-- 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 ∂μ) ^ p i₀ * ∏ i ∈ s, (∫⁻ (a : α), f i a ∂μ) ^ p i =
    ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Tactic:
simp [hi₀]

Result:
no goals

Proof state:
case insert.inr
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
⊢ ∫⁻ (a : α), ∏ i ∈ insert i₀ s, f i a ^ p i ∂μ ≤ ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Tactic:
have h2q : ∀ i ∈ s, 0 ≤ q i :=
  fun i hi ↦ div_nonneg (h2p i <| mem_insert_of_mem hi) hpi₀

Result:
case insert.inr
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), ∏ i ∈ insert i₀ s, f i a ^ p i ∂μ ≤ ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Proof state:
case insert
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
⊢ ∫⁻ (a : α), ∏ i ∈ insert i₀ s, f i a ^ p i ∂μ ≤ ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Tactic:
rcases eq_or_ne (p i₀) 1 with h2i₀|h2i₀

Result:
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
⊢ ∫⁻ (a : α), ∏ i ∈ insert i₀ s, f i a ^ p i ∂μ ≤ ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

case insert.inr
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
⊢ ∫⁻ (a : α), ∏ i ∈ insert i₀ s, f i a ^ p i ∂μ ≤ ∏ i ∈ insert i₀ s, (∫⁻ (a : α), f i a ∂μ) ^ p i

Proof state:
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

Tactic:
exact h2p i₀ <| mem_insert_self ..

Result:
no goals