mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: case e'_6
α : Type u_1
β : Type u_2
m mα : MeasurableSpace α
inst✝² : MeasurableSpace β
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v✝ v : VectorMeasure α M
f : α → β
hf : Measurable f
g : ℕ → Set β
hg₁ : ∀ (i : ℕ), MeasurableSet (g i)
hg₂ : Pairwise (Disjoint on g)
⊢ (if MeasurableSet (⋃ i, g i) then v (f ⁻¹' ⋃ i, g i) else 0) = v (⋃ i, f ⁻¹' g i)

Tactic:
Set.preimage_iUnion,

Goal state after:
case e'_6
α : Type u_1
β : Type u_2
m mα : MeasurableSpace α
inst✝² : MeasurableSpace β
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v✝ v : VectorMeasure α M
f : α → β
hf : Measurable f
g : ℕ → Set β
hg₁ : ∀ (i : ℕ), MeasurableSet (g i)
hg₂ : Pairwise (Disjoint on g)
⊢ (if MeasurableSet (⋃ i, g i) then v (⋃ i, f ⁻¹' g i) else 0) = v (⋃ i, f ⁻¹' g i)
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Hahn

Goal state before:
pp: α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
i : Set α
hi : ¬s ≤[i] 0
m : ℕ
hm : m < s.findExistsOneDivLT i
⊢ ¬s.ExistsOneDivLT i m

Tactic:
by
  classical
  rw [findExistsOneDivLT, dif_pos hi] at hm
  exact Nat.find_min _ hm

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

Goal state before:
pp: case e'_6
α : Type u_1
β : Type u_2
m mα : MeasurableSpace α
inst✝² : MeasurableSpace β
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v✝ v : VectorMeasure α M
i : Set α
hi : MeasurableSet i
f : ℕ → Set α
hf₁ : ∀ (i : ℕ), MeasurableSet (f i)
hf₂ : Pairwise (Disjoint on f)
⊢ (if MeasurableSet (⋃ i, f i) then v ((⋃ i, f i) ∩ i) else 0) = v (⋃ i_1, f i_1 ∩ i)

Tactic:
Set.iUnion_inter,

Goal state after:
case e'_6
α : Type u_1
β : Type u_2
m mα : MeasurableSpace α
inst✝² : MeasurableSpace β
M : Type u_3
inst✝¹ : AddCommMonoid M
inst✝ : TopologicalSpace M
v✝ v : VectorMeasure α M
i : Set α
hi : MeasurableSet i
f : ℕ → Set α
hf₁ : ∀ (i : ℕ), MeasurableSet (f i)
hf₂ : Pairwise (Disjoint on f)
⊢ (if MeasurableSet (⋃ i, f i) then v (⋃ i_1, f i_1 ∩ i) else 0) = v (⋃ i_1, f i_1 ∩ i)
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Hahn

Goal state before:
pp: case neg
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
i : Set α
hi₁ : MeasurableSet i
hi₂ : s i < 0
h : ¬s ≤[i] 0
hn : ∃ n, s ≤[i \ ⋃ l, ⋃ (_ : l < n), s.restrictNonposSeq i l] 0
k : ℕ := Nat.find hn
hk₂ : s ≤[i \ ⋃ l, ⋃ (_ : l < k), s.restrictNonposSeq i l] 0
hmeas : MeasurableSet (⋃ l, ⋃ (_ : l < k), s.restrictNonposSeq i l)
a : ℕ
x : α
⊢ a < k → x ∈ s.restrictNonposSeq i a → x ∈ i

Tactic:
intro _

Goal state after:
case neg
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
i : Set α
hi₁ : MeasurableSet i
hi₂ : s i < 0
h : ¬s ≤[i] 0
hn : ∃ n, s ≤[i \ ⋃ l, ⋃ (_ : l < n), s.restrictNonposSeq i l] 0
k : ℕ := Nat.find hn
hk₂ : s ≤[i \ ⋃ l, ⋃ (_ : l < k), s.restrictNonposSeq i l] 0
hmeas : MeasurableSet (⋃ l, ⋃ (_ : l < k), s.restrictNonposSeq i l)
a : ℕ
x : α
a✝ : a < k
⊢ x ∈ s.restrictNonposSeq i a → x ∈ i
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
⊢ Tendsto (fun n ↦ eLpNorm (f n - g) p μ) atTop (𝓝 0)

