Bourbaki

Example

Tag 09N8, permanent. Cite it as [Bourbaki, Tag 09N8].

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

— Let LL be a compact subset of TT, λ\lambda a measure on LL, and μ\mu the measure on TT defined by λ\lambda (No. 3, Example 2). A function ff defined on TT is μ\mu-measurable if and only if fLf_L is λ\lambda-measurable. For, this condition is obviously necessary. Conversely, if it is satisfied, there exists a partition of LL into a λ\lambda-negligible set NN and a sequence (Ln)(L_n) of compact sets, such that fLnf_{L_n} is continuous for all nn. If KK is a compact subset of TT, the set K−⋃n(K∩Ln)K - \bigcup^n (K \cap L_n) has an intersection with LL that is λ\lambda-negligible, hence this set is μ\mu-negligible by formula (3) of No. 3, and the restriction of ff to K∩LnK \cap L_n is continuous for all nn.

Def. 7 permits extending, without a new proof, a number of results on measurable functions to the case of spaces not locally compact. Here are some of them, which we shall use henceforth without further reference: the open sets and the closed sets of TT are μ\mu-measurable; the μ\mu-measurable sets form a tribe (Ch. IV, §5, No. 4, Cor. 2 of Th. 2), that contains the Borel sets of T (loc. cit., Cor. 3), and the Souslin sets (Ch. IV, §5, No. 1, Cor. 2 of Prop. 3)(1). The usual algebraic operations on numerical functions preserve measurability (Ch. IV, §5, No. 3), as do the operations of countable passage to the limit (loc. cit., No. 4, Th. 2 and Cor. 1). The following property merits more explicit mention:

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.