Bourbaki

Proposition 6

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

Integration, III, p. 37, § 3. Integrals of continuous vector-valued functions

For every continuous mapping with compact support ff of XX into a Hausdorff locally convex space EE, every continuous semi-norm qq on EE and every measure μ\mu on XX such that ∫fdμ∈E\int f d\mu \in E,

q(∫fdμ)≤∫(q∘f) d∣μ∣. q \left( \int f d\mu \right) \leq \int (q \circ f) \ d|\mu|.

Let DD be the set of z∈Ez \in E such that q(z)≤1q(z) \leq 1; DD is closed, convex and contains 0, therefore D=DooD = D^{o o} (TVS, II, § 6, No. 3, Cor. 3 of Th. 1). It therefore suffices to prove that for every z′∈Doz' \in D^o,

∣⟨∫fdμ,z′⟩∣≤∫(q∘f) d∣μ∣; \left| \left\langle \int f d\mu, z' \right\rangle \right| \leq \int (q \circ f) \ d|\mu|;

since

⟨∫fdμ,z′⟩=∫⟨f,z′⟩dμ, \left\langle \int f d\mu, z' \right\rangle = \int \langle f, z' \rangle d\mu,

and since, by the definition of DoD^o,

∣⟨f(x),z′⟩∣≤q(f(x)) |\langle f(x), z' \rangle| \leq q(f(x))

for all x∈Xx \in X, the desired inequality follows from the inequality (13) of § 1, No. 6.

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

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