Chapter 21

Measure and Topology

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Problem 21.1

Let XX be a locally compact, Hausdorff space, and FF a set that has closed intersection with each compact subset of XX. Show that FF is closed.

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Problem 21.2

Regarding the proof of Proposition 3:

Proposition 3: Let FF be a compact subset of a locally compact, Hausdorff space XX and OO a neighborhood of FF. Then there is a function f∈Cc(X)f \in C_{c}(X) for which f=1f = 1 on FF, f=0f = 0 on X∼OX \sim O and 0≤f≤10 \leq f \leq 1 on XX. The proof chooses (by the preceding proposition) a neighborhood V\mathcal{V} of FF that has compact closure contained in OO; since V‾\overline{\mathcal{V}} is compact and Hausdorff, it is normal, and FF and V‾∼V\overline{\mathcal{V}} \sim \mathcal{V} are disjoint closed subsets of V‾\overline{\mathcal{V}}; Urysohn's Lemma then gives a continuous function ff on V‾\overline{\mathcal{V}} with f=1f = 1 on FF, f=0f = 0 on V‾∼V\overline{\mathcal{V}} \sim \mathcal{V} and 0≤f≤10 \leq f \leq 1 on V‾\overline{\mathcal{V}}, extended to all of XX by setting f=0f = 0 on X∼V‾X \sim \overline{\mathcal{V}}.

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(i)

Show that FF and V‾∼V\overline{\mathcal{V}} \sim \mathcal{V} are closed subsets of V‾\overline{\mathcal{V}}.

(ii)

Show that the function ff is continuous.

Problem 21.3

Let XX be a locally compact, Hausdorff space and X∗X^{*} the Alexandroff one-point compactification of XX :

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(i)

Prove that the subsets of X∗X^{*} that are either open subsets of XX or the complements of compact subsets of XX are a topology for X∗X^{*}.

(ii)

Show that the identity mapping from XX to the subspace X∗∼{ω}X^{*} \sim \left\{ \omega \right\} is a homeomorphism.

(iii)

Show that X∗X^{*} is compact and Hausdorff.

Problem 21.4

Show that the Alexandroff one-point compactification of Rn\mathbb {R}^{n} is homeomorphic to the nn-sphere Sn={x∈Rn+1∣∥x∥=1}S^{n} = \left\{ x \in \mathbb {R}^{n+1} \mid \left\| x\right\| = 1\right\}.

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Problem 21.5

Show that an open subset of a locally compact, Hausdorff space, with its subspace topology, is locally compact.

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Problem 21.6

Show that a closed subset of a locally compact space, with its subspace topology, is locally compact.

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Problem 21.7

Show that a locally compact, Hausdorff space XX is compact if and only if the set consisting of the point at infinity is an open subset of the Alexandroff one-point compactification X∗X^{*} of XX.

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Problem 21.8

Let XX be a locally compact, Hausdorff space. Show that the Alexandroff one-point compactification X∗X^{*} is separable if and only if XX is separable.

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Problem 21.9

Consider the topological space XX consisting of the set of real numbers with the topology that has complements of countable sets as a base. Show that XX is not locally compact.

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Problem 21.10

Provide a proof of Proposition 3 by applying Urysohn's Lemma to the Alexandroff one-point compactification of XX.

Proposition 3: Let KK be a compact subset of a locally compact, Hausdorff space XX and OO a neighborhood of KK. Then there is a function f∈Cc(X)f \in C_{c}(X) for which f=1f = 1 on KK, f=0f = 0 on X∼OX \sim O and 0≤f≤10 \leq f \leq 1 on XX.

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Problem 21.11

Let ff continuously map the locally compact, Hausdorff space XX onto the topological space YY. Is YY necessarily locally compact?

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Problem 21.12

Let XX be a topological space and ff a continuous function of XX that has compact support. Define K={x∈X∣f(x)=1}K = \left\{ x \in X \mid f(x) = 1\right\}. Show that KK is a compact GδG_{\delta } set.

