Bourbaki

§ 4. Integration of positive point measures

1. Families of point measures

Let X and T be two locally compact spaces, π\pi a mapping of T into X, and gg a finite numerical function ⩾0\geqslant 0 defined on T; these two functions define a mapping t↦λt=g(t)επ(t)t \mapsto \lambda_t = g(t)\varepsilon_{\pi(t)} of T into the space M(X)\mathscr{M}(X) of measures on X, such that for every t∈Tt \in T, λt\lambda_t is either a point measure (Ch. III, §2, No. 4) or is equal to 0. If ff is a numerical function ⩾0\geqslant 0 defined on X, then ∫∗f(x)dλt(x)=∫∙f(x)dλt(x)=f(π(t))g(t)\int^* f(x) d\lambda_t(x) = \int^\bullet f(x) d\lambda_t(x) = f(\pi(t))g(t) (recall our convention of taking this product to be 0 when g(t)=0g(t) = 0 and f(π(t))=+∞f(\pi(t)) = +\infty). Every function (with values in a topological space) defined on X is λt\lambda_t-measurable for every t∈Tt \in T. Every mapping ff of X into a Banach space F is λt\lambda_t-integrable for all t∈Tt \in T, and ∫f(x)dλt(x)=f(π(t))g(t)\int f(x) d\lambda_t(x) = f(\pi(t))g(t). Finally, if ff is an arbitrary numerical function defined on X, for ff to be λt\lambda_t-integrable it is necessary and sufficient that f(π(t))g(t)f(\pi(t))g(t) be finite, in which case ∫f(x)dλt(x)=f(π(t))g(t)\int f(x) d\lambda_t(x) = f(\pi(t))g(t).

Definition 1

Let μ\mu be a positive measure on T. The pair (π,g)(\pi, g) is said to be μ\mu-adapted if the following conditions are satisfied: 1° The functions π\pi and gg are μ\mu-measurable. 2° For every function f∈K(X)f \in \mathscr{K}(X), the mapping t↦f(π(t))g(t)t \mapsto f(\pi(t))g(t) is essentially μ\mu-integrable.

Proposition 1

If the pair (π,g)(\pi, g) is μ\mu-adapted, then the mapping Λ:t↦λt=g(t)επ(t)\Lambda : t \mapsto \lambda_t = g(t)\varepsilon_{\pi(t)} of T into M+(X)\mathscr{M}_+(X) is scalarly essentially μ\mu-integrable, vaguely μ\mu-measurable and μ\mu-adequate. Conversely, if Λ\Lambda is scalarly essentially μ\mu-integrable and vaguely μ\mu-measurable, then the function gg is μ\mu-measurable and the restriction of π\pi to the set SS of t∈Tt \in T such that g(t)≠0g(t) \neq 0 is μ\mu-measurable.

Suppose that the pair (π,g)(\pi, g) is μ\mu-adapted; for every function f∈K(X)f \in \mathscr{K}(X), the function t↦⟨f,λt⟩=f(π(t))g(t)t \mapsto \langle f, \lambda_t \rangle = f(\pi(t))g(t) is then essentially μ\mu-integrable. Let us show that t↦λtt \mapsto \lambda_t is vaguely μ\mu-measurable. For, we first note that if π\pi and gg are continuous, then the mapping t↦λtt \mapsto \lambda_t is vaguely continuous. In the general case, the set of compact subsets KK of TT such that the restrictions of π\pi and gg to KK are continuous is μ\mu-dense (Ch. IV, §5, No. 10, Prop. 15); if KK is such a set, then the restriction of t↦λtt \mapsto \lambda_t to KK is vaguely continuous, whence the first assertion of the statement. Prop. 2 of §3, No. 1 shows that Λ\Lambda is μ\mu-adequate.

