Bourbaki

§ 1. Measures on a locally compact space

1. Continuous functions with compact support

Definition 1

— Let X be a topological space, let E be either R‾\overline{\mathbf{R}} or a vector space over R\mathbf{R}, and let f be a mapping of X into E. The smallest closed set S in X such that f(x)=0f(x) = 0 on X−SX - S (in other words, the closure in X of the set of all x∈Xx \in X such that f(x)≠0f(x) \neq 0) is called the support of f and is denoted Supp(f).

Let X be a locally compact space, E a topological vector space over R\mathbf{R} or C\mathbf{C}; recall that C(X;E)\mathscr{C}(X;E) denotes the vector space of continuous mappings of X into E; when E=RE = \mathbf{R} or E=CE = \mathbf{C}, we will omit the mention of E in this notation if no confusion can result. We shall denote by K(X;E)\mathscr{K}(X;E) the subspace of C(X;E)\mathscr{C}(X;E) formed by the continuous mappings with compact support; for every subset A of X, we denote by C(X,A;E)\mathscr{C}(X,A;E) (resp. K(X,A;E)\mathscr{K}(X,A;E)) the subspace of C(X;E)\mathscr{C}(X;E) (resp. K(X;E)\mathscr{K}(X;E)) formed by the mappings f such that Supp⁡(f)⊂A\operatorname{Supp}(f) \subset A. If E=RE = \mathbf{R} or E=CE = \mathbf{C}, we write K(X)\mathscr{K}(X) (resp. K(X,A)\mathscr{K}(X,A)) instead of K(X;R)\mathscr{K}(X;\mathbf{R}) or K(X;C)\mathscr{K}(X;\mathbf{C}) (resp. K(X,A;R)\mathscr{K}(X,A;\mathbf{R}) or K(X,A;C)\mathscr{K}(X,A;\mathbf{C})), provided no confusion can result; we denote by K+(X)\mathscr{K}_+(X) the pointed convex cone formed by the functions ≥0\geq 0 of K(X;R)\mathscr{K}(X;\mathbf{R}).

For every compact subset K of X, the space K(X,K;E)\mathscr{K}(X,K;E) may be identified with a subspace of the space of continuous functions C(K;E)\mathscr{C}(K;E) (namely, the subspace of continuous mappings of K into E that are zero on the boundary1^1 of K). When C(K;E)\mathscr{C}(K;E) is equipped with the topology of uniform convergence in K, K(X,K;E)\mathscr{K}(X,K;E) is a closed subspace of C(K;E)\mathscr{C}(K;E). In particular, if E is a Fréchet space (resp. a Banach space), then so is K(X,K;E)\mathscr{K}(X,K;E), because if the topology of E is defined by the semi-norms pnp_n (resp. the norm x↦∥x∥x \mapsto \|x\|) then the topology of K(X,K;E)\mathscr{K}(X,K;E) is defined

(1) The original is frontière, also translated as 'frontier' (GT, I, §1, No. 6, Def. 11).

by the semi-norms f↦sup⁡x∈Kpn(f(x))f \mapsto \sup_{x \in K} p_n(f(x)) (resp. the norm f↦sup⁡x∈K∥f(x)∥f \mapsto \sup_{x \in K} \|f(x)\|, denoted ∥f∥\|f\|).

The space K(X;E)\mathscr{K}(X; E) is the union of the increasing directed family of subspaces K(X,K;E)\mathscr{K}(X, K; E), where KK runs over the set of compact subsets of XX; moreover, if K1⊂K2K_1 \subset K_2 are two compact subsets of XX, the canonical injection K(X,K1;E)→K(X,K2;E)\mathscr{K}(X, K_1; E) \to \mathscr{K}(X, K_2; E) is continuous for the topologies defined above. If EE is locally convex, one can therefore define on K(X;E)\mathscr{K}(X; E) the direct limit² of the locally convex topologies of the K(X,K;E)\mathscr{K}(X, K; E) (TVS, II, §4, No. 4); unless expressly mentioned to the contrary, this will always be the topology in question when we regard K(X;E)\mathscr{K}(X; E) as a topological vector space.

Proposition 1

Let XX be a locally compact space, EE a Hausdorff locally convex space.

(i) The locally convex space K(X;E)\mathscr{K}(X; E) is Hausdorff. For every compact subset KK of XX, the topology on K(X,K;E)\mathscr{K}(X, K; E) induced by that of K(X;E)\mathscr{K}(X; E) is the topology of uniform convergence in KK, and each of the subspaces K(X,K;E)\mathscr{K}(X, K; E) is closed in K(X;E)\mathscr{K}(X; E).

(ii) If EE is the product of a finite number of locally convex spaces EiE_i (1≤i≤n1 \leq i \leq n), then the mapping f↦(pri∘f)f \mapsto (\mathrm{pr}_i \circ f) is an isomorphism of the space K(X;E)\mathscr{K}(X; E) onto the product space ∏1≤i≤nK(X;Ei)\prod_{1 \leq i \leq n} \mathscr{K}(X; E_i).

(iii) If XX is the sum of a family (Xλ)λ∈L(X_\lambda)_{\lambda \in L} of locally compact spaces, then the mapping f↦(f∣Xλ)λ∈Lf \mapsto (f|X_\lambda)_{\lambda \in L} is an isomorphism of the space K(X;E)\mathscr{K}(X; E) onto the topological direct sum space of the family (K(Xλ;E))λ∈L(\mathscr{K}(X_\lambda; E))_{\lambda \in L}.

(i) Note that, on K(X;E)\mathscr{K}(X; E), the topology of uniform convergence in XX is compatible with the vector space structure of K(X;E)\mathscr{K}(X; E) because, for every f∈K(X;E)f \in \mathscr{K}(X; E), with (compact) support SS, the set f(X)=f(S)∪{0}f(X) = f(S) \cup \{0\} is compact, hence bounded in EE (TVS, III, §3, No. 1, Prop. 1). Since this topology T0\mathscr{T}_0 is locally convex and induces on each K(X,K;E)\mathscr{K}(X, K; E) the topology of uniform convergence in KK, the same is true of the direct limit topology T\mathscr{T} on K(X;E)\mathscr{K}(X; E) (TVS, II, §4, No. 4, Remark); moreover, T\mathscr{T} is finer than T0\mathscr{T}_0 and T0\mathscr{T}_0 is Hausdorff, therefore T\mathscr{T} is Hausdorff. Finally, suppose that a function f∈K(X;E)f \in \mathscr{K}(X; E) belongs to the closure of K(X,K;E)\mathscr{K}(X, K; E); by the definitions, there exists a compact subset K′⊃KK' \supset K of XX such that f∈K(X,K′;E)f \in \mathscr{K}(X, K'; E). By the foregoing, ff belongs to the closure of K(X,K;E)\mathscr{K}(X, K; E) in the space K(X,K′;E)\mathscr{K}(X, K'; E), hence belongs to K(X,K;E)\mathscr{K}(X, K; E).

(ii) The criterion for continuity in a direct limit (TVS, II, §4, No. 4, Prop. 5) shows at once that the mapping f↦(pri∘f)f \mapsto (\mathrm{pr}_i \circ f) is continuous and that the same is true of the inverse mapping (for the latter, it suffices to note that if, for every function fi∈K(X;Ei)f_i \in \mathscr{K}(X; E_i), one denotes by fi′f'_i the mapping

² Limite inductive, translated as "direct limit" in S, A and GT.

of X into E such that pri∘fi′=fi\mathrm{pr}_i \circ f'_i = f_i and prj∘fi′=0\mathrm{pr}_j \circ f'_i = 0 for j≠ij \neq i, then each of the mappings fi↦fi′f_i \mapsto f'_i is continuous).

(iii) Each compact subset K of X intersects only the XλX_\lambda of a finite sub-family (Xλ)λ∈H(X_\lambda)_{\lambda \in H} of (Xλ)λ∈L(X_\lambda)_{\lambda \in L}, and it is immediate that if one sets Kλ=K∩XλK_\lambda = K \cap X_\lambda for λ∈H\lambda \in H, the mapping f↦(f∣Xλ)λ∈Hf \mapsto (f|X_\lambda)_{\lambda \in H} is an isomorphism of K(X,K;E)\mathscr{K}(X, K; E) onto ∏λ∈HK(Xλ,Kλ;E)\prod_{\lambda \in H} \mathscr{K}(X_\lambda, K_\lambda; E). Conversely, for every function fλ∈K(Xλ;E)f_\lambda \in \mathscr{K}(X_\lambda; E), let fλ′′f''_\lambda be the mapping of X into E such that fλ′′∣Xλ=fλf''_\lambda|X_\lambda = f_\lambda and fλ′′∣Xμ=0f''_\lambda|X_\mu = 0 for μ≠λ\mu \neq \lambda; it is immediate that the mapping fλ↦fλ′′f_\lambda \mapsto f''_\lambda of K(Xλ;E)\mathscr{K}(X_\lambda; E) into K(X;E)\mathscr{K}(X; E) is continuous. The assertion (iii) follows from these remarks and the criterion for continuity in direct limits (TVS, II, §4, No. 4, Prop. 5).

Proposition 2

— *Let X be a locally compact space, E a Hausdorff locally convex space.

(i) If E is a Fréchet space, then the space K(X;E)\mathscr{K}(X; E) is barreled.

(ii) If X is paracompact then, for every bounded set B in K(X;E)\mathscr{K}(X; E), there exists a compact subset K of X such that B⊂K(X,K;E)B \subset \mathscr{K}(X, K; E).

Suppose E is a Fréchet space. Then, for every compact subset K of X, K(X,K;E)\mathscr{K}(X, K; E) is a Fréchet space, hence is barreled, and one knows that a direct limit of barreled spaces is barreled (TVS, III, §4, No. 1, Cor. 3 of Prop. 3), whence (i).

