Corollary
Tag 08XU, permanent. Cite it as [Bourbaki, Tag 08XU].
Integration, chapter IV, § 6. Convexity inequalities
— If are three numbers such that
then the intersection is contained in .
Note that in general the topologies induced on the intersection by the topologies of the () are distinct. If no further hypothesis is made on , the topologies induced on by those of and are in general not comparable (in other words, the ratio can take arbitrarily large values and arbitrarily small values in ; cf. Exer. 8).
Prop. 4 may be sharpened when is a bounded measure:
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.