mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Order.Extension.Linear

Goal state before:
pp: α : Type u
r : α → α → Prop
inst✝ : IsPartialOrder α r
S : Set (α → α → Prop) := {s | IsPartialOrder α s}
c : Set (α → α → Prop)
hc₁ : c ⊆ S
hc₂ : IsChain (fun x1 x2 ↦ x1 ≤ x2) c
s : α → α → Prop
hs : s ∈ c
this : IsPreorder α s
⊢ sSup c ∈ S

Tactic:
refine
        { refl := ?_
          trans := ?_
          antisymm := ?_ }

Goal state after:
case refine_1
α : Type u
r : α → α → Prop
inst✝ : IsPartialOrder α r
S : Set (α → α → Prop) := {s | IsPartialOrder α s}
c : Set (α → α → Prop)
hc₁ : c ⊆ S
hc₂ : IsChain (fun x1 x2 ↦ x1 ≤ x2) c
s : α → α → Prop
hs : s ∈ c
this : IsPreorder α s
⊢ ∀ (a : α), sSup c a a

case refine_2
α : Type u
r : α → α → Prop
inst✝ : IsPartialOrder α r
S : Set (α → α → Prop) := {s | IsPartialOrder α s}
c : Set (α → α → Prop)
hc₁ : c ⊆ S
hc₂ : IsChain (fun x1 x2 ↦ x1 ≤ x2) c
s : α → α → Prop
hs : s ∈ c
this : IsPreorder α s
⊢ ∀ (a b c_1 : α), sSup c a b → sSup c b c_1 → sSup c a c_1

case refine_3
α : Type u
r : α → α → Prop
inst✝ : IsPartialOrder α r
S : Set (α → α → Prop) := {s | IsPartialOrder α s}
c : Set (α → α → Prop)
hc₁ : c ⊆ S
hc₂ : IsChain (fun x1 x2 ↦ x1 ≤ x2) c
s : α → α → Prop
hs : s ∈ c
this : IsPreorder α s
⊢ ∀ (a b : α), sSup c a b → sSup c b a → a = b
Module: Mathlib.Order.Filter.CardinalInter

Goal state before:
pp: ι α β : Type u
c : Cardinal.{u}
l : Filter α
inst✝² : CardinalInterFilter l c
l₁ l₂ : Filter α
inst✝¹ : CardinalInterFilter l₁ c
inst✝ : CardinalInterFilter l₂ c
S : Set (Set α)
hSc : #↑S < c
hS : ∀ s ∈ S, s ∈ l₁ ⊓ l₂
⊢ ⋂₀ S ∈ l₁ ⊓ l₂

Tactic:
choose s hs t ht hst using hS

Goal state after:
ι α β : Type u
c : Cardinal.{u}
l : Filter α
inst✝² : CardinalInterFilter l c
l₁ l₂ : Filter α
inst✝¹ : CardinalInterFilter l₁ c
inst✝ : CardinalInterFilter l₂ c
S : Set (Set α)
hSc : #↑S < c
s : (s : Set α) → s ∈ S → Set α
hs : ∀ (s_1 : Set α) (a : s_1 ∈ S), s s_1 a ∈ l₁
t : (s : Set α) → s ∈ S → Set α
ht : ∀ (s : Set α) (a : s ∈ S), t s a ∈ l₂
hst : ∀ (s_1 : Set α) (a : s_1 ∈ S), s_1 = s s_1 a ∩ t s_1 a
⊢ ⋂₀ S ∈ l₁ ⊓ l₂
Module: Mathlib.Order.Nucleus

Goal state before:
pp: X : Type u_1
inst✝ : Frame X
n m : Nucleus X
x y : X
a : ↑(range ⇑n)
s : Set ↑(range ⇑n)
⊢ a ⊓ sSup s ≤ ⨆ b ∈ s, a ⊓ b

Tactic:
simp_rw [← Subtype.coe_le_coe, iSup_subtype', iSup, sSup, n.giAux.gc.u_inf]
    rw [rangeFactorization_coe, ← mem_range.1 a.prop, ← map_inf]
    apply n.monotone
    simp_rw [inf_sSup_eq, sSup_image, iSup_range, iSup_image, iSup_subtype', n.giAux.gc.u_inf,
      le_rfl]

