Bourbaki

Corollary 1

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

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

Let GiG_i (1≤i≤n1 \leq i \leq n) be nn Hausdorff locally convex spaces having the property (GDF), and let FF be the space of separately continuous multilinear forms on ∏i=1nGi\prod_{i=1}^n G_i, equipped with the topology of pointwise convergence. For every mapping ff of TT into FF that is scalarly essentially μ\mu-integrable, one has ∫fdμ∈F\int f d\mu \in F.

The space FF is in duality with the tensor product ⨂i=1nGi\bigotimes_{i=1}^n G_i, and the topology of pointwise convergence on FF is none other than the topology σ(F,⨂i=1nGi)\sigma(F, \bigotimes_{i=1}^n G_i). The algebraic dual F′∗{F'}^* is therefore the space of all multilinear forms on ∏i=1nGi\prod_{i=1}^n G_i. Let z=(z1,…,zn)z = (z_1, \ldots, z_n) be an element of ∏i=1nGi\prod_{i=1}^n G_i; for every multilinear form u∈F′∗u \in {F'}^*, the mapping x↦u(z1,…,zi−1,x,zi+1,…,zn)x \mapsto u(z_1, \ldots, z_{i-1}, x, z_{i+1}, \ldots, z_n) is a linear form on GiG_i, which we shall denote by λi(z)(u)\lambda_i(z)(u); we thus obtain a linear mapping λi(z)\lambda_i(z) of F′∗{F'}^* into the algebraic dual Gi∗G_i^* of GiG_i, continuous for the topologies σ(F′∗,⨂i=1nGi)\sigma({F'}^*, \bigotimes_{i=1}^n G_i) and σ(Gi∗,Gi)\sigma(G_i^*, G_i). To say that u∈Fu \in F means that for every index ii and every z∈∏i=1nGiz \in \prod_{i=1}^n G_i, one has λi(z)(u)∈Gi′\lambda_i(z)(u) \in G_i'. Now, by Prop. 1 of No. 1, the mapping λi(z)\lambda_i(z) of FF is a scalarly essentially μ\mu-integrable mapping of TT into Gi′G_i' equipped with the topology σ(Gi′,Gi)\sigma(G_i', G_i), and

∫(λi(z)∘f)dμ=λi(z)(∫fdμ). \int (\lambda_i(z) \circ f) d\mu = \lambda_i(z) \left( \int f d\mu \right).
By Th. 1, ∫(λi(z)∘f)dμ∈Gi′\int (\lambda_i(z) \circ f) d\mu \in G_i' for 1≤i≤n1 \leq i \leq n, therefore ∫fdμ∈F\int f d\mu \in 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.