Bourbaki

Exercise 2, § 4

Integration, V, p. 99

Let X and ν\nu be the locally compact space and the measure defined in Exer. 5 of Ch. IV, §1; let ff be the characteristic function of the set D of points (0,y)(0,y) in X. Show that, in the following two cases, ν=∫g(t)επ(t)dμ(t)\nu = \int g(t) \varepsilon_{\pi(t)} d\mu(t) and

∫∗f(π(t))g(t)dμ(t)<∫∗f(x)dν(x)=+∞. \int^* f(\pi(t))g(t) d\mu(t) < \int^* f(x) d\nu(x) = +\infty .
a) Take T=XT = X, and for μ\mu the measure defined by the mass log⁡n/n3\log n / n^3 at each of the points (1/n,k/n2)(1/n, k/n^2). Take for π\pi the identity mapping, and gg defined by the following conditions:
g(0,y)=0,g(1/n,k/n2)=1/log⁡n; g(0,y) = 0 , \quad g(1/n, k/n^2) = 1 / \log n ;
gg is continuous, but g(t)>0g(t) > 0 does not hold for every t∈Tt \in T.

b) Take for T the set X equipped with the discrete topology, and for μ\mu the measure defined by the same masses as ν\nu. Take g(t)=1g(t) = 1 for all tt, and for π\pi the identity mapping: the latter is continuous, but not proper.

Solution

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