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

Goal state before:
pp: α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
hμm : SigmaFinite (μ.trim hm)
f : α → ℝ
hf : Integrable f μ
s : Set α
hs : MeasurableSet s
a✝ : μ s < ∞
| ((μ.withDensityᵥ f).trim hm) s

Tactic:
← SignedMeasure.withDensityᵥ_rnDeriv_eq ((μ.withDensityᵥ f).trim hm) (μ.trim hm)
        (hf.withDensityᵥ_trim_absolutelyContinuous hm)

Goal state after:
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
hm : m ≤ m0
hμm : SigmaFinite (μ.trim hm)
f : α → ℝ
hf : Integrable f μ
s : Set α
hs : MeasurableSet s
a✝ : μ s < ∞
| ((μ.trim hm).withDensityᵥ (SignedMeasure.rnDeriv ((μ.withDensityᵥ f).trim hm) (μ.trim hm))) s
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: Ω : Type u_1
inst✝ : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
s : Set Ω
h : μ ≠ 0
⊢ μ.mass ≠ 0

Tactic:
μ.mass_nonzero_iff

Goal state after:
Ω : Type u_1
inst✝ : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
s : Set Ω
h : μ ≠ 0
⊢ μ ≠ 0
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case pos
α : Type u_1
m m0 : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f : α → E
p : ℝ≥0∞
hm : m ≤ m0
hp : 1 ≤ ∞
hf : MemLp f ∞ μ
h✝ : NeZero μ
hp' : 0 < ∞
hsig : SigmaFinite (μ.trim hm)
hpt : p = ∞
h : MemLp μ[f | m] ∞ μ
⊢ essSup (fun x ↦ ‖μ[f | m] x‖) μ ≤ essSup (fun x ↦ ‖f x‖) μ

Tactic:
exact hf.essSup_norm_condExp_le_essSup_norm

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

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal 1
i : ι
this : ∀ᵐ (x : α) ∂μ, ‖{x | ‖f i x‖₊ < C}.indicator (f i) x‖₊ ≤ C
⊢ μ univ ^ p.toReal⁻¹ * ENNReal.ofReal ↑C ≤ ↑C * μ univ ^ p.toReal⁻¹

Tactic:
simp_rw [NNReal.val_eq_coe, ENNReal.ofReal_coe_nnreal, mul_comm]

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal 1
i : ι
this : ∀ᵐ (x : α) ∂μ, ‖{x | ‖f i x‖₊ < C}.indicator (f i) x‖₊ ≤ C
⊢ ↑C * μ univ ^ p.toReal⁻¹ ≤ ↑C * μ univ ^ p.toReal⁻¹
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
⊢ (∀ (f : Ω →ᵇ ℝ≥0), Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(f x) ∂↑(μs i)) F (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ))) →
    ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))

Tactic:
intro h f

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≥0), Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(f x) ∂↑(μs i)) F (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ))
f : Ω →ᵇ ℝ
⊢ Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
Module: Mathlib.MeasureTheory.Measure.Tight

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
S T : Set (Measure 𝓧)
inst✝ : TopologicalSpace 𝓧
hS : IsTightMeasureSet S
hT : IsTightMeasureSet T
⊢ IsTightMeasureSet (S ∪ T)

Tactic:
rw [IsTightMeasureSet, iSup_union]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
S T : Set (Measure 𝓧)
inst✝ : TopologicalSpace 𝓧
hS : IsTightMeasureSet S
hT : IsTightMeasureSet T
⊢ Tendsto ((⨆ x ∈ S, ⇑x) ⊔ ⨆ x ∈ T, ⇑x) (cocompact 𝓧).smallSets (𝓝 0)
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
A : Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑(i.1 + i.2)) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑((fun p ↦ p.1 + p.2) p)))

Tactic:
have B : Tendsto (fun (i : FiniteMeasure Ω × FiniteMeasure Ω) ↦ ∫⁻ x, g x ∂i.2) (𝓝 p)
      (𝓝 (∫⁻ x, g x ∂p.2)) := by
    rw [nhds_prod_eq]
    exact (tendsto_iff_forall_lintegral_tendsto.1 tendsto_id g).comp tendsto_snd

