mathlib-initiative/mathlib-tactics huggingface dataset:
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
M : Set (FiniteMeasure Ω') := {μ | μ (range f)ᶜ = 0}
A : IsEmbedding Subtype.val
μ : ↑M
s : Set Ω'
hs : MeasurableSet s
⊢ ↑↑μ (s ∩ range f) = ↑↑μ s

Tactic:
← Measure.restrict_apply hs,

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}
A : IsEmbedding Subtype.val
μ : ↑M
s : Set Ω'
hs : MeasurableSet s
⊢ ((↑↑μ).restrict (range f)) s = ↑↑μ s
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: case calc_1
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : Measure Ω
μs : ℕ → Measure Ω
f : Ω → ℝ
f_cont : Continuous[inst✝¹, _] f
f_nn : 0 ≤ f
h_opens : ∀ (G : Set Ω), IsOpen[inst✝¹] G → μ G ≤ liminf (fun i ↦ (μs i) G) atTop
⊢ ∫⁻ (t : ℝ) in Ioi 0, μ {a | t < f a} ≤ ∫⁻ (t : ℝ) in Ioi 0, liminf (fun i ↦ (μs i) {a | t < f a}) atTop

Tactic:
exact (lintegral_mono (fun t ↦ h_opens _ (continuous_def.mp f_cont _ isOpen_Ioi))).trans
            (le_refl _)

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

Goal state before:
pp: case e'_3
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : Measure Ω
μs : ℕ → Measure Ω
inst✝ : ∀ (i : ℕ), IsProbabilityMeasure (μs i)
f : Ω →ᵇ ℝ
f_nn : 0 ≤ f
h_opens : ∀ (G : Set Ω), IsOpen[inst✝²] G → μ G ≤ liminf (fun i ↦ (μs i) G) atTop
same : ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μ ≤ liminf (fun i ↦ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs i) atTop
obs : ∀ (i : ℕ), ∫⁻ (x : Ω), ↑‖f x‖₊ ∂μs i ≤ ↑‖f‖₊
x✝ : ℝ≥0∞
hx : ∀ᶠ (n : ℕ) in atTop, x✝ ≤ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs n
i : ℕ
hi : x✝ ≤ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs i
x : Ω
aux : ENNReal.ofReal (f x) = ↑(NNReal.mk (f x) ⋯)
⊢ ENNReal.ofReal (f x) = ↑‖f x‖₊

Tactic:
rw [aux]

Goal state after:
case e'_3
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : Measure Ω
μs : ℕ → Measure Ω
inst✝ : ∀ (i : ℕ), IsProbabilityMeasure (μs i)
f : Ω →ᵇ ℝ
f_nn : 0 ≤ f
h_opens : ∀ (G : Set Ω), IsOpen[inst✝²] G → μ G ≤ liminf (fun i ↦ (μs i) G) atTop
same : ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μ ≤ liminf (fun i ↦ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs i) atTop
obs : ∀ (i : ℕ), ∫⁻ (x : Ω), ↑‖f x‖₊ ∂μs i ≤ ↑‖f‖₊
x✝ : ℝ≥0∞
hx : ∀ᶠ (n : ℕ) in atTop, x✝ ≤ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs n
i : ℕ
hi : x✝ ≤ ∫⁻ (x : Ω), ENNReal.ofReal (f x) ∂μs i
x : Ω
aux : ENNReal.ofReal (f x) = ↑(NNReal.mk (f x) ⋯)
⊢ ↑(NNReal.mk (f x) ⋯) = ↑‖f x‖₊
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
inst✝ : Preorder ι
s : ι → Set Ω
hsm : ∀ (n : ι), MeasurableSet (s n)
hs : iIndepSet s κ μ
i : ι
⊢ Indep (generateFrom {s i}) (generateFrom {t | ∃ j < i, s j = t}) κ μ

Tactic:
by
  convert!
    iIndepSet.indep_generateFrom_of_disjoint hsm hs { i } {j | j < i}
      (Set.disjoint_singleton_left.mpr (lt_irrefl _)) using 1
  simp only [Set.mem_singleton_iff, exists_eq_left, Set.ofPred_eq_eq_singleton']

