Let f be a regulated vector function, and g a regulated function ≥0 on [a,+∞[.
1. *If the integral ∫a+∞g(t)dt converges then the relation f≪g (resp. f∼cg, where c is constant) implies that ∫x+∞f(t)dt≪∫x+∞g(t)dt (resp. ∫x+∞f(t)dt∼c∫x+∞g(t)dt).
2. If the integral ∫a+∞g(t)dt is infinite then the relation f≪g (resp. f∼cg) implies that
Now there exists an x1≥x0 such that for every x≥x1
∫αx0∥f(t)∥dt−ε∫βx0g(t)dt≤ε∫βxg(t)dt
whence, for x≥x1
∫αxf(t)dt≤∫αx∥f(t)∥dt≤2ε∫βxg(t)dt
which completes the proof, since ε>0 is arbitrary.
In other words, one can integrate the two terms of a strong relation f≪g, f∼ag, when g is positive on an interval [a,+∞[, and the relation persists between the primitives of the two terms, provided one takes care to integrate from x to +∞ if ∫a+∞g(t)dt converges, and from α to x (for any α in [a,+∞[) in the opposite case.
Note that props. 1 (V, p. 228) and 6 (V, p. 230) remain valid when F is a base for the trace filter of the intervals [t,+∞[ (where t>a) on the complement of a countable set (cf. I, p. 15, th. 2).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.