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 = x sup ran n F n x <
itg2mono.2 φ n F n MblFn
itg2mono.3 φ n F n : 0 +∞
itg2mono.4 φ n F n f F n + 1
itg2mono.5 φ x y n F n x y
itg2mono.6 S = sup ran n 2 F n * <
Assertion itg2mono φ 2 G = S

Proof

Step Hyp Ref Expression
1 itg2mono.1 G = x sup ran n F n x <
2 itg2mono.2 φ n F n MblFn
3 itg2mono.3 φ n F n : 0 +∞
4 itg2mono.4 φ n F n f F n + 1
5 itg2mono.5 φ x y n F n x y
6 itg2mono.6 S = sup ran n 2 F n * <
7 rge0ssre 0 +∞
8 fss F n : 0 +∞ 0 +∞ F n :
9 3 7 8 sylancl φ n F n :
10 9 ffvelrnda φ n x F n x
11 10 an32s φ x n F n x
12 11 fmpttd φ x n F n x :
13 12 frnd φ x ran n F n x
14 1nn 1
15 eqid n F n x = n F n x
16 15 11 dmmptd φ x dom n F n x =
17 14 16 eleqtrrid φ x 1 dom n F n x
18 17 ne0d φ x dom n F n x
19 dm0rn0 dom n F n x = ran n F n x =
20 19 necon3bii dom n F n x ran n F n x
21 18 20 sylib φ x ran n F n x
22 12 ffnd φ x n F n x Fn
23 breq1 z = n F n x m z y n F n x m y
24 23 ralrn n F n x Fn z ran n F n x z y m n F n x m y
25 22 24 syl φ x z ran n F n x z y m n F n x m y
26 fveq2 n = m F n = F m
27 26 fveq1d n = m F n x = F m x
28 fvex F m x V
29 27 15 28 fvmpt m n F n x m = F m x
30 29 breq1d m n F n x m y F m x y
31 30 ralbiia m n F n x m y m F m x y
32 27 breq1d n = m F n x y F m x y
33 32 cbvralvw n F n x y m F m x y
34 31 33 bitr4i m n F n x m y n F n x y
35 25 34 bitrdi φ x z ran n F n x z y n F n x y
36 35 rexbidv φ x y z ran n F n x z y y n F n x y
37 5 36 mpbird φ x y z ran n F n x z y
38 13 21 37 suprcld φ x sup ran n F n x <
39 38 rexrd φ x sup ran n F n x < *
40 0red φ x 0
41 fveq2 n = 1 F n = F 1
42 41 feq1d n = 1 F n : 0 +∞ F 1 : 0 +∞
43 3 ralrimiva φ n F n : 0 +∞
44 14 a1i φ 1
45 42 43 44 rspcdva φ F 1 : 0 +∞
46 45 ffvelrnda φ x F 1 x 0 +∞
47 elrege0 F 1 x 0 +∞ F 1 x 0 F 1 x
48 46 47 sylib φ x F 1 x 0 F 1 x
49 48 simpld φ x F 1 x
50 48 simprd φ x 0 F 1 x
51 41 fveq1d n = 1 F n x = F 1 x
52 fvex F 1 x V
53 51 15 52 fvmpt 1 n F n x 1 = F 1 x
54 14 53 ax-mp n F n x 1 = F 1 x
55 fnfvelrn n F n x Fn 1 n F n x 1 ran n F n x
56 22 14 55 sylancl φ x n F n x 1 ran n F n x
57 54 56 eqeltrrid φ x F 1 x ran n F n x
58 13 21 37 57 suprubd φ x F 1 x sup ran n F n x <
59 40 49 38 50 58 letrd φ x 0 sup ran n F n x <
60 elxrge0 sup ran n F n x < 0 +∞ sup ran n F n x < * 0 sup ran n F n x <
61 39 59 60 sylanbrc φ x sup ran n F n x < 0 +∞
62 61 1 fmptd φ G : 0 +∞
63 itg2cl G : 0 +∞ 2 G *
64 62 63 syl φ 2 G *
65 icossicc 0 +∞ 0 +∞
66 fss F n : 0 +∞ 0 +∞ 0 +∞ F n : 0 +∞
67 3 65 66 sylancl φ n F n : 0 +∞
68 itg2cl F n : 0 +∞ 2 F n *
69 67 68 syl φ n 2 F n *
70 69 fmpttd φ n 2 F n : *
71 70 frnd φ ran n 2 F n *
72 supxrcl ran n 2 F n * sup ran n 2 F n * < *
73 71 72 syl φ sup ran n 2 F n * < *
74 6 73 eqeltrid φ S *
75 2 adantlr φ f dom 1 f f G ¬ 1 f S n F n MblFn
76 3 adantlr φ f dom 1 f f G ¬ 1 f S n F n : 0 +∞
77 4 adantlr φ f dom 1 f f G ¬ 1 f S n F n f F n + 1
78 5 adantlr φ f dom 1 f f G ¬ 1 f S x y n F n x y
79 simprll φ f dom 1 f f G ¬ 1 f S f dom 1
80 simprlr φ f dom 1 f f G ¬ 1 f S f f G
81 simprr φ f dom 1 f f G ¬ 1 f S ¬ 1 f S
82 1 75 76 77 78 6 79 80 81 itg2monolem3 φ f dom 1 f f G ¬ 1 f S 1 f S
83 82 expr φ f dom 1 f f G ¬ 1 f S 1 f S
84 83 pm2.18d φ f dom 1 f f G 1 f S
85 84 expr φ f dom 1 f f G 1 f S
86 85 ralrimiva φ f dom 1 f f G 1 f S
87 itg2leub G : 0 +∞ S * 2 G S f dom 1 f f G 1 f S
88 62 74 87 syl2anc φ 2 G S f dom 1 f f G 1 f S
89 86 88 mpbird φ 2 G S
90 26 feq1d n = m F n : 0 +∞ F m : 0 +∞
91 90 cbvralvw n F n : 0 +∞ m F m : 0 +∞
92 43 91 sylib φ m F m : 0 +∞
93 92 r19.21bi φ m F m : 0 +∞
94 fss F m : 0 +∞ 0 +∞ 0 +∞ F m : 0 +∞
95 93 65 94 sylancl φ m F m : 0 +∞
96 62 adantr φ m G : 0 +∞
97 13 21 37 3jca φ x ran n F n x ran n F n x y z ran n F n x z y
98 97 adantlr φ m x ran n F n x ran n F n x y z ran n F n x z y
99 29 ad2antlr φ m x n F n x m = F m x
100 22 adantlr φ m x n F n x Fn
101 simplr φ m x m
102 fnfvelrn n F n x Fn m n F n x m ran n F n x
103 100 101 102 syl2anc φ m x n F n x m ran n F n x
104 99 103 eqeltrrd φ m x F m x ran n F n x
105 suprub ran n F n x ran n F n x y z ran n F n x z y F m x ran n F n x F m x sup ran n F n x <
106 98 104 105 syl2anc φ m x F m x sup ran n F n x <
107 simpr φ m x x
108 ltso < Or
109 108 supex sup ran n F n x < V
110 1 fvmpt2 x sup ran n F n x < V G x = sup ran n F n x <
111 107 109 110 sylancl φ m x G x = sup ran n F n x <
112 106 111 breqtrrd φ m x F m x G x
113 112 ralrimiva φ m x F m x G x
114 fveq2 x = z F m x = F m z
115 fveq2 x = z G x = G z
116 114 115 breq12d x = z F m x G x F m z G z
117 116 cbvralvw x F m x G x z F m z G z
118 113 117 sylib φ m z F m z G z
119 93 ffnd φ m F m Fn
120 38 1 fmptd φ G :
121 120 ffnd φ G Fn
122 121 adantr φ m G Fn
123 reex V
124 123 a1i φ m V
125 inidm =
126 eqidd φ m z F m z = F m z
127 eqidd φ m z G z = G z
128 119 122 124 124 125 126 127 ofrfval φ m F m f G z F m z G z
129 118 128 mpbird φ m F m f G
130 itg2le F m : 0 +∞ G : 0 +∞ F m f G 2 F m 2 G
131 95 96 129 130 syl3anc φ m 2 F m 2 G
132 131 ralrimiva φ m 2 F m 2 G
133 70 ffnd φ n 2 F n Fn
134 breq1 z = n 2 F n m z 2 G n 2 F n m 2 G
135 134 ralrn n 2 F n Fn z ran n 2 F n z 2 G m n 2 F n m 2 G
136 133 135 syl φ z ran n 2 F n z 2 G m n 2 F n m 2 G
137 2fveq3 n = m 2 F n = 2 F m
138 eqid n 2 F n = n 2 F n
139 fvex 2 F m V
140 137 138 139 fvmpt m n 2 F n m = 2 F m
141 140 breq1d m n 2 F n m 2 G 2 F m 2 G
142 141 ralbiia m n 2 F n m 2 G m 2 F m 2 G
143 136 142 bitrdi φ z ran n 2 F n z 2 G m 2 F m 2 G
144 132 143 mpbird φ z ran n 2 F n z 2 G
145 supxrleub ran n 2 F n * 2 G * sup ran n 2 F n * < 2 G z ran n 2 F n z 2 G
146 71 64 145 syl2anc φ sup ran n 2 F n * < 2 G z ran n 2 F n z 2 G
147 144 146 mpbird φ sup ran n 2 F n * < 2 G
148 6 147 eqbrtrid φ S 2 G
149 64 74 89 148 xrletrid φ 2 G = S