-- Mathlib/MeasureTheory/Covering/Differentiation.lean
theorem exists_measurable_supersets_limRatio {p q : ℝ≥0} (hpq : p < q) :
    ∃ a b, MeasurableSet a ∧ MeasurableSet b ∧
      {x | v.limRatio ρ x < p} ⊆ a ∧ {x | (q : ℝ≥0∞) < v.limRatio ρ x} ⊆ b ∧ μ (a ∩ b) = 0

Proof state:
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ ∃ a b,
    MeasurableSet a ∧ MeasurableSet b ∧ {x | v.limRatio ρ x < ↑p} ⊆ a ∧ {x | ↑q < v.limRatio ρ x} ⊆ b ∧ μ (a ∩ b) = 0

Tactic:
refine
  ⟨toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n),
    toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n), ?_, ?_, ?_, ?_, ?_⟩

Result:
case refine_1
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ MeasurableSet (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n))

case refine_2
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ MeasurableSet (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n))

case refine_3
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ {x | v.limRatio ρ x < ↑p} ⊆ toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n)

case refine_4
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ {x | ↑q < v.limRatio ρ x} ⊆ toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n)

case refine_5
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
⊢ μ ((toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n)) ∩ (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n))) = 0

Proof state:
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
H : ∀ (m n : ℕ), μ (toMeasurable (ρ + μ) (u m) ∩ toMeasurable (ρ + μ) (w n)) = 0
A :
  (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n)) ∩ (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n)) ⊆
    toMeasurable μ sᶜ ∪ ⋃ m, ⋃ n, toMeasurable (ρ + μ) (u m) ∩ toMeasurable (ρ + μ) (w n)
⊢ μ ((toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n)) ∩ (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n))) = 0

Tactic:
refine le_antisymm ((measure_mono A).trans ?_) bot_le

Result:
α : Type u_1
inst✝⁴ : PseudoMetricSpace α
m0 : MeasurableSpace α
μ : Measure α
v : VitaliFamily μ
inst✝³ : SecondCountableTopology α
inst✝² : BorelSpace α
inst✝¹ : IsLocallyFiniteMeasure μ
ρ : Measure α
inst✝ : IsLocallyFiniteMeasure ρ
hρ : ρ ≪ μ
p q : ℝ≥0
hpq : p < q
s : Set α := {x | ∃ c, Tendsto (fun a => ρ a / μ a) (v.filterAt x) (𝓝 c)}
o : ℕ → Set α := spanningSets (ρ + μ)
u : ℕ → Set α := fun n => s ∩ {x | v.limRatio ρ x < ↑p} ∩ o n
w : ℕ → Set α := fun n => s ∩ {x | ↑q < v.limRatio ρ x} ∩ o n
H : ∀ (m n : ℕ), μ (toMeasurable (ρ + μ) (u m) ∩ toMeasurable (ρ + μ) (w n)) = 0
A :
  (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (u n)) ∩ (toMeasurable μ sᶜ ∪ ⋃ n, toMeasurable (ρ + μ) (w n)) ⊆
    toMeasurable μ sᶜ ∪ ⋃ m, ⋃ n, toMeasurable (ρ + μ) (u m) ∩ toMeasurable (ρ + μ) (w n)
⊢ μ (toMeasurable μ sᶜ ∪ ⋃ m, ⋃ n, toMeasurable (ρ + μ) (u m) ∩ toMeasurable (ρ + μ) (w n)) ≤ 0