Bourbaki

Proposition 3

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

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

— Let XX be a locally compact space, t↦λtt \mapsto \lambda_t a μ\mu-adequate3^3 family (Ch. V, §3, No. 1, Def. 1) of positive measures on XX, and let ν=∫λtdμ(t)\nu = \int \lambda_t d\mu(t). Let ff be a mapping of XX into FF; assume that 1∘1^\circ ff is scalarly ν\nu-integrable; 2∘2^\circ there exists a locally μ\mu-negligible set N⊂TN \subset T such that, for every t∉Nt \notin N, ff is scalarly λt\lambda_t-integrable and ∫fdλt∈F\int f d\lambda_t \in F. Then, the function t↦∫fdλtt \mapsto \int f d\lambda_t, defined for t∉Nt \notin N, is scalarly essentially μ\mu-integrable, and4^4

∫f(x)dν(x)=∫dμ(t)∫f(x)dλt(x). \int f(x) d\nu(x) = \int d\mu(t) \int f(x) d\lambda_t(x) .

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.