Let X be a locally compact topological space and ν a positive measure on X. On every bounded subset of Cb(X), the topology induced by the weak topology σ(L∞(X),L1(X)) is coarser than the topology of compact convergence.
Let B be a bounded subset of Cb(X) and let M∈R+ be such that ∥φ∥∞⩽M for every φ∈B. Let ψ∈L1(X,ν) and ε>0. Fix a compact subset K of X such that
∫X−K∣ψ∣dν<ε
For all φ1 and φ2 in B, we then have
⟨φ1−φ2,ψ⟩=∫Xψ(φ1−φ2)dν
=∫Kψ(φ1−φ2)dν+∫X−Kψ(φ1−φ2)dν
whence
∣⟨φ1−φ2,ψ⟩∣⩽ supx∈K∣φ1(x)−φ2(x)∣∥ψ∥1+2Mε,
and the lemma follows.
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.
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