Bourbaki

Proposition 12

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

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

Let (μn)(\mu_n) be a sequence of bounded positive measures on TT; there exists a bounded positive measure μ\mu on TT such that the relation μ∗(N)=0\mu^*(N) = 0 is equivalent to «μn∗(N)=0\mu_n^*(N) = 0 for every nn»; each of the measures μn\mu_n has base μ\mu. Moreover, if μ′\mu' is a second positive measure on TT having this property, then μ\mu and μ′\mu' are equivalent.

The last part of the statement follows at once from Def. 3. To prove the existence of μ\mu, we can restrict ourselves to the case that μn≠0\mu_n \neq 0 for every nn; the family of measures μn/2n∥μn∥\mu_n / 2^n \| \mu_n \| is then summable in M(T)\mathscr{M}(T), and its sum μ\mu is such that ∥μ∥≤1\| \mu \| \leq 1. Moreover, since μn≤2n∥μn∥⋅μ\mu_n \leq 2^n \| \mu_n \| \cdot \mu, the relation μ(N)=0\mu(N) = 0 implies that μn(N)=0\mu_n(N) = 0 for all nn; conversely, if NN is a set that is negligible for all the μn\mu_n, then it is locally negligible for μ\mu

(§2, No. 2, Cor. 2 of Prop. 1), hence is μ\mu-negligible since μ\mu is bounded (§1, No. 2, Cor. 2 of Prop. 7).

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

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Cites

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