mathlib-initiative/mathlib-tactics huggingface dataset:
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: α : Type u_1
s t x y z : α
S : Set α
inst✝ : CompleteLattice α
P✝ Q✝ P Q : Partition s
hp : ∀ ⦃x : α⦄, x ∈ P → ∃ y ∈ Q, x ≤ y
hq : ∀ ⦃x : α⦄, x ∈ Q → ∃ y ∈ P, x ≤ y
⊢ P = Q

Tactic:
refine Partition.ext fun x ↦ ⟨fun h ↦ ?_, fun h ↦ ?_⟩

Goal state after:
case refine_1
α : Type u_1
s t x✝ y z : α
S : Set α
inst✝ : CompleteLattice α
P✝ Q✝ P Q : Partition s
hp : ∀ ⦃x : α⦄, x ∈ P → ∃ y ∈ Q, x ≤ y
hq : ∀ ⦃x : α⦄, x ∈ Q → ∃ y ∈ P, x ≤ y
x : α
h : x ∈ P
⊢ x ∈ Q

case refine_2
α : Type u_1
s t x✝ y z : α
S : Set α
inst✝ : CompleteLattice α
P✝ Q✝ P Q : Partition s
hp : ∀ ⦃x : α⦄, x ∈ P → ∃ y ∈ Q, x ≤ y
hq : ∀ ⦃x : α⦄, x ∈ Q → ∃ y ∈ P, x ≤ y
x : α
h : x ∈ Q
⊢ x ∈ P
Module: Mathlib.Order.Partition.Basic

Goal state before:
pp: α✝ : Type u_1
s✝ t x y z : α✝
S : Set α✝
inst✝¹ : CompleteLattice α✝
P✝ Q✝ : Partition s✝
α : Type u_2
inst✝ : Order.Frame α
s : α
P Q : Partition s
a : α
ha : a ∈ removeBot {a | ∃ p ∈ P, ∃ q ∈ Q, a = p ⊓ q} ⋯ ⋯
⊢ ∃ y ∈ Q, a ≤ y

Tactic:
by
    obtain ⟨⟨p, hp, q, hq, rfl⟩, h⟩ := ha
    grind [inf_le_right]

Goal state after:
Module: Mathlib.Order.PrimeSeparator

Goal state before:
pp: α : Type u_1
inst✝ : DistribLattice α
F : PFilter α
I : Ideal α
hFI : Disjoint ↑F ↑I
S : Set (Set α) := {J | IsIdeal J ∧ ↑I ⊆ J ∧ Disjoint (↑F) J}
Jset : Set α
left✝ : ↑I ⊆ Jset
hmax : Maximal (fun x ↦ x ∈ S) Jset
Jidl : IsIdeal Jset
IJ : ↑I ⊆ Jset
JF : Disjoint (↑F) Jset
J : Ideal α := Jidl.toIdeal
IJ' : I ≤ J
Jpr : J.IsProper
a₁ a₂ : α
ha₁ : a₁ ∉ J
ha₂ : a₂ ∉ J
J₁ : Ideal α := J ⊔ principal a₁
J₂ : Ideal α := J ⊔ principal a₂
a₁J₁ : a₁ ∈ J₁
a₂J₂ : a₂ ∈ J₂
J₁J : ↑J₁ ≠ Jset
J₂J : ↑J₂ ≠ Jset
J₁S : ↑J₁ ∉ S
J₂S : ↑J₂ ∉ S
J₁F : ¬Disjoint ↑F ↑J₁
J₂F : ¬Disjoint ↑F ↑J₂
c₁ : α
c₁F : c₁ ∈ ↑F
c₁J₁ : c₁ ∈ ↑J₁
c₂ : α
c₂F : c₂ ∈ ↑F
c₂J₂ : c₂ ∈ ↑J₂
b₁ : α
b₁J : b₁ ∈ J
cba₁ : c₁ ≤ b₁ ⊔ a₁
b₂ : α
b₂J : b₂ ∈ J
cba₂ : c₂ ≤ b₂ ⊔ a₂
b : α := b₁ ⊔ b₂
bJ : b ∈ J
⊢ (b₁ ⊔ a₁) ⊓ (b₂ ⊔ a₂) ≤ (b ⊔ a₁) ⊓ (b ⊔ a₂)

