mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: case e_f.h
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, 0 < C ∧ ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hpzero : p ≠ 0
hμ : ¬μ univ = 0
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hCpos : 0 < C
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal (ε / 2)
i : ι
s : Set α
hs : MeasurableSet s
hμs : μ s ≤ ENNReal.ofReal ((ε / (2 * ↑C)) ^ p.toReal)
hμs' : ¬μ s = 0
x : α
hx₁ : C ≤ ‖f i x‖₊
hx₂ : ‖f i x‖₊ < C
⊢ x ∈ ⊥

Tactic:
exact False.elim (hx₂.ne (eq_of_le_of_not_lt hx₁ (not_lt.2 hx₂.le)).symm)

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

Goal state before:
pp: case hg
α : Type u_2
β : Type u_3
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
s✝ : Set (α × β)
u : Set α
Hu : MeasurableSet u
v : Set β
Hv : MeasurableSet v
Heq : u ×ˢ v = s✝
⊢ Measurable fun a ↦ ↑a.2 v

Tactic:
· exact (Measure.measurable_coe Hv).comp (measurable_subtype_coe.comp measurable_snd)

Goal state after:
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hCg : ∀ (i : ι), eLpNorm ({x | C ≤ ‖g i x‖₊}.indicator (g i)) p μ ≤ ENNReal.ofReal ε
⊢ ∃ C, 0 < C ∧ ∀ (i : ι), eLpNorm ({x | C ≤ ‖Exists.choose ⋯ x‖₊}.indicator (Exists.choose ⋯)) p μ ≤ ENNReal.ofReal ε

Tactic:
refine ⟨max C 1, lt_max_of_lt_right one_pos, fun i => le_trans (eLpNorm_mono fun x => ?_) (hCg i)⟩

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hCg : ∀ (i : ι), eLpNorm ({x | C ≤ ‖g i x‖₊}.indicator (g i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
⊢ ‖{x | max C 1 ≤ ‖Exists.choose ⋯ x‖₊}.indicator (Exists.choose ⋯) x‖ ≤ ‖{x | C ≤ ‖g i x‖₊}.indicator (g i) x‖
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup β
p : ℝ≥0∞
κ : Type u_4
u : Filter κ
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
fn : ι → α → β
hUI : UnifIntegrable fn p μ
hfn : ∀ (i : ι), AEStronglyMeasurable (fn i) μ
ε : ℝ
hε : 0 < ε
δ : ℝ
hδ : 0 < δ
hδ' :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator (fn i)) p μ ≤ ENNReal.ofReal ε
x✝ : ↑{g | ∃ ni, TendstoInMeasure μ (fn ∘ ni) u g}
t : Set α
ht : MeasurableSet t
ht' : μ t ≤ ENNReal.ofReal δ
f : α → β
s : κ → ι
hs : TendstoInMeasure μ (fn ∘ s) u f
⊢ eLpNorm (t.indicator ((fun f ↦ ↑f) ⟨f, ⋯⟩)) p μ ≤ ENNReal.ofReal ε

Tactic:
refine eLpNorm_le_of_tendstoInMeasure
    (Eventually.of_forall fun n => hδ' (s n) t ht ht') (hs.indicator t) ?_

