Bourbaki

Remark 1

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

Integration, IX, p. 25, § 2. Operations on measures

The definition of f⋅μf \cdot \mu extends to the case that ff is a complex locally integrable function; one then has ∣f⋅μ∣=∣f∣⋅μ|f \cdot \mu| = |f| \cdot \mu, which implies at once that f⋅μf \cdot \mu is a measure, not just a premeasure. We retain the expression 'measures with base μ\mu' to designate the complex measures so defined.

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.