Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
⊢ ∫⁻ (x : Ω), upcrossings a b f x ∂μ ≠ ∞

pp: case h0
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : (∫⁻ (ω : Ω), upcrossings a b f ω ∂μ) * ENNReal.ofReal (b - a) ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ
⊢ ENNReal.ofReal (b - a) ≠ 0 ∨ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ ≠ 0

pp: case ht
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : (∫⁻ (ω : Ω), upcrossings a b f ω ∂μ) * ENNReal.ofReal (b - a) ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ
⊢ ENNReal.ofReal (b - a) ≠ ∞ ∨ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ ≠ ∞

Tactic:
· refine (lt_of_le_of_lt this (ENNReal.div_lt_top ?_ ?_)).ne
    · have hR' : ∀ n, ∫⁻ ω, ‖f n ω - a‖₊ ∂μ ≤ R + ‖a‖₊ * μ Set.univ := by
        simp_rw [eLpNorm_one_eq_lintegral_enorm] at hbdd
        intro n
        refine (lintegral_mono ?_ : ∫⁻ ω, ‖f n ω - a‖₊ ∂μ ≤ ∫⁻ ω, ‖f n ω‖₊ + ‖a‖₊ ∂μ).trans ?_
        · intro ω
          simp_rw [sub_eq_add_neg, ← nnnorm_neg a, ← ENNReal.coe_add, ENNReal.coe_le_coe]
          exact nnnorm_add_le _ _
        · simp_rw [lintegral_add_right _ measurable_const, lintegral_const]
          exact add_le_add (hbdd _) le_rfl
      refine ne_of_lt (iSup_lt_iff.2 ⟨R + ‖a‖₊ * μ Set.univ, ENNReal.add_lt_top.2
        ⟨ENNReal.coe_lt_top, by finiteness⟩,
        fun n => le_trans ?_ (hR' n)⟩)
      refine lintegral_mono fun ω => ?_
      rw [ENNReal.ofReal_le_iff_le_toReal, ENNReal.coe_toReal, coe_nnnorm]
      · by_cases! hnonneg : 0 ≤ f n ω - a
        · rw [posPart_eq_self.2 hnonneg, Real.norm_eq_abs, abs_of_nonneg hnonneg]
        · rw [posPart_eq_zero.2 hnonneg.le]
          exact norm_nonneg _
      · finiteness
    · simp only [hab, Ne, ENNReal.ofReal_eq_zero, sub_nonpos, not_le]

Goal state after:
case h0
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : (∫⁻ (ω : Ω), upcrossings a b f ω ∂μ) * ENNReal.ofReal (b - a) ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ
⊢ ENNReal.ofReal (b - a) ≠ 0 ∨ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ ≠ 0

case ht
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : (∫⁻ (ω : Ω), upcrossings a b f ω ∂μ) * ENNReal.ofReal (b - a) ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ
⊢ ENNReal.ofReal (b - a) ≠ ∞ ∨ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ ≠ ∞