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

Goal state before:
pp: Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
hm : m ≤ mΩ
f : SimpleFunc Ω F
g : Ω → E
hg : Integrable g μ
this :
  ∀ (s : Set Ω) (c : F) (f : Ω → E),
    (fun ω ↦ (B (s.indicator (Function.const Ω c) ω)) (f ω)) = s.indicator fun ω ↦ (B c) (f ω)
c : F
s : Set Ω
hs : MeasurableSet s
⊢ μ[fun ω ↦ (B ((SimpleFunc.piecewise s hs (SimpleFunc.const Ω c) (SimpleFunc.const Ω 0)) ω)) (g ω) | m] =ᵐ[μ] fun ω ↦
    (B ((SimpleFunc.piecewise s hs (SimpleFunc.const Ω c) (SimpleFunc.const Ω 0)) ω)) (μ[g | m] ω)

Tactic:
simp only [SimpleFunc.const_zero, SimpleFunc.coe_piecewise, SimpleFunc.coe_const,
      SimpleFunc.coe_zero, Set.piecewise_eq_indicator]

Goal state after:
Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
hm : m ≤ mΩ
f : SimpleFunc Ω F
g : Ω → E
hg : Integrable g μ
this :
  ∀ (s : Set Ω) (c : F) (f : Ω → E),
    (fun ω ↦ (B (s.indicator (Function.const Ω c) ω)) (f ω)) = s.indicator fun ω ↦ (B c) (f ω)
c : F
s : Set Ω
hs : MeasurableSet s
⊢ μ[fun ω ↦ (B (s.indicator (Function.const Ω c) ω)) (g ω) | m] =ᵐ[μ] fun ω ↦
    (B (s.indicator (Function.const Ω c) ω)) (μ[g | m] ω)
Module: Mathlib.MeasureTheory.Measure.AddContent

Goal state before:
pp: α : Type u_1
C : Set (Set α)
m : AddContent ℝ≥0∞ C
hC : IsSetRing C
m_iUnion :
  ∀ (f : ℕ → Set α), (∀ (i : ℕ), f i ∈ C) → ⋃ i, f i ∈ C → Pairwise (Disjoint on f) → m (⋃ i, f i) = ∑' (i : ℕ), m (f i)
f : ℕ → Set α
hf : ∀ (i : ℕ), f i ∈ C
hf_Union : ⋃ i, f i ∈ C
⊢ Tendsto (fun n ↦ m ((partialSups f) n)) atTop (𝓝 (m (⋃ i, f i)))

Tactic:
← iSup_eq_iUnion,

Goal state after:
α : Type u_1
C : Set (Set α)
m : AddContent ℝ≥0∞ C
hC : IsSetRing C
m_iUnion :
  ∀ (f : ℕ → Set α), (∀ (i : ℕ), f i ∈ C) → ⋃ i, f i ∈ C → Pairwise (Disjoint on f) → m (⋃ i, f i) = ∑' (i : ℕ), m (f i)
f : ℕ → Set α
hf : ∀ (i : ℕ), f i ∈ C
hf_Union : ⋃ i, f i ∈ C
⊢ Tendsto (fun n ↦ m ((partialSups f) n)) atTop (𝓝 (m (⨆ i, f i)))
Module: Mathlib.MeasureTheory.Measure.AddContent

Goal state before:
pp: α : Type u_1
C : Set (Set α)
m : AddContent ℝ≥0∞ C
hC : IsSetRing C
m_iUnion :
  ∀ (f : ℕ → Set α), (∀ (i : ℕ), f i ∈ C) → ⋃ i, f i ∈ C → Pairwise (Disjoint on f) → m (⋃ i, f i) = ∑' (i : ℕ), m (f i)
f : ℕ → Set α
hf : ∀ (i : ℕ), f i ∈ C
hf_Union : ⋃ i, f i ∈ C
⊢ ⋃ i, (partialSups f) i ∈ C

