Bourbaki

Theorem 3

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

Integration, chapter VI, § 3. Disintegration of measures

— Let T be a locally compact space with a countable base, μ\mu a positive measure on T, and R a μ\mu-measurable equivalence relation in T. Then, there exists a μ\mu-measurable subset S of T that intersects each class with respect to R at one and only one point (a 'measurable section' for R).

We may clearly suppose that the measure μ\mu is bounded and that μ(T)≤1\mu(T) \leq 1 (Ch. V, §5, No. 6, Prop. 11). We are going to define a sequence (Sn)(S_n) of Borel subsets (GT, IX, §6, No. 3) such that each equivalence class with respect to R intersects the union S′S' of the SnS_n in at most one point, that for every nn the saturation TnT_n of the union of the SpS_p with index p≤np \leq n is μ\mu-measurable, and that μ(T−Tn)≤1/2n\mu(T - T_n) \leq 1/2^n. The saturation T′T' of S′S' will therefore be μ\mu-measurable and N=T−T′N = T - T' will have measure zero. If S′′S'' is any section of N for the relation RNR_N, S=S′∪S′′S = S' \cup S'' will meet the requirements, since S′S', being a Borel set, is μ\mu-measurable (Ch. IV, §5, No. 4, Cor. 3 of Th. 2), and S′′S'' has measure zero.

By Prop. 2, R{x,y}R\{x, y\} is equivalent to the relation p(x)=p(y)p(x) = p(y), where pp is a μ\mu-measurable mapping of T into a locally compact space F. Suppose the SkS_k defined for k≤nk \leq n. Since T−TnT - T_n is μ\mu-measurable and of measure ≤1/2n\leq 1/2^n, there exists a compact subset K of T−TnT - T_n such that μ(T−(Tn∪K))≤1/2n+1\mu(T - (T_n \cup K)) \leq 1/2^{n+1} and such that the restriction of pp to K is continuous. Since the induced relation RKR_K is closed and K is metrizable, we know that there exists a Borel subset Sn+1S_{n+1} of K such that, in K, each point is equivalent (mod R) to one and only one point of Sn+1S_{n+1} (GT, IX, §6, No. 8, Th.4). Therefore p(Sn+1)=p(K)p(S_{n+1}) = p(K), which is a compact set in F; the saturation of Sn+1S_{n+1} for R is the inverse image p−1(p(K))‾\overline{p^{-1}(p(K))}, which is therefore μ-measurable (Ch. IV, §5, No. 5, Prop. 7); it is clear that this set contains K, therefore the union T_{n+1} of T_n and p‾−1(p(K))\overline{p}^{-1}(p(K)) is μ-measurable, saturated for R, and is such that μ(T−Tn+1)≤1/2n+1\mu(T - T_{n+1}) \leq 1/2^{n+1}, which completes 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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