Bourbaki

Corollary 3

Tag 0978, permanent. Cite it as [Bourbaki, Tag 0978].

Integration, chapter V, § 8. Products of measures

— Consider two positive numerical (resp. complex-valued) functions ff defined on TT and f′f' defined on T′T'. If these functions are measurable for μ\mu and μ′\mu', respectively, then the function

f⊗f′:(t,t′)↦f(t)f′(t′) f \otimes f' : (t, t') \mapsto f(t)f'(t')

is measurable for μ⊗μ′\mu \otimes \mu'.

The case of complex functions, or of finite real functions, is an immediate consequence of Cor. 1. To treat the case of positive numerical functions, for every integer n⩾0n \geqslant 0 we set fn=inf⁡(f,n)f_n = \inf(f, n), fn′=inf⁡(f′,n)f'_n = \inf(f', n), and we have (with the usual convention 0⋅(+∞)=00 \cdot (+\infty) = 0) f⊗f′=sup⁡n(fn⊗fn′)f \otimes f' = \sup_n (f_n \otimes f'_n), whence the result.

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.