Version of 20.8.

92
University of Essex Mathematics Department Research Report 92-4.
Illinois J. Math. 39 (1995) 39-67.
The generalized McShane integral
D.H.Fremlin
University of Essex, Colchester, England
I develop an extension of the McShane integral and discuss its relationships with the Pettis,
Talagrand and Bochner integrals.
Introduction A large number of dierent methods of integration of Banach-space-valued functions have
been introduced, based on the various possible constructions of the Lebesgue integral. They commonly
run fairly closely together when the range space is separable (or has w

-separable dual) and diverge more

or less sharply for general range spaces. Here I describe a natural extension of the McShane integral to
functions from any of a wide class of topological measure spaces to a Banach space, and give both positive
and negative results concerning it and the other four integrals listed above.
1. The McShane integral I propose to use this name for a method of integrating vector-valued functions
which is adapted from the integration process described in [McS83]. As I wish to make rather a large step
(from real-valued functions dened on R
n
or R
N
to vector-valued functions dened on -nite outer regular
quasi-Radon measure spaces), I give a full list of the denitions and theorems in the elementary theory as I
develop it, even though most of the proofs will not involve any new ideas.
1A Denitions Let (S, T, , ) be a non-empty -nite quasi-Radon measure space which is outer
regular, that is, such that E = infG : E G T for every E . A generalized McShane
partition of S is a sequence (E
i
, t
i
))
iN
such that E
i
)
iN
is a disjoint family of measurable sets of nite
measure, (S

iN
E
i
) = 0 and t
i
S for each i. A gauge on S is a function : S T such that
s (s) for every s S. A generalized McShane partition (E
i
, t
i
))
iN
is subordinate to a gauge if
E
i
(t
i
) for every i N.
Now let X be a Banach space. I will say that a function : S X is McShane integrable, with
McShane integral w, if for every > 0 there is a gauge : S T such that
limsup
n
|w

in
E
i
.(t
i
)|
for every generalized McShane partition (E
i
, t
i
))
iN
of S subordinate to .
1B Remarks (a) For the elementary theory of quasi-Radon measure spaces see [Fr74], [Frn82] and [Fr84];
the same idea, expressed in a more general context, underlies the Radon spaces of type (H) of B.Rodriguez-
Salinas ([RSJG79], [RS91]). The principal examples of -nite outer regular quasi-Radon measure spaces
are
(i) all totally nite Radon and quasi-Radon measure spaces;
(ii) all Lindel of Radon measure spaces (e.g., Lebesgue measure on R
n
);
(iii) all subspaces of such spaces (1L below);
(iv) nite products of such spaces ([Frn82], 4C, or [Fr84], A7Ea);
(v) all products of probability spaces of these types ([Frn82], 4F, or [Fr84], A7Eb).
(b) The essential facts I shall need here are that a quasi-Radon measure is inner regular for the
closed sets (that is, E = supF : F E, F is closed for every measurable E) and -smooth (that is,
(

() = sup
GG
G for every non-empty upwards-directed family ( of open sets).
(c) In addition, we shall need to know that an outer regular quasi-Radon measure is locally nite (that
is, every point belongs to an open set of nite measure). Moreover, it has the following property, formally
stronger than what is declared by the usual denition of outer regular: if E is any measurable set, and
> 0, there is an open set G E such that (G E) . Another elementary fact about outer regular
measures is that if is an outer regular measure on S, and f : S [0, [ is an integrable function, then
for any > 0 there is a lower semi-continuous function h : S R such that f(t) < h(t) for every t S and

h +

f.
1
2
(d) I had better remark straight away that my version of the McShane integral is well-dened, in the
sense that any given function has at most one value of the integral. Of course this is just because there
are enough generalized McShane partitions: if S ,= and : S T is any gauge, there is a generalized
McShane partition subordinate to it. To see this, observe that
( = G : G T, G < , s S, G (s)
is an open cover of S, so that (because is -smooth) we have
H = sup(H

(
0
) : (
0
( is nite
for every open H S; now, because is -nite, there is a sequence G
i
)
iN
in ( such that (S

iN
G
i
) =
0. If we choose for each i a t
i
S such that G
i
(t
i
), and write E
i
= G
i

j<i
G
j
for i N, we shall
have a generalized McShane partition (E
i
, t
i
))
iN
subordinate to .
Now because the family of gauges on S is directed downwards (if
0
and
1
are gauges, so is s

0
(s)
1
(s)) this shows that for any particular there will be at most one w satisfying the denition
above.
(e) There is a technical fault in the denition of the McShane integral above. It ignores the case S = .
On the other hand, I certainly wish to count the empty set as a quasi-Radon measure space, and to accept
the empty function as McShane integrable, with integral zero. Of course this is a triviality, and in the proofs
below I shall systematically pass the case S = by, though I do wish it to be included in the statements of
the results.
(f ) It is in fact possible to dene a McShane integral on outer regular quasi-Radon measure spaces which
are not -nite. As however such a space must consist of a -nite part together with a family of closed
sets, of strictly positive measure, on each of which the topology is indiscrete (see [GP84], 13), the McShane
integral outside the -nite part corresponds just to unconditional summability of appropriate families in X;
and the extra technical complications (we have to use uncountable families (E
i
, t
i
))
iI
instead of sequences)
seem more trouble than theyre worth.
1C We are now ready for some elementary facts about the McShane integral. I give no proofs as the
arguments are of a type familiar from [McS83].
Proposition Let (S, T, , ) be a -nite outer regular quasi-Radon space and X a Banach space.
(a) If , : S X are McShane integrable functions with McShane integrals w, z respectively then
+ is McShane integrable, with integral w +z.
(b) Let Y be another Banach space and T : X Y a bounded linear operator. If : S X is McShane
integrable, with McShane integral w, then T : S Y is McShane integrable, with McShane integral Tw.
(c) If C X is a closed cone and : S C is a McShane integrable function, then its McShane integral
belongs to C.
Remark Of course the principal use of (b) is with Y = R, and the principal use of (c) is with X = R,
C = [0, [.
1D Readers familiar with [McS83] will already have observed that my denition of the McShane integral
is signicantly dierent from (and more complex than) the most natural generalisations of the work in
[McS83]; a much simpler expression is used in [FMp91] and [Frp91]. The extra elaboration of my denition
here is necessary to deal with the wider context in which I operate. However I must of course justify my
terminology by showing that in the limited contexts considered in [McS83] and [Go90] my formulations agree
with the simpler ones. The rst point is that for compact spaces S there is no need to take innite McShane
partitions. Let us say that a nite strict generalized McShane partition of S is a family (E
i
, t
i
))
in
such that E
0
, . . . , E
n
is a nite disjoint cover of S by measurable sets (I nd it convenient still to allow
E
i
= for some i) and t
i
S for each i n. Now we have the following:
1E Proposition Let (S, T, , ) be a compact Radon measure space and X a Banach space; let : S X
be a function. Then is McShane integrable, with McShane integral w, if and only if for every > 0 there
is a gauge : S T such that whenever (E
i
, t
i
))
in
is a nite strict generalized McShane partition of S
subordinate to then |w

