-- Mathlib/MeasureTheory/Integral/BoundedContinuousFunction.lean
lemma tendsto_integral_of_forall_integral_le_liminf_integral {ι : Type*} {L : Filter ι}
    {μ : Measure X} [IsProbabilityMeasure μ] {μs : ι → Measure X} [∀ i, IsProbabilityMeasure (μs i)]
    (h : ∀ f : X →ᵇ ℝ, 0 ≤ f → ∫ x, f x ∂μ ≤ L.liminf (fun i ↦ ∫ x, f x ∂ (μs i)))
    (f : X →ᵇ ℝ) :
    Tendsto (fun i ↦ ∫ x, f x ∂ (μs i)) L (𝓝 (∫ x, f x ∂μ))

Proof state:
case inr.hsup
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
bdd_below : IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i
key : ∫ (x : X), (const X ‖f‖ - f) x ∂μ ≤ liminf (fun i => ∫ (x : X), (const X ‖f‖ - f) x ∂μs i) L
⊢ limsup (fun i => ∫ (x : X), f x ∂μs i) L ≤ ∫ (x : X), f x ∂μ

Tactic:
simp_rw [f.integral_const_sub ‖f‖] at key

Result:
case inr.hsup
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
bdd_below : IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i
key :
  (μ Set.univ).toReal • ‖f‖ - ∫ (x : X), f x ∂μ ≤
    liminf (fun i => ((μs i) Set.univ).toReal • ‖f‖ - ∫ (x : X), f x ∂μs i) L
⊢ limsup (fun i => ∫ (x : X), f x ∂μs i) L ≤ ∫ (x : X), f x ∂μ

Proof state:
case inr.h'
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
bdd_below : IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i
⊢ autoParam (IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i) _auto✝

Tactic:
exact bdd_below

Result:
no goals

Proof state:
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
⊢ BddBelow (?m.53434 '' Set.univ)

Tactic:
simpa using obs.bddBelow

Result:
no goals

Proof state:
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (𝓝 (∫ (x : X), f x ∂μ))

Tactic:
rcases eq_or_neBot L with rfl|hL

Result:
case inl
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
f : X →ᵇ ℝ
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) ⊥
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) ⊥ (𝓝 (∫ (x : X), f x ∂μ))

case inr
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (𝓝 (∫ (x : X), f x ∂μ))

Proof state:
case inr.hsup
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
bdd_below : IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i
key :
  (μ Set.univ).toReal • ‖f‖ - ∫ (x : X), f x ∂μ ≤
    liminf (fun i => ((μs i) Set.univ).toReal • ‖f‖ - ∫ (x : X), f x ∂μs i) L
⊢ limsup (fun i => ∫ (x : X), f x ∂μs i) L ≤ ∫ (x : X), f x ∂μ

Tactic:
simp only [measure_univ, ENNReal.one_toReal, smul_eq_mul, one_mul] at key

Result:
case inr.hsup
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
bdd_below : IsBoundedUnder (fun x1 x2 => x1 ≥ x2) L fun i => ∫ (x : X), f x ∂μs i
key : ‖f‖ - ∫ (x : X), f x ∂μ ≤ liminf (fun i => ‖f‖ - ∫ (x : X), f x ∂μs i) L
⊢ limsup (fun i => ∫ (x : X), f x ∂μs i) L ≤ ∫ (x : X), f x ∂μ

Proof state:
case inl
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
f : X →ᵇ ℝ
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) ⊥
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) ⊥ (𝓝 (∫ (x : X), f x ∂μ))

Tactic:
simp only [tendsto_bot]

Result:
no goals

Proof state:
case inr
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (𝓝 (∫ (x : X), f x ∂μ))

Tactic:
have bdd_above := BddAbove.isBoundedUnder L.univ_mem (by simpa using obs.bddAbove)

Result:
case inr
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : MeasurableSpace X
inst✝² : OpensMeasurableSpace X
ι : Type u_2
L : Filter ι
μ : Measure X
inst✝¹ : IsProbabilityMeasure μ
μs : ι → Measure X
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
h : ∀ (f : X →ᵇ ℝ), 0 ≤ f → ∫ (x : X), f x ∂μ ≤ liminf (fun i => ∫ (x : X), f x ∂μs i) L
f : X →ᵇ ℝ
hL : L.NeBot
obs : Bornology.IsBounded (Set.range fun i => ∫ (x : X), f x ∂μs i)
bdd_above : IsBoundedUnder (fun x1 x2 => x1 ≤ x2) L fun i => ∫ (x : X), f x ∂μs i
⊢ Tendsto (fun i => ∫ (x : X), f x ∂μs i) L (𝓝 (∫ (x : X), f x ∂μ))