Tactic:
by gcongr; exacts [le_sup_left, le_sup_right]

Goal state after:
Module: Mathlib.Order.Types.Defs

Goal state before:
pp: α β : Type u
inst✝¹ : LinearOrder α
inst✝ : LinearOrder β
⊢ lift.{u_1, u} (type α) ≤ lift.{u_1, u} (type β) ↔ Nonempty (α ↪o β)

Tactic:
refine ⟨fun h ↦ ?_, fun ⟨h⟩ ↦ type_le_type <| (ULift.orderIso.toOrderEmbedding.trans h).trans
    ULift.orderIso.symm.toOrderEmbedding⟩
  rw [← type_ulift, ← type_ulift, type_le_type_iff] at h
  exact ⟨(ULift.orderIso.symm.toOrderEmbedding.trans h.some).trans ULift.orderIso.toOrderEmbedding⟩

Goal state after:
Module: Mathlib.Order.Sublocale

Goal state before:
pp: X : Type u_1
inst✝ : Order.Frame X
ι : Sort u_2
S✝ T : Sublocale X
s✝ : Set X
f : ι → X
a✝ b✝ : X
S : Sublocale X
a b : X
s : ↥S
c : ↥S := ⟨a ⇨ ↑s, ⋯⟩
⊢ ↑(Sublocale.restrictAux✝ S b) ≤ ↑c ↔ b ≤ ↑c

Tactic:
rw [S.giAux.u_le_u_iff, S.giAux.gc.le_iff_le]

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

Goal state before:
pp: case pos.coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ∀ (b : ι), ¬b < i
ω : Ω
t : ι
⊢ ¬↑t < ↑i

Tactic:
| coe t =>

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

Goal state before:
pp: case coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝¹ : Preorder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝ : PredOrder ι
hτ : IsStoppingTime f τ
i : ι
hi_min : ¬IsMin i
ω : Ω
t : ι
⊢ ↑t < ↑i ↔ ↑t ≤ ↑(Order.pred i)

Tactic:
| coe t =>

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

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
E : Type u_3
inst✝ : TopologicalSpace E
𝓕 : Filtration ℕ m
u : ℕ → Ω → E
h₀ : StronglyMeasurable (u 0)
h : ∀ (n : ℕ), StronglyMeasurable (u (n + 1))
⊢ IsStronglyPredictable 𝓕 u

Tactic:
let : MeasurableSpace (ℕ × Ω) := 𝓕.predictable
  -- first layer of approximation
  let X m (x : ℕ × Ω) := match x.1 with
    | 0 => h₀.approx m x.2
    | n + 1 => (h n).approx m x.2
  -- second layer of approximation (to ensure the whole process has finite range)
  let Y m (x : ℕ × Ω) := if x.1 ≤ m then X m x else X m ⟨0, x.2⟩
  refine ⟨fun m ↦ SimpleFunc.mk (Y m) ?_ ?_, ?_⟩
  · intro s
    rw [(by aesop : Y m ⁻¹' {s} = ⋃ n : ℕ, {n} ×ˢ ((Function.curry (Y m) n) ⁻¹' {s}))]
    refine MeasurableSet.iUnion <| fun n ↦ ?_
    rcases n with rfl | n
    · apply measurableSet_predictable_singleton_bot_prod
      let : MeasurableSpace Ω := 𝓕 0
      exact (h₀.approx m).measurableSet_fiber s
    · apply measurableSet_predictable_singleton_prod
      by_cases! hmk : n + 1 ≤ m
      · rw [(by aesop : Function.curry (Y m) (n + 1) = Function.curry (X m) (n + 1))]
        let : MeasurableSpace Ω := 𝓕 n
        exact ((h n).approx m).measurableSet_fiber s
      · rw [(by aesop : Function.curry (Y m) (n + 1) = Function.curry (X m) 0)]
        apply 𝓕.mono (i := 0) (by simp)
        let : MeasurableSpace Ω := 𝓕 0
        exact (h₀.approx m).measurableSet_fiber s
  · apply Set.Finite.subset (s := ⋃ k ∈ Finset.range (m + 1), Set.range (Function.curry (X m) k))
    · refine Set.Finite.biUnion' (by aesop) (fun n hn ↦ ?_)
      rcases n with rfl | n
      · exact @(h₀.approx m).finite_range
      · exact @((h n).approx m).finite_range
    · intro e he
      obtain ⟨⟨n, ω⟩, hnω⟩ := Set.mem_range.mp he
      simp_rw [Set.mem_iUnion, Set.mem_range]
      exact ⟨if n ≤ m then n else 0, by aesop, ω, by aesop⟩
  · intro ⟨n, ω⟩
    rw [tendsto_congr' (f₂ := fun m ↦ X m ⟨n, ω⟩)]
    · rcases n with rfl | n
      · exact h₀.tendsto_approx ω
      · exact (h n).tendsto_approx ω
    · filter_upwards [eventually_ge_atTop n] with m hm using by simp; grind

