l3lab/ntp-mathlib huggingface dataset:
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
⊢ ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)

Next tactic:
apply (h_diff.and h_bound).mono
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
⊢ ∀ (x : α),
    ((∀ x_1 ∈ ball x₀ ε, HasFDerivAt (fun x_2 => F x_2 x) (F' x_1 x) x_1) ∧ ∀ x_1 ∈ ball x₀ ε, ‖F' x_1 x‖ ≤ bound x) →
      LipschitzOnWith (Real.nnabs (bound x)) (fun x_1 => F x_1 x) (ball x₀ ε)

Next tactic:
rintro a ⟨ha_deriv, ha_bound⟩
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    rintro a ⟨ha_deriv, ha_bound⟩
    

Proof state:
case intro
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
a : α
ha_deriv : ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
ha_bound : ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
⊢ LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)

Next tactic:
refine'
      (convex_ball _ _).lipschitzOnWith_of_nnnorm_hasFDerivWithin_le
        (fun x x_in => (ha_deriv x x_in).hasFDerivWithinAt) fun x x_in => _
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    rintro a ⟨ha_deriv, ha_bound⟩
    refine'
      (convex_ball _ _).lipschitzOnWith_of_nnnorm_hasFDerivWithin_le
        (fun x x_in => (ha_deriv x x_in).hasFDerivWithinAt) fun x x_in => _
    

Proof state:
case intro
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
a : α
ha_deriv : ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
ha_bound : ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
x : H
x_in : x ∈ ball x₀ ε
⊢ ‖F' x a‖₊ ≤ Real.nnabs (bound a)

Next tactic:
rw [← NNReal.coe_le_coe, coe_nnnorm, Real.coe_nnabs]
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    rintro a ⟨ha_deriv, ha_bound⟩
    refine'
      (convex_ball _ _).lipschitzOnWith_of_nnnorm_hasFDerivWithin_le
        (fun x x_in => (ha_deriv x x_in).hasFDerivWithinAt) fun x x_in => _
    rw [← NNReal.coe_le_coe, coe_nnnorm, Real.coe_nnabs]
    

Proof state:
case intro
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
a : α
ha_deriv : ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
ha_bound : ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
x : H
x_in : x ∈ ball x₀ ε
⊢ ‖F' x a‖ ≤ |bound a|

Next tactic:
exact (ha_bound x x_in).trans (le_abs_self _)
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    rintro a ⟨ha_deriv, ha_bound⟩
    refine'
      (convex_ball _ _).lipschitzOnWith_of_nnnorm_hasFDerivWithin_le
        (fun x x_in => (ha_deriv x x_in).hasFDerivWithinAt) fun x x_in => _
    rw [← NNReal.coe_le_coe, coe_nnnorm, Real.coe_nnabs]
    exact (ha_bound x x_in).trans (le_abs_self _)
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this✝ : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
this : ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀

Next tactic:
exact (hasFDerivAt_integral_of_dominated_loc_of_lip ε_pos hF_meas hF_int hF'_meas this
    bound_integrable diff_x₀).2
/-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is
ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasDerivAt_integral_of_dominated_loc_of_lip {F : 𝕜 → α → E} {F' : α → E} {x₀ : 𝕜} {ε : ℝ}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ) {bound : α → ℝ}
    (h_lipsch : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : 𝕜 → α → E
F' : α → E
x₀ : 𝕜
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : 𝕜) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
bound : α → ℝ
h_lipsch : ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀
⊢ Integrable F' ∧ HasDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Next tactic:
set L : E →L[𝕜] 𝕜 →L[𝕜] E := ContinuousLinearMap.smulRightL 𝕜 𝕜 E 1
/-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is
ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasDerivAt_integral_of_dominated_loc_of_lip {F : 𝕜 → α → E} {F' : α → E} {x₀ : 𝕜} {ε : ℝ}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ) {bound : α → ℝ}
    (h_lipsch : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  set L : E →L[𝕜] 𝕜 →L[𝕜] E := ContinuousLinearMap.smulRightL 𝕜 𝕜 E 1
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : 𝕜 → α → E
F' : α → E
x₀ : 𝕜
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : 𝕜) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
bound : α → ℝ
h_lipsch : ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀
L : E →L[𝕜] 𝕜 →L[𝕜] E := (ContinuousLinearMap.smulRightL 𝕜 𝕜 E) 1
⊢ Integrable F' ∧ HasDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Next tactic:
replace h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (L (F' a)) x₀ :=
    h_diff.mono fun x hx => hx.hasFDerivAt
/-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is
ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasDerivAt_integral_of_dominated_loc_of_lip {F : 𝕜 → α → E} {F' : α → E} {x₀ : 𝕜} {ε : ℝ}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ) {bound : α → ℝ}
    (h_lipsch : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  set L : E →L[𝕜] 𝕜 →L[𝕜] E := ContinuousLinearMap.smulRightL 𝕜 𝕜 E 1
  replace h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (L (F' a)) x₀ :=
    h_diff.mono fun x hx => hx.hasFDerivAt
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : 𝕜 → α → E
F' : α → E
x₀ : 𝕜
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : 𝕜) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
bound : α → ℝ
h_lipsch : ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)
bound_integrable : Integrable bound
L : E →L[𝕜] 𝕜 →L[𝕜] E := (ContinuousLinearMap.smulRightL 𝕜 𝕜 E) 1
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (L (F' a)) x₀
⊢ Integrable F' ∧ HasDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Next tactic:
have hm : AEStronglyMeasurable (L ∘ F') μ := L.continuous.comp_aestronglyMeasurable hF'_meas
/-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is
ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasDerivAt_integral_of_dominated_loc_of_lip {F : 𝕜 → α → E} {F' : α → E} {x₀ : 𝕜} {ε : ℝ}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ) {bound : α → ℝ}
    (h_lipsch : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  set L : E →L[𝕜] 𝕜 →L[𝕜] E := ContinuousLinearMap.smulRightL 𝕜 𝕜 E 1
  replace h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (L (F' a)) x₀ :=
    h_diff.mono fun x hx => hx.hasFDerivAt
  have hm : AEStronglyMeasurable (L ∘ F') μ := L.continuous.comp_aestronglyMeasurable hF'_meas
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : 𝕜 → α → E
F' : α → E
x₀ : 𝕜
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : 𝕜) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
bound : α → ℝ
h_lipsch : ∀ᵐ (a : α) ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε)
bound_integrable : Integrable bound
L : E →L[𝕜] 𝕜 →L[𝕜] E := (ContinuousLinearMap.smulRightL 𝕜 𝕜 E) 1
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (L (F' a)) x₀
hm : AEStronglyMeasurable (⇑L ∘ F') μ
⊢ Integrable F' ∧ HasDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Next tactic:
cases'
    hasFDerivAt_integral_of_dominated_loc_of_lip ε_pos hF_meas hF_int hm h_lipsch bound_integrable
      h_diff with
    hF'_int key