Bourbaki

Proposition 6

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

Integration, IV, p. 41, § 4. Integrable functions and sets

The union of a finite family (Ai)1≤i≤n(A_i)_{1 \leq i \leq n} of integrable sets is integrable, and

∣μ∣(⋃i=1nAi)≤∑i=1n∣μ∣(Ai). |\mu| \left( \bigcup_{i=1}^n A_i \right) \leq \sum_{i=1}^n |\mu|(A_i).

If, moreover, the AiA_i are pairwise disjoint, then

μ(⋃i=1nAi)=∑i=1nμ(Ai). \mu \left( \bigcup_{i=1}^n A_i \right) = \sum_{i=1}^n \mu(A_i).

For, if A=⋃i=1nAiA = \bigcup_{i=1}^n A_i then φA=sup⁡φAi\varphi_A = \sup \varphi_{A_i}, therefore (§ 3, No. 5, Cor. of Prop. 12) if the AiA_i are integrable then so is AA; the relation (13) is a special case of the analogous relation for outer measures (§ 1, No. 4, Prop. 18), on taking account of the relation ∣μ∣(A)=∣μ∣∗(A)|\mu|(A) = |\mu|^*(A); finally, if the AiA_i are pairwise disjoint, then φA=∑i=1nφAi\varphi_A = \sum_{i=1}^n \varphi_{A_i}, whence (14).

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

Cited by

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Cites

Transcribed from the printed volume. Not translated.