The Representation of the Dual of : The Riesz-Kakutani Theorem
[7/0%]Let be a point in the compact, Hausdorff space . Define for each . Show that is a bounded linear functional on . Find the signed Radon measure that represents .
Let be a compact, Hausdorff space and a Borel measure on . Show that there is a Radon measure for which
Let and be two increasing functions on the closed, bounded interval that agree at the end-points. Show that
if and only if for all .
Let be a compact, Hausdorff space. Show that the Jordan Decomposition Theorem for signed Borel measures on follows from the Riesz-Kakutani Representation Theorem for the dual of and Proposition 12.
The Riesz-Kakutani Representation Theorem: Let be a compact, Hausdorff space and the linear space of continuous real-valued functions on , normed by the maximum norm. Define the operator by setting, for , for all . Then is a linear isometric isomorphism of onto .
Proposition 12: Let be a compact, Hausdorff space and the linear space of continuous real-valued functions on , normed by the maximum norm. Then for each continuous linear functional on , there are two positive linear functionals and on for which and .
What are the extreme points of the unit ball of the linear space of signed Radon measures adon , where is a compact, Hausdorff space?
Let be a compact metric space. On the linear space of functions defined in the statement of Theorem 16, define the norm of a function to be its total variation. Show that with this norm is a Banach space.
Theorem 16 (Riesz): Let be a closed, bounded interval and be the collection of real-valued functions on that are of bounded variation on , continuous on the right on , and vanish at . Then for each bounded linear functional on , there is a unique function for which for all .
Let be an algebra of real-valued continuous functions on a compact space that separates points and contains the constants. Let be the set of signed Radon measures on such that and for all .
Use the Hahn-Banach Theorem and the Riesz-Kakutani Representation Theorem to show that if contains only the zero measure, then .
Use the Krein-Milman Theorem and the weak-* compactness of the unit ball in adon to show that if the identically zero measure is the only extreme point of , then contains only the identically zero measure.
Let be an extreme point of . Let , with . Define measures and by
Show that and belong to and, moreover, , and . Since is an extreme point, conclude that for some constant .
Show that on the support of .
Since separates points, show that the support of can contain at most one point. Since , conclude that the support of is empty and hence is the zero measure.