-- Mathlib/MeasureTheory/Integral/Prod.lean
/-- A version of *Fubini theorem* for continuous functions with compact support: one may swap
the order of integration with respect to locally finite measures. One does not assume that the
measures are σ-finite, contrary to the usual Fubini theorem. -/
lemma integral_integral_swap_of_hasCompactSupport
    {f : X → Y → E} (hf : Continuous f.uncurry) (h'f : HasCompactSupport f.uncurry)
    {μ : Measure X} {ν : Measure Y} [IsFiniteMeasureOnCompacts μ] [IsFiniteMeasureOnCompacts ν] :
    ∫ x, (∫ y, f x y ∂ν) ∂μ = ∫ y, (∫ x, f x y ∂μ) ∂ν

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
y : Y
x : X
hx : x ∉ U
⊢ f x y = 0

Tactic:
contrapose! hx

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
y : Y
x : X
hx : f x y ≠ 0
⊢ x ∈ U

Proof state:
case hf
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ IntegrableOn (uncurry f) (tsupport (uncurry f)) ((μ.restrict U).prod (ν.restrict V))

Tactic:
refine ⟨(h'f.stronglyMeasurable_of_prod hf).aestronglyMeasurable, ?_⟩

Result:
case hf
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ HasFiniteIntegral (uncurry f) (((μ.restrict U).prod (ν.restrict V)).restrict (tsupport (uncurry f)))

Proof state:
case hf.intro
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
C : ℝ
hC : ∀ (p : X × Y), ‖uncurry f p‖ ≤ C
⊢ HasFiniteIntegral (uncurry f) (((μ.restrict U).prod (ν.restrict V)).restrict (tsupport (uncurry f)))

Tactic:
exact hasFiniteIntegral_of_bounded (C := C) (Eventually.of_forall hC)

Result:
no goals

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝¹ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this✝ : Fact (ν V < ⊤)
y : Y
x : X
hy : f x y ≠ 0
this : (x, y) ∈ support (uncurry f)
⊢ y ∈ V

Tactic:
exact mem_image_of_mem _ (subset_tsupport _ this)

Result:
no goals

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ ∫ (x : X), ∫ (y : Y) in V, f x y ∂ν ∂μ = ∫ (x : X) in U, ∫ (y : Y) in V, f x y ∂ν ∂μ

Tactic:
apply (setIntegral_eq_integral_of_forall_compl_eq_zero (fun x hx ↦ ?_)).symm

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
x : X
hx : x ∉ U
⊢ ∫ (y : Y) in V, f x y ∂ν = 0

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ ∫ (x : X) in U, ∫ (y : Y) in V, f x y ∂ν ∂μ = ∫ (y : Y) in V, ∫ (x : X) in U, f x y ∂μ ∂ν

Tactic:
apply integral_integral_swap

Result:
case hf
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ Integrable (uncurry f) ((μ.restrict U).prod (ν.restrict V))