Chapter 12

Borel and Radon Measures on the

Real Line

Chapter 5 presented the theory of Lebesgue measure and integration in the

Euclidean spaces Rd . Measure theory can be developed on an abstract measure space X, but in many contexts in analysis we deal with measures on a
topological space X. On a topological space our measure should probably be
defined on all of the open sets, closed sets, countable intersections of open
sets, countable unions of closed sets and so forth. This leads to the idea of a
Borel measure on X, and the slightly more restrictive notion of Radon measures. Not surprisingly, we need to impose some conditions on X beyond the
mere existence of a topology; usually we require that X be a locally compact
Hausdorff space (LCHS). This chapter is an introduction to the theory of
signed and complex Borel measures and Radon measures. In the spirit of an
introduction, we take X = R. This is one of the most common settings where
Borel and Radon measures are encountered. Moreover, it yields a good insight into the properties of Borel and Radon measures on LCHS but without
some of the technical complications that arise when considering completely
general LCHS. For more details on Borel and Radon measures, especially for
abstract LCHS, we refer to Folland [Fol99].

12.1 -Algebras
The Axiom of Choice implies that there is no way to create a function
defined on every subset of R so that all of the following hold:
(i) 0 (E) for every E R,
(ii) ([a, b]) = b a,
(iii) if E1 , E2 , . . P
. are finitely or countably many disjoint subsets of R, then
(k Ek ) = k (Ek ),
(iv) (E + h) = (E) for all E R and h R.

c
2012
Christopher Heil

425

426

12 Borel and Radon Measures on the Real Line

There are several ways to address this. In Chapter 5 we began with

Lebesgue exterior measure | |e , which satisfies (i), (ii), and (iv), but fails
requirement (iii). Rather unsettlingly, for Lebesgue exterior measure the assumption E F = does not imply |E F |e = |E|e + |F |e .
In order to obtain Lebesgue measure | |, we therefore dropped requirement (i), with the result that not all subsets of R are Lebesgue measurable.
Although we can no longer measure every set, we do have the satisfying fact
that requirements (ii), (iii), and (iv) hold for all those sets E R that are
Lebesgue measurable.
On the other hand, there are good reasons for relaxing the requirements
in other ways. For example, one of the most important measures is the
measure, which assigns the size 1 or 0 to a set E depending on whether the
origin belongs to E or not. Requirements (ii) and (iv) are not satisfied by
the measure, but both (i) and (iii) do hold. Other alternatives are to allow
a measure to take real or complex values, instead of just nonnegative values.
This leads to the idea of signed and complex measures on R.
In this chapter we will present the definitions and properties of abstract
Borel and Radon measures on the real line. In order to give a useful definition
of a measure, we must first decide on the properties that a class of sets should
possess in order to be measured.
Definition 12.1.1 (-Algebra). A -algebra on R is a nonempty collection
of subsets of R which satisfies:
(a) is closed under both finite and countable unions:
S
Ek ,
E1 , E2 , =
k

(b) is closed under complements:

E = E C = R\E .

If is a -algebra then it is nonempty and therefore contains some set E

R. Hence also contains R\E, and therefore contains both R = E (R\E)
and = R\R.
We saw in Chapter 5 that the class L of Lebesgue measurable subsets of
R forms a -algebra. The power set P(R) = {E : E R} is trivially another
-algebra. At the other extreme, {, R} is a -algebra.
Given a particular class E of subsets of R, there will be many -algebras
that contain E. However, there is a unique smallest -algebra that contains E.
Exercise 12.1.2. Let E be a nonempty collection of subsets of R. Show that

T
(E) =
: is a -algebra and E
is a -algebra on R. We call (E) the -algebra generated by E.

12.2 Signed Measures

427

Note that if 1 , 2 are -algebras, then 1 2 is not formed by intersecting the elements of 1 with those of 2 . Rather, it is the collection
of all sets that are common to both 1 and 2 . Thus, if is a -algebra
that contains E then (E) , which explains why (E) is the smallest
-algebra that contains E.
The next definition introduces the particular -algebra that will concern
us in this chapter.
Definition 12.1.3 (Borel -algebra). The Borel -algebra B on R is the
smallest -algebra that contains all the open subsets of R. That is,
B = (U)

where U = {U R : U is open}.

The elements of B are called the Borel subsets of R.

