Bourbaki

Proposition 8

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

Integration, IV, p. 42, § 4. Integrable functions and sets

Let (An)(A_n) be an increasing sequence of integrable sets; for the union A=⋃nAnA = \bigcup_n A_n to be integrable, it is necessary and sufficient that sup⁡n∣μ∣(An)<+∞\sup_n |\mu|(A_n) < +\infty, in which case,

μ(A)=lim⁡n→∞μ(An). \mu(A) = \lim_{n \to \infty} \mu(A_n).

For, the φAn\varphi_{A_n} form an increasing sequence of integrable functions, and φA=sup⁡nφAn\varphi_A = \sup_n \varphi_{A_n}; thus, the proposition follows from Prop. 4 of No. 3.

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.