in
E
i
(t
i
)| .
Remark I follow [Fr74] in taking a Radon measure space to be a Hausdor locally nite quasi-Radon
measure space in which the measure is inner regular for the compact sets.
3
proof Evidently any McShane integrable function : S X must satisfy the condition oered, as this
merely restricts the class of partitions considered (of course a nite McShane partition can be extended to
an innite one by adding empty E
i
.) For the reverse implication, suppose that , w satisfy the condition.
Let > 0 and let : S T be a gauge such that |w

in
E
i
(t
i
)| for every nite strict generalized
McShane partition (E
i
, t
i
))
in
subordinate to . Now let (E
i
, t
i
))
iN
be an innite generalized McShane
partition subordinate to . Because S is compact, we can nd a nite cover of it by sets of the form
(t); accordingly, adding nitely many negligible sets E
i
to the beginning of the sequence if necessary, we
may take it that S =

iI
E
i
. For each i N choose an open set G
i
such that E
i
G
i
(t
i
) and
(G
i
E
i
)|(t
i
)| 2
i
.
There is a nite k N such that S =

ik
G
i
. Now if n k, we have S =

in
G
i
, so there is a disjoint
family E

i
)
in
of measurable sets such that E
i
E

i
G
i
for every i n and S =

in
E

i
. But in this
case (E

i
, t
i
))
in
is a nite strict generalized McShane partition of S subordinate to , so we must have
|w

in
E

i
.(t
i
)| .
On the other hand, we also have
|

in
E

i
(t
i
)

in
E
i
(t
i
)|

in
(E

i
E
i
)|(t
i
)|

in
2
i
2.
So
|w

in
E
i
(t
i
)| 3
for all n k; as is arbitrary, is McShane integrable with integral w.
1F The denitions of [McS83] do not as a rule refer to partitions into arbitrary measurable sets; instead
they use various types of interval for the E
i
e.g., half-open intervals in R. I can give a general criterion
for the applicability of such methods, as follows.
Proposition Let (S, T, , ) be a compact Radon measure space and X a Banach space. Let / be
a subalgebra of such that whenever F G S, F is closed and G is open there is an A / such
that F A G; let ( / be such that every member of / is a nite disjoint union of members of (.
Then a function : S X is McShane integrable, with McShane integral w, i for every > 0 there is a
gauge : S T such that |w

in
C
i
(t
i
)| for every nite strict generalized McShane partition
(C
i
, t
i
))
in
of S, subordinate to , such that C
i
( for every i n.
proof (a) Of course a McShane integrable function (as I have dened it) must satisfy the condition.
(b) For the converse, I use the following facts.
(i) If E and E G T and > 0 there is an A / such that A G and (EA) . For take
any closed set F E, open set H E such that (H F) , and take A such that F A G H.
(ii) Suppose that : S T is a gauge and that (E
i
, t
i
))
in
is a strict nite generalized McShane
partition of S subordinate to . Then for any > 0 there are A
0
, . . . , A
n
/ such that (A
i
, t
i
))
in
is
a strict nite generalized McShane partition of S, subordinate to , and

in
(A
i
E
i
)|(t
i
)| < . To
see this, take > 0 so small that 2(n + 1)
2

in
|(t
i
)| . Now for each i n take A

i
/ such
that A

i
(t
i
) and (E
i
A

i
) . Set A = S

in
A

i
/. Because S is compact and Hausdor and
S =

in
(t
i
), the set G : G T, i n, G (t
i
) is an open cover of S and has a nite subcover,
and there are closed sets F
0
, . . . , F
n
such that F
i
(t
i
) for each i and

in
F
i
= S; consequently there
are A

0
, . . . , A

n
/ such that A

i
(t
i
) for each i and

in
A

i
= S (take A

i
such that F
i
A

i
G
i
for
each i). Now set
A
i
= (A

i
(A A

i
))

j<i
A
j
for each i n. Evidently A
0
, . . . , A
n
are disjoint, belong to / and cover S, and A
i
(t
i
) for each i. Also
(E
i
A
i
) (E
i
A

i
) +A+

j<i
(E
i
A

j
) + (n + 1) +i (2n + 2)
for each i. So

in
(E
i
A
i
)|(t
i
)| 2(n + 1)
2

in
|(t
i
)| ,
as required.
(c) Now suppose that satises the condition. Let > 0 and let : S T be a gauge such that
|w

in
C
i
(t
i
)| whenever (C
i
, t
i
))
in
is a strict nite generalized McShane cover of S by members
of ( subordinate to . Let (E
i
, t
i
))
in
be any strict nite generalized McShane cover of S subordinate
to . By (b), there are disjoint A
0
, . . . , A
n
/ such that