In particular, B includes all the open and closed subsets of R, as well as

the G and F sets that were introduced in Definition 5.2.18. However, not
every subset of R is a Borel set. The Borel -algebra can be defined on Rd
or Cd in an analogous manner.
Although our focus will be on the Borel -algebra on R, many of the
definitions and results that we will discuss are valid on more general domains.
However, it is often instructive to consider the even simpler case of measures
on the natural numbers N. Some of the additional problems at the end of each
section deal with this setting. The topology on N is the discrete topology, i.e.,
every subset of N is open, so every subset of N is a Borel set. In other words,
the Borel -algebra on N is P(N), the power set of N. Whenever we speak of
a measure on N, we will assume that the associated -algebra is P(N).

12.2 Signed Measures

Definition 12.2.1 (Signed Measure). A function : B [, ] is a
signed Borel measure on R, or simply a signed measure, if
(a) () = 0,
(b) takes at most one of the values ,
(c) if E1 , E2 , . . . are finitely or countably many disjoint Borel sets, then
S 
X
(Ek ).

Ek =
k

If (E) 0 for each E B , then we say that is a positive measure, and

in this case we write 0.
If |(E)| < for each E B , then we say that is a bounded measure
or a finite measure.

428

12 Borel and Radon Measures on the Real Line

If |(K)| < for every compact set K R, then we say that is a locally
finite measure.
If (E + h) = (E) for all h E then we say that is a translationinvariant measure.
Note that many texts define a measure to be what we are calling a
positive measure.
Notation 12.2.2. For simplicity of notation, we will use abbreviations such
as (a, b) = ((a, b)), [a, b] = ([a, b]), {x} = ({x}).
Example 12.2.3. The -algebra L of Lebesgue measurable subsets of R contains all the open subsets of Rd , and hence contains the Borel sets. Therefore
L B . There do exist Lebesgue measurable sets that are not Borel sets. For
example, all sets with exterior Lebesgue measure zero are Lebesgue measurable, but need not be Borel sets. Therefore we can consider Lebesgue measure
restricted to the Borel sets (which we simply refer to as Lebesgue measure),
and this gives us an example of a positive, unbounded Borel measure. We
usually denote this measure by dx. That is, we write Lebesgue measure dx
is a positive Borel measure. However, we will continue to write |E| for the
Lebesgue measure of E instead of dx(E).
Our next example modifies Lebesgue measure by weighting the real line.
Exercise 12.2.4.
R
RLet f : R [, ] be Lebesgue measurable, with at
least one of f + , f finite. Show that
Z
f (x) dx, E B ,
(E) =
E

defines a signed Borel measure. This measure is positive if and only if f

0 a.e., and it is bounded if and only if f L1 (R).
Lebesgue measure dx is the special case of Exercise 12.2.4 obtained by
letting f be the constant function 1.
Delta measures are a very different type of measure.
Exercise 12.2.5 (The Delta Measure). Given a R, for E R define
(
1, a E,
a (E) =
0, a
/ E.
Show that a is a positive bounded Borel measure.

The measure a has many names, including the or Delta measure at

a, the Dirac measure at a, and the point mass at a. For a = 0 we use the
shorthand
= 0 .

12.2 Signed Measures

429

Note that a is not translation-invariant, as a (E) and a (E + h) are not

equal in general. Another difference from Lebesgue measure is that the set
{a}, which Lebesgue measure regards as an insignificant zero measure set,
has measure 1 with respect to a .
Here is another example of an unbounded positive measure, very different
from Lebesgue measure in many ways.
Exercise 12.2.6. Define (E) to be the cardinality of E if E is a finite set,
and otherwise. Show that is a positive, unbounded Borel measure that
is not locally finite. We call counting measure on R.
Only finite sets have finite measure with respect to counting measure,
while every finite set has Lebesgue measure zero.
We can create signed measures from positive measures.
Exercise 12.2.7. Show that if 1 , 2 are positive measures with at least one
of 1 , 2 bounded, then 1 2 is a signed measure.
A positive measure has the useful property of monotonicity: if A, B
are Borel sets and A B, then (A) (B). In particular, if is positive
and (E) = 0, then (A) = 0 for every Borel A E. However, for a signed
measure it is important to distinguish between sets E that satisfy (E) = 0
and sets that are null for in the following sense.
Definition 12.2.8 (Null Sets). We say that a signed measure is null on
a Borel set E B if (A) = 0 for every A B with A E.
Definition 12.2.9 (Mutually Singular Measures). Two signed measures
, are mutually singular, denoted , if there exist E, F B such that
(a) E F = R and E F = ,
(b) is null on F, and
(c) is null on E.
Exercise 12.2.10. Show that Lebesgue measure and the measure a are mutually singular, i.e., dx a .

