Bourbaki

Proposition 2

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

Integration, VI, p. 47, § 3. Disintegration of measures

*Let T be a locally compact space countable at infinity, μ\mu a positive measure on T.

1) For every μ\mu-measurable equivalence relation R in T, there exist a locally compact space B and a μ\mu-measurable mapping p of T into B such that R is equivalent to the relation p(x)=p(y)p(x) = p(y).

2) If, moreover, T admits a countable base, one can suppose that B admits a countable base.*

Since T is countable at infinity, there exists an increasing sequence (Kn)n≥1(K_n)_{n \geq 1} of compact subsets of T such that T is the union of the KnK_n and a μ\mu-negligible set N, and such that each of the relations RKnR_{K_n} is Hausdorff. Let BnB_n be the quotient space Kn/RKnK_n / R_{K_n}, which is compact, and let Bn′B'_n be the compact space that is the topological sum of BnB_n and a point ana_n. Let qnq_n be the canonical mapping of KnK_n onto BnB_n; we extend qnq_n to a mapping pnp_n of T into Bn′B'_n in the following manner: if x∈Tx \in T is equivalent mod R to an element y∈Kny \in K_n, set pn(x)=qn(y)p_n(x) = q_n(y); in the contrary case, set pn(x)=anp_n(x) = a_n.

Let B′B' be the product space ∏n=1∞Bn′\prod_{n=1}^{\infty} B'_n, which is compact, and let p′p' be the mapping x↦(pn(x))x \mapsto (p_n(x)) of T into B'. Let us show that p′p' is μ\mu-measurable: it suffices (Ch. IV, §5, No. 3, Th. 1) to prove that each of the mappings pnp_n is measurable, and for this it suffices that the restriction of pnp_n to each KmK_m be measurable. Now, this is obvious if m≤nm \leq n; if, on the contrary, m>nm > n, let KnmK_{nm} be the saturation of KnK_n for RKmR_{K_m}, which is a compact subset of KmK_m (GT, I, §9, No. 4, Th. 2); since pnp_n is constant on Km−KnmK_m - K_{nm}, it suffices to prove that the restriction of pnp_n to KnmK_{nm} is continuous, which is obvious on account of the canonical isomorphism between Knm/RKnmK_{nm}/R_{K_{nm}} and Kn/RKnK_n/R_{K_n} (GT, I, §9, No. 4, Cor. 4 of Th. 2).

Let A be the saturation of ⋃nKn\bigcup_n K_n for the relation R, and let N′=T−A⊂NN' = T - A \subset N. We shall see that the relation p′(x)=p′(y)p'(x) = p'(y) is equivalent to the relation «R{x,y}R\{x, y\} or (x,y)∈N′×N′(x, y) \in N' \times N' ». For, if R{x,y}R\{x, y\} then pn(x)=pn(y)p_n(x) = p_n(y) for all nn, therefore p′(x)=p′(y)p'(x) = p'(y); and if x∈N′x \in N', y∈N′y \in N' then pn(x)=pn(y)=anp_n(x) = p_n(y) = a_n for all nn, therefore p′(x)=p′(y)p'(x) = p'(y). If on the other hand xx and yy are in A and are not equivalent mod R, then there exist an integer nn, an element x′∈Knx' \in K_n (resp. y′∈Kny' \in K_n) equivalent mod R to xx (resp. yy) such that x′x' is not equivalent to y′y' mod RKnR_{K_n}; therefore pn(x)≠pn(y)p_n(x) \neq p_n(y), consequently p′(x)≠p′(y)p'(x) \neq p'(y). Finally, if x∈N′x \in N' and y∈Ay \in A, then pn(y)∈Bnp_n(y) \in B_n for nn sufficiently large and pn(x)=anp_n(x) = a_n for all nn, therefore p′(x)≠p′(y)p'(x) \neq p'(y), which establishes our assertion.

Consider then the quotient set B0=N′/RN′B_0 = N'/R_{N'}; let q0q_0 be the canonical mapping of N′N' onto B0B_0, s0s_0 a section of q0q_0. Set p0(x)=s0(q0(x))p_0(x) = s_0(q_0(x)) for x∈N′x \in N' and extend p0p_0 to T by taking p0p_0 to be constant on A equal to an element of T. Then p=(p′,p0)p = (p', p_0) is a μ\mu-measurable mapping of T into the locally compact space B=B′×TB = B' \times T; it is immediate that if x∈N′x \in N', y∈N′y \in N', the relation p0(x)=p0(y)p_0(x) = p_0(y) implies R{x,y}R\{x, y\}; thus pp meets the requirements. Moreover, if T admits a countable base, then so do each of the quotient spaces BnB_n (GT, IX, §2, No. 10, Prop. 17), therefore B' admits a countable base, hence so does B.

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

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