If X is paracompact, one knows (GT, I, §9, No. 10, Th. 5) that X is the sum of a family (Xλ)λ∈L(X_\lambda)_{\lambda \in L} of locally compact spaces that are countable at infinity; thus (Prop. 1, (iii)), K(X;E)\mathscr{K}(X; E) is the topological direct sum of the family of subspaces K(Xλ;E)\mathscr{K}(X_\lambda; E) (λ∈L\lambda \in L). By virtue of the characterization of the bounded sets in a topological direct sum (TVS, III, §1, No. 4, Prop. 5), every bounded set in K(X;E)\mathscr{K}(X; E) is contained in the sum of a finite number of subspaces K(Xλ;E)\mathscr{K}(X_\lambda; E), and it will suffice to prove that every bounded set in K(Xλ;E)\mathscr{K}(X_\lambda; E) is contained in a subspace K(Xλ,Kλ;E)\mathscr{K}(X_\lambda, K_\lambda; E), with KλK_\lambda compact in XλX_\lambda. We are thus reduced to the case that X is countable at infinity, in other words is the union of a sequence of relatively compact open sets UnU_n such that U‾n⊂Un+1\overline{U}_n \subset U_{n+1} (GT, I, §9, No. 9, Prop. 15). But then K(X;E)\mathscr{K}(X; E) is the strict direct limit of the sequence of spaces K(X,U‾n;E)\mathscr{K}(X, \overline{U}_n; E), whence the assertion (ii) (TVS, III, §1, No. 4, Prop. 6).

We shall say that a subset H of K(X;E)\mathscr{K}(X; E) is strictly compact if it is compact and if there exists a compact subset K of X such that H⊂K(X,K;E)H \subset \mathscr{K}(X, K; E). It follows at once from Proposition 2 that if X is a paracompact locally compact space and if E is Hausdorff, then every compact set in K(X;E)\mathscr{K}(X; E) is strictly compact. One can give examples of locally compact

3 Dénombrable à l'infini, also translated as "σ-compact" (GT, I, §9, No. 9, Def. 5).

spaces XX (not paracompact) such that there exist sets in K(X;R)\mathscr{K}(X; \mathbf{R}) that are compact but not strictly compact (Exercises 3 and 4).

We recall that, by virtue of Ascoli’s theorem (GT, X, §2, No. 5, Cor. 3 of Th. 2), a strictly compact subset HH of K(X;E)\mathscr{K}(X; E) contained in K(X,K;E)\mathscr{K}(X, K; E) is characterized by the following conditions: 1∘1^\circ it is closed; 2∘2^\circ it is equicontinuous; 3∘3^\circ for every x∈Kx \in K, the set H(x)H(x) is relatively compact in EE.

Corollary

Let XX be a paracompact, locally compact space; if EE is a quasi-complete locally convex space, then the space K(X;E)\mathscr{K}(X; E) is quasi-complete.

It suffices, by virtue of Proposition 2, (ii), to note that for every compact subset KK of XX, K(X,K;E)\mathscr{K}(X, K; E) is a closed subspace of C(K;E)C(K; E), which is quasi-complete since every bounded subset of C(K;E)C(K; E) consists of functions taking values in a same bounded subset of EE.

2. Approximation properties

Lemma 1

Let XX be a locally compact space, KK a compact subset of XX, and (Vk)1≤k≤n(V_k)_{1 \leq k \leq n} a finite covering of KK by open sets of XX. Then, there exist nn continuous mappings fkf_k of XX into [0,1][0, 1], such that the support of fkf_k is contained in VkV_k for 1≤k≤n1 \leq k \leq n and such that ∑k=1nfk(x)≤1\sum_{k=1}^n f_k(x) \leq 1 for all x∈Xx \in X and ∑k=1nfk(x)=1\sum_{k=1}^n f_k(x) = 1 for all x∈Kx \in K.

For, let X′X' be the compact space obtained by adjoining to XX a point at infinity ω\omega (GT, I, §9, No. 8, Th. 4); the sets V0=X′−KV_0 = X' - K and VkV_k (1≤k≤n1 \leq k \leq n) form an open covering of X′X'. Let (fk)0≤k≤n(f_k)_{0 \leq k \leq n} be a continuous partition of unity subordinate to this covering of X′X' (GT, IX, §4, No. 3, Prop. 3); the functions fkf_k with index k≥1k \geq 1 satisfy the conditions of the lemma.

Lemma 2

Let XX be a locally compact space, KK a compact subset of XX, EE a locally convex space, qq a continuous semi-norm on EE, and Φ\Phi an equicontinuous set of mappings of XX into EE whose supports are contained in KK. Then, for every ε>0\varepsilon > 0, there exists a continuous partition of unity (φj)0≤j≤n(\varphi_j)_{0 \leq j \leq n} on XX having the following properties: (i) Supp⁡(φj)⊂K\operatorname{Supp}(\varphi_j) \subset K for 1≤j≤n1 \leq j \leq n. (ii) *If, for 1≤j≤n1 \leq j \leq n, xjx_j is any point of Supp⁡(φj)\operatorname{Supp}(\varphi_j), then, for every function f∈Φf \in \Phi and every x∈Xx \in X,

q(f(x)−∑j=1nφj(x)f(xj))≤ε. q\left(f(x) - \sum_{j=1}^n \varphi_j(x) f(x_j)\right) \leq \varepsilon.

For every yy belonging to the boundary of KK, one has f(y)=0f(y) = 0 for all f∈Φf \in \Phi, therefore there exists an open neighborhood VyV_y of yy in XX such that, for every z∈Vyz \in V_y and every f∈Φf \in \Phi, one has q(f(z))≤ε/2q(f(z)) \leq \varepsilon/2. Let K′K' be the set of points of KK not belonging to any of the VyV_y as yy runs over the boundary of KK; K′K' is compact and is contained in the interior of KK. The set Φ\Phi is uniformly equicontinuous in KK; therefore, there exists a finite open covering (Uj)1≤j≤n(U_j)_{1 \leq j \leq n} of K′K' consisting of open sets in XX contained in KK, such that for every pair of points x,yx, y of a same UjU_j, one has q(f(x)−f(y))≤ε/2q(f(x) - f(y)) \leq \varepsilon/2 for every f∈Φf \in \Phi. By Lemma 1, there exist nn continuous mappings φj\varphi_j of XX into [0,1][0, 1] (1≤j≤n1 \leq j \leq n) such that Supp⁡(φj)⊂Uj\operatorname{Supp}(\varphi_j) \subset U_j and such that

∑j=1nφj(x)≤1 on X and ∑j=1nφj(x)=1 on K′. \sum_{j=1}^n \varphi_j(x) \leq 1 \text{ on } X \text{ and } \sum_{j=1}^n \varphi_j(x) = 1 \text{ on } K'.
For xj∈Supp⁡(φj)x_j \in \operatorname{Supp}(\varphi_j) (1≤j≤n1 \leq j \leq n) and f∈Φf \in \Phi, we therefore have, for all x∈Ujx \in U_j,
q(f(x)φj(x)−f(xj)φj(x))=φj(x)q(f(x)−f(xj))≤ε2φj(x), q(f(x)\varphi_j(x) - f(x_j)\varphi_j(x)) = \varphi_j(x)q(f(x) - f(x_j)) \leq \frac{\varepsilon}{2}\varphi_j(x),
and this relation remains true if x∉Ujx \notin U_j since then φj(x)=0\varphi_j(x) = 0. By addition we infer that, for every x∈Xx \in X,
q(f(x)(1−φ0(x))−∑j=1nφj(x)f(xj))≤ε2(1−φ0(x)), q\left(f(x)(1 - \varphi_0(x)) - \sum_{j=1}^n \varphi_j(x)f(x_j)\right) \leq \frac{\varepsilon}{2}(1 - \varphi_0(x)),
where φ0=1−∑j=1nφj\varphi_0 = 1 - \sum_{j=1}^n \varphi_j; whence (1) for x∈K′x \in K', since then φ0(x)=0\varphi_0(x) = 0; (1) also holds for x∉Kx \notin K, the first member then being zero. Finally, for x∈K−K′x \in K - K' we have q(f(x)φ0(x))≤ε/2q(f(x)\varphi_0(x)) \leq \varepsilon/2 by the definition of K′K', therefore this relation and (2) again imply (1) in this case.

Let XX be a locally compact space; for every Banach space EE (real or complex) we denote by Cb(X;E)\mathscr{C}^b(X; E) the vector space of continuous and bounded mappings of XX into EE; we know that the topology of uniform convergence in XX is compatible with the vector space structure (real, resp. complex) of Cb(X;E)\mathscr{C}^b(X; E), and it is defined by the norm

∣∣f∣∣=sup⁡x∈X∣∣f(x)∣∣. ||f|| = \sup_{x \in X} ||f(x)||.
Moreover, the normed space thus defined is a Banach space (GT, X, §3, No. 2, and No. 1, Cor. 2 of Prop. 2); the topology defined by this norm on K(X;E)\mathscr{K}(X; E) (in other words, the topology of uniform convergence in XX) is coarser than the direct limit topology on K(X;E)\mathscr{K}(X; E) defined in No. 1.

Proposition 3

— Let XX be a locally compact space, X′X' the compact space obtained by adjoining to XX a point at infinity ω\omega (GT, I, §9, No. 8,

Th. 4), and E a Banach space. The closure of K(X;E)\mathscr{K}(X;E) in the normed space Cb(X;E)C^b(X;E) is the vector space of continuous functions on X, with values in E and tending to 0 at the point ω\omega.

Let f∈Cb(X;E)f \in C^b(X;E) be a function in the closure of K(X;E)\mathscr{K}(X;E); for every ε>0\varepsilon > 0, there exists a function g∈K(X;E)g \in \mathscr{K}(X;E) such that ∥f(x)−g(x)∥≤ε\|f(x) - g(x)\| \leq \varepsilon for all x∈Xx \in X; if K is the support of g, it follows that ∥f(x)∥≤ε\|f(x)\| \leq \varepsilon for all x∈CKx \in \mathbf{C}K, thus f(x)f(x) tends to 0 as xx tends to ω\omega. Conversely, if f has this property then, for every ε>0\varepsilon > 0, there exists a compact set K⊂XK \subset X such that ∥f(x)∥≤ε\|f(x)\| \leq \varepsilon for all x∈CKx \in \mathbf{C}K. By Lemma 1 there exists a continuous mapping h of X into [0,1][0,1], with compact support, equal to 1 on K; then ∥f(x)h(x)∥≤ε\|f(x)h(x)\| \leq \varepsilon on CK\mathbf{C}K and f(x)=f(x)h(x)f(x) = f(x)h(x) on K; since fhfh has compact support and ∥f(x)−f(x)h(x)∥≤2ε\|f(x) - f(x)h(x)\| \leq 2\varepsilon for all x∈Xx \in X, the proposition is proved.

