Bourbaki

Proposition 13

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

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

For every sequence (fn)(f_n) of numerical functions ⩾0\geqslant 0 defined on XX,

μ∗(∑n=1∞fn)⩽∑n=1∞μ∗(fn). \mu^*\left( \sum_{n=1}^\infty f_n \right) \leqslant \sum_{n=1}^\infty \mu^*(f_n).

It suffices to apply the relation (10) to the increasing sequence of functions gn=∑k=1nfkg_n = \sum_{k=1}^n f_k while taking into account that, by (9),

μ∗(gn)⩽∑k=1nμ∗(fk). \mu^*(g_n) \leqslant \sum_{k=1}^n \mu^*(f_k).

In §5, No. 6, we will give conditions under which the two members of (12) are equal.

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.