If(xi)i∈Iis any finite family of points inRn, then
i∈I∑∣∣xi∣∣≤2n⋅J⊂Isupi∈J∑xi.
For if xi=(xij)1≤j≤n, we have ∣∣xi∣∣≤∑j=1n∣xij∣, hence
i∈I∑∣∣xi∣∣≤j=1∑n(i∈I∑∣xij∣).
Now ∑i∈I∣xij∣=∑i∈Ixij++∑i∈Ixij−, and since for every subset J of I we have
−i∈I∑xij−≤−i∈J∑xij−≤i∈J∑xij+≤i∈I∑xij+
it follows that
i∈I∑∣xij∣≤2⋅J⊂Isupi∈J∑xij.
But ∑i∈Jxij≤∑i∈Jxij, hence the inequality (1).
Now, Theorem 1 is equivalent to the following proposition (since Rn is a complete group): the family (xi) satisfies Cauchy’s criterion (Chapter III, § 5, no. 2, Theorem 1) if and only if the family (∣∣xi∣∣) also satisfies Cauchy’s criterion. Now the triangle inequality shows that this condition is sufficient, and the inequality (1) shows that it is necessary.
Furthermore we have the inequality
i∑xi≤i∑∣∣xi∣∣
which comes by passing to the limit from the analogous inequality for finite partial sums.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.