Bourbaki

Corollary

Tag 09B2, permanent. Cite it as [Bourbaki, Tag 09B2].

Integration, VI, p. 34, § 2. Vectorial measures . "

If mm and m′m' are two majorizable measures on TT, with values in GG, then IΦ,m+m′=IΦ,m+IΦ,m′I_{\Phi,m+m'} = I_{\Phi,m} + I_{\Phi,m'} and IΦ,λm=λIΦ,mI_{\Phi,\lambda m} = \lambda I_{\Phi,m} for every scalar λ\lambda.

The second assertion is immediate. The first signifies that for every function ff that is both ∣m∣|m|-integrable and ∣m′∣|m'|-integrable,

IΦ,m+m′(f)=IΦ,m(f)+IΦ,m′(f). I_{\Phi,m+m'}(f) = I_{\Phi,m}(f) + I_{\Phi,m'}(f).

The function ff is (∣m∣+∣m′∣)(|m| + |m'|)-integrable (Ch. V, §2, No. 2, Cor. 1 of Prop. 3), hence a fortiori (∣m+m′∣)(|m + m'|)-integrable, and the first member of (6) is indeed meaningful. To show (6), it suffices to do so for ff a step function over the (∣m∣+∣m′∣)(|m| + |m'|)-integrable sets, since the set of these functions is dense in LF1(∣m∣+∣m′∣)\mathscr{L}_F^1(|m| + |m'|) and the two members of (6) are continuous in the latter space, by virtue of (4). But for f=aφXf = a \varphi_X, where XX is (∣m∣+∣m′∣)(|m| + |m'|)-integrable, the two members of (6) reduce to Φ(a,∫φX dm)+Φ(a,∫φX dm′)\Phi(a, \int \varphi_X\,dm) + \Phi(a, \int \varphi_X\,dm'), whence the corollary.

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.