Bourbaki

Corollary 5

Tag 09O1, permanent. Cite it as [Bourbaki, Tag 09O1].

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

If μ\mu is a moderated measure on T, there exists a sequence (μn)n∈N(\mu_n)_{n \in \mathbf{N}} of measures with compact support such that μ=∑n∈Nμn\mu = \sum_{n \in \mathbf{N}} \mu_n.

By hypothesis, the constant function 1 is μ\mu-moderated. Let us apply Cor. 3 to the case f=1f = 1; thus, there exists a sequence (Kn)n∈N(K_n)_{n \in \mathbf{N}} of pairwise disjoint compact subsets of T such that 1=∑n∈NφKn1 = \sum_{n \in \mathbf{N}} \varphi_{K_n} μ\mu-almost everywhere. Let μn\mu_n be the measure on T defined by the measure μKn\mu_{K_n} on KnK_n (No. 3, Example 2). One knows (No. 6, Remark 2) that μn\mu_n has compact support, and that μn∙(f)=μ∙(fφKn)\mu_n^\bullet(f) = \mu^\bullet(f \varphi_{K_n}) for f∈F+(T)f \in \mathscr{F}_+(T). Now, ff is equal to ∑n∈NfφKn\sum_{n \in \mathbf{N}} f \varphi_{K_n} μ\mu-almost everywhere, whence

μ∙(f)=∑n∈Nμ∙(fφKn)=∑n∈Nμn∙(f). \mu^\bullet(f) = \sum_{n \in \mathbf{N}} \mu^\bullet(f \varphi_{K_n}) = \sum_{n \in \mathbf{N}} \mu_n^\bullet(f).

It follows that μ=∑n∈Nμn\mu = \sum_{n \in \mathbf{N}} \mu_n (No. 7, Prop. 7).

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.