Bourbaki

Proposition 9

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

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

Let UU be a scalarly essentially μ\mu-integrable mapping of TT into F=Ls(G;H)F = \mathscr{L}_s(G; H). In order that ∫Udμ∈F\int U d\mu \in F, it is necessary and sufficient that the following two conditions be satisfied:

a) For every x∈Gx \in G, ∫(U(t)⋅x)dμ(t)∈H\int (U(t) \cdot x) d\mu(t) \in H.

b) For every equicontinuous subset B′B' of H′H', the set of linear forms uy′:x↦∫⟨U(t)⋅x,y′⟩dμ(t)u_{y'} : x \mapsto \int \langle U(t) \cdot x, y' \rangle d\mu(t), where y′y' runs over B′B', is equicontinuous.

The conditions a) and b) are necessary. For, since for every x∈Gx \in G, the mapping x~:V↦V⋅x\tilde{x} : V \mapsto V \cdot x of Ls(G;H)\mathscr{L}_s(G; H) into HH is linear, one sees (No. 1,

Prop. 1) that x~∘U:t↦U(t)⋅x\widetilde{\mathbf{x}} \circ U : t \mapsto U(t) \cdot \mathbf{x} is scalarly essentially μ\mu-integrable and that

(1)S⋅x=∫(U(t)⋅x) dμ(t), (1) \quad S \cdot \mathbf{x} = \int (U(t) \cdot \mathbf{x})\, d\mu(t),

where S=∫U dμ∈Ls(G;H)S = \int U\, d\mu \in \mathscr{L}_s(G; H). This proves a). Moreover, (1) may also be written

(2)⟨S⋅x,y′⟩=∫⟨U(t)⋅x,y′⟩ dμ(t)=⟨x,uy′⟩, (2) \quad \langle S \cdot \mathbf{x}, \mathbf{y}' \rangle = \int \langle U(t) \cdot \mathbf{x}, \mathbf{y}' \rangle\, d\mu(t) = \langle \mathbf{x}, u_{\mathbf{y}'} \rangle,

in other words tS⋅y′=uy′{}^t S \cdot \mathbf{y}' = u_{\mathbf{y}'}. Since SS is continuous, tS{}^t S transforms every equicontinuous subset of H′H' into an equicontinuous subset of G′G', whence b).

Conversely, suppose a) and b) verified. By virtue of a), the formula (1) defines a linear mapping SS of GG into HH, and, for every y′∈H′\mathbf{y}' \in H', this mapping satisfies (2) (No. 1, Prop. 1); but then, condition (b) says that SS is continuous (TVS, II, §6, No. 4, Props. 5 and 6, and III, §3, No. 5, Prop. 7), therefore S∈Ls(G;H)S \in \mathscr{L}_s(G; H). Finally, formula (2) proves that S=∫U dμS = \int U\, d\mu.

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

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