We shall denote by C0(X;E)C^0(X;E) the subspace of Cb(X;E)C^b(X;E) formed by the functions tending to zero at the point at infinity ω\omega; it is thus the completion of the normed space K(X;E)\mathscr{K}(X;E).

Proposition 4

— Let X be a locally compact space, E a locally convex space; then, the space K(X;E)\mathscr{K}(X;E) is dense in C(X;E)C(X;E) for the topology of compact convergence.

For every compact set K⊂XK \subset X, there exists a function h∈K(X;R)h \in \mathscr{K}(X;\mathbf{R}) equal to 1 on K, by Lemma 1; for every function f∈C(X;E)f \in C(X;E) the function hfhf, which belongs to K(X;E)\mathscr{K}(X;E), is equal to f on K, whence our assertion.

Proposition 5

— Let X be a locally compact space, E a real (resp. complex) locally convex space. For every compact subset K of X, the vector space K(X,K;R)⊗RE\mathscr{K}(X,K;\mathbf{R}) \otimes_{\mathbf{R}} E (resp. K(X,K;C)⊗CE\mathscr{K}(X,K;\mathbf{C}) \otimes_{\mathbf{C}} E) (identified with a set of mappings of X into E, cf. A, II, §7, No. 7, Cor. of Prop. 15) is dense in K(X,K;E)\mathscr{K}(X,K;E); the vector space K(X;R)⊗RE\mathscr{K}(X;\mathbf{R}) \otimes_{\mathbf{R}} E (resp. K(X;C)⊗CE\mathscr{K}(X;\mathbf{C}) \otimes_{\mathbf{C}} E) is dense in K(X;E)\mathscr{K}(X;E).

As the second assertion is an obvious consequence of the first, it suffices to prove the latter. We apply Lemma 2 with Φ\Phi reduced to a single element ff of K(X,K;E)\mathscr{K}(X,K;E); then, for every x∈Xx \in X,

q(f(x)−∑j=1nφj(x)f(xj))≤ε, q\left(f(x) - \sum_{j=1}^n \varphi_j(x)f(x_j)\right) \leq \varepsilon,

where the φj\varphi_j belong to K(X,K;R)\mathscr{K}(X,K;\mathbf{R}); since the mapping x↦∑j=1nφj(x)f(xj)x \mapsto \sum_{j=1}^n \varphi_j(x)f(x_j) may be canonically identified with the element ∑j=1nφj⊗f(xj)\sum_{j=1}^n \varphi_j \otimes f(x_j), this proves the proposition, by the definition of the topology of K(X,K;E)\mathscr{K}(X,K;E).

3. Definition of a measure

Definition 2

— A continuous linear form on K(X;C)\mathscr{K}(X; \mathbf{C}), X a locally compact space, is called a measure (or complex measure) on X.

If μ\mu is a measure on a locally compact space XX, the value of the measure for a function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}) is called the integral of f with respect to μ\mu; besides the general notations μ(f)\mu(f) and ⟨f,μ⟩\langle f, \mu \rangle, one also uses the notations ∫fdμ\int f d\mu, ∫fμ\int f \mu, ∫f(x)dμ(x)\int f(x) d\mu(x) and ∫f(x)μ(x)\int f(x) \mu(x) to denote it; as to the use of the letter xx, see S, I, §1, No. 1.

By virtue of the criterion for continuity in direct limits (TVS, Ch. II, §4, No. 4, Prop. 5), to say that μ\mu is a measure on XX means that μ\mu is a linear form on K(X;C)\mathscr{K}(X; \mathbf{C}) satisfying the following condition: for every compact subset KK of XX, there exists a number MKM_K such that, for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}) whose support is contained in KK,

∣μ(f)∣≤MK⋅∥f∥(where ∥f∥=sup⁡x∈X∣f(x)∣). | \mu(f) | \leq M_K \cdot \| f \| \quad \text{(where } \| f \| = \sup_{x \in X} |f(x)| ).

More generally:

Proposition 6

— *Let X be a locally compact space, (KαK_\alpha) a family of compact subsets of X whose interiors K∘α\overset{\circ}{K}_\alpha form an open covering of X. For a linear form μ\mu on K(X;C)\mathscr{K}(X; \mathbf{C}) to be a measure on X, it is necessary and sufficient that, for every α\alpha, there exist a number MαM_\alpha such that

∣μ(f)∣≤Mα⋅∥f∥ | \mu(f) | \leq M_\alpha \cdot \| f \|

for every function f∈K(X,Kα;C)f \in \mathscr{K}(X, K_\alpha; \mathbf{C}).

The condition being obviously necessary, it suffices to prove that (5) implies (4) for every compact subset KK of XX. Now, KK is covered by a finite number of open sets K∘αi\overset{\circ}{K}_{\alpha_i} (1≤i≤n1 \leq i \leq n); applying Lemma 1 of No. 2 to KK and to the K∘αi\overset{\circ}{K}_{\alpha_i}, there exist continuous functions gi≥0g_i \geq 0 on XX such that Supp⁡(gi)⊂Kαi\operatorname{Supp}(g_i) \subset K_{\alpha_i}, 0≤∑i=1ngi(x)≤10 \leq \sum_{i=1}^n g_i(x) \leq 1 for all x∈Xx \in X and ∑i=1ngi(x)=1\sum_{i=1}^n g_i(x) = 1 for x∈Kx \in K. For every function f∈K(X,K;C)f \in \mathscr{K}(X, K; \mathbf{C}), we can therefore write f=∑i=1nfgif = \sum_{i=1}^n f g_i and we have fgi∈K(X,Kαi;C)f g_i \in \mathscr{K}(X, K_{\alpha_i}; \mathbf{C}) and ∥fgi∥≤∥f∥\| f g_i \| \leq \| f \|; if MK=∑i=1nMαiM_K = \sum_{i=1}^n M_{\alpha_i}, we then have the relation (4).

We denote by M(X;C)\mathscr{M}(X; \mathbf{C}), or simply M(X)\mathscr{M}(X) if no confusion can result, the vector space of measures on XX, in other words, the dual of K(X;C)\mathscr{K}(X; \mathbf{C}).

One knows that for every set S\mathscr{S} of bounded subsets of K(X;C)\mathscr{K}(X;\mathbf{C}), there is defined on M(X;C)\mathscr{M}(X;\mathbf{C}) the S\mathscr{S}-topology, which is locally convex (TVS, III, §3, No. 1, Cor. of Prop. 1). We denote the topological vector space, obtained by equipping M(X;C)\mathscr{M}(X;\mathbf{C}) with the S\mathscr{S}-topology, by MS(X;C)\mathscr{M}_{\mathscr{S}}(X;\mathbf{C}) or MS(X)\mathscr{M}_{\mathscr{S}}(X).

Proposition 7

For every set S\mathscr{S} of bounded subsets of K(X;C)\mathscr{K}(X;\mathbf{C}) that is a covering of K(X;C)\mathscr{K}(X;\mathbf{C}), the space MS(X;C)\mathscr{M}_{\mathscr{S}}(X;\mathbf{C}) is Hausdorff and quasi-complete.

This results from the fact that K(X;C)\mathscr{K}(X;\mathbf{C}) is barreled (TVS, III, §4, No. 2, Cor. 4 of Th. 1).

Examples of measures. — I. Atomic measures. Let X be a locally compact space, aa a point of X; the mapping f↦f(a)f\mapsto f(a) of K(X;C)\mathscr{K}(X;\mathbf{C}) into C\mathbf{C} obviously satisfies the condition (4) with MK=1M_K=1 for every compact subset K of X containing aa, hence is a measure on X, which is denoted by εa\varepsilon_a; it is called the Dirac measure at the point aa, or the measure defined by a unit mass placed at the point aa.

More generally, let α\alpha be a mapping of X into C\mathbf{C} such that, for every compact subset K of X,

∑x∈K∣α(x)∣<+∞. \sum_{x\in K}|\alpha(x)|<+\infty.
Then, for every function f∈K(X,K;C)f\in\mathscr{K}(X,K;\mathbf{C}), the sum
μ(f)=∑x∈Xα(x)f(x) \mu(f)=\sum_{x\in X}\alpha(x)f(x)
is defined, being equal to
∑x∈Kα(x)f(x); \sum_{x\in K}\alpha(x)f(x);
it is clear that μ\mu is a linear form on K(X;C)\mathscr{K}(X;\mathbf{C}) and that, for f∈K(X,K;C)f\in\mathscr{K}(X,K;\mathbf{C}),
∣μ(f)∣≤(∑x∈K∣α(x)∣)⋅∥f∥, |\mu(f)|\leq\left(\sum_{x\in K}|\alpha(x)|\right)\cdot\|f\|,
in other words the condition (4) is satisfied.

A measure μ\mu on X is said to be atomic if there exists a mapping α\alpha of X into C\mathbf{C} such that

∑x∈K∣α(x)∣<+∞ \sum_{x\in K}|\alpha(x)|<+\infty
for every compact subset K of X, and such that μ\mu is equal to the measure defined as above. If N is the set of x∈Xx\in X such that α(x)≠0\alpha(x)\neq0, the condition imposed on α\alpha implies that for every compact subset K of X, K∩NK\cap N is countable. One also says that μ\mu is defined by the masses α(x)\alpha(x) placed at the points x∈Nx\in N. If one assumes that N∩KN\cap K is finite for every compact set K⊂XK\subset X, then obviously
∑x∈K∣α(x)∣<+∞; \sum_{x\in K}|\alpha(x)|<+\infty;
it comes to the same to say that N is a closed and discrete subspace of X, because then every point of X has a compact neighborhood containing only a finite number of points of N, and conversely, if this is the case, then every compact subset of X can be covered by a finite number of such neighborhoods. When N is closed and discrete, every atomic measure defined by a function α\alpha such that α(x)=0\alpha(x)=0 on CN\mathbf C N is called a discrete measure on X (cf. §2, No. 5).

