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

Goal state before:
pp: case neg
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 : ℝ≥0∞
hε : ε > 0
h : ε < ∞
hμ : ¬μ = 0
hε' : 0 < ε.toReal / 3
hdivp : 0 ≤ 1 / p.toReal
hpow : 0 < measureUnivNNReal μ ^ (1 / p.toReal)
δ₁ : ℝ
hδ₁ : 0 < δ₁
heLpNorm₁ :
  ∀ (i : ℕ) (s : Set α),
    MeasurableSet s → μ s ≤ ENNReal.ofReal δ₁ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal (ε.toReal / 3)
δ₂ : ℝ
hδ₂ : 0 < δ₂
heLpNorm₂ :
  ∀ (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ₂ → eLpNorm (s.indicator g) p μ ≤ ENNReal.ofReal (ε.toReal / 3)
t : Set α
htm : MeasurableSet t
ht₁ : μ t ≤ ENNReal.ofReal (min δ₁ δ₂)
ht₂ : TendstoUniformlyOn f g atTop tᶜ
⊢ ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε

Tactic:
rw [Metric.tendstoUniformlyOn_iff] at ht₂

Goal state after:
case neg
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 : ℝ≥0∞
hε : ε > 0
h : ε < ∞
hμ : ¬μ = 0
hε' : 0 < ε.toReal / 3
hdivp : 0 ≤ 1 / p.toReal
hpow : 0 < measureUnivNNReal μ ^ (1 / p.toReal)
δ₁ : ℝ
hδ₁ : 0 < δ₁
heLpNorm₁ :
  ∀ (i : ℕ) (s : Set α),
    MeasurableSet s → μ s ≤ ENNReal.ofReal δ₁ → eLpNorm (s.indicator (f i)) p μ ≤ ENNReal.ofReal (ε.toReal / 3)
δ₂ : ℝ
hδ₂ : 0 < δ₂
heLpNorm₂ :
  ∀ (s : Set α), MeasurableSet s → μ s ≤ ENNReal.ofReal δ₂ → eLpNorm (s.indicator g) p μ ≤ ENNReal.ofReal (ε.toReal / 3)
t : Set α
htm : MeasurableSet t
ht₁ : μ t ≤ ENNReal.ofReal (min δ₁ δ₂)
ht₂ : ∀ ε > 0, ∀ᶠ (n : ℕ) in atTop, ∀ x ∈ tᶜ, dist (g x) (f n x) < ε
⊢ ∃ N, ∀ n ≥ N, eLpNorm (f n - g) p μ ≤ ε
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Jordan

Goal state before:
pp: case mp
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
μ : VectorMeasure α ℝ≥0∞
h : s ≪ᵥ μ
S : Set α
hS₁ : MeasurableSet S
hS₂ : μ.ennrealToMeasure S = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hpos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hneg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
⊢ ↑(NNReal.mk (s (i ∩ S)) ⋯) + ↑(NNReal.mk (-s (iᶜ ∩ S)) ⋯) = 0

Tactic:
← VectorMeasure.AbsolutelyContinuous.ennrealToMeasure

Goal state after:
case mp
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
μ : VectorMeasure α ℝ≥0∞
h : ∀ ⦃s_1 : Set α⦄, μ.ennrealToMeasure s_1 = 0 → s s_1 = 0
S : Set α
hS₁ : MeasurableSet S
hS₂ : μ.ennrealToMeasure S = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hpos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hneg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
⊢ ↑(NNReal.mk (s (i ∩ S)) ⋯) + ↑(NNReal.mk (-s (iᶜ ∩ S)) ⋯) = 0
Module: Mathlib.MeasureTheory.VectorMeasure.Basic

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
s : Set α
hs : MeasurableSet s
⊢ μ.toSignedMeasure s ≤ ν.toSignedMeasure s ↔ μ s ≤ ν s

Tactic:
toSignedMeasure_apply_measurable hs,

Goal state after:
α : Type u_1
m : MeasurableSpace α
μ ν : Measure α
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteMeasure ν
s : Set α
hs : MeasurableSet s
⊢ μ.real s ≤ ν.real s ↔ μ s ≤ ν s
Module: Mathlib.MeasureTheory.VectorMeasure.WithDensity

