Bourbaki

Exercise 17, § 3

Integration, IX, p. 112

Let TT be a topological space. a) Let mm be a countably additive mapping of B(T)\mathscr{B}(T) into R+\mathbf{R}_+. Assume that there exists a sequence (Tn)n∈N(T_n)_{n \in \mathbf{N}} of Borel subsets of TT such that T=⋃n∈NTnT = \bigcup_{n \in \mathbf{N}} T_n, m(T0)=0m(T_0) = 0 and the subspace TnT_n of TT is Radon for every n≥1n \geq 1. Show that there exists a bounded positive measure μ\mu on TT such that m(A)=μ∗(A)m(A) = \mu^*(A) for every Borel subset AA of TT (one can reduce to the case that the TnT_n are pairwise disjoint on applying the Cor. of Prop. 2 of No. 3). b) Extend the preceding result to the case that the sets TnT_n for n≥1n \geq 1 are no longer assumed Borel but merely universally measurable in TT (argue as in Prop. 2 of No. 3). c) Every topological space that is the union of a sequence of metrizable compact subspaces is Radon.

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