mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Jordan

Goal state before:
pp: case mp.refine_1
α : Type u_1
inst✝ : MeasurableSpace α
s t : SignedMeasure α
u : Set α
hmeas : MeasurableSet u
hu₁ : ∀ t ⊆ u, s t = 0
hu₂ : ∀ t_1 ⊆ uᶜ, t t_1 = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hipos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hineg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
j : Set α
hj₁ : MeasurableSet j
hj₂ : 0 ≤[j] t
hj₃ : t ≤[jᶜ] 0
hjpos : t.toJordanDecomposition.posPart = t.toMeasureOfZeroLE j hj₁ hj₂
hjneg : t.toJordanDecomposition.negPart = t.toMeasureOfLEZero jᶜ ⋯ hj₃
⊢ s.toJordanDecomposition.posPart u + s.toJordanDecomposition.negPart u = 0

Tactic:
hipos,

Goal state after:
case mp.refine_1
α : Type u_1
inst✝ : MeasurableSpace α
s t : SignedMeasure α
u : Set α
hmeas : MeasurableSet u
hu₁ : ∀ t ⊆ u, s t = 0
hu₂ : ∀ t_1 ⊆ uᶜ, t t_1 = 0
i : Set α
hi₁ : MeasurableSet i
hi₂ : 0 ≤[i] s
hi₃ : s ≤[iᶜ] 0
hipos : s.toJordanDecomposition.posPart = s.toMeasureOfZeroLE i hi₁ hi₂
hineg : s.toJordanDecomposition.negPart = s.toMeasureOfLEZero iᶜ ⋯ hi₃
j : Set α
hj₁ : MeasurableSet j
hj₂ : 0 ≤[j] t
hj₃ : t ≤[jᶜ] 0
hjpos : t.toJordanDecomposition.posPart = t.toMeasureOfZeroLE j hj₁ hj₂
hjneg : t.toJordanDecomposition.negPart = t.toMeasureOfLEZero jᶜ ⋯ hj₃
⊢ (s.toMeasureOfZeroLE i hi₁ hi₂) u + s.toJordanDecomposition.negPart u = 0
Module: Mathlib.MeasureTheory.VectorMeasure.Decomposition.Lebesgue

Goal state before:
pp: α : Type u_1
m : MeasurableSpace α
μ✝ : Measure α
s : SignedMeasure α
μ : Measure α
inst✝ : s.HaveLebesgueDecomposition μ
r : ℝ
hr : r < 0
⊢ (r • s).toJordanDecomposition.negPart.HaveLebesgueDecomposition μ

Tactic:
rw [toJordanDecomposition_smul_real, JordanDecomposition.real_smul_negPart_neg _ _ hr]
          infer_instance

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

Goal state before:
pp: case left.h
α : Type u_1
inst✝ : MeasurableSpace α
s : SignedMeasure α
i j : Set α
hi : MeasurableSet i
hj : MeasurableSet j
hi' : (∀ ⦃j : Set α⦄, MeasurableSet j → j ⊆ i → 0 j ≤ s j) ∧ ∀ ⦃j : Set α⦄, MeasurableSet j → j ⊆ iᶜ → s j ≤ 0 j
hj' :
  (∀ ⦃j_1 : Set α⦄, MeasurableSet j_1 → j_1 ⊆ j → 0 j_1 ≤ s j_1) ∧
    ∀ ⦃j_1 : Set α⦄, MeasurableSet j_1 → j_1 ⊆ jᶜ → s j_1 ≤ 0 j_1
⊢ Disjoint (jᶜ ∩ i) (iᶜ ∩ j)

Tactic:
exact
        Set.disjoint_of_subset_left Set.inter_subset_left
          (Set.disjoint_of_subset_right Set.inter_subset_right
            (disjoint_comm.1 (IsCompl.disjoint isCompl_compl)))

Goal state after:
Module: Mathlib.MeasureTheory.Function.LpSeminorm.LpNorm

Goal state before:
pp: α : Type u_1
E : Type u_2
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup E
inst✝ : IsEmpty α
f : α → E
p : ℝ≥0∞
⊢ lpNorm f p μ = 0

Tactic:
simp [Subsingleton.elim f 0]

