Dosihighweasures

x set
8 o field an X

µ h Co N Countablyadditive

En C h EnnEm 0 turnt m
puffEs EffED
Properties That follow frm c'tbh additivity
gp extended valued then
ifthis heedGisbe putin thereal
a measure
defy
Cf 0
µ
finite additivity
EEF ME EMF
Eat E pen T ME extendedreal
valued
fur an
En I E then to ME measure oneneedsan

extraassumption MEEEE th
funchin co a
Posihires dfb.ly additive pie
above hold for all the measures
car
holds if peep
integrals basicunnergenceTheorems

Integrals of nonnegative measurablefunching

the space L

Integral of a realvalued
measurable funchin

integral of a complexvalued measurablefunction

MET
Xhy measure spae where y a tu 8finitemeasure
y
wonnegahire nibh
Pointwisealmosteverywhere hinit
f uhg fully
then him Study f f da
fatouileuma

spam ith µ
X h measure we r finite
p
20 a e
x 52 nibs fu
is mild and
then hisinf fu
S him
if fu E
him iaf
ffi
DET
spam ith µ
X h measure we r finite
p
In X R rifle
him fn a e
tf a
near
x 1 a e
Ifn I E 19
and g E L f
guilds
then
f f dy him ffndp
Product measure and Rubini's theorem

Xi hi
r o finite measures
pi
X K generatedby h X G
h r field an x

CX xx G
µ fix µ
mealune on
there exists a bing.ve

huh Thet Ei xEu

fr filed
t Ei C hi
µ and
hi i called the product measure of p µ
let f E L
pix
il in L for almost all y
then n ti fa y p
is in L m fr almost di n
ya f y
lol is in L fry
b n f f Ry p
x

is in L YD
n ti f f y proxy

I
f f d pxp I GYM xD Addy

f SfXD Molly Mdx

 Censtruchin measures
of
a nonnegative
extended realvalued measure
lit µ be
X Fn E E X define
on a field 7 an

TIMED Fi EY F E YEi
if
lifeouter measure an X
then pit is an

doneThrough exercises
can Be
proof

Optional
nonnegative extended real
valued measure on

µ a field A
outer measure an X by µ
induced
pit FEZ EEF
then fr every E E X E inf riff
fit
unions element 7
denotesthe set of all e'tbh of of
Yo

as above
p p't F E Yog SuchThat
X There is an
then for every E E
EEF and put pt
 Deff
An ordermeasure on set X il a nonnegative extended
a
The followingproperties
the powerset ofX satisfying
real valuedfunction µ on

0
µ
EEF MESSMF
FE
Ifi r E MED
condition is equivalent to
In the presence of
Ei's disjoint HUEDEEp

be outermeasure on a setX let

let µ an

E AEX
h E EX µ A
µ ANE
t
plan
then r field m X
h y a

a completemeasure m ee
pi p1a is measurable sets
element of a are called µ

is said to be regular if for every

An ordermeasure
µ
EEF I C a ie
F EX HE inf MF
I F E h such Thet e
given any
o
fr µ
Cavatheodwy extension theorem

mea
ii

ae

g
y

m
ii
 Construction in topological setting
of measures a

X locally compact Hausdorff

the smallest o field ar X with
Baire r fiefdom X is
which each compactly supported continuous funchin
respect to
measurable Elements ofThe Baire o field are called
is
Baire sets
generated bytheset aex fans 2 a
FAIT Ba X is
GH X E R
where f e

is
can If d o Then the CGH
f ne x
f za

these a compact Gor

exercises
be to
ay Fw d so andfor fe
Ehc X f 2x belongs

compactGg's
the o field generatedby

K is a compact Gor ThenThereis an ft

if i k
backThat f
ar
e i m K
hThat K MEX f 213
the r field generatedby all compact Go Seb
Baal is

field generated by all opensets

Borel field is The smallest r
Borel are calledBorelsets
Elements of The rfield
Bo X
xjarendled Bad E
then Ba x Bo
X is locally ampactseparablemetricspace
if
A Borel measure is
µ f C u uopen
outerregular at F if M if plus
KEE Kcompact
inner regular at E f ME Sup
MK
it is outerregularaswellasinnerregular at
regular if
Barrel set
every
outerregular at all Boredset
it is
quasi regular if sets
and regular at open
inner
point has an openneighbourhood
locally finite if every
U suchThat u car
µ

