Proposition 10
Tag 095B, permanent. Cite it as [Bourbaki, Tag 095B].
Integration, V, p. 71, § 6. Images of a measure
With the above notations, suppose that is -measurable. Let be the function on . For to be -proper, it is necessary and sufficient that be locally -integrable, in which case
We begin by arguing on the assumption that is finite locally -almost everywhere; we will rid ourselves of this auxiliary hypothesis at the end of the proof. Since is by hypothesis -measurable, to say that is -proper is equivalent to saying that for every function ; being finite locally almost everywhere, we are under the conditions for applying assertion c) of Prop. 5 of §3, No. 2. Therefore
from the fact that is concentrated on . We know that is -measurable, since is -adequate (§ 3, No. 1, Def. 1). To say that the first member is finite for every is therefore equivalent to saying that is locally -integrable (§ 5, Prop. 1), and in this case (14) follows at once from the above relations.
It therefore only remains to eliminate the auxiliary hypothesis. If is locally -integrable, then is finite locally -almost everywhere, and the hypothesis is indeed satisfied. Let us assume that is -proper, and let us show that is finite locally almost everywhere. Let be the -dense set of compact sets such that is vaguely continuous; since is measurable, we are reduced to showing that every compact set such that is -negligible. Now, let be the set of functions such that ; set , denote by the -adequate mapping , by the integral of , and by an element of such that . Applying formula (14) to , which does satisfy the auxiliary hypothesis, we obtain:
But the functions form an increasing directed set of continuous functions on , whose upper envelope has the value ; by Dini’s theorem (GT, X, §4, No. 1, Th. 1), one can choose so that is greater than or equal to an arbitrary positive number , and it follows that . Since the first member is finite because is -proper, it then follows that .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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Cites
- X, §4, No. 1, Th. 1 not yet on this site
- § 3, No. 1, Def. 1
- Prop. 5 of §3, No. 2
- § 5, Prop. 1