Bourbaki

Proposition 11

Tag 093D, permanent. Cite it as [Bourbaki, Tag 093D].

Integration, V, p. 53, § 5. Measures defined by numerical densities

Let μ\mu be a positive measure on TT. If TT is countable at infinity, then there exists a continuous function hh such that h(t)>0h(t) > 0 for all t∈Tt \in T and such that the measure ν=h⋅μ\nu = h \cdot \mu (equivalent to μ\mu) is bounded.

Let (Kn)(K_n) be a sequence of compact sets forming a covering of TT and, for every nn, let fnf_n be a function in H(T)\mathscr{H}(T) such that 0≤fn≤10 \leq f_n \leq 1 and fn(t)=1f_n(t) = 1 on KnK_n (Ch. III, §1, No. 2, Lemma 1). Let (an)(a_n) be a sequence of numbers >0> 0 such that ∑nan<+∞\sum_n a_n < +\infty; the series h=∑nanfnh = \sum_n a_n f_n is then normally convergent in TT, consequently hh is a continuous function on TT, such that h(t)>0h(t) > 0 for all t∈Tt \in T, by construction. Setting ν=h⋅μ\nu = h \cdot \mu, we then have (Prop. 3 and Ch. IV, §1, No. 3, Prop. 13)

ν∗(1)=∫∗h dμ≤∑nan∫fn dμ. \nu^*(1) = \int^* h \, d\mu \leq \sum_n a_n \int f_n \, d\mu .

On taking for example an=2−n(∫fn dμ)−1a_n = 2^{-n} (\int f_n \, d\mu)^{-1} when ∫fn dμ>1\int f_n \, d\mu > 1, and an=2−na_n = 2^{-n} otherwise, we have ∑nan<+∞\sum_n a_n < +\infty and ν∗(1)<+∞\nu^*(1) < +\infty, which proves the proposition.

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.