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
p : FiniteMeasure Ω × FiniteMeasure Ω
g : Ω →ᵇ ℝ≥0
A : Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.1) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.1))
B : Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑i.2) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑p.2))
⊢ Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(g x) ∂↑(i.1 + i.2)) (𝓝 p) (𝓝 (∫⁻ (x : Ω), ↑(g x) ∂↑((fun p ↦ p.1 + p.2) p)))
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
ε : ℝ
hε : 0 < ε
hfu : UnifIntegrable f p μ
M : ℝ≥0
hM : ∀ (i : ι), eLpNorm (f i) p μ ≤ ↑M
ℐ : ℝ≥0 → ι
δ : ℝ≥0
hδpos : 0 < ↑δ
hδ :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal ↑δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hℐ : ∀ (C : ℝ≥0), ENNReal.ofReal ↑δ < μ {x | C ≤ ‖f (ℐ C) x‖₊}
this : ↑(2 * max M 1 * 1) ≤ eLpNorm (f (ℐ (2 * max M 1 * (δ ^ (1 / p.toReal))⁻¹))) p μ
⊢ False

Tactic:
mul_one,

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
ε : ℝ
hε : 0 < ε
hfu : UnifIntegrable f p μ
M : ℝ≥0
hM : ∀ (i : ι), eLpNorm (f i) p μ ≤ ↑M
ℐ : ℝ≥0 → ι
δ : ℝ≥0
hδpos : 0 < ↑δ
hδ :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal ↑δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hℐ : ∀ (C : ℝ≥0), ENNReal.ofReal ↑δ < μ {x | C ≤ ‖f (ℐ C) x‖₊}
this : ↑(2 * max M 1) ≤ eLpNorm (f (ℐ (2 * max M 1 * (δ ^ (1 / p.toReal))⁻¹))) p μ
⊢ False
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
ε : ℝ
hε : 0 < ε
hfu : UnifIntegrable f p μ
M : ℝ≥0
hM : ∀ (i : ι), eLpNorm (f i) p μ ≤ ↑M
ℐ : ℝ≥0 → ι
δ : ℝ≥0
hδpos : 0 < ↑δ
hδ :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal ↑δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hℐ : ∀ (C : ℝ≥0), ENNReal.ofReal ↑δ < μ {x | C ≤ ‖f (ℐ C) x‖₊}
this :
  (2 * max M 1 * δ⁻¹ ^ (1 / p.toReal)) • ↑δ ^ (1 / p.toReal) ≤ eLpNorm (f (ℐ (2 * max M 1 * δ⁻¹ ^ (1 / p.toReal)))) p μ
⊢ False

Tactic:
rw [← ENNReal.coe_rpow_of_nonneg _ (one_div_nonneg.2 ENNReal.toReal_nonneg), ← ENNReal.coe_smul,
      smul_eq_mul, mul_assoc, NNReal.inv_rpow,
      inv_mul_cancel₀ (NNReal.rpow_pos (NNReal.coe_pos.1 hδpos)).ne.symm, mul_one, ENNReal.coe_mul,
      ← NNReal.inv_rpow] at this

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
ε : ℝ
hε : 0 < ε
hfu : UnifIntegrable f p μ
M : ℝ≥0
hM : ∀ (i : ι), eLpNorm (f i) p μ ≤ ↑M
ℐ : ℝ≥0 → ι
δ : ℝ≥0
hδpos : 0 < ↑δ
hδ :
  ∀ (i : ι) (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal ↑δ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal ε
hℐ : ∀ (C : ℝ≥0), ENNReal.ofReal ↑δ < μ {x | C ≤ ‖f (ℐ C) x‖₊}
this : ↑2 * ↑(max M 1) ≤ eLpNorm (f (ℐ (2 * max M 1 * δ⁻¹ ^ (1 / p.toReal)))) p μ
⊢ False
Module: Mathlib.MeasureTheory.Measure.Tight

Goal state before:
pp: case h₁
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
hK₂_le : ∀ μ_1 ∈ Measure.snd '' μ, μ_1 K₂ᶜ ≤ ε / 2
κ : Measure (𝓧 × 𝓨)
hK₁_le : κ.fst K₁ᶜ ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (K₁ᶜ ×ˢ univ) ≤ ε / 2

