Bourbaki

Remark 2

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

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

Def. 1 may be extended to the case that μ\mu is a complex measure on TT. To show in this case that the premeasure μX\mu_X is a measure, it suffices to observe that ∣μK∣=∣μ∣K|\mu_K| = |\mu|_K for every compact subset KK of XX (§1, No. 2).

By Prop. 1, a subset YY of XX is μX\mu_X-measurable (resp. locally μX\mu_X-negligible) if and only if it is μ\mu-measurable (resp. locally μ\mu-negligible). If YY is μX\mu_X-measurable, hence μ\mu-measurable, the induced measures (μX)Y(\mu_X)_Y and μY\mu_Y are obviously equal by virtue of Prop. 1 (transitivity of induced measures).

Remark 3). — Let X be a μ\mu-measurable subset of T. By Prop. 10 of §1, No. 8, applied to g=φXg = \varphi_X, there exists a crushing (Kα)α∈A(K_\alpha)_{\alpha \in A} of T such that for each α∈A\alpha \in A, either Kα⊂XK_\alpha \subset X or Kα⊂CXK_\alpha \subset \mathbf{C}X. If one modifies the topology of T by the procedure of the Scholium of §1, No. 8, the space X′X' obtained by equipping X with the topology induced by T′T' is locally compact, and one knows how to associate to μ\mu (resp. to μX\mu_X) a measure μ′\mu' (resp. ν\nu) on T′T' (resp. on X′X') that admits the same essential upper integral as μ\mu (resp. μX\mu_X): this implies that μX′′=ν\mu'_{X'} = \nu. Since the locally negligible sets, measurable mappings, and essentially integrable functions with values in a Banach space, are the same for μ\mu and μ′\mu', and for μX\mu_X and (μX)′=ν=μX′′(\mu_X)' = \nu = \mu'_{X'}, the theory of integration with respect to an induced measure reduces to that which was treated in Ch. V, §7 in the special case of locally compact spaces. We leave to the reader the task of transcribing the results.

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.