Bourbaki

Exercise 5, § 3

Integration, V, p. 97

Give an example of a μ\mu-adequate family t↦λtt \mapsto \lambda_t and a numerical function ff defined on X, such that ff is λt\lambda_t-measurable for all t∈Tt \in T but is not measurable for the measure ν=∫λtdμ(t)\nu = \int \lambda_t d\mu(t) (take X=TX = T and λt=εt\lambda_t = \varepsilon_t for all t∈Tt \in T).

Solution

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