Riesz-Markov Representation Theorem on a Compact Metric Space
theoremAnalysisTopologythm:riesz-markov-compact-metric-2026aLet be a metric space with nonempty, let be the collection of subsets of that are open in , which is a topology on by Metric Open Sets Form a Topology, and assume that is compact in . Let be the Borel -algebra of .
Let denote the real numbers, with the addition, multiplication, identities, additive inverses, multiplicative inverses and order of their ordered field structure; for write for , write to mean that and , write for the multiplicative inverse of when , let be the absolute value of , and let be given by , which is a metric on by The Absolute Value Metric on the Real Line.
Let be the set of all maps that are continuous on as maps from to . By claims 1 and 5 of Continuity of Sums and Products of Real-Valued Functions on a Metric Space, contains every constant map on , and contains and whenever and , these maps being defined pointwise as in that theorem. Write for the constant map on with value .
Let be a map from to such that, for all and every ,
(i) (additivity) ;
(ii) (homogeneity) ;
(iii) (positivity) if for every , then .
Then the following hold.
1. (Existence of a representing measure) There is a Borel measure on with , so that is finite, and such that every is integrable with respect to and satisfies
2. (Uniqueness of the representing measure) Let and be finite Borel measures on such that every is integrable with respect to each of them and
Then for every .
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