Proposition 15
Tag 0C9I, permanent. Cite it as [Bourbaki, Tag 0C9I].
General Topology, chapter IX, § 6. Polish spaces, Souslin spaces, Borel sets
Let be a continuous mapping of a Hausdorff space K into a Hausdorff space X, and let f be a capacity on X. If for each subset A of K we put , then g is a capacity on K; moreover, if A is capacitable with respect to g, then is capacitable with respect to f.
It is clear that satisfies axioms and . On the other hand, let be a decreasing sequence of compact subsets of , and let ; the sets are compact, and their intersection is ; for this intersection certainly contains , and if for all , then the sets form a decreasing sequence of non-empty compact subsets of , and therefore their intersection is not empty. We have therefore , that is ; thus satisfies axiom and is therefore a capacity on .
Now let be a subset of which is capacitable with respect to ; if , then there is a compact set such that ; thus is a compact set contained in , and . This shows that is capacitable with respect to , and completes the proof of Proposition 15 and hence of Theorem 5.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.