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minor generalization
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CHANGELOG_UNRELEASED.md

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@@ -33,7 +33,10 @@
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+ lemma `integral_measure_add`
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- in `probability.v`
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+ lemma `integral_distribution` (existsing lemma `integral_distribution` has been renamed)
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+ lemma `integral_distribution` (existing lemma `integral_distribution` has been renamed)
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- in `measure.v`:
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+ lemma `countable_bigcupT_measurable`
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### Changed
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classical/classical_sets.v

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@@ -2602,6 +2602,7 @@ Proof.
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by apply: qcanon; elim/eqPchoice; elim/choicePpointed => [[T F]|T];
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[left; exists (Empty.Pack F) | right; exists T].
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Qed.
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Lemma Ppointed : quasi_canonical Type pointedType.
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Proof.
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by apply: qcanon; elim/Peq; elim/eqPpointed => [[T F]|T];

theories/measure.v

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@@ -1390,11 +1390,22 @@ Qed.
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End sigma_ring_lambda_system.
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Lemma countable_bigcupT_measurable d (T : sigmaRingType d) (U : choiceType)
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(F : U -> set T) : countable [set: U] ->
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(forall i, measurable (F i)) -> measurable (\bigcup_i F i).
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Proof.
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elim/choicePpointed: U => U in F *.
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by move=> _ _; rewrite empty_eq0 bigcup0.
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move=> /countable_bijP[B] /ppcard_eqP[f] Fm.
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rewrite (reindex_bigcup f^-1%FUN setT)//=; first exact: bigcupT_measurable.
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exact: (@subl_surj _ _ B).
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Qed.
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Lemma bigcupT_measurable_rat d (T : sigmaRingType d) (F : rat -> set T) :
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(forall i, measurable (F i)) -> measurable (\bigcup_i F i).
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Proof.
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move=> Fm; have /ppcard_eqP[f] := card_rat.
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by rewrite (reindex_bigcup f^-1%FUN setT)//=; exact: bigcupT_measurable.
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apply: countable_bigcupT_measurable.
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by apply/countable_bijP; exists setT; exact: card_rat.
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Qed.
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Section measurable_lemmas.

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