-- Mathlib/MeasureTheory/Integral/Layercake.lean
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t)

Proof state:
case neg
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (volume.restrict (Ioi 0))] 0
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
M_bdd : BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M : ℝ := sSup {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
zero_mem : 0 ∈ {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M_nonneg : 0 ≤ M
hgM : g =ᶠ[ae (volume.restrict (Ioc 0 M))] 0
ν : Measure α := μ.restrict {a | M < f a}
this : SigmaFinite ν
⊢ ∫⁻ (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)

Tactic:
have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ
       = ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂ν := by
  have meas : MeasurableSet {a | M < f a} := measurableSet_lt measurable_const f_mble
  have I : ∫⁻ ω in {a | M < f a}ᶜ, ENNReal.ofReal (∫ t in (0).. f ω, g t) ∂μ
           = ∫⁻ _ in {a | M < f a}ᶜ, 0 ∂μ := by
    apply setLIntegral_congr_fun meas.compl (Eventually.of_forall (fun s hs ↦ ?_))
    have : ∫ (t : ℝ) in (0)..f s, g t = ∫ (t : ℝ) in (0)..f s, 0 := by
      simp_rw [intervalIntegral.integral_of_le (f_nonneg s)]
      apply integral_congr_ae
      apply ae_mono (restrict_mono ?_ le_rfl) hgM
      apply Ioc_subset_Ioc_right
      simpa using hs
    simp [this]
  simp only [lintegral_const, zero_mul] at I
  rw [← lintegral_add_compl _ meas, I, add_zero]

Result:
case neg
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (volume.restrict (Ioi 0))] 0
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
M_bdd : BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M : ℝ := sSup {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
zero_mem : 0 ∈ {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M_nonneg : 0 ≤ M
hgM : g =ᶠ[ae (volume.restrict (Ioc 0 M))] 0
ν : Measure α := μ.restrict {a | M < f a}
this : SigmaFinite ν
A :
  ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂ν
⊢ ∫⁻ (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)

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (volume.restrict (Ioi 0))] 0
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
M_bdd : BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M : ℝ := sSup {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
zero_mem : 0 ∈ {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
M_nonneg : 0 ≤ M
hgM : g =ᶠ[ae (volume.restrict (Ioc 0 M))] 0
ν : Measure α := μ.restrict {a | M < f a}
u : ℕ → ℝ
uM : ∀ (n : ℕ), M < u n
ulim : Tendsto u atTop (𝓝 M)
n : ℕ
I : ν {a | f a ≤ M} = 0
H3 : ∫ (x : ℝ) in Ioc 0 (u n), g x ∂volume ≤ 0
⊢ ∀ᵐ (t : ℝ) ∂volume.restrict (Ioc 0 (u n)), 0 ≤ g t

Tactic:
filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs using g_nn _ hs.1

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (volume.restrict (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
t : ℝ
ht : g t = 0 t
⊢ μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0 t

Tactic:
simp [ht]

Result:
no goals

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (volume.restrict (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
⊢ ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0

Tactic:
have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
  =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0 := by
    filter_upwards [H1] with t ht using by simp [ht]

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (volume.restrict (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
this : (fun t => μ {a | t ≤ f a} * ENNReal.ofReal (g t)) =ᶠ[ae (volume.restrict (Ioi 0))] 0
⊢ ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
H1 : ¬BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
this : ∀ (n : ℕ), g =ᶠ[ae (volume.restrict (Ioc 0 ↑n))] 0
⊢ g =ᶠ[ae (volume.restrict (Ioi 0))] 0

Tactic:
have Hg : g =ᵐ[volume.restrict (⋃ (n : ℕ), (Ioc (0 : ℝ) n))] 0 :=
  (ae_restrict_iUnion_iff _ _).2 this

Result:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
H1 : ¬BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
this : ∀ (n : ℕ), g =ᶠ[ae (volume.restrict (Ioc 0 ↑n))] 0
Hg : g =ᶠ[ae (volume.restrict (⋃ n, Ioc 0 ↑n))] 0
⊢ g =ᶠ[ae (volume.restrict (Ioi 0))] 0

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H2 : ∀ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t → μ {a | s < f a} ≠ ⊤
H1 : ¬BddAbove {s | g =ᶠ[ae (volume.restrict (Ioc 0 s))] 0}
this✝ : ∀ (n : ℕ), g =ᶠ[ae (volume.restrict (Ioc 0 ↑n))] 0
Hg : g =ᶠ[ae (volume.restrict (⋃ n, Ioc 0 ↑n))] 0
this : ⋃ n, Ioc 0 ↑n = Ioi 0
⊢ g =ᶠ[ae (volume.restrict (Ioi 0))] 0

Tactic:
rwa [this] at Hg

Result:
no goals