(****************************************************************************** Markov's inequality.  Based on Wikipedia proof Copyright 2008 Robert Kam  This program is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.  This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public License for more details.  You should have received a copy of the GNU Lesser General Public License along with this program.  If not, see <http://www.gnu.org/licenses/>. ******************************************************************************)
(* sigalg = sigma algebra preimg = preimage cntabl = countable msur = measure function msurable = measurable simple = simple function lebint = Lebesgue integral lebint_s = Lebesgue integral for simple function borl = Borel set unoin = union *)
(****************************************************************************** Note: chicli_pottier_simpson, classic, Extensionality_Ensembles, NNPP are used frequently Also lemmas from Rtopology which use classic as well as R_total_order ******************************************************************************)
Require Export Powerset.
Require Export Rtopology.
Require Export Raxioms.
Require Export Rfunctions.
Require Export Image.
Require Export RIneq.
Require Export PartSum.
intros EM. pose(select:=fun b:bool=>if b then P else ~P). assert{b:bool|
select b}as([|],HP). apply constructive_definite_description. rewrite<-
unique_existence;split. destruct EM. exists true;trivial. exists false;trivial.
intros[|][|]H1 H2;simpl in *;reflexivity||contradiction. left;trivial. right;
trivial. Qed.
Definition cntabl(U:Type)(C:Ensemble(Ensemble U)):=
exists f:nat->Ensemble U,forall c,C c->exists i:nat,f i=c.
(**)
intros sIH n. induction n. intros n' Hn'. apply sIH. intros. elimtype False;
intuition. intuition. Qed.
(**)
intros k. apply aaron_stump_cse545 with(Q:=fun z=>Q z->exists m,Q m/\forall n
,Q n->m<=n)(n:=k). 2:auto. intros n H H1. elim(classic(forall i,i<n->~Q i)).
intro H2. exists n. split. auto. intros j H3. apply NNPP. red;intro H4. apply(
H2 j). intuition. auto.
(**)
intro H2. assert(H3:exists i:nat,i<n/\Q i). apply NNPP. red;intro H3. apply H2.
intros i H4. red;intro H5. apply H3. exists i. auto. elim H3. intros ii H4.
elim(H ii). intros m H5. exists m. auto. tauto. tauto. Qed.
(**)
intros H. elim H. intros f H1. assert(H2:forall c,C c->{i|f i=c/\forall j,f
j=c->i<=j}). intros c H2. apply constructive_definite_description. elim(H1 c).
intros k H3. elim(first_sat(fun i=>f i=c)k). intros m H4. exists m. red. split.
auto. intuition. auto. auto.
(**)
exists(fun c c'=>proj1_sig(H2 c c')). split. intros. elim(proj2_sig(H2 c c')).
elim(proj2_sig(H2 c c'')). intuition. intros c cc c' cc' H3. elim(proj2_sig(H2
c c')). elim(proj2_sig(H2 cc cc')). intros H4 H5 H6 H7. rewrite<-H4. rewrite<-
H6. auto. Qed.
(**)
intros g g' g''. red. elim(classic(Inhabited _ C)). 2:intro H;exists(fun _:
nat=>Empty_set U);intros;elimtype False;apply H;exists c;auto. intro H. elim H.
intros d d'. assert(Q:forall i,{c|C c/\(forall z z',g z z'=i->c=z)/\((forall z
z',g z z'<>i)->c=d)}). intro. elim(chicli_pottier_simpson(exists z,C z/\forall
z',g z z'=i)(classic(exists z,C z/\forall z',g z z'=i))).
(**)
intro H1. assert(H2:exists!z,C z/\forall z',g z z'=i). elim H1. intros z z'.
exists z. split. auto. intros Z Z'. elim z';elim Z'. intros Z'' Z''' z'' z'''.
apply(g'' z Z z'' Z''). rewrite(Z''' Z''). auto. elim(
constructive_definite_description _ _ H2). intros z z'. elim z'. intros z''
z'''. exists z. split. auto. split. intros Z Z' Z''. apply(g'' z Z z'' Z').
rewrite Z'';auto. intro H3. elimtype False. apply(H3 z z''). auto.
(**)
intro H1. exists d. split. auto. split. intros z z' z''. elimtype False. apply
H1. exists z. split. auto. intro z'''. rewrite<-z''. apply g'. auto.
(**)
exists(fun i=>proj1_sig(Q i)). intros c c'. exists(g c c'). elim(proj2_sig(Q(g
c c'))). intros H1 H2. elim H2;intros H3 H4. eapply H3. intuition. Qed.
Definition unoin(U:Type)(C:Ensemble(Ensemble U)):=
fun x:U=>exists c,C c/\c x.
(*----------------------------------------------------------------------------- This and the following other two Definitions are the three parts of the definition of what it means to be a sigma-algebra. -----------------------------------------------------------------------------*)
Definition sigalg_0(U:Type)(F:Ensemble(Ensemble U)):=
Inhabited _ F.
Definition sigalg_1(U:Type)(F:Ensemble(Ensemble U)):=
forall A:Ensemble U,F A->F(Complement _ A).
Definition sigalg_2(U:Type)(F:Ensemble(Ensemble U)):=
forall C:Ensemble(Ensemble U),Included _ C F->cntabl _ C
->F(unoin _ C).

(*----------------------------------------------------------------------------- This and the following are simple facts about sigma-algebras: union of two sets from the sigma-algebra is also in the sigma-algebra, and so on. -----------------------------------------------------------------------------*)
Lemma sigalg_P0:
forall(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F),
forall A B:Ensemble U,F A->F B->F(Union _ A B).