Bourbaki

Theorem 1

Tag 08O8, permanent. Cite it as [Bourbaki, Tag 08O8].

Integration, chapter III, § 4. Products of measures

— Let X and Y be two locally compact spaces, λ\lambda a measure on X, μ\mu a measure on Y; there exists one and only one measure ν\nu on X×YX \times Y such that, for every function g∈K(X;C)g \in \mathscr{K}(X; \mathbf{C}) and every function h∈K(Y;C)h \in \mathscr{K}(Y; \mathbf{C}),

∫g(x)h(y) dν(x,y)=(∫g(x) dλ(x))(∫h(y) dμ(y)). \int g(x)h(y)\, d\nu(x, y) = \left( \int g(x)\, d\lambda(x) \right) \left( \int h(y)\, d\mu(y) \right).

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

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Cites

Nothing.

Transcribed from the printed volume. Not translated.