Theorem: MeasureTheory.ProbabilityMeasure.continuous_toLevyProkhorov
File: Mathlib/MeasureTheory/Measure/LevyProkhorovMetric.lean

Proof steps:
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
⊢ Continuous toLevyProkhorov
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
⊢ ∀ (x : ProbabilityMeasure Ω), ContinuousAt toLevyProkhorov x
tactic: rw [continuous_iff_continuousAt]
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
⊢ ∀ (x : ProbabilityMeasure Ω), ContinuousAt toLevyProkhorov x
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
⊢ ContinuousAt toLevyProkhorov P
tactic: intro P
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
⊢ ContinuousAt toLevyProkhorov P
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
⊢ ∀ ε > 0, ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: rw [continuousAt_iff']
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
⊢ ∀ ε > 0, ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: intro ε ε_pos
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: have third_ε_pos : 0 < ε / 3 := by linarith
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: have third_ε_pos' : 0 < ENNReal.ofReal (ε / 3) := ofReal_pos.mpr third_ε_pos
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: obtain ⟨Es, Es_mble, Es_bdd, Es_diam, Es_cover, Es_disjoint⟩ :=
    SeparableSpace.exists_measurable_partition_diam_le Ω third_ε_pos
state_before: case intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: obtain ⟨N, hN⟩ : ∃ N, P.toMeasure (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε/3) := by
    have exhaust := @tendsto_measure_biUnion_Ici_zero_of_pairwise_disjoint Ω _ P.toMeasure _
                    Es Es_mble Es_disjoint
    simp only [tendsto_atTop_nhds, Function.comp_apply] at exhaust
    obtain ⟨N, hN⟩ := exhaust (Iio (ENNReal.ofReal (ε / 3))) third_ε_pos' isOpen_Iio
    refine ⟨N, ?_⟩
    have rewr : ⋃ i, ⋃ (_ : N ≤ i), Es i = (⋃ i, ⋃ (_ : i < N), Es i)ᶜ := by
      simpa only [mem_Iio, compl_Iio, mem_Ici] using
        (biUnion_compl_eq_of_pairwise_disjoint_of_iUnion_eq_univ Es_cover Es_disjoint (Iio N)).symm
    simpa only [mem_Iio, ← rewr, gt_iff_lt] using hN N le_rfl
state_before: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: have Js_finite : Set.Finite {J | J ⊆ Iio N} := Finite.finite_subsets <| finite_Iio N
state_before: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: set Gs := (fun (J : Set ℕ) ↦ thickening (ε/3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
state_before: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: have Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε/3) (⋃ j ∈ J, Es j)) :=
    fun J ↦ isOpen_thickening
state_before: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
tactic: have mem_nhds_P (G : Set Ω) (G_open : IsOpen G) :
      {Q | P.toMeasure G < Q.toMeasure G + ENNReal.ofReal (ε/3)} ∈ 𝓝 P :=
    P.toMeasure_add_pos_gt_mem_nhds G_open third_ε_pos'
state_before: case intro.intro.intro.intro.intro.intro
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
⊢ ∀ᶠ (x : ProbabilityMeasure Ω) in 𝓝 P, dist x.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case h
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  Q ∈
    ⋂ i ∈ Js_finite.toFinset,
      {Q | ↑P (thickening (ε / 3) (⋃ j ∈ i, Es j)) < ↑Q (thickening (ε / 3) (⋃ j ∈ i, Es j)) + ENNReal.ofReal (ε / 3)}
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov < ε
tactic: filter_upwards [(Finset.iInter_mem_sets Js_finite.toFinset).mpr <|
                    fun J _ ↦ mem_nhds_P _ (Gs_open J)] with Q hQ
state_before: case h
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  Q ∈
    ⋂ i ∈ Js_finite.toFinset,
      {Q | ↑P (thickening (ε / 3) (⋃ j ∈ i, Es j)) < ↑Q (thickening (ε / 3) (⋃ j ∈ i, Es j)) + ENNReal.ofReal (ε / 3)}
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov < ε
state_after: case h
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov < ε
tactic: simp only [Finite.mem_toFinset, mem_setOf_eq, thickening_iUnion, mem_iInter] at hQ
state_before: case h
ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov < ε
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov ≤ 2 * (ε / 3)
tactic: apply lt_of_le_of_lt ?_ (show 2*(ε/3) < ε by linarith)
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist Q.toLevyProkhorov P.toLevyProkhorov ≤ 2 * (ε / 3)
