-- Mathlib/MeasureTheory/Integral/Prod.lean
/-- A version of *Fubini theorem* for continuous functions with compact support: one may swap
the order of integration with respect to locally finite measures. One does not assume that the
measures are σ-finite, contrary to the usual Fubini theorem. -/
lemma integral_integral_swap_of_hasCompactSupport
    {f : X → Y → E} (hf : Continuous f.uncurry) (h'f : HasCompactSupport f.uncurry)
    {μ : Measure X} {ν : Measure Y} [IsFiniteMeasureOnCompacts μ] [IsFiniteMeasureOnCompacts ν] :
    ∫ x, (∫ y, f x y ∂ν) ∂μ = ∫ y, (∫ x, f x y ∂μ) ∂ν

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
⊢ ∫ (x : X), ∫ (y : Y), f x y ∂ν ∂μ = ∫ (y : Y), ∫ (x : X), f x y ∂μ ∂ν

Tactic:
have : Fact (ν V < ∞) := ⟨(IsCompact.image h'f continuous_snd).measure_lt_top⟩

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ ∫ (x : X), ∫ (y : Y), f x y ∂ν ∂μ = ∫ (y : Y), ∫ (x : X), f x y ∂μ ∂ν

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this : Fact (μ U < ⊤)
⊢ ∫ (x : X), ∫ (y : Y), f x y ∂ν ∂μ = ∫ (y : Y), ∫ (x : X), f x y ∂μ ∂ν

Tactic:
let V := Prod.snd '' (tsupport f.uncurry)

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
⊢ ∫ (x : X), ∫ (y : Y), f x y ∂ν ∂μ = ∫ (y : Y), ∫ (x : X), f x y ∂μ ∂ν

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
⊢ ∫ (x : X), ∫ (y : Y), f x y ∂ν ∂μ = ∫ (x : X), ∫ (y : Y) in V, f x y ∂ν ∂μ

Tactic:
congr 1 with x

Result:
case e_f.h
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
x : X
⊢ ∫ (y : Y), f x y ∂ν = ∫ (y : Y) in V, f x y ∂ν

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
x : X
hx : x ∉ U
⊢ ∫ (y : Y) in V, f x y ∂ν = 0

Tactic:
have : ∀ y, f x y = 0 := by
  intro y
  contrapose! hx
  have : (x, y) ∈ Function.support f.uncurry := hx
  exact mem_image_of_mem _ (subset_tsupport _ this)

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝¹ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this✝ : Fact (ν V < ⊤)
x : X
hx : x ∉ U
this : ∀ (y : Y), f x y = 0
⊢ ∫ (y : Y) in V, f x y ∂ν = 0

Proof state:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
x : X
hx : x ∉ U
⊢ ∀ (y : Y), f x y = 0

Tactic:
intro y

Result:
E : Type u_3
inst✝⁹ : NormedAddCommGroup E
inst✝⁸ : NormedSpace ℝ E
X : Type u_5
Y : Type u_6
inst✝⁷ : TopologicalSpace X
inst✝⁶ : TopologicalSpace Y
inst✝⁵ : MeasurableSpace X
inst✝⁴ : MeasurableSpace Y
inst✝³ : OpensMeasurableSpace X
inst✝² : OpensMeasurableSpace Y
f : X → Y → E
hf : Continuous (uncurry f)
h'f : HasCompactSupport (uncurry f)
μ : Measure X
ν : Measure Y
inst✝¹ : IsFiniteMeasureOnCompacts μ
inst✝ : IsFiniteMeasureOnCompacts ν
U : Set X := Prod.fst '' tsupport (uncurry f)
this✝ : Fact (μ U < ⊤)
V : Set Y := Prod.snd '' tsupport (uncurry f)
this : Fact (ν V < ⊤)
x : X
hx : x ∉ U
y : Y
⊢ f x y = 0