Bourbaki

Exercise 6, § 7

Integration, V, p. 113

Let T be a locally compact space, X a locally compact subspace of T, and jj the canonical injection of X into T. Let λ\lambda be a positive measure on X such that, for every compact set K⊂TK \subset T, K∩XK \cap X is essentially λ\lambda-integrable. Show that the measure ν=j(λ)\nu = j(\lambda) is the smallest positive measure ρ\rho on T such that ρX=λ\rho_X = \lambda, and that its support is the closure in T of the support of λ\lambda.

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