Conversely, suppose that Λ\Lambda is scalarly essentially μ\mu-integrable and vaguely μ\mu-measurable; it is then μ\mu-adequate (§3, No. 1, Prop. 2). Since the function 1 is lower semi-continuous on XX, the function t↦λt(1)=g(t)t \mapsto \lambda_t(1) = g(t) is μ\mu-measurable (§3, Def. 1). The set SS is therefore measurable (Ch. IV, §5, No. 5, Prop. 7). The set K\mathfrak{K} of compact sets K⊂SK \subset S such that g∣Kg|K is continuous and Λ∣K\Lambda|K is vaguely continuous is μ\mu-dense in SS (Ch. IV, §5, No. 10, Prop. 15); if K∈KK \in \mathfrak{K}, then the restriction to KK of the mapping t↦επ(t)=1g(t)λtt \mapsto \varepsilon_{\pi(t)} = \frac{1}{g(t)} \lambda_t is therefore vaguely continuous, and this implies the continuity of π∣K\pi|K (Ch. III, §1, No. 9, Prop. 13). Since K\mathfrak{K} is μ\mu-dense in SS, the restriction of π\pi to SS is μ\mu-measurable.

We shall make use of the following lemma:

Lemma

Let TT and XX be two topological spaces, π\pi a proper continuous mapping (GT, I, §10, No. 1, Def. 1) of TT into XX. Let gg be a lower semi-continuous numerical function defined on TT. For every x∈Xx \in X, let f(x)f(x) be the infimum of the function g(t)g(t) in the set π‾−1(x)\overline{\pi}^{-1}(x) (infimum equal to +∞+\infty if π‾−1(x)=∅\overline{\pi}^{-1}(x) = \varnothing; cf. S, III, §1, No. 9). Then ff is lower semi-continuous on XX.

For every (finite) real number aa, denote by BaB_a the set of x∈Xx \in X such that f(x)≤af(x) \leq a, and by AaA_a the set of t∈Tt \in T such that g(t)≤ag(t) \leq a; it all comes down to showing that BaB_a is closed (GT, IV, §6, No. 2, Prop. 1). Now, AaA_a is closed (same ref.) and the proper mapping π\pi is closed (GT, I, §10, No. 1, Prop. 1); we are thus reduced to proving that π(Aa)=Ba\pi(A_a) = B_a. The obvious relation f(π(t))≤g(t)f(\pi(t)) \leq g(t) for all t∈Tt \in T implies that π(Aa)⊂Ba\pi(A_a) \subset B_a. On the other hand, let x∈Bax \in B_a; the set π‾−1(x)\overline{\pi}^{-1}(x) is quasi-compact (GT, I, §10, No. 2, Th. 1) and nonempty, therefore there exists a t∈π‾−1(x)t \in \overline{\pi}^{-1}(x) such that

g(t)=inf⁡u∈π−1(x)g(u)=f(x)(GT, IV, §6, No. 2, Th. 3); thus t∈Aa and π(t)=x. g(t) = \inf_{u \in \pi^{-1}(x)} g(u) = f(x) \quad (\text{GT, IV, } § 6, \text{ No. 2, Th. 3}); \text{ thus } t \in A_a \text{ and } \pi(t) = x.

2. Upper integrals of positive functions with respect to an integral of point measures

We are going to see that, when (π,g)(\pi, g) is a μ\mu-adapted pair, one can sharpen the results obtained by applying the propositions of §3§ 3 to the family t↦λt=g(t)επ(t),t \mapsto \lambda_t = g(t)\varepsilon_{\pi(t)}, which is μ\mu-adequate by Prop. 1.

Theorem 1

Let* (π,g)(\pi, g) be a μ\mu-adapted pair, and let

ν=∫g(t)επ(t) dμ(t). \nu = \int g(t)\varepsilon_{\pi(t)}\, d\mu(t).
For every numerical function f≥0f \geq 0 defined on X, (1)
∫∙f(x) dν(x)=∫∙f(π(t))g(t) dμ(t). \int^\bullet f(x)\, d\nu(x) = \int^\bullet f(\pi(t))g(t)\, d\mu(t).

A) Suppose first that the measure μ\mu has compact support K and that the restrictions to K of the functions gg and π\pi are continuous. By formula (4) of §3§ 3, No. 1, ν∙(1)=∫Kg(t) dμ(t)<+∞,\nu^\bullet(1) = \int_K g(t)\, d\mu(t) < +\infty, so that all of the measures that figure in formula (1) are bounded. We may therefore replace ∫∙\int^\bullet by ∫∗\int^* in the first member. In view of formula (6) of §3§ 3, No. 2, it all comes down to proving that (2)