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

Goal state before:
pp: case inl
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)
a : ι
S : Finset ι
hp_ind : iIndepSets π κ μ
haS : a ∉ S
t1 t2 : Set Ω
s : Finset ι
hs_mem : s ⊆ S
ft1 : ι → Set Ω
hft1_mem : ∀ x ∈ s, ft1 x ∈ π x
ht1_eq : t1 = ⋂ x ∈ s, ft1 x
ht2_mem_pia : t2 ∈ π a
f : ι → Set Ω := fun n ↦ if n = a then t2 else if n ∈ s then ft1 n else univ
n : ι
hn_mem_insert : n ∈ insert a s
hn_mem : n = a
⊢ (if n = a then t2 else if n ∈ s then ft1 n else univ) ∈ π n

Tactic:
simp [hn_mem, ht2_mem_pia]

Goal state after:
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
E : Type u_2
inst✝⁵ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝⁴ : MeasurableSpace F
ν : Measure F
X : Ω → E
Y : Ω → F
inst✝³ : IsFiniteMeasure ℙ
inst✝² : SigmaFinite μ
inst✝¹ : SigmaFinite ν
inst✝ : HasPDF (fun ω ↦ (X ω, Y ω)) ℙ (μ.prod ν)
this✝ : HasPDF X ℙ μ
this : HasPDF Y ℙ ν
h₀ : (map X ℙ).prod (map Y ℙ) = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2
⊢ map (fun ω ↦ (X ω, Y ω)) ℙ = (map X ℙ).prod (map Y ℙ) ↔
    map (fun ω ↦ (X ω, Y ω)) ℙ = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2

pp: case hmf
Ω : Type u_1
E : Type u_2
inst✝⁵ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝⁴ : MeasurableSpace F
ν : Measure F
X : Ω → E
Y : Ω → F
inst✝³ : IsFiniteMeasure ℙ
inst✝² : SigmaFinite μ
inst✝¹ : SigmaFinite ν
inst✝ : HasPDF (fun ω ↦ (X ω, Y ω)) ℙ (μ.prod ν)
this✝ : HasPDF X ℙ μ
this : HasPDF Y ℙ ν
h₀ : (map X ℙ).prod (map Y ℙ) = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2
⊢ AEMeasurable (fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2) (μ.prod ν)

Tactic:
h₀

Goal state after:
Ω : Type u_1
E : Type u_2
inst✝⁵ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝⁴ : MeasurableSpace F
ν : Measure F
X : Ω → E
Y : Ω → F
inst✝³ : IsFiniteMeasure ℙ
inst✝² : SigmaFinite μ
inst✝¹ : SigmaFinite ν
inst✝ : HasPDF (fun ω ↦ (X ω, Y ω)) ℙ (μ.prod ν)
this✝ : HasPDF X ℙ μ
this : HasPDF Y ℙ ν
h₀ : (map X ℙ).prod (map Y ℙ) = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2
⊢ (map (fun ω ↦ (X ω, Y ω)) ℙ = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2) ↔
    map (fun ω ↦ (X ω, Y ω)) ℙ = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2

case hmf
Ω : Type u_1
E : Type u_2
inst✝⁵ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝⁴ : MeasurableSpace F
ν : Measure F
X : Ω → E
Y : Ω → F
inst✝³ : IsFiniteMeasure ℙ
inst✝² : SigmaFinite μ
inst✝¹ : SigmaFinite ν
inst✝ : HasPDF (fun ω ↦ (X ω, Y ω)) ℙ (μ.prod ν)
this✝ : HasPDF X ℙ μ
this : HasPDF Y ℙ ν
h₀ : (map X ℙ).prod (map Y ℙ) = (μ.prod ν).withDensity fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2
⊢ AEMeasurable (fun z ↦ pdf X ℙ μ z.1 * pdf Y ℙ ν z.2) (μ.prod ν)
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : SecondCountableTopology Ω
S : Set (Set Ω)
ν : ProbabilityMeasure Ω
h : ∀ (u : Set Ω), IsOpen[inst✝¹] u → ∀ x ∈ u, ∃ s ∈ S, s ∈ 𝓝 x ∧ s ⊆ u
G : Set Ω
hG : IsOpen[inst✝¹] G
r : ℝ≥0
hr : r < ν G
T : Set (Set Ω)
TS : T ⊆ S
T_count : T.Countable
hT : ⋃ t ∈ T, t = G
⊢ ∃ T, (∀ t ∈ T, t ∈ S) ∧ r < ν (⋃ t ∈ T, t) ∧ ⋃ t ∈ T, t ⊆ G

