Bourbaki

Proposition 1

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

Integration, V, p. 2, § 1. Essential upper integral

a) If ff and gg are two numerical functions ≥0\geq 0 that are equal locally almost everywhere, then μ∙(f)=μ∙(g)\mu^\bullet(f) = \mu^\bullet(g). b) If ff and gg are two numerical functions ≥0\geq 0 such that f≤gf \leq g, then μ∙(f)≤μ∙(g)\mu^\bullet(f) \leq \mu^\bullet(g). c) If ff is a numerical function ≥0\geq 0, and α\alpha is a number ≥0\geq 0, then μ∙(αf)=αμ∙(f)\mu^\bullet(\alpha f) = \alpha \mu^\bullet(f). d) If ff and gg are two numerical functions ≥0\geq 0, then μ∙(f+g)≤μ∙(f)+μ∙(g)\mu^\bullet(f + g) \leq \mu^\bullet(f) + \mu^\bullet(g). e) If (fn)n∈N(f_n)_{n \in \mathbf{N}} is an increasing sequence of numerical functions ≥0\geq 0, and if f=lim⁡n→∞fnf = \lim_{n \to \infty} f_n, then μ∙(f)=lim⁡n→∞μ∙(fn)\mu^\bullet(f) = \lim_{n \to \infty} \mu^\bullet(f_n).

The properties a), b), c), d) may be deduced immediately from the corresponding properties of the upper integral: a) from Proposition 6 of Ch. IV, §2, No. 3 and Proposition 5 of Ch. IV, §5, No. 2; b), c), d) from Propositions 10, 11, 12 of Ch. IV, §1, No. 3. To establish e), denote by K\mathfrak{K} the set of compact subsets of TT; by Theorem 3 of Ch. IV, §1, No. 3, we have

lim⁡n→∞μ∙(fn)=sup⁡n∈Nsup⁡K∈Kμ∗(fnφK)=sup⁡K∈Ksup⁡n∈Nμ∗(fnφK)=sup⁡K∈Kμ∗(fφK)=μ∙(f). \lim_{n \to \infty} \mu^\bullet(f_n) = \sup_{n \in \mathbf{N}} \sup_{K \in \mathfrak{K}} \mu^*(f_n \varphi_K) = \sup_{K \in \mathfrak{K}} \sup_{n \in \mathbf{N}} \mu^*(f_n \varphi_K) = \sup_{K \in \mathfrak{K}} \mu^*(f \varphi_K) = \mu^\bullet(f) .

Equality holds in the relation d) if ff and gg are measurable, by Cor. 4 of Th. 5, Ch. IV, §5, No. 6. More generally, we have the following result:

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.