Bourbaki

Proposition 4

Tag 0916, permanent. Cite it as [Bourbaki, Tag 0916].

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

— Let ff be a ν\nu-measurable function defined on XX, with values in a topological space GG, and let MM be the set of t∈Tt \in T such that ff is not λt\lambda_t-measurable. a) Suppose that ff is constant on the complement of a ν\nu-moderated subset of XX; then MM is locally μ\mu-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 λt∙(1)<+∞\lambda_t^\bullet(1) < +\infty 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 (Kn)(K_n) of compact sets such that the restriction of f to each KnK_n is continuous. Let S be the set of t∈Tt \in T such that N is not λt\lambda_t-negligible: S is locally μ-negligible (resp. μ-negligible) by Cor. 1 of Prop. 3. The sets Kn,B,NK_n, B, N are measurable for every measure on X, and the restriction of f to each of them is λt\lambda_t-measurable for every t∉St \notin S. The function f is therefore λt\lambda_t-measurable for every t∉St \notin S (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 να≤ν\nu_\alpha \leq \nu. Now, these measures are bounded, hence moderated, and it follows from a) that M is locally μα\mu_\alpha-negligible for every α∈A\alpha \in A. 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.

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