Goal state before:
pp: case pos
α : Type u_1
m : MeasurableSpace α
μ : Measure α
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f g : α → E
h : f =ᵐ[μ] g
hf : Integrable f μ
⊢ μ.withDensityᵥ f = μ.withDensityᵥ g

Tactic:
ext i hi
    rw [withDensityᵥ_apply hf hi, withDensityᵥ_apply (hf.congr h) hi]
    exact integral_congr_ae (ae_restrict_of_ae h)

Goal state after:
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
s : SignedMeasure α
μ : Measure α
⊢ Integrable (s.rnDeriv μ) μ

Tactic:
by
  refine Integrable.sub ?_ ?_ <;>
    · constructor
      · apply Measurable.aestronglyMeasurable
        fun_prop
      exact hasFiniteIntegral_toReal_of_lintegral_ne_top (lintegral_rnDeriv_lt_top _ μ).ne

Goal state after:
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), AEStronglyMeasurable (f n) μ
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))
this : ∀ (n : ℕ), eLpNorm (f n - g) p μ = eLpNorm (AEStronglyMeasurable.mk (f n) ⋯ - AEStronglyMeasurable.mk g ⋯) p μ
⊢ ∀ (i : ℕ), ∀ᵐ (a : α) ∂μ, f i a = AEStronglyMeasurable.mk (f i) ⋯ a

Tactic:
exact fun n => (hf n).ae_eq_mk

Goal state after:
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), AEStronglyMeasurable (f n) μ
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))
this : ∀ (n : ℕ), eLpNorm (f n - g) p μ = eLpNorm (AEStronglyMeasurable.mk (f n) ⋯ - AEStronglyMeasurable.mk g ⋯) p μ
⊢ ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ AEStronglyMeasurable.mk (f n) ⋯ x) atTop (𝓝 (AEStronglyMeasurable.mk g ⋯ x))

Tactic:
have h_ae_forall_eq : ∀ᵐ x ∂μ, ∀ n, f n x = (hf n).mk (f n) x := by
    rw [ae_all_iff]
    exact fun n => (hf n).ae_eq_mk

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), AEStronglyMeasurable (f n) μ
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))
this : ∀ (n : ℕ), eLpNorm (f n - g) p μ = eLpNorm (AEStronglyMeasurable.mk (f n) ⋯ - AEStronglyMeasurable.mk g ⋯) p μ
h_ae_forall_eq : ∀ᵐ (x : α) ∂μ, ∀ (n : ℕ), f n x = AEStronglyMeasurable.mk (f n) ⋯ x
⊢ ∀ᵐ (x : α) ∂μ, Tendsto (fun n ↦ AEStronglyMeasurable.mk (f n) ⋯ x) atTop (𝓝 (AEStronglyMeasurable.mk g ⋯ x))
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ : Measure α
c : ComplexMeasure α
inst✝ : c.HaveLebesgueDecomposition μ
⊢ c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ) = (re c).toComplexMeasure (im c)

Tactic:
ext i hi : 1

Goal state after:
α : Type u_1
m : MeasurableSpace α
μ : Measure α
c : ComplexMeasure α
inst✝ : c.HaveLebesgueDecomposition μ
i : Set α
hi : MeasurableSet i
⊢ (c.singularPart μ + μ.withDensityᵥ (c.rnDeriv μ)) i = ((re c).toComplexMeasure (im c)) i
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
⊢ Continuous[instTopologicalSpace, _] fun μ ↦ μ.mass

Tactic:
by
  simp_rw [← testAgainstNN_one]; exact continuous_testAgainstNN_eval 1

Goal state after:
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
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∞
hp : 1 ≤ p
hf : MemLp f p μ
h✝ : NeZero μ
hp' : 0 < p
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
hpt : p = ∞
h : ¬MemLp μ[f | m] ∞ μ
⊢ lpNorm μ[f | m] p μ ≤ lpNorm f p μ

