Let f and g be two real-valued functions defined on a set X filtered by a filter F. If limFf and limFg exist, and if limFf>limFg, then there is a set A∈F such that f(x)>g(x) for all x∈A.
Let a=limFf, let b=limFg and let c be such that b<c<a. The interval ]c,+∞] of R (resp. ]−∞,c[) is a neighbourhood of a (resp. b); hence there is a set M∈F (resp. a set N∈F) such that f(x)>c for all x∈M [resp. g(x)<c for all x∈N]. The set A=M∩N belongs to F, and we have f(x)>c>g(x) for all x∈A.
As a particular case of Proposition 1 we have the following theorem:
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.