-- Mathlib/Analysis/Convolution.lean
theorem convolution_tendsto_right {ι} {g : ι → G → E'} {l : Filter ι} {x₀ : G} {z₀ : E'}
    {φ : ι → G → ℝ} {k : ι → G} (hnφ : ∀ᶠ i in l, ∀ x, 0 ≤ φ i x)
    (hiφ : ∀ᶠ i in l, ∫ x, φ i x ∂μ = 1)
    -- todo: we could weaken this to "the integral tends to 1"
    (hφ : Tendsto (fun n => support (φ n)) l (𝓝 0).smallSets)
    (hmg : ∀ᶠ i in l, AEStronglyMeasurable (g i) μ) (hcg : Tendsto (uncurry g) (l ×ˢ 𝓝 x₀) (𝓝 z₀))
    (hk : Tendsto k l (𝓝 x₀)) :
    Tendsto (fun i : ι => (φ i ⋆[lsmul ℝ ℝ, μ] g i : G → E') (k i)) l (𝓝 z₀)

Proof state:
case h
G : Type uG
E' : Type uE'
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : MeasurableSpace G
μ : Measure G
inst✝⁶ : SeminormedAddCommGroup G
inst✝⁵ : BorelSpace G
inst✝⁴ : SecondCountableTopology G
inst✝³ : μ.IsAddLeftInvariant
inst✝² : SFinite μ
inst✝¹ : NormedSpace ℝ E'
inst✝ : CompleteSpace E'
ι : Type u_1
g : ι → G → E'
l : Filter ι
x₀ : G
z₀ : E'
φ : ι → G → ℝ
k : ι → G
hnφ : ∀ᶠ (i : ι) in l, ∀ (x : G), 0 ≤ φ i x
hiφ : ∀ᶠ (i : ι) in l, ∫ (x : G), φ i x ∂μ = 1
hmg : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (g i) μ
hk : Tendsto k l (𝓝 x₀)
hφ : ∀ t ∈ 𝓝 0, ∀ᶠ (x : ι) in l, support (φ x) ⊆ t
hcg :
  ∀ ε > 0,
    ∃ pa,
      (∀ᶠ (i : ι) in l, pa i) ∧ ∃ ε_1 > 0, ∀ ⦃i : ι⦄, pa i → ∀ ⦃x : G⦄, dist x x₀ < ε_1 → dist (uncurry g (i, x)) z₀ < ε
ε : ℝ
hε : ε > 0
h2ε : 0 < ε / 3
p : ι → Prop
hp : ∀ᶠ (i : ι) in l, p i
δ : ℝ
hδ : δ > 0
hgδ : ∀ ⦃i : ι⦄, p i → ∀ ⦃x : G⦄, dist x x₀ < δ → dist (g i x) z₀ < ε / 3
h2k : ∀ᶠ (x : ι) in l, dist (k x) x₀ < δ / 2
h2φ : ∀ᶠ (x : ι) in l, support (φ x) ⊆ ball 0 (δ / 2)
i : ι
hpi : p i
hki : dist (k i) x₀ < δ / 2
hφi : support (φ i) ⊆ ball 0 (δ / 2)
hnφi : ∀ (x : G), 0 ≤ φ i x
hiφi : ∫ (x : G), φ i x ∂μ = 1
hmgi : AEStronglyMeasurable (g i) μ
hgi : dist (g i (k i)) z₀ < ε / 3
h1 : ∀ x' ∈ ball (k i) (δ / 2), dist (g i x') (g i (k i)) ≤ ε / 3 + ε / 3
this : dist ((φ i ⋆[lsmul ℝ ℝ, μ] g i) (k i)) (g i (k i)) ≤ ε / 3 + ε / 3
⊢ dist ((φ i ⋆[lsmul ℝ ℝ, μ] g i) (k i)) z₀ < ε

Tactic:
refine ((dist_triangle _ _ _).trans_lt (add_lt_add_of_le_of_lt this hgi)).trans_eq ?_

