Proposition 4
Tag 0916, permanent. Cite it as [Bourbaki, Tag 0916].
Integration, chapter V, § 3. Integration of positive measures
— Let be a -measurable function defined on , with values in a topological space , and let be the set of such that is not -measurable. a) Suppose that is constant on the complement of a -moderated subset of ; then is locally -negligible.
b) Suppose that f is constant on the complement of a ν-moderated subset of X, and that Λ is vaguely continuous; then M is μ-negligible.
c) Suppose that locally μ-almost everywhere; then M is locally μ-negligible.
Let us first prove a) (resp. b)). Since every ν-integrable set is contained in a ν-integrable open set, the function f is constant on the complement B of a countable union of ν-integrable open sets. There exists a partition of X − B formed by a ν-negligible set N and a sequence of compact sets such that the restriction of f to each is continuous. Let S be the set of such that N is not -negligible: S is locally μ-negligible (resp. μ-negligible) by Cor. 1 of Prop. 3. The sets are measurable for every measure on X, and the restriction of f to each of them is -measurable for every . The function f is therefore -measurable for every (Ch. IV, §5, No. 10, Prop. 16).
To establish c), let us take up again the notations in the proof of Prop. 3; since f is ν-measurable, it is measurable for each of the measures . Now, these measures are bounded, hence moderated, and it follows from a) that M is locally -negligible for every . This implies that M is locally μ-negligible (§2, No. 2, Cor. 2 of Prop. 1).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.