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Radon measure - Wikipedia
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class="vector-toc-numb">2</span> <span>Definitions</span> </div> </a> <ul id="toc-Definitions-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Radon_measures_on_locally_compact_spaces" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Radon_measures_on_locally_compact_spaces"> <div class="vector-toc-text"> <span class="vector-toc-numb">3</span> <span>Radon measures on locally compact spaces</span> </div> </a> <button aria-controls="toc-Radon_measures_on_locally_compact_spaces-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Radon measures on locally compact spaces subsection</span> </button> <ul id="toc-Radon_measures_on_locally_compact_spaces-sublist" class="vector-toc-list"> <li id="toc-Measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.1</span> <span>Measures</span> </div> </a> <ul id="toc-Measures-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Integration" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Integration"> <div class="vector-toc-text"> <span class="vector-toc-numb">3.2</span> <span>Integration</span> </div> </a> <ul id="toc-Integration-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-Examples" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Examples"> <div class="vector-toc-text"> <span class="vector-toc-numb">4</span> <span>Examples</span> </div> </a> <ul id="toc-Examples-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Basic_properties" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#Basic_properties"> <div class="vector-toc-text"> <span class="vector-toc-numb">5</span> <span>Basic properties</span> </div> </a> <button aria-controls="toc-Basic_properties-sublist" class="cdx-button cdx-button--weight-quiet cdx-button--icon-only vector-toc-toggle"> <span class="vector-icon mw-ui-icon-wikimedia-expand"></span> <span>Toggle Basic properties subsection</span> </button> <ul id="toc-Basic_properties-sublist" class="vector-toc-list"> <li id="toc-Moderated_Radon_measures" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Moderated_Radon_measures"> <div class="vector-toc-text"> <span class="vector-toc-numb">5.1</span> <span>Moderated Radon measures</span> </div> </a> <ul id="toc-Moderated_Radon_measures-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Radon_spaces" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Radon_spaces"> <div class="vector-toc-text"> <span class="vector-toc-numb">5.2</span> <span>Radon spaces</span> </div> </a> <ul id="toc-Radon_spaces-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Duality" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Duality"> <div class="vector-toc-text"> <span class="vector-toc-numb">5.3</span> <span>Duality</span> </div> </a> <ul id="toc-Duality-sublist" class="vector-toc-list"> </ul> </li> <li id="toc-Metric_space_structure" class="vector-toc-list-item vector-toc-level-2"> <a class="vector-toc-link" href="#Metric_space_structure"> <div class="vector-toc-text"> <span class="vector-toc-numb">5.4</span> <span>Metric space structure</span> </div> </a> <ul id="toc-Metric_space_structure-sublist" class="vector-toc-list"> </ul> </li> </ul> </li> <li id="toc-See_also" class="vector-toc-list-item vector-toc-level-1 vector-toc-list-item-expanded"> <a class="vector-toc-link" href="#See_also"> <div class="vector-toc-text"> <span class="vector-toc-numb">6</span> <span>See also</span> </div> </a> <ul id="toc-See_also-sublist" 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title="Mesure de Radon – French" lang="fr" hreflang="fr" data-title="Mesure de Radon" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EB%9D%BC%EB%8F%88_%EC%B8%A1%EB%8F%84" title="라돈 측도 – Korean" lang="ko" hreflang="ko" data-title="라돈 측도" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Misura_di_Radon" title="Misura di Radon – Italian" lang="it" hreflang="it" data-title="Misura di Radon" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%9E%D7%99%D7%93%D7%AA_%D7%A8%D7%93%D7%95%D7%9F" title="מידת רדון – Hebrew" lang="he" hreflang="he" data-title="מידת רדון" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Radon-maat" title="Radon-maat – Dutch" lang="nl" hreflang="nl" data-title="Radon-maat" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%83%A9%E3%83%89%E3%83%B3%E6%B8%AC%E5%BA%A6" title="ラドン測度 – Japanese" lang="ja" hreflang="ja" data-title="ラドン測度" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Miara_Radona" title="Miara Radona – Polish" lang="pl" hreflang="pl" data-title="Miara Radona" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%9C%D0%B5%D1%80%D0%B0_%D0%A0%D0%B0%D0%B4%D0%BE%D0%BD%D0%B0" title="Мера Радона – Russian" lang="ru" hreflang="ru" data-title="Мера Радона" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-fi mw-list-item"><a href="https://fi.wikipedia.org/wiki/Radon-mitta" title="Radon-mitta – Finnish" lang="fi" hreflang="fi" data-title="Radon-mitta" data-language-autonym="Suomi" data-language-local-name="Finnish" class="interlanguage-link-target"><span>Suomi</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Radonm%C3%A5tt" title="Radonmått – Swedish" lang="sv" hreflang="sv" data-title="Radonmått" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%9C%D1%96%D1%80%D0%B0_%D0%A0%D0%B0%D0%B4%D0%BE%D0%BD%D0%B0" title="Міра Радона – Ukrainian" lang="uk" hreflang="uk" data-title="Міра Радона" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E6%8B%89%E6%9D%B1%E6%B8%AC%E5%BA%A6" title="拉東測度 – Chinese" lang="zh" hreflang="zh" data-title="拉東測度" data-language-autonym="中文" data-language-local-name="Chinese" class="interlanguage-link-target"><span>中文</span></a></li> </ul> <div class="after-portlet 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data-mw-deduplicate="TemplateStyles:r1236090951">.mw-parser-output .hatnote{font-style:italic}.mw-parser-output div.hatnote{padding-left:1.6em;margin-bottom:0.5em}.mw-parser-output .hatnote i{font-style:normal}.mw-parser-output .hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">For measuring the concentration of radon gas in a building, see <a href="/wiki/Radon_mitigation#Testing" title="Radon mitigation">Radon mitigation § Testing</a>.</div> <p>In <a href="/wiki/Mathematics" title="Mathematics">mathematics</a> (specifically in <a href="/wiki/Measure_theory" class="mw-redirect" title="Measure theory">measure theory</a>), a <b>Radon measure</b>, named after <a href="/wiki/Johann_Radon" title="Johann Radon">Johann Radon</a>, is a <a href="/wiki/Measure_(mathematics)" title="Measure (mathematics)">measure</a> on the <a href="/wiki/Sigma_algebra" class="mw-redirect" title="Sigma algebra"><span class="texhtml mvar" style="font-style:italic;">σ</span>-algebra</a> of <a href="/wiki/Borel_set" title="Borel set">Borel sets</a> of a <a href="/wiki/Hausdorff_topological_space" class="mw-redirect" title="Hausdorff topological space">Hausdorff topological space</a> <span class="texhtml mvar" style="font-style:italic;">X</span> that is finite on all <a href="/wiki/Compact_space" title="Compact space">compact</a> sets, <a href="/wiki/Regular_measure" title="Regular measure">outer regular</a> on all Borel sets, and <a href="/wiki/Regular_measure" title="Regular measure">inner regular</a> on <a href="/wiki/Open_set" title="Open set">open</a> sets.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> These conditions guarantee that the measure is "compatible" with the topology of the space, and most measures used in <a href="/wiki/Mathematical_analysis" title="Mathematical analysis">mathematical analysis</a> and in <a href="/wiki/Number_theory" title="Number theory">number theory</a> are indeed Radon measures. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Motivation">Motivation</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=1" title="Edit section: Motivation"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>A common problem is to find a good notion of a measure on a <a href="/wiki/Topological_space" title="Topological space">topological space</a> that is compatible with the topology in some sense. One way to do this is to define a measure on the <a href="/wiki/Borel_set" title="Borel set">Borel sets</a> of the topological space. In general there are several problems with this: for example, such a measure may not have a well defined <a href="/wiki/Support_(measure_theory)" title="Support (measure theory)">support</a>. Another approach to measure theory is to restrict to <a href="/wiki/Locally_compact_space" title="Locally compact space">locally compact</a> <a href="/wiki/Hausdorff_space" title="Hausdorff space">Hausdorff spaces</a>, and only consider the measures that correspond to positive <a href="/wiki/Linear_functional" class="mw-redirect" title="Linear functional">linear functionals</a> on the space of <a href="/wiki/Continuous_function" title="Continuous function">continuous functions</a> with compact support (some authors use this as the definition of a Radon measure). This produces a good theory with no pathological problems, but does not apply to spaces that are not locally compact. If there is no restriction to non-negative measures and complex measures are allowed, then Radon measures can be defined as the continuous dual space on the space of <a href="/wiki/Continuous_function" title="Continuous function">continuous functions</a> with compact support. If such a Radon measure is real then it can be decomposed into the difference of two positive measures. Furthermore, an arbitrary Radon measure can be decomposed into four positive Radon measures, where the real and imaginary parts of the functional are each the differences of two positive Radon measures. </p><p>The theory of Radon measures has most of the good properties of the usual theory for locally compact spaces, but applies to all Hausdorff topological spaces. The idea of the definition of a Radon measure is to find some properties that characterize the measures on locally compact spaces corresponding to positive functionals, and use these properties as the definition of a Radon measure on an arbitrary Hausdorff space. </p> <div class="mw-heading mw-heading2"><h2 id="Definitions">Definitions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=2" title="Edit section: Definitions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Let <span class="texhtml mvar" style="font-style:italic;">m</span> be a measure on the <span class="texhtml mvar" style="font-style:italic;">σ</span>-algebra of <a href="/wiki/Borel_set" title="Borel set">Borel sets</a> of a Hausdorff topological space <span class="texhtml mvar" style="font-style:italic;">X</span>. </p> <ul><li>The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is called <b><a href="/wiki/Inner_regular_measure" class="mw-redirect" title="Inner regular measure">inner regular</a></b> or <b>tight</b> if, for every open set <span class="texhtml mvar" style="font-style:italic;">U</span>, <span class="texhtml"><i>m</i>(<i>U</i>)</span> equals the <a href="/wiki/Supremum" class="mw-redirect" title="Supremum">supremum</a> of <span class="texhtml"><i>m</i>(<i>K</i>)</span> over all compact subsets <span class="texhtml mvar" style="font-style:italic;">K</span> of <span class="texhtml mvar" style="font-style:italic;">U</span>.</li> <li>The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is called <b><a href="/wiki/Regular_measure" title="Regular measure">outer regular</a></b> if, for every Borel set <span class="texhtml mvar" style="font-style:italic;">B</span>, <span class="texhtml"><i>m</i>(<i>B</i>)</span> equals the <a href="/wiki/Infimum" class="mw-redirect" title="Infimum">infimum</a> of <span class="texhtml"><i>m</i>(<i>U</i>)</span> over all open sets <span class="texhtml mvar" style="font-style:italic;">U</span> containing <span class="texhtml mvar" style="font-style:italic;">B</span>.</li> <li>The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is called <b><a href="/wiki/Locally_finite_measure" title="Locally finite measure">locally finite</a></b> if every point of <span class="texhtml mvar" style="font-style:italic;">X</span> has a neighborhood <span class="texhtml mvar" style="font-style:italic;">U</span> for which <span class="texhtml"><i>m</i>(<i>U</i>)</span> is finite.</li></ul> <p>If <span class="texhtml mvar" style="font-style:italic;">m</span> is locally finite, then it follows that <span class="texhtml mvar" style="font-style:italic;">m</span> is finite on compact sets, and for locally compact Hausdorff spaces, the converse holds, too. Thus, in this case, local finiteness may be equivalently replaced by finiteness on compact subsets. </p><p>The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is called a <b>Radon measure</b> if it is inner regular and locally finite. In many situations, such as finite measures on locally compact spaces, this also implies outer regularity (see also <a class="mw-selflink-fragment" href="#Radon_spaces">Radon spaces</a>). </p><p>(It is possible to extend the theory of Radon measures to non-Hausdorff spaces, essentially by replacing the word "compact" by "closed compact" everywhere. However, there seem to be almost no applications of this extension.) </p> <div class="mw-heading mw-heading2"><h2 id="Radon_measures_on_locally_compact_spaces">Radon measures on locally compact spaces</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=3" title="Edit section: Radon measures on locally compact spaces"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>When the underlying measure space is a <a href="/wiki/Locally_compact" class="mw-redirect" title="Locally compact">locally compact</a> topological space, the definition of a Radon measure can be expressed in terms of <a href="/wiki/Continuous_function" title="Continuous function">continuous</a> <a href="/wiki/Linear_map" title="Linear map">linear</a> functionals on the space of <a href="/wiki/Continuous_function" title="Continuous function">continuous functions</a> with <a href="/wiki/Support_(mathematics)#Compact_support" title="Support (mathematics)">compact support</a>. This makes it possible to develop measure and integration in terms of <a href="/wiki/Functional_analysis" title="Functional analysis">functional analysis</a>, an approach taken by Bourbaki and a number of other authors.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Measures">Measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=4" title="Edit section: Measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In what follows <span class="texhtml mvar" style="font-style:italic;">X</span> denotes a locally compact topological space. The continuous <a href="/wiki/Real-valued_function" title="Real-valued function">real-valued functions</a> with <a href="/wiki/Support_(mathematics)#Compact_support" title="Support (mathematics)">compact support</a> on <span class="texhtml mvar" style="font-style:italic;">X</span> form a <a href="/wiki/Vector_space" title="Vector space">vector space</a> <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>) = <i>C</i><sub><i>c</i></sub>(<i>X</i>)</span>, which can be given a natural <a href="/wiki/Locally_convex_space" class="mw-redirect" title="Locally convex space">locally convex</a> topology. Indeed, <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span> is the union of the spaces <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>, <i>K</i>)</span> of continuous functions with support contained in <a href="/wiki/Compact_space" title="Compact space">compact</a> sets <span class="texhtml mvar" style="font-style:italic;">K</span>. Each of the spaces <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>, <i>K</i>)</span> carries naturally the topology of <a href="/wiki/Uniform_convergence" title="Uniform convergence">uniform convergence</a>, which makes it into a <a href="/wiki/Banach_space" title="Banach space">Banach space</a>. But as a union of topological spaces is a special case of a <a href="/wiki/Direct_limit" title="Direct limit">direct limit</a> of topological spaces, the space <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span> can be equipped with the direct limit <a href="/wiki/Locally_convex_topological_vector_space" title="Locally convex topological vector space">locally convex</a> topology induced by the spaces <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>, <i>K</i>)</span>; this topology is finer than the topology of uniform convergence. </p><p>If <span class="texhtml mvar" style="font-style:italic;">m</span> is a Radon measure on <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/09ba32eeb405f7f5f2bac1eb12987c47d2fd42df" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.627ex; height:2.509ex;" alt="{\displaystyle X,}"></span> then the mapping <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I:f\mapsto \int f(x)\,m(dx)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>I</mi> <mo>:</mo> <mi>f</mi> <mo stretchy="false">↦<!