Adjusted citation formats. Moved citation off of named theorems if possible.
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The construction of the Lebesgue integral using positive/negative and real/imaginary parts, and the deduction of properties from this definition both appear cumbersome. This comes from the lack of usage of its linearity on integrable simple functions. A more functional analytic approach will use this linearity and the density of simple functions to construct the integral. This is the route through which the Bochner integral will be presented.
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\end{remark}
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\begin{theorem}[Dominated Convergence Theorem {{\cite[Theorem 2.24]{Folland}}}]
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\begin{theorem}[Dominated Convergence Theorem]
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\label{theorem:dct}
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Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^1(X)$, and $f:X \to \complex$ such that
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\begin{enumerate}
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@@ -107,7 +107,7 @@
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\end{enumerate}
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then $\int fd\mu = \limv{n}\int f_n d\mu$.
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 2.24]{Folland}}}. ]
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By (1) and (2), $f$ is measurable with $\int \abs{f}d\mu \le \int \abs{g}d\mu < \infty$, so $f \in \mathcal{L}^1(X)$. Now, since $g + f, g - f \ge 0$, by \hyperref[Fatou's lemma]{lemma:fatou} and \autoref{proposition:lebesgue-integral-properties},
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\begin{align*}
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\int g d\mu + \int f d\mu &\le \liminf_{n \to \infty}\int g + f_n d\mu = \int g d\mu + \liminf_{n \to \infty}f_n d\mu \\
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@@ -38,7 +38,7 @@
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the two sides are equal.
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\end{proof}
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\begin{theorem}[Monotone Convergence Theorem, {{\cite[Theorem 2.14]{Folland}}}]
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\begin{theorem}[Monotone Convergence Theorem]
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\label{theorem:mct}
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Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^+(X, \cm)$, and $f \in \mathcal{L}^+(X, \cm)$ such that $f_n \upto f$ pointwise, then
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\[
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@@ -46,7 +46,7 @@
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\]
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 2.14]{Folland}}}. ]
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By \autoref{definition:lebesgue-non-negative}, $\int f_n d\mu \le \int f d\mu$ for each $n \in \natp$.
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Let $\phi \in \Sigma^+(X, \cm)$ with $\phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$ and $\phi \le f$. Since $f_n \upto f$, $\bracs{f_n \ge \phi} \upto X$. In which case, since $A \mapsto \int \one_A \phi d\mu$ is a measure (\autoref{proposition:lebesgue-simple-properties}),
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@@ -57,7 +57,7 @@
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by continuity from below (\autoref{proposition:measure-properties}). Therefore $\limv{n}\int f_n d\mu \ge \int f$ by \autoref{lemma:lebesgue-non-negative-strict}.
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\end{proof}
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\begin{lemma}[Fatou, {{\cite[Lemma 2.18]{Folland}}}]
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\begin{lemma}[Fatou]
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\label{lemma:fatou}
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Let $(X, \cm, \mu)$ be a measure space, $\seq{f_n} \subset \mathcal{L}^+(X, \cm)$, then
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\[
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@@ -65,7 +65,7 @@
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\]
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\end{lemma}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Lemma 2.18]{Folland}}}. ]
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For each $n \in \natp$, $\inf_{k \ge n}f_k \le f_n$. By the monotone convergence theorem,
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\[
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\int \liminf_{n \to \infty}f_n d\mu = \limv{n}\int \inf_{k \ge n}f_k d\mu
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@@ -45,7 +45,7 @@
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Thus $\mu_{[n]}(K_n) \ge \eps/2$.
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\end{proof}
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\begin{theorem}[Kolmogorov's Extension Theorem, {{\cite[Theorem 1.14]{Baudoin}}}]
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\begin{theorem}[Kolmogorov's Extension Theorem]
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\label{theorem:kolmogorov-extension}
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Let $\seqi{X}$ be topological spaces where for each $J \subset I$ finite,
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\begin{enumerate}
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@@ -55,7 +55,7 @@
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\end{enumerate}
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Let $\bracs{\mu_{I}| I \subset \natp \text{ finite}}$ be consistent Borel probability measures, then there exists a unique probability measure $\mu: \bigotimes_{i \in I}\cb_{X_i} \to [0, 1]$ such that for any $J \subset I$ finite, $\mu = \mu_J \circ \pi_J^{-1}$.
