Bourbaki

Theorem 1

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

Integration, chapter IX, § 3. Measures and additive set functions

— Let T be a topological space, and I a mapping of K(T)\mathscr{K}(T) into R+\mathbf{R}_+. In order that there exist a measure μ\mu on T such that I(K)=μ∙(K)I(K) = \mu^\bullet(K) for all K∈K(T)K \in \mathscr{K}(T), it is necessary and sufficient that I satisfy the following conditions:

1) If K and L are compact subsets of T such that K⊂LK \subset L, then I(K)≤I(L)I(K) \leq I(L) ('I is increasing').

2) If K and L are compact subsets of T, then I(K∪L)≤I(K)+I(L)I(K \cup L) \leq I(K) + I(L).

3) If K and L are disjoint compact subsets of T, then I(K∪L)=I(K)+I(L)I(K \cup L) = I(K) + I(L) ('I is additive').

4) For every decreasing directed family (Kα)α∈A(K_\alpha)_{\alpha \in A} of compact subsets of T, one has I(⋂α∈AKα)=inf⁡α∈AI(Kα)I(\bigcap_{\alpha \in A} K_\alpha) = \inf_{\alpha \in A} I(K_\alpha).

5) For every x∈Tx \in T, there exists a neighborhood V of x such that

sup⁡K∈K(T)K⊂VI(K)<+∞ \sup_{\substack{K \in \mathscr{K}(T) \\ K \subset V}} I(K) < +\infty
('I is locally bounded').

The measure μ\mu is then unique.

The uniqueness of μ\mu follows from the Cor. of Prop. 2 of § 1, No. 2. The above conditions are necessary, the first three in obvious fashion, the last from the fact that μ∙\mu^\bullet is a locally bounded encumbrance, and condition 4) by the Cor. of Prop. 5 of § 1, No. 6.

To show that these conditions are sufficient, we begin by treating the case that T is compact.

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.