-- Mathlib/MeasureTheory/Measure/LevyProkhorovMetric.lean
lemma LevyProkhorov.continuous_equiv_symm_probabilityMeasure :
    Continuous (LevyProkhorov.equiv (α := ProbabilityMeasure Ω)).symm

Proof state:
case neg
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
ω : Ω
ω_in_B : ω ∈ B
i : ℕ
hi : ω ∈ Es i
i_small : i ∉ Iio N
⊢ (∃ i ∈ JB, ω ∈ thickening (ε / 3) (Es i)) ∨ ∃ i, N ≤ i ∧ ω ∈ Es i

Tactic:
exact Or.inr ⟨i, by simpa only [mem_Iio, not_lt] using i_small, hi⟩

Result:
no goals

Proof state:
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
ω : Ω
ω_in_U : ∃ i ∈ JB, ω ∈ thickening (ε / 3) (Es i)
⊢ ω ∈ thickening δ B

Tactic:
obtain ⟨k, ⟨B_intersects, _⟩, ω_in_thEk⟩ := ω_in_U

Result:
case intro.intro.intro
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
ω : Ω
k : ℕ
ω_in_thEk : ω ∈ thickening (ε / 3) (Es k)
B_intersects : B ∩ Es k ≠ ∅
right✝ : k ∈ Iio N
⊢ ω ∈ thickening δ B

Proof state:
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
⊢ 0 < ε / 3

Tactic:
linarith

Result:
no goals

Proof state:
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ 0 ≤ 2 * (ε / 3)

Tactic:
linarith

Result:
no goals

Proof state:
case h
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist ((equiv (ProbabilityMeasure Ω)).symm Q) ((equiv (ProbabilityMeasure Ω)).symm P) < ε

Tactic:
apply lt_of_le_of_lt ?_ (show 2*(ε/3) < ε by linarith)

Result:
Ω : Type u_1
inst✝³ : PseudoMetricSpace Ω
inst✝² : MeasurableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
inst✝ : SeparableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist ((equiv (ProbabilityMeasure Ω)).symm Q) ((equiv (ProbabilityMeasure Ω)).symm P) ≤ 2 * (ε / 3)