Metamath Proof Explorer


Theorem itg2i1fseq

Description: Subject to the conditions coming from mbfi1fseq , the integral of the sequence of simple functions converges to the integral of the target function. (Contributed by Mario Carneiro, 17-Aug-2014)

Ref Expression
Hypotheses itg2i1fseq.1 ⊢ φ → F ∈ MblFn
itg2i1fseq.2 ⊢ φ → F : ℝ ⟶ 0 +∞
itg2i1fseq.3 ⊢ φ → P : ℕ ⟶ dom ⁡ ∫ 1
itg2i1fseq.4 ⊢ φ → ∀ n ∈ ℕ 0 𝑝 ≤ f P ⁡ n ∧ P ⁡ n ≤ f P ⁡ n + 1
itg2i1fseq.5 ⊢ φ → ∀ x ∈ ℝ n ∈ ℕ ⟼ P ⁡ n ⁡ x ⇝ F ⁡ x
itg2i1fseq.6 ⊢ S = m ∈ ℕ ⟼ ∫ 1 ⁡ P ⁡ m
Assertion itg2i1fseq ⊢ φ → ∫ 2 ⁡ F = sup ran ⁡ S ℝ * <

Proof

Step Hyp Ref Expression
1 itg2i1fseq.1 ⊢ φ → F ∈ MblFn
2 itg2i1fseq.2 ⊢ φ → F : ℝ ⟶ 0 +∞
3 itg2i1fseq.3 ⊢ φ → P : ℕ ⟶ dom ⁡ ∫ 1
4 itg2i1fseq.4 ⊢ φ → ∀ n ∈ ℕ 0 𝑝 ≤ f P ⁡ n ∧ P ⁡ n ≤ f P ⁡ n + 1
5 itg2i1fseq.5 ⊢ φ → ∀ x ∈ ℝ n ∈ ℕ ⟼ P ⁡ n ⁡ x ⇝ F ⁡ x
6 itg2i1fseq.6 ⊢ S = m ∈ ℕ ⟼ ∫ 1 ⁡ P ⁡ m
7 fveq2 ⊢ n = m → P ⁡ n = P ⁡ m
8 7 fveq1d ⊢ n = m → P ⁡ n ⁡ x = P ⁡ m ⁡ x
9 8 cbvmptv ⊢ n ∈ ℕ ⟼ P ⁡ n ⁡ x = m ∈ ℕ ⟼ P ⁡ m ⁡ x
10 fveq2 ⊢ x = y → P ⁡ m ⁡ x = P ⁡ m ⁡ y
11 10 mpteq2dv ⊢ x = y → m ∈ ℕ ⟼ P ⁡ m ⁡ x = m ∈ ℕ ⟼ P ⁡ m ⁡ y
12 9 11 eqtrid ⊢ x = y → n ∈ ℕ ⟼ P ⁡ n ⁡ x = m ∈ ℕ ⟼ P ⁡ m ⁡ y
13 12 rneqd ⊢ x = y → ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x = ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y
14 13 supeq1d ⊢ x = y → sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x ℝ < = sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ <
15 14 cbvmptv ⊢ x ∈ ℝ ⟼ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x ℝ < = y ∈ ℝ ⟼ sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ <
16 3 ffvelcdmda ⊢ φ ∧ m ∈ ℕ → P ⁡ m ∈ dom ⁡ ∫ 1
17 i1fmbf ⊢ P ⁡ m ∈ dom ⁡ ∫ 1 → P ⁡ m ∈ MblFn
18 16 17 syl ⊢ φ ∧ m ∈ ℕ → P ⁡ m ∈ MblFn
19 i1ff ⊢ P ⁡ m ∈ dom ⁡ ∫ 1 → P ⁡ m : ℝ ⟶ ℝ
20 16 19 syl ⊢ φ ∧ m ∈ ℕ → P ⁡ m : ℝ ⟶ ℝ
21 7 breq2d ⊢ n = m → 0 𝑝 ≤ f P ⁡ n ↔ 0 𝑝 ≤ f P ⁡ m
22 fvoveq1 ⊢ n = m → P ⁡ n + 1 = P ⁡ m + 1
23 7 22 breq12d ⊢ n = m → P ⁡ n ≤ f P ⁡ n + 1 ↔ P ⁡ m ≤ f P ⁡ m + 1
24 21 23 anbi12d ⊢ n = m → 0 𝑝 ≤ f P ⁡ n ∧ P ⁡ n ≤ f P ⁡ n + 1 ↔ 0 𝑝 ≤ f P ⁡ m ∧ P ⁡ m ≤ f P ⁡ m + 1
25 24 rspccva ⊢ ∀ n ∈ ℕ 0 𝑝 ≤ f P ⁡ n ∧ P ⁡ n ≤ f P ⁡ n + 1 ∧ m ∈ ℕ → 0 𝑝 ≤ f P ⁡ m ∧ P ⁡ m ≤ f P ⁡ m + 1
