-- 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
inst_4 : HasBesicovitchCovering α
μ : Measure α
inst_5 : IsFiniteMeasure μ
f : α → Set ℝ
s : Set α
hf : ∀ x ∈ s, ∀ δ > 0, (f x ∩ Ioo 0 δ).Nonempty
rcases :
  ∀ (N : ℕ) (τ : ℝ) (hτ : 1 < τ) (hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)),
    ∃ (t : Set (α × ℝ)),
      t.Countable ∧
        (∀ p ∈ t, p.1 ∈ s) ∧
          (∀ p ∈ t, p.2 ∈ f p.1) ∧
            Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
              t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
rcases₁ :
  ∀ (N : ℕ) (τ : ℝ) (hτ : 1 < τ) (hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)),
    ∃ (t : Set (α × ℝ)),
      t.Countable ∧
        (∀ p ∈ t, p.1 ∈ s) ∧
          (∀ p ∈ t, p.2 ∈ f p.1) ∧
            Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
              t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
rcases₂ :
  ∀ (N : ℕ) (τ : ℝ) (hτ : 1 < τ) (hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)),
    let P : Finset (α × ℝ) → Prop := fun (t : Finset (α × ℝ)) ↦
      ((↑t : Set (α × ℝ)).PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2) ∧
        (∀ p ∈ t, p.1 ∈ s) ∧ ∀ p ∈ t, p.2 ∈ f p.1;
    ∀
      (this :
        ∀ (t : Finset (α × ℝ)),
          P t →
            ∃ (u : Finset (α × ℝ)),
              t ⊆ u ∧
                P u ∧
                  (μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ u, closedBall p.1 p.2) ≤
                    HMul.hMul (β := ℝ≥0∞) ((↑N : ℝ≥0∞) / HAdd.hAdd (α := ℝ≥0∞) (↑N : ℝ≥0∞) 1)
                      ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞)),
      ∃ (t : Set (α × ℝ)),
        t.Countable ∧
          (∀ p ∈ t, p.1 ∈ s) ∧
            (∀ p ∈ t, p.2 ∈ f p.1) ∧
              Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
                t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
rcases₃ rcases₄ :
  ∀ (N : ℕ) (τ : ℝ) (hτ : 1 < τ) (hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)),
    let P : Finset (α × ℝ) → Prop := fun (t : Finset (α × ℝ)) ↦
      ((↑t : Set (α × ℝ)).PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2) ∧
        (∀ p ∈ t, p.1 ∈ s) ∧ ∀ p ∈ t, p.2 ∈ f p.1;
    ∀ (F : (t : Finset (α × ℝ)) → Finset (α × ℝ))
      (hF :
        ∀ (t : Finset (α × ℝ)),
          P t →
            t ⊆ F t ∧
              P (F t) ∧
                (μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ F t, closedBall p.1 p.2) ≤
                  HMul.hMul (β := ℝ≥0∞) ((↑N : ℝ≥0∞) / HAdd.hAdd (α := ℝ≥0∞) (↑N : ℝ≥0∞) 1)
                    ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞)),
      ∃ (t : Set (α × ℝ)),
        t.Countable ∧
          (∀ p ∈ t, p.1 ∈ s) ∧
            (∀ p ∈ t, p.2 ∈ f p.1) ∧
              Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
                t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
⊢ ∃ (t : Set (α × ℝ)),
    t.Countable ∧
      (∀ p ∈ t, p.1 ∈ s) ∧
        (∀ p ∈ t, p.2 ∈ f p.1) ∧
          Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
            t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
have rcases₅ : ∀ (N : ℕ) (τ : ℝ) (hτ : 1 < τ) (hN : IsEmpty.{u_1 + 1} (SatelliteConfig α N τ)),
  let P : Finset (α × ℝ) → Prop := fun (t : Finset (α × ℝ)) ↦
    ((↑t : Set (α × ℝ)).PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2) ∧
      (∀ p ∈ t, p.1 ∈ s) ∧ ∀ p ∈ t, p.2 ∈ f p.1;
  ∀ (F : (t : Finset (α × ℝ)) → Finset (α × ℝ))
    (hF :
      ∀ (t : Finset (α × ℝ)),
        P t →
          t ⊆ F t ∧
