Bourbaki

Corollary 5

Tag 0937, permanent. Cite it as [Bourbaki, Tag 0937].

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

— Let μ\mu and ν\nu be two positive measures on T. The conditions 1), 2), 3) of Th. 2 are also equivalent to the following ones:

4) For every ν\nu-integrable numerical function f≥0f \geq 0 and for every number ε>0\varepsilon > 0, there exists a δ>0\delta > 0 such that the relations 0≤h≤f0 \leq h \leq f and ∫∗h dμ≤δ\int^* h \, d\mu \leq \delta imply ∫∗h dν<ε\int^* h \, d\nu < \varepsilon.

5) For every function g∈K+(T)g \in \mathscr{K}_+(\mathrm{T}) and every number ε>0\varepsilon > 0, there exists a δ>0\delta > 0 such that, for every h∈K+(T)h \in \mathscr{K}_+(\mathrm{T}) bounded above by gg and satisfying ∫h dμ≤δ\int h \, d\mu \leq \delta, one has ∫h dν≤ε\int h \, d\nu \leq \varepsilon.

6) For every compact set K⊂TK \subset \mathrm{T} and every number ε>0\varepsilon > 0, there exists a δ>0\delta > 0 such that the relations A⊂KA \subset K and μ∗(A)≤δ\mu^*(A) \leq \delta imply ν∗(A)≤ε\nu^*(A) \leq \varepsilon.

The implications 4) ⇒\Rightarrow 6) ⇒\Rightarrow 3) are obvious.

Suppose there exists a finite function k≥0k \geq 0, universally measurable and locally μ\mu-integrable, such that ν=k⋅μ\nu = k \cdot \mu, and let us show that the condition 4) is satisfied. Let ff be a ν\nu-integrable function ≥0\geq 0, and let ε>0\varepsilon > 0. For every integer n≥0n \geq 0, let AnA_n be the set of t∈Tt \in \mathrm{T} such that k(t)≥nk(t) \geq n. The functions fφAnf \varphi_{A_n} form a decreasing sequence, bounded above by ff and tending pointwise to 0, therefore there exists an NN such that ∫fφAN dν≤ε/2\int f \varphi_{A_N} \, d\nu \leq \varepsilon/2 (Ch. IV, §4, No. 3, Prop. 4). If hh is a function on T\mathrm{T} satisfying 0≤h≤f0 \leq h \leq f and ∫∗h dμ≤ε/2N\int^* h \, d\mu \leq \varepsilon/2N, then

ν∗(h)≤ν∗(hφAN)+ν∗(h(1−φAN)) \nu^*(h) \leq \nu^*(h \varphi_{A_N}) + \nu^*(h(1 - \varphi_{A_N}))
≤ν∗(fφAN)+μ∗(h(1−φAN)k) \leq \nu^*(f \varphi_{A_N}) + \mu^*(h(1 - \varphi_{A_N})k)
≤ε2+Nμ∗(h)≤ε. \leq \frac{\varepsilon}{2} + N \mu^*(h) \leq \varepsilon.

We have thus proved that the conditions 4) and 6) are equivalent to the conditions of Th. 2.

It is clear that 4) implies 5). Finally, if the condition 5) is satisfied, then ν\nu belongs to the band generated by μ\mu (Ch. II, §2, No. 2, Prop. 5), hence has base μ\mu (Cor. 2).

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

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