Bourbaki

Exercise 7, § 4

Integration, III, p. 62

With the notations of Exercise 6, assume that the conditions of the exercise are satisfied. Show that for every function f∈C(X;C)f \in \mathscr{C}(X; \mathbf{C}),

∫f dμ=lim⁡J∫f(xJ,xL−J) dμJ(xJ), \int f \, d\mu = \lim_J \int f(x_J, x_{L-J}) \, d\mu_J(x_J),

where the limit is taken with respect to the directed set of finite subsets of LL, and where xJx_J denotes pr⁡J(x)\operatorname{pr}_J(x) for every x∈Xx \in X and every J⊂LJ \subset L; similarly,

f(x)=lim⁡J∫f(xJ,xL−J) dμL−J(xL−J) f(x) = \lim_J \int f(x_J, x_{L-J}) \, d\mu_{L-J}(x_{L-J})

for every x∈Xx \in X, provided that all of the measures μλ (λ∈L)\mu_\lambda \ (\lambda \in L) have total mass 1 (where, for every subset KK of LL, μK\mu_K denotes the product of the subfamily of measures (μλ)λ∈K(\mu_\lambda)_{\lambda \in K}).

Solution

No solution has been written yet.

Transcribed from the printed volume. Not translated.