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Problem 21.13

Let O\mathcal{O} be an open subset of a compact, Hausdorff space XX. Show that the mapping of XX to the Alexandroff one-point compactification of O\mathcal{O} that is the identity on O\mathcal{O} and takes each point in X∼OX \sim \mathcal{O} into ω\omega is continuous.

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Problem 21.14

Let XX and YY be locally compact, Hausdorff spaces, and ff a continuous mapping of XX into YY. Let X∗X^{*} and Y∗Y^{*} be the Alexandroff one-point compactifications of XX and YY, and f∗f^{*} the mapping of X∗X^{*} into Y∗Y^{*} whose restriction to XX is ff and that takes the point at infinity in X∗X^{*} into the point at infinity in Y∗Y^{*}. Show that f∗f^{*} is continuous if and only if f−1(K)f^{-1}(K) is compact whenever K⊆YK \subseteq Y is compact. A mapping ff with this property is said to be proper.

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Problem 21.15

Let XX be a locally compact, Hausdorff space. Show that a subset FF of XX is closed if and only if F∩KF \cap K is closed for each compact subset KK of XX. Moreover, show that the same equivalence holds if instead of being locally compact the space XX is first countable.

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Problem 21.16

Let F\mathcal{F} be a family of real-valued continuous functions on a locally compact, Hausdorff space XX which has the following properties:

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(i)

If f∈Ff \in \mathcal{F} and g∈Fg \in \mathcal{F}, then f+g∈Ff+g \in \mathcal{F}.

(ii)

If f∈Ff \in \mathcal{F} and g∈Fg \in \mathcal{F}, then f/g∈Ff / g \in \mathcal{F}, provided that supp⁡f⊆{x∈X∣g(x)≠0}\operatorname {supp} f \subseteq \left\{ x \in X \mid g(x) \neq 0\right\}.

(iii)

Given a neighborhood O\mathcal{O} of a point x0∈Xx_{0} \in X, there is a f∈Ff \in \mathcal{F} with f(x0)=1,0≤f≤1f\left(x_{0}\right) = 1,0 \leq f \leq 1 and supp⁡f⊆O\operatorname {supp} f \subseteq \mathcal{O}. Show that Proposition 5 is still true if we require that the functions in the partition of unity belong to F\mathcal{F}.

Proposition 5: Let KK be a compact subset of a locally compact, Hausdorff space XX and {Ok}k=1n\left\{ O_{k}\right\}_{k=1}^{n} be a finite cover of KK by open sets. Then there is a partition of unity {φk}k=1n\left\{ \varphi_{k}\right\}_{k=1}^{n} for KK subordinate to this finite cover and each φk\varphi_{k} has compact support.

Problem 21.17

Let KK be a compact GδG_{\delta } subset of a locally compact, Hausdorff space XX. Show that there is a decreasing sequence of continuous non-negative real-valued functions on XX that converges pointwise on XX to the characteristic function of KK.

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Problem 21.18

The Baire Category Theorem asserts that in a complete metric space the intersection of a countable collection of open dense sets is dense. At the heart of its proof lies the Cantor Intersection Theorem. Show that the Fréchet Intersection Theorem is a sufficiently strong substitute for the Cantor Intersection Theorem to provide a proof of the following assertion, by first proving it in the case in which XX is compact: Let XX be a locally compact, Hausdorff space.

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(i)

If {Fn}n=1∞\left\{ F_{n}\right\}_{n = 1}^{\infty } is a countable collection of closed subsets of XX for which each FnF_{n} has empty interior, then the union ⋃n=1∞Fn\bigcup_{n = 1}^{\infty } F_{n} also has empty interior.

(ii)

If {On}n=1∞\left\{ \mathcal{O}_{n}\right\}_{n = 1}^{\infty } is a countable collection of open dense subsets of XX, then the intersection ⋂n=1∞On\bigcap_{n = 1}^{\infty } \mathcal{O}_{n} also is dense.

Problem 21.19

Use the preceding problem to prove the following: Let XX be a locally compact, Hausdorff space. If O\mathcal{O} is an open subset of XX that is contained in a countable union ⋃n=1∞Fn\bigcup_{n = 1}^{\infty } F_{n} of closed subsets of XX, then the union of their interiors, ⋃n=1∞\bigcup_{n = 1}^{\infty } int FnF_{n}, is an open dense subset of O\mathcal{O}.

