Proposition 7
Tag 08ZY, permanent. Cite it as [Bourbaki, Tag 08ZY].
Integration, chapter V, § 1. Essential upper integral
— Let be an element of . 1) If the function is not -moderated, then . 2) If the function is -moderated, then . 3) If then there exists a -moderated subset , the union of a sequence of compact subsets of , such that locally almost everywhere.
The first assertion follows immediately from Lemma 1 of Ch. IV, §5, No. 6. To establish the second, denote by a moderated subset such that f is zero outside A; A is the union of a negligible set and a sequence of compact sets, which we may suppose to be increasing. The function is then almost everywhere equal to the upper envelope of the functions (), therefore (Ch. IV, §1, No. 3, Th. 3 and §2, No. 3, Prop. 6)
whence the equality by virtue of the formula (1). Finally, suppose that ; there exists an increasing sequence of compact sets such that
Set ; the second member is equal to (Ch. IV, §1, No. 3, Th. 3), that is, to (by Prop. 1, or by 2) above). Since (Prop. 2), we have , from which 3) follows.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.