Module: Mathlib.Analysis.Calculus.Rademacher

Goal state before:
pp: case h_bound
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] g
v : E
K : Set E := ⋯
K_compact : IsCompact K
⊢ ∀ᶠ (n : ℝ) in 𝓝[>] 0, ∀ᵐ (a : E) ∂μ, ‖n⁻¹ • (f (a + n • v) - f a) * g a‖ ≤ K.indicator (fun x ↦ ↑C * ‖v‖ * ‖g x‖) a

pp: case bound_integrable
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] g
v : E
K : Set E := ⋯
K_compact : IsCompact K
⊢ Integrable (K.indicator fun x ↦ ↑C * ‖v‖ * ‖g x‖) μ

pp: case h_lim
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] g
v : E
K : Set E := ⋯
K_compact : IsCompact K
⊢ ∀ᵐ (a : E) ∂μ, Tendsto (fun n ↦ n⁻¹ • (f (a + n • v) - f a) * g a) (𝓝[>] 0) (𝓝 (lineDeriv ℝ f a v * g a))

Tactic:
· filter_upwards [Ioc_mem_nhdsGT zero_lt_one] with t ht
    have t_pos : 0 < t := ht.1
    filter_upwards with x
    by_cases hx : x ∈ K
    · calc ‖t⁻¹ • (f (x + t • v) - f x) * g x‖
        = (t⁻¹ * ‖f (x + t • v) - f x‖) * ‖g x‖ := by simp [norm_mul, t_pos.le]
      _ ≤ (t⁻¹ * (C * ‖(x + t • v) - x‖)) * ‖g x‖ := by
        gcongr; exact LipschitzWith.norm_sub_le hf (x + t • v) x
      _ = (C * ‖v‖) * ‖g x‖ := by simp [field, norm_smul, abs_of_nonneg t_pos.le]
      _ = K.indicator (fun x ↦ (C * ‖v‖) * ‖g x‖) x := by rw [indicator_of_mem hx]
    · have A : f x = 0 := by
        rw [← Function.notMem_support]
        contrapose hx
        exact self_subset_cthickening _ (subset_tsupport _ hx)
      have B : f (x + t • v) = 0 := by
        rw [← Function.notMem_support]
        contrapose hx
        apply mem_cthickening_of_dist_le _ _ (‖v‖) (tsupport f) (subset_tsupport _ hx)
        simp only [dist_eq_norm, sub_add_cancel_left, norm_neg, norm_smul, Real.norm_eq_abs,
          abs_of_nonneg t_pos.le]
        exact mul_le_of_le_one_left (norm_nonneg v) ht.2
      simp only [B, A, _root_.sub_self, smul_eq_mul, mul_zero, zero_mul, norm_zero]
      exact indicator_nonneg (fun y _hy ↦ by positivity) _

Goal state after:
case bound_integrable
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] g
v : E
K : Set E := ⋯
K_compact : IsCompact K
⊢ Integrable (K.indicator fun x ↦ ↑C * ‖v‖ * ‖g x‖) μ

case h_lim
E : Type u_1
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : MeasurableSpace E
inst✝² : BorelSpace E
C : ℝ≥0
f g : E → ℝ
μ : Measure E
inst✝¹ : FiniteDimensional ℝ E
inst✝ : μ.IsAddHaarMeasure
hf : LipschitzWith C f
h'f : HasCompactSupport f
hg : Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, _] g
v : E
K : Set E := ⋯
K_compact : IsCompact K
⊢ ∀ᵐ (a : E) ∂μ, Tendsto (fun n ↦ n⁻¹ • (f (a + n • v) - f a) * g a) (𝓝[>] 0) (𝓝 (lineDeriv ℝ f a v * g a))