/-- If `f` has formal power series `∑ n, pₙ` on a ball of radius `r`, then for `y, z` in any smaller
ball, the norm of the difference `f y - f z - p 1 (fun _ ↦ y - z)` is bounded above by
`C * (max ‖y - x‖ ‖z - x‖) * ‖y - z‖`. This lemma formulates this property using `IsBigO` and
`Filter.principal` on `E × E`. -/
theorem HasFPowerSeriesOnBall.isBigO_image_sub_image_sub_deriv_principal
    (hf : HasFPowerSeriesOnBall f p x r) (hr : r' < r) :
    (fun y : E × E => f y.1 - f y.2 - p 1 fun _ => y.1 - y.2) =O[𝓟 (EMetric.ball (x, x) r')]
      fun y => ‖y - (x, x)‖ * ‖y.1 - y.2‖ := by
  lift r' to ℝ≥0 using ne_top_of_lt hr
  rcases (zero_le r').eq_or_lt with (rfl | hr'0)
  · simp only [isBigO_bot, EMetric.ball_zero, principal_empty, ENNReal.coe_zero]
  obtain ⟨a, ha, C, hC : 0 < C, hp⟩ :
    ∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ n : ℕ, ‖p n‖ * (r' : ℝ) ^ n ≤ C * a ^ n
  exact p.norm_mul_pow_le_mul_pow_of_lt_radius (hr.trans_le hf.r_le)
  simp only [← le_div_iff (pow_pos (NNReal.coe_pos.2 hr'0) _)] at hp
  set L : E × E → ℝ := fun y =>
    C * (a / r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * (a / (1 - a) ^ 2 + 2 / (1 - a))
  have hL : ∀ y ∈ EMetric.ball (x, x) r', ‖f y.1 - f y.2 - p 1 fun _ => y.1 - y.2‖ ≤ L y := by
    intro y hy'
    have hy : y ∈ EMetric.ball x r ×ˢ EMetric.ball x r := by
      rw [EMetric.ball_prod_same]
      exact EMetric.ball_subset_ball hr.le hy'
    set A : ℕ → F := fun n => (p n fun _ => y.1 - x) - p n fun _ => y.2 - x
    have hA : HasSum (fun n => A (n + 2)) (f y.1 - f y.2 - p 1 fun _ => y.1 - y.2) := by
      convert (hasSum_nat_add_iff' 2).2 ((hf.hasSum_sub hy.1).sub (hf.hasSum_sub hy.2)) using 1
      rw [Finset.sum_range_succ, Finset.sum_range_one, hf.coeff_zero, hf.coeff_zero, sub_self,
        zero_add, ← Subsingleton.pi_single_eq (0 : Fin 1) (y.1 - x), Pi.single,
        ← Subsingleton.pi_single_eq (0 : Fin 1) (y.2 - x), Pi.single, ← (p 1).map_sub, ← Pi.single,
        Subsingleton.pi_single_eq, sub_sub_sub_cancel_right]
    rw [EMetric.mem_ball, edist_eq_coe_nnnorm_sub, ENNReal.coe_lt_coe] at hy'
    set B : ℕ → ℝ := fun n => C * (a / r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * ((n + 2) * a ^ n)
    have hAB : ∀ n, ‖A (n + 2)‖ ≤ B n := fun n =>
      calc
        ‖A (n + 2)‖ ≤ ‖p (n + 2)‖ * ↑(n + 2) * ‖y - (x, x)‖ ^ (n + 1) * ‖y.1 - y.2‖ := by
          -- porting note: `pi_norm_const` was `pi_norm_const (_ : E)`
          simpa only [Fintype.card_fin, pi_norm_const, Prod.norm_def, Pi.sub_def,
            Prod.fst_sub, Prod.snd_sub, sub_sub_sub_cancel_right] using
            (p <| n + 2).norm_image_sub_le (fun _ => y.1 - x) fun _ => y.2 - x
        _ = ‖p (n + 2)‖ * ‖y - (x, x)‖ ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖) := by
          rw [pow_succ ‖y - (x, x)‖]
          ring
        -- porting note: the two `↑` in `↑r'` are new, without them, Lean fails to synthesize
        -- instances `HDiv ℝ ℝ≥0 ?m` or `HMul ℝ ℝ≥0 ?m`
        _ ≤ C * a ^ (n + 2) / ↑r' ^ (n + 2)
            * ↑r' ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖) := by
          have : 0 < a := ha.1
          

Proof state:
𝕜 : Type u_1
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁶ : NontriviallyNormedField 𝕜
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace 𝕜 E
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace 𝕜 F
inst✝¹ : NormedAddCommGroup G
inst✝ : NormedSpace 𝕜 G
f g : E → F
p pf pg : FormalMultilinearSeries 𝕜 E F
x : E
r : ℝ≥0∞
hf : HasFPowerSeriesOnBall f p x r
r' : ℝ≥0
hr : ↑r' < r
hr'0 : 0 < r'
a : ℝ
ha : a ∈ Ioo 0 1
C : ℝ
hC : 0 < C
hp : ∀ (n : ℕ), ‖p n‖ ≤ C * a ^ n / ↑r' ^ n
L : E × E → ℝ := fun y => C * (a / ↑r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * (a / (1 - a) ^ 2 + 2 / (1 - a))
y : E × E
hy' : ‖y - (x, x)‖₊ < r'
hy : y ∈ EMetric.ball x r ×ˢ EMetric.ball x r
A : ℕ → F := fun n => ((p n) fun x_1 => y.1 - x) - (p n) fun x_1 => y.2 - x
hA : HasSum (fun n => A (n + 2)) (f y.1 - f y.2 - (p 1) fun x => y.1 - y.2)
B : ℕ → ℝ := fun n => C * (a / ↑r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * ((↑n + 2) * a ^ n)
n : ℕ
this : 0 < a
⊢ ‖p (n + 2)‖ * ‖y - (x, x)‖ ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖) ≤
    C * a ^ (n + 2) / ↑r' ^ (n + 2) * ↑r' ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖)

Next tactic:
gcongr