Bourbaki

Exercise 13, § 2

Integration, VI, p. 65

Bourbaki marks this one as harder than the rest.

Let GG be a Hausdorff barreled space, F=G′F = G' its dual; if, when FF is equipped with a topology compatible with the duality between FF and GG, m\mathbf{m} is a vectorial measure on TT with values in FF, then m\mathbf{m} is again a vectorial measure when FF is equipped with the strong topology of the dual of GG.

Assume m\mathbf{m} to be scalarly of base μ\mu; then m\mathbf{m} is absolutely continuous with respect to μ\mu, when FF is equipped with the topology τ(F,G)\tau(F, G) (Exer. 12 c)). In order that m\mathbf{m} be absolutely continuous with respect to μ\mu when FF is equipped with the strong topology, it is necessary and sufficient that, for every compact subset KK of TT and every sequence (An)(A_n) of μ\mu-measurable subsets of KK, the image BB under m\mathbf{m} of the closure in L1(μ)\mathscr{L}^1(\mu) of the set of step functions of absolute value ≤1\leq 1, over the clan generated by the sequence of the AnA_n (Ch. IV, §4, No. 9), contain a dense countable subset for the strong topology of G′G'. (To see that the condition is sufficient, reduce to the case that T=KT = K is a Stone space (Ch. IV, §4, Exer. 10). Then argue by contradiction: if (An)(A_n) is a sequence of subsets of KK that are both open and closed, one can assume, on passing to a metrizable quotient space K1K_1 of KK (Exer. 10 a)), that the continuous functions on K1K_1 corresponding to the φAn\varphi_{A_n} form a total set in C(K1)\mathscr{C}(K_1). On the other hand, on considering the quotient of GG by the subspace orthogonal to BB, one can suppose that BB is total in F=G′F = G' for the topology σ(G′,G)\sigma(G', G); if HH is the subspace of F=G′F = G' generated by BB, the hypothesis then implies that every bounded subset CC of GG is precompact and metrizable for σ(G,H)\sigma(G, H). Therefore every bounded sequence (zn)(z_n) of points of GG has a subsequence Cauchy for σ(G,H)\sigma(G, H); show that if (zn)(z_n) is a Cauchy sequence for σ(G,H)\sigma(G, H), and if one writes zn∘m=gzn⋅μz_n \circ \mathbf{m} = g_{z_n} \cdot \mu, the sequence of classes of the gzng_{z_n} in L1(μ)L^1(\mu) is a Cauchy sequence for the topology σ(L1,L∞)\sigma(L^1, L^\infty); finally, conclude a contradiction from this by using Exers. 15 and 16 of Ch. V, §5.)

Solution

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