Integration, V, p. 98
Let t↦λt be a μ-adequate mapping of T into M+(X) satisfying the following condition: for every compact subset K of T, there exists a compact subset LK of X such that Supp(λt)⊂LK for all t∈K.
a) Show that for every function f≥0 defined on X,
∫∙f(x)dν(x)≥∫∙dμ(t)∫∗f(x)dλt(x)
(make use of Prop. 3 a)).
b) If f≥0 is locally ν-negligible, then the set of t∈T such that f is not locally λt-negligible is locally μ-negligible.
c) If f is a ν-measurable mapping of X into a topological space X, then the set of t∈T such that f is not λt-measurable is locally μ-negligible.
d) For every ν-measurable function f≥0, the mapping t↦∫∗fdλt is μ-measurable and
∫∙f(x)dν(x)=∫∙dμ(t)∫∗f(x)dλt(x).
e) Let f be a function defined on X, with values in a Banach space or in R, and essentially ν-integrable. Show that the set of t∈T such that f is not λt-integrable is locally μ-negligible, the function t↦∫f(x)dλt(x) (defined locally almost everywhere for μ) is essentially μ-integrable, and
∫f(x)dν(x)=∫dμ(t)∫f(x)dλt(x).