-- Mathlib/MeasureTheory/Function/AEMeasurableOrder.lean
theorem MeasureTheory.aemeasurable_of_exist_almost_disjoint_supersets {α : Type*}
    {m : MeasurableSpace α} (μ : Measure α) {β : Type*} [CompleteLinearOrder β] [DenselyOrdered β]
    [TopologicalSpace β] [OrderTopology β] [SecondCountableTopology β] [MeasurableSpace β]
    [BorelSpace β] (s : Set β) (s_count : s.Countable) (s_dense : Dense s) (f : α → β)
    (h : ∀ p ∈ s, ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧
      { x | f x < p } ⊆ u ∧ { x | q < f x } ⊆ v ∧ μ (u ∩ v) = 0) :
    AEMeasurable f μ

Proof state:
case pos.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this✝ : Encodable ↑s
u v : β → β → Set α
huv :
  ∀ (p q : β),
    MeasurableSet (u p q) ∧
      MeasurableSet (v p q) ∧
        {x | f x < p} ⊆ u p q ∧ {x | q < f x} ⊆ v p q ∧ (p ∈ s → q ∈ s → p < q → μ (u p q ∩ v p q) = 0)
u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
u'_meas : ∀ (i : β), MeasurableSet (u' i)
f' : α → β := fun x => ⨅ i, (u' ↑i).piecewise (fun x => ↑i) (fun x => ⊤) x
f'_meas : Measurable f'
t : Set α := ⋃ p, ⋃ q, u' ↑p ∩ v ↑p ↑q
μt : μ t ≤ 0
this : ∀ᵐ (x : α) ∂μ, x ∉ t
x : α
i : ↑s
H : x ∈ u' ↑i
hx : ↑i < f x
r : β
rs : r ∈ s
xr : ↑i < r
rq : r < f x
A : x ∈ v (↑i) r
⊢ x ∈ ⋃ q, u' ↑i ∩ v ↑i ↑q

Tactic:
refine mem_iUnion.2 ⟨⟨r, ⟨rs, xr⟩⟩, ?_⟩

Result:
case pos.intro.intro.intro
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this✝ : Encodable ↑s
u v : β → β → Set α
huv :
  ∀ (p q : β),
    MeasurableSet (u p q) ∧
      MeasurableSet (v p q) ∧
        {x | f x < p} ⊆ u p q ∧ {x | q < f x} ⊆ v p q ∧ (p ∈ s → q ∈ s → p < q → μ (u p q ∩ v p q) = 0)
u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
u'_meas : ∀ (i : β), MeasurableSet (u' i)
f' : α → β := fun x => ⨅ i, (u' ↑i).piecewise (fun x => ↑i) (fun x => ⊤) x
f'_meas : Measurable f'
t : Set α := ⋃ p, ⋃ q, u' ↑p ∩ v ↑p ↑q
μt : μ t ≤ 0
this : ∀ᵐ (x : α) ∂μ, x ∉ t
x : α
i : ↑s
H : x ∈ u' ↑i
hx : ↑i < f x
r : β
rs : r ∈ s
xr : ↑i < r
rq : r < f x
A : x ∈ v (↑i) r
⊢ x ∈ u' ↑i ∩ v ↑i ↑⟨r, ⋯⟩

Proof state:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this : Encodable ↑s
u v : β → β → Set α
huv :
  ∀ (p q : β),
    MeasurableSet (u p q) ∧
      MeasurableSet (v p q) ∧
        {x | f x < p} ⊆ u p q ∧ {x | q < f x} ⊆ v p q ∧ (p ∈ s → q ∈ s → p < q → μ (u p q ∩ v p q) = 0)
u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
u'_meas : ∀ (i : β), MeasurableSet (u' i)
f' : α → β := fun x => ⨅ i, (u' ↑i).piecewise (fun x => ↑i) (fun x => ⊤) x
f'_meas : Measurable f'
t : Set α := ⋃ p, ⋃ q, u' ↑p ∩ v ↑p ↑q
⊢ μ t ≤ ∑' (p : ↑s) (q : ↑(s ∩ Ioi ↑p)), μ (u' ↑p ∩ v ↑p ↑q)

Tactic:
refine (measure_iUnion_le _).trans ?_

Result:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this : Encodable ↑s
u v : β → β → Set α
huv :
  ∀ (p q : β),
    MeasurableSet (u p q) ∧
      MeasurableSet (v p q) ∧
        {x | f x < p} ⊆ u p q ∧ {x | q < f x} ⊆ v p q ∧ (p ∈ s → q ∈ s → p < q → μ (u p q ∩ v p q) = 0)
u' : β → Set α := fun p => ⋂ q ∈ s ∩ Ioi p, u p q
u'_meas : ∀ (i : β), MeasurableSet (u' i)
f' : α → β := fun x => ⨅ i, (u' ↑i).piecewise (fun x => ↑i) (fun x => ⊤) x
f'_meas : Measurable f'
t : Set α := ⋃ p, ⋃ q, u' ↑p ∩ v ↑p ↑q
⊢ ∑' (i : ↑s), μ (⋃ q, u' ↑i ∩ v ↑i ↑q) ≤ ∑' (p : ↑s) (q : ↑(s ∩ Ioi ↑p)), μ (u' ↑p ∩ v ↑p ↑q)

Proof state:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this : Encodable ↑s
⊢ ∀ (p q : β),
    ∃ u v,
      MeasurableSet u ∧
        MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ (p ∈ s → q ∈ s → p < q → μ (u ∩ v) = 0)

Tactic:
intro p q

Result:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
β : Type u_2
inst✝⁶ : CompleteLinearOrder β
inst✝⁵ : DenselyOrdered β
inst✝⁴ : TopologicalSpace β
inst✝³ : OrderTopology β
inst✝² : SecondCountableTopology β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
s : Set β
s_count : s.Countable
s_dense : Dense s
f : α → β
h :
  ∀ p ∈ s,
    ∀ q ∈ s, p < q → ∃ u v, MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ μ (u ∩ v) = 0
this : Encodable ↑s
p q : β
⊢ ∃ u v,
    MeasurableSet u ∧ MeasurableSet v ∧ {x | f x < p} ⊆ u ∧ {x | q < f x} ⊆ v ∧ (p ∈ s → q ∈ s → p < q → μ (u ∩ v) = 0)