Bourbaki

Exercise 11, § 3

Integration, V, p. 98

Let t↦λtt \mapsto \lambda_t be a μ\mu-adequate mapping of T into M+(X)\mathscr{M}_+(X) satisfying the following condition: for every compact subset K of T, there exists a compact subset LKL_K of X such that Supp⁡(λt)⊂LK\operatorname{Supp}(\lambda_t) \subset L_K for all t∈Kt \in K.

a) Show that for every function f≥0f \geq 0 defined on X,

∫∙f(x) dν(x)≥∫∙dμ(t)∫∗f(x) dλt(x) \int^\bullet f(x)\, d\nu(x) \geq \int^\bullet d\mu(t) \int^* f(x)\, d\lambda_t(x)

(make use of Prop. 3 a)).

b) If f≥0f \geq 0 is locally ν\nu-negligible, then the set of t∈Tt \in T such that ff is not locally λt\lambda_t-negligible is locally μ\mu-negligible.

c) If ff is a ν\nu-measurable mapping of X into a topological space X, then the set of t∈Tt \in T such that ff is not λt\lambda_t-measurable is locally μ\mu-negligible.

d) For every ν\nu-measurable function f≥0f \geq 0, the mapping t↦∫∗f dλtt \mapsto \int^* f\, d\lambda_t is μ\mu-measurable and

∫∙f(x) dν(x)=∫∙dμ(t)∫∗f(x) dλt(x). \int^\bullet f(x)\, d\nu(x) = \int^\bullet d\mu(t) \int^* f(x)\, d\lambda_t(x).

e) Let f\mathbf{f} be a function defined on X, with values in a Banach space or in R‾\overline{\mathbf{R}}, and essentially ν\nu-integrable. Show that the set of t∈Tt \in T such that f\mathbf{f} is not λt\lambda_t-integrable is locally μ\mu-negligible, the function t↦∫f(x) dλt(x)t \mapsto \int \mathbf{f}(x)\, d\lambda_t(x) (defined locally almost everywhere for μ\mu) is essentially μ\mu-integrable, and

∫f(x) dν(x)=∫dμ(t)∫f(x) dλt(x). \int \mathbf{f}(x)\, d\nu(x) = \int d\mu(t) \int \mathbf{f}(x)\, d\lambda_t(x).
Solution

No solution has been written yet.

Transcribed from the printed volume. Not translated.