∫∗f(x) dν(x)≤∫∙f(π(t))g(t) dμ(t), \int^* f(x)\, d\nu(x) \leq \int^\bullet f(\pi(t))g(t)\, d\mu(t),
where the symbol ∫∙\int^\bullet in the second member can in turn be replaced by ∫∗\int^*. By the definition of upper integral, it suffices to verify the inequality (3)
∫∗f(x) dν(x)≤∫∗h(t) dμ(t) \int^* f(x)\, d\nu(x) \leq \int^* h(t)\, d\mu(t)
for every lower semi-continuous function hh on T that is ≥\geq the function t↦f(π(t))g(t)t \mapsto f(\pi(t))g(t). Now, let ε\varepsilon be a number >0> 0 and let uu be the function (h+ε)/g,(h + \varepsilon)/g, which is lower semi-continuous in K. If t∈π−1({x})∩K,t \in \pi^{-1}(\{x\}) \cap K, then u(t)≥f(x):u(t) \geq f(x): this is obvious if g(t)=0,g(t) = 0, because then u(t)=+∞;u(t) = +\infty; if g(t)>0,g(t) > 0, then
u(t)g(t)=h(t)+ε≥f(π(t))g(t)=f(x)g(t), u(t)g(t) = h(t) + \varepsilon \geq f(\pi(t))g(t) = f(x)g(t),

whence the asserted inequality. Under these conditions, for every x∈Xx \in X let v(x)v(x) be the infimum of u(t)u(t) for t∈π−1({x})∩Kt \in \pi^{-1}(\{x\}) \cap K. The function vv is ≥f\geq f by the foregoing, it is lower semi-continuous on XX by the Lemma (applied to the restriction of π\pi to KK), and v(π(t))g(t)≤h(t)+εv(\pi(t))g(t) \leq h(t) + \varepsilon for all t∈Kt \in K (recall that the first member is zero by convention if g(t)=0g(t) = 0). Let us then apply to vv the formula (4) of §3, No. 1. We obtain:

∫∗f(x) dν(x)≤∫∗v(x) dν(x) \int^* f(x)\, d\nu(x) \leq \int^* v(x)\, d\nu(x)
=∫∗v(π(t))g(t) dμ(t)≤∫K∗(h(t)+ε) dμ(t) = \int^* v(\pi(t))g(t)\, d\mu(t) \leq \int_K^* (h(t) + \varepsilon)\, d\mu(t)
=∫K∗h(t) dμ(t)+εμ(1). = \int_K^* h(t)\, d\mu(t) + \varepsilon \mu(1).

Since the measure μ\mu is bounded and ε\varepsilon is arbitrary, the inequality (3) follows.

B) Let us now pass to the general case. Since the mapping t↦(π(t),g(t))t \mapsto (\pi(t), g(t)) of TT into X×R+X \times \mathbf{R}_+ is μ\mu-measurable (Ch. IV, §5, No. 3, Th. 1), the set K\mathscr{K} of compact subsets KK of TT such that the restrictions of π\pi and gg to KK are continuous is μ\mu-dense (Ch. IV, §5, No. 10, Prop. 15). By Prop. 4 of §2, No. 3, μ\mu is the sum of a summable family (μα)α∈A(\mu_\alpha)_{\alpha \in A} of measures whose supports are elements of K\mathscr{K}; the pair (π,g)(\pi, g) being μα\mu_\alpha-adapted for every α∈A\alpha \in A, let να\nu_\alpha be the measure ∫g(t)επ(t) dμα(t)\int g(t) \varepsilon_{\pi(t)}\, d\mu_\alpha(t). Then by A),

∫∗f(x) dνα(x)=∫∗f(π(t))g(t) dμα(t). \int^* f(x)\, d\nu_\alpha(x) = \int^* f(\pi(t))g(t)\, d\mu_\alpha(t).

But the να\nu_\alpha form a summable family whose sum is equal to ν\nu (§3, No. 1, Cor. of Prop. 1). Therefore, by Prop. 1 of §2, No. 2,

∫∗f(x) dν(x)=∑α∈A∫∗f(x) dνα(x). \int^* f(x)\, d\nu(x) = \sum_{\alpha \in A} \int^* f(x)\, d\nu_\alpha(x).

One has an analogous relation for the second member of (5), and (1) therefore follows from (5) by summing over α\alpha.

Corollary

— *In order that a subset N of X be locally negligible for ν\nu, it is necessary and sufficient that the intersection of π−1(N)\pi^{-1}(N) with the set of points t∈Tt \in T where g(t)>0g(t) > 0 be locally negligible for μ\mu.