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist P.toLevyProkhorov Q.toLevyProkhorov ≤ 2 * (ε / 3)
tactic: rw [dist_comm]
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
⊢ dist P.toLevyProkhorov Q.toLevyProkhorov ≤ 2 * (ε / 3)
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: apply levyProkhorovDist_le_of_forall_le _ _ (by linarith) (fun δ B δ_gt _ ↦ ?_)
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: set JB := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: have subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B := by
    intro ω ω_in_U
    simp only [mem_setOf_eq, mem_iUnion, exists_prop] at ω_in_U
    obtain ⟨k, ⟨B_intersects, _⟩, ω_in_thEk⟩ := ω_in_U
    rw [mem_thickening_iff] at ω_in_thEk ⊢
    obtain ⟨w, w_in_Ek, w_near⟩ := ω_in_thEk
    obtain ⟨z, ⟨z_in_B, z_in_Ek⟩⟩ := nonempty_iff_ne_empty.mpr B_intersects
    refine ⟨z, z_in_B, lt_of_le_of_lt (dist_triangle ω w z) ?_⟩
    apply lt_of_le_of_lt (add_le_add w_near.le <|
            (dist_le_diam_of_mem (Es_bdd k) w_in_Ek z_in_Ek).trans <| Es_diam k)
    linarith
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
⊢ ↑P.toLevyProkhorov B ≤ ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
⊢ ↑P.toLevyProkhorov (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ↑P.toLevyProkhorov (⋃ j ∈ Iio N, Es j)ᶜ ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: apply (measure_mono B_subset).trans ((measure_union_le _ _).trans ?_)
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
hQ :
  ∀ i ⊆ Iio N,
    ↑P (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) < ↑Q (⋃ i_2 ∈ i, thickening (ε / 3) (Es i_2)) + ENNReal.ofReal (ε / 3)
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
⊢ ↑P.toLevyProkhorov (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ↑P.toLevyProkhorov (⋃ j ∈ Iio N, Es j)ᶜ ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑P.toLevyProkhorov (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ↑P.toLevyProkhorov (⋃ j ∈ Iio N, Es j)ᶜ ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: specialize hQ _ (show JB ⊆ Iio N from fun _ h ↦ h.2)
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑P.toLevyProkhorov (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ↑P.toLevyProkhorov (⋃ j ∈ Iio N, Es j)ᶜ ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3) + ENNReal.ofReal (ε / 3) ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: apply (add_le_add hQ.le hN.le).trans
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3) + ENNReal.ofReal (ε / 3) ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (2 * (ε / 3)) ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
tactic: rw [add_assoc, ← ENNReal.ofReal_add third_ε_pos.le third_ε_pos.le, ← two_mul]
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (2 * (ε / 3)) ≤
    ↑Q.toLevyProkhorov (thickening δ B) + ENNReal.ofReal δ
state_after: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ 2 * (ε / 3) ≤ δ
tactic: apply add_le_add (measure_mono subset_thickB) (ofReal_le_ofReal _)
state_before: ι : Type u_1
Ω : Type u_2
inst✝³ : PseudoMetricSpace Ω
inst✝² : SeparableSpace Ω
inst✝¹ : MeasurableSpace Ω
inst✝ : OpensMeasurableSpace Ω
P : ProbabilityMeasure Ω
ε : ℝ
ε_pos : ε > 0
third_ε_pos : 0 < ε / 3
third_ε_pos' : 0 < ENNReal.ofReal (ε / 3)
Es : ℕ → Set Ω
Es_mble : ∀ (n : ℕ), MeasurableSet (Es n)
Es_bdd : ∀ (n : ℕ), Bornology.IsBounded (Es n)
Es_diam : ∀ (n : ℕ), diam (Es n) ≤ ε / 3
Es_cover : ⋃ n, Es n = univ
Es_disjoint : Pairwise fun n m => Disjoint (Es n) (Es m)
N : ℕ
hN : ↑P (⋃ j ∈ Iio N, Es j)ᶜ < ENNReal.ofReal (ε / 3)
Js_finite : {J | J ⊆ Iio N}.Finite
Gs : Set (Set Ω) := (fun J => thickening (ε / 3) (⋃ j ∈ J, Es j)) '' {J | J ⊆ Iio N}
Gs_open : ∀ (J : Set ℕ), IsOpen (thickening (ε / 3) (⋃ j ∈ J, Es j))
mem_nhds_P : ∀ (G : Set Ω), IsOpen G → {Q | ↑P G < ↑Q G + ENNReal.ofReal (ε / 3)} ∈ 𝓝 P
Q : ProbabilityMeasure Ω
δ : ℝ
B : Set Ω
δ_gt : 2 * (ε / 3) < δ
x✝ : MeasurableSet B
JB : Set ℕ := {i | B ∩ Es i ≠ ∅ ∧ i ∈ Iio N}
B_subset : B ⊆ (⋃ i ∈ JB, thickening (ε / 3) (Es i)) ∪ (⋃ j ∈ Iio N, Es j)ᶜ
subset_thickB : ⋃ i ∈ JB, thickening (ε / 3) (Es i) ⊆ thickening δ B
hQ : ↑P (⋃ i ∈ JB, thickening (ε / 3) (Es i)) < ↑Q (⋃ i ∈ JB, thickening (ε / 3) (Es i)) + ENNReal.ofReal (ε / 3)
⊢ 2 * (ε / 3) ≤ δ
state_after: no goals
tactic: exact δ_gt.le