Bourbaki

Proposition 10

Tag 09B0, permanent. Cite it as [Bourbaki, Tag 09B0].

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

— Let F be a separable Banach space. For every function f∈L‾F1f \in \overline{\mathscr{L}}^1_F and every function g∈LFs′∞g \in \mathscr{L}_{F'_s}^\infty, the numerical function ⟨f,g⟩:t↦⟨f(t),g(t)⟩\langle f, g \rangle : t \mapsto \langle f(t), g(t) \rangle is essentially μ\mu-integrable, and

∣∫⟨f,g⟩ dμ∣≤N‾1(f)N∞(g). \left| \int \langle f, g \rangle \, d\mu \right| \leq \overline{N}_1(f) N_\infty(g) .

*For every class g˙∈LFs′∞\dot{g} \in L_{F'_s}^\infty, let θ(g˙)\theta(\dot{g}) be the continuous linear form on LF1L^1_F deduced from the linear form f↦∫⟨f,g⟩ dμf \mapsto \int \langle f, g \rangle \, d\mu on L‾F1\overline{\mathscr{L}}^1_F by passage to the quotient; then θ\theta is a linear isometry of LFs′∞L_{F'_s}^\infty onto the strong dual (LF1)′(L^1_F)' of the Banach space LF1L^1_F.

For every compact subset K of T and every ε>0\varepsilon > 0, there exists a compact subset K′K' of K such that μ(K−K′)≤ε\mu(K - K') \leq \varepsilon and the restriction of ff (resp. gg) to K′K' is a continuous mapping of K′K' into F (resp. into Fs′F'_s); consequently g(K′)g(K') is weakly compact, hence equicontinuous on F′F' (TVS, III, §4, No. 2, Th. 1 or IV, §1, Exer. 10). Now, the restriction of the canonical bilinear form on F×F′F \times F' to the product of F and an equicontinuous subset of F′F' is continuous for the product topology of the topology of F and σ(F′,F)\sigma(F', F) (GT, X, §2, No. 1, Cor. 4 of Prop. 1); it follows that the restriction of ⟨f,g⟩\langle f, g \rangle to K′K' is continuous, hence that ⟨f,g⟩\langle f, g \rangle is μ\mu-measurable. Moreover,

∣⟨f(t),g(t)⟩∣≤∣f(t)∣⋅∣g(t)∣≤∣f(t)∣N∞(g) |\langle f(t), g(t) \rangle| \leq |f(t)| \cdot |g(t)| \leq |f(t)| N_\infty(g)

locally almost everywhere, consequently ⟨f,g⟩\langle f, g \rangle is essentially μ\mu-integrable and the inequality (3) holds (Ch. IV, §5, No. 6, Th. 5 and Ch. V, §1, No. 3, Lemma).

It remains to show that θ\theta is a surjective isometry. Let uu be a continuous linear form on LF1L^1_F. The mapping (h~,z)↦u(h~z)(\tilde{h}, z) \mapsto u(\tilde{h}z) is a continuous bilinear form on L1×FL^1 \times F, because

∣u(h~z)∣≤∥u∥⋅N1(hz)≤∥u∥⋅∣z∣⋅N1(h). |u(\tilde{h}z)| \leq \|u\| \cdot N_1(hz) \leq \|u\| \cdot |z| \cdot N_1(h) .

By Cor. 1 of Th. 1 of No. 5, there exists a mapping gg of T into F′F', belonging to LFs′∞\mathscr{L}_{F'_s}^\infty, such that ∣g(t)∣≤∥u∥|g(t)| \leq \|u\| for all t∈Tt \in T and such that u(h~z)=∫⟨hz,g⟩ dμu(\tilde{h}z) = \int \langle hz, g \rangle \, d\mu for every function h∈L1h \in \mathscr{L}^1 with class h~\tilde{h} in L1L^1 and every z∈Fz \in F. In other words, the linear forms uu and θ(g˙)\theta(\dot{g}) coincide on the subspace of LF1L^1_F generated by the elements of the form h~z\tilde{h}z (h~∈L1,z∈F\tilde{h} \in L^1, z \in F). Since this subspace is dense in LF1L^1_F (Ch. IV, §3, No. 5, Prop. 10), it follows that u=θ(g˙)u = \theta(\dot{g}), which already proves that θ\theta is surjective. Moreover, by (3), ∥θ(g˙)∥≤N∞(g)≤∥u∥=∥θ(g˙)∥\| \theta(\dot{g}) \| \leq N_\infty(g) \leq \| u \| = \| \theta(\dot{g}) \|, whence ∥θ(g˙)∥=N∞(g)\| \theta(\dot{g}) \| = N_\infty(g), and this concludes the proof.

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

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