Bourbaki

Proposition 8

Tag 0901, permanent. Cite it as [Bourbaki, Tag 0901].

Integration, V, p. 6, § 1. Essential upper integral

a) Let H be a set of functions ≥0\geq 0, lower semi-continuous, directed for the relation ≤\leq; then

μ∙(sup⁡h∈Hh)=sup⁡h∈Hμ∙(h). \mu^\bullet \left( \sup_{h \in H} h \right) = \sup_{h \in H} \mu^\bullet(h).

b) Let H be a set of functions ≥0\geq 0, upper semi-continuous, directed for the relation ≥\geq; if there exists in H a function h0h_0 such that μ∙(h0)<+∞\mu^\bullet(h_0) < +\infty, then

μ∙(inf⁡h∈Hh)=inf⁡h∈Hμ∙(h). \mu^\bullet \left( \inf_{h \in H} h \right) = \inf_{h \in H} \mu^\bullet(h).

The assertion a) is, in view of Prop. 4, a repetition of Theorem 1 of Ch. IV, §1, No. 1. To establish b), set η=inf⁡h∈Hh\eta = \inf_{h \in H} h, and let aa be a number >0> 0. There exists a compact set K such that (Ch. IV, §4, No. 4, Cor. 1 of Prop. 5):

μ∙(h0)−a≤μ∗(h0φK)=μ(h0φK)≤μ∙(h0). \mu^\bullet(h_0) - a \leq \mu^*(h_0 \varphi_K) = \mu(h_0 \varphi_K) \leq \mu^\bullet(h_0).

The functions hφKh\varphi_K, where hh runs over HH, form a set of upper semi-continuous functions, directed for the relation ⩾\geqslant, which contains an integrable function. Therefore (Ch. IV, §4, No. 4, Cor. 2 of Prop. 5):

μ∗(ηφK)=inf⁡h∈Hμ∗(hφK). \mu^*(\eta\varphi_K) = \inf_{h \in H} \mu^*(h\varphi_K).

But (Ch. IV, §4, No. 4, Cor. 1 of Prop. 5) μ∙(h0φCK)⩽a\mu^\bullet(h_0\varphi_{C_K}) \leqslant a, whence μ∙(hφCK)⩽a\mu^\bullet(h\varphi_{C_K}) \leqslant a for every function h∈Hh \in H such that h⩽h0h \leqslant h_0. Therefore, finally:

μ∙(η)⩾μ∗(ηφK)=inf⁡h∈Hμ∗(hφK)⩾inf⁡h∈Hμ∙(h)−a. \mu^\bullet(\eta) \geqslant \mu^*(\eta\varphi_K) = \inf_{h \in H} \mu^*(h\varphi_K) \geqslant \inf_{h \in H} \mu^\bullet(h) - a.

The inequality μ∙(η)⩽inf⁡h∈Hμ∙(h)\mu^\bullet(\eta) \leqslant \inf_{h \in H} \mu^\bullet(h) being obvious, and aa being arbitrary, the proposition is established.

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.