Tactic:
have : T.Nonempty := by
    contrapose! hr
    simp [← hT, hr]

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : SecondCountableTopology Ω
S : Set (Set Ω)
ν : ProbabilityMeasure Ω
h : ∀ (u : Set Ω), IsOpen[inst✝¹] u → ∀ x ∈ u, ∃ s ∈ S, s ∈ 𝓝 x ∧ s ⊆ u
G : Set Ω
hG : IsOpen[inst✝¹] G
r : ℝ≥0
hr : r < ν G
T : Set (Set Ω)
TS : T ⊆ S
T_count : T.Countable
hT : ⋃ t ∈ T, t = G
this : T.Nonempty
⊢ ∃ T, (∀ t ∈ T, t ∈ S) ∧ r < ν (⋃ t ∈ T, t) ∧ ⋃ t ∈ T, t ⊆ G
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case pos
Ω : Type u_1
𝕜 : Type u_2
inst✝¹⁴ : RCLike 𝕜
mΩ : MeasurableSpace Ω
μ : Measure Ω
𝓧 : Type u_3
𝓨 : Type u_4
E : Type u_5
F : Type u_6
G : Type u_7
inst✝¹³ : MeasurableSpace 𝓧
inst✝¹² : MeasurableSpace 𝓨
inst✝¹¹ : NormedAddCommGroup E
inst✝¹⁰ : NormedSpace ℝ E
inst✝⁹ : NormedSpace 𝕜 E
inst✝⁸ : CompleteSpace E
inst✝⁷ : NormedAddCommGroup F
inst✝⁶ : NormedSpace ℝ F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : CompleteSpace F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : NormedSpace 𝕜 G
inst✝ : CompleteSpace G
X : Ω → 𝓧
Y : Ω → 𝓨
f : 𝓧 → E
g : 𝓨 → F
hXY : X ⟂ᵢ[μ] Y
hX : AEMeasurable X μ
hY : AEMeasurable Y μ
hf : Integrable f (Measure.map X μ)
hg : Integrable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
h : ∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
⊢ ∫ (ω : Ω), (B (f (X ω))) (g (Y ω)) ∂μ = (B (∫ (ω : Ω), f (X ω) ∂μ)) (∫ (ω : Ω), g (Y ω) ∂μ)

pp: case neg
Ω : Type u_1
𝕜 : Type u_2
inst✝¹⁴ : RCLike 𝕜
mΩ : MeasurableSpace Ω
μ : Measure Ω
𝓧 : Type u_3
𝓨 : Type u_4
E : Type u_5
F : Type u_6
G : Type u_7
inst✝¹³ : MeasurableSpace 𝓧
inst✝¹² : MeasurableSpace 𝓨
inst✝¹¹ : NormedAddCommGroup E
inst✝¹⁰ : NormedSpace ℝ E
inst✝⁹ : NormedSpace 𝕜 E
inst✝⁸ : CompleteSpace E
inst✝⁷ : NormedAddCommGroup F
inst✝⁶ : NormedSpace ℝ F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : CompleteSpace F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : NormedSpace 𝕜 G
inst✝ : CompleteSpace G
X : Ω → 𝓧
Y : Ω → 𝓨
f : 𝓧 → E
g : 𝓨 → F
hXY : X ⟂ᵢ[μ] Y
hX : AEMeasurable X μ
hY : AEMeasurable Y μ
hf : Integrable f (Measure.map X μ)
hg : Integrable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
h : ¬∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
⊢ ∫ (ω : Ω), (B (f (X ω))) (g (Y ω)) ∂μ = (B (∫ (ω : Ω), f (X ω) ∂μ)) (∫ (ω : Ω), g (Y ω) ∂μ)

Tactic:
· have h1 : ∀ᵐ ω ∂μ, B (f (X ω)) (g (Y ω)) = 0 := by
      filter_upwards [h] with ω hω
      simp [hω]
    simp [integral_congr_ae h1, integral_congr_ae h]