12.2.1 The Jordan Decomposition

Now we come to a fundamental decomposition for signed measures. The following exercise motivates
this by considering the special case of measures of
R
the form (E) = E f (x) dx.
R
Exercise 12.2.11. Let (E) = E f (x) dx be a measure of the form constructed in Exercise 12.2.4. Set P = {f 0} and N = {f < 0}. By changing P and N by a set of measure zero, we may assume that P and N are
Borel sets (see Exercise 5.2.21). For E B define

430

12 Borel and Radon Measures on the Real Line

+

(E) = (E P ) =

f + (x) dx,

(E) = (E N ) =

f (x) dx.

Show that ,

are positive measures, = + , and + .

Although we will not prove it, the next result states that this same kind
of decomposition holds for arbitrary signed measures.
Theorem 12.2.12 (Jordan Decomposition Theorem). If is a signed
Borel measure on R, then there exist unique positive Borel measures + ,
such that = + and + .
Consequently, by definition of mutually singular measures, given a signed
measure there exist disjoint Borel sets P, N R with P N = R such that
= + , is null on P, and + is null on N. We call = + the
Jordan decomposition of (since it is unique), and R = P N an associated
Hahn decomposition of R (it is not unique).
Definition 12.2.13 (Positive, Negative, and Total Variation Measures). Given a signed Borel measure , let = + be its Jordan
decomposition.
(a) We call + the positive variation of , and the negative variation of .
(b) The total variation of is the positive measure
|| = + + .

That is, || is defined by

||(E) = + (E) + (E),

E B .

(12.1)

Observe that equation (12.1) implies that

|(E)| ||(E),

E B .

Further, since || is a positive measure, it is monotonic, and hence

||(E) ||(R),

E B .

Of course, ||(R) could be infinite, but if it should be finite then it follows that
|(E)| is bounded by the finite quantity ||(R) for every E B , and hence
is a bounded measure. In fact, the next exercise shows that the converse is
also true, which explains the terminology bounded measure instead of just
finite measure: If (E) is finite for all Borel sets E, then there is a finite
upper bound to the values of |(E)|.

12.2 Signed Measures

431

Exercise 12.2.14. Let be a signed Borel measure. Prove that

is bounded ||(R) < ,
and in this case we have supEB |(E)| ||(R).

432

12 Borel and Radon Measures on the Real Line

Here are some useful equivalent formulations of the positive, negative, and
total variation measures.
Exercise 12.2.15. Let be a signed Borel measure. Show that if E B ,
then


+ (E) = sup (A) : A B , A E ,


(E) = inf (A) : A B , A E ,
X

n
n
S
||(E) = sup
Ek disjointly .
|(Ek )| : n N, Ek B , E =
k=1

k=1

Now that we have defined the total variation measure, we can define finite measures.
Definition 12.2.16 (-Finite Measures). Let be a signed Borel measure. If we can write R = Ek using at most countably many sets Ek B
each with ||(Ek ) < , then we say that is a -finite measure.
All bounded measures are -finite. Lebesgue measure is an example of an
unbounded measure that is -finite, while counting measure is an example of
a measure that is not -finite.
Exercise 12.2.17. Show that every locally finite signed Borel measure is
-finite, but a -finite signed Borel measure need not be locally finite.

Problems
12.2.18. Show that E B is a null set for a signed measure if and only
if ||(E) = 0.
12.2.19. Let = + be the Jordan decomposition of a signed measure ,
and let R = P N be an associated Hahn decomposition. Show that + (E) =
(E P ), (E) = (E N ), and ||(E) = (E P )(E N ) for E B .
12.2.20. Suppose
that is a signed P
measure and Ek are disjoint Borel sets
|(Ek )| < .
such that | Ek | < . Show that

12.2.21. Give the definition of signed measures on the natural numbers N

(recall that all subsets of N are open). Show that a signed measure on N
is completely determined by the values ({k})kN , i.e., 7 ({k})kN is an
injective map of the signed measures on N into the space of all sequences
of extended real numbers. Identify the range of this map, and identify the
sequences that correspond to bounded measures on N.