Tactic:
ENNReal.tendsto_atTop_zero

Goal state after:
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
⊢ ∀ ε > 0, ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ℕ → α → β
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (n : ℕ), MemLp (f n) p μ
hf_tendsto : Tendsto (fun n ↦ eLpNorm (f n) p μ) atTop (𝓝 0)
ε : ℝ
hε : 0 < ε
⊢ ∃ δ,
    ∃ (_ : 0 < δ),
      ∀ (i : ℕ) (s : Set α),
        MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε

Tactic:
ENNReal.tendsto_atTop_zero

Goal state after:
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ℕ → α → β
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (n : ℕ), MemLp (f n) p μ
hf_tendsto : ∀ ε > 0, ∃ N, ∀ n ≥ N, eLpNorm (f n) p μ ≤ ε
ε : ℝ
hε : 0 < ε
⊢ ∃ δ,
    ∃ (_ : 0 < δ),
      ∀ (i : ℕ) (s : Set α),
        MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: α : Type u_2
β : Type u_3
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
⊢ ∀ (s : Set (α × β)) (x : Set α),
    MeasurableSet x → ∀ (x_1 : Set β), MeasurableSet x_1 → x ×ˢ x_1 = s → Measurable fun a ↦ ((↑a.1).prod ↑a.2) s

Tactic:
intro _

Goal state after:
α : Type u_2
β : Type u_3
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
s✝ : Set (α × β)
⊢ ∀ (x : Set α),
    MeasurableSet x → ∀ (x_1 : Set β), MeasurableSet x_1 → x ×ˢ x_1 = s✝ → Measurable fun a ↦ ((↑a.1).prod ↑a.2) s✝
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: α : Type u_3
β : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
Heval : ∀ {u : Set α} {v : Set β}, MeasurableSet u → MeasurableSet v → Measurable fun a ↦ ↑a.1 u * ↑a.2 v
⊢ ∀ (s : Set (α × β)) (x : Set α),
    MeasurableSet x → ∀ (x_1 : Set β), MeasurableSet x_1 → x ×ˢ x_1 = s → Measurable fun a ↦ ((↑a.1).prod ↑a.2) s

Tactic:
intro _

Goal state after:
α : Type u_3
β : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
Heval : ∀ {u : Set α} {v : Set β}, MeasurableSet u → MeasurableSet v → Measurable fun a ↦ ↑a.1 u * ↑a.2 v
s✝ : Set (α × β)
⊢ ∀ (x : Set α),
    MeasurableSet x → ∀ (x_1 : Set β), MeasurableSet x_1 → x ×ˢ x_1 = s✝ → Measurable fun a ↦ ((↑a.1).prod ↑a.2) s✝
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: Ω : Type u_1
inst✝ : Nonempty Ω
m0 : MeasurableSpace Ω
μ : ProbabilityMeasure Ω
s : Set Ω
_s_mble : MeasurableSet s
⊢ μ.toFiniteMeasure.normalize s = μ s

Tactic:
rw [μ.toFiniteMeasure.normalize_eq_of_nonzero μ.toFiniteMeasure_nonzero s]

Goal state after:
Ω : Type u_1
inst✝ : Nonempty Ω
m0 : MeasurableSpace Ω
μ : ProbabilityMeasure Ω
s : Set Ω
_s_mble : MeasurableSet s
⊢ μ.toFiniteMeasure.mass⁻¹ * μ.toFiniteMeasure s = μ s
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝¹ : MeasurableSpace Ω
inst✝ : TopologicalSpace Ω
μ : FiniteMeasure Ω
c : ℝ≥0
⊢ μ.testAgainstNN (const Ω c) = c * μ.mass

Tactic:
simp [← ENNReal.coe_inj]