II. Lebesgue measure. For every function f∈K(R;C)f\in\mathscr K(\mathbf R;\mathbf C), there exists a compact interval [a,b][a,b] of R\mathbf R outside of which ff is zero. The integral

I(f)=∫−∞+∞f(x) dx=∫abf(x) dx \mathrm I(f)=\int_{-\infty}^{+\infty}f(x)\,dx=\int_a^b f(x)\,dx

is therefore defined; moreover, by the theorem of the mean (FRV, II, §1, No. 5, Prop. 6), we have ∣I(f)∣≤(b−a)∥f∥|\mathrm I(f)|\leq(b-a)\|f\|; this shows that f↦I(f)f\mapsto\mathrm I(f) is a measure on R\mathbf R, which is called Lebesgue measure.

For every interval J (bounded or not) of R\mathbf R, one similarly calls Lebesgue measure on J the measure f↦∫Jf(x) dxf\mapsto\int_Jf(x)\,dx, a linear form on K(J;C)\mathscr K(J;\mathbf C) (the integral having meaning since there exists a compact interval [a,b][a,b] contained in J outside of which ff is zero).

III. Let gg be a continuous mapping of a compact interval I⊂RI\subset\mathbf R into C\mathbf C, having a continuous derivative in I. Let Γ=g(I)\Gamma=g(I), which is a compact subspace of C\mathbf C; the mapping

f↦∫If(g(t))g′(t) dt f\mapsto\int_I f(g(t))g'(t)\,dt

of C(Γ;C)\mathscr C(\Gamma;\mathbf C) into C\mathbf C is a continuous linear form by virtue of the theorem of the mean, hence is a complex measure on Γ\Gamma; the integral relative to this measure is also written ∫Γf(z) dz\int_\Gamma f(z)\,dz, even though it depends not only on Γ\Gamma but also on gg.

Remark

The giving of a measure μ\mu on a locally compact space X defines on X (along with the topology of X) a structure S\mathscr S. Let X1X_1 be a second set, φ\varphi a bijective mapping of X onto X1X_1; in conformity with general definitions (S, R, §8), the structure S1\mathscr S_1 obtained by transporting to X1X_1 the structure S\mathscr S of X, by means of φ\varphi, is defined in the following way. The topology of X is transported to X1X_1 by φ\varphi; the functions of K(X1;C)\mathscr K(X_1;\mathbf C) are then the functions ff such that f∘φf\circ\varphi belongs to K(X;C)\mathscr K(X;\mathbf C), and the measure μ1\mu_1 on X1X_1 is defined by μ1(f)=μ(f∘φ)\mu_1(f)=\mu(f\circ\varphi).

In particular, an automorphism of the structure S\mathscr S is a homeomorphism σ\sigma of X onto itself, such that

μ(f)=μ(f∘σ) \mu(f)=\mu(f\circ\sigma)

for every function f∈K(X;C)f\in\mathscr K(X;\mathbf C); the measure μ\mu is then also said to be invariant under the homeomorphism σ\sigma.

Example

Lebesgue measure on R\mathbf{R} is invariant under every translation of the additive group R\mathbf{R}. Indeed, for every function f∈K(R;C)f \in \mathscr{K}(\mathbf{R}; \mathbf{C}) and every real number aa, we have

∫−∞+∞f(x+a) dx=∫−∞+∞f(t) dt \int_{-\infty}^{+\infty} f(x + a)\, dx = \int_{-\infty}^{+\infty} f(t)\, dt

by the change-of-variables formula (FRV, II, §2, No. 1, formula (1)). For a generalization, see Ch. VII, §1, No. 2, Th. 1.

4. Product of a measure by a continuous function

Let XX be a locally compact space, gg a continuous mapping of XX into C\mathbf{C}. It is clear that f↦gff \mapsto gf is a linear mapping of K(X;C)\mathscr{K}(X; \mathbf{C}) into itself; let us show that this mapping is continuous. Indeed, for every compact subset KK of XX, and for every function f∈K(X,K;C)f \in \mathscr{K}(X, K; \mathbf{C}), we have gf∈K(X,K;C)gf \in \mathscr{K}(X, K; \mathbf{C}); moreover, if bK=sup⁡x∈K∣g(x)∣b_K = \sup_{x \in K} |g(x)| then ∥gf∥≤bK∥f∥\|gf\| \leq b_K \|f\|, whence our assertion (TVS, II, §4, No. 4, Prop. 5). The transpose of this continuous linear mapping (TVS, II, §6, No. 4) is therefore a linear mapping of M(X;C)\mathscr{M}(X; \mathbf{C}) into itself, which is denoted μ↦g⋅μ\mu \mapsto g \cdot \mu (or μ↦gμ\mu \mapsto g\mu, if no confusion can result). If ν=g⋅μ\nu = g \cdot \mu we therefore have, for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}),

⟨f,ν⟩=⟨gf,μ⟩ \langle f, \nu \rangle = \langle gf, \mu \rangle

or again

∫f(x) dν(x)=∫f(x)g(x) dμ(x) \int f(x)\, d\nu(x) = \int f(x)g(x)\, d\mu(x)

(which is abbreviated in the form dν(x)=g(x) dμ(x)d\nu(x) = g(x)\, d\mu(x)). One says that g⋅μg \cdot \mu is the product of the measure μ\mu by the function gg, or also the measure with density gg with respect to μ\mu (cf. Ch. V, §5, No. 2, Def. 2). If g1,g2g_1, g_2 are two continuous mappings of XX into C\mathbf{C}, and μ1,μ2\mu_1, \mu_2 are two measures on XX, then

(g1+g2)⋅μ=g1⋅μ+g2⋅μ,g⋅(μ1+μ2)=g⋅μ1+g⋅μ2, (g_1 + g_2) \cdot \mu = g_1 \cdot \mu + g_2 \cdot \mu, \quad g \cdot (\mu_1 + \mu_2) = g \cdot \mu_1 + g \cdot \mu_2,
(g1g2)⋅μ=g1⋅(g2⋅μ). (g_1 g_2) \cdot \mu = g_1 \cdot (g_2 \cdot \mu).

Moreover, 1⋅μ=μ1 \cdot \mu = \mu (here 1 denotes the constant function equal to 1 on XX); the set M(X;C)\mathscr{M}(X; \mathbf{C}), equipped with the external law of composition (g,μ)↦g⋅μ(g, \mu) \mapsto g \cdot \mu and with its additive structure, is thus a module over the ring C(X;C)\mathscr{C}(X; \mathbf{C}).

5. Real measures. Positive measures

Let X be a locally compact space. The real vector space K(X;R)\mathscr{K}(X; \mathbf{R}) is a subspace of the real vector space underlying the complex vector space K(X;C)\mathscr{K}(X; \mathbf{C}); moreover, the mapping (f1,f2)↦f1+if2(f_1, f_2) \mapsto f_1 + i f_2 is an isomorphism of the product topological vector space K(X;R)×K(X;R)\mathscr{K}(X; \mathbf{R}) \times \mathscr{K}(X; \mathbf{R}) onto the real topological vector space K(X;C)\mathscr{K}(X; \mathbf{C}) (No. 1, Prop. 1).

For every (complex) measure μ∈M(X;C)\mu \in \mathscr{M}(X; \mathbf{C}), the restriction μ0\mu_0 of μ\mu to K(X;R)\mathscr{K}(X; \mathbf{R}) is a continuous R\mathbf{R}-linear mapping of K(X;R)\mathscr{K}(X; \mathbf{R}) into C\mathbf{C}; moreover, this restriction determines μ\mu, since if f=f1+if2f = f_1 + i f_2 with f1,f2f_1, f_2 in K(X;R)\mathscr{K}(X; \mathbf{R}), then μ(f)=μ0(f1)+iμ0(f2)\mu(f) = \mu_0(f_1) + i \mu_0(f_2). Conversely, let μ0\mu_0 be a continuous R\mathbf{R}-linear mapping of K(X;R)\mathscr{K}(X; \mathbf{R}) into C\mathbf{C}; it is clear that the mapping

f1+if2↦μ0(f1)+iμ0(f2) f_1 + i f_2 \mapsto \mu_0(f_1) + i \mu_0(f_2)

is a (complex) measure on X. Thus, every measure on X may be identified with its restriction to K(X;R)\mathscr{K}(X; \mathbf{R}).

Let μ\mu be a measure on X. One calls conjugate measure of μ\mu the measure μ‾\overline{\mu} defined by μ‾(f)=μ(f‾)‾\overline{\mu}(f) = \overline{\mu(\overline{f})} for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}); for, it is clear that μ‾\overline{\mu} is a C-linear form and that it is continuous on K(X;C)\mathscr{K}(X; \mathbf{C}); obviously μ‾=μ\overline{\mu} = \mu, and, for two measures μ,ν\mu, \nu and two scalars α,β\alpha, \beta in C\mathbf{C},

(αμ+βν)=α‾⋅μ‾+β‾⋅ν‾. (\alpha \mu + \beta \nu) = \overline{\alpha} \cdot \overline{\mu} + \overline{\beta} \cdot \overline{\nu}.

More generally, for every function g∈C(X;C)g \in \mathscr{C}(X; \mathbf{C}) and every measure μ\mu on X,

g⋅μ‾=g‾⋅μ‾, g \cdot \overline{\mu} = \overline{g} \cdot \overline{\mu},

as is immediate from the definition (No. 4).

A measure μ\mu on X is said to be real if μ‾=μ\overline{\mu} = \mu; by the foregoing, it is the same to say that for every function f∈K(X;R)f \in \mathscr{K}(X; \mathbf{R}), μ(f)\mu(f) is a real number. If one identifies a real measure with its restriction to K(X;R)\mathscr{K}(X; \mathbf{R}), one can thus say that the set of real measures on X is the dual of the real locally convex space K(X;R)\mathscr{K}(X; \mathbf{R}); it is a real vector space that is denoted M(X;R)\mathscr{M}(X; \mathbf{R}) (or sometimes M(X)\mathscr{M}(X) if this does not cause any confusion). The Lebesgue measure on R\mathbf{R} is a real measure, as is the Dirac measure εa\varepsilon_a for every point a∈Xa \in X. If g∈C(X;R)g \in \mathscr{C}(X; \mathbf{R}) and if μ\mu is a real measure, then so is g⋅μg \cdot \mu by virtue of (7).

