Let μ be a measure on a locally compact space X. For a point x0 to belong to Supp(μ), it is necessary and sufficient that the point measure εx0 be in the vague closure of the set of measures g⋅μ, where g runs over the set of continuous functions with compact support such that ∥g⋅μ∥≤1.
The condition is obviously sufficient by virtue of Prop. 6 of No. 2. To see that it is necessary, suppose x0∈Supp(μ); consider a finite number of functions fk (1≤k≤n) in K(X;C), and an arbitrary number δ>0; we are to prove that there exists a function g∈K(X;C) such that ∥g⋅μ∥≤1 and such that
∣fk(x0)−μ(gfk)∣≤δ for
1≤k≤n. Let
U be a relatively compact open neighborhood of
x0 such that the oscillation of each of the
fk (
1≤k≤n) on
U is
≤δ/2. By hypothesis, since
x0∈Supp(μ), there exists a function
g0∈K(X;C) whose support is contained in
U and such that
μ(g0)=0; the measure
ν=g0⋅μ is not zero, since for every function
f∈K(X;C) equal to 1 on
U,
ν(f)=μ(g0)=0. Moreover,
ν is bounded (No. 3, Prop. 11);
multiplying g0 by a scalar, we can suppose that ∥ν∥=1. This being so, setting αk=fk(x0) we can write, for 1≤k≤n and for every function h∈K(X;C),
fk(x0)−ν(fkh)=αk(1−ν(h))+ν((αk−fk)h).
Since ν has its support in U, we may identify it with its restriction to U; the hypothesis ∥ν∥=1 then implies that there exists a function h∈K(X;C), with support contained in U, such that ∥h∥≤1 and such that ∣αk(1−ν(h))∣≤δ/2 for 1≤k≤n. The definition of U moreover shows that ∣(αk−fk(x))h(x)∣≤δ/2 for all x∈U; since ∥ν∥=1 and Supp(ν)⊂U we therefore have ∣ν((αk−fk)h)∣≤δ/2 and so, setting g=g0h,
∣fk(x0)−μ(gfk)∣≤δfor 1≤k≤n.
This proves the proposition, since ∥g⋅μ∥=∥(g0h)⋅μ∥≤∥g0⋅μ∥=1.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.