l3lab/ntp-mathlib huggingface dataset:
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
this : ∀ (ω : α), ∫ (t : ℝ) in 0 ..f ω, g t = ∫ (t : ℝ) in 0 ..f ω, 0
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0

Next tactic:
simp [this]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    

Proof state:
case pos
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Next tactic:
have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      simp [lintegral_congr_ae this]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
⊢ ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0

Next tactic:
have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
⊢ (fun t => ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)) =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0

Next tactic:
filter_upwards [H1] with t ht using by simp [ht]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by 

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
t : ℝ
ht : g t = OfNat.ofNat 0 t
⊢ ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t) = OfNat.ofNat 0 t

Next tactic:
simp [ht]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      

Proof state:
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
this : (fun t => ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)) =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
⊢ ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0

Next tactic:
simp [lintegral_congr_ae this]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      simp [lintegral_congr_ae this]
    

Proof state:
case pos
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
A : ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ = 0
B : ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t) = 0
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Next tactic:
rw [A, B]
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      simp [lintegral_congr_ae this]
    rw [A, B]
  -- easy case where both sides are obviously infinite: for some `s`, one has
  -- `μ {a : α | s < f a} = ∞` and moreover `g` is not ae zero on `[0, s]`.
  

Proof state:
case neg
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Next tactic:
by_cases H2 : ∃ s > 0, 0 < ∫ t in (0)..s, g t ∧ μ {a : α | s < f a} = ∞
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      simp [lintegral_congr_ae this]
    rw [A, B]
  -- easy case where both sides are obviously infinite: for some `s`, one has
  -- `μ {a : α | s < f a} = ∞` and moreover `g` is not ae zero on `[0, s]`.
  by_cases H2 : ∃ s > 0, 0 < ∫ t in (0)..s, g t ∧ μ {a : α | s < f a} = ∞
  · 

Proof state:
case pos
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
H2 : ∃ s > 0, 0 < ∫ (t : ℝ) in 0 ..s, g t ∧ ↑↑μ {a | s < f a} = ⊤
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Next tactic:
rcases H2 with ⟨s, s_pos, hs, h's⟩
/-- An auxiliary version of the layer cake formula (Cavalieri's principle, tail probability
formula), with a measurability assumption that would also essentially follow from the
integrability assumptions.
Compared to `lintegral_comp_eq_lintegral_meas_le_mul_of_measurable_of_sigmaFinite`, we remove
the sigma-finite assumption.

See `MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul` and
`lintegral_comp_eq_lintegral_meas_lt_mul` for the main formulations of the layer
cake formula. -/
theorem lintegral_comp_eq_lintegral_meas_le_mul_of_measurable (μ : Measure α)
    (f_nn : 0 ≤ f) (f_mble : Measurable f)
    (g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t) (g_mble : Measurable g)
    (g_nn : ∀ t > 0, 0 ≤ g t) :
    (∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) := by
  /- We will reduce to the sigma-finite case, after excluding two easy cases where the result
  is more or less obvious. -/
  have f_nonneg : ∀ ω, 0 ≤ f ω := fun ω ↦ f_nn ω
  -- trivial case where `g` is ae zero. Then both integrals vanish.
  by_cases H1 : g =ᵐ[volume.restrict (Ioi (0 : ℝ))] 0
  · have A : ∫⁻ ω, ENNReal.ofReal (∫ t in (0)..f ω, g t) ∂μ = 0 := by
      have : ∀ ω, ∫ t in (0)..f ω, g t = ∫ t in (0)..f ω, 0 := by
        intro ω
        simp_rw [intervalIntegral.integral_of_le (f_nonneg ω)]
        apply integral_congr_ae
        exact ae_restrict_of_ae_restrict_of_subset Ioc_subset_Ioi_self H1
      simp [this]
    have B : ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) = 0 := by
      have : (fun t ↦ μ {a : α | t ≤ f a} * ENNReal.ofReal (g t))
        =ᵐ[volume.restrict (Ioi (0:ℝ))] 0 := by
          filter_upwards [H1] with t ht using by simp [ht]
      simp [lintegral_congr_ae this]
    rw [A, B]
  -- easy case where both sides are obviously infinite: for some `s`, one has
  -- `μ {a : α | s < f a} = ∞` and moreover `g` is not ae zero on `[0, s]`.
  by_cases H2 : ∃ s > 0, 0 < ∫ t in (0)..s, g t ∧ μ {a : α | s < f a} = ∞
  · rcases H2 with ⟨s, s_pos, hs, h's⟩
    

Proof state:
case pos.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s✝ : Set α
μ : Measure α
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
f_nonneg : ∀ (ω : α), 0 ≤ f ω
H1 : ¬g =ᶠ[ae (Measure.restrict volume (Ioi 0))] 0
s : ℝ
s_pos : s > 0
hs : 0 < ∫ (t : ℝ) in 0 ..s, g t
h's : ↑↑μ {a | s < f a} = ⊤
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, ↑↑μ {a | t ≤ f a} * ENNReal.ofReal (g t)

Next tactic:
rw [intervalIntegral.integral_of_le s_pos.le] at hs