Bourbaki

Corollary

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

Integration, chapter IX, § 5. Measures on completely regular spaces

— Let SS be a full submonoid of XX, such that the closure of S∩X0S \cap X_0 contains 1. Let LL be the subset of Cb(S;C)\mathscr{C}^b(S; \mathbf{C}) consisting of the restrictions to SS of the Laplace transforms of the measures λ∈M+b(M)\lambda \in \mathscr{M}_+^b(M).

a) The set LL is closed in the space Cb(S;C)\mathscr{C}^b(S; \mathbf{C}) equipped with the topology of pointwise convergence.

b) The mapping λ↦(Lλ)S\lambda \mapsto (\mathscr{L} \lambda)_S is a homeomorphism of M+b(M)\mathscr{M}_+^b(M) onto LL, if M+b(M)\mathscr{M}_+^b(M) is equipped with the tight topology and LL with the topology of pointwise convergence.

c) The topology of pointwise convergence and the topology of compact convergence coincide on LL.

The assertions a) and b) are immediate consequences of Th. 3; the assertion c) follows from b) and Prop. 14, since the topology of compact convergence is finer than that of pointwise convergence.

One must be on guard that L is not closed in the set of all bounded complex functions on S, equipped with the topology of pointwise convergence. Assume for example the notations of Example 2 below (M = \mathbf{R}_+, S identified with \mathbf{R}_+). The Laplace transforms of the measures εn\varepsilon_n (n∈Nn \in \mathbf{N}) are the functions t↦e−ntt \mapsto e^{-nt} on R+\mathbf{R}_+; as nn tends to +∞+\infty, these functions converge pointwise to the function equal to 1 for t=0t = 0 and to 0 for t≠0t \neq 0, which does not belong to L.

Example 1). — Take for M the set N of positive integers, equipped with the law of addition and with the discrete topology. Let D be the unit disc of \mathbf{C} (the set of complex numbers of absolute value ≤1\leq 1) equipped with the topology induced by \mathbf{C} and with the law induced by multiplication. For every z∈Dz \in D, let us denote by f(z)f(z) the character n↦znn \mapsto z^n of N. For every character χ\chi of N, denote by g(χ)g(\chi) the complex number χ(1)∈D\chi(1) \in D. One verifies immediately that ff and gg are mutually inverse homeomorphisms between D and X, which will permit us, from now on, to identify X and D. The set of characters tending to 0 at infinity may then be identified with the set D0D_0 of complex numbers of absolute value < 1. Finally, the interval ]0, 1] of \mathbf{R} is a full submonoid of D, and 1 is in the closure of ]0,1[∩D0=]0,1[]0, 1[ \cap D_0 = ]0, 1[.

Every measure μ\mu on N may be written in a unique way in the form μ=∑n∈Nun⋅εn\mu = \sum_{n \in \mathbf{N}} u_n \cdot \varepsilon^n, and μ\mu is bounded if and only if ∑n∣un∣<+∞\sum_n |u_n| < +\infty; one then has Lμ(z)=∑n∈Nunzn\mathscr{L}\mu(z) = \sum_{n \in \mathbf{N}} u_n z^n for z∈Dz \in D. This function is continuous on D; it is customary to call it the generating function of the summable sequence (un)n∈N(u_n)_{n \in \mathbf{N}}. Transcribed into this language, Th. 3 yields the following result (taking into account Prop. 9 of No. 3):

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.