Metamath Proof Explorer


Theorem itg2mono

Description: The Monotone Convergence Theorem for nonnegative functions. If { ( Fn ) : n e. NN } is a monotone increasing sequence of positive, measurable, real-valued functions, and G is the pointwise limit of the sequence, then ( S.2G ) is the limit of the sequence { ( S.2( Fn ) ) : n e. NN } . (Contributed by Mario Carneiro, 16-Aug-2014)

Ref Expression
Hypotheses itg2mono.1 G=xsuprannFnx<
itg2mono.2 φnFnMblFn
itg2mono.3 φnFn:0+∞
itg2mono.4 φnFnfFn+1
itg2mono.5 φxynFnxy
itg2mono.6 S=suprann2Fn*<
Assertion itg2mono φ2G=S

Proof

Step Hyp Ref Expression
1 itg2mono.1 G=xsuprannFnx<
2 itg2mono.2 φnFnMblFn
3 itg2mono.3 φnFn:0+∞
4 itg2mono.4 φnFnfFn+1
5 itg2mono.5 φxynFnxy
6 itg2mono.6 S=suprann2Fn*<
7 rge0ssre 0+∞
8 fss Fn:0+∞0+∞Fn:
9 3 7 8 sylancl φnFn:
10 9 ffvelcdmda φnxFnx
11 10 an32s φxnFnx
12 11 fmpttd φxnFnx:
13 12 frnd φxrannFnx
14 1nn 1
15 eqid nFnx=nFnx
16 15 11 dmmptd φxdomnFnx=
17 14 16 eleqtrrid φx1domnFnx
18 17 ne0d φxdomnFnx
19 dm0rn0 domnFnx=rannFnx=
20 19 necon3bii domnFnxrannFnx
21 18 20 sylib φxrannFnx
22 12 ffnd φxnFnxFn
23 breq1 z=nFnxmzynFnxmy
24 23 ralrn nFnxFnzrannFnxzymnFnxmy
25 22 24 syl φxzrannFnxzymnFnxmy
26 fveq2 n=mFn=Fm
27 26 fveq1d n=mFnx=Fmx
28 fvex FmxV
29 27 15 28 fvmpt mnFnxm=Fmx
30 29 breq1d mnFnxmyFmxy
31 30 ralbiia mnFnxmymFmxy
32 27 breq1d n=mFnxyFmxy
33 32 cbvralvw nFnxymFmxy
34 31 33 bitr4i mnFnxmynFnxy
35 25 34 bitrdi φxzrannFnxzynFnxy
36 35 rexbidv φxyzrannFnxzyynFnxy
37 5 36 mpbird φxyzrannFnxzy
38 13 21 37 suprcld φxsuprannFnx<
39 38 rexrd φxsuprannFnx<*
40 0red φx0
41 fveq2 n=1Fn=F1
42 41 feq1d n=1Fn:0+∞F1:0+∞
43 3 ralrimiva φnFn:0+∞
44 14 a1i φ1
45 42 43 44 rspcdva φF1:0+∞
46 45 ffvelcdmda φxF1x0+∞
47 elrege0 F1x0+∞F1x0F1x
48 46 47 sylib φxF1x0F1x
49 48 simpld φxF1x
50 48 simprd φx0F1x
51 41 fveq1d n=1Fnx=F1x
52 fvex F1xV
53 51 15 52 fvmpt 1nFnx1=F1x
54 14 53 ax-mp nFnx1=F1x
55 fnfvelrn nFnxFn1nFnx1rannFnx
56 22 14 55 sylancl φxnFnx1rannFnx
57 54 56 eqeltrrid φxF1xrannFnx
58 13 21 37 57 suprubd φxF1xsuprannFnx<
59 40 49 38 50 58 letrd φx0suprannFnx<
60 elxrge0 suprannFnx<0+∞suprannFnx<*0suprannFnx<
61 39 59 60 sylanbrc φxsuprannFnx<0+∞
62 61 1 fmptd φG:0+∞
63 itg2cl G:0+∞2G*
64 62 63 syl φ2G*
65 icossicc 0+∞0+∞
66 fss Fn:0+∞0+∞0+∞Fn:0+∞
67 3 65 66 sylancl φnFn:0+∞
68 itg2cl Fn:0+∞2Fn*
69 67 68 syl φn2Fn*
