Bourbaki

Exercise 10, § 4

Integration, IV, p. 123

Bourbaki marks this one as harder than the rest.

a) Let E\mathscr{E} be a Riesz space, μ\mu a positive linear form on E\mathscr{E} such that the relation μ(∣x∣)=0\mu(|x|) = 0 implies x=0x = 0; μ(∣x∣)\mu(|x|) is then a norm on E\mathscr{E}, and let us assume that E\mathscr{E}, equipped with this norm, is complete. It then follows that E\mathscr{E} is fully lattice-ordered (Ch. II, §2, Exer. 8 e)). Consequently (Ch. II, §1, Exers. 12 and 13) there exists a locally compact space XX, the sum of a family (Kα)(K_\alpha) of compact Stone spaces, such that E\mathscr{E} is isomorphic to a space of continuous numerical functions (finite or not) on XX that contains the space H(X)\mathscr{H}(X). Identifying E\mathscr{E} with this space, the restriction of μ\mu to H(X)\mathscr{H}(X) is then a positive measure on XX. Show that E\mathscr{E} is canonically isomorphic to the space L1(μ)L^1(\mu); more precisely, for every μ\mu-integrable function gg defined on XX, there exists one and only one function f∈Ef \in \mathscr{E} that is equivalent to gg for the measure μ\mu (note that every element ≥0\geq 0 of E\mathscr{E} is the supremum of an increasing sequence of elements of H(X)\mathscr{H}(X), and that H(X)\mathscr{H}(X) is dense in L1(μ)\mathscr{L}^1(\mu)).

b) Deduce from a) that, for every compact space KK, there exist a locally compact space SS, the topological sum of a family of compact Stone spaces, and a positive measure ν\nu on SS, with support equal to SS, such that the fully lattice-ordered space M(K)\mathscr{M}(K) of measures on KK, equipped with the norm ∥μ∥\| \mu \|, is isomorphic to L1(ν)\mathscr{L}^1(\nu) (consider the linear form μ↦μ(K)\mu \mapsto \mu(K) on M(K)\mathscr{M}(K)).

Solution

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Transcribed from the printed volume. Not translated.