Tactic:
grw [Measure.fst, ← Measure.le_map_apply (by fun_prop)] at hK₁_le

Goal state after:
case h₁
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
hK₂_le : ∀ μ_1 ∈ Measure.snd '' μ, μ_1 K₂ᶜ ≤ ε / 2
κ : Measure (𝓧 × 𝓨)
hK₁_le : κ (Prod.fst ⁻¹' K₁ᶜ) ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (K₁ᶜ ×ˢ univ) ≤ ε / 2
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m₁ m₂ _mΩ : MeasurableSpace Ω
κ : Kernel α Ω
⊢ Indep m₁ m₂ κ 0

Tactic:
simp [Indep]

Goal state after:
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
μ : Measure α
m₁ m₂ _mΩ : MeasurableSpace Ω
⊢ Indep m₁ m₂ 0 μ

Tactic:
simp [Indep]

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

Goal state before:
pp: case refine_3
α : Type u_1
m : MeasurableSpace α
μ : Measure α
p : ℝ≥0∞
E : Type u_4
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hp : 1 ≤ p
f : ℕ → α → E
hf₁ : ∀ (i : ℕ), AEStronglyMeasurable (f i) μ
hf₂ : UnifIntegrable f p μ
C : ℝ≥0
hC : ∀ (i : ℕ), eLpNorm (f i) p μ ≤ ↑C
⊢ ∃ C, ∀ (i : ℕ), eLpNorm ((↑i)⁻¹ • ∑ i ∈ Finset.range i, f i) p μ ≤ ↑C

Tactic:
Finset.smul_sum

Goal state after:
case refine_3
α : Type u_1
m : MeasurableSpace α
μ : Measure α
p : ℝ≥0∞
E : Type u_4
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
hp : 1 ≤ p
f : ℕ → α → E
hf₁ : ∀ (i : ℕ), AEStronglyMeasurable (f i) μ
hf₂ : UnifIntegrable f p μ
C : ℝ≥0
hC : ∀ (i : ℕ), eLpNorm (f i) p μ ≤ ↑C
⊢ ∃ C, ∀ (i : ℕ), eLpNorm (∑ x ∈ Finset.range i, (↑i)⁻¹ • f x) p μ ≤ ↑C
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω'
inst✝⁵ : TopologicalSpace Ω'
inst✝⁴ : BorelSpace Ω'
Ω : Type u_3
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : BorelSpace Ω
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
⊢ IsEmbedding fun μ ↦ μ.map f

Tactic:
let M : Set (FiniteMeasure Ω') := {μ | μ (range f)ᶜ = 0}

Goal state after:
Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω'
inst✝⁵ : TopologicalSpace Ω'
inst✝⁴ : BorelSpace Ω'
Ω : Type u_3
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : BorelSpace Ω
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
M : Set (FiniteMeasure Ω') := {μ | μ (range f)ᶜ = 0}
⊢ IsEmbedding fun μ ↦ μ.map f
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
t : Set Ω
ht : MeasurableSet t
iht : ∀ᵐ (a : α) ∂μ, (κ a) (t ∩ t2) = (κ a) t * (κ a) t2
a : α
ha : (κ a) (t ∩ t2) = (κ a) t * (κ a) t2
this : tᶜ ∩ t2 = t2 \ (t ∩ t2)
⊢ (κ a) t2 - (κ a) t * (κ a) t2 = (κ a) t2 * 1 - (κ a) t2 * (κ a) t

Tactic:
mul_one,

Goal state after:
α : Type u_1
Ω : Type u_2
_mα : MeasurableSpace α
m1 m2 m : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
p1 p2 : Set (Set Ω)
h1 : m1 ≤ m
h2 : m2 ≤ m
hp1 : IsPiSystem p1
hp2 : IsPiSystem p2
hpm1 : m1 = generateFrom p1
hpm2 : m2 = generateFrom p2
hyp : IndepSets p1 p2 κ μ
h : IsMarkovKernel κ
t1 t2 : Set Ω
ht2 : t2 ∈ {s | MeasurableSet s}
t : Set Ω
ht : MeasurableSet t
iht : ∀ᵐ (a : α) ∂μ, (κ a) (t ∩ t2) = (κ a) t * (κ a) t2
a : α
ha : (κ a) (t ∩ t2) = (κ a) t * (κ a) t2
this : tᶜ ∩ t2 = t2 \ (t ∩ t2)
⊢ (κ a) t2 - (κ a) t * (κ a) t2 = (κ a) t2 - (κ a) t2 * (κ a) t
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: case mpr.inr.refine_1
γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
hne : F.NeBot
h :
  ∀ (f : Ω → ℝ),
    (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
      (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))
s : Set Ω
hs : IsClosed[PseudoEMetricSpace.toUniformSpace.toTopologicalSpace] s
ε : ℝ
ε_pos : 0 < ε
fs : ℕ → Ω → ℝ := fun n ω ↦ ↑((thickenedIndicator ⋯ s) ω)
key₁ : Tendsto (fun n ↦ ∫ (ω : Ω), fs n ω ∂↑μ) atTop (𝓝 ((↑μ).real s))
room₁ : (↑μ).real s < (↑μ).real s + ε / 2
M : ℕ
hM : ∀ (b : ℕ), M ≤ b → ∫ (ω : Ω), fs b ω ∂↑μ < (↑μ).real s + ε / 2
x y : Ω
⊢ dist (fs M x) (fs M y) ≤ 1