Tactic:
← iSup_eq_iUnion,

Goal state after:
α : Type u_1
C : Set (Set α)
m : AddContent ℝ≥0∞ C
hC : IsSetRing C
m_iUnion :
  ∀ (f : ℕ → Set α), (∀ (i : ℕ), f i ∈ C) → ⋃ i, f i ∈ C → Pairwise (Disjoint on f) → m (⋃ i, f i) = ∑' (i : ℕ), m (f i)
f : ℕ → Set α
hf : ∀ (i : ℕ), f i ∈ C
hf_Union : ⋃ i, f i ∈ C
⊢ ⨆ i, (partialSups f) i ∈ C
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.PullOut

Goal state before:
pp: Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
hm : m ≤ mΩ
f : SimpleFunc Ω F
g : Ω → E
hg : Integrable g μ
this :
  ∀ (s : Set Ω) (c : F) (f : Ω → E),
    (fun ω ↦ (B (s.indicator (Function.const Ω c) ω)) (f ω)) = s.indicator fun ω ↦ (B c) (f ω)
g₁ g₂ : SimpleFunc Ω F
x✝ : Disjoint (Function.support ⇑g₁) (Function.support ⇑g₂)
h_eq₁ : μ[fun ω ↦ (B (g₁ ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (g₁ ω)) (μ[g | m] ω)
h_eq₂ : μ[fun ω ↦ (B (g₂ ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (g₂ ω)) (μ[g | m] ω)
h_add : ⇑(g₁ + g₂) = ⇑g₁ + ⇑g₂
C₁ : ℝ
hC₁ : ∀ (x : Ω), ‖g₁ x‖ ≤ C₁
⊢ μ[fun ω ↦ (B (g₁ ω) + B (g₂ ω)) (g ω) | m] =ᵐ[μ] μ[fun ω ↦ (B (g₁ ω)) (g ω) | m] + μ[fun ω ↦ (B (g₂ ω)) (g ω) | m]

Tactic:
obtain ⟨C₂, hC₂⟩ := @SimpleFunc.exists_forall_norm_le _ _ m _ g₂

Goal state after:
Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
hm : m ≤ mΩ
f : SimpleFunc Ω F
g : Ω → E
hg : Integrable g μ
this :
  ∀ (s : Set Ω) (c : F) (f : Ω → E),
    (fun ω ↦ (B (s.indicator (Function.const Ω c) ω)) (f ω)) = s.indicator fun ω ↦ (B c) (f ω)
g₁ g₂ : SimpleFunc Ω F
x✝ : Disjoint (Function.support ⇑g₁) (Function.support ⇑g₂)
h_eq₁ : μ[fun ω ↦ (B (g₁ ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (g₁ ω)) (μ[g | m] ω)
h_eq₂ : μ[fun ω ↦ (B (g₂ ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (g₂ ω)) (μ[g | m] ω)
h_add : ⇑(g₁ + g₂) = ⇑g₁ + ⇑g₂
C₁ : ℝ
hC₁ : ∀ (x : Ω), ‖g₁ x‖ ≤ C₁
C₂ : ℝ
hC₂ : ∀ (x : Ω), ‖g₂ x‖ ≤ C₂
⊢ μ[fun ω ↦ (B (g₁ ω) + B (g₂ ω)) (g ω) | m] =ᵐ[μ] μ[fun ω ↦ (B (g₁ ω)) (g ω) | m] + μ[fun ω ↦ (B (g₂ ω)) (g ω) | m]
Module: Mathlib.MeasureTheory.Measure.AddContent