12.3 Positive Measures and Integration

433

12.3 Positive Measures and Integration

The next few sections are devoted to developing the theory of integration with
respect to signed measures, beginning in this section with positive measures.
As the theory of integration with respect to positive measures very closely
parallels the theory of integration with respect to Lebesgue measure that was
presented in Section 6.4, we shall be brief and simply state the main results
of this section without proof.

12.3.1 Basic Properties of Positive Measures

Theorem 12.3.1. Let be a positive Borel measure on R.
(a) Monotonicity: If A, B B and A B, then (A) (B).
(b) If A, B B , B A, and (B) < , then (A\B) = (A) (B).
(c) Countable subadditivity: If Ek B for k N, then
 X


S
(Ek ).

Ek
k=1

k=1

(d) Continuity from below: If Ek B for k N, then



S
E1 E2 =
Ek = lim (Ek ).
k

k=1

(e) Continuity from above: If Ek B for k N, then



T
Ek = lim (Ek ).
E1 E2 and (E1 ) < =
k=1

12.3.2 Borel Measurable Functions

We need to restrict our attention to those functions which are measurable
with respect to the Borel -algebra. These are the functions for which the
inverse image of a Borel set is a Borel set.
Definition 12.3.2 (Borel Measurable Function).
(a) A function f : R C is Borel measurable if
E C is a Borel set = f 1 (E) R is a Borel set.

434

12 Borel and Radon Measures on the Real Line

(b) A function f : R [, ] is Borel measurable if

E [, ] and E R is a Borel set
= f 1 (E) R is a Borel set.

Because the Borel -algebra is generated by the open sets, a function

f : R C is Borel measurable if f 1 (U ) is a Borel set for each open set
U C. If f is real-valued, then f is Borel measurable if f 1 (a, ) is a Borel
set for every a R, and hence the definition of Borel measurable functions is
entirely analogous to the definition of Lebesgue measurable functions given
in Definition 6.1.1. In particular, every continuous function on R is Borel
measurable.
Lemma 12.3.3. (a) If f, g : R R are Borel measurable, then so are f + g
and f g.
(b) If fn : R R are Borel measurable for n N, then so are sup fn , inf fn ,
lim sup fn , and lim inf fn . Consequently, if f (x) = limn fn (x) exists
for each x, then f is Borel measurable.
Appropriate parts of Lemma 12.3.3 extend to complex-valued functions,
and can also be extended to extended real-valued functions if we are careful
about instances where we encounter .
Compositions of Borel measurable functions also behave well. If we have
two Borel measurable functions f, g : R R, then it follows directly from
the definition that g f is also Borel measurable. Generalizing the definition
of Borel measurability in the natural way to functions on C, if f : R C and
g : C C are Borel measurable, then so is g f. In particular, f 2 , |f |, |f |p ,
etc., are all Borel measurable if f is.

12.3.3 Integration of Nonnegative Functions

Simple functions are defined just as in Definition 6.4.1, except that now we
require our functions to be Borel measurable instead of Lebesgue measurable.
Thus, a simple function on the real line is a Borel measurable function on R
that assumes only finitely many distinct scalar values. If these distinct values
are a1 , . . . , aN and we let Ek be the set where takes the value ak (that is,
PN
Ek = { = ak }), then = k=1 ak Ek is the standard representation of .
Definition 12.3.4 (Integral of Nonnegative Functions). Let be a positive Borel measure on R.
(a) If 0 is a simple function on R with standard representation =
PN

k=1 ak Ek , then the integral of with respect to is

12.3 Positive Measures and Integration

d =

435

(x) d(x) =

N
X

ak (Ek ).

k=1

(b) If f : R [0, ] is Borel measurable, then the integral of f with respect

to is
Z

Z
Z
f d =
f (x) d(x) = sup
d : 0 f, simple .

