mathlib-initiative/mathlib-tactics huggingface dataset:
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
hfint : Integrable f μ
⊢ Integrable (fun x ↦ ‖f x‖ ^ 1) μ

Tactic:
simpa using

Goal state after:
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
hfint : Integrable f μ
⊢ Integrable (fun x ↦ ‖f x‖) μ
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ ν : FiniteMeasure Ω
h : ∀ (s : Set Ω), MeasurableSet s → μ s = ν s
s : Set Ω
s_mble : MeasurableSet s
⊢ ↑μ s = ↑ν s

Tactic:
simpa using

Goal state after:
Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ ν : FiniteMeasure Ω
h : ∀ (s : Set Ω), MeasurableSet s → μ s = ν s
s : Set Ω
s_mble : MeasurableSet s
⊢ ↑μ s = ↑ν s
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
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
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ^ p ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ

Tactic:
simpa using

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
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
⊢ 0 ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ
Module: Mathlib.MeasureTheory.Measure.ProbabilityMeasure

Goal state before:
pp: Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : ProbabilityMeasure Ω
f : ℕ → Set Ω
hf : Summable fun n ↦ μ (f n)
⊢ μ (⋃ n, f n) ≤ ∑' (n : ℕ), μ (f n)

Tactic:
simpa using

Goal state after:
Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : ProbabilityMeasure Ω
f : ℕ → Set Ω
hf : Summable fun n ↦ μ (f n)
⊢ ↑μ (⋃ n, f n) ≤ ∑' (a : ℕ), ↑μ (f a)
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
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, ‖f x‖ ^ p ∂μ

Tactic:
simpa using

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
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)
⊢ 0 ≤ ∫ (x : α) in s, ‖f x‖ ^ p ∂μ
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
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, ‖f x‖ ^ p ∂μ

pp: case neg
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, ‖f x‖ ^ p ∂μ

Tactic:
· simpa [condExp_of_not_sigmaFinite hm hsig, hp'] using integral_nonneg (fun x => by positivity)

Goal state after:
case neg
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, ‖f x‖ ^ p ∂μ
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : FiniteMeasure Ω
f : ℕ → Set Ω
hf : Summable fun n ↦ μ (f n)
⊢ μ (⋃ n, f n) ≤ ∑' (n : ℕ), μ (f n)

Tactic:
simpa using

Goal state after:
Ω : Type u_1
inst✝ : MeasurableSpace Ω
μ : FiniteMeasure Ω
f : ℕ → Set Ω
hf : Summable fun n ↦ μ (f n)
⊢ ↑μ (⋃ n, f n) ≤ ∑' (a : ℕ), ↑μ (f a)
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:
simpa using

Goal state after:
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)
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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : ¬Integrable f μ
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

Tactic:
simpa using

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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : ¬Integrable f μ
⊢ 0 ≤ ∫ (x : α) in s, ‖f x‖ ∂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
μ : FiniteMeasure Ω
⊢ LipschitzWith μ.mass fun f ↦ μ.testAgainstNN f

Tactic:
rw [lipschitzWith_iff_dist_le_mul]

Goal state after:
Ω : Type u_1
inst✝² : MeasurableSpace Ω
inst✝¹ : TopologicalSpace Ω
inst✝ : OpensMeasurableSpace Ω
μ : FiniteMeasure Ω
⊢ ∀ (x y : Ω →ᵇ ℝ≥0), dist (μ.testAgainstNN x) (μ.testAgainstNN y) ≤ ↑μ.mass * dist x y
Module: Mathlib.MeasureTheory.Function.ConditionalExpectation.Real

Goal state before:
pp: case neg
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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : Integrable f μ
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ

Tactic:
simpa using

Goal state after:
case neg
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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : Integrable f μ
⊢ ∫ (x : α) in s, ‖μ[f | m] x‖ ∂μ ≤ ∫ (x : α) in s, ‖f x‖ ∂μ
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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : Integrable f μ
⊢ Integrable (fun x ↦ ‖f x‖ ^ 1) μ

Tactic:
simpa using

Goal state after:
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
s : Set α
hs : MeasurableSet s
f : α → E
hfint : Integrable f μ
⊢ Integrable (fun x ↦ ‖f x‖) μ
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
key : μ.testAgainstNN f₂ ≤ μ.testAgainstNN f₁ + μ.mass * nndist f₂ f₁
⊢ ↑(μ.testAgainstNN f₂) ≤ ↑(μ.testAgainstNN f₁) + ↑μ.mass * dist f₁ f₂