Goal state after:
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_3
F : Filter γ
μs : γ → FiniteMeasure Ω
mass_lim : Tendsto (fun i ↦ (μs i).mass) F (𝓝 0)
f : Ω →ᵇ ℝ≥0
⊢ Tendsto (fun b ↦ dist ((μs b).testAgainstNN f) 0) F (𝓝 0)

Tactic:
have obs := fun i ↦ (μs i).testAgainstNN_lipschitz_estimate f 0

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_3
F : Filter γ
μs : γ → FiniteMeasure Ω
mass_lim : Tendsto (fun i ↦ (μs i).mass) F (𝓝 0)
f : Ω →ᵇ ℝ≥0
obs : ∀ (i : γ), (μs i).testAgainstNN f ≤ (μs i).testAgainstNN 0 + nndist f 0 * (μs i).mass
⊢ Tendsto (fun b ↦ dist ((μs b).testAgainstNN f) 0) F (𝓝 0)
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
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
δ : ℝ
hδ : 0 < δ
h : ∀ (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator g) 1 μ ≤ ENNReal.ofReal ε
C : ℝ≥0 := (NNReal.mk δ ⋯)⁻¹ * (eLpNorm g 1 μ).toNNReal
hC : C = (NNReal.mk δ ⋯)⁻¹ * (eLpNorm g 1 μ).toNNReal
hCpos : 0 < C
this : ∀ (n : ι), μ {x | C ≤ ‖μ[g | ℱ n] x‖₊} ≤ ENNReal.ofReal δ
⊢ ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖μ[g | ℱ i] x‖₊}.indicator μ[g | ℱ i]) 1 μ ≤ ENNReal.ofReal ε

Tactic:
refine ⟨C, fun n => le_trans ?_ (h {x : α | C ≤ ‖(μ[g|ℱ n]) x‖₊} (hmeas n C) (this n))⟩

Goal state after:
case neg
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
δ : ℝ
hδ : 0 < δ
h : ∀ (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ → eLpNorm (s.indicator g) 1 μ ≤ ENNReal.ofReal ε
C : ℝ≥0 := (NNReal.mk δ ⋯)⁻¹ * (eLpNorm g 1 μ).toNNReal
hC : C = (NNReal.mk δ ⋯)⁻¹ * (eLpNorm g 1 μ).toNNReal
hCpos : 0 < C
this : ∀ (n : ι), μ {x | C ≤ ‖μ[g | ℱ n] x‖₊} ≤ ENNReal.ofReal δ
n : ι
⊢ eLpNorm ({x | C ≤ ‖μ[g | ℱ n] x‖₊}.indicator μ[g | ℱ n]) 1 μ ≤ eLpNorm ({x | C ≤ ‖μ[g | ℱ n] x‖₊}.indicator g) 1 μ
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: case mp
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
s : Set β
t : Set β'
h : ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
hs : MeasurableSet s
ht : MeasurableSet t
⊢ IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ

pp: case mpr
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
s : Set β
t : Set β'
h : IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ
hs : MeasurableSet s
ht : MeasurableSet t
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)

Tactic:
· rwa [indepSet_iff_measure_inter_eq_mul (hf hs) (hg ht) κ μ]