26 4 25 sylan ⊢ φ ∧ m ∈ ℕ → 0 𝑝 ≤ f P ⁡ m ∧ P ⁡ m ≤ f P ⁡ m + 1
27 26 simpld ⊢ φ ∧ m ∈ ℕ → 0 𝑝 ≤ f P ⁡ m
28 0plef ⊢ P ⁡ m : ℝ ⟶ 0 +∞ ↔ P ⁡ m : ℝ ⟶ ℝ ∧ 0 𝑝 ≤ f P ⁡ m
29 20 27 28 sylanbrc ⊢ φ ∧ m ∈ ℕ → P ⁡ m : ℝ ⟶ 0 +∞
30 26 simprd ⊢ φ ∧ m ∈ ℕ → P ⁡ m ≤ f P ⁡ m + 1
31 rge0ssre ⊢ 0 +∞ ⊆ ℝ
32 2 ffvelcdmda ⊢ φ ∧ y ∈ ℝ → F ⁡ y ∈ 0 +∞
33 31 32 sselid ⊢ φ ∧ y ∈ ℝ → F ⁡ y ∈ ℝ
34 1 2 3 4 5 itg2i1fseqle ⊢ φ ∧ m ∈ ℕ → P ⁡ m ≤ f F
35 20 ffnd ⊢ φ ∧ m ∈ ℕ → P ⁡ m Fn ℝ
36 2 ffnd ⊢ φ → F Fn ℝ
37 36 adantr ⊢ φ ∧ m ∈ ℕ → F Fn ℝ
38 reex ⊢ ℝ ∈ V
39 38 a1i ⊢ φ ∧ m ∈ ℕ → ℝ ∈ V
40 inidm ⊢ ℝ ∩ ℝ = ℝ
41 eqidd ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → P ⁡ m ⁡ y = P ⁡ m ⁡ y
42 eqidd ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → F ⁡ y = F ⁡ y
43 35 37 39 39 40 41 42 ofrfval ⊢ φ ∧ m ∈ ℕ → P ⁡ m ≤ f F ↔ ∀ y ∈ ℝ P ⁡ m ⁡ y ≤ F ⁡ y
44 34 43 mpbid ⊢ φ ∧ m ∈ ℕ → ∀ y ∈ ℝ P ⁡ m ⁡ y ≤ F ⁡ y
45 44 r19.21bi ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → P ⁡ m ⁡ y ≤ F ⁡ y
46 45 an32s ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → P ⁡ m ⁡ y ≤ F ⁡ y
47 46 ralrimiva ⊢ φ ∧ y ∈ ℝ → ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ F ⁡ y
48 brralrspcev ⊢ F ⁡ y ∈ ℝ ∧ ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ F ⁡ y → ∃ z ∈ ℝ ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ z
49 33 47 48 syl2anc ⊢ φ ∧ y ∈ ℝ → ∃ z ∈ ℝ ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ z
50 7 fveq2d ⊢ n = m → ∫ 2 ⁡ P ⁡ n = ∫ 2 ⁡ P ⁡ m
51 50 cbvmptv ⊢ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n = m ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ m
52 51 rneqi ⊢ ran ⁡ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n = ran ⁡ m ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ m
53 52 supeq1i ⊢ sup ran ⁡ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n ℝ * < = sup ran ⁡ m ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ m ℝ * <
54 15 18 29 30 49 53 itg2mono ⊢ φ → ∫ 2 ⁡ x ∈ ℝ ⟼ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x ℝ < = sup ran ⁡ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n ℝ * <
55 2 feqmptd ⊢ φ → F = y ∈ ℝ ⟼ F ⁡ y
56 7 fveq1d ⊢ n = m → P ⁡ n ⁡ y = P ⁡ m ⁡ y
57 56 cbvmptv ⊢ n ∈ ℕ ⟼ P ⁡ n ⁡ y = m ∈ ℕ ⟼ P ⁡ m ⁡ y
