mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Probability.Independence.Kernel.IndepFun

Goal state before:
pp: 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)
u : Set α
s : Set β
t : Set γ
hu : MeasurableSet u
hs : MeasurableSet s
ht : MeasurableSet t
h_set_eq : ∀ (ω : α), Prod.mk ω ⁻¹' u ×ˢ s ×ˢ t = if ω ∈ u then s ×ˢ t else ∅
ω : α
⊢ (κ ω) (f ⁻¹' s ∩ g ⁻¹' t) = (κ ω) (f ⁻¹' s) * (κ ω) (g ⁻¹' t) →
    ((κ.map fun ω ↦ (f ω, g ω)) ω) (if ω ∈ u then s ×ˢ t else ∅) =
      ((κ.map f ×ₖ κ.map g) ω) (if ω ∈ u then s ×ˢ t else ∅)

Tactic:
hω

Goal state after:
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)
u : Set α
s : Set β
t : Set γ
hu : MeasurableSet u
hs : MeasurableSet s
ht : MeasurableSet t
h_set_eq : ∀ (ω : α), Prod.mk ω ⁻¹' u ×ˢ s ×ˢ t = if ω ∈ u then s ×ˢ t else ∅
ω : α
hω : (κ ω) (f ⁻¹' s ∩ g ⁻¹' t) = (κ ω) (f ⁻¹' s) * (κ ω) (g ⁻¹' t)
⊢ ((κ.map fun ω ↦ (f ω, g ω)) ω) (if ω ∈ u then s ×ˢ t else ∅) = ((κ.map f ×ₖ κ.map g) ω) (if ω ∈ u then s ×ˢ t else ∅)
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: case h
Ω : Type u_1
ι : Type u_2
mΩ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ι → ProbabilityMeasure Ω
L : Filter ι
inst✝ : L.IsCountablyGenerated
h₁ : IsTightMeasureSet (range (ProbabilityMeasure.toMeasure ∘ μs))
h₂ : ∀ (F : Set Ω), IsCompact F → limsup (fun x ↦ (μs x) F) L ≤ μ F
h✝ : L.NeBot
F : Set Ω
hF_closed : IsClosed[inst✝²] F
ε : ℝ≥0
hε : 0 < ε
x✝ : ↑(μ F) < ∞
K : Set Ω
hKc : IsCompact K
hK_le : ∀ μ ∈ range (ProbabilityMeasure.toMeasure ∘ μs), μ Kᶜ ≤ ↑ε
⊢ (fun i ↦ ↑((μs i) F)) ≤ᶠ[L] fun i ↦ ↑((μs i) (F ∩ K)) + ↑ε

Tactic:
· refine .of_forall (fun i ↦ ?_)
    simp_rw [ProbabilityMeasure.ennreal_coeFn_eq_coeFn_toMeasure]
    grw [measure_mono (t := (F ∩ K) ∪ F \ K) (by simp), measure_union_le]
    gcongr
    exact le_trans (measure_mono (by simp)) <| hK_le (μs i) <| by simp

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

Goal state before:
pp: α : Type u_1
ι : Type u_3
_mα : MeasurableSpace α
Ω : Type u_4
m : ι → MeasurableSpace Ω
m' m0 : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
h_indep : ∀ (i : ι), Indep (m i) m' κ μ
h_le : ∀ (i : ι), m i ≤ m0
h_le' : m' ≤ m0
hm : Directed (fun x1 x2 ↦ x1 ≤ x2) m
p : ι → Set (Set Ω) := fun n ↦ {t | MeasurableSet t}
hp : ∀ (n : ι), IsPiSystem (p n)
h_gen_n : ∀ (n : ι), m n = generateFrom (p n)
hp_supr_pi : IsPiSystem (⋃ n, p n)
p' : Set (Set Ω) := {t | MeasurableSet t}
hp'_pi : IsPiSystem p'
h_gen' : m' = generateFrom p'
i : ι
| Indep (m i) m' κ μ

Tactic:
rw [h_gen_n i, h_gen']

