Bourbaki

Theorem 4

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

Integration, VI, p. 50, § 3. Disintegration of measures

Let T be a Polish locally compact space, μ\mu a positive measure on T, and R a μ\mu-measurable equivalence relation in T. Let B, B' be two Polish locally compact spaces, p, p' two μ\mu-measurable mappings of T into B, B' respectively, such that R{x,y}\{x, y\} is equivalent to p(x)=p(y)p(x) = p(y) and to p′(x)=p′(y)p'(x) = p'(y). Let ν,ν′\nu, \nu' be pseudo-image measures of μ\mu under p, p' respectively; let b↦λb,b′↦λb′b \mapsto \lambda_b, b' \mapsto \lambda_{b'} be disintegrations of μ\mu relative to ν,ν′\nu, \nu' respectively.

Under these conditions, there exist in B (resp. B') a set N (resp. N') negligible for ν\nu (resp. ν′\nu') and a bijection f of B - N onto B' - N', having the following properties:

a) The mapping f (defined almost everywhere in B) is ν\nu-measurable and its inverse mapping f′f' is ν′\nu'-measurable; every pseudo-image measure of ν\nu (resp. ν′\nu') under f (resp. f′f') is equivalent to ν′\nu' (resp. ν\nu).

b) For every b∈B−Nb \in B - N, the measure λf(b)′\lambda'_{f(b)} on T is of the form r(b)λbr(b)\lambda_b, where r(b)≠0r(b) \neq 0 and r is locally ν\nu-integrable.

To establish a), we may limit ourselves to the case that ν\nu and ν′\nu' are bounded measures (Ch. V, §5, No. 6, Prop. 11). Let N0=B−p(T)N_0 = B - p(T), N0′=B′−p′(T)N'_0 = B' - p'(T); we know that N0N_0 (resp. N0′N'_0) is negligible for ν\nu (resp. ν′\nu') (No. 2). There exists a bijection f of B - N0N_0 onto B' - N0′N'_0 defined by f(p(t))=p′(t)f(p(t)) = p'(t) for all t∈Tt \in T; let f′f' be the inverse mapping of ff, so that f′(p′(t))=p(t)f'(p'(t)) = p(t). For every subset M of B, the relation « M is ν\nu-measurable » is equivalent to « p‾−1(M)\overline{p}^{-1}(M) is μ\mu-measurable », that is, to « p′(f(M))p'(f(M)) is μ\mu-measurable », thus finally to « f(M)f(M) is ν′\nu'-measurable » (Ch. V, §6, No. 2, Cor. of Prop. 3). We thus see that ff (resp. f′f') transforms every ν\nu-measurable (resp. ν′\nu'-measurable) set into a ν′\nu'-measurable (resp. ν\nu-measurable) set; since B and B′B' are metrizable and have countable bases, it follows that ff and f′f' are measurable (Ch. IV, §5, No. 5, Th. 4). Moreover, if M⊂BM \subset B is ν\nu-negligible then p‾−1(M)=p′(f(M))\overline{p}^{-1}(M) = p'(f(M)) is μ\mu-negligible, therefore f(M)f(M) is ν′\nu'-negligible (Ch. V, §6, No. 2, Cor. 2 of Prop. 2); similarly, f′f' transforms every ν′\nu'-negligible set into a ν\nu-negligible set. Consequently, the image of ν\nu under ff (which is defined since ν\nu is bounded, which implies that ff is ν\nu-proper) is equivalent to ν′\nu', and the image of ν′\nu' under f′f' is equivalent to ν\nu (Ch. V, §5, No. 6, Prop. 10). It remains to prove b). By virtue of Th. 2 of No. 3, we can restrict ourselves to the case that ν′=f(ν)\nu' = f(\nu). Since μ=∫λb′′dν′(b′)\mu = \int \lambda_{b'}' d\nu'(b'), we have, for every function h∈K(T)h \in \mathscr{K}(T),

∫h(t)dμ(t)=∫dν′(b′)∫h(t)dλb′′(t)=∫dν(b)∫h(t)dλf(b)′(t) \int h(t) d\mu(t) = \int d\nu'(b') \int h(t) d\lambda_{b'}'(t) = \int d\nu(b) \int h(t) d\lambda_{f(b)}'(t)

(Ch. V, §3, No. 4, Th. 1 and §6, No. 2, Th. 1); in other words, μ=∫λf(b)′dν(b)\mu = \int \lambda_{f(b)}' d\nu(b). But since also μ=∫λbdν(b)\mu = \int \lambda_b d\nu(b) and since, for every b∈B−N0b \in B - N_0, λb\lambda_b and λf(b)′\lambda_{f(b)}' are carried by p‾−1(b)\overline{p}^{-1}(b), Th. 2 of No. 3 implies that λb=λf(b)′\lambda_b = \lambda_{f(b)}' for almost every b∈B−N0b \in B - N_0, hence for almost every b∈Bb \in B. The conditions of Th. 4 are therefore verified by taking for N the union of N0N_0 and the set of b∈Bb \in B such that λb≠λf(b)′\lambda_b \neq \lambda_{f(b)}'.

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.