70 69 fmpttd φn2Fn:*
71 70 frnd φrann2Fn*
72 supxrcl rann2Fn*suprann2Fn*<*
73 71 72 syl φsuprann2Fn*<*
74 6 73 eqeltrid φS*
75 2 adantlr φfdom1ffG¬1fSnFnMblFn
76 3 adantlr φfdom1ffG¬1fSnFn:0+∞
77 4 adantlr φfdom1ffG¬1fSnFnfFn+1
78 5 adantlr φfdom1ffG¬1fSxynFnxy
79 simprll φfdom1ffG¬1fSfdom1
80 simprlr φfdom1ffG¬1fSffG
81 simprr φfdom1ffG¬1fS¬1fS
82 1 75 76 77 78 6 79 80 81 itg2monolem3 φfdom1ffG¬1fS1fS
83 82 expr φfdom1ffG¬1fS1fS
84 83 pm2.18d φfdom1ffG1fS
85 84 expr φfdom1ffG1fS
86 85 ralrimiva φfdom1ffG1fS
87 itg2leub G:0+∞S*2GSfdom1ffG1fS
88 62 74 87 syl2anc φ2GSfdom1ffG1fS
89 86 88 mpbird φ2GS
90 26 feq1d n=mFn:0+∞Fm:0+∞
91 90 cbvralvw nFn:0+∞mFm:0+∞
92 43 91 sylib φmFm:0+∞
93 92 r19.21bi φmFm:0+∞
94 fss Fm:0+∞0+∞0+∞Fm:0+∞
95 93 65 94 sylancl φmFm:0+∞
96 62 adantr φmG:0+∞
97 13 21 37 3jca φxrannFnxrannFnxyzrannFnxzy
98 97 adantlr φmxrannFnxrannFnxyzrannFnxzy
99 29 ad2antlr φmxnFnxm=Fmx
100 22 adantlr φmxnFnxFn
101 simplr φmxm
102 fnfvelrn nFnxFnmnFnxmrannFnx
103 100 101 102 syl2anc φmxnFnxmrannFnx
104 99 103 eqeltrrd φmxFmxrannFnx
105 suprub rannFnxrannFnxyzrannFnxzyFmxrannFnxFmxsuprannFnx<
106 98 104 105 syl2anc φmxFmxsuprannFnx<
107 simpr φmxx
108 ltso <Or
109 108 supex suprannFnx<V
110 1 fvmpt2 xsuprannFnx<VGx=suprannFnx<
111 107 109 110 sylancl φmxGx=suprannFnx<
112 106 111 breqtrrd φmxFmxGx
113 112 ralrimiva φmxFmxGx
114 fveq2 x=zFmx=Fmz
115 fveq2 x=zGx=Gz
116 114 115 breq12d x=zFmxGxFmzGz
117 116 cbvralvw xFmxGxzFmzGz
118 113 117 sylib φmzFmzGz
119 93 ffnd φmFmFn
120 38 1 fmptd φG:
121 120 ffnd φGFn
122 121 adantr φmGFn
123 reex V
124 123 a1i φmV
125 inidm =
126 eqidd φmzFmz=Fmz
127 eqidd φmzGz=Gz
128 119 122 124 124 125 126 127 ofrfval φmFmfGzFmzGz
129 118 128 mpbird φmFmfG
130 itg2le Fm:0+∞G:0+∞FmfG2Fm2G
131 95 96 129 130 syl3anc φm2Fm2G
132 131 ralrimiva φm2Fm2G
133 70 ffnd φn2FnFn
134 breq1 z=n2Fnmz2Gn2Fnm2G
135 134 ralrn n2FnFnzrann2Fnz2Gmn2Fnm2G
136 133 135 syl φzrann2Fnz2Gmn2Fnm2G
137 2fveq3 n=m2Fn=2Fm
138 eqid n2Fn=n2Fn
139 fvex 2FmV
140 137 138 139 fvmpt mn2Fnm=2Fm
141 140 breq1d mn2Fnm2G2Fm2G
142 141 ralbiia mn2Fnm2Gm2Fm2G
143 136 142 bitrdi φzrann2Fnz2Gm2Fm2G
144 132 143 mpbird φzrann2Fnz2G
145 supxrleub rann2Fn*2G*suprann2Fn*<2Gzrann2Fnz2G
146 71 64 145 syl2anc φsuprann2Fn*<2Gzrann2Fnz2G
147 144 146 mpbird φsuprann2Fn*<2G
148 6 147 eqbrtrid φS2G
149 64 74 89 148 xrletrid φ2G=S