Bourbaki

Proposition 9

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

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

a) There exists a crushing (Kα)α∈A(K_\alpha)_{\alpha \in A} of T for μ\mu. b) Let (Kα)α∈A(K_\alpha)_{\alpha \in A} be a crushing of T for μ\mu. If μα\mu_\alpha is the measure on T defined by μKα\mu_{K_\alpha} (No. 3, Example 2), then the family (μα)α∈A(\mu_\alpha)_{\alpha \in A} is summable, its sum is equal to μ\mu, and, for every function f∈F+(T)f \in \mathscr{F}_+(T),

μ∙(f)=∑α∈Aμα∙(f)=∑α∈AμKα∙(fKα).(1) \mu^\bullet(f) = \sum_{\alpha \in A} \mu_\alpha^\bullet(f) = \sum_{\alpha \in A} \mu_{K_\alpha}^\bullet(f_{K_\alpha}) . \tag{1}

For a mapping gg of TT into a topological space GG (Hausdorff or not) to be μ\mu-measurable, it is necessary and sufficient that gKαg_{K_\alpha} be μKα\mu_{K_\alpha}-measurable for every α∈A\alpha \in A.

A) Existence of a crushing:

The proof is a repetition of that of Prop. 14 of Ch. IV, §5, No. 9, with slight modifications. Let K\mathscr{K} be the set of compact subsets KK of TT such that Supp(μK)=K\mathrm{Supp}(\mu_K) = K, and let H\mathscr{H} be the set (ordered by inclusion) of subsets L\mathscr{L} of K\mathscr{K} consisting of pairwise disjoint sets. Let us first show that every element L\mathscr{L} of H\mathscr{H} is locally countable. Let xx be a point of TT, and VV an open neighborhood of xx such that μ∙(V)<+∞\mu^\bullet(V) < +\infty; let LV\mathscr{L}_V be the set of K∈LK \in \mathscr{L} that intersect VV. If (Ki)1≤i≤n(K_i)_{1 \leq i \leq n} is a finite sequence of distinct elements of LV\mathscr{L}_V, we have, by the Cor. of Prop. 4,

∑i=1nμ∙(Ki∩V)=μ∙(V∩(⋃i=1nKi))≤μ∙(V), \sum_{i=1}^n \mu^\bullet(K_i \cap V) = \mu^\bullet\left(V \cap \left( \bigcup_{i=1}^n K_i \right) \right) \leq \mu^\bullet(V),

because the KiK_i are pairwise disjoint. Thus,

∑K∈LVμ∙(K∩V)<+∞. \sum_{K \in \mathscr{L}_V} \mu^\bullet(K \cap V) < +\infty.

Now, μ∙(K∩V)=μK∙(K∩V)>0\mu^\bullet(K \cap V) = \mu_K^\bullet(K \cap V) > 0 for every K∈LVK \in \mathscr{L}_V, because K∩VK \cap V is nonempty, open in KK, and the support of μK\mu_K is all of KK; LV\mathscr{L}_V is therefore countable, and L\mathscr{L} is indeed locally countable. It is immediate that H\mathscr{H} is inductive, and nonempty (one has ∅∈H\varnothing \in \mathscr{H}). Thus, let H\mathfrak{H} be a maximal element of H\mathscr{H}. We are going to show that the set N=T−⋃K∈HKN = T - \bigcup_{K \in \mathfrak{H}} K is locally negligible. By Prop. 2, it suffices to verify that μ∙(N∩L)=0\mu^\bullet(N \cap L) = 0 for every compact set LL, or again that μL∙(N∩L)=0\mu_L^\bullet(N \cap L) = 0. We shall argue by contradiction. Thus, suppose that μL∙(N∩L)>0\mu_L^\bullet(N \cap L) > 0. Since the set of K∈HK \in \mathfrak{H} that intersect LL is countable, N∩LN \cap L is μL\mu_L-measurable; therefore there exists a compact set JJ contained in N∩LN \cap L such that μL∙(J)>0\mu_L^\bullet(J) > 0. Let SS be the support of the nonzero measure (μL)J=μJ(\mu_L)_J = \mu_J; it is contained in NN, the measure μS\mu_S is nonzero, and Supp(μS)=S\mathrm{Supp}(\mu_S) = S (Ch. IV, §5, No. 7, Lemma 2). The set H∪{S}\mathfrak{H} \cup \{S\} therefore belongs to H\mathscr{H}, in contradiction with the maximal character of H\mathfrak{H}. This proves the existence of a crushing.

(1) We shall see later on (§2, No. 2) that μα\mu_\alpha is the measure φKα⋅μ\varphi_{K_\alpha} \cdot \mu.

B) Proof of (7): For every α∈A\alpha \in A, μα∙(f)=μKα∙(fKα)=μ∙(fφKα)\mu_\alpha^\bullet(f) = \mu_{K_\alpha}^\bullet(f_{K_\alpha}) = \mu^\bullet(f \varphi_{K_\alpha}) by formula (3) of No. 3 and Prop. 2 a) of No. 2; these formulas show that the encumbrance ∑α∈Aμα∙\sum_{\alpha \in A} \mu_\alpha^\bullet is ≤μ∙\leq \mu^\bullet, hence that the family (μα)α∈A(\mu_\alpha)_{\alpha \in A} is summable (No. 7, Prop. 7). It thus suffices to show that μ=∑α∈Aμα\mu = \sum_{\alpha \in A} \mu_\alpha, that is, to establish the formula

μK∙=∑α∈A(μα)K∙ \mu_K^\bullet = \sum_{\alpha \in A} (\mu_\alpha)_K^\bullet
for every compact subset K of T. Now, K being fixed, the set A′A' of α∈A\alpha \in A such that KαK_\alpha intersects K is countable. Let g∈F+(K)g \in \mathscr{F}_+(K); then g0=g0φN+∑α∈Ag0φKαg^0 = g^0 \varphi_N + \sum_{\alpha \in A} g^0 \varphi_{K_\alpha}, and g0φKα=0g^0 \varphi_{K_\alpha} = 0 for α∈A−A′\alpha \in A - A'; by Prop. 4 of No. 5, it follows that μ∙(g0)=∑α∈Aμ∙(g0φKα)\mu^\bullet(g^0) = \sum_{\alpha \in A} \mu^\bullet(g^0 \varphi_{K_\alpha}), whence
μK∙(g)=μ∙(g0)=∑α∈Aμ∙(g0φKα)=∑α∈Aμα∙(g0)=∑α∈A(μα)K∙(g); \mu_K^\bullet(g) = \mu^\bullet(g^0) = \sum_{\alpha \in A} \mu^\bullet(g^0 \varphi_{K_\alpha}) = \sum_{\alpha \in A} \mu_\alpha^\bullet(g^0) = \sum_{\alpha \in A} (\mu_\alpha)_K^\bullet(g);
thus (8) is established.

C) Measurability: For a function gg defined on T to be μ\mu-measurable, it is necessary and sufficient that it be μα\mu_\alpha-measurable for every α∈A\alpha \in A (No. 7, Prop. 8); but this amounts to saying that gKαg_{K_\alpha} is μKα\mu_{K_\alpha}-measurable for all α∈A\alpha \in A (No. 5, Example). Q.E.D.

As in Prop. 14 of Ch. IV, §5, No. 9, one can require the compact sets KαK_\alpha to belong to a μ\mu-dense set of compact subsets of T, given in advance. We will only need the following result, which we shall establish directly:

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

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