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Problem 21.20

For a map f:X→Yf: X \rightarrow Y and a collection C\mathcal{C} of subsets of YY we define f∗Cf^{*} \mathcal{C} to be the collection of subsets of XX given by

f∗C={E∣E=f−1[C] for some C∈C} f^{*} \mathcal{C} = \left\{ E \mid E = f^{-1}[C] \text{ for some } C \in \mathcal{C}\right\}

Show that if A\mathcal{A} is the σ\sigma-algebra generated by C\mathcal{C}, then f∗Af^{*} \mathcal{A} is the σ\sigma-algebra generated by f∗Cf^{*} \mathcal{C}.

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Problem 21.21

For a map f:X→Yf: X \rightarrow Y and a collection C\mathcal{C} of subsets of XX, let A\mathcal{A} be the σ\sigma-algebra generated by C\mathcal{C}. If f−1[f[C]]=Cf^{-1}[f[C]] = C for each C∈CC \in \mathcal{C}, show that f−1[f[A]]=Af^{-1}[f[A]] = A for each A∈AA \in \mathcal{A}.

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Problem 21.22

Show that Euclidean space Rn\mathbb {R}^{n} is locally compact.

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Problem 21.23

Show that ℓp\ell^{p}, for 1≤p≤∞1 \leq p \leq \infty, fails to be locally compact.

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Problem 21.24

Show that C([0,1])C([0,1]), with the topology induced by the maximum norm, is not locally compact.

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Problem 21.25

Let ρ:X×X→R\rho : X \times X \rightarrow \mathbb {R} be a metric on a set XX. For A⊆XA \subseteq X, consider the distance function

dist⁡A:X→[0,∞). \operatorname {dist}_{A}: X \rightarrow [0, \infty ) .
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(i)

Show that the function dist⁡A\operatorname {dist}_{A} is continuous.

(ii)

If A⊆XA \subseteq X is closed and xx is a point in XX, show that dist⁡A(x)=0\operatorname {dist}_{A}(x) = 0 if and only if x∈Ax \in A.

(iii)

If A⊆XA \subseteq X is closed and x∈Xx \in X, show that there may not exist a point x0x_{0} in AA for which dist⁡A(x)=ρ(x,x0)\operatorname {dist}_{A}(x) = \rho \left(x, x_{0}\right), but there is such a point x0x_{0} if KK is compact.

Problem 21.26

Show that property (ii) in the statement of Theorem 7 is equivalent to the assertion that two disjoint closed subsets of XX, one of which is compact, may be separated by disjoint neighborhoods.

Theorem 7: Let (X,T)(X, \mathcal{T}) be a Hausdorff space. Then the following four properties are equivalent: (i) (X,T)(X, \mathcal{T}) is locally compact; (ii) if OO is a neighborhood of a compact subset KK of XX, then there is a neighborhood UU of KK that has compact closure contained in OO; (iii) if OO is a neighborhood of a compact subset KK of XX, then the constant function on KK that takes the value 11 may be extended to a function ff in Cc(X)C_{c}(X) for which 0≤f≤10 \leq f \leq 1 on XX and ff vanishes outside of OO; (iv) for KK a compact subset of XX and F\mathcal{F} a finite open cover of KK, there is a partition of unity subordinate to F\mathcal{F} consisting of functions of compact support.

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Problem 21.27

Let (X,TX, \mathcal{T}) be a Hausdorff topological space. Show that T\mathcal{T} is a semi-ring if and only if T\mathcal{T} is the discrete topology.

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Problem 21.28

Let (X,T)(X, \mathcal{T}) be a topological space and μ:T→[0,∞]\mu : \mathcal{T} \rightarrow [0, \infty ] a premeasure. Assume that if O\mathcal{O} is open and μ(O)<∞\mu (\mathcal{O}) < \infty, then μ(bd⁡O)=0\mu (\operatorname {bd} \mathcal{O}) = 0. Show that every open set is μ∗\mu^{*}-measurable.

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Problem 21.29

Show that the restriction of Lebesgue measure on the real line to the Borel σ\sigma-algebra is a Radon measure.