Result:
case h
G : Type uG
E' : Type uE'
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : MeasurableSpace G
μ : Measure G
inst✝⁶ : SeminormedAddCommGroup G
inst✝⁵ : BorelSpace G
inst✝⁴ : SecondCountableTopology G
inst✝³ : μ.IsAddLeftInvariant
inst✝² : SFinite μ
inst✝¹ : NormedSpace ℝ E'
inst✝ : CompleteSpace E'
ι : Type u_1
g : ι → G → E'
l : Filter ι
x₀ : G
z₀ : E'
φ : ι → G → ℝ
k : ι → G
hnφ : ∀ᶠ (i : ι) in l, ∀ (x : G), 0 ≤ φ i x
hiφ : ∀ᶠ (i : ι) in l, ∫ (x : G), φ i x ∂μ = 1
hmg : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (g i) μ
hk : Tendsto k l (𝓝 x₀)
hφ : ∀ t ∈ 𝓝 0, ∀ᶠ (x : ι) in l, support (φ x) ⊆ t
hcg :
  ∀ ε > 0,
    ∃ pa,
      (∀ᶠ (i : ι) in l, pa i) ∧ ∃ ε_1 > 0, ∀ ⦃i : ι⦄, pa i → ∀ ⦃x : G⦄, dist x x₀ < ε_1 → dist (uncurry g (i, x)) z₀ < ε
ε : ℝ
hε : ε > 0
h2ε : 0 < ε / 3
p : ι → Prop
hp : ∀ᶠ (i : ι) in l, p i
δ : ℝ
hδ : δ > 0
hgδ : ∀ ⦃i : ι⦄, p i → ∀ ⦃x : G⦄, dist x x₀ < δ → dist (g i x) z₀ < ε / 3
h2k : ∀ᶠ (x : ι) in l, dist (k x) x₀ < δ / 2
h2φ : ∀ᶠ (x : ι) in l, support (φ x) ⊆ ball 0 (δ / 2)
i : ι
hpi : p i
hki : dist (k i) x₀ < δ / 2
hφi : support (φ i) ⊆ ball 0 (δ / 2)
hnφi : ∀ (x : G), 0 ≤ φ i x
hiφi : ∫ (x : G), φ i x ∂μ = 1
hmgi : AEStronglyMeasurable (g i) μ
hgi : dist (g i (k i)) z₀ < ε / 3
h1 : ∀ x' ∈ ball (k i) (δ / 2), dist (g i x') (g i (k i)) ≤ ε / 3 + ε / 3
this : dist ((φ i ⋆[lsmul ℝ ℝ, μ] g i) (k i)) (g i (k i)) ≤ ε / 3 + ε / 3
⊢ ε / 3 + ε / 3 + ε / 3 = ε

Proof state:
G : Type uG
E' : Type uE'
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : MeasurableSpace G
μ : Measure G
inst✝⁶ : SeminormedAddCommGroup G
inst✝⁵ : BorelSpace G
inst✝⁴ : SecondCountableTopology G
inst✝³ : μ.IsAddLeftInvariant
inst✝² : SFinite μ
inst✝¹ : NormedSpace ℝ E'
inst✝ : CompleteSpace E'
ι : Type u_1
g : ι → G → E'
l : Filter ι
x₀ : G
z₀ : E'
φ : ι → G → ℝ
k : ι → G
hnφ : ∀ᶠ (i : ι) in l, ∀ (x : G), 0 ≤ φ i x
hiφ : ∀ᶠ (i : ι) in l, ∫ (x : G), φ i x ∂μ = 1
hmg : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (g i) μ
hcg : ∀ ε > 0, ∀ᶠ (x : ι × G) in l ×ˢ 𝓝 x₀, dist (uncurry g x) z₀ < ε
hk : Tendsto k l (𝓝 x₀)
hφ : ∀ t ∈ 𝓝 0, ∀ᶠ (x : ι) in l, support (φ x) ⊆ t
⊢ ∀ ε > 0, ∀ᶠ (x : ι) in l, dist ((φ x ⋆[lsmul ℝ ℝ, μ] g x) (k x)) z₀ < ε

Tactic:
simp_rw [Metric.eventually_prod_nhds_iff] at hcg

Result:
G : Type uG
E' : Type uE'
inst✝⁸ : NormedAddCommGroup E'
inst✝⁷ : MeasurableSpace G
μ : Measure G
inst✝⁶ : SeminormedAddCommGroup G
inst✝⁵ : BorelSpace G
inst✝⁴ : SecondCountableTopology G
inst✝³ : μ.IsAddLeftInvariant
inst✝² : SFinite μ
inst✝¹ : NormedSpace ℝ E'
inst✝ : CompleteSpace E'
ι : Type u_1
g : ι → G → E'
l : Filter ι
x₀ : G
z₀ : E'
φ : ι → G → ℝ
k : ι → G
hnφ : ∀ᶠ (i : ι) in l, ∀ (x : G), 0 ≤ φ i x
hiφ : ∀ᶠ (i : ι) in l, ∫ (x : G), φ i x ∂μ = 1
hmg : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (g i) μ
hk : Tendsto k l (𝓝 x₀)
hφ : ∀ t ∈ 𝓝 0, ∀ᶠ (x : ι) in l, support (φ x) ⊆ t
hcg :
  ∀ ε > 0,
    ∃ pa,
      (∀ᶠ (i : ι) in l, pa i) ∧ ∃ ε_1 > 0, ∀ ⦃i : ι⦄, pa i → ∀ ⦃x : G⦄, dist x x₀ < ε_1 → dist (uncurry g (i, x)) z₀ < ε
⊢ ∀ ε > 0, ∀ᶠ (x : ι) in l, dist ((φ x ⋆[lsmul ℝ ℝ, μ] g x) (k x)) z₀ < ε