Tactic:
· simp_all

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

Goal state before:
pp: Ω : Type u_1
Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : MeasurableSpace Ω'
inst✝⁴ : TopologicalSpace Ω
inst✝³ : TopologicalSpace Ω'
inst✝² : BorelSpace Ω
inst✝¹ : BorelSpace Ω'
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
μ : FiniteMeasure Ω'
hμ : μ ∈ {μ | μ (range f)ᶜ = 0}
g : Ω →ᵇ ℝ
g' : Ω' →ᵇ ℝ
hg' : ⇑g' ∘ f = ⇑g
A : ∀ (x : Ω), g x = g' (f x)
B : ∀ {ν : FiniteMeasure Ω'}, ν (range f)ᶜ = 0 → ∫ (y : Ω') in range f, g' y ∂↑ν = ∫ (y : Ω'), g' y ∂↑ν
this : Tendsto (fun ν ↦ ∫ (y : Ω'), g' y ∂↑ν) (𝓝[{μ | μ (range f)ᶜ = 0}] μ) (𝓝 (∫ (y : Ω'), g' y ∂↑μ))
ν : FiniteMeasure Ω'
⊢ ν (range f)ᶜ = 0 → ∫ (y : Ω'), g' y ∂↑ν = ∫ (y : Ω') in range f, g' y ∂↑ν

Tactic:
hν

Goal state after:
Ω : Type u_1
Ω' : Type u_2
inst✝⁶ : MeasurableSpace Ω
inst✝⁵ : MeasurableSpace Ω'
inst✝⁴ : TopologicalSpace Ω
inst✝³ : TopologicalSpace Ω'
inst✝² : BorelSpace Ω
inst✝¹ : BorelSpace Ω'
inst✝ : NormalSpace Ω'
f : Ω → Ω'
hf : IsClosedEmbedding f
μ : FiniteMeasure Ω'
hμ : μ ∈ {μ | μ (range f)ᶜ = 0}
g : Ω →ᵇ ℝ
g' : Ω' →ᵇ ℝ
hg' : ⇑g' ∘ f = ⇑g
A : ∀ (x : Ω), g x = g' (f x)
B : ∀ {ν : FiniteMeasure Ω'}, ν (range f)ᶜ = 0 → ∫ (y : Ω') in range f, g' y ∂↑ν = ∫ (y : Ω'), g' y ∂↑ν
this : Tendsto (fun ν ↦ ∫ (y : Ω'), g' y ∂↑ν) (𝓝[{μ | μ (range f)ᶜ = 0}] μ) (𝓝 (∫ (y : Ω'), g' y ∂↑μ))
ν : FiniteMeasure Ω'
hν : ν (range f)ᶜ = 0
⊢ ∫ (y : Ω'), g' y ∂↑ν = ∫ (y : Ω') in range f, g' y ∂↑ν
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: case inr
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : PseudoMetrizableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
μs : ι → Measure Ω
h : ∀ {E : Set Ω}, MeasurableSet E → μ (frontier E) = 0 → Tendsto (fun i ↦ (μs i) E) L (𝓝 (μ E))
F : Set Ω
F_closed : IsClosed[inst✝³] F
this : PseudoMetricSpace Ω := pseudoMetrizableSpacePseudoMetric Ω
h✝ : L.NeBot
⊢ limsup (fun i ↦ (μs i) F) L ≤ μ F

