Bourbaki

Remark

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

Integration, chapter IX, § 2. Operations on measures

— Let (Kα)α∈A(K_\alpha)_{\alpha \in A} be a crushing of SS for λ\lambda and let M=S−⋃α∈AKαM = S - \bigcup_{\alpha \in A} K_\alpha; define in an analogous way (Lβ)β∈B(L_\beta)_{\beta \in B} and NN for the measure μ\mu on TT. We denote by S′S' the locally compact space that is the sum of the subspaces KαK_\alpha of SS and the discrete space MM; the space T′T' is defined analogously, and we set X′=S′×T′X' = S' \times T'. The locally compact space X′X' is the sum of the family (Kα×Lβ)(α,β)∈A×B(K_\alpha \times L_\beta)_{(\alpha, \beta) \in A \times B} of compact subspaces of XX and the subspace P=(M×T)∪(S×N)P = (M \times T) \cup (S \times N) that is a locally ν\nu-negligible subset of XX (one observes that PP is in general not a discrete space). We saw in the Scholium of §1§ 1, No. 8 that there exists a measure λ′\lambda' on S′S' such that the measurable functions, the essential upper integral of positive functions, the essentially integrable functions and their integrals, are the same for λ\lambda and λ′\lambda'. We associate the measure μ′\mu' on T′T' with μ\mu, and the measure ν′\nu' on X′X' with ν\nu, in conformity with the cited Scholium; one sees immediately that ν′∙(f⊗g)=λ′∙(f)μ′∙(g){\nu'}^\bullet(f \otimes g) = {\lambda'}^\bullet(f) {\mu'}^\bullet(g) for f∈F+(S)f \in \mathscr{F}_+(S) and g∈F+(T)g \in \mathscr{F}_+(T); therefore ν′=λ′⊗μ′\nu' = \lambda' \otimes \mu' by Prop. 10 of No. 5. Since the topology of X′X' is finer than that of XX, every ν\nu-moderated function is ν′\nu'-moderated. This procedure permits extending without new proof the Lebesgue–Fubini theorem (Ch. V, §8§ 8, No. 4, Th. 1) to the present situation.

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

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Cites

Transcribed from the printed volume. Not translated.