Bourbaki

Proposition 11

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

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

For a positive measure μ\mu on TT to belong to the domain of Λ\Lambda, it is necessary and sufficient that Λ\Lambda be scalarly essentially μ\mu-integrable.

This condition is obviously necessary. Conversely, suppose it is satisfied, and let ff be a lower semi-continuous positive function defined on XX. The function Λf\Lambda f is universally measurable, hence μ\mu-measurable. We are going to prove that ⟨μ,Λf⟩=⟨μΛ,f⟩⟨\mu, \Lambda f⟩ = ⟨\mu\Lambda, f⟩; since this equality will also be valid for every positive measure μ′≤μ\mu' \leq \mu, because Λ\Lambda is also scalarly essentially μ′\mu'-integrable, it will follow that Λ\Lambda is μ\mu-adequate.

Let (μi)i∈I(\mu_i)_{i\in I} be a summable family of positive measures with compact support, such that μ=∑i∈Iμi\mu = \sum_{i\in I} \mu_i (§2, No. 3, Prop. 4); the family of measures μiΛ\mu_i \Lambda is then summable, and μΛ=∑i∈IμiΛ\mu \Lambda = \sum_{i \in I} \mu_i \Lambda (No. 1, Cor. of Prop. 1). Consequently ⟨μΛ,f⟩=∑i∈I⟨μiΛ,f⟩\langle \mu \Lambda, f \rangle = \sum_{i \in I} \langle \mu_i \Lambda, f \rangle (§ 2, No. 2, Prop. 1); but Λ\Lambda is μi\mu_i-adequate, thus ⟨μiΛ,f⟩=⟨μi,Λf⟩\langle \mu_i \Lambda, f \rangle = \langle \mu_i, \Lambda f \rangle. Again applying Prop. 1 of § 2, we obtain the sought-for equality:

⟨μΛ,f⟩=∑i∈I⟨μiΛ,f⟩=∑i∈I⟨μi,Λf⟩=⟨μ,Λf⟩. \langle \mu \Lambda, f \rangle = \sum_{i \in I} \langle \mu_i \Lambda, f \rangle = \sum_{i \in I} \langle \mu_i, \Lambda f \rangle = \langle \mu, \Lambda f \rangle .

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

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Cites

Transcribed from the printed volume. Not translated.