Let f be a regulated vector function, g a regulated function ⩾0 on an interval [a,+∞[, such that ∫a+∞g(t)dt>0. The relation f≼g as x tends to +∞ implies that ∫axf(t)dt≼∫axg(t)dt. If the integral ∫a+∞g(t)dt converges then the integral ∫a+∞f(t)dt converges absolutely.
Indeed, by hypothesis there exist a b⩾a and a number c′>0 such that
∥f(x)∥⩽c′g(x)for x⩾b,
whence
∫bxf(t)dt⩽∫bx∥f(t)∥dt⩽c′∫bxg(t)dt;
since, moreover, one may suppose b so large that ∫abg(t)dt>0, there exists a c′′>0 such that ∫abf(t)dt⩽c′′∫abg(t)dt; on putting c=max(c′,c′′) one thus has
∫axf(t)dt⩽c∫axg(t)dt
for every x⩾b, whence the proposition.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.