Solution

ID: past-exam-of-the-real-and-harmonic-analysis-course-of-the-university-of-oxford/2007/3/b/solution

Let be normalized arclength on the unit circle, so in angular coordinates . It is a finite Radon measure. The given identity says that and represent the same continuous linear functional on . Uniqueness in the Riesz-Markov-Kakutani representation theorem gives
The printed phrase “Borel sets in ” is interpreted as Borel subsets of the circle.

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