Bourbaki

Proposition 5

Tag 0952, permanent. Cite it as [Bourbaki, Tag 0952].

Integration, V, p. 66, § 6. Images of a measure

Let TT and XX be two locally compact spaces, μ\mu a positive measure on TT, π\pi a μ\mu-proper mapping of TT into XX, gg a finite numerical function ⩾0\geqslant 0, defined on XX and such that g∘πg \circ \pi is locally integrable for μ\mu. In order that gg be locally integrable for π(μ)\pi(\mu), it is necessary and sufficient that π\pi be proper for the measure (g∘π)⋅μ(g \circ \pi) \cdot \mu, in which case

π((g∘π)⋅μ)=g⋅π(μ). \pi((g \circ \pi) \cdot \mu) = g \cdot \pi(\mu).

Set ν=π(μ)\nu = \pi(\mu). For gg to be locally ν\nu-integrable, it is necessary and sufficient that gfgf be ν\nu-integrable for every function f∈H(X)f \in \mathscr{H}(X); since gfgf has compact support, it comes to the same to say that gfgf is essentially ν\nu-integrable, and this is equivalent to saying that (g∘π)(f∘π)(g \circ \pi)(f \circ \pi) is essentially μ\mu-integrable (Th. 1). But, by Th. 1 of §5, No. 3, this signifies that f∘πf \circ \pi is essentially integrable for ρ=(g∘π)⋅μ\rho = (g \circ \pi) \cdot \mu, and, by definition, this says that π\pi is ρ\rho-proper (since π\pi is obviously ρ\rho-measurable). Moreover,

∫fg dν=∫f(π(t))g(π(t)) dμ(t)=∫f(π(t)) dρ(t) \int fg\, d\nu = \int f(\pi(t))g(\pi(t))\, d\mu(t) = \int f(\pi(t))\, d\rho(t)

(No. 2, Th. 1 and §5, Th. 1), which proves the relation (4).

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.