pp: case mpr.inr.refine_2
γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
hne : F.NeBot
h :
  ∀ (f : Ω → ℝ),
    (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
      (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))
s : Set Ω
hs : IsClosed[PseudoEMetricSpace.toUniformSpace.toTopologicalSpace] s
ε : ℝ
ε_pos : 0 < ε
fs : ℕ → Ω → ℝ := fun n ω ↦ ↑((thickenedIndicator ⋯ s) ω)
key₁ : Tendsto (fun n ↦ ∫ (ω : Ω), fs n ω ∂↑μ) atTop (𝓝 ((↑μ).real s))
room₁ : (↑μ).real s < (↑μ).real s + ε / 2
M : ℕ
hM : ∀ (b : ℕ), M ≤ b → ∫ (ω : Ω), fs b ω ∂↑μ < (↑μ).real s + ε / 2
key₂ : Tendsto (fun i ↦ ∫ (ω : Ω), fs M ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), fs M ω ∂↑μ))
⊢ limsup (fun i ↦ (↑(μs i)).real s) F ≤ (↑μ).real s + ε

Tactic:
· simp only [Real.dist_eq, abs_le]
    have h1 x : fs M x ≤ 1 := thickenedIndicator_le_one _ _ _
    have h2 x : 0 ≤ fs M x := by simp [fs]
    grind

Goal state after:
case mpr.inr.refine_2
γ : Type u_1
Ω : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : PseudoEMetricSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
F : Filter γ
inst✝ : F.IsCountablyGenerated
μs : γ → ProbabilityMeasure Ω
μ : ProbabilityMeasure Ω
hne : F.NeBot
h :
  ∀ (f : Ω → ℝ),
    (∃ C, ∀ (x y : Ω), dist (f x) (f y) ≤ C) →
      (∃ L, LipschitzWith L f) → Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))
s : Set Ω
hs : IsClosed[PseudoEMetricSpace.toUniformSpace.toTopologicalSpace] s
ε : ℝ
ε_pos : 0 < ε
fs : ℕ → Ω → ℝ := fun n ω ↦ ↑((thickenedIndicator ⋯ s) ω)
key₁ : Tendsto (fun n ↦ ∫ (ω : Ω), fs n ω ∂↑μ) atTop (𝓝 ((↑μ).real s))
room₁ : (↑μ).real s < (↑μ).real s + ε / 2
M : ℕ
hM : ∀ (b : ℕ), M ≤ b → ∫ (ω : Ω), fs b ω ∂↑μ < (↑μ).real s + ε / 2
key₂ : Tendsto (fun i ↦ ∫ (ω : Ω), fs M ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), fs M ω ∂↑μ))
⊢ limsup (fun i ↦ (↑(μs i)).real s) F ≤ (↑μ).real s + ε
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
c : ℝ
X : Ω → ℝ
μ : Measure Ω
⊢ eVar[fun ω ↦ c * X ω; μ] = ENNReal.ofReal (c ^ 2) * eVar[X; μ]

Tactic:
rw [evariance, evariance, ← lintegral_const_mul' _ _ ENNReal.ofReal_lt_top.ne]
  congr with ω
  rw [integral_const_mul, ← mul_sub, enorm_mul, mul_pow, ← enorm_pow,
    Real.enorm_of_nonneg (sq_nonneg _)]

