mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Measure.LevyProkhorovMetric

Goal state before:
pp: Ω : Type u_1
inst✝⁴ : MeasurableSpace Ω
inst✝³ : PseudoEMetricSpace Ω
inst✝² : OpensMeasurableSpace Ω
μ ν : Measure Ω
inst✝¹ : IsProbabilityMeasure μ
inst✝ : IsProbabilityMeasure ν
δ : ℝ≥0∞
h : ∀ (ε : ℝ≥0∞) (B : Set Ω), δ < ε → ε < ∞ → MeasurableSet B → μ B ≤ ν (thickening ε.toReal B) + ε
⊢ levyProkhorovEDist μ ν ≤ δ

Tactic:
apply levyProkhorovEDist_le_of_forall μ ν δ
  intro ε B ε_gt ε_lt_top B_mble
  refine ⟨h ε B ε_gt ε_lt_top B_mble, ?_⟩
  have B_subset := subset_compl_thickening_compl_thickening_self ε.toReal B
  apply (measure_mono (μ := ν) B_subset).trans
  rw [prob_compl_eq_one_sub isOpen_thickening.measurableSet]
  have Tc_mble := (isOpen_thickening (δ := ε.toReal) (E := B)).isClosed_compl.measurableSet
  specialize h ε (thickening ε.toReal B)ᶜ ε_gt ε_lt_top Tc_mble
  rw [prob_compl_eq_one_sub isOpen_thickening.measurableSet] at h
  have almost := add_le_add (c := μ (thickening ε.toReal B)) h rfl.le
  rw [tsub_add_cancel_of_le prob_le_one, add_assoc] at almost
  apply (tsub_le_tsub_right almost _).trans
  rw [ENNReal.add_sub_cancel_left (measure_ne_top ν _), add_comm ε]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.LevyProkhorovMetric

Goal state before:
pp: case hF_meas
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ ∀ᶠ (n : ℝ) in 𝓝[>] 0, AEStronglyMeasurable (fun t ↦ ↑(μ (thickening n {a | t ≤ f a}))) (volume.restrict A)

pp: case h_bound
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ ∀ᶠ (n : ℝ) in 𝓝[>] 0, ∀ᵐ (a : ℝ) ∂volume.restrict A, ‖↑(μ (thickening n {a_1 | a ≤ f a_1}))‖ ≤ 1 a

pp: case bound_integrable
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ Integrable 1 (volume.restrict A)

pp: case h_lim
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ ∀ᵐ (a : ℝ) ∂volume.restrict A,
    Tendsto (fun n ↦ ↑(μ (thickening n {a_1 | a ≤ f a_1}))) (𝓝[>] 0) (𝓝 ↑(μ {a_1 | a ≤ f a_1}))

Tactic:
· apply Eventually.of_forall fun n ↦ Measurable.aestronglyMeasurable ?_
    simp only [measurable_coe_nnreal_real_iff]
    apply measurable_toNNReal.comp <| Antitone.measurable (fun s t hst ↦ ?_)
    exact measure_mono <| thickening_subset_of_subset _ <| fun ω h ↦ hst.trans h

Goal state after:
case h_bound
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ ∀ᶠ (n : ℝ) in 𝓝[>] 0, ∀ᵐ (a : ℝ) ∂volume.restrict A, ‖↑(μ (thickening n {a_1 | a ≤ f a_1}))‖ ≤ 1 a

case bound_integrable
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ Integrable 1 (volume.restrict A)

case h_lim
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
f : Ω →ᵇ ℝ
A : Set ℝ
A_finmeas : volume A ≠ ∞
μ : ProbabilityMeasure Ω
⊢ ∀ᵐ (a : ℝ) ∂volume.restrict A,
    Tendsto (fun n ↦ ↑(μ (thickening n {a_1 | a ≤ f a_1}))) (𝓝[>] 0) (𝓝 ↑(μ {a_1 | a ≤ f a_1}))
Module: Mathlib.MeasureTheory.Measure.LevyProkhorovMetric

Goal state before:
pp: case neg
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
μs : ℕ → LevyProkhorov (ProbabilityMeasure Ω)
ν : LevyProkhorov (ProbabilityMeasure Ω)
hμs : Tendsto μs atTop (𝓝 ν)
P : ProbabilityMeasure Ω := ⋯
Ps : ℕ → ProbabilityMeasure Ω := ⋯
f✝ f : Ω →ᵇ ℝ
f_nn : 0 ≤ f
f_zero : ¬‖f‖ = 0
norm_f_pos : 0 < ‖f‖
⊢ ∀ (ε : ℝ), 0 < ε → limsup (fun i ↦ ∫ (x : Ω), f x ∂↑(Ps i)) atTop ≤ ∫ (x : Ω), f x ∂↑P + ε

