Bourbaki

Exercise 21, § 4

Integration, VIII, p. 70

Bourbaki marks this one as harder than the rest.

Let GG be a locally compact group, β\beta a left Haar measure on GG; one canonically identifies L1(G,β)L^1(G, \beta) with a subspace of M1(G)\mathscr{M}^1(G). a) With the notations of §3, Exer. 11, let AA be a relatively compact subset of MIII\mathscr{M}_{III}, BB a subset of L1(G,β)L^1(G, \beta), relatively compact in MIV\mathscr{M}_{IV}. Show that the restriction to A×BA \times B of the mapping (μ,ν)↦μ∗ν(\mu, \nu) \mapsto \mu * \nu of MIII×MIV\mathscr{M}_{III} \times \mathscr{M}_{IV} into MIV\mathscr{M}_{IV} is continuous. (First prove that if AA and BB are compact, the image of A×BA \times B under this mapping is compact; use Exer. 10 of §3, as well as the criterion α\alpha) of Ch. V, §5, Exer. 15. To show next that (μ,ν)↦μ∗ν(\mu, \nu) \mapsto \mu * \nu is continuous, make use of Exer. 11 c) of §3.) b) Let Us∞(G)\mathscr{U}_s^\infty(G) be the set of bounded numerical functions on GG uniformly continuous for the left uniform structure. Denote by TII\mathscr{T}_{II} the topology σ(M1(G),Us∞(G))\sigma(\mathscr{M}^1(G), \mathscr{U}_s^\infty(G)), and by MII\mathscr{M}_{II} the space M1(G)\mathscr{M}^1(G) equipped with TII\mathscr{T}_{II}. Taking G=RG = \mathbf{R}, give an example of a sequence (μn)(\mu_n) of measures on GG tending to 0 for TII\mathscr{T}_{II} and a sequence (fn)(f_n) of functions in L1(G,β)L^1(G, \beta), tending to 0 for TIV\mathscr{T}_{IV} (or, what comes to the same, for the topology σ(L1(G,β),L∞(G,β))\sigma(L^1(G, \beta), L^\infty(G, \beta))), such that the sequence (μn∗fn)(\mu_n * f_n) does not tend to 0 for TIV\mathscr{T}_{IV} (take fn(t)=sin⁡ntf_n(t) = \sin nt in the interval [0,π][0, \pi], fn(t)=0f_n(t) = 0 elsewhere). c) Let AA be a relatively compact subset of MII\mathscr{M}_{II}, BB a subset of L1(G,β)L^1(G, \beta), relatively compact for the topology of the norm ∥f∥1\|f\|_1. Show that the restriction to A×BA \times B of the mapping (μ,f)↦μ∗f(\mu, f) \mapsto \mu * f of MIII×L1(G,β)\mathscr{M}_{III} \times L^1(G, \beta) into L1(G,β)L^1(G, \beta) is continuous (L1(G,β)L^1(G, \beta) being equipped with its normed space topology). (Reduce to proving that for f∈H(G)f \in \mathscr{H}(G), the mapping μ↦μ∗f\mu \mapsto \mu * f of MII\mathscr{M}_{II} into L1(G,β)L^1(G, \beta) is continuous in AA. Using the fact that for g∈L∞(G,β)g \in L^\infty(G, \beta) and f∈H(G)f \in \mathscr{H}(G), g∗fg * f is uniformly continuous for the left uniform structure, first show that the mapping μ↦μ∗f\mu \mapsto \mu * f of MII\mathscr{M}_{II} into MIV\mathscr{M}_{IV} is continuous. Next, using Exer. 20 a), reduce to proving that if CC is a subset of L1(G,β)L^1(G, \beta) compact for the topology

(*) For an example where μ\mu is not a point measure and is such that μ∗f≥0\mu * f \geq 0 implies f≥0f \geq 0, see J.H. Williamson, Proc. Edinburgh Math. Soc., 11 (1958/59), 71–77.

σ(L^1(G, β), L^∞(G, β)) and h ∈ K(G)\mathscr{K}(G), the mapping μ ↦ μ \* h of C into L^1(G, β) is continuous when L^1(G, β) is equipped with its normed space topology. By the same reasoning as in a), show that for this it suffices to prove that the image of C under this mapping is compact for the normed space topology. To this end, use Šmulian’s theorem, the fact that C is cramped (§3, Exer. 10) and Lebesgue’s theorem.)

d) Let A be a relatively compact subset of PII\mathscr{P}_{II} containing 0, B a relatively compact subset of PI\mathscr{P}_I; show that for every ν_0 ∈ B, the restriction to A × B of the mapping (μ, ν) ↦ μ \* ν of PII\mathscr{P}_{II} × PI\mathscr{P}_I into PII\mathscr{P}_{II} is continuous at the point (0, ν_0). (Make use of Exer. 20 a), and Exer. 21 c).)

e) Let A be a bounded subset of P1\mathscr{P}^1(G), f a function in L^1(G, β); show that the restriction to A of the mapping μ ↦ μ \* f of PIII\mathscr{P}_{III} into PIV\mathscr{P}_{IV} is continuous.

f) Let P+1\mathscr{P}^1_+(G) be the set of bounded positive measures on G. Show that if a subset A of P+1\mathscr{P}^1_+(G) is compact for PII\mathscr{P}_{II}, it is also compact for PIII\mathscr{P}_{III}. (Reduce to proving that A is a cramped set. Argue by contradiction, using the fact that for f ∈ K(G)\mathscr{K}(G), the image of A under the mapping μ ↦ μ \* f is a cramped set by virtue of c).)

g) Show that for G = R\mathbf{R}, the topologies induced on P+1\mathscr{P}^1_+(G) by PII\mathscr{P}_{II} and PIII\mathscr{P}_{III} are distinct.

Solution

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