Bourbaki

Proposition 7

Tag 091D, permanent. Cite it as [Bourbaki, Tag 091D].

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

Let μ\mu be a positive measure on T, and let ff be a μ\mu-measurable mapping of T into a topological space F. Then, there exists a universally measurable mapping f′f' of T into F such that f=f′f = f' locally μ\mu-almost everywhere.

Let K\mathscr{K} be the set of compact sets in T such that the restriction of ff to K is continuous; since K\mathscr{K} is μ\mu-dense (Ch. IV, §5, No. 10, Prop. 15), there exists a locally countable family (Ki)i∈I(K_i)_{i \in I} of pairwise disjoint elements of K\mathscr{K} such that the set N=T−⋃i∈IKiN = T - \bigcup_{i \in I} K_i is locally μ\mu-negligible (Ch. IV, §5, No. 9, Prop. 14). Let xx be an element of F; set

f′(t)=f(t)if t∈⋃i∈IKi, f'(t) = f(t) \quad \text{if } t \in \bigcup_{i \in I} K_i,
f′(t)=xif t∈N. f'(t) = x \quad \text{if } t \in N.

The functions ff and f′f' are equal locally μ\mu-almost everywhere. On the other hand, N∩KN \cap K is a Borel subset of K for every compact set K in T, since the family (Ki)(K_i) is locally countable. It follows that N is a universally measurable set, and that f′f' is a universally measurable function (Ch. IV, §5, No. 10, Prop. 16).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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