Exercise 24, § 2
Integration, VI
Bourbaki marks this one as harder than the rest.
Let be a positive measure on T, u a linear mapping from into a Banach space F, transforming the unit ball of into a relatively compact subset of F for . Now prove that there exists a -measurable mapping f from T into F, such that for all and that one has
for every function (Dunford-Pettis-Phillips theorem). (First reduce to the case where T is compact by using Proposition 4 of Chapter V, § 1, No. 4. The unit ball B of is then relatively compact for (Chapter V, § 5, Exercise 17); using Exercise 23, show that the closed vector subspace of F generated by is of countable type. One can therefore reduce to the case where F is of countable type and where . The closure A in F of the image by u of the unit ball of is then compact for (Chapter IV, § 4, Exercise 19); show that it is metrizable for this topology (Topological Vector Spaces, Chapter IV, § 2, No. 2, corollary of Proposition 3). Observe that A then identifies with the unit ball of the dual of the normed space G obtained by endowing with the norm equal to the gauge of . Show that G is of countable type, and reduce in this way to applying the Dunford-Pettis theorem (corollary 2 of Theorem 1)).
Solution
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