Bourbaki

Proposition 4

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

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

— Let TT and T′T' be two locally compact spaces, μ\mu (resp. μ′\mu') a positive measure on TT (resp. T′T'), ν=μ⊗μ′\nu = \mu \otimes \mu' the product measure on X=T×T′X = T \times 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, the mapping t′↦f(t,t′)t' \mapsto f(t, t') is scalarly μ′\mu'-integrable, and ∫f(t,t′)dμ′(t′)∈F\int f(t, t') d\mu'(t') \in F. Then, the function t↦∫f(t,t′)dμ′(t′)t \mapsto \int f(t, t') d\mu'(t'), defined for t∉Nt \notin N, is scalarly essentially μ\mu-integrable and4^4

∬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') .

3^3It suffices to assume that the family is scalarly essentially μ\mu-integrable, thus the proposition holds for either of the two interpretations of ' μ\mu-adequate'. 4^4Equality as elements of F′∗{F'}^*.

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.