If a uniformity U on X has a countable fundamental system of entourages, then there is a pseudometric f on X such that U is identical with the uniformity defined by f.
Let (Vn) be a countable fundamental system of entourages of U. Define inductively a sequence (Un) of symmetric entourages of U such that U1⊂V1 and
n+1⋃3⊂Un∩Vnforn≥1. Clearly
(Un) is another fundamental system of entourages of
U, and we have in particular
⋃n+13⊂Un for
n≥1. We define a real-valued function
g on
X×X as follows:
g(x,y)=0 if
(x,y)∈Un for all
n;
g(x,y)=2−k if
(x,y)∈Un for
1≤n≤k, but
(x,y)∈/Uk+1;
g(x,y)=1 if
(x,y)∈/U1. The function
g is symmetric and positive, and we have
g(x,x)=0 for all
x∈X. Put
f(x,y)=infi=0∑p−1g(zi,zi+1), the greatest lower bound being taken over the set of all finite sequences
(zi)0≤i≤p (
p arbitrary) such that
z0=x and
zp=y. We shall show that
f is a
pseudometric which satisfies the inequalities
21g(x,y)≤f(x,y)≤g(x,y). It follows immediately from the definition that
f is symmetric and positive and satisfies the triangle inequality. Also it is clear that
f(x,y)≤g(x,y), hence
f(x,x)=0 for all
x∈X, and therefore
f is a pseudometric. To prove the left-hand half of the inequalities (2), let us show by induction on
p that, for every finite sequence
(zi)0≤i≤p of
p+1 points of
X such that
z0=x and
zp=y, we have
i=0∑p−1g(zi,zi+1)≥21g(x,y). This is clear if
p=1. Put
a=∑i=0p−1g(zi,zi+1); the inequality (3) is true if
a≥1/2, because
g(x,y)≤1. Suppose then that
a<1/2, and let
h be the largest of the indices
q such that
i<q∑g(zi,zi+1)≤2a; we have then
∑i<hg(zi,zi+1)≤a/2 and
∑i<h+1g(zi,zi+1)>a/2, whence
i>h∑g(zi,zi+1)≤2a.
By the inductive hypothesis we have g(x,zh)≤a and g(zh+1,y)≤a; on the other hand it is clear that g(zh,zh+1)≤a. Let k be the smallest integer >0 such that 2−k≤a; then k≥2, and (x,zh)∈Uk,(zh,zh+1)∈Uk,(zh+1,y)∈Uk by the definition of g; hence (x,y)∈Uk⊂Uk−13, which implies that g(x,y)≤21−k≤2a.
Hence the inequalities (2) are proved; they show that, for each a>0, the set f−1([0,a]) contains Uk for each index k such that 2−k<a, and conversely that each Uk contains the set f−1([0,2−k−1]); hence the sets f−1([0,a]) form a fundamental system of entourages of the structure U.
Q.E.D.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
Nothing.