Theory Monad_QuasiBorel
section ‹The S-Finite Measure Monad›
theory Monad_QuasiBorel
imports
"Measure_QuasiBorel_Adjunction"
"Kernels"
begin
subsection ‹ The S-Finite Measure Monad›
subsubsection ‹ Space of S-Finite Measures›
locale in_Mx =
fixes X :: "'a quasi_borel"
and α :: "real ⇒ 'a"
assumes in_Mx[simp]:"α ∈ qbs_Mx X"
begin
lemma α_measurable[measurable]: "α ∈ borel →⇩M qbs_to_measure X"
using in_Mx qbs_Mx_subset_of_measurable by blast
lemma α_qbs_morphism[qbs]: "α ∈ qbs_borel →⇩Q X"
using in_Mx by(simp only: qbs_Mx_is_morphisms)
lemma X_not_empty: "qbs_space X ≠ {}"
using in_Mx by(auto simp: qbs_empty_equiv simp del: in_Mx)
lemma inverse_UNIV[simp]: "α -` (qbs_space X) = UNIV"
by fastforce
end
locale qbs_s_finite = in_Mx X α + s_finite_measure μ
for X :: "'a quasi_borel" and α and μ :: "real measure" +
assumes mu_sets[measurable_cong]: "sets μ = sets borel"
begin
lemma mu_not_empty: "space μ ≠ {}"
by(simp add: sets_eq_imp_space_eq[OF mu_sets])
end
lemma qbs_s_finite_All:
assumes "α ∈ qbs_Mx X" "s_finite_kernel M borel k" "x ∈ space M"
shows "qbs_s_finite X α (k x)"
proof -
interpret s_finite_kernel M borel k by fact
show ?thesis
using assms(1,3) image_s_finite_measure[OF assms(3)] by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def kernel_sets)
qed
locale qbs_prob = in_Mx X α + real_distribution μ
for X :: "'a quasi_borel" and α μ
begin
lemma qbs_s_finite: "qbs_s_finite X α μ"
by(auto simp: qbs_s_finite_def qbs_s_finite_axioms_def in_Mx_def s_finite_measure_prob)
sublocale qbs_s_finite by(rule qbs_s_finite)
end
lemma(in qbs_s_finite) qbs_probI: "prob_space μ ⟹ qbs_prob X α μ"
by(auto simp: qbs_prob_def in_Mx_def real_distribution_def real_distribution_axioms_def mu_sets)
locale pair_qbs_s_finites = pq1: qbs_s_finite X α μ + pq2: qbs_s_finite Y β ν
for X :: "'a quasi_borel" and α μ and Y :: "'b quasi_borel" and β ν
begin
lemma ab_measurable[measurable]: "map_prod α β ∈ borel ⨂⇩M borel →⇩M qbs_to_measure (X ⨂⇩Q Y)"
proof -
have "map_prod α β ∈ qbs_to_measure (measure_to_qbs (borel ⨂⇩M borel)) →⇩M qbs_to_measure (X ⨂⇩Q Y)"
by(auto intro!: set_mp[OF l_preserves_morphisms] simp: r_preserves_product)
moreover have "sets (qbs_to_measure (measure_to_qbs (borel ⨂⇩M borel))) = sets ((borel ⨂⇩M borel) :: (real × real) measure)"
by(auto intro!: standard_borel.lr_sets_ident pair_standard_borel_ne standard_borel_ne.standard_borel)
ultimately show ?thesis by simp
qed
end
locale pair_qbs_probs = pq1: qbs_prob X α μ + pq2: qbs_prob Y β ν
for X :: "'a quasi_borel" and α μ and Y :: "'b quasi_borel" and β ν
begin
sublocale pair_qbs_s_finites
by standard
end
locale pair_qbs_s_finite = pq1: qbs_s_finite X α μ + pq2: qbs_s_finite X β ν
for X :: "'a quasi_borel" and α μ and β ν
begin
sublocale pair_qbs_s_finites X α μ X β ν
by standard
end
locale pair_qbs_prob = pq1: qbs_prob X α μ + pq2: qbs_prob X β ν
for X :: "'a quasi_borel" and α μ and β ν
begin
sublocale pair_qbs_s_finite X α μ β ν
by standard
sublocale pair_qbs_probs X α μ X β μ
by standard
end
type_synonym 'a qbs_s_finite_t = "'a quasi_borel * (real ⇒ 'a) * real measure"
definition qbs_s_finite_eq :: "['a qbs_s_finite_t, 'a qbs_s_finite_t] ⇒ bool" where
"qbs_s_finite_eq p1 p2 ≡
(let (X, α, μ) = p1;
(Y, β, ν) = p2 in
qbs_s_finite X α μ ∧ qbs_s_finite Y β ν ∧ X = Y ∧
distr μ (qbs_to_measure X) α = distr ν (qbs_to_measure Y) β)"
definition qbs_s_finite_eq' :: "['a qbs_s_finite_t, 'a qbs_s_finite_t] ⇒ bool" where
"qbs_s_finite_eq' p1 p2 ≡
(let (X, α, μ) = p1;
(Y, β, ν) = p2 in
qbs_s_finite X α μ ∧ qbs_s_finite Y β ν ∧ X = Y ∧
(∀f∈X →⇩Q (qbs_borel :: ennreal quasi_borel). (∫⇧+x. f (α x) ∂μ) = (∫⇧+x. f (β x) ∂ν)))"
lemma(in qbs_s_finite)
shows qbs_s_finite_eq_refl[simp]: "qbs_s_finite_eq (X,α,μ) (X,α,μ)"
and qbs_s_finite_eq'_refl[simp]: "qbs_s_finite_eq' (X,α,μ) (X,α,μ)"
by(simp_all add: qbs_s_finite_eq_def qbs_s_finite_eq'_def qbs_s_finite_axioms)
lemma(in pair_qbs_s_finite)
shows qbs_s_finite_eq_intro: "distr μ (qbs_to_measure X) α = distr ν (qbs_to_measure X) β ⟹ qbs_s_finite_eq (X,α,μ) (X,β,ν)"
and qbs_s_finite_eq'_intro: "(⋀f. f ∈ X →⇩Q qbs_borel ⟹ (∫⇧+x. f (α x) ∂ μ) = (∫⇧+x. f (β x) ∂ ν)) ⟹ qbs_s_finite_eq' (X,α,μ) (X,β,ν)"
by(simp_all add: qbs_s_finite_eq_def qbs_s_finite_eq'_def pq1.qbs_s_finite_axioms pq2.qbs_s_finite_axioms)
lemma qbs_s_finite_eq_dest:
assumes "qbs_s_finite_eq (X,α,μ) (Y,β,ν)"
shows "qbs_s_finite X α μ" "qbs_s_finite Y β ν" "Y = X" "distr μ (qbs_to_measure X) α = distr ν (qbs_to_measure X) β"
using assms by(auto simp: qbs_s_finite_eq_def)
lemma qbs_s_finite_eq'_dest:
assumes "qbs_s_finite_eq' (X,α,μ) (Y,β,ν)"
shows "qbs_s_finite X α μ" "qbs_s_finite Y β ν" "Y = X" "⋀f. f ∈ X →⇩Q qbs_borel ⟹ (∫⇧+x. f (α x) ∂ μ) = (∫⇧+x. f (β x) ∂ ν)"
using assms by(auto simp: qbs_s_finite_eq'_def)
lemma(in qbs_prob) qbs_s_finite_eq_qbs_prob_cong:
assumes "qbs_s_finite_eq (X,α,μ) (Y,β,ν)"
shows "qbs_prob Y β ν"
proof -
interpret qs: pair_qbs_s_finites X α μ Y β ν
using assms(1) by(auto simp: qbs_s_finite_eq_def pair_qbs_s_finites_def)
show ?thesis
by(auto intro!: qs.pq2.qbs_probI prob_space_distrD[of β _ "qbs_to_measure Y"]) (auto simp: qbs_s_finite_eq_dest(3)[OF assms] qbs_s_finite_eq_dest(4)[OF assms,symmetric] intro!: prob_space_distr)
qed
lemma
shows qbs_s_finite_eq_symp: "symp qbs_s_finite_eq"
and qbs_s_finite_eq_transp: "transp qbs_s_finite_eq"
by(simp_all add: qbs_s_finite_eq_def transp_def symp_def)
quotient_type 'a qbs_measure = "'a qbs_s_finite_t" / partial: qbs_s_finite_eq
morphisms rep_qbs_measure qbs_measure
proof(rule part_equivpI)
let ?U = "UNIV :: 'a set"
let ?Uf = "UNIV :: (real ⇒ 'a) set"
let ?f = "(λ_. undefined) :: real ⇒ 'a"
have "qbs_s_finite (Abs_quasi_borel (?U, ?Uf)) ?f (return borel 0)"
unfolding qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def
proof safe
have "Rep_quasi_borel (Abs_quasi_borel (?U,?Uf)) = (?U, ?Uf)"
using Abs_quasi_borel_inverse by (auto simp add: qbs_closed1_def qbs_closed2_def qbs_closed3_def is_quasi_borel_def)
thus "(λ_. undefined) ∈ qbs_Mx (Abs_quasi_borel (?U, ?Uf))"
by(simp add: qbs_Mx_def)
next
show "s_finite_measure (return borel 0)"
by(auto intro!: sigma_finite_measure.s_finite_measure prob_space_imp_sigma_finite prob_space_return)
qed simp_all
thus "∃x :: 'a qbs_s_finite_t. qbs_s_finite_eq x x"
by(auto simp: qbs_s_finite_eq_def intro!: exI[where x="(Abs_quasi_borel (?U,?Uf), ?f, return borel 0)"])
qed(simp_all add: qbs_s_finite_eq_symp qbs_s_finite_eq_transp)
interpretation qbs_measure : quot_type "qbs_s_finite_eq" "Abs_qbs_measure" "Rep_qbs_measure"
using Abs_qbs_measure_inverse Rep_qbs_measure
by(simp add: quot_type_def equivp_implies_part_equivp qbs_measure_equivp Rep_qbs_measure_inverse Rep_qbs_measure_inject) blast
syntax
"_qbs_measure" :: "'a quasi_borel ⇒ (real ⇒ 'a) ⇒ real measure ⇒ 'a qbs_measure" (‹⟦_,/ _,/ _⟧⇩s⇩f⇩i⇩n›)
syntax_consts
"_qbs_measure" ⇌ qbs_measure
translations
"⟦X, α, μ⟧⇩s⇩f⇩i⇩n" ⇌ "CONST qbs_measure (X, α, μ)"
lemma rep_qbs_s_finite_measure': "∃X α μ. p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n ∧ qbs_s_finite X α μ"
by(rule qbs_measure.abs_induct,auto simp add: qbs_s_finite_eq_def)
lemma rep_qbs_s_finite_measure:
obtains X α μ where "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
using that rep_qbs_s_finite_measure' by blast
definition qbs_null_measure :: "'a quasi_borel ⇒ 'a qbs_measure" where
"qbs_null_measure X ≡ ⟦X, SOME a. a ∈ qbs_Mx X, null_measure borel⟧⇩s⇩f⇩i⇩n"
lemma qbs_null_measure_s_finite: "qbs_space X ≠ {} ⟹ qbs_s_finite X (SOME a. a ∈ qbs_Mx X) (null_measure borel)"
by(auto simp: qbs_empty_equiv qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def some_in_eq intro!: finite_measure.s_finite_measure_finite_measure finite_measureI)
lemma(in qbs_s_finite) in_Rep_qbs_measure':
assumes "qbs_s_finite_eq (X,α,μ) (X',α',μ')"
shows "(X',α',μ') ∈ Rep_qbs_measure ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
by (metis assms mem_Collect_eq qbs_s_finite_eq_refl qbs_measure_def qbs_measure.abs_def qbs_measure.abs_inverse)
lemmas(in qbs_s_finite) in_Rep_qbs_measure = in_Rep_qbs_measure'[OF qbs_s_finite_eq_refl]
lemma(in qbs_s_finite) if_in_Rep_qbs_measure:
assumes "(X',α',μ') ∈ Rep_qbs_measure ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
shows "X' = X"
"qbs_s_finite X' α' μ'"
"qbs_s_finite_eq (X,α,μ) (X',α',μ')"
proof -
show h:"X' = X"
using assms qbs_measure.Rep_qbs_measure[of "⟦X, α, μ⟧⇩s⇩f⇩i⇩n"]
by auto (metis mem_Collect_eq qbs_s_finite_eq_dest(3) qbs_s_finite_eq_refl qbs_measure_def qbs_measure.abs_def qbs_measure.abs_inverse)
next
show "qbs_s_finite X' α' μ'"
using assms qbs_measure.Rep_qbs_measure[of "⟦X, α, μ⟧⇩s⇩f⇩i⇩n"]
by (auto simp: qbs_s_finite_eq_dest(2))
next
show "qbs_s_finite_eq (X,α,μ) (X',α',μ')"
using assms qbs_measure.Rep_qbs_measure[of "⟦X, α, μ⟧⇩s⇩f⇩i⇩n"]
by auto (metis mem_Collect_eq qbs_s_finite_eq_dest(3) qbs_s_finite_eq_refl qbs_measure_def qbs_measure.abs_def qbs_measure.abs_inverse)
qed
lemma qbs_s_finite_eq_1_imp_2:
assumes "qbs_s_finite_eq (X,α,μ) (Y,β,ν)" "f ∈ X →⇩Q (qbs_borel :: (_ :: {banach}) quasi_borel)"
shows "(∫x. f (α x) ∂μ) = (∫x. f (β x) ∂ν)" (is "?lhs = ?rhs")
proof -
interpret pq : pair_qbs_s_finite X α μ β ν
using assms by(auto intro!: pair_qbs_s_finite.intro simp: qbs_s_finite_eq_def)
have [measurable]: "f ∈ qbs_to_measure X →⇩M borel"
using assms by(simp add: lr_adjunction_correspondence)
have "?lhs = (∫x. f x ∂(distr μ (qbs_to_measure X) α))"
by(simp add: integral_distr)
also have "... = (∫x. f x ∂(distr ν (qbs_to_measure X) β))"
by(simp add: qbs_s_finite_eq_dest(4)[OF assms(1)])
also have "... = ?rhs"
by(simp add: integral_distr)
finally show ?thesis .
qed
lemma qbs_s_finite_eq_equiv: "qbs_s_finite_eq = qbs_s_finite_eq'"
proof(rule ext[OF ext])
show "⋀a b :: 'a qbs_s_finite_t. qbs_s_finite_eq a b = qbs_s_finite_eq' a b"
proof safe
fix X Y :: "'a quasi_borel" and α β μ ν
{
assume h:"qbs_s_finite_eq (X,α,μ) (Y,β,ν)"
then interpret pq : pair_qbs_s_finite X α μ β ν
by(auto intro!: pair_qbs_s_finite.intro simp: qbs_s_finite_eq_def)
show "qbs_s_finite_eq' (X,α,μ) (Y,β,ν)"
unfolding qbs_s_finite_eq_dest(3)[OF h]
proof(rule pq.qbs_s_finite_eq'_intro)
fix f :: "'a ⇒ ennreal"
assume f:"f ∈ X →⇩Q qbs_borel"
show "(∫⇧+ x. f (α x) ∂μ) = (∫⇧+ x. f (β x) ∂ν)" (is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+ x. f x ∂(distr μ (qbs_to_measure X) α))"
by(rule nn_integral_distr[symmetric]) (use f lr_adjunction_correspondence in auto)
also have "... = (∫⇧+ x. f x ∂(distr ν (qbs_to_measure X) β))"
by(simp add: qbs_s_finite_eq_dest(4)[OF h])
also have "... = ?rhs"
by(rule nn_integral_distr) (use f lr_adjunction_correspondence in auto)
finally show ?thesis .
qed
qed
}
{
assume h:"qbs_s_finite_eq' (X,α,μ) (Y,β,ν)"
then interpret pq : pair_qbs_s_finite X α μ β ν
by(auto intro!: pair_qbs_s_finite.intro simp: qbs_s_finite_eq'_def)
show "qbs_s_finite_eq (X,α,μ) (Y,β,ν)"
unfolding qbs_s_finite_eq'_dest(3)[OF h]
proof(rule pq.qbs_s_finite_eq_intro[OF measure_eqI])
fix U
assume hu[measurable]:"U ∈ sets (distr μ (qbs_to_measure X) α)"
show "emeasure (distr μ (qbs_to_measure X) α) U = emeasure (distr ν (qbs_to_measure X) β) U"
(is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+ x. indicator U x ∂ (distr μ (qbs_to_measure X) α))"
using hu by simp
also have "... = (∫⇧+ x. indicator U (α x) ∂μ)"
by(rule nn_integral_distr) (use hu in auto)
also have "... = (∫⇧+ x. indicator U (β x) ∂ν)"
by(auto intro!: qbs_s_finite_eq'_dest(4)[OF h] simp: lr_adjunction_correspondence)
also have "... = (∫⇧+ x. indicator U x ∂ (distr ν (qbs_to_measure X) β))"
by(rule nn_integral_distr[symmetric]) (use hu in auto)
also have "... = ?rhs"
using hu by simp
finally show ?thesis .
qed
qed simp
}
qed
qed
lemma qbs_s_finite_measure_eq: "qbs_s_finite_eq (X,α,μ) (Y,β,ν) ⟹ ⟦X, α, μ⟧⇩s⇩f⇩i⇩n = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n"
using Quotient3_rel[OF Quotient3_qbs_measure] by blast
lemma(in pair_qbs_s_finite) qbs_s_finite_measure_eq:
"distr μ (qbs_to_measure X) α = distr ν (qbs_to_measure X) β ⟹ ⟦X, α, μ⟧⇩s⇩f⇩i⇩n = ⟦X, β, ν⟧⇩s⇩f⇩i⇩n"
by(auto intro!: qbs_s_finite_measure_eq qbs_s_finite_eq_intro)
lemma(in pair_qbs_s_finite) qbs_s_finite_measure_eq':
"(⋀f. f ∈ X →⇩Q qbs_borel ⟹ (∫⇧+x. f (α x) ∂ μ) = (∫⇧+x. f (β x) ∂ ν)) ⟹ ⟦X, α, μ⟧⇩s⇩f⇩i⇩n = ⟦X, β, ν⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite_eq'_intro[simplified qbs_s_finite_eq_equiv[symmetric]] by(auto intro!: qbs_s_finite_measure_eq simp: qbs_s_finite_eq_def)
lemma(in pair_qbs_s_finite) qbs_s_finite_measure_eq_inverse:
assumes "⟦X, α, μ⟧⇩s⇩f⇩i⇩n = ⟦X, β, ν⟧⇩s⇩f⇩i⇩n"
shows "qbs_s_finite_eq (X,α,μ) (X,β,ν)" "qbs_s_finite_eq' (X,α,μ) (X,β,ν)"
using Quotient3_rel[OF Quotient3_qbs_measure,of "(X,α,μ)" "(X,β,ν)",simplified]
by(simp_all add: assms qbs_s_finite_eq_equiv)
lift_definition qbs_space_of :: "'a qbs_measure ⇒ 'a quasi_borel"
is fst by(auto simp: qbs_s_finite_eq_def)
lemma(in qbs_s_finite) qbs_space_of[simp]:
"qbs_space_of ⟦X, α, μ⟧⇩s⇩f⇩i⇩n = X" by(simp add: qbs_space_of.abs_eq)
lemma rep_qbs_space_of:
assumes "qbs_space_of s = X"
shows "∃α μ. s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n ∧ qbs_s_finite X α μ"
proof -
obtain X' α μ where hs:
"s = ⟦X', α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X' α μ"
using rep_qbs_s_finite_measure'[of s] by auto
then interpret qs:qbs_s_finite X' α μ
by simp
show ?thesis
using assms hs(2) by(auto simp add: hs(1))
qed
corollary qbs_s_space_of_not_empty: "qbs_space (qbs_space_of X) ≠ {}"
by transfer (auto simp: qbs_s_finite_eq_def qbs_s_finite_def in_Mx_def qbs_empty_equiv)
subsubsection ‹ The S-Finite Measure Monad›
definition monadM_qbs :: "'a quasi_borel ⇒ 'a qbs_measure quasi_borel" where
"monadM_qbs X ≡ Abs_quasi_borel ({s. qbs_space_of s = X}, {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k})"
lemma
shows monadM_qbs_space: "qbs_space (monadM_qbs X) = {s. qbs_space_of s = X}"
and monadM_qbs_Mx: "qbs_Mx (monadM_qbs X) = {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
proof -
have "{λr::real. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k} ⊆ UNIV → {s. qbs_space_of s = X}"
proof safe
fix x α and k :: "real ⇒ real measure"
assume h:"α ∈ qbs_Mx X" "s_finite_kernel borel borel k"
interpret k:s_finite_kernel borel borel k by fact
interpret qbs_s_finite X α "k x"
using k.image_s_finite_measure h(1) by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def k.kernel_sets)
show "qbs_space_of ⟦X, α, k x⟧⇩s⇩f⇩i⇩n = X"
by simp
qed
moreover have "qbs_closed1 {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
proof(safe intro!: qbs_closed1I)
fix α and f :: "real ⇒ real" and k :: "real⇒ real measure"
assume h:"f ∈ borel_measurable borel" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k"
then show "∃α' ka. (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n) ∘ f = (λr. ⟦X, α', ka r⟧⇩s⇩f⇩i⇩n) ∧ α' ∈ qbs_Mx X ∧ s_finite_kernel borel borel ka"
by(auto intro!: exI[where x=α] exI[where x="λx. k (f x)"] simp: s_finite_kernel.comp_measurable[OF h(3,1)])
qed
moreover have "qbs_closed2 {s. qbs_space_of s = X} {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
proof(safe intro!: qbs_closed2I)
fix s
assume h:"X = qbs_space_of s"
from rep_qbs_space_of[OF this[symmetric]] obtain α μ where s:"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
by auto
then interpret qbs_s_finite X α μ by simp
show "∃α k. (λr. s) = (λr. ⟦qbs_space_of s, α, k r⟧⇩s⇩f⇩i⇩n) ∧ α ∈ qbs_Mx (qbs_space_of s) ∧ s_finite_kernel borel borel k"
by(auto intro!: exI[where x=α] exI[where x="λr. μ"] s_finite_kernel_const simp: s(1) s_finite_kernel_cong_sets[OF _ mu_sets[symmetric]] sets_eq_imp_space_eq[OF mu_sets])
qed
moreover have "qbs_closed3 {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
proof(safe intro!: qbs_closed3I)
fix P :: "real ⇒ nat" and Fi :: "nat ⇒ _"
assume P[measurable]: "P ∈ borel →⇩M count_space UNIV"
and "∀i. Fi i ∈ {λr::real. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
then obtain αi ki where Fi: "⋀i. Fi i = (λr. ⟦X, αi i, ki i r⟧⇩s⇩f⇩i⇩n)" "⋀i. αi i ∈ qbs_Mx X" "⋀i. s_finite_kernel borel borel (ki i)"
by auto metis
interpret nat_real: standard_borel_ne "count_space (UNIV :: nat set) ⨂⇩M (borel :: real measure)"
by(auto intro!: pair_standard_borel_ne)
note [simp] = nat_real.from_real_to_real[simplified space_pair_measure, simplified]
define α where "α ≡ (λr. case_prod αi (nat_real.from_real r))"
define k where "k ≡ (λr. distr (distr (ki (P r) r) (count_space UNIV ⨂⇩M borel) (λr'. (P r, r'))) borel nat_real.to_real)"
have α: "α ∈ qbs_Mx X"
unfolding α_def qbs_Mx_is_morphisms
proof(rule qbs_morphism_compose[where g=nat_real.from_real and Y="qbs_count_space UNIV ⨂⇩Q qbs_borel"])
show "nat_real.from_real ∈ qbs_borel →⇩Q qbs_count_space UNIV ⨂⇩Q qbs_borel"
by(simp add: r_preserves_product[symmetric] standard_borel.standard_borel_r_full_faithful[of "borel :: real measure",simplified,symmetric] standard_borel_ne.standard_borel)
next
show "case_prod αi ∈ qbs_count_space UNIV ⨂⇩Q qbs_borel →⇩Q X"
using Fi(2) by(auto intro!: qbs_morphism_pair_count_space1 simp: qbs_Mx_is_morphisms)
qed
have sets_ki[measurable_cong]: "sets (ki i r) = sets borel" "sets (k r) = sets borel" for i r
using Fi(3) by(auto simp: s_finite_kernel_def measure_kernel_def k_def)
interpret k:s_finite_kernel borel borel k
proof -
have 1:"k = (λ(i,r). distr (ki i r) borel (λr'. nat_real.to_real (i, r'))) ∘ (λr. (P r, r))"
by standard (auto simp: k_def distr_distr comp_def)
have "s_finite_kernel borel borel ..."