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Problem 21.30

Show that the restriction of Lebesgue measure on the Euclidean space Rn\mathbb {R}^{n} to the Borel σ\sigma-algebra is a Radon measure.

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Problem 21.31

Show that a Dirac delta measure on a topological space is a Radon measure.

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Problem 21.32

Let XX be an uncountable set with the discrete topology and {xk}1≤k<∞\left\{ x_{k}\right\}_{1 \leq k < \infty } a countable subset of XX. For E⊆XE \subseteq X, define

μ(E)=∑{n∣xn∈E}2−n. \mu (E) = \sum _{\left\{ n \mid x_{n} \in E\right\} } 2^{-n} .

Show that 2X=B(X)2^{X} = \mathcal{B}(X) and μ:B(X)→\mu : \mathcal{B}(X) \rightarrow is a Radon measure.

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Problem 21.33

Show that the sum of two Radon measures also is Radon.

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Problem 21.34

Let μ\mu and ν\nu be Borel measures on B(X)\mathcal{B}(X), where XX is a compact topological space, and suppose that μ\mu is absolutely continuous with respect to ν\nu. If ν\nu is Radon show that μ\mu also is Radon.

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Problem 21.35

Let (X,T)(X, \mathcal{T}) be a locally compact, Hausdorff space and μ:T→[0,∞]\mu : \mathcal{T} \rightarrow [0, \infty ] a premeasure for which the restriction to B(X)\mathcal{B}(X) of μ∗\mu^{*} is a Radon measure. Show that μ\mu is a Radon premeasure.

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Problem 21.36

Let XX be a locally compact, Hausdorff space and μ:B(X)→[0,∞]\mu : \mathcal{B}(X) \rightarrow [0, \infty ] a Radon measure. Show that any Borel set EE of finite measure is inner regular in the sense that

μ(E)=sup⁡{μ(K)∣K⊆E,K compact } \mu (E) = \sup \left\{ \mu (K) \mid K \subseteq E, K \text{ compact }\right\}

Conclude that if μ\mu is σ\sigma-finite, then every Borel set is inner regular.

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Problem 21.37

Let XX be a topological space, μ:B(X)→[0,∞]\mu : \mathcal{B}(X) \rightarrow [0, \infty ] a σ\sigma-finite Radon measure, and E⊆XE \subseteq X a Borel set. Show that there is a GδG_{\delta } subset AA of XX and an FσF_{\sigma } subset BB of XX for which

A⊆E⊆B and μ(B∼E)=μ(E∼A)=0. A \subseteq E \subseteq B \text{ and } \mu (B \sim E) = \mu (E \sim A) = 0.
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Problem 21.38

For a metric space XX, show that B(X)\mathcal{B}(X) is the smallest σ\sigma-algebra with respect to which all of the continuous real-valued functions on XX are measurable.

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Problem 21.39

Let XX be a locally compact, Hausdorff space and C0(X)C_{0}(X) the space of all uniform limits of functions in Cc(X)C_{c}(X).

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(i)

Show that a continuous real-valued function ff on XX belongs to C0(X)C_{0}(X) if and only if for each α>0\alpha > 0 the set {x∈X∣∣f(x)∣≥α}\left\{ x \in X \mid \left|f(x)\right| \geq \alpha \right\} is compact.

(ii)

Let X∗X^{*} be the one-point compactification of XX. Show that C0(X)C_{0}(X) consists precisely of the restrictions to XX of those functions in C(X∗)C\left(X^{*}\right) that vanish at the point at infinity.

Problem 21.40

Let XX be an uncountable set with the discrete topology.

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(i)

What is Cc(X)C_{c}(X) ?

(ii)

What are the Borel subsets of XX ?

(iii)

Let X∗X^{*} be the one-point compactification of XX. What is C(X∗)C\left(X^{*}\right) ?

(iv)

What are the Borel subsets of X∗X^{*} ?

(v)

Show that there is a Borel measure μ\mu on X∗X^{*} such that μ(X∗)=1\mu \left(X^{*}\right) = 1 and ∫Xfdμ=0\int_{X} f d \mu = 0 for each ff in Cc(X)C_{c}(X).

