Proposition 1
Tag 08OG, permanent. Cite it as [Bourbaki, Tag 08OG].
Integration, chapter III, § 4. Products of measures
Let λ be a measure on X, μ a measure on Y; if g∈C(X;C), h∈C(Y;C), then
(g⋅λ)⊗(h⋅μ)=(g⊗h)⋅(λ⊗μ).
For every function f∈K(X×Y;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), 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.