proofend; theorem Th2: :: MESFUN9C:2 for X, Y, D being set for F being Functional_Sequence of X,Y st F is with_the_same_dom holds F || D is with_the_same_dom proofend; theorem Th3: :: MESFUN9C:3 for X being non empty set for F being Functional_Sequence of X,REAL for D being set st D c= dom (F . 0) & ( for x being Element of X st x in D holds F # x is convergent ) holds (lim F) | D = lim (F || D) proofend; theorem Th4: :: MESFUN9C:4 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,REAL for n being Nat st F is with_the_same_dom & E c= dom (F . 0) & ( for m being Nat holds F . m is_measurable_on E ) holds (F || E) . n is_measurable_on E proofend; theorem Th5: :: MESFUN9C:5 for seq being Real_Sequence holds Partial_Sums (R_EAL seq) = R_EAL (Partial_Sums seq) proofend; theorem Th6: :: MESFUN9C:6 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,REAL st ( for x being Element of X st x in E holds F # x is summable ) holds for x being Element of X st x in E holds (F || E) # x is summable proofend; definition let X be non empty set ; let F be Functional_Sequence of X,REAL; func Partial_Sums F -> Functional_Sequence of X,REAL means :Def2: :: MESFUN9C:def 2 ( it . 0 = F . 0 & ( for n being Nat holds it . (n + 1) = (it . n) + (F . (n + 1)) ) ); existence ex b1 being Functional_Sequence of X,REAL st ( b1 . 0 = F . 0 & ( for n being Nat holds b1 . (n + 1) = (b1 . n) + (F . (n + 1)) ) ) proofend; uniqueness for b1, b2 being Functional_Sequence of X,REAL st b1 . 0 = F . 0 & ( for n being Nat holds b1 . (n + 1) = (b1 . n) + (F . (n + 1)) ) & b2 . 0 = F . 0 & ( for n being Nat holds b2 . (n + 1) = (b2 . n) + (F . (n + 1)) ) holds b1 = b2 proofend; end; :: deftheorem Def2 defines Partial_Sums MESFUN9C:def_2_:_ for X being non empty set for F, b3 being Functional_Sequence of X,REAL holds ( b3 = Partial_Sums F iff ( b3 . 0 = F . 0 & ( for n being Nat holds b3 . (n + 1) = (b3 . n) + (F . (n + 1)) ) ) ); theorem Th7: :: MESFUN9C:7 for X being non empty set for F being Functional_Sequence of X,REAL holds Partial_Sums (R_EAL F) = R_EAL (Partial_Sums F) proofend; theorem Th8: :: MESFUN9C:8 for X being non empty set for F being Functional_Sequence of X,REAL for n, m being Nat for z being set st z in dom ((Partial_Sums F) . n) & m <= n holds ( z in dom ((Partial_Sums F) . m) & z in dom (F . m) ) proofend; theorem Th9: :: MESFUN9C:9 for X being non empty set for F being Functional_Sequence of X,REAL holds R_EAL F is additive proofend; theorem Th10: :: MESFUN9C:10 for X being non empty set for F being Functional_Sequence of X,REAL for n being Nat holds dom ((Partial_Sums F) . n) = meet { (dom (F . k)) where k is Element of NAT : k <= n } proofend; theorem Th11: :: MESFUN9C:11 for X being non empty set for F being Functional_Sequence of X,REAL for n being Nat st F is with_the_same_dom holds dom ((Partial_Sums F) . n) = dom (F . 0) proofend; theorem Th12: :: MESFUN9C:12 for X being non empty set for F being Functional_Sequence of X,REAL for n being Nat for x being Element of X for D being set st F is with_the_same_dom & D c= dom (F . 0) & x in D holds (Partial_Sums (F # x)) . n = ((Partial_Sums F) # x) . n proofend; theorem Th13: :: MESFUN9C:13 for X being non empty set for F being Functional_Sequence of X,REAL for x being Element of X for D being set st F is with_the_same_dom & D c= dom (F . 0) & x in D holds ( Partial_Sums (F # x) is convergent iff (Partial_Sums F) # x is convergent ) proofend; theorem Th14: :: MESFUN9C:14 for X being non empty set for F being Functional_Sequence of X,REAL for f being PartFunc of X,REAL for x being Element of X st F is with_the_same_dom & dom f c= dom (F . 