-- Mathlib/Probability/Kernel/MeasurableIntegral.lean
theorem StronglyMeasurable.integral_kernel_prod_right ⦃f : α → β → E⦄
    (hf : StronglyMeasurable (uncurry f)) : StronglyMeasurable fun x => ∫ y, f x y ∂κ x

Proof state:
case pos
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) (κ x)
⊢ Tendsto (fun i => ∫ (x_1 : β), (s' i x) x_1 ∂κ x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))

Tactic:
refine
  tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖)
    (fun n => (s' n x).aestronglyMeasurable) (hfx.norm.add hfx.norm) ?_ ?_

Result:
case pos.refine_1
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) (κ x)
⊢ ∀ (n : ℕ), ∀ᵐ (a : β) ∂κ x, ‖(s' n x) a‖ ≤ (fun y => ‖f x y‖ + ‖f x y‖) a

case pos.refine_2
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
this : ∀ (n : ℕ), Integrable (⇑(s' n x)) (κ x)
⊢ ∀ᵐ (a : β) ∂κ x, Tendsto (fun n => (s' n x) a) atTop (𝓝 (f x a))

Proof state:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
n : ℕ
this : ∀ (x : α), Finset.filter (fun x => x ≠ 0) (s' n x).range ⊆ (s n).range
⊢ StronglyMeasurable fun x => SimpleFunc.integral (κ x) (s' n x)

Tactic:
simp only [SimpleFunc.integral_eq_sum_of_subset (this _)]

Result:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
n : ℕ
this : ∀ (x : α), Finset.filter (fun x => x ≠ 0) (s' n x).range ⊆ (s n).range
⊢ StronglyMeasurable fun x => ∑ x_1 ∈ (s n).range, ((κ x) (⇑(s' n x) ⁻¹' {x_1})).toReal • x_1

Proof state:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
n : ℕ
⊢ StronglyMeasurable fun x => SimpleFunc.integral (κ x) (s' n x)

Tactic:
have : ∀ x, ((s' n x).range.filter fun x => x ≠ 0) ⊆ (s n).range := by
  intro x; refine Finset.Subset.trans (Finset.filter_subset _ _) ?_; intro y
  simp_rw [SimpleFunc.mem_range]; rintro ⟨z, rfl⟩; exact ⟨(x, z), rfl⟩

Result:
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝² : MeasurableSpace E := borel E
this✝¹ : BorelSpace E
this✝ : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x => (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n => {x | Integrable (f x) (κ x)}.indicator fun x => SimpleFunc.integral (κ x) (s' n x)
n : ℕ
this : ∀ (x : α), Finset.filter (fun x => x ≠ 0) (s' n x).range ⊆ (s n).range
⊢ StronglyMeasurable fun x => SimpleFunc.integral (κ x) (s' n x)