diff --git a/theories/kernel.v b/theories/kernel.v index bd526e03c..2161f1762 100644 --- a/theories/kernel.v +++ b/theories/kernel.v @@ -41,16 +41,16 @@ Local Open Scope classical_set_scope. Local Open Scope ring_scope. Local Open Scope ereal_scope. -(* TODO: PR*) -Lemma emeasurable_itv1 (R : realType) (i : nat) : - measurable (`[(i%:R)%:E, (i.+1%:R)%:E[%classic : set \bar R). +(* PR in progress *) +Lemma emeasurable_itv (R : realType) (i : interval (\bar R)) : + measurable ([set` i]%classic : set \bar R). Proof. -rewrite -[X in measurable X]setCK. -apply: measurableC. -rewrite set_interval.setCitv /=. -apply: measurableU. +rewrite -[X in measurable X]setCK; apply: measurableC. +rewrite set_interval.setCitv /=; apply: measurableU => [|]. +- move: i => [[b1 i1|[|]] i2] /=; rewrite ?set_interval.set_itvE//. exact: emeasurable_itv_ninfty_bnd. -exact: emeasurable_itv_bnd_pinfty. +- move: i => [i1 [b2 i2|[|]]] /=; rewrite ?set_interval.set_itvE//. + exact: emeasurable_itv_bnd_pinfty. Qed. Section sfinite_fubini. @@ -68,7 +68,7 @@ pose s2 := sfinite_measure_seq m2. rewrite [LHS](eq_measure_integral [the measure _ _ of mseries s1 0]); last first. by move=> A mA _; rewrite /=; exact: sfinite_measure_seqP. transitivity (\int[mseries s1 0]_x \int[mseries s2 0]_y f (x, y)). - apply eq_integral => x _; apply: eq_measure_integral => ? ? _. + apply: eq_integral => x _; apply: eq_measure_integral => ? ? _. exact: sfinite_measure_seqP. transitivity (\sum_(n k x; exact: integral_ge0. by move=> k; apply: measurable_fun_fubini_tonelli_F. - apply: eq_eseries => n _; apply eq_integral => x _. + apply: eq_eseriesr => n _; apply: eq_integral => x _. by rewrite ge0_integral_measure_series//; exact/measurable_fun_prod1. transitivity (\sum_(n n _; rewrite integral_nneseries//. + apply: eq_eseriesr => n _; rewrite integral_nneseries//. by move=> m; exact: measurable_fun_fubini_tonelli_F. by move=> m x _; exact: integral_ge0. transitivity (\sum_(n n _; apply eq_eseries => m _. + apply: eq_eseriesr => n _; apply: eq_eseriesr => m _. by rewrite fubini_tonelli//; exact: finite_measure_sigma_finite. transitivity (\sum_(n n _; rewrite ge0_integral_measure_series//. + apply: eq_eseriesr => n _; rewrite ge0_integral_measure_series//. by move=> y _; exact: integral_ge0. exact: measurable_fun_fubini_tonelli_G. transitivity (\int[mseries s2 0]_y \sum_(n n; apply: measurable_fun_fubini_tonelli_G. by move=> n y _; exact: integral_ge0. transitivity (\int[mseries s2 0]_y \int[mseries s1 0]_x f (x, y)). - apply eq_integral => y _. + apply: eq_integral => y _. by rewrite ge0_integral_measure_series//; exact/measurable_fun_prod2. transitivity (\int[m2]_y \int[mseries s1 0]_x f (x, y)). - by apply eq_measure_integral => A mA _ /=; rewrite sfinite_measure_seqP. -apply eq_integral => y _; apply eq_measure_integral => A mA _ /=. + by apply: eq_measure_integral => A mA _ /=; rewrite sfinite_measure_seqP. +apply: eq_integral => y _; apply: eq_measure_integral => A mA _ /=. by rewrite sfinite_measure_seqP. Qed. @@ -256,7 +256,7 @@ exists (fun n => if n is O then [the _.-ker _ ~> _ of k] else by case => [|_]; [exact: measure_uub|exact: kzero_uub]. move=> t U mU/=; rewrite /mseries. rewrite (nneseries_split 1%N)// big_ord_recl/= big_ord0 adde0. -rewrite ereal_series (@eq_eseries _ _ (fun=> 0%E)); last by case. +rewrite ereal_series (@eq_eseriesr _ _ (fun=> 0%E)); last by case. by rewrite eseries0// adde0. Qed. @@ -299,7 +299,7 @@ End sfinite. Lemma sfinite_kernel_measure d d' (Z : measurableType d) (X : measurableType d') (R : realType) (k : R.-sfker Z ~> X) (z : Z) : - sfinite_measure_def (k z). + sfinite_measure (k z). Proof. have [s ks] := sfinite k. exists (s ^~ z). @@ -715,7 +715,7 @@ exists (fun n => [the _.-ker _ ~> _ of kadd (f1 n) (f2 n)]). by rewrite /msum !big_ord_recr/= big_ord0 add0e EFinD lte_add. move=> x U mU. rewrite /kadd/= -/(measure_add (k1 x) (k2 x)) measure_addE hk1//= hk2//=. -rewrite /mseries -nneseriesD//; apply: eq_eseries => n _ /=. +rewrite /mseries -nneseriesD//; apply: eq_eseriesr => n _ /=. by rewrite -/(measure_add (f1 n x) (f2 n x)) measure_addE. Qed. @@ -997,7 +997,7 @@ transitivity (([the _.-ker _ ~> _ of kseries l_] \; [the _.-ker _ ~> _ of kserie rewrite /= /kcomp/= integral_nneseries//=; last first. by move=> n; have /measurable_fun_prod1 := measurable_kernel (k_ n) _ mU; exact. transitivity (\sum_(i i _; rewrite integral_kseries//. + apply: eq_eseriesr => i _; rewrite integral_kseries//. by have /measurable_fun_prod1 := measurable_kernel (k_ i) _ mU; exact. rewrite /mseries -hkl/=. rewrite (_ : setT = setT `*`` (fun=> setT)); last by apply/seteqP; split. @@ -1099,7 +1099,7 @@ Let integral_kcomp_indic x E (mE : measurable E) : \int[(l \; k) x]_z (\1_E z)%:E = \int[l x]_y (\int[k (x, y)]_z (\1_E z)%:E). Proof. rewrite integral_indic//= /kcomp. -by apply eq_integral => y _; rewrite integral_indic. +by apply: eq_integral => y _; rewrite integral_indic. Qed. Let integral_kcomp_nnsfun x (f : {nnsfun Z >-> R}) : @@ -1142,7 +1142,7 @@ have [r0|r0] := leP 0%R r. rewrite ge0_integralM//; last first. have := measurable_kernel k (f @^-1` [set r]) (measurable_sfunP f (measurable_set1 r)). by move/measurable_fun_prod1; exact. - by congr (_ * _); apply eq_integral => y _; rewrite integral_indic// setIT. + by congr (_ * _); apply: eq_integral => y _; rewrite integral_indic// setIT. rewrite integral0_eq ?mule0; last first. by move=> y _; rewrite integral0_eq// => z _; rewrite preimage_nnfun0// indic0. by rewrite integral0_eq// => y _; rewrite preimage_nnfun0// measure0 mule0. @@ -1169,18 +1169,18 @@ transitivity (\int[l x]_y lim (fun n => \int[k (x, y)]_z (f_ n z)%:E)). by move=> /measurable_fun_prod1; exact. + by move=> z; rewrite lee_fin. + exact/EFin_measurable_fun. - - by move=> n y _; apply integral_ge0 => // z _; rewrite lee_fin. + - by move=> n y _; apply: integral_ge0 => // z _; rewrite lee_fin. - move=> y _ a b ab; apply: ge0_le_integral => //. + by move=> z _; rewrite lee_fin. + exact/EFin_measurable_fun. + by move=> z _; rewrite lee_fin. + exact/EFin_measurable_fun. + by move: ab => /ndf_ /lefP ab z _; rewrite lee_fin. -apply eq_integral => y _; rewrite -monotone_convergence//; last 3 first. +apply: eq_integral => y _; rewrite -monotone_convergence//; last 3 first. - by move=> n; exact/EFin_measurable_fun. - by move=> n z _; rewrite lee_fin. - by move=> z _ a b /ndf_ /lefP; rewrite lee_fin. -by apply eq_integral => z _; apply/cvg_lim => //; exact: f_f. +by apply: eq_integral => z _; apply/cvg_lim => //; exact: f_f. Qed. End integral_kcomp. diff --git a/theories/prob_lang.v b/theories/prob_lang.v index fb7103c2f..d7dd3d30a 100644 --- a/theories/prob_lang.v +++ b/theories/prob_lang.v @@ -164,9 +164,9 @@ rewrite (_ : (fun x => _) = (fun x => x * (\1_(`[i%:R%:E, i.+1%:R%:E [%classic : set _) x)%:E)); last first. apply/funext => x; case: ifPn => ix; first by rewrite indicE/= mem_set ?mule1. by rewrite indicE/= memNset ?mule0// /= in_itv/=; exact/negP. -apply emeasurable_funM => /=; first exact: measurable_fun_id. +apply: emeasurable_funM => /=; first exact: measurable_fun_id. apply/EFin_measurable_fun. -by rewrite (_ : \1__ = mindic R (emeasurable_itv1 R i)). +by rewrite (_ : \1__ = mindic R (emeasurable_itv `[(i%:R)%:E, (i.+1%:R)%:E[)). Qed. Definition mk i t := [the measure _ _ of k mf i t]. @@ -615,7 +615,7 @@ Lemma letin_iteT : f t -> letin (ite mf k1 k2) u t U = letin k1 u t U. Proof. move=> ftT. rewrite !letinE/=. -apply eq_measure_integral => V mV _. +apply: eq_measure_integral => V mV _. by rewrite iteE ftT. Qed. @@ -623,7 +623,7 @@ Lemma letin_iteF : ~~ f t -> letin (ite mf k1 k2) u t U = letin k2 u t U. Proof. move=> ftF. rewrite !letinE/=. -apply eq_measure_integral => V mV _. +apply: eq_measure_integral => V mV _. by rewrite iteE (negbTE ftF). Qed. @@ -679,7 +679,7 @@ Proof. exact: measure_semi_sigma_additive. Qed. HB.instance Definition _ z := @isMeasure.Build _ R X (T z) (T0 z) (T_ge0 z) (@T_semi_sigma_additive z). -Let sfinT z : sfinite_measure_def (T z). Proof. exact: sfinite_kernel_measure. Qed. +Let sfinT z : sfinite_measure (T z). Proof. exact: sfinite_kernel_measure. Qed. HB.instance Definition _ z := @Measure_isSFinite_subdef.Build _ X R (T z) (sfinT z). @@ -691,7 +691,7 @@ Proof. exact: measure_semi_sigma_additive. Qed. HB.instance Definition _ z := @isMeasure.Build _ R Y (U z) (U0 z) (U_ge0 z) (@U_semi_sigma_additive z). -Let sfinU z : sfinite_measure_def (U z). Proof. exact: sfinite_kernel_measure. Qed. +Let sfinU z : sfinite_measure (U z). Proof. exact: sfinite_kernel_measure. Qed. HB.instance Definition _ z := @Measure_isSFinite_subdef.Build _ Y R (U z) (sfinU z).