Bourbaki

Theorem 1

Tag 09AU, permanent. Cite it as [Bourbaki, Tag 09AU].

Integration, chapter VI, § 2. Vectorial measures . "

— Let F be a Hausdorff locally convex space that contains a countable dense subset. For every function f∈LFs′∞f \in \mathscr{L}_{F'_s}^\infty and every z∈Fz \in F, let vf(z)=π(⟨z,f⟩)∈L∞v_f(z) = \pi(\langle z, f \rangle) \in L^\infty; the mapping f↦vff \mapsto v_f defines, by passage to the quotient, a linear bijection of LF′∞L_{F'}^\infty onto the space L(F;L∞)\mathscr{L}(F; L^\infty) of continuous linear mappings of FF into L∞L^\infty. If FF is a normed space, this bijection is an isometry.

In view of Lemma 3, the first assertion will be demonstrated if one proves that for every continuous mapping uu of FF into L∞L^\infty, there exists a function f∈LF′∞f \in \mathscr{L}_{F'}^\infty such that π(⟨z,f⟩)=u(z)\pi(\langle z, f \rangle) = u(z) for all z∈Fz \in F, and that the class of ff in LF′∞L_{F'}^\infty is uniquely determined by this condition. The second point is immediate, because if π(⟨z,f⟩)=π(⟨z,f1⟩)\pi(\langle z, f \rangle) = \pi(\langle z, f_1 \rangle) for all z∈Fz \in F, then f1−ff_1 - f is scalarly locally negligible. On the other hand, there exists a lifting ρ\rho of u(F)u(F) into L∞\mathscr{L}^\infty (Lemma 2). For every t∈Tt \in T, the mapping z↦ρ(u(z))(t)z \mapsto \rho(u(z))(t) is a continuous linear form on FF, that is, an element f(t)f(t) of F′F'. The function ff is scalarly μ\mu-measurable since ⟨z,f⟩=ρ(u(z))∈L∞\langle z, f \rangle = \rho(u(z)) \in \mathscr{L}^\infty for every z∈Fz \in F; one has π(⟨z,f⟩)=u(z)\pi(\langle z, f \rangle) = u(z); finally, for every t∈Tt \in T and every zz belonging to the inverse image VV under uu of the unit ball of L∞L^\infty,

∣⟨z,f(t)⟩∣=∣ρ(u(z))(t)∣≤N∞(u(z))≤1, |\langle z, f(t) \rangle| = |\rho(u(z))(t)| \leq N_\infty(u(z)) \leq 1,

which shows that f(t)∈V∘f(t) \in V^\circ for all t∈Tt \in T.

If, moreover, FF is a normed space, the foregoing shows that

sup⁡t∈T∣f(t)∣≤∥u∥. \sup_{t \in T} |f(t)| \leq \|u\|.

But on the other hand (Lemma 3), N∞(u(z))≤∣z∣⋅sup⁡t∈T∣f(t)∣N_\infty(u(z)) \leq |z| \cdot \sup_{t \in T} |f(t)|, and this inequality continues to hold when ff is modified arbitrarily on a locally negligible set. It follows that ∥u∥=N∞(∣f∣)\|u\| = N_\infty(|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.