Bourbaki

Theorem 1

Tag 08S4, permanent. Cite it as [Bourbaki, Tag 08S4].

Integration, chapter IV, § 4. Integrable functions and sets

— Let FF and GG be two Banach spaces, uu a continuous linear mapping of FF into GG. For every integrable function ff with values in FF, u∘fu \circ f is integrable and

∫u(f(x)) dμ(x)=u(∫f(x) dμ(x)). \int u(f(x)) \, d\mu(x) = u \left( \int f(x) \, d\mu(x) \right).

We already know that u∘fu \circ f is integrable (§ 3, No. 5, Th. 4); the relation (6), being valid for every f∈HFf \in \mathscr{H}_F, extends to every integrable function ff by the principle of extension of identities: for, f↦u∘ff \mapsto u \circ f is continuous for the topology of convergence in mean, as follows from the inequality N1(u∘f)≤∥u∥⋅N1(f)N_1(u \circ f) \leq \|u\| \cdot N_1(f).

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.