Bourbaki

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 Cb(T;C)\mathscr{C}^b(T; \mathbf{C}). Let I be a linear form on Cb(T;C)\mathscr{C}^b(T; \mathbf{C}). In order that there exist a bounded complex measure θ\theta on T such that I(f)=θ(f)I(f) = \theta(f) for all f∈Cb(T;C)f \in \mathscr{C}^b(T; \mathbf{C}), it is necessary and sufficient that the restriction of I to B be continuous for the topology of compact convergence. The measure θ\theta is then unique.

Let us show that the condition in the statement is necessary. Let θ\theta be a bounded complex measure on T, ε\varepsilon a number >0> 0, and K a compact subset of T such that ∣θ∣∗(T−K)<ε|\theta|^*(T - K) < \varepsilon. Let f∈Bf \in B; we denote by U the neighborhood of ff in B for the topology of compact convergence, formed by the functions g∈Bg \in B such that sup⁡x∈K∣g(x)−f(x)∣≤ε\sup_{x \in K} |g(x) - f(x)| \leq \varepsilon. Then, for every g∈Ug \in U,

∣θ(g)−θ(f)∣≤∫T∣g−f∣d∣θ∣≤ε∣θ∣∗(K)+2∣θ∣∗(T−K)≤(∣∣θ∣∣+2)ε, |\theta(g) - \theta(f)| \leq \int_T |g - f| d|\theta| \leq \varepsilon |\theta|^*(K) + 2|\theta|^*(T - K) \leq (||\theta|| + 2)\varepsilon ,

because ∣g−f∣|g - f| is bounded above by ε\varepsilon on K and by 2 on T−KT - K.

Conversely, consider a linear form I on Cb(T;C)\mathscr{C}^b(T; \mathbf{C}) whose restriction to B is continuous for the topology of compact convergence. Then, for every number ε>0\varepsilon > 0, there exist a number a>0a > 0 and a compact subset K of T such that the relations f∈B,sup⁡x∈K∣f(x)∣≤af \in B, \sup_{x \in K} |f(x)| \leq a imply ∣I(f)∣≤ε|I(f)| \leq \varepsilon. Prop. 5 of No. 2 then implies the existence of a unique bounded complex measure θ\theta such that I(f)=θ(f)I(f) = \theta(f) for all f∈Cb(T;C)f \in \mathscr{C}^b(T; \mathbf{C}).

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.