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

Goal state before:
pp: case pos.coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝³ : LinearOrder ι
f : Filtration ι m
τ : Ω → WithTop ι
inst✝² : TopologicalSpace ι
inst✝¹ : OrderTopology ι
inst✝ : FirstCountableTopology ι
hτ : IsStoppingTime f τ
i : ι
h_lub : IsLUB (Set.Iio i) i
hi_min : IsMin i
ω : Ω
t : ι
⊢ ¬↑t < ↑i

Tactic:
| coe t =>

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

Goal state before:
pp: Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
𝒢 : Filtration ℕ m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedModule ℝ E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsFiniteMeasure μ
R : ℝ
f : ℕ → Ω → E
ξ : ℕ → Ω → ℝ
hf : Submartingale f 𝒢 μ
hξ : StronglyAdapted 𝒢 ξ
hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R
hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω
C : ℕ → ℝ
hC : ∀ (i : ℕ) (ω : Ω), ‖ξ i ω‖ ≤ C i
hint : ∀ (m : ℕ), Integrable (∑ k ∈ Finset.range m, ξ k • (f (k + 1) - f k)) μ
m : ℕ
⊢ StronglyMeasurable ((fun n ↦ ∑ k ∈ Finset.range n, ξ k • (f (k + 1) - f k)) m)

Tactic:
refine Finset.stronglyMeasurable_sum _ fun i hi => ?_

Goal state after:
Ω : Type u_1
E : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
𝒢 : Filtration ℕ m0
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedModule ℝ E
inst✝² : ClosedIciTopology E
inst✝¹ : IsOrderedAddMonoid E
inst✝ : IsFiniteMeasure μ
R : ℝ
f : ℕ → Ω → E
ξ : ℕ → Ω → ℝ
hf : Submartingale f 𝒢 μ
hξ : StronglyAdapted 𝒢 ξ
hbdd : ∀ (n : ℕ) (ω : Ω), ξ n ω ≤ R
hnonneg : ∀ (n : ℕ) (ω : Ω), 0 ≤ ξ n ω
C : ℕ → ℝ
hC : ∀ (i : ℕ) (ω : Ω), ‖ξ i ω‖ ≤ C i
hint : ∀ (m : ℕ), Integrable (∑ k ∈ Finset.range m, ξ k • (f (k + 1) - f k)) μ
m i : ℕ
hi : i ∈ Finset.range m
⊢ StronglyMeasurable (ξ i • (f (i + 1) - f i))
Module: Mathlib.Probability.Process.HittingTime

Goal state before:
pp: Ω : Type u_1
β : Type u_2
ι : Type u_3
inst✝ : ConditionallyCompleteLinearOrder ι
u : ι → Ω → β
s : Set β
n i : ι
ω : Ω
h' : hittingAfter u s n ω < ↑i
h_top : ∃ j, n ≤ j ∧ u j ω ∈ s
⊢ ∃ j, n ≤ j ∧ u j ω ∈ s

