§ 2. Summable families of positive measures
1. Definition of summable families of measures
Let be a family of positive measures on a locally compact space X; the family is said to be a summable family of measures if it is summable in the vector space of real measures on X, equipped with the vague topology (GT, III, §5, No. 1). This amounts to saying that for every function , the family of numbers is summable in . For, this condition is obviously necessary; conversely, if it is satisfied then the linear form on is positive, hence is a positive measure (Ch. III, §1, No. 5, Th. 1), and one verifies immediately that the finite partial sums of the family converge vaguely to , with respect to the section filter of the set of finite subsets of A (GT, III, §5, No. 1, Def. 1).
Since every element of is the difference of two elements of , the family is summable if and only if
for every function . This condition is also equivalent to the following:
(2)
For, (2) implies (1) because , where S denotes the compact support of . Conversely, if K is a compact set, there exists a function such that (Ch. III, §1, No. 2, Lemma 1), and it follows that (1) implies (2).
Remark 1
It is immediate that, when the family is summable, its sum is the supremum in of the finite partial sums , where J runs over the set of finite subsets of A.
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Cited by Proposition 1
Remark 2
Let be a family of complex measures on X; the family is said to be summable if the family of positive measures is summable; it is not sufficient for this that the family be summable in the vector space equipped with the vague topology (cf. Exer. 3).
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Cited by Example, V § 5
2. Integration with respect to a sum of positive measures
Throughout this No., X denotes a locally compact space, a summable family of positive measures on X, and the measure .
Proposition 1
— Let f be a positive numerical function defined on X. Then
Cites 3 · Cited by 7
Cites Proposition 11, V § 1, Proposition 3, V § 1, Remark 1
Cited by Proposition 3, Proposition 11, V § 3, Proposition 2, V § 3, Proposition 3, V § 3, Theorem 1, V § 4, Proposition 7, V § 8, Proposition 8, V § 8
This follows at once from Remark 1, Prop. 11 of §1, No. 3 and Prop. 3 of §1, No. 1.
Corollary 1
— *For every compact (resp. open and relatively compact) subset M of X,
Corollary 2
— *For a subset N of X to be locally -negligible, it is necessary and sufficient that, for every , N be locally -negligible.
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Cited by Proposition 4, V § 3, Proposition 12, V § 5
Corollary 3
— *For every function ,
The inequality is obvious if is not -moderated, because then (, No. 2, Prop. 7). If is -moderated then is -moderated for every , because every -integrable open set is -integrable; the relation (4) then follows at once from (3) and from Prop. 7 of , No. 2.
It can happen that the two members of (4) are not equal, even when is countable and each of the is a point measure (, Exer. 4 a)).
Proposition 2
— *Let be a mapping of into a topological space . For to be -measurable, it is necessary and sufficient that be -measurable for every .
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Cited by Corollary 2, Proposition 2, V § 3, Proposition 6, V § 3, Proposition 10, V § 8, Proposition 11, V § 8, Proposition 2, V § 8
This follows at once from Cor. 2 of Prop. 11 of .
Proposition 3
— *For a mapping of into a Banach space to be essentially -integrable, it is necessary and sufficient that be essentially -integrable for every and that
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Cites Proposition 1
Cited by Corollary 1, Corollary 2, Theorem 2, V § 4, Definition 6, VI § 2
The family is then absolutely summable in , and
Indeed, for to be essentially -integrable (resp. essentially -integrable), it is necessary and sufficient that be measurable for the measure (resp. ) and that (resp. ), by virtue of Prop. 9 of , No. 3. The first part of the statement therefore follows at once from Props. 2 and 1. If is essentially -integrable, the inequality
implies that the family is absolutely summable in , and that the norm of the sum is less than or equal to the norm of in . The set of that satisfy (6) is thus a closed linear subspace of ; now, this subspace is also dense in , because it contains the functions of the form , where and denotes a finite integrable positive function (Prop. 1). Therefore and the proposition is established.
Prop. 3 can also be deduced from the general theorem on integration that will be proved in §3 (No. 3, Th. 1).
Corollary 1
— Suppose that is -integrable; then is -integrable for every , and formula (6) holds. Conversely, if the set is finite and is -integrable for every , then the function is -integrable.
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Cites Proposition 15, IV § 1, Corollary, V § 1, Proposition 3
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If is -integrable, then is essentially -integrable and -moderated (§ 1, No. 3, Cor. of Prop. 9); is therefore essentially -integrable and -moderated, hence -integrable, for every . Conversely, if is finite and if is -integrable for all , then is essentially -integrable by Prop. 3, and it suffices to verify that ; this follows at once from the relation (Ch. IV, §1, No. 3, Prop. 15).
Corollary 2
— Let be a complex measure on ; set , , , . In order that a mapping of into a topological space (resp. into a Banach space ) be measurable (resp. essentially integrable, integrable) for the measure , it is necessary and sufficient that it be measurable (resp. essentially integrable, integrable) for each of the measures ().
Cites 3
Cites Proposition 2, Proposition 3, Corollary 1
If is measurable (resp. essentially integrable, integrable) for , then is by definition measurable (resp. essentially integrable, integrable) for the measure , hence also for the measures , which are . Conversely, if is measurable (resp. essentially integrable, integrable) for the measures , then Prop. 2 (resp. Prop. 3, Cor. 1 of Prop. 3) implies that is measurable (resp. essentially integrable, integrable) for the measure , which is .
3. Decomposition of a measure as a sum of measures with compact support
Proposition 4
— Let be a positive measure on a locally compact space , and let be a -dense set of compact subsets of . There exists a summable family of positive measures on such that , and such that the supports of the measures belong to and form a locally countable family of pairwise disjoint compact sets.
Cites 2 · Cited by 12
Cites Proposition 14, IV § 5, Proposition 5, V § 1
Cited by Exercise 4, § 2, Proposition 11, V § 3, Proposition 2, V § 3, Proposition 3, V § 3, Proposition 6, V § 3, Theorem 1, V § 4, Theorem 2, V § 4, Proposition 10, V § 8, Proposition 11, V § 8, Proposition 2, V § 8, Proposition 7, V § 8, Proposition 8, V § 8
If the measure is moderated, the index set may be taken to be countable.
Consider a locally countable family of pairwise disjoint elements of such that the set is locally -negligible
(Ch. IV, §5, No. 9, Prop. 14). For every function , set
Now, let be the (compact) support of , and let be the countable set formed by the such that . Since the set is -negligible,
Remark
A positive measure may be the sum of a sequence of measures with compact support, and not be moderated (see Exer. 4 a) of § 1).
Exercises
See the exercises for § 2.