Remark 2
Tag 09NF, permanent. Cite it as [Bourbaki, Tag 09NF].
Integration, chapter IX, § 1. Premeasures and measures on a topological space
Let us show that the measures introduced in Example 2 of No. 3 are measures with compact support in . Let be a positive measure on whose support is a compact set , and let be the measure defined by (in the sense of No. 3). Let ; then
The encumbrance being concentrated on , we also have
whence , and finally . Conversely, if is a compact set in and a measure on , and if is the measure on defined by , then (No. 3, formula (3)); consequently, the support of is contained in , hence is compact.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.