§ 4. Integration of positive point measures
1. Families of point measures
Let X and T be two locally compact spaces, a mapping of T into X, and a finite numerical function defined on T; these two functions define a mapping of T into the space of measures on X, such that for every , is either a point measure (Ch. III, §2, No. 4) or is equal to 0. If is a numerical function defined on X, then (recall our convention of taking this product to be 0 when and ). Every function (with values in a topological space) defined on X is -measurable for every . Every mapping of X into a Banach space F is -integrable for all , and . Finally, if is an arbitrary numerical function defined on X, for to be -integrable it is necessary and sufficient that be finite, in which case .
Definition 1
Let be a positive measure on T. The pair is said to be -adapted if the following conditions are satisfied: 1° The functions and are -measurable. 2° For every function , the mapping is essentially -integrable.
Proposition 1
If the pair is -adapted, then the mapping of T into is scalarly essentially -integrable, vaguely -measurable and -adequate. Conversely, if is scalarly essentially -integrable and vaguely -measurable, then the function is -measurable and the restriction of to the set of such that is -measurable.
Suppose that the pair is -adapted; for every function , the function is then essentially -integrable. Let us show that is vaguely -measurable. For, we first note that if and are continuous, then the mapping is vaguely continuous. In the general case, the set of compact subsets of such that the restrictions of and to are continuous is -dense (Ch. IV, §5, No. 10, Prop. 15); if is such a set, then the restriction of to is vaguely continuous, whence the first assertion of the statement. Prop. 2 of §3, No. 1 shows that is -adequate.
Conversely, suppose that is scalarly essentially -integrable and vaguely -measurable; it is then -adequate (§3, No. 1, Prop. 2). Since the function 1 is lower semi-continuous on , the function is -measurable (§3, Def. 1). The set is therefore measurable (Ch. IV, §5, No. 5, Prop. 7). The set of compact sets such that is continuous and is vaguely continuous is -dense in (Ch. IV, §5, No. 10, Prop. 15); if , then the restriction to of the mapping is therefore vaguely continuous, and this implies the continuity of (Ch. III, §1, No. 9, Prop. 13). Since is -dense in , the restriction of to is -measurable.
We shall make use of the following lemma:
Lemma
Let and be two topological spaces, a proper continuous mapping (GT, I, §10, No. 1, Def. 1) of into . Let be a lower semi-continuous numerical function defined on . For every , let be the infimum of the function in the set (infimum equal to if ; cf. S, III, §1, No. 9). Then is lower semi-continuous on .
For every (finite) real number , denote by the set of such that , and by the set of such that ; it all comes down to showing that is closed (GT, IV, §6, No. 2, Prop. 1). Now, is closed (same ref.) and the proper mapping is closed (GT, I, §10, No. 1, Prop. 1); we are thus reduced to proving that . The obvious relation for all implies that . On the other hand, let ; the set is quasi-compact (GT, I, §10, No. 2, Th. 1) and nonempty, therefore there exists a such that
2. Upper integrals of positive functions with respect to an integral of point measures
We are going to see that, when is a -adapted pair, one can sharpen the results obtained by applying the propositions of to the family which is -adequate by Prop. 1.
Theorem 1
Let* be a -adapted pair, and let
A) Suppose first that the measure has compact support K and that the restrictions to K of the functions and are continuous. By formula (4) of , No. 1, so that all of the measures that figure in formula (1) are bounded. We may therefore replace by in the first member. In view of formula (6) of , No. 2, it all comes down to proving that (2)
whence the asserted inequality. Under these conditions, for every let be the infimum of for . The function is by the foregoing, it is lower semi-continuous on by the Lemma (applied to the restriction of to ), and for all (recall that the first member is zero by convention if ). Let us then apply to the formula (4) of §3, No. 1. We obtain:
Since the measure is bounded and is arbitrary, the inequality (3) follows.
B) Let us now pass to the general case. Since the mapping of into is -measurable (Ch. IV, §5, No. 3, Th. 1), the set of compact subsets of such that the restrictions of and to are continuous is -dense (Ch. IV, §5, No. 10, Prop. 15). By Prop. 4 of §2, No. 3, is the sum of a summable family of measures whose supports are elements of ; the pair being -adapted for every , let be the measure . Then by A),
But the form a summable family whose sum is equal to (§3, No. 1, Cor. of Prop. 1). Therefore, by Prop. 1 of §2, No. 2,
One has an analogous relation for the second member of (5), and (1) therefore follows from (5) by summing over .
Corollary
— *In order that a subset N of X be locally negligible for , it is necessary and sufficient that the intersection of with the set of points where be locally negligible for .