A Baire measure is quasi regular

it is orderregular
if
E E U Uopen he Ba
i.e
pre inf MY
it is inner regular at each openset in Ba
these are Radar measures in holland's terminology
 Typically in a topologicalsetting one doesnotshutinth a function
because usuallythereis no naturalfieldavailable
defined on a field
Onestudywith a function defined certain Collechin of compactset
on a

w opensets Onethen tries to construct an ordermeasure which in turn

to
gives rise
a measure

Defy
locally compact Hausdorffspace
sets containing all amp at
µ
collection
of compact k v Ku KinKuCYR
Gg's and Such that 14 KEN
A function X K iR il called a cutout if
K E KL
744 I Xky if
X CKUK4 X Ki t X Ky if Kin KEof
it is called a regularanleut if ACK inf 74 Keith LEK

Proton cadent defined an R Define

let 7 Be a
pan
The collection
sets by
of open
KC U KEN
my Sup ALK
then one has
it is compact
p w ca if
u ev
pas e pas
V V oisjoint openset
p
u
Vy Nv tack
in Vi E I f
Ti EV A compact
p y Sup pay
 cutout let
Prof µ be as
and above
let a be a

Define it by
E E V Vopen
pike inf p
outer measure satisfyingthe followingconditions
their pit is our

EE u uopen
pile if film
u Uy pith pitch if u and Unare
pit u

disjointopensets
If U is open
Sup pick K U Kcompact
C
ft U

is called topologically regular

An ordermeasure satisfying

aboveis equivalentto
and hold Then condition
FAIT f U b open
CHER E
put Sup pick Ken K compactGr if

theorem
curtent thenThere is a unique
if A is a

Bard measure suchThat tr U open

quasi regular µ
ALK K E U KEK
U Sup
µ
Lint k t NK 3
Tw K Ek are hay r Mlk
fur all KEK
if X is a regular content Then a p
 Cm
was
partitionor
I unity

i
withcertainpigsties

m
gie
X

if oneshutswith a
BoiEhiTeae
LL'a'II
X
Tamina
is an extensionof
Topology
X locally compact Hausdorff space
KE U K ampact U open
Then there exists an openset
Vinthcompactclosure suchThat
KE V E F EU
Prof EMe
Specialeasek

open set
get an hi such that new
and it is compact In the compactHausorff
hi an openset Vo such that
Space get
n E Vo E T E UnD

there is an set G in X suchThat Vo hi n G

open
let V w nG

Thi J n I checkwhy
T
G T JE E VIE E Un W EU

and 0 50 is compact
use The special
case foreachpointseek
Pnr general k
and use the compactness of K

Spease X ampact Hansont

is
u
for each ye w get pair
a
it is compact
such
That ne Uy Y CVy
of oisjoint open
Seb Uy Vy
Coelechin b
such
yn WE unVy
that
Get a finite
Then nCV E W EU So aC VE I E U
Set V Uy W YVy
 Urysohnnis lemma

K compact U open
KE U
then I f C G suchThat fast for aEk
and Supp E U f
X i metric space
Proof Ealy case a
AEK
Define 9th dist Cn W let m if SH
Take f tm g n m

for locally compact Hausdorffspaces the keyresult we g

rationals in Con
let D be the Befof
re D such that
Set Vo K Y U Use to get Vr
fr compact In all RED
Vr open
res one has TheVs
for ne th
RED a C Vr f
Mon define
g giuf nd Vi f
E r
obserreThat ne v r g ay
o
RE K gas
n E U gCn
r s s s t s U
Take r s t n ED with
e n
ga e t g
then NE Ve
then There is an S'ED with
Assume g ay E r
smh Thet C Vs Hemu N E Vs ETs
r s s's s n

therefore
af Is gas r
r u
Vents E g
Any
 Use Thi t showThat g Guy is open
Ht conclude That g m continuous

