-- Mathlib/MeasureTheory/Function/ConditionalExpectation/CondexpL1.lean
theorem setIntegral_condExpL1CLM (f : α →₁[μ] F') (hs : MeasurableSet[m] s) :
    ∫ x in s, condExpL1CLM F' hm μ f x ∂μ = ∫ x in s, f x ∂μ

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
i : ℕ
hS_finite_trim : (μ.trim hm) (spanningSets (μ.trim hm) i) < ⊤
⊢ μ (S i) < ⊤

Tactic:
rwa [trim_measurableSet_eq hm (hS_meas i)] at hS_finite_trim

Result:
no goals

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
have hS_finite : ∀ i, μ (S i ∩ s) < ∞ := by
  refine fun i => (measure_mono Set.inter_subset_left).trans_lt ?_
  have hS_finite_trim := measure_spanningSets_lt_top (μ.trim hm) i
  rwa [trim_measurableSet_eq hm (hS_meas i)] at hS_finite_trim

Result:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
h_mono : Monotone fun i => S i ∩ s
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
have h_eq_forall :
  (fun i => ∫ x in S i ∩ s, condExpL1CLM F' hm μ f x ∂μ) = fun i => ∫ x in S i ∩ s, f x ∂μ :=
  funext fun i =>
    setIntegral_condExpL1CLM_of_measure_ne_top f (@MeasurableSet.inter α m _ _ (hS_meas i) hs)
      (hS_finite i).ne

Result:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
h_mono : Monotone fun i => S i ∩ s
h_eq_forall :
  (fun i => ∫ (x : α) in S i ∩ s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ) = fun i => ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
h_mono : Monotone fun i => S i ∩ s
h_eq_forall :
  (fun i => ∫ (x : α) in S i ∩ s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ) = fun i => ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ
h_right : Tendsto (fun i => ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ) atTop (𝓝 (∫ (x : α) in s, ↑↑f x ∂μ))
h_left : Tendsto (fun i => ∫ (x : α) in S i ∩ s, ↑↑f x ∂μ) atTop (𝓝 (∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ))
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
exact tendsto_nhds_unique h_left h_right

Result:
no goals

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
⊢ Monotone fun i => S i ∩ s

Tactic:
intro i j hij x

Result:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
i j : ℕ
hij : i ≤ j
x : α
⊢ x ∈ (fun i => S i ∩ s) i → x ∈ (fun i => S i ∩ s) j

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
⊢ s = ⋃ i, s ∩ S i

Tactic:
rw [← Set.inter_iUnion, iUnion_spanningSets (μ.trim hm), Set.inter_univ]

Result:
no goals

Proof state:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ

Tactic:
have h_mono : Monotone fun i => S i ∩ s := by
  intro i j hij x
  simp_rw [Set.mem_inter_iff]
  exact fun h => ⟨monotone_spanningSets (μ.trim hm) hij h.1, h.2⟩

Result:
α : Type u_1
F' : Type u_3
inst✝³ : NormedAddCommGroup F'
inst✝² : NormedSpace ℝ F'
inst✝¹ : CompleteSpace F'
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
inst✝ : SigmaFinite (μ.trim hm)
s : Set α
f : ↥(Lp F' 1 μ)
hs : MeasurableSet s
S : ℕ → Set α := spanningSets (μ.trim hm)
hS_meas : ∀ (i : ℕ), MeasurableSet (S i)
hS_meas0 : ∀ (i : ℕ), MeasurableSet (S i)
hs_eq : s = ⋃ i, S i ∩ s
hS_finite : ∀ (i : ℕ), μ (S i ∩ s) < ⊤
h_mono : Monotone fun i => S i ∩ s
⊢ ∫ (x : α) in s, ↑↑((condExpL1CLM F' hm μ) f) x ∂μ = ∫ (x : α) in s, ↑↑f x ∂μ