Tactic:
intro δ

Goal state after:
case neg
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : PseudoMetricSpace Ω
inst✝ : OpensMeasurableSpace Ω
μs : ℕ → LevyProkhorov (ProbabilityMeasure Ω)
ν : LevyProkhorov (ProbabilityMeasure Ω)
hμs : Tendsto μs atTop (𝓝 ν)
P : ProbabilityMeasure Ω := ν.toMeasure
Ps : ℕ → ProbabilityMeasure Ω := toMeasure ∘ μs
f✝ f : Ω →ᵇ ℝ
f_nn : 0 ≤ f
f_zero : ¬‖f‖ = 0
norm_f_pos : 0 < ‖f‖
δ : ℝ
⊢ 0 < δ → limsup (fun i ↦ ∫ (x : Ω), f x ∂↑(Ps i)) atTop ≤ ∫ (x : Ω), f x ∂↑P + δ
Module: Mathlib.MeasureTheory.Measure.Haar.DistribChar

Goal state before:
pp: case e_a
G : Type u_1
A : Type u_2
inst✝⁶ : Group G
inst✝⁵ : AddCommGroup A
inst✝⁴ : DistribMulAction G A
inst✝³ : TopologicalSpace A
inst✝² : IsTopologicalAddGroup A
inst✝¹ : LocallyCompactSpace A
inst✝ : ContinuousConstSMul G A
g✝ : G
this✝ : MeasurableSpace A := borel A
this : BorelSpace A
g g' : G
⊢ (DomMulAct.mk g' • DomMulAct.mk g • addHaar).addHaarScalarFactor (DomMulAct.mk g' • addHaar) =
    (DomMulAct.mk g • addHaar).addHaarScalarFactor addHaar

Tactic:
rw [addHaarScalarFactor_domSMul]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Haar.Extension

Goal state before:
pp: A : Type u_1
B : Type u_2
C : Type u_3
E : Type u_4
inst✝¹³ : Group A
inst✝¹² : Group B
inst✝¹¹ : Group C
inst✝¹⁰ : TopologicalSpace A
inst✝⁹ : TopologicalSpace B
inst✝⁸ : TopologicalSpace C
φ : A →* B
ψ : B →* C
H : IsSES φ ψ
inst✝⁷ : IsTopologicalGroup A
inst✝⁶ : IsTopologicalGroup B
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : MeasurableSpace A
inst✝³ : BorelSpace A
μA : Measure A
hμA : μA.IsHaarMeasure
inst✝² : NormedSpace ℝ E
inst✝¹ : IsTopologicalGroup C
inst✝ : LocallyCompactSpace B
f : CompactlySupportedContinuousMap B E
this : UniformSpace B := IsTopologicalGroup.rightUniformSpace B
ε : ℝ
hε : ε > 0
U₀ : Set B
hU₀ : IsCompact U₀
K : Set B
hK : IsCompact K
hf₀ : ∀ x ∉ K, f x = 0
S : Set A := ⇑φ ⁻¹' (U₀⁻¹ * K)
hSc : IsCompact S
δ : ℝ
hδ0 : δ > 0
hδ : ENNReal.ofReal δ * μA S < ENNReal.ofReal ε
hS : ∀ {x : B}, x ∈ U₀ → ∀ {y : A}, y ∉ S → (H.pullback f x) y = 0
ha : ∀ r ∈ uniformity E, ∀ᶠ (x : B × B) in uniformity B, (f x.1, f x.2) ∈ r
U : Set B
hU : U ∈ nhds 1
hf : (fun p ↦ p.2 * p.1⁻¹) ⁻¹' U ⊆ {x | (fun x ↦ (f x.1, f x.2) ∈ {p | dist p.1 p.2 < δ}) x}
t : B
ht : t ∈ U⁻¹
b : B
hb : U₀ ∈ nhds b
htb : (fun x1 x2 ↦ x1 * x2) t b ∈ U₀
⊢ (fun x1 x2 ↦ x1 * x2) t b ∈
    {x | (fun x ↦ dist (∫ (a : A), (H.pullback f x) a ∂μA) (∫ (a : A), (H.pullback f b) a ∂μA) < ε) x}

Tactic:
have h (a) (ha : a ∈ S) : edist (H.pullback f (t * b) a) (H.pullback f b a) ≤ .ofReal δ := by
        rw [edist_dist]
        exact ENNReal.ofReal_le_ofReal (@hf ⟨t * b * φ a, b * φ a⟩ (by simpa)).le

