/-- Riemann-Lebesgue Lemma for continuous and compactly-supported functions: the integral
`∫ v, exp (-2 * π * ⟪w, v⟫ * I) • f v` tends to 0 wrt `cocompact V`. Note that this is primarily
of interest as a preparatory step for the more general result
`tendsto_integral_exp_inner_smul_cocompact` in which `f` can be arbitrary. -/
theorem tendsto_integral_exp_inner_smul_cocompact_of_continuous_compact_support (hf1 : Continuous f)
    (hf2 : HasCompactSupport f) :
    Tendsto (fun w : V => ∫ v : V, e[-⟪v, w⟫] • f v) (cocompact V) (𝓝 0) := by
  refine' NormedAddCommGroup.tendsto_nhds_zero.mpr fun ε hε => _
  suffices ∃ T : ℝ, ∀ w : V, T ≤ ‖w‖ → ‖∫ v : V, e[-⟪v, w⟫] • f v‖ < ε by
    simp_rw [← comap_dist_left_atTop_eq_cocompact (0 : V), eventually_comap, eventually_atTop,
      dist_eq_norm', sub_zero]
    exact
      let ⟨T, hT⟩ := this
      ⟨T, fun b hb v hv => hT v (hv.symm ▸ hb)⟩
  obtain ⟨R, -, hR_bd⟩ : ∃ R : ℝ, 0 < R ∧ ∀ x : V, R ≤ ‖x‖ → f x = 0
  exact hf2.exists_pos_le_norm
  let A := {v : V | ‖v‖ ≤ R + 1}
  have mA : MeasurableSet A := by
    suffices A = Metric.closedBall (0 : V) (R + 1) by
      rw [this]
      exact Metric.isClosed_ball.measurableSet
    simp_rw [Metric.closedBall, dist_eq_norm, sub_zero]
  obtain ⟨B, hB_pos, hB_vol⟩ : ∃ B : ℝ≥0, 0 < B ∧ volume A ≤ B := by
    have hc : IsCompact A := by
      simpa only [Metric.closedBall, dist_eq_norm, sub_zero] using isCompact_closedBall (0 : V) _
    let B₀ := volume A
    replace hc : B₀ < ⊤ := hc.measure_lt_top
    refine' ⟨B₀.toNNReal + 1, add_pos_of_nonneg_of_pos B₀.toNNReal.coe_nonneg one_pos, _⟩
    rw [ENNReal.coe_add, ENNReal.coe_one, ENNReal.coe_toNNReal hc.ne]
    exact le_self_add
  --* Use uniform continuity to choose δ such that `‖x - y‖ < δ` implies `‖f x - f y‖ < ε / B`.
  obtain ⟨δ, hδ1, hδ2⟩ :=
    Metric.uniformContinuous_iff.mp (hf2.uniformContinuous_of_continuous hf1) (ε / B)
      (div_pos hε hB_pos)
  refine' ⟨1 / 2 + 1 / (2 * δ), fun w hw_bd => _⟩
  have hw_ne : w ≠ 0 := by
    contrapose! hw_bd; rw [hw_bd, norm_zero]
    exact add_pos one_half_pos (one_div_pos.mpr <| mul_pos two_pos hδ1)
  have hw'_nm : ‖i w‖ = 1 / (2 * ‖w‖) := by
    rw [norm_smul, norm_div, Real.norm_of_nonneg (mul_nonneg two_pos.le <| sq_nonneg _), norm_one,
      sq, ← div_div, ← div_div, ← div_div, div_mul_cancel _ (norm_eq_zero.not.mpr hw_ne)]
  --* Rewrite integral in terms of `f v - f (v + w')`.
