-- Mathlib/MeasureTheory/Constructions/BorelSpace/Real.lean
/-- A limit (over a general filter) of a.e.-measurable `ℝ≥0∞` valued functions is
a.e.-measurable. -/
lemma aemeasurable_of_tendsto' {ι : Type*} {f : ι → α → ℝ≥0∞} {g : α → ℝ≥0∞}
    {μ : Measure α} (u : Filter ι) [NeBot u] [IsCountablyGenerated u]
    (hf : ∀ i, AEMeasurable (f i) μ) (hlim : ∀ᵐ a ∂μ, Tendsto (fun i ↦ f i a) u (𝓝 (g a))) :
    AEMeasurable g μ

Proof state:
case neg
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
hx : x ∉ aeSeqSet h'f p
⊢ Tendsto (fun i => ⋯.some) atTop (𝓝 ⋯.some)

Tactic:
exact tendsto_const_nhds

Result:
no goals

Proof state:
case intro
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
⊢ AEMeasurable g μ

Tactic:
refine ⟨aeSeqLim, measurable_of_tendsto' atTop (aeSeq.measurable h'f p)
  (tendsto_pi_nhds.mpr fun x ↦ ?_), ?_⟩

Result:
case intro.refine_1
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
⊢ Tendsto (fun i => aeSeq h'f p i x) atTop (𝓝 (aeSeqLim x))

case intro.refine_2
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
⊢ g =ᶠ[ae μ] aeSeqLim

Proof state:
case pos
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
hx : x ∈ aeSeqSet h'f p
⊢ Tendsto (fun i => AEMeasurable.mk (f (v i)) ⋯ x) atTop (𝓝 (g x))

Tactic:
simp_rw [aeSeq.mk_eq_fun_of_mem_aeSeqSet h'f hx]

Result:
case pos
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
hx : x ∈ aeSeqSet h'f p
⊢ Tendsto (fun i => f (v i) x) atTop (𝓝 (g x))

Proof state:
case intro
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
⊢ AEMeasurable g μ

Tactic:
set p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' ↦ Tendsto f' atTop (𝓝 (g x))

Result:
case intro
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
⊢ AEMeasurable g μ

Proof state:
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
⊢ AEMeasurable g μ

Tactic:
rcases u.exists_seq_tendsto with ⟨v, hv⟩

Result:
case intro
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
⊢ AEMeasurable g μ

Proof state:
case intro.refine_1
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
⊢ Tendsto (fun i => aeSeq h'f p i x) atTop (𝓝 (aeSeqLim x))

Tactic:
unfold aeSeqLim

Result:
case intro.refine_1
α : Type u_1
mα : MeasurableSpace α
ι : Type u_5
f : ι → α → ℝ≥0∞
g : α → ℝ≥0∞
μ : Measure α
u : Filter ι
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
hf : ∀ (i : ι), AEMeasurable (f i) μ
hlim : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) u (𝓝 (g a))
v : ℕ → ι
hv : Tendsto v atTop u
h'f : ∀ (n : ℕ), AEMeasurable (f (v n)) μ
p : α → (ℕ → ℝ≥0∞) → Prop := fun x f' => Tendsto f' atTop (𝓝 (g x))
hp : ∀ᵐ (x : α) ∂μ, p x fun n => f (v n) x
aeSeqLim : α → ℝ≥0∞ := fun x => if x ∈ aeSeqSet h'f p then g x else ⋯.some
x : α
⊢ Tendsto (fun i => aeSeq h'f p i x) atTop (𝓝 (if x ∈ aeSeqSet h'f p then g x else ⋯.some))