Bourbaki

Proposition 2

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

Integration, chapter IX, § 5. Measures on completely regular spaces

— Let η\eta and η′\eta' be two complex measures on a completely regular space TT, such that η(f)=η′(f)\eta(f) = \eta'(f) for every function f∈Cb(T)f \in \mathscr{C}^b(T) that is integrable for ∣η∣|\eta| and ∣η′∣|\eta'|. Then η=η′\eta = \eta'.

Let us take up again the proof of the second part of Proposition 1, on setting θ=η−η′\theta = \eta - \eta'. We can require the open set U to be integrable for ∣η∣|\eta| and ∣η′∣|\eta'|. The function gg is then integrable for these two measures, and the relation θ(g)=0\theta(g) = 0 implies a<0a < 0; therefore ∣θ∣∗(f)=0|\theta|^*(f) = 0 for every positive lower semi-continuous function ff, whence finally ∣θ∣=0|\theta| = 0, on taking f=+∞f = +\infty.

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.