(**)
intros U F F' F'' F''' f f' f'' a a'. rewrite<-(msurable_P0 _ a f). set(P:=fun
i=>fun x=>(a<=f x<=a+INR i)%R). set(C:=fun A=>exists i,P i=A). assert(H:unoin _
C=fun x=>exists i,P i x%R). apply(Extensionality_Ensembles U). split. red.
intros x H. elim H. intros c H1. elim H1. intros H2 H3. elim H2. intros i H4.
red. exists i. rewrite<-H4 in H3. auto. red. intros x H. elim H. intros i H1.
red;red. exists(P i). split. exists i. auto. auto.
(**)
unfold P in H. rewrite<-H. apply F'''. intros c c'. elim c'. intros i i'.
rewrite<-i'. apply f'' with(D:=fun x=>(a<=x<=a+INR i)%R). apply borl_1. apply
borl_0. apply compact_P2. apply compact_P3. red. exists P. intuition. Qed.
Definition msur_0
(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F)(u:forall A,F A->R):=
u(Empty_set _)(sigalg_P1 U F F' F'' F''')=0%R.
(*----------------------------------------------------------------------------- Countable additivity.  C is the countable collection, g is again the injective proof-irrelevant serial number mapping, and us is a list of the measures of the sets in the collection (sprinkled with zeroes throughout). ------------------------------------------------------------------------------- One note that might be interesting is that even though the hypotheses about 'us' 'force' the measure function u to be compatible when dealing with sets that are actually in C (as opposed to sets in the sigma-algebra F which are not known for sure if they are in C), one cannot generally prove (I think) that the measure function u is compatible from the hypotheses given here.  This was kind of a stumbling block and why I eventually had to add the 'msur_3' axiom below. -----------------------------------------------------------------------------*)
Definition msur_1
(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F)(u:forall A,F A->R):=
forall C:Ensemble(Ensemble U),
forall C1:Included _ C F,
forall C2:forall c cc,C c->C cc->c<>cc->Disjoint _ c cc,
forall g:forall c,C c->nat,
forall g1:forall c c' c'',g c c'=g c c'',
forall g2:forall c cc c' cc',g c c'=g cc cc'->c=cc,
forall us:nat->R,
(forall c c',us(g c c')=u c(C1 _ c'))->
(forall n:nat,(forall c c',n<>g c c')->us n=0%R)->
forall l,infinit_sum us l->l
=u(unoin _ C)(F''' C C1(cntabl_P1 _ _ g g1 g2)).
(*----------------------------------------------------------------------------- probability spaces have measure 1 -----------------------------------------------------------------------------*)
Definition msur_2
(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F)(u:forall A,F A->R):=
u (Full_set U) (sigalg_P3 U F F' F'' F''')=1%R.
Definition msur_3
(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F)(u:forall A,F A->R):=
forall A A' A'',u A A'=u A A''.
Definition simple_0(U:Type)(n:nat)(v:nat->R)(w:nat->Ensemble U)
:=forall i j:nat,i<>j->Disjoint _(w i)(w j).
Definition simple_1(U:Type)(n:nat)(v:nat->R)(w:nat->Ensemble U)
:=forall x:U,exists i:nat,i<n/\w i x.
(*----------------------------------------------------------------------------- the list of range values for a simple function doesnt HAVE to be injective, but i thought itd be nice -----------------------------------------------------------------------------*)
Definition simple_2(U:Type)(n:nat)(v:nat->R)(w:nat->Ensemble U)
:=forall i j:nat,v i=v j->i=j.
Definition simple_3(U:Type)(n:nat)(v:nat->R)(w:nat->Ensemble U)
:=forall i:nat,(v i>=0)%R.
(*----------------------------------------------------------------------------- constructive 'get_index_of'-type function -----------------------------------------------------------------------------*)
Definition simple_P0
(U:Type)(n:nat)(v:nat->R)(w:nat->Ensemble U):simple_0 _ n v w->simple_1 _ n v w
->simple_2 _ n v w->simple_3 _ n v w->
forall x:U,{i:nat|i<n/\w i x/\forall i',w i' x->i'=i}.
(**)
intros S0 S1 S2 S3 x. assert(H:exists!i:nat,i<n/\w i x/\forall i',w i'
x->i'=i). elim(S1 x). intros i H. elim H. intros H1 H2. exists i. split. split.
auto. split. auto. intros i' H3. apply NNPP. unfold not;intro H4. elim(S0 i i')
. intro H5. apply(H5 x). intuition. auto. intuition. apply
constructive_definite_description. auto. Defined.

Lemma simple_P1:
forall(U:Type)(F:Ensemble(Ensemble U))(F':sigalg_0 _ F)(F'':sigalg_1 _ F)(F''':
sigalg_2 _ F)(n:nat)(v:nat->R)(w:nat->Ensemble U)(S0:simple_0 _ n v w)(S1:
simple_1 _ n v w)(S2:simple_2 _ n v w)(S3:simple_3 _ n v w),
msurable _ _ F' F'' F''' (fun x:U=>v(proj1_sig(simple_P0 _ n v w S0 S1 S2 S3 x)
))->forall i:nat,F(w i).