Goal state after:
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: case e_f
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
hX : Integrable X μ
c : ℝ
ω : Ω
⊢ (X ω + c - ∫ (x : Ω), X x + c ∂μ) * (Y ω - ∫ (x : Ω), Y x ∂μ) = (X ω - ∫ (x : Ω), X x ∂μ) * (Y ω - ∫ (x : Ω), Y x ∂μ)

Tactic:
integral_add hX (by fun_prop)

Goal state after:
case e_f
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
hX : Integrable X μ
c : ℝ
ω : Ω
⊢ (X ω + c - (∫ (a : Ω), X a ∂μ + ∫ (a : Ω), c ∂μ)) * (Y ω - ∫ (x : Ω), Y x ∂μ) =
    (X ω - ∫ (x : Ω), X x ∂μ) * (Y ω - ∫ (x : Ω), Y x ∂μ)
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case cons.h_meas_g
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_3
X : ι → Ω → ℝ≥0∞
hX : iIndepFun X μ
x_mea : ∀ (i : ι), Measurable (X i)
this : IsProbabilityMeasure μ
j : ι
s : Finset ι
hj : j ∉ s
ihs : ∫⁻ (ω : Ω), ∏ i ∈ s, X i ω ∂μ = ∏ i ∈ s, ∫⁻ (ω : Ω), X i ω ∂μ
⊢ AEMeasurable (∏ c ∈ s, X c) μ

Tactic:
exact s.aemeasurable_prod (fun i _ ↦ (x_mea i).aemeasurable)

Goal state after:
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: case insert.hX
Ω : Type u_1
mΩ : MeasurableSpace Ω
Y : Ω → ℝ
μ : Measure Ω
ι : Type u_2
X : ι → Ω → ℝ
s✝ : Finset ι
inst✝ : IsFiniteMeasure μ
hY : MemLp Y 2 μ
i : ι
s : Finset ι
hi : i ∉ s
h_ind : (∀ i ∈ s, MemLp (X i) 2 μ) → cov[∑ i ∈ s, X i, Y; μ] = ∑ i ∈ s, cov[X i, Y; μ]
hX : ∀ i_1 ∈ insert i s, MemLp (X i_1) 2 μ
⊢ MemLp (X i) 2 μ

Tactic:
exact hX i (by simp)

Goal state after:
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
X Y : Ω → ℝ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
h : X ⟂ᵢ[μ] Y
h' : ¬X =ᵐ[μ] 0
this : IsProbabilityMeasure μ
⊢ Var[X + Y; μ] = Var[X; μ] + Var[Y; μ]

Tactic:
rw [variance_add hX hY, h.covariance_eq_zero hX hY]

Goal state after:
case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
X Y : Ω → ℝ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
h : X ⟂ᵢ[μ] Y
h' : ¬X =ᵐ[μ] 0
this : IsProbabilityMeasure μ
⊢ Var[X; μ] + 2 * 0 + Var[Y; μ] = Var[X; μ] + Var[Y; μ]
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
inst✝² : MeasurableSpace α
inst✝¹ : MeasurableSpace β
inst✝ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
h : IdentDistrib f g μ ν
s : Set γ
hs : MeasurableSet s
⊢ μ (f ⁻¹' s) = ν (g ⁻¹' s)

Tactic:
by
  rw [← Measure.map_apply_of_aemeasurable h.aemeasurable_fst hs, ←
    Measure.map_apply_of_aemeasurable h.aemeasurable_snd hs, h.map_eq]

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

Goal state before:
pp: case inr
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),
    (∃ C, ∀ (x y : E), dist (F x) (F y) ≤ C) →
      (∃ L, LipschitzWith L F) →
        Tendsto (fun n ↦ ∫ (ω : E), F ω ∂Measure.map (Y n) μ'') l (𝓝 (∫ (ω : E), F ω ∂Measure.map Z μ'))

Tactic:
rintro F ⟨M, hF_bounded⟩ ⟨L, hF_lip⟩

Goal state after:
case inr
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
L : NNReal
hF_lip : LipschitzWith L F
⊢ Tendsto (fun n ↦ ∫ (ω : E), F ω ∂Measure.map (Y n) μ'') l (𝓝 (∫ (ω : E), F ω ∂Measure.map Z μ'))
Module: Mathlib.Probability.Independence.Kernel.IndepFun