Tactic:
exact h_top

Goal state after:
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case zero
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N n : ℕ
ω : Ω
M : ℕ
hNM : N ≤ M
h : lowerCrossingTime a b f N 0 ω < N
h' : upperCrossingTime a b f N 0 ω < N
⊢ upperCrossingTime a b f M 0 ω = upperCrossingTime a b f N 0 ω ∧
    lowerCrossingTime a b f M 0 ω = lowerCrossingTime a b f N 0 ω

Tactic:
simp only [upperCrossingTime_zero, bot_eq_zero',
      lowerCrossingTime_zero, true_and, eq_comm]
    refine hittingBtwn_eq_hittingBtwn_of_exists hNM ?_
    rw [lowerCrossingTime, hittingBtwn_lt_iff] at h
    · obtain ⟨j, hj₁, hj₂⟩ := h
      exact ⟨j, ⟨hj₁.1, hj₁.2.le⟩, hj₂⟩
    · exact le_rfl

Goal state after:
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
N₁ N₂ : ℕ
hN₁ : N ≤ N₁
hN₁' : f N₁ ω < a
hN₂ : N₁ ≤ N₂
hN₂' : b < f N₂ ω
hN : N ≤ 0
⊢ upperCrossingTime a b f (N₂ + 1) (upcrossingsBefore a b f N ω) ω ≤ N

Tactic:
rw [Nat.le_zero] at hN

Goal state after:
case neg
Ω : Type u_1
a b : ℝ
f : ℕ → Ω → ℝ
N : ℕ
ω : Ω
hab : a < b
N₁ N₂ : ℕ
hN₁ : N ≤ N₁
hN₁' : f N₁ ω < a
hN₂ : N₁ ≤ N₂
hN₂' : b < f N₂ ω
hN : N = 0
⊢ upperCrossingTime a b f (N₂ + 1) (upcrossingsBefore a b f N ω) ω ≤ N
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: case refine_1
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hbdd : ∀ (n : ℕ), ∫⁻ (x : Ω), ‖f n x‖ₑ ∂μ ≤ ↑R
n : ℕ
ω : Ω
⊢ ↑‖f n ω - a‖₊ ≤ ↑‖f n ω‖₊ + ↑‖a‖₊

Tactic:
sub_eq_add_neg,

Goal state after:
case refine_1
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hbdd : ∀ (n : ℕ), ∫⁻ (x : Ω), ‖f n x‖ₑ ∂μ ≤ ↑R
n : ℕ
ω : Ω
⊢ ↑‖f n ω + -a‖₊ ≤ ↑‖f n ω‖₊ + ↑‖a‖₊
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: case refine_2
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hbdd : ∀ (n : ℕ), ∫⁻ (x : Ω), ‖f n x‖ₑ ∂μ ≤ ↑R
n : ℕ
⊢ ∫⁻ (a_1 : Ω), ↑‖f n a_1‖₊ + ↑‖a‖₊ ∂μ ≤ ↑R + ↑‖a‖₊ * μ Set.univ

Tactic:
simp_rw [lintegral_add_right _ measurable_const, lintegral_const]

Goal state after:
case refine_2
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hbdd : ∀ (n : ℕ), ∫⁻ (x : Ω), ‖f n x‖ₑ ∂μ ≤ ↑R
n : ℕ
⊢ ∫⁻ (a : Ω), ↑‖f n a‖₊ ∂μ + ↑‖a‖₊ * μ Set.univ ≤ ↑R + ↑‖a‖₊ * μ Set.univ
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: case refine_2
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hbdd : ∀ (n : ℕ), ∫⁻ (x : Ω), ‖f n x‖ₑ ∂μ ≤ ↑R
n : ℕ
⊢ ∫⁻ (a : Ω), ↑‖f n a‖₊ ∂μ + ↑‖a‖₊ * μ Set.univ ≤ ↑R + ↑‖a‖₊ * μ Set.univ

Tactic:
exact add_le_add (hbdd _) le_rfl

Goal state after:
Module: Mathlib.Probability.Martingale.Convergence

Goal state before:
pp: case refine_1
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hR' : ∀ (n : ℕ), ∫⁻ (ω : Ω), ↑‖f n ω - a‖₊ ∂μ ≤ ↑R + ↑‖a‖₊ * μ Set.univ
⊢ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ ≠ ∞