Goal state after:
A : Type u_1
B : Type u_2
C : Type u_3
E : Type u_4
inst✝¹³ : Group A
inst✝¹² : Group B
inst✝¹¹ : Group C
inst✝¹⁰ : TopologicalSpace A
inst✝⁹ : TopologicalSpace B
inst✝⁸ : TopologicalSpace C
φ : A →* B
ψ : B →* C
H : IsSES φ ψ
inst✝⁷ : IsTopologicalGroup A
inst✝⁶ : IsTopologicalGroup B
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : MeasurableSpace A
inst✝³ : BorelSpace A
μA : Measure A
hμA : μA.IsHaarMeasure
inst✝² : NormedSpace ℝ E
inst✝¹ : IsTopologicalGroup C
inst✝ : LocallyCompactSpace B
f : CompactlySupportedContinuousMap B E
this : UniformSpace B := IsTopologicalGroup.rightUniformSpace B
ε : ℝ
hε : ε > 0
U₀ : Set B
hU₀ : IsCompact U₀
K : Set B
hK : IsCompact K
hf₀ : ∀ x ∉ K, f x = 0
S : Set A := ⇑φ ⁻¹' (U₀⁻¹ * K)
hSc : IsCompact S
δ : ℝ
hδ0 : δ > 0
hδ : ENNReal.ofReal δ * μA S < ENNReal.ofReal ε
hS : ∀ {x : B}, x ∈ U₀ → ∀ {y : A}, y ∉ S → (H.pullback f x) y = 0
ha : ∀ r ∈ uniformity E, ∀ᶠ (x : B × B) in uniformity B, (f x.1, f x.2) ∈ r
U : Set B
hU : U ∈ nhds 1
hf : (fun p ↦ p.2 * p.1⁻¹) ⁻¹' U ⊆ {x | (fun x ↦ (f x.1, f x.2) ∈ {p | dist p.1 p.2 < δ}) x}
t : B
ht : t ∈ U⁻¹
b : B
hb : U₀ ∈ nhds b
htb : (fun x1 x2 ↦ x1 * x2) t b ∈ U₀
h : ∀ a ∈ S, edist ((H.pullback f (t * b)) a) ((H.pullback f b) a) ≤ ENNReal.ofReal δ
⊢ (fun x1 x2 ↦ x1 * x2) t b ∈
    {x | (fun x ↦ dist (∫ (a : A), (H.pullback f x) a ∂μA) (∫ (a : A), (H.pullback f b) a ∂μA) < ε) x}
Module: Mathlib.MeasureTheory.Measure.Haar.Extension

Goal state before:
pp: A : Type u_1
B : Type u_2
C : Type u_3
inst✝¹⁷ : Group A
inst✝¹⁶ : Group B
inst✝¹⁵ : Group C
inst✝¹⁴ : TopologicalSpace A
inst✝¹³ : TopologicalSpace B
inst✝¹² : TopologicalSpace C
φ : A →* B
ψ : B →* C
H : IsSES φ ψ
inst✝¹¹ : IsTopologicalGroup A
inst✝¹⁰ : IsTopologicalGroup B
inst✝⁹ : MeasurableSpace A
inst✝⁸ : BorelSpace A
μA : Measure A
hμA : μA.IsHaarMeasure
inst✝⁷ : IsTopologicalGroup C
inst✝⁶ : LocallyCompactSpace B
inst✝⁵ : MeasurableSpace C
inst✝⁴ : BorelSpace C
μC : Measure C
hμC : μC.IsHaarMeasure
inst✝³ : T2Space B
inst✝² : MeasurableSpace B
inst✝¹ : BorelSpace B
U : Set B
hU : IsOpen U
inst✝ : DiscreteTopology A
h✝ : μC Set.univ * μA {1} < (H.inducedMeasure μA μC) U
ho : 0 < μA {1}
ht : μA {1} < ⊤
K : Set B
hKU : K ⊆ U
hK : IsCompact K
f : C(B, ℝ)
hf1 : Set.EqOn (⇑f) 1 K
hf2 : IsCompact (tsupport ⇑f)
hf3 : tsupport ⇑f ⊆ U
hf4 : ∀ (x : B), f x ∈ Set.Icc 0 1
h :
  μC Set.univ * μA {1} <
    ENNReal.ofReal (∫ (c : C), ((H.pushforward μA) { toContinuousMap := f, hasCompactSupport' := hf2 }) c ∂μC)
hc : Set.InjOn (⇑ψ) U
b : B
⊢ ((H.pushforward μA) { toContinuousMap := f, hasCompactSupport' := hf2 }) (ψ b) ≤ (μA {1}).toReal

Tactic:
simp only [pushforward_apply_apply, pullback_def, CompactlySupportedContinuousMap.coe_mk]