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝² : NormedAddCommGroup β
p : ℝ≥0∞
κ : Type u_4
u : Filter κ
inst✝¹ : u.NeBot
inst✝ : u.IsCountablyGenerated
fn : ι → α → β
hUI : UnifIntegrable fn p μ
hfn : ∀ (i : ι), AEStronglyMeasurable (fn i) μ
ε : ℝ
hε : 0 < ε
δ : ℝ
hδ : 0 < δ
hδ' :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator (fn i)) p μ ≤ ENNReal.ofReal ε
x✝ : ↑{g | ∃ ni, TendstoInMeasure μ (fn ∘ ni) u g}
t : Set α
ht : MeasurableSet t
ht' : μ t ≤ ENNReal.ofReal δ
f : α → β
s : κ → ι
hs : TendstoInMeasure μ (fn ∘ s) u f
⊢ ∀ (i : κ), AEStronglyMeasurable (t.indicator (fn (s i))) μ
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
inst✝ : L.IsCountablyGenerated
μ : FiniteMeasure Ω
fs : ι → Ω →ᵇ ℝ≥0
c : ℝ≥0
fs_le_const : ∀ᶠ (i : ι) in L, ∀ᵐ (ω : Ω) ∂↑μ, (fs i) ω ≤ c
f : Ω →ᵇ ℝ≥0
fs_lim : ∀ᵐ (ω : Ω) ∂↑μ, Tendsto (fun i ↦ (fs i) ω) L (𝓝 (f ω))
⊢ Tendsto (fun i ↦ μ.testAgainstNN (fs i)) L (𝓝 (μ.testAgainstNN f))

Tactic:
apply (ENNReal.tendsto_toNNReal (f.lintegral_lt_top_of_nnreal (μ : Measure Ω)).ne).comp

Goal state after:
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
inst✝ : L.IsCountablyGenerated
μ : FiniteMeasure Ω
fs : ι → Ω →ᵇ ℝ≥0
c : ℝ≥0
fs_le_const : ∀ᶠ (i : ι) in L, ∀ᵐ (ω : Ω) ∂↑μ, (fs i) ω ≤ c
f : Ω →ᵇ ℝ≥0
fs_lim : ∀ᵐ (ω : Ω) ∂↑μ, Tendsto (fun i ↦ (fs i) ω) L (𝓝 (f ω))
⊢ Tendsto (fun i ↦ ∫⁻ (ω : Ω), ↑((fs i) ω) ∂↑μ) L (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ))
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hp : 1 ≤ p
⊢ eLpNorm μ[f | m] p μ ≤ eLpNorm f p μ

Tactic:
by
  by_cases! hf : MemLp f p μ
  · rw [← ofReal_lpNorm hf, ← ofReal_lpNorm (hf.condExp hp)]
    exact ENNReal.ofReal_le_ofReal (hf.lpNorm_condExp_le_lpNorm hp)
  · simp only [MemLp, not_and, not_lt, top_le_iff] at hf
    by_cases! ha : AEStronglyMeasurable f μ
    · simp [hf ha]
    · simp [condExp_of_not_integrable (fun h => ha h.aestronglyMeasurable)]

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

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))

Tactic:
nhds_prod_eq

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p.1 ×ˢ 𝓝 p.2) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
A : Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.2) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.2))

Tactic:
nhds_prod_eq

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
A : Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.2) (𝓝 p.1 ×ˢ 𝓝 p.2) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.2))
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : ℝ≥0 × FiniteMeasure Ω
g : Ω →ᵇ ℝ
⊢ Tendsto (fun i ↦ i.1) (𝓝 p) (𝓝 p.1)

Tactic:
nhds_prod_eq

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : ℝ≥0 × FiniteMeasure Ω
g : Ω →ᵇ ℝ
⊢ Tendsto (fun i ↦ i.1) (𝓝 p.1 ×ˢ 𝓝 p.2) (𝓝 p.1)
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : ℝ≥0 × FiniteMeasure Ω
g : Ω →ᵇ ℝ
A : Tendsto (fun i ↦ i.1) (𝓝 p) (𝓝 p.1)
⊢ Tendsto (fun i ↦ ∫ (x : Ω), g x ∂↑i.2) (𝓝 p) (𝓝 (∫ (x : Ω), g x ∂↑p.2))

Tactic:
nhds_prod_eq

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : ℝ≥0 × FiniteMeasure Ω
g : Ω →ᵇ ℝ
A : Tendsto (fun i ↦ i.1) (𝓝 p) (𝓝 p.1)
⊢ Tendsto (fun i ↦ ∫ (x : Ω), g x ∂↑i.2) (𝓝 p.1 ×ˢ 𝓝 p.2) (𝓝 (∫ (x : Ω), g x ∂↑p.2))
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: α : Type u_1
Ω : Type u_2
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
ι : Type u_8
β : ι → Type u_9
m : (x : ι) → MeasurableSpace (β x)
f : (i : ι) → Ω → β i
h :
  ∀ (S : Finset ι) {sets : (i : ι) → Set (β i)},
    (∀ i ∈ S, MeasurableSet (sets i)) → ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, f i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (f i ⁻¹' sets i)
S : Finset ι
setsΩ : ι → Set Ω
⊢ (∀ i ∈ S, setsΩ i ∈ (fun x ↦ {s | MeasurableSet s}) i) →
    ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, setsΩ i) = ∏ i ∈ S, (κ a) (setsΩ i)

Tactic:
h_meas

Goal state after:
α : Type u_1
Ω : Type u_2
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
ι : Type u_8
β : ι → Type u_9
m : (x : ι) → MeasurableSpace (β x)
f : (i : ι) → Ω → β i
h :
  ∀ (S : Finset ι) {sets : (i : ι) → Set (β i)},
    (∀ i ∈ S, MeasurableSet (sets i)) → ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, f i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (f i ⁻¹' sets i)
S : Finset ι
setsΩ : ι → Set Ω
h_meas : ∀ i ∈ S, setsΩ i ∈ (fun x ↦ {s | MeasurableSet s}) i
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, setsΩ i) = ∏ i ∈ S, (κ a) (setsΩ i)
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
x✝ : MeasurableSpace Ω
β : ι → Type u_7
m : (x : ι) → MeasurableSpace (β x)
f : (x : ι) → Ω → β x
μ : Measure Ω
⊢ iIndepFun f μ ↔ iIndep (fun x ↦ MeasurableSpace.comap (f x) (m x)) μ

Tactic:
simp only [iIndepFun, iIndep, Kernel.iIndepFun]

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

Goal state before:
pp: case h
Ω : Type u_1
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ι → ProbabilityMeasure Ω
L : Filter ι
inst✝ : L.IsCountablyGenerated
h₁ : IsTightMeasureSet (range (ProbabilityMeasure.toMeasure ∘ μs))
h₂ : ∀ (F : Set Ω), IsCompact F → limsup (fun x ↦ (μs x) F) L ≤ μ F
h✝ : L.NeBot
F : Set Ω
hF_closed : IsClosed[inst✝²] F
ε : ℝ≥0
hε : 0 < ε
x✝ : ↑(μ F) < ∞
K : Set Ω
hKc : IsCompact K
hK_le : ∀ μ ∈ range (ProbabilityMeasure.toMeasure ∘ μs), μ Kᶜ ≤ ↑ε
i : ι
⊢ ↑(μs i) (F ∩ K ∪ F \ K) ≤ ↑(μs i) (F ∩ K) + ↑ε

Tactic:
measure_union_le

Goal state after:
case h
Ω : Type u_1
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ι → ProbabilityMeasure Ω
L : Filter ι
inst✝ : L.IsCountablyGenerated
h₁ : IsTightMeasureSet (range (ProbabilityMeasure.toMeasure ∘ μs))
h₂ : ∀ (F : Set Ω), IsCompact F → limsup (fun x ↦ (μs x) F) L ≤ μ F
h✝ : L.NeBot
F : Set Ω
hF_closed : IsClosed[inst✝²] F
ε : ℝ≥0
hε : 0 < ε
x✝ : ↑(μ F) < ∞
K : Set Ω
hKc : IsCompact K
hK_le : ∀ μ ∈ range (ProbabilityMeasure.toMeasure ∘ μs), μ Kᶜ ≤ ↑ε
i : ι
⊢ ↑(μs i) (F ∩ K) + ↑(μs i) (F \ K) ≤ ↑(μs i) (F ∩ K) + ↑ε
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_7
mΩ : MeasurableSpace Ω
μ : Measure Ω
M : Type u_10
inst✝² : Monoid M
inst✝¹ : MeasurableSpace M
inst✝ : MeasurableMul₂ M
f g : Ω → M
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
hfg : f ⟂ᵢ[μ] g
⊢ Measure.map (f * g) μ = Measure.map f μ ∗ₘ Measure.map g μ