R
R
We write E f d to mean f E d.
If is a positive measure and a certain property holds except for a set E
with (E) = 0, then we say that this property holds -a.e.
We have the following convergence theorem for positive measures, analogous to Theorem 6.4.13 for Lebesgue measure.
Theorem 12.3.5 (Monotone Convergence Theorem). Let be a positive Borel measure on R, and let {fn }nN be a sequence of Borel measurable, nonnegative, monotone increasing functions on R. If we define
f (x) = limn fn (x), then
Z
Z
lim
fn d =
f d.

Corollary 12.3.6. Let be a positive Borel measure on R. If {fn }nN be a

sequence of Borel measurable, nonnegative functions on R, then
Z X

n=1


Z
X
fn d.
fn d =

n=1

As in Theorem 6.4.6, we can always create a sequence of simple functions

that increases monotonically to a given nonnegative f. Combining this with
the Monotone Convergence Theorem, we obtain the following facts.
Theorem 12.3.7. The following properties hold for any positive Borel measure on R and any Borel measurable functions f, g : R [0, ].
R
(a) f d = 0 if and only if f = 0 -a.e.
R
R
(b) If f g -a.e., then f d g d.
R
R
R
(c) (f + g) d = f d + g d.
R
R
(d) If c 0 then (cf ) d = c f d.
R
R
(e) If A, B B and A B, then A f d B f d.

Theorem 12.3.8 (Fatous Lemma). Let be a positive Borel measure

on R. If {fn }nN is a sequence of Borel measurable, nonnegative functions
on R, then
Z 
Z

lim inf fn d lim inf fn d.

436

12 Borel and Radon Measures on the Real Line

12.3.4 Integration of Arbitrary Functions

Next we extend integration with respect to a positive measure to arbitrary
functions.
Definition 12.3.9 (Integrable Functions). Let be a positive Borel measure on R.
(a) A Borel measurable function f : R [, ] is a (real) extended R
R
integrable function if at least one of f + d, f d is finite.

(b) A RBorel measurable function f : R [, ] or f : R C is -integrable

if |f | d is finite.

Definition 12.3.10 (Integration). Let be a positive Borel measure on

R.
(a) If f is a real, extended -integrable function, then we define
Z
Z
Z
+
f d =
f d f d.

R
R
(b) If f : R C is Borel measurable and Re(f ) d and Im(f ) d both
exist and are finite, then we define
Z
Z
Z
f d =
Re(f ) d + i Im(f ) d.

R
In all other cases, f d is undefined. Note in particular that if f is
R
complex-valued, then f d, if it exists, is a complex scalar. On the other
R
hand, if f is real-valued, then f d, if it exists, can be either a finite real
scalar or .
R
Lemma 12.3.11. If is a positive Borel measure on R and f d exists,
then
Z

Z


 f d
|f | d.

When defining the space L1 () of functions that are integrable with respect
to , we have a choice between letting our functions be extended real-valued
or complex-valued. In this volume, we will take L1 () to consist of complexvalued -integrable functions.
Definition 12.3.12. If is a positive Borel measure on R, then L1 () consists of -integrable functions f : R C. The L1 -norm of f L1 () is
Z
kf k1 =
|f | d.

12.3 Positive Measures and Integration

437

There are many other notations commonly used to denote L1 (), including
L (d), L1 (R; ), or L1 (R; d).
Note the implicit dependence of the notation kf k1 on .
R When we need
to emphasize the dependence on , we will write kf k1, = |f | d.
1

Theorem 12.3.13. If we identify functions in L1 () that are equal -a.e.,

then k k1 is a norm on L1 (), and L1 () is complete with respect to this
norm.

As for Lebesgue measure, the following result is one of the most useful
convergence theorems.
Theorem 12.3.14 (Dominated Convergence Theorem). Let be a positive Borel measure on R. Let {fn }nN be a sequence of Borel measurable
functions on R such that:
(a) fn (x) f (x) for -a.e. x, and
(b) there exists g L1 () such that |fn (x)| g(x) -a.e. for every n.
Then fn converges to f in L1 -norm, i.e.,
Z
lim kf fn k1 = lim
|f fn | d = 0.
n

Consequently, limn

fn d =

f d.

Problems
12.3.15. Show that if f is Borel measurable and a R, then
Characterize L1 (a ).

f da = f (a).

12.3.16. Let be a positive Borel measure

on R, and suppose that g 0
R
is Borel measurable. Show that (E) = E g d is a positive Borel measure,
R
R
and if f L1 (), then f d = f g d.

