Bourbaki

Definition 1

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

Integration, chapter IX, § 1. Premeasures and measures on a topological space

— Let T be a set. One calls encumbrance on T any mapping p of F+(T)\mathscr{F}_+(T) into R‾+\overline{\mathbf{R}}_+ that has the following properties: a) If f and g are two elements of F+\mathscr{F}_+ such that f≤gf \leq g, then p(f)≤p(g)p(f) \leq p(g). b) If f is an element of F+\mathscr{F}_+, and t is a number ≥0\geq 0, then p(tf)=tp(f)p(tf) = tp(f).

c) If f and g are two elements of F+\mathscr{F}_+, then p(f+g)≤p(f)+p(g)p(f + g) \leq p(f) + p(g). d) If (fn)(f_n) is an increasing sequence of elements of F+\mathscr{F}_+, and if f=lim⁡n→∞fnf = \lim_{n \to \infty} f_n, then p(f)=lim⁡n→∞p(fn)p(f) = \lim_{n \to \infty} p(f_n). If A is a subset of T, we write p(A)p(A) instead of p(φA)p(\varphi_A).

The condition b) implies that p(0)=0p(0) = 0. On the other hand, let (fn)(f_n) be a sequence of elements of F+\mathscr{F}_+; the conditions c) and d) imply the inequality

p(∑nfn)≤∑np(fn) p\left( \sum_n f_n \right) \leq \sum_n p(f_n)

(the inequality of countable convexity).

For example, let T be a locally compact space, μ\mu a positive measure on T; then μ∗\mu^* and μ∙\mu^\bullet are encumbrances on T. This follows from Props. 10, 11, 12 and Th. 3 of Ch. IV, §1, No. 3 for μ∗\mu^*, and from Prop. 1 of Ch. V, §1, No. 1 for μ∙\mu^\bullet.

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.