Goal state after:
α : Type u_1
ι : Type u_3
_mα : MeasurableSpace α
Ω : Type u_4
m : ι → MeasurableSpace Ω
m' m0 : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
inst✝ : IsZeroOrMarkovKernel κ
h_indep : ∀ (i : ι), Indep (m i) m' κ μ
h_le : ∀ (i : ι), m i ≤ m0
h_le' : m' ≤ m0
hm : Directed (fun x1 x2 ↦ x1 ≤ x2) m
p : ι → Set (Set Ω) := fun n ↦ {t | MeasurableSet t}
hp : ∀ (n : ι), IsPiSystem (p n)
h_gen_n : ∀ (n : ι), m n = generateFrom (p n)
hp_supr_pi : IsPiSystem (⋃ n, p n)
p' : Set (Set Ω) := {t | MeasurableSet t}
hp'_pi : IsPiSystem p'
h_gen' : m' = generateFrom p'
i : ι
| Indep (generateFrom (p i)) (generateFrom p') κ μ
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: Ω : Type u_1
ι : Type u_2
inst✝ : MeasurableSpace Ω
S : Set (Set Ω)
hS : IsPiSystem S
μ : ι → Measure Ω
ν : Measure Ω
l : Filter ι
t : Finset (Set Ω)
ht : ∀ s ∈ t, s ∈ S
hmeas : ∀ s ∈ S, MeasurableSet s
h : ∀ s ∈ S, Tendsto (fun i ↦ (μ i).real s) l (𝓝 (ν.real s))
hν : ∀ s ∈ S, ν s ≠ ∞
hμ : ∀ s ∈ S, ∀ (i : ι), (μ i) s ≠ ∞
A : ∀ (i : ι), (μ i).real (⋃ s ∈ t, s) = ∑ u ∈ t.powerset with u.Nonempty, (-1) ^ (#u + 1) * (μ i).real (⋂ s ∈ u, s)
⊢ Tendsto (fun i ↦ (μ i).real (⋃ s ∈ t, s)) l (𝓝 (ν.real (⋃ s ∈ t, s)))

Tactic:
simp_rw [A, measureReal_biUnion_eq_sum_powerset (fun s hs ↦ hmeas _ (ht _ hs))
    (fun s hs ↦ hν _ (ht _ hs))]

Goal state after:
Ω : Type u_1
ι : Type u_2
inst✝ : MeasurableSpace Ω
S : Set (Set Ω)
hS : IsPiSystem S
μ : ι → Measure Ω
ν : Measure Ω
l : Filter ι
t : Finset (Set Ω)
ht : ∀ s ∈ t, s ∈ S
hmeas : ∀ s ∈ S, MeasurableSet s
h : ∀ s ∈ S, Tendsto (fun i ↦ (μ i).real s) l (𝓝 (ν.real s))
hν : ∀ s ∈ S, ν s ≠ ∞
hμ : ∀ s ∈ S, ∀ (i : ι), (μ i) s ≠ ∞
A : ∀ (i : ι), (μ i).real (⋃ s ∈ t, s) = ∑ u ∈ t.powerset with u.Nonempty, (-1) ^ (#u + 1) * (μ i).real (⋂ s ∈ u, s)
⊢ Tendsto (fun i ↦ ∑ u ∈ t.powerset with u.Nonempty, (-1) ^ (#u + 1) * (μ i).real (⋂ s ∈ u, s)) l
    (𝓝 (∑ u ∈ t.powerset with u.Nonempty, (-1) ^ (#u + 1) * ν.real (⋂ i ∈ u, i)))
Module: Mathlib.Probability.Independence.Integrable

Goal state before:
pp: Ω : Type u_1
E : Type u_2
F : Type u_3
inst✝⁴ : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : MeasurableSpace E
inst✝¹ : OpensMeasurableSpace E
inst✝ : MeasurableSpace F
f : Ω → E
g : Ω → F
p : ℝ≥0∞
hp : p ≠ 0
hp' : p ≠ ∞
hℒp : MemLp f p μ
hindep : f ⟂ᵢ[μ] g
h'f : ∀ (c : ℝ≥0), 0 < c → μ {ω | c ≤ ‖f ω‖₊} ≤ 0
A : ∀ (c : ℝ≥0), 0 < c → ∀ᵐ (ω : Ω) ∂μ, ‖f ω‖₊ < c
u : ℕ → ℝ≥0
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
ω : Ω
⊢ (∀ (i : ℕ), ‖f ω‖₊ < u i) → f ω = 0

