Bourbaki

Lemma 1

Tag 09MR, permanent. Cite it as [Bourbaki, Tag 09MR].

Integration, chapter IX, § 1. Premeasures and measures on a topological space

— If the encumbrance pp is concentrated on A⊂TA \subset T, then p(f)=p(fφA)p(f) = p(f \varphi_A) for every f∈F+(T)f \in \mathscr{F}_+(T).

For, set T−A=BT - A = B, so that p(φB)=0p(\varphi_B) = 0; then

fφB≤(+∞)⋅φB=sup⁡n∈NnφB, f \varphi_B \leq (+\infty) \cdot \varphi_B = \sup_{n \in \mathbf{N}} n \varphi_B,

therefore p(fφB)=0p(f \varphi_B) = 0 by properties a),b),d)a), b), d) of Def. 1. It follows from c) that p(f)≤p(fφA)+p(fφB)=p(fφA)p(f) \leq p(f \varphi_A) + p(f \varphi_B) = p(f \varphi_A), and finally p(f)=p(fφA)p(f) = p(f \varphi_A) by a).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.