Proposition 7
Tag 09P0, permanent. Cite it as [Bourbaki, Tag 09P0].
Integration, chapter IX, § 2. Operations on measures
— *Let T be a subspace of a topological space X, and let i be the injection of T into X.
a) *If is a measure on T, and if i is -proper, then the measure is concentrated on T, and one has .
b) *If is a measure on X such that T is -measurable, then i is -proper, and .
a) Set ; the relation , applied to , shows that is concentrated on T. The relation is a special case of the relation (2), on taking .
b) Let be a positive function defined on X; setting , one has (Prop. 1); it follows that i is -proper. On the other hand, (resp. ) is the essential upper integral of with respect to (resp. ). These two measures are therefore equal.
Remark 6). — Let be a -proper mapping of into a topological space . One reduces the theory of integration with respect to the image measure to the theory treated in Ch. V, §6, in the following way. Let (resp. ) be a crushing of (resp. of ) for (resp. for ), and set . We can suppose that the restriction of to each is continuous (§1, No. 8, Prop. 10). Let be the locally compact spaces constructed as in the Scholium of §1, No. 8 and let and be the measures on these spaces associated with and . The topology of being the sum of the topologies of the subspaces and the discrete topology on , is a continuous mapping of into and the relation (for ) shows that is -proper and that . On the other hand, the identity mapping of onto is -proper, and . It follows that is a -proper mapping of into , and that the image of under is (Cor. of Prop. 5). We leave to the reader the task of transcribing the results of Ch. V, §6.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.