Bourbaki

Corollary 1

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

Integration, IV, p. 34, § 4. Integrable functions and sets

— For a finite numerical function f⩾0f \geqslant 0, upper semi-continuous on X, to be integrable, it is necessary and sufficient that ∫∗fd∣μ∣<+∞\int^* f d|\mu| < +\infty.

For, if ∣μ∣∗(f)<+∞|\mu|^*(f) < +\infty, then there exists a lower semi-continuous function hh such that f⩽hf \leqslant h and ∣μ∣∗(h)<+∞|\mu|^*(h) < +\infty; h−fh - f is everywhere defined and lower semi-continuous, and ∣μ∣∗(h−f)⩽∣μ∣∗(h)<+∞|\mu|^*(h - f) \leqslant |\mu|^*(h) < +\infty; therefore h−fh - f is integrable, and since f(x)=h(x)−(h(x)−f(x))f(x) = h(x) - (h(x) - f(x)) almost everywhere, ff is integrable.

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

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Cites

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Transcribed from the printed volume. Not translated.