-- Mathlib/Analysis/BoxIntegral/Basic.lean
theorem HasIntegral.of_bRiemann_eq_false_of_forall_isLittleO (hl : l.bRiemann = false)
    (B : ι →ᵇᵃ[I] ℝ) (hB0 : ∀ J, 0 ≤ B J) (g : ι →ᵇᵃ[I] F) (s : Set ℝⁿ) (hs : s.Countable)
    (hlH : s.Nonempty → l.bHenstock = true)
    (H₁ : ∀ (c : ℝ≥0), ∀ x ∈ Box.Icc I ∩ s, ∀ ε > (0 : ℝ),
      ∃ δ > 0, ∀ J ≤ I, Box.Icc J ⊆ Metric.closedBall x δ → x ∈ Box.Icc J →
        (l.bDistortion → J.distortion ≤ c) → dist (vol J (f x)) (g J) ≤ ε)
    (H₂ : ∀ (c : ℝ≥0), ∀ x ∈ Box.Icc I \ s, ∀ ε > (0 : ℝ),
      ∃ δ > 0, ∀ J ≤ I, Box.Icc J ⊆ Metric.closedBall x δ → (l.bHenstock → x ∈ Box.Icc J) →
        (l.bDistortion → J.distortion ≤ c) → dist (vol J (f x)) (g J) ≤ ε * B J) :
    HasIntegral I l f vol (g I)

Proof state:
case intro.intro.intro.intro.intro.intro.refine_2
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
hlH : s.Nonempty → l.bHenstock = true
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
H0 : 0 < 2 ^ Fintype.card ι
εs : (ι → ℝ) → ℝ
hεs0 : ∀ (i : ι → ℝ), 0 < εs i
hεs : ∀ (t : Finset (ι → ℝ)), ↑t ⊆ s → ∑ i ∈ t, 2 ^ Fintype.card ι * εs i ≤ ε / 2
ε' : ℝ
ε'0 : 0 < ε'
hεI : B I * ε' < ε / 2
δ : ℝ≥0 → (ι → ℝ) → ↑(Set.Ioi 0) := fun c x => if x ∈ s then δ₁ c x (εs x) else δ₂ c x ε'
π : TaggedPrepartition I
c : ℝ≥0
hπδ : l.MemBaseSet I c (δ c) π
hπp : π.IsPartition
⊢ dist (∑ x ∈ Finset.filter (fun x => π.tag x ∉ s) π.boxes, (vol x) (f (π.tag x)))
      (∑ x ∈ Finset.filter (fun x => π.tag x ∉ s) π.boxes, g x) ≤
    ε / 2

Tactic:
calc
  dist (∑ J ∈ π.boxes with ¬tag π J ∈ s, vol J (f (tag π J)))
    (∑ J ∈ π.boxes with ¬tag π J ∈ s, g J)
    ≤ ∑ J ∈ π.boxes with ¬tag π J ∈ s, ε' * B J := dist_sum_sum_le_of_le _ fun J hJ ↦ by
    rw [Finset.mem_filter] at hJ; obtain ⟨hJ, hJs⟩ := hJ
    refine Hδ₂ c _ ⟨π.tag_mem_Icc _, hJs⟩ _ ε'0 _ (π.le_of_mem' _ hJ) ?_ (fun hH => hπδ.2 hH J hJ)
      fun hD => (Finset.le_sup hJ).trans (hπδ.3 hD)
    convert hπδ.1 J hJ using 3; exact (if_neg hJs).symm
  _ ≤ ∑ J ∈ π.boxes, ε' * B J := sum_le_sum_of_subset_of_nonneg (filter_subset _ _) fun _ _ _ ↦
    mul_nonneg ε'0.le (hB0 _)
  _ = B I * ε' := by rw [← mul_sum, B.sum_partition_boxes le_rfl hπp, mul_comm]
  _ ≤ ε / 2 := hεI.le

Result:
no goals

Proof state:
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
H0 : 0 < 2 ^ Fintype.card ι
εs : (ι → ℝ) → ℝ
hεs0 : ∀ (i : ι → ℝ), 0 < εs i
hεs : ∀ (t : Finset (ι → ℝ)), ↑t ⊆ s → ∑ i ∈ t, 2 ^ Fintype.card ι * εs i ≤ ε / 2
ε' : ℝ
ε'0 : 0 < ε'
hεI : B I * ε' < ε / 2
δ : ℝ≥0 → (ι → ℝ) → ↑(Set.Ioi 0) := fun c x => if x ∈ s then δ₁ c x (εs x) else δ₂ c x ε'
π : TaggedPrepartition I
c : ℝ≥0
hπδ : l.MemBaseSet I c (δ c) π
hπp : π.IsPartition
hsne : s.Nonempty
hlH : l.bHenstock = true
J : Box ι
hJ : J ∈ Finset.filter (fun J => π.tag J ∈ s) π.boxes
⊢ dist ((vol J) (f (π.tag J))) (g J) ≤ εs (π.tag J)

Tactic:
rw [Finset.mem_filter] at hJ

Result:
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
H0 : 0 < 2 ^ Fintype.card ι
εs : (ι → ℝ) → ℝ
hεs0 : ∀ (i : ι → ℝ), 0 < εs i
hεs : ∀ (t : Finset (ι → ℝ)), ↑t ⊆ s → ∑ i ∈ t, 2 ^ Fintype.card ι * εs i ≤ ε / 2
ε' : ℝ
ε'0 : 0 < ε'
hεI : B I * ε' < ε / 2
δ : ℝ≥0 → (ι → ℝ) → ↑(Set.Ioi 0) := fun c x => if x ∈ s then δ₁ c x (εs x) else δ₂ c x ε'
π : TaggedPrepartition I
c : ℝ≥0
hπδ : l.MemBaseSet I c (δ c) π
hπp : π.IsPartition
hsne : s.Nonempty
hlH : l.bHenstock = true
J : Box ι
hJ : J ∈ π.boxes ∧ π.tag J ∈ s
⊢ dist ((vol J) (f (π.tag J))) (g J) ≤ εs (π.tag J)