Goal state before:
pp: α : Type u_1
C : Set (Set α)
m : AddContent ℝ≥0∞ C
hC : IsSetRing C
m_iUnion :
  ∀ (f : ℕ → Set α), (∀ (i : ℕ), f i ∈ C) → ⋃ i, f i ∈ C → Pairwise (Disjoint on f) → m (⋃ i, f i) = ∑' (i : ℕ), m (f i)
f : ℕ → Set α
hf : ∀ (i : ℕ), f i ∈ C
hf_Union : ⋃ i, f i ∈ C
h_tendsto : Tendsto (fun n ↦ m ((partialSups f) n)) atTop (𝓝 (m (⋃ i, f i)))
h_tendsto' : Tendsto (fun n ↦ ∑ i ∈ Finset.range (n + 1), m (f i)) atTop (𝓝 (∑' (i : ℕ), m (f i)))
x✝ : ℕ
⊢ m (⋃ i ∈ Finset.range (x✝ + 1), f i) ≤ ∑ i ∈ Finset.range (x✝ + 1), m (f i)

Tactic:
exact addContent_biUnion_le hC (fun _ _ ↦ hf _)

Goal state after:
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: case pos
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v w : VectorMeasure α M
h : ∀ (i : Set α), MeasurableSet i → v i = w i
i : Set α
hi : MeasurableSet i
⊢ v i = w i

pp: case neg
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v w : VectorMeasure α M
h : ∀ (i : Set α), MeasurableSet i → v i = w i
i : Set α
hi : ¬MeasurableSet i
⊢ v i = w i

Tactic:
· exact h i hi

Goal state after:
case neg
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v w : VectorMeasure α M
h : ∀ (i : Set α), MeasurableSet i → v i = w i
i : Set α
hi : ¬MeasurableSet i
⊢ v i = w i
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: case h
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : AddCommMonoid M
inst✝¹ : TopologicalSpace M
v : VectorMeasure α M
inst✝ : T2Space M
A B : Set α
hA : MeasurableSet A
hB : MeasurableSet B
h' : v (B \ A) = 0
⊢ Disjoint (A \ B) (A ∩ B)

pp: case hA
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : AddCommMonoid M
inst✝¹ : TopologicalSpace M
v : VectorMeasure α M
inst✝ : T2Space M
A B : Set α
hA : MeasurableSet A
hB : MeasurableSet B
h' : v (B \ A) = 0
⊢ MeasurableSet (A \ B)

pp: case hB
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : AddCommMonoid M
inst✝¹ : TopologicalSpace M
v : VectorMeasure α M
inst✝ : T2Space M
A B : Set α
hA : MeasurableSet A
hB : MeasurableSet B
h' : v (B \ A) = 0
⊢ MeasurableSet (A ∩ B)

Tactic:
· rw [disjoint_comm]
        exact Set.disjoint_of_subset_left A.inter_subset_right disjoint_sdiff_self_right

Goal state after:
case hA
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : AddCommMonoid M
inst✝¹ : TopologicalSpace M
v : VectorMeasure α M
inst✝ : T2Space M
A B : Set α
hA : MeasurableSet A
hB : MeasurableSet B
h' : v (B \ A) = 0
⊢ MeasurableSet (A \ B)

case hB
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : AddCommMonoid M
inst✝¹ : TopologicalSpace M
v : VectorMeasure α M
inst✝ : T2Space M
A B : Set α
hA : MeasurableSet A
hB : MeasurableSet B
h' : v (B \ A) = 0
⊢ MeasurableSet (A ∩ B)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.PullOut

Goal state before:
pp: case neg
Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
f : Ω → F
g : Ω → E
hf : StronglyMeasurable f
hfg : Integrable (fun ω ↦ (B (f ω)) (g ω)) μ
hg : Integrable g μ
hm : ¬m ≤ mΩ
⊢ μ[fun ω ↦ (B (f ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (f ω)) (μ[g | m] ω)

pp: case pos
Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
f : Ω → F
g : Ω → E
hf : StronglyMeasurable f
hfg : Integrable (fun ω ↦ (B (f ω)) (g ω)) μ
hg : Integrable g μ
hm : m ≤ mΩ
⊢ μ[fun ω ↦ (B (f ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (f ω)) (μ[g | m] ω)

