Bourbaki

Exercise 8, § 8

Integration, V, p. 116

Let TT be a locally compact space, μ\mu a positive measure ≠0\neq 0 on TT, AA a discrete space, λ\lambda the measure on AA defined by mass +1 at each point of AA.

a) For a mapping ff of A×TA \times T into a topological space to be (λ⊗μ)(\lambda \otimes \mu)-measurable, it is necessary and sufficient that, for every α∈A\alpha \in A, the mapping t↦f(α,t)t \mapsto f(\alpha, t) be μ\mu-measurable.

b) For a function ff defined on A×TA \times T, with values in R‾\overline{\mathbf{R}} or in a Banach space, to be (λ⊗μ)(\lambda \otimes \mu)-integrable, it is necessary and sufficient that: 1∘1^\circ except for a countable set of values of α∈A\alpha \in A, the function t↦f(α,t)t \mapsto f(\alpha, t) be identically zero; 2∘2^\circ for every α∈A\alpha \in A, the function t↦f(α,t)t \mapsto f(\alpha, t) be μ\mu-integrable; 3∘3^\circ ∑α∈A∫∣f(α,t)∣dμ(t)<+∞\sum_{\alpha \in A} \int |f(\alpha, t)| d\mu(t) < +\infty. For ff to be essentially (λ⊗μ)(\lambda \otimes \mu)-integrable, it necessary and sufficient that: 1∘1^\circ for each α∈A\alpha \in A, the function t↦f(α,t)t \mapsto f(\alpha, t) be essentially μ\mu-integrable; 2∘2^\circ ∑α∈A∫∣f(α,t)∣dμ(t)<+∞\sum_{\alpha \in A} \int |f(\alpha, t)| d\mu(t) < +\infty; one then has

∬f dλ dμ=∑α∈A∫f(α,t) dμ(t). \iint f\, d\lambda\, d\mu = \sum_{\alpha \in A} \int f(\alpha, t)\, d\mu(t).

c) Let XX be a locally compact space, (α,t)↦ρα,t(\alpha, t) \mapsto \rho_{\alpha, t} a family of positive measures on XX (α∈A\alpha \in A, t∈Tt \in T). In order that the family (α,t)↦ρα,t(\alpha, t) \mapsto \rho_{\alpha, t} be (μ⊗ν)(\mu \otimes \nu)-adequate, it is necessary and sufficient that, for every α∈A\alpha \in A, the family t↦ρα,tt \mapsto \rho_{\alpha, t} be μ\mu-adequate, and that the family of measures (∫ρα,t dμ(t))α∈A(\int \rho_{\alpha, t}\, d\mu(t))_{\alpha \in A} be summable.

Solution

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Transcribed from the printed volume. Not translated.