1.1 --- a/src/HOL/Probability/Sigma_Algebra.thy Thu May 26 14:12:00 2011 +0200
1.2 +++ b/src/HOL/Probability/Sigma_Algebra.thy Thu May 26 14:12:01 2011 +0200
1.3 @@ -186,6 +186,11 @@
1.4 "{x\<in>space M. P} \<in> sets M"
1.5 by (cases P) auto
1.6
1.7 +lemma algebra_single_set:
1.8 + assumes "X \<subseteq> S"
1.9 + shows "algebra \<lparr> space = S, sets = { {}, X, S - X, S }\<rparr>"
1.10 + by default (insert `X \<subseteq> S`, auto)
1.11 +
1.12 section {* Restricted algebras *}
1.13
1.14 abbreviation (in algebra)
1.15 @@ -201,6 +206,18 @@
1.16 assumes countable_nat_UN [intro]:
1.17 "!!A. range A \<subseteq> sets M \<Longrightarrow> (\<Union>i::nat. A i) \<in> sets M"
1.18
1.19 +lemma (in algebra) is_sigma_algebra:
1.20 + assumes "finite (sets M)"
1.21 + shows "sigma_algebra M"
1.22 +proof
1.23 + fix A :: "nat \<Rightarrow> 'a set" assume "range A \<subseteq> sets M"
1.24 + then have "(\<Union>i. A i) = (\<Union>s\<in>sets M \<inter> range A. s)"
1.25 + by auto
1.26 + also have "(\<Union>s\<in>sets M \<inter> range A. s) \<in> sets M"
1.27 + using `finite (sets M)` by (auto intro: finite_UN)
1.28 + finally show "(\<Union>i. A i) \<in> sets M" .
1.29 +qed
1.30 +
1.31 lemma countable_UN_eq:
1.32 fixes A :: "'i::countable \<Rightarrow> 'a set"
1.33 shows "(range A \<subseteq> sets M \<longrightarrow> (\<Union>i. A i) \<in> sets M) \<longleftrightarrow>
1.34 @@ -284,6 +301,11 @@
1.35 sets_Collect_imp sets_Collect_disj sets_Collect_conj sets_Collect_neg sets_Collect_const
1.36 sets_Collect_countable_All sets_Collect_countable_Ex sets_Collect_countable_All
1.37
1.38 +lemma sigma_algebra_single_set:
1.39 + assumes "X \<subseteq> S"
1.40 + shows "sigma_algebra \<lparr> space = S, sets = { {}, X, S - X, S }\<rparr>"
1.41 + using algebra.is_sigma_algebra[OF algebra_single_set[OF `X \<subseteq> S`]] by simp
1.42 +
1.43 subsection {* Binary Unions *}
1.44
1.45 definition binary :: "'a \<Rightarrow> 'a \<Rightarrow> nat \<Rightarrow> 'a"
1.46 @@ -441,6 +463,12 @@
1.47 "sets N \<subseteq> sets M \<Longrightarrow> space N = space M \<Longrightarrow> sets (sigma N) \<subseteq> (sets M)"
1.48 by (simp add: sigma_def sigma_sets_subset)
1.49
1.50 +lemma sigma_sets_subseteq: assumes "A \<subseteq> B" shows "sigma_sets X A \<subseteq> sigma_sets X B"
1.51 +proof
1.52 + fix x assume "x \<in> sigma_sets X A" then show "x \<in> sigma_sets X B"
1.53 + by induct (insert `A \<subseteq> B`, auto intro: sigma_sets.intros)
1.54 +qed
1.55 +
1.56 lemma (in sigma_algebra) restriction_in_sets:
1.57 fixes A :: "nat \<Rightarrow> 'a set"
1.58 assumes "S \<in> sets M"
1.59 @@ -527,6 +555,26 @@
1.60 lemma (in sigma_algebra) sigma_eq[simp]: "sigma M = M"
1.61 unfolding sigma_def sigma_sets_eq by simp
1.62
1.63 +lemma sigma_sets_singleton:
1.64 + assumes "X \<subseteq> S"
1.65 + shows "sigma_sets S { X } = { {}, X, S - X, S }"
1.66 +proof -
1.67 + interpret sigma_algebra "\<lparr> space = S, sets = { {}, X, S - X, S }\<rparr>"
1.68 + by (rule sigma_algebra_single_set) fact
1.69 + have "sigma_sets S { X } \<subseteq> sigma_sets S { {}, X, S - X, S }"
1.70 + by (rule sigma_sets_subseteq) simp
1.71 + moreover have "\<dots> = { {}, X, S - X, S }"
1.72 + using sigma_eq unfolding sigma_def by simp
1.73 + moreover
1.74 + { fix A assume "A \<in> { {}, X, S - X, S }"
1.75 + then have "A \<in> sigma_sets S { X }"
1.76 + by (auto intro: sigma_sets.intros sigma_sets_top) }
1.77 + ultimately have "sigma_sets S { X } = sigma_sets S { {}, X, S - X, S }"
1.78 + by (intro antisym) auto
1.79 + with sigma_eq show ?thesis
1.80 + unfolding sigma_def by simp
1.81 +qed
1.82 +
1.83 lemma restricted_sigma:
1.84 assumes S: "S \<in> sets (sigma M)" and M: "sets M \<subseteq> Pow (space M)"
1.85 shows "algebra.restricted_space (sigma M) S = sigma (algebra.restricted_space M S)"