Fleshed out the dual of measure spaces.
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9
refs.bib
9
refs.bib
@@ -214,4 +214,13 @@
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pages = {263--269},
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year = {1971},
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doi = {10.1007/BF02771592}
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}
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@MISC {StackRadonDual,
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TITLE = {How to understand C(X)'' = bounded Borel measurable functions?},
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AUTHOR = {GEdgar (https://math.stackexchange.com/users/442/gedgar)},
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HOWPUBLISHED = {Mathematics Stack Exchange},
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NOTE = {URL:https://math.stackexchange.com/q/392719 (version: 2013-05-15)},
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EPRINT = {https://math.stackexchange.com/q/392719},
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URL = {https://math.stackexchange.com/q/392719}
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}
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@@ -32,6 +32,15 @@
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by \hyperref[Fubini's theorem]{theorem:fubini-tonelli}.
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\end{proof}
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While the space of bounded Borel functions on $(X, \cm)$ forms a subspace of the dual of $M(X, \cm; \complex)$, it may not be immediately clear that they are insufficient. Before moving on to an explicit description of this dual, it is beneficial to consider a simple "example".
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Let $X = [0, 1]$, equipped with its Borel $\sigma$-algebra, and $\mu$ be the Lebesgue measure on $X$, then for any $x \in [0, 1]$, $\mu$ is mutually singular with the delta mass at $x$. Therefore the closure of $\text{span}\bracs{\delta_x|x \in X}$ in $M_R(X, \cm; \complex)$ is a proper closed subspace of $M(X, \cm; \complex)$. By the \hyperref[Hahn-Banach Theorem]{proposition:hahn-banach-utility}, there exists $\phi \in M(X, \cm; \complex)^*$ such that $\dpn{\delta_x, \phi}{M(X, \cm; \complex)} = 0$ for all $x \in X$, but $\dpn{\mu, \phi}{M(X, \cm; \complex)} = 1$. If there exists a bounded Borel function $f: X \to \complex$ such that $\dpn{\nu, \phi}{M(X, \cm; \complex)} = \int f d\nu$ for all $\nu \in M(X, \cm; \complex)$, then $f(x) = \dpn{\delta_x, \phi}{M(X, \cm; \complex)} = 0$ for all $x \in [0, 1]$, which is impossible. Therefore $\phi$ cannot be represented as a bounded Borel function.
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Aside from abusing the Hahn-Banach theorem, a more explicit construction of such a functional is via the atomic decomposition. However, it is not included here due to time constraints.
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In any case, the above example shows that a linear functional on $M(X, \cm; \complex)$ may act as \textit{different} Borel functions on different families of measures that are mutually singular to each other. The following theorem will make this relation precise.
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\begin{theorem}
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\label{theorem:hilbert-measures-dual}
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Let $(X, \cm)$ be a measurable space, $H$ be a Hilbert space over $K \in \RC$, and $\mathscr{M} \subset M(X, \cm; H)$ be a closed subspace such that:
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@@ -60,7 +69,7 @@
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\item There exists a semifinite measure space $(\Omega, \cn, \mu)$ such that $\mathscr{M} \iso L^1(\Omega; H)$ and $\mathscr{M}^* \iso L^\infty(\Omega; H)$.
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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{StackRadonDual}}}. ]
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(1): By (A), $\mu_f \in \mathscr{M}$ for all $f \in [l^1(I); L^1(\mu_i; H)]$.
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On the other hand, let $\nu \in \mathscr{M}$. For each $i \in I$, let $\nu = \nu_a^{(i)} + \nu_s^{(i)}$ be the Lebesgue decomposition of $\nu$ with respect to $\mu_i$, then by the \hyperref[Radon-Nikodym theorem]{theorem:lebesgue-radon-nikodym}, there exists $f_i \in L^1(\mu_i; H)$ such that $\nu_a^{(i)}(dx) = f_i \mu_i(dx)$.
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@@ -84,5 +93,9 @@
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\]
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\end{proof}
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\begin{proposition}
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\label{proposition:measure-l-infinity-dominated-convergence}
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Let $
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\end{proposition}
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