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

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ {x | C ≤ ‖g i x‖₊}.indicator (g i) x = f i x

Tactic:
Set.indicator_of_mem,

Goal state after:
case pos
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ g i x = f i x

case pos.h
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
hp : 1 ≤ p
hp' : p ≠ ∞
f : ι → α → β
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ x ∈ {x | C ≤ ‖g i x‖₊}
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
p : ℝ
hp : 1 ≤ p
f : α → E
s : Set α
hs : MeasurableSet s
hf : Integrable (fun x ↦ ‖f x‖ ^ p) μ
hp' : p ≠ 0
hm : m ≤ m0
hsig : SigmaFinite (μ.trim hm)
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ^ p ∂μ ≤ ∫ (x : α) in s, μ[fun x ↦ ‖f x‖ ^ p | m] x ∂μ

Tactic:
refine integral_mono_of_nonneg ?_ ?_ ?_
    · filter_upwards with a using by positivity
    · exact integrable_condExp.congr (condExp_restrict_ae_eq_restrict hm hs hf)
    · exact ae_restrict_le (Integrable.norm_condExp_rpow_le hp hf)

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

Goal state before:
pp: Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : BorelSpace Ω
μ ν : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), ∫ (x : Ω), f x ∂↑μ = ∫ (x : Ω), f x ∂↑ν
f : Ω →ᵇ ℝ≥0
⊢ (∫⁻ (x : Ω), ↑(f x) ∂↑μ).toReal = (∫⁻ (x : Ω), ↑(f x) ∂↑ν).toReal

Tactic:
rw [toReal_lintegral_coe_eq_integral f μ, toReal_lintegral_coe_eq_integral f ν]

Goal state after:
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : HasOuterApproxClosed Ω
inst✝ : BorelSpace Ω
μ ν : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ ℝ), ∫ (x : Ω), f x ∂↑μ = ∫ (x : Ω), f x ∂↑ν
f : Ω →ᵇ ℝ≥0
⊢ ∫ (x : Ω), ↑(f x) ∂↑μ = ∫ (x : Ω), ↑(f x) ∂↑ν
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : Nonempty Ω
m0 : MeasurableSpace Ω
μ : FiniteMeasure Ω
E : Type u_2
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
nonzero : μ ≠ 0
f : Ω → E
⊢ average (↑μ) f = ∫ (ω : Ω), f ω ∂↑μ.normalize

Tactic:
by
  rw [μ.toMeasure_normalize_eq_of_nonzero nonzero, average]
  congr
  simp [ENNReal.coe_inv (μ.mass_nonzero_iff.mpr nonzero), ennreal_mass]

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

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
f g : Ω →ᵇ ℝ≥0
le_dist : ∀ (ω : Ω), dist (f ω) (g ω) ≤ ↑(nndist f g)
ω : Ω
le' : f ω ≤ g ω + nndist f g
⊢ ↑(f ω) ≤ ↑(g ω + nndist f g)

Tactic:
exact_mod_cast le'

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

Goal state before:
pp: case neg
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal 1
i : ι
x : α
hx : x ∉ {x | ‖f i x‖₊ < C}
⊢ ‖f i x‖ₑ ≤ ‖0 + {x | C ≤ ‖f i x‖₊}.indicator (f i) x‖ₑ

Tactic:
Set.indicator_of_mem,

Goal state after:
case neg
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal 1
i : ι
x : α
hx : x ∉ {x | ‖f i x‖₊ < C}
⊢ ‖f i x‖ₑ ≤ ‖0 + f i x‖ₑ

case neg.h
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal 1
i : ι
x : α
hx : x ∉ {x | ‖f i x‖₊ < C}
⊢ x ∈ {x | C ≤ ‖f i x‖₊}
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case pos
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
⊢ eLpNorm μ[f | m] p μ ≤ eLpNorm f p μ

Tactic:
← ofReal_lpNorm hf,

Goal state after:
case pos
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
⊢ eLpNorm μ[f | m] p μ ≤ ENNReal.ofReal (lpNorm f p μ)
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
⊢ Tendsto μs F (𝓝 μ) → ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))

Tactic:
rw [tendsto_iff_forall_lintegral_tendsto]

