-- Lean 4 proof step from Mathlib.Probability.Kernel.Composition.IntegralCompProd (goal)
Goal:
α : Type u_1
β : Type u_2
γ : Type u_3
E : Type u_4
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst : NormedAddCommGroup E
a : α
κ : Kernel α β
inst_1 : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst_2 : IsSFiniteKernel η
inst_3 : NormedSpace ℝ E
f_1 : β × γ → E
hE : CompleteSpace E
f g : β × γ → E
h : Disjoint (support f) (support g)
i_f : @Integrable _ _ _ _ Prod.instMeasurableSpace f ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a)
i_g : @Integrable _ _ _ _ Prod.instMeasurableSpace g ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a)
hf :
  Eq.{u_4 + 1} (α := E)
    (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (z : β × γ) ↦ f z)
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ f (x, y))
hg :
  Eq.{u_4 + 1} (α := E)
    (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (z : β × γ) ↦ g z)
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ g (x, y))
pos :
  HAdd.hAdd (α := E)
      (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (a : β × γ) ↦ f a)
      (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (a : β × γ) ↦ g a) =
    @integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ (f + g) (x, y)
pos₁ :
  HAdd.hAdd (α := E)
      (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (a : β × γ) ↦ f a)
      (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (a : β × γ) ↦ g a) =
    HAdd.hAdd (α := E)
      (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
        @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ f (x, y))
      (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
        @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ g (x, y))
⊢ Eq.{u_4 + 1} (α := E)
    (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (z : β × γ) ↦ (f + g) z)
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ (f + g) (x, y))
have pos₂ : HAdd.hAdd (α := E)
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ f (x, y))
    (@integral _ _ _ _ Prod.instMeasurableSpace ((κ ⊗ₖ η : (a : α) → Measure (β × γ)) a) fun (a : β × γ) ↦ g a) =
  HAdd.hAdd (α := E)
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ f (x, y))
    (@integral _ _ _ _ mβ ((κ : (a : α) → Measure β) a) fun (x : β) ↦
      @integral _ _ _ _ mγ ((η : (a : α × β) → Measure γ) (a, x)) fun (y : γ) ↦ g (x, y))
Tactic: simp_rw [integral_add' i_f i_g, Kernel.integral_integral_add' i_f i_g, hf, hg]