in
A
i
= S, A
i
(t
i
) for each i and
4

in
(E
i
A
i
)|(t
i
)| . By the hypothesis on (, we can express each non-empty A
i
as a disjoint union
C
i0
. . . C
i,k(i)
of members of (. Now write t
ij
= t
i
for each j k(i); we see that (C
ij
, t
ij
))
in,jk(i)
is
a strict nite generalized McShane cover of S subordinate to , so
|w

in
E
i
(t
i
)| |w

in
A
i
(t
i
)| +

in
[E
i
A
i
[|(t
i
)|
|w

in,jk(i)
C
ij
(t
i
)| +
2.
As is arbitrary, the criterion of 1E shows that is McShane integrable.
1G Examples Examples relevant to the work of [McS83] are (i) S = [a, b], ( = [c, d[: a c < d
b b (ii) S =

in
[a
i
, b
i
], ( =

in
C
i
: C
i
(
i
i n where (
i
consists of intervals, as in (i).
For innite products, if each S
i
(in a countable or uncountable product) is a compact Radon probability
space with an associated family (
i
, then the corresponding cylinder sets in S =

i
S
i
, of the form

i
C
i
where each C
i
belongs to (
i
S
i
and i : C
i
,= S
i
is nite, do the same for S.
Of course [McS83] uses gauge functions of the form : S ]0, [ rather than of the form : S T;
but the translation from one to the other, in a metric space (S, ), is trivial, if we match (s) to the open
set (s) = t : (t, s) < (s).
In [Go90], [FMp91] and [Frp91] partitions into non-overlapping closed intervals are used systematically;
but of course these could be read throughout as half-open intervals without it making any dierence.
1H The next step is to show that my version of the McShane integral agrees with the ordinary integral
in the case X = R. For the case S = [0, 1], this is already covered by 1F and the results of [Go90]; for other
S we still have some work to do. In fact I show a more general result in one direction: for any Banach
space X, if : S X is Bochner integrable, with Bochner integral w, then it is McShane integrable, with
McShane integral w. (For the denition and elementary properties of the Bochner integral, see [DS58]).
We need two fairly straightforward lemmas.
1I Lemma Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach space.
Let E X be a set of nite measure and x X; let : S X be the function which takes the value x on
E, 0 elsewhere. Then is McShane integrable, with integral w = E.x.
proof Let > 0. Let F be a closed set and G an open set such that F E G and (G F) .
Set (s) = G if s F, G F if s G F, S F if s S G. Then an easy calculation shows
that lim
n
|w

in
E
i
(t
i
)| |x| whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S
subordinate to .
1J Lemma Let (S, T, , ) be an outer regular quasi-Radon measure space and X a Banach space.
Let : S X be a function and suppose that h : S R is a lower semi-continuous function such that
|(s)| < h(s) for every s S. Then there is a gauge : S T such that

iN
E
i
|(t
i
)|

h for every
n whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to .
proof Set (s) = t : h(t) > |(s)| for each s; this works.
1K Theorem Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. Let : S X be a Bochner integrable function with Bochner integral w. Then is McShane
integrable with McShane integral w.
proof Let > 0. Then there is a simple function : S X, of the form
(s) = x
i
when s F
i
, 0 if s /

in
F
i
,
where F
0
, . . . , F
n
are disjoint sets of nite measure and each x
i
X, such that

|(s) (s)|(ds) .
Set w
0
=

in
F
i
x
i
; then |ww
0
| . As remarked in 1Bc above, there must be a lower semi-continuous
function h : S R such that |(s) (s)| < h(s) for each s S and

h 2. Now Lemma 1I tells us

that is McShane integrable, with McShane integral w
0
; let
0
be a gauge such that
limsup
n
|w
0

in
E
i
(t
i
)|
5
whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to
0
. Also Lemma 1J tells us
that there is a gauge
1
on S such that

iN
E
i
|(t
i
) (t
i
)| 2
whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to
1
.
If we now take (s) =
0
(s)
1
(s) for each s S, we see that is a gauge on S and that
limsup
n
|w

in
E
i
(t
i
)| 4
for every generalized McShane partition (E
i
, t
i
))
iN
of S subordinate to . As is arbitrary, is McShane
integrable with McShane integral w.
1L My next objective is to prove a result in the opposite direction: if : S R is McShane integrable,
it is integrable in the usual sense. This will lead directly to a more general result: if : S X is McShane
integrable, it is Pettis integrable. My route to this takes us past some further useful facts.
Recall that if (S, T, , ) is any quasi-Radon space, and A S is any set (not necessarily measurable),
then (A, T
A
,
A
,
A
) is a quasi-Radon measure space, where T
A
is the induced topology on A,
A
= EA :
E , and
A
(B) = minE : B = A E for B
A
. (See [Frn82], 5B and [Fr84], A7D.) It is easy to
see that if (S, T, , ) is -nite or outer regular, so is (A, T
A
,
A
,
A
). Accordingly, if X is a Banach space
and : S X is a function, we may discuss the McShane integrability of A : A X. Now we have the
following results. The rst is an elementary lemma.
1M Lemma Let (S, T, , ) be a non-empty -nite outer regular quasi-Radon measure space and X a
Banach space. Suppose that : S X has the property that for every > 0 there is a gauge : S T
such that
limsup
n
|

in
E
i
(t
i
)

in
F
i
(u
i
)|
whenever (E
i
, t
i
))
iN
and (F
i
, u
i
))
iN
are generalized McShane partitions of X subordinate to . Then
is McShane integrable.
proof Take , as above. The point is that if (F
i
, u
i
))
iN
is a generalized McShane partition of S
subordinate to , and : N N is any bijection, than (F
(i)
, u
(i)
))
iN
is also a generalized McShane
partition of S subordinate to , so that
limsup
n
|