Goal state after:
A : Type u_1
B : Type u_2
C : Type u_3
inst✝¹⁷ : Group A
inst✝¹⁶ : Group B
inst✝¹⁵ : Group C
inst✝¹⁴ : TopologicalSpace A
inst✝¹³ : TopologicalSpace B
inst✝¹² : TopologicalSpace C
φ : A →* B
ψ : B →* C
H : IsSES φ ψ
inst✝¹¹ : IsTopologicalGroup A
inst✝¹⁰ : IsTopologicalGroup B
inst✝⁹ : MeasurableSpace A
inst✝⁸ : BorelSpace A
μA : Measure A
hμA : μA.IsHaarMeasure
inst✝⁷ : IsTopologicalGroup C
inst✝⁶ : LocallyCompactSpace B
inst✝⁵ : MeasurableSpace C
inst✝⁴ : BorelSpace C
μC : Measure C
hμC : μC.IsHaarMeasure
inst✝³ : T2Space B
inst✝² : MeasurableSpace B
inst✝¹ : BorelSpace B
U : Set B
hU : IsOpen U
inst✝ : DiscreteTopology A
h✝ : μC Set.univ * μA {1} < (H.inducedMeasure μA μC) U
ho : 0 < μA {1}
ht : μA {1} < ⊤
K : Set B
hKU : K ⊆ U
hK : IsCompact K
f : C(B, ℝ)
hf1 : Set.EqOn (⇑f) 1 K
hf2 : IsCompact (tsupport ⇑f)
hf3 : tsupport ⇑f ⊆ U
hf4 : ∀ (x : B), f x ∈ Set.Icc 0 1
h :
  μC Set.univ * μA {1} <
    ENNReal.ofReal (∫ (c : C), ((H.pushforward μA) { toContinuousMap := f, hasCompactSupport' := hf2 }) c ∂μC)
hc : Set.InjOn (⇑ψ) U
b : B
⊢ ∫ (a : A), f (b * φ a) ∂μA ≤ (μA {1}).toReal
Module: Mathlib.MeasureTheory.Measure.IntegralCharFun

Goal state before:
pp: μ : Measure ℝ
r : ℝ
inst✝ : IsFiniteMeasure μ
hr : 0 < r
⊢ (fun a ↦ ‖Function.uncurry (fun x y ↦ cexp (↑x * ↑y * I)) a‖) = fun x ↦ 1

Tactic:
ext p

Goal state after:
μ : Measure ℝ
r : ℝ
inst✝ : IsFiniteMeasure μ
hr : 0 < r
p : ℝ × ℝ
⊢ ‖Function.uncurry (fun x y ↦ cexp (↑x * ↑y * I)) p‖ = 1
Module: Mathlib.MeasureTheory.Measure.Prokhorov

Goal state before:
pp: E : Type u_1
inst✝⁴ : MeasurableSpace E
inst✝³ : TopologicalSpace E
inst✝² : T2Space E
inst✝¹ : BorelSpace E
inst✝ : CompactSpace E
C : ℝ≥0
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C} ∈ f
Λ : (E →C_c ℝ) → ℝ
h₀Λ : ∀ (g : E →C_c ℝ), Λ g ∈ Icc (-↑C * ‖g.toBoundedContinuousFunction‖) (↑C * ‖g.toBoundedContinuousFunction‖)
hΛ : ∀ (g : E →C_c ℝ), Tendsto (fun μ ↦ ∫ (x : E), g x ∂↑μ) (↑f) (𝓝 (Λ g))
c : ℝ
g : E →C_c ℝ
⊢ Λ (c • g) = (RingHom.id ℝ) c • Λ g

Tactic:
have : Tendsto (fun (μ : FiniteMeasure E) ↦ ∫ x, c • g x ∂μ) f (𝓝 (c • Λ g)) := by
        convert! (hΛ g).const_smul c
        rw [integral_smul]

Goal state after:
E : Type u_1
inst✝⁴ : MeasurableSpace E
inst✝³ : TopologicalSpace E
inst✝² : T2Space E
inst✝¹ : BorelSpace E
inst✝ : CompactSpace E
C : ℝ≥0
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C} ∈ f
Λ : (E →C_c ℝ) → ℝ
h₀Λ : ∀ (g : E →C_c ℝ), Λ g ∈ Icc (-↑C * ‖g.toBoundedContinuousFunction‖) (↑C * ‖g.toBoundedContinuousFunction‖)
hΛ : ∀ (g : E →C_c ℝ), Tendsto (fun μ ↦ ∫ (x : E), g x ∂↑μ) (↑f) (𝓝 (Λ g))
c : ℝ
g : E →C_c ℝ
this : Tendsto (fun μ ↦ ∫ (x : E), c • g x ∂↑μ) (↑f) (𝓝 (c • Λ g))
⊢ Λ (c • g) = (RingHom.id ℝ) c • Λ g
Module: Mathlib.MeasureTheory.Measure.Lebesgue.VolumeOfBalls

Goal state before:
pp: a : ℂ
r : ℝ
⊢ volume (Metric.ball a r) = ENNReal.ofReal r ^ 2 * ↑NNReal.pi

Tactic:
simp [InnerProductSpace.volume_ball_of_dim_even (k := 1) (by simp) a,
    ← NNReal.coe_real_pi, ofReal_coe_nnreal]

Goal state after:
Module: Mathlib.MeasureTheory.Measure.TightNormed

Goal state before:
pp: E : Type u_1
mE : MeasurableSpace E
inst✝⁵ : NormedAddCommGroup E
𝕜 : Type u_2
inst✝⁴ : RCLike 𝕜
inst✝³ : InnerProductSpace 𝕜 E
inst✝² : FiniteDimensional 𝕜 E
inst✝¹ : BorelSpace E
μ : ℕ → Measure E
inst✝ : ∀ (i : ℕ), IsFiniteMeasure (μ i)
h : IsTightMeasureSet (Set.range μ)
z : E
⊢ Tendsto (fun r ↦ limsup (fun n ↦ (μ n) {x | r < ‖⟪z, x⟫_𝕜‖}) atTop) atTop (𝓝 0)

