-- Mathlib/MeasureTheory/Measure/Haar/Unique.lean
/-- In a group with a left invariant measure `μ` and a right invariant measure `ν`, one can express
integrals with respect to `μ` as integrals with respect to `ν` up to a constant scaling factor
(given in the statement as `∫ x, g x ∂μ` where `g` is a fixed reference function) and an
explicit density `y ↦ 1/∫ z, g (z⁻¹ * y) ∂ν`. -/
@[to_additive]
lemma integral_isMulLeftInvariant_isMulRightInvariant_combo
    {μ ν : Measure G} [IsFiniteMeasureOnCompacts μ] [IsFiniteMeasureOnCompacts ν]
    [IsMulLeftInvariant μ] [IsMulRightInvariant ν] [IsOpenPosMeasure ν]
    {f g : G → ℝ} (hf : Continuous f) (h'f : HasCompactSupport f)
    (hg : Continuous g) (h'g : HasCompactSupport g) (g_nonneg : 0 ≤ g) {x₀ : G} (g_pos : g x₀ ≠ 0) :
    ∫ x, f x ∂μ = (∫ y, f y * (∫ z, g (z⁻¹ * y) ∂ν)⁻¹ ∂ν) * ∫ x, g x ∂μ

Proof state:
case pos
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
M'_comp : IsCompact (closure M)
x y : G
hxy : (x, y) ∉ K ×ˢ closure M
H : x ∈ K
⊢ f (x, y).1 * (D (x, y).1)⁻¹ * g ((x, y).2⁻¹ * (x, y).1) = 0

Tactic:
have : g (y⁻¹ * x) = 0 := by
  apply image_eq_zero_of_nmem_tsupport
  contrapose! hxy
  simp only [mem_prod, H, true_and]
  apply subset_closure
  simp only [M, mem_image, mem_prod, Prod.exists]
  exact ⟨x, y⁻¹ * x, ⟨H, hxy⟩, by group⟩

Result:
case pos
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
M'_comp : IsCompact (closure M)
x y : G
hxy : (x, y) ∉ K ×ˢ closure M
H : x ∈ K
this : g (y⁻¹ * x) = 0
⊢ f (x, y).1 * (D (x, y).1)⁻¹ * g ((x, y).2⁻¹ * (x, y).1) = 0

Proof state:
case hx
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
M'_comp : IsCompact (closure M)
x y : G
H : x ∈ L
hxy : y * x ∈ tsupport f
⊢ y ∈ closure M

Tactic:
apply subset_closure

Result:
case hx.a
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
M'_comp : IsCompact (closure M)
x y : G
H : x ∈ L
hxy : y * x ∈ tsupport f
⊢ y ∈ M

Proof state:
case h'f
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
⊢ HasCompactSupport (uncurry fun x y => f x * (D x)⁻¹ * g (y⁻¹ * x))

Tactic:
have M'_comp : IsCompact (closure M) := M_comp.closure

Result:
case h'f
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
K : Set G := tsupport f
K_comp : IsCompact K
L : Set G := tsupport g
L_comp : IsCompact L
M : Set G := (fun p => p.1 * p.2⁻¹) '' K ×ˢ L
M_comp : IsCompact M
M'_comp : IsCompact (closure M)
⊢ HasCompactSupport (uncurry fun x y => f x * (D x)⁻¹ * g (y⁻¹ * x))

Proof state:
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
x : G
C : Continuous fun y => g (y⁻¹ * x)
⊢ (support fun y => g (y⁻¹ * x)).Nonempty

Tactic:
exact ⟨x * x₀⁻¹, by simpa using g_pos⟩

Result:
no goals

Proof state:
case e_f.h
G : Type u_1
inst✝⁹ : TopologicalSpace G
inst✝⁸ : Group G
inst✝⁷ : IsTopologicalGroup G
inst✝⁶ : MeasurableSpace G
inst✝⁵ : BorelSpace G
μ ν : Measure G
inst✝⁴ : IsFiniteMeasureOnCompacts μ
inst✝³ : IsFiniteMeasureOnCompacts ν
inst✝² : μ.IsMulLeftInvariant
inst✝¹ : ν.IsMulRightInvariant
inst✝ : ν.IsOpenPosMeasure
f g : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
hg : Continuous g
h'g : HasCompactSupport g
g_nonneg : 0 ≤ g
x₀ : G
g_pos : g x₀ ≠ 0
Hf : LocallyCompactSpace G
D : G → ℝ := fun x => ∫ (y : G), g (y⁻¹ * x) ∂ν
D_cont : Continuous D
D_pos : ∀ (x : G), 0 < D x
x : G
⊢ (∫ (a : G), f (a * x) * (D (a * x))⁻¹ ∂ν) * g x = (∫ (y : G), f y * (D y)⁻¹ ∂ν) * g x

Tactic:
conv_rhs => rw [← integral_mul_right_eq_self _ x]

Result:
no goals