unfolding comp_def
by(rule s_finite_kernel.comp_measurable[where X="count_space UNIV ⨂⇩M borel"],rule s_finite_kernel_pair_countble1, auto intro!: s_finite_kernel.distr_s_finite_kernel[OF Fi(3)])
thus "s_finite_kernel borel borel k" by(simp add: 1)
qed
have "(λr. Fi (P r) r) = (λr. ⟦X, α, k r ⟧⇩s⇩f⇩i⇩n)"
unfolding Fi(1)
proof
fix r
interpret pq:pair_qbs_s_finite X "αi (P r)" "ki (P r) r" α "k r"
by(auto simp: pair_qbs_s_finite_def qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def k.image_s_finite_measure s_finite_kernel.image_s_finite_measure[OF Fi(3)] sets_ki α Fi(2))
show "⟦X, αi (P r), ki (P r) r⟧⇩s⇩f⇩i⇩n = ⟦X, α, k r⟧⇩s⇩f⇩i⇩n"
by(rule pq.qbs_s_finite_measure_eq, simp add: k_def distr_distr comp_def,simp add: α_def)
qed
thus "∃α k. (λr. Fi (P r) r) = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n) ∧ α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k"
by(auto intro!: exI[where x=α] exI[where x=k] simp: α k.s_finite_kernel_axioms)
qed
ultimately have "Rep_quasi_borel (monadM_qbs X) = ({s. qbs_space_of s = X}, {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k})"
by(auto intro!: Abs_quasi_borel_inverse simp: monadM_qbs_def is_quasi_borel_def)
thus "qbs_space (monadM_qbs X) = {s. qbs_space_of s = X}" "qbs_Mx (monadM_qbs X) = {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ s_finite_kernel borel borel k}"
by(simp_all add: qbs_space_def qbs_Mx_def)
qed
lemma monadM_qbs_empty_iff: "qbs_space X = {} ⟷ qbs_space (monadM_qbs X) = {}"
by(auto simp: monadM_qbs_space qbs_s_space_of_not_empty) (meson in_Mx.intro qbs_closed2_dest qbs_s_finite.qbs_space_of qbs_s_finite_def rep_qbs_s_finite_measure')
lemma(in qbs_s_finite) in_space_monadM[qbs]: "⟦X, α, μ⟧⇩s⇩f⇩i⇩n ∈ qbs_space (monadM_qbs X)"
by(simp add: monadM_qbs_space)
lemma rep_qbs_space_monadM:
assumes "s ∈ qbs_space (monadM_qbs X)"
obtains α μ where "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
using rep_qbs_space_of assms that by(auto simp: monadM_qbs_space)
lemma rep_qbs_space_monadM_sigma_finite:
assumes "s ∈ qbs_space (monadM_qbs X)"
obtains α μ where "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" "sigma_finite_measure μ"
proof -
obtain α μ where s:"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
by(metis rep_qbs_space_monadM assms)
hence "standard_borel_ne μ""s_finite_measure μ"
by(auto intro!: standard_borel_ne_sets[of borel μ] simp: qbs_s_finite_def qbs_s_finite_axioms_def)
from exists_push_forward[OF this] obtain μ' f where f:
"f ∈ (borel :: real measure) →⇩M μ" "sets μ' = sets borel" "sigma_finite_measure μ'" "distr μ' μ f = μ"
by metis
hence [measurable]: "f ∈ borel_measurable borel"
using s(2) by(auto simp: qbs_s_finite_def qbs_s_finite_axioms_def cong: measurable_cong_sets)
interpret pair_qbs_s_finite X α μ "α ∘ f" μ'
proof -
have "qbs_s_finite X (α ∘ f) μ'"
using s(2) by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def[of μ'] f(2,3) sigma_finite_measure.s_finite_measure)
thus "pair_qbs_s_finite X α μ (α ∘ f) μ'"
by(auto simp: pair_qbs_s_finite_def s(2))
qed
have "⟦X, α, μ⟧⇩s⇩f⇩i⇩n = ⟦X, α ∘ f, μ'⟧⇩s⇩f⇩i⇩n"
proof -
have [simp]:" distr μ (qbs_to_measure X) α = distr (distr μ' μ f) (qbs_to_measure X) α"
by(simp add: f(4))
show ?thesis
by(auto intro!: qbs_s_finite_measure_eq simp: distr_distr)
qed
with s(1) pq2.qbs_s_finite_axioms f(3) that
show ?thesis by metis
qed
lemma qbs_space_of_in: "s ∈ qbs_space (monadM_qbs X) ⟹ qbs_space_of s = X"
by(simp add: monadM_qbs_space)
lemma in_qbs_space_of: "s ∈ qbs_space (monadM_qbs (qbs_space_of s))"
by(simp add: monadM_qbs_space)
subsubsection ‹ $l$ ›
lift_definition qbs_l :: "'a qbs_measure ⇒ 'a measure"
is "λp. distr (snd (snd p)) (qbs_to_measure (fst p)) (fst (snd p))"
by(auto simp: qbs_s_finite_eq_def)
lemma(in qbs_s_finite) qbs_l: "qbs_l ⟦X, α, μ⟧⇩s⇩f⇩i⇩n = distr μ (qbs_to_measure X) α"
by(simp add: qbs_l.abs_eq)
interpretation qbs_l_s_finite: s_finite_measure "qbs_l (s :: 'a qbs_measure)"
proof(transfer)
show "⋀s:: 'a qbs_s_finite_t. qbs_s_finite_eq s s ⟹ s_finite_measure (distr (snd (snd s)) (qbs_to_measure (fst s)) (fst (snd s)))"
proof safe
fix X :: "'a quasi_borel"
fix α μ
assume "qbs_s_finite_eq (X,α,μ) (X,α,μ)"
then interpret qbs_s_finite X α μ
by(simp add: qbs_s_finite_eq_def)
show "s_finite_measure (distr (snd (snd (X,α,μ))) (qbs_to_measure (fst (X,α,μ))) (fst (snd (X,α,μ))))"
by(auto intro!: s_finite_measure.s_finite_measure_distr simp: s_finite_measure_axioms)
qed
qed
lemma space_qbs_l: "qbs_space (qbs_space_of s) = space (qbs_l s)"
by(transfer, auto simp: space_L)
lemma space_qbs_l_ne: "space (qbs_l s) ≠ {}"
by transfer (auto simp: qbs_s_finite_eq_def qbs_s_finite_def in_Mx_def space_L qbs_empty_equiv)
lemma qbs_l_sets: "sets (qbs_to_measure (qbs_space_of s)) = sets (qbs_l s)"
by(transfer,simp)
lemma qbs_null_measure_in_Mx: "qbs_space X ≠ {} ⟹ qbs_null_measure X ∈ qbs_space (monadM_qbs X)"
by(simp add: qbs_s_finite.in_space_monadM[OF qbs_null_measure_s_finite] qbs_null_measure_def)
lemma qbs_null_measure_null_measure:"qbs_space X ≠ {} ⟹ qbs_l (qbs_null_measure X) = null_measure (qbs_to_measure X)"
by(auto simp: qbs_null_measure_def qbs_s_finite.qbs_l[OF qbs_null_measure_s_finite] null_measure_distr)
lemma space_qbs_l_in:
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "space (qbs_l s) = qbs_space X"
by (metis assms qbs_s_finite.qbs_space_of rep_qbs_space_monadM space_qbs_l)
lemma sets_qbs_l:
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "sets (qbs_l s) = sets (qbs_to_measure X)"
using assms qbs_l_sets qbs_space_of_in by blast
lemma measurable_qbs_l:
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "qbs_l s →⇩M M = X →⇩Q measure_to_qbs M"
by(auto simp: measurable_cong_sets[OF qbs_l_sets[of s,simplified qbs_space_of_in[OF assms(1)],symmetric] refl] lr_adjunction_correspondence)
lemma measurable_qbs_l':
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "qbs_l s →⇩M M = qbs_to_measure X →⇩M M"
by(simp add: measurable_qbs_l[OF assms] lr_adjunction_correspondence)
lemma rep_qbs_Mx_monadM:
assumes "γ ∈ qbs_Mx (monadM_qbs X)"
obtains α k where "γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
proof -
have "⋀α r k. α ∈ qbs_Mx X ⟹ s_finite_kernel borel borel k ⟹ qbs_s_finite X α (k r)"
by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def s_finite_kernel.image_s_finite_measure) (auto simp: s_finite_kernel_def measure_kernel_def)
thus ?thesis
using that assms by(fastforce simp: monadM_qbs_Mx)
qed
lemma qbs_l_measurable[measurable]:"qbs_l ∈ qbs_to_measure (monadM_qbs X) →⇩M s_finite_measure_algebra (qbs_to_measure X)"
proof(rule qbs_morphism_dest[OF qbs_morphismI])
fix γ
assume "γ ∈ qbs_Mx (monadM_qbs X)"
from rep_qbs_Mx_monadM[OF this] obtain α k where h:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
show "qbs_l ∘ γ ∈ qbs_Mx (measure_to_qbs (s_finite_measure_algebra (qbs_to_measure X)))"
by(auto simp add: qbs_Mx_R comp_def h(1) qbs_s_finite.qbs_l[OF h(4)] h(2,3) intro!: s_finite_kernel.kernel_measurable_s_finite s_finite_kernel.distr_s_finite_kernel[where Y=borel])
qed
lemma qbs_l_measure_kernel: "measure_kernel (qbs_to_measure (monadM_qbs X)) (qbs_to_measure X) qbs_l"
proof(cases "qbs_space X = {}")
case True
with monadM_qbs_empty_iff[of X,simplified this] show ?thesis
by(auto intro!: measure_kernel_empty_trivial simp: space_L)
next
case 1:False
show ?thesis
proof
show "⋀x. x ∈ space (qbs_to_measure (monadM_qbs X)) ⟹ sets (qbs_l x) = sets (qbs_to_measure X)"
using qbs_l_sets by(auto simp: space_L monadM_qbs_space)
next
show "space (qbs_to_measure X) ≠ {}"
by(simp add: space_L 1)
qed (rule measurable_emeasure_kernel_s_finite_measure_algebra[OF qbs_l_measurable])
qed
lemma qbs_l_inj: "inj_on qbs_l (qbs_space (monadM_qbs X))"
by standard (auto simp: monadM_qbs_space, transfer,auto simp: qbs_s_finite_eq_def)
lemma qbs_l_morphism:
assumes [measurable]:"A ∈ sets (qbs_to_measure X)"
shows "(λs. qbs_l s A) ∈ monadM_qbs X →⇩Q qbs_borel"
proof(rule qbs_morphismI)
fix γ
assume h:"γ ∈ qbs_Mx (monadM_qbs X)"
hence [qbs]: "γ ∈ qbs_borel →⇩Q monadM_qbs X"
by(simp_all add: qbs_Mx_is_morphisms)
from rep_qbs_Mx_monadM[OF h(1)] obtain α k where hk:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
then interpret a: in_Mx X α by(simp add: in_Mx_def)
have k[measurable_cong]:"sets (k r) = sets borel" for r
using hk(3) by(auto simp: s_finite_kernel_def measure_kernel_def)
show "(λs. emeasure (qbs_l s) A) ∘ γ ∈ qbs_Mx qbs_borel"
by(auto simp: hk(1) qbs_s_finite.qbs_l[OF hk(4)] comp_def qbs_Mx_qbs_borel emeasure_distr sets_eq_imp_space_eq[OF k] intro!: s_finite_kernel.emeasure_measurable'[OF hk(3)] measurable_sets_borel[OF _ assms])
qed
lemma qbs_l_finite_pred: "qbs_pred (monadM_qbs X) (λs. finite_measure (qbs_l s))"
proof -
have "qbs_space X ∈ sets (qbs_to_measure X)"
by (metis sets.top space_L)
note qbs_l_morphism[OF this,qbs]
have [simp]:"finite_measure (qbs_l s) ⟷ qbs_l s X ≠ ∞" if "s ∈ monadM_qbs X" for s
by(auto intro!: finite_measureI dest: finite_measure.emeasure_finite simp: space_qbs_l_in[OF that])
show ?thesis
by(simp cong: qbs_morphism_cong)
qed
lemma qbs_l_subprob_pred: "qbs_pred (monadM_qbs X) (λs. subprob_space (qbs_l s))"
proof -
have "qbs_space X ∈ sets (qbs_to_measure X)"
by (metis sets.top space_L)
note qbs_l_morphism[OF this,qbs]
have [simp]:"subprob_space (qbs_l s) ⟷ qbs_l s X ≤ 1" if "s ∈ monadM_qbs X" for s
by(auto intro!: subprob_spaceI dest: subprob_space.subprob_emeasure_le_1 simp: space_qbs_l_ne) (simp add: space_qbs_l_in[OF that])
show ?thesis
by(simp cong: qbs_morphism_cong)
qed
lemma qbs_l_prob_pred: "qbs_pred (monadM_qbs X) (λs. prob_space (qbs_l s))"
proof -
have "qbs_space X ∈ sets (qbs_to_measure X)"
by (metis sets.top space_L)
note qbs_l_morphism[OF this,qbs]
have [simp]:"prob_space (qbs_l s) ⟷ qbs_l s X = 1" if "s ∈ monadM_qbs X" for s
by(auto intro!: prob_spaceI simp: space_qbs_l_ne) (auto simp add: space_qbs_l_in[OF that] dest: prob_space.emeasure_space_1)
show ?thesis
by(simp cong: qbs_morphism_cong)
qed
subsubsection ‹ Return ›
definition return_qbs :: "'a quasi_borel ⇒ 'a ⇒ 'a qbs_measure" where
"return_qbs X x ≡ ⟦X, λr. x, SOME μ. real_distribution μ⟧⇩s⇩f⇩i⇩n"
lemma(in real_distribution)
assumes "x ∈ qbs_space X"
shows return_qbs:"return_qbs X x = ⟦X, λr. x, M⟧⇩s⇩f⇩i⇩n"
and return_qbs_prob:"qbs_prob X (λr. x) M"
and return_qbs_s_finite:"qbs_s_finite X (λr. x) M"
proof -
interpret qs1: qbs_prob X "λr. x" M
by(auto simp: qbs_prob_def in_Mx_def real_distribution_axioms intro!: qbs_closed2_dest assms)
show "return_qbs X x = ⟦X, λr. x, M⟧⇩s⇩f⇩i⇩n"
unfolding return_qbs_def
proof(rule someI2)
show "real_distribution (return borel 0)" by (auto simp: real_distribution_def real_distribution_axioms_def,rule prob_space_return) simp
next
fix N
assume "real_distribution N"
then interpret qs2: qbs_s_finite X "λr. x" N
by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def real_distribution_def real_distribution_axioms_def intro!: qbs_closed2_dest assms sigma_finite_measure.s_finite_measure prob_space_imp_sigma_finite)
interpret pair_qbs_s_finite X "λr. x" N "λr. x" M
by standard
show "⟦X, λr. x, N⟧⇩s⇩f⇩i⇩n = ⟦X, λr. x, M⟧⇩s⇩f⇩i⇩n"
by(auto intro!: qbs_s_finite_measure_eq measure_eqI simp: emeasure_distr) (metis ‹real_distribution N› emeasure_space_1 prob_space.emeasure_space_1 qs2.mu_sets real_distribution.axioms(1) sets_eq_imp_space_eq space_borel space_eq_univ)
qed
show "qbs_prob X (λr. x) M" "qbs_s_finite X (λr. x) M"
by(simp_all add: qs1.qbs_prob_axioms qs1.qbs_s_finite_axioms)
qed
lemma return_qbs_comp:
assumes "α ∈ qbs_Mx X"
shows "(return_qbs X ∘ α) = (λr. ⟦X, α, return borel r⟧⇩s⇩f⇩i⇩n)"
proof
fix r
interpret pqp: pair_qbs_prob X "λk. α r" "return borel 0" α "return borel r"
by(simp add: assms qbs_Mx_to_X[OF assms] pair_qbs_prob_def qbs_prob_def in_Mx_def real_distribution_def real_distribution_axioms_def prob_space_return)
show "(return_qbs X ∘ α) r = ⟦X, α, return borel r⟧⇩s⇩f⇩i⇩n"
by(auto simp: pqp.pq1.return_qbs[OF qbs_Mx_to_X[OF assms]] distr_return intro!: pqp.qbs_s_finite_measure_eq)
qed
corollary return_qbs_morphism[qbs]: "return_qbs X ∈ X →⇩Q monadM_qbs X"
proof(rule qbs_morphismI)
interpret rr : real_distribution "return borel 0"
by(simp add: real_distribution_def real_distribution_axioms_def prob_space_return)
fix α
assume h:"α ∈ qbs_Mx X"
then have 1:"return_qbs X ∘ α = (λr. ⟦X, α, return borel r⟧⇩s⇩f⇩i⇩n)"
by(rule return_qbs_comp)
show "return_qbs X ∘ α ∈ qbs_Mx (monadM_qbs X)"
by(auto simp: 1 monadM_qbs_Mx h prob_kernel_def' intro!: exI[where x=α] exI[where x="return borel"] prob_kernel.s_finite_kernel_prob_kernel)
qed
subsubsection ‹Bind›
definition bind_qbs :: "['a qbs_measure, 'a ⇒ 'b qbs_measure] ⇒ 'b qbs_measure" where
"bind_qbs s f ≡ (let (X, α, μ) = rep_qbs_measure s;
Y = qbs_space_of (f (α undefined));
(β, k) = (SOME (β, k). f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∧ β ∈ qbs_Mx Y ∧ s_finite_kernel borel borel k) in
⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n)"
adhoc_overloading Monad_Syntax.bind bind_qbs
lemma(in qbs_s_finite)
assumes "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
"f ∈ X →⇩Q monadM_qbs Y"
"β ∈ qbs_Mx Y"
"s_finite_kernel borel borel k"
and "(f ∘ α) = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)"
shows bind_qbs_s_finite:"qbs_s_finite Y β (μ ⤜⇩k k)"
and bind_qbs: "s ⤜ f = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof -
interpret k: s_finite_kernel borel borel k by fact
interpret s_fin: qbs_s_finite Y β "μ ⤜⇩k k"
by(auto simp: qbs_s_finite_def in_Mx_def assms(3) mu_sets qbs_s_finite_axioms_def k.sets_bind_kernel[OF _ mu_sets] intro!:k.comp_s_finite_measure s_finite_measure_axioms)
show "s ⤜ f = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof -
{
fix X' α' μ'
assume "(X',α',μ') ∈ Rep_qbs_measure ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
then have h: "X' = X" "qbs_s_finite X' α' μ'" "qbs_s_finite_eq (X,α,μ) (X',α',μ')"
by(simp_all add: if_in_Rep_qbs_measure)
then interpret s_fin_pq1: pair_qbs_s_finite X α μ α' μ'
by(auto simp: pair_qbs_s_finite_def qbs_s_finite_axioms)
have [simp]: "qbs_space_of (f (α' r)) = Y" for r
using qbs_Mx_to_X[OF qbs_morphism_Mx[OF assms(2) s_fin_pq1.pq2.in_Mx],of r]
by(auto simp: monadM_qbs_space)
have "(let Y = qbs_space_of (f (α' undefined)) in case SOME (β, k). (λr. f (α' r)) = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∧ β ∈ qbs_Mx Y ∧ s_finite_kernel borel borel k of
(β, k) ⇒ ⟦Y, β, μ' ⤜⇩k k⟧⇩s⇩f⇩i⇩n) = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof -
have "(case SOME (β, k). (λr. f (α' r)) = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∧ β ∈ qbs_Mx Y ∧ s_finite_kernel borel borel k of (β, k) ⇒ ⟦Y, β, μ' ⤜⇩k k⟧⇩s⇩f⇩i⇩n) = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof(rule someI2_ex)
show "∃a. case a of (β, k) ⇒ (λr. f (α' r)) = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∧ β ∈ qbs_Mx Y ∧ s_finite_kernel borel borel k"
using qbs_morphism_Mx[OF assms(2) s_fin_pq1.pq2.in_Mx]
by(auto simp: comp_def monadM_qbs_Mx)
next
show "⋀x. (case x of (β, k) ⇒ (λr. f (α' r)) = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∧ β ∈ qbs_Mx Y ∧ s_finite_kernel borel borel k) ⟹ (case x of (β, k) ⇒ ⟦Y, β, μ' ⤜⇩k k⟧⇩s⇩f⇩i⇩n) = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof safe
fix β' k'
assume h':"(λr. f (α' r)) = (λr. ⟦Y, β', k' r⟧⇩s⇩f⇩i⇩n)" "β' ∈ qbs_Mx Y" "s_finite_kernel borel borel k'"
interpret k': s_finite_kernel borel borel k' by fact
have "qbs_s_finite Y β' (μ' ⤜⇩k k')"
by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def h'(2) k'.sets_bind_kernel[OF _ s_fin_pq1.pq2.mu_sets] s_fin_pq1.pq2.mu_sets intro!:k'.comp_s_finite_measure s_fin_pq1.pq2.s_finite_measure_axioms)
then interpret s_fin_pq2: pair_qbs_s_finite Y β' "μ' ⤜⇩k k'" β "μ ⤜⇩k k"
by(auto simp: pair_qbs_s_finite_def s_fin.qbs_s_finite_axioms)
show "⟦Y, β', μ' ⤜⇩k k'⟧⇩s⇩f⇩i⇩n = ⟦Y, β, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
proof(rule s_fin_pq2.qbs_s_finite_measure_eq)
show "distr (μ' ⤜⇩k k') (qbs_to_measure Y) β' = distr (μ ⤜⇩k k) (qbs_to_measure Y) β" (is "?lhs = ?rhs")
proof -
have "?lhs = μ' ⤜⇩k (λr. distr (k' r) (qbs_to_measure Y) β')"
by(simp add: k'.distr_bind_kernel[OF _ s_fin_pq1.pq2.mu_sets])
also have "... = μ' ⤜⇩k (λr. qbs_l ⟦Y, β', k' r⟧⇩s⇩f⇩i⇩n)"
by(rule bind_kernel_cong_All,rule qbs_s_finite.qbs_l[symmetric,OF qbs_s_finite_All[where k=k' and M=borel]]) (auto simp: k'.s_finite_kernel_axioms)
also have "... = μ' ⤜⇩k (λr. qbs_l (f (α' r)))"
by(auto simp: fun_cong[OF h'(1)])
also have "... = distr μ' (qbs_to_measure X) α' ⤜⇩k (λx. qbs_l (f x))"
by(simp add: measure_kernel.bind_kernel_distr[OF measure_kernel.measure_kernel_comp[OF qbs_l_measure_kernel set_mp[OF l_preserves_morphisms assms(2)]]] sets_eq_imp_space_eq[OF s_fin_pq1.pq2.mu_sets])
also have "... = distr μ (qbs_to_measure X) α ⤜⇩k (λx. qbs_l (f x))"
by(simp add: qbs_s_finite_eq_dest(4)[OF h(3)])
also have "... = μ ⤜⇩k (λr. qbs_l (f (α r)))"
by(simp add: measure_kernel.bind_kernel_distr[OF measure_kernel.measure_kernel_comp[OF qbs_l_measure_kernel set_mp[OF l_preserves_morphisms assms(2)]]] sets_eq_imp_space_eq[OF mu_sets])
also have "... = μ ⤜⇩k (λr. qbs_l ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)"
by(simp add: fun_cong[OF assms(5),simplified comp_def])
also have "... = μ ⤜⇩k (λr. distr (k r) (qbs_to_measure Y) β)"
by(rule bind_kernel_cong_All,rule qbs_s_finite.qbs_l[OF qbs_s_finite_All[where k=k and M=borel]]) (auto simp: k.s_finite_kernel_axioms)
also have "... = ?rhs"
by(simp add: k.distr_bind_kernel[OF _ mu_sets])
finally show ?thesis .
qed
qed
qed
qed
thus ?thesis by simp
qed
}
show ?thesis
unfolding bind_qbs_def rep_qbs_measure_def qbs_measure.rep_def assms(1)
by(rule someI2, rule in_Rep_qbs_measure, auto) fact
qed
show "qbs_s_finite Y β (μ ⤜⇩k k)"
by(rule s_fin.qbs_s_finite_axioms)
qed
lemma bind_qbs_morphism':
assumes "f ∈ X →⇩Q monadM_qbs Y"
shows "(λx. x ⤜ f) ∈ monadM_qbs X →⇩Q monadM_qbs Y"
proof(rule qbs_morphismI)
fix γ
assume "γ ∈ qbs_Mx (monadM_qbs X)"
from rep_qbs_Mx_monadM[OF this] obtain α k where h:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms this(2)]] obtain α' k' where h':
"f ∘ α = (λr. ⟦Y, α', k' r⟧⇩s⇩f⇩i⇩n)" "α' ∈ qbs_Mx Y" "s_finite_kernel borel borel k'" "⋀r. qbs_s_finite Y α' (k' r)"
by metis
have [simp]:"(λx. x ⤜ f) ∘ γ = (λr. ⟦Y, α', k r ⤜⇩k k'⟧⇩s⇩f⇩i⇩n)"
by standard (simp add: h(1) qbs_s_finite.bind_qbs[OF h(4) _ assms h'(2,3,1)])
show "(λx. x ⤜ f) ∘ γ ∈ qbs_Mx (monadM_qbs Y)"
using h'(2) by(auto simp: s_finite_kernel.bind_kernel_s_finite_kernel[OF h(3) h'(3)] monadM_qbs_Mx intro!: exI[where x=α'])
qed
lemma bind_qbs_return':
assumes "x ∈ qbs_space (monadM_qbs X)"
shows "x ⤜ return_qbs X = x"
proof -
obtain α μ where h:"qbs_s_finite X α μ" "x = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
using rep_qbs_space_monadM[OF assms] by blast
then interpret qs: qbs_s_finite X α μ by simp
interpret prob_kernel borel borel "return borel"
by(simp add: prob_kernel_def')
show ?thesis
by(simp add: qs.bind_qbs[OF h(2) return_qbs_morphism _ _ return_qbs_comp] s_finite_kernel_axioms bind_kernel_return''[OF qs.mu_sets] h(2)[symmetric])
qed
lemma bind_qbs_return:
assumes "f ∈ X →⇩Q monadM_qbs Y"
and "x ∈ qbs_space X"
shows "return_qbs X x ⤜ f = f x"
proof -
from rep_qbs_space_monadM[OF qbs_morphism_space[OF assms]] obtain α μ where h:
"f x = ⟦Y, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y α μ" by auto
then interpret qs:qbs_s_finite Y α μ by simp
interpret sk: s_finite_kernel borel borel "λr. μ"
by(auto intro!: s_finite_measure.s_finite_kernel_const simp: s_finite_kernel_cong_sets[OF refl qs.mu_sets[symmetric]] qs.s_finite_measure_axioms qs.mu_not_empty)
interpret rd: real_distribution "return borel 0"
by(simp add: real_distribution_def prob_space_return real_distribution_axioms_def)
interpret qbs_prob X "λr. x" "return borel 0"
by(rule rd.return_qbs_prob[OF assms(2)])
show ?thesis
using bind_qbs[OF rd.return_qbs[OF assms(2)] assms(1) qs.in_Mx sk.s_finite_kernel_axioms]
by(simp add: h(1) sk.bind_kernel_return)
qed
lemma bind_qbs_assoc:
assumes "s ∈ qbs_space (monadM_qbs X)"
"f ∈ X →⇩Q monadM_qbs Y"
and "g ∈ Y →⇩Q monadM_qbs Z"
shows "s ⤜ (λx. f x ⤜ g) = (s ⤜ f) ⤜ g" (is "?lhs = ?rhs")
proof -
obtain α μ where h:"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
using rep_qbs_space_monadM[OF assms(1)] by blast
then interpret qs: qbs_s_finite X α μ by simp
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(2) qs.in_Mx]] obtain β k where h':
"f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite Y β (k r)"
by metis
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(3) h'(2)]] obtain γ k' where h'':
"g ∘ β = (λr. ⟦Z, γ, k' r⟧⇩s⇩f⇩i⇩n)" "γ ∈ qbs_Mx Z" "s_finite_kernel borel borel k'" "⋀r. qbs_s_finite Z γ (k' r)"
by metis
have 1:"(λx. f x ⤜ g) ∘ α = (λr. ⟦Z, γ, k r ⤜⇩k k'⟧⇩s⇩f⇩i⇩n)"
by standard (simp add: qbs_s_finite.bind_qbs[OF h'(4) fun_cong[OF h'(1),simplified] assms(3) h''(2,3,1)])
have "?lhs = ⟦Z, γ, μ ⤜⇩k (λr. k r ⤜⇩k k')⟧⇩s⇩f⇩i⇩n"
by(rule qs.bind_qbs[OF h(1) qbs_morphism_compose[OF assms(2) bind_qbs_morphism'[OF assms(3)]] h''(2) s_finite_kernel.bind_kernel_s_finite_kernel[OF h'(3) h''(3)] 1])
also have "... = ⟦Z, γ, μ ⤜⇩k k ⤜⇩k k'⟧⇩s⇩f⇩i⇩n"
by(simp add: s_finite_kernel.bind_kernel_assoc[OF h'(3) h''(3) qs.mu_sets])
also have "... = ?rhs"
by(simp add: qbs_s_finite.bind_qbs[OF qs.bind_qbs_s_finite[OF h(1) assms(2) h'(2,3,1)] qs.bind_qbs[OF h(1) assms(2) h'(2,3,1)] assms(3) h''(2,3,1)])
finally show ?thesis .
qed
lemma bind_qbs_cong:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)"
"⋀x. x ∈ qbs_space X ⟹ f x = g x"
and [qbs]:"f ∈ X →⇩Q monadM_qbs Y"
shows "s ⤜ f = s ⤜ g"
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ where h:
"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by auto
interpret qbs_s_finite X α μ by fact
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(3) in_Mx]] obtain β k where h':
"f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" by metis
have g: "g ∈ X →⇩Q monadM_qbs Y" "g ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)"
using qbs_Mx_to_X[OF in_Mx] assms(2) fun_cong[OF h'(1)]
by(auto simp: assms(2)[symmetric] cong: qbs_morphism_cong)
show ?thesis
by(simp add: bind_qbs[OF h(1) assms(3) h'(2,3,1)] bind_qbs[OF h(1) g(1) h'(2,3) g(2)])
qed
subsubsection ‹ The Functorial Action ›
definition distr_qbs :: "['a quasi_borel, 'b quasi_borel,'a ⇒ 'b,'a qbs_measure] ⇒ 'b qbs_measure" where
"distr_qbs _ Y f sx ≡ sx ⤜ return_qbs Y ∘ f"
lemma distr_qbs_morphism':
assumes "f ∈ X →⇩Q Y"
shows "distr_qbs X Y f ∈ monadM_qbs X →⇩Q monadM_qbs Y"
unfolding distr_qbs_def
by(rule bind_qbs_morphism'[OF qbs_morphism_comp[OF assms return_qbs_morphism]])
lemma(in qbs_s_finite)
assumes "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
and "f ∈ X →⇩Q Y"
shows distr_qbs_s_finite:"qbs_s_finite Y (f ∘ α) μ"
and distr_qbs: "distr_qbs X Y f s = ⟦Y, f ∘ α, μ⟧⇩s⇩f⇩i⇩n"
by(auto intro!: bind_qbs[OF assms(1) qbs_morphism_comp[OF assms(2) return_qbs_morphism],of "f ∘ α" "return borel" ,simplified bind_kernel_return''[OF mu_sets]] bind_qbs_s_finite[OF assms(1) qbs_morphism_comp[OF assms(2) return_qbs_morphism],of "f ∘ α" "return borel" ,simplified bind_kernel_return''[OF mu_sets]]
simp: distr_qbs_def return_qbs_comp[OF qbs_morphism_Mx[OF assms(2) in_Mx],simplified comp_assoc[symmetric]] qbs_morphism_Mx[OF assms(2) in_Mx] prob_kernel.s_finite_kernel_prob_kernel[of borel borel "return borel",simplified prob_kernel_def'])
lemma(in qbs_prob)
assumes "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
and "f ∈ X →⇩Q Y"
shows distr_qbs_prob:"qbs_prob Y (f ∘ α) μ"
by(auto simp: distr_qbs_def prob_space_axioms intro!: qbs_s_finite.qbs_probI[OF distr_qbs_s_finite[OF assms]])
text ‹ We show that $M$ is a functor i.e. $M$ preserve identity and composition.›
lemma distr_qbs_id:
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "distr_qbs X X id s = s"
using bind_qbs_return'[OF assms] by(simp add: distr_qbs_def)
lemma distr_qbs_comp:
assumes "s ∈ qbs_space (monadM_qbs X)"
"f ∈ X →⇩Q Y"
and "g ∈ Y →⇩Q Z"
shows "((distr_qbs Y Z g) ∘ (distr_qbs X Y f)) s = distr_qbs X Z (g ∘ f) s"
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ where h:
"qbs_s_finite X α μ" "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" by metis
have "qbs_s_finite Y (f ∘ α) μ" "distr_qbs X Y f s = ⟦Y, f ∘ α, μ⟧⇩s⇩f⇩i⇩n"
by(simp_all add: qbs_s_finite.distr_qbs_s_finite[OF h assms(2)] qbs_s_finite.distr_qbs[OF h assms(2)])
from qbs_s_finite.distr_qbs[OF this assms(3)] qbs_s_finite.distr_qbs[OF h qbs_morphism_comp[OF assms(2,3)]]
show ?thesis
by(simp add: comp_assoc)
qed
subsubsection ‹ Join ›
definition join_qbs :: "'a qbs_measure qbs_measure ⇒ 'a qbs_measure" where
"join_qbs ≡ (λsst. sst ⤜ id)"
lemma join_qbs_morphism[qbs]: "join_qbs ∈ monadM_qbs (monadM_qbs X) →⇩Q monadM_qbs X"
by(simp add: join_qbs_def bind_qbs_morphism'[OF qbs_morphism_ident])
lemma
assumes "qbs_s_finite (monadM_qbs X) β μ"
"ssx = ⟦monadM_qbs X, β, μ⟧⇩s⇩f⇩i⇩n"
"α ∈ qbs_Mx X"
"s_finite_kernel borel borel k"
and "β =(λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)"
shows qbs_s_finite_join_qbs_s_finite: "qbs_s_finite X α (μ ⤜⇩k k)"
and qbs_s_finite_join_qbs: "join_qbs ssx = ⟦X, α, μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite.bind_qbs[OF assms(1,2) qbs_morphism_ident assms(3,4)] qbs_s_finite.bind_qbs_s_finite[OF assms(1,2) qbs_morphism_ident assms(3,4)]
by(auto simp: assms(5) join_qbs_def)
subsubsection ‹ Strength ›
definition strength_qbs :: "['a quasi_borel,'b quasi_borel,'a × 'b qbs_measure] ⇒ ('a × 'b) qbs_measure" where
"strength_qbs W X = (λ(w,sx). let (_,α,μ) = rep_qbs_measure sx
in ⟦W ⨂⇩Q X, λr. (w,α r), μ⟧⇩s⇩f⇩i⇩n)"
lemma(in qbs_s_finite)
assumes "w ∈ qbs_space W"
and "sx = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
shows strength_qbs_s_finite: "qbs_s_finite (W ⨂⇩Q X) (λr. (w,α r)) μ"
and strength_qbs: "strength_qbs W X (w,sx) = ⟦W ⨂⇩Q X, λr. (w,α r), μ⟧⇩s⇩f⇩i⇩n"
proof -
interpret qs: qbs_s_finite "W ⨂⇩Q X" "λr. (w,α r)" μ
by(auto simp: qbs_s_finite_def s_finite_measure_axioms qbs_s_finite_axioms_def mu_sets in_Mx_def assms(1) intro!: pair_qbs_MxI)
show "qbs_s_finite (W ⨂⇩Q X) (λr. (w,α r)) μ" by (rule qs.qbs_s_finite_axioms)
show "strength_qbs W X (w,sx) = ⟦W ⨂⇩Q X, λr. (w,α r), μ⟧⇩s⇩f⇩i⇩n"
proof -
{
fix X' α' μ'
assume "(X',α',μ') ∈ Rep_qbs_measure ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
then have h: "X' = X" "qbs_s_finite X' α' μ'" "qbs_s_finite_eq (X,α,μ) (X',α',μ')"
by(simp_all add: if_in_Rep_qbs_measure)
then interpret qs': qbs_s_finite "W ⨂⇩Q X" "λr. (w,α' r)" μ'
by(auto simp: qbs_s_finite_def in_Mx_def assms(1) intro!: pair_qbs_MxI)
interpret pq: pair_qbs_s_finite "W ⨂⇩Q X" "λr. (w,α r)" μ "λr. (w,α' r)" μ'
by(auto simp: qs.qbs_s_finite_axioms qs'.qbs_s_finite_axioms pair_qbs_s_finite_def)
have "⟦W ⨂⇩Q X, λr. (w, α' r), μ'⟧⇩s⇩f⇩i⇩n = ⟦W ⨂⇩Q X, λr. (w, α r), μ⟧⇩s⇩f⇩i⇩n"
proof(rule pq.qbs_s_finite_measure_eq'[symmetric])
fix f :: "_ ⇒ ennreal"
assume "f ∈ W ⨂⇩Q X →⇩Q qbs_borel"
then have f: "curry f w ∈ X →⇩Q qbs_borel"
by (metis assms(1) qbs_morphism_curry qbs_morphism_space)
show "(∫⇧+ x. f (w, α x) ∂μ) = (∫⇧+ x. f (w, α' x) ∂μ')" (is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+ x. curry f w (α x) ∂μ)" by simp
also have "... = (∫⇧+ x. curry f w (α' x) ∂μ')"
using h(3) f by(auto simp: qbs_s_finite_eq_equiv qbs_s_finite_eq'_def h(1))
also have "... = ?rhs" by simp
finally show ?thesis .
qed
qed
}
show ?thesis
by(simp add: strength_qbs_def rep_qbs_measure_def qbs_measure.rep_def assms(2)) (rule someI2, rule in_Rep_qbs_measure, auto, fact)
qed
qed
lemma(in qbs_prob)
assumes "w ∈ qbs_space W"
and "sx = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
shows strength_qbs_prob: "qbs_prob (W ⨂⇩Q X) (λr. (w,α r)) μ"
by(auto intro!: qbs_s_finite.qbs_probI[OF strength_qbs_s_finite[OF assms]] prob_space_axioms)
lemma strength_qbs_natural:
assumes "f ∈ X →⇩Q X'"
"g ∈ Y →⇩Q Y'"
"x ∈ qbs_space X"
and "sy ∈ qbs_space (monadM_qbs Y)"
shows "(distr_qbs (X ⨂⇩Q Y) (X' ⨂⇩Q Y') (map_prod f g) ∘ strength_qbs X Y) (x,sy) = (strength_qbs X' Y' ∘ map_prod f (distr_qbs Y Y' g)) (x,sy)"
(is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms(4)] obtain α μ
where h:"sy = ⟦Y, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y α μ" by metis
have "?lhs = (distr_qbs (X ⨂⇩Q Y) (X' ⨂⇩Q Y') (map_prod f g)) (⟦X ⨂⇩Q Y, λr. (x,α r), μ⟧⇩s⇩f⇩i⇩n)"
by(simp add: qbs_s_finite.strength_qbs[OF h(2) assms(3) h(1)])
also have "... = ⟦X' ⨂⇩Q Y', map_prod f g ∘ (λr. (x, α r)), μ⟧⇩s⇩f⇩i⇩n"
using assms by(simp add: qbs_s_finite.distr_qbs[OF qbs_s_finite.strength_qbs_s_finite[OF h(2) assms(3) h(1)] refl ])
also have "... = ⟦X' ⨂⇩Q Y',λr. (f x, (g ∘ α) r), μ⟧⇩s⇩f⇩i⇩n" by (simp add: comp_def)
also have "... = ?rhs"
by(simp add: qbs_s_finite.strength_qbs[OF qbs_s_finite.distr_qbs_s_finite[OF h(2,1) assms(2)] qbs_morphism_space[OF assms(1,3)] qbs_s_finite.distr_qbs[OF h(2,1) assms(2)]])
finally show ?thesis .
qed
context
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
declare rr.from_real_to_real[simplified space_pair_measure,simplified,simp]
lemma rr_from_real_to_real_id[simp]: "rr.from_real ∘ rr.to_real = id"
by(auto simp: comp_def)
lemma
assumes "α ∈ qbs_Mx X"
"β ∈ qbs_Mx (monadM_qbs Y)"
"γ ∈ qbs_Mx Y"
"s_finite_kernel borel borel k"
and "β = (λr. ⟦Y, γ, k r⟧⇩s⇩f⇩i⇩n)"
shows strength_qbs_ab_r_s_finite: "qbs_s_finite (X ⨂⇩Q Y) (map_prod α γ ∘ rr.from_real) (distr (return borel r ⨂⇩M k r) borel rr.to_real)"
and strength_qbs_ab_r: "strength_qbs X Y (α r, β r) = ⟦X ⨂⇩Q Y, map_prod α γ ∘ rr.from_real, distr (return borel r ⨂⇩M k r) borel rr.to_real⟧⇩s⇩f⇩i⇩n" (is ?goal2)
proof -
interpret k: s_finite_kernel borel borel k by fact
note 1[measurable_cong] = sets_return[of borel r] k.kernel_sets[of r,simplified]
show "qbs_s_finite (X ⨂⇩Q Y) (map_prod α γ ∘ rr.from_real) (distr (return borel r ⨂⇩M k r) borel rr.to_real)"
using assms(1,3) by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def qbs_Mx_is_morphisms r_preserves_product[symmetric] standard_borel_ne.standard_borel intro!: s_finite_measure.s_finite_measure_distr[OF pair_measure_s_finite_measure[OF prob_space.s_finite_measure_prob[OF prob_space_return[of r borel]] k.image_s_finite_measure[of r]]] qbs_morphism_comp[where Y="qbs_borel ⨂⇩Q qbs_borel"] qbs_morphism_space[OF qbs_morphism_space[OF qbs_morphism_map_prod]] standard_borel.qbs_morphism_measurable_intro[of "borel :: real measure"])
then interpret qs: qbs_s_finite "X ⨂⇩Q Y" "map_prod α γ ∘ rr.from_real" "distr (return borel r ⨂⇩M k r) borel rr.to_real" .
