Corollary
Tag 08NG, permanent. Cite it as [Bourbaki, Tag 08NG].
Integration, III, p. 31, § 2. Support of a measure
Let be a measure on . For a measure on to be in the vague closure of the set of measures , where runs over , it is necessary and sufficient that .
For, by No. 3, Prop. 10; therefore the support of every vague limit of measures of the form is also contained in (No. 2, Prop. 6). Conversely, if then is the vague limit of measures with finite support contained in (Th. 1), hence is in the vague closure of the set of measures by Prop. 13.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Cited by
Nothing.