Bourbaki

Proposition 2

Tag 098J, permanent. Cite it as [Bourbaki, Tag 098J].

Integration, chapter VI, § 1. Integration of vector-valued functions

— Let f be a scalarly essentially μ\mu-integrable mapping of T into F. For every numerical function g⩾0g \geqslant 0 that is μ\mu-measurable and bounded, the mapping t↦g(t)f(t)t \mapsto g(t)f(t) (denoted gf or fg) of T into F is scalarly essentially μ\mu-integrable, f is scalarly essentially (g⋅μ)(g \cdot \mu)-integrable, and

∫f d(g⋅μ)=∫fg dμ. \int f\, d(g \cdot \mu) = \int fg\, d\mu.

This is an immediate consequence of the formula ⟨z′,gf⟩=g⟨z′,f⟩\langle \mathbf{z}', gf \rangle = g \langle \mathbf{z}', f \rangle, for all z′∈F′\mathbf{z}' \in F', and the formula ∫hd(g⋅μ)=∫hgdμ\int h d(g \cdot \mu) = \int hg d\mu for every essentially μ\mu-integrable scalar function hh (Ch. V, §5, No. 3, Th. 1).

A great many propositions about essentially integrable numerical functions may be transposed word for word into propositions about scalarly essentially integrable vector-valued functions. Among the more important, we call attention to the conditions for a function to be essentially integrable with respect to a measure defined by a density (Ch. V, §5, No. 3, Th. 1), or with respect to the image of a measure (Ch. V, §6, No. 2, Th. 1), or with respect to an induced measure (Ch. V, §7, No. 1, Th. 1), or with respect to the sum of a summable family of positive measures (Ch. V, §2, No. 2, Props. 1 and 3 and Cor. 3 of Prop. 1). These transpositions are left to the reader.

However, to obtain statements corresponding to the theorems on 'double integrals' (Ch. V, §3, No. 3, Th. 1 and §8, No. 4, Th. 1 (Lebesgue–Fubini theorem)), it is necessary to strengthen the hypotheses (cf. Exer. 1); on applying the previously cited theorems to each of the functions ⟨z′,f⟩\langle \mathbf{z}', f \rangle, where z′∈F′\mathbf{z}' \in F', one thus obtains the following propositions:

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

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