Tactic:
rw [isTightMeasureSet_iff_inner_tendsto 𝕜] at h

Goal state after:
E : Type u_1
mE : MeasurableSpace E
inst✝⁵ : NormedAddCommGroup E
𝕜 : Type u_2
inst✝⁴ : RCLike 𝕜
inst✝³ : InnerProductSpace 𝕜 E
inst✝² : FiniteDimensional 𝕜 E
inst✝¹ : BorelSpace E
μ : ℕ → Measure E
inst✝ : ∀ (i : ℕ), IsFiniteMeasure (μ i)
h : ∀ (y : E), Tendsto (fun r ↦ ⨆ μ_1 ∈ Set.range μ, μ_1 {x | r < ‖⟪y, x⟫_𝕜‖}) atTop (𝓝 0)
z : E
⊢ Tendsto (fun r ↦ limsup (fun n ↦ (μ n) {x | r < ‖⟪z, x⟫_𝕜‖}) atTop) atTop (𝓝 0)
Module: Mathlib.MeasureTheory.Measure.HasOuterApproxClosedProd

Goal state before:
pp: ι : Type u_1
κ : Type u_2
X : ι → Type u_5
Y : κ → Type u_6
mX : (i : ι) → MeasurableSpace (X i)
inst✝⁹ : (i : ι) → TopologicalSpace (X i)
inst✝⁸ : ∀ (i : ι), BorelSpace (X i)
inst✝⁷ : ∀ (i : ι), HasOuterApproxClosed (X i)
mY : (j : κ) → MeasurableSpace (Y j)
inst✝⁶ : (j : κ) → TopologicalSpace (Y j)
inst✝⁵ : ∀ (j : κ), BorelSpace (Y j)
inst✝⁴ : ∀ (j : κ), HasOuterApproxClosed (Y j)
inst✝³ : Fintype ι
inst✝² : Fintype κ
μ ν : Measure (((i : ι) → X i) × ((j : κ) → Y j))
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h :
  ∀ (f : (i : ι) → X i →ᵇ ℝ) (g : (j : κ) → Y j →ᵇ ℝ),
    ∫ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, (f i) (p.1 i)) * ∏ j, (g j) (p.2 j) ∂μ =
      ∫ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, (f i) (p.1 i)) * ∏ j, (g j) (p.2 j) ∂ν
f : (i : ι) → X i →ᵇ ℝ≥0
g : (j : κ) → Y j →ᵇ ℝ≥0
⊢ (∫⁻ (p : ((i : ι) → X i) × ((j : κ) → Y j)), ↑(∏ i, (f i) (p.1 i)) * ↑(∏ j, (g j) (p.2 j)) ∂μ).toReal =
    (∫⁻ (p : ((i : ι) → X i) × ((j : κ) → Y j)), ↑(∏ i, (f i) (p.1 i)) * ↑(∏ j, (g j) (p.2 j)) ∂ν).toReal

Tactic:
simp only [ofNNReal_finsetProd]

Goal state after:
ι : Type u_1
κ : Type u_2
X : ι → Type u_5
Y : κ → Type u_6
mX : (i : ι) → MeasurableSpace (X i)
inst✝⁹ : (i : ι) → TopologicalSpace (X i)
inst✝⁸ : ∀ (i : ι), BorelSpace (X i)
inst✝⁷ : ∀ (i : ι), HasOuterApproxClosed (X i)
mY : (j : κ) → MeasurableSpace (Y j)
inst✝⁶ : (j : κ) → TopologicalSpace (Y j)
inst✝⁵ : ∀ (j : κ), BorelSpace (Y j)
inst✝⁴ : ∀ (j : κ), HasOuterApproxClosed (Y j)
inst✝³ : Fintype ι
inst✝² : Fintype κ
μ ν : Measure (((i : ι) → X i) × ((j : κ) → Y j))
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h :
  ∀ (f : (i : ι) → X i →ᵇ ℝ) (g : (j : κ) → Y j →ᵇ ℝ),
    ∫ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, (f i) (p.1 i)) * ∏ j, (g j) (p.2 j) ∂μ =
      ∫ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, (f i) (p.1 i)) * ∏ j, (g j) (p.2 j) ∂ν
f : (i : ι) → X i →ᵇ ℝ≥0
g : (j : κ) → Y j →ᵇ ℝ≥0
⊢ (∫⁻ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, ↑((f i) (p.1 i))) * ∏ i, ↑((g i) (p.2 i)) ∂μ).toReal =
    (∫⁻ (p : ((i : ι) → X i) × ((j : κ) → Y j)), (∏ i, ↑((f i) (p.1 i))) * ∏ i, ↑((g i) (p.2 i)) ∂ν).toReal
Module: Mathlib.MeasureTheory.Measure.MeasuredSets

