Bourbaki

§ 2. Summable families of positive measures

1. Definition of summable families of measures

Let (λα)α∈A(\lambda_\alpha)_{\alpha \in A} be a family of positive measures on a locally compact space X; the family (λα)α∈A(\lambda_\alpha)_{\alpha \in A} is said to be a summable family of measures if it is summable in the vector space M(X)\mathscr{M}(X) of real measures on X, equipped with the vague topology (GT, III, §5, No. 1). This amounts to saying that for every function f∈K(X)f \in \mathscr{K}(X), the family of numbers λα(f)\lambda_\alpha(f) is summable in R\mathbf{R}. For, this condition is obviously necessary; conversely, if it is satisfied then the linear form f↦∑α∈Aλα(f)f \mapsto \sum_{\alpha \in A} \lambda_\alpha(f) on K(X)\mathscr{K}(X) is positive, hence is a positive measure ν\nu (Ch. III, §1, No. 5, Th. 1), and one verifies immediately that the finite partial sums of the family (λα)(\lambda_\alpha) converge vaguely to ν\nu, 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 K(X)\mathscr{K}(X) is the difference of two elements of K+(X)\mathscr{K}_+(X), the family (λα)(\lambda_\alpha) is summable if and only if

∑α∈Aλα(f)<+∞ \sum_{\alpha \in A} \lambda_\alpha(f) < +\infty

for every function f∈K+(X)f \in \mathscr{K}_+(X). This condition is also equivalent to the following:

(2)

∑α∈Aλα(K)<+∞ \sum_{\alpha \in A} \lambda_\alpha(K) < +\infty
for every compact set K⊂XK \subset X.

For, (2) implies (1) because f≤∥f∥⋅φSf \leq \|f\| \cdot \varphi_S, where S denotes the compact support of ff. Conversely, if K is a compact set, there exists a function f∈K+(X)f \in \mathscr{K}_+(X) such that φK≤f\varphi_K \leq f (Ch. III, §1, No. 2, Lemma 1), and it follows that (1) implies (2).

Remark 1

It is immediate that, when the family (λα)α∈A(\lambda_\alpha)_{\alpha \in A} is summable, its sum is the supremum in M+(X)\mathscr{M}_+(X) of the finite partial sums ∑α∈Jλα\sum_{\alpha \in J} \lambda_\alpha, where J runs over the set of finite subsets of A.

Cited by 1

Cited by Proposition 1

Remark 2

Let (θα)α∈A(\theta_\alpha)_{\alpha \in A} be a family of complex measures on X; the family (θα)(\theta_\alpha) is said to be summable if the family (∣θα∣)(|\theta_\alpha|) of positive measures is summable; it is not sufficient for this that the family (θα)(\theta_\alpha) be summable in the vector space M(X;C)\mathscr{M}(X; \mathbf{C}) equipped with the vague topology (cf. Exer. 3).

Cited by 1

Cited by Example, V § 5

2. Integration with respect to a sum of positive measures

Throughout this No., X denotes a locally compact space, (λα)α∈A(\lambda_\alpha)_{\alpha \in A} a summable family of positive measures on X, and ν\nu the measure ∑α∈Aλα\sum_{\alpha \in A} \lambda_\alpha.

Proposition 1

— Let f be a positive numerical function defined on X. Then

ν∙(f)=∑α∈Aλα∙(f). \nu^\bullet(f) = \sum_{\alpha \in A} \lambda_\alpha^\bullet(f).

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,

ν(M)=∑α∈Aλα(M). \nu(M) = \sum_{\alpha \in A} \lambda_\alpha(M).

Corollary 2

— *For a subset N of X to be locally ν\nu-negligible, it is necessary and sufficient that, for every α∈A\alpha \in A, N be locally λα\lambda_\alpha-negligible.

Cited by 2

Cited by Proposition 4, V § 3, Proposition 12, V § 5

Corollary 3

— *For every function f∈F+(X)f \in \mathscr{F}_+(X),

ν∗(f)≥∑α∈Aλα∗(f). \nu^*(f) \geq \sum_{\alpha \in A} \lambda_\alpha^*(f).

The inequality is obvious if ff is not ν\nu-moderated, because then ν∗(f)=+∞\nu^*(f) = +\infty (§1§ 1, No. 2, Prop. 7). If ff is ν\nu-moderated then ff is λα\lambda_\alpha-moderated for every α∈A\alpha \in A, because every ν\nu-integrable open set is λα\lambda_\alpha-integrable; the relation (4) then follows at once from (3) and from Prop. 7 of §1§ 1, No. 2.