58 57 rneqi ⊢ ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y = ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y
59 58 supeq1i ⊢ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y ℝ < = sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ <
60 nnuz ⊢ ℕ = ℤ ≥ 1
61 1zzd ⊢ φ ∧ y ∈ ℝ → 1 ∈ ℤ
62 20 ffvelcdmda ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → P ⁡ m ⁡ y ∈ ℝ
63 62 an32s ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → P ⁡ m ⁡ y ∈ ℝ
64 63 57 fmptd ⊢ φ ∧ y ∈ ℝ → n ∈ ℕ ⟼ P ⁡ n ⁡ y : ℕ ⟶ ℝ
65 peano2nn ⊢ m ∈ ℕ → m + 1 ∈ ℕ
66 ffvelcdm ⊢ P : ℕ ⟶ dom ⁡ ∫ 1 ∧ m + 1 ∈ ℕ → P ⁡ m + 1 ∈ dom ⁡ ∫ 1
67 3 65 66 syl2an ⊢ φ ∧ m ∈ ℕ → P ⁡ m + 1 ∈ dom ⁡ ∫ 1
68 i1ff ⊢ P ⁡ m + 1 ∈ dom ⁡ ∫ 1 → P ⁡ m + 1 : ℝ ⟶ ℝ
69 67 68 syl ⊢ φ ∧ m ∈ ℕ → P ⁡ m + 1 : ℝ ⟶ ℝ
70 69 ffnd ⊢ φ ∧ m ∈ ℕ → P ⁡ m + 1 Fn ℝ
71 eqidd ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → P ⁡ m + 1 ⁡ y = P ⁡ m + 1 ⁡ y
72 35 70 39 39 40 41 71 ofrfval ⊢ φ ∧ m ∈ ℕ → P ⁡ m ≤ f P ⁡ m + 1 ↔ ∀ y ∈ ℝ P ⁡ m ⁡ y ≤ P ⁡ m + 1 ⁡ y
73 30 72 mpbid ⊢ φ ∧ m ∈ ℕ → ∀ y ∈ ℝ P ⁡ m ⁡ y ≤ P ⁡ m + 1 ⁡ y
74 73 r19.21bi ⊢ φ ∧ m ∈ ℕ ∧ y ∈ ℝ → P ⁡ m ⁡ y ≤ P ⁡ m + 1 ⁡ y
75 74 an32s ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → P ⁡ m ⁡ y ≤ P ⁡ m + 1 ⁡ y
76 eqid ⊢ n ∈ ℕ ⟼ P ⁡ n ⁡ y = n ∈ ℕ ⟼ P ⁡ n ⁡ y
77 fvex ⊢ P ⁡ m ⁡ y ∈ V
78 56 76 77 fvmpt ⊢ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m = P ⁡ m ⁡ y
79 78 adantl ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m = P ⁡ m ⁡ y
80 fveq2 ⊢ n = m + 1 → P ⁡ n = P ⁡ m + 1
81 80 fveq1d ⊢ n = m + 1 → P ⁡ n ⁡ y = P ⁡ m + 1 ⁡ y
82 fvex ⊢ P ⁡ m + 1 ⁡ y ∈ V
83 81 76 82 fvmpt ⊢ m + 1 ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m + 1 = P ⁡ m + 1 ⁡ y
84 65 83 syl ⊢ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m + 1 = P ⁡ m + 1 ⁡ y
85 84 adantl ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m + 1 = P ⁡ m + 1 ⁡ y
86 75 79 85 3brtr4d ⊢ φ ∧ y ∈ ℝ ∧ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m ≤ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m + 1
87 78 breq1d ⊢ m ∈ ℕ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m ≤ z ↔ P ⁡ m ⁡ y ≤ z
88 87 ralbiia ⊢ ∀ m ∈ ℕ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m ≤ z ↔ ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ z