Goal state after:
case neg
Ω : Type u_1
𝕜 : Type u_2
inst✝¹⁴ : RCLike 𝕜
mΩ : MeasurableSpace Ω
μ : Measure Ω
𝓧 : Type u_3
𝓨 : Type u_4
E : Type u_5
F : Type u_6
G : Type u_7
inst✝¹³ : MeasurableSpace 𝓧
inst✝¹² : MeasurableSpace 𝓨
inst✝¹¹ : NormedAddCommGroup E
inst✝¹⁰ : NormedSpace ℝ E
inst✝⁹ : NormedSpace 𝕜 E
inst✝⁸ : CompleteSpace E
inst✝⁷ : NormedAddCommGroup F
inst✝⁶ : NormedSpace ℝ F
inst✝⁵ : NormedSpace 𝕜 F
inst✝⁴ : CompleteSpace F
inst✝³ : NormedAddCommGroup G
inst✝² : NormedSpace ℝ G
inst✝¹ : NormedSpace 𝕜 G
inst✝ : CompleteSpace G
X : Ω → 𝓧
Y : Ω → 𝓨
f : 𝓧 → E
g : 𝓨 → F
hXY : X ⟂ᵢ[μ] Y
hX : AEMeasurable X μ
hY : AEMeasurable Y μ
hf : Integrable f (Measure.map X μ)
hg : Integrable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
h : ¬∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
⊢ ∫ (ω : Ω), (B (f (X ω))) (g (Y ω)) ∂μ = (B (∫ (ω : Ω), f (X ω) ∂μ)) (∫ (ω : Ω), g (Y ω) ∂μ)
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: case pos
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : MemLp X 2 μ
⊢ eVar[X; μ] = ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ - ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2)

pp: case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : ¬MemLp X 2 μ
⊢ eVar[X; μ] = ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ - ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2)

Tactic:
· rw [← ofReal_variance hℒ, variance_eq_sub hℒ, ENNReal.ofReal_sub _ (sq_nonneg _)]
    congr
    simp_rw [← enorm_pow, enorm]
    rw [lintegral_coe_eq_integral]
    · simp
    · simpa using hℒ.abs.integrable_sq

Goal state after:
case neg
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsProbabilityMeasure μ
X : Ω → ℝ
hX : AEStronglyMeasurable X μ
hℒ : ¬MemLp X 2 μ
⊢ eVar[X; μ] = ∫⁻ (ω : Ω), ‖X ω‖ₑ ^ 2 ∂μ - ENNReal.ofReal ((∫ (x : Ω), X x ∂μ) ^ 2)
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_2
X : ι → Ω → ℝ
s : Finset ι
inst✝ : IsFiniteMeasure μ
ι' : Type u_3
Y : ι' → Ω → ℝ
t : Finset ι'
hX : ∀ i ∈ s, MemLp (X i) 2 μ
hY : ∀ i ∈ t, MemLp (Y i) 2 μ
⊢ ∑ i ∈ s, cov[X i, ∑ j ∈ t, Y j; μ] = ∑ i ∈ s, ∑ j ∈ t, cov[X i, Y j; μ]

pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_2
X : ι → Ω → ℝ
s : Finset ι
inst✝ : IsFiniteMeasure μ
ι' : Type u_3
Y : ι' → Ω → ℝ
t : Finset ι'
hX : ∀ i ∈ s, MemLp (X i) 2 μ
hY : ∀ i ∈ t, MemLp (Y i) 2 μ
⊢ MemLp (∑ j ∈ t, Y j) 2 μ

Tactic:
· exact Finset.sum_congr rfl fun i hi ↦ by rw [covariance_sum_right' hY (hX i hi)]

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_2
X : ι → Ω → ℝ
s : Finset ι
inst✝ : IsFiniteMeasure μ
ι' : Type u_3
Y : ι' → Ω → ℝ
t : Finset ι'
hX : ∀ i ∈ s, MemLp (X i) 2 μ
hY : ∀ i ∈ t, MemLp (Y i) 2 μ
⊢ MemLp (∑ j ∈ t, Y j) 2 μ
Module: Mathlib.Probability.IdentDistrib

Goal state before:
pp: α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁵ : MeasurableSpace α
inst✝⁴ : MeasurableSpace β
inst✝³ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝² : NormedAddCommGroup γ
inst✝¹ : NormedSpace ℝ γ
inst✝ : BorelSpace γ
h : IdentDistrib f g μ ν
⊢ ∫ (x : α), f x ∂μ = ∫ (x : β), g x ∂ν