It can happen that the two members of (4) are not equal, even when AA is countable and each of the λα\lambda_\alpha is a point measure (§1§ 1, Exer. 4 a)).

Proposition 2

— *Let ff be a mapping of XX into a topological space GG. For ff to be ν\nu-measurable, it is necessary and sufficient that ff be λα\lambda_\alpha-measurable for every α∈A\alpha \in A.

Cited by 6

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 §1§ 1.

Proposition 3

— *For a mapping ff of XX into a Banach space FF to be essentially ν\nu-integrable, it is necessary and sufficient that ff be essentially λα\lambda_\alpha-integrable for every α∈A\alpha \in A and that

∑α∈A∫∙∣f∣ dλα<+∞. \sum_{\alpha \in A} \int^\bullet |f| \, d\lambda_\alpha < +\infty .
Cites 1 · Cited by 4

Cites Proposition 1

Cited by Corollary 1, Corollary 2, Theorem 2, V § 4, Definition 6, VI § 2

The family (∫f dλα)α∈A(\int f \, d\lambda_\alpha)_{\alpha \in A} is then absolutely summable in FF, and

∫f dν=∑α∈A∫f dλα. \int f \, d\nu = \sum_{\alpha \in A} \int f \, d\lambda_\alpha .

Indeed, for ff to be essentially ν\nu-integrable (resp. essentially λα\lambda_\alpha-integrable), it is necessary and sufficient that ff be measurable for the measure ν\nu (resp. λα\lambda_\alpha) and that ν∙(∣f∣)<+∞\nu^\bullet(|f|) < +\infty (resp. λα∙(∣f∣)<+∞\lambda_\alpha^\bullet(|f|) < +\infty), by virtue of Prop. 9 of §1§ 1, No. 3. The first part of the statement therefore follows at once from Props. 2 and 1. If ff is essentially ν\nu-integrable, the inequality

∑α∈A∣∫f dλα∣≤∑α∈A∫∣f∣ dλα=ν(∣f∣) \sum_{\alpha \in A} \left| \int f \, d\lambda_\alpha \right| \leq \sum_{\alpha \in A} \int |f| \, d\lambda_\alpha = \nu(|f|)

implies that the family (∫f dλα)(\int f \, d\lambda_\alpha) is absolutely summable in FF, and that the norm of the sum is less than or equal to the norm of ff in LF1(ν)\mathscr{L}_F^1(\nu). The set of f∈LF1(ν)f \in \mathscr{L}_F^1(\nu) that satisfy (6) is thus a closed linear subspace H\mathscr{H} of LF1(ν)\mathscr{L}_F^1(\nu); now, this subspace is also dense in LF1(ν)\mathscr{L}_F^1(\nu), because it contains the functions of the form f⋅af \cdot a, where a∈Fa \in F and ff denotes a finite integrable positive function (Prop. 1). Therefore H=LF1(ν)\mathscr{H} = \mathscr{L}_F^1(\nu) 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 ff is ν\nu-integrable; then ff is λα\lambda_\alpha-integrable for every α∈A\alpha \in A, and formula (6) holds. Conversely, if the set AA is finite and ff is λα\lambda_\alpha-integrable for every α∈A\alpha \in A, then the function ff is ν\nu-integrable.

Cites 3 · Cited by 1

Cites Proposition 15, IV § 1, Corollary, V § 1, Proposition 3

Cited by Corollary 2

If ff is ν\nu-integrable, then ff is essentially ν\nu-integrable and ν\nu-moderated (§ 1, No. 3, Cor. of Prop. 9); ff is therefore essentially λα\lambda_\alpha-integrable and λα\lambda_\alpha-moderated, hence λα\lambda_\alpha-integrable, for every α∈A\alpha \in A. Conversely, if AA is finite and if ff is λα\lambda_\alpha-integrable for all α∈A\alpha \in A, then ff is essentially ν\nu-integrable by Prop. 3, and it suffices to verify that ν∗(∣f∣)<+∞\nu^*(|f|) < +\infty; this follows at once from the relation ν∗=∑α∈Aλα∗\nu^* = \sum_{\alpha \in A} \lambda_\alpha^* (Ch. IV, §1, No. 3, Prop. 15).