Tactic:
hω

Goal state after:
Ω : Type u_1
E : Type u_2
F : Type u_3
inst✝⁴ : MeasurableSpace Ω
μ : Measure Ω
inst✝³ : NormedAddCommGroup E
inst✝² : MeasurableSpace E
inst✝¹ : OpensMeasurableSpace E
inst✝ : MeasurableSpace F
f : Ω → E
g : Ω → F
p : ℝ≥0∞
hp : p ≠ 0
hp' : p ≠ ∞
hℒp : MemLp f p μ
hindep : f ⟂ᵢ[μ] g
h'f : ∀ (c : ℝ≥0), 0 < c → μ {ω | c ≤ ‖f ω‖₊} ≤ 0
A : ∀ (c : ℝ≥0), 0 < c → ∀ᵐ (ω : Ω) ∂μ, ‖f ω‖₊ < c
u : ℕ → ℝ≥0
u_pos : ∀ (n : ℕ), 0 < u n
u_lim : Tendsto u atTop (𝓝 0)
ω : Ω
hω : ∀ (i : ℕ), ‖f ω‖₊ < u i
⊢ f ω = 0
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case add
Ω : Type u_1
Mf mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
c : ℝ≥0∞
T : Set Ω
h_meas_T : MeasurableSet T
h_ind : IndepSets {s | MeasurableSet s} {T} μ
h_mul_indicator : ∀ (g : Ω → ℝ≥0∞), Measurable g → Measurable fun a ↦ g a * T.indicator (fun x ↦ c) a
f' g : Ω → ℝ≥0∞
⊢ Disjoint (Function.support f') (Function.support g) →
    Measurable f' →
      Measurable g →
        ∫⁻ (ω : Ω), f' ω * T.indicator (fun x ↦ c) ω ∂μ =
            (∫⁻ (ω : Ω), f' ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
          ∫⁻ (ω : Ω), g ω * T.indicator (fun x ↦ c) ω ∂μ =
              (∫⁻ (ω : Ω), g ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
            ∫⁻ (ω : Ω), (f' + g) ω * T.indicator (fun x ↦ c) ω ∂μ =
              (∫⁻ (ω : Ω), (f' + g) ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ

Tactic:
_

Goal state after:
case add
Ω : Type u_1
Mf mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
c : ℝ≥0∞
T : Set Ω
h_meas_T : MeasurableSet T
h_ind : IndepSets {s | MeasurableSet s} {T} μ
h_mul_indicator : ∀ (g : Ω → ℝ≥0∞), Measurable g → Measurable fun a ↦ g a * T.indicator (fun x ↦ c) a
f' g : Ω → ℝ≥0∞
a✝ : Disjoint (Function.support f') (Function.support g)
⊢ Measurable f' →
    Measurable g →
      ∫⁻ (ω : Ω), f' ω * T.indicator (fun x ↦ c) ω ∂μ =
          (∫⁻ (ω : Ω), f' ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
        ∫⁻ (ω : Ω), g ω * T.indicator (fun x ↦ c) ω ∂μ =
            (∫⁻ (ω : Ω), g ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
          ∫⁻ (ω : Ω), (f' + g) ω * T.indicator (fun x ↦ c) ω ∂μ =
            (∫⁻ (ω : Ω), (f' + g) ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case add
Ω : Type u_1
Mf mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
c : ℝ≥0∞
T : Set Ω
h_meas_T : MeasurableSet T
h_ind : IndepSets {s | MeasurableSet s} {T} μ
h_mul_indicator : ∀ (g : Ω → ℝ≥0∞), Measurable g → Measurable fun a ↦ g a * T.indicator (fun x ↦ c) a
f' g : Ω → ℝ≥0∞
a✝ : Disjoint (Function.support f') (Function.support g)
h_meas_f' : Measurable f'
⊢ Measurable g →
    ∫⁻ (ω : Ω), f' ω * T.indicator (fun x ↦ c) ω ∂μ = (∫⁻ (ω : Ω), f' ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
      ∫⁻ (ω : Ω), g ω * T.indicator (fun x ↦ c) ω ∂μ = (∫⁻ (ω : Ω), g ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
        ∫⁻ (ω : Ω), (f' + g) ω * T.indicator (fun x ↦ c) ω ∂μ =
          (∫⁻ (ω : Ω), (f' + g) ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ

Tactic:
_

Goal state after:
case add
Ω : Type u_1
Mf mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
c : ℝ≥0∞
T : Set Ω
h_meas_T : MeasurableSet T
h_ind : IndepSets {s | MeasurableSet s} {T} μ
h_mul_indicator : ∀ (g : Ω → ℝ≥0∞), Measurable g → Measurable fun a ↦ g a * T.indicator (fun x ↦ c) a
f' g : Ω → ℝ≥0∞
a✝¹ : Disjoint (Function.support f') (Function.support g)
h_meas_f' : Measurable f'
a✝ : Measurable g
⊢ ∫⁻ (ω : Ω), f' ω * T.indicator (fun x ↦ c) ω ∂μ = (∫⁻ (ω : Ω), f' ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
    ∫⁻ (ω : Ω), g ω * T.indicator (fun x ↦ c) ω ∂μ = (∫⁻ (ω : Ω), g ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ →
      ∫⁻ (ω : Ω), (f' + g) ω * T.indicator (fun x ↦ c) ω ∂μ =
        (∫⁻ (ω : Ω), (f' + g) ω ∂μ) * ∫⁻ (ω : Ω), T.indicator (fun x ↦ c) ω ∂μ
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
h : X =ᵐ[μ] Y
ω : Ω
⊢ X ω = Y ω → ‖X ω - ∫ (a : Ω), Y a ∂μ‖ₑ ^ 2 = ‖Y ω - ∫ (a : Ω), Y a ∂μ‖ₑ ^ 2

Tactic:
hω

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
h : X =ᵐ[μ] Y
ω : Ω
hω : X ω = Y ω
⊢ ‖X ω - ∫ (a : Ω), Y a ∂μ‖ₑ ^ 2 = ‖Y ω - ∫ (a : Ω), Y a ∂μ‖ₑ ^ 2
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hXm : AEStronglyMeasurable X μ
hX : ¬MemLp X 2 μ
h : eVar[X; μ] < ∞
⊢ MemLp (fun ω ↦ X ω - ∫ (x : Ω), X x ∂μ) 2 μ

Tactic:
refine ⟨by fun_prop, ?_⟩

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hXm : AEStronglyMeasurable X μ
hX : ¬MemLp X 2 μ
h : eVar[X; μ] < ∞
⊢ eLpNorm (fun ω ↦ X ω - ∫ (x : Ω), X x ∂μ) 2 μ < ∞
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case indicator
Ω : Type u_1
f : Ω → ℝ≥0∞
Mf Mg mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
hMg : Mg ≤ mΩ
h_ind : Indep Mf Mg μ
h_meas_f : Measurable f
h_measM_f : Measurable f
⊢ ∀ (c : ℝ≥0∞) ⦃s : Set Ω⦄,
    MeasurableSet s →
      ∫⁻ (ω : Ω), f ω * s.indicator (fun x ↦ c) ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), s.indicator (fun x ↦ c) ω ∂μ

Tactic:
intro c s h_s
    apply lintegral_mul_indicator_eq_lintegral_mul_lintegral_indicator hMf _ (hMg _ h_s) _ h_meas_f
    apply indepSets_of_indepSets_of_le_right h_ind
    rwa [singleton_subset_iff]

Goal state after:
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case add
Ω : Type u_1
f : Ω → ℝ≥0∞
Mf Mg mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
hMg : Mg ≤ mΩ
h_ind : Indep Mf Mg μ
h_meas_f : Measurable f
h_measM_f : Measurable f
f' g : Ω → ℝ≥0∞
⊢ Disjoint (Function.support f') (Function.support g) →
    Measurable f' →
      Measurable g →
        ∫⁻ (ω : Ω), f ω * f' ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), f' ω ∂μ →
          ∫⁻ (ω : Ω), f ω * g ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), g ω ∂μ →
            ∫⁻ (ω : Ω), f ω * (f' + g) ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), (f' + g) ω ∂μ

