-- Mathlib/MeasureTheory/Integral/Prod.lean
theorem MeasureTheory.StronglyMeasurable.integral_prod_right [SFinite ν] ⦃f : α → β → E⦄
    (hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂ν

Proof state:
case pos
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
⊢ StronglyMeasurable fun x => ∫ (y : β), f x y ∂ν

Tactic:
have hf' : ∀ n, StronglyMeasurable (f' n) := by
  intro n; refine StronglyMeasurable.indicator ?_ (measurableSet_integrable hf)
  have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
    intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
    simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩
  simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]
  refine Finset.stronglyMeasurable_sum _ fun x _ => ?_
  refine (Measurable.ennreal_toReal ?_).stronglyMeasurable.smul_const _
  simp only [s', SimpleFunc.coe_comp, preimage_comp]
  apply measurable_measure_prod_mk_left
  exact (s n).measurableSet_fiber x

Result:
case pos
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
⊢ StronglyMeasurable fun x => ∫ (y : β), f x y ∂ν

Proof state:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
⊢ ∀ (x : α), Tendsto (fun i => f' i x) atTop (𝓝 (∫ (y : β), f x y ∂ν))

Tactic:
intro x

Result:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
⊢ Tendsto (fun i => f' i x) atTop (𝓝 (∫ (y : β), f x y ∂ν))

Proof state:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
⊢ Tendsto f' atTop (𝓝 fun x => ∫ (y : β), f x y ∂ν)

Tactic:
rw [tendsto_pi_nhds]

Result:
α : Type u_1
β : Type u_2
E : Type u_3
inst✝⁴ : MeasurableSpace α
inst✝³ : MeasurableSpace β
ν : Measure β
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : SFinite ν
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) ν}.indicator fun x => SimpleFunc.integral ν (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
⊢ ∀ (x : α), Tendsto (fun i => f' i x) atTop (𝓝 (∫ (y : β), f x y ∂ν))