            P (F t) ∧
              (μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ F t, closedBall p.1 p.2) ≤
                HMul.hMul (β := ℝ≥0∞) ((↑N : ℝ≥0∞) / HAdd.hAdd (α := ℝ≥0∞) (↑N : ℝ≥0∞) 1)
                  ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞)),
    let u : (n : ℕ) → Finset (α × ℝ) := fun (n : ℕ) ↦ F^[n] ∅;
    ∀ (u_succ : ∀ (n : ℕ), u n.succ = F (u n)),
      ∃ (t : Set (α × ℝ)),
        t.Countable ∧
          (∀ p ∈ t, p.1 ∈ s) ∧
            (∀ p ∈ t, p.2 ∈ f p.1) ∧
              Eq (α := ℝ≥0∞) ((μ : (a : Set α) → ℝ≥0∞) (s \ ⋃ p ∈ t, closedBall p.1 p.2) : ℝ≥0∞) (0 : ℝ≥0∞) ∧
                t.PairwiseDisjoint (α := Set α) fun (p : α × ℝ) ↦ closedBall p.1 p.2
Tactic: classical
  rcases HasBesicovitchCovering.no_satelliteConfig (α := α) with ⟨N, τ, hτ, hN⟩
  /- Introduce a property `P` on finsets saying that we have a nice disjoint covering of a
      subset of `s` by admissible balls. -/
  let P : Finset (α × ℝ) → Prop := fun t =>
    ((t : Set (α × ℝ)).PairwiseDisjoint fun p => closedBall p.1 p.2) ∧
      (∀ p : α × ℝ, p ∈ t → p.1 ∈ s) ∧ ∀ p : α × ℝ, p ∈ t → p.2 ∈ f p.1
  /- Given a finite good covering of a subset `s`, one can find a larger finite good covering,
    covering additionally a proportion at least `1/(N+1)` of leftover points. This follows from
    `exist_finset_disjoint_balls_large_measure` applied to balls not intersecting the initial
    covering. -/
  have :
      ∀ t : Finset (α × ℝ), P t → ∃ u : Finset (α × ℝ), t ⊆ u ∧ P u ∧
        μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ u), closedBall p.1 p.2) ≤
          N / (N + 1) * μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ t), closedBall p.1 p.2) := by
    intro t ht
    set B := ⋃ (p : α × ℝ) (_ : p ∈ t), closedBall p.1 p.2 with hB
    have B_closed : IsClosed B := isClosed_biUnion_finset fun i _ => isClosed_closedBall
    set s' := s \ B
    have : ∀ x ∈ s', ∃ r ∈ f x ∩ Ioo 0 1, Disjoint B (closedBall x r) := by
      intro x hx
      have xs : x ∈ s := ((mem_diff x).1 hx).1
      rcases eq_empty_or_nonempty B with (hB | hB)
      · rcases hf x xs 1 zero_lt_one with ⟨r, hr, h'r⟩
        exact ⟨r, ⟨hr, h'r⟩, by simp only [hB, empty_disjoint]⟩
      · let r := infDist x B
        have : 0 < min r 1 :=
          lt_min ((B_closed.notMem_iff_infDist_pos hB).1 ((mem_diff x).1 hx).2) zero_lt_one
        rcases hf x xs _ this with ⟨r, hr, h'r⟩
        refine ⟨r, ⟨hr, ⟨h'r.1, h'r.2.trans_le (min_le_right _ _)⟩⟩, ?_⟩
        rw [disjoint_comm]
        exact disjoint_closedBall_of_lt_infDist (h'r.2.trans_le (min_le_left _ _))
    choose! r hr using this
    obtain ⟨v, vs', hμv, hv⟩ :
      ∃ v : Finset α,
        ↑v ⊆ s' ∧
          μ (s' \ ⋃ x ∈ v, closedBall x (r x)) ≤ N / (N + 1) * μ s' ∧
            (v : Set α).PairwiseDisjoint fun x : α => closedBall x (r x) :=
      haveI rI : ∀ x ∈ s', r x ∈ Ioo (0 : ℝ) 1 := fun x hx => (hr x hx).1.2
      exist_finset_disjoint_balls_large_measure μ hτ hN s' r (fun x hx => (rI x hx).1) fun x hx =>
        (rI x hx).2.le
    refine ⟨t ∪ Finset.image (fun x => (x, r x)) v, Finset.subset_union_left, ⟨?_, ?_, ?_⟩, ?_⟩
    · simp only [Finset.coe_union, pairwiseDisjoint_union, ht.1, true_and, Finset.coe_image]
      constructor
      · intro p hp q hq hpq
        rcases (mem_image _ _ _).1 hp with ⟨p', p'v, rfl⟩
        rcases (mem_image _ _ _).1 hq with ⟨q', q'v, rfl⟩
        refine hv p'v q'v fun hp'q' => ?_
        rw [hp'q'] at hpq
        exact hpq rfl
      · intro p hp q hq hpq