I m k
E cc
and fly o on U
f g li

CCoif NEX
the same proof works In a deedset Karo am openset n in That
n

where onehas an analogue g

I open Veurh
hnmal space
KEVETE U

Partitionof unity
compact U Un open
K
u Un
K E U u ly u

Kien
Then I fi C Cc with Supp fi EU
fur NE k
SuchThat Ifi e

Take me k then ae Ui forsome i

Proof closuresuch
set V with compact
Use to get an open
That n E Un E Th E Ui let Uni ie be finite
ie n a

subcover of Va ne k Define

Wi U Vaj Vy E Ui
Use Hysohnlemma
then hi is ampact
and hi E Ui
such That rangi co D gi I ar wi
to get c Cdx
gi Uic Now define
and gi o on

fu d gu fz f g C 2493 files f gmgn

fi g g
then G gilt gig G 8D l on Vh1 and Suppfi ESuppg Elli
Ifi
I
 Stoneham
let Be a compact Hausdorff space
a metric d ar CH h d ft9 ftp.fas glbl
Define

let fu o i R be given by falafel Caf

and let feng ru
Then fn f in Coo 31

closed subalgebra of CH then

let A lie a

f C A Ifl EA
1ft EA let M Sup If 1 then
f CA f f he
and IM f a F E Co D the X
Im f TEA
UsingThe previous
exercise There is a sequence of
Thet converge t INTf l Sue
polynomials in 1M f f
and hmu Ifl EA
Ai closed it followsThat 1Nfl EA

A is a closed subalgebra of CH R Then

if f ng CA
f g CA ft f vg

let A be a unital subalgebra of C Rg

Then g ien nfy
in X
X
Thet separates points of
a b c IR There is an CA ArchThat f
and
f b
f a
 Snu A separates points of X There is a
gCA
Now define
bunchThat g a fg
lb a gla
be 8 a
f gig guy g gin
curtains one
unital subalgebra and g
Gnu Ai a
b
has f C A
CheckThat flag a f

theorem I
closed unital subalgebraof ax
let A be a
X then A CC x R
SuchThat A separate point of

Prof
Take an E o We will showThatThere il a
gEA
huh Thet d Cf g e s

for each y EX get a f cA

a EX
choose and fix
a fly and fy y e f te Define
touchThet
f te
2 EX fy s f
Vy YUVy
suchThat XE
Get a finite collection Y Vym
then ga C A and
Let gn min fy fy
Next define
te far all 2 C X
9nA L f
Wn Et ex gala f E3
then ne Wn and Wn il open thus Wn aEX is an opencoverfwX
Get a finite collection Wa Wan SuhThat X E wa
y
Take wax ga s Then we have
g gun g CA
and fH E gas fat te fur all 2EX
theorem 2
let A be a closed selfadjoint unital subalgebra
Then A CH
g CCX f CCx That separates points
g X
Prof use The previous resultto concludeThat An ax

therefore it follows That A CCD

 Functional analysis

Hahn Banachtheorem
left let be a real or complexvectorspace A map f x R

il called a sublinear funchinal if

f ty E fck t fly y CX
h

AE Rt a EX
f n A Caf
A map X Rt is called a semi norm
if
party E PHP Cs h yE X
171PG a C Rare basefield
p Ca n
a
REX

theorem x real veck space

y subspace
sublinear funchmal an X
f
suchThat
is a linear funchinal my
if g
Y t y eY
4 E f
an extension of m X suchThat
then
4 admits
T h E fLD t n e X
2arisenma
partially ordered set S has The propertyThat
If a

every chain hae an upperbound Then S has a maximal

element
 X complex vectorspace
theorem 2
y subspace
sub linear funchmal an X
f
suchThat
is a linear funchinal my
if g
the cely C f ly t y e Y
an X suchThat
then
9 admits an
extension of
n s f t n CX
Reg
x complex vectorspace
theorems
y Subspace

p semi norm on X
arch that 19G Kplb y CY
linearfunchiral Y
on
If g is a
extension of an X suchThet 144m11Pla a ex
then g admits an
 Construction Haarmeasure fur a compact simp
of
MeasureTheoreticconstruction