Tactic:
· exact ae_of_all _ <| by simp [condExp_of_not_le hm]

Goal state after:
case pos
Ω : Type u_1
m mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_2
F : Type u_3
G : Type u_4
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : NormedAddCommGroup F
inst✝⁴ : NormedSpace ℝ F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : CompleteSpace G
B : F →L[ℝ] E →L[ℝ] G
inst✝ : CompleteSpace E
f : Ω → F
g : Ω → E
hf : StronglyMeasurable f
hfg : Integrable (fun ω ↦ (B (f ω)) (g ω)) μ
hg : Integrable g μ
hm : m ≤ mΩ
⊢ μ[fun ω ↦ (B (f ω)) (g ω) | m] =ᵐ[μ] fun ω ↦ (B (f ω)) (μ[g | m] ω)
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: case pos
α : Type u_1
mα : MeasurableSpace α
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
i : Set α
hi : MeasurableSet i
j : Set α
hj : MeasurableSet j
⊢ (restrict 0 i) j = 0 j

Tactic:
restrict_apply 0 hi hj,

Goal state after:
case pos
α : Type u_1
mα : MeasurableSpace α
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
i : Set α
hi : MeasurableSet i
j : Set α
hj : MeasurableSet j
⊢ 0 (j ∩ i) = 0 j
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: α : Type u_1
mα : MeasurableSpace α
M : Type u_4
inst✝³ : TopologicalSpace M
inst✝² : AddCommMonoid M
inst✝¹ : T2Space M
inst✝ : ContinuousAdd M
v : VectorMeasure α M
i : Set α
hi : MeasurableSet i
A : Set α
hA : MeasurableSet A
⊢ v (A ∩ i) + (v.restrict iᶜ) A = v A

Tactic:
restrict_apply _ hi.compl hA,

Goal state after:
α : Type u_1
mα : MeasurableSpace α
M : Type u_4
inst✝³ : TopologicalSpace M
inst✝² : AddCommMonoid M
inst✝¹ : T2Space M
inst✝ : ContinuousAdd M
v : VectorMeasure α M
i : Set α
hi : MeasurableSet i
A : Set α
hA : MeasurableSet A
⊢ v (A ∩ i) + v (A ∩ iᶜ) = v A
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: case pos
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : TopologicalSpace M
inst✝¹ : AddCommMonoid M
inst✝ : PartialOrder M
v w : VectorMeasure α M
h : v ≤ w
i : Set α
hi : MeasurableSet i
⊢ v i ≤ w i

pp: case neg
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : TopologicalSpace M
inst✝¹ : AddCommMonoid M
inst✝ : PartialOrder M
v w : VectorMeasure α M
h : v ≤ w
i : Set α
hi : ¬MeasurableSet i
⊢ v i ≤ w i

Tactic:
· exact h i hi

Goal state after:
case neg
α : Type u_1
m : MeasurableSpace α
M : Type u_3
inst✝² : TopologicalSpace M
inst✝¹ : AddCommMonoid M
inst✝ : PartialOrder M
v w : VectorMeasure α M
h : v ≤ w
i : Set α
hi : ¬MeasurableSet i
⊢ v i ≤ w i
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Jordan

Goal state before:
pp: case mp
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
μ : VectorMeasure α ℝ≥0∞
h : s ≪ᵥ μ
S : Set α
hS₁ : MeasurableSet S
hS₂ : μ.ennrealToMeasure S = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hpos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hneg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
⊢ ↑(NNReal.mk (s (i ∩ S)) ⋯) + ↑(NNReal.mk (-s (iᶜ ∩ S)) ⋯) = 0

Tactic:
rw [← VectorMeasure.AbsolutelyContinuous.ennrealToMeasure] at h

Goal state after:
case mp
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
μ : VectorMeasure α ℝ≥0∞
h : ∀ ⦃s_1 : Set α⦄, μ.ennrealToMeasure s_1 = 0 → s s_1 = 0
S : Set α
hS₁ : MeasurableSet S
hS₂ : μ.ennrealToMeasure S = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hpos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hneg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
⊢ ↑(NNReal.mk (s (i ∩ S)) ⋯) + ↑(NNReal.mk (-s (iᶜ ∩ S)) ⋯) = 0
Module: Mathlib.MeasureTheory.VectorMeasure.WithDensity

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ : Measure α
f : α → ℝ
hfi : Integrable f μ
⊢ μ.withDensityᵥ f =
    (μ.withDensity fun x ↦ ENNReal.ofReal (f x)).toSignedMeasure -
      (μ.withDensity fun x ↦ ENNReal.ofReal (-f x)).toSignedMeasure

Tactic:
have := isFiniteMeasure_withDensity_ofReal hfi.2

Goal state after:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
f : α → ℝ
hfi : Integrable f μ
this : IsFiniteMeasure (μ.withDensity fun x ↦ ENNReal.ofReal (f x))
⊢ μ.withDensityᵥ f =
    (μ.withDensity fun x ↦ ENNReal.ofReal (f x)).toSignedMeasure -
      (μ.withDensity fun x ↦ ENNReal.ofReal (-f x)).toSignedMeasure
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ : Measure α
s t : SignedMeasure α
f : α → ℝ
hf : Measurable f
hfi : Integrable f μ
htμ : t ⟂ᵥ μ.toENNRealVectorMeasure
hadd : s = t + μ.withDensityᵥ f
⊢ IsFiniteMeasure (t.toJordanDecomposition.posPart + μ.withDensity fun x ↦ ENNReal.ofReal (f x))

Tactic:
have := isFiniteMeasure_withDensity_ofReal hfi.2

Goal state after:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
s t : SignedMeasure α
f : α → ℝ
hf : Measurable f
hfi : Integrable f μ
htμ : t ⟂ᵥ μ.toENNRealVectorMeasure
hadd : s = t + μ.withDensityᵥ f
this : IsFiniteMeasure (μ.withDensity fun x ↦ ENNReal.ofReal (f x))
⊢ IsFiniteMeasure (t.toJordanDecomposition.posPart + μ.withDensity fun x ↦ ENNReal.ofReal (f x))
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ : Measure α
s t : SignedMeasure α
f : α → ℝ
hf : Measurable f
hfi : Integrable f μ
htμ : t ⟂ᵥ μ.toENNRealVectorMeasure
hadd : s = t + μ.withDensityᵥ f
⊢ s.toJordanDecomposition =
    { posPart := t.toJordanDecomposition.posPart + μ.withDensity fun x ↦ ENNReal.ofReal (f x),
      negPart := t.toJordanDecomposition.negPart + μ.withDensity fun x ↦ ENNReal.ofReal (-f x), posPart_finite := ⋯,
      negPart_finite := ⋯, mutuallySingular := ⋯ }

Tactic:
have := isFiniteMeasure_withDensity_ofReal hfi.2

Goal state after:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
s t : SignedMeasure α
f : α → ℝ
hf : Measurable f
hfi : Integrable f μ
htμ : t ⟂ᵥ μ.toENNRealVectorMeasure
hadd : s = t + μ.withDensityᵥ f
this : IsFiniteMeasure (μ.withDensity fun x ↦ ENNReal.ofReal (f x))
⊢ s.toJordanDecomposition =
    { posPart := t.toJordanDecomposition.posPart + μ.withDensity fun x ↦ ENNReal.ofReal (f x),
      negPart := t.toJordanDecomposition.negPart + μ.withDensity fun x ↦ ENNReal.ofReal (-f x), posPart_finite := ⋯,
      negPart_finite := ⋯, mutuallySingular := ⋯ }
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
R : ℝ≥0
f : α → ℝ
hbdd : ∀ᵐ (x : α) ∂μ, |f x| ≤ ↑R
hnm : m ≤ m0
hfint : ¬Integrable f μ
⊢ ∀ᵐ (x : α) ∂μ, |μ[f | m] x| ≤ ↑R

