Bourbaki

Definition 3

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

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

*One calls premeasure on a topological space TT every mapping ww that associates, to every compact subset KK of TT, a measure wKw_K on KK, and that has the following property:

*If KK and LL are compact subsets of TT such that K⊂LK \subset L, the measure (wL)K(w_L)_K induced by wLw_L on KK is equal to wKw_K.

The premeasure ww is said to be real (resp. positive) if all of the measures wKw_K are real (resp. positive).*

Let ww and w′w' be two premeasures on TT, tt a complex number; the premeasures w+w′w + w' and twtw are defined by the formulas (w+w′)K=wK+wK′(w + w')_K = w_K + w'_K, (tw)K=twK(tw)_K = tw_K for every compact subset KK of TT. The premeasures on TT obviously form a vector space, which is denoted P(T;C)\mathscr{P}(T; \mathbf{C}); the space of real premeasures will be denoted P(T;R)\mathscr{P}(T; \mathbf{R}), or more often P(T)\mathscr{P}(T), and the convex cone of positive premeasures will be denoted P+(T)\mathscr{P}_+(T). Let ww be a premeasure; the mapping K↦∣wK∣K \mapsto |w_K| is then a premeasure on TT (Ch. IV, §5, No. 7, Lemma 3), which will be denoted ∣w∣|w|. If ww is real, one sets w^+ = \frac{1}{2}(|w| + w),\ w^- = \frac{1}{2}(|w| - w); these two premeasures being positive, one sees that every real premeasure is the difference of two positive premeasures. Clearly (w+)K=(wK)+(w^+)_K = (w_K)^+, (w−)K=(wK)−(w^-)_K = (w_K)^- for every compact subset K of T.

The vector space P(T)P(T) is ordered by the cone P+(T)P_+(T). It is clear that w+=sup⁡(w,0), w−=sup⁡(−w,0)w^+ = \sup(w, 0),\ w^- = \sup(-w, 0); consequently, P(T)P(T) is lattice-ordered and sup⁡(w,w′)=w+(w′−w)+, inf⁡(w,w′)=w−(w′−w)−\sup(w, w') = w + (w' - w)^+,\ \inf(w, w') = w - (w' - w)^-. Moreover, clearly

(sup⁡(w,w′))K=sup⁡(wK,wK′),(inf⁡(w,w′))K=inf⁡(wK,wK′) (\sup(w, w'))_K = \sup(w_K, w'_K),\quad (\inf(w, w'))_K = \inf(w_K, w'_K)

for every compact subset K of T.

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

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Cites

Transcribed from the printed volume. Not translated.