Let μ\mu be a (complex) measure on X. It follows from the preceding definition that the measures μ1=(μ+μ‾)/2\mu_1 = (\mu + \overline{\mu})/2 and μ2=(μ−μ‾)/2i\mu_2 = (\mu - \overline{\mu})/2i are real; they are called, respectively, the real part and the imaginary part of μ\mu, and they are denoted by Rμ\mathscr{R}\mu and Iμ\mathscr{I}\mu, respectively; these measures are also characterized by the fact that, for every function f∈K(X;R)f \in \mathscr{K}(X; \mathbf{R}),

μ1(f)=R(μ(f)),μ2(f)=I(μ(f)). \mu_1(f) = \mathscr{R}(\mu(f)) , \quad \mu_2(f) = \mathscr{I}(\mu(f)).

Obviously

μ=μ1+iμ2,μ‾=μ1−iμ2. \mu = \mu_1 + i \mu_2,\quad \overline{\mu} = \mu_1 - i \mu_2.

The space K(X;R)\mathscr{K}(X; \mathbf{R}) of continuous real-valued functions on XX with compact support is clearly a Riesz space for the order relation f≤gf \leq g. We shall say that a real measure μ\mu on XX is positive if μ(f)≥0\mu(f) \geq 0 for every function f≥0f \geq 0 belonging to K(X;R)\mathscr{K}(X; \mathbf{R}); it is thus a positive linear form on the Riesz space K(X;R)\mathscr{K}(X; \mathbf{R}) (Ch. II, §2, No. 1, Def. 1). Conversely:

Theorem 1

Every positive linear form on the Riesz space K(X;R)\mathscr{K}(X; \mathbf{R}) is a (positive) real measure on XX.

For, let μ\mu be a positive linear form on K(X;R)\mathscr{K}(X; \mathbf{R}) and let KK be a compact subset of XX. There exists a continuous mapping f0f_0 of XX into [0,1][0, 1], with compact support, such that f0(x)=1f_0(x) = 1 on KK (No. 2, Lemma 1). For every function g∈K(X,K;R)g \in \mathscr{K}(X, K; \mathbf{R}), we thus have −∥g∥f0≤g≤∥g∥f0-\|g\|f_0 \leq g \leq \|g\|f_0, consequently ∣μ(g)∣≤∥g∥⋅μ(f0)|\mu(g)| \leq \|g\| \cdot \mu(f_0), which proves the theorem.

We denote by M+(X)\mathscr{M}_+(X) the pointed convex cone of positive measures on XX (or, what amounts to the same thing, the cone of positive linear forms on the Riesz space K(X;R)\mathscr{K}(X; \mathbf{R})).

Theorem 2

Every real measure on a locally compact space XX is the difference of two positive measures.

In view of Theorem 1 and Ch. II, §2, No. 2, Th. 1, it all comes down to proving that a real measure μ\mu on XX is a relatively bounded linear form on the Riesz space K(X;R)\mathscr{K}(X; \mathbf{R}). Let ff be a continuous function ≥0\geq 0 on XX, with compact support KK; the relation 0≤g≤f0 \leq g \leq f in K(X;R)\mathscr{K}(X; \mathbf{R}) implies that ∥g∥≤∥f∥\|g\| \leq \|f\| and that the support of gg is contained in KK. By hypothesis, there exists a number MK≥0M_K \geq 0 such that ∣μ(h)∣≤MK⋅∥h∥|\mu(h)| \leq M_K \cdot \|h\| for every function h∈K(X,K;R)h \in \mathscr{K}(X, K; \mathbf{R}); therefore ∣μ(g)∣≤MK⋅∥g∥≤MK⋅∥f∥|\mu(g)| \leq M_K \cdot \|g\| \leq M_K \cdot \|f\|, which proves the theorem.

The space M(X;R)\mathscr{M}(X; \mathbf{R}) of real measures on XX is thus identical with the space of relatively bounded linear forms on the Riesz space K(X;R)\mathscr{K}(X; \mathbf{R}); we recall that in M(X;R)\mathscr{M}(X; \mathbf{R}), the order relation μ≤ν\mu \leq \nu signifies that ν−μ\nu - \mu is a positive measure, or also that μ(f)≤ν(f)\mu(f) \leq \nu(f) for every function f∈K+(X)f \in \mathscr{K}_+(X).

Theorem 3

The space M(X;R)\mathscr{M}(X; \mathbf{R}) of real measures on a locally compact space XX is fully lattice-ordered.

This follows from Ch. II, §2, No. 2, Th. 1.

In conformity with the notations of Ch. II, §1, we define, for every real measure μ\mu on XX,

μ+=sup⁡(μ,0),μ−=sup⁡(−μ,0),∣μ∣=sup⁡(μ,−μ); \mu^+ = \sup(\mu, 0),\quad \mu^- = \sup(-\mu, 0),\quad |\mu| = \sup(\mu, -\mu);

then μ=μ+−μ−, ∣μ∣=μ++μ−\mu = \mu^+ - \mu^-,\ |\mu| = \mu^+ + \mu^- and inf⁡(μ+,μ−)=0\inf(\mu^+, \mu^-) = 0. Moreover, for every function f∈K+(X)f \in \mathscr{K}_+(\mathrm{X}),

∫f dμ+=sup⁡0≤g≤f, g∈K(X)∫g dμ \int f\, d\mu^+ = \sup_{0 \leq g \leq f,\ g \in \mathscr{K}(\mathrm{X})} \int g\, d\mu

and

∫f d∣μ∣=sup⁡∣g∣≤f, g∈K(X)∫g dμ, \int f\, d|\mu| = \sup_{|g| \leq f,\ g \in \mathscr{K}(\mathrm{X})} \int g\, d\mu,

whence, in particular,

∣∫f dμ∣≤∫∣f∣ d∣μ∣ \left| \int f\, d\mu \right| \leq \int |f|\, d|\mu|

for every function f∈K(X;R)f \in \mathscr{K}(\mathrm{X}; \mathbf{R}).

This inequality is also true if f∈K(X;C)f \in \mathscr{K}(\mathrm{X}; \mathbf{C}); for, on multiplying ff by a complex number of absolute value 1 (which does not change either side of the inequality), one can suppose that ∫f dμ≥0\int f\, d\mu \geq 0. Then

∣∫f dμ∣=∫f dμ=∫(ℜf) dμ≤∫∣ℜf∣ d∣μ∣≤∫∣f∣ d∣μ∣. \left| \int f\, d\mu \right| = \int f\, d\mu = \int (\Re f)\, d\mu \leq \int |\Re f|\, d|\mu| \leq \int |f|\, d|\mu|.

6. Absolute value of a complex measure

Let μ\mu be a complex measure on a locally compact space X\mathrm{X}; for every function f∈K+(X)f \in \mathscr{K}_+(\mathrm{X}), the positive real number

L(f)=sup⁡∣g∣≤f, g∈K(X;C)∣∫g dμ∣ L(f) = \sup_{|g| \leq f,\ g \in \mathscr{K}(\mathrm{X}; \mathbf{C})} \left| \int g\, d\mu \right|

is finite, because the relation ∣g∣≤f|g| \leq f implies that Supp⁡(g)⊂Supp⁡(f)\operatorname{Supp}(g) \subset \operatorname{Supp}(f) and ∥g∥≤∥f∥\|g\| \leq \|f\|, thus our assertion follows from formula (4) of No. 3. Let us show that LL can be extended, in only one way, to a positive measure on X\mathrm{X}; in view of No. 5, Th. 1 and Ch. II, §2, No. 1, Prop. 3, it will suffice to show that if f1, f2f_1,\ f_2 are two functions in K+(X)\mathscr{K}_+(\mathrm{X}), then L(f1+f2)=L(f1)+L(f2)L(f_1 + f_2) = L(f_1) + L(f_2). Now, if ∣g1∣≤f1|g_1| \leq f_1 and ∣g2∣≤f2|g_2| \leq f_2, where g1g_1 and g2g_2 are functions in K(X;C)\mathscr{K}(\mathrm{X}; \mathbf{C}), we have ∣g1+ζg2∣≤f1+f2|g_1 + \zeta g_2| \leq f_1 + f_2 for any complex number ζ\zeta of absolute value 1, therefore

∣μ(g1+ζg2)∣=∣μ(g1)+ζμ(g2)∣≤L(f1+f2). |\mu(g_1 + \zeta g_2)| = |\mu(g_1) + \zeta \mu(g_2)| \leq L(f_1 + f_2).

Moreover, we can suppose ζ\zeta so chosen that

∣μ(g1)+ζμ(g2)∣=∣μ(g1)∣+∣μ(g2)∣; |\mu(g_1) + \zeta \mu(g_2)| = |\mu(g_1)| + |\mu(g_2)|;
since ∣μ(gi)∣|\mu(g_i)| is arbitrarily close to L(fi)L(f_i) (i=1,2i = 1, 2), this proves that L(f1)+L(f2)≤L(f1+f2)L(f_1) + L(f_2) \leq L(f_1 + f_2). On the other hand, consider a function g∈K(X;C)g \in \mathscr{K}(X; \mathbf{C}) such that ∣g∣≤f1+f2|g| \leq f_1 + f_2. The function gig_i equal to gfi/(f1+f2)g f_i/(f_1 + f_2) at the points where f1(x)+f2(x)≠0f_1(x) + f_2(x) \neq 0, and to 0 elsewhere (i=1,2i = 1, 2), is continuous on X because fi/(f1+f2)f_i/(f_1 + f_2) (i=1,2i = 1, 2) is continuous at every point where f1(x)+f2(x)≠0f_1(x) + f_2(x) \neq 0 and we have ∣gi(x)∣≤∣g(x)∣|g_i(x)| \leq |g(x)| for every x∈Xx \in X, which proves the continuity of gig_i at the points where f1(x)+f2(x)=0f_1(x) + f_2(x) = 0 (i=1,2i = 1, 2), since at these points we have also g(x)=0g(x) = 0. It is clear that ∣gi∣≤fi|g_i| \leq f_i (i=1,2i = 1, 2) and g=g1+g2g = g_1 + g_2, therefore
∣μ(g)∣≤∣μ(g1)∣+∣μ(g2)∣≤L(f1)+L(f2); |\mu(g)| \leq |\mu(g_1)| + |\mu(g_2)| \leq L(f_1) + L(f_2);
since ∣μ(g)∣|\mu(g)| is arbitrarily close to L(f1+f2)L(f_1 + f_2), we have
L(f1+f2)≤L(f1)+L(f2), L(f_1 + f_2) \leq L(f_1) + L(f_2),
which completes the proof of our assertion.

