Let (Yα)α∈A be an open covering of X and suppose given, on each subspace Yα, a measure μα, in such a way that for every pair (α,β), the restrictions of μα and μβ to Yα∩Yβ are identical. Under these conditions, there exists one and only one measure μ on X whose restriction to Yα is equal to μα for every index α.
Let us first show that every function f∈K(X;C) may be written in the form of a finite sum f=∑ifi where, for each of the functions fi∈K(X;C), there exists an index αi such that Supp(fi)⊂Yαi. If K=Supp(f), there exists a finite number of indices αi (1≤i≤n) such that the Yαi form a covering of K; let hi (1≤i≤n) be continuous mappings of X into [0,1] such that the support of hi is compact and is contained in Yαi for 1≤i≤n, and such that ∑i=1nhi(x)=1 on K (§ 1, No. 2, Lemma 1); the functions fi=fhi meet the requirements. This shows in the first place that if there exists a measure μ meeting the requirements then it is unique, because for every finite sum f=∑i=1nfi, where fi∈K(Yαi;C), necessarily μ(f)=∑i=1nμαi(fi). Moreover, we will have shown the existence of a linear form μ on K(X;C) whose restriction to each subspace K(Yα;C) is μα, provided we demonstrate the following property: if (gi)1≤i≤m and (hj)1≤j≤n are two finite sequences of functions in K(X;C) such that gi∈K(Yαi;C) for 1≤i≤m, hj∈K(Yβj;C) for 1≤j≤n and
i=1∑mgi(x)=j=1∑nhj(x)=1 on
K, then
i=1∑mμαi(fgi)=j=1∑nμβj(fhj). Now,
fgi=j=1∑nfgihj,
whence
i=1∑mμαi(fgi)=i=1∑mj=1∑nμαi(fgihj). Similarly,
j=1∑nμβj(fhj)=j=1∑ni=1∑mμβj(fgihj). But since the support of
fgihj is contained in
Yαi∩Yβj, we have
μαi(fgihj)=μβj(fgihj), which establishes our assertion.
It remains to see that μ is a measure on X; now, every point of X admits a compact neighborhood contained in one of the Yα; the conclusion therefore follows at once from the definition of μ and from Prop. 6 of §1, No. 3.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.