Bourbaki

Proposition 1

Tag 092D, permanent. Cite it as [Bourbaki, Tag 092D].

Integration, V, p. 38, § 5. Measures defined by numerical densities

Let g be a function defined locally almost everywhere in T (for the positive measure μ\mu), with values in a Banach space F (resp. in R‾\overline{\mathbf{R}}). The following properties are equivalent:

a) For every point t∈Tt \in T, there exists a neighborhood V of t such that the function gφVg \varphi_V is μ\mu-integrable.

b) The function g is μ\mu-measurable and, for every compact set K⊂TK \subset T, ∫∗∣g∣φK dμ<+∞\int^* |g|\varphi_K\,d\mu < +\infty.

c) For every numerical function h∈K(T)h \in \mathscr{K}(T), ghgh is μ\mu-integrable.

Let us show that a) implies b); for, the function g is measurable by the principle of localization (Ch. IV, §5, No. 2, Prop. 4). On the other hand, for every t∈Kt \in K there exists, by hypothesis, a neighborhood VtV_t of tt in TT such that gφVtg \varphi_{V_t} is integrable; one can therefore cover KK by a finite number of neighborhoods ViV_i (1≤i≤n1 \leq i \leq n) such that the functions gφVig \varphi_{V_i} are integrable. Since ∣g∣φK≤∑i=1n∣g∣φVi|g| \varphi_K \leq \sum_{i=1}^n |g| \varphi_{V_i}, one has ∫∗∣g∣φK dμ<+∞\int^* |g| \varphi_K \, d\mu < +\infty.

Secondly, b) implies c), because ghgh is then measurable, and if LL is the compact support of hh then ∣gh∣≤∥h∥⋅∣g∣φL|gh| \leq \|h\| \cdot |g| \varphi_L, therefore ∫∗∣gh∣ dμ<+∞\int^* |gh| \, d\mu < +\infty by hypothesis; ghgh is therefore integrable by the criterion for integrability (Ch. IV, §5, No. 6, Th. 5).

Finally, c) implies a). Indeed, for every t∈Tt \in T let VV be a compact neighborhood of tt. There exists a continuous mapping hh of TT into [0,1][0,1], equal to 1 on VV and with compact support (Ch. III, §1, No. 2, Lemma 1); by hypothesis ghgh is integrable, therefore so is gφV=(gh)φVg \varphi_V = (gh) \varphi_V (Ch. IV, §5, No. 6, Cor. 3 of Th. 5).

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

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