Are Measures Really Equal If Integrals of Continuous Functions Match?

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The discussion centers on the assertion made by Walter Rudin in his work on functional analysis, specifically regarding the equality of measures when integrals of continuous functions are equal under different measures. The participants clarify that integration acts as a positive linear functional on continuous functions, leading to the conclusion that if two measures yield equal integrals for all continuous functions, then the measures must indeed be equal. This conclusion is supported by the Riesz-Markov-Kakutani representation theorems, which establish the relationship between linear functionals and measures.

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between point (6) and (7) on page 323 of [this pdf file][1]. [1]: http://59clc.files.wordpress.com/2012/08/functional-analysis-_-rudin-2th.pdf

rudin claims that since the integrals (w.r.t two different measures) of real valued continuous functions are equal, then the measures are equal.

I think he concludes the integrals are equal for continuous functions by using real and imaginary parts, but even so how does it then follow that the measures are equal.

Many thanks
 
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Gerald said:
I think he concludes the integrals are equal for continuous functions by using real and imaginary parts, but even so how does it then follow that the measures are equal.
Integration is a positive linear functional on the space of continuous functions. It can be shown, as in the representation theorems, that such linear functionals induce measures for which the functional is integration along that induced measure.

Riesz?Markov?Kakutani representation theorem - Wikipedia, the free encyclopedia
 
ThePerfectHacker said:
Integration is a positive linear functional on the space of continuous functions. It can be shown, as in the representation theorems, that such linear functionals induce measures for which the functional is integration along that induced measure.

Riesz?Markov?Kakutani representation theorem - Wikipedia, the free encyclopedia

How does that show the measures are equal?
 
Gerald said:
How does that show the measures are equal?

Because more general functions can be approximated by continuous functions. If the measures are equal on the continuous functions they are forced to be equal everywhere.
 

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