in
F
i
(u
i
)

in
F
(i)
(u
(i)
)| .
It follows at once that there is some k N such that
sup
nk
|w

in
F
i
(u
i
)| 2,
where w =

ik
F
i
(t
i
). Now
limsup
n
|w

in
E
i
(t
i
)| 3
whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to .
If for each > 0 we use the method above to nd a gauge

and a vector w

, we see that |w

|
3( +) for all , > 0; so that w = lim
0
w

is dened in X (this is one of the few points where we need

X to be complete), and of course w will be the McShane integral of .
1N Theorem Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. If : S X is McShane integrable, then A is McShane integrable for every A S.
proof Let w be the McShane integral of , and > 0. Let : S T be a gauge such that limsup
n
|w

in
E
i
(t
i
)| whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to .
Let
A
(s) = A(s) for s A; then
A
is a gauge on A. Let (E
i
, t
i
))
iN
and (F
i
, u
i
))
iN
be generalized
McShane partitions of A subordinate to
A
. For each i N choose

E
i
,

F
i
such that E
i
=

E
i
A,

A
E
i
=

E
i
, F
i
=

F
i
A and
A
F
i
=

F
i
. Set
H =

iN
(

E
i
(t
i
))

iN
(

F
i
(u
i
)).
For i N set
E

i
= H

E
i
(t
i
)

j<i
E

j
,
F

i
= H

F
i
(u
i
)

j<i
F

j
.
Then

iN
E

i
=

iN
F

i
= H.
Fix any generalized McShane partition (H
i
, v
i
))
iN
of S subordinate to . Dene H

i
, v

i
, H

i
, v

i
by
writing
H

2i
= E

i
, v

2i
= t
i
, H

2i+1
= H
i
H, v

2i+1
= v
i
,
H

2i
= F

i
, v

2i
= u
i
, H

2i+1
= H
i
H, v

2i+1
= v
i
6
for each i N. Then (H

i
, v

i
))
iN
and (H

i
, v

i
))
iN
are both generalized McShane partitions of S subordi-
nate to . So
limsup
n
|

in
H

i
(v

i
)

in
H

i
(v

i
)| 2.
But on translating this through the denitions above, we see that
limsup
n
|

in

A
E
i
(t
i
)

in

A
F
i
(u
i
)| 2.
So the criterion of Lemma 1M is satised, and A is McShane integrable.
Remark I give this as a theorem about arbitrary subspaces, because of course this is one of the most
important constructions of quasi-Radon measure spaces (see [Frn82], 6G). However the applications below
will be to measurable A, in which case the argument can be slightly simplied.
See also 2B below.
1O Theorem Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and h : S R a
function. Then h is McShane integrable i it is integrable in the ordinary sense, and the two integrals are
equal.
proof If h is integrable in the ordinary sense, it is Bochner integrable, and therefore McShane integrable, by
1K. If h is McShane integrable, it is measurable; this is a special case of 3Ea below, so I omit the argument
here; the argument of 3Ea can be substantially simplied for this case. If we set E = s : h(s) 0,
then by Theorem 1N we have a McShane integral (McS)

E
h. Now if g : E [0, [ is any function which
is integrable in the ordinary sense, and dominated by h, we must have

E
g = (McS)

E
g (McS)

E
h;
because h is measurable, it follows that

E
h is dened. Similarly,

S\E
h is dened, so that h is integrable.
2. Convergence theorems
Since Lebesgues time, the search for convergence theorems has been central to the study of integration
theories. Here I show that the integral I have dened performs well in this direction. I begin with a result
of a technical type (Proposition 2B), showing that we can form integrals of the type

E
without problems.
2A Lemma Let (S, T, , ) be a -nite outer regular quasi-Radon measure space, X a Banach space
and : S X a McShane integrable function. Let T be an upwards-directed family of measurable subsets
of S such that E = sup(E F) : F T for every E . Then for every > 0 there are an F T
and a gauge : S T such that |

in
(E
i
)(t
i
)| whenever E
0
, . . . , E
n
are measurable sets of nite
measure disjoint from each other and from F, and t
i
S is such that E
i
(t
i
) for each i n.
proof Let w be the McShane integral of , and let be a gauge on S such that
limsup
n
|w

in
E
i
(t
i
)|

3
for every generalized McShane partition (E
i
, t
i
))
iN
of S subordinate to .
Suppose, if possible, that there is no F T witnessing the truth of the lemma. Then we may choose
F
k
, (E
ki
, t
ki
))
in(k)
inductively, as follows. Take F
0
to be any member of T. Given F
k
T, choose
(E
ki
, t
ki
))
in(k)
such that the E
ki
are measurable sets disjoint from each other and from F
k
and included
in (t
ki
), and |

in(k)
E
ki
(t
ki
)| > . Now take F
k+1
T such that F
k+1
F
k
and |

in(k)
(E
ki

F
k+1
)(t
ki
)| . Continue. At the end of the induction write E =

kN

in(k)
E
ki
F
k+1
.
Let (E
i
, t
i
))
iN
be any generalized McShane partition of S subordinate to . Set m(k) =

j<k
(n(j)+2)
for each k, and dene (H
i
, u
i
))
iN
as follows. For k N, i n(k) set
H
m(k)+i
= E
ki
F
k+1
, u
m(k)+i
= t
ki
;
now take H
m(k)+n(k)+1
= E
k
E, u
m(k)+n(k)+1
= t
k
for each k.
Evidently (H
i
, u
i
))
iN
is a generalized McShane partition of S subordinate to . So there must be some
N N such that |w

ir
H
i
(u
i
)| <

2
for every r N. On the other hand,
|

m(k)im(k)+n(k)
H
i
(u
i
)| = |

in(k)
(E
ki
F
k+1
)(t
ki
)|
for every k; which is impossible if k N.
This contradiction proves the lemma.
2B Proposition Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. Let E and let : S X be a function which is zero on S E. Then is McShane integrable i
E is McShane integrable, and in this case the integrals are equal.
proof The case E = is trivial and as usual I will ignore it. We have already seen in Theorem 1N that if
is McShane integrable then E is McShane integrable. Now suppose that E is McShane integrable with
7
integral w. Let > 0, and let
0
: E T
E
be a gauge such that limsup
n
|w

in
E
i
(t
i
)|
whenever (E
i
, t
i
))
iN
is a generalized McShane partition of E subordinate to
0
. Let T be the family of
subsets of E which are closed in S; then (because is inner regular for the closed sets) we have
E
H =
sup
FF