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 1.14]{Baudoin}}}. ]
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Let
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\[
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\alg = \bracs{\pi_J^{-1}(B)| B \in \bigotimes_{j \in J}\cb_{X_j}, J \subset I \text{ finite}}
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@@ -34,7 +34,7 @@
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(2): By \autoref{proposition:elementary-family-algebra}, $\alg$ is a ring.
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\end{proof}
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\begin{definition}[Lebesgue-Stieltjes Measure, {{\cite[Theorem 1.16]{Folland}}}]
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\begin{definition}[Lebesgue-Stieltjes Measure]
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\label{definition:lebesgue-stieltjes-measure}
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Let $\mu: \cb_\real \to [0, \infty]$ be a Borel measure on $\real$ such that for any $K \subset \real$ compact, $\mu(K) < \infty$, then
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\begin{enumerate}
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@@ -47,7 +47,7 @@
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\end{enumerate}
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Conversely, if $F: \real \to \real$ is a Stieltjes function, then there exists a unique Borel measure $\mu_F: \cb_\real \to [0, \infty]$ satisfying (1), and $\mu_F$ is the \textbf{Lebesgue-Stieltjes measure} associated with $F$.
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\end{definition}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 1.16]{Folland}}}. ]
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(1): Let
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\[
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F: \real \to \real \quad x \mapsto \begin{cases}
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@@ -44,7 +44,7 @@
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\end{definition}
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\begin{theorem}[Carathéodory, {{\cite[Theorem 1.11]{Folland}}}]
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\begin{theorem}[Carathéodory]
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\label{theorem:caratheodory}
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Let $X$ be a set, $\mu^*: 2^X \to [0, \infty]$ be an outer measure, and $\cm \subset 2^X$ be the collection of all $\mu^*$-measurable sets, then:
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\begin{enumerate}
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@@ -57,7 +57,7 @@
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\item $(X, \cm, \mu^*|_\cm)$ is a complete measure space.
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\end{enumerate}
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 1.11]{Folland}}}. ]
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(1): Let $N \in \nat$, then
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\[
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\mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} \ge \mu^*\paren{F \cap \bigsqcup_{n =1}^N E_n} = \sum_{n = 1}^N \mu^*(F \cap E_n)
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@@ -103,7 +103,7 @@
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\end{enumerate}
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\end{definition}
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\begin{theorem}[Carathéodory's Extension Theorem, {{\cite[Theorem 1.14]{Folland}}}]
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\begin{theorem}[Carathéodory's Extension Theorem]
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\label{theorem:caratheodory-extension}
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Let $X$ be a set, $\alg \subset 2^X$ be a ring, and $\mu_0: \alg \to [0, \infty]$ be a premeasure, then there exists a measure space $(X, \cm, \mu)$ such that
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\begin{enumerate}
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@@ -118,7 +118,7 @@
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\end{enumerate}
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\end{enumerate}
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 1.14]{Folland}}}. ]
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Let
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\[
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\mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracs{\sum_{n \in \natp}\mu_0(E_n) \bigg | \seq{E_n} \subset \alg, \bigcup_{n \in \natp}E_n \supset E}
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@@ -89,7 +89,7 @@
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\end{proof}
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\begin{theorem}[Singer's Representation Theorem, {{\cite{HensgenSinger}}}]
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\begin{theorem}[Singer's Representation Theorem]
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\label{theorem:singer-representation}
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Let $X$ be an LCH space and $E$ be a normed space over $K \in \RC$. For each $\mu \in M_R(X; E^*)$, let
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\[
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@@ -103,7 +103,7 @@
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is an isometric isomorphism.
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite{HensgenSinger}}}. ]
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(Isometric): Let $\mu \in M_R(X; E^*)$, then for any $f \in C_0(X; E)$,
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\[
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|\dpn{f, I_\mu}{C_0(X; E)}| \le \int \norm{f}_E d|\mu| \le \norm{f}_u \cdot \norm{\mu}_{\text{var}}
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\]
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\end{proof}
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\begin{theorem}[Lusin, {{\cite[Theorem 7.10]{Folland}}}]
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\begin{theorem}[Lusin]
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\label{theorem:lusin}
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Let $X$ be a LCH space, $\mu$ be a Radon measure on $X$, $E$ be a normed vector space, and $f: X \to E$ be a measurable function with $\mu\bracs{f \ne 0} < \infty$, then for any $\eps > 0$,
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\begin{enumerate}
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@@ -191,7 +191,7 @@
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\item If $E = \complex$ and $f$ is bounded, then $\phi$ can be taken such that $\norm{\phi}_u \le \norm{f}_u$.
