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Riesz Representation Theorem


The Riesz representation theorem has two standard forms. For a Hilbert space H, every bounded linear functional T on H has a unique representing vector y in H such that T(x)=<x,y> for every x in H, and ||T||=||y||. Here the inner product is linear in its first argument.

The Riesz-Markov-Kakutani form concerns a locally compact T2-space X. Every bounded linear functional T on the function space C_0(X) of continuous complex-valued functions vanishing at infinity, equipped with the supremum norm, is represented by a unique regular complex measure mu on the Borel sets of X such that

 T(f)=int_Xfdmu.

Moreover, ||T||=|mu|(X), where |mu| is the total variation of mu. The linear functional T is positive iff mu is a positive measure.

Here regularity means that |mu| is a regular Borel measure, using both outer approximation by open sets and inner approximation by compact sets. In particular, |mu|(X)<infty (Rudin 1987, pp. 129-131).


See also

Absolutely Continuous, Complex Measure, Dual Vector Space, Functional, Hilbert Space, Lebesgue Measure, Measure Space, Polar Representation, Radon-Nikodym Theorem, Singular Measure

Portions of this entry contributed by Todd Rowland

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References

Rudin, W. Real and Complex Analysis, 3rd ed. New York: McGraw-Hill, 1987.

Referenced on Wolfram|Alpha

Riesz Representation Theorem

Cite this as:

Weisstein, Eric W., with contributions by Todd Rowland. "Riesz Representation Theorem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RieszRepresentationTheorem.html

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