0) & x in dom f & f . x = Sum (F # x) holds f . x = lim ((Partial_Sums F) # x) proofend; theorem Th15: :: MESFUN9C:15 for X being non empty set for S being SigmaField of X for F being Functional_Sequence of X,REAL for n being Nat st ( for m being Nat holds F . m is_simple_func_in S ) holds (Partial_Sums F) . n is_simple_func_in S proofend; theorem Th16: :: MESFUN9C:16 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,REAL for m being Nat st ( for n being Nat holds F . n is_measurable_on E ) holds (Partial_Sums F) . m is_measurable_on E proofend; theorem Th17: :: MESFUN9C:17 for X being non empty set for F being Functional_Sequence of X,REAL st F is with_the_same_dom holds Partial_Sums F is with_the_same_dom proofend; theorem Th18: :: MESFUN9C:18 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,REAL st dom (F . 0) = E & F is with_the_same_dom & ( for n being Nat holds (Partial_Sums F) . n is_measurable_on E ) & ( for x being Element of X st x in E holds F # x is summable ) holds lim (Partial_Sums F) is_measurable_on E proofend; theorem Th19: :: MESFUN9C:19 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for F being Functional_Sequence of X,REAL st ( for n being Nat holds F . n is_integrable_on M ) holds for m being Nat holds (Partial_Sums F) . m is_integrable_on M proofend; begin theorem Th20: :: MESFUN9C:20 for X being non empty set for f being PartFunc of X,COMPLEX for A being set holds ( (Re f) | A = Re (f | A) & (Im f) | A = Im (f | A) ) proofend; Lm1: for X being non empty set for D being set for F being Functional_Sequence of X,COMPLEX for n being Nat holds ( (Re (F || D)) . n = ((Re F) . n) | D & (Im (F || D)) . n = ((Im F) . n) | D ) proofend; theorem Th21: :: MESFUN9C:21 for X being non empty set for D being set for F being Functional_Sequence of X,COMPLEX holds Re (F || D) = (Re F) || D proofend; theorem Th22: :: MESFUN9C:22 for X being non empty set for D being set for F being Functional_Sequence of X,COMPLEX holds Im (F || D) = (Im F) || D proofend; theorem Th23: :: MESFUN9C:23 for X being non empty set for x being Element of X for D being set for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom & D c= dom (F . 0) & x in D & F # x is convergent holds (F || D) # x is convergent proofend; theorem Th24: :: MESFUN9C:24 for X being non empty set for F being Functional_Sequence of X,COMPLEX holds ( F is with_the_same_dom iff Re F is with_the_same_dom ) proofend; theorem Th25: :: MESFUN9C:25 for X being non empty set for F being Functional_Sequence of X,COMPLEX holds ( Re F is with_the_same_dom iff Im F is with_the_same_dom ) proofend; theorem :: MESFUN9C:26 for X being non empty set for D being set for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom & D = dom (F . 0) & ( for x being Element of X st x in D holds F # x is convergent ) holds (lim F) | D = lim (F || D) proofend; theorem :: MESFUN9C:27 for X being non empty set for S being SigmaField of X for E being Element of S for n being Nat for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom & E c= dom (F . 0) & ( for m being Nat holds F . m is_measurable_on E ) holds (F || E) . n is_measurable_on E proofend; theorem :: MESFUN9C:28 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,COMPLEX st E c= dom (F . 0) & F is with_the_same_dom & ( for x being Element of X st x in E holds F # x is summable ) holds for x being Element of X st x in E holds (F || E) # x is summable proofend; definition let X be non empty set ; let F be Functional_Sequence of X,COMPLEX; func Partial_Sums F -> Functional_Sequence of X,COMPLEX means :Def3: :: MESFUN9C:def 3 ( it . 0 = F . 0 & ( for n being Nat holds it . (n + 1) = (it . n) + (F . (n + 1)) ) ); existence ex b1 being Functional_Sequence of X,COMPLEX st ( b1 . 0 = F . 0 & ( for n being Nat holds b1 . (n + 1) = (b1 . n) + (F . (n + 1)) ) ) proofend; uniqueness for b1, b2 being Functional_Sequence of X,COMPLEX st b1 . 0 = F . 0 & ( for n being Nat holds b1 . (n + 1) = (b1 . n) + (F . (n + 1)) ) & b2 . 0 = F . 