Bourbaki

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 μ\mu and μ′\mu' are two bounded complex measures on MM, such that Lμ\mathscr{L}\mu and Lμ′\mathscr{L}\mu' have the same restriction to S∩X0S \cap X_0, then μ=μ′\mu = \mu'. b) Let F\mathfrak{F} be a filter on M+b(M)\mathscr{M}_+^b(M), such that Lλ(s)\mathscr{L}\lambda(s) has a limit Φ(s)∈C\Phi(s) \in \mathbf{C} with respect to F\mathfrak{F} for every s∈Ss \in S. Then the filter F\mathfrak{F} converges vaguely to a bounded positive measure μ\mu, and Φ(s)=Lμ(s)\Phi(s) = \mathscr{L}\mu(s) for all s∈S∩X0s \in S \cap X_0. c) Under the hypotheses of b), suppose in addition that the closure of S∩X0S \cap X_0 contains 1, and that the function Φ\Phi on SS is continuous at the point 1. Then F\mathfrak{F} converges tightly to μ\mu, and Φ(s)=Lμ(s)\Phi(s) = \mathscr{L}\mu(s) for all s∈Ss \in S.

We shall denote by E the algebra of continuous complex functions tending to 0 at infinity on MM, and by A\mathfrak{A} 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 S∩X0S \cap X_0; then A\mathfrak{A} is a subalgebra of EE stable under the mapping f↦f‾f \mapsto \overline{f}; since SS is a full submonoid of XX, Cor. 2 of Prop. 7 of GT, X, §4, No. 4 implies that A\mathfrak{A} is dense in EE.

Let us prove a): by hypothesis, μ(f)=μ′(f)\mu(f) = \mu'(f) for every f∈Af \in \mathfrak{A}; since μ\mu and μ′\mu' are continuous linear forms on EE, this implies that μ(f)=μ′(f)\mu(f) = \mu'(f) for f∈Ef \in E, and in particular for every continuous function ff with compact support, whence μ=μ′\mu = \mu'.

Let us place ourselves under the hypotheses of b). The number Φ(1)=lim⁡λ,Fλ(1)\Phi(1) = \lim_{\lambda, \mathfrak{F}} \lambda(1) is real and positive; let there be given a real number a>Φ(1)a > \Phi(1); since ∥λ∥=Lλ(1)\| \lambda \| = \mathscr{L} \lambda(1) for λ∈M+b(M)\lambda \in \mathscr{M}_+^b(M), the relation lim⁡λ,FLλ(1)=Φ(1)\lim_{\lambda, \mathfrak{F}} \mathscr{L} \lambda(1) = \Phi(1) implies that the set HH of measures λ∈M+b(M)\lambda \in \mathscr{M}_+^b(M) such that ∥λ∥≤a\| \lambda \| \leq a belongs to F\mathfrak{F}. Since Mb(M;C)\mathscr{M}^b(M; \mathbf{C}) may be identified with the dual of the normed space EE (Ch. III, §1, No. 8 & §1, No. 2, Prop. 3), the space HH is compact for the topology σ(Mb(M;C),E)\sigma(\mathscr{M}^b(M; \mathbf{C}), E). On the other hand (TVS, III, §3, No. 4, Prop. 5), this topology coincides on HH with the topology of pointwise convergence in any total subset of EE. In particular, since A\mathfrak{A} is dense in EE, 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 S∩X0S \cap X_0 coincides on HH with the vague topology, and HH is compact for this topology. It follows at once that F\mathfrak{F} converges vaguely to a measure μ∈H\mu \in H, and that Lμ(s)=lim⁡λ,FLλ(s)\mathscr{L} \mu(s) = \lim_{\lambda, \mathfrak{F}} \mathscr{L} \lambda(s) for all s∈S∩X0s \in S \cap X_0.

Finally, let us pass to c). Since the functions Φ\Phi and Lμ\mathscr{L} \mu are continuous at the point 1∈S1 \in S, and equal on S∩X0S \cap X_0, and since 11 is in the closure of S∩X0S \cap X_0, we have Φ(1)=Lμ(1)\Phi(1) = \mathscr{L} \mu(1). In other words, lim⁡λ,Fλ(1)=μ(1)\lim_{\lambda, \mathfrak{F}} \lambda(1) = \mu(1). Prop. 9 of No. 3 then shows that μ\mu is the tight limit of the filter F\mathfrak{F}. Every element of SS being a bounded continuous function on MM, this implies that Φ(s)=lim⁡λ,Fλ(s)=μ(s)=Lμ(s)\Phi(s) = \lim_{\lambda, \mathfrak{F}} \lambda(s) = \mu(s) = \mathscr{L} \mu(s) for all s∈Ss \in S.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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