Bourbaki

Proposition 1

Tag 08MR, permanent. Cite it as [Bourbaki, Tag 08MR].

Integration, III, p. 24, § 2. Support of a measure

Let (Yα)α∈A(Y_\alpha)_{\alpha \in A} be an open covering of XX and suppose given, on each subspace YαY_\alpha, a measure μα\mu_\alpha, in such a way that for every pair (α,β)(\alpha, \beta), the restrictions of μα\mu_\alpha and μβ\mu_\beta to Yα∩YβY_\alpha \cap Y_\beta are identical. Under these conditions, there exists one and only one measure μ\mu on XX whose restriction to YαY_\alpha is equal to μα\mu_\alpha for every index α\alpha.

Let us first show that every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}) may be written in the form of a finite sum f=∑ifif = \sum_i f_i where, for each of the functions fi∈K(X;C)f_i \in \mathscr{K}(X; \mathbf{C}), there exists an index αi\alpha_i such that Supp⁡(fi)⊂Yαi\operatorname{Supp}(f_i) \subset Y_{\alpha_i}. If K=Supp⁡(f)K = \operatorname{Supp}(f), there exists a finite number of indices αi\alpha_i (1≤i≤n1 \leq i \leq n) such that the YαiY_{\alpha_i} form a covering of KK; let hih_i (1≤i≤n1 \leq i \leq n) be continuous mappings of XX into [0,1][0, 1] such that the support of hih_i is compact and is contained in YαiY_{\alpha_i} for 1≤i≤n1 \leq i \leq n, and such that ∑i=1nhi(x)=1\sum_{i=1}^n h_i(x) = 1 on KK (§ 1, No. 2, Lemma 1); the functions fi=fhif_i = f h_i meet the requirements. This shows in the first place that if there exists a measure μ\mu meeting the requirements then it is unique, because for every finite sum f=∑i=1nfif = \sum_{i=1}^n f_i, where fi∈K(Yαi;C)f_i \in \mathscr{K}(Y_{\alpha_i}; \mathbf{C}), necessarily μ(f)=∑i=1nμαi(fi)\mu(f) = \sum_{i=1}^n \mu_{\alpha_i}(f_i). Moreover, we will have shown the existence of a linear form μ\mu on K(X;C)\mathscr{K}(X; \mathbf{C}) whose restriction to each subspace K(Yα;C)\mathscr{K}(Y_\alpha; \mathbf{C}) is μα\mu_\alpha, provided we demonstrate the following property: if (gi)1≤i≤m(g_i)_{1 \leq i \leq m} and (hj)1≤j≤n(h_j)_{1 \leq j \leq n} are two finite sequences of functions in K(X;C)\mathscr{K}(X; \mathbf{C}) such that gi∈K(Yαi;C)g_i \in \mathscr{K}(Y_{\alpha_i}; \mathbf{C}) for 1≤i≤m1 \leq i \leq m, hj∈K(Yβj;C)h_j \in \mathscr{K}(Y_{\beta_j}; \mathbf{C}) for 1≤j≤n1 \leq j \leq n and

∑i=1mgi(x)=∑j=1nhj(x)=1 \sum_{i=1}^m g_i(x) = \sum_{j=1}^n h_j(x) = 1
on KK, then
∑i=1mμαi(fgi)=∑j=1nμβj(fhj). \sum_{i=1}^m \mu_{\alpha_i}(f g_i) = \sum_{j=1}^n \mu_{\beta_j}(f h_j).
Now,
fgi=∑j=1nfgihj, f g_i = \sum_{j=1}^n f g_i h_j,

whence

∑i=1mμαi(fgi)=∑i=1m∑j=1nμαi(fgihj). \sum_{i=1}^{m} \mu_{\alpha_i}(f g_i) = \sum_{i=1}^{m} \sum_{j=1}^{n} \mu_{\alpha_i}(f g_i h_j).
Similarly,
∑j=1nμβj(fhj)=∑j=1n∑i=1mμβj(fgihj). \sum_{j=1}^{n} \mu_{\beta_j}(f h_j) = \sum_{j=1}^{n} \sum_{i=1}^{m} \mu_{\beta_j}(f g_i h_j).
But since the support of fgihjf g_i h_j is contained in Yαi∩YβjY_{\alpha_i} \cap Y_{\beta_j}, we have μαi(fgihj)=μβj(fgihj)\mu_{\alpha_i}(f g_i h_j) = \mu_{\beta_j}(f g_i h_j), which establishes our assertion.

It remains to see that μ\mu is a measure on XX; now, every point of XX admits a compact neighborhood contained in one of the YαY_\alpha; the conclusion therefore follows at once from the definition of μ\mu and from Prop. 6 of §1, No. 3.

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.