Riesz representation theorem

2020 Mathematics Subject Classification: Primary: 28A33 [MSN][ZBL]

A central theorem in classical measure theory, sometimes called Riesz-Markov theorem, which states the following. Let $X$ be a compact Hausdorff topological space, $C(X)$ the Banach space of real valued continuous functions on $X$ and $L: C(X)\to \mathbb R$ a continuous linear functional which is nonnegative, i.e. such that $L(f)\geq 0$ whenever $f\geq 0$. Then there is a Radon measure $\mu$ on the $\sigma$-algebra of Borel sets $\mathcal{B} (X)$ such that \[ L (f) = \int_X f\, d\mu \qquad \forall f\in C (X)\, . \]

An analogous statement which is commonly referred to as Riesz representation theorem is that, under the assumptions above, the dual of $C(X)$ is the space $\mathcal{M}^b (X)$ of $\mathbb R$-valued measures with finite total variation (cp. with Convergence of measures for the relevant definitions). Combined with the Radon-Nikodým theorem, this amounts to the following alternative statement: for any element $L\in (C(X))'$ there are a Radon measure $\mu$ and a Borel function $g\in L^1 (\mu)$ such that \[ L (f) = \int_X fg\, d\mu\qquad \forall f\in C(X)\, . \]

More general statements for locally compact Hausdorff spaces can be easily derived from the ones above.

References

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