Remark
Tag 09A5, permanent. Cite it as [Bourbaki, Tag 09A5].
Integration, chapter VI, § 2. Vectorial measures . "
— 1) For a linear mapping m of into F to be a vectorial measure, it is necessary and sufficient that, for every compact subset K of T, the image under m of the unit ball of be bounded in F. The notion of vectorial measure with values in F is therefore the same for all the Hausdorff locally convex topologies on F that admit the same bounded sets, and in particular for all the topologies compatible with the duality between F and F' (TVS, IV, §1, No. 1, Prop. 1).
2) Let be a locally compact space, a Hausdorff locally convex space over , u a continuous linear mapping of into , and v a continuous linear mapping of F into . If m is a vectorial measure on T with values in F, then is a vectorial measure on with values in . In particular, if g is a continuous, finite numerical function on T, then is a vectorial measure on T with values in F, which is denoted ; if h is a second continuous, finite numerical function on T, then .
3) Since the space is the direct limit of the Banach spaces , and is in particular barreled (TVS, III, §4, No. 1, Cor. of Prop. 2 and Cor. 3 of Prop. 3), in order that a linear mapping m of into F be a vectorial measure, it is necessary and sufficient that, for every , be a scalar measure on T (TVS, II, §6, No. 4, Prop. 5 and IV, §1, No. 3, Prop. 7).
4) In view of Remark 1, Prop. 1 of Ch. III, §2, No. 1 and its proof are again valid for vectorial measures. One can therefore define the support of a vectorial measure m on T to be the complement of the largest open set such that the restriction of m to U is zero.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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