Problem 21.41

Let XX and YY be two locally compact, Hausdorff spaces.

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(i)

Show that each f∈Cc(X×Y)f \in C_{c}(X \times Y) is the limit of sums of the form

∑i=1nφi(x)ψi(y) \sum _{i = 1}^{n} \varphi _{i}(x) \psi _{i}(y)

where φi∈Cc(X)\varphi_{i} \in C_{c}(X) and ψi=Cc(Y)\psi_{i} = C_{c}(Y). (The Stone-Weierstrass Theorem is useful.)

(ii)

Show that B(X×Y)⊆B(X)×B(Y)\mathcal{B}(X \times Y) \subseteq \mathcal{B}(X) \times \mathcal{B}(Y).

(iii)

Show that B(X×Y)=B(X)×B(Y)\mathcal{B}(X \times Y) = \mathcal{B}(X) \times \mathcal{B}(Y) if and only if XX or YY is the union of a countable collection of compact subsets.

Problem 21.42

In the proof of the Riesz-Markov Theorem, establish inner regularity in the case in which μ(O)=∞\mu (\mathcal{O}) = \infty.

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Problem 21.43

Let k(x,y)k(x, y) be a bounded Borel measurable function on X×YX \times Y, and let μ\mu and ν\nu be Radon measures on XX and YY.

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(i)

Show that

∬X×Yφ(x)k(x,y)ψ(y)d(μ×ν)=∫Y[∫Xφ(x)k(x,y)dμ]ψ(y)dν=∫Xφ(x)[∫Yk(x,y)ψ(y)dν]dμ \begin{aligned} \iint _{X \times Y} \varphi (x) k(x, y) \psi (y) d(\mu \times \nu ) & = \int _{Y}\left[\int _{X} \varphi (x) k(x, y) d \mu \right] \psi (y) d \nu \\ & = \int _{X} \varphi (x)\left[\int _{Y} k(x, y) \psi (y) d \nu \right] d \mu \end{aligned}

for all φ∈Cc(X)\varphi \in C_{c}(X) and ψ∈Cc(Y)\psi \in C_{c}(Y).

(ii)

If the integral in (i) is zero for all φ\varphi and ψ\psi in Cc(X)C_{c}(X) and Cc(Y)C_{c}(Y), show that then k=0k = 0 almost everywhere [μ×ν][\mu \times \nu ].

Problem 21.44

Let XX be a compact, Hausdorff space and μ\mu a Borel measure on B(X)\mathcal{B}(X). Show that there is a constant c>0c > 0 such that

∣∫Xfdμ∣≤c∥f∥max⁡ for all f∈C(X). \left|\int _{X} f d \mu \right| \leq c\left\| f\right\| _{\max } \text{ for all } f \in C(X) .
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Problem 21.45

Let x0x_{0} be a point in the compact, Hausdorff space XX. Define L(f)=f(x0)L(f) = f\left(x_{0}\right) for each f∈C(X)f \in C(X). Show that LL is a bounded linear functional on C(X)C(X). Find the signed Radon measure that represents LL.

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Problem 21.46

Let XX be a compact, Hausdorff space and μ\mu a Borel measure on B(X)\mathcal{B}(X). Show that there is a Radon measure μ0\mu_{0} for which

∫Xfdμ=∫Xfdμ0 for all f in C(X) \int _{X} f d \mu = \int _{X} f d \mu _{0} \text{ for all } f \text{ in } C(X)
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Problem 21.47

Let g1g_{1} and g2g_{2} be two increasing functions on the closed, bounded interval [a,b][a, b] that agree at the end-points. Show that

∫abf(x)dg1(x)=∫abf(x)dg2(x) for all f∈C[a,b] \int _{a}^{b} f(x) d g_{1}(x) = \int _{a}^{b} f(x) d g_{2}(x) \text{ for all } f \in C[a, b]

if and only if g1(x+)=g2(x+)g_{1}\left(x^{+}\right) = g_{2}\left(x^{+}\right)for all a≤x<ba \leq x < b.