Tactic:
refine ne_of_lt (iSup_lt_iff.2 ⟨R + ‖a‖₊ * μ Set.univ, ENNReal.add_lt_top.2
        ⟨ENNReal.coe_lt_top, by finiteness⟩,
        fun n => le_trans ?_ (hR' n)⟩)

Goal state after:
case refine_1
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ (n : ℕ), eLpNorm (f n) 1 μ ≤ ↑R
hab : a < b
this : ∫⁻ (ω : Ω), upcrossings a b f ω ∂μ ≤ (⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ) / ENNReal.ofReal (b - a)
hR' : ∀ (n : ℕ), ∫⁻ (ω : Ω), ↑‖f n ω - a‖₊ ∂μ ≤ ↑R + ↑‖a‖₊ * μ Set.univ
n : ℕ
⊢ ∫⁻ (ω : Ω), ENNReal.ofReal (f n ω - a)⁺ ∂μ ≤ ∫⁻ (ω : Ω), ↑‖f n ω - a‖₊ ∂μ
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: case coe
Ω : Type u_1
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁵ : Add ι
inst✝⁴ : LinearOrder ι
inst✝³ : CanonicallyOrderedAdd ι
inst✝² : Countable ι
inst✝¹ : TopologicalSpace ι
inst✝ : OrderTopology ι
f : Filtration ι m
τ π : Ω → WithTop ι
hτ : IsStoppingTime f τ
hπ : IsStoppingTime f π
j : ι
ω : Ω
a : ι
x✝ : WithTop ι
⊢ ↑a + x✝ ≤ ↑j ↔ ∃ i, x✝ = ↑↑i ∧ ↑a + ↑↑i ≤ ↑j

Tactic:
cases π ω with

Goal state after:
Module: Mathlib.Probability.Martingale.OptionalStopping

Goal state before:
pp: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
τ π : Ω → ℕ∞
E : Type u_2
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ 𝒢
f : ℕ → Ω → E
hf : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
hπ : IsStoppingTime 𝒢 π
hle : τ ≤ π
N : ℕ
hbdd : ∀ (ω : Ω), π ω ≤ ↑N
i : ℕ
⊢ MeasurableSet {ω | τ ω ≤ ↑i ∧ ↑i < π ω}

Tactic:
refine (hτ i).inter ?_

Goal state after:
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
τ π : Ω → ℕ∞
E : Type u_2
inst✝⁷ : NormedAddCommGroup E
inst✝⁶ : NormedSpace ℝ E
inst✝⁵ : CompleteSpace E
inst✝⁴ : PartialOrder E
inst✝³ : IsOrderedAddMonoid E
inst✝² : IsOrderedModule ℝ E
inst✝¹ : ClosedIciTopology E
inst✝ : SigmaFiniteFiltration μ 𝒢
f : ℕ → Ω → E
hf : Submartingale f 𝒢 μ
hτ : IsStoppingTime 𝒢 τ
hπ : IsStoppingTime 𝒢 π
hle : τ ≤ π
N : ℕ
hbdd : ∀ (ω : Ω), π ω ≤ ↑N
i : ℕ
⊢ MeasurableSet fun ω ↦ WithBot.LT (π ω) ↑i
Module: Mathlib.Probability.Martingale.OptionalStopping

Goal state before:
pp: case neg
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
𝒢 : Filtration ℕ m0
f : ℕ → Ω → ℝ
inst✝ : SigmaFiniteFiltration μ 𝒢
hadp : StronglyAdapted 𝒢 f
hint : ∀ (i : ℕ), Integrable (f i) μ
hf :
  ∀ (τ π : Ω → ℕ∞),
    IsStoppingTime 𝒢 τ →
      IsStoppingTime 𝒢 π →
        τ ≤ π → (∃ N, ∀ (ω : Ω), π ω ≤ ↑N) → ∫ (x : Ω), stoppedValue f τ x ∂μ ≤ ∫ (x : Ω), stoppedValue f π x ∂μ
i j : ℕ
hij : i ≤ j
s : Set Ω
hs : MeasurableSet s
ω : Ω
hω : ω ∉ s
⊢ ↑j ≤ ↑j

Tactic:
· norm_cast

Goal state after:
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case pos
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
hab : a < b
⊢ ENNReal.ofReal (b - a) * ∫⁻ (ω : Ω), ⨆ N, ↑(upcrossingsBefore a b f N ω) ∂μ ≤
    ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ

Tactic:
have : ∀ N, ∫⁻ ω, ENNReal.ofReal ((f N ω - a)⁺) ∂μ = ENNReal.ofReal (∫ ω, (f N ω - a)⁺ ∂μ) := by
      intro N
      rw [ofReal_integral_eq_lintegral_ofReal]
      · exact (hf.sub_martingale (martingale_const _ _ _)).pos.integrable _
      · exact Eventually.of_forall fun ω => posPart_nonneg _

Goal state after:
case pos
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
hab : a < b
this : ∀ (N : ℕ), ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ = ENNReal.ofReal (∫ (ω : Ω), (f N ω - a)⁺ ∂μ)
⊢ ENNReal.ofReal (b - a) * ∫⁻ (ω : Ω), ⨆ N, ↑(upcrossingsBefore a b f N ω) ∂μ ≤
    ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ
Module: Mathlib.Probability.Martingale.Upcrossing

Goal state before:
pp: case neg
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
ℱ : Filtration ℕ m0
inst✝ : IsFiniteMeasure μ
a b : ℝ
hf : Submartingale f ℱ μ
hab : b - a ≤ 0
⊢ 0 ≤ ⨆ N, ∫⁻ (ω : Ω), ENNReal.ofReal (f N ω - a)⁺ ∂μ

Tactic:
exact zero_le

Goal state after:
Module: Mathlib.Probability.Martingale.BorelCantelli

Goal state before:
pp: Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
r : ℝ
R : ℝ≥0
hr : 0 ≤ r
hf0 : f 0 = 0
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
i : ℕ
ω : Ω
hbddω : ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
⊢ stoppedProcess f (leastGE f r) i ω ≤ r + ↑R

Tactic:
stoppedProcess,

Goal state after:
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
f : ℕ → Ω → ℝ
r : ℝ
R : ℝ≥0
hr : 0 ≤ r
hf0 : f 0 = 0
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
i : ℕ
ω : Ω
hbddω : ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
⊢ f (min (↑i) (leastGE f r ω)).untopA ω ≤ r + ↑R
Module: Mathlib.Probability.Martingale.BorelCantelli

Goal state before:
pp: Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hf0 : f 0 = 0
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
ht : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), ∃ c, Tendsto (fun n ↦ stoppedAbove f (↑i) n ω) atTop (𝓝 c)
ω : Ω
hω : ∀ (i : ℕ), ∃ c, Tendsto (fun n ↦ stoppedAbove f (↑i) n ω) atTop (𝓝 c)
hωb : (upperBounds (Set.range fun n ↦ f n ω)).Nonempty
i : ℕ
hi : hωb.some < ↑i
hib : ∀ (n : ℕ), f n ω < ↑i
n : ℕ
⊢ stoppedProcess f (leastGE f ↑i) n ω = f n ω

Tactic:
stoppedProcess,

Goal state after:
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hf0 : f 0 = 0
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
ht : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), ∃ c, Tendsto (fun n ↦ stoppedAbove f (↑i) n ω) atTop (𝓝 c)
ω : Ω
hω : ∀ (i : ℕ), ∃ c, Tendsto (fun n ↦ stoppedAbove f (↑i) n ω) atTop (𝓝 c)
hωb : (upperBounds (Set.range fun n ↦ f n ω)).Nonempty
i : ℕ
hi : hωb.some < ↑i
hib : ∀ (n : ℕ), f n ω < ↑i
n : ℕ
⊢ f (min (↑n) (leastGE f (↑i) ω)).untopA ω = f n ω
Module: Mathlib.Probability.Moments.Basic

