Bourbaki

Proposition 16

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

Integration, IX, p. 72, § 5. Measures on completely regular spaces

Let A be a set equipped with a filter F\mathscr{F}. For every α∈A\alpha \in A, let μα\mu_\alpha be a bounded positive measure on R+\mathbf{R}_+, and let Φα\Phi_\alpha be the function defined on R+\mathbf{R}_+ by Φα(p)=∫0+∞e−pxdμα(x)\Phi_\alpha(p) = \int_0^{+\infty} e^{-px} d\mu_\alpha(x). In order that the mapping α↦μα\alpha \mapsto \mu_\alpha converge tightly with respect to F\mathscr{F} to a bounded positive measure μ\mu, it is necessary and sufficient that Φα\Phi_\alpha converge pointwise on R+\mathbf{R}_+, with respect to F\mathscr{F}, to a function Φ\Phi continuous at the point 0. In this case, Φ(p)=∫0+∞e−pxdμ(x)\Phi(p) = \int_0^{+\infty} e^{-px} d\mu(x) for all p∈R+p \in \mathbf{R}_+.

There are analogous results for the additive monoids R+n\mathbf{R}_+^n (nn an integer >1> 1); we leave to the reader the transcription of Th. 3 in this case.

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

Cited by

Nothing.

Cites

Transcribed from the printed volume. Not translated.