Corollary 2

— Let θ\theta be a complex measure on XX; set θ1=(ℜθ)+\theta_1 = (\Re \theta)^+, θ2=(ℜθ)−\theta_2 = (\Re \theta)^-, θ3=(ℑθ)+\theta_3 = (\Im \theta)^+, θ4=(ℑθ)−\theta_4 = (\Im \theta)^-. In order that a mapping ff of XX into a topological space GG (resp. into a Banach space FF) be measurable (resp. essentially integrable, integrable) for the measure θ\theta, it is necessary and sufficient that it be measurable (resp. essentially integrable, integrable) for each of the measures θi\theta_i (i=1,2,3,4i = 1, 2, 3, 4).

Cites 3

Cites Proposition 2, Proposition 3, Corollary 1

If ff is measurable (resp. essentially integrable, integrable) for θ\theta, then ff is by definition measurable (resp. essentially integrable, integrable) for the measure ∣θ∣|\theta|, hence also for the measures θi\theta_i, which are ≤∣θ∣\leq |\theta|. Conversely, if ff is measurable (resp. essentially integrable, integrable) for the measures θi\theta_i, then Prop. 2 (resp. Prop. 3, Cor. 1 of Prop. 3) implies that ff is measurable (resp. essentially integrable, integrable) for the measure θ1+θ2+θ3+θ4\theta_1 + \theta_2 + \theta_3 + \theta_4, which is ≥∣θ∣\geq |\theta|.

3. Decomposition of a measure as a sum of measures with compact support

Proposition 4

— Let μ\mu be a positive measure on a locally compact space TT, and let K\mathfrak{K} be a μ\mu-dense set of compact subsets of TT. There exists a summable family (μα)α∈A(\mu_\alpha)_{\alpha \in A} of positive measures on TT such that μ=∑α∈Aμα\mu = \sum_{\alpha \in A} \mu_\alpha, and such that the supports of the measures μα\mu_\alpha belong to K\mathfrak{K} 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 μ\mu is moderated, the index set AA may be taken to be countable.

Consider a locally countable family (Kα)α∈A(K_\alpha)_{\alpha \in A} of pairwise disjoint elements of K\mathfrak{K} such that the set N=T−⋃α∈AKαN = T - \bigcup_{\alpha \in A} K_\alpha is locally μ\mu-negligible

(Ch. IV, §5, No. 9, Prop. 14). For every function f∈K(T)f \in \mathscr{K}(T), set

μα(f)=μ(fφKα); \mu_\alpha(f) = \mu(f \varphi_{K_\alpha});
the linear form μα\mu_\alpha on K(T)\mathscr{K}(T) is positive, therefore is a positive measure, with support contained in KαK_\alpha. Since every compact set contained in an element of K\mathfrak{K} belongs to K\mathfrak{K}, Supp⁡(μα)∈K\operatorname{Supp}(\mu_\alpha) \in \mathfrak{K} for all α∈A\alpha \in A. It remains only to show that the family (μα)(\mu_\alpha) is summable and that its sum is equal to μ\mu, in other words that ∑α∈Aμα(f)=μ(f)\sum_{\alpha \in A} \mu_\alpha(f) = \mu(f) for every function f∈K+(T)f \in \mathscr{K}_+(T).

Now, let SS be the (compact) support of ff, and let A′A' be the countable set formed by the α∈A\alpha \in A such that S∩Kα≠∅S \cap K_\alpha \neq \varnothing. Since the set N∩SN \cap S is μ\mu-negligible,

μ(f)=μ(fφS)=∑α∈A′μ(fφS∩Kα)=∑α∈A′μ(fφKα)=∑α∈Aμ(fφKα)=∑α∈Aμα(f). \begin{align*} \mu(f) &= \mu(f \varphi_S) = \sum_{\alpha \in A'} \mu(f \varphi_{S \cap K_\alpha}) = \sum_{\alpha \in A'} \mu(f \varphi_{K_\alpha}) \\ &= \sum_{\alpha \in A} \mu(f \varphi_{K_\alpha}) = \sum_{\alpha \in A} \mu_\alpha(f). \end{align*}
This completes the proof of the general case. If μ\mu is moderated, then the set TT is μ\mu-moderated and so TT is the union of a sequence (Ln)(L_n) of compact sets and a negligible set (§ 1, No. 2, Prop. 5); let A′A' be the countable set of α∈A\alpha \in A such that KαK_\alpha intersects one of the LnL_n. Then μα=0\mu_\alpha = 0 for α∉A′\alpha \notin A', and the last sentence of the statement follows immediately.

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.

Transcribed from the printed volume. Not translated.