Corollary
Tag 09RN, permanent. Cite it as [Bourbaki, Tag 09RN].
Integration, IX, p. 68, § 5. Measures on completely regular spaces
*Let be a completely regular space, a topological space, and a complex-valued function defined on , continuous and bounded. For every bounded measure on , let be the function on defined by for all .
a) The function is continuous and bounded for every bounded measure .
b) Suppose that is locally compact. The mapping of into is then continuous, if is equipped with the tight topology, and with the topology of compact convergence.
For every , denote by the continuous and bounded function on ; the mapping of into has bounded image, and it is continuous if is equipped with the topology of compact convergence (GT, X, §3, No. 4, Th. 3). Since , the function is continuous by Prop. 12. Suppose is locally compact; Prop. 13 shows that the mapping of into is continuous; the assertion b) follows from this (loc. cit.).
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.