Bourbaki

Proposition 6

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

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

— Let (λα)α∈A(\lambda_\alpha)_{\alpha \in A} be an increasing directed family of measures on TT, and let p=sup⁡αλα∙p = \sup_\alpha \lambda_\alpha^\bullet. For the family (λα)(\lambda_\alpha) to be bounded above in M(T)\mathscr{M}(T), it is necessary and sufficient that the encumbrance pp be locally bounded. The family (λα)(\lambda_\alpha) then admits a supremum λ\lambda in M(T)\mathscr{M}(T), and λ∙=p\lambda^\bullet = p. For every compact set KK, the measure λK\lambda_K is the supremum of the measures (λα)K(\lambda_\alpha)_K in M(K)\mathscr{M}(K).

If the family (λα)(\lambda_\alpha) is bounded above in M(T)\mathscr{M}(T), then pp is obviously locally bounded. Conversely, let us assume pp 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:

p(f)=sup⁡αλα∙(f)=sup⁡αsup⁡Kλα∙(fφK)=sup⁡Ksup⁡αλα∙(fφK)=sup⁡Kp(fφK). p(f) = \sup_\alpha \lambda_\alpha^\bullet(f) = \sup_\alpha \sup_K \lambda_\alpha^\bullet(f \varphi_K) = \sup_K \sup_\alpha \lambda_\alpha^\bullet(f \varphi_K) = \sup_K p(f \varphi_K).

On the other hand, let K be a compact set; the encumbrance pKp_K is equal to the upper envelope of the encumbrances (λα∙)K(\lambda_\alpha^\bullet)_K and it is bounded since pp is locally bounded. The measures (λα)K(\lambda_\alpha)_K therefore admit a supremum λK\lambda_K in M(K)\mathscr{M}(K), and λK∙=pK\lambda_K^\bullet = p_K (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 λ\lambda on T such that λ∙=p\lambda^\bullet = p; it is clear that λ\lambda is the supremum of the measures λα\lambda_\alpha.

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.