Corollary
Tag 08YR, permanent. Cite it as [Bourbaki, Tag 08YR].
Integration, chapter IV, § 7. Barycenters
— Let be a compact subset of such that is the closed convex envelope of . In order that be an extremal point of , it is necessary and sufficient that be the only positive measure on , of total mass 1, having as barycenter.
Suppose is an extremal point of ; to prove that is the only positive measure on , of total mass 1, having as barycenter, it suffices, by Prop. 3, to see that the set of discrete measures on that are positive, of total mass 1, and have as barycenter, reduces to . But such a measure is of the form with for and , and the hypothesis that is the barycenter of may be written . Since is extremal, this implies that for all , whence .
Conversely, let us assume that is the only positive measure on , of total mass 1, having as barycenter, and let us show that is extremal. In the contrary case, there would exist two distinct points of and a real number such that and . By Prop. 1, (resp. ) is the barycenter of a positive measure (resp. ) on of total mass 1. Then is the barycenter of . Therefore . Therefore and are proportional to , whence , which is absurd.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.