Difference between revisions of "Riesz representation theorem"
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A central theorem in classical measure theory, sometimes called | A central theorem in classical measure theory, sometimes called | ||
Riesz-Markov theorem, which states the following. | Riesz-Markov theorem, which states the following. | ||
− | Let $X$ be a compact Hausdorff topological space, $C(X)$ the [[Banach space]] | + | Let $X$ be a compact [[Hausdorff space|Hausdorff]] topological space, $C(X)$ the [[Banach space]] |
of real valued continuous functions on $X$ and $L: C(X)\to \mathbb R$ a | 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 $L(f)\geq 0$ | continuous linear functional which is nonnegative, i.e. such that $L(f)\geq 0$ | ||
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An analogous statement which is commonly referred to as Riesz representation theorem | 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 $\mathcal{M}^b (X)$ | 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 | + | of $\mathbb R$-valued measures with finite total variation (cp. with [[Signed measure]] for the relevant definitions). Combined with the [[Radon-Nikodým theorem]], |
this amounts to the following alternative statement: for any element $L\in (C(X))'$ | this amounts to the following alternative statement: for any element $L\in (C(X))'$ | ||
there are a Radon measure $\mu$ and a Borel function $g$ | there are a Radon measure $\mu$ and a Borel function $g$ |
Revision as of 17:10, 8 August 2012
2010 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 Signed measure 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 $g$ such that $|g|=1$ $\mu$-a.e. and \[ L (f) = \int_X fg\, d\mu\qquad \forall f\in C(X)\, . \]
More general statements for locally compact Hausdorff spaces can be easily derived from the ones above.
The statement can be also generalized to a similar description of the dual of $C(X,B)$ when $B$ is Banach space. For instance, if $B$ is a finite-dimensional space, then for any $L\in C(X,B)'$ there is a Radon measure $\mu$ on $X$ and a Borel measurable map $g: X\to B'$ such that $\|g\|_{B'}=1$ $\mu$-a.e. and \[ L (f) = \int_X g (f)\, d\mu \qquad \forall f\in C(X, B)\, . \]
References
[AmFuPa] | L. Ambrosio, N. Fusco, D. Pallara, "Functions of bounded variations and free discontinuity problems". Oxford Mathematical Monographs. The Clarendon Press, Oxford University Press, New York, 2000. MR1857292Zbl 0957.49001 |
[Bo] | N. Bourbaki, "Elements of mathematics. Integration" , Addison-Wesley (1975) pp. Chapt.6;7;8 (Translated from French) MR0583191 Zbl 1116.28002 Zbl 1106.46005 Zbl 1106.46006 Zbl 1182.28002 Zbl 1182.28001 Zbl 1095.28002 Zbl 1095.28001 Zbl 0156.06001 |
[DS] | N. Dunford, J.T. Schwartz, "Linear operators. General theory" , 1 , Interscience (1958) MR0117523 |
[Bi] | P. Billingsley, "Convergence of probability measures" , Wiley (1968) MR0233396 Zbl 0172.21201 |
[Ma] | P. Mattila, "Geometry of sets and measures in euclidean spaces. Cambridge Studies in Advanced Mathematics, 44. Cambridge University Press, Cambridge, 1995. MR1333890 Zbl 0911.28005 |
Riesz representation theorem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Riesz_representation_theorem&oldid=27290