Use the standard setting of a compact metrizable convex set in a Hausdorff locally convex real topological vector space, with its metrizable topology. Write for the continuous affine real functions on . The affine upper envelope of a bounded real function is
Constants make this infimum finite, and . An infimum of affine continuous majorants is concave and upper semicontinuous, hence Borel. For continuous it is the upper concave envelope appropriate to barycentric measures; it is not the pointwise maximum of and a selected affine function.
For a fixed probability , define on real . Affine majorants show
Thus is sublinear and for affine . On the span of , the linear functional taking to is dominated by : the negative-scalar condition follows from . For start from the zero subspace. The Hahn-Banach theorem extends it to a linear functional on with and .
If , then , so . Also and , forcing . Positivity gives , and the Riesz-Markov-Kakutani representation theorem produces a Borel probability with . Therefore
For affine , testing both and gives : the two measures have the same barycenter. This proves the requested supporting measure lemma for affine upper envelopes.
Choquet's theorem: every has a Borel probability measure concentrated on the extreme points of whose barycenter is ; equivalently,
Concentration is a measure-one assertion, not a claim that the topological support must be a closed subset of .
To prove it, let be the measures satisfying all the displayed affine equalities. It is nonempty because it contains , and it is weakly closed in the compact space , hence compact. Let be strictly convex, as permitted. Choose maximizing . Apply the supporting measure lemma with and . It gives with the same affine integrals, so , and
Thus has integral zero. If is not extreme, write with and distinct . Strict convexity and every affine majorant give
Therefore the nonnegative gap is strictly positive at every nonextreme point. It is Borel, and is Borel by the allowed G-delta set assertion. Its zero integral forces , proving Choquet's theorem by strict convexity. No uniqueness is asserted for the representing measure.
For the real example, give its closed unit ball the weak-star topology , not the norm topology. The Banach-Alaoglu theorem makes it compact, and separability of makes this ball metrizable. Its extreme points are exactly the classes satisfying almost everywhere. Indeed, if on a positive-measure set, adding and subtracting times its indicator decomposes nontrivially inside the ball. Conversely, if almost everywhere and with , pointwise equality at the endpoints of forces almost everywhere. This is the extreme-point criterion for the L-infinity unit ball.
For the hinted case , put and . Then are extreme and
has barycenter . If is null, the two point masses coincide.
For a general real , choose a measurable representative in and set, for ,
Every is extreme. The map into the weak-star compact ball is Borel: for each , the function is measurable by joint measurability and integration; a countable dense family of such tests generates the ball's topology and Borel sigma-algebra. The measure is independent of changes to on a null set. For each ,
The integrand paired with is dominated by , so Fubini's theorem yields
These continuous linear tests define the weak-star barycenter, hence that barycenter is . Together with , this is the required threshold Choquet representation in L-infinity.
If is instead taken over complex scalars, its extreme points satisfy the same unit-modulus condition. Write , with and , choosing where . Replace the threshold family by . Its members have unit modulus and its average is , so the same pushforward and Fubini argument gives a representing measure in the real locally convex interpretation of the complex ball.
For positive linear operators on continuous functions, a general Korovkin theorem, in its compact Korovkin test space form, can be stated using a test space , where is a compact Hausdorff space. Assume contains a strictly positive function . Require that, for every , the only positive linear functional on with for all is evaluation at . Then convergence on the test space implies convergence on every continuous function:
By the Riesz-Markov-Kakutani representation theorem, the functional condition equivalently says that a positive measure with these test moments must be . This permits arbitrary test families, not just the interval tests .
For completeness, let . Positivity gives , so the operator norms are uniformly bounded. If the conclusion failed for some , choose where its error is bounded away from zero. The evaluation functionals have uniformly bounded norm. Compactness of and the Banach-Alaoglu theorem give a subnet on which and converges in the weak-star topology to a positive . For every , uniform test convergence gives . The hypothesis forces , contradicting the chosen errors. Complex-valued functions follow by applying the real result to their real and imaginary parts.
A useful concrete sufficient condition is that and for each there is with and zero set exactly . Its zero moment forces the representing measure to be supported at , while the constant moment fixes its mass.
For the circle, take . The nonnegative function belongs to and vanishes only at on the circle. Thus the periodic Korovkin test set is
Uniform convergence on these three functions is sufficient for uniform convergence on .
On a compact metric space , a conservative Feller semigroup is a strongly continuous semigroup of positive linear maps on satisfying . Positivity means . These conditions imply sup-norm contraction. Conversely, for a contraction semigroup with and , differentiation on the generator domain gives , so . On the real space , if , then , implying . Scaling proves positivity for every nonnegative . This is the unital contraction positivity criterion. For complex the same conclusion follows because each functional has norm one and value one on , hence is a positive linear functional.
