a) There exists a crushing (Kα)α∈A of T for μ. b) Let (Kα)α∈A be a crushing of T for μ. If μα is the measure on T defined by μKα (No. 3, Example 2), then the family (μα)α∈A is summable, its sum is equal to μ, and, for every function f∈F+(T),
μ∙(f)=α∈A∑μα∙(f)=α∈A∑μKα∙(fKα).(1)
For a mapping g of T into a topological space G (Hausdorff or not) to be μ-measurable, it is necessary and sufficient that gKα be μKα-measurable for every α∈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 be the set of compact subsets K of T such that Supp(μK)=K, and let H be the set (ordered by inclusion) of subsets L of K consisting of pairwise disjoint sets. Let us first show that every element L of H is locally countable. Let x be a point of T, and V an open neighborhood of x such that μ∙(V)<+∞; let LV be the set of K∈L that intersect V. If (Ki)1≤i≤n is a finite sequence of distinct elements of LV, we have, by the Cor. of Prop. 4,
i=1∑nμ∙(Ki∩V)=μ∙(V∩(i=1⋃nKi))≤μ∙(V),
because the Ki are pairwise disjoint. Thus,
K∈LV∑μ∙(K∩V)<+∞.
Now, μ∙(K∩V)=μK∙(K∩V)>0 for every K∈LV, because K∩V is nonempty, open in K, and the support of μK is all of K; LV is therefore countable, and L is indeed locally countable. It is immediate that H is inductive, and nonempty (one has ∅∈H). Thus, let H be a maximal element of H. We are going to show that the set N=T−⋃K∈HK is locally negligible. By Prop. 2, it suffices to verify that μ∙(N∩L)=0 for every compact set L, or again that μL∙(N∩L)=0. We shall argue by contradiction. Thus, suppose that μL∙(N∩L)>0. Since the set of K∈H that intersect L is countable, N∩L is μL-measurable; therefore there exists a compact set J contained in N∩L such that μL∙(J)>0. Let S be the support of the nonzero measure (μL)J=μJ; it is contained in N, the measure μS is nonzero, and Supp(μS)=S (Ch. IV, §5, No. 7, Lemma 2). The set H∪{S} therefore belongs to H, in contradiction with the maximal character of H. This proves the existence of a crushing.
(1) We shall see later on (§2, No. 2) that μα is the measure φKα⋅μ.
B) Proof of (7): For every α∈A, μα∙(f)=μKα∙(fKα)=μ∙(fφKα) by formula (3) of No. 3 and Prop. 2 a) of No. 2; these formulas show that the encumbrance ∑α∈Aμα∙ is ≤μ∙, hence that the family (μα)α∈A is summable (No. 7, Prop. 7). It thus suffices to show that μ=∑α∈Aμα, that is, to establish the formula
μK∙=α∈A∑(μα)K∙ for every compact subset K of T. Now, K being fixed, the set
A′ of
α∈A such that
Kα intersects K is countable. Let
g∈F+(K); then
g0=g0φN+∑α∈Ag0φKα, and
g0φKα=0 for
α∈A−A′; by Prop. 4 of No. 5, it follows that
μ∙(g0)=∑α∈Aμ∙(g0φKα), whence
μK∙(g)=μ∙(g0)=α∈A∑μ∙(g0φKα)=α∈A∑μα∙(g0)=α∈A∑(μα)K∙(g); thus (8) is established.
C) Measurability: For a function g defined on T to be μ-measurable, it is necessary and sufficient that it be μα-measurable for every α∈A (No. 7, Prop. 8); but this amounts to saying that gKα is μKα-measurable for all α∈A (No. 5, Example). Q.E.D.
As in Prop. 14 of Ch. IV, §5, No. 9, one can require the compact sets Kα to belong to a μ-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.