— a) Let (λι)ι∈I be a family of real measures on X/H. For the family (λι) to be bounded above in M(X/H), it is necessary and sufficient that the family (λι#) be bounded above in M(X), in which case
sup(λι#)=(supλι)#.
b) Let λ be a real measure on X/H. Then (λ+)#=(λ#)+ and (λ−)#=(λ#)−.
c) Let λ be a complex measure on X/H. Then ∣λ∣#=∣λ#∣.
Assume the family (λι) to be bounded above and let μ=supλι. Since λ≥0 implies λ#≥0, we have μ#≥λι# for all ι, which shows that the family (λι#) is bounded above and that
(supλι)#≥sup(λι#).
Conversely, assume the family (λι#) to be bounded above and let ν=sup(λι#). Since δ(ξ)λι#=ΔH(ξ)λι# for all ξ∈H, obviously δ(ξ)ν=ΔH(ξ)ν, therefore there exists a measure μ′∈M(X/H) such that ν=μ′#. Since λ#≥0 implies λ≥0, we have μ′≥λι for all ι, which shows that the family (λι) is bounded above and that ν=μ′#≥(supλι)#, whence
sup(λι#)≥(supλι)#,
which completes the proof of a). The assertion b) then follows at once since, for example, λ+ is none other than sup(λ,0). To prove c), it suffices to note that ∣λ∣=supR(αλ) over the complex numbers α of absolute value 1, and on the other hand that R(μ#)=(Rμ)# for every μ∈M(X/H).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.