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
γ : Type u_2
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
⊢ (∀ (f : Ω →ᵇ ℝ≥0), Tendsto (fun i ↦ ∫⁻ (x : Ω), ↑(f x) ∂↑(μs i)) F (𝓝 (∫⁻ (x : Ω), ↑(f x) ∂↑μ))) →
    ∀ (f : Ω →ᵇ ℝ), Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: case pos
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgeq : ∀ (i : ι), g i =ᵐ[μ] f i
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ {x | C ≤ ‖g i x‖₊}.indicator (g i) x = f i x

Tactic:
Set.indicator_of_mem,

Goal state after:
case pos
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgeq : ∀ (i : ι), g i =ᵐ[μ] f i
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ g i x = f i x

case pos.h
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∞
f : ι → α → β
inst✝ : IsFiniteMeasure μ
hp : 1 ≤ p
hp' : p ≠ ∞
hf : ∀ (i : ι), AEStronglyMeasurable (f i) μ
h : ∀ (ε : ℝ), 0 < ε → ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgeq : ∀ (i : ι), g i =ᵐ[μ] f i
ε : ℝ
hε : 0 < ε
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ x ∈ {x | C ≤ ‖g i x‖₊}
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: Ω : Type u_1
inst✝² : MeasurableSpace Ω
ι : Type u_2
L : Filter ι
μ : Measure Ω
μs : ι → Measure Ω
inst✝¹ : IsProbabilityMeasure μ
inst✝ : ∀ (i : ι), IsProbabilityMeasure (μs i)
E : Set Ω
E_mble : MeasurableSet E
h : limsup (fun i ↦ (μs i) E) L ≤ μ E
⊢ μ Eᶜ ≤ liminf (fun i ↦ (μs i) Eᶜ) L

Tactic:
by
  rcases L.eq_or_neBot with rfl | hne
  · simp only [liminf_bot, le_top]
  have meas_Ec : μ Eᶜ = 1 - μ E := by
    simpa only [measure_univ] using measure_compl E_mble (measure_lt_top μ E).ne
  have meas_i_Ec : ∀ i, μs i Eᶜ = 1 - μs i E := by
    intro i
    simpa only [measure_univ] using measure_compl E_mble (measure_lt_top (μs i) E).ne
  simp_rw [meas_Ec, meas_i_Ec]
  rw [show (L.liminf fun i : ι ↦ 1 - μs i E) = L.liminf ((fun x ↦ 1 - x) ∘ fun i : ι ↦ μs i E)
      from rfl]
  have key := antitone_const_tsub.map_limsup_of_continuousAt (F := L)
    (fun i ↦ μs i E) (ENNReal.continuous_sub_left ENNReal.one_ne_top).continuousAt
  simpa [← key] using antitone_const_tsub h

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

Goal state before:
pp: case pos
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hfu : UniformIntegrable f p μ
ε : ℝ
hε : 0 < ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgunif : UniformIntegrable g p μ
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖g i x‖₊}.indicator (g i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ f i x = {x | C ≤ ‖g i x‖₊}.indicator (g i) x

Tactic:
Set.indicator_of_mem,

Goal state after:
case pos
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hfu : UniformIntegrable f p μ
ε : ℝ
hε : 0 < ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgunif : UniformIntegrable g p μ
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖g i x‖₊}.indicator (g i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ f i x = g i x

case pos.h
α : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace α
μ : Measure α
inst✝ : NormedAddCommGroup β
p : ℝ≥0∞
f : ι → α → β
hp : p ≠ 0
hp' : p ≠ ∞
hfu : UniformIntegrable f p μ
ε : ℝ
hε : 0 < ε
g : ι → α → β := fun i ↦ Exists.choose ⋯
hgmeas : ∀ (i : ι), StronglyMeasurable (g i)
hgunif : UniformIntegrable g p μ
C : ℝ≥0
hC : ∀ (i : ι), eLpNorm ({x | C ≤ ‖g i x‖₊}.indicator (g i)) p μ ≤ ENNReal.ofReal ε
i : ι
x : α
hx : f i x = Exists.choose ⋯ x
hfx : x ∈ {x | C ≤ ‖f i x‖₊}
⊢ x ∈ {x | C ≤ ‖g i x‖₊}
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'
μ : FiniteMeasure Ω
⊢ (μ.map f).mass ≤ μ.mass

