Bourbaki

Corollary 2

Tag 0932, permanent. Cite it as [Bourbaki, Tag 0932].

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

— Let ν\nu be a real measure on TT. In order that ν\nu belong to the band generated by μ\mu in the fully lattice-ordered space M(T)\mathscr{M}(T) (Ch. II, §1, No. 5), it is necessary and sufficient that ν\nu be a measure with base μ\mu.

On considering ν+\nu^+ and ν−\nu^-, one is immediately reduced to the case of a positive measure ν\nu (No. 2, Cor. of Prop. 2). Let us then set νn=inf⁡(nμ,ν)\nu_n = \inf(n\mu, \nu); ν\nu belongs to the band generated by μ\mu if and only if ν=sup⁡nνn\nu = \sup_n \nu_n (Ch. II, §1, No. 5, Cor. of Prop. 6). Now νn\nu_n, being bounded above by nμn\mu, is a measure with base μ\mu by Th. 2; the relation ν=sup⁡nνn\nu = \sup_n \nu_n therefore implies that ν\nu is a measure with base μ\mu (Cor. 1). Conversely, suppose that ν\nu is a measure with base μ\mu: ν=g⋅μ\nu = g \cdot \mu, where gg is locally μ\mu-integrable and positive. Then νn=inf⁡(g,n)⋅μ\nu_n = \inf(g, n) \cdot \mu (Cor. of Prop. 2), and it follows at once from Lebesgue’s theorem (Ch. IV, §4, No. 3, Prop. 4) that ν=sup⁡nνn\nu = \sup_n \nu_n.

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.