theorem extracted_formal_statement_191.{w, v, u} {Z : Type w} {ι : Type v} {f : ι → Z → ℝ} {Ω : Type u}
  [inst : MeasurableSpace Ω] {X : Ω → Z} {μ : Measure Ω} [inst_1 : IsProbabilityMeasure μ] {n_1 : ℕ}
  [inst_2 : Countable ι] [inst_3 : Nonempty ι] (h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)) {b : ℝ}
  (h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b) (n : ℕ)
  (ih :
    ∀ (c : ι → ℝ),
      (∃ C, ∀ (I : ι), |c I| ≤ C) →
        (∫ (x : Fin n → Ω × Ω),
            (fun ω => ⨆ I, ∑ i, (f I (X (ω i).1) - f I (X (ω i).2)) + c I) x ∂Measure.pi fun x => μ.prod μ) =
          ∫ (x : Fin n → Ω × Ω),
            (fun ω => 2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω i).1) - f I (X (ω i).2)) + c I)
              x ∂Measure.pi fun x => μ.prod μ)
  (c : ι → ℝ) (C : ℝ) (hC : ∀ (I : ι), |c I| ≤ C) :
  let μ2n := Measure.pi fun x => μ.prod μ;
  ∫ (x : (Ω × Ω) × (Fin n → Ω × Ω)),
        (fun ω =>
            2⁻¹ ^ (n + 1) *
              ∑ σ,
                ⨆ I,
                  ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω.2 i).1) - f I (X (ω.2 i).2)) +
                    (↑↑(σ ↑n) * (f I (X ω.1.1) - f I (X ω.1.2)) + c I))
          x ∂(μ.prod μ).prod μ2n =
      ∫ (x : Ω × Ω),
        (fun ω =>
            ∫ (x : Fin n → Ω × Ω),
              (fun ω' =>
                  2⁻¹ ^ (n + 1) *
                    ∑ σ,
                      ⨆ I,
                        ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) +
                          (↑↑(σ ↑n) * (f I (X ω.1) - f I (X ω.2)) + c I))
                x ∂μ2n)
          x ∂μ.prod μ →
    Integrable
      (fun ω =>
        2⁻¹ ^ (n + 1) *
          ∑ σ,
            ⨆ I,
              ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω.2 i).1) - f I (X (ω.2 i).2)) +
                (↑↑(σ ↑n) * (f I (X ω.1.1) - f I (X ω.1.2)) + c I))
      ((μ.prod μ).prod μ2n) := sorry

State before:
case h
Z : Type w
ι : Type v
f : ι → Z → ℝ
Ω : Type u
inst✝³ : MeasurableSpace Ω
X : Ω → Z
μ : Measure Ω
inst✝² : IsProbabilityMeasure μ
n✝ : ℕ
inst✝¹ : Countable ι
inst✝ : Nonempty ι
h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)
b : ℝ
h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b
n : ℕ
ih :
  ∀ (c : ι → ℝ),
    (∃ C, ∀ (I : ι), |c I| ≤ C) →
      (∫ (x : Fin n → Ω × Ω),
          (fun ω => ⨆ I, ∑ i, (f I (X (ω i).1) - f I (X (ω i).2)) + c I) x ∂Measure.pi fun x => μ.prod μ) =
        ∫ (x : Fin n → Ω × Ω),
          (fun ω => 2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω i).1) - f I (X (ω i).2)) + c I)
            x ∂Measure.pi fun x => μ.prod μ
c : ι → ℝ
C : ℝ
hC : ∀ (I : ι), |c I| ≤ C
μ2n : Measure (Fin n → Ω × Ω) := Measure.pi fun x => μ.prod μ
⊢ ∫ (x : (Ω × Ω) × (Fin n → Ω × Ω)),
      (fun ω =>
          2⁻¹ ^ (n + 1) *
            ∑ σ,
              ⨆ I,
                ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω.2 i).1) - f I (X (ω.2 i).2)) +
                  (↑↑(σ ↑n) * (f I (X ω.1.1) - f I (X ω.1.2)) + c I))
        x ∂(μ.prod μ).prod μ2n =
    ∫ (x : Ω × Ω),
      (fun ω =>
          ∫ (x : Fin n → Ω × Ω),
            (fun ω' =>
                2⁻¹ ^ (n + 1) *
                  ∑ σ,
                    ⨆ I,
                      ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω' i).1) - f I (X (ω' i).2)) +
                        (↑↑(σ ↑n) * (f I (X ω.1) - f I (X ω.2)) + c I))
              x ∂μ2n)
        x ∂μ.prod μ

Tactic: apply integral_prod

State after:
[case h.hf
 Z : Type w
 ι : Type v
 f : ι → Z → ℝ
 Ω : Type u
 inst✝³ : MeasurableSpace Ω
 X : Ω → Z
 μ : Measure Ω
 inst✝² : IsProbabilityMeasure μ
 n✝ : ℕ
 inst✝¹ : Countable ι
 inst✝ : Nonempty ι
 h𝓕 : ∀ (I : ι), Measurable (f I ∘ X)
 b : ℝ
 h𝓕' : ∀ (I : ι) (z : Z), |f I z| ≤ b
 n : ℕ
 ih :
   ∀ (c : ι → ℝ),
     (∃ C, ∀ (I : ι), |c I| ≤ C) →
       (∫ (x : Fin n → Ω × Ω),
           (fun ω => ⨆ I, ∑ i, (f I (X (ω i).1) - f I (X (ω i).2)) + c I) x ∂Measure.pi fun x => μ.prod μ) =
         ∫ (x : Fin n → Ω × Ω),
           (fun ω => 2⁻¹ ^ n * ∑ σ, ⨆ I, ∑ i, ↑↑(σ i) * (f I (X (ω i).1) - f I (X (ω i).2)) + c I)
             x ∂Measure.pi fun x => μ.prod μ
 c : ι → ℝ
 C : ℝ
 hC : ∀ (I : ι), |c I| ≤ C
 μ2n : Measure (Fin n → Ω × Ω) := Measure.pi fun x => μ.prod μ
 ⊢ Integrable
     (fun ω =>
       2⁻¹ ^ (n + 1) *
         ∑ σ,
           ⨆ I,
             ∑ i, ↑↑(σ ↑↑i) * (f I (X (ω.2 i).1) - f I (X (ω.2 i).2)) +
               (↑↑(σ ↑n) * (f I (X ω.1.1) - f I (X ω.1.2)) + c I))
     ((μ.prod μ).prod μ2n)]

Relevant lemmas:
MeasureTheory.integral_prod : ∀ {α : Type u_1} {β : Type u_2} {E : Type u_3} [inst : MeasurableSpace α]
  [inst_4 : MeasurableSpace β] {μ : Measure α} {ν : Measure β} [inst_5 : NormedAddCommGroup E] [inst_6 : SFinite ν]
  [inst_7 : NormedSpace ℝ E] [inst_8 : SFinite μ] (f : α × β → E),
  Integrable f (μ.prod ν) → ∫ (z : α × β), f z ∂μ.prod ν = ∫ (x : α), ∫ (y : β), f (x, y) ∂ν ∂μ