Tactic:
conv in f * g => change (fun x ↦ x.1 * x.2) ∘ (fun ω ↦ (f ω, g ω))

Goal state after:
Ω : Type u_7
mΩ : MeasurableSpace Ω
μ : Measure Ω
M : Type u_10
inst✝² : Monoid M
inst✝¹ : MeasurableSpace M
inst✝ : MeasurableMul₂ M
f g : Ω → M
hf : AEMeasurable f μ
hg : AEMeasurable g μ
σf : SigmaFinite (Measure.map f μ)
σg : SigmaFinite (Measure.map g μ)
hfg : f ⟂ᵢ[μ] g
⊢ Measure.map ((fun x ↦ x.1 * x.2) ∘ fun ω ↦ (f ω, g ω)) μ = Measure.map f μ ∗ₘ Measure.map g μ
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
E : Type u_2
inst✝ : MeasurableSpace E
x✝ : MeasurableSpace Ω
X : Ω → E
ℙ : Measure Ω
μ : Measure E
hX : AEMeasurable X ℙ
f : E → ℝ≥0∞
hf : AEMeasurable f μ
h : map X ℙ = μ.withDensity f
⊢ HasPDF X ℙ μ

Tactic:
by
  refine ⟨hX, ?_, ?_⟩ <;> rw [h]
  · rw [withDensity_congr_ae hf.ae_eq_mk]
    exact haveLebesgueDecomposition_withDensity μ hf.measurable_mk
  · exact withDensity_absolutelyContinuous μ f

Goal state after:
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁷ : Group G
mG : MeasurableSpace G
inst✝⁶ : MeasurableMul₂ G
inst✝⁵ : MeasurableInv G
μ : Measure G
inst✝⁴ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝³ : SFinite μ
inst✝² : HasPDF X ℙ μ
inst✝¹ : HasPDF Y ℙ μ
inst✝ : IsFiniteMeasure ℙ
hXY : X ⟂ᵢ[ℙ] Y
⊢ HasPDF (X * Y) ℙ μ

Tactic:
apply hXY.mul_hasPDF' <;> apply IsFiniteMeasure.toSigmaFinite

Goal state after:
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : AEStronglyMeasurable X μ
h : Var[X; μ] ≠ 0
⊢ MemLp X 2 μ

Tactic:
contrapose h
  exact variance_of_not_memLp hX h

Goal state after:
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
X : Ω → ℝ
hX : AEMeasurable X μ
⊢ Var[id; Measure.map X μ] = Var[X; μ]

Tactic:
simp [variance_map measurable_id.aemeasurable hX]

Goal state after:
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
Y : Ω → ℝ
μ : Measure Ω
ι : Type u_2
X : ι → Ω → ℝ
s : Finset ι
inst✝ : IsFiniteMeasure μ
hX : ∀ i ∈ s, MemLp (X i) 2 μ
hY : MemLp Y 2 μ
⊢ cov[Y, ∑ i ∈ s, X i; μ] = ∑ i ∈ s, cov[Y, X i; μ]

Tactic:
rw [covariance_comm, covariance_sum_left' hX hY]
  simp_rw [covariance_comm]

Goal state after:
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: case pos.e_a
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : MemLp X 2 μ
⊢ ENNReal.ofReal (∫ (x : Ω), (X ^ 2) x ∂μ) = ∫⁻ (ω : Ω), ↑‖X ω ^ 2‖₊ ∂μ

Tactic:
rw [lintegral_coe_eq_integral]

Goal state after:
case pos.e_a
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : MemLp X 2 μ
⊢ ENNReal.ofReal (∫ (x : Ω), (X ^ 2) x ∂μ) = ENNReal.ofReal (∫ (a : Ω), ↑‖X a ^ 2‖₊ ∂μ)

case pos.e_a.hfi
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : MemLp X 2 μ
⊢ Integrable (fun x ↦ ↑‖X x ^ 2‖₊) μ
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : ¬MemLp X 2 μ
⊢ ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ - ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2) = ∞

