-- Mathlib/MeasureTheory/Decomposition/Lebesgue.lean
theorem haveLebesgueDecomposition_of_finiteMeasure [IsFiniteMeasure μ] [IsFiniteMeasure ν] :
    HaveLebesgueDecomposition μ ν where
  lebesgue_decomposition

Proof state:
case refine_4.refine_2
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
this :
  Filter.Tendsto (fun n => ∫⁻ (x : α), (⨆ k, ⨆ (_ : k ≤ n), f k) x ∂ν) Filter.atTop
    (nhds (∫⁻ (x : α), (⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k) x ∂ν))
n : ℕ
⊢ ∫⁻ (x : α), (⨆ k, ⨆ (_ : k ≤ n), f k) x ∂ν ≤ sSup (measurableLEEval ν μ)

Tactic:
exact le_sSup ⟨⨆ (k : ℕ) (_ : k ≤ n), f k, iSup_mem_measurableLE' _ hf₁ _, rfl⟩

Result:
no goals

Proof state:
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ₁ : sSup (measurableLEEval ν μ) = ∫⁻ (a : α), ξ a ∂ν
hξm : Measurable ξ
hξle : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A, ξ a ∂ν ≤ μ A
hle : ν.withDensity ξ ≤ μ
this✝ : IsFiniteMeasure (ν.withDensity ξ)
μ₁ : Measure α := μ - ν.withDensity ξ
hμ₁ : μ₁ = μ - ν.withDensity ξ
h : ¬(μ₁, ξ).1 ⟂ₘ ν
ε : ℝ≥0
hε₁ : 0 < ε
E : Set α
hE₁ : MeasurableSet E
hE₂ : 0 < ν E
hE₃ : ∀ (A : Set α), MeasurableSet A → ↑ε * ν (A ∩ E) ≤ (μ - ν.withDensity ξ) (A ∩ E)
hε₂ : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A ∩ E, ↑ε + ξ a ∂ν ≤ μ (A ∩ E)
A : Set α
hA : MeasurableSet A
this :
  ∫⁻ (a : α) in A, (ξ + E.indicator fun x => ↑ε) a ∂ν = ∫⁻ (a : α) in A ∩ E, ↑ε + ξ a ∂ν + ∫⁻ (a : α) in A \ E, ξ a ∂ν
⊢ ∫⁻ (a : α) in A ∩ E, ↑ε + ξ a ∂ν + ∫⁻ (a : α) in A \ E, ξ a ∂ν ≤ μ (A ∩ E) + μ (A \ E)

Tactic:
exact add_le_add (hε₂ A hA) (hξle (A \ E) (hA.diff hE₁))

Result:
no goals

Proof state:
case refine_1.intro.intro.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ₁ : sSup (measurableLEEval ν μ) = ∫⁻ (a : α), ξ a ∂ν
hξm : Measurable ξ
hξle : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A, ξ a ∂ν ≤ μ A
hle : ν.withDensity ξ ≤ μ
this✝ : IsFiniteMeasure (ν.withDensity ξ)
μ₁ : Measure α := μ - ν.withDensity ξ
hμ₁ : μ₁ = μ - ν.withDensity ξ
h : ¬(μ₁, ξ).1 ⟂ₘ ν
ε : ℝ≥0
hε₁ : 0 < ε
E : Set α
hE₁ : MeasurableSet E
hE₂ : 0 < ν E
hE₃ : ∀ (A : Set α), MeasurableSet A → ↑ε * ν (A ∩ E) ≤ (μ - ν.withDensity ξ) (A ∩ E)
hε₂ : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A ∩ E, ↑ε + ξ a ∂ν ≤ μ (A ∩ E)
hξε : (ξ + E.indicator fun x => ↑ε) ∈ measurableLE ν μ
this : ∫⁻ (a : α), ξ a + E.indicator (fun x => ↑ε) a ∂ν ≤ sSup (measurableLEEval ν μ)
⊢ sSup (measurableLEEval ν μ) < ∫⁻ (a : α), ξ a + E.indicator (fun x => ↑ε) a ∂ν

Tactic:
rw [hξ₁, lintegral_add_left hξm, lintegral_indicator hE₁, setLIntegral_const]