Tactic:
_

Goal state after:
case add
Ω : Type u_1
f : Ω → ℝ≥0∞
Mf Mg mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
hMg : Mg ≤ mΩ
h_ind : Indep Mf Mg μ
h_meas_f : Measurable f
h_measM_f : Measurable f
f' g : Ω → ℝ≥0∞
a✝ : Disjoint (Function.support f') (Function.support g)
⊢ Measurable f' →
    Measurable g →
      ∫⁻ (ω : Ω), f ω * f' ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), f' ω ∂μ →
        ∫⁻ (ω : Ω), f ω * g ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), g ω ∂μ →
          ∫⁻ (ω : Ω), f ω * (f' + g) ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), (f' + g) ω ∂μ
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
h : (fun ω ↦ (X ω - ∫ (x : Ω), X x ∂μ) ^ 2) =ᵐ[μ] 0
ω : Ω
⊢ (X ω - ∫ (x : Ω), X x ∂μ) ^ 2 = 0 ω → X ω = ∫ (x : Ω), X x ∂μ

Tactic:
hω

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
h : (fun ω ↦ (X ω - ∫ (x : Ω), X x ∂μ) ^ 2) =ᵐ[μ] 0
ω : Ω
hω : (X ω - ∫ (x : Ω), X x ∂μ) ^ 2 = 0 ω
⊢ X ω = ∫ (x : Ω), X x ∂μ
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: case add
Ω : Type u_1
f : Ω → ℝ≥0∞
Mf Mg mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
hMg : Mg ≤ mΩ
h_ind : Indep Mf Mg μ
h_meas_f : Measurable f
h_measM_f : Measurable f
f' g : Ω → ℝ≥0∞
a✝ : Disjoint (Function.support f') (Function.support g)
h_measMg_f' : Measurable f'
⊢ Measurable g →
    ∫⁻ (ω : Ω), f ω * f' ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), f' ω ∂μ →
      ∫⁻ (ω : Ω), f ω * g ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), g ω ∂μ →
        ∫⁻ (ω : Ω), f ω * (f' + g) ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), (f' + g) ω ∂μ

Tactic:
_

Goal state after:
case add
Ω : Type u_1
f : Ω → ℝ≥0∞
Mf Mg mΩ : MeasurableSpace Ω
μ : Measure Ω
hMf : Mf ≤ mΩ
hMg : Mg ≤ mΩ
h_ind : Indep Mf Mg μ
h_meas_f : Measurable f
h_measM_f : Measurable f
f' g : Ω → ℝ≥0∞
a✝¹ : Disjoint (Function.support f') (Function.support g)
h_measMg_f' : Measurable f'
a✝ : Measurable g
⊢ ∫⁻ (ω : Ω), f ω * f' ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), f' ω ∂μ →
    ∫⁻ (ω : Ω), f ω * g ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), g ω ∂μ →
      ∫⁻ (ω : Ω), f ω * (f' + g) ω ∂μ = (∫⁻ (ω : Ω), f ω ∂μ) * ∫⁻ (ω : Ω), (f' + g) ω ∂μ
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
f g : Ω → ℝ≥0∞
h_meas_f : AEMeasurable f μ
h_meas_g : AEMeasurable g μ
h_indep_fun : f ⟂ᵢ[μ] g
fg_ae : f * g =ᵐ[μ] AEMeasurable.mk f h_meas_f * AEMeasurable.mk g h_meas_g
⊢ AEMeasurable.mk f h_meas_f ⟂ᵢ[μ] AEMeasurable.mk g h_meas_g

Tactic:
exact h_indep_fun.congr h_meas_f.ae_eq_mk h_meas_g.ae_eq_mk

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

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_2
s : Finset ι
X : ι → Ω → ℝ
inst✝ : IsFiniteMeasure μ
hX : ∀ i ∈ s, MemLp (X i) 2 μ
⊢ MemLp (∑ i ∈ s, X i) 2 μ

