Bourbaki

Proposition 1

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

Integration, chapter V, § 3. Integration of positive measures

Suppose that μ is the supremum of an increasing directed family (μi)i∈I(\mu_i)_{i \in I} of positive measures on T; in order that Λ:t↦λt\Lambda : t \mapsto \lambda_t be scalarly essentially μ-integrable, it is necessary and sufficient that Λ be scalarly essentially μi\mu_i-integrable for all i∈Ii \in I and that the family (∫λt dμi(t))i∈I(\int \lambda_t\, d\mu_i(t))_{i \in I} be bounded above in M(X)\mathscr{M}(X). One then has,

∫λt dμ(t)=sup⁡i∈I∫λt dμi(t). \int \lambda_t\, d\mu(t) = \sup_{i \in I} \int \lambda_t\, d\mu_i(t).

For, verifying that Λ\Lambda is scalarly essentially integrable for a positive measure η\eta on TT comes down to verifying that t↦λt(g)t \mapsto \lambda_t(g) is η\eta-measurable and admits a finite essential upper integral, with respect to η\eta, for every function g∈H+(X)g \in \mathscr{H}_+(X). The proposition therefore follows at once from Prop. 11 of §1, No. 4 and its Corollary 2.

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.