Bourbaki

Remark

Tag 09C9, permanent. Cite it as [Bourbaki, Tag 09C9].

Integration, chapter VI, § 3. Disintegration of measures

— Th. 1 of Ch. V, §3, No. 4 shows (taking into account the fact that T and B have countable bases) that for every function ff defined on T, with values in R‾\overline{\mathbf{R}} or in a Banach space F and μ\mu-integrable, the set of b∈Bb \in B such that ff is not λb\lambda_b-integrable is ν\nu-negligible, the function b↦∫f(t)dλb(t)b \mapsto \int f(t) d\lambda_b(t), defined almost everywhere, is ν\nu-integrable, and

∫f(t)dμ(t)=∫dν(b)∫f(t)dλb(t). \int f(t) d\mu(t) = \int d\nu(b) \int f(t) d\lambda_b(t) .

An analogous result holds for scalarly μ\mu-integrable functions, on applying Prop. 3 of §1, No. 1.

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

Cited by

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Cites

Transcribed from the printed volume. Not translated.