Bourbaki

Corollary 1

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

Integration, IX, p. 35, § 2. Operations on measures

Let ff be a positive numerical function defined on X=S×TX = S \times T; then

∬X∗f(s,t) dν(s,t)≥∫S∗dλ(s)∫T∗f(s,t) dμ(t). \iint_X^* f(s,t)\, d\nu(s,t) \geq \int_S^* d\lambda(s) \int_T^* f(s,t)\, d\mu(t).

For, let gg be a lower semi-continuous function on XX such that g≥fg \geq f; by Prop. 11,

∬X∗g(s,t) dν(s,t)=∬∗g(s,t) dν(s,t)=∫∗dλ(s)∫∗g(s,t) dμ(t) \iint_X^* g(s,t)\, d\nu(s,t) = \iint^* g(s,t)\, d\nu(s,t) = \int^* d\lambda(s) \int^* g(s,t)\, d\mu(t)
=∫∗dλ(s)∫∗g(s,t) dμ(t)≥∫∗dλ(s)∫∗f(s,t) dμ(t). = \int^* d\lambda(s) \int^* g(s,t)\, d\mu(t) \geq \int^* d\lambda(s) \int^* f(s,t)\, d\mu(t).
The inequality (10) is obtained by passing to the lower envelope over gg.

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

Cited by

Cites

Transcribed from the printed volume. Not translated.