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
p : ℕ
μ : Measure Ω
X Y : Ω → ℝ
hXY : X =ᵐ[μ] Y
⊢ (X - fun x ↦ ∫ (a : Ω), Y a ∂μ) ^ p =ᵐ[μ] (Y - fun x ↦ ∫ (a : Ω), Y a ∂μ) ^ p

Tactic:
filter_upwards [hXY] with x hx using by simp [hx]

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

Goal state before:
pp: case coe
Ω : Type u_1
β : Type u_2
ι : Type u_3
m : MeasurableSpace Ω
inst✝⁸ : Nonempty ι
u : ι → Ω → β
τ : Ω → WithTop ι
inst✝⁷ : LinearOrder ι
inst✝⁶ : MeasurableSpace ι
inst✝⁵ : TopologicalSpace ι
inst✝⁴ : OrderTopology ι
inst✝³ : SecondCountableTopology ι
inst✝² : BorelSpace ι
inst✝¹ : TopologicalSpace β
f : Filtration ι m
inst✝ : PseudoMetrizableSpace ι
h : IsStronglyProgressive f u
hτ : IsStoppingTime f τ
h_meas : IsStronglyProgressive f fun i ω ↦ (min (↑i) (τ ω)).untopA
i : ι
ω : Ω
t : ι
⊢ (min ↑i ↑t).untopA ≤ i

Tactic:
| coe t =>

Goal state after:
Module: Mathlib.Probability.Martingale.BorelCantelli

Goal state before:
pp: case mpr
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Martingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
hbdd' : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |(-f) (i + 1) ω - (-f) i ω| ≤ ↑R
hup : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n ↦ f n ω) ↔ ∃ c, Tendsto (fun n ↦ f n ω) atTop (𝓝 c)
hdown : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n ↦ (-f) n ω) ↔ ∃ c, Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
ω : Ω
hω₁ : BddAbove (Set.range fun n ↦ f n ω) ↔ ∃ c, Tendsto (fun n ↦ f n ω) atTop (𝓝 c)
hω₂ : BddAbove (Set.range fun n ↦ (-f) n ω) ↔ ∃ c, Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
c : ℝ
hc : Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
⊢ Tendsto (fun n ↦ f n ω) atTop (𝓝 (-c))

Tactic:
convert! hc.neg

Goal state after:
Ω : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Martingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
hbdd' : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |(-f) (i + 1) ω - (-f) i ω| ≤ ↑R
hup : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n ↦ f n ω) ↔ ∃ c, Tendsto (fun n ↦ f n ω) atTop (𝓝 c)
hdown : ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n ↦ (-f) n ω) ↔ ∃ c, Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
ω : Ω
hω₁ : BddAbove (Set.range fun n ↦ f n ω) ↔ ∃ c, Tendsto (fun n ↦ f n ω) atTop (𝓝 c)
hω₂ : BddAbove (Set.range fun n ↦ (-f) n ω) ↔ ∃ c, Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
c : ℝ
hc : Tendsto (fun n ↦ (-f) n ω) atTop (𝓝 c)
x✝ : ℕ
⊢ f x✝ ω = -(-f) x✝ ω
Module: Mathlib.Probability.Process.Stopping

Goal state before:
pp: Ω : Type u_1
β : Type u_2
u : ℕ → Ω → β
τ π : Ω → ℕ∞
inst✝ : AddCommGroup β
hle : τ ≤ π
N : ℕ
hbdd : ∀ (ω : Ω), π ω ≤ ↑N
hπ_top : ∀ (ω : Ω), π ω ≠ ⊤
hτ_top : ∀ (ω : Ω), τ ω ≠ ⊤
⊢ ∀ (ω : Ω), ↑(π ω) ≠ ∞

Tactic:
intro ω; exact mod_cast hπ_top ω

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

Goal state before:
pp: case coe
Ω : Type u_1
β : Type u_2
u : ℕ → Ω → β
τ : Ω → ℕ∞
inst✝ : AddCommMonoid β
n : ℕ
x ω : Ω
t : ℕ
⊢ ↑n + 1 ≤ ↑t ↔ ↑n < ↑t