Tactic:
simpa using

Goal state after:
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
key : μ.testAgainstNN f₂ ≤ μ.testAgainstNN f₁ + μ.mass * nndist f₂ f₁
⊢ ↑(μ.testAgainstNN f₂) ≤ ↑(μ.testAgainstNN f₁) + ↑μ.mass * dist f₁ f₂
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
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
key : μ.testAgainstNN f₁ ≤ μ.testAgainstNN f₂ + μ.mass * nndist f₁ f₂
⊢ ↑(μ.testAgainstNN f₁) ≤ ↑(μ.testAgainstNN f₂) + ↑μ.mass * dist f₁ f₂

Tactic:
simpa using

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
key : μ.testAgainstNN f₁ ≤ μ.testAgainstNN f₂ + μ.mass * nndist f₁ f₂
⊢ ↑(μ.testAgainstNN f₁) ≤ ↑(μ.testAgainstNN f₂) + ↑μ.mass * dist f₁ f₂
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: 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), 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‖₊}

Tactic:
simpa using

Goal state after:
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), 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‖₊ < C
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: 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‖₊}

Tactic:
simpa using

Goal state after:
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}
⊢ C ≤ ‖f 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
hne : L.NeBot
⊢ μ Eᶜ = 1 - μ E

Tactic:
simpa using

Goal state after:
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
hne : L.NeBot
⊢ μ Eᶜ = 1 - μ E
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
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
i : ι
⊢ (μs i) Eᶜ = 1 - (μs i) E

Tactic:
simpa using

Goal state after:
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
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
i : ι
⊢ (μs i) Eᶜ = 1 - (μs i) E
Module: Mathlib.MeasureTheory.Measure.Portmanteau

Goal state before:
pp: case inr
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
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
meas_i_Ec : ∀ (i : ι), (μs i) Eᶜ = 1 - (μs i) E
key : 1 - limsup (fun i ↦ (μs i) E) L = liminf ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L
⊢ 1 - μ E ≤ liminf ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L

Tactic:
simpa using

Goal state after:
case inr
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
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
meas_i_Ec : ∀ (i : ι), (μs i) Eᶜ = 1 - (μs i) E
key : 1 - limsup (fun i ↦ (μs i) E) L = liminf ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L
⊢ 1 ≤ 1 - limsup (fun i ↦ (μs i) E) L + μ E
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
⊢ μ Eᶜ = 1 - μ E

Tactic:
simpa using

Goal state after:
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
⊢ μ Eᶜ = 1 - μ E
Module: Mathlib.MeasureTheory.Measure.Tight

Goal state before:
pp: 𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
S : Set (Measure 𝓧)
inst✝⁴ : TopologicalSpace 𝓧
inst✝³ : TopologicalSpace 𝓨
inst✝² : MeasurableSpace 𝓨
inst✝¹ : OpensMeasurableSpace 𝓨
inst✝ : T2Space 𝓨
hS : IsTightMeasureSet S
f : 𝓧 → 𝓨
hf : Continuous[inst✝⁴, inst✝³] f
⊢ IsTightMeasureSet (Measure.map f '' S)

Tactic:
rw [isTightMeasureSet_iff_exists_isCompact_measure_compl_le] at hS ⊢
  simp only [mem_image, forall_exists_index, and_imp, forall_apply_eq_imp_iff₂]
  intro ε hε
  obtain ⟨K, hK_compact, hKS⟩ := hS ε hε
  refine ⟨f '' K, hK_compact.image hf, fun μ hμS ↦ ?_⟩
  by_cases hf_meas : AEMeasurable f μ
  swap; · simp [Measure.map_of_not_aemeasurable hf_meas]
  rw [Measure.map_apply_of_aemeasurable hf_meas (hK_compact.image hf).measurableSet.compl]
  refine (measure_mono ?_).trans (hKS μ hμS)
  simp only [preimage_compl, compl_subset_compl]
  exact subset_preimage_image f K

Goal state after:
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
i : ι
⊢ (μs i) Eᶜ = 1 - (μs i) E

Tactic:
simpa using

Goal state after:
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
i : ι
⊢ (μs i) Eᶜ = 1 - (μs i) E
Module: Mathlib.MeasureTheory.Measure.FiniteMeasure

Goal state before:
pp: case refine_2
Ω : Type u_1
inst✝³ : MeasurableSpace Ω
inst✝² : TopologicalSpace Ω
inst✝¹ : OpensMeasurableSpace Ω
γ : Type u_2
𝕜 : Type u_3
inst✝ : RCLike 𝕜
F : Filter γ
μs : γ → FiniteMeasure Ω
μ : FiniteMeasure Ω
h : ∀ (f : Ω →ᵇ 𝕜), Tendsto (fun i ↦ ∫ (ω : Ω), f ω ∂↑(μs i)) F (𝓝 (∫ (ω : Ω), f ω ∂↑μ))
f : Ω →ᵇ ℝ
⊢ Tendsto (fun i ↦ ∫ (x : Ω), f x ∂↑(μs i)) F (𝓝 (∫ (x : Ω), f x ∂↑μ))

Tactic:
· specialize h ((RCLike.ofRealAm (K := 𝕜)).compLeftContinuousBounded ℝ
      RCLike.lipschitzWith_ofReal f)
    simp only [AlgHom.compLeftContinuousBounded_apply_apply, RCLike.ofRealAm_coe,
      integral_ofReal] at h
    exact tendsto_ofReal_iff'.mp h

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

Goal state before:
pp: case inr
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
meas_i_Ec : ∀ (i : ι), (μs i) Eᶜ = 1 - (μs i) E
key : 1 - liminf (fun i ↦ (μs i) E) L = limsup ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L
⊢ limsup ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L ≤ 1 - μ E

Tactic:
simpa using

Goal state after:
case inr
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 : μ E ≤ liminf (fun i ↦ (μs i) E) L
hne : L.NeBot
meas_Ec : μ Eᶜ = 1 - μ E
meas_i_Ec : ∀ (i : ι), (μs i) Eᶜ = 1 - (μs i) E
key : 1 - liminf (fun i ↦ (μs i) E) L = limsup ((fun x ↦ 1 - x) ∘ fun i ↦ (μs i) E) L
⊢ 1 ≤ 1 - μ E + liminf (fun i ↦ (μs i) E) L
Module: Mathlib.MeasureTheory.Measure.Tight

Goal state before:
pp: case h₁
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
hK₂_le : ∀ μ_1 ∈ Measure.snd '' μ, μ_1 K₂ᶜ ≤ ε / 2
κ : Measure (𝓧 × 𝓨)
hK₁_le : κ (Prod.fst ⁻¹' K₁ᶜ) ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (K₁ᶜ ×ˢ univ) ≤ ε / 2

Tactic:
simpa using

Goal state after:
case h₁
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
hK₂_le : ∀ μ_1 ∈ Measure.snd '' μ, μ_1 K₂ᶜ ≤ ε / 2
κ : Measure (𝓧 × 𝓨)
hK₁_le : κ (Prod.fst ⁻¹' K₁ᶜ) ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (Prod.fst ⁻¹' K₁)ᶜ ≤ ε / 2
Module: Mathlib.MeasureTheory.Function.UniformIntegrable

Goal state before:
pp: 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 ≠ ∞
hf : ∀ (i : ι), StronglyMeasurable (f i)
hfu : UniformIntegrable f p μ
ε : ℝ
hε : 0 < ε
⊢ ∃ C, ∀ (i : ι), eLpNorm ({x | C ≤ ‖f i x‖₊}.indicator (f i)) p μ ≤ ENNReal.ofReal ε

Tactic:
obtain ⟨-, hfu, M, hM⟩ := hfu
  obtain ⟨δ, hδpos, hδ⟩ := hfu hε
  obtain ⟨C, hC⟩ : ∃ C : ℝ≥0, ∀ i, μ { x | C ≤ ‖f i x‖₊ } ≤ ENNReal.ofReal δ := by
    by_contra! hcon
    choose ℐ hℐ using hcon
    lift δ to ℝ≥0 using hδpos.le
    have : ∀ C : ℝ≥0, C • (δ : ℝ≥0∞) ^ (1 / p.toReal) ≤ eLpNorm (f (ℐ C)) p μ := by
      intro C
      calc
        C • (δ : ℝ≥0∞) ^ (1 / p.toReal) ≤ C • μ { x | C ≤ ‖f (ℐ C) x‖₊ } ^ (1 / p.toReal) := by
          rw [ENNReal.smul_def, ENNReal.smul_def, smul_eq_mul, smul_eq_mul]
          simp_rw [ENNReal.ofReal_coe_nnreal] at hℐ
          refine mul_le_mul' le_rfl
            (ENNReal.rpow_le_rpow (hℐ C).le (one_div_nonneg.2 ENNReal.toReal_nonneg))
        _ ≤ eLpNorm ({ x | C ≤ ‖f (ℐ C) x‖₊ }.indicator (f (ℐ C))) p μ := by
          refine le_eLpNorm_of_bddBelow hp hp' _
            (measurableSet_le measurable_const (hf _).nnnorm.measurable)
            (Eventually.of_forall fun x hx => ?_)
          rwa [nnnorm_indicator_eq_indicator_nnnorm, Set.indicator_of_mem hx]
        _ ≤ eLpNorm (f (ℐ C)) p μ := eLpNorm_indicator_le _
    specialize this (2 * max M 1 * δ⁻¹ ^ (1 / p.toReal))
    rw [← ENNReal.coe_rpow_of_nonneg _ (one_div_nonneg.2 ENNReal.toReal_nonneg), ← ENNReal.coe_smul,
      smul_eq_mul, mul_assoc, NNReal.inv_rpow,
      inv_mul_cancel₀ (NNReal.rpow_pos (NNReal.coe_pos.1 hδpos)).ne.symm, mul_one, ENNReal.coe_mul,
      ← NNReal.inv_rpow] at this
    refine (lt_of_le_of_lt (le_trans
      (hM <| ℐ <| 2 * max M 1 * δ⁻¹ ^ (1 / p.toReal)) (le_max_left (M : ℝ≥0∞) 1))
        (lt_of_lt_of_le ?_ this)).ne rfl
    rw [← ENNReal.coe_one, ← ENNReal.coe_max, ← ENNReal.coe_mul, ENNReal.coe_lt_coe]
    exact lt_two_mul_self (lt_max_of_lt_right one_pos)
  exact ⟨C, fun i => hδ i _ (measurableSet_le measurable_const (hf i).nnnorm.measurable) (hC i)⟩

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

Goal state before:
pp: case h₂
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
hK₁_le : ∀ μ_1 ∈ Measure.fst '' μ, μ_1 K₁ᶜ ≤ ε / 2
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
κ : Measure (𝓧 × 𝓨)
hK₂_le : κ (Prod.snd ⁻¹' K₂ᶜ) ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (univ ×ˢ K₂ᶜ) ≤ ε / 2

Tactic:
simpa using

Goal state after:
case h₂
𝓧 : Type u_1
𝓨 : Type u_2
m𝓧 : MeasurableSpace 𝓧
inst✝¹ : TopologicalSpace 𝓧
m𝓨 : MeasurableSpace 𝓨
inst✝ : TopologicalSpace 𝓨
μ : Set (Measure (𝓧 × 𝓨))
hμ₁ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.fst '' μ, μ_1 Kᶜ ≤ ε
hμ₂ : ∀ (ε : ENNReal), 0 < ε → ∃ K, IsCompact K ∧ ∀ μ_1 ∈ Measure.snd '' μ, μ_1 Kᶜ ≤ ε
ε : ENNReal
hε : 0 < ε
K₁ : Set 𝓧
hK₁_compact : IsCompact K₁
hK₁_le : ∀ μ_1 ∈ Measure.fst '' μ, μ_1 K₁ᶜ ≤ ε / 2
K₂ : Set 𝓨
hK₂_compact : IsCompact K₂
κ : Measure (𝓧 × 𝓨)
hK₂_le : κ (Prod.snd ⁻¹' K₂ᶜ) ≤ ε / 2
hκ_mem : κ ∈ μ
⊢ κ (Prod.snd ⁻¹' K₂)ᶜ ≤ ε / 2
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 η : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
h : ⇑κ =ᵐ[μ] ⇑η
a✝² : Finset ι
a✝¹ : ι → Set Ω
a✝ : ∀ i ∈ a✝², a✝¹ i ∈ π i
h' : ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (κ a) (a✝¹ i)
a : α
ha : κ a = η a
h'a : (κ a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (κ a) (a✝¹ i)
⊢ (η a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (η a) (a✝¹ i)

Tactic:
simpa using

Goal state after:
α : Type u_1
Ω : Type u_2
ι : Type u_3
_mα : MeasurableSpace α
_mΩ : MeasurableSpace Ω
κ η : Kernel α Ω
μ : Measure α
π : ι → Set (Set Ω)
h : ⇑κ =ᵐ[μ] ⇑η
a✝² : Finset ι
a✝¹ : ι → Set Ω
a✝ : ∀ i ∈ a✝², a✝¹ i ∈ π i
h' : ∀ᵐ (a : α) ∂μ, (κ a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (κ a) (a✝¹ i)
a : α
ha : κ a = η a
h'a : (κ a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (κ a) (a✝¹ i)
⊢ (η a) (⋂ i ∈ a✝², a✝¹ i) = ∏ i ∈ a✝², (η a) (a✝¹ i)