Goal state after:
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: case refine_1
α : Type u_1
s t x✝ y✝ z : α
S : Set α
inst✝ : CompleteLattice α
P✝ Q✝ P Q : Partition s
hp : ∀ ⦃x : α⦄, x ∈ P → ∃ y ∈ Q, x ≤ y
hq : ∀ ⦃x : α⦄, x ∈ Q → ∃ y ∈ P, x ≤ y
x : α
h : x ∈ P
y : α
hy : y ∈ Q
hxy : x ≤ y
hx' : x ∈ P
hyx' : y ≤ x
⊢ x ∈ Q

Tactic:
rwa [hxy.antisymm hyx']

Goal state after:
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: case refine_2
α : Type u_1
s t x✝ y✝ z : α
S : Set α
inst✝ : CompleteLattice α
P✝ Q✝ P Q : Partition s
hp : ∀ ⦃x : α⦄, x ∈ P → ∃ y ∈ Q, x ≤ y
hq : ∀ ⦃x : α⦄, x ∈ Q → ∃ y ∈ P, x ≤ y
x : α
h : x ∈ Q
y : α
hy : y ∈ P
hxy : x ≤ y
hx' : x ∈ Q
hyx' : y ≤ x
⊢ x ∈ P

Tactic:
rwa [hxy.antisymm hyx']

Goal state after:
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: α : Type u_1
S : Set (Set α)
u t : Set α
P : Partition u
ht : t ∈ P
hSP : S ⊆ P.parts
⊢ t ⊆ ⋃₀ S ↔ t ∈ S

Tactic:
rw [← subset_sUnion_and_mem_iff_mem hSP]

Goal state after:
α : Type u_1
S : Set (Set α)
u t : Set α
P : Partition u
ht : t ∈ P
hSP : S ⊆ P.parts
⊢ t ⊆ ⋃₀ S ↔ t ⊆ ⋃₀ S ∧ t ∈ P
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: α : Type u_1
x : α
u : Set α
P : Partition u
⊢ P.partOf x = ∅ ↔ x ∉ u

Tactic:
rw [← partOf_nonempty_iff, not_nonempty_iff_eq_empty]

Goal state after:
Module: Mathlib.Order.SuccPred.Tree

Goal state before:
pp: t : RootedTree
inst✝ : DecidableEq ↑t
v : ↑t
⊢ v ∈ t.subtreeOf v

Tactic:
simp [SubRootedTree.mem_iff, RootedTree.subtreeOf]

Goal state after:
Module: Mathlib.Order.Sublocale

Goal state before:
pp: X : Type u_1
inst✝ : Order.Frame X
n : Nucleus X
a : Set X
b : X
h1 : b ∈ a
h : ∀ x ∈ a, n x = x
⊢ n (sInf a) ≤ b

Tactic:
rw [← h b h1]

Goal state after:
X : Type u_1
inst✝ : Order.Frame X
n : Nucleus X
a : Set X
b : X
h1 : b ∈ a
h : ∀ x ∈ a, n x = x
⊢ n (sInf a) ≤ n b
Module: Mathlib.Probability.Martingale.Centering

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
⊢ martingalePart f ℱ μ = fun n ↦ f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])

Tactic:
unfold martingalePart predictablePart

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℕ → Ω → E
ℱ : Filtration ℕ m0
⊢ (fun n ↦ f n - ∑ i ∈ Finset.range n, μ[f (i + 1) - f i | ↑ℱ i]) = fun n ↦
    f 0 + ∑ i ∈ Finset.range n, (f (i + 1) - f i - μ[f (i + 1) - f i | ↑ℱ i])
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝³ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝ : CompleteSpace E
hf : Martingale f ℱ μ
hg : Martingale g ℱ μ
⊢ Martingale (f + -g) ℱ μ

Tactic:
exact hf.add hg.neg

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Supermartingale f ℱ μ
hg : Supermartingale g ℱ μ
⊢ Supermartingale (f + g) ℱ μ

Tactic:
refine ⟨hf.1.add hg.1, fun i j hij => ?_, fun i => (hf.2.2 i).add (hg.2.2 i)⟩

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Supermartingale f ℱ μ
hg : Supermartingale g ℱ μ
i j : ι
hij : i ≤ j
⊢ μ[(f + g) j | ↑ℱ i] ≤ᵐ[μ] (f + g) i
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Submartingale f ℱ μ
hg : Submartingale g ℱ μ
⊢ Submartingale (f + g) ℱ μ

