Theorem: ProbabilityTheory.Kernel.singularPart_compl_mutuallySingularSetSlice
File: Mathlib/Probability/Kernel/RadonNikodym.lean

Proof steps:
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
⊢ ((κ.singularPart η) a) (κ.mutuallySingularSetSlice η a)ᶜ = 0
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ((κ.singularPart η) a) (κ.mutuallySingularSetSlice η a)ᶜ = 0
tactic: have h_coe : ∀ b, (Real.toNNReal b : ℝ≥0∞) = ENNReal.ofReal b := fun _ ↦ rfl
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ((κ.singularPart η) a) (κ.mutuallySingularSetSlice η a)ᶜ = 0
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ MeasurableSet
    {x | ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x}

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable fun b => ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable
    (Function.uncurry fun a x =>
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)
tactic: rw [singularPart, Kernel.withDensity_apply', lintegral_eq_zero_iff, EventuallyEq,
    ae_restrict_iff]
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ MeasurableSet
    {x | ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x = 0 x}

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable fun b => ↑(κ.rnDerivAux (κ + η) a b).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a b).toNNReal * κ.rnDeriv η a b

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable
    (Function.uncurry fun a x =>
      ↑(κ.rnDerivAux (κ + η) a x).toNNReal - ↑(1 - κ.rnDerivAux (κ + η) a x).toNNReal * κ.rnDeriv η a x)
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ MeasurableSet
    {x |
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x}

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable fun b =>
    ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b) * κ.rnDeriv η a b

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable
    (Function.uncurry fun a x =>
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x)
tactic: all_goals simp_rw [h_coe]
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ MeasurableSet
    {x |
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x}

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable fun b =>
    ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b) * κ.rnDeriv η a b

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable
    (Function.uncurry fun a x =>
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x)
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ MeasurableSet
    {x |
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x}

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable fun b =>
    ENNReal.ofReal (κ.rnDerivAux (κ + η) a b) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a b) * κ.rnDeriv η a b

case hf
α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ Measurable
    (Function.uncurry fun a x =>
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x)

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
tactic: rotate_left
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
⊢ ∀ᵐ (x : γ) ∂(κ + η) a,
    x ∈ (κ.mutuallySingularSetSlice η a)ᶜ →
      ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : x ∈ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
tactic: refine ae_of_all _ (fun x hx ↦ ?_)
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : x ∈ (κ.mutuallySingularSetSlice η a)ᶜ
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
tactic: simp only [mem_compl_iff, mutuallySingularSetSlice, mem_setOf, not_le] at hx
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) - ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) * κ.rnDeriv η a x = 0 x
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) -
      ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) *
        (ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x)) =
    0 x
tactic: simp_rw [rnDeriv]
state_before: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) -
      ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x) *
        (ENNReal.ofReal (κ.rnDerivAux (κ + η) a x) / ENNReal.ofReal (1 - κ.rnDerivAux (κ + η) a x)) =
    0 x
state_after: α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 1 - κ.rnDerivAux (κ + η) a x ≠ 0

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 ≤ 1 - κ.rnDerivAux (κ + η) a x

α : Type u_1
γ : Type u_2
mα : MeasurableSpace α
mγ : MeasurableSpace γ
κ✝ η✝ : Kernel α γ
hαγ : MeasurableSpace.CountableOrCountablyGenerated α γ
κ η : Kernel α γ
inst✝¹ : IsSFiniteKernel κ
inst✝ : IsSFiniteKernel η
a : α
h_coe : ∀ (b : ℝ), ↑b.toNNReal = ENNReal.ofReal b
x : γ
hx : κ.rnDerivAux (κ + η) a x < 1
⊢ 0 < 1 - κ.rnDerivAux (κ + η) a x
tactic: rw [← ENNReal.ofReal_div_of_pos, div_eq_inv_mul, ← ENNReal.ofReal_mul, ← mul_assoc,
    mul_inv_cancel, one_mul, tsub_self, Pi.zero_apply]