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

Goal state before:
pp: Ω : Type u_1
inst✝⁴ : TopologicalSpace Ω
inst✝³ : MeasurableSpace Ω
inst✝² : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
inst✝¹ : L.IsCountablyGenerated
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
c : ℝ≥0
E : Set Ω
E_mble : MeasurableSet E
fs : ι → Ω →ᵇ ℝ≥0
fs_bdd : ∀ᶠ (i : ι) in L, ∀ᵐ (ω : Ω) ∂μ, (fs i) ω ≤ c
fs_lim : ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun i ↦ (fs i) ω) L (𝓝 (E.indicator (fun x ↦ 1) ω))
aux : ∀ (ω : Ω), E.indicator (fun x ↦ 1) ω = ↑(E.indicator (fun x ↦ 1) ω)
⊢ μ E = ∫⁻ (ω : Ω), E.indicator (fun x ↦ 1) ω ∂μ

Tactic:
lintegral_indicator E_mble

Goal state after:
Ω : Type u_1
inst✝⁴ : TopologicalSpace Ω
inst✝³ : MeasurableSpace Ω
inst✝² : OpensMeasurableSpace Ω
ι : Type u_2
L : Filter ι
inst✝¹ : L.IsCountablyGenerated
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
c : ℝ≥0
E : Set Ω
E_mble : MeasurableSet E
fs : ι → Ω →ᵇ ℝ≥0
fs_bdd : ∀ᶠ (i : ι) in L, ∀ᵐ (ω : Ω) ∂μ, (fs i) ω ≤ c
fs_lim : ∀ᵐ (ω : Ω) ∂μ, Tendsto (fun i ↦ (fs i) ω) L (𝓝 (E.indicator (fun x ↦ 1) ω))
aux : ∀ (ω : Ω), E.indicator (fun x ↦ 1) ω = ↑(E.indicator (fun x ↦ 1) ω)
⊢ μ E = ∫⁻ (x : Ω) in E, 1 ∂μ
Module: Mathlib.MeasureTheory.Measure.HasOuterApproxClosed

Goal state before:
pp: case h.refine_1
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : TopologicalSpace.PseudoMetrizableSpace X
this : PseudoMetricSpace X := TopologicalSpace.pseudoMetrizableSpacePseudoMetric X
F : Set X
hF : IsClosed[inst✝¹] F
⊢ ∀ (n : ℕ) (x : X), ((fun n ↦ thickenedIndicator ⋯ F) n) x ≤ 1

pp: case h.refine_2
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : TopologicalSpace.PseudoMetrizableSpace X
this : PseudoMetricSpace X := TopologicalSpace.pseudoMetrizableSpacePseudoMetric X
F : Set X
hF : IsClosed[inst✝¹] F
⊢ ∀ (n : ℕ), ∀ x ∈ F, 1 ≤ ((fun n ↦ thickenedIndicator ⋯ F) n) x

pp: case h.refine_3
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : TopologicalSpace.PseudoMetrizableSpace X
this : PseudoMetricSpace X := TopologicalSpace.pseudoMetrizableSpacePseudoMetric X
F : Set X
hF : IsClosed[inst✝¹] F
⊢ Tendsto (fun n x ↦ ((fun n ↦ thickenedIndicator ⋯ F) n) x) atTop (𝓝 (F.indicator fun x ↦ 1))

Tactic:
· exact fun n x ↦ thickenedIndicator_le_one Nat.one_div_pos_of_nat F x

Goal state after:
case h.refine_2
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : TopologicalSpace.PseudoMetrizableSpace X
this : PseudoMetricSpace X := TopologicalSpace.pseudoMetrizableSpacePseudoMetric X
F : Set X
hF : IsClosed[inst✝¹] F
⊢ ∀ (n : ℕ), ∀ x ∈ F, 1 ≤ ((fun n ↦ thickenedIndicator ⋯ F) n) x

case h.refine_3
X : Type u_1
inst✝¹ : TopologicalSpace X
inst✝ : TopologicalSpace.PseudoMetrizableSpace X
this : PseudoMetricSpace X := TopologicalSpace.pseudoMetrizableSpacePseudoMetric X
F : Set X
hF : IsClosed[inst✝¹] F
⊢ Tendsto (fun n x ↦ ((fun n ↦ thickenedIndicator ⋯ F) n) x) atTop (𝓝 (F.indicator fun x ↦ 1))
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: 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
⊢ ∫ (x : α), ‖μ[f | m] x‖ ∂μ ≤ ∫ (x : α), ‖f x‖ ∂μ

Tactic:
by
  by_cases! hfint : ¬ Integrable f μ
  · simpa [condExp_of_not_integrable hfint] using integral_nonneg (fun x => norm_nonneg (f x))
  simpa using integral_norm_condExp_rpow_le le_rfl (by simpa using hfint.norm)

