Bourbaki

Exercise 14, § 5

Integration, V, p. 102

Let θ\theta be a linear form on the space L∞(T,μ)\mathscr{L}^\infty(T, \mu); in order that θ\theta be of the type f↦∫fg dμf \mapsto \int fg \, d\mu, where g∈L1(T,μ)g \in \mathscr{L}^1(T, \mu), it is necessary and sufficient that θ\theta satisfy the following conditions: 1° for every ε>0\varepsilon > 0, there exists a δ>0\delta > 0 such that the relation μ∗(A)≤δ\mu^*(A) \leq \delta implies ∣θ(h)∣≤ε|\theta(h)| \leq \varepsilon for every μ\mu-measurable function hh such that ∣h∣≤φA|h| \leq \varphi_A; 2° for every ε>0\varepsilon > 0, there exists a compact set K such that, for every μ\mu-integrable set B⊂T−KB \subset T - K, one has ∣θ(φB)∣≤ε|\theta(\varphi_B)| \leq \varepsilon. (Use the Lebesgue–Nikodym theorem.)

Solution

No solution has been written yet.

Transcribed from the printed volume. Not translated.