Hi Qasim,

in this proof the induct method implicitly applies the rule
"borel_measurable_induct", which does induction on the construction of
Borel-measurable functions by indicator function, addition, constant
multiplication, countable supremum and congruence. 

This induction rule is derived from:
  borel_measurable_implies_simple_function_sequence
which is Theorem 16 in Tareks 2010 paper. I don't know its HOL4 name.

The traditional way in measure theory is to show that the integral
equality for density holds for simple functions and then reduces the
problem for Borel-measurable function to a sequence of simple functions.
The induction rule allows us to do this in one proof. 

The induction rule is also described in Section 2.4.3 of my thesis:
  http://home.in.tum.de/~hoelzl/documents/hoelzl2012thesis.pdf

 - Johannes


Am Freitag, den 22.05.2015, 22:13 -0400 schrieb Muhammad Qasim:
> Hello Everyone,
> 
> A theorem named nn_integral_density' in  
> Nonnegative_Lebesgue_Integration theory of isabelle. They used induct  
> to prove it. When applied induct 5 cases where returned. Does someone  
> know of an alternative in HOL4 ?
> 
> I am trying to prove the same theorem in HOL4 i.e.,
> 
> `!f g M.
>    f IN measurable (m_space M,measurable_sets M) Borel /\
>    (?x. x IN m_space M /\ 0 <= f x) /\
>    g IN measurable (m_space M,measurable_sets M) Borel /\
>    (!x. 0 <= g x) ==>
>    (pos_fn_integral
>       (m_space M,measurable_sets M,
>        (\A.
>           if A IN measurable_sets M then
>             pos_fn_integral M (\x. f x * indicator_fn A x)
>           else 0)) g =
>     pos_fn_integral M (\x. f x * g x))`
> 
> Below is a link to the theory.
> 
> http://isabelle.in.tum.de/dist/library/HOL/HOL-Probability/Nonnegative_Lebesgue_Integration.html
> 
> Best Regards
> 
> Qasim
> 
> 
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