Tactic:
exact memLp_finsetSum' _ (by simpa)

Goal state after:
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_5
F : Type u_6
G : Type u_7
inst✝⁸ : TopologicalSpace E
inst✝⁷ : ContinuousENorm E
inst✝⁶ : MeasurableSpace E
inst✝⁵ : OpensMeasurableSpace E
inst✝⁴ : NormedAddGroup F
inst✝³ : MeasurableSpace F
inst✝² : OpensMeasurableSpace F
inst✝¹ : TopologicalSpace G
inst✝ : ContinuousENorm G
X : Ω → E
Y : Ω → F
hXY : X ⟂ᵢ[μ] Y
B : E → F → G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ₑ * ‖y‖ₑ ≤ ‖B x y‖ₑ
h'XY : Integrable (fun ω ↦ B (X ω) (Y ω)) μ
hX : AEStronglyMeasurable X μ
hY : AEStronglyMeasurable Y μ
h'Y : ¬Y =ᵐ[μ] 0
H : ∫⁻ (ω : Ω), ‖Y ω‖ₑ ∂μ = 0
I : (fun ω ↦ ‖Y ω‖ₑ) =ᵐ[μ] 0
ω : Ω
⊢ ‖Y ω‖ₑ = 0 ω → Y ω = 0 ω

Tactic:
hω

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
E : Type u_5
F : Type u_6
G : Type u_7
inst✝⁸ : TopologicalSpace E
inst✝⁷ : ContinuousENorm E
inst✝⁶ : MeasurableSpace E
inst✝⁵ : OpensMeasurableSpace E
inst✝⁴ : NormedAddGroup F
inst✝³ : MeasurableSpace F
inst✝² : OpensMeasurableSpace F
inst✝¹ : TopologicalSpace G
inst✝ : ContinuousENorm G
X : Ω → E
Y : Ω → F
hXY : X ⟂ᵢ[μ] Y
B : E → F → G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ₑ * ‖y‖ₑ ≤ ‖B x y‖ₑ
h'XY : Integrable (fun ω ↦ B (X ω) (Y ω)) μ
hX : AEStronglyMeasurable X μ
hY : AEStronglyMeasurable Y μ
h'Y : ¬Y =ᵐ[μ] 0
H : ∫⁻ (ω : Ω), ‖Y ω‖ₑ ∂μ = 0
I : (fun ω ↦ ‖Y ω‖ₑ) =ᵐ[μ] 0
ω : Ω
hω : ‖Y ω‖ₑ = 0 ω
⊢ Y ω = 0 ω
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: 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
⊢ f (X ω) = 0 → (B (f (X ω))) (g (Y ω)) = 0

Tactic:
hω

Goal state after:
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
hω : f (X ω) = 0
⊢ (B (f (X ω))) (g (Y ω)) = 0
Module: Mathlib.Probability.Moments.Variance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_3
X : ι → Ω → ℝ
s : Finset ι
hs : ∀ i ∈ s, MemLp (X i) 2 μ
h : (↑s).Pairwise fun i j ↦ X i ⟂ᵢ[μ] X j
h'' : ∀ i ∈ s, X i =ᵐ[μ] 0
this : ∀ (i : ↥s), X ↑i =ᵐ[μ] 0
ω : Ω
⊢ (∀ (i : ↥s), X (↑i) ω = 0 ω) → (∑ i ∈ s, X i) ω = 0 ω

Tactic:
hω

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
μ : Measure Ω
ι : Type u_3
X : ι → Ω → ℝ
s : Finset ι
hs : ∀ i ∈ s, MemLp (X i) 2 μ
h : (↑s).Pairwise fun i j ↦ X i ⟂ᵢ[μ] X j
h'' : ∀ i ∈ s, X i =ᵐ[μ] 0
this : ∀ (i : ↥s), X ↑i =ᵐ[μ] 0
ω : Ω
hω : ∀ (i : ↥s), X (↑i) ω = 0 ω
⊢ (∑ i ∈ s, X i) ω = 0 ω
Module: Mathlib.Probability.Moments.Covariance