-- ↦ --></mo> <mo>∫<!-- ∫ --></mo> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> <mi>m</mi> <mo stretchy="false">(</mo> <mi>d</mi> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle I:f\mapsto \int f(x)\,m(dx)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a43f69c242cefe5eb73eec7b0acba1bd7559765f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.338ex; width:21.782ex; height:5.676ex;" alt="{\displaystyle I:f\mapsto \int f(x)\,m(dx)}"></span> </p><p>is a <i>continuous</i> positive linear map from <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span> to <span class="texhtml"><b>R</b></span>. Positivity means that <span class="texhtml"><i>I</i>(<i>f</i>) ≥ 0</span> whenever <span class="texhtml mvar" style="font-style:italic;">f</span> is a non-negative function. Continuity with respect to the direct limit topology defined above is equivalent to the following condition: for every compact subset <span class="texhtml mvar" style="font-style:italic;">K</span> of <span class="texhtml mvar" style="font-style:italic;">X</span> there exists a constant <span class="texhtml mvar" style="font-style:italic;">M<sub>K</sub></span> such that, for every continuous real-valued function <span class="texhtml mvar" style="font-style:italic;">f</span> on <span class="texhtml mvar" style="font-style:italic;">X</span> with <em>support contained in <span class="texhtml mvar" style="font-style:italic;">K</span></em>, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |I(f)|\leq M_{K}\sup _{x\in X}|f(x)|.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>I</mi> <mo stretchy="false">(</mo> <mi>f</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>≤<!-- ≤ --></mo> <msub> <mi>M</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>K</mi> </mrow> </msub> <munder> <mo movablelimits="true" form="prefix">sup</mo> <mrow class="MJX-TeXAtom-ORD"> <mi>x</mi> <mo>∈<!-- ∈ --></mo> <mi>X</mi> </mrow> </munder> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |I(f)|\leq M_{K}\sup _{x\in X}|f(x)|.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c8eb909b1ad217beda648cd7b79f6383db29c794" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:23.233ex; height:4.509ex;" alt="{\displaystyle |I(f)|\leq M_{K}\sup _{x\in X}|f(x)|.}"></span> </p><p>Conversely, by the <a href="/wiki/Riesz%E2%80%93Markov%E2%80%93Kakutani_representation_theorem" title="Riesz–Markov–Kakutani representation theorem">Riesz–Markov–Kakutani representation theorem</a>, each <em>positive</em> linear form on <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span> arises as integration with respect to a unique regular Borel measure. </p><p>A <b>real-valued Radon measure</b> is defined to be <em>any</em> continuous linear form on <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span>; they are precisely the differences of two Radon measures. This gives an identification of real-valued Radon measures with the <a href="/wiki/Dual_space" title="Dual space">dual space</a> of the <a href="/wiki/Locally_convex_space" class="mw-redirect" title="Locally convex space">locally convex space</a> <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span>. These real-valued Radon measures need not be <a href="/wiki/Signed_measure" title="Signed measure">signed measures</a>. For example, <span class="texhtml">sin(<i>x</i>)<span style="white-space: nowrap;"> </span><i>dx</i></span> is a real-valued Radon measure, but is not even an extended signed measure as it cannot be written as the difference of two measures at least one of which is finite. </p><p>Some authors use the preceding approach to define (positive) Radon measures to be the positive linear forms on <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">K</span>(<i>X</i>)</span>.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> In this set-up it is common to use a terminology in which Radon measures in the above sense are called <i>positive</i> measures and real-valued Radon measures as above are called (real) measures. </p> <div class="mw-heading mw-heading3"><h3 id="Integration">Integration</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=5" title="Edit section: Integration"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>To complete the buildup of measure theory for locally compact spaces from the functional-analytic viewpoint, it is necessary to extend measure (integral) from compactly supported continuous functions. This can be done for real or complex-valued functions in several steps as follows: </p> <ol><li>Definition of the <b>upper integral</b> <span class="texhtml"><i>μ</i>*(<i>g</i>)</span> of a <a href="/wiki/Lower_semicontinuous" class="mw-redirect" title="Lower semicontinuous">lower semicontinuous</a> positive (real-valued) function <span class="texhtml mvar" style="font-style:italic;">g</span> as the <a href="/wiki/Supremum" class="mw-redirect" title="Supremum">supremum</a> (possibly infinite) of the positive numbers <span class="texhtml"><i>μ</i>(<i>h</i>)</span> for compactly supported continuous functions <span class="texhtml"><i>h</i> ≤ <i>g</i></span>;</li> <li>Definition of the upper integral <span class="texhtml"><i>μ</i>*(<i>f</i>)</span> for an arbitrary positive (real-valued) function <span class="texhtml mvar" style="font-style:italic;">f</span> as the infimum of upper integrals <span class="texhtml"><i>μ</i>*(<i>g</i>)</span> for lower semi-continuous functions <span class="texhtml"><i>g</i> ≥ <i>f</i></span>;</li> <li>Definition of the vector space <span class="texhtml"><i>F</i> = <i>F</i>(<i>X</i>, <i>μ</i>)</span> as the space of all functions <span class="texhtml mvar" style="font-style:italic;">f</span> on <span class="texhtml mvar" style="font-style:italic;">X</span> for which the upper integral <span class="texhtml"><i>μ</i>*(|<span class="nowrap" style="padding-left:0.1em; padding-right:0.1em;"><i>f</i></span>|)</span> of the absolute value is finite; the upper integral of the absolute value defines a <a href="/wiki/Semi-norm" class="mw-redirect" title="Semi-norm">semi-norm</a> on <span class="texhtml mvar" style="font-style:italic;">F</span>, and <span class="texhtml mvar" style="font-style:italic;">F</span> is a <a href="/wiki/Complete_space" class="mw-redirect" title="Complete space">complete space</a> with respect to the topology defined by the semi-norm;</li> <li>Definition of the space <span class="texhtml"><i>L</i><sup>1</sup>(<i>X</i>, <i>μ</i>)</span> of <b>integrable functions</b> as the <a href="/wiki/Closure_(topology)" title="Closure (topology)">closure</a> inside <span class="texhtml mvar" style="font-style:italic;">F</span> of the space of continuous compactly supported functions.</li> <li>Definition of the <b>integral</b> for functions in <span class="texhtml"><i>L</i><sup>1</sup>(<i>X</i>, <i>μ</i>)</span> as extension by continuity (after verifying that <span class="texhtml mvar" style="font-style:italic;">μ</span> is continuous with respect to the topology of <span class="texhtml"><i>L</i><sup>1</sup>(<i>X</i>, <i>μ</i>)</span>);</li> <li>Definition of the measure of a set as the integral (when it exists) of the <a href="/wiki/Indicator_function" title="Indicator function">indicator function</a> of the set.