Module: Mathlib.Probability.Kernel.MeasurableIntegral

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x ↦ (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n ↦ {x | Integrable (f x) (κ x)}.indicator fun x ↦ SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : Integrable (f x) (κ x)
⊢ Tendsto (fun i ↦ f' i x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))

pp: case neg
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x ↦ (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n ↦ {x | Integrable (f x) (κ x)}.indicator fun x ↦ SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : ¬Integrable (f x) (κ x)
⊢ Tendsto (fun i ↦ f' i x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))

Tactic:
· have (n : _) : Integrable (s' n x) (κ x) := by
        apply (hfx.norm.add hfx.norm).mono' (s' n x).aestronglyMeasurable
        filter_upwards with y
        simp_rw [s', SimpleFunc.coe_comp]; exact SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
      simp only [f', hfx, SimpleFunc.integral_eq_integral _ (this _), indicator_of_mem,
        mem_ofPred_eq]
      refine
        tendsto_integral_of_dominated_convergence (fun y => ‖f x y‖ + ‖f x y‖)
          (fun n => (s' n x).aestronglyMeasurable) (hfx.norm.add hfx.norm) ?_ ?_
      · -- Porting note: was
        -- exact fun n => Eventually.of_forall fun y =>
        --   SimpleFunc.norm_approxOn_zero_le _ _ (x, y) n
        exact fun n => Eventually.of_forall fun y =>
          SimpleFunc.norm_approxOn_zero_le hf.measurable (by simp) (x, y) n
      · refine Eventually.of_forall fun y => SimpleFunc.tendsto_approxOn hf.measurable (by simp) ?_
        apply subset_closure
        simp [-uncurry_apply_pair]

Goal state after:
case neg
α : Type u_1
β : Type u_2
mα : MeasurableSpace α
mβ : MeasurableSpace β
κ : Kernel α β
E : Type u_4
inst✝² : NormedAddCommGroup E
inst✝¹ : IsSFiniteKernel κ
inst✝ : NormedSpace ℝ E
f : α → β → E
hf : StronglyMeasurable (uncurry f)
hE : CompleteSpace E
this✝¹ : MeasurableSpace E := borel E
this✝ : BorelSpace E
this : TopologicalSpace.SeparableSpace ↑(range (uncurry f) ∪ {0})
s : ℕ → SimpleFunc (α × β) E := SimpleFunc.approxOn (uncurry f) ⋯ (range (uncurry f) ∪ {0}) 0 ⋯
s' : ℕ → α → SimpleFunc β E := fun n x ↦ (s n).comp (Prod.mk x) ⋯
f' : ℕ → α → E := fun n ↦ {x | Integrable (f x) (κ x)}.indicator fun x ↦ SimpleFunc.integral (κ x) (s' n x)
hf' : ∀ (n : ℕ), StronglyMeasurable (f' n)
x : α
hfx : ¬Integrable (f x) (κ x)
⊢ Tendsto (fun i ↦ f' i x) atTop (𝓝 (∫ (y : β), f x y ∂κ x))