Tactic:
have ex := exists_null_frontiers_thickening μ F

Goal state after:
case inr
Ω : Type u_1
ι : Type u_2
L : Filter ι
inst✝⁴ : MeasurableSpace Ω
inst✝³ : TopologicalSpace Ω
inst✝² : PseudoMetrizableSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
μs : ι → Measure Ω
h : ∀ {E : Set Ω}, MeasurableSet E → μ (frontier E) = 0 → Tendsto (fun i ↦ (μs i) E) L (𝓝 (μ E))
F : Set Ω
F_closed : IsClosed[inst✝³] F
this : PseudoMetricSpace Ω := pseudoMetrizableSpacePseudoMetric Ω
h✝ : L.NeBot
ex : ∃ rs, Tendsto rs atTop (𝓝 0) ∧ ∀ (n : ℕ), 0 < rs n ∧ μ (frontier (Metric.thickening (rs n) F)) = 0
⊢ limsup (fun i ↦ (μs i) F) L ≤ μ F
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: case refine_1
α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h :
  ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → MeasurableSet t → ∀ᵐ (a : α) ∂μ, (κ a) (f ⁻¹' s ∩ g ⁻¹' t) = (κ a) (f ⁻¹' s) * (κ a) (g ⁻¹' t)
⊢ (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) = μ ⊗ₘ (κ.map f ×ₖ κ.map g)

pp: case refine_2
α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h : (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) = μ ⊗ₘ (κ.map f ×ₖ κ.map g)
⊢ ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → 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:
· rw [Measure.ext_prod₃_iff]
    intro u s t hu hs ht
    rw [Measure.compProd_apply (hu.prod (hs.prod ht)),
      Measure.compProd_apply (hu.prod (hs.prod ht))]
    refine lintegral_congr_ae ?_
    have h_set_eq ω : Prod.mk ω ⁻¹' u ×ˢ s ×ˢ t = if ω ∈ u then s ×ˢ t else ∅ := by ext; simp
    simp_rw [h_set_eq]
    filter_upwards [h s t hs ht] with ω hω
    by_cases hωu : ω ∈ u
    swap; · simp [hωu]
    simp only [hωu, ↓reduceIte]
    rw [map_apply _ (by fun_prop), Measure.map_apply (by fun_prop) (hs.prod ht),
      mk_preimage_prod, hω, prod_apply_prod, map_apply' _ (by fun_prop), map_apply' _ (by fun_prop)]
    exacts [ht, hs]

Goal state after:
case refine_2
α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h : (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) = μ ⊗ₘ (κ.map f ×ₖ κ.map g)
⊢ ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → 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.IndepFun

Goal state before:
pp: case refine_2
α : Type u_1
Ω : Type u_2
β : Type u_4
γ : Type u_6
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
mβ : MeasurableSpace β
mγ : MeasurableSpace γ
inst✝¹ : IsFiniteMeasure μ
inst✝ : IsFiniteKernel κ
f : Ω → β
g : Ω → γ
hf : Measurable f
hg : Measurable g
h : (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) = μ ⊗ₘ (κ.map f ×ₖ κ.map g)
⊢ ∀ (s : Set β) (t : Set γ),
    MeasurableSet s → 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:
· intro s t hs ht
    rw [Measure.ext_prod₃_iff] at h
    refine ae_eq_of_forall_setLIntegral_eq_of_sigmaFinite ?_ ?_ ?_
    · exact Kernel.measurable_coe _ ((hf hs).inter (hg ht))
    · exact (Kernel.measurable_coe _ (hf hs)).mul (Kernel.measurable_coe _ (hg ht))
    intro u hu hμu
    specialize h hu hs ht
    rw [Measure.compProd_apply_prod hu (hs.prod ht),
      Measure.compProd_apply_prod hu (hs.prod ht)] at h
    convert! h with ω ω
    · rw [map_apply' _ (by fun_prop) _ (hs.prod ht), mk_preimage_prod]
    · rw [prod_apply_prod, map_apply' _ (by fun_prop) _ hs, map_apply' _ (by fun_prop) _ ht]

Goal state after:
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
⊢ (κ a) (t1 ∩ t2) = (κ a) t1 * (κ a) t2

Tactic:
simp_rw [h_P_inter, h_μg, Finset.prod_mul_distrib,
    Finset.prod_ite_mem (p1 ∪ p2) p1 (fun x ↦ κ a (f1 x)), Finset.union_inter_cancel_left,
    Finset.prod_ite_mem (p1 ∪ p2) p2 (fun x => κ a (f2 x)), Finset.union_inter_cancel_right, ht1_eq,
      ← ha1, ht2_eq, ← ha2]