interpret qs2: qbs_s_finite Y γ "k r"
by(auto simp: qbs_s_finite_def k.image_s_finite_measure in_Mx_def assms qbs_s_finite_axioms_def k.kernel_sets)
interpret pq: pair_qbs_s_finite "X ⨂⇩Q Y" "λl. (α r, γ l)" "k r" "map_prod α γ ∘ rr.from_real" "distr (return borel r ⨂⇩M k r) borel rr.to_real"
by (auto simp: pair_qbs_s_finite_def qs.qbs_s_finite_axioms qs2.strength_qbs_s_finite[OF qbs_Mx_to_X[OF assms(1),of r] fun_cong[OF assms(5)]])
have [measurable]: "map_prod α γ ∈ borel ⨂⇩M borel →⇩M qbs_to_measure (X ⨂⇩Q Y)"
proof -
have "map_prod α γ ∈ qbs_borel ⨂⇩Q qbs_borel →⇩Q X ⨂⇩Q Y"
using assms by(auto intro!: qbs_morphism_map_prod simp: qbs_Mx_is_morphisms)
also have "... ⊆ qbs_to_measure (qbs_borel ⨂⇩Q qbs_borel) →⇩M qbs_to_measure (X ⨂⇩Q Y)"
by(rule l_preserves_morphisms)
also have "... = borel ⨂⇩M borel →⇩M qbs_to_measure (X ⨂⇩Q Y)"
using rr.lr_sets_ident l_preserves_morphisms by(auto simp add: r_preserves_product[symmetric])
finally show ?thesis .
qed
show ?goal2
unfolding qs2.strength_qbs[OF qbs_Mx_to_X[OF assms(1),of r] fun_cong[OF assms(5)]]
proof(rule pq.qbs_s_finite_measure_eq)
show "distr (k r) (qbs_to_measure (X ⨂⇩Q Y)) (λl. (α r, γ l)) = distr (distr (return borel r ⨂⇩M k r) borel rr.to_real) (qbs_to_measure (X ⨂⇩Q Y)) (map_prod α γ ∘ rr.from_real)"
(is "?lhs = ?rhs")
proof -
have "?lhs = distr (k r) (qbs_to_measure (X ⨂⇩Q Y)) (map_prod α γ ∘ Pair r)"
by(simp add: comp_def)
also have "... = distr (distr (k r) (borel ⨂⇩M borel) (Pair r)) (qbs_to_measure (X ⨂⇩Q Y)) (map_prod α γ)"
by(auto intro!: distr_distr[symmetric])
also have "... = distr (return borel r ⨂⇩M k r) (qbs_to_measure (X ⨂⇩Q Y)) (map_prod α γ)"
proof -
have "return borel r ⨂⇩M k r = distr (k r) (borel ⨂⇩M borel) (λl. (r,l))"
by(auto intro!: measure_eqI simp: sets_pair_measure_cong[OF refl 1(2)] qs2.emeasure_pair_measure_alt' emeasure_distr nn_integral_return[OF _ qs2.measurable_emeasure_Pair'])
thus ?thesis by simp
qed
also have "... = ?rhs"
by(simp add: distr_distr comp_def)
finally show ?thesis .
qed
qed
qed
lemma strength_qbs_morphism[qbs]: "strength_qbs X Y ∈ X ⨂⇩Q monadM_qbs Y →⇩Q monadM_qbs (X ⨂⇩Q Y)"
proof(rule pair_qbs_morphismI)
fix α β
assume h:"α ∈ qbs_Mx X"
"β ∈ qbs_Mx (monadM_qbs Y)"
from rep_qbs_Mx_monadM[OF this(2)] obtain γ k where hb:
"β = (λr. ⟦Y, γ, k r⟧⇩s⇩f⇩i⇩n)" "γ ∈ qbs_Mx Y" "s_finite_kernel borel borel k"
by metis
have "s_finite_kernel borel borel (λr. distr (return borel r ⨂⇩M k r) borel rr.to_real)"
by(auto intro!: s_finite_kernel.distr_s_finite_kernel[where Y="borel ⨂⇩M borel"] s_finite_kernel_pair_measure[OF prob_kernel.s_finite_kernel_prob_kernel] simp:hb prob_kernel_def')
thus "(λr. strength_qbs X Y (α r, β r)) ∈ qbs_Mx (monadM_qbs (X ⨂⇩Q Y))"
using strength_qbs_ab_r[OF h hb(2,3,1)] strength_qbs_ab_r_s_finite[OF h hb(2,3,1)]
by(auto simp: monadM_qbs_Mx qbs_s_finite_def in_Mx_def intro!: exI[where x="map_prod α γ ∘ rr.from_real"] exI[where x="λr. distr (return borel r ⨂⇩M k r) borel rr.to_real"])
qed
lemma bind_qbs_morphism[qbs]: "(⤜) ∈ monadM_qbs X →⇩Q (X ⇒⇩Q monadM_qbs Y) ⇒⇩Q monadM_qbs Y"
proof -
{
fix f s
assume h:"f ∈ X →⇩Q monadM_qbs Y" "s ∈ qbs_space (monadM_qbs X)"
from rep_qbs_space_monadM[OF this(2)] obtain α μ where h':
"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qbs_s_finite X α μ by simp
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF h(1) in_Mx]] obtain β k
where hb:"f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" by metis
have "join_qbs (distr_qbs ((X ⇒⇩Q monadM_qbs Y) ⨂⇩Q X) (monadM_qbs Y) (λfx. fst fx (snd fx)) (strength_qbs (X ⇒⇩Q monadM_qbs Y) X (f, s))) = s ⤜ f"
using qbs_s_finite_join_qbs[OF qbs_s_finite.distr_qbs_s_finite[OF strength_qbs_s_finite[of f "X ⇒⇩Q monadM_qbs Y",OF h(1) h'(1)] strength_qbs[of f "X ⇒⇩Q monadM_qbs Y",OF h(1) h'(1)] qbs_morphism_eval] qbs_s_finite.distr_qbs[OF strength_qbs_s_finite[of f "X ⇒⇩Q monadM_qbs Y",OF h(1) h'(1)] strength_qbs[of f "X ⇒⇩Q monadM_qbs Y",OF h(1) h'(1)] qbs_morphism_eval] hb(2,3)] hb(1)
by(simp add: bind_qbs[OF h'(1) h(1) hb(2,3,1)] comp_def)
}
thus ?thesis
by(auto intro!: arg_swap_morphism[OF curry_preserves_morphisms[OF qbs_morphism_cong'[of _ "join_qbs ∘ (distr_qbs (exp_qbs X (monadM_qbs Y) ⨂⇩Q X) (monadM_qbs Y) (λfx. (fst fx) (snd fx))) ∘ (strength_qbs (exp_qbs X (monadM_qbs Y)) X)"]]] qbs_morphism_comp distr_qbs_morphism' strength_qbs_morphism join_qbs_morphism qbs_morphism_eval simp: pair_qbs_space)
qed
lemma strength_qbs_law1:
assumes "x ∈ qbs_space (unit_quasi_borel ⨂⇩Q monadM_qbs X)"
shows "snd x = (distr_qbs (unit_quasi_borel ⨂⇩Q X) X snd ∘ strength_qbs unit_quasi_borel X) x"
proof -
obtain α μ where h:
"qbs_s_finite X α μ" "(snd x) = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
using rep_qbs_space_monadM[of "snd x" X] assms by (auto simp: pair_qbs_space) metis
have [simp]: "((),snd x) = x"
using SigmaE assms by (auto simp: pair_qbs_space)
show ?thesis
using qbs_s_finite.distr_qbs[OF qbs_s_finite.strength_qbs_s_finite[OF h(1) _ h(2),of "fst x" unit_quasi_borel] qbs_s_finite.strength_qbs[OF h(1) _ h(2)] snd_qbs_morphism]
by(auto simp: comp_def,simp add: h(2))
qed
lemma strength_qbs_law2:
assumes "x ∈ qbs_space ((X ⨂⇩Q Y) ⨂⇩Q monadM_qbs Z)"
shows "(strength_qbs X (Y ⨂⇩Q Z) ∘ (map_prod id (strength_qbs Y Z)) ∘ (λ((x,y),z). (x,(y,z)))) x =
(distr_qbs ((X ⨂⇩Q Y) ⨂⇩Q Z) (X ⨂⇩Q (Y ⨂⇩Q Z)) (λ((x,y),z). (x,(y,z))) ∘ strength_qbs (X ⨂⇩Q Y) Z) x"
(is "?lhs = ?rhs")
proof -
obtain α μ where h:
"qbs_s_finite Z α μ" "snd x = ⟦Z, α, μ⟧⇩s⇩f⇩i⇩n"
using rep_qbs_space_monadM[of "snd x" Z] assms by (auto simp: pair_qbs_space) metis
then have "?lhs = ⟦X ⨂⇩Q Y ⨂⇩Q Z, λr. (fst (fst x), snd (fst x), α r), μ⟧⇩s⇩f⇩i⇩n"
using assms qbs_s_finite.strength_qbs_s_finite[OF h(1) _ h(2),of "snd (fst x)" Y]
by(auto intro!: qbs_s_finite.strength_qbs simp: pair_qbs_space)
also have "... = ?rhs"
using qbs_s_finite.distr_qbs[OF qbs_s_finite.strength_qbs_s_finite[OF h(1) _ h(2),of "fst x" "X ⨂⇩Q Y"] qbs_s_finite.strength_qbs[OF h(1) _ h(2),of "fst x" "X ⨂⇩Q Y"] qbs_morphism_pair_assoc1] assms
by(auto simp: comp_def pair_qbs_space)
finally show ?thesis .
qed
lemma strength_qbs_law3:
assumes "x ∈ qbs_space (X ⨂⇩Q Y)"
shows "return_qbs (X ⨂⇩Q Y) x = (strength_qbs X Y ∘ (map_prod id (return_qbs Y))) x"
proof -
interpret qp: qbs_prob Y "λr. snd x" "return borel 0"
using assms by(auto simp: prob_space_return pair_qbs_space qbs_prob_def in_Mx_def real_distribution_def real_distribution_axioms_def)
show ?thesis
using qp.strength_qbs[OF _ qp.return_qbs[of "snd x" Y],of "fst x" X] qp.return_qbs[OF assms] assms
by(auto simp: pair_qbs_space)
qed
lemma strength_qbs_law4:
assumes "x ∈ qbs_space (X ⨂⇩Q monadM_qbs (monadM_qbs Y))"
shows "(strength_qbs X Y ∘ map_prod id join_qbs) x = (join_qbs ∘ distr_qbs (X ⨂⇩Q monadM_qbs Y) (monadM_qbs (X ⨂⇩Q Y)) (strength_qbs X Y) ∘ strength_qbs X (monadM_qbs Y)) x"
(is "?lhs = ?rhs")
proof -
from assms rep_qbs_space_monadM[of "snd x" "monadM_qbs Y"] obtain β μ
where h:"qbs_s_finite (monadM_qbs Y) β μ" "snd x = ⟦monadM_qbs Y, β, μ⟧⇩s⇩f⇩i⇩n"
by (auto simp: pair_qbs_space) metis
with rep_qbs_Mx_monadM[of β Y] obtain γ k
where h': "γ ∈ qbs_Mx Y" "s_finite_kernel borel borel k" "β = (λr. ⟦Y, γ, k r⟧⇩s⇩f⇩i⇩n)"
and h'': "⋀r. qbs_s_finite Y γ (k r)"
by(auto simp: qbs_s_finite_def in_Mx_def) metis
have "?lhs = ⟦X ⨂⇩Q Y, λr. (fst x, γ r), μ ⤜⇩k k⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite.strength_qbs[OF qbs_s_finite_join_qbs_s_finite[OF h h'] _ qbs_s_finite_join_qbs[OF h h'],of "fst x" X] assms
by(auto simp: pair_qbs_space)
also have "... = ?rhs"
using qbs_s_finite_join_qbs[OF qbs_s_finite.distr_qbs_s_finite[OF qbs_s_finite.strength_qbs_s_finite[OF h(1) _ h(2),of "fst x" X] qbs_s_finite.strength_qbs[OF h(1) _ h(2),of "fst x"] strength_qbs_morphism] qbs_s_finite.distr_qbs[OF qbs_s_finite.strength_qbs_s_finite[OF h(1) _ h(2),of "fst x" X] qbs_s_finite.strength_qbs[OF h(1) _ h(2),of "fst x"] strength_qbs_morphism] pair_qbs_MxI h'(2),of "λr. (fst x, γ r)",simplified comp_def qbs_s_finite.strength_qbs[OF h'' _ fun_cong[OF h'(3)],of "fst x" X]] assms h'(1)
by(auto simp: pair_qbs_space qbs_s_finite_def in_Mx_def)
finally show ?thesis .
qed
lemma distr_qbs_morphism[qbs]: "distr_qbs X Y ∈ (X ⇒⇩Q Y) →⇩Q (monadM_qbs X ⇒⇩Q monadM_qbs Y)"
proof -
have [simp]: "distr_qbs X Y = (λf sx. sx ⤜ return_qbs Y ∘ f)"
by standard+ (auto simp: distr_qbs_def)
show ?thesis
by simp
qed
lemma
assumes "α ∈ qbs_Mx X" "β ∈ qbs_Mx Y"
shows return_qbs_pair_Mx: "return_qbs (X ⨂⇩Q Y) (α r, β k) = ⟦X ⨂⇩Q Y,map_prod α β ∘ rr.from_real, distr (return borel r ⨂⇩M return borel k) borel rr.to_real⟧⇩s⇩f⇩i⇩n"
and return_qbs_pair_Mx_prob: "qbs_prob (X ⨂⇩Q Y) (map_prod α β ∘ rr.from_real) (distr (return borel r ⨂⇩M return borel k) borel rr.to_real)"
proof -
note [measurable_cong] = sets_return[of borel]
interpret qp: qbs_prob "X ⨂⇩Q Y" "map_prod α β ∘ rr.from_real" "distr (return borel r ⨂⇩M return borel k) borel rr.to_real"
using qbs_closed1_dest[OF assms(1)] qbs_closed1_dest[OF assms(2)]
by(auto intro!: prob_space.prob_space_distr prob_space_pair simp: comp_def prob_space_return pair_qbs_Mx qbs_prob_def in_Mx_def real_distribution_def real_distribution_axioms_def)
show "qbs_prob (X ⨂⇩Q Y) (map_prod α β ∘ rr.from_real) (distr (return borel r ⨂⇩M return borel k) borel rr.to_real)"
by standard
show "return_qbs (X ⨂⇩Q Y) (α r, β k) = ⟦X ⨂⇩Q Y,map_prod α β ∘ rr.from_real, distr (return borel r ⨂⇩M return borel k) borel rr.to_real⟧⇩s⇩f⇩i⇩n" (is "?lhs = ?rhs")
proof -
have "?lhs = (strength_qbs X Y ∘ map_prod id (return_qbs Y)) (α r, β k)"
by(rule strength_qbs_law3[of "(α r, β k)" X Y], insert assms) (auto simp: qbs_Mx_to_X pair_qbs_space)
also have "... = strength_qbs X Y (α r, ⟦Y, β, return borel k⟧⇩s⇩f⇩i⇩n)"
using fun_cong[OF return_qbs_comp[OF assms(2)]] by simp
also have "... = ?rhs"
by(rule strength_qbs_ab_r[OF assms(1) _ assms(2)]) (auto intro!: qbs_closed2_dest qbs_s_finite.in_space_monadM s_finite_measure.s_finite_kernel_const[of "return borel k",simplified s_finite_kernel_cong_sets[OF _ sets_return]] prob_space.s_finite_measure_prob simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def assms(2) prob_space_return)
finally show ?thesis .
qed
qed
lemma bind_bind_return_distr:
assumes "s_finite_measure μ"
and "s_finite_measure ν"
and [measurable_cong]: "sets μ = sets borel" "sets ν = sets borel"
shows "μ ⤜⇩k (λr. ν ⤜⇩k (λl. distr (return borel r ⨂⇩M return borel l) borel rr.to_real))
= distr (μ ⨂⇩M ν) borel rr.to_real"
(is "?lhs = ?rhs")
proof -
interpret rd1: s_finite_measure μ by fact
interpret rd2: s_finite_measure ν by fact
have ne: "space μ ≠ {}" "space ν ≠ {}"
by(auto simp: sets_eq_imp_space_eq assms(3,4))
have "?lhs = μ ⤜⇩k (λr. ν ⤜⇩k (λl. distr (return (borel ⨂⇩M borel) (r,l)) borel rr.to_real))"
by(simp add: pair_measure_return)
also have "... = μ ⤜⇩k (λr. ν ⤜⇩k (λl. distr (return (μ ⨂⇩M ν) (r, l)) borel rr.to_real))"
proof -
have "return (borel ⨂⇩M borel) = return (μ ⨂⇩M ν)"
by(auto intro!: return_sets_cong sets_pair_measure_cong simp: assms(3,4))
thus ?thesis by simp
qed
also have "... = μ ⤜⇩k (λr. distr (ν ⤜⇩k (λl. (return (μ ⨂⇩M ν) (r, l)))) borel rr.to_real)"
by(auto intro!: bind_kernel_cong_All measure_kernel.distr_bind_kernel[of ν "μ ⨂⇩M ν",symmetric] simp: ne measure_kernel_def space_pair_measure)
also have "... = distr (μ ⤜⇩k (λr. ν ⤜⇩k (λl. return (μ ⨂⇩M ν) (r, l)))) borel rr.to_real"
by(auto intro!: measure_kernel.distr_bind_kernel[of μ "μ ⨂⇩M ν",symmetric] s_finite_kernel.axioms(1) s_finite_kernel.bind_kernel_s_finite_kernel'[where Y=ν] s_finite_measure.s_finite_kernel_const[OF assms(2)] prob_kernel.s_finite_kernel_prob_kernel[of "μ ⨂⇩M ν"] simp: ne prob_kernel_def')
also have "... = ?rhs"
by(simp add: pair_measure_eq_bind_s_finite[OF assms(1,2),symmetric])
finally show ?thesis .
qed
end
context
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
lemma from_real_rr_qbs_morphism[qbs]: "rr.from_real ∈ qbs_borel →⇩Q qbs_borel ⨂⇩Q qbs_borel"
by (metis borel_prod qbs_Mx_R qbs_Mx_is_morphisms qbs_borel_prod rr.from_real_measurable)
end
context pair_qbs_s_finites
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
sublocale qbs_s_finite "X ⨂⇩Q Y" "map_prod α β ∘ rr.from_real" "distr (μ ⨂⇩M ν) borel rr.to_real"
by(auto simp: qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def qbs_Mx_is_morphisms pq1.s_finite_measure_axioms pq2.s_finite_measure_axioms intro!: s_finite_measure.s_finite_measure_distr[OF pair_measure_s_finite_measure])
lemma qbs_bind_bind_return_qp:
"⟦Y,β,ν⟧⇩s⇩f⇩i⇩n ⤜ (λy. ⟦X,α,μ⟧⇩s⇩f⇩i⇩n ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y))) = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, distr (μ ⨂⇩M ν) borel rr.to_real⟧⇩s⇩f⇩i⇩n" (is "?lhs = ?rhs")
proof -
have "?lhs = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, ν ⤜⇩k (λl. μ ⤜⇩k (λr. distr (return borel r ⨂⇩M return borel l) borel rr.to_real))⟧⇩s⇩f⇩i⇩n"
by(auto intro!: pq2.bind_qbs[OF refl] s_finite_kernel.bind_kernel_s_finite_kernel'[where Y=μ] s_finite_measure.s_finite_kernel_const s_finite_kernel.distr_s_finite_kernel[where Y="borel ⨂⇩M borel"] prob_kernel.s_finite_kernel_prob_kernel[of "borel ⨂⇩M μ"] simp: sets_eq_imp_space_eq[OF pq1.mu_sets] pq1.s_finite_measure_axioms split_beta' pair_measure_return[of _ "snd _"] prob_kernel_def')
(auto intro!: pq1.bind_qbs prob_kernel.s_finite_kernel_prob_kernel simp: comp_def return_qbs_pair_Mx qbs_Mx_is_morphisms prob_kernel_def')
also have "... = ?rhs"
proof -
have "ν ⤜⇩k (λl. μ ⤜⇩k (λr. distr (return borel r ⨂⇩M return borel l) borel rr.to_real)) = distr (μ ⨂⇩M ν) borel rr.to_real"
by(auto simp: bind_bind_return_distr[OF pq1.s_finite_measure_axioms pq2.s_finite_measure_axioms pq1.mu_sets pq2.mu_sets,symmetric] pq1.s_finite_measure_axioms pq2.s_finite_measure_axioms prob_kernel_def' intro!: bind_kernel_rotate[where Z=borel] prob_kernel.s_finite_kernel_prob_kernel)
thus ?thesis by simp
qed
finally show ?thesis .
qed
lemma qbs_bind_bind_return_pq:
"⟦X,α,μ⟧⇩s⇩f⇩i⇩n ⤜ (λx. ⟦Y,β,ν⟧⇩s⇩f⇩i⇩n ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y))) = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, distr (μ ⨂⇩M ν) borel rr.to_real⟧⇩s⇩f⇩i⇩n" (is "?lhs = ?rhs")
proof -
have "?lhs = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, μ ⤜⇩k (λr. ν ⤜⇩k (λl. distr (return borel r ⨂⇩M return borel l) borel rr.to_real))⟧⇩s⇩f⇩i⇩n"
by(auto intro!: pq1.bind_qbs[OF refl]s_finite_kernel.bind_kernel_s_finite_kernel'[where Y=ν] s_finite_measure.s_finite_kernel_const s_finite_kernel.distr_s_finite_kernel[where Y="borel ⨂⇩M borel"] prob_kernel.s_finite_kernel_prob_kernel[of "borel ⨂⇩M ν"] simp: sets_eq_imp_space_eq[OF pq2.mu_sets] pq2.s_finite_measure_axioms split_beta' pair_measure_return[of _ "fst _"] prob_kernel_def')
(auto intro!: pq2.bind_qbs prob_kernel.s_finite_kernel_prob_kernel simp: comp_def return_qbs_pair_Mx qbs_Mx_is_morphisms prob_kernel_def')
also have "... = ?rhs"
by(simp add: bind_bind_return_distr[OF pq1.s_finite_measure_axioms pq2.s_finite_measure_axioms pq1.mu_sets pq2.mu_sets])
finally show ?thesis .
qed
end
lemma bind_qbs_return_rotate:
assumes "p ∈ qbs_space (monadM_qbs X)"
and "q ∈ qbs_space (monadM_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y))) = p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))"
proof -
from rep_qbs_space_monadM[OF assms(1)] rep_qbs_space_monadM[OF assms(2)]
obtain α μ β ν where h: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" "qbs_s_finite Y β ν"
by metis
then interpret pair_qbs_s_finites X α μ Y β ν
by(simp add: pair_qbs_s_finites_def)
show ?thesis
by(simp add: h(1,2) qbs_bind_bind_return_pq qbs_bind_bind_return_qp)
qed
lemma qbs_bind_bind_return1:
assumes [qbs]: "f ∈ X ⨂⇩Q Y →⇩Q monadM_qbs Z"
"p ∈ qbs_space (monadM_qbs X)"
"q ∈ qbs_space (monadM_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. f (x,y))) = (q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ f"
(is "?lhs = ?rhs")
proof -
have "?lhs = q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y) ⤜ f))"
by(auto intro!: bind_qbs_cong[OF assms(3),where Y=Z] bind_qbs_cong[OF assms(2),where Y=Z] simp: bind_qbs_return[OF assms(1),simplified pair_qbs_space])
also have "... = q ⤜ (λy. (p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y))) ⤜ f)"
by(auto intro!: bind_qbs_cong[OF assms(3),where Y=Z] bind_qbs_assoc[OF assms(2) _ assms(1)] simp: )
also have "... = ?rhs"
by(simp add: bind_qbs_assoc[OF assms(3) _ assms(1)])
finally show ?thesis .
qed
lemma qbs_bind_bind_return2:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q monadM_qbs Z"
"p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs Y)"
shows "p ⤜ (λx. q ⤜ (λy. f (x,y))) = (p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ f"
(is "?lhs = ?rhs")
proof -
have "?lhs = p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y) ⤜ f))"
by(auto intro!: bind_qbs_cong[OF assms(2),where Y=Z] bind_qbs_cong[OF assms(3),where Y=Z] simp: bind_qbs_return[OF assms(1),simplified pair_qbs_space])
also have "... = p ⤜ (λx. (q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y))) ⤜ f)"
by(auto intro!: bind_qbs_cong[OF assms(2),where Y=Z] bind_qbs_assoc[OF assms(3) _ assms(1)])
also have "... = ?rhs"
by(simp add: bind_qbs_assoc[OF assms(2) _ assms(1)])
finally show ?thesis .
qed
corollary bind_qbs_rotate:
assumes "f ∈ X ⨂⇩Q Y →⇩Q monadM_qbs Z"
"p ∈ qbs_space (monadM_qbs X)"
and "q ∈ qbs_space (monadM_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. f (x,y))) = p ⤜ (λx. q ⤜ (λy. f (x,y)))"
by(simp add: qbs_bind_bind_return1[OF assms] qbs_bind_bind_return2[OF assms] bind_qbs_return_rotate assms)
context pair_qbs_s_finites
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
lemma
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q Z"
shows qbs_bind_bind_return:"⟦X,α,μ⟧⇩s⇩f⇩i⇩n ⤜ (λx. ⟦Y,β,ν⟧⇩s⇩f⇩i⇩n ⤜ (λy. return_qbs Z (f (x,y)))) = ⟦Z, f ∘ (map_prod α β ∘ rr.from_real), distr (μ ⨂⇩M ν) borel rr.to_real⟧⇩s⇩f⇩i⇩n" (is "?lhs = ?rhs")
and qbs_bind_bind_return_s_finite: "qbs_s_finite Z (f ∘ (map_prod α β ∘ rr.from_real)) (distr (μ ⨂⇩M ν) borel rr.to_real)"
proof -
show "qbs_s_finite Z (f ∘ (map_prod α β ∘ rr.from_real)) (distr (μ ⨂⇩M ν) borel rr.to_real)"
using qbs_s_finite_axioms by(auto simp: qbs_s_finite_def in_Mx_def qbs_Mx_is_morphisms)
have "?lhs = ⟦X,α,μ⟧⇩s⇩f⇩i⇩n ⤜ (λx. ⟦Y,β,ν⟧⇩s⇩f⇩i⇩n ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y))) ⤜ return_qbs Z ∘ f"
by(auto simp: comp_def intro!: qbs_bind_bind_return2[of "return_qbs Z ∘ f" _ _ Z,simplified comp_def])
also have "... = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, distr (μ ⨂⇩M ν) borel rr.to_real⟧⇩s⇩f⇩i⇩n ⤜ return_qbs Z ∘ f"
by(simp add: qbs_bind_bind_return_pq)
also have "... = ?rhs"
by(rule distr_qbs[OF refl assms,simplified distr_qbs_def])
finally show "?lhs = ?rhs" .
qed
end
subsubsection ‹The Probability Monad›
definition "monadP_qbs X ≡ sub_qbs (monadM_qbs X) {s. prob_space (qbs_l s)}"
lemma
shows qbs_space_monadPM: "s ∈ qbs_space (monadP_qbs X) ⟹ s ∈ qbs_space (monadM_qbs X)"
and qbs_Mx_monadPM: "f ∈ qbs_Mx (monadP_qbs X) ⟹ f ∈ qbs_Mx (monadM_qbs X)"
by(simp_all add: monadP_qbs_def sub_qbs_space sub_qbs_Mx)
lemma monadP_qbs_space: "qbs_space (monadP_qbs X) = {s. qbs_space_of s = X ∧ prob_space (qbs_l s)}"
by(auto simp: monadP_qbs_def sub_qbs_space monadM_qbs_space)
lemma rep_qbs_space_monadP:
assumes "s ∈ qbs_space (monadP_qbs X)"
obtains α μ where "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_prob X α μ"
proof -
obtain α μ where h:"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
using assms rep_qbs_space_monadM[of s X] by(auto simp: monadP_qbs_def sub_qbs_space)
interpret qbs_s_finite X α μ by fact
have "prob_space μ"
by(rule prob_space_distrD[of α _ "qbs_to_measure X"]) (insert assms, auto simp: qbs_l[symmetric] h(1)[symmetric] monadP_qbs_space)
thus ?thesis
by (simp add: h(1) in_Mx_axioms mu_sets qbs_prob.intro real_distribution_axioms_def real_distribution_def that)
qed
lemma qbs_l_prob_space:
"s ∈ qbs_space (monadP_qbs X) ⟹ prob_space (qbs_l s)"
by(auto simp: monadP_qbs_space)
lemma monadP_qbs_empty_iff:
"(qbs_space X = {}) = (qbs_space (monadP_qbs X) = {})"
proof
show "qbs_space X = {} ⟹ qbs_space (monadP_qbs X) = {}"
using qbs_s_space_of_not_empty by(auto simp add: monadP_qbs_space)
next
assume "qbs_space (monadP_qbs X) = {}"
then have h:"⋀s. qbs_space_of s = X ⟹ ¬ prob_space (qbs_l s)"
by(simp add: monadP_qbs_space)
show "qbs_space X = {}"
proof(rule ccontr)
assume "qbs_space X ≠ {}"
then obtain a where a:"a ∈ qbs_Mx X" by (auto simp: qbs_empty_equiv)
then interpret qbs_prob X a "return borel 0"
by(auto simp: qbs_prob_def in_Mx_def real_distribution_axioms_def real_distribution_def prob_space_return)
have "qbs_space_of ⟦X, a, return borel 0⟧⇩s⇩f⇩i⇩n = X" "prob_space (qbs_l ⟦X, a, return borel 0⟧⇩s⇩f⇩i⇩n)"
by(auto simp: qbs_l intro!: prob_space_distr)
with h show False by simp
qed
qed
lemma in_space_monadP_qbs_pred: "qbs_pred (monadM_qbs X) (λs. s ∈ monadP_qbs X)"
by(rule qbs_morphism_cong'[where f="λs. prob_space (qbs_l s)"],auto simp: qbs_l_prob_pred)
(auto simp: monadP_qbs_def sub_qbs_space)
lemma(in qbs_prob) in_space_monadP[qbs]: "⟦X, α, μ⟧⇩s⇩f⇩i⇩n ∈ qbs_space (monadP_qbs X)"
by(auto simp: monadP_qbs_space qbs_l prob_space_distr)
lemma qbs_morphism_monadPD: "f ∈ X →⇩Q monadP_qbs Y ⟹ f ∈ X →⇩Q monadM_qbs Y"
unfolding monadP_qbs_def by(rule qbs_morphism_subD)
lemma qbs_morphism_monadPD': "f ∈ monadM_qbs X →⇩Q Y ⟹ f ∈ monadP_qbs X →⇩Q Y"
unfolding monadP_qbs_def by(rule qbs_morphism_subI2)
lemma qbs_morphism_monadPI:
assumes "⋀x. x ∈ qbs_space X ⟹ prob_space (qbs_l (f x))" "f ∈ X →⇩Q monadM_qbs Y"
shows "f ∈ X →⇩Q monadP_qbs Y"
using assms by(auto simp: monadP_qbs_def intro!:qbs_morphism_subI1)
lemma qbs_morphism_monadPI':
assumes "⋀x. x ∈ qbs_space X ⟹ f x ∈ qbs_space (monadP_qbs Y)" "f ∈ X →⇩Q monadM_qbs Y"
shows "f ∈ X →⇩Q monadP_qbs Y"
using assms by(auto intro!: qbs_morphism_monadPI simp: monadP_qbs_space)
lemma qbs_morphism_monadPI'':
assumes "f ∈ monadM_qbs X →⇩Q monadM_qbs Y" "⋀s. s ∈ qbs_space (monadP_qbs X) ⟹ f s ∈ qbs_space (monadP_qbs Y)"
shows "f ∈ monadP_qbs X →⇩Q monadP_qbs Y"
proof -
have 1:"⋀X. monadP_qbs X = sub_qbs (monadM_qbs X) {s. qbs_space_of s = X ∧ prob_space (qbs_l s)}" (is "⋀X. ?l X = ?r X")
proof -
fix X
have "?l X = sub_qbs (sub_qbs (monadM_qbs X) (qbs_space (monadM_qbs X))) {s. prob_space (qbs_l s)}"
by(simp add: sub_qbs_ident monadP_qbs_def)
also have "... = ?r X"
by(auto simp: sub_qbs_sub_qbs monadM_qbs_space Collect_conj_eq)
finally show "?l X = ?r X" .