For each , the Riesz-Markov-Kakutani representation theorem represents that functional by a unique Borel probability measure :
Continuity of gives weak continuity of . Approximating indicators of open sets increasingly by continuous functions proves Borel measurability in ; a monotone-class argument then gives a Markov kernel. The semigroup property and uniqueness of representing measures yield and the Chapman-Kolmogorov equation
These are the required transition probabilities.
An invariant probability measure for a semigroup satisfies for every and . Equivalently its distribution is preserved by the Markov kernel. For , Jensen inequality gives pointwise. Integrating and using invariance proves
Also . Continuous functions are dense in these spaces for a finite Borel measure on a compact metric space, so the contraction extends to a strongly continuous semigroup on .
For real with , the kernel form of Jensen inequality gives , with equality at . Take its right derivative to obtain the generator square inequality
This is nonnegativity of the associated carré du champ.
Each time-average functional is positive with , hence represents a Borel probability measure . The compactness of probability measures on a compact metric space gives a subsequence converging weakly to a probability measure . Explicitly, is a separable Banach space, so Banach-Alaoglu theorem and a countable dense family give a subsequence converging on every continuous function, rather than merely a net. For fixed , the semigroup property gives the Krylov-Bogolyubov time-average argument:
Its absolute value is at most . Pass to the subsequential limit, observing that , to get . Thus the limiting measure is invariant.
The Riesz-Markov-Kakutani representation theorem identifies the dual of the complex space of continuous functions on a compact space with finite regular complex Borel measures on : each bounded linear functional has a unique representation
Here is the variation measure; positive functionals correspond exactly to positive regular measures. This is the measure representation theorem, rather than the Hilbert-space representation of a functional by a vector.
For the spectral construction use the convention that the Hilbert inner product is linear in its first argument. A unital subalgebra of is understood to contain : an algebra whose abstract identity is a smaller projection could not give a resolution normalized by . On a compact Hausdorff space, a resolution of the identity is understood to be a normalized regular projection-valued measure: its scalar measures are regular, its values are orthogonal projections, and it is countably additive in the strong operator topology. Regularity is part of the usual convention needed for the uniqueness assertion; the statement is interpreted in this sense.
The Commutative Gelfand--Naimark theorem makes the Gelfand transform an isometric unital star-isomorphism , where is compact Hausdorff. Denote its inverse by . For , the bounded linear functional has norm at most . Riesz-Markov-Kakutani gives a regular complex measure such that
Uniqueness makes these measures sesquilinear in . For , the identity shows positivity, so is positive with total mass .
For every Borel set , the bounded sesquilinear form determines an operator by Hilbert-space Riesz representation theorem, with
In particular and is self-adjoint. We now verify the projection identity rather than assume it.
For continuous , uniqueness of the representing measure applied to continuous test functions gives
These identities imply . Testing once more against a continuous gives
The restriction of a finite regular Borel measure is still regular, so uniqueness in Riesz-Markov-Kakutani yields . Consequently, for any Borel ,
Taking proves that is an orthogonal projection. Also and . For disjoint , these projections are orthogonal, and scalar countable additivity gives weak countable additivity. If , then is the projection of the remaining union and
Thus countable additivity holds in the strong operator topology. The scalar measures are the regular measures already constructed. This completes the scalar-measure construction of a projection-valued measure.
By the integral theorem permitted in the question, continuous satisfies , and hence . For , this proves the spectral theorem for a commutative operator algebra:
Any other regular resolution giving these integrals has the same scalar integrals on all of ; Riesz-Markov-Kakutani uniqueness forces the same scalar measures and therefore the same projections on every Borel set.
For nonempty open , compact Hausdorff normality supplies a nonzero continuous function supported in . If , the stated squared-norm identity for spectral integrals gives , contradicting the isometry of . This proves the full support of a faithful spectral measure property
Faithfulness of the representation is essential here.
The spectral theorem for normal operators says that a bounded normal operator on a nonzero complex Hilbert space has a unique regular projection-valued measure on such that . Its support is all of , and bounded Borel functions have the associated Borel functional calculus for a normal operator.
For the proof sketch, is commutative because commutes with ; polynomials in these two operators commute, as do their norm limits. The map , , is onto by the character of an algebra formula and spectral permanence for C-star algebras. It is one-to-one because a character of an algebra preserves the star operation and its values on determine it on their dense polynomial algebra. It is therefore a homeomorphism from compact to the Hausdorff spectrum. Transport the resolution just constructed through this homeomorphism. It gives the formula for and full support; conversely a regular resolution for gives the same integrals for polynomials in , hence by density the same continuous functional calculus and the same resolution. This argument works without separability of .
Finally choose disjoint nonempty relatively open sets around two distinct spectral points, and put . Full support gives and , while , so . The spectral integral, or multiplicativity of its Borel calculus with , gives and also . Thus is closed, nonzero and proper, and . The spectral projection gives a reducing subspace conclusion is
In fact it is a reducing subspace, since it is also invariant under .