</li></ol> <p>It is possible to verify that these steps produce a theory identical with the one that starts from a Radon measure defined as a function that assigns a number to each <a href="/wiki/Borel_set" title="Borel set">Borel set</a> of <span class="texhtml mvar" style="font-style:italic;">X</span>. </p><p>The <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a> on <span class="texhtml"><b>R</b></span> can be introduced by a few ways in this functional-analytic set-up. First, it is possibly to rely on an "elementary" integral such as the <a href="/wiki/Daniell_integral" title="Daniell integral">Daniell integral</a> or the <a href="/wiki/Riemann_integral" title="Riemann integral">Riemann integral</a> for integrals of continuous functions with compact support, as these are integrable for all the elementary definitions of integrals. The measure (in the sense defined above) defined by elementary integration is precisely the Lebesgue measure. Second, if one wants to avoid reliance on Riemann or Daniell integral or other similar theories, it is possible to develop first the general theory of <a href="/wiki/Haar_measure" title="Haar measure">Haar measures</a> and define the Lebesgue measure as the Haar measure <span class="texhtml mvar" style="font-style:italic;">λ</span> on <span class="texhtml"><b>R</b></span> that satisfies the normalisation condition <span class="texhtml"><i>λ</i>([0, 1]) = 1</span>. </p> <div class="mw-heading mw-heading2"><h2 id="Examples">Examples</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=6" title="Edit section: Examples"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The following are all examples of Radon measures: </p> <ul><li><a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a> on Euclidean space (restricted to the Borel subsets);</li> <li><a href="/wiki/Haar_measure" title="Haar measure">Haar measure</a> on any <a href="/wiki/Locally_compact_topological_group" class="mw-redirect" title="Locally compact topological group">locally compact topological group</a>;</li> <li><a href="/wiki/Dirac_measure" title="Dirac measure">Dirac measure</a> on any topological space;</li> <li><a href="/wiki/Gaussian_measure" title="Gaussian measure">Gaussian measure</a> on <a href="/wiki/Euclidean_space" title="Euclidean space">Euclidean space</a> <span class="texhtml">ℝ<sup><i>n</i></sup></span> with its Borel sigma algebra;</li> <li><a href="/wiki/Probability_measure" title="Probability measure">Probability measures</a> on the <span class="texhtml mvar" style="font-style:italic;">σ</span>-algebra of <a href="/wiki/Borel_set" title="Borel set">Borel sets</a> of any <a href="/wiki/Polish_space" title="Polish space">Polish space</a>. This example not only generalizes the previous example, but includes many measures on non-locally compact spaces, such as <a href="/wiki/Wiener_measure" class="mw-redirect" title="Wiener measure">Wiener measure</a> on the space of real-valued continuous functions on the interval <span class="texhtml">[0, 1]</span>.</li> <li>A measure on <span class="texhtml">ℝ</span> is a Radon measure if and only if it is a <a href="/wiki/Locally_finite_measure" title="Locally finite measure">locally finite</a> <a href="/wiki/Borel_measure" title="Borel measure">Borel measure</a>.</li></ul> <p>The following are not examples of Radon measures: </p> <ul><li><a href="/wiki/Counting_measure" title="Counting measure">Counting measure</a> on Euclidean space is an example of a measure that is not a Radon measure, since it is not locally finite.</li> <li>The space of <a href="/wiki/Ordinal_number" title="Ordinal number">ordinals</a> at most equal to <span class="texhtml">Ω</span>, the <a href="/wiki/First_uncountable_ordinal" title="First uncountable ordinal">first uncountable ordinal</a> with the <a href="/wiki/Order_topology" title="Order topology">order topology</a> is a compact topological space. The measure which equals <span class="texhtml">1</span> on any Borel set that contains an uncountable closed subset of <span class="texhtml">[1, Ω)</span>, and <span class="texhtml">0</span> otherwise, is Borel but not Radon, as the one-point set <span class="texhtml">{Ω}</span> has measure zero but any open neighbourhood of it has measure <span class="texhtml">1</span>.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup></li> <li>Let <span class="texhtml mvar" style="font-style:italic;">X</span> be the interval <span class="texhtml">[0, 1)</span> equipped with the topology generated by the collection of half open intervals <span class="texhtml">{<span class="texhtml">[<i>a</i>, <i>b</i>)</span> : 0 ≤ <i>a</i> < <i>b</i> ≤ 1}</span>. This topology is sometimes called <a href="/wiki/Sorgenfrey_line" class="mw-redirect" title="Sorgenfrey line">Sorgenfrey line</a>. On this topological space, standard Lebesgue measure is not Radon since it is not inner regular, since compact sets are at most countable.</li> <li>Let <span class="texhtml mvar" style="font-style:italic;">Z</span> be a <a href="/wiki/Bernstein_set" title="Bernstein set">Bernstein set</a> in <span class="texhtml">[0, 1]</span> (or any Polish space). Then no measure which vanishes at points on <span class="texhtml mvar" style="font-style:italic;">Z</span> is a Radon measure, since any compact set in <span class="texhtml mvar" style="font-style:italic;">Z</span> is countable.</li> <li>Standard <a href="/wiki/Product_measure" title="Product measure">product measure</a> on <span class="texhtml">(0, 1)<sup><i>κ</i></sup></span> for uncountable <span class="texhtml mvar" style="font-style:italic;">κ</span> is not a Radon measure, since any compact set is contained within a product of uncountably many closed intervals, each of which is shorter than 1.</li></ul> <p>We note that, intuitively, the Radon measure is useful in mathematical finance particularly for working with Lévy processes because it has the properties of both <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue</a> and <a href="/wiki/Dirac_measure" title="Dirac measure">Dirac</a> measures, as unlike the Lebesgue, a Radon measure on a single point is not necessarily of measure <span class="texhtml">0</span>.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Basic_properties">Basic properties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=7" title="Edit section: Basic properties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="Moderated_Radon_measures">Moderated Radon measures</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=8" title="Edit section: Moderated Radon measures"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Given a Radon measure <span class="texhtml mvar" style="font-style:italic;">m</span> on a space <span class="texhtml mvar" style="font-style:italic;">X</span>, we can define another measure <span class="texhtml mvar" style="font-style:italic;">M</span> (on the Borel sets) by putting </p><p><span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle M(B)=\inf\{m(V)\mid V{\text{ is an open set with }}B\subseteq V\subseteq X\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>M</mi> <mo stretchy="false">(</mo> <mi>B</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">inf</mo> <mo fence="false" stretchy="false">{</mo> <mi>m</mi> <mo stretchy="false">(</mo> <mi>V</mi> <mo stretchy="false">)</mo> <mo>∣<!-- ∣ --></mo> <mi>V</mi> <mrow class="MJX-TeXAtom-ORD"> <mtext> is an open set with </mtext> </mrow> <mi>B</mi> <mo>⊆<!-- ⊆ --></mo> <mi>V</mi> <mo>⊆<!-- ⊆ --></mo> <mi>X</mi> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle M(B)=\inf\{m(V)\mid V{\text{ is an open set with }}B\subseteq V\subseteq X\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/41820018e17cb16f189d089a3a95c221b75c2cd4" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:55.484ex; height:2.843ex;" alt="{\displaystyle M(B)=\inf\{m(V)\mid V{\text{ is an open set with }}B\subseteq V\subseteq X\}.