Bourbaki

Proposition 1

Tag 08KM, permanent. Cite it as [Bourbaki, Tag 08KM].

Integration, chapter II, § 2. Linear forms on a Riesz space

Let E be an ordered vector space, L a mapping of E into R\mathbf{R} such that L(x+y)=L(x)+L(y)L(x + y) = L(x) + L(y) and such that the relation x≥0x \geq 0 implies L(x)≥0L(x) \geq 0; then L(λx)=λL(x)L(\lambda x) = \lambda L(x) for every scalar λ\lambda and every x≥0x \geq 0.

Since L(−x)=−L(x)L(-x) = -L(x) (LL being a representation of the additive group E in R\mathbf{R}), we can restrict ourselves to the case that λ≥0\lambda \geq 0. For every integer n≥0n \geq 0, we have L(nx)=nL(x)L(nx) = nL(x), whence L((1/n)x)=(1/n)L(x)L((1/n)x) = (1/n)L(x) and consequently L(rx)=rL(x)L(rx) = rL(x) for every rational number r≥0r \geq 0. On the other hand, LL is increasing in E; if rr and r′r' are rational numbers such that r≤λ≤r′r \leq \lambda \leq r', it follows that rL(x)≤L(λx)≤r′L(x)rL(x) \leq L(\lambda x) \leq r'L(x); since rL(x)rL(x) and r′L(x)r'L(x) differ from λL(x)\lambda L(x) as little as we like, we have L(λx)=λL(x)L(\lambda x) = \lambda L(x).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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