Proposition 2

— Let π\pi 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 g(t)>0g(t) > 0 for all t∈Tt \in T. The pair (π,g)(\pi, g) is then μ\mu-adapted, and if one sets

ν=∫g(t)επ(t) dμ(t), \nu = \int g(t) \varepsilon_{\pi(t)}\, d\mu(t),

then, for every numerical function f≥0f \geq 0 defined on XX,

∫∗f(x) dν(x)=∫∗f(π(t))g(t) dμ(t). \int^* f(x)\, d\nu(x) = \int^* f(\pi(t))g(t)\, d\mu(t).

It is clear that π\pi and gg are μ\mu-measurable; moreover, for every function ψ∈K(X)\psi \in \mathscr{K}(X), ψ∘π\psi \circ \pi is continuous with compact support, since π\pi is proper; the pair (π,g)(\pi, g) is therefore μ\mu-adapted and, moreover, the mapping t↦g(t)επ(t)t \mapsto g(t)\varepsilon_{\pi(t)} is vaguely continuous.

Let hh be a lower semi-continuous function on TT such that

f(π(t))g(t)≤h(t)for all t∈T. f(\pi(t))g(t) \leq h(t) \quad \text{for all } t \in T.

We are going to show that

∫∗f(x) dν(x)≤∫∗h(t) dμ(t). \int^* f(x)\, d\nu(x) \leq \int^* h(t)\, d\mu(t).

By the definition of upper integral, this will imply the inequality

∫∗f(x) dν(x)≤∫∗f(π(t))g(t) dμ(t), \int^* f(x)\, d\nu(x) \leq \int^* f(\pi(t))g(t)\, d\mu(t),

which, combined with the inequality (7) of §3, No. 2, will prove (7).

To prove (8), let us define a function f‾\overline{f} on XX in the following manner: f‾(x)\overline{f}(x) is the infimum of h(t)/g(t)h(t)/g(t) in the set π‾−1(x)\overline{\pi}^{-1}(x) (infimum equal to +∞+\infty if π‾−1(x)=∅\overline{\pi}^{-1}(x) = \varnothing). The function f‾\overline{f} has the following properties:

1∘1^\circ f‾(x)≥f(x)\overline{f}(x) \geq f(x) for all x∈Xx \in X (since g(t)>0g(t) > 0 for all t∈Tt \in T).

2∘2^\circ f‾(π(t))g(t)≤h(t)\overline{f}(\pi(t))g(t) \leq h(t) for all t∈Tt \in T.

3∘3^\circ The function f‾\overline{f} is lower semi-continuous by virtue of the Lemma, the function h/gh/g being lower semi-continuous on TT.

Consequently, in view of Prop. 2a) of §3, No. 1:

∫∗f(x) dν(x)≤∫∗f‾(x) dν(x)=∫∗f‾(π(t))g(t) dμ(t)≤∫∗h(t) dμ(t), \int^* f(x)\, d\nu(x) \leq \int^* \overline{f}(x)\, d\nu(x) = \int^* \overline{f}(\pi(t))g(t)\, d\mu(t) \leq \int^* h(t)\, d\mu(t),

which establishes (8), and completes the proof.

3. Measurability with respect to an integral of point measures

Proposition 3

— Let (π,g)(\pi, g) be a μ\mu-adapted pair, and let

ν=∫g(t)επ(t) dμ(t). \nu = \int g(t)\varepsilon_{\pi(t)}\, d\mu(t).

Let ff be a mapping of XX into a topological space GG, and let SS be the (μ\mu-measurable) set of points t∈Tt \in T such that g(t)>0g(t) > 0. In order that ff be ν\nu-measurable, it is necessary and sufficient that the restriction of f∘πf \circ \pi to SS be μ\mu-measurable.

