Bourbaki

Corollary 3

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

Integration, IV, p. 72, § 5. Measurable functions and sets

For every integrable function f and every measurable set A, the function fφAf \varphi_A is integrable.

For, it follows from Th. 5 and No. 3, Cor. 5 of Th. 1 that fφAf \varphi_A is measurable, and N1(fφA)≤N1(f)N_1(f \varphi_A) \leq N_1(f).

We write ∫Afdμ=∫fφAdμ\int_A f d\mu = \int f \varphi_A d\mu (or ∫Afμ\int_A f \mu) for every integrable function ff and every measurable set AA. We also write ∫∗fd∣μ∣\int^* f d|\mu| (or ∫A∗f∣μ∣\int^*_A f |\mu|) in place of ∫∗fφAd∣μ∣\int^* f \varphi_A d|\mu| for every numerical function (finite or not) f⩾0f \geqslant 0 (on setting f(x)φA(x)=0f(x)\varphi_A(x) = 0 if f(x)=+∞f(x) = +\infty and φA(x)=0\varphi_A(x) = 0).

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.