Bourbaki

Corollary

Tag 08T5, permanent. Cite it as [Bourbaki, Tag 08T5].

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

— For a bounded measure μ\mu on XX, every bounded continuous mapping ff of XX into FF belongs to each of the LFp\mathscr{L}_F^p (1≤p<+∞1 \leq p < +\infty).

For every compact subset KK of XX, let MKM_K be the set of mappings of XX into FF of the form hfhf, where hh is a continuous mapping of XX into [0,1][0, 1] equal to 1 on KK and with compact support. It is clear that the sets MKM_K form a filter base B\mathscr{B} on LFp\mathscr{L}_F^p, that the functions belonging to MKM_K are uniformly bounded, and that B\mathscr{B} converges uniformly to ff on every compact subset of XX, whence the corollary.

In particular, the function ff is integrable and its integral ∫f dμ\int f\, d\mu is the limit with respect to B\mathscr{B} of the integrals ∫hf dμ\int h f\, d\mu.

We will obtain anew the Cor. of Prop. 13 as a consequence of a general criterion for integrability in §5, No. 6.

In the notations of Ch. III, §1, No. 2, ∣f∣≤∥f∥⋅1|f| \leq \|f\| \cdot 1 for every function f∈Cb(X;F)f \in \mathscr{C}^b(X; F), whence, by the formulas (3) and (4) of No. 2,

Np(f)≤∥f∥⋅Np(1)=∥f∥⋅∥μ∥1/p. N_p(f) \leq \|f\| \cdot N_p(1) = \|f\| \cdot \|\mu\|^{1/p}.

In particular, for p=1p = 1, formula (5) of No. 2 yields

∣∫f dμ∣≤∥f∥⋅∥μ∥, \left| \int f\, d\mu \right| \leq \|f\| \cdot \|\mu\|,

consequently the mapping f↦∫f dμf \mapsto \int f\, d\mu is continuous on the Banach space Cb(X;F)\mathscr{C}^b(X; F); its restriction to the closure C0(X;F)\mathscr{C}^0(X; F) of K(X;F)\mathscr{K}(X; F) in Cb(X;F)\mathscr{C}^b(X; F), that is, to the space of continuous functions tending to 0 at the point at infinity (Ch. III, §1, No. 2, Prop. 3), is therefore the extension by continuity of the integral to C0(X;F)\mathscr{C}^0(X; F).

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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