Riesz Representation Theorem – 1

This paragraph we follow the book of Rudin [1]. On linear functionals, there is special relationship between integration and linear functionals. In {L^1(\mu)}, a vector space, for any positive measure {\mu}, the mapping

\displaystyle f \mapsto \int_X f d\mu.

example, let {C([0,1])} be the set of all continuous functions on the unit interval {I = [0,1]}. Then

\displaystyle \Lambda f = \int_0^1 f(x)dx \quad \ (f \in C([0,1])),

has two properties:

  • {\Lambda(f + g) = \int_0^1[f(x) + g(x)]dx = \int_0^1f(x)dx + \int_0^1g(x)dx = \Lambda(f) + \Lambda(g)}.
  • {\Lambda(c.f) =\int_0^1cf(x)dx = c\int_0^1f(x)dx= c.\Lambda(f)}.

so it is a linear functional on {C([0,1])}. Moreover, this is a positive linear functional: if {f \ge 0} then {\Lambda(f) \ge 0}.

Consider a segment {(a,b) \subset I} and the class of all {f \in C(I)} with {0 \le f(x) \le 1, \forall x \in I} and {f(x) = 0, \forall x \notin (a,b)} or support of {f} is {(a,b) \subset I}. So we get {\Lambda(f) = \int_a^b f(x)dx \le \int_a^bdx = b-a}. It is important that the length of {(a,b)} related to the values of the functional {\Lambda}.

There is an important theorem of F. Riesz, this illustrates to above event

Theorem 1 (F. Riesz) Let X be a closed subset of \mathbb{R}. Then every positive linear functional {\Lambda} on {C(X)} there corresponds a finite positive Borel measure {\mu} on {X} such that

\displaystyle \Lambda(f) = \int_X fd\mu \quad \ (f \in C(X)).

References

[1] W. Rudin, Real and Complex analysis, Mc.Graw-Hill, 1970.

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