-- Mathlib/MeasureTheory/Measure/WithDensity.lean
theorem lintegral_withDensity_eq_lintegral_mul_non_measurable (μ : Measure α) {f : α → ℝ≥0∞}
    (f_meas : Measurable f) (hf : ∀ᵐ x ∂μ, f x < ∞) (g : α → ℝ≥0∞) :
    ∫⁻ a, g a ∂μ.withDensity f = ∫⁻ a, (f * g) a ∂μ

Proof state:
case h
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
x : α
h'x : f x < ⊤
⊢ i x ≤ (f * fun a => (f a)⁻¹ * i a) x

Tactic:
rcases eq_or_ne (f x) 0 with (hx | hx)

Result:
case h.inl
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
x : α
h'x : f x < ⊤
hx : f x = 0
⊢ i x ≤ (f * fun a => (f a)⁻¹ * i a) x

case h.inr
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
x : α
h'x : f x < ⊤
hx : f x ≠ 0
⊢ i x ≤ (f * fun a => (f a)⁻¹ * i a) x

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
x : α
⊢ (fun x => (f x)⁻¹ * i x) x ≤ g x

Tactic:
dsimp

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
x : α
⊢ (f x)⁻¹ * i x ≤ g x

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g : α → ℝ≥0∞
⊢ ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ f * g), ∫⁻ (a : α), g_1 a ∂μ ≤
    ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ g), ∫⁻ (a : α), g_1 a ∂μ.withDensity f

Tactic:
refine iSup₂_le fun i i_meas => iSup_le fun hi => ?_

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ g), ∫⁻ (a : α), g_1 a ∂μ.withDensity f

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g : α → ℝ≥0∞
⊢ ∫⁻ (a : α), g a ∂μ.withDensity f = ∫⁻ (a : α), (f * g) a ∂μ

Tactic:
refine le_antisymm (lintegral_withDensity_le_lintegral_mul μ f_meas g) ?_

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g : α → ℝ≥0∞
⊢ ∫⁻ (a : α), (f * g) a ∂μ ≤ ∫⁻ (a : α), g a ∂μ.withDensity f

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ g), ∫⁻ (a : α), g_1 a ∂μ.withDensity f

Tactic:
refine le_iSup_of_le (fun x => (f x)⁻¹ * i x) (le_iSup_of_le (f_meas.inv.mul i_meas) ?_)

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ⨆ (_ : (fun x => (f x)⁻¹ * i x) ≤ g), ∫⁻ (a : α), (fun x => (f x)⁻¹ * i x) a ∂μ.withDensity f

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ⨆ (_ : (fun x => (f x)⁻¹ * i x) ≤ g), ∫⁻ (a : α), (fun x => (f x)⁻¹ * i x) a ∂μ.withDensity f

Tactic:
refine le_iSup_of_le A ?_

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ∫⁻ (a : α), (fun x => (f x)⁻¹ * i x) a ∂μ.withDensity f

Proof state:
case h.inl
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
x : α
h'x : f x < ⊤
hx : f x = 0
this : i x = 0
⊢ i x ≤ (f * fun a => (f a)⁻¹ * i a) x

Tactic:
simp [this]

Result:
no goals

Proof state:
case h
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∀ᵐ (a : α) ∂μ, i a ≤ (f * fun a => (f a)⁻¹ * i a) a

Tactic:
filter_upwards [hf]

Result:
case h
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∀ (a : α), f a < ⊤ → i a ≤ (f * fun a => (f a)⁻¹ * i a) a

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g : α → ℝ≥0∞
⊢ ∫⁻ (a : α), (f * g) a ∂μ ≤ ∫⁻ (a : α), g a ∂μ.withDensity f

Tactic:
rw [← iSup_lintegral_measurable_le_eq_lintegral, ← iSup_lintegral_measurable_le_eq_lintegral]

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g : α → ℝ≥0∞
⊢ ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ f * g), ∫⁻ (a : α), g_1 a ∂μ ≤
    ⨆ g_1, ⨆ (_ : Measurable g_1), ⨆ (_ : g_1 ≤ g), ∫⁻ (a : α), g_1 a ∂μ.withDensity f

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
x : α
⊢ (f x)⁻¹ * i x ≤ g x

Tactic:
rw [mul_comm, ← div_eq_mul_inv]

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
x : α
⊢ i x / f x ≤ g x

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
⊢ (fun x => (f x)⁻¹ * i x) ≤ g

Tactic:
intro x

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
x : α
⊢ (fun x => (f x)⁻¹ * i x) x ≤ g x

Proof state:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ∫⁻ (a : α), (fun x => (f x)⁻¹ * i x) a ∂μ.withDensity f

Tactic:
rw [lintegral_withDensity_eq_lintegral_mul _ f_meas (f_meas.inv.mul i_meas)]

Result:
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∫⁻ (a : α), i a ∂μ ≤ ∫⁻ (a : α), (f * fun a => (f a)⁻¹ * i a) a ∂μ

Proof state:
case h
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
⊢ ∀ (a : α), f a < ⊤ → i a ≤ (f * fun a => (f a)⁻¹ * i a) a

Tactic:
intro x h'x

Result:
case h
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
f : α → ℝ≥0∞
f_meas : Measurable f
hf : ∀ᵐ (x : α) ∂μ, f x < ⊤
g i : α → ℝ≥0∞
i_meas : Measurable i
hi : i ≤ f * g
A : (fun x => (f x)⁻¹ * i x) ≤ g
x : α
h'x : f x < ⊤
⊢ i x ≤ (f * fun a => (f a)⁻¹ * i a) x