}"></span> </p><p>The measure <span class="texhtml mvar" style="font-style:italic;">M</span> is outer regular, and locally finite, and inner regular for open sets. It coincides with <span class="texhtml mvar" style="font-style:italic;">m</span> on compact and open sets, and <span class="texhtml mvar" style="font-style:italic;">m</span> can be reconstructed from <span class="texhtml mvar" style="font-style:italic;">M</span> as the unique inner regular measure that is the same as <span class="texhtml mvar" style="font-style:italic;">M</span> on compact sets. The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is called <b>moderated</b> if <span class="texhtml mvar" style="font-style:italic;">M</span> is <span class="texhtml mvar" style="font-style:italic;">σ</span>-finite; in this case the measures <span class="texhtml mvar" style="font-style:italic;">m</span> and <span class="texhtml mvar" style="font-style:italic;">M</span> are the same. (If <span class="texhtml mvar" style="font-style:italic;">m</span> is <span class="texhtml mvar" style="font-style:italic;">σ</span>-finite this does not imply that <span class="texhtml mvar" style="font-style:italic;">M</span> is <span class="texhtml mvar" style="font-style:italic;">σ</span>-finite, so being moderated is stronger than being <span class="texhtml mvar" style="font-style:italic;">σ</span>-finite.) </p><p>On a <a href="/wiki/Hereditarily_Lindel%C3%B6f_space" class="mw-redirect" title="Hereditarily Lindelöf space">hereditarily Lindelöf space</a> every Radon measure is moderated. </p><p>An example of a measure <span class="texhtml mvar" style="font-style:italic;">m</span> that is <span class="texhtml mvar" style="font-style:italic;">σ</span>-finite but not moderated as follows.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup> The topological space <span class="texhtml mvar" style="font-style:italic;">X</span> has as underlying set the subset of the real plane given by the <span class="texhtml mvar" style="font-style:italic;">y</span>-axis of points <span class="texhtml">(0, <i>y</i>)</span> together with the points <span class="texhtml">(1/<i>n</i>, <i>m</i>/<i>n</i><sup>2</sup>)</span> with <span class="texhtml mvar" style="font-style:italic;">m</span>, <span class="texhtml mvar" style="font-style:italic;">n</span> positive integers. The topology is given as follows. The single points <span class="texhtml">(1/<i>n</i>, <i>m</i>/<i>n</i><sup>2</sup>)</span> are all open sets. A base of neighborhoods of the point <span class="texhtml">(0, <i>y</i>)</span> is given by wedges consisting of all points in <span class="texhtml mvar" style="font-style:italic;">X</span> of the form <span class="texhtml">(<i>u</i>, <i>v</i>)</span> with <span class="texhtml">|<span class="nowrap" style="padding-left:0.1em; padding-right:0.1em;"><i>v</i> − <i>y</i></span>| ≤ |<span class="nowrap" style="padding-left:0.1em; padding-right:0.1em;"><i>u</i></span>| ≤ 1/<i>n</i></span> for a positive integer <span class="texhtml mvar" style="font-style:italic;">n</span>. This space <span class="texhtml mvar" style="font-style:italic;">X</span> is locally compact. The measure <span class="texhtml mvar" style="font-style:italic;">m</span> is given by letting the <span class="texhtml mvar" style="font-style:italic;">y</span>-axis have measure <span class="texhtml">0</span> and letting the point <span class="texhtml">(1/<i>n</i>, <i>m</i>/<i>n</i><sup>2</sup>)</span> have measure <span class="texhtml">1/<i>n</i><sup>3</sup></span>. This measure is inner regular and locally finite, but is not outer regular as any open set containing the <span class="texhtml mvar" style="font-style:italic;">y</span>-axis has measure infinity. In particular the <span class="texhtml mvar" style="font-style:italic;">y</span>-axis has <span class="texhtml mvar" style="font-style:italic;">m</span>-measure <span class="texhtml">0</span> but <span class="texhtml mvar" style="font-style:italic;">M</span>-measure infinity. </p> <div class="mw-heading mw-heading3"><h3 id="Radon_spaces">Radon spaces</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=9" title="Edit section: Radon spaces"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Radon_space" class="mw-redirect" title="Radon space">Radon space</a></div> <p>A topological space is called a <b>Radon space</b> if every finite Borel measure is a Radon measure, and <b>strongly Radon</b> if every locally finite Borel measure is a Radon measure. Any <a href="/wiki/Suslin_space" class="mw-redirect" title="Suslin space">Suslin space</a> is strongly Radon, and moreover every Radon measure is moderated. </p> <div class="mw-heading mw-heading3"><h3 id="Duality">Duality</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=10" title="Edit section: Duality"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>On a locally compact Hausdorff space, Radon measures correspond to positive linear functionals on the space of continuous functions with compact support. This is not surprising as this property is the main motivation for the definition of Radon measure. </p> <div class="mw-heading mw-heading3"><h3 id="Metric_space_structure">Metric space structure</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=11" title="Edit section: Metric space structure"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The <a href="/wiki/Cone_(linear_algebra)" class="mw-redirect" title="Cone (linear algebra)">pointed cone</a> <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">M</span><sub>+</sub>(<i>X</i>)</span> of all (positive) Radon measures on <span class="texhtml mvar" style="font-style:italic;">X</span> can be given the structure of a <a href="/wiki/Complete_space" class="mw-redirect" title="Complete space">complete</a> <a href="/wiki/Metric_space" title="Metric space">metric space</a> by defining the <b>Radon distance</b> between two measures <span class="texhtml"><i>m</i><sub>1</sub>, <i>m</i><sub>2</sub> ∈ <span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">M</span><sub>+</sub>(<i>X</i>)</span> to be <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho (m_{1},m_{2})=\sup \left\{\left.\int _{X}f(x)(m_{1}-m_{2})(dx)\ \right|\mathrm {continuous\,} f:X\to [-1,1]\subset \mathbb {R} \right\}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> <mo stretchy="false">(</mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mo movablelimits="true" form="prefix">sup</mo> <mrow> <mo>{</mo> <mrow> <mrow> <mo fence="true" stretchy="true" symmetric="true"></mo> <mrow> <msub> <mo>∫<!-- ∫ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mi>d</mi> <mi>x</mi> <mo stretchy="false">)</mo> <mtext> </mtext> </mrow> <mo>|</mo> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">c</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">t</mi> <mi mathvariant="normal">i</mi> <mi mathvariant="normal">n</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">o</mi> <mi mathvariant="normal">u</mi> <mi mathvariant="normal">s</mi> <mspace width="thinmathspace" /> </mrow> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">→<!-- → --></mo> <mo stretchy="false">[</mo> <mo>−<!-- − --></mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> <mo>⊂<!-- ⊂ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mrow> <mo>}</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho (m_{1},m_{2})=\sup \left\{\left.\int _{X}f(x)(m_{1}-m_{2})(dx)\ \right|\mathrm {continuous\,} f:X\to [-1,1]\subset \mathbb {R} \right\}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b6d3a54a4efccfb5e329eedc659abbd575c47914" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:77.709ex; height:6.176ex;" alt="{\displaystyle \rho (m_{1},m_{2})=\sup \left\{\left.\int _{X}f(x)(m_{1}-m_{2})(dx)\ \right|\mathrm {continuous\,} f:X\to [-1,1]\subset \mathbb {R} \right\}.}"></span> </p><p>This metric has some limitations. For example, the space of Radon <a href="/wiki/Probability_measure" title="Probability measure">probability measures</a> on <span class="texhtml mvar" style="font-style:italic;">X</span>, <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {P}}(X)=\{m\in {\mathcal {M}}_{+}(X)\mid m(X)=1\},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">P</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo fence="false" stretchy="false">{</mo> <mi>m</mi> <mo>∈<!-- ∈ --></mo> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">M</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msub> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>∣<!