Theorem 1
Tag 08KQ, permanent. Cite it as [Bourbaki, Tag 08KQ].
Integration, chapter II, § 2. Linear forms on a Riesz space
1° In order that a linear form on a Riesz space be relatively bounded, it is necessary and sufficient that it be the difference of two positive linear forms.
2° The ordered vector space of relatively bounded linear forms on is a Riesz space that is fully lattice-ordered.
If , where and are positive linear forms on , the relation implies
whence it is immediate that ; thus, is relatively bounded. Suppose, conversely, that is relatively bounded; it all comes down to proving that there exists a positive linear form such that for all , because will then be a positive linear form.
Now, if a positive linear form has this property then, for every and for , we have , therefore ; if we prove that the real-valued function
defined on the set of elements of , may be extended to a positive linear form on (to be denoted as well), we will have demonstrated the first part of the theorem and will have proved, moreover, that is the supremum of and in . Since on , it all comes down to proving that
for every pair of elements of (No. 1, Prop. 3). By definition,
On the other hand, for every such that , we have with ; by the decomposition lemma (§ 1, No. 1), there exist two elements such that and such that ; then
therefore , which completes the proof of the first part of the theorem. Moreover, we have thus shown that is a Riesz space and that, for every relatively bounded linear form on and for every ,
(1)
It remains to see that is fully lattice-ordered; for this, it suffices to show that any set of positive linear forms, bounded above and directed for the relation , has a supremum in .
More generally, we have the following lemma:
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.