Suppose first that ff is ν\nu-measurable. By hypothesis, the set K\mathscr{K} of compact subsets KK of SS, such that the restriction of π\pi to KK is continuous, is μ\mu-dense in SS (Ch. IV, §5, No. 10, Prop. 15). To show that the restriction of f∘πf \circ \pi to SS is μ\mu-measurable, it therefore suffices to prove that for every K∈KK \in \mathscr{K}, the set of compact subsets HH of KK, such that the restriction of f∘πf \circ \pi to HH is continuous, is μ\mu-dense in KK (Ch. IV, §5, No. 8, Prop. 13). But by hypothesis, there exists a partition of the compact set π(K)\pi(K) formed by a ν\nu-negligible set NN and a sequence of compact sets (Cn)(C_n) such that the restriction of ff to each CnC_n is continuous. Under these conditions, K∩π‾(N)K \cap \overline{\pi}(N) and the sets K∩π‾(Cn)K \cap \overline{\pi}(C_n) form a partition of KK; but K∩π‾(N)K \cap \overline{\pi}(N) is μ\mu-negligible by virtue of the Cor. of Th. 1 of No. 2, the sets K∩π‾(Cn)K \cap \overline{\pi}(C_n) are compact, and the restriction of f∘πf \circ \pi to each of the latter sets is continuous, which proves that the restriction of f∘πf \circ \pi to SS is μ\mu-measurable.

Conversely, suppose this to be the case; to show that ff is ν\nu-measurable, it suffices to prove that the set L\mathscr{L} of compact subsets LL of XX, such that the restriction of ff to LL is continuous, is ν\nu-dense (Ch. IV, §5, No. 10, Prop. 15). Let NN be a subset of XX such that N∩LN \cap L is ν\nu-negligible for every L∈LL \in \mathscr{L}, and let us show that NN is locally ν\nu-negligible. For this, we must show that π‾(N)∩S\overline{\pi}(N) \cap S is locally μ\mu-negligible (Cor. of Th. 1 of No. 2). Now, the set H\mathscr{H} of compact subsets HH of SS, such that the restrictions to HH of π\pi and f∘πf \circ \pi are continuous, is by hypothesis μ\mu-dense in SS (Ch. IV, §5, No. 10, Prop. 15). It therefore suffices to prove that π‾(N)∩H\overline{\pi}(N) \cap H is μ\mu-negligible for every H∈HH \in \mathscr{H}. Now, π(H)\pi(H) is compact and may be identified with the quotient space of HH by the equivalence relation π(t)=π(t′)\pi(t) = \pi(t'), π\pi being identified with the canonical mapping of HH onto this quotient space (GT, I, §5, No. 2, Prop. 3). Since the restriction of f∘πf \circ \pi to HH is continuous, the restriction of ff to π(H)\pi(H) is therefore continuous, in other words π(H)∈L\pi(H) \in \mathscr{L}, consequently N∩π(H)N \cap \pi(H) is ν\nu-negligible. By the Cor. of Th. 1 of No. 2, π‾(N∩π(H))∩S\overline{\pi}(N \cap \pi(H)) \cap S is locally μ\mu-negligible; the same is therefore true of the set

H∩π‾(N)⊂π‾(N∩π(H))∩S; H \cap \overline{\pi}(N) \subset \overline{\pi}(N \cap \pi(H)) \cap S;

but since HH is compact, H∩π‾(N)H \cap \overline{\pi}(N) is μ\mu-negligible, which completes the proof.

Remark

If ff is a mapping of XX into a Banach space FF, it comes to the same to say that the restriction of f∘πf \circ \pi to SS is μ\mu-measurable or to say that the function (f∘π)g(f \circ \pi)g (defined on TT) is μ\mu-measurable, since gg is μ\mu-measurable, is not zero in SS, and is zero on T−ST - S (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* (π,g)(\pi, g) be a μ\mu-adapted pair, and let

ν=∫g(t)επ(t) dμ(t). \nu = \int g(t) \varepsilon_{\pi(t)} \, d\mu(t).
Let ff be a function defined on XX, with values in a Banach space FF or in R‾\overline{\mathbf{R}}. For ff to be essentially ν\nu-integrable, it is necessary and sufficient that t↦f(π(t))g(t)t \mapsto f(\pi(t))g(t) be essentially μ\mu-integrable, in which case
∫f(x) dν(x)=∫f(π(t))g(t) dμ(t). \int f(x) \, d\nu(x) = \int f(\pi(t))g(t) \, d\mu(t).
Suppose, moreover, that π\pi is continuous and proper, and that gg is continuous and such that g(t)>0g(t) > 0 for all t∈Tt \in T. Then, for ff to be ν\nu-integrable, it is necessary and sufficient that t↦f(π(t))g(t)t \mapsto f(\pi(t))g(t) *be μ\mu-integrable.

