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✝¹ : 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
this✝ : ∑ i ∈ Finset.range (m + 1), ↑(ν i) (K n)ᶜ = ∑ i ∈ Finset.Ioc n m, ↑(ν i) (K n)ᶜ
this :
  Tendsto (fun μ ↦ (∑ i ∈ Finset.Ioc n m, μ.restrict (disjointed K i)).mass) (↑f) (𝓝 (∑ i ∈ Finset.Ioc n m, ν i).mass)
μ : FiniteMeasure E
hμ : μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n
⊢ ∑ i ∈ Finset.Ioc n m, μ.restrict (disjointed K i) = μ.restrict (K m \ K n)

Tactic:
rw [← biUnion_Ioc_disjointed_of_monotone h hm, FiniteMeasure.restrict_biUnion_finset]

Goal state after:
case hd
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✝¹ : 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
this✝ : ∑ i ∈ Finset.range (m + 1), ↑(ν i) (K n)ᶜ = ∑ i ∈ Finset.Ioc n m, ↑(ν i) (K n)ᶜ
this :
  Tendsto (fun μ ↦ (∑ i ∈ Finset.Ioc n m, μ.restrict (disjointed K i)).mass) (↑f) (𝓝 (∑ i ∈ Finset.Ioc n m, ν i).mass)
μ : FiniteMeasure E
hμ : μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n
⊢ (↑(Finset.Ioc n m)).Pairwise (Function.onFun Disjoint (disjointed K))

case hm
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✝¹ : 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
this✝ : ∑ i ∈ Finset.range (m + 1), ↑(ν i) (K n)ᶜ = ∑ i ∈ Finset.Ioc n m, ↑(ν i) (K n)ᶜ
this :
  Tendsto (fun μ ↦ (∑ i ∈ Finset.Ioc n m, μ.restrict (disjointed K i)).mass) (↑f) (𝓝 (∑ i ∈ Finset.Ioc n m, ν i).mass)
μ : FiniteMeasure E
hμ : μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n
⊢ ∀ (i : ℕ), MeasurableSet (disjointed K i)