-- Mathlib/MeasureTheory/Order/UpperLower.lean
/-- If we can fit a small ball inside a set `sᶜ` intersected with any neighborhood of `x`, then the
density of `s` near `x` is not `1`.

Along with `aux₀`, this proves that `x` is a Lebesgue point of `s`. This will be used to prove that
the frontier of an order-connected set is null. -/
private lemma aux₁
    (h : ∀ δ, 0 < δ →
      ∃ y, closedBall y (δ / 4) ⊆ closedBall x δ ∧ closedBall y (δ / 4) ⊆ interior sᶜ) :
    ¬Tendsto (fun r ↦ volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0)
        (𝓝 1)

Proof state:
case intro.intro.intro.refine_1
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
⊢ ENNReal.ofReal (4⁻¹ ^ Fintype.card ι) ≠ 0

case intro.intro.intro.refine_2
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ ε n ≠ 0

case intro.intro.intro.refine_2
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 < (2 * ε n) ^ Fintype.card ι

ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ ENNReal.ofReal ((2 * ε n) ^ Fintype.card ι) ≠ 0

ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 < ENNReal.ofReal ((2 * (ε n / 4)) ^ Fintype.card ι) →
    ENNReal.ofReal ((2 * (ε n / 4)) ^ Fintype.card ι) < ENNReal.ofReal ((2 * ε n) ^ Fintype.card ι) →
      ENNReal.ofReal ((2 * ε n) ^ Fintype.card ι) ≠ 0

case intro.intro.intro.refine_2.hr
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 ≤ ε n / 4

case intro.intro.intro.refine_2.hr
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 ≤ ε n

ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ NullMeasurableSet (closedBall (f (ε n) ⋯) (ε n / 4)) volume

ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 ≤ ε n / 4

Tactic:
all_goals try positivity

Result:
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ 0 < ENNReal.ofReal ((2 * (ε n / 4)) ^ Fintype.card ι) →
    ENNReal.ofReal ((2 * (ε n / 4)) ^ Fintype.card ι) < ENNReal.ofReal ((2 * ε n) ^ Fintype.card ι) →
      ENNReal.ofReal ((2 * ε n) ^ Fintype.card ι) ≠ 0

ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
this : 0 < ε n
⊢ NullMeasurableSet (closedBall (f (ε n) ⋯) (ε n / 4)) volume

Proof state:
case intro.intro.intro.refine_2
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
⊢ ((fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) ∘ ε) n ≤
    1 - ENNReal.ofReal (4⁻¹ ^ Fintype.card ι)

Tactic:
calc
  volume (closure s ∩ closedBall x (ε n)) / volume (closedBall x (ε n))
    ≤ volume (closedBall x (ε n) \ closedBall (f (ε n) <| hε' n) (ε n / 4)) /
      volume (closedBall x (ε n)) := by
    gcongr
    rw [diff_eq_compl_inter]
    refine inter_subset_inter_left _ ?_
    rw [subset_compl_comm, ← interior_compl]
    exact hf₁ _ _
  _ = 1 - ENNReal.ofReal (4⁻¹ ^ Fintype.card ι) := ?_

Result:
case intro.intro.intro.refine_2
ι : Type u_1
inst✝ : Fintype ι
s : Set (ι → ℝ)
x : ι → ℝ
f : (δ : ℝ) → 0 < δ → ι → ℝ
hf₀ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ closedBall x δ
hf₁ : ∀ (δ : ℝ) (a : 0 < δ), closedBall (f δ a) (δ / 4) ⊆ interior sᶜ
H : Tendsto (fun r => volume (closure s ∩ closedBall x r) / volume (closedBall x r)) (𝓝[>] 0) (𝓝 1)
ε : ℕ → ℝ
hε' : ∀ (n : ℕ), 0 < ε n
hε₀ : Tendsto ε atTop (𝓝[>] 0)
n : ℕ
⊢ volume (closedBall x (ε n) \ closedBall (f (ε n) ⋯) (ε n / 4)) / volume (closedBall x (ε n)) =
    1 - ENNReal.ofReal (4⁻¹ ^ Fintype.card ι)