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Problem 21.48

Let XX be a compact, Hausdorff space. Show that the Jordan Decomposition Theorem for signed Borel measures on B(X)\mathcal{B}(X) follows from the Riesz-Kakutani Representation Theorem for the dual of C(X)C(X) and Proposition 12.

The Riesz-Kakutani Representation Theorem: Let XX be a compact, Hausdorff space and C(X)C(X) the linear space of continuous real-valued functions on XX, normed by the maximum norm. Define the operator T:Radon⁡(X)→[C(X)]∗T: \operatorname {Radon}(X) \rightarrow [C(X)]^{*} by setting, for ν∈Radon⁡(X)\nu \in \operatorname {Radon}(X), Tν(f)=∫Xf dνT\nu (f) = \int_{X} f \, d\nu for all f∈C(X)f \in C(X). Then TT is a linear isometric isomorphism of Radon⁡(X)\operatorname {Radon}(X) onto [C(X)]∗[C(X)]^{*}.

Proposition 12: Let XX be a compact, Hausdorff space and C(X)C(X) the linear space of continuous real-valued functions on XX, normed by the maximum norm. Then for each continuous linear functional LL on C(X)C(X), there are two positive linear functionals L+L^{+} and L−L^{-} on C(X)C(X) for which L=L+−L−L = L^{+} - L^{-} and ∥L∥=L+(1)+L−(1)\left\| L\right\| = L^{+}(1) + L^{-}(1).

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Problem 21.49

What are the extreme points of the unit ball of the linear space of signed Radon measures R\mathcal{R} adon (X)(X), where XX is a compact, Hausdorff space?

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Problem 21.50

Let XX be a compact metric space. On the linear space of functions F\mathcal{F} defined in the statement of Theorem 16, define the norm of a function to be its total variation. Show that with this norm F\mathcal{F} is a Banach space.

Theorem 16 (Riesz): Let [a,b]\left[a, b\right] be a closed, bounded interval and F\mathcal{F} be the collection of real-valued functions on [a,b]\left[a, b\right] that are of bounded variation on [a,b]\left[a, b\right], continuous on the right on (a,b)(a, b), and vanish at aa. Then for each bounded linear functional ψ\psi on C[a,b]C\left[a,b\right], there is a unique function g∈Fg \in \mathcal{F} for which ψ(f)=∫abf(x) dg(x)\psi (f) = \int_{a}^{b} f(x) \, dg(x) for all f∈C[a,b]f \in C\left[a,b\right].

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Problem 21.51

Let A\mathcal{A} be an algebra of real-valued continuous functions on a compact space XX that separates points and contains the constants. Let A⊥\mathcal{A}^{\perp } be the set of signed Radon measures on XX such that ∣μ∣(X)≤1\left|\mu \right|(X) \leq 1 and ∫Xfdμ=0\int_{X} f d \mu = 0 for all f∈Af \in \mathcal{A}.

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(i)

Use the Hahn-Banach Theorem and the Riesz-Kakutani Representation Theorem to show that if A⊥\mathcal{A}^{\perp } contains only the zero measure, then A‾=C(X)\overline{\mathcal{A}} = C(X).

(ii)

Use the Krein-Milman Theorem and the weak-* compactness of the unit ball in R\mathcal{R} adon (X)(X) to show that if the identically zero measure is the only extreme point of A⊥\mathcal{A}^{\perp }, then A⊥\mathcal{A}^{\perp } contains only the identically zero measure.

(iii)

Let μ\mu be an extreme point of A⊥\mathcal{A}^{\perp }. Let f∈Af \in \mathcal{A}, with 0≤f≤10 \leq f \leq 1. Define measures μ1\mu_{1} and μ2\mu_{2} by

μ1(E)=∫Efdμ and μ2(E)=∫E(1−f)dμ for E∈B(X) \mu _{1}(E) = \int _{E} f d \mu \text{ and } \mu _{2}(E) = \int _{E}(1-f) d \mu \text{ for } E \in \mathcal{B}(X)

Show that μ1\mu_{1} and μ2\mu_{2} belong to A⊥\mathcal{A}^{\perp } and, moreover, ∥μ1∥+∥μ2∥=∥μ∥\left\| \mu_{1}\right\| +\left\| \mu_{2}\right\| = \left\| \mu \right\|, and μ1+μ2=μ\mu_{1}+\mu_{2} = \mu. Since μ\mu is an extreme point, conclude that μ1=cμ\mu_{1} = c \mu for some constant cc.

