Exercise 23, § 2
Integration, VI, p. 68
Bourbaki marks this one as harder than the rest.
Let T be a locally compact space, a positive measure on T, and F one of the three Banach spaces , , . Let u be a continuous linear mapping of F into a quasi-complete space G, that transforms the unit ball of F into a subset of G that is relatively compact for . Show that u transforms every subset of F relatively compact for into a subset of G relatively compact for the original topology. (Apply Exer. 22 c) to reduce the case to the case ; use Exer. 13 of Ch. II, §1 to reduce the case to the case , where S is a suitable compact space. If , apply Exer. 22 b), then use Exers. 22 b) and 15 of Ch. V, §5; note that a Cauchy sequence for converges pointwise on T, and a fortiori converges in measure for every bounded measure on T.)
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