Bourbaki

Corollary 3

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

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

— Let ρ\rho and σ\sigma be two alien complex measures; then ∣ρ+σ∣=∣ρ∣+∣σ∣|\rho + \sigma| = |\rho| + |\sigma|.

Denote by vv (resp. ww) a universally measurable function of absolute value 1 such that ρ=v⋅∣ρ∣\rho = v \cdot |\rho| (resp. σ=w⋅∣σ∣\sigma = w \cdot |\sigma|) (Cor. 3 of Th. 2), and by A a universally measurable set carrying ρ\rho, such that B=CAB = \mathbf{C}A carries σ\sigma (Prop. 13); then also ρ+σ=(vφA+wφB)⋅(∣ρ∣+∣σ∣)\rho + \sigma = (v \varphi_A + w \varphi_B) \cdot (|\rho| + |\sigma|). Since the function vφA+wφBv \varphi_A + w \varphi_B has absolute value equal to 1, the corollary follows from Prop. 2.

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.