-- Lean 4 proof step from Mathlib.MeasureTheory.Covering.Besicovitch (goal)
Goal:
α : Type u_1
inst : MetricSpace α
inst_1 : SecondCountableTopology α
inst_2 : MeasurableSpace α
inst_3 : OpensMeasurableSpace α
μ : Measure α
inst_4 : IsFiniteMeasure μ
N : ℕ
τ : ℝ
hτ : 1 < τ
hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)
s : Set α
r : α → ℝ
rpos : ∀ x ∈ s, 0 < r x
rle : ∀ x ∈ s, r x ≤ 1
⊢ ∃ (t : Finset α),
    (↑t : Set α) ⊆ s ∧
      (μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ x ∈ t, closedBall x (r x)) ≤
          HMul.hMul (β := ℝ≥0∞) ((↑N : ℝ≥0∞) / HAdd.hAdd (α := ℝ≥0∞) (↑N : ℝ≥0∞) 1)
            ((μ : (a : Set α) → ℝ≥0∞) s : ℝ≥0∞) ∧
        (↑t : Set α).PairwiseDisjoint (α := Set α) fun (x : α) ↦ closedBall x (r x)
have inl : ∀ (hμs : LE.le (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) s : ℝ≥0∞) (0 : ℝ≥0∞)),
  ∃ (t : Finset α),
    (↑t : Set α) ⊆ s ∧
      (μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ x ∈ t, closedBall x (r x)) ≤
          HMul.hMul (β := ℝ≥0∞) ((↑N : ℝ≥0∞) / HAdd.hAdd (α := ℝ≥0∞) (↑N : ℝ≥0∞) 1)
            ((μ : (a : Set α) → ℝ≥0∞) s : ℝ≥0∞) ∧
        (↑t : Set α).PairwiseDisjoint (α := Set α) fun (x : α) ↦ closedBall x (r x)
Tactic: classical
  -- exclude the trivial case where `μ s = 0`.
  rcases le_or_gt (μ s) 0 with (hμs | hμs)
  · have : μ s = 0 := le_bot_iff.1 hμs
    refine ⟨∅, by simp only [Finset.coe_empty, empty_subset], ?_, ?_⟩
    · simp only [this, Finset.notMem_empty, diff_empty, iUnion_false, iUnion_empty,
        nonpos_iff_eq_zero, mul_zero]
    · simp only [Finset.coe_empty, pairwiseDisjoint_empty]
  cases isEmpty_or_nonempty α
  · simp only [eq_empty_of_isEmpty s, measure_empty] at hμs
    exact (lt_irrefl _ hμs).elim
  have Npos : N ≠ 0 := by
    rintro rfl
    inhabit α
    exact not_isEmpty_of_nonempty _ hN
  -- introduce a measurable superset `o` with the same measure, for measure computations
  obtain ⟨o, so, omeas, μo⟩ : ∃ o : Set α, s ⊆ o ∧ MeasurableSet o ∧ μ o = μ s :=
    exists_measurable_superset μ s
  /- We will apply the topological Besicovitch theorem, giving `N` disjoint subfamilies of balls
    covering `s`. Among these, one of them covers a proportion at least `1/N` of `s`. A large
    enough finite subfamily will then cover a proportion at least `1/(N+1)`. -/
  let a : BallPackage s α :=
    { c := fun x => x
      r := fun x => r x
      rpos := fun x => rpos x x.2
      r_bound := 1
      r_le := fun x => rle x x.2 }
  rcases exist_disjoint_covering_families hτ hN a with ⟨u, hu, hu'⟩
  have u_count : ∀ i, (u i).Countable := by
    intro i
    refine (hu i).countable_of_nonempty_interior fun j _ => ?_
    have : (ball (j : α) (r j)).Nonempty := nonempty_ball.2 (a.rpos _)
    exact this.mono ball_subset_interior_closedBall
  let v : Fin N → Set α := fun i => ⋃ (x : s) (_ : x ∈ u i), closedBall x (r x)
  have A : s = ⋃ i : Fin N, s ∩ v i := by
    refine Subset.antisymm ?_ (iUnion_subset fun i => inter_subset_left)
    intro x hx
    obtain ⟨i, y, hxy, h'⟩ :
        ∃ (i : Fin N) (i_1 : ↥s), i_1 ∈ u i ∧ x ∈ ball (↑i_1) (r ↑i_1) := by
      have : x ∈ range a.c := by simpa only [a, Subtype.range_coe_subtype, setOf_mem_eq]
      simpa only [mem_iUnion, bex_def] using hu' this
    refine mem_iUnion.2 ⟨i, ⟨hx, ?_⟩⟩
    simp only [v, exists_prop, mem_iUnion, SetCoe.exists, exists_and_right]
    exact ⟨y, ⟨y.2, by simpa only [Subtype.coe_eta]⟩, ball_subset_closedBall h'⟩
  have S : ∑ _i : Fin N, μ s / N ≤ ∑ i, μ (s ∩ v i) :=
    calc
      ∑ _i : Fin N, μ s / N = μ s := by
        simp only [Finset.card_fin, Finset.sum_const, nsmul_eq_mul]
        rw [ENNReal.mul_div_cancel]
        · simp only [Npos, Ne, Nat.cast_eq_zero, not_false_iff]
        · finiteness
      _ ≤ ∑ i, μ (s ∩ v i) := by
        conv_lhs => rw [A]
        apply measure_iUnion_fintype_le
  -- choose an index `i` of a subfamily covering at least a proportion `1/N` of `s`.
