Bourbaki

Proposition 4 ("continuity of an improper integral with respect to a parameter")

Tag 0897, permanent. Cite it as [Bourbaki, Tag 0897].

Functions of a Real Variable, chapter II, § 3. DERIVATIVES AND INTEGRALS OF FUNCTIONS DEPENDING ON A PARAMETER

Let FF be a compact space, let II be any interval in R\mathbf{R}, and ff a continuous map from I×FI \times F into a complete normed space EE over R\mathbf{R}; if the integral h(α)=∫If(x,α) dxh(\alpha) = \int_I f(x, \alpha)\,dx is uniformly convergent on FF, it is a continuous function of α\alpha on FF.

In view of prop. 2 of II, p. 69, this proposition also follows from the continuity of a uniform limit of continuous functions (Gen. Top., X, p. 282, th. 2).

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.