Goal state after:
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
E : Type u_2
inst✝⁴ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace ℝ F
inst✝¹ : IsFiniteMeasure ℙ
X : Ω → E
inst✝ : HasPDF X ℙ μ
f : E → F
hf : AEStronglyMeasurable f μ
⊢ Integrable (fun x ↦ (pdf X ℙ μ x).toReal • f x) μ ↔ Integrable f (map X ℙ)

Tactic:
map_eq_withDensity_pdf X ℙ μ,

Goal state after:
Ω : Type u_1
E : Type u_2
inst✝⁴ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace ℝ F
inst✝¹ : IsFiniteMeasure ℙ
X : Ω → E
inst✝ : HasPDF X ℙ μ
f : E → F
hf : AEStronglyMeasurable f μ
⊢ Integrable (fun x ↦ (pdf X ℙ μ x).toReal • f x) μ ↔ Integrable f (μ.withDensity (pdf X ℙ μ))
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
E : Type u_2
inst✝⁴ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace ℝ F
inst✝¹ : IsFiniteMeasure ℙ
X : Ω → E
inst✝ : HasPDF X ℙ μ
f : E → F
hf : AEStronglyMeasurable f μ
⊢ ∫ (x : E), (pdf X ℙ μ x).toReal • f x ∂μ = ∫ (y : E), f y ∂map X ℙ

Tactic:
map_eq_withDensity_pdf X ℙ μ,

Goal state after:
Ω : Type u_1
E : Type u_2
inst✝⁴ : MeasurableSpace E
m : MeasurableSpace Ω
ℙ : Measure Ω
μ : Measure E
F : Type u_3
inst✝³ : NormedAddCommGroup F
inst✝² : NormedSpace ℝ F
inst✝¹ : IsFiniteMeasure ℙ
X : Ω → E
inst✝ : HasPDF X ℙ μ
f : E → F
hf : AEStronglyMeasurable f μ
⊢ ∫ (x : E), (pdf X ℙ μ x).toReal • f x ∂μ = ∫ (y : E), f y ∂μ.withDensity (pdf X ℙ μ)
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁷ : Group G
mG : MeasurableSpace G
inst✝⁶ : MeasurableMul₂ G
inst✝⁵ : MeasurableInv G
μ : Measure G
inst✝⁴ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝³ : SFinite μ
inst✝² : HasPDF X ℙ μ
inst✝¹ : HasPDF Y ℙ μ
inst✝ : IsFiniteMeasure ℙ
hXY : X ⟂ᵢ[ℙ] Y
⊢ HasPDF (X * Y) ℙ μ

Tactic:
apply hXY.mul_hasPDF'

Goal state after:
case σX
Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁷ : Group G
mG : MeasurableSpace G
inst✝⁶ : MeasurableMul₂ G
inst✝⁵ : MeasurableInv G
μ : Measure G
inst✝⁴ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝³ : SFinite μ
inst✝² : HasPDF X ℙ μ
inst✝¹ : HasPDF Y ℙ μ
inst✝ : IsFiniteMeasure ℙ
hXY : X ⟂ᵢ[ℙ] Y
⊢ SigmaFinite (map X ℙ)

case σY
Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁷ : Group G
mG : MeasurableSpace G
inst✝⁶ : MeasurableMul₂ G
inst✝⁵ : MeasurableInv G
μ : Measure G
inst✝⁴ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝³ : SFinite μ
inst✝² : HasPDF X ℙ μ
inst✝¹ : HasPDF Y ℙ μ
inst✝ : IsFiniteMeasure ℙ
hXY : X ⟂ᵢ[ℙ] Y
⊢ SigmaFinite (map Y ℙ)
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: case e_f
Ω : Type u_1
mΩ : MeasurableSpace Ω
c : ℝ
X : Ω → ℝ
μ : Measure Ω
ω : Ω
⊢ ‖c * X ω - c * ∫ (a : Ω), X a ∂μ‖ₑ ^ 2 = ENNReal.ofReal (c ^ 2) * ‖X ω - ∫ (x : Ω), X x ∂μ‖ₑ ^ 2

