Riesz–Markov–Kakutani representation theorem

The following theorem represents positive linear functionals on C_c(X), the space of continuous compactly supported complex-valued functions on a locally compact Hausdorff space X. The Borel sets in the following statement refer to the σ-algebra generated by the open sets.

A non-negative countably additive Borel measure μ on a locally compact Hausdorff space X is a Radon measure if and only if

• μ(K) < ∞ for every compact K;
• For every Borel set E,
  $${\displaystyle \mu (E)=\inf\{\mu (U):E\subseteq U,U{\mbox{ open}}\}}$$

  
  (outer regularity);
• The relation
  $${\displaystyle \mu (E)=\sup\{\mu (K):K\subseteq E,K{\mbox{ compact}}\}}$$

  
  holds whenever E is open or when E is Borel and μ(E) < ∞ (inner regularity).

Theorem. Let X be a locally compact Hausdorff space. For any positive linear functional ${\displaystyle \psi }$ on C_c(X), there is a unique Radon measure μ on X such that

$${\displaystyle \forall f\in C_{c}(X):\qquad \psi (f)=\int _{X}f(x)\,\mu (dx).}$$

One approach to measure theory is to start with a Radon measure, defined as a positive linear functional on C_c(X). This is the way adopted by Bourbaki; it does of course assume that X starts life as a topological space, rather than simply as a set. For locally compact spaces an integration theory is then recovered.

Without the condition of regularity the Borel measure need not be unique. For example, let X be the set of ordinals at most equal to the first uncountable ordinal Ω, with the topology generated by "open intervals". The linear functional taking a continuous function to its value at Ω corresponds to the regular Borel measure with a point mass at Ω. However it also corresponds to the (non-regular) Borel measure that assigns measure 1 to any Borel set ${\displaystyle B\subseteq [0,\Omega ]}$ if there is closed and unbounded set ${\displaystyle C\subseteq [0,\Omega [}$ with ${\displaystyle C\subseteq B}$, and assigns measure 0 to other Borel sets. (In particular the singleton {Ω} gets measure 0, contrary to the point mass measure.)

In its original form by F. Riesz (1909) the theorem states that every continuous linear functional A[f] over the space C([0, 1]) of continuous functions in the interval [0,1] can be represented in the form

${\displaystyle A[f]=\int _{0}^{1}f(x)\,d\alpha (x),}$

where α(x) is a function of bounded variation on the interval [0, 1], and the integral is a Riemann–Stieltjes integral. Since there is a one-to-one correspondence between Borel regular measures in the interval and functions of bounded variation (that assigns to each function of bounded variation the corresponding Lebesgue–Stieltjes measure, and the integral with respect to the Lebesgue–Stieltjes measure agrees with the Riemann–Stieltjes integral for continuous functions), the above stated theorem generalizes the original statement of F. Riesz. (See Gray (1984), for a historical discussion.)

The following theorem, also referred to as the Riesz–Markov theorem, gives a concrete realisation of the topological dual space of C₀(X), the set of continuous functions on X which vanish at infinity. The Borel sets in the statement of the theorem also refers to the σ-algebra generated by the open sets.

If ${\displaystyle \mu }$ is a complex-valued countably additive Borel measure, μ is called regular if the non-negative countably additive measure ${\displaystyle |\mu |}$ is regular as defined above.

Theorem. Let X be a locally compact Hausdorff space. For any continuous linear functional ψ on C₀(X), there is a unique regular countably additive complex Borel measure μ on X such that

${\displaystyle \forall f\in C_{0}(X):\qquad \psi (f)=\int _{X}f(x)\,d\mu (x).}$

The norm of ψ as a linear functional is the total variation of μ, that is

${\displaystyle \|\psi \|=|\mu |(X).}$

Finally, ψ is positive if and only if the measure μ is non-negative.

One can deduce this statement about linear functionals from the statement about positive linear functionals by first showing that a bounded linear functional can be written as a finite linear combination of positive ones.

• Fréchet, M. (1907). "Sur les ensembles de fonctions et les opérations linéaires". C. R. Acad. Sci. Paris. 144: 1414–1416.
• Gray, J. D. (1984). "The shaping of the Riesz representation theorem: A chapter in the history of analysis". Archive for History of Exact Sciences. 31 (2): 127–187. doi:10.1007/BF00348293.
• Hartig, Donald G. (1983). "The Riesz representation theorem revisited". American Mathematical Monthly. 90 (4): 277–280. doi:10.2307/2975760. JSTOR 2975760.; a category theoretic presentation as natural transformation.
• Kakutani, Shizuo (1941). "Concrete representation of abstract (M)-spaces. (A characterization of the space of continuous functions.)". Ann. of Math. Series 2. 42 (4): 994–1024. doi:10.2307/1968778. hdl:10338.dmlcz/100940. JSTOR 1968778. MR 0005778.
• Markov, A. (1938). "On mean values and exterior densities". Rec. Math. Moscou. N.S. 4: 165–190. Zbl 0020.10804.
• Riesz, F. (1907). "Sur une espèce de géométrie analytique des systèmes de fonctions sommables". C. R. Acad. Sci. Paris. 144: 1409–1411.
• Riesz, F. (1909). "Sur les opérations fonctionnelles linéaires". C. R. Acad. Sci. Paris. 149: 974–977.
• Halmos, P. (1950). Measure Theory. D. van Nostrand and Co.
• Weisstein, Eric W. "Riesz Representation Theorem". MathWorld.
• Rudin, Walter (1987). Real and Complex Analysis. ISBN 0-07-100276-6.