0 & ( for n being Nat holds b2 . (n + 1) = (b2 . n) + (F . (n + 1)) ) holds b1 = b2 proofend; end; :: deftheorem Def3 defines Partial_Sums MESFUN9C:def_3_:_ for X being non empty set for F, b3 being Functional_Sequence of X,COMPLEX holds ( b3 = Partial_Sums F iff ( b3 . 0 = F . 0 & ( for n being Nat holds b3 . (n + 1) = (b3 . n) + (F . (n + 1)) ) ) ); theorem Th29: :: MESFUN9C:29 for X being non empty set for F being Functional_Sequence of X,COMPLEX holds ( Partial_Sums (Re F) = Re (Partial_Sums F) & Partial_Sums (Im F) = Im (Partial_Sums F) ) proofend; theorem :: MESFUN9C:30 for X being non empty set for n, m being Nat for z being set for F being Functional_Sequence of X,COMPLEX st z in dom ((Partial_Sums F) . n) & m <= n holds ( z in dom ((Partial_Sums F) . m) & z in dom (F . m) ) proofend; theorem :: MESFUN9C:31 for X being non empty set for n being Nat for F being Functional_Sequence of X,COMPLEX holds dom ((Partial_Sums F) . n) = meet { (dom (F . k)) where k is Element of NAT : k <= n } proofend; theorem Th32: :: MESFUN9C:32 for X being non empty set for n being Nat for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom holds dom ((Partial_Sums F) . n) = dom (F . 0) proofend; theorem :: MESFUN9C:33 for X being non empty set for n being Nat for x being Element of X for D being set for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom & D c= dom (F . 0) & x in D holds (Partial_Sums (F # x)) . n = ((Partial_Sums F) # x) . n proofend; theorem Th34: :: MESFUN9C:34 for X being non empty set for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom holds Partial_Sums F is with_the_same_dom proofend; theorem Th35: :: MESFUN9C:35 for X being non empty set for x being Element of X for D being set for F being Functional_Sequence of X,COMPLEX st F is with_the_same_dom & D c= dom (F . 0) & x in D holds ( Partial_Sums (F # x) is convergent iff (Partial_Sums F) # x is convergent ) proofend; theorem :: MESFUN9C:36 for X being non empty set for x being Element of X for F being Functional_Sequence of X,COMPLEX for f being PartFunc of X,COMPLEX st 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) holds f . x = lim ((Partial_Sums F) # x) proofend; theorem :: MESFUN9C:37 for X being non empty set for S being SigmaField of X for n being Nat for F being Functional_Sequence of X,COMPLEX st ( for m being Nat holds F . m is_simple_func_in S ) holds (Partial_Sums F) . n is_simple_func_in S proofend; Lm2: for X being non empty set for S being SigmaField of X for E being Element of S for m being Nat for F being Functional_Sequence of X,COMPLEX st ( for n being Nat holds F . n is_measurable_on E ) holds ( (Re F) . m is_measurable_on E & (Im F) . m is_measurable_on E ) proofend; theorem :: MESFUN9C:38 for X being non empty set for S being SigmaField of X for E being Element of S for m being Nat for F being Functional_Sequence of X,COMPLEX st ( for n being Nat holds F . n is_measurable_on E ) holds (Partial_Sums F) . m is_measurable_on E proofend; theorem :: MESFUN9C:39 for X being non empty set for S being SigmaField of X for E being Element of S for F being Functional_Sequence of X,COMPLEX st dom (F . 0) = E & F is with_the_same_dom & ( for n being Nat holds (Partial_Sums F) . n is_measurable_on E ) & ( for x being Element of X st x in E holds F # x is summable ) holds lim (Partial_Sums F) is_measurable_on E proofend; theorem :: MESFUN9C:40 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for F being Functional_Sequence of X,COMPLEX st ( for n being Nat holds F . n is_integrable_on M ) holds for m being Nat holds (Partial_Sums F) . m is_integrable_on M proofend; begin theorem :: MESFUN9C:41 for X being non empty set for S being SigmaField of X for f being PartFunc of X,COMPLEX for A being Element of S st f is_simple_func_in S holds f is_measurable_on A proofend; theorem :: MESFUN9C:42 for X being non empty set for S being SigmaField of X for f being PartFunc of X,COMPLEX for A being Element of S st f is_simple_func_in