Bourbaki

Corollary 2

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

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

— Let (fn)(\mathbf{f}_n) be a sequence of integrable functions such that the series with general term fn(x)\mathbf{f}_n(x) converges almost everywhere; if there exists a function g⩾0g \geqslant 0 such that ∫∗gd∣μ∣<+∞\int^* g d|\mu| < +\infty and such that, for every integer nn, ∣∑k=1nfk(x)∣⩽g(x)\left| \sum_{k=1}^n \mathbf{f}_k(x) \right| \leqslant g(x) almost everywhere, then the sum f(x)\mathbf{f}(x) (defined almost everywhere) of the series with general term fn(x)\mathbf{f}_n(x) is integrable and

∫fdμ=∑n=1∞∫fndμ \int \mathbf{f} d\mu = \sum_{n=1}^\infty \int \mathbf{f}_n d\mu

('term-by-term integration of a series').

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

Cited by

Cites

Nothing.

Transcribed from the printed volume. Not translated.