Bourbaki

Corollary

Tag 088N, permanent. Cite it as [Bourbaki, Tag 088N].

Functions of a Real Variable, chapter II, § 2. INTEGRALS OVER NON-COMPACT INTERVALS

Let E,F,GE, F, G be three complete normed spaces over R\mathbf{R}, and (x,y)↦x.y(x, y) \mapsto x.y a continuous bilinear map from E×FE \times F into GG. Let f,g\mathbf{f}, \mathbf{g} be two regulated functions on II, with values in EE and FF respectively. If f\mathbf{f} is bounded on II and if the integral of g is absolutely convergent over I, then the integral of [f, g] is absolutely convergent.

Indeed, there exists a number h > 0 such that one has ∥[x.y]∥≤h∥x∥.∥y∥\| [x.y] \| \leq h \| x \| . \| y \| identically (Gen. Top., IX, p. 173, th. 1); if one puts k=sup⁡x∈I∥f(x)∥k = \sup_{x \in I} \| f(x) \|, then one has ∥[f(x).g(x)]∥≤hk∥g(x)∥\| [f(x).g(x)] \| \leq h k \| g(x) \| on I; the comparison principle now shows that the integral of [f.g] is absolutely convergent, and, from (2),

∥∫I[f(t).g(t)] dt∥≤hk∫I∥g(t)∥ dt. \left\| \int_I [f(t).g(t)] \, dt \right\| \leq h k \int_I \| g(t) \| \, dt.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.