Theorem 3
Tag 09RP, permanent. Cite it as [Bourbaki, Tag 09RP].
Integration, IX, p. 69, § 5. Measures on completely regular spaces
Let S be a full submonoid of X. a) If and are two bounded complex measures on , such that and have the same restriction to , then . b) Let be a filter on , such that has a limit with respect to for every . Then the filter converges vaguely to a bounded positive measure , and for all . c) Under the hypotheses of b), suppose in addition that the closure of contains 1, and that the function on is continuous at the point 1. Then converges tightly to , and for all .
We shall denote by E the algebra of continuous complex functions tending to 0 at infinity on , and by the linear subspace of E generated
(1) Recall that a submonoid of a monoid A contains by definition the neutral element of A (A, I, §2, No. 1).
by ; then is a subalgebra of stable under the mapping ; since is a full submonoid of , Cor. 2 of Prop. 7 of GT, X, §4, No. 4 implies that is dense in .
Let us prove a): by hypothesis, for every ; since and are continuous linear forms on , this implies that for , and in particular for every continuous function with compact support, whence .
Let us place ourselves under the hypotheses of b). The number is real and positive; let there be given a real number ; since for , the relation implies that the set of measures such that belongs to . Since may be identified with the dual of the normed space (Ch. III, §1, No. 8 & §1, No. 2, Prop. 3), the space is compact for the topology . On the other hand (TVS, III, §3, No. 4, Prop. 5), this topology coincides on with the topology of pointwise convergence in any total subset of . In particular, since is dense in , and the same is true of the space of continuous functions with compact support (Ch. III, §1, No. 2, Prop. 3), the topology of pointwise convergence in coincides on with the vague topology, and is compact for this topology. It follows at once that converges vaguely to a measure , and that for all .
Finally, let us pass to c). Since the functions and are continuous at the point , and equal on , and since is in the closure of , we have . In other words, . Prop. 9 of No. 3 then shows that is the tight limit of the filter . Every element of being a bounded continuous function on , this implies that for all .
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Cited by
- § 5. Measures on completely regular spaces
- Corollary, § 5
- Proposition 14, § 5
- Proposition 15, § 5
- Proposition 16, § 5
Cites
- I, §2, No. 1 not yet on this site
- X, §4, No. 4 not yet on this site
- III, §1, No. 8
- III, §1, No. 2, Prop. 3
- III, §3, No. 4, Prop. 5
- §1, No. 2, Prop. 3
- Prop. 9