Bourbaki

Exercise 3, § 3

Integration, III, p. 60

a) Let E be a quasi-complete Hausdorff locally convex space. Show that when M(X;C)\mathscr{M}(X; \mathbf{C}) is equipped with the quasi-strong topology (§1§ 1, Exer. 8) (resp. the topology of strictly compact convergence), the mapping (f,μ)↦∫f dμ(f, \mu) \mapsto \int f\ d\mu is (G,T)(\mathscr{G}, \mathscr{T})-hypocontinuous, T\mathscr{T} being the set of vaguely bounded subsets of M(X;C)\mathscr{M}(X; \mathbf{C}), G\mathscr{G} the set of bounded (resp. compact) subsets of K(X;E)\mathscr{K}(X; E) that are contained in K(X,K;E)\mathscr{K}(X, K; E) for a suitable compact set K.

b) For every compact subset K of X, the mapping (f,μ)↦∫f dμ(f, \mu) \mapsto \int f\ d\mu is continuous on K(X,K;E)×M(X;C)\mathscr{K}(X, K; E) \times \mathscr{M}(X; \mathbf{C}) when M(X;C)\mathscr{M}(X; \mathbf{C}) is equipped with the quasi-strong topology, and on K(X,K;E)×M+(X)\mathscr{K}(X, K; E) \times \mathscr{M}_+(X) when M+(X)\mathscr{M}_+(X) is equipped with the vague topology.

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