Module: Mathlib.MeasureTheory.Integral.PeakFunction

Goal state before:
pp: α : Type u_1
E : Type u_2
ι : Type u_3
hm : MeasurableSpace α
μ : Measure α
inst✝³ : TopologicalSpace α
inst✝² : BorelSpace α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
g : α → E
l : Filter ι
x₀ : α
s t : Set α
φ : ι → α → ℝ
hs : MeasurableSet s
ht : MeasurableSet t
hts : t ⊆ s
h'ts : t ∈ 𝓝[s] x₀
hnφ : ∀ᶠ (i : ι) in l, ∀ x ∈ s, 0 ≤ φ i x
hlφ : ∀ (u : Set α), IsOpen[inst✝³] u → x₀ ∈ u → TendstoUniformlyOn φ 0 l (s \ u)
hiφ : Tendsto (fun i ↦ ∫ (x : α) in t, φ i x ∂μ) l (𝓝 1)
h'iφ : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (φ i) (μ.restrict s)
hmg : IntegrableOn g s μ
hcg : Tendsto g (𝓝[s] x₀) (𝓝 0)
ε : ℝ
εpos : ε > 0
δ : ℝ
hδ : δ * ∫ (x : α) in s, ‖g x‖ ∂μ + 2 * δ < ε
δpos : 0 < δ
δone : δ < 1
u : Set α
u_open : IsOpen[inst✝³] u
x₀u : x₀ ∈ u
ut : s ∩ u ⊆ t
hu : ∀ x ∈ u ∩ s, g x ∈ ball 0 δ
i : ι
hi : ∀ x ∈ s \ u, dist (0 x) (φ i x) < δ
h'i : ‖∫ (x : α) in t, φ i x ∂μ - 1‖ < δ
hφpos : ∀ x ∈ s, 0 ≤ φ i x
h''i : IntegrableOn (fun x ↦ φ i x • g x) s μ
I : IntegrableOn (φ i) t μ
⊢ ‖∫ (x : α) in s, φ i x • g x ∂μ‖ ≤ δ * ∫ (x : α) in s, ‖g x‖ ∂μ + 2 * δ

Tactic:
have B : ‖∫ x in s ∩ u, φ i x • g x ∂μ‖ ≤ 2 * δ :=
    calc
      ‖∫ x in s ∩ u, φ i x • g x ∂μ‖ ≤ ∫ x in s ∩ u, ‖φ i x • g x‖ ∂μ :=
        norm_integral_le_integral_norm _
      _ ≤ ∫ x in s ∩ u, ‖φ i x‖ * δ ∂μ := by
        refine setIntegral_mono_on ?_ ?_ (hs.inter u_open.measurableSet) fun x hx => ?_
        · exact IntegrableOn.mono_set h''i.norm inter_subset_left
        · exact IntegrableOn.mono_set (I.norm.mul_const _) ut
        rw [norm_smul]
        gcongr
        rw [inter_comm] at hu
        exact (mem_ball_zero_iff.1 (hu x hx)).le
      _ ≤ ∫ x in t, ‖φ i x‖ * δ ∂μ := by
        apply setIntegral_mono_set
        · exact I.norm.mul_const _
        · exact Eventually.of_forall fun x => mul_nonneg (norm_nonneg _) δpos.le
        · exact Eventually.of_forall ut
      _ = ∫ x in t, φ i x * δ ∂μ := by
        apply setIntegral_congr_fun ht fun x hx => ?_
        rw [Real.norm_of_nonneg (hφpos _ (hts hx))]
      _ = (∫ x in t, φ i x ∂μ) * δ := by rw [integral_mul_const]
      _ ≤ 2 * δ := by gcongr; linarith [(le_abs_self _).trans h'i.le]

Goal state after:
α : Type u_1
E : Type u_2
ι : Type u_3
hm : MeasurableSpace α
μ : Measure α
inst✝³ : TopologicalSpace α
inst✝² : BorelSpace α
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
g : α → E
l : Filter ι
x₀ : α
s t : Set α
φ : ι → α → ℝ
hs : MeasurableSet s
ht : MeasurableSet t
hts : t ⊆ s
h'ts : t ∈ 𝓝[s] x₀
hnφ : ∀ᶠ (i : ι) in l, ∀ x ∈ s, 0 ≤ φ i x
hlφ : ∀ (u : Set α), IsOpen[inst✝³] u → x₀ ∈ u → TendstoUniformlyOn φ 0 l (s \ u)
hiφ : Tendsto (fun i ↦ ∫ (x : α) in t, φ i x ∂μ) l (𝓝 1)
h'iφ : ∀ᶠ (i : ι) in l, AEStronglyMeasurable (φ i) (μ.restrict s)
hmg : IntegrableOn g s μ
hcg : Tendsto g (𝓝[s] x₀) (𝓝 0)
ε : ℝ
εpos : ε > 0
δ : ℝ
hδ : δ * ∫ (x : α) in s, ‖g x‖ ∂μ + 2 * δ < ε
δpos : 0 < δ
δone : δ < 1
u : Set α
u_open : IsOpen[inst✝³] u
x₀u : x₀ ∈ u
ut : s ∩ u ⊆ t
hu : ∀ x ∈ u ∩ s, g x ∈ ball 0 δ
i : ι
hi : ∀ x ∈ s \ u, dist (0 x) (φ i x) < δ
h'i : ‖∫ (x : α) in t, φ i x ∂μ - 1‖ < δ
hφpos : ∀ x ∈ s, 0 ≤ φ i x
h''i : IntegrableOn (fun x ↦ φ i x • g x) s μ
I : IntegrableOn (φ i) t μ
B : ‖∫ (x : α) in s ∩ u, φ i x • g x ∂μ‖ ≤ 2 * δ
⊢ ‖∫ (x : α) in s, φ i x • g x ∂μ‖ ≤ δ * ∫ (x : α) in s, ‖g x‖ ∂μ + 2 * δ