Exercise 18, § 3
Integration, VIII
Bourbaki marks this one as harder than the rest.
The notations and conventions are those of Ex. 15.
a) Let be a bounded measure on , whose support contains at least two distinct points. Now prove that there exists a compact set , and a number such that , for which one has for all . (If are two distinct points of the support of , take for a sufficiently small neighbourhood of such that cannot meet both and at the same time).
b) Let be a bounded measure on , whose support contains at least two distinct points. Now prove that there exists a function , not equivalent to a function , and such that is locally almost everywhere for . (Use a), taking equal to in and to a suitable positive constant in .)
If moreover the support of is compact, there exists a function having the preceding properties and having compact support.
c) Let be two nonzero positive bounded measures on , permutable for convolution, and such that the support of is compact and contains . Put . Let be a compact symmetric neighbourhood of containing , the function equal to in , to in ; now prove that the function is locally almost everywhere in . On the other hand, now prove that there exists a compact set such that the function is almost everywhere in .
d) Deduce from c) that if is a bounded positive measure in whose support contains at least two distinct points, there exists a function belonging to all the (), not equivalent to a function , and such that is locally almost everywhere, when one makes in addition one of the following assumptions: is commutative ; there is a point such that . (Decompose suitably into a sum of two permutable measures ).
Solution
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