Bourbaki

Corollary

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

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

Let (An)(A_n) be a sequence of integrable sets such that ∑n=1∞∣μ∣(An)<+∞\sum_{n=1}^\infty |\mu|(A_n) < +\infty; the union A=⋃nAnA = \bigcup_n A_n is integrable, and

∣μ∣(⋃nAn)≤∑n=1∞∣μ∣(An). |\mu| \left( \bigcup_n A_n \right) \leq \sum_{n=1}^\infty |\mu|(A_n).

For, φA=sup⁡nφAn\varphi_A = \sup_n \varphi_{A_n} and

∣μ∣∗(A)≤∑n=1∞∣μ∣∗(An)=∑n=1∞∣μ∣(An)<+∞ |\mu|^*(A) \leq \sum_{n=1}^\infty |\mu|^*(A_n) = \sum_{n=1}^\infty |\mu|(A_n) < +\infty

(§1, No. 4, Prop. 18); therefore A is integrable (§3, No. 6, Cor. 2 of Th. 5) and, since ∣μ∣(A)=∣μ∣∗(A)|\mu|(A) = |\mu|^*(A), we indeed have (17).

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.