S holds f | A is_simple_func_in S proofend; theorem :: MESFUN9C:43 for X being non empty set for S being SigmaField of X for f being PartFunc of X,COMPLEX st f is_simple_func_in S holds dom f is Element of S proofend; theorem :: MESFUN9C:44 for X being non empty set for S being SigmaField of X for f, g being PartFunc of X,COMPLEX st f is_simple_func_in S & g is_simple_func_in S holds f + g is_simple_func_in S proofend; theorem :: MESFUN9C:45 for X being non empty set for S being SigmaField of X for f being PartFunc of X,COMPLEX for c being complex number st f is_simple_func_in S holds c (#) f is_simple_func_in S proofend; begin theorem Th46: :: MESFUN9C:46 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,ExtREAL for P being PartFunc of X,ExtREAL st E = dom (F . 0) & E = dom P & ( for n being Nat holds F . n is_measurable_on E ) & P is_integrable_on M & ( for x being Element of X for n being Nat st x in E holds |.(F . n).| . x <= P . x ) & ( for x being Element of X st x in E holds F # x is convergent ) holds lim F is_integrable_on M proofend; theorem Th47: :: MESFUN9C:47 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,REAL for P being PartFunc of X,REAL st E = dom (F . 0) & E = dom P & ( for n being Nat holds F . n is_measurable_on E ) & P is_integrable_on M & ( for x being Element of X for n being Nat st x in E holds |.(F . n).| . x <= P . x ) & ( for x being Element of X st x in E holds F # x is convergent ) holds lim F is_integrable_on M proofend; :: Lebesgue's Convergence theorem theorem Th48: :: MESFUN9C:48 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,REAL for P being PartFunc of X,REAL st E = dom (F . 0) & E = dom P & ( for n being Nat holds F . n is_measurable_on E ) & P is_integrable_on M & ( for x being Element of X for n being Nat st x in E holds |.(F . n).| . x <= P . x ) holds ex I being Real_Sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & ( ( for x being Element of X st x in E holds F # x is convergent ) implies ( I is convergent & lim I = Integral (M,(lim F)) ) ) ) proofend; definition let X be set ; let F be Functional_Sequence of X,REAL; attrF is uniformly_bounded means :Def4: :: MESFUN9C:def 4 ex K being real number st for n being Nat for x being Element of X st x in dom (F . 0) holds |.((F . n) . x).| <= K; end; :: deftheorem Def4 defines uniformly_bounded MESFUN9C:def_4_:_ for X being set for F being Functional_Sequence of X,REAL holds ( F is uniformly_bounded iff ex K being real number st for n being Nat for x being Element of X st x in dom (F . 0) holds |.((F . n) . x).| <= K ); :: Lebesgue's Bounded Convergence Theorem theorem Th49: :: MESFUN9C:49 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,REAL st M . E < +infty & E = dom (F . 0) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds F # x is convergent ) holds ( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being ExtREAL_sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & I is convergent & lim I = Integral (M,(lim F)) ) ) proofend; definition let X be set ; let F be Functional_Sequence of X,REAL; let f be PartFunc of X,REAL; predF is_uniformly_convergent_to f means :Def5: :: MESFUN9C:def 5 ( F is with_the_same_dom & dom (F . 0) = dom f & ( for e being real number st e > 0 holds ex N being Nat st for n being Nat for x being Element of X st n >= N & x in dom (F . 0) holds |.(((F . n) . x) - (f . x)).| < e ) ); end; :: deftheorem Def5 defines is_uniformly_convergent_to MESFUN9C:def_5_:_ for X being set for F being Functional_Sequence of X,REAL for f being PartFunc of X,REAL holds ( F is_uniformly_convergent_to f iff ( F is with_the_same_dom & dom (F . 0) = dom f & ( for e being real number st e > 0 holds ex N being Nat st for n being Nat for x being Element of X st n >= N & x in dom (F . 0) holds |.(((F . n) . x) - (f . x)).