-- ∣ --></mo> <mi>m</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {P}}(X)=\{m\in {\mathcal {M}}_{+}(X)\mid m(X)=1\},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a65d9700f194b6df8a9803e8f2a475469ac5ab08" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:36.563ex; height:2.843ex;" alt="{\displaystyle {\mathcal {P}}(X)=\{m\in {\mathcal {M}}_{+}(X)\mid m(X)=1\},}"></span> is not <a href="/wiki/Compact_space" title="Compact space">sequentially compact</a> with respect to the Radon metric: i.e., it is not guaranteed that any sequence of probability measures will have a subsequence that is convergent with respect to the Radon metric, which presents difficulties in certain applications. On the other hand, if <span class="texhtml mvar" style="font-style:italic;">X</span> is a compact metric space, then the <a href="/wiki/Wasserstein_metric" title="Wasserstein metric">Wasserstein metric</a> turns <span class="texhtml"><span class="mathcal" style="font-family: 'Lucida Calligraphy', 'Monotype Corsiva', 'URW Chancery L', 'Apple Chancery', 'Tex Gyre Chorus', cursive, serif;">P</span>(<i>X</i>)</span> into a compact metric space. </p><p>Convergence in the Radon metric implies <a href="/wiki/Weak_convergence_of_measures" class="mw-redirect" title="Weak convergence of measures">weak convergence of measures</a>: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \rho (m_{n},m)\to 0\Rightarrow m_{n}\rightharpoonup m,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> <mo stretchy="false">(</mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>,</mo> <mi>m</mi> <mo stretchy="false">)</mo> <mo stretchy="false">→<!-- → --></mo> <mn>0</mn> <mo stretchy="false">⇒<!-- ⇒ --></mo> <msub> <mi>m</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">⇀<!-- ⇀ --></mo> <mi>m</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \rho (m_{n},m)\to 0\Rightarrow m_{n}\rightharpoonup m,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/da54e48309fa9130b541cd0cf08971287e6994d9" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.295ex; height:2.843ex;" alt="{\displaystyle \rho (m_{n},m)\to 0\Rightarrow m_{n}\rightharpoonup m,}"></span> but the converse implication is false in general. Convergence of measures in the Radon metric is sometimes known as <b>strong convergence</b>, as contrasted with weak convergence. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=12" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Radonifying_function" title="Radonifying function">Radonifying function</a></li> <li><a href="/wiki/Vague_topology" title="Vague topology">Vague topology</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=13" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap"><ol class="references"> <li id="cite_note-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-1">^</a></b></span> <span class="reference-text"><a href="#CITEREFFolland1999">Folland 1999</a>, p. <a rel="nofollow" class="external text" href="https://archive.org/details/realanalysismode00foll_670/page/n224">212</a></span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><a href="#CITEREFBourbaki2004a">Bourbaki 2004a</a></span> </li> <li id="cite_note-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-3">^</a></b></span> <span class="reference-text"><a href="#CITEREFBourbaki2004b">Bourbaki 2004b</a>; <a href="#CITEREFHewittStromberg1965">Hewitt & Stromberg 1965</a>; <a href="#CITEREFDieudonné1970">Dieudonné 1970</a>.</span> </li> <li id="cite_note-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-4">^</a></b></span> <span class="reference-text"><a href="#CITEREFSchwartz1974">Schwartz 1974</a>, p. 45</span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text">Cont, Rama, and Peter Tankov. Financial modelling with jump processes. Chapman & Hall, 2004.</span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text"><a href="#CITEREFBourbaki2004a">Bourbaki 2004a</a>, Exercise 5 of section 1</span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="Bibliography">Bibliography</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=14" title="Edit section: Bibliography"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFBourbaki2004a" class="citation cs2"><a href="/wiki/Nicolas_Bourbaki" title="Nicolas Bourbaki">Bourbaki, Nicolas</a> (2004a), <i>Integration I</i>, <a href="/wiki/Springer_Verlag" class="mw-redirect" title="Springer Verlag">Springer Verlag</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/3-540-41129-1" title="Special:BookSources/3-540-41129-1"><bdi>3-540-41129-1</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Integration+I&rft.pub=Springer+Verlag&rft.date=2004&rft.isbn=3-540-41129-1&rft.aulast=Bourbaki&rft.aufirst=Nicolas&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span>. Functional-analytic development of the theory of Radon measure and integral on locally compact spaces.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFBourbaki2004b" class="citation cs2"><a href="/wiki/Nicolas_Bourbaki" title="Nicolas Bourbaki">Bourbaki, Nicolas</a> (2004b), <i>Integration II</i>, <a href="/wiki/Springer_Verlag" class="mw-redirect" title="Springer Verlag">Springer Verlag</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/3-540-20585-3" title="Special:BookSources/3-540-20585-3"><bdi>3-540-20585-3</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Integration+II&rft.pub=Springer+Verlag&rft.date=2004&rft.isbn=3-540-20585-3&rft.aulast=Bourbaki&rft.aufirst=Nicolas&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span>. Haar measure; Radon measures on general Hausdorff spaces and equivalence between the definitions in terms of linear functionals and locally finite inner regular measures on the Borel sigma-algebra.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDieudonné1970" class="citation cs2"><a href="/wiki/Jean_Dieudonn%C3%A9" title="Jean Dieudonné">Dieudonné, Jean</a> (1970), <i>Treatise on analysis</i>, vol. 2, Academic Press</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Treatise+on+analysis&rft.pub=Academic+Press&rft.date=1970&rft.aulast=Dieudonn%C3%A9&rft.aufirst=Jean&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span>. Contains a simplified version of Bourbaki's approach, specialised to measures defined on separable metrizable spaces.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFFolland1999" class="citation cs2">Folland, Gerald (1999), <span class="id-lock-limited" title="Free access subject to limited trial, subscription normally required"><a rel="nofollow" class="external text" href="https://archive.org/details/realanalysismode00foll_670"><i>Real Analysis: Modern techniques and their applications</i></a></span>, New York: John Wiley & Sons, Inc., p. <a rel="nofollow" class="external text" href="https://archive.org/details/realanalysismode00foll_670/page/n224">212</a>, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-471-31716-0" title="Special:BookSources/0-471-31716-0"><bdi>0-471-31716-0</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Real+Analysis%3A+Modern+techniques+and+their+applications&rft.place=New+York&rft.pages=212&rft.pub=John+Wiley+%26+Sons%2C+Inc.