Tactic:
← mul_sub,

Goal state after:
case e_f
Ω : Type u_1
mΩ : MeasurableSpace Ω
c : ℝ
X : Ω → ℝ
μ : Measure Ω
ω : Ω
⊢ ‖c * (X ω - ∫ (a : Ω), X a ∂μ)‖ₑ ^ 2 = ENNReal.ofReal (c ^ 2) * ‖X ω - ∫ (x : Ω), X x ∂μ‖ₑ ^ 2
Module: Mathlib.Probability.HasLaw

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
P : Measure Ω
M : Type u_3
inst✝³ : Monoid M
mM : MeasurableSpace M
inst✝² : MeasurableMul₂ M
μ ν : Measure M
inst✝¹ : SigmaFinite μ
inst✝ : SigmaFinite ν
X Y : Ω → M
hX : HasLaw X μ P
hY : HasLaw Y ν P
hXY : X ⟂ᵢ[P] Y
⊢ map (X * Y) P = μ ∗ₘ ν

Tactic:
by
    rw [hXY.map_mul_eq_map_mconv_map₀' hX.aemeasurable hY.aemeasurable, hX.map_eq, hY.map_eq]
    · rwa [hX.map_eq]
    · rwa [hY.map_eq]

Goal state after:
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), Measurable (f i)
i j k : ι
hik : i ≠ k
hjk : j ≠ k
h_right : f k = (fun p ↦ p ⟨k, ⋯⟩) ∘ fun a j ↦ f (↑j) a
h_meas_right : Measurable fun p ↦ p ⟨k, ⋯⟩
s : Finset ι := {i, j}
h_left : (fun ω ↦ (f i ω, f j ω)) = (fun p ↦ (p ⟨i, ⋯⟩, p ⟨j, ⋯⟩)) ∘ fun a j ↦ f (↑j) a
h_meas_left : Measurable fun p ↦ (p ⟨i, ⋯⟩, p ⟨j, ⋯⟩)
⊢ ¬k = i ∧ ¬k = j

Tactic:
exact ⟨hik.symm, hjk.symm⟩

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

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝ : PartialOrder ι
𝓕 : Filtration ι m
i : ι
hi : IsMax i
⊢ ↑𝓕₊ i = ↑𝓕 i

Tactic:
let := Preorder.topology ι; have : OrderTopology ι := ⟨rfl⟩
  exact rightCont_eq_of_nhdsGT_eq_bot _ (hi.Ioi_eq ▸ nhdsWithin_empty i)

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

Goal state before:
pp: case refine_1.inr
α : Type u_2
inst✝¹ : MeasurableSpace α
μ : Measure α
inst✝ : IsFiniteMeasure μ
r : ℝ≥0∞
s : ℕ → Set α
hs : ∀ (n : ℕ), MeasurableSet (s n)
hr₀ : r ≠ 0
hr : ∀ (n : ℕ), r ≤ μ (s n)
M : (α → ℝ) → Set α := fun f ↦ {x | eLpNormEssSup f μ < ↑‖f x‖₊}
N : Set α := ⋃ u, M ((⋂ n ∈ u, s n).indicator 1)
hN₀ : μ N = 0
hN₁ : ∀ (u : Finset ℕ), ((⋂ n ∈ u, s n) \ N).Nonempty → 0 < μ (⋂ n ∈ u, s n)
f : ℕ → α → ℝ≥0∞ := fun n ↦ (↑(n + 1))⁻¹ • ∑ k ∈ Finset.range (n + 1), (s k).indicator 1
hfapp : ∀ (n : ℕ) (a : α), f n a = (↑(n + 1))⁻¹ * ∑ k ∈ Finset.range (n + 1), (s k).indicator 1 a
hf : ∀ (n : ℕ), Measurable (f n)
hf₁ : ∀ (n : ℕ), f n ≤ 1
hrf : ∀ (n : ℕ), r ≤ ∫⁻ (a : α), f n a ∂μ
hμ : μ ≠ 0
this : ∫⁻ (x : α), limsup (fun x_1 ↦ f x_1 x) atTop ∂μ ≤ μ univ
x : α
hxN : x ∉ N
hx : ⨍⁻ (a : α), limsup (fun x ↦ f x a) atTop ∂μ ≤ limsup (fun x_1 ↦ f x_1 x) atTop
n : ℕ
h✝ : NeZero μ
⊢ ⨍⁻ (x : α), f n x ∂μ ≤ 1