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\end{enumerate}
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 7.10]{Folland}}}. ]
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First assume that $f$ is bounded.
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(1, bounded): If $f$ is bounded, then $f \in L^1(X; E)$. By \autoref{proposition:radon-cc-dense}, there exists $\seq{\phi_n} \subset C_c(X)$ such that $\phi_n \to f$ in $L^1(\mu)$. Since $\phi_n \to f$ in $L^1(\mu)$, $\phi_n \to f$ in measure by \autoref{proposition:lp-in-measure}. By taking a subsequence using \ref{proposition:cauchy-in-measure-limit}, assume without loss of generality that $\phi_n \to f$ almost everywhere.
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@@ -223,14 +223,14 @@
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(2, unbounded): By (1) applied to $g$, there exists $\phi \in C_c(X; \complex)$ such that $\mu\bracs{\phi \ne g} < \eps/2$, and $\mu(\bracs{\phi \ne f}) < \eps$.
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\end{proof}
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\begin{proposition}[Monotone Convergence Theorem for Lower Semicontinuous Functions, {{\cite[Proposition 7.12]{Folland}}}]
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\begin{proposition}[Monotone Convergence Theorem for Lower Semicontinuous Functions]
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\label{proposition:mct-radon}
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Let $X$ be a LCH space, $\net{f}$ and $f: X \to [0, \infty]$ be non-negative lower semicontinuous functions such that $f_\alpha \upto f$, then for any Radon measure $\mu$ on $X$,
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\[
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\int f d\mu = \sup_{\alpha \in A}\int f_\alpha d\mu
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\]
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\end{proposition}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Proposition 7.12]{Folland}}}. ]
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Assume without loss of generality that $\int f d\mu < \infty$. By \autoref{proposition:semicontinuous-properties}, $f$ is Borel measurable, so $f \ge f_\alpha$ for all $\alpha \in A$ implies that
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\[
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\int f d\mu \ge \sup_{\alpha \in A}\int f_\alpha d\mu
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@@ -26,7 +26,7 @@
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\end{proof}
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\begin{theorem}[Riesz Representation Theorem, {{\cite[Theorem 7.2]{Folland}}}]
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\begin{theorem}[Riesz Representation Theorem]
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\label{theorem:riesz-radon}
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Let $(X, \topo)$ be a LCH space and $I \in \hom(C_c(X; \real); \real)$ be a positive linear functional, then there exists a Borel measure $\mu: \cb_X \to [0, \infty]$ such that:
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\begin{enumerate}
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@@ -37,7 +37,7 @@
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\item[(U)] If $\nu: \cb_X \to [0, \infty]$ is a Borel measure that satisfies (3) and (4), then $\mu = \nu$.
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\end{enumerate}
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 7.2]{Folland}}}. ]
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(1): For any $U \in \topo$ and $f \in C_c(X; \real)$, denote $f \prec U$ if $f \in C_c(X; [0, 1])$ and $\supp{f} \subset U$. Let
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\[
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\mu_0: \topo \to [0, \infty] \quad U \mapsto \sup_{f \prec U}\dpb{f, I}{C_c(X; \real)}
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@@ -73,7 +73,7 @@
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\end{proof}
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\begin{theorem}[Hahn Decomposition, {{\cite[Theorem 3.3]{Folland}}}]
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\begin{theorem}[Hahn Decomposition]
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\label{theorem:hahn-decomposition}
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Let $(X, \cm)$ be a measurable space and $\mu: \cm \to [-\infty, \infty]$ be a signed measure, then there exists $P, N \in \cm$ such that:
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\begin{enumerate}
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@@ -85,7 +85,7 @@
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The disjoint union $X = P \sqcup N$ is the \textbf{Hahn decomposition} of $\mu$.
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\end{theorem}
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\begin{proof}
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\begin{proof}[Proof {{\cite[Theorem 3.3]{Folland}}}. ]
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By flipping the sign of $\mu$, assume without loss of generality that $\mu < \infty$.
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(1): Let $M = \sup\bracs{\mu(P)|P \in \cm \text{ positive}}$, then there exists positive sets $\seq{P_n} \subset \cm$ such that $\mu(P_n) \upto M$. Let $P = \bigcup_{n \in \natp}P_n$, then $P$ is positive by \autoref{lemma:positive-sets-properties}, and $\sup_{n \in \natp}\mu(P_n) \le \mu(P) \le M$.
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