Bourbaki

Proposition 9

Tag 0939, permanent. Cite it as [Bourbaki, Tag 0939].

Integration, V, p. 52, § 5. Measures defined by numerical densities

Let θ\theta be a bounded complex measure; for θ\theta to be a positive measure, it is necessary and sufficient that ∥θ∥=θ(1)\| \theta \| = \theta(1)..

The condition is obviously necessary. Conversely, suppose that ∥θ∥=∫dθ\| \theta \| = \int d\theta, and denote by vv a ∣θ∣|\theta|-measurable function of absolute value 1 such that θ=v⋅∣θ∣\theta = v \cdot |\theta|. Since ∥θ∥=∫d∣θ∣\| \theta \| = \int d|\theta| (Ch. IV, §4, No. 7, Prop. 12) and ∫dθ=∫v⋅d∣θ∣\int d\theta = \int v \cdot d|\theta| (Th. 1), the hypothesis implies that ∫(1−v) d∣θ∣=0\int (1 - v) \, d|\theta| = 0 and therefore ∫R(1−v) d∣θ∣=0\int \mathscr{R}(1 - v) \, d|\theta| = 0. The function R(1−v)\mathscr{R}(1 - v), being positive, is therefore zero almost everywhere, which implies that v=1v = 1 almost everywhere and completes the proof.

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.