Tactic:
by_cases hf : AEStronglyMeasurable f μ

Goal state after:
case pos
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁵ : MeasurableSpace α
inst✝⁴ : MeasurableSpace β
inst✝³ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝² : NormedAddCommGroup γ
inst✝¹ : NormedSpace ℝ γ
inst✝ : BorelSpace γ
h : IdentDistrib f g μ ν
hf : AEStronglyMeasurable f μ
⊢ ∫ (x : α), f x ∂μ = ∫ (x : β), g x ∂ν

case neg
α : Type u_1
β : Type u_2
γ : Type u_3
inst✝⁵ : MeasurableSpace α
inst✝⁴ : MeasurableSpace β
inst✝³ : MeasurableSpace γ
μ : Measure α
ν : Measure β
f : α → γ
g : β → γ
inst✝² : NormedAddCommGroup γ
inst✝¹ : NormedSpace ℝ γ
inst✝ : BorelSpace γ
h : IdentDistrib f g μ ν
hf : ¬AEStronglyMeasurable f μ
⊢ ∫ (x : α), f x ∂μ = ∫ (x : β), g x ∂ν
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: Ω : Type u_1
𝕜 : Type u_2
inst✝¹ : RCLike 𝕜
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_3
inst✝ : Fintype ι
𝓧 : ι → Type u_4
m𝓧 : (i : ι) → MeasurableSpace (𝓧 i)
X : (i : ι) → Ω → 𝓧 i
f : (i : ι) → 𝓧 i → 𝕜
hX : iIndepFun X μ
mX : ∀ (i : ι), AEMeasurable (X i) μ
hf : ∀ (i : ι), AEStronglyMeasurable (f i) (Measure.map (X i) μ)
this : IsProbabilityMeasure μ
⊢ ∏ i, ∫ (x : 𝓧 i), f i x ∂Measure.map (X i) μ = ∏ i, ∫ (ω : Ω), f i (X i ω) ∂μ

Tactic:
congr with i
    rw [integral_map (mX i) (hf i)]

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

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝² : Preorder ι
E : Type u_4
inst✝¹ : Zero E
inst✝ : TopologicalSpace E
ℱ : Filtration ι m
f : ι → Ω → E
μ : Measure Ω
⊢ StronglyMeasurable (limitProcess f ℱ μ)

Tactic:
limitProcess

Goal state after:
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝² : Preorder ι
E : Type u_4
inst✝¹ : Zero E
inst✝ : TopologicalSpace E
ℱ : Filtration ι m
f : ι → Ω → E
μ : Measure Ω
⊢ StronglyMeasurable
    (if h : ∃ g, StronglyMeasurable g ∧ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (g ω)) then Classical.choose h
    else 0)
Module: Mathlib.Probability.Process.Filtration

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
μ : Measure Ω
R : ℝ≥0
p : ℝ≥0∞
F : Type u_5
inst✝ : NormedAddCommGroup F
ℱ : Filtration ℕ m
f : ℕ → Ω → F
hfm : ∀ (n : ℕ), AEStronglyMeasurable (f n) μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) p μ ≤ ↑R
⊢ MemLp (limitProcess f ℱ μ) p μ

Tactic:
limitProcess

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
μ : Measure Ω
R : ℝ≥0
p : ℝ≥0∞
F : Type u_5
inst✝ : NormedAddCommGroup F
ℱ : Filtration ℕ m
f : ℕ → Ω → F
hfm : ∀ (n : ℕ), AEStronglyMeasurable (f n) μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) p μ ≤ ↑R
⊢ MemLp
    (if h : ∃ g, StronglyMeasurable g ∧ ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun n ↦ f n ω) atTop (𝓝 (g ω)) then Classical.choose h
    else 0)
    p μ
Module: Mathlib.MeasureTheory.Integral.IntervalIntegral.DistLEIntegral

Goal state before:
pp: E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a b : E
C : ℝ
s : Set E
hs : IsOpen[PseudoMetricSpace.toUniformSpace.toTopologicalSpace] s
hf : DiffContOnCl ℝ f s
hab : openSegment ℝ a b ⊆ s
hC : ∀ x ∈ s, ‖fderiv ℝ f x‖ ≤ C
hmem_s : ∀ t ∈ Ioo 0 1, (lineMap a b) t ∈ s
hC₀ : 0 ≤ C
hfc : ContinuousOn f (segment ℝ a b)
hfd : ∀ t ∈ Ioo 0 1, LineDifferentiableAt ℝ f ((lineMap a b) t) (b - a)
t : ℝ
ht : t ∈ Ioo 0 1
⊢ ‖(fderiv ℝ f ((lineMap a b) t)) (b - a)‖ ≤ C * ‖b - a‖