  -- Porting note: this was
  -- rw [norm_eq_abs, ← Complex.ofReal_one, ← ofReal_bit0, ← of_real_div,
  --   Complex.abs_of_nonneg one_half_pos.le]
  have : ‖(1 / 2 : ℂ)‖ = 1 / 2 := by norm_num
  rw [fourier_integral_eq_half_sub_half_period_translate hw_ne
      (hf1.integrable_of_hasCompactSupport hf2),
    norm_smul, this]
  have : ε = 1 / 2 * (2 * ε) := by field_simp; rw [mul_comm]
  rw [this, mul_lt_mul_left (one_half_pos : (0 : ℝ) < 1 / 2)]
  refine' lt_of_le_of_lt (norm_integral_le_integral_norm _) _
  simp_rw [norm_smul, norm_eq_abs, abs_coe_circle, one_mul]
  --* Show integral can be taken over A only.
  have int_A : ∫ v : V, ‖f v - f (v + i w)‖ = ∫ v in A, ‖f v - f (v + i w)‖ := by
    refine' (set_integral_eq_integral_of_forall_compl_eq_zero fun v hv => _).symm
    dsimp only at hv
    simp only [mem_setOf, not_le] at hv
    rw [hR_bd v _, hR_bd (v + i w) _, sub_zero, norm_zero]
    · rw [← sub_neg_eq_add]
      refine' le_trans _ (norm_sub_norm_le _ _)
      rw [le_sub_iff_add_le, norm_neg]
      refine' le_trans _ hv.le
      rw [add_le_add_iff_left, hw'_nm, ← div_div]
      refine' (div_le_one <| norm_pos_iff.mpr hw_ne).mpr _
      refine' le_trans (le_add_of_nonneg_right <| one_div_nonneg.mpr <| _) hw_bd
      exact (mul_pos (zero_lt_two' ℝ) hδ1).le
    · exact ((le_add_iff_nonneg_right _).mpr zero_le_one).trans hv.le
  rw [int_A]; clear int_A
  --* Bound integral using fact that `‖f v - f (v + w')‖` is small.
  have bdA : ∀ v : V, v ∈ A → ‖‖f v - f (v + i w)‖‖ ≤ ε / B := by
    simp_rw [norm_norm]
    simp_rw [dist_eq_norm] at hδ2
    refine' fun x _ => (hδ2 _).le
    rw [sub_add_cancel', norm_neg, hw'_nm, ← div_div, div_lt_iff (norm_pos_iff.mpr hw_ne), ←
      div_lt_iff' hδ1, div_div]
    refine' (lt_add_of_pos_left _ _).trans_le hw_bd
    exact one_half_pos
  have bdA2 := norm_set_integral_le_of_norm_le_const (hB_vol.trans_lt ENNReal.coe_lt_top) bdA ?_
  swap;
  · 

Proof state:
case intro.intro.intro.intro.intro.intro.refine_1
E : Type u_1
V : Type u_2
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℂ E
f : V → E
inst✝⁵ : NormedAddCommGroup V
inst✝⁴ : MeasurableSpace V
inst✝³ : BorelSpace V
inst✝² : InnerProductSpace ℝ V
inst✝¹ : FiniteDimensional ℝ V
inst✝ : CompleteSpace E
hf1 : Continuous f
hf2 : HasCompactSupport f
ε : ℝ
hε : ε > 0
R : ℝ
hR_bd : ∀ (x : V), R ≤ ‖x‖ → f x = 0
A : Set V := {v | ‖v‖ ≤ R + 1}
mA : MeasurableSet A
B : ℝ≥0
hB_pos : 0 < B
hB_vol : ↑↑volume A ≤ ↑B
δ : ℝ
hδ1 : δ > 0
hδ2 : ∀ {a b : V}, dist a b < δ → dist (f a) (f b) < ε / ↑B
w : V
hw_bd : 1 / 2 + 1 / (2 * δ) ≤ ‖w‖
hw_ne : w ≠ 0
hw'_nm : ‖i w‖ = 1 / (2 * ‖w‖)
this✝ : ‖1 / 2‖ = 1 / 2
this : ε = 1 / 2 * (2 * ε)
bdA : ∀ v ∈ A, ‖‖f v - f (v + i w)‖‖ ≤ ε / ↑B
⊢ AEStronglyMeasurable (fun x => ‖f x - f (x + i w)‖) (Measure.restrict volume A)

Next tactic:
apply Continuous.aestronglyMeasurable