Corollary
Tag 08TO, permanent. Cite it as [Bourbaki, Tag 08TO].
Integration, chapter IV, § 4. Integrable functions and sets
— Let X be a locally compact space with a countable base, the set of Borel sets of X, a mapping of into satisfying the following conditions:
(i) If is a sequence of pairwise disjoint Borel sets of X, then .
(ii) If B is a compact subset of X, then .
Then, there exists one and only one positive measure on X such that for all .
Let be the set of compact subsets of and let be the restriction of to . The conditions (PC), (PC), (PM), (PM), (PM) and (PM) are then satisfied. Let be a compact subset of , and . Then is the intersection of a decreasing sequence of relatively compact open sets of (GT, IX, §2, No. 5, Prop. 7). We have , therefore
tends to 0 as tends to . This proves that the condition is satisfied. By Th. 5, there exists a positive measure on such that for every compact subset of . Since every open set of is the union of an increasing sequence of compact subsets, we have . Let be a compact subset of . By Prop. 7 of No. 5, the -integrable subsets of form a tribe of subsets of . Therefore, if is an element of contained in , then is -integrable; for every , there then exist a compact set and an open set in such that and (No. 6, Th. 4). Since and , we see that . Therefore . Finally, every Borel set of is the union of a sequence of pairwise disjoint, relatively compact Borel sets, whence . The uniqueness of follows at once from Th. 5.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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