Bourbaki

Definition 7

Tag 09N7, permanent. Cite it as [Bourbaki, Tag 09N7].

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

A function ff defined on TT, with values in a topological space FF (Hausdorff or not) is said to be measurable for the measure μ\mu (or to be μ\mu*-measurable)* if, for every compact subset KK of TT, the function fKf_K is μK\mu_K*-measurable*.

This amounts to saying that there exists, for every compact set KK, a partition of KK into a μK\mu_K-negligible set NN and a sequence (Kn)(K_n) of compact sets, such that the restriction of ff to each KnK_n is continuous. Since it is equivalent to say that NN is μK\mu_K-negligible or that it is locally μ\mu-negligible (No. 4), one sees that ff is μ\mu-measurable if and only if, for every compact set KK, there exists a partition of KK into a locally μ\mu-negligible set NN and a sequence (Kn)(K_n) of compact sets such that fKnf_{K_n} is continuous for all nn. This definition is identical to that of Def. 1 of Ch. IV, §5, No. 1, and one thus recovers the usual concept of measurable function when TT is locally compact.

A subset AA of TT is said to be measurable if its characteristic function is measurable. When AA is μ\mu-measurable and μ∙(A)<+∞\mu^\bullet(A) < +\infty, this number is denoted simply μ(A)\mu(A) and is called the measure of AA. One similarly writes μ(f)\mu(f) for μ∙(f)\mu^\bullet(f) when ff is ⩾0\geqslant 0, μ\mu-measurable, and μ∙(f)<+∞\mu^\bullet(f) < +\infty.

If θ\theta is a complex measure on TT, a function ff (resp. a subset of TT) is said to be θ\theta-measurable if it is measurable for the positive measure ∣θ∣|\theta|. The results below may be extended to complex measures.

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.