Theorem: MeasureTheory.Measure.eq_withDensity_rnDeriv
File: Mathlib/MeasureTheory/Decomposition/Lebesgue.lean

Proof steps:
state_before: α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hs : s ⟂ₘ ν
hadd : μ = s + ν.withDensity f
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hs : s ⟂ₘ ν
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: have : HaveLebesgueDecomposition μ ν := ⟨⟨⟨s, f⟩, hf, hs, hadd⟩⟩
state_before: α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hs : s ⟂ₘ ν
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hs : s ⟂ₘ ν
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hsing : μ.singularPart ν ⟂ₘ ν
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: obtain ⟨hmeas, hsing, hadd'⟩ := haveLebesgueDecomposition_spec μ ν
state_before: case intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hs : s ⟂ₘ ν
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hsing : μ.singularPart ν ⟂ₘ ν
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: obtain ⟨⟨S, hS₁, hS₂, hS₃⟩, ⟨T, hT₁, hT₂, hT₃⟩⟩ := hs, hsing
state_before: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: rw [hadd'] at hadd
state_before: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: have hνinter : ν (S ∩ T)ᶜ = 0 := by
    rw [compl_inter]
    refine nonpos_iff_eq_zero.1 (le_trans (measure_union_le _ _) ?_)
    rw [hT₃, hS₃, add_zero]
state_before: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: have heq :
    (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T) := by
    ext1 A hA
    have hs : s (A ∩ (S ∩ T)) = 0 := by
      rw [← nonpos_iff_eq_zero]
      exact hS₂ ▸ measure_mono (inter_subset_right.trans inter_subset_left)
    have hsing : μ.singularPart ν (A ∩ (S ∩ T)) = 0 := by
      rw [← nonpos_iff_eq_zero]
      exact hT₂ ▸ measure_mono (inter_subset_right.trans inter_subset_right)
    rw [restrict_apply hA, restrict_apply hA, ← add_zero (ν.withDensity f (A ∩ (S ∩ T))), ← hs, ←
      add_apply, add_comm, ← hadd, add_apply, hsing, zero_add]
state_before: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
tactic: have heq' :
    ∀ A : Set α, MeasurableSet A → ν.withDensity f A = (ν.withDensity f).restrict (S ∩ T) A := by
    intro A hA
    have hνfinter : ν.withDensity f (A ∩ (S ∩ T)ᶜ) = 0 := by
      rw [← nonpos_iff_eq_zero]
      exact withDensity_absolutelyContinuous ν f hνinter ▸ measure_mono inter_subset_right
    rw [restrict_apply hA, ← add_zero (ν.withDensity f (A ∩ (S ∩ T))), ← hνfinter, ← diff_eq,
      measure_inter_add_diff _ (hS₁.inter hT₁)]
state_before: case intro.intro.intro.intro.intro.intro.intro.intro
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
⊢ ν.withDensity f = ν.withDensity (μ.rnDeriv ν)
state_after: case intro.intro.intro.intro.intro.intro.intro.intro.h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
A : Set α
hA : MeasurableSet A
⊢ (ν.withDensity f) A = (ν.withDensity (μ.rnDeriv ν)) A
tactic: ext1 A hA
state_before: case intro.intro.intro.intro.intro.intro.intro.intro.h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
A : Set α
hA : MeasurableSet A
⊢ (ν.withDensity f) A = (ν.withDensity (μ.rnDeriv ν)) A
state_after: case intro.intro.intro.intro.intro.intro.intro.intro.h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
A : Set α
hA : MeasurableSet A
hνrn : (ν.withDensity (μ.rnDeriv ν)) (A ∩ (S ∩ T)ᶜ) = 0
⊢ (ν.withDensity f) A = (ν.withDensity (μ.rnDeriv ν)) A
tactic: have hνrn : ν.withDensity (μ.rnDeriv ν) (A ∩ (S ∩ T)ᶜ) = 0 := by
    rw [← nonpos_iff_eq_zero]
    exact
      withDensity_absolutelyContinuous ν (μ.rnDeriv ν) hνinter ▸
        measure_mono inter_subset_right
state_before: case intro.intro.intro.intro.intro.intro.intro.intro.h
α : Type u_1
β : Type u_2
m : MeasurableSpace α
μ ν s : Measure α
f : α → ℝ≥0∞
hf : Measurable f
hadd : μ.singularPart ν + ν.withDensity (μ.rnDeriv ν) = s + ν.withDensity f
this : μ.HaveLebesgueDecomposition ν
hmeas : Measurable (μ.rnDeriv ν)
hadd' : μ = μ.singularPart ν + ν.withDensity (μ.rnDeriv ν)
S : Set α
hS₁ : MeasurableSet S
hS₂ : s S = 0
hS₃ : ν Sᶜ = 0
T : Set α
hT₁ : MeasurableSet T
hT₂ : (μ.singularPart ν) T = 0
hT₃ : ν Tᶜ = 0
hνinter : ν (S ∩ T)ᶜ = 0
heq : (ν.withDensity f).restrict (S ∩ T) = (ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T)
heq' : ∀ (A : Set α), MeasurableSet A → (ν.withDensity f) A = ((ν.withDensity f).restrict (S ∩ T)) A
A : Set α
hA : MeasurableSet A
hνrn : (ν.withDensity (μ.rnDeriv ν)) (A ∩ (S ∩ T)ᶜ) = 0
⊢ (ν.withDensity f) A = (ν.withDensity (μ.rnDeriv ν)) A
state_after: no goals
tactic: rw [heq' A hA, heq, ← add_zero ((ν.withDensity (μ.rnDeriv ν)).restrict (S ∩ T) A), ← hνrn,
    restrict_apply hA, ← diff_eq, measure_inter_add_diff _ (hS₁.inter hT₁)]