Bourbaki

Corollary 1

Tag 090O, permanent. Cite it as [Bourbaki, Tag 090O].

Integration, chapter V, § 2. Summable families of positive measures

— Suppose that ff is ν\nu-integrable; then ff is λα\lambda_\alpha-integrable for every α∈A\alpha \in A, and formula (6) holds. Conversely, if the set AA is finite and ff is λα\lambda_\alpha-integrable for every α∈A\alpha \in A, then the function ff is ν\nu-integrable.

If ff is ν\nu-integrable, then ff is essentially ν\nu-integrable and ν\nu-moderated (§ 1, No. 3, Cor. of Prop. 9); ff is therefore essentially λα\lambda_\alpha-integrable and λα\lambda_\alpha-moderated, hence λα\lambda_\alpha-integrable, for every α∈A\alpha \in A. Conversely, if AA is finite and if ff is λα\lambda_\alpha-integrable for all α∈A\alpha \in A, then ff is essentially ν\nu-integrable by Prop. 3, and it suffices to verify that ν∗(∣f∣)<+∞\nu^*(|f|) < +\infty; this follows at once from the relation ν∗=∑α∈Aλα∗\nu^* = \sum_{\alpha \in A} \lambda_\alpha^* (Ch. IV, §1, No. 3, Prop. 15).

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.