-- Mathlib/Analysis/Calculus/Rademacher.lean
theorem integral_inv_smul_sub_mul_tendsto_integral_lineDeriv_mul'
    (hf : LipschitzWith C f) (h'f : HasCompactSupport f) (hg : Continuous g) (v : E) :
    Tendsto (fun (t : ℝ) ↦ ∫ x, (t⁻¹ • (f (x + t • v) - f x)) * g x ∂μ) (𝓝[>] 0)
      (𝓝 (∫ x, lineDeriv ℝ f x v * g x ∂μ))

Proof state:
case hF_meas.h
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
⊢ AEStronglyMeasurable (fun a => t⁻¹ • (f (a + t • v) - f a) * g a) μ

Tactic:
apply AEStronglyMeasurable.mul ?_ hg.aestronglyMeasurable

Result:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
⊢ AEStronglyMeasurable (fun a => t⁻¹ • (f (a + t • v) - f a)) μ

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∈ K
⊢ ‖t⁻¹ • (f (x + t • v) - f x) * g x‖ = t⁻¹ * ‖f (x + t • v) - f x‖ * ‖g x‖

Tactic:
simp [norm_mul, t_pos.le]

Result:
no goals

Proof state:
case neg
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∉ K
A : f x = 0
⊢ ‖t⁻¹ • (f (x + t • v) - f x) * g x‖ ≤ K.indicator (fun x => ↑C * ‖v‖ * ‖g x‖) x

Tactic:
have B : f (x + t • v) = 0 := by
  rw [← Function.nmem_support]
  contrapose! hx
  apply mem_cthickening_of_dist_le _ _ (‖v‖) (tsupport f) (subset_tsupport _ hx)
  simp only [dist_eq_norm, sub_add_cancel_left, norm_neg, norm_smul, Real.norm_eq_abs,
    abs_of_nonneg t_pos.le, norm_pos_iff]
  exact mul_le_of_le_one_left (norm_nonneg v) ht.2

Result:
case neg
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∉ K
A : f x = 0
B : f (x + t • v) = 0
⊢ ‖t⁻¹ • (f (x + t • v) - f x) * g x‖ ≤ K.indicator (fun x => ↑C * ‖v‖ * ‖g x‖) x

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∉ K
⊢ x ∉ Function.support f

Tactic:
contrapose! hx

Result:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∈ Function.support f
⊢ x ∈ K

Proof state:
case h.h
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∈ K
⊢ ‖f (x + t • v) - f x‖ ≤ ↑C * ‖x + t • v - x‖

Tactic:
exact LipschitzWith.norm_sub_le hf (x + t • v) x

Result:
no goals

Proof state:
case bound_integrable
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
⊢ ContinuousOn (fun x => ↑C * ‖v‖ * ‖g x‖) K

Tactic:
exact (Continuous.mul continuous_const hg.norm).continuousOn

Result:
no goals

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
t : ℝ
ht : t ∈ Ioc 0 1
t_pos : 0 < t
x : E
hx : x ∈ Function.support f
⊢ x ∈ K

Tactic:
exact self_subset_cthickening _ (subset_tsupport _ hx)

Result:
no goals

Proof state:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
⊢ Tendsto (fun t => ∫ (x : E), t⁻¹ • (f (x + t • v) - f x) * g x ∂μ) (𝓝[>] 0)
    (𝓝 (∫ (x : E), lineDeriv ℝ f x v * g x ∂μ))

Tactic:
let K := cthickening (‖v‖) (tsupport f)

Result:
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
⊢ Tendsto (fun t => ∫ (x : E), t⁻¹ • (f (x + t • v) - f x) * g x ∂μ) (𝓝[>] 0)
    (𝓝 (∫ (x : E), lineDeriv ℝ f x v * g x ∂μ))

Proof state:
case bound_integrable
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
⊢ Integrable (K.indicator fun x => ↑C * ‖v‖ * ‖g x‖) μ

Tactic:
rw [integrable_indicator_iff K_compact.measurableSet]

Result:
case bound_integrable
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous g
v : E
K : Set E := cthickening ‖v‖ (tsupport f)
K_compact : IsCompact K
⊢ IntegrableOn (fun x => ↑C * ‖v‖ * ‖g x‖) K μ