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

Goal state before:
pp: α : Type u_3
β : Type u_4
inst✝¹ : MeasurableSpace α
inst✝ : MeasurableSpace β
⊢ Measurable fun μ ↦ (↑μ.1).prod ↑μ.2

Tactic:
by
  have Heval {u v} (Hu : MeasurableSet u) (Hv : MeasurableSet v) :
      Measurable fun a : (FiniteMeasure α × FiniteMeasure β) ↦
      a.1.toMeasure u * a.2.toMeasure v :=
    Measurable.mul
      ((Measure.measurable_coe Hu).comp (measurable_subtype_coe.comp measurable_fst))
      ((Measure.measurable_coe Hv).comp (measurable_subtype_coe.comp measurable_snd))
  apply Measurable.measure_of_isPiSystem generateFrom_prod.symm isPiSystem_prod _
  · simp_rw [← Set.univ_prod_univ, Measure.prod_prod, Heval MeasurableSet.univ MeasurableSet.univ]
  simp only [mem_image2, mem_ofPred_eq, forall_exists_index, and_imp]
  intro _ _ Hu _ Hv Heq
  simp_rw [← Heq, Measure.prod_prod, Heval Hu Hv]

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

Goal state before:
pp: case left
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ -(↑μ.mass * dist f₁ f₂) ≤ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂)

pp: case right
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂) ≤ ↑μ.mass * dist f₁ f₂

Tactic:
· have key := μ.testAgainstNN_lipschitz_estimate f₂ f₁
    rw [mul_comm] at key
    suffices ↑(μ.testAgainstNN f₂) ≤ ↑(μ.testAgainstNN f₁) + ↑μ.mass * dist f₁ f₂ by linarith
    simpa [nndist_comm] using NNReal.coe_mono key

Goal state after:
case right
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f₁ f₂ : Ω →ᵇ ℝ≥0
⊢ ↑(μ.testAgainstNN f₁) - ↑(μ.testAgainstNN f₂) ≤ ↑μ.mass * dist f₁ f₂
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
⊢ ContinuousAdd (FiniteMeasure Ω)

Tactic:
by
  refine ⟨continuous_iff_continuousAt.2 (fun p ↦ ?_)⟩
  apply tendsto_iff_forall_lintegral_tendsto.2 (fun g ↦ ?_)
  have A : Tendsto (fun (i : FiniteMeasure Ω × FiniteMeasure Ω) ↦ ∫⁻ x, g x ∂i.1) (𝓝 p)
      (𝓝 (∫⁻ x, g x ∂p.1)) := by
    rw [nhds_prod_eq]
    exact (tendsto_iff_forall_lintegral_tendsto.1 tendsto_id g).comp tendsto_fst
  have B : Tendsto (fun (i : FiniteMeasure Ω × FiniteMeasure Ω) ↦ ∫⁻ x, g x ∂i.2) (𝓝 p)
      (𝓝 (∫⁻ x, g x ∂p.2)) := by
    rw [nhds_prod_eq]
    exact (tendsto_iff_forall_lintegral_tendsto.1 tendsto_id g).comp tendsto_snd
  convert! A.add B with q <;> simp

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

Goal state before:
pp: Ω : Type u_1
Ω' : Type u_2
inst✝¹ : MeasurableSpace Ω
inst✝ : MeasurableSpace Ω'
f : Ω → Ω'
c : ℝ≥0
ν : FiniteMeasure Ω
⊢ (c • ν).map f = c • ν.map f

Tactic:
ext s _
  simp [toMeasure_smul]

Goal state after:
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
⊢ (Measure.comap f ↑↑μ) (f ⁻¹' s) = ↑↑μ s

Tactic:
rw [Measure.comap_apply _ hf.injective, image_preimage_eq_inter_range]

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 (s ∩ range f) = ↑↑μ s

case hf
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
⊢ ∀ (s : Set Ω), MeasurableSet s → MeasurableSet (f '' s)

case hs
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
⊢ MeasurableSet (f ⁻¹' s)
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
mβ : (i : ι) → MeasurableSpace (β i)
f g : (i : ι) → Ω → β i
hf :
  ∀ (S : Finset ι) {sets : (i : ι) → Set (β i)},
    (∀ i ∈ S, MeasurableSet (sets i)) → ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, f i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (f i ⁻¹' sets i)
h : ∀ (i : ι), ∀ᵐ (a : α) ∂μ, f i =ᵐ[κ a] g i
S : Finset ι
sets : (i : ι) → Set (β i)
⊢ (∀ i ∈ S, MeasurableSet (sets i)) → ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, g i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (g i ⁻¹' sets i)

