Module: Mathlib.MeasureTheory.Measure.Decomposition.IntegralRNDeriv

Goal state before:
pp: 𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
𝓨 : Type u_2
m𝓨 : MeasurableSpace 𝓨
κ η : Kernel 𝓧 𝓨
f : ℝ → ℝ
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int✝ :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
h_lt_top✝ : ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_integrable :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
h_ae1 : ∀ᵐ (a : 𝓧) ∂ν, μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_ae2 :
  ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
a : 𝓧
h_eq_one : μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_mul_eq : ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
h_lt_top : ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_int' : Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
h_int : Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
⊢ f (∫ (b : 𝓨), ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)).toReal ∂η a) ≤
    ∫ (b : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)).toReal ∂η a

Tactic:
rw [← average_eq_integral, ← average_eq_integral]

Goal state after:
𝓧 : Type u_1
m𝓧 : MeasurableSpace 𝓧
μ ν : Measure 𝓧
𝓨 : Type u_2
m𝓨 : MeasurableSpace 𝓨
κ η : Kernel 𝓧 𝓨
f : ℝ → ℝ
inst✝³ : IsFiniteMeasure μ
inst✝² : IsFiniteMeasure ν
inst✝¹ : IsMarkovKernel κ
inst✝ : IsMarkovKernel η
hf : StronglyMeasurable f
hf_cvx : ConvexOn ℝ (Ici 0) f
hf_cont_at : ContinuousWithinAt f (Ici 0) 0
h_int✝ :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
hκη : μ ⊗ₘ κ ≪ μ ⊗ₘ η
hf_cont : ContinuousOn f (Ici 0)
h_lt_top✝ : ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_integrable :
  (∀ᵐ (x : 𝓧) ∂ν, Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal) (η x)) ∧
    Integrable (fun x ↦ ∫ (y : 𝓨), ‖((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (x, y)).toReal‖ ∂η x) ν
h_ae1 : ∀ᵐ (a : 𝓧) ∂ν, μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_ae2 :
  ∀ᵐ (a : 𝓧) ∂ν, ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
a : 𝓧
h_eq_one : μ.rnDeriv ν a * ∫⁻ (b : 𝓨), (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) ∂η a = μ.rnDeriv ν a
h_mul_eq : ∀ᵐ (b : 𝓨) ∂η a, μ.rnDeriv ν a * (μ ⊗ₘ κ).rnDeriv (μ ⊗ₘ η) (a, b) = (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b)
h_lt_top : ∀ᵐ (b : 𝓨) ∂η a, (μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, b) < ∞
h_int' : Integrable (fun y ↦ ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
h_int : Integrable (fun y ↦ f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, y)).toReal) (η a)
⊢ f (⨍ (x : 𝓨), ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, x)).toReal ∂η a) ≤
    ⨍ (x : 𝓨), f ((μ ⊗ₘ κ).rnDeriv (ν ⊗ₘ η) (a, x)).toReal ∂η a