Goal state after:
case mpr
α : Type u_1
Ω : Type u_2
β : Type u_4
β' : Type u_5
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
f : Ω → β
g : Ω → β'
mβ : MeasurableSpace β
mβ' : MeasurableSpace β'
inst✝ : IsZeroOrMarkovKernel κ
hf : Measurable f
hg : Measurable g
s : Set β
t : Set β'
h : IndepSet (f ⁻¹' s) (g ⁻¹' t) κ μ
hs : MeasurableSet s
ht : MeasurableSet t
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
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
s : ι → Set (Set Ω)
S T : Set ι
h_indep : iIndepSets s κ μ
hST : Disjoint S T
t1 t2 : Set Ω
p1 : Finset ι
hp1 : ↑p1 ⊆ S
f1 : ι → Set Ω
ht1_m : ∀ x ∈ p1, f1 x ∈ s x
ht1_eq : t1 = ⋂ x ∈ p1, f1 x
p2 : Finset ι
hp2 : ↑p2 ⊆ T
f2 : ι → Set Ω
ht2_m : ∀ x ∈ p2, f2 x ∈ s x
ht2_eq : t2 = ⋂ x ∈ p2, f2 x
g : ι → Set Ω := fun i ↦ (if i ∈ p1 then f1 i else univ) ∩ if i ∈ p2 then f2 i else univ
h_P_inter✝ : ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ t2) = ∏ n ∈ p1 ∪ p2, (κ a) (g n)
a : α
h_P_inter : (κ a) (t1 ∩ t2) = ∏ n ∈ p1 ∪ p2, (κ a) (g n)
ha1 : (κ a) (⋂ i ∈ p1, f1 i) = ∏ i ∈ p1, (κ a) (f1 i)
ha2 : (κ a) (⋂ i ∈ p2, f2 i) = ∏ i ∈ p2, (κ a) (f2 i)
h' : IsProbabilityMeasure (κ a)
h_μg : ∀ (n : ι), (κ a) (g n) = (if n ∈ p1 then (κ a) (f1 n) else 1) * if n ∈ p2 then (κ a) (f2 n) else 1
⊢ ((∏ x ∈ p1 ∪ p2, if x ∈ p1 then (κ a) (f1 x) else 1) * ∏ x ∈ p1 ∪ p2, if x ∈ p2 then (κ a) (f2 x) else 1) =
    (κ a) t1 * (κ a) t2

Tactic:
Finset.prod_ite_mem (p1 ∪ p2) p1 (fun x ↦ κ a (f1 x)),

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
s : ι → Set (Set Ω)
S T : Set ι
h_indep : iIndepSets s κ μ
hST : Disjoint S T
t1 t2 : Set Ω
p1 : Finset ι
hp1 : ↑p1 ⊆ S
f1 : ι → Set Ω
ht1_m : ∀ x ∈ p1, f1 x ∈ s x
ht1_eq : t1 = ⋂ x ∈ p1, f1 x
p2 : Finset ι
hp2 : ↑p2 ⊆ T
f2 : ι → Set Ω
ht2_m : ∀ x ∈ p2, f2 x ∈ s x
ht2_eq : t2 = ⋂ x ∈ p2, f2 x
g : ι → Set Ω := fun i ↦ (if i ∈ p1 then f1 i else univ) ∩ if i ∈ p2 then f2 i else univ
h_P_inter✝ : ∀ᵐ (a : α) ∂μ, (κ a) (t1 ∩ t2) = ∏ n ∈ p1 ∪ p2, (κ a) (g n)
a : α
h_P_inter : (κ a) (t1 ∩ t2) = ∏ n ∈ p1 ∪ p2, (κ a) (g n)
ha1 : (κ a) (⋂ i ∈ p1, f1 i) = ∏ i ∈ p1, (κ a) (f1 i)
ha2 : (κ a) (⋂ i ∈ p2, f2 i) = ∏ i ∈ p2, (κ a) (f2 i)
h' : IsProbabilityMeasure (κ a)
h_μg : ∀ (n : ι), (κ a) (g n) = (if n ∈ p1 then (κ a) (f1 n) else 1) * if n ∈ p2 then (κ a) (f2 n) else 1
⊢ ((∏ i ∈ (p1 ∪ p2) ∩ p1, (κ a) (f1 i)) * ∏ x ∈ p1 ∪ p2, if x ∈ p2 then (κ a) (f2 x) else 1) = (κ a) t1 * (κ a) t2
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hXm : AEStronglyMeasurable X μ
hX : ¬MemLp X 2 μ
h : eVar[X; μ] < ∞
this : MemLp (fun ω ↦ X ω - ∫ (x : Ω), X x ∂μ) 2 μ
⊢ False