Tactic:
exact ContinuousLinearMap.le_of_opNorm_le _ (hC _ <| hmem_s t ht) _

Goal state after:
Module: Mathlib.MeasureTheory.Integral.IntervalIntegral.DistLEIntegral

Goal state before:
pp: case h₂
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a b : E
C : ℝ
s : Set E
hs : IsOpen[PseudoMetricSpace.toUniformSpace.toTopologicalSpace] s
hf : DiffContOnCl ℝ f s
hab : openSegment ℝ a b ⊆ s
hC : ∀ x ∈ s, ‖fderiv ℝ f x‖ ≤ C
hmem_s : ∀ t ∈ Ioo 0 1, (lineMap a b) t ∈ s
hC₀ : 0 ≤ C
hfc : ContinuousOn f (segment ℝ a b)
hfd : ∀ t ∈ Ioo 0 1, LineDifferentiableAt ℝ f ((lineMap a b) t) (b - a)
hfC : ∀ t ∈ Ioo 0 1, ‖lineDeriv ℝ f ((lineMap a b) t) (b - a)‖ ≤ C * ‖b - a‖
⊢ autoParam (volume {t | t ∈ Ioo 0 1 ∧ fderiv ℝ f ((lineMap a b) t) ≠ 0} ≠ ⊤) measureReal_mono._auto_1

Tactic:
refine ne_top_of_le_ne_top ?_ (measure_mono inter_subset_left)
    simp

Goal state after:
Module: Mathlib.MeasureTheory.Integral.IntervalIntegral.DistLEIntegral

Goal state before:
pp: E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a : E
r : ℝ
hr : 0 ≤ r
hdf : ∀ᶠ (x : E) in 𝓝 a, DifferentiableAt ℝ f x
hderiv : fderiv ℝ f =O[𝓝 a] fun x ↦ ‖x - a‖ ^ r
C : ℝ
hC₀ : C > 0
hC : ∀ᶠ (x : E) in 𝓝 a, ‖fderiv ℝ f x‖ ≤ C * ‖‖x - a‖ ^ r‖
ε : ℝ
hε₀ : ε > 0
hε : ∀ y ∈ ball a ε, DifferentiableAt ℝ f y ∧ ‖fderiv ℝ f y‖ ≤ C * ‖‖y - a‖ ^ r‖
y : E
hy : y ∈ ball a ε
⊢ ‖f y - f a‖ ≤ C * ‖‖y - a‖ ^ (r + 1)‖

Tactic:
Real.norm_of_nonneg (by positivity),

Goal state after:
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a : E
r : ℝ
hr : 0 ≤ r
hdf : ∀ᶠ (x : E) in 𝓝 a, DifferentiableAt ℝ f x
hderiv : fderiv ℝ f =O[𝓝 a] fun x ↦ ‖x - a‖ ^ r
C : ℝ
hC₀ : C > 0
hC : ∀ᶠ (x : E) in 𝓝 a, ‖fderiv ℝ f x‖ ≤ C * ‖‖x - a‖ ^ r‖
ε : ℝ
hε₀ : ε > 0
hε : ∀ y ∈ ball a ε, DifferentiableAt ℝ f y ∧ ‖fderiv ℝ f y‖ ≤ C * ‖‖y - a‖ ^ r‖
y : E
hy : y ∈ ball a ε
⊢ ‖f y - f a‖ ≤ C * ‖y - a‖ ^ (r + 1)
Module: Mathlib.MeasureTheory.Integral.IntervalIntegral.DistLEIntegral

Goal state before:
pp: case bound
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a : E
r : ℝ
hr : 0 ≤ r
hdf : ∀ᶠ (x : E) in 𝓝 a, DifferentiableAt ℝ f x
hderiv : fderiv ℝ f =O[𝓝 a] fun x ↦ ‖x - a‖ ^ r
C : ℝ
hC₀ : C > 0
hC : ∀ᶠ (x : E) in 𝓝 a, ‖fderiv ℝ f x‖ ≤ C * ‖‖x - a‖ ^ r‖
ε : ℝ
hε₀ : ε > 0
hε : ∀ y ∈ ball a ε, DifferentiableAt ℝ f y ∧ ‖fderiv ℝ f y‖ ≤ C * ‖‖y - a‖ ^ r‖
y : E
hy : y ∈ ball a ε
hsub : closedBall a ‖y - a‖ ⊆ ball a ε
z : E
hz : z ∈ closedBall a ‖y - a‖
⊢ C * ‖‖z - a‖ ^ r‖ ≤ C * ‖y - a‖ ^ r

