-- Mathlib/MeasureTheory/Decomposition/UnsignedHahn.lean
theorem hahn_decomposition (μ ν : Measure α) [IsFiniteMeasure μ] [IsFiniteMeasure ν] :
    ∃ s, MeasurableSet s ∧ (∀ t, MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧
      ∀ t, MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Proof state:
case intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
f_subset_f : ∀ {a b c d : ℕ}, a ≤ b → c ≤ d → f a d ⊆ f b c
f_succ : ∀ (n m : ℕ), n ≤ m → f n (m + 1) = f n m ∩ e (m + 1)
le_d_f : ∀ (n m : ℕ), m ≤ n → γ - 2 * (1 / 2) ^ m + (1 / 2) ^ n ≤ d (f m n)
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Tactic:
let s := ⋃ m, ⋂ n, f m n

Result:
case intro
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
f_subset_f : ∀ {a b c d : ℕ}, a ≤ b → c ≤ d → f a d ⊆ f b c
f_succ : ∀ (n m : ℕ), n ≤ m → f n (m + 1) = f n m ∩ e (m + 1)
le_d_f : ∀ (n m : ℕ), m ≤ n → γ - 2 * (1 / 2) ^ m + (1 / 2) ^ n ≤ d (f m n)
s : Set α := ⋃ m, ⋂ n, f m n
⊢ ∃ s,
    MeasurableSet s ∧
      (∀ (t : Set α), MeasurableSet t → t ⊆ s → ν t ≤ μ t) ∧ ∀ (t : Set α), MeasurableSet t → t ⊆ sᶜ → μ t ≤ ν t

Proof state:
case refine_1
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this✝ : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
f_subset_f : ∀ {a b c d : ℕ}, a ≤ b → c ≤ d → f a d ⊆ f b c
f_succ : ∀ (n m : ℕ), n ≤ m → f n (m + 1) = f n m ∩ e (m + 1)
n m : ℕ
h : m ≤ n
this : γ - (1 / 2) ^ m < d (e m)
⊢ γ - 2 * (1 / 2) ^ m + (1 / 2) ^ m ≤ d (f m m)

Tactic:
simp_rw [f, Nat.Ico_succ_singleton, Finset.inf_singleton]

Result:
case refine_1
α : Type u_1
mα : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
d : Set α → ℝ := fun s => ↑(μ s).toNNReal - ↑(ν s).toNNReal
c : Set ℝ := d '' {s | MeasurableSet s}
γ : ℝ := sSup c
hμ : ∀ (s : Set α), μ s ≠ ⊤
hν : ∀ (s : Set α), ν s ≠ ⊤
to_nnreal_μ : ∀ (s : Set α), ↑(μ s).toNNReal = μ s
to_nnreal_ν : ∀ (s : Set α), ↑(ν s).toNNReal = ν s
d_split : ∀ (s t : Set α), MeasurableSet t → d s = d (s \ t) + d (s ∩ t)
d_Union : ∀ (s : ℕ → Set α), Monotone s → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋃ n, s n)))
d_Inter :
  ∀ (s : ℕ → Set α),
    (∀ (n : ℕ), MeasurableSet (s n)) →
      (∀ (n m : ℕ), n ≤ m → s m ⊆ s n) → Tendsto (fun n => d (s n)) atTop (𝓝 (d (⋂ n, s n)))
bdd_c : BddAbove c
c_nonempty : c.Nonempty
d_le_γ : ∀ (s : Set α), MeasurableSet s → d s ≤ γ
this✝ : ∀ (n : ℕ), ∃ s, MeasurableSet s ∧ γ - (1 / 2) ^ n < d s
e : ℕ → Set α
he : ∀ (x : ℕ), MeasurableSet (e x) ∧ γ - (1 / 2) ^ x < d (e x)
he₁ : ∀ (n : ℕ), MeasurableSet (e n)
he₂ : ∀ (n : ℕ), γ - (1 / 2) ^ n < d (e n)
f : ℕ → ℕ → Set α := fun n m => (Finset.Ico n (m + 1)).inf e
hf : ∀ (n m : ℕ), MeasurableSet (f n m)
f_subset_f : ∀ {a b c d : ℕ}, a ≤ b → c ≤ d → f a d ⊆ f b c
f_succ : ∀ (n m : ℕ), n ≤ m → f n (m + 1) = f n m ∩ e (m + 1)
n m : ℕ
h : m ≤ n
this : γ - (1 / 2) ^ m < d (e m)
⊢ γ - 2 * (1 / 2) ^ m + (1 / 2) ^ m ≤ d (e m)