Exercise 10, § 3
Integration, VI, p. 70
Bourbaki marks this one as harder than the rest.
Let K be a metrizable compact space, a positive measure on K, and a -measurable mapping of K into a Hausdorff topological space E. Denote by I (resp. U) the subset of E formed by the such that is infinite (resp. uncountable). a) Show that there exists in K a -measurable set H such that and such that, for every , is finite. (Let be an increasing sequence of compact subsets of K such that the restriction of to each is continuous and the complement N of the union F of the is -negligible; for every , let be the subset of E formed by the such that contains at least distinct points, and let ; take for H the union of the set and the set , and use Exer. 9.) b) Let be the set of -measurable sets such that is finite for every ; let be the supremum of the measures for ; there exists an increasing sequence of sets in such that . Let , and let be a measurable section of for the equivalence relation (Th. 3); show that .
c) Show that there exists a -negligible set such that and that, for every , there exists a -measurable set such that and (observe that for every and that ).
Solution
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