(iv)

Show that f=cf = c on the support of μ\mu.

(v)

Since A\mathcal{A} separates points, show that the support of μ\mu can contain at most one point. Since ∫X1dμ=0\int_{X} 1 d \mu = 0, conclude that the support of μ\mu is empty and hence μ\mu is the zero measure.

Problem 21.52

Let XX be a separable, compact, Hausdorff space. Show that every closed set is a GδG_{\delta } set.

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Problem 21.53

Let XX be a Hausdorff space and μ:B(X)→[0,∞]\mu : \mathcal{B}(X) \rightarrow [0, \infty ] a σ\sigma-finite Borel measure. Show that μ\mu is Radon if and only if it is regular.

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Problem 21.54

Show that a Hausdorff space XX is both locally compact and σ\sigma-compact if and only if there is an ascending countable collection {Ok}k=1∞\left\{ \mathcal{O}_{k}\right\}_{k = 1}^{\infty } of open subsets of XX that covers XX and for each kk,

O‾k is a compact subset of Ok+1.  \overline{\mathcal{O}}_{k} \text{ is a compact subset of } \mathcal{O}_{k+1} \text{. }
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Problem 21.55

Let x0x_{0} be a point in the locally compact, Hausdorff space XX. Is the Dirac delta measure concentrated at x0,δx0x_{0}, \delta_{x_{0}}, a regular Baire measure?

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Problem 21.56

Let XX be an uncountable set with the discrete topology and X∗X^{*} its Alexandroff compactification with x∗x^{*} the point at infinity. Show that the singleton set {x∗}\left\{ x^{*}\right\} is a Borel set that is not a Baire set.

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Problem 21.57

Let XX be a locally compact, Hausdorff space. Show that a Borel measure μ:B(X)→[0,∞]\mu : \mathcal{B}(X) \rightarrow [0, \infty ] is Radon if and only if every Borel set is measurable with respect to the Carathéodory measure induced by the premeasure μ:B(X)→[0,∞]\mu : \mathcal{B}(X) \rightarrow [0, \infty ].

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Problem 21.58

Prove Lemmas 23, 24, and 25.

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Problem 21.59

Let XX be a compact, Hausdorff space and f1,…,fnf_{1}, \ldots , f_{n} continuous real-valued functions on XX. Let ν\nu be a signed Radon measure on XX with ∣ν∣(X)≤1\left|\nu \right|(X) \leq 1 and let ci=∫Xfidνc_{i} = \int_{X} f_{i} d \nu, for 1≤i≤n1 \leq i \leq n.

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(i)

Show that there is a signed Radon measure μ\mu on XX with ∣μ∣(X)≤1\left|\mu \right|(X) \leq 1 for which

∫Xfidμ=ci \int _{X} f_{i} d \mu = c_{i}

and

∫Xgdμ≤∫Xgdλ for all g∈C(X) \int _{X} g d \mu \leq \int _{X} g d \lambda \text{ for all } g \in C(X)

for any signed Radon measure λ\lambda with ∣λ∣(X)≤1\left|\lambda \right|(X) \leq 1 and such that ∫Xfidλ=ci\int_{X} f_{i} d \lambda = c_{i} for each i,1≤i≤ni, 1 \leq i \leq n.

(ii)

Suppose that there is a Radon measure ν\nu on XX with ν(X)=1\nu (X) = 1 and ∫Xfidν=ci\int_{X} f_{i} d \nu = c_{i} for each i,1≤i≤ni, 1 \leq i \leq n. Show that there is a Radon measure μ\mu on XX with μ(X)=1\mu (X) = 1 and ∫Xfidμ=ci\int_{X} f_{i} d \mu = c_{i}, for 1≤i≤n1 \leq i \leq n, which minimizes ∫Xgdμ\int_{X} g d \mu among all Radon measures that satisfy these conditions.