/-- Let `f` be a function which is sufficiently close (in the Lipschitz sense) to a given linear
map `A`. Then it expands the volume of any set by at most `m` for any `m > det A`. -/
theorem addHaar_image_le_mul_of_det_lt (A : E →L[ℝ] E) {m : ℝ≥0}
    (hm : ENNReal.ofReal |A.det| < m) :
    ∀ᶠ δ in 𝓝[>] (0 : ℝ≥0),
      ∀ (s : Set E) (f : E → E), ApproximatesLinearOn f A s δ → μ (f '' s) ≤ m * μ s := by
  apply nhdsWithin_le_nhds
  let d := ENNReal.ofReal |A.det|
  -- construct a small neighborhood of `A '' (closedBall 0 1)` with measure comparable to
  -- the determinant of `A`.
  obtain ⟨ε, hε, εpos⟩ :
    ∃ ε : ℝ, μ (closedBall 0 ε + A '' closedBall 0 1) < m * μ (closedBall 0 1) ∧ 0 < ε := by
    have HC : IsCompact (A '' closedBall 0 1) :=
      (ProperSpace.isCompact_closedBall _ _).image A.continuous
    have L0 :
      Tendsto (fun ε => μ (cthickening ε (A '' closedBall 0 1))) (𝓝[>] 0)
        (𝓝 (μ (A '' closedBall 0 1))) := by
      apply Tendsto.mono_left _ nhdsWithin_le_nhds
      exact tendsto_measure_cthickening_of_isCompact HC
    have L1 :
      Tendsto (fun ε => μ (closedBall 0 ε + A '' closedBall 0 1)) (𝓝[>] 0)
        (𝓝 (μ (A '' closedBall 0 1))) := by
      apply L0.congr' _
      filter_upwards [self_mem_nhdsWithin] with r hr
      rw [← HC.add_closedBall_zero (le_of_lt hr), add_comm]
    have L2 :
      Tendsto (fun ε => μ (closedBall 0 ε + A '' closedBall 0 1)) (𝓝[>] 0)
        (𝓝 (d * μ (closedBall 0 1))) := by
      convert L1
      exact (addHaar_image_continuousLinearMap _ _ _).symm
    have I : d * μ (closedBall 0 1) < m * μ (closedBall 0 1) :=
      (ENNReal.mul_lt_mul_right (measure_closedBall_pos μ _ zero_lt_one).ne'
            measure_closedBall_lt_top.ne).2
        hm
    have H :
      ∀ᶠ b : ℝ in 𝓝[>] 0, μ (closedBall 0 b + A '' closedBall 0 1) < m * μ (closedBall 0 1) :=
      (tendsto_order.1 L2).2 _ I
    exact (H.and self_mem_nhdsWithin).exists
  have : Iio (⟨ε, εpos.le⟩ : ℝ≥0) ∈ 𝓝 (0 : ℝ≥0) := by apply Iio_mem_nhds; exact εpos
  filter_upwards [this]
  -- fix a function `f` which is close enough to `A`.
  intro δ hδ s f hf
  -- This function expands the volume of any ball by at most `m`
  have I : ∀ x r, x ∈ s → 0 ≤ r → μ (f '' (s ∩ closedBall x r)) ≤ m * μ (closedBall x r) := by
    intro x r xs r0
    have K : f '' (s ∩ closedBall x r) ⊆ A '' closedBall 0 r + closedBall (f x) (ε * r) := by
      rintro y ⟨z, ⟨zs, zr⟩, rfl⟩
      apply Set.mem_add.2 ⟨A (z - x), f z - f x - A (z - x) + f x, _, _, _⟩
      · apply mem_image_of_mem
        simpa only [dist_eq_norm, mem_closedBall, mem_closedBall_zero_iff, sub_zero] using zr
      · 

Proof state:
E : Type u_1
F : Type u_2
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : FiniteDimensional ℝ E
inst✝⁴ : NormedAddCommGroup F
inst✝³ : NormedSpace ℝ F
s✝ : Set E
f✝ : E → E
f' : E → E →L[ℝ] E
inst✝² : MeasurableSpace E
inst✝¹ : BorelSpace E
μ : Measure E
inst✝ : IsAddHaarMeasure μ
A : E →L[ℝ] E
m : ℝ≥0
hm : ENNReal.ofReal |ContinuousLinearMap.det A| < ↑m
d : ℝ≥0∞ := ENNReal.ofReal |ContinuousLinearMap.det A|
ε : ℝ
hε : ↑↑μ (closedBall 0 ε + ⇑A '' closedBall 0 1) < ↑m * ↑↑μ (closedBall 0 1)
εpos : 0 < ε
this : Iio { val := ε, property := (_ : 0 ≤ ε) } ∈ 𝓝 0
δ : ℝ≥0
hδ : δ ∈ Iio { val := ε, property := (_ : 0 ≤ ε) }
s : Set E
f : E → E
hf : ApproximatesLinearOn f A s δ
x : E
r : ℝ
xs : x ∈ s
r0 : 0 ≤ r
z : E
zs : z ∈ s
zr : z ∈ closedBall x r
⊢ f z - f x - A (z - x) + f x ∈ closedBall (f x) (ε * r)

Next tactic:
rw [mem_closedBall_iff_norm, add_sub_cancel]