When μ\mu is a real measure, it follows from formula (9) that ∣μ∣≤L|\mu| \leq L; on the other hand, by virtue of the last part of No. 5, if g∈K(X;C)g \in \mathscr{K}(X; \mathbf{C}) and ∣g∣≤f∈K+(X)|g| \leq f \in \mathscr{K}_+(X) then ∣∫g dμ∣≤∫∣g∣⋅d∣μ∣≤∫f d∣μ∣|\int g \, d\mu| \leq \int |g| \cdot d|\mu| \leq \int f \, d|\mu|, therefore by definition L≤∣μ∣L \leq |\mu|, in other words L=∣μ∣L = |\mu|.

We denote again by ∣μ∣|\mu| the positive measure LL for any complex measure μ\mu, and we say that ∣μ∣|\mu| is the absolute value of μ\mu. The definition of ∣μ∣|\mu| can therefore be written

∣μ∣(f)=sup⁡∣g∣≤f, g∈K(X;C)∣μ(g)∣, |\mu|(f) = \sup_{|g| \leq f,\ g \in \mathscr{K}(X; \mathbf{C})} |\mu(g)|,
consequently, for every function g∈K(X;C)g \in \mathscr{K}(X; \mathbf{C}),
∣∫g dμ∣≤∫∣g∣ d∣μ∣. \left| \int g \, d\mu \right| \leq \int |g| \, d|\mu|.

It is clear that for every scalar α∈C\alpha \in \mathbf{C} and every measure μ\mu on XX,

∣αμ∣=∣α∣⋅∣μ∣. |\alpha \mu| = |\alpha| \cdot |\mu|.

On the other hand, if μ\mu and ν\nu are two measures on XX, ff is a function in K+(X)\mathscr{K}_+(X), and gg is a function in K(X;C)\mathscr{K}(X; \mathbf{C}) such that ∣g∣≤f|g| \leq f, then

∣∫g d(μ+ν)∣=∣∫g dμ+∫g dν∣≤∫f d∣μ∣+∫f d∣ν∣, \left| \int g \, d(\mu + \nu) \right| = \left| \int g \, d\mu + \int g \, d\nu \right| \leq \int f \, d|\mu| + \int f \, d|\nu|,

whence

(15)(15)
∣μ+ν∣≤∣μ∣+∣ν∣.|\mu + \nu| \leq |\mu| + |\nu|.

With the same notations, the relations ∣g∣≤f|g| \leq f and ∣g‾∣≤f|\overline{g}| \leq f are equivalent, therefore

(16)(16)
∣μ‾∣=∣μ∣.|\overline{\mu}| = |\mu|.

It follows from (14), (15) and (16) that

(17)(17)
∣Rμ∣≤∣μ∣,∣Iμ∣≤∣μ∣,∣μ∣≤∣Rμ∣+∣Iμ∣.|\mathscr{R}\mu| \leq |\mu|,\quad |\mathscr{I}\mu| \leq |\mu|,\quad |\mu| \leq |\mathscr{R}\mu| + |\mathscr{I}\mu|.

Proposition 8

If μ\mu is a measure on XX then, for every function h∈C(X;C)h \in \mathscr{C}(X; \mathbf{C}),

(18)(18)
∣h⋅μ∣≤∣h∣⋅∣μ∣.|h \cdot \mu| \leq |h| \cdot |\mu|.

For, if f∈K+(X)f \in \mathscr{K}_+(X) and if g∈K(X;C)g \in \mathscr{K}(X; \mathbf{C}) is such that ∣g∣≤f|g| \leq f, then, by (13), ∣∫ghdμ∣≤∫∣gh∣d∣μ∣≤∫f∣h∣d∣μ∣|\int gh d\mu| \leq \int |gh| d|\mu| \leq \int f|h| d|\mu|, which proves (18).

7. Definition of a measure by extension

Let XX be a locally compact space; if VV is a dense linear subspace of K(X;C)\mathscr{K}(X; \mathbf{C}), it is clear that two measures μ1,μ2\mu_1, \mu_2 on XX that coincide on VV are equal, and that every linear form on VV that is continuous for the topology induced by that of K(X;C)\mathscr{K}(X; \mathbf{C}) may be extended (in only one way) to a measure on XX. For positive measures, a convenient criterion is the following:

Proposition 9

Let VV be a linear subspace of K(X;R)\mathscr{K}(X; \mathbf{R}) having the following property: (P) For every compact subset KK of XX, there exists a function f∈Vf \in V such that f≥0f \geq 0 and such that f(x)>0f(x) > 0 for all x∈Kx \in K. Under these conditions, every positive linear form on VV for the ordering induced by that of K(X;R)\mathscr{K}(X; \mathbf{R}) (Ch. II, §2, No. 1, Def. 1) may be extended to a positive measure on XX (which is unique when VV is dense in K(X;R)\mathscr{K}(X; \mathbf{R})). For every function f∈K(X;R)f \in \mathscr{K}(X; \mathbf{R}), with support KK, there exists a function g∈Vg \in V such that f≤gf \leq g; for, there exists a function h≥0h \geq 0 in VV such that h(x)>0h(x) > 0 for all x∈Kx \in K; setting α=inf⁡x∈Kh(x)\alpha = \inf_{x \in K} h(x), we thus have α>0\alpha > 0 and the function g=(α−1∥f∥)hg = (\alpha^{-1} \|f\|)h meets the requirements. It then suffices to apply Th. 1 of No. 5 and Prop. 1 of TVS, II, §3, No. 1.

8. Bounded measures

Let X be a locally compact space. Since the topology on K(X;C)\mathscr{K}(X; \mathbf{C}) induced by that of Cb(X;C)\mathscr{C}^b(X; \mathbf{C}) is coarser than the direct limit topology on K(X;C)\mathscr{K}(X; \mathbf{C}), a measure on X is not necessarily continuous for the topology of uniform convergence in X.

Definition 3

A measure on a locally compact space X is said to be bounded if it is continuous on K(X;C)\mathscr{K}(X; \mathbf{C}) for the topology of uniform convergence.

It comes to the same to say that there exists a finite number M≥0M \geq 0 such that, for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}),

∣μ(f)∣≤M∥f∥ |\mu(f)| \leq M \|f\|

(where ∥f∥\|f\| is defined by formula (3) of No. 2).

To say that μ\mu is a bounded measure thus signifies that μ\mu belongs to the dual of the space K(X;C)\mathscr{K}(X; \mathbf{C}) normed by ∥f∥\|f\|; we shall denote this dual by M1(X;C)\mathscr{M}^1(X; \mathbf{C}) (or simply M1(X)\mathscr{M}^1(X) when no confusion can result). We know that M1(X;C)\mathscr{M}^1(X; \mathbf{C}) is equipped with a norm, ∥μ∥\|\mu\| being the smallest of the numbers M≥0M \geq 0 for which the inequality (19) holds for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}), or again,

∥μ∥=sup⁡∥f∥≤1, f∈K(X;C)∣μ(f)∣. \|\mu\| = \sup_{\|f\| \leq 1,\ f \in \mathscr{K}(X; \mathbf{C})} |\mu(f)| .

Equipped with this norm, M1(X;C)\mathscr{M}^1(X; \mathbf{C}) is known to be a Banach space (TVS, III, §3, No. 8, Cor. 2 of Prop. 12).

The definition of ∥μ∥\|\mu\| by the formula (20) may be extended to every measure μ\mu on X and, by an abuse of language, ∥μ∥\|\mu\| is again said to be the norm of μ\mu; for μ\mu to be bounded, it is necessary and sufficient that ∥μ∥\|\mu\| be finite.

If X is compact, then every measure on X is bounded.

Example

— 1) The measure εa\varepsilon_a defined by a unit mass at a point a∈Xa \in X is bounded, and ∥εa∥=1\|\varepsilon_a\| = 1.

2) The Lebesgue measure on R\mathbf{R} is not bounded; indeed, for every integer n>0n > 0 there exists a function f∈K(R;C)f \in \mathscr{K}(\mathbf{R}; \mathbf{C}) with values in [0,1][0, 1] and equal to 1 on the interval [−n,n][ -n, n ] (No. 2, Lemma 1); thus ∥f∥=1\|f\| = 1 and

∫−∞+∞f(x) dx≥∫−nnf(x) dx=2n, \int_{-\infty}^{+\infty} f(x)\, dx \geq \int_{-n}^{n} f(x)\, dx = 2n ,

which proves that there does not exist any finite number M satisfying the relation (19).

3) On the real line R\mathbf{R}, the mapping

f↦∫−∞+∞f(x) dx1+x2 f \mapsto \int_{-\infty}^{+\infty} \frac{f(x)\,dx}{1 + x^2}

is a bounded measure since, for every function f∈H(R;C)f \in \mathscr{H}(\mathbf{R}; \mathbf{C}),

∣∫−∞+∞f(x) dx1+x2∣≤∥f∥∫−∞+∞dx1+x2=π⋅∥f∥. \left| \int_{-\infty}^{+\infty} \frac{f(x)\,dx}{1 + x^2} \right| \leq \|f\| \int_{-\infty}^{+\infty} \frac{dx}{1 + x^2} = \pi \cdot \|f\|.

Since the relations ∥f∥≤1\|f\| \leq 1 and ∥f‾∥≤1\|\overline{f}\| \leq 1 are equivalent, it follows from (20) that

(21)

∥μ‾∥=∥μ∥ \|\overline{\mu}\| = \|\mu\|
for every measure μ\mu on XX.

Proposition 10

— For every measure μ\mu on XX,

(22)

∥μ∥=sup⁡0≤f≤1, f∈H(X;R)∣μ∣(f). \|\mu\| = \sup_{0 \leq f \leq 1,\ f \in \mathscr{H}(X; \mathbf{R})} |\mu|(f).

