Bourbaki

Exercise 4, § 1

Integration, VI, p. 57

Bourbaki marks this one as harder than the rest.

Let T, X, Y be three locally compact spaces, with X being countable at infinity. Let μ\mu be a positive measure on T, (λt)t∈T(\lambda_t)_{t \in T} a μ\mu-adequate1^1 family of positive measures on X, and ν=∫λtdμ(t)\nu = \int \lambda_t d\mu(t). Assume that one of the following two conditions holds: a) Y has a countable base; b) the measure ν\nu is bounded. Under these conditions, if π\pi is a ν\nu-proper mapping of X into Y, then the set of t∈Tt \in T such that π\pi is not λt\lambda_t-proper is locally μ\mu-negligible; moreover, the family (π(λt))t∈T(\pi(\lambda_t))_{t \in T} of positive measures on Y (defined locally almost everywhere in T) is μ\mu-adequate, and

π(∫λtdμ(t))=∫π(λt)dμ(t). \pi \left( \int \lambda_t d\mu(t) \right) = \int \pi(\lambda_t) d\mu(t).

(In case a), apply Exer. 2 to ρx=επ(x)\rho_x = \varepsilon_{\pi(x)}. In case b), note that λt\lambda_t is bounded locally almost everywhere, and reduce to showing that the mapping t↦π(λt)t \mapsto \pi(\lambda_t) is vaguely μ\mu-measurable (cf. Ch. V, §3, No. 2, Prop. 4). Given a number ε>0\varepsilon > 0 and a compact subset K of T, observe first that there exists in X an increasing sequence (Fm)(F_m) of compact sets such that the restriction of π\pi to each FmF_m is continuous and such that, on setting Nm=X−FmN_m = X - F_m, ν(Nm)≤ε/4m\nu(N_m) \leq \varepsilon/4^m. Let AmA_m be the set of t∈Kt \in K such that NmN_m is not λt\lambda_t-integrable or such that λt(Nm)>1/2m\lambda_t(N_m) > 1/2^m; if A is the union of the AmA_m, μ(A)≤ε/2\mu(A) \leq \varepsilon/2. Let K1K_1 be a compact subset of K−AK - A such that μ(K−K1)≤ε\mu(K - K_1) \leq \varepsilon and such that, for every function g∈K(X)g \in \mathscr{K}(X), the restriction of t↦∫g(x)dλt(x)t \mapsto \int g(x) d\lambda_t(x) to K1K_1 is continuous. Using Urysohn’s theorem, show that for every function f∈K(Y)f \in \mathscr{K}(Y), the restriction to K1K_1 of t↦∫f(π(x))dλt(x)t \mapsto \int f(\pi(x)) d\lambda_t(x) is the uniform limit of continuous functions.)

Solution

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