Bourbaki

Proposition 1

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

Integration, chapter III, § 4. Products of measures

Let λ\lambda be a measure on X, μ\mu a measure on Y; if g∈C(X;C), h∈C(Y;C),g \in \mathscr{C}(X; \mathbf{C}),\ h \in \mathscr{C}(Y; \mathbf{C}), then

(g⋅λ)⊗(h⋅μ)=(g⊗h)⋅(λ⊗μ). (g \cdot \lambda) \otimes (h \cdot \mu) = (g \otimes h) \cdot (\lambda \otimes \mu).

For every function f∈K(X×Y;C)f \in \mathscr{K}(X \times Y; \mathbf{C}), we have, by virtue of formula (3) of No. 1,

⟨f,(g⊗h)⋅(λ⊗μ)⟩=∫dλ(x)∫f(x,y)g(x)h(y)dμ(y)=∫g(x)dλ(x)∫f(x,y)h(y)dμ(y), \langle f, (g \otimes h) \cdot (\lambda \otimes \mu) \rangle = \int d\lambda(x) \int f(x, y) g(x) h(y) d\mu(y) \\ = \int g(x) d\lambda(x) \int f(x, y) h(y) d\mu(y),
which proves formula (6).

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

Cited by

Nothing.

Cites

Nothing.

Transcribed from the printed volume. Not translated.