Tactic:
ENNReal.sub_eq_top_iff

Goal state after:
case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : ¬MemLp X 2 μ
⊢ ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ = ∞ ∧ ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2) ≠ ∞
Module: Mathlib.Probability.HasLaw

Goal state before:
pp: Ω : Type u_1
𝓧 : Type u_2
mΩ : MeasurableSpace Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
μ : Measure 𝓧
P : Measure Ω
inst✝ : IsFiniteMeasure P
𝓨 : Type u_3
m𝓨 : MeasurableSpace 𝓨
ν : Measure 𝓨
Y : Ω → 𝓨
hX : HasLaw X μ P
hY : HasLaw Y ν P
h : HasLaw (fun ω ↦ (X ω, Y ω)) (μ.prod ν) P
⊢ map (fun ω ↦ (X ω, Y ω)) P = (map X P).prod (map Y P)

Tactic:
h.map_eq,

Goal state after:
Ω : Type u_1
𝓧 : Type u_2
mΩ : MeasurableSpace Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
μ : Measure 𝓧
P : Measure Ω
inst✝ : IsFiniteMeasure P
𝓨 : Type u_3
m𝓨 : MeasurableSpace 𝓨
ν : Measure 𝓨
Y : Ω → 𝓨
hX : HasLaw X μ P
hY : HasLaw Y ν P
h : HasLaw (fun ω ↦ (X ω, Y ω)) (μ.prod ν) P
⊢ μ.prod ν = (map X P).prod (map Y P)
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
δ : Type u_4
inst✝³ : MeasurableSpace α
inst✝² : MeasurableSpace β
inst✝¹ : MeasurableSpace γ
inst✝ : MeasurableSpace δ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
u : γ → δ
h : IdentDistrib f g μ ν
hu : AEMeasurable u (Measure.map f μ)
⊢ AEMeasurable (u ∘ g) ν

Tactic:
rw [h.map_eq] at hu; exact hu.comp_aemeasurable h.aemeasurable_snd

Goal state after:
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case e_f
Ω : Type u_5
𝓧 : Type u_6
m mΩ : MeasurableSpace Ω
P : Measure Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
A : Set Ω
E : Type u_7
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ mΩ
f : 𝓧 → E
hA1 : Indep m (MeasurableSpace.comap X m𝓧) P
hX : AEMeasurable X P
hA2 : MeasurableSet A
hf : AEStronglyMeasurable f (Measure.map X P)
ω : Ω
⊢ A.indicator (fun ω ↦ f (X ω)) ω = id (A.indicator 1 ω) • f (X ω)

Tactic:
by_cases hω : ω ∈ A

Goal state after:
case pos
Ω : Type u_5
𝓧 : Type u_6
m mΩ : MeasurableSpace Ω
P : Measure Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
A : Set Ω
E : Type u_7
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ mΩ
f : 𝓧 → E
hA1 : Indep m (MeasurableSpace.comap X m𝓧) P
hX : AEMeasurable X P
hA2 : MeasurableSet A
hf : AEStronglyMeasurable f (Measure.map X P)
ω : Ω
hω : ω ∈ A
⊢ A.indicator (fun ω ↦ f (X ω)) ω = id (A.indicator 1 ω) • f (X ω)

case neg
Ω : Type u_5
𝓧 : Type u_6
m mΩ : MeasurableSpace Ω
P : Measure Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
A : Set Ω
E : Type u_7
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hm : m ≤ mΩ
f : 𝓧 → E
hA1 : Indep m (MeasurableSpace.comap X m𝓧) P
hX : AEMeasurable X P
hA2 : MeasurableSet A
hf : AEStronglyMeasurable f (Measure.map X P)
ω : Ω
hω : ω ∉ A
⊢ A.indicator (fun ω ↦ f (X ω)) ω = id (A.indicator 1 ω) • f (X ω)
Module: Mathlib.MeasureTheory.Function.Floor