Tactic:
Real.norm_of_nonneg (by positivity),

Goal state after:
case bound
E : Type u_1
F : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : NormedAddCommGroup F
inst✝ : NormedSpace ℝ F
f : E → F
a : E
r : ℝ
hr : 0 ≤ r
hdf : ∀ᶠ (x : E) in 𝓝 a, DifferentiableAt ℝ f x
hderiv : fderiv ℝ f =O[𝓝 a] fun x ↦ ‖x - a‖ ^ r
C : ℝ
hC₀ : C > 0
hC : ∀ᶠ (x : E) in 𝓝 a, ‖fderiv ℝ f x‖ ≤ C * ‖‖x - a‖ ^ r‖
ε : ℝ
hε₀ : ε > 0
hε : ∀ y ∈ ball a ε, DifferentiableAt ℝ f y ∧ ‖fderiv ℝ f y‖ ≤ C * ‖‖y - a‖ ^ r‖
y : E
hy : y ∈ ball a ε
hsub : closedBall a ‖y - a‖ ⊆ ball a ε
z : E
hz : z ∈ closedBall a ‖y - a‖
⊢ C * ‖z - a‖ ^ r ≤ C * ‖y - a‖ ^ r
Module: Mathlib.MeasureTheory.Integral.IntervalIntegral.TrapezoidalRule

Goal state before:
pp: f : ℝ → ℝ
N : ℕ
a h : ℝ
N_nonzero : 0 < N
h_f_int : IntervalIntegrable f volume a (a + ↑N * h)
⊢ ∑ x ∈ Finset.range N, trapezoidal_integral f 1 (a + ↑x * h) (a + (↑x + 1) * h) -
      ∑ x ∈ Finset.range N, ∫ (x : ℝ) in a + ↑x * h..a + (↑x + 1) * h, f x =
    trapezoidal_integral f N a (a + ↑N * h) - ∫ (x : ℝ) in a..a + ↑N * h, f x

Tactic:
sum_trapezoidal_integral_adjacent_intervals N_nonzero

Goal state after:
f : ℝ → ℝ
N : ℕ
a h : ℝ
N_nonzero : 0 < N
h_f_int : IntervalIntegrable f volume a (a + ↑N * h)
⊢ trapezoidal_integral f N a (a + ↑N * h) - ∑ x ∈ Finset.range N, ∫ (x : ℝ) in a + ↑x * h..a + (↑x + 1) * h, f x =
    trapezoidal_integral f N a (a + ↑N * h) - ∫ (x : ℝ) in a..a + ↑N * h, f x
Module: Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Basic

Goal state before:
pp: X : Type u_1
inst✝² : TopologicalSpace X
Λ : (X →C_c ℝ≥0) →ₗ[ℝ≥0] ℝ≥0
inst✝¹ : T2Space X
inst✝ : LocallyCompactSpace X
K : Compacts X
V : Set X
hVcp : IsCompact V
hKsubintV : K.carrier ⊆ interior V
hIsCompact_closure_interior : IsCompact (closure (interior V))
⊢ {f | ∀ x ∈ K, 1 ≤ f x}.Nonempty

Tactic:
obtain ⟨f, hsuppfsubV, hfeq1onK, hfinicc⟩ :=
    exists_tsupport_one_of_isOpen_isClosed isOpen_interior hIsCompact_closure_interior
      (IsCompact.isClosed K.2) hKsubintV

Goal state after:
X : Type u_1
inst✝² : TopologicalSpace X
Λ : (X →C_c ℝ≥0) →ₗ[ℝ≥0] ℝ≥0
inst✝¹ : T2Space X
inst✝ : LocallyCompactSpace X
K : Compacts X
V : Set X
hVcp : IsCompact V
hKsubintV : K.carrier ⊆ interior V
hIsCompact_closure_interior : IsCompact (closure (interior V))
f : C(X, ℝ)
hsuppfsubV : tsupport ⇑f ⊆ interior V
hfeq1onK : EqOn (⇑f) 1 K.carrier
hfinicc : ∀ (x : X), f x ∈ Icc 0 1
⊢ {f | ∀ x ∈ K, 1 ≤ f x}.Nonempty
Module: Mathlib.MeasureTheory.Integral.RieszMarkovKakutani.Real