qed
show ?thesis
unfolding 1 using assms(2) by(auto intro!: qbs_morphism_subsubI[OF assms(1),of " {s. qbs_space_of s = X ∧ prob_space (qbs_l s)}" " {s. qbs_space_of s = Y ∧ prob_space (qbs_l s)}"] simp: 1 sub_qbs_space monadM_qbs_space)
qed
lemma monadP_qbs_Mx: "qbs_Mx (monadP_qbs X) = {λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n |α k. α ∈ qbs_Mx X ∧ k ∈ borel →⇩M prob_algebra borel}"
proof safe
fix γ
assume h:"γ ∈ qbs_Mx (monadP_qbs X)"
then obtain α k where h1:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
using rep_qbs_Mx_monadM[of γ X] by(simp add: monadP_qbs_def sub_qbs_Mx) metis
interpret s_finite_kernel borel borel k by fact
have "γ ∈ UNIV → {s. qbs_space_of s = X ∧ prob_space (qbs_l s)}"
using h qbs_Mx_to_X[OF h] by(auto simp: monadP_qbs_def sub_qbs_Mx monadM_qbs_space sub_qbs_space)
hence "⋀r. prob_space (k r)"
using h1(2) by(auto simp add: h1(1) Pi_iff qbs_s_finite.qbs_l[OF h1(4)] intro!: prob_space_distrD[of α _ "qbs_to_measure X"])
hence "prob_kernel borel borel k"
by(auto simp: prob_kernel_def prob_kernel_axioms_def measure_kernel_axioms)
with h1(1,2) show "∃α k. γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n) ∧ α ∈ qbs_Mx X ∧ k ∈ borel →⇩M prob_algebra borel"
by(auto intro!: exI[where x=α] exI[where x=k] simp: prob_kernel_def')
next
fix α and k :: "real ⇒ real measure"
assume h:"α ∈ qbs_Mx X" "k ∈ borel →⇩M prob_algebra borel"
then interpret pk: prob_kernel borel borel k
by(simp add: prob_kernel_def'[symmetric])
have qp: "qbs_prob X α (k r)" for r
using h by(auto simp: qbs_prob_def in_Mx_def pk.kernel_sets pk.prob_spaces real_distribution_axioms_def real_distribution_def)
show "(λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n) ∈ qbs_Mx (monadP_qbs X)"
using h(1) qp by(auto simp: monadP_qbs_def sub_qbs_Mx monadM_qbs_space qbs_s_finite.qbs_l[OF qbs_prob.qbs_s_finite[OF qp]] qbs_s_finite.qbs_space_of[OF qbs_prob.qbs_s_finite[OF qp]] monadM_qbs_Mx qbs_prob_def real_distribution_def intro!: exI[where x=α] exI[where x=k] h pk.s_finite_kernel_axioms prob_space.prob_space_distr)
qed
lemma rep_qbs_Mx_monadP:
assumes "γ ∈ qbs_Mx (monadP_qbs X)"
obtains α k where "γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "k ∈ borel →⇩M prob_algebra borel" "⋀r. qbs_prob X α (k r)"
proof -
have "⋀α r k. α ∈ qbs_Mx X ⟹ k ∈ borel →⇩M prob_algebra borel ⟹ qbs_prob X α (k r)"
by(auto simp: qbs_prob_def in_Mx_def real_distribution_def real_distribution_axioms_def prob_kernel_def'[symmetric] prob_kernel_def prob_kernel_axioms_def measure_kernel_def)
thus ?thesis
using assms that by(fastforce simp: monadP_qbs_Mx)
qed
lemma qbs_l_monadP_le1:"s ∈ qbs_space (monadP_qbs X) ⟹ qbs_l s A ≤ 1"
by(auto simp: monadP_qbs_space intro!: prob_space.emeasure_le_1)
lemma qbs_l_inj_P: "inj_on qbs_l (qbs_space (monadP_qbs X))"
by(auto intro!: inj_on_subset[OF qbs_l_inj] simp: monadP_qbs_def sub_qbs_space)
lemma qbs_l_measurable_prob[measurable]:"qbs_l ∈ qbs_to_measure (monadP_qbs X) →⇩M prob_algebra (qbs_to_measure X)"
proof(rule qbs_morphism_dest[OF qbs_morphismI])
fix γ
assume "γ ∈ qbs_Mx (monadP_qbs X)"
from rep_qbs_Mx_monadP[OF this] obtain α k where h[measurable]:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "k ∈ borel →⇩M prob_algebra borel" "⋀r. qbs_prob X α (k r)"
by metis
show "qbs_l ∘ γ ∈ qbs_Mx (measure_to_qbs (prob_algebra (qbs_to_measure X)))"
by(auto simp: qbs_Mx_R comp_def h(1) qbs_s_finite.qbs_l[OF qbs_prob.qbs_s_finite[OF h(4)]])
qed
lemma return_qbs_morphismP: "return_qbs X ∈ X →⇩Q monadP_qbs X"
proof(rule qbs_morphismI)
interpret rr : real_distribution "return borel 0"
by(simp add: real_distribution_def real_distribution_axioms_def prob_space_return)
fix α
assume h:"α ∈ qbs_Mx X"
then have 1:"return_qbs X ∘ α = (λr. ⟦X, α, return borel r⟧⇩s⇩f⇩i⇩n)"
by(rule return_qbs_comp)
show "return_qbs X ∘ α ∈ qbs_Mx (monadP_qbs X)"
by(auto simp: 1 monadP_qbs_Mx h intro!: exI[where x=α] exI[where x="return borel"])
qed
lemma(in qbs_prob)
assumes "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
"f ∈ X →⇩Q monadP_qbs Y"
"β ∈ qbs_Mx Y"
and g[measurable]:"g ∈ borel →⇩M prob_algebra borel"
and "(f ∘ α) = (λr. ⟦Y, β, g r⟧⇩s⇩f⇩i⇩n)"
shows bind_qbs_prob:"qbs_prob Y β (μ ⤜ g)"
and bind_qbs': "s ⤜ f = ⟦Y, β, μ ⤜ g⟧⇩s⇩f⇩i⇩n"
proof -
interpret prob_kernel borel borel g
using assms(4) by(simp add: prob_kernel_def')
have "prob_space (μ ⤜ g)"
by(auto intro!: prob_space_bind'[OF _ g] simp: space_prob_algebra prob_space_axioms)
thus "qbs_prob Y β (μ ⤜ g)" "s ⤜ f = ⟦Y, β, μ ⤜ g⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite.qbs_probI[OF bind_qbs_s_finite[OF assms(1) qbs_morphism_monadPD[OF assms(2)] assms(3) s_finite_kernel_axioms assms(5)]]
by(simp_all add: bind_qbs[OF assms(1) qbs_morphism_monadPD[OF assms(2)] assms(3) s_finite_kernel_axioms assms(5)] bind_kernel_bind[of g μ borel])
qed
lemma bind_qbs_morphism'P:
assumes "f ∈ X →⇩Q monadP_qbs Y"
shows "(λx. x ⤜ f) ∈ monadP_qbs X →⇩Q monadP_qbs Y"
proof(safe intro!: qbs_morphism_monadPI')
fix x
assume "x ∈ qbs_space (monadP_qbs X)"
from rep_qbs_space_monadP[OF this] obtain α μ where h:"x = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_prob X α μ"
by metis
then interpret qbs_prob X α μ by simp
from rep_qbs_Mx_monadP[OF qbs_morphism_Mx[OF assms in_Mx]] obtain β g where h'[measurable]:
"f ∘ α = (λr. ⟦Y, β, g r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "g ∈ borel →⇩M prob_algebra borel" by metis
show "x ⤜ f ∈ qbs_space (monadP_qbs Y)"
using sets_bind[of μ g] measurable_space[OF h'(3),simplified space_prob_algebra]
by(auto simp: qbs_prob.bind_qbs'[OF h(2,1) assms h'(2,3,1)] qbs_prob_def in_Mx_def h'(2) real_distribution_def real_distribution_axioms_def intro!: qbs_prob.in_space_monadP prob_space_bind[where S=borel] measurable_prob_algebraD)
qed(auto intro!: qbs_morphism_monadPD' bind_qbs_morphism'[OF qbs_morphism_monadPD[OF assms]])
lemma distr_qbs_morphismP':
assumes "f ∈ X →⇩Q Y"
shows "distr_qbs X Y f ∈ monadP_qbs X →⇩Q monadP_qbs Y"
unfolding distr_qbs_def
by(rule bind_qbs_morphism'P[OF qbs_morphism_comp[OF assms return_qbs_morphismP]])
lemma join_qbs_morphismP: "join_qbs ∈ monadP_qbs (monadP_qbs X) →⇩Q monadP_qbs X"
by(simp add: join_qbs_def bind_qbs_morphism'P[OF qbs_morphism_ident])
lemma
assumes "qbs_prob (monadP_qbs X) β μ"
"ssx = ⟦monadP_qbs X, β, μ⟧⇩s⇩f⇩i⇩n"
"α ∈ qbs_Mx X"
"g ∈ borel →⇩M prob_algebra borel"
and "β =(λr. ⟦X, α, g r⟧⇩s⇩f⇩i⇩n)"
shows qbs_prob_join_qbs_s_finite: "qbs_prob X α (μ ⤜ g)"
and qbs_prob_join_qbs: "join_qbs ssx = ⟦X, α, μ ⤜ g⟧⇩s⇩f⇩i⇩n"
using qbs_prob.bind_qbs'[OF assms(1,2) qbs_morphism_ident assms(3,4)] qbs_prob.bind_qbs_prob[OF assms(1,2) qbs_morphism_ident assms(3,4)]
by(auto simp: assms(5) join_qbs_def)
context
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
lemma strength_qbs_ab_r_prob:
assumes "α ∈ qbs_Mx X"
"β ∈ qbs_Mx (monadP_qbs Y)"
"γ ∈ qbs_Mx Y"
and [measurable]:"g ∈ borel →⇩M prob_algebra borel"
and "β = (λr. ⟦Y, γ, g r⟧⇩s⇩f⇩i⇩n)"
shows "qbs_prob (X ⨂⇩Q Y) (map_prod α γ ∘ rr.from_real) (distr (return borel r ⨂⇩M g r) borel rr.to_real)"
using measurable_space[OF assms(4),of r] sets_return[of borel r]
by(auto intro!: qbs_s_finite.qbs_probI strength_qbs_ab_r_s_finite[OF assms(1) qbs_Mx_monadPM[OF assms(2)] assms(3) prob_kernel.s_finite_kernel_prob_kernel assms(5),simplified prob_kernel_def',OF assms(4)] prob_space.prob_space_distr prob_space_pair prob_space_return simp: space_prob_algebra simp del: sets_return)
lemma strength_qbs_morphismP: "strength_qbs X Y ∈ X ⨂⇩Q monadP_qbs Y →⇩Q monadP_qbs (X ⨂⇩Q Y)"
proof(rule pair_qbs_morphismI)
fix α β
assume h:"α ∈ qbs_Mx X"
"β ∈ qbs_Mx (monadP_qbs Y)"
from rep_qbs_Mx_monadP[OF this(2)] obtain γ g where hb[measurable]:
"β = (λr. ⟦Y, γ, g r⟧⇩s⇩f⇩i⇩n)" "γ ∈ qbs_Mx Y" "g ∈ borel →⇩M prob_algebra borel"
by metis
show "(λr. strength_qbs X Y (α r, β r)) ∈ qbs_Mx (monadP_qbs (X ⨂⇩Q Y))"
using strength_qbs_ab_r_prob[OF h hb(2,3,1)] strength_qbs_ab_r[OF h(1) qbs_Mx_monadPM[OF h(2)] hb(2) prob_kernel.s_finite_kernel_prob_kernel hb(1),simplified prob_kernel_def',OF hb(3)]
by(auto simp: monadP_qbs_Mx qbs_prob_def in_Mx_def intro!: exI[where x="map_prod α γ ∘ rr.from_real"] exI[where x="λr. distr (return borel r ⨂⇩M g r) borel rr.to_real"])
qed
end
lemma bind_qbs_morphismP: "(⤜) ∈ monadP_qbs X →⇩Q (X ⇒⇩Q monadP_qbs Y) ⇒⇩Q monadP_qbs Y"
proof -
{
fix f s
assume h:"f ∈ X →⇩Q monadP_qbs Y" "s ∈ qbs_space (monadP_qbs X)"
from rep_qbs_space_monadP[OF this(2)] obtain α μ where h':
"s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_prob X α μ" by metis
then interpret qbs_prob X α μ by simp
from rep_qbs_Mx_monadP[OF qbs_morphism_Mx[OF h(1) in_Mx]] obtain β g
where hb[measurable]:"f ∘ α = (λr. ⟦Y, β, g r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "g ∈ borel →⇩M prob_algebra borel" by metis
have "join_qbs (distr_qbs ((X ⇒⇩Q monadP_qbs Y) ⨂⇩Q X) (monadP_qbs Y) (λfx. fst fx (snd fx)) (strength_qbs (X ⇒⇩Q monadP_qbs Y) X (f, s))) = s ⤜ f"
using qbs_prob_join_qbs[OF qbs_prob.distr_qbs_prob[OF strength_qbs_prob[of f "X ⇒⇩Q monadP_qbs Y",OF h(1) h'(1)] strength_qbs[of f "X ⇒⇩Q monadP_qbs Y",OF h(1) h'(1)] qbs_morphism_eval] qbs_s_finite.distr_qbs[OF strength_qbs_s_finite[of f "X ⇒⇩Q monadP_qbs Y",OF h(1) h'(1)] strength_qbs[of f "X ⇒⇩Q monadP_qbs Y",OF h(1) h'(1)] qbs_morphism_eval] hb(2,3)] hb(1)
by(simp add: bind_qbs[OF h'(1) qbs_morphism_monadPD[OF h(1)] hb(2) prob_kernel.s_finite_kernel_prob_kernel hb(1),simplified prob_kernel_def',OF hb(3)] comp_def bind_kernel_bind[of g μ borel,OF measurable_prob_algebraD])
}
thus ?thesis
by(auto intro!: arg_swap_morphism[OF curry_preserves_morphisms [OF qbs_morphism_cong'[of _ "join_qbs ∘ (distr_qbs (exp_qbs X (monadP_qbs Y) ⨂⇩Q X) (monadP_qbs Y) (λfx. (fst fx) (snd fx))) ∘ (strength_qbs (exp_qbs X (monadP_qbs Y)) X)"]]] qbs_morphism_comp distr_qbs_morphismP' strength_qbs_morphismP join_qbs_morphismP qbs_morphism_eval simp: pair_qbs_space)
qed
corollary strength_qbs_law1P:
assumes "x ∈ qbs_space (unit_quasi_borel ⨂⇩Q monadP_qbs X)"
shows "snd x = (distr_qbs (unit_quasi_borel ⨂⇩Q X) X snd ∘ strength_qbs unit_quasi_borel X) x"
by(rule strength_qbs_law1, insert assms) (auto simp: pair_qbs_space qbs_space_monadPM)
corollary strength_qbs_law2P:
assumes "x ∈ qbs_space ((X ⨂⇩Q Y) ⨂⇩Q monadP_qbs Z)"
shows "(strength_qbs X (Y ⨂⇩Q Z) ∘ (map_prod id (strength_qbs Y Z)) ∘ (λ((x,y),z). (x,(y,z)))) x =
(distr_qbs ((X ⨂⇩Q Y) ⨂⇩Q Z) (X ⨂⇩Q (Y ⨂⇩Q Z)) (λ((x,y),z). (x,(y,z))) ∘ strength_qbs (X ⨂⇩Q Y) Z) x"
by(rule strength_qbs_law2, insert assms) (auto simp: pair_qbs_space qbs_space_monadPM)
lemma strength_qbs_law4P:
assumes "x ∈ qbs_space (X ⨂⇩Q monadP_qbs (monadP_qbs Y))"
shows "(strength_qbs X Y ∘ map_prod id join_qbs) x = (join_qbs ∘ distr_qbs (X ⨂⇩Q monadP_qbs Y) (monadP_qbs (X ⨂⇩Q Y)) (strength_qbs X Y) ∘ strength_qbs X (monadP_qbs Y)) x"
(is "?lhs = ?rhs")
proof -
from assms rep_qbs_space_monadP[of "snd x" "monadP_qbs Y"] obtain β μ
where h:"qbs_prob (monadP_qbs Y) β μ" "snd x = ⟦monadP_qbs Y, β, μ⟧⇩s⇩f⇩i⇩n"
by (auto simp: pair_qbs_space) metis
then interpret qp: qbs_prob "monadP_qbs Y" β μ by simp
from rep_qbs_Mx_monadP[OF qp.in_Mx] obtain γ g
where h': "γ ∈ qbs_Mx Y" "g ∈ borel →⇩M prob_algebra borel" "β = (λr. ⟦Y, γ, g r⟧⇩s⇩f⇩i⇩n)"
and h'': "⋀r. qbs_prob Y γ (g r)"
by metis
have "?lhs = ⟦X ⨂⇩Q Y, λr. (fst x, γ r), μ ⤜ g⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite.strength_qbs[OF qbs_prob.qbs_s_finite[OF qbs_prob_join_qbs_s_finite[OF h h']] _ qbs_prob_join_qbs[OF h h'],of "fst x" X] assms
by (auto simp: pair_qbs_space)
also have "... = ?rhs"
using qbs_prob_join_qbs[OF qbs_prob.distr_qbs_prob[OF qp.strength_qbs_prob[OF _ h(2),of "fst x" X] qp.strength_qbs[OF _ h(2)] strength_qbs_morphismP] qbs_s_finite.distr_qbs[OF qp.strength_qbs_s_finite[OF _ h(2),of "fst x" X] qp.strength_qbs[OF _ h(2)] strength_qbs_morphismP] pair_qbs_MxI h'(2),of "λr. (fst x, γ r)",simplified comp_def qbs_s_finite.strength_qbs[OF qbs_prob.qbs_s_finite[OF h''] _ fun_cong[OF h'(3)]]] assms
by(auto simp: pair_qbs_space h')
finally show ?thesis .
qed
lemma distr_qbs_morphismP: "distr_qbs X Y ∈ X ⇒⇩Q Y →⇩Q monadP_qbs X ⇒⇩Q monadP_qbs Y"
proof -
note [qbs] = bind_qbs_morphismP return_qbs_morphismP
have [simp]: "distr_qbs X Y = (λf sx. sx ⤜ return_qbs Y ∘ f)"
by standard+ (auto simp: distr_qbs_def)
show ?thesis
by simp
qed
lemma bind_qbs_return_rotateP:
assumes "p ∈ qbs_space (monadP_qbs X)"
and "q ∈ qbs_space (monadP_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y))) = p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))"
by(auto intro!: bind_qbs_return_rotate qbs_space_monadPM assms)
lemma qbs_bind_bind_return1P:
assumes "f ∈ X ⨂⇩Q Y →⇩Q monadP_qbs Z"
"p ∈ qbs_space (monadP_qbs X)"
"q ∈ qbs_space (monadP_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. f (x,y))) = (q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ f"
by(auto intro!: qbs_bind_bind_return1 assms qbs_space_monadPM qbs_morphism_monadPD)
corollary qbs_bind_bind_return1P':
assumes [qbs]:"f ∈ qbs_space (X ⇒⇩Q Y ⇒⇩Q monadP_qbs Z)"
"p ∈ qbs_space (monadP_qbs X)"
"q ∈ qbs_space (monadP_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. f x y)) = (q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ (case_prod f)"
by(auto intro!: qbs_bind_bind_return1P[where f="case_prod f" and Z=Z,simplified])
lemma qbs_bind_bind_return2P:
assumes "f ∈ X ⨂⇩Q Y →⇩Q monadP_qbs Z"
"p ∈ qbs_space (monadP_qbs X)" "q ∈ qbs_space (monadP_qbs Y)"
shows "p ⤜ (λx. q ⤜ (λy. f (x,y))) = (p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ f"
by(auto intro!: qbs_bind_bind_return2 assms qbs_space_monadPM qbs_morphism_monadPD)
corollary qbs_bind_bind_return2P':
assumes [qbs]:"f ∈ qbs_space (X ⇒⇩Q Y ⇒⇩Q monadP_qbs Z)"
"p ∈ qbs_space (monadP_qbs X)"
"q ∈ qbs_space (monadP_qbs Y)"
shows "p ⤜ (λx. q ⤜ (λy. f x y)) = (p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))) ⤜ (case_prod f)"
by(auto intro!: qbs_bind_bind_return2P[where f="case_prod f" and Z=Z,simplified])
corollary bind_qbs_rotateP:
assumes "f ∈ X ⨂⇩Q Y →⇩Q monadP_qbs Z"
"p ∈ qbs_space (monadP_qbs X)"
and "q ∈ qbs_space (monadP_qbs Y)"
shows "q ⤜ (λy. p ⤜ (λx. f (x,y))) = p ⤜ (λx. q ⤜ (λy. f (x,y)))"
by(auto intro!: bind_qbs_rotate assms qbs_space_monadPM qbs_morphism_monadPD)
context pair_qbs_probs
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
sublocale qbs_prob "X ⨂⇩Q Y" "map_prod α β ∘ rr.from_real" "distr (μ ⨂⇩M ν) borel rr.to_real"
by(auto simp: qbs_prob_def in_Mx_def real_distribution_def qbs_Mx_is_morphisms real_distribution_axioms_def pq1.prob_space_axioms pq2.prob_space_axioms intro!: prob_space.prob_space_distr prob_space_pair)
lemma qbs_bind_bind_return_prob:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q Z"
shows "qbs_prob Z (f ∘ (map_prod α β ∘ rr.from_real)) (distr (μ ⨂⇩M ν) borel rr.to_real)"
using qbs_prob_axioms by(auto simp: qbs_prob_def in_Mx_def qbs_Mx_is_morphisms)
end
subsubsection ‹ Almost Everywhere ›
lift_definition qbs_almost_everywhere :: "['a qbs_measure, 'a ⇒ bool] ⇒ bool"
is "λ(X,α,μ). almost_everywhere (distr μ (qbs_to_measure X) α)"
by(auto simp: qbs_s_finite_eq_def) metis
syntax
"_qbs_almost_everywhere" :: "pttrn ⇒ 'a ⇒ bool ⇒ bool" (‹AE⇩Q _ in _. _› [0,0,10] 10)
syntax_consts
"_qbs_almost_everywhere" ⇌ qbs_almost_everywhere
translations
"AE⇩Q x in p. P" ⇌ "CONST qbs_almost_everywhere p (λx. P)"
lemma AEq_qbs_l: "(AE⇩Q x in p. P x) = (AE x in qbs_l p. P x)"
by transfer (simp add: case_prod_beta')
lemma(in qbs_s_finite) AEq_def:
"(AE⇩Q x in ⟦X, α, μ⟧⇩s⇩f⇩i⇩n . P x) = (AE x in (distr μ (qbs_to_measure X) α). P x)"
by(simp add: qbs_almost_everywhere.abs_eq)
lemma(in qbs_s_finite) AEq_AE: "(AE⇩Q x in ⟦X, α, μ⟧⇩s⇩f⇩i⇩n . P x) ⟹ (AE x in μ. P (α x))"
by(auto simp: AEq_def intro!:AE_distrD[of α])
lemma(in qbs_s_finite) AEq_AE_iff:
assumes [qbs]:"qbs_pred X P"
shows "(AE⇩Q x in ⟦X, α, μ⟧⇩s⇩f⇩i⇩n . P x) ⟷ (AE x in μ. P (α x))"
by(auto simp: AEq_AE AEq_def qbs_pred_iff_sets intro!: AE_distr_iff[THEN iffD2])
lemma AEq_qbs_pred[qbs]: "qbs_almost_everywhere ∈ monadM_qbs X →⇩Q (X ⇒⇩Q qbs_count_space UNIV) ⇒⇩Q qbs_count_space UNIV"
proof(rule curry_preserves_morphisms[OF pair_qbs_morphismI])
fix γ β
assume h:"γ ∈ qbs_Mx (monadM_qbs X)" "β ∈ qbs_Mx (X ⇒⇩Q qbs_count_space (UNIV :: bool set))"
from rep_qbs_Mx_monadM[OF h(1)] obtain α k where hk:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
interpret s:standard_borel_ne "borel :: real measure" by simp
interpret s2: standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure" by(simp add: borel_prod)
have [measurable]:"Measurable.pred (borel ⨂⇩M borel) (λ(x, y). β x (α y))"
using h(2) hk(2) by(simp add: s2.qbs_pred_iff_measurable_pred[symmetric] r_preserves_product qbs_Mx_is_morphisms)
show "(λr. qbs_almost_everywhere (fst (γ r, β r)) (snd (γ r, β r))) ∈ qbs_Mx (qbs_count_space UNIV)"
using h(2) hk(2) by(simp add: hk(1) qbs_Mx_is_morphisms qbs_s_finite.AEq_AE_iff[OF hk(4)])
(auto simp add: s.qbs_pred_iff_measurable_pred intro!: s_finite_kernel.AE_pred[OF hk(3)])
qed
lemma AEq_I2[simp]:
assumes "p ∈ qbs_space (monadM_qbs X)" "⋀x. x ∈ qbs_space X ⟹ P x"
shows "AE⇩Q x in p. P x"
by(auto simp: space_qbs_l_in[OF assms(1)] assms(2) AEq_qbs_l)
lemma AEq_mp[elim!]:
assumes "AE⇩Q x in s. P x" "AE⇩Q x in s. P x ⟶ Q x"
shows "AE⇩Q x in s. Q x"
using assms by(auto simp: AEq_qbs_l)
lemma
shows AEq_iffI: "AE⇩Q x in s. P x ⟹ AE⇩Q x in s. P x ⟷ Q x ⟹ AE⇩Q x in s. Q x"
and AEq_disjI1: "AE⇩Q x in s. P x ⟹ AE⇩Q x in s. P x ∨ Q x"
and AEq_disjI2: "AE⇩Q x in s. Q x ⟹ AE⇩Q x in s. P x ∨ Q x"
and AEq_conjI: "AE⇩Q x in s. P x ⟹ AE⇩Q x in s. Q x ⟹ AE⇩Q x in s. P x ∧ Q x"
and AEq_conj_iff[simp]: "(AE⇩Q x in s. P x ∧ Q x) ⟷ (AE⇩Q x in s. P x) ∧ (AE⇩Q x in s. Q x)"
by(auto simp: AEq_qbs_l)
lemma AEq_symmetric:
assumes "AE⇩Q x in s. P x = Q x"
shows "AE⇩Q x in s. Q x = P x"
using assms by(auto simp: AEq_qbs_l)
lemma AEq_impI: "(P ⟹ AE⇩Q x in M. Q x) ⟹ AE⇩Q x in M. P ⟶ Q x"
by(auto simp: AEq_qbs_l AE_impI)
lemma AEq_Ball_mp:
"s ∈ qbs_space (monadM_qbs X) ⟹ (⋀x. x∈qbs_space X ⟹ P x) ⟹ AE⇩Q x in s. P x ⟶ Q x ⟹ AE⇩Q x in s. Q x"
by auto
lemma AEq_cong:
"s ∈ qbs_space (monadM_qbs X) ⟹ (⋀x. x ∈ qbs_space X ⟹ P x ⟷ Q x) ⟹ (AE⇩Q x in s. P x) ⟷ (AE⇩Q x in s. Q x)"
by auto
lemma AEq_cong_simp: "s ∈ qbs_space (monadM_qbs X) ⟹ (⋀x. x ∈ qbs_space X =simp=> P x = Q x) ⟹ (AE⇩Q x in s. P x) ⟷ (AE⇩Q x in s. Q x)"
by (auto simp: simp_implies_def)
lemma AEq_all_countable: "(AE⇩Q x in s. ∀i. P i x) ⟷ (∀i::'i::countable. AE⇩Q x in s. P i x)"
by(simp add: AEq_qbs_l AE_all_countable)
lemma AEq_ball_countable: "countable X ⟹ (AE⇩Q x in s. ∀y∈X. P x y) ⟷ (∀y∈X. AE⇩Q x in s. P x y)"
by(simp add: AEq_qbs_l AE_ball_countable)
lemma AEq_ball_countable': "(⋀N. N ∈ I ⟹ AE⇩Q x in s. P N x) ⟹ countable I ⟹ AE⇩Q x in s. ∀N ∈ I. P N x"
unfolding AEq_ball_countable by simp
lemma AEq_pairwise: "countable F ⟹ pairwise (λA B. AE⇩Q x in s. R x A B) F ⟷ (AE⇩Q x in s. pairwise (R x) F)"
unfolding pairwise_alt by (simp add: AEq_ball_countable)
lemma AEq_finite_all: "finite S ⟹ (AE⇩Q x in s. ∀i∈S. P i x) ⟷ (∀i∈S. AE⇩Q x in s. P i x)"
by(simp add: AEq_qbs_l AE_finite_all)
lemma AE_finite_allI:"finite S ⟹ (⋀s. s ∈ S ⟹ AE⇩Q x in M. Q s x) ⟹ AE⇩Q x in M. ∀s∈S. Q s x"
by(simp add: AEq_qbs_l AE_finite_all)
subsubsection ‹ Integral ›
lift_definition qbs_nn_integral :: "['a qbs_measure, 'a ⇒ ennreal] ⇒ ennreal"
is "λ(X,α,μ) f.(∫⇧+x. f x ∂distr μ (qbs_to_measure X) α)"
by(auto simp: qbs_s_finite_eq_def)
lift_definition qbs_integral :: "['a qbs_measure, 'a ⇒ ('b :: {banach,second_countable_topology})] ⇒ 'b"
is "λp f. if f ∈ (fst p) →⇩Q qbs_borel then (∫x. f (fst (snd p) x) ∂ (snd (snd p))) else 0"
using qbs_s_finite_eq_dest(3) qbs_s_finite_eq_1_imp_2 by fastforce
syntax
"_qbs_nn_integral" :: "pttrn ⇒ ennreal ⇒ 'a qbs_measure ⇒ ennreal" (‹∫⇧+⇩Q((2 _./ _)/ ∂_)› [60,61] 110)
syntax_consts
"_qbs_nn_integral" ⇌ qbs_nn_integral
translations
"∫⇧+⇩Q x. f ∂p" ⇌ "CONST qbs_nn_integral p (λx. f)"
syntax
"_qbs_integral" :: "pttrn ⇒ _ ⇒ 'a qbs_measure ⇒ _" (‹∫⇩Q((2 _./ _)/ ∂_)› [60,61] 110)
syntax_consts
"_qbs_integral" ⇌ qbs_integral
translations
"∫⇩Q x. f ∂p" ⇌ "CONST qbs_integral p (λx. f)"
lemma(in qbs_s_finite)
shows qbs_nn_integral_def: "f ∈ X →⇩Q qbs_borel ⟹ (∫⇧+⇩Q x. f x ∂⟦X, α, μ⟧⇩s⇩f⇩i⇩n) = (∫⇧+x. f (α x) ∂ μ)"
and qbs_nn_integral_def2:"(∫⇧+⇩Q x. f x ∂⟦X, α, μ⟧⇩s⇩f⇩i⇩n) = (∫⇧+x. f x ∂(distr μ (qbs_to_measure X) α))"
by(simp_all add: qbs_nn_integral.abs_eq nn_integral_distr lr_adjunction_correspondence)
lemma(in qbs_s_finite) qbs_integral_def:
"f ∈ X →⇩Q qbs_borel ⟹ (∫⇩Q x. f x ∂⟦X, α, μ⟧⇩s⇩f⇩i⇩n) = (∫x. f (α x) ∂ μ)"
by(simp add: qbs_integral.abs_eq)
lemma(in qbs_s_finite) qbs_integral_def2: "(∫⇩Q x. f x ∂⟦X, α, μ⟧⇩s⇩f⇩i⇩n) = (∫x. f x ∂(distr μ (qbs_to_measure X) α))"
proof -
consider "f ∈ X →⇩Q qbs_borel" | "f ∉ X →⇩Q qbs_borel" by auto
thus ?thesis
proof cases
case h:2
then have "¬ integrable (qbs_l ⟦X, α, μ⟧⇩s⇩f⇩i⇩n) f"
by (metis borel_measurable_integrable measurable_distr_eq1 qbs_l qbs_morphism_measurable_intro)
thus ?thesis
using h by(simp add: qbs_l qbs_integral.abs_eq lr_adjunction_correspondence not_integrable_integral_eq)
qed(simp add: qbs_integral.abs_eq lr_adjunction_correspondence integral_distr)
qed
lemma qbs_measure_eqI:
assumes [qbs]:"p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs X)"
and "⋀f. f ∈ X →⇩Q qbs_borel ⟹ (∫⇧+⇩Q x. f x ∂p) = (∫⇧+⇩Q x. f x ∂q)"
shows "p = q"
proof -
obtain α μ β ν where h:"p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "q = ⟦X, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" "qbs_s_finite X β ν"
by (metis rep_qbs_space_monadM assms(1,2))
then interpret pq:pair_qbs_s_finite X α μ β ν
by(auto simp: pair_qbs_s_finite_def)
show ?thesis
using assms(3) by(auto simp: h(1,2) pq.pq1.qbs_nn_integral_def pq.pq2.qbs_nn_integral_def intro!: pq.qbs_s_finite_measure_eq')
qed
lemma qbs_nn_integral_def2_l: "qbs_nn_integral s f = integral⇧N (qbs_l s) f"
by transfer auto
lemma qbs_integral_def2_l: "qbs_integral s f = integral⇧L (qbs_l s) f"
by (metis in_qbs_space_of qbs_s_finite.qbs_integral_def2 qbs_s_finite.qbs_l rep_qbs_space_monadM)
lift_definition qbs_integrable :: "'a qbs_measure ⇒ ('a ⇒ 'b::{second_countable_topology,banach}) ⇒ bool"
is "λp f. f ∈ fst p →⇩Q qbs_borel ∧ integrable (snd (snd p)) (f ∘ (fst (snd p)))"
proof safe
have 0:"f ∈ Y →⇩Q qbs_borel" "integrable ν (λx. f (β x))" if "qbs_s_finite_eq (X,α,μ) (Y,β,ν)" "f ∈ X →⇩Q qbs_borel" "integrable μ (λx. f (α x))" for X :: "'a quasi_borel" and Y α β μ ν and f :: "_ ⇒ 'b"
proof -
interpret pair_qbs_s_finite X α μ β ν
using qbs_s_finite_eq_dest[OF that(1)] by(auto simp: pair_qbs_s_finite_def)
show "f ∈ Y →⇩Q qbs_borel" "integrable ν (λx. f (β x))"
using that qbs_s_finite_eq_dest(3)[OF that(1)] by(simp_all add: integrable_distr_eq[symmetric,of α μ "qbs_to_measure X" f] integrable_distr_eq[symmetric,of β ν "qbs_to_measure X" f] lr_adjunction_correspondence qbs_s_finite_eq_dest(4)[OF that(1)])
qed
{
fix X Y :: "'a quasi_borel"
fix α β μ ν and f :: "_ ⇒ 'b"
assume 1:"qbs_s_finite_eq (X, α, μ) (Y, β, ν)"
then have 2:"qbs_s_finite_eq (Y, β, ν) (X, α, μ)" by(auto simp: qbs_s_finite_eq_def)
have "f ∈ X →⇩Q qbs_borel ∧ integrable μ (f ∘ α) ⟷ f ∈ Y →⇩Q qbs_borel ∧ integrable ν (f ∘ β)"
unfolding comp_def using 0[OF 1,of f] 0[OF 2,of f] by blast
}
thus "⋀prod1 prod2 :: 'a qbs_s_finite_t. qbs_s_finite_eq prod1 prod2 ⟹ (λf:: _ ⇒ 'b. f ∈ fst prod1 →⇩Q borel⇩Q ∧ integrable (snd (snd prod1)) (f ∘ fst (snd prod1))) = (λf. f ∈ fst prod2 →⇩Q borel⇩Q ∧ integrable (snd (snd prod2)) (f ∘ fst (snd prod2)))"
by fastforce
qed
lemma(in qbs_s_finite) qbs_integrable_def:
"qbs_integrable ⟦X, α, μ⟧⇩s⇩f⇩i⇩n f ⟷ f ∈ X →⇩Q qbs_borel ∧ integrable μ (λx. f (α x))"
by(simp add: qbs_integrable.abs_eq comp_def)
lemma qbs_integrable_morphism_dest:
assumes "s ∈ qbs_space (monadM_qbs X)"
and "qbs_integrable s f"
shows "f ∈ X →⇩Q qbs_borel"
by (metis assms qbs_s_finite.qbs_integrable_def rep_qbs_space_monadM)
lemma qbs_integrable_morphismP:
assumes "s ∈ qbs_space (monadP_qbs X)"
and "qbs_integrable s f"
shows "f ∈ X →⇩Q qbs_borel"
by(auto intro!: qbs_integrable_morphism_dest assms qbs_space_monadPM)
lemma(in qbs_s_finite) qbs_integrable_measurable[simp]:
assumes "qbs_integrable ⟦X,α,μ⟧⇩s⇩f⇩i⇩n f"
shows "f ∈ qbs_to_measure X →⇩M borel"
by(auto intro!: qbs_integrable_morphism_dest assms simp: lr_adjunction_correspondence[symmetric])
lemma qbs_integrable_iff_integrable:
"(qbs_integrable (s::'a qbs_measure) (f :: 'a ⇒ 'b::{second_countable_topology,banach})) = (integrable (qbs_l s) f)"
proof transfer
fix f ::" 'a ⇒ 'b::{second_countable_topology,banach}"
show "qbs_s_finite_eq s s ⟹ (f ∈ fst s →⇩Q borel⇩Q ∧ integrable (snd (snd s)) (f ∘ fst (snd s))) = integrable (distr (snd (snd s)) (qbs_to_measure (fst s)) (fst (snd s))) f" for s
proof(rule prod_cases3[of s])
fix X :: "'a quasi_borel"
fix α μ
assume "qbs_s_finite_eq s s" and s: "s = (X,α,μ)"
then interpret qbs_s_finite X α μ by(simp add: qbs_s_finite_eq_def)
show "f ∈ fst s →⇩Q qbs_borel ∧ integrable (snd (snd s)) (λx. (f ∘ fst (snd s)) x) ⟷ integrable (distr (snd (snd s)) (qbs_to_measure (fst s)) (fst (snd s))) f"
using integrable_distr_eq[of α μ "qbs_to_measure X" f,simplified]
by(auto simp add: lr_adjunction_correspondence s)
qed
qed
corollary(in qbs_s_finite) qbs_integrable_distr: "qbs_integrable ⟦X, α, μ⟧⇩s⇩f⇩i⇩n f = integrable (distr μ (qbs_to_measure X) α) f"
by(simp add: qbs_integrable_iff_integrable qbs_l)
lemma qbs_integrable_morphism[qbs]: "qbs_integrable ∈ monadM_qbs X →⇩Q (X ⇒⇩Q (qbs_borel :: ('a :: {banach, second_countable_topology}) quasi_borel)) ⇒⇩Q qbs_count_space UNIV"
proof(rule curry_preserves_morphisms[OF pair_qbs_morphismI])
fix γ β
assume h:"γ ∈ qbs_Mx (monadM_qbs X)" "β ∈ qbs_Mx (X ⇒⇩Q (qbs_borel :: 'a quasi_borel))"
from rep_qbs_Mx_monadM[OF this(1)] obtain α k
where hk:"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
then interpret ina: in_Mx X α by (simp add: in_Mx_def)
interpret standard_borel_ne "borel :: real measure" by simp
have [measurable]: "β r ∈ qbs_to_measure X →⇩M borel" for r
using h(2) by(simp add: qbs_Mx_is_morphisms lr_adjunction_correspondence[symmetric])
have [measurable_cong]: "sets (k r) = sets borel" for r
using hk(4) qbs_s_finite.mu_sets by blast
have 1: "borel_measurable (borel ⨂⇩M borel) = (qbs_borel ⨂⇩Q qbs_borel →⇩Q qbs_borel :: (real × real ⇒ 'a) set)"
by (metis borel_prod pair_standard_borel qbs_borel_prod standard_borel.standard_borel_r_full_faithful standard_borel_axioms)
show "(λr. qbs_integrable (fst (γ r, β r)) (snd (γ r, β r))) ∈ qbs_Mx (qbs_count_space UNIV)"
by(auto simp: fun_cong[OF hk(1)] qbs_s_finite.qbs_integrable_distr[OF hk(4)] integrable_distr_eq qbs_Mx_is_morphisms qbs_pred_iff_measurable_pred intro!: s_finite_kernel.integrable_measurable_pred[OF hk(3)]) (insert h(2), simp add: 1 qbs_Mx_is_morphisms split_beta')
qed
lemma(in qbs_s_finite) qbs_integrable_iff_integrable:
assumes "f ∈ qbs_to_measure X →⇩M borel"
shows "qbs_integrable ⟦X, α, μ⟧⇩s⇩f⇩i⇩n f = integrable μ (λx. f (α x))"
by(auto intro!: integrable_distr_eq[of α μ "qbs_to_measure X" f] simp: assms qbs_integrable_distr)
lemma qbs_integrable_iff_bounded:
assumes "s ∈ qbs_space (monadM_qbs X)"
shows "qbs_integrable s f ⟷ f ∈ X →⇩Q qbs_borel ∧ (∫⇧+⇩Q x. ennreal (norm (f x)) ∂s) < ∞"
(is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms] obtain α μ where hs:
"qbs_s_finite X α μ" "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n"
by metis
then interpret qs:qbs_s_finite X α μ by simp
have "?lhs = integrable (distr μ (qbs_to_measure X) α) f"
by (simp add: hs(2) qbs_integrable_iff_integrable qs.qbs_l)
also have "... = (f ∈ borel_measurable (distr μ (qbs_to_measure X) α) ∧ ((∫⇧+ x. ennreal (norm (f x)) ∂(distr μ (qbs_to_measure X) α)) < ∞))"
by(rule integrable_iff_bounded)
also have "... = ?rhs"
by(auto simp add: hs(2) qs.qbs_nn_integral_def2 lr_adjunction_correspondence)
finally show ?thesis .
qed
lemma not_qbs_integrable_qbs_integral: "¬ qbs_integrable s f ⟹ qbs_integral s f = 0"
by(simp add: qbs_integral_def2_l qbs_integrable_iff_integrable not_integrable_integral_eq)
lemma qbs_integrable_cong_AE:
assumes "s ∈ qbs_space (monadM_qbs X)"
"AE⇩Q x in s. f x = g x"
and "qbs_integrable s f" "g ∈ X →⇩Q qbs_borel"
shows "qbs_integrable s g"
using assms(2,4) by(auto intro!: qbs_integrable_iff_integrable[THEN iffD2] Bochner_Integration.integrable_cong_AE[of g _ f,THEN iffD2] qbs_integrable_iff_integrable[THEN iffD1,OF assms(3)] qbs_integrable_morphism_dest[OF assms(1),of f] simp: AEq_qbs_l measurable_qbs_l[OF assms(1)])
lemma qbs_integrable_cong:
assumes "s ∈ qbs_space (monadM_qbs X)"
"⋀x. x ∈ qbs_space X ⟹ f x = g x"
and "qbs_integrable s f"
shows "qbs_integrable s g"
by(auto intro!: qbs_integrable_iff_integrable[THEN iffD2] Bochner_Integration.integrable_cong[OF refl,of _ g f,THEN iffD2] qbs_integrable_iff_integrable[THEN iffD1,OF assms(3)] simp: space_qbs_l_in[OF assms(1)] assms(2))
lemma qbs_integrable_zero[simp, intro]: "qbs_integrable s (λx. 0)"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_const:
assumes "s ∈ qbs_space (monadP_qbs X)"
shows "qbs_integrable s (λx. c)"
using assms by(auto intro!: qbs_integrable_iff_integrable[THEN iffD2] finite_measure.integrable_const simp: monadP_qbs_space prob_space_def)
lemma qbs_integrable_add[simp,intro!]:
assumes "qbs_integrable s f"
and "qbs_integrable s g"
shows "qbs_integrable s (λx. f x + g x)"
by(rule qbs_integrable_iff_integrable[THEN iffD2,OF Bochner_Integration.integrable_add[OF qbs_integrable_iff_integrable[THEN iffD1,OF assms(1)] qbs_integrable_iff_integrable[THEN iffD1,OF assms(2)]]])
lemma qbs_integrable_diff[simp,intro!]:
assumes "qbs_integrable s f"
and "qbs_integrable s g"
shows "qbs_integrable s (λx. f x - g x)"
by(rule qbs_integrable_iff_integrable[THEN iffD2,OF Bochner_Integration.integrable_diff[OF qbs_integrable_iff_integrable[THEN iffD1,OF assms(1)] qbs_integrable_iff_integrable[THEN iffD1,OF assms(2)]]])
lemma qbs_integrable_sum[simp, intro!]: "(⋀i. i ∈ I ⟹ qbs_integrable s (f i)) ⟹ qbs_integrable s (λx. ∑i∈I. f i x)"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_scaleR_left[simp, intro!]: "qbs_integrable s f ⟹ qbs_integrable s (λx. f x *⇩R (c :: 'a :: {second_countable_topology,banach}))"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_scaleR_right[simp, intro!]: "qbs_integrable s f ⟹ qbs_integrable s (λx. c *⇩R (f x :: 'a :: {second_countable_topology,banach}) )"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_mult_iff:
fixes f :: "'a ⇒ real"
shows "(qbs_integrable s (λx. c * f x)) = (c = 0 ∨ qbs_integrable s f)"
using qbs_integrable_iff_integrable[of s "λx. c * f x"] integrable_mult_left_iff[of _ c f] qbs_integrable_iff_integrable[of s f]
by simp
lemma
fixes c :: "_::{real_normed_algebra,second_countable_topology}"
assumes "qbs_integrable s f"
shows qbs_integrable_mult_right:"qbs_integrable s (λx. c * f x)"
and qbs_integrable_mult_left: "qbs_integrable s (λx. f x * c)"
using assms by(auto simp: qbs_integrable_iff_integrable)
lemma qbs_integrable_divide_zero[simp, intro!]:
fixes c :: "_::{real_normed_field, field, second_countable_topology}"
shows "qbs_integrable s f ⟹ qbs_integrable s (λx. f x / c)"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_inner_left[simp, intro!]:
"qbs_integrable s f ⟹ qbs_integrable s (λx. f x ∙ c)"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_inner_right[simp, intro!]:
"qbs_integrable s f ⟹ qbs_integrable s (λx. c ∙ f x)"
by(simp add: qbs_integrable_iff_integrable)
lemma qbs_integrable_minus[simp, intro!]:
"qbs_integrable s f ⟹ qbs_integrable s (λx. - f x)"
by(simp add: qbs_integrable_iff_integrable)
lemma [simp, intro]:
assumes "qbs_integrable s f"
shows qbs_integrable_Re: "qbs_integrable s (λx. Re (f x))"
and qbs_integrable_Im: "qbs_integrable s (λx. Im (f x))"
and qbs_integrable_cnj: "qbs_integrable s (λx. cnj (f x))"
using assms by(simp_all add: qbs_integrable_iff_integrable)
lemma qbs_integrable_of_real[simp, intro!]:
"qbs_integrable s f ⟹ qbs_integrable s (λx. of_real (f x))"
by(simp_all add: qbs_integrable_iff_integrable)
lemma [simp, intro]:
assumes "qbs_integrable s f"
shows qbs_integrable_fst: "qbs_integrable s (λx. fst (f x))"
and qbs_integrable_snd: "qbs_integrable s (λx. snd (f x))"
using assms by(simp_all add: qbs_integrable_iff_integrable)
lemma qbs_integrable_norm:
assumes "qbs_integrable s f"
shows "qbs_integrable s (λx. norm (f x))"
by(rule qbs_integrable_iff_integrable[THEN iffD2,OF integrable_norm[OF qbs_integrable_iff_integrable[THEN iffD1,OF assms]]])
lemma qbs_integrable_abs:
fixes f :: "_ ⇒ real"
assumes "qbs_integrable s f"
shows "qbs_integrable s (λx. ¦f x¦)"
by(rule qbs_integrable_iff_integrable[THEN iffD2,OF integrable_abs[OF qbs_integrable_iff_integrable[THEN iffD1,OF assms]]])
lemma qbs_integrable_sq:
fixes c :: "_::{real_normed_field,second_countable_topology}"
assumes "qbs_integrable s (λx. c)" "qbs_integrable s f"
and "qbs_integrable s (λx. (f x)⇧2)"
shows "qbs_integrable s (λx. (f x - c)⇧2)"
by(simp add: comm_ring_1_class.power2_diff,rule qbs_integrable_diff,rule qbs_integrable_add)
(simp_all add: comm_semiring_1_class.semiring_normalization_rules(16)[of 2] assms qbs_integrable_mult_right power2_eq_square[of c])
lemma qbs_nn_integral_eq_integral_AEq:
assumes "qbs_integrable s f" "AE⇩Q x in s. 0 ≤ f x"
shows "(∫⇧+⇩Q x. ennreal (f x) ∂s) = ennreal (∫⇩Q x. f x ∂s)"
using nn_integral_eq_integral[OF qbs_integrable_iff_integrable[THEN iffD1,OF assms(1)] ] qbs_integrable_morphism_dest[OF in_qbs_space_of assms(1)] assms(2)
by(simp add: qbs_integral_def2_l qbs_nn_integral_def2_l AEq_qbs_l)
lemma qbs_nn_integral_eq_integral:
assumes "s ∈ qbs_space (monadM_qbs X)" "qbs_integrable s f"
and "⋀x. x ∈ qbs_space X ⟹ 0 ≤ f x"
shows "(∫⇧+⇩Q x. ennreal (f x) ∂s) = ennreal (∫⇩Q x. f x ∂s)"
using qbs_nn_integral_eq_integral_AEq[OF assms(2) AEq_I2[OF assms(1,3)]] by simp
lemma qbs_nn_integral_cong_AEq:
assumes "s ∈ qbs_space (monadM_qbs X)" "AE⇩Q x in s. f x = g x"
shows "qbs_nn_integral s f = qbs_nn_integral s g"
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qs: qbs_s_finite X α μ by simp
show ?thesis
using assms(2) by(auto simp: qs.qbs_nn_integral_def2 hs(1) qs.AEq_def intro!: nn_integral_cong_AE)
qed
lemma qbs_nn_integral_cong:
assumes "s ∈ qbs_space (monadM_qbs X)" "⋀x. x ∈ qbs_space X ⟹ f x = g x"
shows "qbs_nn_integral s f = qbs_nn_integral s g"
using qbs_nn_integral_cong_AEq[OF assms(1) AEq_I2[OF assms]] by simp
lemma qbs_nn_integral_const:
"(∫⇧+⇩Q x. c ∂s) = c * qbs_l s (qbs_space (qbs_space_of s))"
by(simp add: qbs_nn_integral_def2_l space_qbs_l)
lemma qbs_nn_integral_const_prob:
assumes "s ∈ qbs_space (monadP_qbs X)"
shows "(∫⇧+⇩Q x. c ∂s) = c"
using assms by(simp add: qbs_nn_integral_const prob_space.emeasure_space_1 qbs_l_prob_space space_qbs_l)
lemma qbs_nn_integral_add:
assumes "s ∈ qbs_space (monadM_qbs X)"
and [qbs]:"f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
shows "(∫⇧+⇩Q x. f x + g x ∂s) = (∫⇧+⇩Q x. f x ∂s) + (∫⇧+⇩Q x. g x ∂s)"
by(auto simp: qbs_nn_integral_def2_l measurable_qbs_l[OF assms(1)] intro!: nn_integral_add measurable_qbs_l)
lemma qbs_nn_integral_cmult:
assumes "s ∈ qbs_space (monadM_qbs X)" and [qbs]:"f ∈ X →⇩Q qbs_borel"
shows "(∫⇧+⇩Q x. c * f x ∂s) = c * (∫⇧+⇩Q x. f x ∂s)"
by(auto simp: qbs_nn_integral_def2_l measurable_qbs_l[OF assms(1)] intro!: nn_integral_cmult)
lemma qbs_integral_cong_AEq:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
and "AE⇩Q x in s. f x = g x"
shows "qbs_integral s f = qbs_integral s g"
using assms(4) by(auto simp: qbs_integral_def2_l AEq_qbs_l measurable_qbs_l[OF assms(1)] intro!: integral_cong_AE )
lemma qbs_integral_cong:
assumes "s ∈ qbs_space (monadM_qbs X)" "⋀x. x ∈ qbs_space X ⟹ f x = g x"
shows "qbs_integral s f = qbs_integral s g"
by(auto simp: qbs_integral_def2_l space_qbs_l_in[OF assms(1)] assms(2) intro!: Bochner_Integration.integral_cong)
lemma qbs_integral_nonneg_AEq:
fixes f :: "_ ⇒ real"
shows "AE⇩Q x in s. 0 ≤ f x ⟹ 0 ≤ qbs_integral s f"
by(auto simp: qbs_integral_def2_l AEq_qbs_l intro!: integral_nonneg_AE )
lemma qbs_integral_nonneg:
fixes f :: "_ ⇒ real"
assumes "s ∈ qbs_space (monadM_qbs X)" "⋀x. x ∈ qbs_space X ⟹ 0 ≤ f x"
shows "0 ≤ qbs_integral s f"
by(auto simp: qbs_integral_def2_l space_qbs_l_in[OF assms(1)] assms(2) intro!: Bochner_Integration.integral_nonneg)
lemma qbs_integral_mono_AEq:
fixes f :: "_ ⇒ real"
assumes "qbs_integrable s f" "qbs_integrable s g" "AE⇩Q x in s. f x ≤ g x"
shows "qbs_integral s f ≤ qbs_integral s g"
using assms by(auto simp: qbs_integral_def2_l AEq_qbs_l qbs_integrable_iff_integrable intro!: integral_mono_AE)
lemma qbs_integral_mono:
fixes f :: "_ ⇒ real"
assumes "s ∈ qbs_space (monadM_qbs X)"
and "qbs_integrable s f" "qbs_integrable s g" "⋀x. x ∈ qbs_space X ⟹ f x ≤ g x"
shows "qbs_integral s f ≤ qbs_integral s g"
by(auto simp: qbs_integral_def2_l space_qbs_l_in[OF assms(1)] qbs_integrable_iff_integrable[symmetric] assms intro!: integral_mono)
lemma qbs_integral_const_prob:
assumes "s ∈ qbs_space (monadP_qbs X)"
shows "(∫⇩Q x. c ∂s) = c"
using assms by(simp add: qbs_integral_def2_l monadP_qbs_space prob_space.prob_space)
lemma
assumes "qbs_integrable s f" "qbs_integrable s g"
shows qbs_integral_add:"(∫⇩Q x. f x + g x ∂s) = (∫⇩Q x. f x ∂s) + (∫⇩Q x. g x ∂s)"
and qbs_integral_diff: "(∫⇩Q x. f x - g x ∂s) = (∫⇩Q x. f x ∂s) - (∫⇩Q x. g x ∂s)"
using assms by(auto simp: qbs_integral_def2_l qbs_integrable_iff_integrable[symmetric] intro!: Bochner_Integration.integral_add Bochner_Integration.integral_diff)
lemma [simp]:
fixes c :: "_::{real_normed_field,second_countable_topology}"
shows qbs_integral_mult_right_zero:"(∫⇩Q x. c * f x ∂s) = c * (∫⇩Q x. f x ∂s)"
and qbs_integral_mult_left_zero:"(∫⇩Q x. f x * c ∂s) = (∫⇩Q x. f x ∂s) * c"
and qbs_integral_divide_zero: "(∫⇩Q x. f x / c ∂s) = (∫⇩Q x. f x ∂s) / c"
by(auto simp: qbs_integral_def2_l)
lemma qbs_integral_minus[simp]: "(∫⇩Q x. - f x ∂s) = - (∫⇩Q x. f x ∂s)"
by(auto simp: qbs_integral_def2_l)
lemma [simp]:
shows qbs_integral_scaleR_right:"(∫⇩Q x. c *⇩R f x ∂s) = c *⇩R (∫⇩Q x. f x ∂s)"
and qbs_integral_scaleR_left: "(∫⇩Q x. f x *⇩R c ∂s) = (∫⇩Q x. f x ∂s) *⇩R c"
by(auto simp: qbs_integral_def2_l)
lemma [simp]:
shows qbs_integral_inner_left: "qbs_integrable s f ⟹ (∫⇩Q x. f x ∙ c ∂s) = (∫⇩Q x. f x ∂s) ∙ c"
and qbs_integral_inner_right: "qbs_integrable s f ⟹ (∫⇩Q x. c ∙ f x ∂s) = c ∙ (∫⇩Q x. f x ∂s) "
by(auto simp: qbs_integral_def2_l qbs_integrable_iff_integrable)
lemma integral_complex_of_real[simp]: "(∫⇩Q x. complex_of_real (f x) ∂s)= of_real (∫⇩Q x. f x ∂s)"
by(simp add: qbs_integral_def2_l)
lemma integral_cnj[simp]: "(∫⇩Q x. cnj (f x) ∂s) = cnj (∫⇩Q x. f x ∂s)"
by(simp add: qbs_integral_def2_l)
lemma [simp]:
assumes "qbs_integrable s f"
shows qbs_integral_Im: "(∫⇩Q x. Im (f x) ∂s) = Im (∫⇩Q x. f x ∂s)"
and qbs_integral_Re: "(∫⇩Q x. Re (f x) ∂s) = Re (∫⇩Q x. f x ∂s)"
using assms by(auto simp: qbs_integral_def2_l qbs_integrable_iff_integrable)
lemma qbs_integral_of_real[simp]:"qbs_integrable s f ⟹ (∫⇩Q x. of_real (f x) ∂s) = of_real (∫⇩Q x. f x ∂s)"
by(auto simp: qbs_integral_def2_l qbs_integrable_iff_integrable)
lemma [simp]:
assumes "qbs_integrable s f"
shows qbs_integral_fst: "(∫⇩Q x. fst (f x) ∂s) = fst (∫⇩Q x. f x ∂s)"
and qbs_integral_snd: "(∫⇩Q x. snd (f x) ∂s) = snd (∫⇩Q x. f x ∂s)"
using assms by(auto simp: qbs_integral_def2_l qbs_integrable_iff_integrable)
lemma real_qbs_integral_def:
assumes "qbs_integrable s f"
shows "qbs_integral s f = enn2real (∫⇧+⇩Q x. ennreal (f x) ∂s) - enn2real (∫⇧+⇩Q x. ennreal (- f x) ∂s)"
using qbs_integrable_morphism_dest[OF in_qbs_space_of assms] assms
by(auto simp: qbs_integral_def2_l qbs_nn_integral_def2_l qbs_integrable_iff_integrable[symmetric] intro!: real_lebesgue_integral_def)
lemma Markov_inequality_qbs_prob:
"qbs_integrable s f ⟹ AE⇩Q x in s. 0 ≤ f x ⟹ 0 < c ⟹ 𝒫(x in qbs_l s. c ≤ f x) ≤ (∫⇩Q x. f x ∂s) / c"
by(auto simp: qbs_integral_def2_l AEq_qbs_l qbs_integrable_iff_integrable intro!: integral_Markov_inequality_measure[where A="{}"])
lemma Chebyshev_inequality_qbs_prob:
assumes "s ∈ qbs_space (monadP_qbs X)"
and "f ∈ X →⇩Q qbs_borel" "qbs_integrable s (λx. (f x)⇧2)"
and "0 < e"
shows "𝒫(x in qbs_l s. e ≤ ¦f x - (∫⇩Q x. f x ∂s)¦) ≤ (∫⇩Q x. (f x - (∫⇩Q x. f x ∂s))⇧2 ∂s) / e⇧2"
using prob_space.Chebyshev_inequality[OF qbs_l_prob_space[OF assms(1)] _ _ assms(4),of f] assms(2,3)
by(simp add: qbs_integral_def2_l qbs_integrable_iff_integrable lr_adjunction_correspondence measurable_qbs_l'[OF qbs_space_monadPM[OF assms(1)]])
lemma qbs_l_return_qbs:
assumes "x ∈ qbs_space X"
shows "qbs_l (return_qbs X x) = return (qbs_to_measure X) x"
proof -
interpret qp: qbs_prob X "λr. x" "return borel 0"
by(auto simp: qbs_prob_def prob_space_return assms in_Mx_def real_distribution_def real_distribution_axioms_def)
show ?thesis
by(simp add: qp.return_qbs[OF assms] distr_return qp.qbs_l)
qed
lemma qbs_l_bind_qbs:
assumes [qbs]: "s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q monadM_qbs Y"
shows "qbs_l (s ⤜ f) = qbs_l s ⤜⇩k qbs_l ∘ f" (is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qs: qbs_s_finite X α μ by simp
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(2) qs.in_Mx]] obtain β k where
hk: "f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite Y β (k r )"
by metis
then interpret sk: s_finite_kernel borel borel k by simp
interpret im: in_Mx Y β using hk(2) by(simp add: in_Mx_def)
have "?lhs = distr (μ ⤜⇩k k) (qbs_to_measure Y) β"
by(simp add: qs.bind_qbs[OF hs(1) assms(2) hk(2,3,1)] qbs_s_finite.qbs_l[OF qs.bind_qbs_s_finite[OF hs(1) assms(2) hk(2,3,1)]])
also have "... = μ ⤜⇩k (λx. distr (k x) (qbs_to_measure Y) β)"
by(auto intro!: sk.distr_bind_kernel simp: qs.mu_sets)
also have "... = μ ⤜⇩k (λr. qbs_l ((f ∘ α) r))"
by(simp add: qbs_s_finite.qbs_l[OF hk(4)] hk(1))
also have "... = μ ⤜⇩k (λr. (λx. qbs_l (f x)) (α r))" by simp
also have "... = distr μ (qbs_to_measure X) α ⤜⇩k (λx. qbs_l (f x))"
using l_preserves_morphisms[of X "monadM_qbs Y"] assms(2)
by(auto intro!: measure_kernel.bind_kernel_distr[OF measure_kernel.measure_kernel_comp[OF qbs_l_measure_kernel],symmetric] simp: sets_eq_imp_space_eq[OF qs.mu_sets])
also have "... = ?rhs"
by(simp add: hs(1) qs.qbs_l comp_def)
finally show ?thesis .
qed
lemma qbs_l_bind_qbsP:
assumes [qbs]: "s ∈ qbs_space (monadP_qbs X)" "f ∈ X →⇩Q monadP_qbs Y"
shows "qbs_l (s ⤜ f) = qbs_l s ⤜ qbs_l ∘ f"
proof -
have "qbs_l (s ⤜ f) = qbs_l s ⤜⇩k qbs_l ∘ f"
by(auto intro!: qbs_l_bind_qbs[where X=X and Y=Y] qbs_space_monadPM qbs_morphism_monadPD)
also have "... = qbs_l s ⤜ qbs_l ∘ f"
using qbs_l_measurable_prob qbs_morphism_imp_measurable[OF assms(2)]
by(auto intro!: bind_kernel_bind[where N="qbs_to_measure Y"] measurable_prob_algebraD simp: measurable_qbs_l'[OF qbs_space_monadPM[OF assms(1)]])
finally show ?thesis .
qed
lemma qbs_integrable_return[simp, intro]:
assumes "x ∈ qbs_space X" "f ∈ X →⇩Q qbs_borel"
shows "qbs_integrable (return_qbs X x) f"
using assms by(auto simp: qbs_integrable_iff_integrable qbs_l_return_qbs[OF assms(1)] lr_adjunction_correspondence nn_integral_return space_L intro!: integrableI_bounded)
lemma qbs_integrable_bind_return:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "f ∈ Y →⇩Q qbs_borel" "g ∈ X →⇩Q Y"
shows "qbs_integrable (s ⤜ (λx. return_qbs Y (g x))) f = qbs_integrable s (f ∘ g)" (is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qs: qbs_s_finite X α μ by simp
have 1:"return_qbs Y ∘ (g ∘ α) = (λr. ⟦Y, g ∘ α, return borel r⟧⇩s⇩f⇩i⇩n)"
by(auto intro!: return_qbs_comp qbs_morphism_Mx[OF assms(3)])
have hb: "qbs_s_finite Y (g ∘ α) μ" "s ⤜ (λx. return_qbs Y (g x)) = ⟦Y, g ∘ α, μ⟧⇩s⇩f⇩i⇩n"
using qbs_s_finite.bind_qbs[OF hs(2,1) qbs_morphism_comp[OF assms(3) return_qbs_morphism] qbs_morphism_Mx[OF assms(3)] prob_kernel.s_finite_kernel_prob_kernel 1[simplified comp_assoc[symmetric]]]
qbs_s_finite.bind_qbs_s_finite[OF hs(2,1) qbs_morphism_comp[OF assms(3) return_qbs_morphism] qbs_morphism_Mx[OF assms(3)] prob_kernel.s_finite_kernel_prob_kernel 1[simplified comp_assoc[symmetric]]]
by(auto simp: prob_kernel_def' comp_def bind_kernel_return''[OF qs.mu_sets])
have "?lhs = integrable μ (f ∘ (g ∘ α))"
by(auto simp: hb(2) intro!: qbs_s_finite.qbs_integrable_iff_integrable[OF hb(1),simplified comp_def] simp: comp_def lr_adjunction_correspondence[symmetric])
also have "... = ?rhs"
by(auto simp: hs(1) comp_def lr_adjunction_correspondence[symmetric] intro!: qs.qbs_integrable_iff_integrable[symmetric])
finally show ?thesis .
qed
lemma qbs_nn_integral_morphism[qbs]: "qbs_nn_integral ∈ monadM_qbs X →⇩Q (X ⇒⇩Q qbs_borel) ⇒⇩Q qbs_borel"
proof(rule curry_preserves_morphisms[OF pair_qbs_morphismI])
fix α β
assume h:"α ∈ qbs_Mx (monadM_qbs X)" "β ∈ qbs_Mx (X ⇒⇩Q (qbs_borel :: ennreal quasi_borel))"
from rep_qbs_Mx_monadM[OF h(1)] obtain a k
where ak: "α = (λr. ⟦X, a, k r⟧⇩s⇩f⇩i⇩n)" "a ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X a (k r)"
by metis
have 1:"borel_measurable ((borel :: real measure) ⨂⇩M (borel :: real measure)) = qbs_borel ⨂⇩Q qbs_borel →⇩Q (qbs_borel :: ennreal quasi_borel)"
by (metis borel_prod qbs_borel_prod standard_borel.standard_borel_r_full_faithful standard_borel_ne_borel standard_borel_ne_def)
show "(λr. qbs_nn_integral (fst (α r, β r)) (snd (α r, β r))) ∈ qbs_Mx qbs_borel"
unfolding qbs_Mx_qbs_borel
by(rule measurable_cong[where f="λr. ∫⇧+ x. β r (a x) ∂k r",THEN iffD1], insert h ak(2))
(auto simp: qbs_s_finite.qbs_nn_integral_def[OF ak(4)] qbs_Mx_is_morphisms ak(1) 1 intro!: s_finite_kernel.nn_integral_measurable_f[OF ak(3)])
qed
lemma qbs_nn_integral_return:
assumes "f ∈ X →⇩Q qbs_borel"
and "x ∈ qbs_space X"
shows "qbs_nn_integral (return_qbs X x) f = f x"
using assms by(auto intro!: nn_integral_return simp: qbs_nn_integral_def2_l qbs_l_return_qbs space_L lr_adjunction_correspondence)
lemma qbs_nn_integral_bind:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)"
"f ∈ X →⇩Q monadM_qbs Y" "g ∈ Y →⇩Q qbs_borel"
shows "qbs_nn_integral (s ⤜ f) g = qbs_nn_integral s (λy. (qbs_nn_integral (f y) g))" (is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qs: qbs_s_finite X α μ by simp
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(2) qs.in_Mx]] obtain β k
where hk: "f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite Y β (k r)"
by metis
note sf = qs.bind_qbs[OF hs(1) assms(2) hk(2,3,1)] qs.bind_qbs_s_finite[OF hs(1) assms(2) hk(2,3,1)]
have "?lhs = (∫⇧+ x. g (β x) ∂(μ ⤜⇩k k))"
by(simp add: sf(1) qbs_s_finite.qbs_nn_integral_def[OF sf(2)])
also have "... = (∫⇧+ r. (∫⇧+ y. g (β y) ∂(k r)) ∂μ)"
using assms(3) hk(2) by(auto intro!: s_finite_kernel.nn_integral_bind_kernel[OF hk(3)] qs.mu_sets simp: s_finite_kernel_cong_sets[OF qs.mu_sets] lr_adjunction_correspondence)
also have "... = ?rhs"
using fun_cong[OF hk(1)] by(auto simp: hs(1) qs.qbs_nn_integral_def qbs_s_finite.qbs_nn_integral_def[OF hk(4),symmetric] intro!: nn_integral_cong)
finally show ?thesis .
qed
lemma qbs_nn_integral_bind_return:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs Y)" "f ∈ Z →⇩Q qbs_borel" "g ∈ Y →⇩Q Z"
shows "qbs_nn_integral (s ⤜ (λy. return_qbs Z (g y))) f = qbs_nn_integral s (f ∘ g)"
by(auto simp: qbs_nn_integral_bind[OF assms(1) _ assms(2)] qbs_nn_integral_return intro!: qbs_nn_integral_cong[OF assms(1)])
lemma qbs_integral_morphism[qbs]:
"qbs_integral ∈ monadM_qbs X →⇩Q (X ⇒⇩Q qbs_borel) ⇒⇩Q (qbs_borel :: ('b :: {second_countable_topology,banach}) quasi_borel)"
proof(rule curry_preserves_morphisms[OF pair_qbs_morphismI])
fix α and γ :: "_ ⇒ _ ⇒ 'b"
assume h:"α ∈ qbs_Mx (monadM_qbs X)" "γ ∈ qbs_Mx (X ⇒⇩Q qbs_borel)"
from rep_qbs_Mx_monadM[OF this(1)] obtain β k
where hk: "α = (λr. ⟦X, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X β (k r)"
by metis
have 1:"borel_measurable ((borel :: real measure) ⨂⇩M (borel :: real measure)) = qbs_borel ⨂⇩Q qbs_borel →⇩Q (qbs_borel :: (_ :: {second_countable_topology,banach}) quasi_borel)"
by (metis borel_prod qbs_borel_prod standard_borel.standard_borel_r_full_faithful standard_borel_ne_borel standard_borel_ne_def)
show "(λr. qbs_integral (fst (α r,γ r)) (snd (α r,γ r))) ∈ qbs_Mx borel⇩Q"
unfolding qbs_Mx_R
by(rule measurable_cong[where f="λr. ∫ x. γ r (β x) ∂k r",THEN iffD1], insert h hk(2))
(auto simp: qbs_s_finite.qbs_integral_def[OF hk(4)] qbs_Mx_is_morphisms hk(1) 1 intro!: s_finite_kernel.integral_measurable_f[OF hk(3)])
qed
lemma qbs_integral_return:
assumes [qbs]:"f ∈ X →⇩Q qbs_borel" "x ∈ qbs_space X"
shows "qbs_integral (return_qbs X x) f = f x"
by(auto simp: qbs_integral_def2_l qbs_l_return_qbs lr_adjunction_correspondence[symmetric] space_L integral_return)
lemma
assumes [qbs]: "s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q monadM_qbs Y" "g ∈ Y →⇩Q qbs_borel"
and "qbs_integrable s (λx. ∫⇩Q y. norm (g y) ∂f x)" "AE⇩Q x in s. qbs_integrable (f x) g"
shows qbs_integrable_bind: "qbs_integrable (s ⤜ f) g" (is ?goal1)
and qbs_integral_bind:"(∫⇩Q y. g y ∂(s ⤜ f)) = (∫⇩Q x. ∫⇩Q y. g y ∂f x ∂s)" (is "?lhs = ?rhs")
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qs: qbs_s_finite X α μ by simp
from rep_qbs_Mx_monadM[OF qbs_morphism_Mx[OF assms(2) qs.in_Mx]] obtain β k
where hk: "f ∘ α = (λr. ⟦Y, β, k r⟧⇩s⇩f⇩i⇩n)" "β ∈ qbs_Mx Y" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite Y β (k r)"
by metis
note sf = qs.bind_qbs[OF hs(1) assms(2) hk(2,3,1)]
have g[measurable]: "⋀h M. h ∈ M →⇩M qbs_to_measure Y ⟹ (λx. g (h x)) ∈ M →⇩M borel"
using assms(3) by(auto simp: lr_adjunction_correspondence)
interpret qs2: qbs_s_finite Y β "μ ⤜⇩k k"
by(rule qs.bind_qbs_s_finite[OF hs(1) assms(2) hk(2,3,1)])
show ?goal1
by(auto simp: sf qs2.qbs_integrable_def intro!: s_finite_kernel.integrable_bind_kernel[OF hk(3) qs.mu_sets])
(insert qs.AEq_AE[OF assms(5)[simplified hs(1)],simplified fun_cong[OF hk(1),simplified] qbs_s_finite.qbs_integrable_def[OF hk(4)]] assms(4)[simplified hs(1) qs.qbs_integrable_def fun_cong[OF hk(1),simplified]],auto simp: hs(1) qs.qbs_integrable_def qbs_s_finite.qbs_integral_def[OF hk(4)])
have "?lhs = (∫r. g (β r) ∂(μ ⤜⇩k k))"
by(simp add: sf qs2.qbs_integral_def)
also have "... = (∫r. (∫l. g (β l)∂k r) ∂μ)"
using qs.AEq_AE[OF assms(5)[simplified hs(1)],simplified fun_cong[OF hk(1),simplified] qbs_s_finite.qbs_integrable_def[OF hk(4)]] assms(4)[simplified hs(1) qs.qbs_integrable_def fun_cong[OF hk(1),simplified]]
by(auto intro!: s_finite_kernel.integral_bind_kernel[OF hk(3) qs.mu_sets] simp: qbs_s_finite.qbs_integral_def[OF hk(4)])
also have "... = (∫r. (∫⇩Q y. g y∂⟦Y, β, k r⟧⇩s⇩f⇩i⇩n) ∂μ)"
by(auto intro!: Bochner_Integration.integral_cong simp: qbs_s_finite.qbs_integral_def[OF hk(4)])
also have "... = ?rhs"
by(auto simp: hs(1) qs.qbs_integral_def fun_cong[OF hk(1),simplified comp_def])
finally show "?lhs = ?rhs" .
qed
lemma qbs_integral_bind_return:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs Y)" "f ∈ Z →⇩Q qbs_borel" "g ∈ Y →⇩Q Z"
shows "qbs_integral (s ⤜ (λy. return_qbs Z (g y))) f = qbs_integral s (f ∘ g)"
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦Y, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y α μ" by metis
then interpret qs: qbs_s_finite Y α μ by simp
have hb: "qbs_s_finite Z (g ∘ α) μ" "s ⤜ (λy. return_qbs Z (g y)) = ⟦Z, g ∘ α, μ⟧⇩s⇩f⇩i⇩n"
using qs.bind_qbs_s_finite[OF hs(1) _ qbs_morphism_Mx[OF assms(3) qs.in_Mx] prob_kernel.s_finite_kernel_prob_kernel return_qbs_comp[OF qbs_morphism_Mx[OF assms(3) qs.in_Mx],simplified comp_assoc[symmetric] comp_def[of _ g]],simplified prob_kernel_def']
by(auto simp: qs.bind_qbs[OF hs(1) _ qbs_morphism_Mx[OF assms(3) qs.in_Mx] prob_kernel.s_finite_kernel_prob_kernel return_qbs_comp[OF qbs_morphism_Mx[OF assms(3) qs.in_Mx],simplified comp_assoc[symmetric] comp_def[of _ g]],simplified prob_kernel_def'] bind_kernel_return''[OF qs.mu_sets])
show ?thesis
by(simp add: hb(2) qbs_s_finite.qbs_integral_def[OF hb(1)] qs.qbs_integral_def[simplified hs(1)[symmetric]])
qed
subsubsection ‹ Binary Product Measures›
definition qbs_pair_measure :: "['a qbs_measure, 'b qbs_measure] ⇒ ('a × 'b) qbs_measure" (infix ‹⨂⇩Q⇩m⇩e⇩s› 80) where
qbs_pair_measure_def':"qbs_pair_measure p q ≡ (p ⤜ (λx. q ⤜ (λy. return_qbs (qbs_space_of p ⨂⇩Q qbs_space_of q) (x, y))))"
context pair_qbs_s_finites
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
lemma
shows qbs_pair_measure: "⟦X, α, μ⟧⇩s⇩f⇩i⇩n ⨂⇩Q⇩m⇩e⇩s ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n = ⟦X ⨂⇩Q Y, map_prod α β ∘ rr.from_real, distr (μ ⨂⇩M ν) borel rr.to_real⟧⇩s⇩f⇩i⇩n"
and qbs_pair_measure_s_finite: "qbs_s_finite (X ⨂⇩Q Y) (map_prod α β ∘ rr.from_real) (distr (μ ⨂⇩M ν) borel rr.to_real)"
by(simp_all add: qbs_pair_measure_def' pq1.qbs_l pq2.qbs_l qbs_bind_bind_return_pq qbs_s_finite_axioms)
lemma qbs_l_qbs_pair_measure:
"qbs_l (⟦X, α, μ⟧⇩s⇩f⇩i⇩n ⨂⇩Q⇩m⇩e⇩s ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n) = distr (μ ⨂⇩M ν) (qbs_to_measure (X ⨂⇩Q Y)) (map_prod α β)"
by(simp add: qbs_pair_measure qbs_s_finite.qbs_l[OF qbs_pair_measure_s_finite] distr_distr comp_assoc)
lemma qbs_nn_integral_pair_measure:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
shows "(∫⇧+⇩Q z. f z ∂(⟦X, α, μ⟧⇩s⇩f⇩i⇩n ⨂⇩Q⇩m⇩e⇩s ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n)) = (∫⇧+ z. (f ∘ map_prod α β) z ∂(μ ⨂⇩M ν))"
using assms by(simp add: qbs_nn_integral_def2 qbs_pair_measure distr_distr comp_assoc nn_integral_distr lr_adjunction_correspondence)
lemma qbs_integral_pair_measure:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
shows "(∫⇩Q z. f z ∂(⟦X, α, μ⟧⇩s⇩f⇩i⇩n ⨂⇩Q⇩m⇩e⇩s ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n)) = (∫ z. (f ∘ map_prod α β) z ∂(μ ⨂⇩M ν))"
using assms by(simp add: qbs_integral_def2 qbs_pair_measure distr_distr comp_assoc integral_distr lr_adjunction_correspondence)
lemma qbs_pair_measure_integrable_eq:
"qbs_integrable (⟦X, α, μ⟧⇩s⇩f⇩i⇩n ⨂⇩Q⇩m⇩e⇩s ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n) f ⟷ f ∈ X ⨂⇩Q Y →⇩Q qbs_borel ∧ integrable (μ ⨂⇩M ν) (f ∘ (map_prod α β))" (is "?h ⟷ ?h1 ∧ ?h2")
proof safe
assume h: ?h
show ?h1
by(auto intro!: qbs_integrable_morphism_dest[OF _ h] simp: qbs_pair_measure_def')
have 1:"integrable (distr (μ ⨂⇩M ν) borel (to_real_on (borel ⨂⇩M borel))) (f ∘ (map_prod α β ∘ from_real_into (borel ⨂⇩M borel)))"
using h[simplified qbs_pair_measure] by(simp add: qbs_integrable_def[of f] comp_def[of f])
have "integrable (μ ⨂⇩M ν) (λx. (f ∘ (map_prod α β ∘ from_real_into (borel ⨂⇩M borel))) (to_real_on (borel ⨂⇩M borel) x))"
by(intro integrable_distr[OF _ 1]) simp
thus ?h2
by(simp add: comp_def)
next
assume h: ?h1 ?h2
then show ?h
by(simp add: qbs_pair_measure qbs_integrable_def) (simp add: lr_adjunction_correspondence integrable_distr_eq[of rr.to_real "μ ⨂⇩M ν" borel "λx. f (map_prod α β (rr.from_real x))"] comp_def)
qed
end
lemmas(in pair_qbs_probs) qbs_pair_measure_prob = qbs_prob_axioms
context
fixes X Y p q
assumes p[qbs]:"p ∈ qbs_space (monadM_qbs X)" and q[qbs]:"q ∈ qbs_space (monadM_qbs Y)"
begin
lemma qbs_pair_measure_def: "p ⨂⇩Q⇩m⇩e⇩s q = p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))"
by(simp add: qbs_space_of_in[OF p] qbs_space_of_in[OF q] qbs_pair_measure_def')
lemma qbs_pair_measure_def2: "p ⨂⇩Q⇩m⇩e⇩s q = q ⤜ (λy. p ⤜ (λx. return_qbs (X ⨂⇩Q Y) (x,y)))"
by(simp add: bind_qbs_return_rotate qbs_pair_measure_def)
lemma
assumes "f ∈ X ⨂⇩Q Y →⇩Q monadM_qbs Z"
shows qbs_pair_bind_bind_return1':"q ⤜ (λy. p ⤜ (λx. f (x,y))) = p ⨂⇩Q⇩m⇩e⇩s q ⤜ f"
and qbs_pair_bind_bind_return2':"p ⤜ (λx. q ⤜ (λy. f (x,y))) = p ⨂⇩Q⇩m⇩e⇩s q ⤜ f"
by(simp_all add: qbs_bind_bind_return1[OF assms] qbs_bind_bind_return2[OF assms] bind_qbs_return_rotate qbs_pair_measure_def)
lemma
assumes [qbs]:"f ∈ X →⇩Q exp_qbs Y (monadM_qbs Z)"
shows qbs_pair_bind_bind_return1'': "q ⤜ (λy. p ⤜ (λx. f x y)) = p ⨂⇩Q⇩m⇩e⇩s q ⤜ (λx. f (fst x) (snd x))"
and qbs_pair_bind_bind_return2'': "p ⤜ (λx. q ⤜ (λy. f x y)) = p ⨂⇩Q⇩m⇩e⇩s q ⤜ (λx. f (fst x) (snd x))"
by(auto intro!: qbs_pair_bind_bind_return1'[where f="λx. f (fst x) (snd x)",simplified] qbs_pair_bind_bind_return2'[where f="λx. f (fst x) (snd x)",simplified] uncurry_preserves_morphisms) qbs
lemma qbs_nn_integral_Fubini_fst:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
shows "(∫⇧+⇩Q x. ∫⇧+⇩Q y. f (x,y) ∂q ∂p) = (∫⇧+⇩Q z. f z ∂(p ⨂⇩Q⇩m⇩e⇩s q))"
(is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+⇩Q x. ∫⇧+⇩Q y. qbs_nn_integral (return_qbs (X ⨂⇩Q Y) (x, y)) f ∂q ∂p)"
by(auto intro!: qbs_nn_integral_cong p q simp: qbs_nn_integral_return)
also have "... = ?rhs"
by(auto intro!: qbs_nn_integral_cong[OF p] simp:qbs_nn_integral_bind[OF q _ assms] qbs_nn_integral_bind[OF p _ assms] qbs_pair_measure_def)
finally show ?thesis .
qed
lemma qbs_nn_integral_Fubini_snd:
assumes [qbs]:"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
shows "(∫⇧+⇩Q y. ∫⇧+⇩Q x. f (x,y) ∂p ∂q) = (∫⇧+⇩Q z. f z ∂(p ⨂⇩Q⇩m⇩e⇩s q))" (is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+⇩Q y. ∫⇧+⇩Q x. qbs_nn_integral (return_qbs (X ⨂⇩Q Y) (x, y)) f ∂p ∂q)"
by(auto intro!: qbs_nn_integral_cong p q simp: qbs_nn_integral_return)
also have "... = ?rhs"
by(auto intro!: qbs_nn_integral_cong[OF q] simp:qbs_nn_integral_bind[OF q _ assms] qbs_nn_integral_bind[OF p _ assms] qbs_pair_measure_def2)
finally show ?thesis .
qed
lemma qbs_ennintegral_indep_mult:
assumes [qbs]: "f ∈ X →⇩Q qbs_borel" "g ∈ Y →⇩Q qbs_borel"
shows "(∫⇧+⇩Q z. f (fst z) * g (snd z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇧+⇩Q x. f x ∂p) * (∫⇧+⇩Q y. g y ∂q)" (is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+⇩Q x. ∫⇧+⇩Q y .f x * g y ∂q ∂p)"
using qbs_nn_integral_Fubini_fst[where f="λz. f (fst z) * g (snd z)"] by simp
also have "... = (∫⇧+⇩Q x. f x * ∫⇧+⇩Q y . g y ∂q ∂p)"
by(simp add: qbs_nn_integral_cmult[OF q])
also have "... = ?rhs"
by(simp add: qbs_nn_integral_cmult[OF p] ab_semigroup_mult_class.mult.commute[where b="qbs_nn_integral q g"])
finally show ?thesis .
qed
end
lemma qbs_l_qbs_pair_measure:
assumes "standard_borel M" "standard_borel N"
defines "X ≡ measure_to_qbs M" and "Y ≡ measure_to_qbs N"
assumes [qbs]: "p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs Y)"
shows "qbs_l (p ⨂⇩Q⇩m⇩e⇩s q) = qbs_l p ⨂⇩M qbs_l q"
proof -
obtain α μ β ν
where hp: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
and hq: "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y β ν"
using rep_qbs_space_monadM assms(5,6) by meson
have 1:"sets (qbs_to_measure (X ⨂⇩Q Y)) = sets (M ⨂⇩M N)"
by(auto simp: r_preserves_product[symmetric] X_def Y_def intro!: standard_borel.lr_sets_ident pair_standard_borel assms)
have "qbs_l (p ⨂⇩Q⇩m⇩e⇩s q) = qbs_l p ⤜⇩k qbs_l ∘ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x,y)))"
by(auto simp: qbs_pair_measure_def[of p X q Y] intro!: qbs_l_bind_qbs[of _ X _ "X ⨂⇩Q Y"])
also have "... = qbs_l p ⤜⇩k (λx. qbs_l (q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x, y))))"
by(simp add: comp_def)
also have "... = qbs_l p ⤜⇩k (λx. qbs_l q ⤜⇩k qbs_l ∘ (λy. return_qbs (X ⨂⇩Q Y) (x, y)))"
by(auto intro!: bind_kernel_cong_All qbs_l_bind_qbs[of _ "Y" _ "X ⨂⇩Q Y"] simp: space_qbs_l_in[OF assms(5)])
also have "... = qbs_l p ⤜⇩k (λx. qbs_l q ⤜⇩k (λy. return (qbs_to_measure (X ⨂⇩Q Y)) (x, y)))"
by(auto simp: comp_def space_qbs_l_in[OF assms(6)] space_qbs_l_in[OF assms(5)] qbs_l_return_qbs intro!: bind_kernel_cong_All)
also have "... = qbs_l p ⤜⇩k (λx. qbs_l q ⤜⇩k (λy. return (M ⨂⇩M N) (x, y)))"
by(simp add: return_cong[OF 1])
also have "... = qbs_l p ⤜⇩k (λx. qbs_l q ⤜⇩k (λy. return (qbs_l p ⨂⇩M qbs_l q) (x, y)))"
by(auto cong: return_cong sets_pair_measure_cong simp: sets_qbs_l[OF assms(5)] standard_borel.lr_sets_ident[OF assms(1)] sets_qbs_l[OF assms(6)] standard_borel.lr_sets_ident[OF assms(2)] X_def Y_def)
also have "... = qbs_l p ⨂⇩M qbs_l q"
by(auto intro!: pair_measure_eq_bind_s_finite[symmetric] qbs_l_s_finite.s_finite_measure_axioms)
finally show ?thesis .
qed
lemma qbs_pair_measure_morphism[qbs]: "qbs_pair_measure ∈ monadM_qbs X →⇩Q monadM_qbs Y ⇒⇩Q monadM_qbs (X ⨂⇩Q Y)"
by(rule curry_preserves_morphisms,rule qbs_morphism_cong'[where f="(λ(p,q). (p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x, y)))))"]) (auto simp: pair_qbs_space qbs_pair_measure_def)
lemma qbs_pair_measure_morphismP:
"qbs_pair_measure ∈ monadP_qbs X →⇩Q monadP_qbs Y ⇒⇩Q monadP_qbs (X ⨂⇩Q Y)"
proof -
note [qbs] = return_qbs_morphismP bind_qbs_morphismP
show ?thesis
by(rule curry_preserves_morphisms,rule qbs_morphism_cong'[where f="(λ(p,q). (p ⤜ (λx. q ⤜ (λy. return_qbs (X ⨂⇩Q Y) (x, y)))))"]) (auto simp: pair_qbs_space qbs_pair_measure_def[OF qbs_space_monadPM qbs_space_monadPM])
qed
lemma qbs_nn_integral_indep1:
assumes [qbs]:"p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadP_qbs X)" "f ∈ X →⇩Q qbs_borel"
shows "(∫⇧+⇩Q z. f (fst z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇧+⇩Q x. f x ∂p)"
proof -
obtain Y β ν where hq:
"q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_prob Y β ν"
using rep_qbs_space_monadP[OF assms(2)] by blast
then interpret qbs_prob Y β ν by simp
show ?thesis
by(simp add: qbs_nn_integral_const_prob[OF in_space_monadP] qbs_nn_integral_Fubini_snd[OF assms(1) in_space_monadM,symmetric] hq(1))
qed
lemma qbs_nn_integral_indep2:
assumes [qbs]:"q ∈ qbs_space (monadM_qbs Y)" "p ∈ qbs_space (monadP_qbs X)" "f ∈ Y →⇩Q qbs_borel"
shows "(∫⇧+⇩Q z. f (snd z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇧+⇩Q y. f y ∂q)"
proof -
obtain X α μ where hp:
"p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_prob X α μ"
using rep_qbs_space_monadP[OF assms(2)] by metis
then interpret qbs_prob X α μ by simp
show ?thesis
by(simp add: qbs_nn_integral_const_prob[OF in_space_monadP] qbs_nn_integral_Fubini_snd[OF in_space_monadM assms(1),symmetric] hp(1))
qed
context
begin
interpretation rr : standard_borel_ne "borel ⨂⇩M borel :: (real × real) measure"
by(auto intro!: pair_standard_borel_ne)
lemma qbs_integrable_pair_swap:
assumes "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) f"
shows "qbs_integrable (q ⨂⇩Q⇩m⇩e⇩s p) (λ(x,y). f (y,x))"
proof -
obtain X α μ Y β ν
where hp: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
and hq: "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y β ν"
using rep_qbs_s_finite_measure by meson
interpret p1: pair_qbs_s_finites X α μ Y β ν
by(simp add: pair_qbs_s_finites_def hq hp)
interpret p2: pair_qbs_s_finites Y β ν X α μ
by(simp add: pair_qbs_s_finites_def hq hp)
show ?thesis
using assms by(auto simp: hp(1) hq(1) p1.qbs_pair_measure p2.qbs_pair_measure p1.qbs_integrable_def p2.qbs_integrable_def)
(auto simp add: integrable_distr_eq lr_adjunction_correspondence qbs_Mx_is_morphisms map_prod_def split_beta' intro!:integrable_product_swap_iff_s_finite[OF p1.pq2.s_finite_measure_axioms p1.pq1.s_finite_measure_axioms,THEN iffD1])
qed
lemma qbs_integrable_pair1':
assumes [qbs]:"p ∈ qbs_space (monadM_qbs X)"
"q ∈ qbs_space (monadM_qbs Y)"
"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
"qbs_integrable p (λx. ∫⇩Q y. norm (f (x,y)) ∂q)"
and "AE⇩Q x in p. qbs_integrable q (λy. f (x,y))"
shows "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) f"
proof -
obtain α μ β ν
where hp: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
and hq: "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y β ν"
using rep_qbs_space_monadM assms(1,2) by meson
then interpret pqs: pair_qbs_s_finites X α μ Y β ν
by(simp add: pair_qbs_s_finites_def)
have [measurable]: "f ∈ borel_measurable (qbs_to_measure (X ⨂⇩Q Y))"
by(simp add: lr_adjunction_correspondence[symmetric])
show ?thesis
using assms(4) pqs.pq1.AEq_AE[OF assms(5)[simplified hp(1)]]
by(auto simp add: pqs.qbs_integrable_def pqs.qbs_pair_measure hp(1) hq(1) integrable_distr_eq pqs.pq2.qbs_integrable_def pqs.pq1.qbs_integrable_def pqs.pq2.qbs_integral_def intro!: s_finite_measure.Fubini_integrable' pqs.pq2.s_finite_measure_axioms)
qed
lemma
assumes "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) f"
shows qbs_integrable_pair1D1': "qbs_integrable p (λx. ∫⇩Q y. f (x,y) ∂q)" (is ?g1)
and qbs_integrable_pair1D1_norm': "qbs_integrable p (λx. ∫⇩Q y. norm (f (x,y)) ∂q)" (is ?g2)
and qbs_integrable_pair1D2': "AE⇩Q x in p. qbs_integrable q (λy. f (x,y))" (is ?g3)
and qbs_integrable_pair2D1': "qbs_integrable q (λy. ∫⇩Q x. f (x,y) ∂p)" (is ?g4)
and qbs_integrable_pair2D1_norm': "qbs_integrable q (λy. ∫⇩Q x. norm (f (x,y)) ∂p)" (is ?g5)
and qbs_integrable_pair2D2': "AE⇩Q y in q. qbs_integrable p (λx. f (x,y))" (is ?g6)
and qbs_integral_Fubini_fst': "(∫⇩Q x. ∫⇩Q y. f (x,y) ∂q ∂p) = (∫⇩Q z. f z ∂(p ⨂⇩Q⇩m⇩e⇩s q))" (is ?g7)
and qbs_integral_Fubini_snd': "(∫⇩Q y. ∫⇩Q x. f (x,y) ∂p ∂q) = (∫⇩Q z. f z ∂(p ⨂⇩Q⇩m⇩e⇩s q))" (is ?g8)
proof -
obtain X α μ Y β ν
where hp: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
and hq: "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y β ν"
by (meson rep_qbs_space_of)
then interpret pqs: pair_qbs_s_finites X α μ Y β ν
by(simp add: pair_qbs_s_finites_def)
have [qbs]:"p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs Y)"
by(simp_all add: hp hq)
note qbs_pair_measure_morphism[qbs]
have f[qbs]:"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
by(auto intro!: qbs_integrable_morphism_dest[OF _ assms])
have [measurable]: "f ∈ borel_measurable (qbs_to_measure (X ⨂⇩Q Y))"
by(simp add: lr_adjunction_correspondence[symmetric])
show ?g1 ?g2 ?g4 ?g5
using assms
by(auto simp: hp(1) hq(1) pqs.qbs_integrable_def pqs.qbs_pair_measure integrable_distr_eq pqs.pq1.qbs_integrable_def pqs.pq2.qbs_integrable_def pqs.pq2.qbs_integral_def pqs.pq1.qbs_integral_def intro!: Bochner_Integration.integrable_cong[where g="λr. ∫⇩Q y. f (α r, y) ∂⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" and f="λx. ∫ y. f (α x, β y) ∂ν" and N0=μ,THEN iffD1] Bochner_Integration.integrable_cong[where g="λr. ∫⇩Q x. f (x, β r) ∂⟦X, α, μ⟧⇩s⇩f⇩i⇩n" and f="λy. ∫ x. f (α x, β y) ∂μ" and N0=ν,THEN iffD1])
(auto intro!: pqs.pq2.integrable_fst''[of μ] integrable_snd_s_finite[OF pqs.pq1.s_finite_measure_axioms pqs.pq2.s_finite_measure_axioms] simp: map_prod_def split_beta')
show ?g3 ?g6
using assms
by(auto simp: hp(1) pqs.pq1.AEq_AE_iff hq(1) pqs.pq2.AEq_AE_iff pqs.qbs_integrable_def pqs.qbs_pair_measure integrable_distr_eq)
(auto simp: pqs.pq1.qbs_integrable_def pqs.pq2.qbs_integrable_def map_prod_def split_beta' intro!: pqs.pq2.AE_integrable_fst'' AE_integrable_snd_s_finite[OF pqs.pq1.s_finite_measure_axioms pqs.pq2.s_finite_measure_axioms])
show ?g7 ?g8
using assms
by(auto simp: hp(1) hq(1) pqs.qbs_integrable_def pqs.qbs_pair_measure pqs.qbs_integral_def pqs.pq1.qbs_integral_def pqs.pq2.qbs_integral_def integral_distr integrable_distr_eq)
(auto simp: map_prod_def split_beta' intro!: pqs.pq2.integral_fst'''[of μ "λx. f (α (fst x),β (snd x))",simplified] integral_snd_s_finite[OF pqs.pq1.s_finite_measure_axioms pqs.pq2.s_finite_measure_axioms,of "λx y. f (α x, β y)",simplified split_beta'])
qed
end
lemma
assumes h:"qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) (case_prod f)"
shows qbs_integrable_pair1D1: "qbs_integrable p (λx. ∫⇩Q y. f x y ∂q)"
and qbs_integrable_pair1D1_norm: "qbs_integrable p (λx. ∫⇩Q y. norm (f x y) ∂q)"
and qbs_integrable_pair1D2: "AE⇩Q x in p. qbs_integrable q (λy. f x y)"
and qbs_integrable_pair2D1: "qbs_integrable q (λy. ∫⇩Q x. f x y ∂p)"
and qbs_integrable_pair2D1_norm: "qbs_integrable q (λy. ∫⇩Q x. norm (f x y) ∂p)"
and qbs_integrable_pair2D2: "AE⇩Q y in q. qbs_integrable p (λx. f x y)"
and qbs_integral_Fubini_fst: "(∫⇩Q x. ∫⇩Q y. f x y ∂q ∂p) = (∫⇩Q (x,y). f x y ∂(p ⨂⇩Q⇩m⇩e⇩s q))" (is ?g7)
and qbs_integral_Fubini_snd: "(∫⇩Q y. ∫⇩Q x. f x y ∂p ∂q) = (∫⇩Q (x,y). f x y ∂(p ⨂⇩Q⇩m⇩e⇩s q))" (is ?g8)
using qbs_integrable_pair1D1'[OF h] qbs_integrable_pair1D1_norm'[OF h] qbs_integrable_pair1D2'[OF h] qbs_integral_Fubini_fst'[OF h]
qbs_integrable_pair2D1'[OF h] qbs_integrable_pair2D1_norm'[OF h] qbs_integrable_pair2D2'[OF h] qbs_integral_Fubini_snd'[OF h]
by simp_all
lemma qbs_integrable_pair2':
assumes "p ∈ qbs_space (monadM_qbs X)"
"q ∈ qbs_space (monadM_qbs Y)"
"f ∈ X ⨂⇩Q Y →⇩Q qbs_borel"
"qbs_integrable q (λy. ∫⇩Q x. norm (f (x,y)) ∂p)"
and "AE⇩Q y in q. qbs_integrable p (λx. f (x,y))"
shows "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) f"
using qbs_integrable_pair_swap[OF qbs_integrable_pair1'[OF assms(2,1) qbs_morphism_pair_swap[OF assms(3)],simplified],OF assms(4,5)]
by simp
lemma qbs_integrable_indep_mult:
fixes f :: "_ ⇒ _::{real_normed_div_algebra,second_countable_topology}"
assumes "qbs_integrable p f" "qbs_integrable q g"
shows "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) (λx. f (fst x) * g (snd x))"
proof -
obtain X α μ Y β ν
where hp: "p = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
and hq: "q = ⟦Y, β, ν⟧⇩s⇩f⇩i⇩n" "qbs_s_finite Y β ν"
by (meson rep_qbs_space_of)
then interpret pqs: pair_qbs_s_finites X α μ Y β ν
by(simp add: pair_qbs_s_finites_def)
have [qbs]:"f ∈ X →⇩Q qbs_borel" "g ∈ Y →⇩Q qbs_borel" "p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs Y)"
by(auto intro!: qbs_integrable_morphism_dest assms simp:hp hq)
show ?thesis
by(auto intro!: qbs_integrable_pair1'[of _ X _ Y] qbs_integrable_mult_left qbs_integrable_norm assms(1) AEq_I2[of _ X] simp: norm_mult qbs_integrable_mult_right[OF assms(2)])
qed
lemma qbs_integrable_indep1:
fixes f :: "_ ⇒ _::{real_normed_div_algebra,second_countable_topology}"
assumes "qbs_integrable p f" "q ∈ qbs_space (monadP_qbs Y)"
shows "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) (λx. f (fst x))"
using qbs_integrable_indep_mult[OF assms(1) qbs_integrable_const[OF assms(2),of 1]] by simp
lemma qbs_integral_indep1:
fixes f :: "_ ⇒ _::{real_normed_div_algebra,second_countable_topology}"
assumes "qbs_integrable p f" "q ∈ qbs_space (monadP_qbs Y)"
shows "(∫⇩Q z. f (fst z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇩Q x. f x ∂p)"
using qbs_integral_Fubini_snd'[OF qbs_integrable_indep1[OF assms]]
by(simp add: qbs_integral_const_prob[OF assms(2)])
lemma qbs_integrable_indep2:
fixes g :: "_ ⇒ _::{real_normed_div_algebra,second_countable_topology}"
assumes "qbs_integrable q g" "p ∈ qbs_space (monadP_qbs X)"
shows "qbs_integrable (p ⨂⇩Q⇩m⇩e⇩s q) (λx. g (snd x))"
using qbs_integrable_pair_swap[OF qbs_integrable_indep1[OF assms]]
by(simp add: split_beta')
lemma qbs_integral_indep2:
fixes g :: "_ ⇒ _::{real_normed_div_algebra,second_countable_topology}"
assumes "qbs_integrable q g" "p ∈ qbs_space (monadP_qbs X)"
shows "(∫⇩Q z. g (snd z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇩Q y. g y ∂q)"
using qbs_integral_Fubini_fst'[OF qbs_integrable_indep2[OF assms]]
by(simp add: qbs_integral_const_prob[OF assms(2)])
lemma qbs_integral_indep_mult1:
fixes f and g:: "_ ⇒ _::{real_normed_field,second_countable_topology}"
assumes "p ∈ qbs_space (monadP_qbs X)" "q ∈ qbs_space (monadP_qbs Y)"
and "qbs_integrable p f" "qbs_integrable q g"
shows "(∫⇩Q z. f (fst z) * g (snd z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇩Q x. f x ∂p) * (∫⇩Q y. g y ∂q)"
using qbs_integral_Fubini_fst'[OF qbs_integrable_indep_mult[OF assms(3,4)]]
by simp
lemma qbs_integral_indep_mult2:
fixes f and g:: "_ ⇒ _::{real_normed_field,second_countable_topology}"
assumes "p ∈ qbs_space (monadP_qbs X)" "q ∈ qbs_space (monadP_qbs Y)"
and "qbs_integrable p f" "qbs_integrable q g"
shows "(∫⇩Q z. g (snd z) * f (fst z) ∂(p ⨂⇩Q⇩m⇩e⇩s q)) = (∫⇩Q y. g y ∂q) * (∫⇩Q x. f x ∂p)"
using qbs_integral_indep_mult1[OF assms] by(simp add: mult.commute)
subsubsection ‹ The Inverse Function of $l$›
definition qbs_l_inverse :: "'a measure ⇒ 'a qbs_measure" where
"qbs_l_inverse M ≡ ⟦measure_to_qbs M, from_real_into M, distr M borel (to_real_on M)⟧⇩s⇩f⇩i⇩n"
context standard_borel_ne
begin
lemma qbs_l_inverse_def2:
assumes [measurable_cong]: "sets μ = sets M"
and "s_finite_measure μ"
shows "qbs_l_inverse μ = ⟦measure_to_qbs M, from_real, distr μ borel to_real⟧⇩s⇩f⇩i⇩n"
proof -
interpret s: standard_borel_ne μ
using assms standard_borel_ne_axioms standard_borel_ne_sets by blast
have [measurable]: "s.from_real ∈ borel →⇩M M"
using assms(1) measurable_cong_sets s.from_real_measurable by blast
show ?thesis
by(auto simp: distr_distr qbs_l_inverse_def qbs_s_finite_eq_def qbs_s_finite_def in_Mx_def qbs_Mx_R qbs_s_finite_axioms_def intro!: qbs_s_finite_measure_eq s_finite_measure.s_finite_measure_distr assms cong: measure_to_qbs_cong_sets[OF assms(1)]) (auto intro!: distr_cong simp: sets_eq_imp_space_eq[OF assms(1)])
qed
lemma
assumes [measurable_cong]:"sets μ = sets M"
shows qbs_l_inverse_s_finite: "s_finite_measure μ ⟹ qbs_s_finite (measure_to_qbs M) from_real (distr μ borel to_real)"
and qbs_l_inverse_qbs_prob: "prob_space μ ⟹ qbs_prob (measure_to_qbs M) from_real (distr μ borel to_real)"
by(auto simp: qbs_s_finite_def qbs_prob_def in_Mx_def qbs_s_finite_axioms_def real_distribution_def real_distribution_axioms_def qbs_Mx_R intro!: s_finite_measure.s_finite_measure_distr prob_space.prob_space_distr)
corollary
assumes [measurable_cong]:"sets μ = sets M"
shows qbs_l_inverse_in_space_monadM: "s_finite_measure μ ⟹ qbs_l_inverse μ ∈ qbs_space (monadM_qbs M)"
and qbs_l_inverse_in_space_monadP: "prob_space μ ⟹ qbs_l_inverse μ ∈ qbs_space (monadP_qbs M)"
by(auto simp: qbs_l_inverse_def2[OF assms(1)] qbs_l_inverse_def2[OF assms(1) prob_space.s_finite_measure_prob] assms intro!: qbs_s_finite.in_space_monadM[OF qbs_l_inverse_s_finite] qbs_prob.in_space_monadP[OF qbs_l_inverse_qbs_prob])
lemma qbs_l_qbs_l_inverse:
assumes [measurable_cong]: "sets μ = sets M" "s_finite_measure μ"
shows "qbs_l (qbs_l_inverse μ) = μ"
proof -
interpret qbs_s_finite "measure_to_qbs M" from_real "distr μ borel to_real"
by(auto intro!: qbs_l_inverse_s_finite assms)
show ?thesis
using distr_id'[OF assms(1),simplified sets_eq_imp_space_eq[OF assms(1)]]
by(auto simp: qbs_l qbs_l_inverse_def2[OF assms] distr_distr cong: distr_cong)
qed
corollary qbs_l_qbs_l_inverse_prob:
"sets μ = sets M ⟹ prob_space μ ⟹ qbs_l (qbs_l_inverse μ) = μ"
by(auto intro!: qbs_l_qbs_l_inverse prob_space.s_finite_measure_prob)
lemma qbs_l_inverse_qbs_l:
assumes "s ∈ qbs_space (monadM_qbs (measure_to_qbs M))"
shows "qbs_l_inverse (qbs_l s) = s"
proof -
from rep_qbs_space_monadM[OF assms] obtain α μ where h:
"s = ⟦measure_to_qbs M, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite (measure_to_qbs M) α μ"
by metis
then interpret qs:qbs_s_finite "measure_to_qbs M" α μ by simp
have [simp]: "distr μ (qbs_to_measure (measure_to_qbs M)) α = distr μ M α"
by(simp cong: distr_cong)
interpret s: standard_borel_ne "distr μ M α"
by(rule standard_borel_ne_sets[of M]) (auto simp: standard_borel_ne_axioms)
have [measurable]: "s.from_real ∈ borel →⇩M M" "α ∈ μ →⇩M M"
using qs.α_measurable[simplified measurable_cong_sets[OF refl lr_sets_ident]]
by(auto simp: s.from_real_measurable[simplified measurable_cong_sets[OF refl sets_distr]])
interpret pqs:pair_qbs_s_finite "measure_to_qbs M" s.from_real "distr μ borel (s.to_real ∘ α)" α μ
by(auto simp: pair_qbs_s_finite_def h) (auto simp: qbs_s_finite_def in_Mx_def qs.s_finite_measure_axioms qbs_s_finite_axioms_def qbs_Mx_R intro!: s_finite_measure.s_finite_measure_distr)
show ?thesis
by(auto simp add: h(1) qs.qbs_l qbs_l_inverse_def distr_distr cong: measure_to_qbs_cong_sets intro!: pqs.qbs_s_finite_measure_eq)
(insert qbs_Mx_to_X[of _ "measure_to_qbs M"], auto simp: comp_def qbs_space_R)
qed
corollary qbs_l_inverse_qbs_l_prob:
assumes "s ∈ qbs_space (monadP_qbs (measure_to_qbs M))"
shows "qbs_l_inverse (qbs_l s) = s"
by(auto intro!: qbs_l_inverse_qbs_l qbs_space_monadPM assms)
lemma s_finite_kernel_qbs_morphism:
assumes "s_finite_kernel N M k"
shows "(λx. qbs_l_inverse (k x)) ∈ measure_to_qbs N →⇩Q monadM_qbs (measure_to_qbs M)"
proof -
interpret sfin: s_finite_kernel N M k by fact
have "⟦measure_to_qbs M, from_real, distr (k x) borel to_real⟧⇩s⇩f⇩i⇩n = qbs_l_inverse (k x)" if x:"x ∈ space N" for x
proof -
note sfin.kernel_sets[OF x,simp, measurable_cong]
then interpret skx: standard_borel_ne "k x"
using standard_borel_ne_axioms standard_borel_ne_sets by blast
interpret pqs: pair_qbs_s_finite "measure_to_qbs M" from_real "distr (k x) borel to_real" skx.from_real "distr (k x) borel skx.to_real"
using skx.from_real_measurable[simplified measurable_cong_sets[OF refl sfin.kernel_sets[OF x]]]
by(auto simp: pair_qbs_s_finite_def qbs_s_finite_def in_Mx_def qbs_Mx_R qbs_s_finite_axioms_def sfin.image_s_finite_measure[OF x] intro!: s_finite_measure.s_finite_measure_distr)
show ?thesis
by(auto simp: qbs_l_inverse_def distr_distr cong: measure_to_qbs_cong_sets intro!: pqs.qbs_s_finite_measure_eq) (auto intro!: distr_cong simp: sfin.kernel_space[OF x])
qed
moreover have "(λx. ⟦measure_to_qbs M, from_real, distr (k x) borel to_real⟧⇩s⇩f⇩i⇩n) ∈ measure_to_qbs N →⇩Q monadM_qbs (measure_to_qbs M)"
proof(rule qbs_morphismI)
fix α :: "real ⇒ _"
assume "α ∈ qbs_Mx (measure_to_qbs N)"
then have [measurable]: "α ∈ borel →⇩M N"
by(simp add: qbs_Mx_R)
show "(λx. ⟦measure_to_qbs M, from_real, distr (k x) borel to_real⟧⇩s⇩f⇩i⇩n) ∘ α ∈ qbs_Mx (monadM_qbs (measure_to_qbs M))"
by(auto simp: monadM_qbs_Mx qbs_Mx_R intro!: exI[where x=from_real] exI[where x="λx. distr (k (α x)) borel to_real"] s_finite_kernel.comp_measurable[OF sfin.distr_s_finite_kernel])
qed
ultimately show ?thesis
by(rule qbs_morphism_cong'[of "measure_to_qbs N",simplified qbs_space_R])
qed
lemma prob_kernel_qbs_morphism:
assumes [measurable]:"k ∈ N →⇩M prob_algebra M"
shows "(λx. qbs_l_inverse (k x)) ∈ measure_to_qbs N →⇩Q monadP_qbs (measure_to_qbs M)"
proof(safe intro!: qbs_morphism_monadPI' s_finite_kernel_qbs_morphism prob_kernel.s_finite_kernel_prob_kernel)
fix x
assume "x ∈ qbs_space (measure_to_qbs N)"
then have "x ∈ space N" by(simp add: qbs_space_R)
from measurable_space[OF assms this]
have [measurable_cong, simp]: "sets (k x) = sets M" and p:"prob_space (k x)"
by(auto simp: space_prob_algebra)
then interpret s: standard_borel_ne "k x"
using standard_borel_ne_axioms standard_borel_ne_sets by blast
show "qbs_l_inverse (k x) ∈ qbs_space (monadP_qbs (measure_to_qbs M))"
using s.qbs_l_inverse_in_space_monadP[OF refl p] by(simp cong: measure_to_qbs_cong_sets)
qed(simp add: prob_kernel_def')
lemma qbs_l_inverse_return:
assumes "x ∈ space M"
shows "qbs_l_inverse (return M x) = return_qbs (measure_to_qbs M) x"
proof -
interpret s: standard_borel_ne "return M x"
by(rule standard_borel_ne_sets[of M]) (auto simp: standard_borel_ne_axioms)
show ?thesis
using s.qbs_l_inverse_in_space_monadP[OF refl prob_space_return[OF assms]]
by(auto intro!: inj_onD[OF qbs_l_inj_P[of "measure_to_qbs M"]] return_cong qbs_l_inverse_in_space_monadP qbs_morphism_space[OF return_qbs_morphismP[of "measure_to_qbs M"]] assms simp: s.qbs_l_qbs_l_inverse_prob[OF refl prob_space_return[OF assms]] qbs_l_return_qbs[of _ M,simplified qbs_space_R,OF assms] qbs_space_R cong: measure_to_qbs_cong_sets)
qed
lemma qbs_l_inverse_bind_kernel:
assumes "standard_borel_ne N" "s_finite_measure M" "s_finite_kernel M N k"
shows "qbs_l_inverse (M ⤜⇩k k) = qbs_l_inverse M ⤜ (λx. qbs_l_inverse (k x))" (is "?lhs = ?rhs")
proof -
interpret sfin: s_finite_kernel M N k by fact
interpret s: standard_borel_ne N by fact
have sets[simp,measurable_cong]:"sets (M ⤜⇩k k) = sets N"
by(auto intro!: sets_bind_kernel[OF _ space_ne] simp: sfin.kernel_sets)
then interpret s2: standard_borel_ne "M ⤜⇩k k"
using s.standard_borel_ne_axioms standard_borel_ne_sets by blast
have [measurable]: "s2.from_real ∈ borel →⇩M N"
using measurable_cong_sets s2.from_real_measurable sets by blast
have comp1:"(λx. qbs_l_inverse (k x)) ∘ from_real = (λr. ⟦measure_to_qbs N, s.from_real, distr (k (from_real r)) borel s.to_real⟧⇩s⇩f⇩i⇩n)"
proof
fix r
have setskfr[measurable_cong, simp]: "sets (k (from_real r)) = sets N"
by(auto intro!: sfin.kernel_sets measurable_space[OF from_real_measurable])
then interpret s3: standard_borel_ne "k (from_real r)"
using s.standard_borel_ne_axioms standard_borel_ne_sets by blast
have [measurable]: "s3.from_real ∈ borel →⇩M N"
using measurable_cong_sets s3.from_real_measurable setskfr by blast
show "((λx. qbs_l_inverse (k x)) ∘ from_real) r = ⟦measure_to_qbs N, s.from_real, distr (k (from_real r)) borel s.to_real⟧⇩s⇩f⇩i⇩n "
by(auto simp: qbs_l_inverse_def qbs_s_finite_eq_def qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def qbs_Mx_R distr_distr measurable_space[OF from_real_measurable] cong: measure_to_qbs_cong_sets intro!: sfin.image_s_finite_measure s_finite_measure.s_finite_measure_distr qbs_s_finite_measure_eq) (auto intro!: distr_cong simp: sets_eq_imp_space_eq[OF setskfr])
qed
have "?lhs = ⟦measure_to_qbs (M ⤜⇩k k), s2.from_real, distr (M ⤜⇩k k) borel s2.to_real⟧⇩s⇩f⇩i⇩n"
by(simp add: qbs_l_inverse_def)
also have "... = ⟦measure_to_qbs N, s.from_real, distr (M ⤜⇩k k) borel s.to_real⟧⇩s⇩f⇩i⇩n"
by(auto cong: measure_to_qbs_cong_sets intro!: qbs_s_finite_measure_eq distr_cong s_finite_measure.s_finite_measure_distr sfin.comp_s_finite_measure assms(2) simp: qbs_s_finite_eq_def qbs_s_finite_def qbs_s_finite_axioms_def in_Mx_def qbs_Mx_R distr_distr sets_eq_imp_space_eq[OF sets])
also have "... = ⟦measure_to_qbs N, s.from_real, M ⤜⇩k (λx. distr (k x) borel s.to_real)⟧⇩s⇩f⇩i⇩n"
by(simp add: sfin.distr_bind_kernel[OF space_ne refl])
also have "... = ⟦measure_to_qbs N, s.from_real, distr M borel to_real ⤜⇩k (λr. distr (k (from_real r)) borel s.to_real)⟧⇩s⇩f⇩i⇩n"
proof -
have "M ⤜⇩k (λx. distr (k x) borel s.to_real) = M ⤜⇩k (λx. distr (k (from_real (to_real x))) borel s.to_real)"
by(auto intro!: bind_kernel_cong_All)
also have "... = distr M borel to_real ⤜⇩k (λr. distr (k (from_real r)) borel s.to_real)"
by(auto intro!: measure_kernel.bind_kernel_distr[symmetric,where Y=borel] space_ne measure_kernel.distr_measure_kernel[where Y=N] sfin.measure_kernel_comp)
finally show ?thesis by simp
qed
also have "... = ?rhs"
by(auto intro!: qbs_s_finite.bind_qbs[OF qbs_l_inverse_s_finite[OF refl assms(2)] _ s.s_finite_kernel_qbs_morphism[OF assms(3)] _ _ comp1,symmetric] s_finite_kernel.distr_s_finite_kernel[OF sfin.comp_measurable] simp: qbs_Mx_R) (simp add: qbs_l_inverse_def)
finally show ?thesis .
qed
lemma qbs_l_inverse_bind:
assumes "standard_borel_ne N" "s_finite_measure M" "k ∈ M →⇩M prob_algebra N"
shows "qbs_l_inverse (M ⤜ k) = qbs_l_inverse M ⤜ (λx. qbs_l_inverse (k x))"
by(auto simp: bind_kernel_bind[OF measurable_prob_algebraD[OF assms(3)],symmetric] prob_kernel_def' intro!: qbs_l_inverse_bind_kernel assms prob_kernel.s_finite_kernel_prob_kernel)
end
subsubsection ‹ PMF and SPMF ›
definition "qbs_pmf ≡ (λp. qbs_l_inverse (measure_pmf p))"
definition "qbs_spmf ≡ (λp. qbs_l_inverse (measure_spmf p))"
declare [[coercion qbs_pmf]]
lemma qbs_pmf_qbsP:
fixes p :: "(_ :: countable) pmf"
shows "qbs_pmf p ∈ qbs_space (monadP_qbs (count_space⇩Q UNIV))"
by(auto simp: qbs_pmf_def measure_to_qbs_cong_sets[of "count_space UNIV" "measure_pmf p",simplified] intro!: standard_borel_ne.qbs_l_inverse_in_space_monadP measure_pmf.prob_space_axioms)
lemma qbs_pmf_qbs[qbs]:
fixes p :: "(_ :: countable) pmf"
shows "qbs_pmf p ∈ qbs_space (monadM_qbs (count_space⇩Q UNIV))"
by (simp add: qbs_pmf_qbsP qbs_space_monadPM)
lemma qbs_spmf_qbs[qbs]:
fixes q :: "(_ :: countable) spmf"
shows "qbs_spmf q ∈ qbs_space (monadM_qbs (count_space⇩Q UNIV))"
by(auto simp: qbs_spmf_def measure_to_qbs_cong_sets[of "count_space UNIV" "measure_spmf q",simplified] intro!: standard_borel_ne.qbs_l_inverse_in_space_monadM subprob_space.s_finite_measure_subprob)
lemma [simp]:
fixes p :: "(_ :: countable) pmf" and q :: "(_ :: countable) spmf"
shows qbs_l_qbs_pmf: "qbs_l (qbs_pmf p) = measure_pmf p"
and qbs_l_qbs_spmf: "qbs_l (qbs_spmf q) = measure_spmf q"
by(auto simp: qbs_pmf_def qbs_spmf_def intro!: standard_borel_ne.qbs_l_qbs_l_inverse subprob_space.s_finite_measure_subprob measure_pmf.subprob_space_axioms)
lemma qbs_pmf_return_pmf:
fixes x :: "_ :: countable"
shows "qbs_pmf (return_pmf x) = return_qbs (count_space⇩Q UNIV) x"
proof -
note return_qbs_morphismP[qbs]
show ?thesis
by(auto intro!: inj_onD[OF qbs_l_inj_P[where X="count_space⇩Q UNIV"]] return_cong qbs_pmf_qbsP simp: qbs_l_return_qbs return_pmf.rep_eq)
qed
lemma qbs_pmf_bind_pmf:
fixes p :: "('a :: countable) pmf" and f :: "'a ⇒ ('b :: countable) pmf"
shows "qbs_pmf (p ⤜ f) = qbs_pmf p ⤜ (λx. qbs_pmf (f x))"
by(auto simp: measure_pmf_bind qbs_pmf_def space_prob_algebra measure_pmf.prob_space_axioms intro!: standard_borel_ne.qbs_l_inverse_bind[where N="count_space UNIV"] prob_space.s_finite_measure_prob)
lemma qbs_pair_pmf:
fixes p :: "('a :: countable) pmf" and q :: "('b :: countable) pmf"
shows "qbs_pmf p ⨂⇩Q⇩m⇩e⇩s qbs_pmf q = qbs_pmf (pair_pmf p q)"
proof(rule inj_onD[OF qbs_l_inj_P[of "count_space⇩Q UNIV ⨂⇩Q count_space⇩Q UNIV"]])
show "qbs_l (qbs_pmf p ⨂⇩Q⇩m⇩e⇩s qbs_pmf q) = qbs_l (qbs_pmf (pair_pmf p q))"
by(simp add: measure_pair_pmf qbs_l_qbs_pair_measure[OF standard_borel_ne.standard_borel standard_borel_ne.standard_borel,of "count_space UNIV" "count_space UNIV"])
next
note [qbs] = qbs_pmf_qbsP qbs_pair_measure_morphismP
show "qbs_pmf p ⨂⇩Q⇩m⇩e⇩s qbs_pmf q ∈ qbs_space (monadP_qbs (count_space⇩Q UNIV ⨂⇩Q count_space⇩Q UNIV))" "qbs_pmf (pair_pmf p q) ∈ qbs_space (monadP_qbs (count_space⇩Q UNIV ⨂⇩Q count_space⇩Q UNIV))"
by auto (simp add: qbs_count_space_prod)
qed
subsubsection ‹ Density ›
lift_definition density_qbs :: "['a qbs_measure, 'a ⇒ ennreal] ⇒ 'a qbs_measure"
is "λ(X,α,μ) f. if f ∈ X →⇩Q qbs_borel then (X, α, density μ (f ∘ α)) else (X, SOME a. a ∈ qbs_Mx X, null_measure borel)"
proof safe
fix X Y :: "'a quasi_borel"
fix α β μ ν and f :: "_ ⇒ ennreal"
assume 1:"qbs_s_finite_eq (X, α, μ) (Y, β, ν)"
then interpret qs: pair_qbs_s_finite X α μ β ν
using qbs_s_finite_eq_dest[OF 1] by(simp add: pair_qbs_s_finite_def)
have [simp]:"(SOME a. a ∈ qbs_Mx X) ∈ qbs_Mx X" "(SOME a. a ∈ qbs_Mx Y) ∈ qbs_Mx X"
using qs.pq1.in_Mx by(simp_all only: some_in_eq qbs_s_finite_eq_dest[OF 1]) blast+
{
assume "f ∈ X →⇩Q qbs_borel"
then have "qbs_s_finite_eq (X, α, density μ (f ∘ α)) (Y, β, density ν (f ∘ β))"
by(auto simp: qbs_s_finite_eq_def lr_adjunction_correspondence density_distr[symmetric] comp_def qbs_s_finite_eq_dest[OF 1] qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def qs.pq1.mu_sets qs.pq2.mu_sets AE_distr_iff intro!: qs.pq1.s_finite_measure_density qs.pq2.s_finite_measure_density)
}
moreover have "f ∈ X →⇩Q qbs_borel ⟹ f ∉ Y →⇩Q qbs_borel ⟹ qbs_s_finite_eq (X, α, density μ (f ∘ α)) (Y, (SOME a. a ∈ qbs_Mx Y), null_measure borel)"
"f ∉ X →⇩Q qbs_borel ⟹ f ∈ Y →⇩Q qbs_borel ⟹ qbs_s_finite_eq (X, (SOME a. a ∈ qbs_Mx X), null_measure borel) (Y, β, density ν (f ∘ β))"
"f ∉ X →⇩Q qbs_borel ⟹ f ∉ Y →⇩Q qbs_borel ⟹ qbs_s_finite_eq (X, (SOME a. a ∈ qbs_Mx X), null_measure borel) (Y, (SOME a. a ∈ qbs_Mx Y), null_measure borel)"
by(auto simp: qbs_s_finite_eq_dest[OF 1] qbs_s_finite_eq_def qbs_s_finite_def in_Mx_def qbs_s_finite_axioms_def distr_return null_measure_distr intro!: subprob_space.s_finite_measure_subprob subprob_spaceI)
ultimately show "qbs_s_finite_eq (if f ∈ X →⇩Q borel⇩Q then (X, α, density μ (f ∘ α)) else (X, SOME aa. aa ∈ qbs_Mx X, null_measure borel)) (if f ∈ Y →⇩Q borel⇩Q then (Y, β, density ν (f ∘ β)) else (Y, SOME a. a ∈ qbs_Mx Y, null_measure borel))"
by auto
qed
lemma(in qbs_s_finite)
assumes "f ∈ X →⇩Q qbs_borel"
shows density_qbs:"density_qbs ⟦X,α, μ⟧⇩s⇩f⇩i⇩n f = ⟦X, α, density μ (f ∘ α)⟧⇩s⇩f⇩i⇩n"
and density_qbs_s_finite: "qbs_s_finite X α (density μ (f ∘ α))"
using assms by(auto simp: density_qbs.abs_eq qbs_s_finite_def in_Mx_def lr_adjunction_correspondence qbs_s_finite_axioms_def mu_sets AE_distr_iff intro!: s_finite_measure_density)
lemma density_qbs_density_qbs_eq:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
shows "density_qbs (density_qbs s f) g = density_qbs s (λx. f x * g x)"
proof -
from rep_qbs_space_monadM[OF assms(1)] obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ" by metis
then interpret qbs_s_finite X α μ by simp
show ?thesis
using assms(2,3) by(simp add: hs(1) density_qbs[OF assms(2)] qbs_s_finite.density_qbs[OF density_qbs_s_finite[OF assms(2)] assms(3)] density_qbs lr_adjunction_correspondence density_density_eq) (simp add: comp_def)
qed
lemma qbs_l_density_qbs:
assumes "s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel"
shows "qbs_l (density_qbs s f) = density (qbs_l s) f"
proof -
from rep_qbs_space_monadM[OF assms(1)]
obtain α μ where s: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
by metis
then interpret qbs_s_finite X α μ by simp
show ?thesis
using assms(2) by(simp add: s(1) qbs_l qbs_s_finite.density_qbs[OF s(2) assms(2)] qbs_s_finite.qbs_l[OF qbs_s_finite.density_qbs_s_finite[OF s(2) assms(2)]] density_distr lr_adjunction_correspondence) (simp add: comp_def)
qed
corollary qbs_l_density_qbs_indicator:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "qbs_pred X P"
shows "qbs_l (density_qbs s (indicator {x∈qbs_space X. P x})) (qbs_space X) = qbs_l s {x∈qbs_space X. P x} "
proof -
have 1[measurable]: "{x ∈ qbs_space X. P x} ∈ sets (qbs_to_measure X)"
by (metis qbs_pred_iff_sets space_L assms(2))
have 2[qbs]: "indicator {x ∈ qbs_space X. P x} ∈ X →⇩Q qbs_borel"
by(rule indicator_qbs_morphism'') qbs
show ?thesis
using assms(2) by(auto simp: qbs_l_density_qbs[of _ X] emeasure_density[of "indicator {x∈space (qbs_to_measure X). P x}" "qbs_l s",OF _ sets.top,simplified measurable_qbs_l'[OF assms(1)],OF borel_measurable_indicator[OF predE],simplified space_L space_qbs_l_in[OF assms(1)]] qbs_pred_iff_measurable_pred nn_set_integral_space[of "qbs_l s",simplified space_qbs_l_in[OF assms(1)]] nn_integral_indicator[of _ "qbs_l s",simplified sets_qbs_l[OF assms(1)]])
qed
lemma qbs_nn_integral_density_qbs:
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
shows "(∫⇧+⇩Q x. g x ∂(density_qbs s f)) = (∫⇧+⇩Q x. f x * g x ∂s)"
by(auto simp: qbs_nn_integral_def2_l qbs_l_density_qbs[of _ X] measurable_qbs_l'[OF assms(1)] lr_adjunction_correspondence[symmetric] intro!:nn_integral_density)
lemma qbs_integral_density_qbs:
fixes g :: "'a ⇒ 'b::{banach, second_countable_topology}" and f :: "'a ⇒ real"
assumes [qbs]:"s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
and "AE⇩Q x in s. f x ≥ 0"
shows "(∫⇩Q x. g x ∂(density_qbs s f)) = (∫⇩Q x. f x *⇩R g x ∂s)"
using assms(4) by(auto simp: qbs_integral_def2_l qbs_l_density_qbs[of _ X] measurable_qbs_l'[OF assms(1)] lr_adjunction_correspondence[symmetric] AEq_qbs_l intro!: integral_density)
lemma density_qbs_morphism[qbs]: "density_qbs ∈ monadM_qbs X →⇩Q (X ⇒⇩Q qbs_borel) ⇒⇩Q monadM_qbs X"
proof(rule curry_preserves_morphisms[OF pair_qbs_morphismI])
fix γ and β :: "_ ⇒ _ ⇒ ennreal"
assume h:"γ ∈ qbs_Mx (monadM_qbs X)" "β ∈ qbs_Mx (X ⇒⇩Q qbs_borel)"
hence [qbs]: "γ ∈ qbs_borel →⇩Q monadM_qbs X" "β ∈ qbs_borel →⇩Q X ⇒⇩Q qbs_borel"
by(simp_all add: qbs_Mx_is_morphisms)
from rep_qbs_Mx_monadM[OF h(1)] obtain α k where hk:
"γ = (λr. ⟦X, α, k r⟧⇩s⇩f⇩i⇩n)" "α ∈ qbs_Mx X" "s_finite_kernel borel borel k" "⋀r. qbs_s_finite X α (k r)"
by metis
then interpret a: in_Mx X α by(simp add: in_Mx_def)
have [measurable]: "(λ(x, y). β x (α y)) ∈ borel_measurable (borel ⨂⇩M borel)"
proof -
have "(λ(x, y). β x (α y)) ∈ qbs_borel ⨂⇩Q qbs_borel →⇩Q qbs_borel"
by simp
thus ?thesis
by(simp add: lr_adjunction_correspondence qbs_borel_prod borel_prod)
qed
have [simp]:"density_qbs (γ r) (β r) = ⟦X, α, density (k r) (β r ∘ α)⟧⇩s⇩f⇩i⇩n " for r
using hk(4) by(auto simp add: hk(1) density_qbs.abs_eq[OF qbs_s_finite.qbs_s_finite_eq_refl[OF hk(4)]])
show "(λr. density_qbs (fst (γ r,β r)) (snd (γ r,β r))) ∈ qbs_Mx (monadM_qbs X)"
by(auto simp: monadM_qbs_Mx comp_def intro!: exI[where x=α] exI[where x="λr. density (k r) (β r ∘ α)"] s_finite_kernel.density_s_finite_kernel[OF hk(3)])
qed
lemma density_qbs_cong_AE:
assumes [qbs]: "s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
and "AE⇩Q x in s. f x = g x"
shows "density_qbs s f = density_qbs s g"
proof(rule inj_onD[OF qbs_l_inj[of X]])
show "qbs_l (density_qbs s f) = qbs_l (density_qbs s g)"
using assms(4) by(auto simp: qbs_l_density_qbs[of _ X] measurable_qbs_l'[OF assms(1)] AEq_qbs_l lr_adjunction_correspondence[symmetric] intro!: density_cong)
qed simp_all
corollary density_qbs_cong:
assumes [qbs]: "s ∈ qbs_space (monadM_qbs X)" "f ∈ X →⇩Q qbs_borel" "g ∈ X →⇩Q qbs_borel"
and "⋀x. x ∈ qbs_space X ⟹ f x = g x"
shows "density_qbs s f = density_qbs s g"
by(auto intro!: density_qbs_cong_AE[of _ X] AEq_I2[of _ X] assms(4))
lemma density_qbs_1[simp]: "density_qbs s (λx. 1) = s"
proof -
obtain X where s[qbs]: "s ∈ qbs_space (monadM_qbs X)"
using in_qbs_space_of by blast
show ?thesis
by(auto intro!: inj_onD[OF qbs_l_inj _ _ s] simp: qbs_l_density_qbs[of _ X] density_1)
qed
lemma pair_density_qbs:
assumes [qbs]: "p ∈ qbs_space (monadM_qbs X)" "q ∈ qbs_space (monadM_qbs Y)"
and [qbs]: "f ∈ X →⇩Q qbs_borel" "g ∈ Y →⇩Q qbs_borel"
shows "density_qbs p f ⨂⇩Q⇩m⇩e⇩s density_qbs q g = density_qbs (p ⨂⇩Q⇩m⇩e⇩s q) (λ(x,y). f x * g y)"
proof(safe intro!: qbs_measure_eqI[of _ "X ⨂⇩Q Y"])
fix h :: "_ ⇒ ennreal"
assume h[qbs]:"h ∈ X ⨂⇩Q Y →⇩Q borel⇩Q"
show "(∫⇧+⇩Q z. h z ∂(density_qbs p f ⨂⇩Q⇩m⇩e⇩s density_qbs q g)) = (∫⇧+⇩Q z. h z ∂(density_qbs (p ⨂⇩Q⇩m⇩e⇩s q) (λ(x, y). f x * g y)))" (is "?lhs = ?rhs")
proof -
have "?lhs = (∫⇧+⇩Q x. ∫⇧+⇩Q y. h (x, y) ∂density_qbs q g ∂density_qbs p f)"
by(simp add: qbs_nn_integral_Fubini_fst[of _ X _ Y])
also have "... = (∫⇧+⇩Q x. ∫⇧+⇩Q y. g y * h (x, y) ∂q ∂density_qbs p f)"
by(auto intro!: qbs_nn_integral_cong[of _ X] simp: qbs_nn_integral_density_qbs[of _ Y])
also have "... = ?rhs"
by(auto simp add: qbs_nn_integral_density_qbs[of _ X] qbs_nn_integral_density_qbs[of _ "X ⨂⇩Q Y"] split_beta' qbs_nn_integral_Fubini_fst[of _ X _ Y,symmetric] qbs_nn_integral_cmult[of _ Y] mult.assoc intro!: qbs_nn_integral_cong[of _ X])
finally show ?thesis .
qed
qed simp_all
subsubsection ‹ Normalization ›
definition normalize_qbs :: "'a qbs_measure ⇒ 'a qbs_measure" where
"normalize_qbs s ≡ (let X = qbs_space_of s;
r = qbs_l s (qbs_space X) in
if r ≠ 0 ∧ r ≠ ∞ then density_qbs s (λx. 1 / r)
else qbs_null_measure X)"
lemma
assumes "s ∈ qbs_space (monadM_qbs X)"
shows normalize_qbs: "qbs_l s (qbs_space X) ≠ 0 ⟹ qbs_l s (qbs_space X) ≠ ∞ ⟹ normalize_qbs s = density_qbs s (λx. 1 / emeasure (qbs_l s) (qbs_space X))"
and normalize_qbs0: "qbs_l s (qbs_space X) = 0 ⟹ normalize_qbs s = qbs_null_measure X"
and normalize_qbsinfty: "qbs_l s (qbs_space X) = ∞ ⟹ normalize_qbs s = qbs_null_measure X"
by(auto simp: qbs_space_of_in[OF assms(1)] normalize_qbs_def)
lemma normalize_qbs_prob:
assumes "s ∈ qbs_space (monadM_qbs X)" "qbs_l s (qbs_space X) ≠ 0" "qbs_l s (qbs_space X) ≠ ∞"
shows "normalize_qbs s ∈ qbs_space (monadP_qbs X)"
unfolding normalize_qbs[OF assms]
proof -
obtain α μ
where hs: "s = ⟦X, α, μ⟧⇩s⇩f⇩i⇩n" "qbs_s_finite X α μ"
using rep_qbs_space_monadM assms(1) by meson
interpret qs: qbs_s_finite X α μ by fact
have "density_qbs s (λx. 1 / emeasure (qbs_l s) (qbs_space X)) = density_qbs ⟦X, α, μ⟧⇩s⇩f⇩i⇩n (λx. 1 / emeasure (qbs_l s) (qbs_space X))"
by(simp add: hs)
also have "... ∈ qbs_space (monadP_qbs X)"
by(auto simp add: qs.density_qbs monadP_qbs_space qbs_s_finite.qbs_l[OF qs.density_qbs_s_finite,of "λx. 1 / emeasure (qbs_l s) (qbs_space X)",simplified] qbs_s_finite.qbs_space_of[OF qs.density_qbs_s_finite,of "λx. 1 / emeasure (qbs_l s) (qbs_space X)",simplified] intro!: prob_space.prob_space_distr, auto intro!: prob_spaceI simp: emeasure_density)
(insert assms(2,3),auto simp: hs qs.qbs_l emeasure_distr emeasure_distr[of _ _ "qbs_to_measure X",OF _ sets.top,simplified space_L] divide_eq_1_ennreal ennreal_divide_times)
finally show "density_qbs s (λx. 1 / emeasure (qbs_l s) (qbs_space X)) ∈ qbs_space (monadP_qbs X)" .
qed
lemma normalize_qbs_morphism[qbs]: "normalize_qbs ∈ monadM_qbs X →⇩Q monadM_qbs X"
proof -
have "(if emeasure (qbs_l s) (qbs_space X) ≠ 0 ∧ emeasure (qbs_l s) (qbs_space X) ≠ ∞ then density_qbs s (λx. 1 / emeasure (qbs_l s) (qbs_space X)) else qbs_null_measure X) = normalize_qbs s" (is "?f s = _") if s:"s ∈ qbs_space (monadM_qbs X)" for s
by(simp add: qbs_space_of_in[OF s] normalize_qbs_def)
moreover have "(λs. ?f s) ∈ monadM_qbs X →⇩Q monadM_qbs X"
proof(cases "qbs_space X = {}")
case True
then show ?thesis
by(simp add: qbs_morphism_from_empty monadM_qbs_empty_iff[of X])
next
case X:False
have [qbs]:"(λs. emeasure (qbs_l s) (qbs_space X)) ∈ monadM_qbs X →⇩Q qbs_borel"
by(rule qbs_l_morphism[OF sets.top[of "qbs_to_measure X",simplified space_L]])
have [qbs]: "qbs_null_measure X ∈ qbs_space (monadM_qbs X)"
by(auto intro!: qbs_null_measure_in_Mx X)
have [qbs]: "(λs x. 1 / emeasure (qbs_l s) (qbs_space X)) ∈ monadM_qbs X →⇩Q X ⇒⇩Q qbs_borel"
by(rule arg_swap_morphism) simp
show ?thesis
by qbs
qed
ultimately show ?thesis
by(simp cong: qbs_morphism_cong)
qed
lemma normalize_qbs_morphismP:
assumes [qbs]:"s ∈ X →⇩Q monadM_qbs Y"
and "⋀x. x ∈ qbs_space X ⟹ qbs_l (s x) (qbs_space Y) ≠ 0" "⋀x. x ∈ qbs_space X ⟹ qbs_l (s x) (qbs_space Y) ≠ ∞"
shows "(λx. normalize_qbs (s x)) ∈ X →⇩Q monadP_qbs Y"
by(rule qbs_morphism_monadPI'[OF normalize_qbs_prob]) (use assms(2,3) qbs_morphism_space[OF assms(1)] in auto)
lemma normalize_qbs_monadP_ident:
assumes "s ∈ qbs_space (monadP_qbs X)"
shows "normalize_qbs s = s"
using normalize_qbs[OF qbs_space_monadPM[OF assms]] prob_space.emeasure_space_1[OF qbs_l_prob_space[OF assms]]
by(auto simp: space_qbs_l_in[OF qbs_space_monadPM[OF assms]] intro!: inj_onD[OF qbs_l_inj_P _ _ assms])
corollary normalize_qbs_idenpotent: "normalize_qbs (normalize_qbs s) = normalize_qbs s"
proof -
obtain X where s[qbs]: "s ∈ qbs_space (monadM_qbs X)"
using in_qbs_space_of by blast
then have X: "qbs_space X ≠ {}"
by (metis qbs_s_space_of_not_empty qbs_space_of_in)
then obtain x where x:"x ∈ qbs_space X" by auto
consider "qbs_l s (qbs_space X) = 0" | "qbs_l s (qbs_space X) = ⊤" | "qbs_l s (qbs_space X) ≠ 0" "qbs_l s (qbs_space X) ≠ ⊤"
by auto
then show ?thesis
proof cases
case 1
then show ?thesis
using normalize_qbs0[OF qbs_null_measure_in_Mx[OF X]]
by(simp add: normalize_qbs0[OF s] qbs_null_measure_null_measure[OF X])
next
case 2
then show ?thesis
using normalize_qbs0[OF qbs_null_measure_in_Mx[OF X]]
by(simp add: normalize_qbsinfty[OF s] qbs_null_measure_null_measure[OF X])
next
case 3
have "normalize_qbs s ∈ qbs_space (monadP_qbs X)"
by(rule qbs_morphism_space[OF normalize_qbs_morphismP[of "λx. s"],of X X x]) (auto simp: 3 x)
then show ?thesis
by(simp add: normalize_qbs_monadP_ident)
qed
qed
subsubsection ‹ Product Measures ›
definition PiQ_measure :: "['a set, 'a ⇒ 'b qbs_measure] ⇒ ('a ⇒ 'b) qbs_measure" where
"PiQ_measure ≡ (λI si. if (∀i∈I. ∃Mi. standard_borel_ne Mi ∧ si i ∈ qbs_space (monadM_qbs (measure_to_qbs Mi)))
then if countable I ∧ (∀i∈I. prob_space (qbs_l (si i))) then qbs_l_inverse (Π⇩M i∈I. qbs_l (si i))
else if finite I ∧ (∀i∈I. sigma_finite_measure (qbs_l (si i))) then qbs_l_inverse (Π⇩M i∈I. qbs_l (si i))
else qbs_null_measure (Π⇩Q i∈I. qbs_space_of (si i))
else qbs_null_measure (Π⇩Q i∈I. qbs_space_of (si i)))"
syntax
"_PiQ_measure" :: "pttrn ⇒ 'i set ⇒ 'a qbs_measure ⇒ ('i => 'a) qbs_measure" (‹(3Π⇩Q⇩m⇩e⇩a⇩s _∈_./ _)› 10)
syntax_consts
"_PiQ_measure" == PiQ_measure
translations
"Π⇩Q⇩m⇩e⇩a⇩s x∈I. X" == "CONST PiQ_measure I (λx. X)"
context
fixes I and Mi
assumes standard_borel_ne:"⋀i. i ∈ I ⟹ standard_borel_ne (Mi i)"
begin
context
assumes countableI:"countable I"
begin
interpretation sb:standard_borel_ne "Π⇩M i∈I. (borel :: real measure)"
by (simp add: countableI product_standard_borel_ne)
interpretation sbM: standard_borel_ne "Π⇩M i∈I. Mi i"
by (simp add: countableI standard_borel_ne product_standard_borel_ne)
lemma
assumes "⋀i. i ∈ I ⟹ si i ∈ qbs_space (monadP_qbs (measure_to_qbs (Mi i)))"
and "⋀i. i ∈ I ⟹ si i = ⟦measure_to_qbs (Mi i), α i, μ i⟧⇩s⇩f⇩i⇩n" "⋀i. i ∈ I ⟹ qbs_prob (measure_to_qbs (Mi i)) (α i) (μ i)"
shows PiQ_measure_prob_eq: "(Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = ⟦measure_to_qbs (Π⇩M i∈I. Mi i), sbM.from_real, distr (Π⇩M i∈I. qbs_l (si i)) borel sbM.to_real⟧⇩s⇩f⇩i⇩n" (is "_ = ?rhs")
and PiQ_measure_qbs_prob: "qbs_prob (measure_to_qbs (Π⇩M i∈I. Mi i)) sbM.from_real (distr (Π⇩M i∈I. qbs_l (si i)) borel sbM.to_real)" (is "?qbsprob")
proof -
have [measurable_cong,simp]: "prob_space (Π⇩M i∈I. qbs_l (si i))" "sets (Π⇩M i∈I. qbs_l (si i)) = sets (Π⇩M i∈I. Mi i)"
using sets_qbs_l[OF assms(1)[THEN qbs_space_monadPM]] standard_borel.lr_sets_ident[OF standard_borel_ne.standard_borel[OF standard_borel_ne]]
by(auto cong: sets_PiM_cong intro!: prob_space_PiM qbs_l_prob_space assms(1))
show ?qbsprob
by(auto simp: pair_qbs_s_finite_def intro!: qbs_prob.qbs_s_finite sbM.qbs_l_inverse_qbs_prob)
have "(Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = qbs_l_inverse (Π⇩M i∈I. qbs_l (si i))"
using countableI assms(1)[THEN qbs_space_monadPM] qbs_l_prob_space[OF assms(1)] standard_borel_ne by(auto simp: PiQ_measure_def)
also have "... = ?rhs"
by(auto intro!: sbM.qbs_l_inverse_def2 prob_space.s_finite_measure_prob cong: sets_PiM_cong[OF refl])
finally show "(Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = ?rhs" .
qed
lemma qbs_l_PiQ_measure_prob:
assumes "⋀i. i ∈ I ⟹ si i ∈ qbs_space (monadP_qbs (measure_to_qbs (Mi i)))"
shows "qbs_l (Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = (Π⇩M i∈I. qbs_l (si i))"
proof -
have "qbs_l (Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = qbs_l (qbs_l_inverse (Π⇩M i∈I. qbs_l (si i)))"
using countableI assms(1)[THEN qbs_space_monadPM] qbs_l_prob_space[OF assms(1)] standard_borel_ne by(auto simp: PiQ_measure_def)
also have "... = (Π⇩M i∈I. qbs_l (si i))"
using sets_qbs_l[OF assms(1)[THEN qbs_space_monadPM]] standard_borel.lr_sets_ident[OF standard_borel_ne.standard_borel[OF standard_borel_ne]]
by(auto intro!: sbM.qbs_l_qbs_l_inverse_prob prob_space_PiM qbs_l_prob_space[OF assms(1)] cong: sets_PiM_cong)
finally show ?thesis .
qed
end
context
assumes finI: "finite I"
begin
interpretation sb:standard_borel_ne "Π⇩M i∈I. (borel :: real measure)"
by (simp add: finI product_standard_borel_ne countable_finite)
interpretation sbM: standard_borel_ne "Π⇩M i∈I. Mi i"
by (simp add: countable_finite finI standard_borel_ne product_standard_borel_ne)
lemma qbs_l_PiQ_measure:
assumes "⋀i. i ∈ I ⟹ si i ∈ qbs_space (monadM_qbs (measure_to_qbs (Mi i)))"
and "⋀i. i ∈ I ⟹ sigma_finite_measure (qbs_l (si i))"
shows "qbs_l (Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = (Π⇩M i∈I. qbs_l (si i))"
proof -
have [simp]: "s_finite_measure (Π⇩M i∈I. qbs_l (si i))"
proof -
have "(Π⇩M i∈I. qbs_l (si i)) = (Π⇩M i∈I. if i ∈ I then qbs_l (si i) else null_measure (count_space UNIV))"
by(simp cong: PiM_cong)
also have "s_finite_measure ..."
by(auto intro!: sigma_finite_measure.s_finite_measure product_sigma_finite.sigma_finite finI simp: product_sigma_finite_def assms(2)) (auto intro!: finite_measure.sigma_finite_measure finite_measureI)
finally show ?thesis .
qed
have "qbs_l (Π⇩Q⇩m⇩e⇩a⇩s i∈I. si i) = qbs_l (qbs_l_inverse (Π⇩M i∈I. qbs_l (si i)))"
using finI assms(1) assms(2) standard_borel_ne by(fastforce simp: PiQ_measure_def)
also have "... = (Π⇩M i∈I. qbs_l (si i))"
using sets_qbs_l[OF assms(1)] standard_borel.lr_sets_ident[OF standard_borel_ne.standard_borel[OF standard_borel_ne]]
by(auto intro!: sbM.qbs_l_qbs_l_inverse prob_space_PiM cong: sets_PiM_cong)
finally show ?thesis .
qed
end
end
subsection ‹Measures›
subsubsection ‹ The Lebesgue Measure ›
definition lborel_qbs (‹lborel⇩Q›) where "lborel_qbs ≡ qbs_l_inverse lborel"
lemma lborel_qbs_qbs[qbs]: "lborel_qbs ∈ qbs_space (monadM_qbs qbs_borel)"
by(auto simp: lborel_qbs_def measure_to_qbs_cong_sets[OF sets_lborel,symmetric] intro!: standard_borel_ne.qbs_l_inverse_in_space_monadM lborel.s_finite_measure_axioms)
lemma qbs_l_lborel_qbs[simp]: "qbs_l lborel⇩Q = lborel"
by(auto intro!: standard_borel_ne.qbs_l_qbs_l_inverse lborel.s_finite_measure_axioms simp: lborel_qbs_def)
corollary
shows qbs_integral_lborel: "(∫⇩Q x. f x ∂lborel_qbs) = (∫x. f x ∂lborel)"
and qbs_nn_integral_lborel: "(∫⇧+⇩Q x. f x ∂lborel_qbs) = (∫⇧+x. f x ∂lborel)"
by(simp_all add: qbs_integral_def2_l qbs_nn_integral_def2_l)
lemma(in standard_borel_ne) measure_with_args_morphism:
assumes "s_finite_kernel X M k"
shows "qbs_l_inverse ∘ k ∈ measure_to_qbs X →⇩Q monadM_qbs (measure_to_qbs M)"
proof(safe intro!: qbs_morphismI)
fix α :: "real ⇒ _"
assume "α ∈ qbs_Mx (measure_to_qbs X)"
then have h[measurable]:"α ∈ borel →⇩M X"
by(simp add: qbs_Mx_R)
interpret s:s_finite_kernel X M k by fact
have 1: "⋀r. sets (k (α r)) = sets M" "⋀r. s_finite_measure (k (α r))"
using measurable_space[OF h] s.kernel_sets by(auto intro!: s.image_s_finite_measure)
show "qbs_l_inverse ∘ k ∘ α ∈ qbs_Mx (monadM_qbs (measure_to_qbs M))"
by(auto intro!: exI[where x=from_real] exI[where x="(λr. distr (k (α r)) borel to_real)"] s_finite_kernel.comp_measurable[OF s_finite_kernel.distr_s_finite_kernel[OF assms]] simp: monadM_qbs_Mx qbs_Mx_R qbs_l_inverse_def2[OF 1] comp_def)
qed
lemma(in standard_borel_ne) measure_with_args_morphismP:
assumes [measurable]:"μ ∈ X →⇩M prob_algebra M"
shows "qbs_l_inverse ∘ μ ∈ measure_to_qbs X →⇩Q monadP_qbs (measure_to_qbs M)"
by(rule qbs_morphism_monadPI'[OF _ measure_with_args_morphism])
(insert measurable_space[OF assms], auto simp: qbs_space_R space_prob_algebra prob_kernel_def' intro!: qbs_l_inverse_in_space_monadP prob_kernel.s_finite_kernel_prob_kernel)
subsubsection ‹ Counting Measure ›
abbreviation "counting_measure_qbs A ≡ qbs_l_inverse (count_space A)"
lemma qbs_nn_integral_count_space_nat:
fixes f :: "nat ⇒ ennreal"
shows "(∫⇧+⇩Q i. f i ∂counting_measure_qbs UNIV) = (∑i. f i)"
by(simp add: standard_borel_ne.qbs_l_qbs_l_inverse[OF _ refl sigma_finite_measure.s_finite_measure[OF sigma_finite_measure_count_space]] qbs_nn_integral_def2_l nn_integral_count_space_nat)
subsubsection ‹ Normal Distribution ›
lemma qbs_normal_distribution_qbs: "(λμ σ. density_qbs lborel⇩Q (normal_density μ σ)) ∈ qbs_borel ⇒⇩Q qbs_borel ⇒⇩Q monadM_qbs qbs_borel"
by simp
lemma qbs_l_qbs_normal_distribution[simp]: "qbs_l (density_qbs lborel⇩Q (normal_density μ σ)) = density lborel (normal_density μ σ)"
by(auto simp: qbs_l_density_qbs[of _ qbs_borel])
lemma qbs_normal_distribution_P: "σ > 0 ⟹ density_qbs lborel⇩Q (normal_density μ σ) ∈ qbs_space (monadP_qbs qbs_borel)"
by(auto simp: monadP_qbs_def sub_qbs_space prob_space_normal_density)
lemma qbs_normal_distribution_integral:
"(∫⇩Q x. f x ∂ (density_qbs lborel⇩Q (normal_density μ σ))) = (∫ x. f x ∂ (density lborel (λx. ennreal (normal_density μ σ x))))"
by(auto simp: qbs_integral_def2_l)
lemma qbs_normal_distribution_expectation:
assumes [measurable]:"f ∈ borel_measurable borel" and [arith]: "σ > 0"
shows "(∫⇩Q x. f x ∂ (density_qbs lborel⇩Q (normal_density μ σ))) = (∫ x. normal_density μ σ x * f x ∂ lborel)"
by(simp add: qbs_normal_distribution_integral integral_real_density integral_density)
lemma qbs_normal_posterior:
assumes [arith]: "σ > 0" "σ' > 0"
shows "normalize_qbs (density_qbs (density_qbs lborel⇩Q (normal_density μ σ)) (normal_density μ' σ')) = density_qbs lborel⇩Q (normal_density ((μ * σ'⇧2 + μ' * σ⇧2) / (σ⇧2 + σ'⇧2)) (σ * σ' / sqrt (σ⇧2 + σ'⇧2)))" (is "?lhs = ?rhs")
proof -
have 0: "σ * σ' / sqrt (σ⇧2 + σ'⇧2) > 0" "sqrt (2 * pi * (σ⇧2 + σ'⇧2)) > 0"
by (simp_all add: power2_eq_square sum_squares_gt_zero_iff)
have 1:"qbs_l (density_qbs lborel⇩Q (λx. ennreal (1 / sqrt (2 * pi * (σ⇧2 + σ'⇧2)) * exp (- ((μ - μ')⇧2 / (2 * σ⇧2 + 2 * σ'⇧2))) * normal_density ((μ * σ'⇧2 + μ' * σ⇧2) / (σ⇧2 + σ'⇧2)) (σ * σ' / sqrt (σ⇧2 + σ'⇧2)) x))) UNIV = ennreal (exp (- ((μ - μ')⇧2 / (2 * σ⇧2 + 2 * σ'⇧2))) / sqrt (2 * pi * (σ⇧2 + σ'⇧2)))"
using prob_space.emeasure_space_1[OF prob_space_normal_density[OF 0(1)]] by(auto simp add: qbs_l_density_qbs[of _ qbs_borel] emeasure_density ennreal_mult' nn_integral_cmult simp del: times_divide_eq_left) (simp add: ennreal_mult'[symmetric])
have "?lhs = normalize_qbs (density_qbs lborel⇩Q (λx. ennreal (1 / sqrt (2 * pi * (σ⇧2 + σ'⇧2)) * exp (- ((μ - μ')⇧2 / (2 * σ⇧2 + 2 * σ'⇧2))) * normal_density ((μ * σ'⇧2 + μ' * σ⇧2) / (σ⇧2 + σ'⇧2)) (σ * σ' / sqrt (σ⇧2 + σ'⇧2)) x)))"
by(simp add: density_qbs_density_qbs_eq[of _ qbs_borel] ennreal_mult'[symmetric] normal_density_times del: times_divide_eq_left)
also have "... = density_qbs (density_qbs lborel⇩Q (λx. ennreal (1 / sqrt (2 * pi * (σ⇧2 + σ'⇧2)) * exp (- ((μ - μ')⇧2 / (2 * σ⇧2 + 2 * σ'⇧2))) * normal_density ((μ * σ'⇧2 + μ' * σ⇧2) / (σ⇧2 + σ'⇧2)) (σ * σ' / sqrt (σ⇧2 + σ'⇧2)) x))) (λx. 1 / emeasure (qbs_l (density_qbs lborel⇩Q (λx. ennreal (1 / sqrt (2 * pi * (σ⇧2 + σ'⇧2)) * exp (- ((μ - μ')⇧2 / (2 * σ⇧2 + 2 * σ'⇧2))) * normal_density ((μ * σ'⇧2 + μ' * σ⇧2) / (σ⇧2 + σ'⇧2)) (σ * σ' / sqrt (σ⇧2 + σ'⇧2)) x)))) (qbs_space borel⇩Q))"
by(rule normalize_qbs) (simp_all add: 1 del: times_divide_eq_left)
also have "... = ?rhs"
by(simp add: 1 density_qbs_density_qbs_eq[of _ qbs_borel] del: times_divide_eq_left, auto intro!: density_qbs_cong[of _ qbs_borel])
(insert 0, auto simp: ennreal_1[symmetric] ennreal_mult'[symmetric] divide_ennreal normal_density_def simp del: ennreal_1)
finally show ?thesis .
qed
subsubsection ‹ Uniform Distribution ›
definition uniform_qbs :: "'a qbs_measure ⇒ 'a set ⇒ 'a qbs_measure" where
"uniform_qbs ≡ (λs A. qbs_l_inverse (uniform_measure (qbs_l s) A))"
lemma(in standard_borel_ne) qbs_l_uniform_qbs':
assumes "sets μ = sets M" "s_finite_measure μ" "μ A ≠ 0"
shows "qbs_l (uniform_qbs (qbs_l_inverse μ) A) = uniform_measure μ A" (is "?lhs = ?rhs")
proof -
have "?lhs = qbs_l (qbs_l_inverse (uniform_measure μ A))"
by(simp add: qbs_l_qbs_l_inverse[OF assms(1,2)] uniform_qbs_def)
also have "... = ?rhs"
proof(rule qbs_l_qbs_l_inverse)
consider "μ A = ∞" | "μ A ≠ ∞" by auto
then show "s_finite_measure (uniform_measure μ A)"
proof cases
case 1
have A[measurable]: "A ∈ sets μ"
using assms(3) emeasure_notin_sets by blast
have "uniform_measure μ A = density μ (λx. 0)"
by(auto simp: uniform_measure_def 1 intro!: density_cong)
also have "... = null_measure μ"
by(simp add: null_measure_eq_density)
finally show ?thesis
by(auto intro!: finite_measure.s_finite_measure_finite_measure finite_measureI)
next
case 2
show ?thesis
by(rule prob_space.s_finite_measure_prob[OF prob_space_uniform_measure[OF assms(3) 2]])
qed
qed(simp add: assms)
finally show ?thesis .
qed
corollary(in standard_borel_ne) qbs_l_uniform_qbs:
assumes "s ∈ qbs_space (monadM_qbs (measure_to_qbs M))" "qbs_l s A ≠ 0"
shows "qbs_l (uniform_qbs s A) = uniform_measure (qbs_l s) A"
by(simp add: qbs_l_uniform_qbs'[OF sets_qbs_l[OF assms(1),simplified lr_sets_ident] qbs_l_s_finite.s_finite_measure_axioms assms(2),symmetric] qbs_l_inverse_qbs_l[OF assms(1)])
lemma interval_uniform_qbs: "(λa b. uniform_qbs lborel⇩Q {a<..<b::real}) ∈ borel⇩Q ⇒⇩Q borel⇩Q ⇒⇩Q monadM_qbs borel⇩Q"
proof(rule curry_preserves_morphisms)
have "(λxy. uniform_qbs lborel⇩Q {fst xy<..<snd xy::real}) = qbs_l_inverse ∘ (λxy. uniform_measure lborel {fst xy<..<snd xy})"
by(auto simp: uniform_qbs_def)
also have "... ∈ measure_to_qbs (borel ⨂⇩M borel) →⇩Q monadM_qbs borel⇩Q"
proof(safe intro!: standard_borel_ne.measure_with_args_morphism measure_kernel.s_finite_kernel_finite_bounded)
show "measure_kernel (borel ⨂⇩M borel) borel (λxy. uniform_measure lborel {fst xy<..<snd xy :: real})"
proof
fix B :: "real set"
assume [measurable]:"B ∈ sets borel"
have [simp]:"emeasure lborel ({fst x<..<snd x} ∩ B) / emeasure lborel {fst x<..<snd x} = (if fst x ≤ snd x then emeasure lborel ({fst x<..<snd x} ∩ B) / ennreal (snd x - fst x) else 0)" for x
by auto
show "(λx. emeasure (uniform_measure lborel {fst x<..<snd x}) B) ∈ borel_measurable (borel ⨂⇩M borel)"
by (simp, measurable) auto
qed auto
next
show "(a, b) ∈ space (borel ⨂⇩M borel) ⟹ emeasure (uniform_measure lborel {fst (a, b)<..<snd (a, b)}) (space borel) < ∞" for a b :: real
by(cases "a ≤ b") (use ennreal_divide_eq_top_iff top.not_eq_extremum in auto)
qed simp
finally show "(λxy. uniform_qbs lborel⇩Q {fst xy<..<snd xy::real}) ∈ borel⇩Q ⨂⇩Q borel⇩Q →⇩Q monadM_qbs borel⇩Q"
by (simp add: borel_prod qbs_borel_prod)
qed
context
fixes a b :: real
assumes [arith]:"a < b"
begin
lemma qbs_uniform_distribution_expectation:
assumes "f ∈ qbs_borel →⇩Q qbs_borel"
shows "(∫⇧+⇩Q x. f x ∂uniform_qbs lborel⇩Q {a<..<b}) = (∫⇧+x ∈ {a<..<b}. f x ∂lborel) / (b - a)"
proof -
have [measurable]: "f ∈ borel_measurable borel"
using assms qbs_Mx_is_morphisms qbs_Mx_qbs_borel by blast
show ?thesis
by(auto simp: qbs_nn_integral_def2_l standard_borel_ne.qbs_l_uniform_qbs[of borel lborel_qbs] nn_integral_uniform_measure)
qed
end
subsubsection ‹ Bernoulli Distribution ›
abbreviation qbs_bernoulli :: "real ⇒ bool qbs_measure" where
"qbs_bernoulli ≡ (λx. qbs_pmf (bernoulli_pmf x))"
lemma bernoulli_measurable:
"(λx. measure_pmf (bernoulli_pmf x)) ∈ borel →⇩M prob_algebra (count_space UNIV)"
proof(rule measurable_prob_algebra_generated[where Ω=UNIV and G=UNIV])
fix A :: "bool set"
have "A ⊆ {True,False}"
by auto
then consider "A = {}" | "A = {True}" | "A = {False}" | "A = {False,True}"
by auto
thus "(λa. emeasure (measure_pmf (bernoulli_pmf a)) A) ∈ borel_measurable borel"
by(cases,simp_all add: emeasure_measure_pmf_finite bernoulli_pmf.rep_eq UNIV_bool[symmetric])
qed (auto simp add: sets_borel_eq_count_space Int_stable_def measure_pmf.prob_space_axioms)
lemma qbs_bernoulli_morphism: "qbs_bernoulli ∈ qbs_borel →⇩Q monadP_qbs (qbs_count_space UNIV)"
using standard_borel_ne.measure_with_args_morphismP[OF _ bernoulli_measurable]
by (simp add: qbs_pmf_def comp_def)
lemma qbs_bernoulli_expectation:
assumes [simp]: "0 ≤ p" "p ≤ 1"
shows "(∫⇩Q x. f x ∂qbs_bernoulli p) = f True * p + f False * (1 - p)"
by(simp add: qbs_integral_def2_l)
end