| < e ) ) ); theorem Th50: :: MESFUN9C:50 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,REAL for f being PartFunc of X,REAL st M . E < +infty & E = dom (F . 0) & ( for n being Nat holds F . n is_integrable_on M ) & F is_uniformly_convergent_to f holds ( f is_integrable_on M & ex I being ExtREAL_sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & I is convergent & lim I = Integral (M,f) ) ) proofend; theorem Th51: :: MESFUN9C:51 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for P being PartFunc of X,REAL for F being with_the_same_dom Functional_Sequence of X,COMPLEX st E = dom (F . 0) & E = dom P & ( for n being Nat holds F . n is_measurable_on E ) & P is_integrable_on M & ( for x being Element of X for n being Nat st x in E holds |.(F . n).| . x <= P . x ) & ( for x being Element of X st x in E holds F # x is convergent ) holds lim F is_integrable_on M proofend; :: Lebesgue's Convergence theorem theorem :: MESFUN9C:52 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for P being PartFunc of X,REAL for F being with_the_same_dom Functional_Sequence of X,COMPLEX st E = dom (F . 0) & E = dom P & ( for n being Nat holds F . n is_measurable_on E ) & P is_integrable_on M & ( for x being Element of X for n being Nat st x in E holds |.(F . n).| . x <= P . x ) holds ex I being Complex_Sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & ( ( for x being Element of X st x in E holds F # x is convergent ) implies ( I is convergent & lim I = Integral (M,(lim F)) ) ) ) proofend; definition let X be set ; let F be Functional_Sequence of X,COMPLEX; attrF is uniformly_bounded means :Def6: :: MESFUN9C:def 6 ex K being real number st for n being Nat for x being Element of X st x in dom (F . 0) holds |.((F . n) . x).| <= K; end; :: deftheorem Def6 defines uniformly_bounded MESFUN9C:def_6_:_ for X being set for F being Functional_Sequence of X,COMPLEX holds ( F is uniformly_bounded iff ex K being real number st for n being Nat for x being Element of X st x in dom (F . 0) holds |.((F . n) . x).| <= K ); :: Lebesgue's Bounded Convergence Theorem theorem :: MESFUN9C:53 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,COMPLEX st M . E < +infty & E = dom (F . 0) & ( for n being Nat holds F . n is_measurable_on E ) & F is uniformly_bounded & ( for x being Element of X st x in E holds F # x is convergent ) holds ( ( for n being Nat holds F . n is_integrable_on M ) & lim F is_integrable_on M & ex I being Complex_Sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & I is convergent & lim I = Integral (M,(lim F)) ) ) proofend; definition let X be set ; let F be Functional_Sequence of X,COMPLEX; let f be PartFunc of X,COMPLEX; predF is_uniformly_convergent_to f means :Def7: :: MESFUN9C:def 7 ( F is with_the_same_dom & dom (F . 0) = dom f & ( for e being real number st e > 0 holds ex N being Nat st for n being Nat for x being Element of X st n >= N & x in dom (F . 0) holds |.(((F . n) . x) - (f . x)).| < e ) ); end; :: deftheorem Def7 defines is_uniformly_convergent_to MESFUN9C:def_7_:_ for X being set for F being Functional_Sequence of X,COMPLEX for f being PartFunc of X,COMPLEX holds ( F is_uniformly_convergent_to f iff ( F is with_the_same_dom & dom (F . 0) = dom f & ( for e being real number st e > 0 holds ex N being Nat st for n being Nat for x being Element of X st n >= N & x in dom (F . 0) holds |.(((F . n) . x) - (f . x)).| < e ) ) ); theorem :: MESFUN9C:54 for X being non empty set for S being SigmaField of X for M being sigma_Measure of S for E being Element of S for F being with_the_same_dom Functional_Sequence of X,COMPLEX for f being PartFunc of X,COMPLEX st M . E < +infty & E = dom (F . 0) & ( for n being Nat holds F . n is_integrable_on M ) & F is_uniformly_convergent_to f holds ( f is_integrable_on M & ex I being Complex_Sequence st ( ( for n being Nat holds I . n = Integral (M,(F . n)) ) & I is convergent & lim I = Integral (M,f) ) ) proofend;