Bourbaki

Proposition 6

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

Integration, chapter V, § 5. Measures defined by numerical densities

— Let (gα)α∈A(g_\alpha)_{\alpha \in A} be a locally countable family of locally μ\mu-integrable positive numerical functions defined on T. In order that the function g=∑α∈Agαg = \sum_{\alpha \in A} g_\alpha be locally μ\mu-integrable, it is necessary and sufficient that the family of measures (gα⋅μ)α∈A(g_\alpha \cdot \mu)_{\alpha \in A} be summable, in which case

g⋅μ=∑α∈Agα⋅μ. g \cdot \mu = \sum_{\alpha \in A} g_\alpha \cdot \mu.

It is clear that gg is μ\mu-measurable (Ch. IV, §5, No. 2, Prop. 4 and No. 4, Cor. 1 of Th. 2). For gg to be locally μ\mu-integrable, it is therefore necessary and sufficient that μ∙(gf)\mu^\bullet(gf) be finite for every f∈H+(T)f \in \mathscr{H}_+(T). Now, since the set of α∈A\alpha \in A such that gαf≠0g_\alpha f \neq 0 is countable, we have μ∙(gf)=∑α∈Aμ∙(gαf)\mu^\bullet(gf) = \sum_{\alpha \in A} \mu^\bullet(g_\alpha f) (§1, No. 1, Cor. of Prop. 2). Set να=gα⋅μ\nu_\alpha = g_\alpha \cdot \mu; the condition μ∙(gf)<+∞\mu^\bullet(gf) < +\infty is equivalent to the condition ∑α∈Aνα(f)<+∞\sum_{\alpha \in A} \nu_\alpha(f) < +\infty: in other words, gg is locally μ\mu-integrable if and only if the family (να)(\nu_\alpha) is summable. Denoting the sum of this family by ν\nu, the preceding calculation yields the equality ν(f)=μ∙(gf)\nu(f) = \mu^\bullet(gf), which is equivalent to (8).

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

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Transcribed from the printed volume. Not translated.