Bourbaki

Corollary

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

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

— Let T be a subspace of a completely regular space X, and let H be a subset of Mb(T)\mathscr{M}^b(T) that satisfies Prokhorov’s condition. If i denotes the canonical injection of T into X, then the restriction to H of the mapping μ↦i(μ)\mu \mapsto i(\mu) of Mb(T)\mathscr{M}^b(T) into Mb(X)\mathscr{M}^b(X) is a homeomorphism of H onto its image.

It suffices to treat the case that H is closed (Prop. 11), hence compact; the conclusion then follows from the fact that μ↦i(μ)\mu \mapsto i(\mu) is continuous and injective.

Recall that this result is also valid for an arbitrary subset of M+b(T)\mathscr{M}_+^b(T) (No. 3, Prop. 8).

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.