Bourbaki

Exercise 4, § 5

Integration, IX, p. 114

Let T be a completely regular space, t a point of T, and U\mathscr{U} a set of Borel subsets of T that generates the filter of neighborhoods of t. Let I be a set equipped with a filter F\mathfrak{F}, and let (μi)i∈I(\mu_i)_{i \in I} be a family of bounded positive measures of total mass 1 on T. In order that lim⁡i,Fμi=εt\lim_{i, \mathfrak{F}} \mu_i = \varepsilon_t, it is necessary and sufficient that lim⁡i,Fμi(U)=1\lim_{i, \mathfrak{F}} \mu_i(U) = 1 for every U∈UU \in \mathscr{U}.

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Transcribed from the printed volume. Not translated.