&rft.date=1999&rft.isbn=0-471-31716-0&rft.aulast=Folland&rft.aufirst=Gerald&rft_id=https%3A%2F%2Farchive.org%2Fdetails%2Frealanalysismode00foll_670&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHewittStromberg1965" class="citation cs2">Hewitt, Edwin; Stromberg, Karl (1965), <i>Real and abstract analysis</i>, Springer-Verlag</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Real+and+abstract+analysis&rft.pub=Springer-Verlag&rft.date=1965&rft.aulast=Hewitt&rft.aufirst=Edwin&rft.au=Stromberg%2C+Karl&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFKönig1997" class="citation cs2">König, Heinz (1997), <i>Measure and integration: an advanced course in basic procedures and applications</i>, New York: Springer, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/3-540-61858-9" title="Special:BookSources/3-540-61858-9"><bdi>3-540-61858-9</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Measure+and+integration%3A+an+advanced+course+in+basic+procedures+and+applications&rft.pub=New+York%3A+Springer&rft.date=1997&rft.isbn=3-540-61858-9&rft.aulast=K%C3%B6nig&rft.aufirst=Heinz&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span></li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSchwartz1974" class="citation cs2"><a href="/wiki/Laurent_Schwartz" title="Laurent Schwartz">Schwartz, Laurent</a> (1974), <i>Radon measures on arbitrary topological spaces and cylindrical measures</i>, Oxford University Press, <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-19-560516-0" title="Special:BookSources/0-19-560516-0"><bdi>0-19-560516-0</bdi></a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Radon+measures+on+arbitrary+topological+spaces+and+cylindrical+measures&rft.pub=Oxford+University+Press&rft.date=1974&rft.isbn=0-19-560516-0&rft.aulast=Schwartz&rft.aufirst=Laurent&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span></li></ul> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Radon_measure&action=edit&section=15" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFR._A._Minlos2001" class="citation cs2">R. A. Minlos (2001) [1994], <a rel="nofollow" class="external text" href="https://www.encyclopediaofmath.org/index.php?title=Radon_measure">"Radon measure"</a>, <i><a href="/wiki/Encyclopedia_of_Mathematics" title="Encyclopedia of Mathematics">Encyclopedia of Mathematics</a></i>, <a href="/wiki/European_Mathematical_Society" title="European Mathematical Society">EMS Press</a></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=bookitem&rft.atitle=Radon+measure&rft.btitle=Encyclopedia+of+Mathematics&rft.pub=EMS+Press&rft.date=2001&rft.au=R.+A.+Minlos&rft_id=https%3A%2F%2Fwww.encyclopediaofmath.org%2Findex.php%3Ftitle%3DRadon_measure&rfr_id=info%3Asid%2Fen.wikipedia.org%3ARadon+measure" class="Z3988"></span></li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output 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title="Absolute continuity (measure theory)">of measures</a></li> <li><a href="/wiki/Lebesgue_integration" class="mw-redirect" title="Lebesgue integration">Lebesgue integration</a></li> <li><a href="/wiki/Lp_space" title="Lp space"><i>L</i><sup><i>p</i></sup> spaces</a></li> <li><a href="/wiki/Measure_(mathematics)" title="Measure (mathematics)">Measure</a></li> <li><a href="/wiki/Measure_space" title="Measure space">Measure space</a> <ul><li><a href="/wiki/Probability_space" title="Probability space">Probability space</a></li></ul></li> <li><a href="/wiki/Measurable_space" title="Measurable space">Measurable space</a>/<a href="/wiki/Measurable_function" title="Measurable function">function</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Sets</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Almost_everywhere" title="Almost everywhere">Almost everywhere</a></li> <li><a href="/wiki/Atom_(measure_theory)" title="Atom (measure theory)">Atom</a></li> <li><a href="/wiki/Baire_set" title="Baire set">Baire set</a></li> <li><a href="/wiki/Borel_set" title="Borel set">Borel set</a> <ul><li><a href="/wiki/Borel_equivalence_relation" title="Borel equivalence relation">equivalence relation</a></li></ul></li> <li><a href="/wiki/Standard_Borel_space" title="Standard Borel space">Borel space</a></li> <li><a href="/wiki/Carath%C3%A9odory%27s_criterion" title="Carathéodory's criterion">Carathéodory's criterion</a></li> <li><a href="/wiki/Cylindrical_%CF%83-algebra" title="Cylindrical σ-algebra">Cylindrical σ-algebra</a> <ul><li><a href="/wiki/Cylinder_set" title="Cylinder set">Cylinder set</a></li></ul></li> <li><a href="/wiki/Dynkin_system" title="Dynkin system">𝜆-system</a></li> <li><a href="/wiki/Essential_range" title="Essential range">Essential range</a> <ul><li><a href="/wiki/Essential_infimum_and_essential_supremum" title="Essential infimum and essential supremum">infimum/supremum</a></li></ul></li> <li><a href="/wiki/Locally_measurable_set" class="mw-redirect" title="Locally measurable set">Locally measurable</a></li> <li><a href="/wiki/Pi-system" title="Pi-system"><span class="texhtml mvar" style="font-style:italic;">π</span>-system</a></li> <li><a href="/wiki/%CE%A3-algebra" title="Σ-algebra">σ-algebra</a></li> <li><a href="/wiki/Non-measurable_set" title="Non-measurable set">Non-measurable set</a> <ul><li><a href="/wiki/Vitali_set" title="Vitali set">Vitali set</a></li></ul></li> <li><a href="/wiki/Null_set" title="Null set">Null set</a></li> <li><a href="/wiki/Support_(measure_theory)" title="Support (measure theory)">Support</a></li> <li><a href="/wiki/Transverse_measure" title="Transverse measure">Transverse measure</a></li> <li><a href="/wiki/Universally_measurable_set" title="Universally measurable set">Universally measurable</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Types of <a href="/wiki/Measure_(mathematics)" title="Measure (mathematics)">measures</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Atomic_measure" class="mw-redirect" title="Atomic measure">Atomic</a></li> <li><a href="/wiki/Baire_measure" title="Baire measure">Baire</a></li> <li><a href="/wiki/Banach_measure" title="Banach measure">Banach</a></li> <li><a href="/wiki/Besov_measure" title="Besov measure">Besov</a></li> <li><a href="/wiki/Borel_measure" title="Borel measure">Borel</a></li> <li><a href="/wiki/Brown_measure" title="Brown measure">Brown</a></li> <li><a href="/wiki/Complex_measure" title="Complex measure">Complex</a></li> <li><a href="/wiki/Complete_measure" title="Complete measure">Complete</a></li> <li><a href="/wiki/Content_(measure_theory)" title="Content (measure theory)">Content</a></li> <li>(<a href="/wiki/Logarithmically_concave_measure" title="Logarithmically concave measure">Logarithmically</a>) <a href="/wiki/Convex_measure" title="Convex measure">Convex</a></li> <li><a href="/wiki/Decomposable_measure" title="Decomposable measure">Decomposable</a></li> <li><a href="/wiki/Discrete_measure" title="Discrete measure">Discrete</a></li> <li><a href="/wiki/Equivalence_(measure_theory)" title="Equivalence (measure theory)">Equivalent</a></li> <li><a href="/wiki/Finite_measure" title="Finite measure">Finite</a></li> <li><a href="/wiki/Inner_measure" title="Inner measure">Inner</a></li> <li>(<a href="/wiki/Quasi-invariant_measure" title="Quasi-invariant measure">Quasi-</a>) <a href="/wiki/Invariant_measure" title="Invariant measure">Invariant</a></li> <li><a href="/wiki/Locally_finite_measure" title="Locally finite measure">Locally finite</a></li> <li><a href="/wiki/Maximising_measure" title="Maximising measure">Maximising</a></li> <li><a href="/wiki/Metric_outer_measure" title="Metric outer measure">Metric outer</a></li> <li><a href="/wiki/Outer_measure" title="Outer measure">Outer</a></li> <li><a href="/wiki/Perfect_measure" title="Perfect measure">Perfect</a></li> <li><a href="/wiki/Pre-measure" title="Pre-measure">Pre-measure</a></li> <li>(<a href="/wiki/Sub-probability_measure" title="Sub-probability measure">Sub-</a>) <a href="/wiki/Probability_measure" title="Probability measure">Probability</a></li> <li><a href="/wiki/Projection-valued_measure" title="Projection-valued measure">Projection-valued</a></li> <li><a class="mw-selflink selflink">Radon</a></li> <li><a href="/wiki/Random_measure" title="Random measure">Random</a></li> <li><a href="/wiki/Regular_measure" title="Regular measure">Regular</a> <ul><li><a href="/wiki/Borel_regular_measure" title="Borel regular measure">Borel regular</a></li> <li><a href="/wiki/Inner_regular_measure" class="mw-redirect" title="Inner regular measure">Inner regular</a></li> <li><a href="/wiki/Outer_regular_measure" class="mw-redirect" title="Outer regular measure">Outer regular</a></li></ul></li> <li><a href="/wiki/Saturated_measure" title="Saturated measure">Saturated</a></li> <li><a href="/wiki/Set_function" title="Set function">Set function</a></li> <li><a href="/wiki/%CE%A3-finite_measure" title="Σ-finite measure">σ-finite</a></li> <li><a href="/wiki/S-finite_measure" title="S-finite measure">s-finite</a></li> <li><a href="/wiki/Signed_measure" title="Signed measure">Signed</a></li> <li><a href="/wiki/Singular_measure" title="Singular measure">Singular</a></li> <li><a href="/wiki/Spectral_measure" class="mw-redirect" title="Spectral measure">Spectral</a></li> <li><a href="/wiki/Strictly_positive_measure" title="Strictly positive measure">Strictly positive</a></li> <li><a