Bourbaki

Proposition 3

Tag 0975, permanent. Cite it as [Bourbaki, Tag 0975].

Integration, chapter V, § 8. Products of measures

— Let f be a mapping of T into a topological space F. If f is μ\mu-measurable, then the mapping (t,t′)↦f(t)(t, t') \mapsto f(t) is ν\nu-measurable. Conversely, if μ′≠0\mu' \neq 0, and if this mapping is ν\nu-measurable, then the function f is μ\mu-measurable.

The first assertion follows from Cor. 1 of Prop. 10 of § 6, No. 6. Suppose that μ′≠0\mu' \neq 0, denote by μ1′\mu'_1 a nonzero measure with compact support that is bounded above by μ′\mu', by ν1\nu_1 the measure μ⊗μ1′\mu \otimes \mu'_1, and set a=∥μ1′∥a = \| \mu'_1 \|. The projection pr1\mathrm{pr}_1 of T×T′T \times T' onto T is then ν1\nu_1-proper, and the image measure pr1(ν1)\mathrm{pr}_1(\nu_1) is equal to aμa \mu (§ 6, No. 6, Prop. 10). If (t,t′)↦f(t)(t, t') \mapsto f(t) is ν\nu-measurable, then it is also ν1\nu_1-measurable, therefore ff is measurable with respect to the measure aμa \mu (§ 6, No. 2, Prop. 3), whence the result since a≠0a \neq 0.

The preceding statement extends immediately to complex measures (Ch. III, § 4, No. 2, Prop. 3), as do the following corollaries.

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

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