Proposition (integral of a continuously varying family of distributions against an integrable function with compact essential support is distribution):
Let
be a topological space, together with a locally finite measure
, where
is a
-algebra on
that contains the Borel
-algebra on
. Suppose further that
has compact essential support, and that
, where for each
, we have
(resp.
),
is continuously varying, in the sense that for each
(resp. in
) the function
is continuous
Then also
(resp.
).
Proof: Define
, and let
(resp.
) be arbitrary. Let
and
. Since
is locally finite, pick a neighbourhood
of
such that
. Since
is continuous, by shrinking
if necessary, we may assume that for
we have
. Since
is compact, we may choose
so that
. Now for each arbitrary finite open cover
of
and
for
define the distribution
,
which is indeed a distribution of the required type (
or
. In the particular case of the cover that was constructed above, note that
.
Note further that tuples of the type
, where
and
is an open cover of
, form a directed under the relation
,
and by the above computation, the net of the
converges pointwise to
. We conclude since the pointwise limit of continuous linear functions from a barrelled LCTVS into a Hausdorff TVS is continuous and linear.