Bourbaki

Exercise 7, § 3

Integration, V, p. 97

a) Let Λ:t↦λt\Lambda : t \mapsto \lambda_t be a scalarly essentially integrable mapping of T into M+(X)\mathscr{M}_+(X), and let ν=∫λtdμ(t)\nu = \int \lambda_t d\mu(t). Show that for every lower semi-continuous function f≥0f \geq 0 defined on X,

∫f(x)dν(x)≤∫dμ(t)∫f(x)dλt(x). \int f(x) d\nu(x) \leq \int d\mu(t) \int f(x) d\lambda_t(x).

b) Suppose that Λ\Lambda is μ\mu-pre-adequate, denote by μ′\mu' a positive measure ≤μ\leq \mu, and write μ=μ′+μ′′\mu = \mu' + \mu'', ν′=∫λtdμ′(t)\nu' = \int \lambda_t d\mu'(t). Deduce from a) that, for every lower semi-continuous function f≥0f \geq 0 that is ν\nu-integrable,

∫f(x)dν′(x)=∫dμ′(t)∫f(x)dλt(x). \int f(x) d\nu'(x) = \int d\mu'(t) \int f(x) d\lambda_t(x).
Extend this result to a lower semi-continuous function f≥0f \geq 0 that is ν\nu-moderated. From this, deduce that if ν\nu is a moderated measure (in particular, if X is countable at infinity), then Λ\Lambda is μ\mu-adequate.

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