Module: Mathlib.MeasureTheory.Measure.Prokhorov

Goal state before:
pp: case hgi
E : Type u_1
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : T2Space E
inst✝ : BorelSpace E
u : ℕ → ℝ≥0
K : ℕ → Set E
C : ℝ≥0
hu : Tendsto u atTop (𝓝 0)
hK : ∀ (n : ℕ), IsCompact (K n)
I :
  ∀ (μ : FiniteMeasure E) (n : ℕ),
    ∑ i ∈ Finset.range (n + 1), μ.restrict (disjointed K i) = μ.restrict ((partialSups K) n)
A : ∀ (n : ℕ), IsCompact ((partialSups K) n)
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n} ∈ f
ν : ℕ → FiniteMeasure E
ν_reg : ∀ (n : ℕ), (↑(ν n)).InnerRegular
νK : ∀ (n : ℕ), (ν n) ((partialSups K) n)ᶜ = 0
hν : ∀ (n : ℕ), Tendsto (fun ρ ↦ ρ.restrict (disjointed K n)) (↑f) (𝓝 (ν n))
B : (Measure.sum fun n ↦ ↑(ν n)) univ ≤ ↑C
μ : FiniteMeasure E := ⋯
L : Tendsto id (↑f) (𝓝 μ)
n : ℕ
h : NormalSpace E
this✝ : (↑μ).InnerRegular
g : E → ℝ
g_cont : Continuous[inst✝², _] g
gK : EqOn g 0 (K n)
g_nonneg : 0 ≤ g
g_le : g ≤ 1
this : Tendsto (fun ρ ↦ ∫ (x : E), g x ∂↑ρ) (↑f) (𝓝 (∫ (x : E), g x ∂↑μ))
ρ : FiniteMeasure E
hρ : ρ.mass ≤ C ∧ ∀ (n : ℕ), ρ (K n)ᶜ ≤ u n
⊢ Integrable ((K n)ᶜ.indicator 1) ↑ρ

pp: case h
E : Type u_1
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : T2Space E
inst✝ : BorelSpace E
u : ℕ → ℝ≥0
K : ℕ → Set E
C : ℝ≥0
hu : Tendsto u atTop (𝓝 0)
hK : ∀ (n : ℕ), IsCompact (K n)
I :
  ∀ (μ : FiniteMeasure E) (n : ℕ),
    ∑ i ∈ Finset.range (n + 1), μ.restrict (disjointed K i) = μ.restrict ((partialSups K) n)
A : ∀ (n : ℕ), IsCompact ((partialSups K) n)
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n} ∈ f
ν : ℕ → FiniteMeasure E
ν_reg : ∀ (n : ℕ), (↑(ν n)).InnerRegular
νK : ∀ (n : ℕ), (ν n) ((partialSups K) n)ᶜ = 0
hν : ∀ (n : ℕ), Tendsto (fun ρ ↦ ρ.restrict (disjointed K n)) (↑f) (𝓝 (ν n))
B : (Measure.sum fun n ↦ ↑(ν n)) univ ≤ ↑C
μ : FiniteMeasure E := ⋯
L : Tendsto id (↑f) (𝓝 μ)
n : ℕ
h : NormalSpace E
this✝ : (↑μ).InnerRegular
g : E → ℝ
g_cont : Continuous[inst✝², _] g
gK : EqOn g 0 (K n)
g_nonneg : 0 ≤ g
g_le : g ≤ 1
this : Tendsto (fun ρ ↦ ∫ (x : E), g x ∂↑ρ) (↑f) (𝓝 (∫ (x : E), g x ∂↑μ))
ρ : FiniteMeasure E
hρ : ρ.mass ≤ C ∧ ∀ (n : ℕ), ρ (K n)ᶜ ≤ u n
⊢ g ≤ᵐ[↑ρ] (K n)ᶜ.indicator 1

Tactic:
· apply Integrable.indicator (integrable_const _) (hK n).measurableSet.compl

Goal state after:
case h
E : Type u_1
inst✝³ : MeasurableSpace E
inst✝² : TopologicalSpace E
inst✝¹ : T2Space E
inst✝ : BorelSpace E
u : ℕ → ℝ≥0
K : ℕ → Set E
C : ℝ≥0
hu : Tendsto u atTop (𝓝 0)
hK : ∀ (n : ℕ), IsCompact (K n)
I :
  ∀ (μ : FiniteMeasure E) (n : ℕ),
    ∑ i ∈ Finset.range (n + 1), μ.restrict (disjointed K i) = μ.restrict ((partialSups K) n)
A : ∀ (n : ℕ), IsCompact ((partialSups K) n)
f : Ultrafilter (FiniteMeasure E)
hf : {μ | μ.mass ≤ C ∧ ∀ (n : ℕ), μ (K n)ᶜ ≤ u n} ∈ f
ν : ℕ → FiniteMeasure E
ν_reg : ∀ (n : ℕ), (↑(ν n)).InnerRegular
νK : ∀ (n : ℕ), (ν n) ((partialSups K) n)ᶜ = 0
hν : ∀ (n : ℕ), Tendsto (fun ρ ↦ ρ.restrict (disjointed K n)) (↑f) (𝓝 (ν n))
B : (Measure.sum fun n ↦ ↑(ν n)) univ ≤ ↑C
μ : FiniteMeasure E := ⋯
L : Tendsto id (↑f) (𝓝 μ)
n : ℕ
h : NormalSpace E
this✝ : (↑μ).InnerRegular
g : E → ℝ
g_cont : Continuous[inst✝², _] g
gK : EqOn g 0 (K n)
g_nonneg : 0 ≤ g
g_le : g ≤ 1
this : Tendsto (fun ρ ↦ ∫ (x : E), g x ∂↑ρ) (↑f) (𝓝 (∫ (x : E), g x ∂↑μ))
ρ : FiniteMeasure E
hρ : ρ.mass ≤ C ∧ ∀ (n : ℕ), ρ (K n)ᶜ ≤ u n
⊢ g ≤ᵐ[↑ρ] (K n)ᶜ.indicator 1