Theorem: MeasureTheory.lintegral_comp_eq_lintegral_meas_le_mul
File: Mathlib/MeasureTheory/Integral/Layercake.lean

Proof steps:
state_before: α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: obtain ⟨G, G_mble, G_nn, g_eq_G⟩ : ∃ G : ℝ → ℝ, Measurable G ∧ 0 ≤ G
      ∧ g =ᵐ[volume.restrict (Ioi 0)] G := by
    refine AEMeasurable.exists_measurable_nonneg ?_ g_nn
    exact aemeasurable_Ioi_of_forall_Ioc fun t ht => (g_intble t ht).1.1.aemeasurable
state_before: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: have g_eq_G_on : ∀ t, g =ᵐ[volume.restrict (Ioc 0 t)] G := fun t =>
    ae_mono (Measure.restrict_mono Ioc_subset_Ioi_self le_rfl) g_eq_G
state_before: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: have G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t := by
    refine fun t t_pos => ⟨(g_intble t t_pos).1.congr_fun_ae (g_eq_G_on t), ?_⟩
    rw [Ioc_eq_empty_of_le t_pos.lt.le]
    exact integrableOn_empty
state_before: case intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: obtain ⟨F, F_mble, F_nn, f_eq_F⟩ : ∃ F : α → ℝ, Measurable F ∧ 0 ≤ F ∧ f =ᵐ[μ] F := by
    refine ⟨fun ω ↦ max (f_mble.mk f ω) 0, f_mble.measurable_mk.max measurable_const,
        fun ω ↦ le_max_right _ _, ?_⟩
    filter_upwards [f_mble.ae_eq_mk, f_nn] with ω hω h'ω
    rw [← hω]
    exact (max_eq_left h'ω).symm
state_before: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: have eq₁ :
    ∫⁻ t in Ioi 0, μ {a : α | t ≤ f a} * ENNReal.ofReal (g t) =
      ∫⁻ t in Ioi 0, μ {a : α | t ≤ F a} * ENNReal.ofReal (G t) := by
    apply lintegral_congr_ae
    filter_upwards [g_eq_G] with t ht
    rw [ht]
    congr 1
    apply measure_congr
    filter_upwards [f_eq_F] with a ha using by simp [setOf, ha]
state_before: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
eq₂ : ∀ᵐ (ω : α) ∂μ, ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ENNReal.ofReal (∫ (t : ℝ) in 0 ..F ω, G t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: have eq₂ : ∀ᵐ ω ∂μ,
      ENNReal.ofReal (∫ t in (0)..f ω, g t) = ENNReal.ofReal (∫ t in (0)..F ω, G t) := by
    filter_upwards [f_eq_F] with ω fω_nn
    rw [fω_nn]
    congr 1
    refine intervalIntegral.integral_congr_ae ?_
    have fω_nn : 0 ≤ F ω := F_nn ω
    rw [uIoc_of_le fω_nn, ←
      ae_restrict_iff' (measurableSet_Ioc : MeasurableSet (Ioc (0 : ℝ) (F ω)))]
    exact g_eq_G_on (F ω)
state_before: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
eq₂ : ∀ᵐ (ω : α) ∂μ, ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ENNReal.ofReal (∫ (t : ℝ) in 0 ..F ω, G t)
⊢ ∫⁻ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
eq₂ : ∀ᵐ (ω : α) ∂μ, ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ENNReal.ofReal (∫ (t : ℝ) in 0 ..F ω, G t)
⊢ ∫⁻ (a : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..F a, G t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
tactic: simp_rw [lintegral_congr_ae eq₂, eq₁]
state_before: case intro.intro.intro.intro.intro.intro
α : Type u_1
inst✝ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
f_nn : 0 ≤ᶠ[ae μ] f
f_mble : AEMeasurable f μ
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_nn : ∀ᵐ (t : ℝ) ∂volume.restrict (Ioi 0), 0 ≤ g t
G : ℝ → ℝ
G_mble : Measurable G
G_nn : 0 ≤ G
g_eq_G : g =ᶠ[ae (volume.restrict (Ioi 0))] G
g_eq_G_on : ∀ (t : ℝ), g =ᶠ[ae (volume.restrict (Ioc 0 t))] G
G_intble : ∀ t > 0, IntervalIntegrable G volume 0 t
F : α → ℝ
F_mble : Measurable F
F_nn : 0 ≤ F
f_eq_F : f =ᶠ[ae μ] F
eq₁ :
  ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t) =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
eq₂ : ∀ᵐ (ω : α) ∂μ, ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ENNReal.ofReal (∫ (t : ℝ) in 0 ..F ω, G t)
⊢ ∫⁻ (a : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..F a, G t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ F a} * ENNReal.ofReal (G t)
state_after: no goals
tactic: exact lintegral_comp_eq_lintegral_meas_le_mul_of_measurable μ F_nn F_mble
          G_intble G_mble (fun t _ => G_nn t)