Bourbaki

Proposition 1

Tag 0922, permanent. Cite it as [Bourbaki, Tag 0922].

Integration, V, p. 31, § 4. Integration of positive point measures

If the pair (π,g)(\pi, g) is μ\mu-adapted, then the mapping Λ:t↦λt=g(t)επ(t)\Lambda : t \mapsto \lambda_t = g(t)\varepsilon_{\pi(t)} of T into M+(X)\mathscr{M}_+(X) is scalarly essentially μ\mu-integrable, vaguely μ\mu-measurable and μ\mu-adequate. Conversely, if Λ\Lambda is scalarly essentially μ\mu-integrable and vaguely μ\mu-measurable, then the function gg is μ\mu-measurable and the restriction of π\pi to the set SS of t∈Tt \in T such that g(t)≠0g(t) \neq 0 is μ\mu-measurable.

Suppose that the pair (π,g)(\pi, g) is μ\mu-adapted; for every function f∈K(X)f \in \mathscr{K}(X), the function t↦⟨f,λt⟩=f(π(t))g(t)t \mapsto \langle f, \lambda_t \rangle = f(\pi(t))g(t) is then essentially μ\mu-integrable. Let us show that t↦λtt \mapsto \lambda_t is vaguely μ\mu-measurable. For, we first note that if π\pi and gg are continuous, then the mapping t↦λtt \mapsto \lambda_t is vaguely continuous. In the general case, the set of compact subsets KK of TT such that the restrictions of π\pi and gg to KK are continuous is μ\mu-dense (Ch. IV, §5, No. 10, Prop. 15); if KK is such a set, then the restriction of t↦λtt \mapsto \lambda_t to KK is vaguely continuous, whence the first assertion of the statement. Prop. 2 of §3, No. 1 shows that Λ\Lambda is μ\mu-adequate.

Conversely, suppose that Λ\Lambda is scalarly essentially μ\mu-integrable and vaguely μ\mu-measurable; it is then μ\mu-adequate (§3, No. 1, Prop. 2). Since the function 1 is lower semi-continuous on XX, the function t↦λt(1)=g(t)t \mapsto \lambda_t(1) = g(t) is μ\mu-measurable (§3, Def. 1). The set SS is therefore measurable (Ch. IV, §5, No. 5, Prop. 7). The set K\mathfrak{K} of compact sets K⊂SK \subset S such that g∣Kg|K is continuous and Λ∣K\Lambda|K is vaguely continuous is μ\mu-dense in SS (Ch. IV, §5, No. 10, Prop. 15); if K∈KK \in \mathfrak{K}, then the restriction to KK of the mapping t↦επ(t)=1g(t)λtt \mapsto \varepsilon_{\pi(t)} = \frac{1}{g(t)} \lambda_t is therefore vaguely continuous, and this implies the continuity of π∣K\pi|K (Ch. III, §1, No. 9, Prop. 13). Since K\mathfrak{K} is μ\mu-dense in SS, the restriction of π\pi to SS is μ\mu-measurable.

We shall make use of the following lemma:

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

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