Tactic:
hmeas

Goal state after:
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
mβ : (i : ι) → MeasurableSpace (β i)
f g : (i : ι) → Ω → β i
hf :
  ∀ (S : Finset ι) {sets : (i : ι) → Set (β i)},
    (∀ i ∈ S, MeasurableSet (sets i)) → ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, f i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (f i ⁻¹' sets i)
h : ∀ (i : ι), ∀ᵐ (a : α) ∂μ, f i =ᵐ[κ a] g i
S : Finset ι
sets : (i : ι) → Set (β i)
hmeas : ∀ i ∈ S, MeasurableSet (sets i)
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ S, g i ⁻¹' sets i) = ∏ i ∈ S, (κ a) (g i ⁻¹' sets i)
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: Ω : Type u_1
_mΩ : MeasurableSpace Ω
μ : Measure Ω
𝒜 ℬ : Set (Set Ω)
h : ∀ A ∈ 𝒜, IndepSets {A} ℬ μ
⊢ IndepSets 𝒜 ℬ μ

Tactic:
rw [← 𝒜.biUnion_of_singleton]
    exact IndepSets.biUnion h

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

Goal state before:
pp: case refine_1.h
Ω : Type u_10
Ω' : Type u_11
mΩ : MeasurableSpace Ω
mΩ' : MeasurableSpace Ω'
μ : Measure Ω
ν : Measure Ω'
inst✝³ : IsProbabilityMeasure μ
inst✝² : IsProbabilityMeasure ν
𝓧 : Type u_12
𝓨 : Type u_13
inst✝¹ : MeasurableSpace 𝓧
inst✝ : MeasurableSpace 𝓨
X : Ω → 𝓧
Y : Ω' → 𝓨
mX : AEMeasurable X μ
mY : AEMeasurable Y ν
this : (fun ω ↦ AEMeasurable.mk X mX ω.1) ⟂ᵢ[μ.prod ν] fun ω ↦ AEMeasurable.mk Y mY ω.2
⊢ AEMeasurable.mk X mX =ᵐ[μ] X

Tactic:
exact (AEMeasurable.ae_eq_mk mX).symm

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

Goal state before:
pp: case refine_2
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ℕ → ProbabilityMeasure Ω
G : Set Ω
h_opens : μ G ≤ liminf (fun i ↦ (μs i) G) atTop
G_open : IsOpen[inst✝¹] G
⊢ IsCoboundedUnder (fun x1 x2 ↦ x1 ≥ x2) atTop fun x ↦ (μs x) G

pp: case refine_3
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ℕ → ProbabilityMeasure Ω
G : Set Ω
h_opens : μ G ≤ liminf (fun i ↦ (μs i) G) atTop
G_open : IsOpen[inst✝¹] G
⊢ IsBoundedUnder (fun x1 x2 ↦ x1 ≥ x2) atTop fun x ↦ (μs x) G

Tactic:
· exact IsBoundedUnder.isCoboundedUnder_ge ⟨1, by simp⟩

Goal state after:
case refine_3
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : ProbabilityMeasure Ω
μs : ℕ → ProbabilityMeasure Ω
G : Set Ω
h_opens : μ G ≤ liminf (fun i ↦ (μs i) G) atTop
G_open : IsOpen[inst✝¹] G
⊢ IsBoundedUnder (fun x1 x2 ↦ x1 ≥ x2) atTop fun x ↦ (μs x) G
Module: Mathlib.Probability.Independence.Basic

Goal state before:
pp: ι : Type u_6
Ω : Type u_7
α : Type u_8
β : Type u_9
mΩ : MeasurableSpace Ω
mα : MeasurableSpace α
mβ : MeasurableSpace β
μ : Measure Ω
X : ι → Ω → α
Y : ι → Ω → β
f : ι → Set Ω
t : ι → Set β
s : Finset ι
inst✝ : Finite ι
hY : ∀ (i : ι), Measurable (Y i)
hindep : iIndepFun (fun i ω ↦ (X i ω, Y i ω)) μ
hf : ∀ i ∈ s, MeasurableSet (f i)
hy : ∀ i ∉ s, μ (Y i ⁻¹' t i) ≠ 0
ht : ∀ (i : ι), MeasurableSet (t i)
this : IsProbabilityMeasure μ
val✝ : Fintype ι
g : ι → Set Ω := fun i' ↦ if i' ∈ s then Y i' ⁻¹' t i' ∩ f i' else Y i' ⁻¹' t i'
⊢ (∏ i, μ (Y i ⁻¹' t i))⁻¹ * μ (⋂ i, g i) = (∏ i, μ (Y i ⁻¹' t i))⁻¹ * ∏ i, μ (g i)

