-- Mathlib/MeasureTheory/Integral/Lebesgue.lean
/-- If a monotone sequence of functions has an upper bound and the sequence of integrals of these
functions tends to the integral of the upper bound, then the sequence of functions converges
almost everywhere to the upper bound. Auxiliary version assuming moreover that the
functions in the sequence are ae measurable. -/
lemma tendsto_of_lintegral_tendsto_of_monotone_aux {α : Type*} {mα : MeasurableSpace α}
    {f : ℕ → α → ℝ≥0∞} {F : α → ℝ≥0∞} {μ : Measure α}
    (hf_meas : ∀ n, AEMeasurable (f n) μ) (hF_meas : AEMeasurable F μ)
    (hf_tendsto : Tendsto (fun i ↦ ∫⁻ a, f i a ∂μ) atTop (𝓝 (∫⁻ a, F a ∂μ)))
    (hf_mono : ∀ᵐ a ∂μ, Monotone (fun i ↦ f i a))
    (h_bound : ∀ᵐ a ∂μ, ∀ i, f i a ≤ F a) (h_int_finite : ∫⁻ a, F a ∂μ ≠ ∞) :
    ∀ᵐ a ∂μ, Tendsto (fun i ↦ f i a) atTop (𝓝 (F a))

Proof state:
case h
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
h_exists : ∀ᵐ (a : α) ∂μ, ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
F' : α → ℝ≥0∞ := fun a => if h : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l) then h.choose else ⊤
a : α
ha : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
⊢ Tendsto (fun i => f i a) atTop (𝓝 ha.choose)

Tactic:
exact ha.choose_spec

Result:
no goals

Proof state:
case h
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

Tactic:
have h_tendsto : Tendsto (fun i ↦ f i a) atTop atTop ∨
    ∃ l, Tendsto (fun i ↦ f i a) atTop (𝓝 l) := tendsto_of_monotone h_mono

Result:
case h
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
h_tendsto : Tendsto (fun i => f i a) atTop atTop ∨ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

Proof state:
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
h_exists : ∀ᵐ (a : α) ∂μ, ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
F' : α → ℝ≥0∞ := fun a => if h : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l) then h.choose else ⊤
hF'_tendsto : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) atTop (𝓝 (F' a))
hF'_le : F' ≤ᶠ[ae μ] F
⊢ Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F' a ∂μ))

Tactic:
exact lintegral_tendsto_of_tendsto_of_monotone hf_meas hf_mono hF'_tendsto

Result:
no goals

Proof state:
case h.inr
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
h_tendsto : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

Tactic:
exact h_tendsto

Result:
no goals

Proof state:
case h
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
h_tendsto : Tendsto (fun i => f i a) atTop atTop ∨ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

Tactic:
rcases h_tendsto with h_absurd | h_tendsto

Result:
case h.inl
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
h_absurd : Tendsto (fun i => f i a) atTop atTop
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

case h.inr
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
a : α
h_le : ∀ (i : ℕ), f i a ≤ F a
h_fin : F a ≠ ⊤
h_mono : Monotone fun i => f i a
h_tendsto : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
⊢ ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)

Proof state:
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
h_exists : ∀ᵐ (a : α) ∂μ, ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
F' : α → ℝ≥0∞ := fun a => if h : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l) then h.choose else ⊤
hF'_tendsto : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) atTop (𝓝 (F' a))
hF'_le : F' ≤ᶠ[ae μ] F
⊢ ∫⁻ (a : α), F' a ∂μ = ∫⁻ (a : α), F a ∂μ

Tactic:
refine tendsto_nhds_unique ?_ hf_tendsto

Result:
α : Type u_5
mα : MeasurableSpace α
f : ℕ → α → ℝ≥0∞
F : α → ℝ≥0∞
μ : Measure α
hf_meas : ∀ (n : ℕ), AEMeasurable (f n) μ
hF_meas : AEMeasurable F μ
hf_tendsto : Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F a ∂μ))
hf_mono : ∀ᵐ (a : α) ∂μ, Monotone fun i => f i a
h_bound : ∀ᵐ (a : α) ∂μ, ∀ (i : ℕ), f i a ≤ F a
h_int_finite : ∫⁻ (a : α), F a ∂μ ≠ ⊤
h_bound_finite : ∀ᵐ (a : α) ∂μ, F a ≠ ⊤
h_exists : ∀ᵐ (a : α) ∂μ, ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l)
F' : α → ℝ≥0∞ := fun a => if h : ∃ l, Tendsto (fun i => f i a) atTop (𝓝 l) then h.choose else ⊤
hF'_tendsto : ∀ᵐ (a : α) ∂μ, Tendsto (fun i => f i a) atTop (𝓝 (F' a))
hF'_le : F' ≤ᶠ[ae μ] F
⊢ Tendsto (fun i => ∫⁻ (a : α), f i a ∂μ) atTop (𝓝 (∫⁻ (a : α), F' a ∂μ))