-- Mathlib/MeasureTheory/Integral/MeanInequalities.lean
theorem lintegral_prod_norm_pow_le {α ι : Type*} [MeasurableSpace α] {μ : Measure α}
    (s : Finset ι) {f : ι → α → ℝ≥0∞} (hf : ∀ i ∈ s, AEMeasurable (f i) μ)
    {p : ι → ℝ} (hp : ∑ i ∈ s, p i = 1) (h2p : ∀ i ∈ s, 0 ≤ p i) :
    ∫⁻ a, ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ a, f i a ∂μ) ^ p i

Proof state:
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ ∫⁻ (a : α), f i₀ a ^ p i₀ * (∏ i ∈ s, f i a ^ q i) ^ (1 - p i₀) ∂μ ≤
    (∫⁻ (a : α), f i₀ a ∂μ) ^ p i₀ * (∫⁻ (a : α), ∏ i ∈ s, f i a ^ q i ∂μ) ^ (1 - p i₀)

Tactic:
apply ENNReal.lintegral_mul_norm_pow_le

Result:
case hf
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ AEMeasurable (f i₀) μ

case hg
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ AEMeasurable (fun a => ∏ i ∈ s, f i a ^ q i) μ

case hp
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ p i₀

case hq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ 0 ≤ 1 - p i₀

case hpq
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
hpi₀ : 0 ≤ 1 - p i₀
h2pi₀ : 1 - p i₀ ≠ 0
q : ι → ℝ := fun i => p i / (1 - p i₀)
hq : ∑ i ∈ s, q i = 1
h2q : ∀ i ∈ s, 0 ≤ q i
⊢ p i₀ + (1 - p i₀) = 1

Proof state:
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ ≠ 1
⊢ 0 ≤ 1 - p i₀

Tactic:
simp_rw [sub_nonneg, ← hp, single_le_sum h2p (mem_insert_self ..)]

Result:
no goals

Proof state:
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p✝ : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ = 1
h2p : ∀ i ∈ s, p i = 0
x : α
i : ι
hi : i ∈ s
⊢ f i x ^ p i = 1

Tactic:
rw [h2p i hi, ENNReal.rpow_zero]

Result:
no goals

Proof state:
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p✝ : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ = 1
h2p : ∀ i ∈ s, p i = 0
⊢ (∫⁻ (a : α), f i₀ a ∂μ) ^ p i₀ * ∏ i ∈ s, 1 = (∫⁻ (a : α), f i₀ a ∂μ) ^ p i₀ * ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Tactic:
congr 1

Result:
case e_a
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p✝ : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ = 1
h2p : ∀ i ∈ s, p i = 0
⊢ ∏ i ∈ s, 1 = ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Proof state:
case insert.inl
α : Type u_2
ι : Type u_3
inst✝ : MeasurableSpace α
μ : Measure α
f : ι → α → ℝ≥0∞
i₀ : ι
s : Finset ι
hi₀ : i₀ ∉ s
ih :
  (∀ i ∈ s, AEMeasurable (f i) μ) →
    ∀ {p : ι → ℝ},
      ∑ i ∈ s, p i = 1 →
        (∀ i ∈ s, 0 ≤ p i) → ∫⁻ (a : α), ∏ i ∈ s, f i a ^ p i ∂μ ≤ ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i
hf : ∀ i ∈ insert i₀ s, AEMeasurable (f i) μ
p : ι → ℝ
hp : ∑ i ∈ insert i₀ s, p i = 1
h2p✝ : ∀ i ∈ insert i₀ s, 0 ≤ p i
h2i₀ : p i₀ = 1
h2p : ∀ i ∈ s, p i = 0
⊢ ∫⁻ (a : α), f i₀ a ^ p i₀ * ∏ i ∈ s, f i a ^ p i ∂μ ≤
    (∫⁻ (a : α), f i₀ a ∂μ) ^ p i₀ * ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Tactic:
calc ∫⁻ a, f i₀ a ^ p i₀ * ∏ i ∈ s, f i a ^ p i ∂μ
    = ∫⁻ a, f i₀ a ^ p i₀ * ∏ i ∈ s, 1 ∂μ := by
      congr! 3 with x
      apply prod_congr rfl fun i hi ↦ by rw [h2p i hi, ENNReal.rpow_zero]
  _ ≤ (∫⁻ a, f i₀ a ∂μ) ^ p i₀ * ∏ i ∈ s, 1 := by simp [h2i₀]
  _ = (∫⁻ a, f i₀ a ∂μ) ^ p i₀ * ∏ i ∈ s, (∫⁻ a, f i a ∂μ) ^ p i := by
      congr 1
      apply prod_congr rfl fun i hi ↦ by rw [h2p i hi, ENNReal.rpow_zero]

Result:
no goals