Bourbaki

Corollary

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

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

— Let F\mathfrak{F} be a set of numerical functions ≥0\geq 0, directed for the relation ≤\leq, such that there exists a countable cofinal subset G\mathfrak{G} of F\mathfrak{F} (S, III, §1, No. 7); then

μ∗(sup⁡f∈Ff)=sup⁡f∈Fμ∗(f). \mu^*\left( \sup_{f \in \mathfrak{F}} f \right) = \sup_{f \in \mathfrak{F}} \mu^*(f).

For, there exists an increasing sequence of functions in G\mathfrak{G} having the same upper envelope as F\mathfrak{F}: if (fn)(f_n) is the sequence of functions of G\mathfrak{G}, arranged in any order, let (fnk)(f_{n_k}) be a subsequence defined recursively by the conditions n1=1n_1 = 1, fnk+1≥sup⁡(fnk,fk)f_{n_{k+1}} \geq \sup(f_{n_k}, f_k); it is clear that this subsequence has the indicated properties.

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

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Cites

Transcribed from the printed volume. Not translated.