For, taking into account the formula (12) that defines the absolute value of a measure, the second member of (22) may be written

sup⁡0≤f≤1, f∈H(X;R)(sup⁡∣g∣≤f, g∈H(X;C)∣μ(g)∣)=sup⁡∥g∥≤1, g∈H(X;C)∣μ(g)∣. \sup_{0 \leq f \leq 1,\ f \in \mathscr{H}(X; \mathbf{R})} \left( \sup_{|g| \leq f,\ g \in \mathscr{H}(X; \mathbf{C})} |\mu(g)| \right) = \sup_{\|g\| \leq 1,\ g \in \mathscr{H}(X; \mathbf{C})} |\mu(g)|.

Corollary 1

— *For every measure μ\mu on XX, the norms of μ\mu and ∣μ∣|\mu| are equal; μ\mu is bounded if and only if ∣μ∣|\mu| is bounded.

Corollary 2

— *For every measure μ\mu on a compact space XX,

(23)

∥μ∥=∣μ∣(1)=∫d∣μ∣. \|\mu\| = |\mu|(1) = \int d|\mu|.

This formula will be generalized in Ch. IV, §4, No. 7.

On a compact space XX, for every (complex) measure μ\mu on XX the complex number μ(1)\mu(1) is called the total mass of μ\mu. When μ\mu is positive, its total mass is thus equal to its norm. When μ\mu is a positive measure on a compact space XX, of total mass equal to 1, one also says that its value μ(f)\mu(f) for a continuous function f∈C(X;C)f \in \mathscr{C}(X; \mathbf{C}) is the mean of ff with respect to the measure μ\mu.

Corollary 3

— For every real measure μ\mu on a locally compact space XX,

∥μ∥=sup⁡∥f∥≤1, f∈K(X;R)∣μ(f)∣. \| \mu \| = \sup_{\| f \| \leq 1,\ f \in \mathscr{K}(X; \mathbf{R})} | \mu(f) | .

It suffices to make use of the formula (22) and the expression (9) for ∣μ∣(f)|\mu|(f) when μ\mu is a real measure and f∈K+(X)f \in \mathscr{K}_+(X).

The set of bounded real measures is therefore the dual of the normed space K(X;R)\mathscr{K}(X; \mathbf{R}); it is denoted M1(X,R)\mathscr{M}^1(X, \mathbf{R}), or M1(X)\mathscr{M}^1(X) if no confusion can result. The canonical injection M1(X,R)→M1(X;C)\mathscr{M}^1(X, \mathbf{R}) \to \mathscr{M}^1(X; \mathbf{C}) is an isometry by virtue of (24).

Proposition 11

— If μ\mu and ν\nu are two positive measures on XX, then ∥μ+ν∥=∥μ∥+∥ν∥\| \mu + \nu \| = \| \mu \| + \| \nu \|.

For, the functions f∈K(X;R)f \in \mathscr{K}(X; \mathbf{R}) such that 0≤f≤10 \leq f \leq 1 form a directed set SS for the relation ≤\leq. For a positive measure μ\mu on XX, it therefore follows from (22) and the monotone limit theorem that ∥μ∥=lim⁡f∈Sμ(f)\| \mu \| = \lim_{f \in S} \mu(f); the conclusion of the proposition then follows at once.

Corollary 1

— If μ\mu and ν\nu are two positive measures on XX such that μ≤ν\mu \leq \nu, then ∥μ∥≤∥ν∥\| \mu \| \leq \| \nu \|; in particular, if ν\nu is bounded then so is μ\mu. Indeed, ∥ν∥=∥μ∥+∥ν−μ∥\| \nu \| = \| \mu \| + \| \nu - \mu \|.

Corollary 2

— For every real measure μ\mu on XX,

∥μ∥=∥μ+∥+∥μ−∥. \| \mu \| = \| \mu^+ \| + \| \mu^- \|.

For (Cor. 1 of Prop. 10), the norm of μ\mu is equal to that of ∣μ∣=μ++μ−|\mu| = \mu^+ + \mu^-.

Proposition 12

— If μ\mu is a bounded measure on XX and if gg is a bounded continuous mapping of XX into C\mathbf{C}, then the measure g⋅μg \cdot \mu is bounded and ∥g⋅μ∥≤∥g∥⋅∥μ∥\| g \cdot \mu \| \leq \| g \| \cdot \| \mu \|.

For every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}),

∣μ(fg)∣≤∥μ∥⋅∥fg∥≤∥μ∥⋅∥g∥⋅∥f∥. |\mu(fg)| \leq \| \mu \| \cdot \| fg \| \leq \| \mu \| \cdot \| g \| \cdot \| f \|.

9. Vague topology on the space of measures

Let XX be a locally compact space. On the space M(X;C)\mathscr{M}(X; \mathbf{C}), one can consider the topology of pointwise convergence in K(X;C)\mathscr{K}(X; \mathbf{C}), which we shall call the vague topology on M(X;C)\mathscr{M}(X; \mathbf{C}).

Since K(X;C)=K(X;R)+iK(X;R)\mathscr{K}(X; \mathbf{C}) = \mathscr{K}(X; \mathbf{R}) + i \mathscr{K}(X; \mathbf{R}), the vague topology on M(X;C)\mathscr{M}(X; \mathbf{C}) is defined by the semi-norms sup⁡1≤i≤n∣μ(fi)∣\sup_{1 \leq i \leq n} |\mu(f_i)|, where (fi)1≤i≤n(f_i)_{1 \leq i \leq n} is any finite sequence of functions in K(X;R)\mathscr{K}(X; \mathbf{R}) (or in K+(X)\mathscr{K}_+(X)). To say that a filter F\mathfrak{F} on M(X;C)\mathscr{M}(X; \mathbf{C}) converges vaguely to a measure μ0\mu_0 signifies that

μ0(f)=lim⁡μ,Fμ(f) \mu_0(f) = \lim_{\mu, \mathfrak{F}} \mu(f)

for every function f∈K(X;R)f \in \mathscr{K}(X; \mathbf{R}). For every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}), the mapping μ↦μ(f)\mu \mapsto \mu(f) is a vaguely continuous linear form on the space M(X;C)\mathscr{M}(X; \mathbf{C}).

Proposition 13

Let X be a locally compact space and, for every x∈Xx \in X, let εx\varepsilon_x be the Dirac measure at the point x. The mapping x↦εxx \mapsto \varepsilon_x is a homeomorphism of X onto a subspace of the space M(X;C)\mathscr{M}(X; \mathbf{C}) of measures on X, equipped with the vague topology. Moreover, if X′X' denotes the compact space obtained by adjoining to X a point at infinity ω\omega, then εx\varepsilon_x tends to 0 as x tends to ω\omega.

For every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}), ⟨f,εx⟩=f(x)\langle f, \varepsilon_x \rangle = f(x); since ff is continuous, this proves that the mapping x↦εxx \mapsto \varepsilon_x is continuous. If x,yx, y are two distinct points of X, there exists a function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}) such that f(x)=1,f(y)=0f(x) = 1, f(y) = 0 (No. 2, Lemma 1), which proves that εx≠εy\varepsilon_x \neq \varepsilon_y; the mapping x↦εxx \mapsto \varepsilon_x is therefore injective. Moreover, for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}), ⟨f,εx⟩\langle f, \varepsilon_x \rangle tends to 0 by definition as xx tends to ω\omega, therefore x↦εxx \mapsto \varepsilon_x may be extended by continuity to X′=X∪{ω}X' = X \cup \{ \omega \} by assigning to it the value 0 at the point ω\omega. This extended mapping is also injective, since εx≠0\varepsilon_x \neq 0 for all x∈Xx \in X. It is therefore a homeomorphism of the compact space X′X' onto a subspace of M(X;C)\mathscr{M}(X; \mathbf{C}), since M(X;C)\mathscr{M}(X; \mathbf{C}) is Hausdorff for the vague topology (GT, I, §9, No. 4, Cor. 2 of Th. 2).

Proposition 14

In the space M(X;C)\mathscr{M}(X; \mathbf{C}) of measures on a locally compact space X, the cone M+(X)\mathscr{M}_+(X) of positive measures is complete for the uniform structure deduced from the vague topology* (hence is vaguely closed in M(X;C)\mathscr{M}(X; \mathbf{C})).

For, consider a Cauchy filter Φ\Phi for the vague uniform structure on M+(X)\mathscr{M}_+(X); by definition, μ0(f)=lim⁡μ,Φμ(f)\mu_0(f) = \lim_{\mu, \Phi} \mu(f) exists for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}) and, by the principle of extension of inequalities, μ0(f)≥0\mu_0(f) \geq 0 for every function f∈K+(X)f \in \mathscr{K}_+(X); it follows that μ0\mu_0 is a positive measure on X (No. 5, Th. 1).

It should be noted that the space M(X;C)\mathscr{M}(X; \mathbf{C}) (or M(X;R)\mathscr{M}(X; \mathbf{R})) itself is not necessarily complete for the vague uniform structure (TVS, II, §6, No. 7).

Corollary

If A and B are two vaguely closed subsets of M+(X)\mathscr{M}_+(X), then A+BA + B is vaguely closed in M+(X)\mathscr{M}_+(X) (hence also in M(X;C)\mathscr{M}(X; \mathbf{C})).

This is in fact a general property of weakly complete, proper cones in locally convex spaces (TVS, II, §6, No. 8, Cor. 2 of Prop. 11).

Proposition 15

— Let HH be a subset of M(X;C)\mathscr{M}(X; \mathbf{C}). The following properties are equivalent:

a) HH is vaguely bounded. b) HH is vaguely relatively compact. c) HH is equicontinuous. d) For every compact subset KK of XX, there exists a number MK≥0M_K \geq 0 such that ∣μ(f)∣≤MK∥f∥|\mu(f)| \leq M_K \|f\| for every measure μ∈H\mu \in H and every function f∈K(X,K;C)f \in \mathscr{K}(X, K; \mathbf{C}).

Since K(X;C)\mathscr{K}(X; \mathbf{C}) is a barreled space (No. 1, Prop. 2), the equivalence of properties a), b) and c) follows from TVS, III, §4, No. 1, Scholium.

