Bourbaki

Example

Tag 08NO, permanent. Cite it as [Bourbaki, Tag 08NO].

Integration, chapter III, § 3. Integrals of continuous vector-valued functions

— 1) Suppose that EE is finite-dimensional over C\mathbf{C} and Hausdorff, so that if (ei)1≤i≤n(e_i)_{1 \leq i \leq n} is a basis of EE then the mapping

(ξ1,…ξn)↦∑i=1nξiei (\xi_1, \ldots \xi_n) \mapsto \sum_{i=1}^n \xi_i e_i

is an isomorphism of Cn\mathbf{C}^n onto EE. We then know that every linear form on EE is continuous, in other words that E′E' is identical to the algebraic dual E∗E^* of EE, and E′∗{E'}^* may be canonically identified with EE. Let (ei′)1≤i≤n(e'_i)_{1 \leq i \leq n} be the basis of E′E' dual to (ei)(e_i); for a mapping ff of XX into EE to be weakly continuous and scalarly of compact support, it is necessary and sufficient that the functions fi=ei′∘ff_i = e'_i \circ f be continuous with compact support; we then have f(x)=∑i=1nfi(x)eif(x) = \sum_{i=1}^n f_i(x) e_i for all x∈Xx \in X, and

∫fdμ=∑i=1nμ(fi)ei. \int f d\mu = \sum_{i=1}^n \mu(f_i) e_i.

2) Let us take for EE the space M(X;C)\mathscr{M}(X; \mathbf{C}) of measures on XX, equipped with the vague topology (§ 1, No. 9); the dual E′E' of EE may then be canonically identified with the space K(X;C)\mathscr{K}(X; \mathbf{C}) (TVS, II, § 6, No. 2, Prop. 3). The mapping x↦εxx \mapsto \varepsilon_x of XX into EE is continuous (§ 1, No. 9, Prop. 13), but its support is not compact if XX is not compact; however, it is scalarly of compact support, because for every function f∈E′f \in E' the function x↦⟨εx,f⟩=f(x)x \mapsto \langle \varepsilon_x, f \rangle = f(x) by definition has compact support. Moreover,

∫⟨εx,f⟩dμ=∫f(x)dμ(x)=⟨μ,f⟩ \int \langle \varepsilon_x, f \rangle d\mu = \int f(x) d\mu(x) = \langle \mu, f \rangle

for every function f∈K(X;C)=E′f \in \mathscr{K}(X; \mathbf{C}) = E', which proves that

∫εxdμ(x)=μ \int \varepsilon_x d\mu(x) = \mu

for every measure μ\mu on XX.

3) If EE is Hausdorff then, for every point y∈Xy \in X and every function f∈K~(X;E)f \in \widetilde{\mathscr{K}}(X; E), we have

∫fdεy=f(y) \int f d\varepsilon_y = f(y)

because ∫⟨f,z′⟩dεy=⟨f(y),z′⟩\int \langle f, z' \rangle d\varepsilon_y = \langle f(y), z' \rangle by definition.

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

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