E
(H F) for every H
E
, so by Lemma 2A we can nd an F T and a gauge
1
on E such
that |

in
E
i
(t
i
)| whenever t
0
, . . . , t
n
E, E
0
, . . . , E
n
are measurable subsets of E disjoint from
each other and from F, and E
i

1
(t
i
) for every i.
For each n N choose an open set G
n
E such that (G
n
E) 2
n
/(n + 1). Now let : S T be
a gauge such that
(i) if s E then (s) E
0
(s)
1
(s);
(ii) if s E and n |(s)| < n + 1 then (s) G
n
;
(iii) if s S E then (s) S F.
Let (E
i
, t
i
))
iN
be a generalized McShane partition of S subordinate to . Write I = i : t
i
E,
H =

iI
E
i
; observe that F H. Let (F
i
, u
i
))
iN
be any generalized McShane partition of E subordinate
to
0
. Fix some u E. Dene (F

i
, u

i
))
iN
by setting
F

2i
= E
i
E, u

2i
= t
i
if i I;
F

2i
= , t

2i
= u if i N I;
F

2i+1
= F
i
H, u

2i+1
= u
i
for all i N.
Then (F

i
, u

i
))
iN
is a generalized McShane partition of E subordinate to
0
, so
limsup
n
|w

in
F

i
(u

i
)| .
On the other hand, if n N,
|

i<n
E
i
(t
i
)

i<2n
F

i
(u

i
)| = |

i<n,iI
(E
i
E)(t
i
) +

i<n
(F
i
H)(u
i
)|

kN

k(ti)<k+1
(k + 1)(E
i
E) +

kN
(k + 1)(G
k
E) +

kN
2
k
+ 3
because E
i
G
k
if i I and k |(t
i
)| < k + 1, while F
i
H)
i<n
is a disjoint family of subsets of E F
with F
i
H
1
(u
i
) for each i. So
limsup
n
|w

in
E
i
(t
i
)| 4.
As is arbitrary, w is the McShane integral of .
2C For the principal theorem of this section, we need to recall some well-known facts concerning vector
measures. Suppose that is a -algebra of sets and X a Banach space.
(i) Let us say that a function : X is weakly countably additive if f((

iN
E
i
)) =

iN
f(E
i
)
for every disjoint sequence E
i
)
iN
in and every f X

. The rst fact is that in this case is countably

additive, that is,

iN
E
i
is unconditionally summable to (

iN
E
i
) for the norm topology whenever
E
i
)
iN
is a disjoint sequence of measurable sets with union E ([Ta84], 2-6-1; [DU77], p. 22, Corollary 4).
(ii) If now is a measure with domain such that E = 0 whenever E = 0, then for every > 0 there
is a > 0 such that |E| whenever E .
(iii) Thirdly, suppose that
n
)
nN
is a sequence of countably additive functions from to X such that
E = lim
n

n
E exists in X, for the weak topology of X, for every E ; then is countably additive.
(Use Nikod yms theorem ([Di84], p. 90) to see that is weakly countably additive.)
If (S, T, , ) is a -nite outer regular quasi-Radon measure space and : S X is a McShane integrable
function, then by Theorem 1N we have an indenite integral : X given by E =

E; now Theorem
1O shows us that is weakly countably additive, and accordingly countably additive.
2D Lemma Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. If : S X is McShane integrable with McShane integral w, then
|w|

|(t)|(dt).
8
proof Take any f in the unit ball of X

. By 1C, f(w) is the McShane integral of f : S R, and by

Theorem 1O this is the ordinary integral of f. So we have
[f(w)[ = [

f[

[f[

||.
As f is arbitrary, |w|

||.
2E Lemma Let (S, T, , ) be a -nite outer regular quasi-Radon measure space, X a Banach space
and : S X a McShane integrable function. Then for any > 0 there is a gauge : S T such that
limsup
n
|

in
E
i
(t
i
)

E
|
whenever E
0
, . . . are disjoint sets of nite measure with union E and t
0
, . . . S are such that E
i
(t
i
)
for each i.
proof Recall that by Theorem 1N we can speak of

E
=

E, and by Proposition 2B we can identify

this with the integral of
E
, so that

E
+

S\E
for every E . Let : S T be a gauge such
that limsup
n
|

in
E
i
(t
i
)|
1
2
whenever (E
i
, t
i
))
iN
is a generalized McShane partition of
S subordinate to . Now let E
0
, . . . be disjoint sets of nite measure with union E, and t
0
, . . . S such
that E
i
(t
i
) for each i. Let (F
i
, u
i
))
iN
be a generalized McShane partition of S E, subordinate to ,
such that limsup
n
|

S\E

in
F
i
(u
i
)|
1
2
. (Readers will have no diculty in dealing separately
with the case E = S.)
If we set
E