  obtain ⟨i, -, hi⟩ : ∃ (i : Fin N), i ∈ Finset.univ ∧ μ s / N ≤ μ (s ∩ v i) := by
    apply ENNReal.exists_le_of_sum_le _ S
    exact ⟨⟨0, bot_lt_iff_ne_bot.2 Npos⟩, Finset.mem_univ _⟩
  replace hi : μ s / (N + 1) < μ (s ∩ v i) := by
    apply lt_of_lt_of_le _ hi
    apply (ENNReal.mul_lt_mul_iff_right hμs.ne' (by finiteness)).2
    rw [ENNReal.inv_lt_inv]
    conv_lhs => rw [← add_zero (N : ℝ≥0∞)]
    exact ENNReal.add_lt_add_left (by finiteness) zero_lt_one
  have B : μ (o ∩ v i) = ∑' x : u i, μ (o ∩ closedBall x (r x)) := by
    have : o ∩ v i = ⋃ (x : s) (_ : x ∈ u i), o ∩ closedBall x (r x) := by
      simp only [v, inter_iUnion]
    rw [this, measure_biUnion (u_count i)]
    · exact (hu i).mono fun k => inter_subset_right
    · exact fun b _ => omeas.inter measurableSet_closedBall
  -- A large enough finite subfamily of `u i` will also cover a proportion `> 1/(N+1)` of `s`.
  -- Since `s` might not be measurable, we express this in terms of the measurable superset `o`.
  obtain ⟨w, hw⟩ :
    ∃ w : Finset (u i), μ s / (N + 1) <
      ∑ x ∈ w, μ (o ∩ closedBall (x : α) (r (x : α))) := by
    have C : HasSum (fun x : u i => μ (o ∩ closedBall x (r x))) (μ (o ∩ v i)) := by
      rw [B]; exact ENNReal.summable.hasSum
    have : μ s / (N + 1) < μ (o ∩ v i) := hi.trans_le (measure_mono (inter_subset_inter_left _ so))
    exact ((tendsto_order.1 C).1 _ this).exists
  -- Bring back the finset `w i` of `↑(u i)` to a finset of `α`, and check that it works by design.
  refine ⟨Finset.image (fun x : u i => x) w, ?_, ?_, ?_⟩
  -- show that the finset is included in `s`.
  · simp only [image_subset_iff, Finset.coe_image]
    intro y _
    simp only [Subtype.coe_prop, mem_preimage]
  -- show that it covers a large enough proportion of `s`. For measure computations, we do not
  -- use `s` (which might not be measurable), but its measurable superset `o`. Since their measures
  -- are the same, this does not spoil the estimates
  · suffices H : μ (o \ ⋃ x ∈ w, closedBall (↑x) (r ↑x)) ≤ N / (N + 1) * μ s by
      rw [Finset.set_biUnion_finset_image]
      exact le_trans (measure_mono (diff_subset_diff so (Subset.refl _))) H
    rw [← diff_inter_self_eq_diff,
      measure_diff_le_iff_le_add _ inter_subset_right (by finiteness)]
    swap
    · exact .inter
        (w.nullMeasurableSet_biUnion fun _ _ ↦ measurableSet_closedBall.nullMeasurableSet)
        omeas.nullMeasurableSet
    calc
      μ o = 1 / (N + 1) * μ s + N / (N + 1) * μ s := by
        rw [μo, ← add_mul, ENNReal.div_add_div_same, add_comm, ENNReal.div_self, one_mul] <;> simp
      _ ≤ μ ((⋃ x ∈ w, closedBall (↑x) (r ↑x)) ∩ o) + N / (N + 1) * μ s := by
        gcongr
        rw [one_div, mul_comm, ← div_eq_mul_inv]
        apply hw.le.trans (le_of_eq _)
        rw [← Finset.set_biUnion_coe, inter_comm _ o, inter_iUnion₂, Finset.set_biUnion_coe,
          measure_biUnion_finset]
        · have : (w : Set (u i)).PairwiseDisjoint
              fun b : u i => closedBall (b : α) (r (b : α)) := by
            intro k _ l _ hkl; exact hu i k.2 l.2 (Subtype.val_injective.ne hkl)
          exact this.mono fun k => inter_subset_right
        · intro b _
          apply omeas.inter measurableSet_closedBall
  -- show that the balls are disjoint
  · intro k hk l hl hkl
    obtain ⟨k', _, rfl⟩ : ∃ k' : u i, k' ∈ w ∧ ↑k' = k := by
      simpa only [mem_image, Finset.mem_coe, Finset.coe_image] using hk
    obtain ⟨l', _, rfl⟩ : ∃ l' : u i, l' ∈ w ∧ ↑l' = l := by
      simpa only [mem_image, Finset.mem_coe, Finset.coe_image] using hl
    have k'nel' : (k' : s) ≠ l' := by intro h; rw [h] at hkl; exact hkl rfl
    exact hu i k'.2 l'.2 k'nel'