Tactic:
simp only [mass, coeFn_def, toMeasure_map, ne_eq, measure_ne_top, not_false_eq_true,
    ENNReal.toNNReal_le_toNNReal]
  by_cases hf : AEMeasurable f μ
  · rw [Measure.map_apply_of_aemeasurable hf MeasurableSet.univ]
    exact measure_mono (subset_univ _)
  · simp [Measure.map_of_not_aemeasurable hf]

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
π : ι → Set (Set Ω)
h : iIndepSets π κ μ
⊢ ∀ᵐ (a : α) ∂μ, IsProbabilityMeasure (κ a)

Tactic:
filter_upwards [h.meas_biInter ∅ (f := fun _ ↦ Set.univ) (by simp)] with a ha
  exact ⟨by simpa using ha⟩

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
π : ι → Set (Set Ω)
ι' : Type u_5
g : ι' → ι
hg : Function.Injective g
h : iIndepSets π κ μ
s : Finset ι'
f : ι' → Set Ω
hf : ∀ i ∈ s, f i ∈ (π ∘ g) i
f' : ι → Set Ω := Function.extend g f fun x ↦ ∅
f'_apply : ∀ (x : ι'), f' (g x) = f x
hf' : ∀ i ∈ Finset.image g s, f' i ∈ π i
⊢ ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ s, f i) = ∏ i ∈ s, (κ a) (f i)

Tactic:
filter_upwards [@h (s.image g) f' hf'] with a ha

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
π : ι → Set (Set Ω)
ι' : Type u_5
g : ι' → ι
hg : Function.Injective g
h : iIndepSets π κ μ
s : Finset ι'
f : ι' → Set Ω
hf : ∀ i ∈ s, f i ∈ (π ∘ g) i
f' : ι → Set Ω := Function.extend g f fun x ↦ ∅
f'_apply : ∀ (x : ι'), f' (g x) = f x
hf' : ∀ i ∈ Finset.image g s, f' i ∈ π i
a : α
ha : (κ a) (⋂ i ∈ Finset.image g s, f' i) = ∏ i ∈ Finset.image g s, (κ a) (f' i)
⊢ (κ a) (⋂ i ∈ s, f i) = ∏ i ∈ s, (κ a) (f i)
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
⊢ ↑↑μ (s ∩ range f) = ↑↑μ s

pp: 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)

pp: 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)

Tactic:
· rw [← Measure.restrict_apply hs, Measure.restrict_eq_self_of_ae_mem]
        exact (null_iff_toMeasure_null (↑μ) (range f)ᶜ).mp (by exact μ.2)

Goal state after:
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
mα : MeasurableSpace α
mΩ : MeasurableSpace Ω
κ : Kernel α Ω
μ : Measure α
ι : Type u_8
β : ι → Type u_9
m : (x : ι) → MeasurableSpace (β x)
f : (i : ι) → Ω → β i
h :
  ∀ (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)
S : Finset ι
setsΩ : ι → Set Ω
h_meas : ∀ i ∈ S, setsΩ i ∈ (fun x ↦ {s | MeasurableSet s}) i
setsβ : (i : ι) → Set (β i) := fun i ↦ if hi_mem : i ∈ S then Exists.choose ⋯ else univ
h_measβ : ∀ i ∈ S, MeasurableSet (setsβ i)
i : ι
hi_mem : i ∈ S
⊢ setsΩ i = f i ⁻¹' Exists.choose ⋯

Tactic:
exact (h_meas i hi_mem).choose_spec.2.symm

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

Goal state before:
pp: 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
h : ∀ (F : Set Ω), IsClosed[inst✝²] F → limsup (fun i ↦ (↑(μs i)).real F) L ≤ (↑μ).real F
⊢ ∀ (F : Set Ω), IsClosed[inst✝²] F → limsup (fun i ↦ (μs i) F) L ≤ μ F

Tactic:
by simpa using h

Goal state after:
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)

Tactic:
Measure.ext_prod₃_iff

Goal state after:
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)
⊢ ∀ {s : Set α} {t : Set β} {u : Set γ},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u → (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) (s ×ˢ t ×ˢ u) = (μ ⊗ₘ (κ.map f ×ₖ κ.map g)) (s ×ˢ t ×ˢ u)
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
hs : MeasurableSet s
ht : 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:
Measure.ext_prod₃_iff

