Proposition 11
Tag 093D, permanent. Cite it as [Bourbaki, Tag 093D].
Integration, V, p. 53, § 5. Measures defined by numerical densities
Let be a positive measure on . If is countable at infinity, then there exists a continuous function such that for all and such that the measure (equivalent to ) is bounded.
Let be a sequence of compact sets forming a covering of and, for every , let be a function in such that and on (Ch. III, §1, No. 2, Lemma 1). Let be a sequence of numbers such that ; the series is then normally convergent in , consequently is a continuous function on , such that for all , by construction. Setting , we then have (Prop. 3 and Ch. IV, §1, No. 3, Prop. 13)
On taking for example when , and otherwise, we have and , which proves the proposition.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.