Solution

ID: past-exam-of-the-real-and-harmonic-analysis-course-of-the-university-of-oxford/2008/3/b/solution

Set . Given , choose with . Then
Take the upper limit in and then . Thus convergence on the dense test family suffices; no assumption that is a vector space is needed.
For nonempty compact , put . These continuous functions decrease to and satisfy . Consequently for every . Dominated convergence for the finite positive measure yields
The empty-set case is immediate. Positivity is essential for the comparison with these cutoff functions.

New to topics? Read the docs here!