Bourbaki

Proposition 7

Tag 09P0, permanent. Cite it as [Bourbaki, Tag 09P0].

Integration, chapter IX, § 2. Operations on measures

— *Let T be a subspace of a topological space X, and let i be the injection of T into X.

a) *If μ\mu is a measure on T, and if i is μ\mu-proper, then the measure i(μ)i(\mu) is concentrated on T, and one has (i(μ))T=μ(i(\mu))_T = \mu.

b) *If λ\lambda is a measure on X such that T is λ\lambda-measurable, then i is λT\lambda_T-proper, and i(λT)=φT⋅λi(\lambda_T) = \varphi_T \cdot \lambda.

a) Set ν=i(μ)\nu = i(\mu); the relation ν∙(A)=μ∙(A∩T)\nu^\bullet(A) = \mu^\bullet(A \cap T), applied to A=X−TA = X - T, shows that ν\nu is concentrated on T. The relation νT=μ\nu_T = \mu is a special case of the relation (2), on taking B=T=AB = T = A.

b) Let ff be a positive function defined on X; setting μ=λT\mu = \lambda_T, one has μ∙(f∘i)=λT∙(fT)=λ∙(fφT)≤λ∙(f)\mu^\bullet(f \circ i) = \lambda_T^\bullet(f_T) = \lambda^\bullet(f \varphi_T) \leq \lambda^\bullet(f) (Prop. 1); it follows that i is μ\mu-proper. On the other hand, μ∙(f∘i)\mu^\bullet(f \circ i) (resp. λ∙(fφT)\lambda^\bullet(f \varphi_T)) is the essential upper integral of ff with respect to i(μ)i(\mu) (resp. φT⋅λ\varphi_T \cdot \lambda). These two measures are therefore equal.

Remark 6). — Let π\pi be a μ\mu-proper mapping of TT into a topological space XX. One reduces the theory of integration with respect to the image measure ν=π(μ)\nu = \pi(\mu) to the theory treated in Ch. V, §6, in the following way. Let (Kα)α∈A(K_\alpha)_{\alpha \in A} (resp. (Lβ)β∈B(L_\beta)_{\beta \in B}) be a crushing of TT (resp. of XX) for μ\mu (resp. for ν\nu), and set N=T−⋃α∈AKα, P=X−⋃β∈BLβN = T - \bigcup_{\alpha \in A} K_\alpha,\ P = X - \bigcup_{\beta \in B} L_\beta. We can suppose that the restriction of π\pi to each KαK_\alpha is continuous (§1, No. 8, Prop. 10). Let T′,X′T', X' be the locally compact spaces constructed as in the Scholium of §1, No. 8 and let μ′\mu' and ν′\nu' be the measures on these spaces associated with μ\mu and ν\nu. The topology of T′T' being the sum of the topologies of the subspaces KαK_\alpha and the discrete topology on NN, π\pi is a continuous mapping of T′T' into XX and the relation μ′∙(g∘π)=μ∙(g∘π)=ν∙(g){\mu'}^\bullet(g \circ \pi) = \mu^\bullet(g \circ \pi) = \nu^\bullet(g) (for g∈F+(X)g \in \mathscr{F}_+(X)) shows that π\pi is μ′\mu'-proper and that π(μ′)=ν\pi(\mu') = \nu. On the other hand, the identity mapping ii of XX onto X′X' is ν\nu-proper, and i(ν)=ν′i(\nu) = \nu'. It follows that π\pi is a μ′\mu'-proper mapping of T′T' into X′X', and that the image of μ′\mu' under π\pi is ν′\nu' (Cor. of Prop. 5). We leave to the reader the task of transcribing the results of Ch. V, §6.

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.