Tactic:
by
      rw [hindep.meas_iInter]
      intro i
      by_cases hi : i ∈ s <;> simp only [hi, ↓reduceIte, g]
      · obtain ⟨A, hA, hA'⟩ := hf i hi
        exact .inter ⟨.univ ×ˢ t i, MeasurableSet.univ.prod (ht _), by ext; simp⟩
          ⟨A ×ˢ Set.univ, hA.prod .univ, by ext; simp [← hA']⟩
      · exact ⟨.univ ×ˢ t i, MeasurableSet.univ.prod (ht _), by ext; simp⟩

Goal state after:
Module: Mathlib.Probability.Density

Goal state before:
pp: Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁶ : Group G
mG : MeasurableSpace G
inst✝⁵ : MeasurableMul₂ G
inst✝⁴ : MeasurableInv G
μ : Measure G
inst✝³ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝² : SigmaFinite μ
inst✝¹ : HasPDF X ℙ μ
inst✝ : HasPDF Y ℙ μ
σX : SigmaFinite (map X ℙ)
σY : SigmaFinite (map Y ℙ)
hXY : X ⟂ᵢ[ℙ] Y
⊢ pdf (X * Y) ℙ μ =ᵐ[μ] pdf X ℙ μ ⋆ₘₗ[μ] pdf Y ℙ μ

Tactic:
pdf,

Goal state after:
Ω : Type u_1
G : Type u_2
mΩ : MeasurableSpace Ω
ℙ : Measure Ω
inst✝⁶ : Group G
mG : MeasurableSpace G
inst✝⁵ : MeasurableMul₂ G
inst✝⁴ : MeasurableInv G
μ : Measure G
inst✝³ : μ.IsMulLeftInvariant
X Y : Ω → G
inst✝² : SigmaFinite μ
inst✝¹ : HasPDF X ℙ μ
inst✝ : HasPDF Y ℙ μ
σX : SigmaFinite (map X ℙ)
σY : SigmaFinite (map Y ℙ)
hXY : X ⟂ᵢ[ℙ] Y
⊢ (map (X * Y) ℙ).rnDeriv μ =ᵐ[μ] pdf X ℙ μ ⋆ₘₗ[μ] pdf Y 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
⊢ pdf (X * Y) ℙ μ =ᵐ[μ] pdf X ℙ μ ⋆ₘₗ[μ] pdf Y ℙ μ

Tactic:
pdf,

Goal state after:
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
⊢ (map (X * Y) ℙ).rnDeriv μ =ᵐ[μ] pdf X ℙ μ ⋆ₘₗ[μ] pdf Y ℙ 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
⊢ Var[X; μ] = Var[Y; μ]

Tactic:
by
  simp_rw [variance, evariance_congr h]

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

Goal state before:
pp: Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y Z : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
hZ : MemLp Z 2 μ
⊢ cov[Y, X; μ] + cov[Z, X; μ] = cov[Y, X; μ] + cov[X, Z; μ]

Tactic:
covariance_comm Z

Goal state after:
Ω : Type u_1
mΩ : MeasurableSpace Ω
X Y Z : Ω → ℝ
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
hX : MemLp X 2 μ
hY : MemLp Y 2 μ
hZ : MemLp Z 2 μ
⊢ cov[Y, X; μ] + cov[X, Z; μ] = cov[Y, X; μ] + cov[X, Z; μ]
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
⊢ ∑ i ∈ s, cov[X i, ∑ i ∈ s, X i; μ] = ∑ i ∈ s, ∑ j ∈ s, cov[X i, X j; μ]

Tactic:
refine Finset.sum_congr rfl fun i hi ↦ ?_

Goal state after:
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
i : ι
hi : i ∈ s
⊢ cov[X i, ∑ i ∈ s, X i; μ] = ∑ j ∈ s, cov[X i, X j; μ]
Module: Mathlib.Probability.Moments.Variance