Tactic:
rw [← laverage_const μ 1]
      exact lintegral_mono (hf₁ _)

Goal state after:
Module: Mathlib.MeasureTheory.Group.FoelnerFilter

Goal state before:
pp: G : Type u_1
X : Type u_2
inst✝² : MeasurableSpace X
μ : Measure X
inst✝¹ : Group G
inst✝ : MulAction G X
ι : Type u_3
l : Filter ι
F : ι → Set X
⊢ IsFoelner G μ l F ↔ Tendsto F l (maxFoelner G μ)

Tactic:
by
  simp [maxFoelner, tendsto_inf, tendsto_iInf, isFoelner_iff, Function.comp_def, and_assoc]

Goal state after:
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
⊢ ((↑π)⁻¹ * I⁻¹ * deriv (circleMap z R) x✝ * (-(circleMap z R x✝ * w * 2) + circleMap z R x✝ ^ 2 + w ^ 2)⁻¹ * (1 / 2)) •
      f (circleMap z R x✝) =
    ((↑π)⁻¹ * I⁻¹ * deriv (circleMap z R) x✝ * (circleMap z R x✝ - w)⁻¹ ^ 2 * (1 / 2)) • f (circleMap z R x✝)

Tactic:
rw [inv_pow]

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
⊢ ((↑π)⁻¹ * I⁻¹ * deriv (circleMap z R) x✝ * (-(circleMap z R x✝ * w * 2) + circleMap z R x✝ ^ 2 + w ^ 2)⁻¹ * (1 / 2)) •
      f (circleMap z R x✝) =
    ((↑π)⁻¹ * I⁻¹ * deriv (circleMap z R) x✝ * ((circleMap z R x✝ - w) ^ 2)⁻¹ * (1 / 2)) • f (circleMap z R x✝)
Module: Mathlib.Topology.Algebra.Order.Support

Goal state before:
pp: X : Type u_1
M : Type u_2
inst✝² : TopologicalSpace X
inst✝¹ : One M
inst✝ : SemilatticeInf M
f g : X → M
hf : HasCompactMulSupport f
hg : HasCompactMulSupport g
⊢ Function.mulSupport (f ⊓ g) ⊆ Function.mulSupport f ∪ Function.mulSupport g

Tactic:
exact Function.mulSupport_inf f g

Goal state after:
Module: Mathlib.Topology.ContinuousMap.CompactlySupported

Goal state before:
pp: case pos
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 : Zero β
γ : Type u_5
inst✝¹ : TopologicalSpace γ
inst✝ : Zero γ
g : C(β, γ)
f : α →C_c β
hg : g 0 = 0
⊢ HasCompactSupport (g.comp ↑f).toFun

Tactic:
exact f.hasCompactSupport'.comp_left hg

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 : E
t : ℝ
ω : E → E →L[𝕜] F
γab : Path a b
γbc : Path b c
ht : t < 1 / 2
instE : NormedSpace ℝ E := NormedSpace.restrictScalars ℝ 𝕜 E
H₁ : ⇑(γab.trans γbc).extend =ᶠ[𝓝 t] fun s ↦ γab.extend (2 * s)
⊢ 2 • I =ᶠ[𝓝 (2 * t)] I

Tactic:
LinearOrderedField.smul_Icc two_pos,

Goal state after:
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 : E
t : ℝ
ω : E → E →L[𝕜] F
γab : Path a b
γbc : Path b c
ht : t < 1 / 2
instE : NormedSpace ℝ E := NormedSpace.restrictScalars ℝ 𝕜 E
H₁ : ⇑(γab.trans γbc).extend =ᶠ[𝓝 t] fun s ↦ γab.extend (2 * s)
⊢ Icc (2 * 0) (2 * 1) =ᶠ[𝓝 (2 * t)] I