Bourbaki

Exercise 18, § 1

Integration, III, p. 59

Let X be a compact space, μ\mu a measure on X such that μ(1)=∥μ∥\mu(1) = \| \mu \|. Show that μ\mu is a positive measure. (If μ1=R(μ)\mu_1 = \mathscr{R}(\mu), μ2=I(μ)\mu_2 = \mathscr{I}(\mu), note first that μ1(1)=∥μ1∥\mu_1(1) = \| \mu_1 \| and show that μ1\mu_1 is a positive measure by making use of Ch. II, §2, No. 2, Prop. 4; then prove that μ2=0\mu_2 = 0 by considering μ(1+if)\mu(1 + if) for a suitable function f∈C(X;R)f \in \mathscr{C}(X; \mathbf{R}).)

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