Bourbaki

Corollary

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

Integration, chapter IX, § 2. Operations on measures

— *Let X and Y be two topological spaces, π\pi a μ\mu-proper mapping of T into X, and π′\pi' a π(μ)\pi(\mu)-proper mapping of X into Y. The mapping π′′=π′∘π\pi'' = \pi' \circ \pi is then μ\mu-proper, and π′′(μ)=π′(π(μ))\pi''(\mu) = \pi'(\pi(\mu)) ('transitivity of images of measures').

For, π′′\pi'' is μ\mu-measurable (Prop. 5). Set μ′=π(μ)\mu' = \pi(\mu); the image encumbrance π′(μ′∙)=π′(π(μ∙))\pi'({\mu'}^\bullet) = \pi'(\pi(\mu^\bullet)) is obviously equal to π′′(μ∙)\pi''(\mu^\bullet). Since it is locally bounded, π′′\pi'' is μ\mu-proper. The measures π′′(μ)\pi''(\mu) and π′(μ′)\pi'(\mu') then have the same essential upper integral, hence are equal.

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.