-- Mathlib/MeasureTheory/Measure/Haar/Unique.lean
/-- Two left invariant measures give the same mass to level sets of continuous compactly supported
functions, up to the scalar `haarScalarFactor μ' μ`.

Auxiliary lemma in the proof of the more general
`measure_isMulInvariant_eq_smul_of_isCompact_closure`, which works for any set with
compact closure. -/
@[to_additive measure_preimage_isAddLeftInvariant_eq_smul_of_hasCompactSupport
"Two left invariant measures give the same mass to level sets of continuous compactly supported
functions, up to the scalar `addHaarScalarFactor μ' μ`.

Auxiliary lemma in the proof of the more general
`measure_isAddInvariant_eq_smul_of_isCompact_closure`, which works for any set with
compact closure."]
lemma measure_preimage_isMulLeftInvariant_eq_smul_of_hasCompactSupport
    (μ' μ : Measure G) [IsHaarMeasure μ] [IsFiniteMeasureOnCompacts μ'] [IsMulLeftInvariant μ']
    {f : G → ℝ} (hf : Continuous f) (h'f : HasCompactSupport f) :
    μ' (f ⁻¹' {1}) = haarScalarFactor μ' μ • μ (f ⁻¹' {1})

Proof state:
case bound_integrable
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
ν : Measure G
hν : IsFiniteMeasureOnCompacts ν
⊢ Integrable ((tsupport f).indicator fun x => 1) ν

Tactic:
apply IntegrableOn.integrable_indicator _ (isClosed_tsupport f).measurableSet

Result:
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
ν : Measure G
hν : IsFiniteMeasureOnCompacts ν
⊢ IntegrableOn (fun x => 1) (tsupport f) ν

Proof state:
case intro.intro.intro
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
I :
  ∀ (ν : Measure G),
    IsFiniteMeasureOnCompacts ν →
      Tendsto (fun n => ∫ (x : G), v n (f x) ∂ν) atTop (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂ν))
M : ∀ (n : ℕ), ∫ (x : G), v n (f x) ∂μ' = ∫ (x : G), v n (f x) ∂μ'.haarScalarFactor μ • μ
I1 :
  Tendsto (fun n => ∫ (x : G), v n (f x) ∂μ'.haarScalarFactor μ • μ) atTop
    (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ'))
J1 :
  ∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ' =
    ∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ'.haarScalarFactor μ • μ
⊢ μ' (f ⁻¹' {1}) = μ'.haarScalarFactor μ • μ (f ⁻¹' {1})

Tactic:
have J2 : ENNReal.toReal (μ' (f ⁻¹' {1}))
    = ENNReal.toReal ((haarScalarFactor μ' μ • μ) (f ⁻¹' {1})) := by
  have : (fun x ↦ indicator {1} (fun _ ↦ (1 : ℝ)) (f x)) =
      (fun x ↦ indicator (f ⁻¹' {1}) (fun _ ↦ (1 : ℝ)) x) := by
    ext x
    exact (indicator_comp_right f (s := ({1} : Set ℝ)) (g := (fun _ ↦ (1 : ℝ))) (x := x)).symm
  have mf : MeasurableSet (f ⁻¹' {1}) := (isClosed_singleton.preimage hf).measurableSet
  simpa only [this, mf, integral_indicator_const, smul_eq_mul, mul_one, Pi.smul_apply,
    nnreal_smul_coe_apply, ENNReal.toReal_mul, ENNReal.coe_toReal] using J1

Result:
case intro.intro.intro
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
I :
  ∀ (ν : Measure G),
    IsFiniteMeasureOnCompacts ν →
      Tendsto (fun n => ∫ (x : G), v n (f x) ∂ν) atTop (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂ν))
M : ∀ (n : ℕ), ∫ (x : G), v n (f x) ∂μ' = ∫ (x : G), v n (f x) ∂μ'.haarScalarFactor μ • μ
I1 :
  Tendsto (fun n => ∫ (x : G), v n (f x) ∂μ'.haarScalarFactor μ • μ) atTop
    (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ'))
J1 :
  ∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ' =
    ∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂μ'.haarScalarFactor μ • μ
J2 : (μ' (f ⁻¹' {1})).toReal = ((μ'.haarScalarFactor μ • μ) (f ⁻¹' {1})).toReal
⊢ μ' (f ⁻¹' {1}) = μ'.haarScalarFactor μ • μ (f ⁻¹' {1})

Proof state:
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
I :
  ∀ (ν : Measure G),
    IsFiniteMeasureOnCompacts ν →
      Tendsto (fun n => ∫ (x : G), v n (f x) ∂ν) atTop (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂ν))
n : ℕ
⊢ ∫ (x : G), v n (f x) ∂μ' = ∫ (x : G), v n (f x) ∂μ'.haarScalarFactor μ • μ

Tactic:
apply integral_isMulLeftInvariant_eq_smul_of_hasCompactSupport μ' μ (vf_cont n)

Result:
G : Type u_1
inst✝⁷ : TopologicalSpace G
inst✝⁶ : Group G
inst✝⁵ : IsTopologicalGroup G
inst✝⁴ : MeasurableSpace G
inst✝³ : BorelSpace G
μ' μ : Measure G
inst✝² : μ.IsHaarMeasure
inst✝¹ : IsFiniteMeasureOnCompacts μ'
inst✝ : μ'.IsMulLeftInvariant
f : G → ℝ
hf : Continuous f
h'f : HasCompactSupport f
u : ℕ → ℝ
u_mem : ∀ (n : ℕ), u n ∈ Ioo 0 1
u_lim : Tendsto u atTop (𝓝 0)
v : ℕ → ℝ → ℝ := fun n x => ↑((thickenedIndicator ⋯ {1}) x)
vf_cont : ∀ (n : ℕ), Continuous (v n ∘ f)
I :
  ∀ (ν : Measure G),
    IsFiniteMeasureOnCompacts ν →
      Tendsto (fun n => ∫ (x : G), v n (f x) ∂ν) atTop (𝓝 (∫ (x : G), {1}.indicator (fun x => 1) (f x) ∂ν))
n : ℕ
⊢ HasCompactSupport (v n ∘ f)