Goal state before:
pp: R : Type u_2
inst✝⁶ : Semiring R
inst✝⁵ : LinearOrder R
inst✝⁴ : FloorSemiring R
inst✝³ : TopologicalSpace R
inst✝² : OrderTopology R
inst✝¹ : MeasurableSpace R
inst✝ : OpensMeasurableSpace R
n : R
⊢ MeasurableSet (ceil ⁻¹' {⌈n⌉₊})

Tactic:
rcases eq_or_ne ⌈n⌉₊ 0 with h | h <;> simp_all [Nat.preimage_ceil_of_ne_zero, -ceil_eq_zero]

Goal state after:
Module: Mathlib.MeasureTheory.Function.Piecewise

Goal state before:
pp: ι : Type u_1
α : Type u_2
β : Type u_3
inst✝² : MeasurableSpace α
s : ι → Set α
f : ι → α → β
inst✝¹ : Countable ι
hs : IndexedPartition s
hm : ∀ (i : ι), MeasurableSet (s i)
inst✝ : TopologicalSpace β
hf : ∀ (i : ι), StronglyMeasurable (f i)
Fi : Infinite ι
e : ℕ ≃ ι
g : (n : ℕ) → ι → Fin (n + 1) := fun n i ↦ if hi : ∃ m < n, i = e m then ⟨hi.choose, ⋯⟩ else Fin.last n
sg : ∀ (n : ℕ), Function.Surjective (g n)
G : (n : ℕ) → IndexedPartition fun k ↦ ⋃ i ∈ g n ⁻¹' {k}, s i
x : α
y : ℕ
hy : e y = hs.index x
b : ℕ
hb : y + 1 ≤ b
⊢ y < b + 1

Tactic:
lia

Goal state after:
Module: Mathlib.MeasureTheory.Function.Piecewise

Goal state before:
pp: ι : Type u_1
α : Type u_2
β : Type u_3
inst✝² : MeasurableSpace α
s : ι → Set α
f : ι → α → β
inst✝¹ : Countable ι
hs : IndexedPartition s
hm : ∀ (i : ι), MeasurableSet (s i)
inst✝ : TopologicalSpace β
hf : ∀ (i : ι), StronglyMeasurable (f i)
Fi : Infinite ι
e : ℕ ≃ ι
g : (n : ℕ) → ι → Fin (n + 1) := fun n i ↦ if hi : ∃ m < n, i = e m then ⟨hi.choose, ⋯⟩ else Fin.last n
sg : ∀ (n : ℕ), Function.Surjective (g n)
G : (n : ℕ) → IndexedPartition fun k ↦ ⋃ i ∈ g n ⁻¹' {k}, s i
x : α
y : ℕ
hy : e y = hs.index x
b : ℕ
hb : y + 1 ≤ b
this : y = ↑⟨y, ⋯⟩
⊢ y < b

Tactic:
lia

Goal state after:
Module: Mathlib.MeasureTheory.Function.UnifTight

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
f g : ι → α → β
p : ℝ≥0∞
hf : UnifTight f p μ
hfg : ∀ (n : ι), f n =ᵐ[μ] g n
⊢ UnifTight g p μ

Tactic:
by
  intro ε hε
  obtain ⟨s, hμs, hfε⟩ := hf hε
  refine ⟨s, hμs, fun n => (le_of_eq <| eLpNorm_congr_ae ?_).trans (hfε n)⟩
  filter_upwards [hfg n] with x hx
  simp only [indicator, mem_compl_iff, hx]

Goal state after:
Module: Mathlib.MeasureTheory.Function.UnifTight

Goal state before:
pp: case neg
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
g : α → β
hp_ne_top : p ≠ ∞
hg : MemLp g p μ
ε : ℝ≥0
hε : 0 < ε
hε_top : ¬↑ε = ∞
⊢ ∃ s, μ s ≠ ∞ ∧ ∀ (i : ι), eLpNorm (sᶜ.indicator ((fun x ↦ g) i)) p μ ≤ ↑ε

