Proposition 6
Tag 09NG, permanent. Cite it as [Bourbaki, Tag 09NG].
Integration, chapter IX, § 1. Premeasures and measures on a topological space
— Let be an increasing directed family of measures on , and let . For the family to be bounded above in , it is necessary and sufficient that the encumbrance be locally bounded. The family then admits a supremum in , and . For every compact set , the measure is the supremum of the measures in .
If the family is bounded above in , then is obviously locally bounded. Conversely, let us assume to be locally bounded, and let us show that it satisfies the conditions 1) and 2) of Prop. 2 b) of No. 2. For 2), this results from the following equalities:
On the other hand, let K be a compact set; the encumbrance is equal to the upper envelope of the encumbrances and it is bounded since is locally bounded. The measures therefore admit a supremum in , and (Ch. V, §1, No. 4, Prop. 11). The condition 1) of Prop. 2 b) of No. 2 is thus satisfied, therefore there exists a measure on T such that ; it is clear that is the supremum of the measures .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.