Bourbaki

Example

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

Integration, V, p. 44, § 5. Measures defined by numerical densities

Let AA be a subset of TT; for φA\varphi_A to be locally μ\mu-integrable, it is necessary and sufficient that AA be μ\mu-measurable. Assuming the condition to be fulfilled, set ν=φA⋅μ\nu = \varphi_A \cdot \mu; for every numerical function f≥0f \geq 0 defined on TT, we then have

∫∙f dν=∫∙fφA dμ, \int^\bullet f \, d\nu = \int^\bullet f \varphi_A \, d\mu ,

a quantity that is also denoted by ∫A∙f dμ\int_A^\bullet f \, d\mu (cf. Ch. IV, §5, No. 6). For a mapping gg of TT into a topological space GG to be ν\nu-measurable, it is necessary and sufficient that the restriction of gg to AA be μ\mu-measurable. For a mapping ff of TT into a Banach space FF or into R‾\overline{\mathbf{R}} to be essentially ν\nu-integrable, it is necessary and sufficient that fφAf \varphi_A be essentially μ\mu-integrable, in which case

∫f dν=∫fφA dμ, \int f \, d\nu = \int f \varphi_A \, d\mu ,

an expression that is also denoted ∫Af dμ\int_A f \, d\mu. Note that if two mappings of TT into GG (resp. F,R‾F, \overline{\mathbf{R}}) coincide on AA, then for one of them to be ν\nu-measurable (resp. essentially ν\nu-integrable), it is necessary and sufficient that the other be so. If now gg is a mapping into GG of an arbitrary subset B⊃AB \supset A of TT, one says that gg is μ\mu-measurable on AA if an arbitrary extension to TT of the restriction of gg to AA is ν\nu-measurable, which amounts to saying that the restriction of gg to AA is μ\mu-measurable. A mapping ff of BB into a Banach space FF, or into R‾\overline{\mathbf{R}}, is said to be essentially μ\mu-integrable on AA if some extension f‾\overline{f} to TT of the restriction of ff to AA is essentially ν\nu-integrable; one then sets

∫Af dμ=∫Af‾ dμ=∫f‾φA dμ, \int_A f \, d\mu = \int_A \overline{f} \, d\mu = \int \overline{f} \varphi_A \, d\mu,
and one says that ∫Af dμ\int_A f \, d\mu is the integral of ff on AA (or extended to AA). If ff is a numerical function ⩾0\geqslant 0 defined on B⊃AB \supset A, one defines similarly ∫A∗f dμ\int_A^* f \, d\mu and ∫A∙f dμ\int_A^\bullet f \, d\mu. Finally, a numerical function gg defined on B⊃AB \supset A is said to be locally μ\mu-integrable on AA if some extension g‾\overline{g} to TT of the restriction of gg to AA is locally ν\nu-integrable: this is equivalent to saying that, for every compact subset KK of TT, g‾φK∩A\overline{g} \varphi_{K \cap A} is μ\mu-integrable.

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.