Tactic:
refine ⟨hf.1.add hg.1, fun i j hij => ?_, fun i => (hf.2.2 i).add (hg.2.2 i)⟩

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Submartingale f ℱ μ
hg : Submartingale g ℱ μ
i j : ι
hij : i ≤ j
⊢ (f + g) i ≤ᵐ[μ] μ[(f + g) j | ↑ℱ i]
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Submartingale f ℱ μ
hg : Supermartingale g ℱ μ
⊢ Submartingale (f + -g) ℱ μ

Tactic:
exact hf.add hg.neg

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝³ : CompleteSpace E
inst✝² : PartialOrder E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]
i j : ι
hij : i ≤ j
⊢ μ[f i | ↑ℱ i] ≤ᵐ[μ] μ[f j | ↑ℱ i]

Tactic:
← eventually_sub_nonneg

Goal state after:
Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁶ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
ℱ : Filtration ι m0
inst✝³ : CompleteSpace E
inst✝² : PartialOrder E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : SigmaFiniteFiltration μ ℱ
f : ι → Ω → E
hadp : StronglyAdapted ℱ f
hint : ∀ (i : ι), Integrable (f i) μ
hf : ∀ (i j : ι), i ≤ j → 0 ≤ᵐ[μ] μ[f j - f i | ↑ℱ i]
i j : ι
hij : i ≤ j
⊢ 0 ≤ᵐ[μ] μ[f j | ↑ℱ i] - μ[f i | ↑ℱ i]
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
ι : Type u_3
inst✝⁵ : Preorder ι
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
f g : ι → Ω → E
ℱ : Filtration ι m0
inst✝² : CompleteSpace E
inst✝¹ : Preorder E
inst✝ : AddLeftMono E
hf : Supermartingale f ℱ μ
hg : Submartingale g ℱ μ
⊢ Supermartingale (f + -g) ℱ μ

Tactic:
exact hf.add hg.neg

Goal state after:
Module: Mathlib.Probability.Martingale.Basic

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
𝒢 : Filtration ℕ m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedModule ℝ E
inst✝ : IsFiniteMeasure μ
f : ℕ → Ω → E
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
hf : ∀ (i : ℕ), 0 ≤ᵐ[μ] μ[f (i + 1) - f i | ↑𝒢 i]
i : ℕ
⊢ μ[f i | ↑𝒢 i] ≤ᵐ[μ] μ[f (i + 1) | ↑𝒢 i]

Tactic:
← eventually_sub_nonneg

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
𝒢 : Filtration ℕ m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedModule ℝ E
inst✝ : IsFiniteMeasure μ
f : ℕ → Ω → E
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
hf : ∀ (i : ℕ), 0 ≤ᵐ[μ] μ[f (i + 1) - f i | ↑𝒢 i]
i : ℕ
⊢ 0 ≤ᵐ[μ] μ[f (i + 1) | ↑𝒢 i] - μ[f i | ↑𝒢 i]
Module: Mathlib.Probability.Process.HittingTime

Goal state before:
pp: Ω : Type u_1
β : Type u_2
ι : Type u_3
inst✝ : ConditionallyCompleteLinearOrder ι
u : ι → Ω → β
s : Set β
⊢ Monotone (hittingAfter u s)

Tactic:
intro n m hnm ω

Goal state after:
Ω : Type u_1
β : Type u_2
ι : Type u_3
inst✝ : ConditionallyCompleteLinearOrder ι
u : ι → Ω → β
s : Set β
n m : ι
hnm : n ≤ m
ω : Ω
⊢ hittingAfter u s n ω ≤ hittingAfter u s m ω
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
N₁ N₂ : ℕ
hN₁ : N ≤ N₁
hN₁' : f N₁ ω < a
hN₂ : N₁ ≤ N₂
hN₂' : b < f N₂ ω
⊢ upcrossingsBefore a b f N ω < upcrossingsBefore a b f (N₂ + 1) ω

Tactic:
by
  refine lt_of_lt_of_le (Nat.lt_succ_self _) (le_csSup (upperCrossingTime_lt_bddAbove hab) ?_)
  rw [Set.mem_ofPred_eq, upperCrossingTime_succ_eq, hittingBtwn_lt_iff _ le_rfl]
  refine ⟨N₂, ⟨?_, Nat.lt_succ_self _⟩, hN₂'.le⟩
  rw [lowerCrossingTime, hittingBtwn_le_iff_of_lt _ (Nat.lt_succ_self _)]
  refine ⟨N₁, ⟨le_trans ?_ hN₁, hN₂⟩, hN₁'.le⟩
  by_cases! hN : 0 < N
  · have : upperCrossingTime a b f N (upcrossingsBefore a b f N ω) ω < N :=
      Nat.sSup_mem (upperCrossingTime_lt_nonempty hN) (upperCrossingTime_lt_bddAbove hab)
    rw [upperCrossingTime_eq_upperCrossingTime_of_lt (hN₁.trans (hN₂.trans <| Nat.le_succ _))
      this]
    exact this.le
  · rw [Nat.le_zero] at hN
    rw [hN, upcrossingsBefore_zero, upperCrossingTime_zero, Pi.bot_apply, bot_eq_zero']

Goal state after:
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hf : a ≤ f N ω
hab : a < b
hN : ¬N = 0
h₁ :
  ∀ (k : ℕ),
    ∑ n ∈ Finset.range N,
        (Set.Ico (lowerCrossingTime a b f N k ω) (upperCrossingTime a b f N (k + 1) ω)).indicator
          (fun m ↦ f (m + 1) ω - f m ω) n =
      stoppedValue f (fun ω ↦ ↑(upperCrossingTime a b f N (k + 1) ω)) ω -
        stoppedValue f (fun ω ↦ ↑(lowerCrossingTime a b f N k ω)) ω
i : ℕ
x✝ : i ∈ Finset.range N
hi : i ∉ Finset.range (upcrossingsBefore a b f N ω)
hi' : ¬i = upcrossingsBefore a b f N ω
⊢ upcrossingsBefore a b f N ω < i

Tactic:
Finset.mem_range,

Goal state after:
case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hf : a ≤ f N ω
hab : a < b
hN : ¬N = 0
h₁ :
  ∀ (k : ℕ),
    ∑ n ∈ Finset.range N,
        (Set.Ico (lowerCrossingTime a b f N k ω) (upperCrossingTime a b f N (k + 1) ω)).indicator
          (fun m ↦ f (m + 1) ω - f m ω) n =
      stoppedValue f (fun ω ↦ ↑(upperCrossingTime a b f N (k + 1) ω)) ω -
        stoppedValue f (fun ω ↦ ↑(lowerCrossingTime a b f N k ω)) ω
i : ℕ
x✝ : i ∈ Finset.range N
hi : ¬i < upcrossingsBefore a b f N ω
hi' : ¬i = upcrossingsBefore a b f N ω
⊢ upcrossingsBefore a b f N ω < i
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
h₂ :
  ∀ k ∈ Finset.Ico (upcrossingsBefore a b f N ω + 1) (N + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 0
⊢ upcrossingsBefore a b f N ω =
    ∑ i ∈ Finset.Ico (Nat.succ 0) (upcrossingsBefore a b f N ω).succ,
        {n | upperCrossingTime a b f N n ω < N}.indicator 1 i +
      ∑ i ∈ Finset.Ico (upcrossingsBefore a b f N ω).succ N.succ, {n | upperCrossingTime a b f N n ω < N}.indicator 1 i

Tactic:
Finset.sum_congr rfl h₁,

Goal state after:
case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
hN : ¬N = 0
h₁ : ∀ k ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 1
h₂ :
  ∀ k ∈ Finset.Ico (upcrossingsBefore a b f N ω + 1) (N + 1), {n | upperCrossingTime a b f N n ω < N}.indicator 1 k = 0
⊢ upcrossingsBefore a b f N ω =
    ∑ x ∈ Finset.Ico 1 (upcrossingsBefore a b f N ω + 1), 1 +
      ∑ i ∈ Finset.Ico (upcrossingsBefore a b f N ω).succ N.succ, {n | upperCrossingTime a b f N n ω < N}.indicator 1 i
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case pos
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
hab : a < b
this : ∀ (N : ℕ), ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ = ENNReal.ofReal (∫ (ω : Ω), (f N ω - a)⁺ ∂μ)
N : ℕ
⊢ ENNReal.ofReal (b - a) * ∫⁻ (a_1 : Ω), ↑(upcrossingsBefore a b f N a_1) ∂μ ≤
    ⨆ N, ENNReal.ofReal (∫ (ω : Ω), (f N ω - a)⁺ ∂μ)

Tactic:
(by simp :
          ∫⁻ ω, upcrossingsBefore a b f N ω ∂μ = ∫⁻ ω, ↑(upcrossingsBefore a b f N ω : ℝ≥0) ∂μ),

Goal state after:
case pos
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
hab : a < b
this : ∀ (N : ℕ), ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ = ENNReal.ofReal (∫ (ω : Ω), (f N ω - a)⁺ ∂μ)
N : ℕ
⊢ ENNReal.ofReal (b - a) * ∫⁻ (ω : Ω), ↑↑(upcrossingsBefore a b f N ω) ∂μ ≤
    ⨆ N, ENNReal.ofReal (∫ (ω : Ω), (f N ω - a)⁺ ∂μ)
Module: Mathlib.Probability.Martingale.BorelCantelli

Goal state before:
pp: case e'_1
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := ⋯
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n ↦ g n ω) ↔ ∃ c, Tendsto (fun n ↦ g n ω) atTop (𝓝 c)
⊢ BddAbove (Set.range fun n ↦ f n ω) ↔ BddAbove (Set.range fun n ↦ g n ω)

Tactic:
refine ⟨fun h => ?_, fun h => ?_⟩ <;> obtain ⟨b, hb⟩ := h

Goal state after:
case e'_1.refine_1
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω ↦ f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n ↦ g n ω) ↔ ∃ c, Tendsto (fun n ↦ g n ω) atTop (𝓝 c)
b : ℝ
hb : b ∈ upperBounds (Set.range fun n ↦ f n ω)
⊢ BddAbove (Set.range fun n ↦ g n ω)

case e'_1.refine_2
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω ↦ f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n ↦ g n ω) ↔ ∃ c, Tendsto (fun n ↦ g n ω) atTop (𝓝 c)
b : ℝ
hb : b ∈ upperBounds (Set.range fun n ↦ g n ω)
⊢ BddAbove (Set.range fun n ↦ f n ω)
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹⁰ : Nonempty ι
u : ι → Ω → β
τ : Ω → WithTop ι
inst✝⁹ : LinearOrder ι
inst✝⁸ : MeasurableSpace ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : OrderTopology ι
inst✝⁵ : SecondCountableTopology ι
inst✝⁴ : BorelSpace ι
inst✝³ : TopologicalSpace β
f : Filtration ι m
inst✝² : PseudoMetrizableSpace β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
hf_prog : IsStronglyProgressive f u
hτ : IsStoppingTime f τ
h_str_meas : ∀ (i : ι), StronglyMeasurable (stoppedValue u fun ω ↦ min (τ ω) ↑i)
t : Set β
ht : MeasurableSet t
seq : ℕ → ι
h_seq_tendsto : Tendsto seq atTop atTop
ω : Ω
⊢ stoppedValue u τ ω ∈ t ↔ (stoppedValue u τ ω ∈ t ∧ ∃ x, τ ω ≤ ↑(seq x)) ∨ stoppedValue u τ ω ∈ t ∧ τ ω = ⊤

Tactic:
rw [← and_or_left, iff_self_and]

Goal state after:
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹⁰ : Nonempty ι
u : ι → Ω → β
τ : Ω → WithTop ι
inst✝⁹ : LinearOrder ι
inst✝⁸ : MeasurableSpace ι
inst✝⁷ : TopologicalSpace ι
inst✝⁶ : OrderTopology ι
inst✝⁵ : SecondCountableTopology ι
inst✝⁴ : BorelSpace ι
inst✝³ : TopologicalSpace β
f : Filtration ι m
inst✝² : PseudoMetrizableSpace β
inst✝¹ : MeasurableSpace β
inst✝ : BorelSpace β
hf_prog : IsStronglyProgressive f u
hτ : IsStoppingTime f τ
h_str_meas : ∀ (i : ι), StronglyMeasurable (stoppedValue u fun ω ↦ min (τ ω) ↑i)
t : Set β
ht : MeasurableSet t
seq : ℕ → ι
h_seq_tendsto : Tendsto seq atTop atTop
ω : Ω
⊢ stoppedValue u τ ω ∈ t → (∃ x, τ ω ≤ ↑(seq x)) ∨ τ ω = ⊤
Module: Mathlib.Probability.Moments.Basic

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
μ : Measure Ω
t : ℝ
X : ι → Ω → ℝ
s : Finset ι
h_int : ∀ i ∈ s, AEStronglyMeasurable (fun ω ↦ rexp (t * X i ω)) μ
⊢ AEStronglyMeasurable (fun ω ↦ rexp (t * (∑ i ∈ s, X i) ω)) μ

Tactic:
induction s using Finset.induction_on with
  | empty =>
    simp only [Finset.sum_apply, sum_empty, mul_zero, exp_zero]
    exact aestronglyMeasurable_const
  | insert i s hi_notin_s h_rec =>
    have : ∀ i : ι, i ∈ s → AEStronglyMeasurable (fun ω : Ω => exp (t * X i ω)) μ := fun i hi =>
      h_int i (mem_insert_of_mem hi)
    specialize h_rec this
    rw [sum_insert hi_notin_s]
    apply aestronglyMeasurable_exp_mul_add (h_int i (mem_insert_self _ _)) h_rec

Goal state after:
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case inr.h
Ω : Type u_1
ι : Type u_3
inst✝² : Nonempty ι
τ : Ω → WithTop ι
E : Type u_4
u : ι → Ω → E
inst✝¹ : LinearOrder ι
inst✝ : AddCommMonoid E
s : Finset ι
n : ι
ω : Ω
i : ι
hi : ↑i = τ ω
hbdd : ↑i ∈ WithTop.some '' ↑s
h : ↑i < ↑n
⊢ ω ∈ {ω | τ ω = ↑i}

Tactic:
Set.mem_ofPred

Goal state after:
case inr.h
Ω : Type u_1
ι : Type u_3
inst✝² : Nonempty ι
τ : Ω → WithTop ι
E : Type u_4
u : ι → Ω → E
inst✝¹ : LinearOrder ι
inst✝ : AddCommMonoid E
s : Finset ι
n : ι
ω : Ω
i : ι
hi : ↑i = τ ω
hbdd : ↑i ∈ WithTop.some '' ↑s
h : ↑i < ↑n
⊢ τ ω = ↑i
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case inr.h
Ω : Type u_1
ι : Type u_3
inst✝² : Nonempty ι
τ : Ω → WithTop ι
E : Type u_4
u : ι → Ω → E
inst✝¹ : LinearOrder ι
inst✝ : AddCommMonoid E
s : Finset ι
n : ι
ω : Ω
i : ι
hi : ↑i = τ ω
hbdd : ↑i ∈ WithTop.some '' ↑s
h : ↑i < ↑n
⊢ ω ∉ {a | ↑n ≤ τ a}

Tactic:
Set.mem_ofPred

Goal state after:
case inr.h
Ω : Type u_1
ι : Type u_3
inst✝² : Nonempty ι
τ : Ω → WithTop ι
E : Type u_4
u : ι → Ω → E
inst✝¹ : LinearOrder ι
inst✝ : AddCommMonoid E
s : Finset ι
n : ι
ω : Ω
i : ι
hi : ↑i = τ ω
hbdd : ↑i ∈ WithTop.some '' ↑s
h : ↑i < ↑n
⊢ ¬↑n ≤ τ ω
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case h
Ω : Type u_1
β : Type u_2
u : ℕ → Ω → β
τ : Ω → ℕ∞
inst✝ : AddCommMonoid β
n : ℕ
x : Ω
h₁ : x ∈ {a | τ a = ↑n}
h₂ : x ∈ {a | ↑n + 1 ≤ τ a}
⊢ False

Tactic:
Set.mem_ofPred

Goal state after:
case h
Ω : Type u_1
β : Type u_2
u : ℕ → Ω → β
τ : Ω → ℕ∞
inst✝ : AddCommMonoid β
n : ℕ
x : Ω
h₁ : τ x = ↑n
h₂ : ↑n + 1 ≤ τ x
⊢ False
Module: Mathlib.Probability.Moments.IntegrableExpMul

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t v x : ℝ
h_int_pos : Integrable (fun ω ↦ rexp ((v + t) * X ω)) μ
h_int_neg : Integrable (fun ω ↦ rexp ((v - t) * X ω)) μ
h_nonneg : 0 ≤ x
hx : x < |t|
p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
hX : AEMeasurable X μ
a : Ω
⊢ |X a| ^ p * rexp (v * X a + x * |X a|) ≤ (p / (|t| - x)) ^ p * rexp (v * X a + |t| * |X a|)

Tactic:
exp_add,

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t v x : ℝ
h_int_pos : Integrable (fun ω ↦ rexp ((v + t) * X ω)) μ
h_int_neg : Integrable (fun ω ↦ rexp ((v - t) * X ω)) μ
h_nonneg : 0 ≤ x
hx : x < |t|
p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
hX : AEMeasurable X μ
a : Ω
⊢ |X a| ^ p * (rexp (v * X a) * rexp (x * |X a|)) ≤ (p / (|t| - x)) ^ p * (rexp (v * X a) * rexp (|t| * |X a|))
Module: Mathlib.Probability.Moments.IntegrableExpMul

Goal state before:
pp: case hbc
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t v x : ℝ
h_int_pos : Integrable (fun ω ↦ rexp ((v + t) * X ω)) μ
h_int_neg : Integrable (fun ω ↦ rexp ((v - t) * X ω)) μ
h_nonneg : 0 ≤ x
hx : x < |t|
p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
hX : AEMeasurable X μ
a : Ω
this : |t| = |t| - x + x
⊢ |X a| ^ p * rexp (x * |X a|) ≤ (p / (|t| - x)) ^ p * rexp ((|t| - x) * |X a| + x * |X a|)

Tactic:
exp_add,

Goal state after:
case hbc
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t v x : ℝ
h_int_pos : Integrable (fun ω ↦ rexp ((v + t) * X ω)) μ
h_int_neg : Integrable (fun ω ↦ rexp ((v - t) * X ω)) μ
h_nonneg : 0 ≤ x
hx : x < |t|
p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
hX : AEMeasurable X μ
a : Ω
this : |t| = |t| - x + x
⊢ |X a| ^ p * rexp (x * |X a|) ≤ (p / (|t| - x)) ^ p * (rexp ((|t| - x) * |X a|) * rexp (x * |X a|))
Module: Mathlib.Probability.Moments.ComplexMGF

Goal state before:
pp: case refine_5.refine_4
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
z : ℂ
hz : z.re ∈ interior (integrableExpSet X μ)
n : ℕ
hX : AEMeasurable X μ
l u : ℝ
hlu : z.re ∈ Set.Ioo l u
h_subset : Set.Ioo l u ⊆ integrableExpSet X μ
t : ℝ := min (z.re - l) (u - z.re) / 2
h_pos : 0 < min (z.re - l) (u - z.re)
ht : 0 < t
⊢ t / 2 < |t|

Tactic:
· exact lt_of_lt_of_le (by simp [ht]) (le_abs_self _)

Goal state after:
Module: Mathlib.Probability.Distributions.Gaussian.Real

Goal state before:
pp: μ : ℝ
v : ℝ≥0
c : ℝ
⊢ Measure.map (fun x ↦ x * c) (gaussianReal μ v) = gaussianReal (c * μ) (NNReal.mk (c ^ 2) ⋯ * v)

Tactic:
mul_comm _ c

Goal state after:
μ : ℝ
v : ℝ≥0
c : ℝ
⊢ Measure.map (fun x ↦ c * x) (gaussianReal μ v) = gaussianReal (c * μ) (NNReal.mk (c ^ 2) ⋯ * v)
Module: Mathlib.Probability.Distributions.Gaussian.Real

Goal state before:
pp: μ : ℝ
v : ℝ≥0
y : ℝ
⊢ Measure.map (fun x ↦ y - x) (gaussianReal μ v) = gaussianReal (y - μ) v

Tactic:
simp_rw [sub_eq_add_neg]

Goal state after:
μ : ℝ
v : ℝ≥0
y : ℝ
⊢ Measure.map (fun x ↦ y + -x) (gaussianReal μ v) = gaussianReal (y + -μ) v
Module: Mathlib.Probability.Moments.MGFAnalytic

Goal state before:
pp: case e_a.hg
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
v : ℝ
h : v ∈ interior (integrableExpSet X μ)
hμ : ¬μ = 0
h_int : Integrable (fun ω ↦ 2 * X ω * deriv (cgf X μ) v * rexp (v * X ω)) μ
⊢ Integrable (fun ω ↦ deriv (cgf X μ) v ^ 2 * rexp (v * X ω)) μ

Tactic:
exact (interior_subset (s := integrableExpSet X μ) h).const_mul _

Goal state after: