Bourbaki

Proposition 7

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

Integration, chapter IV, § 1. Upper integral of a positive function

— Let B\mathfrak{B} be a set of open subsets of X that is directed for the relation ⊂; then

μ∗(⋃G∈BG)=sup⁡G∈Bμ∗(G). \mu^*\left(\bigcup_{G \in \mathfrak{B}} G\right) = \sup_{G \in \mathfrak{B}} \mu^*(G).

The functions φ_G form a directed set (for ≤) in I+\mathscr{I}_+ and their upper envelope is the characteristic function of the union of the sets G ∈ B\mathfrak{B}; the proposition is thus a consequence of Th. 1.

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.