Corollary 1
Tag 09PD, permanent. Cite it as [Bourbaki, Tag 09PD].
Integration, IX, p. 35, § 2. Operations on measures
Let f be a positive numerical function defined on X=S×T; then
∬X∗f(s,t)dν(s,t)≥∫S∗dλ(s)∫T∗f(s,t)dμ(t).
For, let g be a lower semi-continuous function on X such that g≥f; by Prop. 11,
∬X∗g(s,t)dν(s,t)=∬∗g(s,t)dν(s,t)=∫∗dλ(s)∫∗g(s,t)dμ(t) =∫∗dλ(s)∫∗g(s,t)dμ(t)≥∫∗dλ(s)∫∗f(s,t)dμ(t). The inequality (10) is obtained by passing to the lower envelope over
g.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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