Proposition 2
— Let be a proper continuous mapping (GT, I, §10, No. 1) of T into X, and let g be a continuous, finite numerical function on T such that for all . The pair is then -adapted, and if one sets
then, for every numerical function defined on ,
It is clear that and are -measurable; moreover, for every function , is continuous with compact support, since is proper; the pair is therefore -adapted and, moreover, the mapping is vaguely continuous.
Let be a lower semi-continuous function on such that
We are going to show that
By the definition of upper integral, this will imply the inequality
which, combined with the inequality (7) of §3, No. 2, will prove (7).
To prove (8), let us define a function on in the following manner: is the infimum of in the set (infimum equal to if ). The function has the following properties:
for all (since for all ).
for all .
The function is lower semi-continuous by virtue of the Lemma, the function being lower semi-continuous on .
Consequently, in view of Prop. 2a) of §3, No. 1:
which establishes (8), and completes the proof.
3. Measurability with respect to an integral of point measures
Proposition 3
— Let be a -adapted pair, and let
Let be a mapping of into a topological space , and let be the (-measurable) set of points such that . In order that be -measurable, it is necessary and sufficient that the restriction of to be -measurable.
Suppose first that is -measurable. By hypothesis, the set of compact subsets of , such that the restriction of to is continuous, is -dense in (Ch. IV, §5, No. 10, Prop. 15). To show that the restriction of to is -measurable, it therefore suffices to prove that for every , the set of compact subsets of , such that the restriction of to is continuous, is -dense in (Ch. IV, §5, No. 8, Prop. 13). But by hypothesis, there exists a partition of the compact set formed by a -negligible set and a sequence of compact sets such that the restriction of to each is continuous. Under these conditions, and the sets form a partition of ; but is -negligible by virtue of the Cor. of Th. 1 of No. 2, the sets are compact, and the restriction of to each of the latter sets is continuous, which proves that the restriction of to is -measurable.
Conversely, suppose this to be the case; to show that is -measurable, it suffices to prove that the set of compact subsets of , such that the restriction of to is continuous, is -dense (Ch. IV, §5, No. 10, Prop. 15). Let be a subset of such that is -negligible for every , and let us show that is locally -negligible. For this, we must show that is locally -negligible (Cor. of Th. 1 of No. 2). Now, the set of compact subsets of , such that the restrictions to of and are continuous, is by hypothesis -dense in (Ch. IV, §5, No. 10, Prop. 15). It therefore suffices to prove that is -negligible for every . Now, is compact and may be identified with the quotient space of by the equivalence relation , being identified with the canonical mapping of onto this quotient space (GT, I, §5, No. 2, Prop. 3). Since the restriction of to is continuous, the restriction of to is therefore continuous, in other words , consequently is -negligible. By the Cor. of Th. 1 of No. 2, is locally -negligible; the same is therefore true of the set
but since is compact, is -negligible, which completes the proof.
Remark
If is a mapping of into a Banach space , it comes to the same to say that the restriction of to is -measurable or to say that the function (defined on ) is -measurable, since is -measurable, is not zero in , and is zero on (Ch. IV, §5, No. 10, Prop. 15).
4. Integration of functions with values in a Banach space, with respect to an integral of point measures
Theorem 2
Let* be a -adapted pair, and let
A) We begin by treating the case that the measure has compact support , on which is bounded. The measures and are then bounded, and one can replace 'essentially integrable' in the statement by 'integrable'. Suppose that is -integrable: the function is then -integrable, and the relation (9) is verified, by Th. 1 of §3, No. 3. Conversely, suppose that is -integrable: is then -measurable (No. 3, Prop. 3 and Remark), and
B) Let us pass to the general case. Let be the set of compact subsets of such that is continuous: is -dense (Ch. IV, §5, No. 10, Prop. 15), therefore the measure is the sum of a family of measures whose supports are elements of (§2, No. 3, Prop. 4). The pair is obviously -adapted for every , and the measure is the sum of the family of measures (§3, No. 1, Cor. of Prop. 1). Since the argument of A) may be applied to the measures , the first part of the statement then follows from Prop. 3 of §2, No. 2.
For the function (resp. ) to be integrable for (resp. for ), it is necessary and sufficient that it be essentially integrable and that
The second part of the statement therefore follows from the first part and Proposition 2.
Remark
— Let be a -adapted pair, a mapping of T into X, and a finite numerical function defined on T, such that (resp. ) is equal to (resp. ) locally almost everywhere for . Then the pair is -adapted, the measures and are equal locally almost everywhere, and . If now and are only defined locally almost everywhere (for ) and if there exists a -adapted pair such that (resp. ) is equal to (resp. ) locally almost everywhere, one again says that the pair is -adapted and one sets
(cf. §3, No. 3, Remark). The statements of Ths. 1 and 2 and of Prop. 3 remain valid when and are only assumed to be defined locally almost everywhere.
Exercises
See the exercises for § 4.