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsFiniteMeasure μ
C : Set (Set α)
hC : IsSetRing C
h'C : ∃ D, D.Countable ∧ D ⊆ C ∧ μ (⋃₀ D)ᶜ = 0
h : mα = generateFrom C
s✝ : Set α
hs✝ : MeasurableSet s✝
ε✝ : ℝ≥0∞
hε : 0 < ε✝
s : Set α
hs : MeasurableSet s
h's : ∀ (ε : ℝ≥0∞), 0 < ε → ∃ t ∈ C, μ (t ∆ s) < ε
ε : ℝ≥0∞
εpos : 0 < ε
t : Set α
tC : t ∈ C
ht : μ (t ∆ s) < ε / 2
D : Set (Set α)
D_count : D.Countable
DC : D ⊆ C
hD : μ (⋃₀ D)ᶜ = 0
Dne : D.Nonempty
f : ℕ → Set α
hf : D = range f
fC : ∀ (n : ℕ), accumulate f n ∈ C
this : ⋃₀ D = ⋃ n, accumulate f n
⊢ Tendsto (fun n ↦ μ (accumulate f n)ᶜ) atTop (𝓝 0)

Tactic:
show (⋃₀ D)ᶜ = ⋂ n, (Set.accumulate f n)ᶜ by simp [this, accumulate]

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsFiniteMeasure μ
C : Set (Set α)
hC : IsSetRing C
h'C : ∃ D, D.Countable ∧ D ⊆ C ∧ μ (⋃₀ D)ᶜ = 0
h : mα = generateFrom C
s✝ : Set α
hs✝ : MeasurableSet s✝
ε✝ : ℝ≥0∞
hε : 0 < ε✝
s : Set α
hs : MeasurableSet s
h's : ∀ (ε : ℝ≥0∞), 0 < ε → ∃ t ∈ C, μ (t ∆ s) < ε
ε : ℝ≥0∞
εpos : 0 < ε
t : Set α
tC : t ∈ C
ht : μ (t ∆ s) < ε / 2
D : Set (Set α)
D_count : D.Countable
DC : D ⊆ C
Dne : D.Nonempty
f : ℕ → Set α
hD : μ (⋂ n, (accumulate f n)ᶜ) = 0
hf : D = range f
fC : ∀ (n : ℕ), accumulate f n ∈ C
this : ⋃₀ D = ⋃ n, accumulate f n
⊢ Tendsto (fun n ↦ μ (accumulate f n)ᶜ) atTop (𝓝 0)
Module: Mathlib.MeasureTheory.Measure.MeasuredSets

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsFiniteMeasure μ
C : Set (Set α)
hC : IsSetRing C
h'C : ∃ D, D.Countable ∧ D ⊆ C ∧ μ (⋃₀ D)ᶜ = 0
h : mα = generateFrom C
s : Set α
hs : MeasurableSet s
ε✝ : ℝ≥0∞
hε : 0 < ε✝
f : ℕ → Set α
f_disj : Pairwise (Function.onFun Disjoint f)
f_meas : ∀ (i : ℕ), MeasurableSet (f i)
hf : ∀ (i : ℕ) (ε : ℝ≥0∞), 0 < ε → ∃ t ∈ C, μ (t ∆ f i) < ε
ε : ℝ≥0∞
εpos : 0 < ε
δ : ℕ → ℝ≥0∞
δpos : ∀ (i : ℕ), 0 < δ i
hδ : ∑' (i : ℕ), δ i < ε / 2
t : ℕ → Set α
tC : ∀ (i : ℕ), t i ∈ C
ht : ∀ (i : ℕ), μ (t i ∆ f i) < δ i
this : Tendsto (fun n ↦ μ (⋃ i ∈ Ici n, f i)) atTop (𝓝 0)
n : ℕ
hn : μ (⋃ i ∈ Ici n, f i) < ε / 2
⊢ ∃ t ∈ C, μ (t ∆ ⋃ i, f i) < ε

Tactic:
refine ⟨⋃ i ∈ Finset.range n, t i, hC.biUnion_mem _ (fun i hi ↦ tC _), ?_⟩

