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be yond measure

Radon measure

In mathematics, a Radon measure, named after Johann Radon, on a Hausdorff topological space X is defined in measure theory to be a measure on the σ-algebra of Borel sets of X that is locally finite and inner regular.

Motivation

A common problem is to find a good notion of a measure on a topological space that is compatible with the topology in some sense. One way to do this is to define a measure on the Borel sets of the topological space. In general there are several problems with this: for example, such a measure may not have a well defined support. Another approach to measure theory is to restrict to locally compact Hausdorff spaces, and only consider the measures that correspond to positive linear functionals on the space of continuous functions with compact support (some authors use this as the definition of a Radon measure). This produces a good theory with no pathological problems, but does not apply to spaces that are not locally compact.

The theory of Radon measures has most of the good properties of the usual theory for locally compact spaces, but applies to all Hausdorff topological spaces. The idea of the definition of a Radon measure is to find some properties that characterize the measures on locally compact spaces corresponding to positive functionals, and use these properties as the definition of a Radon measure on an arbitrary Hausdorff space.

Definitions

We let m be a measure on the σ-algebra of Borel sets of a Hausdorff topological space X.

The measure m is called inner regular or tight if m(B) is the supremum of m(K) for K a compact set contained in the Borel set B.

The measure m is called outer regular if m(B) is the infimum of m(U) for U an open set containing the Borel set B.

The measure m is called locally finite if every point has a neighborhood of finite measure.

The measure m is called a Radon measure if it is inner regular and locally finite.

(It is possible to extend the theory of Radon measures to non-Hausdorff spaces, essentially by replacing the word "compact" by "closed compact" everywhere. However there seem to be almost no applications of this extension.)

Radon measures on locally compact spaces

When the underlying measure space is a locally compact topological space, the definition of a Radon measure can be expressed in terms of continuous linear functionals on the space of continuous functions with compact support. This makes it possible to develop measure and integration in terms of functional analysis, an approach taken by and a number of other authors.

Measures

In what follows X denotes a locally compact topological space. The continuous real-valued functions with compact support on X form a vector space mathcal{K}(X), which can be given a natural locally convex topology. Indeed, mathcal{K}(X) is the union of the spaces mathcal{K}(X,K) of continuous functions with support contained in compact sets K. Each of the spaces mathcal{K}(X,K) carries naturally the topology of uniform convergence, which makes it into a Banach space. But as a union of topological spaces is a special case of a direct limit of topological spaces, the space mathcal{K}(X) can be equipped with the direct limit topology induced by the spaces mathcal{K}(X,K).

If m is a Radon measure on X, then the mapping

I : f mapsto int f, dm

is a continuous positive linear map from mathcal{K}(X) to R. Positivity means that I(f) ≥ 0 whenever f is a non-negative function. Continuity with respect to the direct limit topology defined above is equivalent to the following condition: for every compact subset K of X there exists a constant MK such that, for every continuous real-valued function f on X with support contained in K,

|I(f)| leq M_K sup_{xin X} |f(x)|.
Conversely, by the Riesz representation theorem, each positive linear form on mathcal{K}(X) arises as integration with respect to a Radon measure and is thus a continuous positive linear form on mathcal{K}(X).

A real-valued Radon measure is defined to be any continuous linear form on mathcal{K}(X); they are precisely the differences of two Radon measures. This gives an identification of real-valued Radon measures with the dual space of the locally convex space mathcal{K}(X). These real-valued Radon measures need not be signed measures. For example, sin(x)dx is a real-valued Radon measure, but is not even an extended signed measure as it cannot be written as the difference of two measures at least one of which is finite.

Some authors use the preceding approach to define (positive) Radon measures to be the positive linear forms on mathcal{K}(X); see , or . In this set-up it is common to use a terminology in which Radon measures in the above sense are called positive measures and real-valued Radon measures as above are called (real) measures.