2i
= E
i
, t

2i
= t
i
, E

2i+1
= F
i
, t

2i+1
= u
i
for i N, then (E

i
, t

i
))
iN
is a generalized McShane partition of S subordinate to . So
limsup
n
|

i<n
E
i
(t
i
)|
limsup
n
(|

i<2n
E

i
(t

i
)| +|

S\E

i<n
F
i
(u
i
)|)
,
as required.
2F Theorem Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. Let
n
)
nN
be a sequence of McShane integrable functions from S to X, and suppose that (t) =
lim
n

n
(t) exists in X for every t S. If moreover the limit
E = lim
n

E

n
exists in X, for the weak topology, for every E , is McShane integrable and

= S.
proof Fix > 0.
(a) For t S, n N set q
n
(t) = sup
jin
|
j
(t)
i
(t)|. Let h : S R be a strictly positive function
such that

h . For each t, write r(t) = minn : q

n
(t) h(t), |(t)| n; set A
k
= t : r(t) = k for
each k. For each k N, let W
k
A
k
be a measurable set with

(W
k
A
k
) = 0; set V
k
= W
k

j<k
W
j
for
each k, so that V
k
)
kN
is a disjoint cover of S by measurable sets, and A
k

jk
V
j
and

(V
k
A
k
) = 0
for each k. For each k, write V

k
=

jk
V
j
=

jk
W
j
; take
k
> 0 such that |E| 2
k
whenever
E
k
(see (ii) of 2C above); let G
k
V

k
be an open set such that (G
k
V

k
) min(
k
, 2
k
).
(b) If k N and E V

k
is measurable, then |E

E

k
|

E
h. To see this, it is enough to consider
the case E V
j
where j k. In this case, observe that
|E

E

k
| limsup
n
|

E

n

E

k
| sup
nk

E
|
n
(t)
k
(t)|(dt)
by Lemma 2D. Now

(E A
j
) = 0 and for t A
j
we have |
n
(t)
k
(t)| q
j
(t) h(t) for every n k,
so

E
|
n
(t)
k
(t)|(dt)

E
h
for every n k, giving the result.
(c) Let

: S T be a gauge such that limsup

n
[

in
E
i
.h(t
i
)[ whenever (E
i
, t
i
))
iN
is a generalized McShane partition of S subordinate to

; then

iN
E
i
.h(t
i
) 2 for any such partition.
For each k N let
k
: S T be a gauge such that
9
|

E

k

in
E
i

k
(t
i
)| 2
k

whenever E
0
, . . . , E
n
are disjoint measurable sets with union E and t
0
, . . . , t
n
S are such that E
i

k
(t
i
)
for each i; such a gauge exists by Lemma 2E. Dene : S T by setting (t) =
k
(t)

(t) G
k
for
t A
k
.
(d) Let (E
i
, t
i
))
iN
be a generalized McShane partition of S subordinate to . I seek to estimate Sx
n
,
where x
n
=

in
E
i
(t
i
). Fix n for the moment.
Set I
k
= i : i n, t
i
A
k
for each k; of course all but nitely many of the I
k
are empty. For i I
k
, set
E

i
= E
i
V

k
. We have E
i
(t
i
) G
k
, so

iI
k
(E
i
E

i
) 2
k
, and

iI
k
(E
i
E

i
)|(t
i
)| 2
k
k,
because |(t)| k for t A
k
. Consequently, if we write
y
0
=

in
E

i
(t
i
),
we shall have |x
n
y
0
|

kN
2
k
k = 2.
For each i n, let k(i) be such that t
i
A
k(i)
. Then we have |(t
i
)
k(i)
(t
i
)| h(t
i
) for each i. So

in
E

i
|(t
i
)
k(i)
(t
i
)|

iN
E
i
h(t
i
) 2,
because (E
i
, t
i
))
iN
is subordinate to

. Accordingly, writing
y
1
=

in
E

k(i)
(t
i
),
we have |x
n
y
1
| 4.
Set H
k
=

i
: i I
k
for each k. Because E

i

k
(t
i
) for each i I
k
, we have
|

iI
k
E

k
(t
i
)

H
k

k
| 2
k
.
Consequently, writing
y
2
=

kN

H
k

k
,
we have |x
n
y
2
| 6.
Next, for any k, H
k
V

k
, so we have
|H
k

H
k

k
|

H
k
h,
by (b) above. So writing y
3
=

kN
H
k
we have |y
2
y
3
|

h and |x
n
y
3
| 7.
If we set H

k
=

E
i
: i I
k
, then (H

k
H
k
)
k
, so that |H

k
H
k
| 2
k
, for each k.
Accordingly |x
n
y
4
| 9, where
y
4
=

kN
H

k
= (

kN
H

k
) = (

in
E
i
).
Thus
|(

in
E
i
)

in
E
i
(t
i
)| 9.
Because is countably additive,
limsup
n
|S

in
E
i
(t
i
)| 9.
This shows that is McShane integrable, with integral S.
Remark This generalizes Theorem 2I of [FMp91].
2G Corollary Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space.
(a) Let
n
)
nN
be a sequence of McShane integrable functions fromS to X such that (t) = lim
n

n
(t)
exists in X for every t S. If
C = f
n
: f X

, |f| 1, n N
is uniformly integrable, then is McShane integrable.
(b) Let : S X be a Pettis integrable function and E
i
)
iN
a cover of S by measurable sets. Suppose
that E
i
is McShane integrable for each i. Then is McShane integrable.
proof (a) The point is that
n
, satisfy the conditions of Theorem 2F. To see this, take E and > 0.
Because C is uniformly integrable, there are a set F of nite measure and a > 0 such that

H
[g[
whenever g C and (H F) ; consequently |

E\G

n
| for all n N whenever G and
(F G) . Now set
A
n
= t : |
i
(t)
j
(t)|F i, j n;
then A
n
)
nN
is an increasing sequence with union S, so there is an n such that

