Bourbaki

Proposition 4

Tag 0950, permanent. Cite it as [Bourbaki, Tag 0950].

Integration, chapter V, § 6. Images of a measure

— Let T, T', T'' be three locally compact spaces, μ\mu a positive measure on T, π\pi a μ\mu-measurable mapping of T into T', π′\pi' a mapping of T' into T'', and π′′=π′∘π\pi'' = \pi' \circ \pi.

a) Suppose that π\pi is μ\mu-proper and let μ′=π(μ)\mu' = \pi(\mu). For π′\pi' to be μ′\mu'-proper, it is necessary and sufficient that π′′\pi'' be μ\mu-proper, in which case π′′(μ)=π′(π(μ))\pi''(\mu) = \pi'(\pi(\mu)) ('transitivity of the image of a measure').

b) Suppose that π′\pi' is continuous, and that π′′\pi'' is μ\mu-proper; then π\pi is μ\mu-proper, π′\pi' is π(μ)\pi(\mu)-proper and π′′(μ)=π′(π(μ))\pi''(\mu) = \pi'(\pi(\mu)).

Under the hypotheses of a), for π′′\pi'' to be μ\mu-measurable it is necessary and sufficient that π′\pi' be μ′\mu'-measurable (No. 2, Prop. 3). On the other hand if KK is a compact subset of T′′T'', then π′′(K)=π−1(π′(K))\pi''(K) = \pi^{-1}(\pi'(K)); for π′′(K)\pi''(K) to be essentially μ\mu-integrable, it is necessary and sufficient that π′(K)\pi'(K) be essentially μ′\mu'-integrable, by the Cor. of Th. 1. Finally, if π′′\pi'' is μ\mu-proper then, setting μ′′=π′′(μ)\mu'' = \pi''(\mu), we have, for every function f∈H(T′′)f \in \mathscr{H}(T''),

∫f(t′′) dμ′′(t′′)=∫f(π′′(t)) dμ(t) \int f(t'')\, d\mu''(t'') = \int f(\pi''(t))\, d\mu(t)
=∫f(π′(π(t))) dμ(t)=∫f(π′(t′)) dμ′(t′) = \int f\left(\pi'\left(\pi(t)\right)\right)\, d\mu(t) = \int f(\pi'(t'))\, d\mu'(t')

by Th. 1 of No. 2, which completes the proof of a).

Under the hypotheses of b), let K′K' be a compact subset of T′T'. Then K′′=π′(K′)K'' = \pi'(K') is compact, therefore π′′(K′′)\pi''(K'') is essentially μ\mu-integrable, therefore π−1(K′)⊂π′′(K′′)\pi^{-1}(K') \subset \pi''(K'') is essentially μ\mu-integrable (Ch. IV, §5, No. 5, Prop. 7), so that π\pi is μ\mu-proper. The proof is then concluded by applying part a) of the statement.

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.