Bourbaki

Corollary

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

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

— a) Let (Uα)α∈I(U_\alpha)_{\alpha \in I} be an increasing directed family of open subsets of TT, with union UU. Then μ∙(U)=sup⁡α∈Iμ∙(Uα)\mu^\bullet(U) = \sup_{\alpha \in I} \mu^\bullet(U_\alpha).

b) Let (Fα)α∈I(F_\alpha)_{\alpha \in I} be a decreasing directed family of closed subsets of TT, with intersection FF. If there exists an α∈I\alpha \in I such that μ∙(Fα)\mu^\bullet(F_\alpha) is finite, then μ∙(F)=inf⁡α∈Iμ∙(Fα)\mu^\bullet(F) = \inf_{\alpha \in I} \mu^\bullet(F_\alpha).

By the preceding corollary, there exists a largest locally negligible open set; this justifies the following definition:

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.