Bourbaki

Proposition 6

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

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

— Let ff be a scalarly essentially μ\mu-integrable function with values in FF, such that ∫f dμ∈F\int f\, d\mu \in F. For every lower semi-continuous semi-norm qq on FF,

q(∫f dμ)≤∫∙(q∘f) dμ. q\left( \int f\, d\mu \right) \leq \int^\bullet (q \circ f)\, d\mu .

Let DD be the set of z∈Fz \in F such that q(z)≤1q(z) \leq 1; DD is closed, convex, and contains 00, therefore D=DooD = D^{oo} (TVS, II, §6, No. 3, Cor. 3 of Th. 1). It therefore suffices to prove that for every z′∈D∘z' \in D^\circ, one has ∣⟨z′,∫f dμ⟩∣≤∫∙(q∘f) dμ|\langle z', \int f\, d\mu \rangle| \leq \int^\bullet (q \circ f)\, d\mu; but this follows at once from the fact that ∣⟨z′,f(t)⟩∣≤q(f(t))|\langle z', f(t) \rangle| \leq q(f(t)) for every t∈Tt \in T.

Note that the numerical function q∘fq \circ f need not be μ\mu-measurable (Exer. 12).

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.