Tactic:
simp_rw [condExp_of_not_integrable hfint]
    filter_upwards [hbdd] with x hx
    rw [Pi.zero_apply, abs_zero]
    exact (abs_nonneg _).trans hx

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

Goal state before:
pp: Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μs_lim : Tendsto μs F (𝓝 μ)
nonzero : μ ≠ 0
⊢ Tendsto (fun i ↦ (μs i).normalize) F (𝓝 μ.normalize)

Tactic:
ProbabilityMeasure.tendsto_nhds_iff_toFiniteMeasure_tendsto_nhds,

Goal state after:
Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μs_lim : Tendsto μs F (𝓝 μ)
nonzero : μ ≠ 0
⊢ Tendsto (ProbabilityMeasure.toFiniteMeasure ∘ fun i ↦ (μs i).normalize) F (𝓝 μ.normalize.toFiniteMeasure)
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
f : Ω →ᵇ ℝ≥0
⊢ Tendsto (fun n ↦ (∫⁻ (x : Ω), ↑(f x) ∂↑(μs n)).toReal) F (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ).toReal)

Tactic:
have lip : LipschitzWith 1 ((↑) : ℝ≥0 → ℝ) := NNReal.isometry_coe.lipschitz

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
f : Ω →ᵇ ℝ≥0
lip : LipschitzWith 1 NNReal.toReal
⊢ Tendsto (fun n ↦ (∫⁻ (x : Ω), ↑(f x) ∂↑(μs n)).toReal) F (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ).toReal)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case pos
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g μ
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
A : MeasurableSpace α := m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖μ[g | ℱ n] x‖₊}
hg : MemLp g 1 μ
ε : ℝ
hε : 0 < ε
hne : eLpNorm g 1 μ = 0
⊢ ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖μ[g | ℱ i] x‖₊}.indicator μ[g | ℱ i]) 1 μ ≤ ENNReal.ofReal ε

Tactic:
eLpNorm_eq_zero_iff hg.1 one_ne_zero

Goal state after:
case pos
α : Type u_1
m0 : MeasurableSpace α
μ : Measure α
ι : Type u_2
inst✝ : IsFiniteMeasure μ
g : α → ℝ
hint : Integrable g μ
ℱ : ι → MeasurableSpace α
hℱ : ∀ (i : ι), ℱ i ≤ m0
A : MeasurableSpace α := m0
hmeas : ∀ (n : ι) (C : ℝ≥0), MeasurableSet {x | C ≤ ‖μ[g | ℱ n] x‖₊}
hg : MemLp g 1 μ
ε : ℝ
hε : 0 < ε
hne : g =ᵐ[μ] 0
⊢ ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖μ[g | ℱ i] x‖₊}.indicator μ[g | ℱ i]) 1 μ ≤ ENNReal.ofReal ε
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: case refine_1
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
γ : Type u_2
𝕜 : Type u_3
inst✝ : RCLike 𝕜
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
f : Ω →ᵇ 𝕜
⊢ Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))

Tactic:
rw [← integral_re_add_im (integrable μ f)]

Goal state after:
case refine_1
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
γ : Type u_2
𝕜 : Type u_3
inst✝ : RCLike 𝕜
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
f : Ω →ᵇ 𝕜
⊢ Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F
    (𝓝 (↑(∫ (x : Ω), RCLike.re (f x) ∂↑μ) + ↑(∫ (x : Ω), RCLike.im (f x) ∂↑μ) * RCLike.I))
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
ι : Type u_3
_mα : MeasurableSpace α
_mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
h : iIndepSets π κ μ
⊢ ∀ᵐ (a : α) ∂μ, IsProbabilityMeasure (κ a)

