Bourbaki

Corollary

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

Integration, III, p. 36, § 3. Integrals of continuous vector-valued functions

Let μ\mu be a positive measure on X, ff a mapping belonging to K(X;E)\mathscr{K}(X;E), and D the closed convex envelope of f(X) in E'**. There exists a number a>0a > 0 such that ∫f dμ∈a⋅D\int f\, d\mu \in a \cdot D.

If ν\nu is any measure on X, there exist numbers a1,a2,a3,a4>0a_1, a_2, a_3, a_4 > 0 such that ∫f dν∈a1D−a2D+ia3D−ia4D\int f\, d\nu \in a_1 D - a_2 D + i a_3 D - i a_4 D.

Suppose first that μ\mu is positive; by hypothesis, the support K of f is compact; if ν\nu is the restriction of μ\mu to a relatively compact open neighborhood of K, then ν\nu is bounded and ∫f dμ=∫f dν∈∥ν∥⋅D\int f\, d\mu = \int f\, d\nu \in \| \nu \| \cdot D by Prop. 4, (ii). The second result follows from this, since any complex measure may be written as μ1−μ2+iμ3−iμ4\mu_1 - \mu_2 + i \mu_3 - i \mu_4, where the μj\mu_j are positive.

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.