-- Mathlib/MeasureTheory/Measure/Portmanteau.lean
theorem FiniteMeasure.limsup_measure_closed_le_of_tendsto {Ω ι : Type*} {L : Filter ι}
    [MeasurableSpace Ω] [TopologicalSpace Ω] [HasOuterApproxClosed Ω]
    [OpensMeasurableSpace Ω] {μ : FiniteMeasure Ω}
    {μs : ι → FiniteMeasure Ω} (μs_lim : Tendsto μs L (𝓝 μ)) {F : Set Ω} (F_closed : IsClosed F) :
    (L.limsup fun i ↦ (μs i : Measure Ω) F) ≤ (μ : Measure Ω) F

Proof state:
case inr.h.intro
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
room₁ : ↑μ F < ↑μ F + ↑ε / 2
M : ℕ
hM : ∀ b ≥ M, ∫⁻ (ω : Ω), ↑((fs b) ω) ∂↑μ < ↑μ F + ↑ε / 2
key₂ : Tendsto (fun i => ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs i)) L (𝓝 (∫⁻ (x : Ω), ↑((fs M) x) ∂↑μ))
room₂ : ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ < ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Tactic:
have ev_near := key₂.eventually_le_const room₂

Result:
case inr.h.intro
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
room₁ : ↑μ F < ↑μ F + ↑ε / 2
M : ℕ
hM : ∀ b ≥ M, ∫⁻ (ω : Ω), ↑((fs b) ω) ∂↑μ < ↑μ F + ↑ε / 2
key₂ : Tendsto (fun i => ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs i)) L (𝓝 (∫⁻ (x : Ω), ↑((fs M) x) ∂↑μ))
room₂ : ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ < ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
ev_near : ∀ᶠ (a : ι) in L, ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs a) ≤ ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Proof state:
case inr.h
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Tactic:
have key₁ : Tendsto (fun n ↦ ∫⁻  ω, (fs n ω : ℝ≥0∞) ∂μ) atTop (𝓝 ((μ : Measure Ω) F)) :=
  HasOuterApproxClosed.tendsto_lintegral_apprSeq F_closed (μ : Measure Ω)

Result:
case inr.h
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Proof state:
case inr.h.intro
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
room₁ : ↑μ F < ↑μ F + ↑ε / 2
M : ℕ
hM : ∀ b ≥ M, ∫⁻ (ω : Ω), ↑((fs b) ω) ∂↑μ < ↑μ F + ↑ε / 2
key₂ : Tendsto (fun i => ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs i)) L (𝓝 (∫⁻ (x : Ω), ↑((fs M) x) ∂↑μ))
room₂ : ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ < ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
ev_near : ∀ᶠ (a : ι) in L, ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs a) ≤ ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Tactic:
have ev_near' := ev_near.mono
  (fun n ↦ le_trans (HasOuterApproxClosed.measure_le_lintegral F_closed (μs n) M))

Result:
case inr.h.intro
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
room₁ : ↑μ F < ↑μ F + ↑ε / 2
M : ℕ
hM : ∀ b ≥ M, ∫⁻ (ω : Ω), ↑((fs b) ω) ∂↑μ < ↑μ F + ↑ε / 2
key₂ : Tendsto (fun i => ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs i)) L (𝓝 (∫⁻ (x : Ω), ↑((fs M) x) ∂↑μ))
room₂ : ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ < ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
ev_near : ∀ᶠ (a : ι) in L, ∫⁻ (x : Ω), ↑((fs M) x) ∂↑(μs a) ≤ ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
ev_near' : ∀ᶠ (x : ι) in L, ↑(μs x) F ≤ ∫⁻ (a : Ω), ↑((fs M) a) ∂↑μ + ↑ε / 2
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Proof state:
case inl
Ω : Type u_1
ι : Type u_2
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
F : Set Ω
F_closed : IsClosed F
μs_lim : Tendsto μs ⊥ (𝓝 μ)
⊢ limsup (fun i => ↑(μs i) F) ⊥ ≤ ↑μ F

Tactic:
simp only [limsup_bot, bot_le]

Result:
no goals

Proof state:
case inr.h
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε

Tactic:
have room₁ : (μ : Measure Ω) F < (μ : Measure Ω) F + ε / 2 :=
  ENNReal.lt_add_right (measure_lt_top (μ : Measure Ω) F).ne ε_pos'

Result:
case inr.h
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
μs : ι → FiniteMeasure Ω
μs_lim : Tendsto μs L (𝓝 μ)
F : Set Ω
F_closed : IsClosed F
hne : L.NeBot
ε : ℝ≥0
ε_pos : 0 < ε
a✝ : ↑μ F < ⊤
ε_pos' : ↑ε / 2 ≠ 0
fs : ℕ → Ω →ᵇ ℝ≥0 := F_closed.apprSeq
key₁ : Tendsto (fun n => ∫⁻ (ω : Ω), ↑((fs n) ω) ∂↑μ) atTop (𝓝 (↑μ F))
room₁ : ↑μ F < ↑μ F + ↑ε / 2
⊢ limsup (fun i => ↑(μs i) F) L ≤ ↑μ F + ↑ε