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
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
hf_indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), AEMeasurable (f i) (⇑κ ∘ₘ μ)
i j k l : ι
hik : i ≠ k
hil : i ≠ l
hjk : j ≠ k
hjl : j ≠ l
h :
  IndepFun (fun a ↦ (AEMeasurable.mk (f i) ⋯ a, AEMeasurable.mk (f j) ⋯ a))
    (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) κ μ
a : α
hk : ∀ᵐ (ω : Ω) ∂κ a, f k ω = AEMeasurable.mk (f k) ⋯ ω
⊢ (∀ᵐ (ω : Ω) ∂κ a, f l ω = AEMeasurable.mk (f l) ⋯ ω) →
    (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) =ᵐ[κ a] fun a ↦ (f k a, f l a)

Tactic:
hl

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
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
hf_indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), AEMeasurable (f i) (⇑κ ∘ₘ μ)
i j k l : ι
hik : i ≠ k
hil : i ≠ l
hjk : j ≠ k
hjl : j ≠ l
h :
  IndepFun (fun a ↦ (AEMeasurable.mk (f i) ⋯ a, AEMeasurable.mk (f j) ⋯ a))
    (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) κ μ
a : α
hk : ∀ᵐ (ω : Ω) ∂κ a, f k ω = AEMeasurable.mk (f k) ⋯ ω
hl : ∀ᵐ (ω : Ω) ∂κ a, f l ω = AEMeasurable.mk (f l) ⋯ ω
⊢ (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) =ᵐ[κ a] fun a ↦ (f k a, f l a)
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: case refine_2
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
β : ι → Type u_8
m : (i : ι) → MeasurableSpace (β i)
f : (i : ι) → Ω → β i
hf_indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), AEMeasurable (f i) (⇑κ ∘ₘ μ)
i j k l : ι
hik : i ≠ k
hil : i ≠ l
hjk : j ≠ k
hjl : j ≠ l
h :
  IndepFun (fun a ↦ (AEMeasurable.mk (f i) ⋯ a, AEMeasurable.mk (f j) ⋯ a))
    (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) κ μ
⊢ ∀ᵐ (a : α) ∂μ, (fun a ↦ (AEMeasurable.mk (f k) ⋯ a, AEMeasurable.mk (f l) ⋯ a)) =ᵐ[κ a] fun a ↦ (f k a, f l a)

Tactic:
· filter_upwards [Measure.ae_ae_of_ae_comp (hf_meas k).ae_eq_mk,
      Measure.ae_ae_of_ae_comp (hf_meas l).ae_eq_mk] with a hk hl
    filter_upwards [hk, hl] with ω hωk hωl
    rw [← hωk, ← hωl]

Goal state after:
Module: Mathlib.Probability.Process.Filtration

Goal state before:
pp: case pos
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝ : PartialOrder ι
𝓕 : Filtration ι m
this✝ : TopologicalSpace ι := Preorder.topology ι
this : OrderTopology ι
i : ι
hne : (𝓝[>] i).NeBot
⊢ ↑𝓕 i ≤ ⨅ j, ⨅ (_ : j > i), ↑𝓕 j

Tactic:
exact le_iInf₂ fun _ he => 𝓕.mono he.le

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

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
f : ι → α → β
p : ℝ≥0∞
hf : UnifTight f p μ
ε : ℝ≥0∞
hε : ε ≠ 0
hε_top : ε = ∞
⊢ ∀ᶠ (s : Set α) in μ.cofinite.smallSets, ∀ (i : ι), eLpNorm (s.indicator (f i)) p μ ≤ ε

pp: case neg
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
f : ι → α → β
p : ℝ≥0∞
hf : UnifTight f p μ
ε : ℝ≥0∞
hε : ε ≠ 0
hε_top : ¬ε = ∞
⊢ ∀ᶠ (s : Set α) in μ.cofinite.smallSets, ∀ (i : ι), eLpNorm (s.indicator (f i)) p μ ≤ ε

Tactic:
· subst hε_top; simp

Goal state after:
case neg
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
f : ι → α → β
p : ℝ≥0∞
hf : UnifTight f p μ
ε : ℝ≥0∞
hε : ε ≠ 0
hε_top : ¬ε = ∞
⊢ ∀ᶠ (s : Set α) in μ.cofinite.smallSets, ∀ (i : ι), eLpNorm (s.indicator (f i)) p μ ≤ ε