Bourbaki

Lemma 3

Tag 0970, permanent. Cite it as [Bourbaki, Tag 0970].

Integration, chapter V, § 8. Products of measures

Let ff be a function defined on XX, with values in R‾\overline{\mathbf{R}} or in a Banach space. For ff to be λt′\lambda'_t-integrable, it is necessary and sufficient that ftf_t be μ′\mu'-integrable, in which case

∫ft dμ′=∫f dλt′. \int f_t \, d\mu' = \int f \, d\lambda'_t .

This follows from Th. 2 of §4, No. 4, on taking into account the fact that t′↦(t,t′)t' \mapsto (t, t') is continuous and proper.

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

Cited by

Nothing.

Cites

Transcribed from the printed volume. Not translated.