Goal state after:
α : Type u_1
mα : MeasurableSpace α
μ : Measure α
inst✝ : IsFiniteMeasure μ
C : Set (Set α)
hC : IsSetRing C
h'C : ∃ D, D.Countable ∧ D ⊆ C ∧ μ (⋃₀ D)ᶜ = 0
h : mα = generateFrom C
s : Set α
hs : MeasurableSet s
ε✝ : ℝ≥0∞
hε : 0 < ε✝
f : ℕ → Set α
f_disj : Pairwise (Function.onFun Disjoint f)
f_meas : ∀ (i : ℕ), MeasurableSet (f i)
hf : ∀ (i : ℕ) (ε : ℝ≥0∞), 0 < ε → ∃ t ∈ C, μ (t ∆ f i) < ε
ε : ℝ≥0∞
εpos : 0 < ε
δ : ℕ → ℝ≥0∞
δpos : ∀ (i : ℕ), 0 < δ i
hδ : ∑' (i : ℕ), δ i < ε / 2
t : ℕ → Set α
tC : ∀ (i : ℕ), t i ∈ C
ht : ∀ (i : ℕ), μ (t i ∆ f i) < δ i
this : Tendsto (fun n ↦ μ (⋃ i ∈ Ici n, f i)) atTop (𝓝 0)
n : ℕ
hn : μ (⋃ i ∈ Ici n, f i) < ε / 2
⊢ μ ((⋃ i ∈ Finset.range n, t i) ∆ ⋃ i, f i) < ε
Module: Mathlib.MeasureTheory.Measure.PreVariation

Goal state before:
pp: X : Type u_1
inst✝ : MeasurableSpace X
f : Set X → ℝ≥0∞
s : ℕ → Set X
hs : ∀ (i : ℕ), MeasurableSet (s i)
hs' : Pairwise (Disjoint on s)
P : (i : ℕ) → Finpartition ⟨s i, ⋯⟩
n : ℕ
s' : ℕ → Subtype MeasurableSet := fun i ↦ ⟨s i, ⋯⟩
hs_disj : (↑(Finset.range n)).PairwiseDisjoint s'
Q : Finpartition ((Finset.range n).sup fun i ↦ ⟨s i, ⋯⟩) := Finpartition.combine P ⋯
⊢ ↑((Finset.range n).sup s') ⊆ ↑⟨⋃ i, s i, ⋯⟩

Tactic:
Finset.sup_coe (Psup := by measurability),

Goal state after:
X : Type u_1
inst✝ : MeasurableSpace X
f : Set X → ℝ≥0∞
s : ℕ → Set X
hs : ∀ (i : ℕ), MeasurableSet (s i)
hs' : Pairwise (Disjoint on s)
P : (i : ℕ) → Finpartition ⟨s i, ⋯⟩
n : ℕ
s' : ℕ → Subtype MeasurableSet := fun i ↦ ⟨s i, ⋯⟩
hs_disj : (↑(Finset.range n)).PairwiseDisjoint s'
Q : Finpartition ((Finset.range n).sup fun i ↦ ⟨s i, ⋯⟩) := Finpartition.combine P ⋯
⊢ ((Finset.range n).sup fun x ↦ ↑(s' x)) ⊆ ↑⟨⋃ i, s i, ⋯⟩
Module: Mathlib.MeasureTheory.Measure.HasOuterApproxClosedProd

Goal state before:
pp: Z : Type u_3
T : Type u_4
mZ : MeasurableSpace Z
inst✝⁷ : TopologicalSpace Z
inst✝⁶ : BorelSpace Z
inst✝⁵ : HasOuterApproxClosed Z
mT : MeasurableSpace T
inst✝⁴ : TopologicalSpace T
inst✝³ : BorelSpace T
inst✝² : HasOuterApproxClosed T
μ ν : Measure (Z × T)
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
h : ∀ (f : Z →ᵇ ℝ) (g : T →ᵇ ℝ), ∫ (p : Z × T), f p.1 * g p.2 ∂μ = ∫ (p : Z × T), f p.1 * g p.2 ∂ν
⊢ μ = ν

Tactic:
by
  let e : (Z × T) ≃ᵐ ((Unit → Z) × (Unit → T)) :=
    .symm <| .prodCongr (.funUnique ..) (.funUnique ..)
  rw [← e.map_measurableEquiv_injective.eq_iff]
  refine ext_of_integral_prod_mul_prod_boundedContinuousFunction fun f g ↦ ?_
  rw [integral_map_equiv, integral_map_equiv]
  simpa [e] using! h (f ()) (g ())

Goal state after:
Module: Mathlib.MeasureTheory.Measure.Prokhorov

Goal state before:
pp: E : Type u_1
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : T2Space E
inst✝ : BorelSpace E
u : ℕ → ℝ≥0
K : ℕ → Set E
C : ℝ≥0
hu : Tendsto u atTop (𝓝 0)
hK : ∀ (n : ℕ), IsCompact (K n)
I :
  ∀ (μ : FiniteMeasure E) (n : ℕ),
    ∑ i ∈ Finset.range (n + 1), μ.restrict (disjointed K i) = μ.restrict ((partialSups K) n)
A : ∀ (n : ℕ), IsCompact ((partialSups K) n)
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n} ∈ f
ν : ℕ → FiniteMeasure E
ν_reg : ∀ (n : ℕ), (↑(ν n)).InnerRegular
νK : ∀ (n : ℕ), (ν n) ((partialSups K) n)ᶜ = 0
hν : ∀ (n : ℕ), Tendsto (fun ρ ↦ ρ.restrict (disjointed K n)) (↑f) (𝓝 (ν n))
B : (Measure.sum fun n ↦ ↑(ν n)) univ ≤ ↑C
μ : FiniteMeasure E := ⟨Measure.sum fun n ↦ ↑(ν n), ⋯⟩
L : Tendsto id (↑f) (𝓝 μ)
n : ℕ
h : Monotone K
this : Tendsto (fun m ↦ ∑ i ∈ Finset.range (m + 1), ↑(ν i) (K n)ᶜ) atTop (𝓝 (∑' (i : ℕ), ↑(ν i) (K n)ᶜ))
m : ℕ
hm : n ≤ m
i : ℕ
hi : i ≤ m
⊢ i ≤ n → (ν i) (K n)ᶜ = 0

