Proposition 12
Tag 09RK, permanent. Cite it as [Bourbaki, Tag 09RK].
Integration, chapter IX, § 5. Measures on completely regular spaces
— Let T be a completely regular space, and let B be the unit ball of the normed space . Let I be a linear form on . In order that there exist a bounded complex measure on T such that for all , it is necessary and sufficient that the restriction of I to B be continuous for the topology of compact convergence. The measure is then unique.
Let us show that the condition in the statement is necessary. Let be a bounded complex measure on T, a number , and K a compact subset of T such that . Let ; we denote by U the neighborhood of in B for the topology of compact convergence, formed by the functions such that . Then, for every ,
because is bounded above by on K and by 2 on .
Conversely, consider a linear form I on whose restriction to B is continuous for the topology of compact convergence. Then, for every number , there exist a number and a compact subset K of T such that the relations imply . Prop. 5 of No. 2 then implies the existence of a unique bounded complex measure such that for all .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.