Bourbaki

Remark

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

Integration, chapter V, § 8. Products of measures

— 1) When the measure μ′\mu' is not moderated, it can happen that ff is essentially ν\nu-integrable and the function t′↦f(t,t′)t' \mapsto f(t, t') is not essentially μ′\mu'-integrable for any value of t∈Tt \in T (§3, Exer. 4).

2) Let μ\mu and μ′\mu' be two complex measures, and let ν=μ⊗μ′\nu = \mu \otimes \mu'. If ff is ν\nu-integrable (in other words, ∣ν∣|\nu|-integrable), then application of the theorem to the measures ∣μ∣|\mu| and ∣μ′∣|\mu'|, whose product is ∣ν∣|\nu| (Ch. III, §4, No. 2, Prop. 3), implies that t′↦f(t,t′)t' \mapsto f(t, t') is μ′\mu'-integrable for μ\mu-almost every tt. From this one deduces, on decomposing the measures μ\mu and μ′\mu' as a linear combination of positive measures, that the statement of a) extends to complex measures. One can argue similarly for b).

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

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Cites

Transcribed from the printed volume. Not translated.