Tactic:
h'i

Goal state after:
E : Type u_1
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : T2Space E
inst✝ : BorelSpace E
u : ℕ → ℝ≥0
K : ℕ → Set E
C : ℝ≥0
hu : Tendsto u atTop (𝓝 0)
hK : ∀ (n : ℕ), IsCompact (K n)
I :
  ∀ (μ : FiniteMeasure E) (n : ℕ),
    ∑ i ∈ Finset.range (n + 1), μ.restrict (disjointed K i) = μ.restrict ((partialSups K) n)
A : ∀ (n : ℕ), IsCompact ((partialSups K) n)
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n} ∈ f
ν : ℕ → FiniteMeasure E
ν_reg : ∀ (n : ℕ), (↑(ν n)).InnerRegular
νK : ∀ (n : ℕ), (ν n) ((partialSups K) n)ᶜ = 0
hν : ∀ (n : ℕ), Tendsto (fun ρ ↦ ρ.restrict (disjointed K n)) (↑f) (𝓝 (ν n))
B : (Measure.sum fun n ↦ ↑(ν n)) univ ≤ ↑C
μ : FiniteMeasure E := ⟨Measure.sum fun n ↦ ↑(ν n), ⋯⟩
L : Tendsto id (↑f) (𝓝 μ)
n : ℕ
h : Monotone K
this : Tendsto (fun m ↦ ∑ i ∈ Finset.range (m + 1), ↑(ν i) (K n)ᶜ) atTop (𝓝 (∑' (i : ℕ), ↑(ν i) (K n)ᶜ))
m : ℕ
hm : n ≤ m
i : ℕ
hi : i ≤ m
h'i : i ≤ n
⊢ (ν i) (K n)ᶜ = 0
Module: Mathlib.MeasureTheory.Measure.LevyConvergence

Goal state before:
pp: case inr
𝕜 : Type u_2
inst✝⁴ : RCLike 𝕜
E : Type u_3
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : PolishSpace E
inst✝ : BorelSpace E
ι : Type u_4
𝓕 : Filter ι
μ : ι → ProbabilityMeasure E
h_tight : IsTightMeasureSet {x | ∃ n, ↑(μ n) = x}
μ₀ : ProbabilityMeasure E
A : StarSubalgebra 𝕜 (E →ᵇ 𝕜)
hA : (StarSubalgebra.map (toContinuousMapStarₐ 𝕜) A).SeparatesPoints
hμ : ∀ g ∈ A, Tendsto (fun n ↦ ∫ (x : E), g x ∂↑(μ n)) 𝓕 (𝓝 (∫ (x : E), g x ∂↑μ₀))
this : TopologicalSpace.UpgradedIsCompletelyMetrizableSpace E := TopologicalSpace.upgradeIsCompletelyMetrizable E
h✝ : 𝓕.NeBot
⊢ Tendsto μ 𝓕 (𝓝 μ₀)

Tactic:
refine (Filter.tendsto_iff_ultrafilter _ _ _).2 fun U hU ↦ ?_

Goal state after:
case inr
𝕜 : Type u_2
inst✝⁴ : RCLike 𝕜
E : Type u_3
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : PolishSpace E
inst✝ : BorelSpace E
ι : Type u_4
𝓕 : Filter ι
μ : ι → ProbabilityMeasure E
h_tight : IsTightMeasureSet {x | ∃ n, ↑(μ n) = x}
μ₀ : ProbabilityMeasure E
A : StarSubalgebra 𝕜 (E →ᵇ 𝕜)
hA : (StarSubalgebra.map (toContinuousMapStarₐ 𝕜) A).SeparatesPoints
hμ : ∀ g ∈ A, Tendsto (fun n ↦ ∫ (x : E), g x ∂↑(μ n)) 𝓕 (𝓝 (∫ (x : E), g x ∂↑μ₀))
this : TopologicalSpace.UpgradedIsCompletelyMetrizableSpace E := TopologicalSpace.upgradeIsCompletelyMetrizable E
h✝ : 𝓕.NeBot
U : Ultrafilter ι
hU : ↑U ≤ 𝓕
⊢ Tendsto μ (↑U) (𝓝 μ₀)