(F A
n
) F . Let
G be such that A
n
F G F and G =

(A
n
F). Then whenever i, j n we have
|

EG

EG

j
|

EG
|
i
(t)
j
(t)|(dt) Gsup
tAn
|
i
(t)
j
(t)| .
10
Also |

E\G

i
| and |

E\G

j
| are both less than or equal to , so |

E

i

E

j
| 3. This shows that

E

i
)
iN
is a Cauchy sequence and therefore convergent, for every E . Accordingly the conditions of
2F are satised and is McShane integrable.
(b) Apply 2F with
n
(t) = (t) for t

in
E
i
, 0 elsewhere.
3. Relations with other integrals
I come now to a discussion of the relationship between the McShane integral, as I have dened it, and
other integrals of vector-valued functions. I have already observed that any Bochner integrable function is
McShane integrable (1K). Complementing this we have Theorem 3B: every McShane integrable function is
Pettis integrable.
3A Denitions Let (S, , ) be a probability space and X a Banach space, with dual X

.
(a) A function : S X is Pettis integrable if for every E there is a w
E
X such that

E
f((x))(dx) exists and is equal to f(w
E
) for every f X

; in this case w
S
is the Pettis integral of ,
and the map E w
E
: X is the indenite Pettis integral of .
(b) A function : S X is Talagrand integrable, with Talagrand integral w, if w = lim
n
1
n

i<n
(s
i
)
for almost all sequences s
i
)
iN
S
N
, where S
N
is given its product probability. (See [Ta87], Theorem 8.)
3B Theorem Let (S, T, , ) be a -nite outer regular quasi-Radon measure space and X a Banach
space. If : S X is McShane integrable, with McShane integral w, then it is Pettis integrable, with
Pettis integral w.
proof For every E we have a McShane integral w
E
of E, by 1N. If g X

then gE : E R is
McShane integrable, with integral g(w
E
), by Proposition 1C. But we have seen in 1O that this means that

E
g exists and is g(w
E
). As g is arbitrary, is Pettis integrable, with indenite Pettis integral E w
E
;
and the Pettis integral of is w
S
= w.
Remark This generalises Theorem 2C of [FMp91].
3C I come now to a result connecting the McShane and Talagrand integrals. Recall that if (S, , ) is a
probability space, a set A of real-valued functions is stable (in Talagrands terminology) if for every E ,
with E > 0, and all real numbers < , there are m, n 1 such that
m+n
Z(A, E, m, n, , ) < (E)
m+n
,
where throughout the rest of paper I write Z(A, E, I, J, , ) for
(t, u) : t E
I
, u E
J
, f A, f(t(i)) i I, f(u(j)) j J,
and

m+n
is the ordinary product outer measure on S
m
S
n
. Now if X is a Banach space, a function
: S X is properly measurable if h : h X

, |h| 1 is stable. Talagrand proved ([Ta87],

Theorem 8) that is Talagrand integrable i it is properly measurable and the upper integral

|(t)|(dt)
is nite.
The next proposition requires a lemma about gauges in quasi-Radon spaces.
3D Lemma Let (S, T, , ) be a quasi-Radon probability space and : S T a gauge. Then
(a) x : x S
N
, (

iN
(x(i))) = 1 has outer measure 1 in S
N
;
(b) writing
n
for the quasi-Radon product measure on S
n
,
lim
n

i<n
(u(i)))
n
(du) = 1.
Remark The denition and properties of product quasi-Radon measures are sketched in [Fr84], A7E and
discussed in detail in [Frn82]. For the purposes of this paper it would be enough to prove the lemma with

n
the ordinary product measure of S
n
. The crucial fact is that both product measures satisfy Fubinis
theorem in the sense that if I, J are disjoint sets and
I
,
J
,
IJ
the measures of S
I
, etc., then for
any
IJ
-measurable set W S
IJ
we have almost every section W
u
= v : u

v W measurable, and

J
(W
u
)
I
(du) =
IJ
W.
proof (a) Suppose, if possible, otherwise.
(i) Set h(x) = (

iN
(x(i))) for each x S
N
. For any set I let
I
be the product quasi-Radon
measure on S
I
.
There is a closed set W S
N
such that
N
W > 0 and h(x) < 1 for every x W. Set
T =

nN
u : u S
n
,
N\n
v : v S
N\n
, u

v W > 0.
11
For u T set g(u) = (

i<dom(u)
(u(i))). Choose a sequence u
n
)
nN
in T as follows. u
0
is to be the
empty sequence. Given u
n
T, choose u
n+1
T such that u
n+1
properly extends u
n
and g(u
n+1
)
supg(u) : u
n
u T 2
n
. Now we see that if u
n
S
k(n)
for each n, k(n))
nN
is strictly increasing, so
x =

nN
u
n
S
N
; also, for each n N,
v : v S
N\k(n)
, (xk(n))

v W ,= ,
so x W because W is closed. Consequently h(x) < 1.
Let F S

iN
(x(i)) be a non-empty self-supporting closed set, so that (F G) > 0 for every
open set G meeting F. Then, in particular, (F (t)) > 0 for every t F, so there is a > 0 such that

D > 0, where
D = t : t F, (F (t)) .
(ii) Because g(u
n
))
nN
is a bounded non-decreasing sequence, there is an n N such that g(u
n+1
)
g(u
n
) + 2
n
< . We have

N\k(n)
v : u

n
v W > 0,
while

N\k(n)
v : i k(n), v(i) D = 1,
so there is some i k(n) such that

N\k(n)
v : u

n
v W, v(i) D > 0.
Set m = i + 1,
E = w : w S
m\k(n)
,
N\m
y : u

n
w

y W > 0;
then E is
m\k(n)
-measurable and

N\k(n)
v : u

n
v W, vmk(n) / E = 0.
Consequently there is a v S
N\k(n)
such that vmk(n) E and v(i) D. But now consider
u = u

n
(vmk(n)).
We see that u T and u
n
u, so
g(u) g(u
n+1
) + 2
n
.
On the other hand, u(i) D, so
g(u) g(u
n
) ((u(i))

j<k(n)
(u(j)))
((u(i)) F) .
Thus
g(u
n+1
) g(u) 2
n
g(u
n
) 2
n
+,
contrary to the choice of n.
This contradiction proves the rst part of the lemma.
(b) The second part follows. For each n N dene h
n
: S
N
[a, b] by setting
h
n
(x) = (

i<n
(x(i))) x S
N
.
Then lim
n
h
n
(x) = h(x) for every x, so
1 =

h(x)
N
(dx) = lim
n

h
n
(x)
N
(dx) = lim
n

i<n
(u(i))
n
(du),
as required.
3E Proposition Let X be a Banach space such that the unit ball B of X

is w

-separable. If (S, T, , )
is a quasi-Radon probability space and : S X is a McShane integrable function, then it is properly
measurable.
proof (a) Let w be the McShane integral of . Set A = h : h X