Goal state before:
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:
symm
    rw [evariance_eq_top hX hℒ, ENNReal.sub_eq_top_iff]
    refine ⟨?_, ENNReal.ofReal_ne_top⟩
    rw [MemLp, not_and] at hℒ
    specialize hℒ hX
    simp only [eLpNorm_eq_lintegral_rpow_enorm_toReal two_ne_zero ENNReal.ofNat_ne_top, not_lt,
      top_le_iff, ENNReal.toReal_ofNat, one_div, ENNReal.rpow_eq_top_iff, inv_lt_zero, inv_pos,
      and_true, or_iff_not_imp_left, not_and_or, zero_lt_two] at hℒ
    exact mod_cast hℒ fun _ => zero_le_two

Goal state after:
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
⊢ ∀ᵐ (ω : Ω) ∂μ, (B (f (X ω))) (g (Y ω)) = 0

Tactic:
filter_upwards [h'Y] with ω 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
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 : Type u_8
m : MeasurableSpace β
inst✝¹ : Div β
inst✝ : MeasurableDiv₂ β
f : ι → Ω → β
hf_indep : iIndepFun f κ μ
hf_meas : ∀ (i : ι), Measurable (f i)
i j k : ι
hik : i ≠ k
hjk : j ≠ k
⊢ IndepFun (f i / f j) (f k) κ μ

Tactic:
have : IndepFun (fun ω => (f i ω, f j ω)) (f k) κ μ :=
    hf_indep.indepFun_prodMk hf_meas i j k hik hjk
  simpa using! this.comp (measurable_fst.div measurable_snd) measurable_id

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

Goal state before:
pp: R : Type u_2
inst✝⁷ : Ring R
inst✝⁶ : LinearOrder R
inst✝⁵ : FloorRing R
inst✝⁴ : TopologicalSpace R
inst✝³ : OrderTopology R
inst✝² : MeasurableSpace R
inst✝¹ : IsStrictOrderedRing R
inst✝ : BorelSpace R
s : Set R
hs : MeasurableSet s
⊢ MeasurableSet (Int.fract '' s)

Tactic:
simp only [Int.image_fract, sub_eq_add_neg, image_add_right']
  exact MeasurableSet.iUnion fun m => (measurable_add_const _ hs).inter measurableSet_Ico

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

Goal state before:
pp: case pos
Ω : Type u_1
ι : Type u_2
m : MeasurableSpace Ω
inst✝ : PartialOrder ι
𝓕 : Filtration ι m
this : TopologicalSpace ι := Preorder.topology ι
i j : ι
hij : i ≤ j
hi : (𝓝[>] i).NeBot
hj : (𝓝[>] j).NeBot
⊢ ⨅ j, ⨅ (_ : i < j), ↑𝓕 j ≤ ⨅ j_1, ⨅ (_ : j < j_1), ↑𝓕 j_1

Tactic:
exact le_iInf₂ fun k hkj ↦ iInf₂_le k (hij.trans_lt hkj)

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

Goal state before:
pp: α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
inst✝ : Finite ι
hp_top : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), MemLp (f i) p μ
ε : ℝ≥0
hε : 0 < ε
n : ℕ
hn : Nonempty (ι ≃ Fin n)
g : Fin n → α → β := f ∘ ⇑hn.some.symm
hg : ∀ (i : Fin n), MemLp (g i) p μ
s : Set α
hμs : μ s ≠ ∞
hfε : ∀ (i : Fin n), eLpNorm (sᶜ.indicator (g i)) p μ ≤ ↑ε
⊢ ∃ s, μ s ≠ ∞ ∧ ∀ (i : ι), eLpNorm (sᶜ.indicator (f i)) p μ ≤ ↑ε

Tactic:
refine ⟨s, hμs, fun i => ?_⟩

Goal state after:
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝¹ : NormedAddCommGroup β
p : ℝ≥0∞
inst✝ : Finite ι
hp_top : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), MemLp (f i) p μ
ε : ℝ≥0
hε : 0 < ε
n : ℕ
hn : Nonempty (ι ≃ Fin n)
g : Fin n → α → β := f ∘ ⇑hn.some.symm
hg : ∀ (i : Fin n), MemLp (g i) p μ
s : Set α
hμs : μ s ≠ ∞
hfε : ∀ (i : Fin n), eLpNorm (sᶜ.indicator (g i)) p μ ≤ ↑ε
i : ι
⊢ eLpNorm (sᶜ.indicator (f i)) p μ ≤ ↑ε