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 :
  ∀ {s : Set α} {t : Set β} {u : Set γ},
    MeasurableSet s →
      MeasurableSet t →
        MeasurableSet u → (μ ⊗ₘ κ.map fun ω ↦ (f ω, g ω)) (s ×ˢ t ×ˢ u) = (μ ⊗ₘ (κ.map f ×ₖ κ.map g)) (s ×ˢ t ×ˢ u)
s : Set β
t : Set γ
hs : MeasurableSet s
ht : 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.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 : ι
hi : i ∈ s
A : Set α
hA : MeasurableSet A
hA' : X i ⁻¹' A = f i
⊢ (fun ω ↦ (X i ω, Y i ω)) ⁻¹' A ×ˢ univ = f i

Tactic:
ext; simp [← hA']

Goal state after:
Module: Mathlib.Probability.Density

Goal state before:
pp: case refine_1
Ω : Type u_1
E : Type u_2
inst✝ : MeasurableSpace E
x✝ : MeasurableSpace Ω
X : Ω → E
ℙ : Measure Ω
μ : Measure E
hX : AEMeasurable X ℙ
f : E → ℝ≥0∞
hf : AEMeasurable f μ
h : map X ℙ = μ.withDensity f
⊢ (μ.withDensity f).HaveLebesgueDecomposition μ

Tactic:
withDensity_congr_ae hf.ae_eq_mk

Goal state after:
case refine_1
Ω : Type u_1
E : Type u_2
inst✝ : MeasurableSpace E
x✝ : MeasurableSpace Ω
X : Ω → E
ℙ : Measure Ω
μ : Measure E
hX : AEMeasurable X ℙ
f : E → ℝ≥0∞
hf : AEMeasurable f μ
h : map X ℙ = μ.withDensity f
⊢ (μ.withDensity (AEMeasurable.mk f hf)).HaveLebesgueDecomposition μ
Module: Mathlib.Probability.Independence.Kernel.Indep

Goal state before:
pp: case inr
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
m : ι → MeasurableSpace Ω
h_le : ∀ (i : ι), m i ≤ _mΩ
h_indep : iIndep m κ μ
S T : Set ι
hST : Disjoint S T
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
⊢ Indep (⨆ i ∈ S, m i) (⨆ i ∈ T, m i) η μ

Tactic:
refine
    IndepSets.indep (iSup₂_le fun i _ => h_le i) (iSup₂_le fun i _ => h_le i) ?_ ?_
      (generateFrom_piiUnionInter_measurableSet m S).symm
      (generateFrom_piiUnionInter_measurableSet m T).symm ?_

Goal state after:
case inr.refine_1
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
m : ι → MeasurableSpace Ω
h_le : ∀ (i : ι), m i ≤ _mΩ
h_indep : iIndep m κ μ
S T : Set ι
hST : Disjoint S T
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
⊢ IsPiSystem (piiUnionInter (fun n ↦ {s | MeasurableSet s}) S)

case inr.refine_2
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
m : ι → MeasurableSpace Ω
h_le : ∀ (i : ι), m i ≤ _mΩ
h_indep : iIndep m κ μ
S T : Set ι
hST : Disjoint S T
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
⊢ IsPiSystem (piiUnionInter (fun n ↦ {s | MeasurableSet s}) T)

case inr.refine_3
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
m : ι → MeasurableSpace Ω
h_le : ∀ (i : ι), m i ≤ _mΩ
h_indep : iIndep m κ μ
S T : Set ι
hST : Disjoint S T
hμ : μ ≠ 0
η : Kernel α Ω
η_eq : ⇑κ =ᵐ[μ] ⇑η
hη : IsMarkovKernel η
⊢ IndepSets (piiUnionInter (fun n ↦ {s | MeasurableSet s}) S) (piiUnionInter (fun n ↦ {s | MeasurableSet s}) T) η μ
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
⊢ (map X ℙ ∗ₘ map Y ℙ).rnDeriv μ =ᵐ[μ] pdf X ℙ μ ⋆ₘₗ[μ] pdf Y ℙ μ

Tactic:
apply rnDeriv_mconv' <;> exact HasPDF.absolutelyContinuous

Goal state after: