Let I be a preordered set, let (Eα,fαβ) be an inverse system of sets relative to I, and let E=limEα. Let J be a cofinal subset of I such that J is right directed, and let E′ be the inverse limit of the inverse system of sets obtained from (Eα,fαβ) by restricting the index set to J. Then the canonical mapping g of E into E′ (no. 1, formula (3)) is bijective.
For each α∈J, let fα′ be the canonical mapping E′→Eα. Then, by (2) and (5), g is the unique mapping of E into E′ such that fα=fα′∘g for all α∈J (Proposition 1). We shall show that g is injective by using the criterion of Proposition 1. If x, y are distinct elements of E, then by definition there exists α∈I such that fα(x)=fα(y); since J is cofinal in I, there exists λ∈J such that α⩽λ; since fαλ(fλ(x))=fαλ(fλ(y)), we have fλ(x)=fλ(y). It remains to be shown that g is surjective. Let x′=(xλ′)λ∈J be an element of E′. For each α∈I there exists λ∈J such that α⩽λ, and the element fαλ(xλ′) does not depend on the index λ∈J such that α⩽λ; for if μ∈J is such that α⩽μ, there exists ν∈J such that λ⩽ν and μ⩽ν, hence fαλ(xλ′)=fαλ(fλν(xν′))=fαν(xν′), and similarly fαμ(xμ′)=fαν(xν′). Let xα be the common value of the fαλ(xλ′) for the λ∈J such that α⩽λ, and let x=(xα)α∈I. Then x∈E, because if α⩽β and if λ∈J is such that β⩽λ, we have
fαβ(xβ)=fαβ(fβλ(xλ′))=fαλ(xλ′)=xα.
Finally, we have xλ′=fλλ(xλ′) for all λ∈J, hence xλ=xλ′ for all λ∈J; in other words, f(xλ)=xλ′, so that g(x)=x′. Therefore g is surjective and the proof is complete.
In particular, if I has a greatest elementω, we may take J={ω}, so that limEα is canonically identified with Eω.
Remarks
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.