Bourbaki

Exercise 26, § 2

Integration, VI, p. 69

Bourbaki marks this one as harder than the rest.

Let S, T be two compact spaces, f a finite numerical function defined on S × T.

a) In order that the mapping s ↦ f(s, ·) of S into RT\mathbf{R}^T be a continuous mapping of S into the space C(T)\mathscr{C}(T) equipped with the topology σ(C(T),M(T))\sigma(\mathscr{C}(T), \mathscr{M}(T)), it is necessary and sufficient that f be bounded and that each of the partial mappings f(s,⋅),f(⋅,t)f(s, \cdot), f(\cdot, t) (s∈S,t∈Ts \in S, t \in T) be continuous. (To see that the condition is sufficient, first show that the image M of S under s↦f(s,⋅)s \mapsto f(s, \cdot) is compact for σ(C(T),M(T))\sigma(\mathscr{C}(T), \mathscr{M}(T)). For this, observe that s↦f(s,⋅)s \mapsto f(s, \cdot) is continuous when C(T)\mathscr{C}(T) is equipped with the topology of pointwise convergence on T; use Eberlein’s theorem (TVS, IV, §5, No. 3, Th. 1) to reduce to proving that every sequence (f(sn,⋅))(f(s_n, \cdot)) has a cluster point in C(T)\mathscr{C}(T) for σ(C(T),M(T))\sigma(\mathscr{C}(T), \mathscr{M}(T)). Reduce to the case that T is metrizable, by considering a suitable quotient space of T (cf. Exer. 10 a)), and observe that, on a subset of C(T)\mathscr{C}(T) relatively compact for the topology of pointwise convergence on T, this topology is identical to the topology of pointwise convergence on a dense subset of T. Obtain thus a subsequence of (f(sn,⋅))(f(s_n, \cdot)) that converges pointwise on T, and apply Lebesgue’s theorem. Finally, observe that on M, the topology σ(C(T),M(T))\sigma(\mathscr{C}(T), \mathscr{M}(T)) and the topology of pointwise convergence are identical.)

b) Assume that each of the partial mappings f(s,⋅),f(⋅,t)f(s, \cdot), f(\cdot, t) is continuous (s∈S,t∈Ts \in S, t \in T). Show that for every positive measure μ\mu on S and every ε>0\varepsilon > 0, there exists a compact subset K⊂SK \subset S such that μ(S−K)≤ε\mu(S - K) \leq \varepsilon and the restriction of f to K×TK \times T is continuous. (Reduce to the case that f is bounded; apply a) and Exer. 25 c).)

c) With the same hypotheses as in b), show that f is measurable for every measure ν\nu on S×TS \times T. (Apply b) to the image of ν\nu under the projection of S×TS \times T onto S.)

Solution

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