Tactic:
refine hX ?_

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hXm : AEStronglyMeasurable X μ
hX : ¬MemLp X 2 μ
h : eVar[X; μ] < ∞
this : MemLp (fun ω ↦ X ω - ∫ (x : Ω), X x ∂μ) 2 μ
⊢ MemLp X 2 μ
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
⊢ Var[X + Y; μ] = Var[X; μ] + 2 * cov[X, Y; μ] + Var[Y; μ]

Tactic:
rw [← covariance_self, covariance_add_left hX hY (hX.add hY), covariance_add_right hX hX hY,
    covariance_add_right hY hX hY, covariance_self, covariance_self, covariance_comm]

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
⊢ Var[X; μ] + cov[Y, X; μ] + (cov[Y, X; μ] + Var[Y; μ]) = Var[X; μ] + 2 * cov[Y, X; μ] + Var[Y; μ]

Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
⊢ AEMeasurable Y μ

Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
⊢ AEMeasurable X μ

Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
⊢ AEMeasurable (X + Y) μ
Module: Mathlib.Probability.HasLaw

Goal state before:
pp: Ω : Type u_1
𝓧 : Type u_2
mΩ : MeasurableSpace Ω
m𝓧 : MeasurableSpace 𝓧
X : Ω → 𝓧
μ : Measure 𝓧
P : Measure Ω
hX : HasLaw X μ P
⊢ IsFiniteMeasure P ↔ IsFiniteMeasure μ

Tactic:
by
  rw [← hX.map_eq, isFiniteMeasure_map_iff hX.aemeasurable]

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConvergenceInDistribution

Goal state before:
pp: case inr.inl
ι : Type u_1
E : Type u_2
Ω' : Type u_3
Ω'' : Type u_4
m' : MeasurableSpace Ω'
μ' : Measure Ω'
inst✝⁵ : IsProbabilityMeasure μ'
m'' : MeasurableSpace Ω''
μ'' : Measure Ω''
inst✝⁴ : IsProbabilityMeasure μ''
mE : MeasurableSpace E
l : Filter ι
inst✝³ : SeminormedAddCommGroup E
inst✝² : SecondCountableTopology E
inst✝¹ : BorelSpace E
X : ι → Ω'' → E
inst✝ : l.IsCountablyGenerated
Y : ι → Ω'' → E
Z : Ω' → E
hXZ : TendstoInDistribution X l Z (fun x ↦ μ'') μ'
hXY : TendstoInMeasure μ'' (Y - X) l 0
hY : ∀ (i : ι), AEMeasurable (Y i) μ''
hZ : AEMeasurable Z μ'
hX : ∀ (i : ι), AEMeasurable (X i) μ''
hE : Nonempty E
x₀ : E := hE.some
F : E → ℝ
M : ℝ
hF_bounded : ∀ (x y : E), dist (F x) (F y) ≤ M
hF_cont : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] F
hF_lip : LipschitzWith 0 F
⊢ Tendsto (fun n ↦ ∫ (ω : E), F ω ∂Measure.map (Y n) μ'') l (𝓝 (∫ (ω : E), F ω ∂Measure.map Z μ'))

Tactic:
simp only [LipschitzWith.zero_iff] at hF_lip

Goal state after:
case inr.inl
ι : Type u_1
E : Type u_2
Ω' : Type u_3
Ω'' : Type u_4
m' : MeasurableSpace Ω'
μ' : Measure Ω'
inst✝⁵ : IsProbabilityMeasure μ'
m'' : MeasurableSpace Ω''
μ'' : Measure Ω''
inst✝⁴ : IsProbabilityMeasure μ''
mE : MeasurableSpace E
l : Filter ι
inst✝³ : SeminormedAddCommGroup E
inst✝² : SecondCountableTopology E
inst✝¹ : BorelSpace E
X : ι → Ω'' → E
inst✝ : l.IsCountablyGenerated
Y : ι → Ω'' → E
Z : Ω' → E
hXZ : TendstoInDistribution X l Z (fun x ↦ μ'') μ'
hXY : TendstoInMeasure μ'' (Y - X) l 0
hY : ∀ (i : ι), AEMeasurable (Y i) μ''
hZ : AEMeasurable Z μ'
hX : ∀ (i : ι), AEMeasurable (X i) μ''
hE : Nonempty E
x₀ : E := hE.some
F : E → ℝ
M : ℝ
hF_bounded : ∀ (x y : E), dist (F x) (F y) ≤ M
hF_cont : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] F
hF_lip : ∀ (x y : E), F x = F y
⊢ Tendsto (fun n ↦ ∫ (ω : E), F ω ∂Measure.map (Y n) μ'') l (𝓝 (∫ (ω : E), F ω ∂Measure.map Z μ'))
Module: Mathlib.MeasureTheory.Function.UnifTight

