Theorem: MeasureTheory.Submartingale.bddAbove_iff_exists_tendsto
File: Mathlib/Probability/Martingale/BorelCantelli.lean

Proof steps:
state_before: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
tactic: set g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
state_before: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
tactic: have hg : Submartingale g ℱ μ :=
    hf.sub_martingale (martingale_const_fun _ _ (hf.adapted 0) (hf.integrable 0))
state_before: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
tactic: have hg0 : g 0 = 0 := by
    ext ω
    simp only [g, sub_self, Pi.zero_apply]
state_before: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
tactic: have hgbdd : ∀ᵐ ω ∂μ, ∀ i : ℕ, |g (i + 1) ω - g i ω| ≤ ↑R := by
    simpa only [g, sub_sub_sub_cancel_right]
state_before: Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
⊢ ∀ᵐ (ω : Ω) ∂μ, BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: case h
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω✝ : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n => g n ω) ↔ ∃ c, Tendsto (fun n => g n ω) atTop (𝓝 c)
⊢ BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
tactic: filter_upwards [hg.bddAbove_iff_exists_tendsto_aux hg0 hgbdd] with ω hω
state_before: case h
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω✝ : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n => g n ω) ↔ ∃ c, Tendsto (fun n => g n ω) atTop (𝓝 c)
⊢ BddAbove (Set.range fun n => f n ω) ↔ ∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)
state_after: case h.e'_1.a
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω✝ : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n => g n ω) ↔ ∃ c, Tendsto (fun n => g n ω) atTop (𝓝 c)
⊢ BddAbove (Set.range fun n => f n ω) ↔ BddAbove (Set.range fun n => g n ω)

case h.e'_2.a
Ω : Type u_1
m0 : MeasurableSpace Ω
μ : Measure Ω
ℱ : Filtration ℕ m0
f : ℕ → Ω → ℝ
ω✝ : Ω
r : ℝ
R : ℝ≥0
inst✝ : IsFiniteMeasure μ
hf : Submartingale f ℱ μ
hbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |f (i + 1) ω - f i ω| ≤ ↑R
g : ℕ → Ω → ℝ := fun n ω => f n ω - f 0 ω
hg : Submartingale g ℱ μ
hg0 : g 0 = 0
hgbdd : ∀ᵐ (ω : Ω) ∂μ, ∀ (i : ℕ), |g (i + 1) ω - g i ω| ≤ ↑R
ω : Ω
hω : BddAbove (Set.range fun n => g n ω) ↔ ∃ c, Tendsto (fun n => g n ω) atTop (𝓝 c)
⊢ (∃ c, Tendsto (fun n => f n ω) atTop (𝓝 c)) ↔ ∃ c, Tendsto (fun n => g n ω) atTop (𝓝 c)
tactic: convert hω using 1