Bourbaki

Proposition 9

Tag 09P4, permanent. Cite it as [Bourbaki, Tag 09P4].

Integration, chapter IX, § 2. Operations on measures

— Let T be a Souslin space (GT, IX, §6, No. 2, Def. 2), X a Hausdorff space, π\pi a continuous mapping of T onto X, and ν\nu a bounded measure on X. Then there exists a bounded measure μ\mu on T such that π(μ)=ν\pi(\mu) = \nu.

The hypotheses obviously imply that X is a Souslin space.

Let us consider the set function c:A↦ν∙(π(A))c : A \mapsto \nu^\bullet(\pi(A)) on P(T)\mathfrak{P}(T). The relation A⊂BA \subset B implies c(A)≤c(B)c(A) \leq c(B); if (An)(A_n) is an increasing sequence of subsets of T, and if A=⋃n∈NAnA = \bigcup_{n \in \mathbf{N}} A_n, then c(A)=sup⁡nc(An)c(A) = \sup_n c(A_n) from the fact that ν∙\nu^\bullet is an encumbrance. Finally, let A⊂TA \subset T and let ε\varepsilon be a number >0> 0; choose an open subset G of X containing π(A)\pi(A), such that ν∙(G)≤ν∙(π(A))+ε\nu^\bullet(G) \leq \nu^\bullet(\pi(A)) + \varepsilon (§ 1, No. 9, Prop. 13); the open subset H=π−1(G)‾H = \overline{\pi^{-1}(G)} of T contains A, and c(H)≤c(A)+εc(H) \leq c(A) + \varepsilon. The function c is therefore a right-continuous capacity on T (TG, IX, §6, No. 10, Def. 9)(1) and the theorem on capacitability (loc. cit., Th. 6) implies the equality c(T)=sup⁡Kc(K)c(T) = \sup_K c(K), where K runs over the set of compact subsets of T. Prop. 8 then implies the existence of the desired measure μ\mu.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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