Bourbaki

Lemma 1

Tag 09P2, permanent. Cite it as [Bourbaki, Tag 09P2].

Integration, IX, p. 30, § 2. Operations on measures

Let U and V be two compact spaces, h a continuous mapping of U onto V. The mapping λ↦h(λ)\lambda \mapsto h(\lambda) of M+(U)\mathscr{M}_+(U) into M+(V)\mathscr{M}_+(V) is then surjective.

For, let a be the linear mapping f↦f∘hf \mapsto f \circ h of C(V)\mathscr{C}(V) into C(U)\mathscr{C}(U); since h is surjective, a is an isometry of C(V)\mathscr{C}(V) onto a subspace H of C(U)\mathscr{C}(U). Let θ\theta be a positive measure on V; then θ∘a−1\theta \circ a^{-1} is a continuous linear form on H, which is extendible to a linear form η\eta on C(U)\mathscr{C}(U) with the same norm, by virtue of the Hahn–Banach theorem (TVS, II, §3, No. 2, Cor. 3 of Th. 1); η\eta is then a measure on U, and θ(f)=η(f∘h)\theta(f) = \eta(f \circ h) for all f∈C(V)f \in \mathscr{C}(V), so that θ=h(η)\theta = h(\eta). Finally, θ(1)=∥θ∥=∥η∥\theta(1) = \| \theta \| = \| \eta \|, and θ(1)=η(1)\theta(1) = \eta(1), so that η\eta is positive (Ch. V, §5, No. 5, Prop. 9).

Let us now prove the sufficiency of the condition stated in a). The condition implies the existence of a sequence (Kn)n≥1(K_n)_{n \geq 1} of compact subsets of T, such that the restriction of π\pi to each KnK_n is continuous, and such that, for every nn, ν∙(X−π(Kn))<1/n\nu^\bullet(X - \pi(K_n)) < 1/n. The sequence (Kn)(K_n) can be assumed to be increasing. Set Ln=π(Kn)L_n = \pi(K_n) and denote by νn′\nu'_n the measure φLn−Ln−1⋅νLn\varphi_{L_n - L_{n-1}} \cdot \nu_{L_n} on LnL_n, with the convention L0=∅L_0 = \varnothing.

The restriction πKn\pi_{K_n} being continuous, there exists a measure μn′\mu'_n on KnK_n such that πKn(μn′)=νn′\pi_{K_n}(\mu'_n) = \nu'_n (Lemma 1). Let μn\mu_n be the image of μn′\mu'_n under the canonical injection of KnK_n into T, and let g be an element of F+(X)\mathscr{F}_+(X). Using successively the fact that ν\nu is concentrated on ⋃Ln\bigcup L_n, Prop. 4 of §1, No. 5; Prop. 2 of §1, No. 2; Prop. 4 of No. 3, and finally Prop. 7 of No. 3, we have

ν∙(g)=∑nν∙(φLn−Ln−1g)=∑nνn′∙(gLn)=∑nμn′∙(gLn∘πKn) \nu^\bullet(g) = \sum_n \nu^\bullet(\varphi_{L_n - L_{n-1}} g) = \sum_n \nu'_n \bullet (g_{L_n}) = \sum_n \mu'_n \bullet (g_{L_n} \circ \pi_{K_n})
=∑nμn′∙((g∘π)Kn)=∑nμn∙(g∘π). = \sum_n \mu'_n \bullet ((g \circ \pi)_{K_n}) = \sum_n \mu_n^\bullet (g \circ \pi).

Taking g=1g = 1 in this formula, one sees that the family (μn)(\mu_n) is summable and that its sum is a bounded measure μ\mu (§1, No. 7, Prop. 7). By Prop. 5 of No. 3, the mapping π\pi is μn\mu_n-measurable for all nn, because πKn\pi_{K_n} is continuous, hence μn′\mu'_n-measurable; it follows that π\pi is μ\mu-measurable (§1, No. 7, Prop. 8), hence μ\mu-proper since μ\mu is bounded. The above relations then prove that the measures π(μ)\pi(\mu) and ν\nu have the same essential upper integral, hence are equal (§1, No. 2, Cor. of Prop. 2).

Finally, let us assume that π\pi is injective, and let us prove b). Let f be an element of F+(T)\mathscr{F}_+(T); since π\pi is injective, there exists a function g∈F+(X)g \in \mathscr{F}_+(X) such that f=g∘πf = g \circ \pi and, setting ν=π(μ)=π(μ′)\nu = \pi(\mu) = \pi(\mu'), by Prop. 4 of No. 3 we have

μ∙(f)=μ∙(g∘π)=ν∙(g)=μ′∙(g∘π)=μ′∙(f). \mu^\bullet(f) = \mu^\bullet(g \circ \pi) = \nu^\bullet(g) = {\mu'}^\bullet(g \circ \pi) = {\mu'}^\bullet(f).

The two measures μ\mu and μ′\mu' thus have the same essential upper integral, which implies their equality (§ 1, No. 2, Cor. of Prop. 2).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

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