By the Riesz-Markov-Kakutani representation theorem, the continuous dual space of is isometrically the space of finite regular Borel measures, signed for real scalars and complex for complex scalars:
Here is the variation measure, whose total mass is the total variation norm of a measure.
If in , evaluation at each gives . The Uniform boundedness principle also gives . For any , the dominated convergence theorem with respect to the finite positive measure yields
since pointwise and . Thus
The same proof works for complex squares, because the absolute-value domination remains valid.
The Commutative Gelfand--Naimark theorem states that a complex commutative unital C-star algebra is isometrically star-isomorphic to through its Gelfand transform, with a compact Hausdorff space. The l-infinity sequence space is such an algebra under coordinatewise multiplication and conjugation, with the supremum norm. Therefore
gives the required isometric isomorphism.
Uniqueness as a Banach space representation uses the Banach–Stone theorem, rather than just uniqueness as an algebra representation. To justify the relevant theorem, the Riesz-Markov-Kakutani representation theorem gives
the extreme points of the dual unit ball of C(K). A norm-one measure whose variation measure is not concentrated at one point splits into two normalized restrictions to disjoint sets of positive variation, and so is not extreme. Conversely, equality in the variation bound shows that any decomposition of into the average of two dual-unit-ball elements forces both to be : after removing the phase, the two measures must be positive and their average is concentrated at .
If is a surjective linear isometry, its dual map preserves these extreme points and their scalar orbits. Hence for a bijection and . Evaluating at gives the continuous function , while
shows that is continuous, since continuous functions determine the topology of a compact Hausdorff space. It is consequently a homeomorphism. Thus any other compact space representing is homeomorphic to this . The Banach–Stone theorem is also stated in Leonard Tomczak's notes on András Zsák's functional analysis lectures.
Embed by the evaluation characters . They are distinct because the coordinate indicator functions distinguish them. Moreover, , so every character has . If , then
and hence . It follows that is open in . Thus is a homeomorphism from the discrete natural numbers onto its image.
To prove density, suppose . The Urysohn lemma provides a nonzero vanishing on . Write . Then for all , so and , a contradiction. Every bounded function is an element of , and is its continuous extension to . Density makes this extension unique. Therefore
This identifies with the Stone-Čech compactification of the natural numbers.
The Mazur theorem states that the weak closure and norm closure of a convex set in a normed vector space coincide:
Norm closure is contained in weak closure because the weak topology is coarser. Conversely, if , the Hahn-Banach separation theorem provides a continuous real linear functional strictly separating from that closed convex set. In a complex space this is the real part of a continuous complex linear functional. A weak neighborhood of then misses , so . This proves the equality. It also gives the usual Mazur lemma: if , then lies in the norm closure of the convex hull of each tail, so one can choose tail convex combinations with .
Now let be a weakly compact set in a normed space . Each is bounded on because it is weakly continuous. The family in , where is the canonical embedding into the bidual, is therefore pointwise bounded. The space is Banach even if is not. Apply the Uniform boundedness principle and use to obtain
This proves that a weakly compact set is norm bounded without assuming completeness of the original space.
For the real-valued dual and integral formulas that follow, take to be real, as in the PDF. In a complex space the norming formula uses real parts, and the integral identities use complex-valued functionals instead.
If the separable Banach space is nonzero, choose a norm-dense sequence in its unit sphere. By the Hahn-Banach theorem, choose with and . For any unit vector , arbitrarily close satisfy
Scaling gives the countable norming family identity
For use the constant sequence of zero functionals. If is norm-Borel measurable, every is measurable, so its countable supremum is measurable. Equivalently, this also follows directly from continuity of the norm.
For any , continuity makes measurable, and
Thus the assumed integrability of the norm implies scalar integrability, and
defines a bounded linear functional on . Use the granted weak-star continuity of . By the continuous dual of a weak-star topology, is evaluation at a vector of . Indeed, continuity gives finitely many and such that whenever for all . Scaling shows that vanishes on the common kernel of these evaluations. It therefore factors through their finite-dimensional coordinate map, so . The Hahn-Banach theorem makes this representing vector unique. Hence
In this separable setting the vector is the Bochner integral.
Return to a weakly compact set and its inclusion . For each fixed , the identity makes weakly Borel measurable. Norm balls are consequently weakly Borel measurable. Separability gives a countable base of such balls, so every norm-open set is weakly Borel measurable. This proves measurability of , and establishes the equality of the weak and norm Borel sigma-algebras in a separable Banach space.
Put . For every finite signed Borel measure on ,
For positive measures this is the integral in the question. For signed measures, the correct integrability condition uses the variation measure; define the integral by taking the difference of the positive and negative integrals. The printed in this clause should be , the domain of the inclusion.
