-- Mathlib/Analysis/SpecialFunctions/Pow/Integral.lean
theorem lintegral_rpow_eq_lintegral_meas_le_mul :
    ∫⁻ ω, ENNReal.ofReal (f ω ^ p) ∂μ =
      ENNReal.ofReal p * ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ =
    ENNReal.ofReal p * ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Tactic:
rw [← key, ← lintegral_const_mul'' (ENNReal.ofReal p)] <;> simp_rw [obs]

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ = ∫⁻ (a : α), ENNReal.ofReal p * ENNReal.ofReal (f a ^ p / p) ∂μ

α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ AEMeasurable (fun ω => ENNReal.ofReal (f ω ^ p / p)) μ

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ MeasurableSpace α

Tactic:
infer_instance

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
⊢ ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t

Tactic:
filter_upwards [self_mem_ae_restrict (measurableSet_Ioi : MeasurableSet (Ioi (0 : ℝ)))]

Result:
case h
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
⊢ ∀ a ∈ Ioi 0, 0 ≤ g a

Proof state:
case h
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
⊢ ∀ a ∈ Ioi 0, 0 ≤ g a

Tactic:
intro t t_pos

Result:
case h
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
t : ℝ
t_pos : t ∈ Ioi 0
⊢ 0 ≤ g t

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ AEMeasurable (fun ω => ENNReal.ofReal (f ω ^ p / p)) μ

Tactic:
have aux := (@measurable_const ℝ α (by infer_instance) (by infer_instance) p).aemeasurable
              (μ := μ)

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
aux : AEMeasurable (fun x => p) μ
⊢ AEMeasurable (fun ω => ENNReal.ofReal (f ω ^ p / p)) μ

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ =
    ENNReal.ofReal p * ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Tactic:
have obs : ∀ x : ℝ, ∫ t : ℝ in (0)..x, t ^ (p - 1) = x ^ p / p := by
  intro x
  rw [integral_rpow (Or.inl one_lt_p)]
  simp [Real.zero_rpow p_pos.ne.symm]

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
obs : ∀ (x : ℝ), ∫ (t : ℝ) in 0 ..x, t ^ (p - 1) = x ^ p / p
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ =
    ENNReal.ofReal p * ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
x : ℝ
⊢ (x ^ (p - 1 + 1) - 0 ^ (p - 1 + 1)) / (p - 1 + 1) = x ^ p / p

Tactic:
simp [Real.zero_rpow p_pos.ne.symm]

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
⊢ -1 < p - 1

Tactic:
linarith

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ =
    ENNReal.ofReal p * ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Tactic:
have one_lt_p : -1 < p - 1 := by linarith

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
⊢ ∫⁻ (ω : α), ENNReal.ofReal (f ω ^ p) ∂μ =
    ENNReal.ofReal p * ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (t ^ (p - 1))

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
p : ℝ
p_pos : 0 < p
one_lt_p : -1 < p - 1
g : ℝ → ℝ := fun t => t ^ (p - 1)
obs : ∀ (x : ℝ), intervalIntegral g 0 x volume = x ^ p / p
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
key :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
⊢ MeasurableSpace ℝ

Tactic:
infer_instance

Result:
no goals