Corollary
Tag 09B2, permanent. Cite it as [Bourbaki, Tag 09B2].
Integration, VI, p. 34, § 2. Vectorial measures . "
If and are two majorizable measures on , with values in , then and for every scalar .
The second assertion is immediate. The first signifies that for every function that is both -integrable and -integrable,
The function is -integrable (Ch. V, §2, No. 2, Cor. 1 of Prop. 3), hence a fortiori -integrable, and the first member of (6) is indeed meaningful. To show (6), it suffices to do so for a step function over the -integrable sets, since the set of these functions is dense in and the two members of (6) are continuous in the latter space, by virtue of (4). But for , where is -integrable, the two members of (6) reduce to , whence the corollary.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.