Bourbaki

Proposition 5

Tag 097B, permanent. Cite it as [Bourbaki, Tag 097B].

Integration, chapter V, § 8. Products of measures

— Let ff be a numerical function ⩾0\geqslant 0, lower semi-continuous on T×T′T \times T'. Then, the function

t↦∫∗f(t,t′) dμ′(t′) t \mapsto \int^* f(t, t') \, d\mu'(t')

is lower semi-continuous on TT, and

∬∗f(t,t′) dμ(t) dμ′(t′)=∫∗dμ(t)∫∗f(t,t′) dμ′(t′). \iint^* f(t, t') \, d\mu(t) \, d\mu'(t') = \int^* d\mu(t) \int^* f(t, t') \, d\mu'(t').

This is a consequence of Prop. 2 of §3, No. 1, taking into account Lemma 1 of No. 1.

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

Cited by

Cites

Transcribed from the printed volume. Not translated.