Bourbaki

Corollary 2

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

Integration, chapter V, § 8. Products of measures

Let ff and f′f' be two functions with values in C\mathbf{C} or in R‾\overline{\mathbf{R}}, defined on TT and T′T', respectively, and essentially integrable (resp. integrable) for the measures μ\mu and μ′\mu', respectively. The function f⊗f′f \otimes f' is then essentially integrable (resp. integrable) for the measure μ⊗μ′\mu \otimes \mu', and

∬f(t)f′(t′) dμ(t) dμ′(t′)=(∫f(t) dμ(t))(∫f′(t′) dμ′(t′)). \iint f(t)f'(t')\,d\mu(t)\,d\mu'(t') = \left( \int f(t)\,d\mu(t) \right) \left( \int f'(t')\,d\mu'(t') \right).

When ff and f′f' are positive, f⊗f′f \otimes f' is measurable by Cor. 3 of Prop. 3, and the statement follows from formula (10) (resp. (11)) and the criterion for essential integrability (§ 1, No. 3, Prop. 9) (resp. the integrability criterion of Ch. IV, § 5, No. 6, Th. 5). The general case then follows immediately.

Corollary 2 extends at once to the product of two complex measures.

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.