Theorem: MeasureTheory.not_frequently_of_upcrossings_lt_top
File: Mathlib/Probability/Martingale/Convergence.lean

Proof steps:
state_before: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : upcrossings a b f ω ≠ ⊤
⊢ ¬((∃ᶠ (n : ℕ) in atTop, f n ω < a) ∧ ∃ᶠ (n : ℕ) in atTop, b < f n ω)
state_after: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω ≤ k
⊢ ¬((∃ᶠ (n : ℕ) in atTop, f n ω < a) ∧ ∃ᶠ (n : ℕ) in atTop, b < f n ω)
tactic: rw [← lt_top_iff_ne_top, upcrossings_lt_top_iff] at hω
state_before: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω ≤ k
⊢ ¬((∃ᶠ (n : ℕ) in atTop, f n ω < a) ∧ ∃ᶠ (n : ℕ) in atTop, b < f n ω)
state_after: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
⊢ ¬((∃ᶠ (n : ℕ) in atTop, f n ω < a) ∧ ∃ᶠ (n : ℕ) in atTop, b < f n ω)
tactic: replace hω : ∃ k, ∀ N, upcrossingsBefore a b f N ω < k := by
    obtain ⟨k, hk⟩ := hω
    exact ⟨k + 1, fun N => lt_of_le_of_lt (hk N) k.lt_succ_self⟩
state_before: Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
⊢ ¬((∃ᶠ (n : ℕ) in atTop, f n ω < a) ∧ ∃ᶠ (n : ℕ) in atTop, b < f n ω)
state_after: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∃ᶠ (n : ℕ) in atTop, f n ω < a
h₂ : ∃ᶠ (n : ℕ) in atTop, b < f n ω
⊢ False
tactic: rintro ⟨h₁, h₂⟩
state_before: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∃ᶠ (n : ℕ) in atTop, f n ω < a
h₂ : ∃ᶠ (n : ℕ) in atTop, b < f n ω
⊢ False
state_after: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ False
tactic: rw [frequently_atTop] at h₁ h₂
state_before: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ False
state_after: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ ¬∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
tactic: refine Classical.not_not.2 hω ?_
state_before: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ ¬∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
state_after: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ ∀ (k : ℕ), ∃ N, k ≤ upcrossingsBefore a b f N ω
tactic: push_neg
state_before: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ ∀ (k : ℕ), ∃ N, k ≤ upcrossingsBefore a b f N ω
state_after: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
k : ℕ
⊢ ∃ N, k ≤ upcrossingsBefore a b f N ω
tactic: intro k
state_before: case intro
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
k : ℕ
⊢ ∃ N, k ≤ upcrossingsBefore a b f N ω
state_after: case intro.zero
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
⊢ ∃ N, 0 ≤ upcrossingsBefore a b f N ω

case intro.succ
Ω : Type u_1
ι : Type u_2
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
a b : ℝ
f : ℕ → Ω → ℝ
ω : Ω
R : ℝ≥0
hab : a < b
hω : ∃ k, ∀ (N : ℕ), upcrossingsBefore a b f N ω < k
h₁ : ∀ (a_1 : ℕ), ∃ b ≥ a_1, f b ω < a
h₂ : ∀ (a : ℕ), ∃ b_1 ≥ a, b < f b_1 ω
k : ℕ
ih : ∃ N, k ≤ upcrossingsBefore a b f N ω
⊢ ∃ N, k + 1 ≤ upcrossingsBefore a b f N ω
tactic: induction' k with k ih