Tactic:
filter_upwards [h.meas_biInter ∅ (f := fun _ ↦ Set.univ) (by simp)] with a ha

Goal state after:
α : Type u_1
Ω : Type u_2
ι : Type u_3
_mα : MeasurableSpace α
_mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
h : iIndepSets π κ μ
a : α
ha : (κ a) (⋂ i ∈ ∅, univ) = ∏ i ∈ ∅, (κ a) univ
⊢ IsProbabilityMeasure (κ a)
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
ι : Type u_3
_mα : MeasurableSpace α
_mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
ι' : Type u_5
g : ι' → ι
hg : Function.Surjective g
h : iIndepSets (π ∘ g) κ μ
g' : ι → ι'
hg' : Function.RightInverse g' g
⊢ π = (π ∘ g) ∘ g'

Tactic:
Function.comp_assoc,

Goal state after:
α : Type u_1
Ω : Type u_2
ι : Type u_3
_mα : MeasurableSpace α
_mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
ι' : Type u_5
g : ι' → ι
hg : Function.Surjective g
h : iIndepSets (π ∘ g) κ μ
g' : ι → ι'
hg' : Function.RightInverse g' g
⊢ π = π ∘ g ∘ g'
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m₂ m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h2 : m₂ ≤ m
hp2 : IsPiSystem p2
hpm2 : m₂ = generateFrom p2
hyp : IndepSets p1 p2 κ μ
t1 t2 : Set Ω
ht1 : t1 ∈ p1
ht1m : MeasurableSet t1
h : IsMarkovKernel κ
u : Set Ω
hu : MeasurableSet u
ihu : ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ u) = (κ a) t1 * (κ a) u
a : α
ha : (κ a) (t1 ∩ u) = (κ a) t1 * (κ a) u
⊢ (κ a) (t1 \ u) = (κ a) t1 * (κ a) uᶜ

Tactic:
← Set.sdiff_self_inter,

Goal state after:
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m₂ m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h2 : m₂ ≤ m
hp2 : IsPiSystem p2
hpm2 : m₂ = generateFrom p2
hyp : IndepSets p1 p2 κ μ
t1 t2 : Set Ω
ht1 : t1 ∈ p1
ht1m : MeasurableSet t1
h : IsMarkovKernel κ
u : Set Ω
hu : MeasurableSet u
ihu : ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ u) = (κ a) t1 * (κ a) u
a : α
ha : (κ a) (t1 ∩ u) = (κ a) t1 * (κ a) u
⊢ (κ a) (t1 \ (t1 ∩ u)) = (κ a) t1 * (κ a) uᶜ
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: 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))
h✝ : L.NeBot
F : Set Ω
hF_closed : IsClosed[inst✝²] F
ε : ℝ≥0
hε : 0 < ε
x✝ : ↑(μ F) < ∞
K : Set Ω
h₂ : limsup (fun i ↦ ↑((μs i) (F ∩ K))) L ≤ ↑(μ (F ∩ K))
hKc : IsCompact K
hK_le : ∀ μ ∈ range (ProbabilityMeasure.toMeasure ∘ μs), μ Kᶜ ≤ ↑ε
⊢ limsup (fun i ↦ ↑((μs i) (F ∩ K))) L ≤ ↑(μ F)

Tactic:
grw [h₂]

Goal state after:
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))
h✝ : L.NeBot
F : Set Ω
hF_closed : IsClosed[inst✝²] F
ε : ℝ≥0
hε : 0 < ε
x✝ : ↑(μ F) < ∞
K : Set Ω
h₂ : limsup (fun i ↦ ↑((μs i) (F ∩ K))) L ≤ ↑(μ (F ∩ K))
hKc : IsCompact K
hK_le : ∀ μ ∈ range (ProbabilityMeasure.toMeasure ∘ μs), μ Kᶜ ≤ ↑ε
⊢ ↑(μ (F ∩ K)) ≤ ↑(μ F)