Bourbaki

Corollary

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

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

— Suppose that μ\mu is the sum of a summable family (μα)α∈A(\mu_\alpha)_{\alpha \in A} of positive measures on TT; in order that Λ:t↦λt\Lambda : t \mapsto \lambda_t be scalarly essentially μ\mu-integrable, it is necessary and sufficient that Λ\Lambda be scalarly essentially μα\mu_\alpha-integrable for every α∈A\alpha \in A and that the family of measures ∫λtdμα(t)\int \lambda_t d\mu_\alpha(t) be summable. One then has

∫λtdμ(t)=∑α∈A∫λtdμα(t). \int \lambda_t d\mu(t) = \sum_{\alpha \in A} \int \lambda_t d\mu_\alpha(t).

It follows immediately that every scalarly essentially μ\mu-integrable mapping is also scalarly essentially μ′\mu'-integrable for every measure μ′≤μ\mu' \leq \mu.

In this section we shall limit ourselves to the study of scalarly essentially integrable mappings of TT into M+(X)\mathscr{M}_+(X) that have the property contemplated in the following definition:

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.