Integration

To complete the buildup of measure theory for locally compact spaces from the functional-analytic viewpoint, it is necessary to extend measure (integral) from compactly supported continuous functions. This can be done for real or complex-valued functions in several steps as follows:

  1. Definition of the upper integral μ*(g) of a lower semicontinuous positive (real-valued) function g as the supremum (possibly infinite) of the positive numbers μ(h) for compactly supported continuous functions hg
  2. Definition of the upper integral μ*(f) for a arbitrary positive (real-valued) function f as the infimum of upper integrals μ*(g) for lower semi-continuous functions gf
  3. Definition of the vector spaceF=F(X,μ) as the space of all functions f on X for which the upper integral μ*(|f|) of the absolute value is finite; the upper integral of the absolute value defines a semi-norm on F, and F is a complete space with respect to the topology defined by the semi-norm
  4. Definition of the space LL1(X,μ) of integrable functions as the closure of the space of continuous compactly supported functions
  5. Definition of the integral for functions in LL1(X,μ) as extension by continuity (after verifying that μ is continuous with respect to the topology of LL1(X,μ))
  6. Definition of the measure of a set as the integral (when it exists) of the indicator function of the set.

It is possible to verify that these steps produce a theory identical with the one that starts from a Radon measure defined as a function that assigns a number to each Borel set of X.

The Lebesgue measure on R can be introduced by a few ways in this functional-analytic set-up. First, it is possibly to rely on an "elementary" integral such as the Daniell integral or the Riemann integral for integrals of continuous functions with compact support, as these are integrable for all the elementary definitions of integrals. The measure (in the sense defined above) defined by elementary integration is precisely the Lebesgue measure. Second, if one wants to avoid reliance on Riemann or Daniell integral or other similar theories, it is possible to develop first the general theory of Haar measures and define the Lebesgue measure as the Haar measure λ on R that satisfies the normalisation condition λ([0,1])=1.

Examples

The following are all examples of Radon measures:

The following are not examples of Radon measures:

  • Counting measure on Euclidean space is an example of a measure that is not a Radon measure, since it is not locally finite.
  • The space of ordinals at most equal to the first uncountable ordinal is a compact topological space if given the order topology. The measure on its Borel sets which is 1 on sets containing a closed unbounded set and 0 otherwise is a finite Borel measure on a compact space but is not a Radon measure.

Basic properties

Moderated Radon measures

Given a Radon measure m on a space X, we can define another measure M (on the Borel sets) by putting
M(B) = inf{ m(V) | V mbox{ is an open set with } B subseteq V subseteq X } .
The measure M is outer regular, and locally finite, and inner regular for open sets. It coincides with m on compact and open sets, and m can be reconstructed from M as the unique inner regular measure that is the same as M on compact sets. The measure m is called moderated if M is σ-finite; in this case the measures m and M are the same. (If m is σ-finite this does not imply that M is σ-finite, so being moderated is stronger than being σ-finite.)

On a strongly Lindelof space every Radon measure is moderated.

Radon spaces

A space is called a Radon space if every finite Borel measure is a Radon measure, and strongly Radon if every locally finite Borel measure is a Radon measure. Any Suslin space is strongly Radon, and moreover every Radon measure is moderated.

Duality

On a locally compact Hausdorff space, Radon measures correspond to positive linear functionals on the space of continuous functions with compact support. This is not surprising as this property is the main motivation for the definition of Radon measure.

Metric space structure

The pointed cone mathcal{M}_{+} (X) of all (positive) Radon measures on X can be given the structure of a complete metric space by defining the Radon distance between two measures m_{1}, m_{2} in mathcal{M}_{+} (X) to be

rho (m_{1}, m_{2}) := sup left{ left. int_{X} f(x) , mathrm{d} (m_{1} - m_{2}) (x) right| mathrm{continuous,} f : X to [-1, 1] subset mathbb{R} right}.

This metric has some limitations. For example, the space of Radon probability measures on X,

mathcal{P} (X) := { m in mathcal{M}_{+} (X) | m (X) = 1 },
is not sequentially compact with respect to the Radon metric: i.e., it is not guaranteed that any sequence of probability measures will have a subsequence that is convergent with respect to the Radon metric, which presents difficulties in certain applications. The Wasserstein metric is needed in order to make mathcal{P} (X) into a compact space.

Convergence in the Radon metric implies weak convergence of measures:

rho (m_{n}, m) to 0 implies m_{n} rightharpoonup m,
but the converse implication is false in general. Convergence of measures in the Radon metric is sometimes known as strong convergence, as contrasted with weak convergence.

References

  • .

Bourbaki uses non-standard terminology: positive measure in Bourbaki refers to a positive Radon measure, and "measure" refers (essentially) to a difference of two Radon measures, which is not necessarily a signed measure.
Dieudonné also employs Bourbaki's terminology for measures, and includes a slightly more accessible treatment of the Bourbaki approach.

  • .

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