89 88 rexbii ⊢ ∃ z ∈ ℝ ∀ m ∈ ℕ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m ≤ z ↔ ∃ z ∈ ℝ ∀ m ∈ ℕ P ⁡ m ⁡ y ≤ z
90 49 89 sylibr ⊢ φ ∧ y ∈ ℝ → ∃ z ∈ ℝ ∀ m ∈ ℕ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⁡ m ≤ z
91 60 61 64 86 90 climsup ⊢ φ ∧ y ∈ ℝ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y ℝ <
92 fveq2 ⊢ x = y → P ⁡ n ⁡ x = P ⁡ n ⁡ y
93 92 mpteq2dv ⊢ x = y → n ∈ ℕ ⟼ P ⁡ n ⁡ x = n ∈ ℕ ⟼ P ⁡ n ⁡ y
94 fveq2 ⊢ x = y → F ⁡ x = F ⁡ y
95 93 94 breq12d ⊢ x = y → n ∈ ℕ ⟼ P ⁡ n ⁡ x ⇝ F ⁡ x ↔ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ F ⁡ y
96 95 rspccva ⊢ ∀ x ∈ ℝ n ∈ ℕ ⟼ P ⁡ n ⁡ x ⇝ F ⁡ x ∧ y ∈ ℝ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ F ⁡ y
97 5 96 sylan ⊢ φ ∧ y ∈ ℝ → n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ F ⁡ y
98 climuni ⊢ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y ℝ < ∧ n ∈ ℕ ⟼ P ⁡ n ⁡ y ⇝ F ⁡ y → sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y ℝ < = F ⁡ y
99 91 97 98 syl2anc ⊢ φ ∧ y ∈ ℝ → sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ y ℝ < = F ⁡ y
100 59 99 eqtr3id ⊢ φ ∧ y ∈ ℝ → sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ < = F ⁡ y
101 100 mpteq2dva ⊢ φ → y ∈ ℝ ⟼ sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ < = y ∈ ℝ ⟼ F ⁡ y
102 55 101 eqtr4d ⊢ φ → F = y ∈ ℝ ⟼ sup ran ⁡ m ∈ ℕ ⟼ P ⁡ m ⁡ y ℝ <
103 102 15 eqtr4di ⊢ φ → F = x ∈ ℝ ⟼ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x ℝ <
104 103 fveq2d ⊢ φ → ∫ 2 ⁡ F = ∫ 2 ⁡ x ∈ ℝ ⟼ sup ran ⁡ n ∈ ℕ ⟼ P ⁡ n ⁡ x ℝ <
105 itg2itg1 ⊢ P ⁡ m ∈ dom ⁡ ∫ 1 ∧ 0 𝑝 ≤ f P ⁡ m → ∫ 2 ⁡ P ⁡ m = ∫ 1 ⁡ P ⁡ m
106 16 27 105 syl2anc ⊢ φ ∧ m ∈ ℕ → ∫ 2 ⁡ P ⁡ m = ∫ 1 ⁡ P ⁡ m
107 106 mpteq2dva ⊢ φ → m ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ m = m ∈ ℕ ⟼ ∫ 1 ⁡ P ⁡ m
108 6 107 eqtr4id ⊢ φ → S = m ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ m
109 108 51 eqtr4di ⊢ φ → S = n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n
110 109 rneqd ⊢ φ → ran ⁡ S = ran ⁡ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n
111 110 supeq1d ⊢ φ → sup ran ⁡ S ℝ * < = sup ran ⁡ n ∈ ℕ ⟼ ∫ 2 ⁡ P ⁡ n ℝ * <
112 54 104 111 3eqtr4d ⊢ φ → ∫ 2 ⁡ F = sup ran ⁡ S ℝ * <