Result:
case refine_1.intro.intro.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ₁ : sSup (measurableLEEval ν μ) = ∫⁻ (a : α), ξ a ∂ν
hξm : Measurable ξ
hξle : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A, ξ a ∂ν ≤ μ A
hle : ν.withDensity ξ ≤ μ
this✝ : IsFiniteMeasure (ν.withDensity ξ)
μ₁ : Measure α := μ - ν.withDensity ξ
hμ₁ : μ₁ = μ - ν.withDensity ξ
h : ¬(μ₁, ξ).1 ⟂ₘ ν
ε : ℝ≥0
hε₁ : 0 < ε
E : Set α
hE₁ : MeasurableSet E
hE₂ : 0 < ν E
hE₃ : ∀ (A : Set α), MeasurableSet A → ↑ε * ν (A ∩ E) ≤ (μ - ν.withDensity ξ) (A ∩ E)
hε₂ : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A ∩ E, ↑ε + ξ a ∂ν ≤ μ (A ∩ E)
hξε : (ξ + E.indicator fun x => ↑ε) ∈ measurableLE ν μ
this : ∫⁻ (a : α), ξ a + E.indicator (fun x => ↑ε) a ∂ν ≤ sSup (measurableLEEval ν μ)
⊢ ∫⁻ (a : α), ξ a ∂ν < ∫⁻ (a : α), ξ a ∂ν + ↑ε * ν E

Proof state:
case refine_1.intro.intro.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ₁ : sSup (measurableLEEval ν μ) = ∫⁻ (a : α), ξ a ∂ν
hξm : Measurable ξ
hξle : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A, ξ a ∂ν ≤ μ A
hle : ν.withDensity ξ ≤ μ
this : IsFiniteMeasure (ν.withDensity ξ)
μ₁ : Measure α := μ - ν.withDensity ξ
hμ₁ : μ₁ = μ - ν.withDensity ξ
h : ¬(μ₁, ξ).1 ⟂ₘ ν
ε : ℝ≥0
hε₁ : 0 < ε
E : Set α
hE₁ : MeasurableSet E
hE₂ : 0 < ν E
hE₃ : ∀ (A : Set α), MeasurableSet A → ↑ε * ν (A ∩ E) ≤ μ₁ (A ∩ E)
⊢ False

Tactic:
simp_rw [hμ₁] at hE₃

Result:
case refine_1.intro.intro.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
g : ℕ → ℝ≥0∞
h✝ : Monotone g
hg₂ : Filter.Tendsto g Filter.atTop (nhds (sSup (measurableLEEval ν μ)))
f : ℕ → α → ℝ≥0∞
hf₁ : ∀ (n : ℕ), f n ∈ measurableLE ν μ
hf₂ : ∀ (n : ℕ), (fun f => ∫⁻ (x : α), f x ∂ν) (f n) = g n
ξ : α → ℝ≥0∞ := ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ : ξ = ⨆ n, ⨆ k, ⨆ (_ : k ≤ n), f k
hξ₁ : sSup (measurableLEEval ν μ) = ∫⁻ (a : α), ξ a ∂ν
hξm : Measurable ξ
hξle : ∀ (A : Set α), MeasurableSet A → ∫⁻ (a : α) in A, ξ a ∂ν ≤ μ A
hle : ν.withDensity ξ ≤ μ
this : IsFiniteMeasure (ν.withDensity ξ)
μ₁ : Measure α := μ - ν.withDensity ξ
hμ₁ : μ₁ = μ - ν.withDensity ξ
h : ¬(μ₁, ξ).1 ⟂ₘ ν
ε : ℝ≥0
hε₁ : 0 < ε
E : Set α
hE₁ : MeasurableSet E
hE₂ : 0 < ν E
hE₃ : ∀ (A : Set α), MeasurableSet A → ↑ε * ν (A ∩ E) ≤ (μ - ν.withDensity ξ) (A ∩ E)
⊢ False

Proof state:
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
⊢ ∃ p, Measurable p.2 ∧ p.1 ⟂ₘ ν ∧ μ = p.1 + ν.withDensity p.2

Tactic:
have h := @exists_seq_tendsto_sSup _ _ _ _ _ (measurableLEEval ν μ)
  ⟨0, 0, zero_mem_measurableLE, by simp⟩ (OrderTop.bddAbove _)

Result:
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h :
  ∃ u,
    Monotone u ∧
      Filter.Tendsto u Filter.atTop (nhds (sSup (measurableLEEval ν μ))) ∧ ∀ (n : ℕ), u n ∈ measurableLEEval ν μ
⊢ ∃ p, Measurable p.2 ∧ p.1 ⟂ₘ ν ∧ μ = p.1 + ν.withDensity p.2