-- Module: Mathlib.MeasureTheory.Measure.Haar.Unique
Goal:
G : Type u_1
inst : TopologicalSpace G
inst_1 : Group G
inst_2 : IsTopologicalGroup G
inst_3 : MeasurableSpace G
inst_4 : BorelSpace G
μ ν : Measure G
inst_5 : IsFiniteMeasureOnCompacts μ
inst_6 : IsFiniteMeasureOnCompacts ν
inst_7 : μ.IsMulLeftInvariant
inst_8 : ν.IsMulRightInvariant
inst_9 : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous[inst, _] f
h'f : HasCompactSupport f
hg : Continuous[inst, _] g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun (x : G) ↦ ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous[inst, _] D
D_pos : ∀ (x : G), 0 < D x
f₁ : Eq (α := ℝ) (∫ (x : G), f x ∂μ) (∫ (x : G), f x * (D x)⁻¹ * D x ∂μ)
f₂ : Eq (α := ℝ) (∫ (x : G), f x * (D x)⁻¹ * D x ∂μ) (∫ (x : G), ∫ (y : G), f x * (D x)⁻¹ * g (y⁻¹ * x) ∂ν ∂μ)
f₃ :
  Eq (α := ℝ) (∫ (x : G), ∫ (y : G), f x * (D x)⁻¹ * g (y⁻¹ * x) ∂ν ∂μ)
    (∫ (y : G), ∫ (x : G), f x * (D x)⁻¹ * g (y⁻¹ * x) ∂μ ∂ν)
f₄ :
  Eq (α := ℝ) (∫ (y : G), ∫ (x : G), f x * (D x)⁻¹ * g (y⁻¹ * x) ∂μ ∂ν)
    (∫ (y : G), ∫ (x : G), f (y * x) * (D (y * x))⁻¹ * g x ∂μ ∂ν)
f₅ :
  Eq (α := ℝ) (∫ (y : G), ∫ (x : G), f (y * x) * (D (y * x))⁻¹ * g x ∂μ ∂ν)
    (∫ (x : G), ∫ (y : G), f (y * x) * (D (y * x))⁻¹ * g x ∂ν ∂μ)
f₆ :
  Eq (α := ℝ) (∫ (x : G), ∫ (y : G), f (y * x) * (D (y * x))⁻¹ * g x ∂ν ∂μ)
    (∫ (x : G), (∫ (y : G), f y * (D y)⁻¹ ∂ν) * g x ∂μ)
⊢ ∫ (x : G), f x ∂μ = HMul.hMul (α := ℝ) (∫ (y : G), f y * (∫ (z : G), g (z⁻¹ * y) ∂ν)⁻¹ ∂ν) (∫ (x : G), g x ∂μ)

Tactic:
calc
  ∫ x, f x ∂μ = ∫ x, f x * (D x)⁻¹ * D x ∂μ := by
    congr with x; rw [mul_assoc, inv_mul_cancel₀ (D_pos x).ne', mul_one]
  _ = ∫ x, (∫ y, f x * (D x)⁻¹ * g (y⁻¹ * x) ∂ν) ∂μ := by simp_rw [D, integral_const_mul]
  _ = ∫ y, (∫ x, f x * (D x)⁻¹ * g (y⁻¹ * x) ∂μ) ∂ν := by
      apply integral_integral_swap_of_hasCompactSupport
      · apply Continuous.mul
        · exact (hf.comp continuous_fst).mul
            ((D_cont.comp continuous_fst).inv₀ (fun x ↦ (D_pos _).ne'))
        · exact hg.comp (continuous_snd.inv.mul continuous_fst)
      · let K := tsupport f
        have K_comp : IsCompact K := h'f
        let L := tsupport g
        have L_comp : IsCompact L := h'g
        let M := (fun (p : G × G) ↦ p.1 * p.2⁻¹) '' (K ×ˢ L)
        have M_comp : IsCompact M :=
          (K_comp.prod L_comp).image (continuous_fst.mul continuous_snd.inv)
        have M'_comp : IsCompact (closure M) := M_comp.closure
        have : ∀ (p : G × G), p ∉ K ×ˢ closure M → f p.1 * (D p.1)⁻¹ * g (p.2⁻¹ * p.1) = 0 := by
          rintro ⟨x, y⟩ hxy
          by_cases H : x ∈ K; swap
          · simp [image_eq_zero_of_notMem_tsupport H]
          have : g (y⁻¹ * x) = 0 := by
            apply image_eq_zero_of_notMem_tsupport
            contrapose hxy
            simp only [mem_prod, H, true_and]
            apply subset_closure
            simp only [M, mem_image, mem_prod, Prod.exists]
            exact ⟨x, y⁻¹ * x, ⟨H, hxy⟩, by group⟩
          simp [this]
        apply HasCompactSupport.intro' (K_comp.prod M'_comp) ?_ this
        exact (isClosed_tsupport f).prod isClosed_closure
  _ = ∫ y, (∫ x, f (y * x) * (D (y * x))⁻¹ * g x ∂μ) ∂ν := by
      congr with y
      rw [← integral_mul_left_eq_self _ y]
      simp
  _ = ∫ x, (∫ y, f (y * x) * (D (y * x))⁻¹ * g x ∂ν) ∂μ := by
      apply (integral_integral_swap_of_hasCompactSupport _ _).symm
      · apply Continuous.mul ?_ (hg.comp continuous_fst)
        exact (hf.comp (continuous_snd.mul continuous_fst)).mul
          ((D_cont.comp (continuous_snd.mul continuous_fst)).inv₀ (fun x ↦ (D_pos _).ne'))
      · let K := tsupport f
        have K_comp : IsCompact K := h'f
        let L := tsupport g
        have L_comp : IsCompact L := h'g
        let M := (fun (p : G × G) ↦ p.1 * p.2⁻¹) '' (K ×ˢ L)
        have M_comp : IsCompact M :=
          (K_comp.prod L_comp).image (continuous_fst.mul continuous_snd.inv)
        have M'_comp : IsCompact (closure M) := M_comp.closure
        have : ∀ (p : G × G), p ∉ L ×ˢ closure M →
            f (p.2 * p.1) * (D (p.2 * p.1))⁻¹ * g p.1 = 0 := by
          rintro ⟨x, y⟩ hxy
          by_cases H : x ∈ L; swap
          · simp [image_eq_zero_of_notMem_tsupport H]
          have : f (y * x) = 0 := by
            apply image_eq_zero_of_notMem_tsupport
            contrapose hxy
            simp only [mem_prod, H, true_and]
            apply subset_closure
            simp only [M, mem_image, mem_prod, Prod.exists]
            exact ⟨y * x, x, ⟨hxy, H⟩, by group⟩
          simp [this]
        apply HasCompactSupport.intro' (L_comp.prod M'_comp) ?_ this
        exact (isClosed_tsupport g).prod isClosed_closure
  _ = ∫ x, (∫ y, f y * (D y)⁻¹ ∂ν) * g x ∂μ := by
      simp_rw [integral_mul_const]
      congr with x
      conv_rhs => rw [← integral_mul_right_eq_self _ x]
  _ = (∫ y, f y * (D y)⁻¹ ∂ν) * ∫ x, g x ∂μ := integral_const_mul _ _

Premises used: HMul.hMul, MeasureTheory.integral_const_mul, Inv.inv, MeasureTheory.integral