Goal state before:
pp: X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : T2Space X
inst✝² : MeasurableSpace X
inst✝¹ : BorelSpace X
Λ : (X →C_c ℝ) →ₚ[ℝ] ℝ
inst✝ : LocallyCompactSpace X
f : X →C_c ℝ
hf : ∀ (x : X), 0 ≤ f x
K : Set X
hK : IsCompact K
hfK : ∀ x ∈ K, f x = 1
⊢ (rieszMeasure Λ) K ≤ ENNReal.ofReal (Λ f)

Tactic:
rw [← Compacts.coe_mk K hK, rieszMeasure,
    Content.measure_eq_content_of_regular _ (contentRegular_rieszContent (toNNRealLinear Λ))]

Goal state after:
X : Type u_1
inst✝⁴ : TopologicalSpace X
inst✝³ : T2Space X
inst✝² : MeasurableSpace X
inst✝¹ : BorelSpace X
Λ : (X →C_c ℝ) →ₚ[ℝ] ℝ
inst✝ : LocallyCompactSpace X
f : X →C_c ℝ
hf : ∀ (x : X), 0 ≤ f x
K : Set X
hK : IsCompact K
hfK : ∀ x ∈ K, f x = 1
⊢ (rieszContent (toNNRealLinear Λ)) { carrier := K, isCompact' := hK } ≤ ENNReal.ofReal (Λ f)
Module: Mathlib.MeasureTheory.Integral.TorusIntegral

Goal state before:
pp: case refine_1
n : ℕ
E : Type u_1
inst✝¹ : NormedAddCommGroup E
f : (Fin n → ℂ) → E
c : Fin n → ℂ
R : Fin n → ℝ
inst✝ : NormedSpace ℂ E
hf : TorusIntegrable f c R
⊢ AEStronglyMeasurable (fun θ ↦ (∏ i, ↑(R i) * cexp (↑(θ i) * I) * I) • f (torusMap c R θ))
    (volume.restrict (Icc 0 fun x ↦ 2 * π))

pp: case refine_2
n : ℕ
E : Type u_1
inst✝¹ : NormedAddCommGroup E
f : (Fin n → ℂ) → E
c : Fin n → ℂ
R : Fin n → ℝ
inst✝ : NormedSpace ℂ E
hf : TorusIntegrable f c R
⊢ ∀ᵐ (a : Fin n → ℝ) ∂volume.restrict (Icc 0 fun x ↦ 2 * π),
    ‖(∏ i, ↑(R i) * cexp (↑(a i) * I) * I) • f (torusMap c R a)‖ ≤ (∏ i, |R i|) * ‖f (torusMap c R a)‖

Tactic:
· refine (Continuous.aestronglyMeasurable ?_).smul hf.1; fun_prop

Goal state after:
case refine_2
n : ℕ
E : Type u_1
inst✝¹ : NormedAddCommGroup E
f : (Fin n → ℂ) → E
c : Fin n → ℂ
R : Fin n → ℝ
inst✝ : NormedSpace ℂ E
hf : TorusIntegrable f c R
⊢ ∀ᵐ (a : Fin n → ℝ) ∂volume.restrict (Icc 0 fun x ↦ 2 * π),
    ‖(∏ i, ↑(R i) * cexp (↑(a i) * I) * I) • f (torusMap c R a)‖ ≤ (∏ i, |R i|) * ‖f (torusMap c R a)‖
Module: Mathlib.MeasureTheory.Integral.TorusIntegral

Goal state before:
pp: n : ℕ
E : Type u_1
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℂ E
f : (Fin n → ℂ) → E
c : Fin n → ℂ
R : Fin n → ℝ
C : ℝ
hf : ∀ (θ : Fin n → ℝ), ‖f (torusMap c R θ)‖ ≤ C
⊢ (∏ i, |R i|) * C * (volume (Icc 0 fun x ↦ 2 * π)).toReal = ((2 * π) ^ n * ∏ i, |R i|) * C

Tactic:
simp only [Pi.zero_def, Real.volume_Icc_pi_toReal fun _ => Real.two_pi_pos.le, sub_zero,
        Fin.prod_const, mul_assoc, mul_comm ((2 * π) ^ (n : ℕ))]

Goal state after: