-- Mathlib/Probability/Kernel/Composition/CompProd.lean
theorem lintegral_compProd' (κ : Kernel α β) [IsSFiniteKernel κ] (η : Kernel (α × β) γ)
    [IsSFiniteKernel η] (a : α) {f : β → γ → ℝ≥0∞} (hf : Measurable (Function.uncurry f)) :
    ∫⁻ bc, f bc.1 bc.2 ∂(κ ⊗ₖ η) a = ∫⁻ b, ∫⁻ c, f b c ∂η (a, b) ∂κ a

Proof state:
case e_s.h.refine_2
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
⊢ ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) + ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a =
    ∫⁻ (b : β), ∫⁻ (c : γ), f (b, c) + f' (b, c) ∂η (a, b) ∂κ a

Tactic:
congr with b

Result:
case e_s.h.refine_2.e_f.h
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
b : β
⊢ ∫⁻ (c : γ), f (b, c) ∂η (a, b) + ∫⁻ (c : γ), f' (b, c) ∂η (a, b) = ∫⁻ (c : γ), f (b, c) + f' (b, c) ∂η (a, b)

Proof state:
case e_s.h.refine_2
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
⊢ ∫⁻ (a : β × γ), (f + f') a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), (f + f') (a_1, c) ∂η (a, a_1) ∂κ a

Tactic:
simp_rw [SimpleFunc.coe_add, Pi.add_apply]

Result:
case e_s.h.refine_2
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f✝ : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f✝)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f✝)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f✝ a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
f f' : SimpleFunc (β × γ) ℝ≥0∞
a✝ : Disjoint (Function.support ⇑f) (Function.support ⇑f')
hf_eq : ∫⁻ (a : β × γ), f a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) ∂η (a, a_1) ∂κ a
hf'_eq : ∫⁻ (a : β × γ), f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f' (a_1, c) ∂η (a, a_1) ∂κ a
⊢ ∫⁻ (a : β × γ), f a + f' a ∂(κ ⊗ₖ η) a = ∫⁻ (a_1 : β), ∫⁻ (c : γ), f (a_1, c) + f' (a_1, c) ∂η (a, a_1) ∂κ a

Proof state:
case e_s.h.refine_1.e_f.h
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
c : ℝ≥0∞
s : Set (β × γ)
hs : MeasurableSet s
b : β
⊢ c * (η (a, b)) {c | (b, c) ∈ s} = ∫⁻ (c_1 : γ), s.indicator (fun x => c) (b, c_1) ∂η (a, b)

Tactic:
rw [lintegral_indicator_const_comp measurable_prod_mk_left hs]

Result:
case e_s.h.refine_1.e_f.h
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
c : ℝ≥0∞
s : Set (β × γ)
hs : MeasurableSet s
b : β
⊢ c * (η (a, b)) {c | (b, c) ∈ s} = c * (η (a, b)) (Prod.mk b ⁻¹' s)

Proof state:
case e_s.h.refine_1
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
c : ℝ≥0∞
s : Set (β × γ)
hs : MeasurableSet s
⊢ ∫⁻ (a_1 : β), c * (η (a, a_1)) {c | (a_1, c) ∈ s} ∂κ a =
    ∫⁻ (a_1 : β), ∫⁻ (c_1 : γ), s.indicator (fun x => c) (a_1, c_1) ∂η (a, a_1) ∂κ a

Tactic:
congr

Result:
case e_s.h.refine_1.e_f
α : Type u_1
β : Type u_2
γ : Type u_3
mα : MeasurableSpace α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
κ : Kernel α β
inst✝¹ : IsSFiniteKernel κ
η : Kernel (α × β) γ
inst✝ : IsSFiniteKernel η
a : α
f : β → γ → ℝ≥0∞
hf : Measurable (Function.uncurry f)
F : ℕ → SimpleFunc (β × γ) ℝ≥0∞ := SimpleFunc.eapprox (Function.uncurry f)
h : ∀ (a : β) (b : γ), ⨆ n, (F n) (a, b) = f a b
h_mono : Monotone F
this : ∀ (b : β), ∫⁻ (c : γ), ⨆ n, (F n) (b, c) ∂η (a, b) = ⨆ n, ∫⁻ (c : γ), (F n) (b, c) ∂η (a, b)
h_some_meas_integral : ∀ (f' : SimpleFunc (β × γ) ℝ≥0∞), Measurable fun b => ∫⁻ (c : γ), f' (b, c) ∂η (a, b)
n : ℕ
c : ℝ≥0∞
s : Set (β × γ)
hs : MeasurableSet s
⊢ (fun a_1 => c * (η (a, a_1)) {c | (a_1, c) ∈ s}) = fun a_1 =>
    ∫⁻ (c_1 : γ), s.indicator (fun x => c) (a_1, c_1) ∂η (a, a_1)