Bourbaki

Definition 9

Tag 08W4, permanent. Cite it as [Bourbaki, Tag 08W4].

Integration, IV, p. 81, § 5. Measurable functions and sets

The uniform structure on S(A,μ;F)\mathscr{S}(A, \mu; F) of which the W(V,B,δ)W(V, B, \delta) form a fundamental system of entourages is called the uniform structure of convergence in measure in AA..

The corresponding topology is called the topology of convergence in measure in AA, and a filter (or a sequence) that converges for this topology is said to be convergent in measure in AA; the mention of AA is often suppressed when A=XA = X.

Suppose FF is Hausdorff; then, for every μ\mu-integrable set B⊂AB \subset A, the intersection of the entourages W(V,B,δ)W(V, B, \delta), where VV runs over a fundamental system of entourages of FF and δ\delta runs over the set of numbers >0> 0, is the set of pairs (f,g)(f, g) such that f(x)=g(x)f(x) = g(x) almost everywhere in BB (with respect to μ\mu). For, the set MM of x∈Bx \in B such that f(x)≠g(x)f(x) \neq g(x) is μ\mu-integrable, because it is the inverse image, under the μ\mu-measurable mapping x↦(f(x),g(x))x \mapsto (f(x), g(x)), of the complement of the diagonal in F×FF \times F, which is open (No. 5, Prop. 7); if ∣μ∣(M)=α>0|\mu|(M) = \alpha > 0, there exists a compact subset K⊂MK \subset M such that ∣μ∣(M−K)<α/2|\mu|(M - K) < \alpha/2 and such that the restrictions of ff and gg to KK are continuous; therefore, there exists an entourage V0V_0 of FF such that (f(x),g(x))∉V0(f(x), g(x)) \notin V_0 for all x∈Kx \in K, consequently (f,g)∉W(V0,B,α/2)(f, g) \notin W(V_0, B, \alpha/2).

From this it follows that if FF is Hausdorff, then the intersection of all the entourages of S(A,μ;F)\mathscr{S}(A, \mu; F) is the set of pairs (f,g)(f, g) such that f(x)=g(x)f(x) = g(x) locally almost everywhere in AA. The Hausdorff uniform space associated with S(A,μ;F)\mathscr{S}(A, \mu; F), which we shall denote S(A,μ;F)S(A, \mu; F) or SF(A,μ)S_F(A, \mu) (or even SF(μ)S_F(\mu) or SFS_F when A=XA = X), therefore consists of the equivalence classes for the relation « f(x)=g(x)f(x) = g(x) locally almost everywhere in AA » in the set S(A,μ;F)\mathscr{S}(A, \mu; 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

Transcribed from the printed volume. Not translated.