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
h : X ⟂ᵢ[μ] Y
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
h' : ∀ᵐ (ω : Ω) ∂μ, X ω = 0
ω : Ω
⊢ X ω = 0 → (X ω - ∫ (x : Ω), X x ∂μ) * (Y ω - ∫ (x : Ω), Y x ∂μ) = 0 ω

Tactic:
hω

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y : Ω → ℝ
μ : Measure Ω
h : X ⟂ᵢ[μ] Y
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
h' : ∀ᵐ (ω : Ω) ∂μ, X ω = 0
ω : Ω
hω : X ω = 0
⊢ (X ω - ∫ (x : Ω), X x ∂μ) * (Y ω - ∫ (x : Ω), Y x ∂μ) = 0 ω
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: 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 : AEStronglyMeasurable f (Measure.map X μ)
hg : AEStronglyMeasurable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ * ‖y‖ ≤ ‖(B x) y‖
this✝³ : MeasurableSpace E := borel E
this✝² : BorelSpace E
this✝¹ : MeasurableSpace F := borel F
this✝ : BorelSpace F
hfXgY : (f ∘ X) ⟂ᵢ[μ] g ∘ Y
hfX : AEStronglyMeasurable (f ∘ X) μ
hgY : AEStronglyMeasurable (g ∘ Y) μ
h'X : ∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
ω : Ω
⊢ f (X ω) = 0 → (B (f (X ω))) (g (Y ω)) = 0

Tactic:
hω

Goal state after:
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 : AEStronglyMeasurable f (Measure.map X μ)
hg : AEStronglyMeasurable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ * ‖y‖ ≤ ‖(B x) y‖
this✝³ : MeasurableSpace E := borel E
this✝² : BorelSpace E
this✝¹ : MeasurableSpace F := borel F
this✝ : BorelSpace F
hfXgY : (f ∘ X) ⟂ᵢ[μ] g ∘ Y
hfX : AEStronglyMeasurable (f ∘ X) μ
hgY : AEStronglyMeasurable (g ∘ Y) μ
h'X : ∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
ω : Ω
hω : f (X ω) = 0
⊢ (B (f (X ω))) (g (Y ω)) = 0
Module: Mathlib.Probability.Independence.Integration

Goal state before:
pp: 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 : AEStronglyMeasurable f (Measure.map X μ)
hg : AEStronglyMeasurable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ * ‖y‖ ≤ ‖(B x) y‖
this✝³ : MeasurableSpace E := borel E
this✝² : BorelSpace E
this✝¹ : MeasurableSpace F := borel F
this✝ : BorelSpace F
hfXgY : (f ∘ X) ⟂ᵢ[μ] g ∘ Y
hfX : AEStronglyMeasurable (f ∘ X) μ
hgY : AEStronglyMeasurable (g ∘ Y) μ
h'X : ¬∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
h'Y : ∀ᵐ (ω : Ω) ∂μ, g (Y ω) = 0
ω : Ω
⊢ g (Y ω) = 0 → (B (f (X ω))) (g (Y ω)) = 0

Tactic:
hω

Goal state after:
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 : AEStronglyMeasurable f (Measure.map X μ)
hg : AEStronglyMeasurable g (Measure.map Y μ)
B : E →L[𝕜] F →L[𝕜] G
c : ℝ≥0
hc : c ≠ 0
hB : ∀ (x : E) (y : F), ↑c * ‖x‖ * ‖y‖ ≤ ‖(B x) y‖
this✝³ : MeasurableSpace E := borel E
this✝² : BorelSpace E
this✝¹ : MeasurableSpace F := borel F
this✝ : BorelSpace F
hfXgY : (f ∘ X) ⟂ᵢ[μ] g ∘ Y
hfX : AEStronglyMeasurable (f ∘ X) μ
hgY : AEStronglyMeasurable (g ∘ Y) μ
h'X : ¬∀ᵐ (ω : Ω) ∂μ, f (X ω) = 0
h'Y : ∀ᵐ (ω : Ω) ∂μ, g (Y ω) = 0
ω : Ω
hω : g (Y ω) = 0
⊢ (B (f (X ω))) (g (Y ω)) = 0