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

Proof steps:
state_before: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → 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: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), 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 integrand_eq : ∀ ω,
      ENNReal.ofReal (∫ t in (0)..f ω, g t) = ∫⁻ t in Ioc 0 (f ω), ENNReal.ofReal (g t) := by
    intro ω
    have g_ae_nn : 0 ≤ᵐ[volume.restrict (Ioc 0 (f ω))] g := by
      filter_upwards [self_mem_ae_restrict (measurableSet_Ioc : MeasurableSet (Ioc 0 (f ω)))]
        with x hx using g_nn x hx.1
    rw [← ofReal_integral_eq_lintegral_ofReal (g_intble' (f ω) (f_nn ω)).1 g_ae_nn]
    congr
    exact intervalIntegral.integral_of_le (f_nn ω)
state_before: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), 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: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (a : α), ∫⁻ (t : ℝ) in Ioc 0 (f a), ENNReal.ofReal (g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: rw [lintegral_congr integrand_eq]
state_before: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (a : α), ∫⁻ (t : ℝ) in Ioc 0 (f a), ENNReal.ofReal (g t) ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (a : α), ∫⁻ (a_1 : ℝ), (Ioc 0 (f a)).indicator (fun t => ENNReal.ofReal (g t)) a_1 ∂volume ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
tactic: simp_rw [← lintegral_indicator (fun t => ENNReal.ofReal (g t)) measurableSet_Ioc]
state_before: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (a : α), ∫⁻ (a_1 : ℝ), (Ioc 0 (f a)).indicator (fun t => ENNReal.ofReal (g t)) a_1 ∂volume ∂μ =
    ∫⁻ (t : ℝ) in Ioi 0, μ {a | t ≤ f a} * ENNReal.ofReal (g t)
state_after: α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ ∫⁻ (y : ℝ), ∫⁻ (x : α), (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y ∂μ ∂volume =
    ∫⁻ (a : ℝ), (Ioi 0).indicator (fun t => μ {a | t ≤ f a} * ENNReal.ofReal (g t)) a

case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
⊢ AEMeasurable (Function.uncurry fun a => (Ioc 0 (f a)).indicator fun t => ENNReal.ofReal (g t)) (μ.prod volume)
tactic: rw [← lintegral_indicator _ measurableSet_Ioi, lintegral_lintegral_swap]
state_before: case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
aux₂ :
  (Function.uncurry fun x y => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y) =
    {p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)
⊢ AEMeasurable (Function.uncurry fun a => (Ioc 0 (f a)).indicator fun t => ENNReal.ofReal (g t)) (μ.prod volume)
state_after: case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
aux₂ :
  (Function.uncurry fun x y => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y) =
    {p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)
⊢ AEMeasurable ({p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)) (μ.prod volume)
tactic: rw [aux₂]
state_before: case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
aux₂ :
  (Function.uncurry fun x y => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y) =
    {p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)
⊢ AEMeasurable ({p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)) (μ.prod volume)
state_after: case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
aux₂ :
  (Function.uncurry fun x y => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y) =
    {p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)
mble₀ : MeasurableSet {p | p.2 ∈ Ioc 0 (f p.1)}
⊢ AEMeasurable ({p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)) (μ.prod volume)
tactic: have mble₀ : MeasurableSet {p : α × ℝ | p.snd ∈ Ioc 0 (f p.fst)} := by
    simpa only [mem_univ, Pi.zero_apply, true_and] using
      measurableSet_region_between_oc measurable_zero f_mble MeasurableSet.univ
state_before: case hf
α : Type u_1
inst✝¹ : MeasurableSpace α
f : α → ℝ
g : ℝ → ℝ
s : Set α
μ : Measure α
inst✝ : SFinite μ
f_nn : 0 ≤ f
f_mble : Measurable f
g_intble : ∀ t > 0, IntervalIntegrable g volume 0 t
g_mble : Measurable g
g_nn : ∀ t > 0, 0 ≤ g t
g_intble' : ∀ (t : ℝ), 0 ≤ t → IntervalIntegrable g volume 0 t
integrand_eq : ∀ (ω : α), ENNReal.ofReal (∫ (t : ℝ) in 0 ..f ω, g t) = ∫⁻ (t : ℝ) in Ioc 0 (f ω), ENNReal.ofReal (g t)
aux₂ :
  (Function.uncurry fun x y => (Ioc 0 (f x)).indicator (fun t => ENNReal.ofReal (g t)) y) =
    {p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)
mble₀ : MeasurableSet {p | p.2 ∈ Ioc 0 (f p.1)}
⊢ AEMeasurable ({p | p.2 ∈ Ioc 0 (f p.1)}.indicator fun p => ENNReal.ofReal (g p.2)) (μ.prod volume)
state_after: no goals
tactic: exact (ENNReal.measurable_ofReal.comp (g_mble.comp measurable_snd)).aemeasurable.indicator₀
    mble₀.nullMeasurableSet