href="/wiki/Tightness_of_measures" title="Tightness of measures">Tight</a></li> <li><a href="/wiki/Vector_measure" title="Vector measure">Vector</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Category:Measures_(measure_theory)" title="Category:Measures (measure theory)">Particular measures</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Counting_measure" title="Counting measure">Counting</a></li> <li><a href="/wiki/Dirac_measure" title="Dirac measure">Dirac</a></li> <li><a href="/wiki/Euler_measure" title="Euler measure">Euler</a></li> <li><a href="/wiki/Gaussian_measure" title="Gaussian measure">Gaussian</a></li> <li><a href="/wiki/Haar_measure" title="Haar measure">Haar</a></li> <li><a href="/wiki/Harmonic_measure" title="Harmonic measure">Harmonic</a></li> <li><a href="/wiki/Hausdorff_measure" title="Hausdorff measure">Hausdorff</a></li> <li><a href="/wiki/Intensity_measure" title="Intensity measure">Intensity</a></li> <li><a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue</a> <ul><li><a href="/wiki/Infinite-dimensional_Lebesgue_measure" title="Infinite-dimensional Lebesgue measure">Infinite-dimensional</a></li></ul></li> <li><a href="/wiki/Positive_real_numbers#Logarithmic_measure" title="Positive real numbers">Logarithmic</a></li> <li><a href="/wiki/Product_measure" title="Product measure">Product</a> <ul><li><a href="/wiki/Projection_(measure_theory)" title="Projection (measure theory)">Projections</a></li></ul></li> <li><a href="/wiki/Pushforward_measure" title="Pushforward measure">Pushforward</a></li> <li><a href="/wiki/Spherical_measure" title="Spherical measure">Spherical measure</a></li> <li><a href="/wiki/Tangent_measure" title="Tangent measure">Tangent</a></li> <li><a href="/wiki/Trivial_measure" title="Trivial measure">Trivial</a></li> <li><a href="/wiki/Young_measure" title="Young measure">Young</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Maps</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Measurable_function" title="Measurable function">Measurable function</a> <ul><li><a href="/wiki/Bochner_measurable_function" title="Bochner measurable function">Bochner</a></li> <li><a href="/wiki/Strongly_measurable_function" title="Strongly measurable function">Strongly</a></li> <li><a href="/wiki/Weakly_measurable_function" title="Weakly measurable function">Weakly</a></li></ul></li> <li>Convergence: <a href="/wiki/Convergence_almost_everywhere" class="mw-redirect" title="Convergence almost everywhere">almost everywhere</a></li> <li><a href="/wiki/Convergence_of_measures" title="Convergence of measures">of measures</a></li> <li><a href="/wiki/Convergence_in_measure" title="Convergence in measure">in measure</a></li> <li><a href="/wiki/Convergence_of_random_variables" title="Convergence of random variables">of random variables</a> <ul><li><a href="/wiki/Convergence_in_distribution" class="mw-redirect" title="Convergence in distribution">in distribution</a></li> <li><a href="/wiki/Convergence_in_probability" class="mw-redirect" title="Convergence in probability">in probability</a></li></ul></li> <li><a href="/wiki/Cylinder_set_measure" title="Cylinder set measure">Cylinder set measure</a></li> <li>Random: <a href="/wiki/Random_compact_set" title="Random compact set">compact set</a></li> <li><a href="/wiki/Random_element" title="Random element">element</a></li> <li><a href="/wiki/Random_measure" title="Random measure">measure</a></li> <li><a href="/wiki/Stochastic_process" title="Stochastic process">process</a></li> <li><a href="/wiki/Random_variable" title="Random variable">variable</a></li> <li><a href="/wiki/Multivariate_random_variable" title="Multivariate random variable">vector</a></li> <li><a href="/wiki/Projection-valued_measure" title="Projection-valued measure">Projection-valued measure</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><a href="/wiki/Category:Theorems_in_measure_theory" title="Category:Theorems in measure theory">Main results</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Carath%C3%A9odory%27s_extension_theorem" title="Carathéodory's extension theorem">Carathéodory's extension theorem</a></li> <li>Convergence theorems <ul><li><a href="/wiki/Dominated_convergence_theorem" title="Dominated convergence theorem">Dominated</a></li> <li><a href="/wiki/Monotone_convergence_theorem" title="Monotone convergence theorem">Monotone</a></li> <li><a href="/wiki/Vitali_convergence_theorem" title="Vitali convergence theorem">Vitali</a></li></ul></li> <li>Decomposition theorems <ul><li><a href="/wiki/Hahn_decomposition_theorem" title="Hahn decomposition theorem">Hahn</a></li> <li><a href="/wiki/Jordan_decomposition_theorem" class="mw-redirect" title="Jordan decomposition theorem">Jordan</a></li> <li><a href="/wiki/Maharam%27s_theorem" title="Maharam's theorem">Maharam's</a></li></ul></li> <li><a href="/wiki/Egorov%27s_theorem" title="Egorov's theorem">Egorov's</a></li> <li><a href="/wiki/Fatou%27s_lemma" title="Fatou's lemma">Fatou's lemma</a></li> <li><a href="/wiki/Fubini%27s_theorem" title="Fubini's theorem">Fubini's</a> <ul><li><a href="/wiki/Fubini%E2%80%93Tonelli_theorem" class="mw-redirect" title="Fubini–Tonelli theorem">Fubini–Tonelli</a></li></ul></li> <li><a href="/wiki/H%C3%B6lder%27s_inequality" title="Hölder's inequality">Hölder's inequality</a></li> <li><a href="/wiki/Minkowski_inequality" title="Minkowski inequality">Minkowski inequality</a></li> <li><a href="/wiki/Radon%E2%80%93Nikodym_theorem" title="Radon–Nikodym theorem">Radon–Nikodym</a></li> <li><a href="/wiki/Riesz%E2%80%93Markov%E2%80%93Kakutani_representation_theorem" title="Riesz–Markov–Kakutani representation theorem">Riesz–Markov–Kakutani representation theorem</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Other results</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Disintegration_theorem" title="Disintegration theorem">Disintegration theorem</a> <ul><li><a href="/wiki/Lifting_theory" title="Lifting theory">Lifting theory</a></li></ul></li> <li><a href="/wiki/Lebesgue%27s_density_theorem" title="Lebesgue's density theorem">Lebesgue's density theorem</a></li> <li><a href="/wiki/Lebesgue_differentiation_theorem" title="Lebesgue differentiation theorem">Lebesgue differentiation theorem</a></li> <li><a href="/wiki/Sard%27s_theorem" title="Sard's theorem">Sard's theorem</a></li> <li><a href="/wiki/Vitali%E2%80%93Hahn%E2%80%93Saks_theorem" title="Vitali–Hahn–Saks theorem">Vitali–Hahn–Saks theorem</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%"><span style="font-size:85%;">For <a href="/wiki/Lebesgue_measure" title="Lebesgue measure">Lebesgue measure</a></span></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Isoperimetric_inequality" title="Isoperimetric inequality">Isoperimetric inequality</a></li> <li><a href="/wiki/Brunn%E2%80%93Minkowski_theorem" title="Brunn–Minkowski theorem">Brunn–Minkowski theorem</a> <ul><li><a href="/wiki/Milman%27s_reverse_Brunn%E2%80%93Minkowski_inequality" title="Milman's reverse Brunn–Minkowski inequality">Milman's reverse</a></li></ul></li> <li><a href="/wiki/Minkowski%E2%80%93Steiner_formula" title="Minkowski–Steiner formula">Minkowski–Steiner formula</a></li> <li><a href="/wiki/Pr%C3%A9kopa%E2%80%93Leindler_inequality" title="Prékopa–Leindler inequality">Prékopa–Leindler inequality</a></li> <li><a href="/wiki/Vitale%27s_random_Brunn%E2%80%93Minkowski_inequality" title="Vitale's random Brunn–Minkowski inequality">Vitale's random Brunn–Minkowski inequality</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%">Applications & related</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Convex_analysis" title="Convex analysis">Convex analysis</a></li> <li><a href="/wiki/Descriptive_set_theory" title="Descriptive set theory">Descriptive set theory</a></li> <li><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a></li> <li><a href="/wiki/Real_analysis" title="Real analysis">Real analysis</a></li> <li><a href="/wiki/Spectral_theory" title="Spectral theory">Spectral theory</a></li></ul> </div></td></tr></tbody></table></div> <!-- NewPP limit report Parsed by mw‐web.codfw.main‐f69cdc8f6‐xr9px 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