, |h| 1 R
S
; we have to show
that A is stable. Note that because the unit ball of X

is separable for the w

-topology on X

, and the map

h h : X

R
S
is continuous for the w

-topology on X

and the topology of pointwise convergence on

R
S
, A has a countable dense subset A
0
. Take E , with E > 0, and <

<

< in R. For m, n 1
set H
mn
= Z(A, E, m, n, , ), H

mn
= Z(A
0
, E, m, n,

); then H
mn
H

mn
and H

mn
is measurable for
the usual (completed) product measure on E
m
E
n
. We seek an m with
2m
H

mm
< (E)
2m
.
Set =
1
6
(

)E > 0. Let : S T be a gauge such that

limsup
JI is nite
|w

iJ
E
i
.(t
i
)|
whenever (E
i
, t
i
))
iI
is a generalized McShane partition of S subordinate to .
12
The set E, with its induced topology and measure, is a quasi-Radon measure space. So we may apply
Lemma 3D to E, with an appropriate normalization of its measure, to see that there is an m N such that

m
D > 0, where
D = t : t E
m
, (

i<m
E (t(i)))
3
4
E.
Suppose, if possible, that
2m
H

mm
= (E)
2m
. Then H

mm
must meet D
2
; take t, u D such that
(t, u) H

mm
. Set
H =

i<m
(t(i))

i<m
(u(i));
then H
1
2
E. Let t(i))
miN
be any sequence in S such that (

im
(t(i))) = 1 (see 3 above).
Choose disjoint covers E
i
)
i<m
, F
i
)
i<m
of H by measurable sets such that E
i
(t(i)) and F
i

(u(i)) for each i < m. Choose a disjoint cover E
i
)
im
of

im
(t(i)) H by measurable sets such that
E
i
(t(i)) for each i m. Set u(i) = t(i), F
i
= E
i
for i m. Then we see that (E
i
, t(i)))
iN
and
(F
i
, u(i)))
iN
are both generalized McShane partitions of S subordinate to the gauge . So we must have
limsup
n
|

in
(E
i
).(t(i))

in
(F
i
).(u(i))| 2,
by the choice of . But this says just that
|

i<m
E
i
.(t(i)) F
i
.(u(i))| 2.
Now (t, u) H

mm
, so is there is an f A such that f(t(i))

and f(u(i))

for every i < m. f is

of the form h for some h of norm at most 1, so
[

i<m
E
i
.f(t(i)) F
i
.f(u(i))[ 2.
However, f(t(i))

for each i and

i<m
E
i
= H, so

i<m
E
i
.f(t(i))

H;
similarly

i<m
F
i
.f(u(i))

H, and we get
2 (

)H (

)
1
2
E = 3,
which is absurd.
This shows that A is indeed stable, so that is properly measurable.
3F Corollary Let (S, T, , ) be a quasi-Radon probability space and X a Banach space such that the
unit ball of X

is w

-separable. If : S X is McShane integrable and

|(s)|(ds) < , then is

Talagrand integrable.
Remark These generalise Proposition 2L and Corollary 2M of [FMp91].
3G Corollary Let (S, T, , ) be a quasi-Radon probability space and X a Banach space. If : S X
is McShane integrable then its indenite Pettis integral has totally bounded range.
proof By 4-1-5 of [Ta84], it is enough to show that C = f : f X

, |f| 1 is totally bounded for

| |
1
. This will be so i every countable subset of C is totally bounded. But 3E shows that any countable
subset of C is stable, and therefore totally bounded by [Ta84], 9-5-2.
3H I conclude with some questions left open by the work above.
Problems (a) Suppose that (S, T, , ) is a quasi-Radon probability space, X is a Banach space, and
: S X a Pettis integrable function. Does it follow that the indenite integral of has totally bounded
range?
(b) Suppose that (S, , ) is a -nite measure space, X is a Banach space, and : S X is a function.
Suppose that T
1
and T
2
are two topologies on S making it an outer regular quasi-Radon measure space. If
is McShane integrable for T
1
, must it be McShane integrable for T
2
?
As a special case of this, take S = [0, 1] with its usual measure, T
1
the topology associated with a strong
lifting ([Frn82], 3G), and T
2
the usual topology.
If the unit ball of X

is w

-separable, then the answer is yes; see [Frn92].

(c) Suppose that (S, T, , ) is a quasi-Radon probability space, X a Banach space, and : S X a
measurable Pettis integrable function. Must be McShane integrable? (If there is no real-valued-measurable
cardinal, yes.)
References
[Di84] J.Diestel, Sequences and Series in Banach Spaces. Springer, 1984.
[DS58] N.Dunford & J.T.Schwartz, Linear Operators I. Interscience, 1958.
13
[DU77] J.Diestel & J.J.Uhl Jr., Vector Measures. Amer. Math. Soc., 1977.
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(1981) 387-405.
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[KV84] K.Kunen & J.E.Vaughan, Handbook of Set-Theoretic Topology. North-Holland, 1984.
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arbitrarios, Mem. Real Acad. Ciencias Madrid, Serie de Ciencias Exactas 10 (1979).
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