Bourbaki

Corollary

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

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

— Let μ\mu be a bounded positive measure on TT, SS a μ\mu-measurable set carrying μ\mu, and ff a mapping of TT into FF, scalarly μ\mu-measurable and such that f(S)f(S) is contained in a weakly compact convex subset AA of FF. Then ff is scalarly μ\mu-integrable, and ∫f dμ∈μ(T)A⊂F\int f\, d\mu \in \mu(T)A \subset F.

For every z′∈F′z' \in F', ⟨z′,f⟩\langle z', f \rangle is μ\mu-measurable and bounded in SS, hence integrable, which proves that ff is scalarly integrable. Moreover, since AA is compact in FσF_\sigma, it is closed in F′F'*, and the closed convex envelope of f(S)f(S) in F′F'* is contained in AA, whence the corollary.

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

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Cites

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Transcribed from the printed volume. Not translated.