Bourbaki

Remark

Tag 0994, permanent. Cite it as [Bourbaki, Tag 0994].

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

— 1) The mapping t↦εtt \mapsto \varepsilon_t is a homeomorphism of T into the space C′(T)\mathscr{C}'(T); for, if L is a compact subset of C(T)\mathscr{C}(T), and t0∈Tt_0 \in T, there exists (GT, X, §2, No. 5, Cor. 3 of Th. 2) a neighborhood W of t0t_0 such that ∣g(t)−g(t0)∣≤1|g(t) - g(t_0)| \leq 1 for every t∈Wt \in W and every function g∈Lg \in L, therefore εt−εt0∈L∘\varepsilon_t - \varepsilon_{t_0} \in L^\circ for t∈Wt \in W, which proves the continuity of t↦εtt \mapsto \varepsilon_t (cf. Ch. IV, §4, No. 8, Prop. 15); one knows in addition that the inverse mapping is already continuous for the vague topology (Ch. III, §1, No. 9, Prop. 13), hence a fortiori for the topology of uniform convergence in the compact subset of C(T)\mathscr{C}(T). If one then identifies T with its image in C′(T)\mathscr{C}'(T) via t↦εtt \mapsto \varepsilon_t, one can say that λ↦∫fdλ\lambda \mapsto \int f d\lambda is the unique continuous extension of f to a linear mapping.

2) Note that in the proof of the continuity of λ↦∫fdλ\lambda \mapsto \int f d\lambda, we have not used the fact that F is quasi-complete. The conclusion of Prop. 14 is therefore still valid without this hypothesis, provided one knows in addition that ∫fdμ∈F\int f d\mu \in F for every positive measure μ\mu with compact support.

Suppose now that f(T)f(T) is a bounded subset of F. Then, for every bounded positive measure μ\mu on T, f is scalarly μ\mu-integrable and ∫fdμ∈F\int f d\mu \in F

(No. 2, Prop. 8). If λ\lambda is any bounded real measure on TT, then λ+\lambda^+ and λ−\lambda^- are bounded, and one sees immediately that λ↦∫f dλ\lambda \mapsto \int f\, d\lambda, defined as above, is a linear mapping of the space M1(T)\mathscr{M}^1(T) of bounded measures on TT, into the locally convex space FF, that obviously extends the mapping λ↦∫f dλ\lambda \mapsto \int f\, d\lambda of C′(T)\mathscr{C}'(T) into FF.

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.