The Riesz-Markov-Kakutani representation theorem now defines the bounded linear map
For each the restriction is in , and
The right side is weak-star continuous in . The defining property of the weak topology therefore proves that is weak-star-to-weak continuous, for arbitrary nets. For a Dirac measure, .
If , let be its regular probability measures. This is a weak-star closed subset of : its conditions are and for every nonnegative . It is compact by Banach-Alaoglu theorem. Thus is weakly compact and convex, and contains because it contains all . It is weakly closed, hence norm closed, so it contains . By Mazur theorem, is weakly closed. Therefore it is a closed subset of the weakly compact set , proving
The empty case is immediate. In fact : a barycenter of a measure on a Banach space outside would be strictly separated by a functional , contradicting .
Mazur theorem says that the weak closure and norm closure of a convex subset of a real or complex normed space coincide. The norm closure is contained in the weak closure because every norm-continuous linear functional is norm-continuous. Conversely, if is outside the norm closure of a convex set , the Hahn-Banach separation theorem gives and a real number such that
This weakly open separation shows that is outside the weak closure.
By definition,
For each , regard as the bounded functional given by . Pointwise convergence makes the family pointwise bounded on the Banach space . The Uniform boundedness principle gives
Suppose first that . Every subsequence indexed by an infinite set also converges weakly to zero. Thus zero belongs to the weak closure of the convex hull of , and Mazur's theorem puts it in its norm closure. This gives the required finite convex combination of norm below any prescribed .
Conversely, if weak convergence fails, some and an infinite subsequence satisfy either throughout or throughout. Every convex combination from that subsequence then has norm at least , contradicting the stated property.
Now let the , , have pairwise disjoint supports and satisfy . For distinct terms,
The convex-combination criterion therefore proves . This is weak convergence of bounded disjointly supported sequences in lp.
The final implication for a commutative unital C*-algebra is true. By the Commutative Gelfand--Naimark theorem, and its characters are the point evaluations. The hypotheses say that the uniformly bounded functions converge pointwise to zero. Every functional on is integration against a finite regular measure by the Riesz-Markov-Kakutani representation theorem; the dominated convergence theorem gives
Hence .
Let be the positive linear functionals on : those for which implies . For real ,
so positivity gives ; decomposition into real and imaginary parts, or the positive-functional Cauchy--Schwarz inequality, gives the same bound for complex . Hence is continuous and
The Riesz-Markov-Kakutani representation theorem says that there is a unique finite regular positive Borel measure with
More generally, is the Banach space of finite regular complex Borel measures with the total-variation norm.
Now let be commutative, unital, and C-star, and put . The Gelfand transform is an isometric star-isomorphism . For , the functional
on is represented by a regular complex measure . The diagonal measures are positive. Polarization and the Riesz theorem assemble them into a projection-valued measure characterized by
for Borel sets . The multiplication identities first hold for continuous functions and extend to bounded Borel functions by a monotone-class argument. Therefore
defines a unital star-homomorphism with , and
for every .
For a normal , apply this construction to the commutative C-star algebra . Its character space identifies with , and the Gelfand transform of is the coordinate function . We obtain the Borel functional calculus for a normal operator
If , then on the spectrum. Since preserves products and involution,
Thus is a unitary operator.
Regular Borel measure 2026-10-05
A finite positive Borel measure on a compact Hausdorff space is regular when its values on Borel sets can be approximated from inside by compact sets and from outside by open sets. For signed or complex measures require this property of the variation measure. These are the measures representing the continuous dual space of in the Riesz-Markov-Kakutani representation theorem.
Scalar-measure construction of a projection-valued measure Created 2026-10-05 Updated 2026-10-14
For a unital star-representation , the Riesz-Markov-Kakutani representation theorem gives regular measures representing . Define by . Positivity and make these positive contractions. The identities imply commutation with and ; hence . Thus each is an orthogonal projection. Scalar countable additivity and orthogonality give countable additivity in the strong operator topology, constructing the normalized regular projection-valued measure.
The functional is bounded in the uniform norm exactly when belongs to the BV space. Extend it from compactly supported smooth tests to , then apply the Riesz-Markov-Kakutani representation theorem to obtain the unique finite vector Radon measure . Its dual norm is the defining variation supremum. This representation should be distinguished from the deeper rectifiability results used in the decomposition of a BV derivative.
The sublinear functional has a linear supporting functional taking the value at a specified continuous , by the Hahn-Banach theorem. It is positive and normalized because has these values on constants. The Riesz-Markov-Kakutani representation theorem gives the probability . Testing affine functions and their negatives shows that and have the same barycenter.
The total variation norm of a finite signed or complex measure is the total mass of its variation measure. Under the Riesz-Markov-Kakutani representation theorem, it equals the norm of the corresponding member of .