Tactic:
| coe t =>

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

Goal state before:
pp: x t p : ℝ
hp : 0 ≤ p
ht : 0 < t
hp_zero : ¬p = 0
h_x_le : ∀ (c : ℝ), 0 < c → x ≤ c⁻¹ * rexp (c * x)
h_neg_x_le : ∀ (c : ℝ), 0 < c → -x ≤ c⁻¹ * rexp (-c * x)
h_abs_le : ∀ (c : ℝ), 0 < c → |x| ≤ c⁻¹ * max (rexp (c * x)) (rexp (-c * x))
⊢ -t / p = -(t / p)

Tactic:
neg_div

Goal state after:
x t p : ℝ
hp : 0 ≤ p
ht : 0 < t
hp_zero : ¬p = 0
h_x_le : ∀ (c : ℝ), 0 < c → x ≤ c⁻¹ * rexp (c * x)
h_neg_x_le : ∀ (c : ℝ), 0 < c → -x ≤ c⁻¹ * rexp (-c * x)
h_abs_le : ∀ (c : ℝ), 0 < c → |x| ≤ c⁻¹ * max (rexp (c * x)) (rexp (-c * x))
⊢ -(t / p) = -(t / p)
Module: Mathlib.Probability.Moments.MGFAnalytic

Goal state before:
pp: Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t✝ : ℝ
ht : t✝ ∈ interior (integrableExpSet X μ)
n✝ n : ℕ
t : ℝ
ht' : t ∈ interior (integrableExpSet X μ)
⊢ ∫ (x : Ω), RCLike.re (↑(X x) ^ n * Complex.exp (↑t * ↑(X x))) ∂μ = ∫ (ω : Ω), X ω ^ n * rexp (t * X ω) ∂μ

pp: Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t✝ : ℝ
ht : t✝ ∈ interior (integrableExpSet X μ)
n✝ n : ℕ
t : ℝ
ht' : t ∈ interior (integrableExpSet X μ)
⊢ Integrable (fun ω ↦ ↑(X ω) ^ n * Complex.exp (↑t * ↑(X ω))) μ

Tactic:
· norm_cast

Goal state after:
Ω : Type u_1
m : MeasurableSpace Ω
X : Ω → ℝ
μ : Measure Ω
t✝ : ℝ
ht : t✝ ∈ interior (integrableExpSet X μ)
n✝ n : ℕ
t : ℝ
ht' : t ∈ interior (integrableExpSet X μ)
⊢ Integrable (fun ω ↦ ↑(X ω) ^ n * Complex.exp (↑t * ↑(X ω))) μ
Module: Mathlib.Probability.Moments.IntegrableExpMul

Goal state before:
pp: case inr
x t p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
ht_pos : 0 < t
⊢ |x| ^ p ≤ (p / |t|) ^ p * max (rexp (t * x)) (rexp (-t * x))

Tactic:
rw [abs_of_nonneg ht_pos.le]

Goal state after:
case inr
x t p : ℝ
hp : 0 ≤ p
ht : t ≠ 0
ht_pos : 0 < t
⊢ |x| ^ p ≤ (p / t) ^ p * max (rexp (t * x)) (rexp (-t * x))
Module: Mathlib.Probability.Distributions.Gaussian.Real

Goal state before:
pp: μ : ℝ
v : ℝ≥0
x y : ℝ
⊢ gaussianPDFReal μ v (x + y) = gaussianPDFReal (μ - y) v x

Tactic:
sub_eq_add_neg,

Goal state after:
μ : ℝ
v : ℝ≥0
x y : ℝ
⊢ gaussianPDFReal μ v (x + y) = gaussianPDFReal (μ + -y) v x
Module: Mathlib.Probability.Distributions.Gaussian.Real

Goal state before:
pp: μ : ℝ
v : ℝ≥0
x y : ℝ
⊢ gaussianPDFReal μ v (x + y) = gaussianPDFReal μ v (x - -y)

Tactic:
sub_eq_add_neg,

Goal state after:
μ : ℝ
v : ℝ≥0
x y : ℝ
⊢ gaussianPDFReal μ v (x + y) = gaussianPDFReal μ v (x + - -y)