Bourbaki

Corollary 4

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

Integration, VI, p. 31, § 2. Vectorial measures . "

Let FF be a separable normed space, and mm a measure on TT with values in the strong dual F′F', majorizable for the norm of F′F'. Then mm is a measure with base ∣m∣|m|, and if m=f⋅∣m∣m = f \cdot |m| then ∣f(t)∣=1|f(t)| = 1 locally almost everywhere for ∣m∣|m|.

By hypothesis, for every z∈Fz \in F such that ∣z∣≤1|z| \leq 1, one has ∣⟨z,m(g)⟩∣≤∣m∣(∣g∣)|\langle z, m(g) \rangle| \leq |m|(|g|) for every function g∈K(T)g \in \mathscr{K}(T), consequently ∣m(g)∣≤∣m∣(∣g∣)|m(g)| \leq |m|(|g|) (TVS, IV, §2, No. 4, formula (1)). Since every ball in F′F' is equicontinuous, Cor. 3 is applicable and shows that mm has base ∣m∣|m|; moreover, if m=f⋅∣m∣m = f \cdot |m| then ff is ∣m∣|m|-measurable for σ(F′,F)\sigma(F', F) (§1, No. 5, Prop. 13) and ∣m∣=∣f∣⋅∣m∣|m| = |f| \cdot |m| (No. 4, Prop. 8), which proves the corollary (Ch. V, §5, No. 3, Cor. 2 of Prop. 3).

If this corollary is applied to the case that FF if finite-dimensional, one recovers as a special case the first part of Prop. 9.

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

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