Bourbaki

Exercise 24, § 1

Integration, VI, p. 62

Let F be a complete Hausdorff locally convex space, containing a countable dense subset. Let f be a mapping of T into F, scalarly μ\mu-measurable and scalarly essentially bounded; show that for every function g∈L1g \in \mathscr{L}^1, gfgf is scalarly integrable and ∫gf dμ∈F\int gf\, d\mu \in F. (Make use of Cor. 1 of Th. 2 of TVS, III, §3, No. 6, on observing that the equicontinuous subsets of F′F' are metrizable for σ(F′,F)\sigma(F', F), and applying Lebesgue’s theorem.)

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