Bourbaki

Corollary

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

Integration, V, p. 3, § 1. Essential upper integral

*Let ff be a function ≥0\geq 0, (gn)(g_n) a sequence of measurable functions ≥0\geq 0; then ∫∙f(∑ngn)dμ=∑n(∫∙fgn dμ)\int^\bullet f \left( \sum_n g_n \right) d\mu = \sum_n \left( \int^\bullet f g_n\, d\mu \right).

For the case of a finite sequence, this is an immediate consequence of Prop. 2. The case of an infinite sequence may be deduced from this by means of Prop. 1, e).

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.