Definition 3
Tag 09MS, permanent. Cite it as [Bourbaki, Tag 09MS].
Integration, chapter IX, § 1. Premeasures and measures on a topological space
*One calls premeasure on a topological space every mapping that associates, to every compact subset of , a measure on , and that has the following property:
*If and are compact subsets of such that , the measure induced by on is equal to .
The premeasure is said to be real (resp. positive) if all of the measures are real (resp. positive).*
Let and be two premeasures on , a complex number; the premeasures and are defined by the formulas , for every compact subset of . The premeasures on obviously form a vector space, which is denoted ; the space of real premeasures will be denoted , or more often , and the convex cone of positive premeasures will be denoted . Let be a premeasure; the mapping is then a premeasure on (Ch. IV, §5, No. 7, Lemma 3), which will be denoted . If is real, one sets w^+ = \frac{1}{2}(|w| + w),\ w^- = \frac{1}{2}(|w| - w); these two premeasures being positive, one sees that every real premeasure is the difference of two positive premeasures. Clearly , for every compact subset K of T.
The vector space is ordered by the cone . It is clear that ; consequently, is lattice-ordered and . Moreover, clearly
for every compact subset K of T.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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