Exercise 23, § 2
Integration, VI
Bourbaki marks this one as harder than the rest.
Let be a locally compact space, a positive measure on , one of the three Banach spaces , , . Let be a continuous linear mapping from F into a quasi-complete space G, which transforms the unit ball of F into a relatively compact subset of G for . Now prove that u transforms every relatively compact subset of F for into a relatively compact subset of G for the initial topology. (Apply exerc. 22 c) to reduce the case to the case ; use exerc. 13 of chap. II, § 1 to reduce the case to the case where S is a suitable compact space. If , apply exerc. 22 b), then use exerc. 24 b) and 17 of chap. V, § 5; it will be noted that a Cauchy sequence for converges simply in T, and fortiori converges in measure for every bounded measure on T.)
Solution
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