G compact group
collection neighbourhoods of 1
U of open
to be
For E E G and F E G with Foto define F if
This is a
Fhs minimum number translates off needed to cover E
of
positive integer as G c compact and tofeintf is nonempty

Ex GE if CE FJ E ig f
E EEz Then CE if E CEIFT
tf
interior Then
Fi and Fuhavenonempty
if E Eg ECE F ChiFu

Define fur HEN He E IE UT EG U

Clearly VulE El Alto tu E 8u Age G

EI Vu EU f tuCE truce
E

EEF Vu stuff
Then
Ku ane disjoint compactset
if Ki and

I U C U suchThatforall UfU

vC
k v Ku 8 ki Vu Kc

Proof of pal
there exists an open Sef w mehThet
K E W E V E KE
 c
Now use the inclusions k E W and Ku E E to
such Thet
get Vi V E U
k V EW K V E ti
and
V n vz then V N
E
Take V
K V EW K V f D
u c U u u and
Finally the U Vn v then
K U EW ke U E Ic
and KU are tisjoint
K U
In particular
There are
intersect both K and Ku then
Assume gu E ki g y C Ku
element N y E U heh That ga
C K N E Kiu and g E Kisi E Kau
But This implies g
are tis joint This cannothappen
Siu k u and Ku

bounded realvalued
let Be The vector space of all
funchins on U f C X define
For

tuff iif Sapa f

his f infra fly
snap
 him ff tg e Em f thin g
him a Eun
f if azo
f
his f
him ff
his Iftg z his f thing
Hahn Banach theorem there exists a linear
Using The
L XIR huh That L E his f
functional
in X One has
tr all
f
Lff s his f f Kin f
L
f
so That I f 2 him
f
lait ie there is a hen
is eventually aus
Tf f e x such all VEN with VE U one
real RER That for
and a
Tim which faces
hag far Then he f f r

4ft r

funchin
Next nohie that fur enemy F EG the
E 8
F
u tu E is in X
u R given by

for a compact subset K of G define

X K L Hk
 They
Ki Ku are compact K E Kr
E If a sacks
Tf K Ku ane oisjoint compact sets Ken
oi
I w
X K UKD X Ki t X

Kii compact ge G
A gk a if

We will now use the following result

defined on The
nonnegative realvalued
functions
is a
Tf µ a locally compact Hansonffspay
set of compact subset of
Borel measure
then There is a unique quasi regular
SuchThet
A K E U Kcompact
ti U sup Mlk
has intK E NK s pick for
In such a case one pi
every compact subset K
Uniqueness
invariant re quasiregular Bordmeasure
Fft
hither

fr right invariant toe quasiregular Borelmeasure inth

fr
L

E C Ca
in
f
ffdpi flffdrDpKdy1
ffffHprdxDpa

J
yj.f
Sf MAIN fr
ff
a piddy
fr
y

x
leftinvarianceof
fubini

frightinvariancegpay
f f f dy I pudy
Sfdpr

a compactset k Using outerregularity

Take
set V archThat KEV and
of Mr get an
open
te Now use Urysohn's lemma to
ARY L Mpdk
such That
getan C C f t n
o s Fa E I
A RE K
flag L
E V
Supp f
then
pull f Xu din E f f dm
f f fur E fXvdnr
V L
MR t E
Mr
Gina Sao is arbitrary one has
milk E Ma
identical argument with Meand
Use an µ
interchanged to get
E
Mr Milk
Thus for all compact sets k
µ pray
The regularity properties of Mie and
By pip
it follows That MIE MrlE for all Bord Seb E
 Ilmarmeasures
Examples
of
finitegroups
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