A) We begin by treating the case that the measure μ\mu has compact support KK, on which gg is bounded. The measures μ\mu and ν\nu are then bounded, and one can replace 'essentially integrable' in the statement by 'integrable'. Suppose that ff is ν\nu-integrable: the function f(π(t))g(t)f(\pi(t))g(t) is then μ\mu-integrable, and the relation (9) is verified, by Th. 1 of §3, No. 3. Conversely, suppose that f(π(t))g(t)f(\pi(t))g(t) is μ\mu-integrable: ff is then ν\nu-measurable (No. 3, Prop. 3 and Remark), and

∫∙∣f(x)∣ dν(x)=∫∙∣f(π(t))∣g(t) dμ(t)<+∞ \int^\bullet |f(x)| \, d\nu(x) = \int^\bullet |f(\pi(t))|g(t) \, d\mu(t) < +\infty
(No. 2, Th. 1); ff is therefore essentially ν\nu-integrable (§1, No. 3, Prop. 9), hence ν\nu-integrable. Th. 1 of §3, No. 3 then implies (9).

B) Let us pass to the general case. Let K\mathscr{K} be the set of compact subsets KK of TT such that g∣Kg|K is continuous: K\mathscr{K} is μ\mu-dense (Ch. IV, §5, No. 10, Prop. 15), therefore the measure μ\mu is the sum of a family (μα)α∈A(\mu_\alpha)_{\alpha \in A} of measures whose supports are elements of K\mathscr{K} (§2, No. 3, Prop. 4). The pair (g,π)(g, \pi) is obviously μα\mu_\alpha-adapted for every α∈A\alpha \in A, and the measure ν\nu is the sum of the family of measures να=∫επ(t)g(t) dμα(t)\nu_\alpha = \int \varepsilon_{\pi(t)}g(t) \, d\mu_\alpha(t) (§3, No. 1, Cor. of Prop. 1). Since the argument of A) may be applied to the measures μα,να\mu_\alpha, \nu_\alpha, the first part of the statement then follows from Prop. 3 of §2, No. 2.

For the function ff (resp. t↦f(π(t))g(t)t \mapsto f(\pi(t))g(t)) to be integrable for ν\nu (resp. for μ\mu), it is necessary and sufficient that it be essentially integrable and that

∫∗∣f(x)∣dν(x)<+∞(resp. ∫∗∣f(π(t))∣g(t) dμ(t)<+∞). \int^* |f(x)| d\nu(x) < +\infty \quad (\text{resp. } \int^* |f(\pi(t))|g(t)\,d\mu(t) < +\infty ).

The second part of the statement therefore follows from the first part and Proposition 2.

Remark

— Let (π,g)(\pi, g) be a μ\mu-adapted pair, π′\pi' a mapping of T into X, and g′g' a finite numerical function ≥0\geq 0 defined on T, such that π′\pi' (resp. g′g') is equal to π\pi (resp. gg) locally almost everywhere for μ\mu. Then the pair (π′,g′)(\pi', g') is μ\mu-adapted, the measures λt=g(t)επ(t)\lambda_t = g(t)\varepsilon_{\pi(t)} and λt′=g′(t)επ′(t)\lambda'_t = g'(t)\varepsilon_{\pi'(t)} are equal locally almost everywhere, and ∫g(t)επ(t) dμ(t)=∫g′(t)επ′(t) dμ(t)\int g(t)\varepsilon_{\pi(t)}\,d\mu(t) = \int g'(t)\varepsilon_{\pi'(t)}\,d\mu(t). If now π′\pi' and g′g' are only defined locally almost everywhere (for μ\mu) and if there exists a μ\mu-adapted pair (π,g)(\pi, g) such that π′\pi' (resp. g′g') is equal to π\pi (resp. gg) locally almost everywhere, one again says that the pair (π′,g′)(\pi', g') is μ\mu-adapted and one sets

∫g′(t)επ′(t) dμ(t)=∫g(t)επ(t) dμ(t) \int g'(t)\varepsilon_{\pi'(t)}\,d\mu(t) = \int g(t)\varepsilon_{\pi(t)}\,d\mu(t)

(cf. §3, No. 3, Remark). The statements of Ths. 1 and 2 and of Prop. 3 remain valid when π\pi and gg are only assumed to be defined locally almost everywhere.

Exercises

See the exercises for § 4.

Transcribed from the printed volume. Not translated.