Module: Mathlib.MeasureTheory.Measure.LevyProkhorovMetric

Goal state before:
pp: 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
δ_pos : 0 < δ
εs : ℕ → ℝ
left✝ : StrictAnti εs
εs_lim : Tendsto εs atTop (𝓝 0)
ε_of_room : Tendsto (fun x ↦ dist (μs x) ν + εs x) atTop (𝓝 0)
ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0)
key :
  Tendsto (fun x ↦ ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs x) ν + εs x) {a | t ≤ f a})) atTop
    (𝓝 (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}))
aux : ∀ (z : ℝ), Iio (z + δ / 2) ∈ 𝓝 z
n : ℕ
εs_pos : 0 < εs n
hn :
  ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a}) <
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}) + δ / 2
hn' : dist (μs n) ν + εs n < ‖f‖⁻¹ * δ / 2
⊢ ∫ (x : Ω), f x ∂↑(Ps n) ≤ ∫ (x : Ω), f x ∂↑P + δ

Tactic:
have bound := BoundedContinuousFunction.integral_le_of_levyProkhorovEDist_lt
                    (Ps n) P (ε := dist (μs n) ν + εs n) ?_ ?_ f ?_

Goal state after:
case refine_4
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
δ_pos : 0 < δ
εs : ℕ → ℝ
left✝ : StrictAnti εs
εs_lim : Tendsto εs atTop (𝓝 0)
ε_of_room : Tendsto (fun x ↦ dist (μs x) ν + εs x) atTop (𝓝 0)
ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0)
key :
  Tendsto (fun x ↦ ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs x) ν + εs x) {a | t ≤ f a})) atTop
    (𝓝 (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}))
aux : ∀ (z : ℝ), Iio (z + δ / 2) ∈ 𝓝 z
n : ℕ
εs_pos : 0 < εs n
hn :
  ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a}) <
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}) + δ / 2
hn' : dist (μs n) ν + εs n < ‖f‖⁻¹ * δ / 2
bound :
  ∫ (ω : Ω), f ω ∂↑(Ps n) ≤
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a})) + (dist (μs n) ν + εs n) * ‖f‖
⊢ ∫ (x : Ω), f x ∂↑(Ps n) ≤ ∫ (x : Ω), f x ∂↑P + δ

case refine_1
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
δ_pos : 0 < δ
εs : ℕ → ℝ
left✝ : StrictAnti εs
εs_lim : Tendsto εs atTop (𝓝 0)
ε_of_room : Tendsto (fun x ↦ dist (μs x) ν + εs x) atTop (𝓝 0)
ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0)
key :
  Tendsto (fun x ↦ ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs x) ν + εs x) {a | t ≤ f a})) atTop
    (𝓝 (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}))
aux : ∀ (z : ℝ), Iio (z + δ / 2) ∈ 𝓝 z
n : ℕ
εs_pos : 0 < εs n
hn :
  ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a}) <
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}) + δ / 2
hn' : dist (μs n) ν + εs n < ‖f‖⁻¹ * δ / 2
⊢ 0 < dist (μs n) ν + εs n

case refine_2
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
δ_pos : 0 < δ
εs : ℕ → ℝ
left✝ : StrictAnti εs
εs_lim : Tendsto εs atTop (𝓝 0)
ε_of_room : Tendsto (fun x ↦ dist (μs x) ν + εs x) atTop (𝓝 0)
ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0)
key :
  Tendsto (fun x ↦ ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs x) ν + εs x) {a | t ≤ f a})) atTop
    (𝓝 (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}))
aux : ∀ (z : ℝ), Iio (z + δ / 2) ∈ 𝓝 z
n : ℕ
εs_pos : 0 < εs n
hn :
  ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a}) <
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}) + δ / 2
hn' : dist (μs n) ν + εs n < ‖f‖⁻¹ * δ / 2
⊢ levyProkhorovEDist ↑(Ps n) ↑P < ENNReal.ofReal (dist (μs n) ν + εs n)

case refine_3
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
δ_pos : 0 < δ
εs : ℕ → ℝ
left✝ : StrictAnti εs
εs_lim : Tendsto εs atTop (𝓝 0)
ε_of_room : Tendsto (fun x ↦ dist (μs x) ν + εs x) atTop (𝓝 0)
ε_of_room' : Tendsto (fun n ↦ dist (μs n) ν + εs n) atTop (𝓝[>] 0)
key :
  Tendsto (fun x ↦ ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs x) ν + εs x) {a | t ≤ f a})) atTop
    (𝓝 (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}))
aux : ∀ (z : ℝ), Iio (z + δ / 2) ∈ 𝓝 z
n : ℕ
εs_pos : 0 < εs n
hn :
  ∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real (thickening (dist (μs n) ν + εs n) {a | t ≤ f a}) <
    (∫ (t : ℝ) in Ioc 0 ‖f‖, (↑P).real {a | t ≤ f a}) + δ / 2
hn' : dist (μs n) ν + εs n < ‖f‖⁻¹ * δ / 2
⊢ 0 ≤ᵐ[↑(Ps n)] ⇑f