Bourbaki

Corollary 3

Tag 09P9, permanent. Cite it as [Bourbaki, Tag 09P9].

Integration, chapter IX, § 2. Operations on measures

— Suppose that λ\lambda (resp. μ\mu) is the sum of a summable family (λα)α∈A(\lambda_\alpha)_{\alpha \in A} (resp. (μβ)β∈B(\mu_\beta)_{\beta \in B}) of measures on SS (resp. TT). The family (λα⊗μβ)(α,β)∈A×B(\lambda_\alpha \otimes \mu_\beta)_{(\alpha, \beta) \in A \times B} is then summable, and its sum is λ⊗μ\lambda \otimes \mu.

For, let pp be the encumbrance ∑α,β(λα⊗μβ)∙\sum_{\alpha, \beta} (\lambda_\alpha \otimes \mu_\beta)^\bullet; if f∈F+(S)f \in \mathscr{F}_+(S) and g∈F+(T)g \in \mathscr{F}_+(T), then obviously p(f⊗g)=λ∙(f)μ∙(g)p(f \otimes g) = \lambda^\bullet(f)\mu^\bullet(g). The proof of Cor. 1 then shows that pp is locally bounded, so that the family (λα⊗μβ)(\lambda_\alpha \otimes \mu_\beta) is summable (§ 1, No. 7, Prop. 7). Its sum η\eta then satisfies η∙=p\eta^\bullet = p (§ 1, No. 7, Prop. 7), and Prop. 10 implies η=ν\eta = \nu.

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.