Bourbaki marks this one as harder than the rest.
Let Y be a noncompact locally compact space that is countable at infinity and let (Yn) be an increasing sequence of compact subsets of Y forming a covering of Y and such that Yn⊂Y∘n+1 for all n, so that every compact subset of Y is contained in one of the Yn (GT, I, §9, No. 9, Cor. 1 of Prop. 15). Let βY be the Stone–Čech compactification of Y (GT, IX, §1, Exer. 7), so that the space C(βY;R) may be identified with the space of bounded continuous real-valued functions on Y, and Y is a dense open set in βY; for every function f∈C(βY;R), Supp(f) is thus the closure in βY of the set of y∈Y such that f(y)=0. Recall that if Z1,Z2 are two subsets of Y, closed in Y and disjoint, then their closures Z1,Z2 in βY are also disjoint (GT, IX, §4, Exer. 17).
Let ω be a point of βY−Y and let X=βY−{ω}. Show that, on the space K(X;R), the direct limit topology T defined in No. 1 is identical to the topology of uniform convergence. (If p is a semi-norm that is continuous for T, show, by means of a contradiction argument, that there exists a number c>0 such that p(f)≤c∥f∥ for every function f∈K(X;R). In the contrary case, there would exist a sequence (fn) of functions in K(X;R) such that ∥fn∥≤1, p(fn)≥n, Supp(fn)∩Yn=∅, and
Supp(fn)∩Supp(fk)=∅ for
k<n. Then let
Zi (i=0,1) be the union of the sets
Y∩Supp(f2n+i); show that one of the two sets
Z0,Z1 is relatively compact
in X (GT, X, §4, Exer. 7), and from this deduce a contradiction.) From this, deduce that the space
K(X;R) equipped with the topology
T is not quasi-complete.