It is clear that d) implies a). Finally, if HH is equicontinuous then the set of restrictions of the measures μ∈H\mu \in H to K(X,K;C)\mathscr{K}(X, K; \mathbf{C}) is also equicontinuous, whence the condition d), since K(X,K;C)\mathscr{K}(X, K; \mathbf{C}) is a normed space.

\* We shall see in Ch. IV, §4, No. 6 that the conditions of Proposition 15 are also equivalent to the condition that, for every compact subset KK of XX, there exists a constant MKM_K such that ∣μ∣(K)≤MK|\mu|(K) \leq M_K for every measure μ∈H\mu \in H.*

Corollary 1

— Let ν\nu be a positive measure on XX; the set of measures μ\mu such that ∣μ∣≤ν|\mu| \leq \nu is vaguely compact.

Corollary 2

— The set of measures μ\mu such that ∥μ∥≤a\|\mu\| \leq a (aa any finite number >0> 0) is vaguely compact.

Corollary 3

— If XX is compact, the set of positive measures μ\mu on XX such that ∥μ∥=1\|\mu\| = 1 is vaguely compact.

For, it is the intersection of the vaguely compact set (Cor. 2) of measures such that ∥μ∥≤1\|\mu\| \leq 1 and the vaguely closed sets defined respectively by the relations μ≥0\mu \geq 0 and μ(1)=1\mu(1) = 1 (No. 8, Cor. 2 of Prop. 10).

Corollary 4

— In the space M(X;C)\mathscr{M}(X; \mathbf{C}), the mapping μ↦∥μ∥\mu \mapsto \|\mu\| is lower semi-continuous for the vague topology.

This is an immediate consequence of Corollary 2.

It should be noted that the mapping μ↦∣μ∣\mu \mapsto |\mu| of M(X;C)\mathscr{M}(X; \mathbf{C}) into itself is not necessarily continuous for the vague topology (Exer. 9).

Proposition 16

— Let KK be a compact subset of XX, HH a vaguely bounded subset of M(X;C)\mathscr{M}(X; \mathbf{C}); then, the bilinear form (f,μ)↦⟨f,μ⟩(f, \mu) \mapsto \langle f, \mu \rangle is continuous on K(X,K;C)×H\mathscr{K}(X, K; \mathbf{C}) \times H when K(X,K;C)\mathscr{K}(X, K; \mathbf{C}) is equipped with the topology of uniform convergence and HH with the vague topology.

For, there exists a number M⩾0M \geqslant 0 such that

∣μ(f)∣⩽M∥f∥ |\mu(f)| \leqslant M \|f\|
for every function f∈K(X,K;C)f \in \mathscr{K}(X, K; \mathbf{C}) and every measure μ∈H\mu \in H (Prop. 15). If μ0\mu_0 and μ\mu are two measures belonging to HH, f0f_0 and ff two functions in K(X,K;C)\mathscr{K}(X, K; \mathbf{C}), then
∣μ(f)−μ0(f0)∣=∣μ(f−f0)+μ(f0)−μ0(f0)∣⩽M∥f−f0∥+∣μ(f0)−μ0(f0)∣, |\mu(f) - \mu_0(f_0)| = |\mu(f - f_0) + \mu(f_0) - \mu_0(f_0)| \\ \leqslant M \|f - f_0\| + |\mu(f_0) - \mu_0(f_0)|,
and the last quantity is arbitrarily small when ∥f−f0∥\|f - f_0\| and ∣μ(f0)−μ0(f0)∣|\mu(f_0) - \mu_0(f_0)| are, which proves the proposition.

10. Compact convergence in M(X;C)\mathscr{M}(X; \mathbf{C})

Recall that the topology of compact convergence on M(X;C)\mathscr{M}(X; \mathbf{C}) is the topology of uniform convergence in the compact subsets of K(X;C)\mathscr{K}(X; \mathbf{C}). We shall call topology of strictly compact convergence on M(X;C)\mathscr{M}(X; \mathbf{C}) the topology of uniform convergence in the strictly compact subsets (No. 1) of K(X;C)\mathscr{K}(X; \mathbf{C}).

Proposition 17

On the space M(X;C)\mathscr{M}(X; \mathbf{C}), consider the following topologies:* T1\mathscr{T}_1: the topology of pointwise convergence in a total subset T of K(X;C)\mathscr{K}(X; \mathbf{C}); T2\mathscr{T}_2: the vague topology; T3\mathscr{T}_3: the topology of strictly compact convergence; T4\mathscr{T}_4: the topology of compact convergence. Each of these topologies is coarser than the next. Moreover: (i) The bounded sets are the same for T2\mathscr{T}_2, T3\mathscr{T}_3 and T4\mathscr{T}_4. (ii) *If H is a vaguely bounded subset of M(X;C)\mathscr{M}(X; \mathbf{C}), the topologies induced on H by the topologies T1\mathscr{T}_1, T2\mathscr{T}_2, T3\mathscr{T}_3, T4\mathscr{T}_4 are identical.

A vaguely bounded subset HH of M(X;C)\mathscr{M}(X; \mathbf{C}) is equicontinuous (No. 9, Prop. 15), thus the first assertion follows from TVS, III, §3, No. 7, Prop. 9, and the second from GT, X, §2, No. 4, Th. 1.

Recall that when XX is paracompact, the topology of strictly compact convergence coincides with the topology of compact convergence (No. 1, Prop. 2).

Proposition 18

On the cone M+(X)\mathscr{M}_+(X), the topologies induced by the following topologies coincide:* T1\mathscr{T}_1: *the topology of pointwise convergence in a linear subspace V of K(X;C)\mathscr{K}(X; \mathbf{C}) that is dense in K(X;C)\mathscr{K}(X; \mathbf{C}) and satisfies the property (P) (No. 7, Prop. 9);

\textit{\mathscr{T}_2: the vague topology;}

\textit{\mathscr{T}_3: the topology of strictly compact convergence.}

Since every filter is the intersection of the ultrafilters finer than it (GT, I, §6, No. 4, Prop. 7), it suffices to show that if U\mathfrak{U} is an ultrafilter on M+(X)\mathscr{M}_+(X) that converges to a measure μ0\mu_0 for the topology T1\mathscr{T}_1, then it also converges to μ0\mu_0 for T3\mathscr{T}_3. Let KK be a compact subset of XX; by hypothesis, there exists a function h∈Vh \in V that is ⩾0\geqslant 0 on XX and takes values >0> 0 on KK; it follows that every function f∈K(X,K;C)f \in \mathscr{K}(X, K; \mathbf{C}) may be written f=ghf = gh with g∈K(X,K;C)g \in \mathscr{K}(X, K; \mathbf{C}), and if c=inf⁡x∈Kh(x)>0c = \inf_{x \in K} h(x) > 0 then ∥g∥⩽c−1∥f∥\|g\| \leqslant c^{-1}\|f\|. By hypothesis, there exists a set H0∈UH_0 \in \mathfrak{U} such that, for every measure μ∈H0\mu \in H_0,

0⩽μ(h)⩽μ0(h)+1=b. 0 \leqslant \mu(h) \leqslant \mu_0(h) + 1 = b.

Consequently, for every function f∈K(X;C)f \in \mathscr{K}(X; \mathbf{C}),

∣⟨f,h⋅μ⟩∣=∣⟨hf,μ⟩∣⩽∥f∥⋅μ(h)⩽b∥f∥ |\langle f, h \cdot \mu \rangle| = |\langle hf, \mu \rangle| \leqslant \|f\| \cdot \mu(h) \leqslant b \|f\|

for every measure μ∈H0\mu \in H_0; this proves that the set HH of measures h⋅μh \cdot \mu, where μ\mu runs over H0H_0, is \emph{vaguely bounded}. If U0\mathfrak{U}_0 is the ultrafilter induced by U\mathfrak{U} on H0H_0, the image of U0\mathfrak{U}_0 under the mapping μ↦h⋅μ\mu \mapsto h \cdot \mu is the base of an ultrafilter F\mathfrak{F} on HH, and since HH is relatively compact for the topology of strictly compact convergence (Prop. 17 and No. 9, Prop. 15), F\mathfrak{F} is convergent to a measure ν0\nu_0 for this topology. In other words, for any ε>0\varepsilon > 0 and any compact subset LL of K(X,K;C)\mathscr{K}(X, K; \mathbf{C}), there exists a subset NN of H0H_0 belonging to U\mathfrak{U} such that, for every function g∈Lg \in L and every pair of measures μ,μ′\mu, \mu' belonging to NN, one has ∣⟨g,h⋅μ⟩−⟨g,h⋅μ′⟩∣⩽ε|\langle g, h \cdot \mu \rangle - \langle g, h \cdot \mu' \rangle| \leqslant \varepsilon, that is,

∣⟨gh,μ⟩−⟨gh,μ′⟩∣⩽ε. |\langle gh, \mu \rangle - \langle gh, \mu' \rangle| \leqslant \varepsilon.

Now, we saw above that the mapping g↦ghg \mapsto gh is an \emph{automorphism} of the Banach space K(X,K;C)\mathscr{K}(X, K; \mathbf{C}). We have thus shown that U\mathfrak{U} is a \emph{Cauchy filter} on M+(X)\mathscr{M}_+(X) for the topology of strictly compact convergence. \emph{A fortiori}, it is a Cauchy filter for vague convergence, and Prop. 14 of No. 9 shows that it is vaguely convergent to a measure μ1\mu_1; moreover, since VV is dense in K(X;C)\mathscr{K}(X; \mathbf{C}), the hypothesis implies that μ1=μ0\mu_1 = \mu_0; finally, since U\mathfrak{U} is a Cauchy filter for the topology of strictly compact convergence, it also converges to μ0\mu_0 for this topology (GT, X, §1, No. 5, Prop. 5).

Q.E.D.

Corollary

— *If X is paracompact then the topologies induced on M+(X)\mathscr{M}_+(X) by the vague topology and the topology of compact convergence coincide.

However, the topologies induced on M+(X)\mathscr{M}_+(X) by the topology of compact convergence and the topology of strictly compact convergence may be different when X is not paracompact (Exer. 3).

Exercises

See the exercises for § 1.

Transcribed from the printed volume. Not translated.