Goal state before:
pp: α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
f : ℕ → α → β
hp' : p ≠ ∞
hf : ∀ (n : ℕ), MemLp (f n) p μ
hf_tendsto : Tendsto (fun n ↦ eLpNorm (f n) p μ) atTop (𝓝 0)
ε : ℝ≥0
hε : 0 < ε
⊢ ∃ s, μ s ≠ ∞ ∧ ∀ (i : ℕ), eLpNorm (sᶜ.indicator (f i)) p μ ≤ ↑ε

Tactic:
ENNReal.tendsto_atTop_zero

Goal state after:
α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
f : ℕ → α → β
hp' : p ≠ ∞
hf : ∀ (n : ℕ), MemLp (f n) p μ
hf_tendsto : ∀ ε > 0, ∃ N, ∀ n ≥ N, eLpNorm (f n) p μ ≤ ε
ε : ℝ≥0
hε : 0 < ε
⊢ ∃ s, μ s ≠ ∞ ∧ ∀ (i : ℕ), eLpNorm (sᶜ.indicator (f i)) p μ ≤ ↑ε
Module: Mathlib.MeasureTheory.Function.UnifTight

Goal state before:
pp: α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hut : UnifTight f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
⊢ Tendsto (fun n ↦ eLpNorm (f n - g) p μ) atTop (𝓝 0)

Tactic:
ENNReal.tendsto_atTop_zero

Goal state after:
α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hut : UnifTight f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
⊢ ∀ ε > 0, ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε
Module: Mathlib.MeasureTheory.Integral.CircleTransform

Goal state before:
pp: E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
z w : ℂ
f : ℂ → E
x✝ : ℝ
⊢ (2 * ↑π * I)⁻¹ • deriv (circleMap z R) x✝ • ((circleMap z R x✝ - w) ^ 2)⁻¹ • f (circleMap z R x✝) =
    (circleMap z R x✝ - w)⁻¹ • circleTransform R z w f x✝

Tactic:
circleTransform,

Goal state after:
E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
z w : ℂ
f : ℂ → E
x✝ : ℝ
⊢ (2 * ↑π * I)⁻¹ • deriv (circleMap z R) x✝ • ((circleMap z R x✝ - w) ^ 2)⁻¹ • f (circleMap z R x✝) =
    (circleMap z R x✝ - w)⁻¹ •
      (2 * ↑π * I)⁻¹ • deriv (circleMap z R) x✝ • (circleMap z R x✝ - w)⁻¹ • f (circleMap z R x✝)
Module: Mathlib.MeasureTheory.Function.UnifTight

Goal state before:
pp: case pos.inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hut : UnifTight f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
ε : ℝ≥0∞
hε : ε > 0
hfinε : ε ≠ ∞
hμ : μ ≠ 0
hε' : 0 < ε / 3
Eg : Set α
hmEg : MeasurableSet Eg
hμEg : μ Eg < ∞
hgε : eLpNorm (Egᶜ.indicator g) p μ < ε / 3
Ef : Set α
hmEf : MeasurableSet Ef
hμEf : μ Ef < ∞
hfε : ∀ (i : ℕ), eLpNorm (Efᶜ.indicator (f i)) p μ ≤ ε / 3
E : Set α := Ef ∪ Eg
hmE : MeasurableSet E
hfmE : μ E < ∞
hgE' : MemLp g p (μ.restrict E)
huiE : UnifIntegrable f p (μ.restrict E)
hfgE : ∀ᵐ (x : α) ∂μ.restrict E, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
ffmE : Fact (μ E < ∞)
hInner : Tendsto (fun n ↦ eLpNorm (f n - g) p (μ.restrict E)) atTop (𝓝 0)
⊢ ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε

Tactic:
ENNReal.tendsto_atTop_zero

Goal state after:
case pos.inr
α : Type u_1
β : Type u_2
m : MeasurableSpace α
inst✝ : NormedAddCommGroup β
μ : Measure α
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ℕ → α → β
g : α → β
hf : ∀ (n : ℕ), StronglyMeasurable (f n)
hg : StronglyMeasurable g
hg' : MemLp g p μ
hui : UnifIntegrable f p μ
hut : UnifTight f p μ
hfg : ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
ε : ℝ≥0∞
hε : ε > 0
hfinε : ε ≠ ∞
hμ : μ ≠ 0
hε' : 0 < ε / 3
Eg : Set α
hmEg : MeasurableSet Eg
hμEg : μ Eg < ∞
hgε : eLpNorm (Egᶜ.indicator g) p μ < ε / 3
Ef : Set α
hmEf : MeasurableSet Ef
hμEf : μ Ef < ∞
hfε : ∀ (i : ℕ), eLpNorm (Efᶜ.indicator (f i)) p μ ≤ ε / 3
E : Set α := Ef ∪ Eg
hmE : MeasurableSet E
hfmE : μ E < ∞
hgE' : MemLp g p (μ.restrict E)
huiE : UnifIntegrable f p (μ.restrict E)
hfgE : ∀ᵐ (x : α) ∂μ.restrict E, Tendsto (fun n ↦ f n x) atTop (𝓝 (g x))
ffmE : Fact (μ E < ∞)
hInner : ∀ ε > 0, ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p (μ.restrict E) ≤ ε
⊢ ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε
Module: Mathlib.MeasureTheory.Integral.CircleTransform

Goal state before:
pp: E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
z w : ℂ
f : ℂ → E
⊢ ∫ (θ : ℝ) in 0..2 * π, circleTransform R z w f θ = (2 * ↑π * I)⁻¹ • ∮ (z : ℂ) in C(z, R), (z - w)⁻¹ • f z

Tactic:
circleTransform,

Goal state after:
E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
R : ℝ
z w : ℂ
f : ℂ → E
⊢ ∫ (θ : ℝ) in 0..2 * π, (2 * ↑π * I)⁻¹ • deriv (circleMap z R) θ • (circleMap z R θ - w)⁻¹ • f (circleMap z R θ) =
    (2 * ↑π * I)⁻¹ • ∮ (z : ℂ) in C(z, R), (z - w)⁻¹ • f z
Module: Mathlib.Topology.ContinuousMap.CompactlySupported

Goal state before:
pp: F : Type u_1
α : Type u_2
β : Type u_3
γ : Type u_4
inst✝⁴ : TopologicalSpace α
inst✝³ : TopologicalSpace β
inst✝² : AddMonoid β
inst✝¹ : StarAddMonoid β
inst✝ : ContinuousStar β
f : α →C_c β
⊢ HasCompactSupport fun x ↦ star (f x)

Tactic:
rw [HasCompactSupport, tsupport]
        have support_star : (Function.support fun (x : α) => star (f x)) = Function.support f := by
          ext x
          simp only [Function.mem_support, ne_eq, star_eq_zero]
        rw [support_star]
        exact f.2

Goal state after:
Module: Mathlib.MeasureTheory.Integral.CurveIntegral.Basic

Goal state before:
pp: 𝕜 : Type u_1
E : Type u_2
F : Type u_3
inst✝⁴ : RCLike 𝕜
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace 𝕜 E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace 𝕜 F
a b c d : E
ω : E → E →L[𝕜] F
γ : Path a b
hc : c = a
hd : d = b
⊢ curveIntegralFun ω (γ.cast hc hd) = curveIntegralFun ω γ

Tactic:
ext t
  simp only [curveIntegralFun_def', Path.extend_cast]

Goal state after: