Theorem: MeasureTheory.integral_mul_upcrossingsBefore_le_integral
File: Mathlib/Probability/Martingale/Upcrossing.lean

tactic: rw [← integral_mul_left]
state_before: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ (b - a) * ∫ (x : Ω), ↑(upcrossingsBefore a b f N x) ∂μ ≤
    ∫ (x : Ω), (∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)) x ∂μ
state_after: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ ∫ (a_1 : Ω), (b - a) * ↑(upcrossingsBefore a b f N a_1) ∂μ ≤
    ∫ (x : Ω), (∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)) x ∂μ

tactic: refine integral_mono_of_nonneg ?_ ((hf.sum_upcrossingStrat_mul a b N).integrable N) ?_
state_before: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ ∫ (a_1 : Ω), (b - a) * ↑(upcrossingsBefore a b f N a_1) ∂μ ≤
    ∫ (x : Ω), (∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)) x ∂μ
state_after: case refine_1
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ 0 ≤ᶠ[ae μ] fun a_1 => (b - a) * ↑(upcrossingsBefore a b f N a_1)

case refine_2
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ (fun a_1 => (b - a) * ↑(upcrossingsBefore a b f N a_1)) ≤ᶠ[ae μ]
    ∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)

tactic: exact eventually_of_forall fun ω => mul_nonneg (sub_nonneg.2 hab.le) (Nat.cast_nonneg _)
state_before: case refine_1
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ 0 ≤ᶠ[ae μ] fun a_1 => (b - a) * ↑(upcrossingsBefore a b f N a_1)
state_after: no goals

tactic: filter_upwards with ω
state_before: case refine_2
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
⊢ (fun a_1 => (b - a) * ↑(upcrossingsBefore a b f N a_1)) ≤ᶠ[ae μ]
    ∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)
state_after: case refine_2.h
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω✝ : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
ω : Ω
⊢ (b - a) * ↑(upcrossingsBefore a b f N ω) ≤ (∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)) ω

tactic: simpa using mul_upcrossingsBefore_le (hfN ω) hab
state_before: case refine_2.h
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
a b : ℝ
f : ℕ → Ω → ℝ
N n m : ℕ
ω✝ : Ω
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hfN : ∀ (ω : Ω), a ≤ f N ω
hfzero : 0 ≤ f 0
hab : a < b
ω : Ω
⊢ (b - a) * ↑(upcrossingsBefore a b f N ω) ≤ (∑ k ∈ Finset.range N, upcrossingStrat a b f N k * (f (k + 1) - f k)) ω
state_after: no goals