        rcases (mem_image _ _ _).1 hq with ⟨q', q'v, rfl⟩
        apply disjoint_of_subset_left _ (hr q' (vs' q'v)).2
        rw [hB, ← Finset.set_biUnion_coe]
        exact subset_biUnion_of_mem (u := fun x : α × ℝ => closedBall x.1 x.2) hp
    · intro p hp
      rcases Finset.mem_union.1 hp with (h'p | h'p)
      · exact ht.2.1 p h'p
      · rcases Finset.mem_image.1 h'p with ⟨p', p'v, rfl⟩
        exact ((mem_diff _).1 (vs' (Finset.mem_coe.2 p'v))).1
    · intro p hp
      rcases Finset.mem_union.1 hp with (h'p | h'p)
      · exact ht.2.2 p h'p
      · rcases Finset.mem_image.1 h'p with ⟨p', p'v, rfl⟩
        exact (hr p' (vs' p'v)).1.1
    · convert! hμv using 2
      rw [Finset.set_biUnion_union, ← diff_diff, Finset.set_biUnion_finset_image]
  /- Define `F` associating to a finite good covering the above enlarged good covering, covering
    a proportion `1/(N+1)` of leftover points. Iterating `F`, one will get larger and larger good
    coverings, missing in the end only a measure-zero set. -/
  choose! F hF using this
  let u n := F^[n] ∅
  have u_succ : ∀ n : ℕ, u n.succ = F (u n) := fun n => by
    simp only [u, Function.comp_apply, Function.iterate_succ']
  have Pu : ∀ n, P (u n) := by
    intro n
    induction n with
    | zero =>
      simp only [P, u, Prod.forall, id, Function.iterate_zero]
      simp only [Finset.notMem_empty, IsEmpty.forall_iff, Finset.coe_empty, forall₂_true_iff,
        and_self_iff, pairwiseDisjoint_empty]
    | succ n IH =>
      rw [u_succ]
      exact (hF (u n) IH).2.1
  refine ⟨⋃ n, u n, countable_iUnion fun n => (u n).countable_toSet, ?_, ?_, ?_, ?_⟩
  · intro p hp
    rcases mem_iUnion.1 hp with ⟨n, hn⟩
    exact (Pu n).2.1 p (Finset.mem_coe.1 hn)
  · intro p hp
    rcases mem_iUnion.1 hp with ⟨n, hn⟩
    exact (Pu n).2.2 p (Finset.mem_coe.1 hn)
  · have A :
      ∀ n,
        μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ ⋃ n : ℕ, (u n : Set (α × ℝ))), closedBall p.fst p.snd) ≤
          μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ u n), closedBall p.fst p.snd) := by
      intro n
      gcongr μ (s \ ?_)
      exact biUnion_subset_biUnion_left (subset_iUnion (fun i => (u i : Set (α × ℝ))) n)
    have B :
        ∀ n, μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ u n), closedBall p.fst p.snd) ≤
          (N / (N + 1) : ℝ≥0∞) ^ n * μ s := fun n ↦ by
      induction n with
      | zero =>
        simp only [u, le_refl, diff_empty, one_mul, iUnion_false, iUnion_empty, pow_zero,
          Function.iterate_zero, id, Finset.notMem_empty]
      | succ n IH =>
        calc
          _ ≤ N / (N + 1) * μ (s \ ⋃ (p : α × ℝ) (_ : p ∈ u n), closedBall p.fst p.snd) := by
            rw [u_succ]; exact (hF (u n) (Pu n)).2.2
          _ ≤ _ := by grw [pow_succ', mul_assoc, IH]
    have C : Tendsto (fun n : ℕ => ((N : ℝ≥0∞) / (N + 1)) ^ n * μ s) atTop (𝓝 (0 * μ s)) := by
      apply ENNReal.Tendsto.mul_const _ (Or.inr (measure_lt_top μ s).ne)
      apply ENNReal.tendsto_pow_atTop_nhds_zero_of_lt_one
      rw [ENNReal.div_lt_iff, one_mul]
      · conv_lhs => rw [← add_zero (N : ℝ≥0∞)]
        exact ENNReal.add_lt_add_left (ENNReal.natCast_ne_top N) zero_lt_one
      · simp
      · left; finiteness
    rw [zero_mul] at C
    apply le_bot_iff.1
    exact le_of_tendsto_of_tendsto' tendsto_const_nhds C fun n => (A n).trans (B n)
  · refine (pairwiseDisjoint_iUnion ?_).2 fun n => (Pu n).1
    apply (monotone_nat_of_le_succ fun n => ?_).directed_le
    rw [← Nat.succ_eq_add_one, u_succ]
    exact (hF (u n) (Pu n)).1