-- Mathlib/MeasureTheory/Integral/Prod.lean
theorem MeasureTheory.StronglyMeasurable.integral_prod_right [SFinite ν] ⦃f : α → β → E⦄
    (hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂ν

Proof state:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) ν
n : ℕ
⊢ ∀ᵐ (a : β) ∂ν, ‖(s' n x) a‖ ≤ ((fun a => ‖f x a‖) + fun a => ‖f x a‖) a

Tactic:
filter_upwards with y

Result:
case h
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) ν
n : ℕ
y : β
⊢ ‖(s' n x) y‖ ≤ ((fun a => ‖f x a‖) + fun a => ‖f x a‖) y

Proof state:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
n : ℕ
⊢ StronglyMeasurable fun x => SimpleFunc.integral ν (s' n x)

Tactic:
have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
  intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
  simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩

Result:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
n : ℕ
this : ∀ (x : α), Finset.filter (fun x => x ≠ 0) (s' n x).range ⊆ (s n).range
⊢ StronglyMeasurable fun x => SimpleFunc.integral ν (s' n x)

Proof state:
case pos.refine_2.refine_3
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) ν
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) ν
y : β
⊢ uncurry f (x, y) ∈ closure (range (uncurry f) ∪ {0})

Tactic:
apply subset_closure

Result:
case pos.refine_2.refine_3.a
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) ν
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) ν
y : β
⊢ uncurry f (x, y) ∈ range (uncurry f) ∪ {0}

Proof state:
case pos.refine_1.refine_1
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) ν
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) ν
n : ℕ
y : β
⊢ Measurable (uncurry f)

Tactic:
exact hf.measurable

Result:
no goals

Proof state:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
n : ℕ
x : α
⊢ (s' n x).range ⊆ (s n).range

Tactic:
intro y

Result:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
n : ℕ
x : α
y : E
⊢ y ∈ (s' n x).range → y ∈ (s n).range