Bourbaki

Proposition 1

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

Integration, IX, p. 23, § 2. Operations on measures

*Let XX be a μ\mu-measurable subset of TT. The encumbrance (μX)∙(\mu_X)^\bullet is equal to the encumbrance (μ∙)X(\mu^\bullet)_X induced by μ∙\mu^\bullet on XX (§1, No. 1). In other words, (μX)∙(g)=μ∙(g0)(\mu_X)^\bullet(g) = \mu^\bullet(g^0) for every function g∈F+(X)g \in \mathscr{F}_+(X).

Let f∈F+(X)f \in \mathscr{F}_+(X) and let f0f^0 be the extension by 0 of ff to TT. One has (μ∙)X(f)=μ∙(f0)=sup⁡Lμ∙(f0φL)(\mu^\bullet)_X(f) = \mu^\bullet(f^0) = \sup_L \mu^\bullet(f^0 \varphi_L), where LL runs over the set of compact subsets of TT (§1, No. 2, Prop. 2); similarly (μX)∙(f)=sup⁡KμK∙(fK)=sup⁡Kμ∙(f0φK)(\mu_X)^\bullet(f) = \sup_K \mu_K^\bullet(f_K) = \sup_K \mu^\bullet(f^0 \varphi_K), where KK runs over the set of compact subsets of XX. Thus it all comes down to showing that μ∙(f0φL)=sup⁡Kμ∙(f0φK)\mu^\bullet(f^0 \varphi_L) = \sup_K \mu^\bullet(f^0 \varphi_K) for every compact subset LL of TT, where KK runs over the set of compact subsets of L∩XL \cap X. Now, let (Kn)(K_n) be an increasing sequence of compact sets contained in L∩XL \cap X, such that (L∩X)−⋃nKn(L \cap X) - \bigcup_n K_n is locally μ\mu-negligible (§1, No. 8, Prop. 11); f0f^0 being zero outside XX, f0φLf^0 \varphi_L is zero outside L∩XL \cap X hence is equal locally almost everywhere to the upper envelope of the sequence (f0φKn)(f^0 \varphi_{K_n}). This implies that μ∙(f0φL)=sup⁡nμ∙(f0φKn)\mu^\bullet(f^0 \varphi_L) = \sup_n \mu^\bullet(f^0 \varphi_{K_n}), whence the desired result.*

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.