Tactic:
obtain ⟨s, _, hμs, hgε⟩ := hg.exists_eLpNorm_indicator_compl_lt hp_ne_top (coe_ne_zero.mpr hε.ne')

Goal state after:
case neg
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
g : α → β
hp_ne_top : p ≠ ∞
hg : MemLp g p μ
ε : ℝ≥0
hε : 0 < ε
hε_top : ¬↑ε = ∞
s : Set α
left✝ : MeasurableSet s
hμs : μ s < ∞
hgε : eLpNorm (sᶜ.indicator g) p μ < ↑ε
⊢ ∃ s, μ s ≠ ∞ ∧ ∀ (i : ι), eLpNorm (sᶜ.indicator ((fun x ↦ g) i)) p μ ≤ ↑ε
Module: Mathlib.MeasureTheory.Group.ModularCharacter

Goal state before:
pp: G : Type u_1
inst✝⁶ : TopologicalSpace G
inst✝⁵ : Group G
inst✝⁴ : IsTopologicalGroup G
inst✝³ : LocallyCompactSpace G
inst✝² : MeasurableSpace G
inst✝¹ : BorelSpace G
μ : Measure G
inst✝ : μ.IsHaarMeasure
g : G
ν : Measure G := haar
f : G → ℝ
f_cont : Continuous f
f_comp : HasCompactSupport ⇑{ toFun := f, continuous_toFun := f_cont }
f_nonneg : 0 ≤ { toFun := f, continuous_toFun := f_cont }
f_one : { toFun := f, continuous_toFun := f_cont } 1 ≠ 0
int_f_ne_zero : ∀ (μ₀ : Measure G) [μ₀.IsHaarMeasure], ∫ (x : G), f x ∂μ₀ ≠ 0
t : ∫ (x : G), f (x * g) ∂ν = ∫ (x : G), f (x * g) ∂ν.haarScalarFactor μ • μ
⊢ ↑(ν.haarScalarFactor μ) ≠ 0

Tactic:
NNReal.coe_ne_zero

Goal state after:
G : Type u_1
inst✝⁶ : TopologicalSpace G
inst✝⁵ : Group G
inst✝⁴ : IsTopologicalGroup G
inst✝³ : LocallyCompactSpace G
inst✝² : MeasurableSpace G
inst✝¹ : BorelSpace G
μ : Measure G
inst✝ : μ.IsHaarMeasure
g : G
ν : Measure G := haar
f : G → ℝ
f_cont : Continuous f
f_comp : HasCompactSupport ⇑{ toFun := f, continuous_toFun := f_cont }
f_nonneg : 0 ≤ { toFun := f, continuous_toFun := f_cont }
f_one : { toFun := f, continuous_toFun := f_cont } 1 ≠ 0
int_f_ne_zero : ∀ (μ₀ : Measure G) [μ₀.IsHaarMeasure], ∫ (x : G), f x ∂μ₀ ≠ 0
t : ∫ (x : G), f (x * g) ∂ν = ∫ (x : G), f (x * g) ∂ν.haarScalarFactor μ • μ
⊢ ν.haarScalarFactor μ ≠ 0
Module: Mathlib.MeasureTheory.Integral.CircleTransform

Goal state before:
pp: case hg.hf
E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
hR : 0 < R
f : ℂ → E
z w : ℂ
hf : ContinuousOn f (sphere z R)
hw : w ∈ ball z R
⊢ Continuous (deriv (circleMap z R))

Tactic:
rw [funext <| deriv_circleMap _ _]

Goal state after:
case hg.hf
E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
hR : 0 < R
f : ℂ → E
z w : ℂ
hf : ContinuousOn f (sphere z R)
hw : w ∈ ball z R
⊢ Continuous fun x ↦ circleMap 0 R x * I