12.3.17. GivenPa positive Borel measure on R, let S be the set of all simple
N
functions = k=1 ck Ek such that (Ek ) < for each k. Show that S is
1
dense in L ().

12.3.18. Given a positive Borel measure on R, show that if fn f in

L1 () then there exists a subsequence such that fnk f pointwise a.e.
12.3.19. Let be a positive measure on N. Set w(k) = {k}. Show that if f =
R
P
(f (k))kN is a nonnegative sequence of scalars, then f d =
f (k) w(k).
Conclude that L1 () = 1w , the weighted 1 space defined in Problem 1.3.17.

438

12 Borel and Radon Measures on the Real Line

12.4 Signed Measures and Integration

We extend integration to signed measures by making use of the Jordan decomposition of the measure.
Definition 12.4.1. Let be a signed Borel measure on R, and let = +
be its Jordan decomposition. Assume
that
R
R f is a Borel measurable map
of R into either [, ] or C. If |f | d + , |f | d < , then we define
Z
Z
Z
+
f d =
f d f d .

Exercise 12.4.2. Let be a signed Borel measure on R. Show that if f : R

C is Borel measurable, then
Z
Z
Z
+

|f | d , |f | d <
|f | d|| < ,
and, in this case,

Z

Z


 f d 
|f | d||.



Definition 12.4.3. If is a signed Borel measure on R, then L1 () = L1 (||).

Thus, LR1 () consists of all Borel measurable functions f : R C such that
kf k1 = |f | d|| < .

Note that L1 () = L1 ( + ) L1 ( ).
The following exercise gives an important class of signed measures related
to a given positive Borel measure .
Exercise 12.4.4. Let be a positive Borel measure on R.
(a) Show that if f is a real, extended -integrable function, then
Z
(E) =
f d,
E B ,

(12.2)

defines a signed Borel measure.

R
R
R
(b) Show that + (E) = E f + d, (E) = E f d, and ||(E) = E |f | d.
Consequently, is bounded if and only if f L1 ().
Notation 12.4.5. We write d = f d to mean that is given by equation
(12.2). Sometimes it is convenient to instead write = f d.
The next exercise will show that if d = f d then is absolutely continuous with respect to in the following sense.
Definition 12.4.6 (Absolutely Continuous Measure). A signed Borel
measure is absolutely continuous with respect to a positive Borel measure ,
denoted , if

12.4 Signed Measures and Integration

E B ,

439

(E) = 0 = (E) = 0.

Exercise 12.4.7. Show that the measures , defined in Exercise 12.4.4

satisfy .
Now we come to a major structure result for -finite signed measures.
Theorem 12.4.8 (LebesgueRadonNikodym Theorem). Let be a
-finite signed measure and let be a -finite positive measure on R.
(a) There exist unique -finite signed Borel measures , such that
= + ,

(b) There exists a real, extended -integrable function f such that d = f d,

i.e.,
= f d + .
(c) If we also have = fed + where fe is a real, extended -integrable
function, then fe = f -a.e.

We refer to = + as the Lebesgue decomposition of with respect to

the measure .
Corollary 12.4.9 (RadonNikodym Theorem). If is a -finite signed
measure and is a -finite positive measure such that , then there
exists a real, extended -integrable function f such that d = f d. Any two
functions which have this property are equal -a.e.
Definition 12.4.10 (RadonNikodym Derivative). The function f given
in Corollary 12.4.9 is called the RadonNikodym derivative of with respect
d
d
. With this notation we have d = d
d. The
to , often denoted f = d
RadonNikodym derivative is unique up to sets of -measure zero.
Note that if d = f d, then Exercise 12.4.4 implies that d|| = |f | d.
Exercise 12.4.11. Let be a -finite signed measure, and let , be -finite
positive measures. Show that
and = .
Further, if d = f d and d = g d, then d = f g d.

Remark 12.4.12. The measure is not absolutely continuous with respect to

Lebesgue measure. Assuming a willing suspension of belief for the moment,
if we did have dx (which we do not), then there would exist
R a function
(x) such that d = (x) dx. By Problem 12.3.15 we know that f d = f (0),
so this means that we would have

440

12 Borel and Radon Measures on the Real Line

f (0) =

f d =

f (x) (x) dx.

Although there
is no such function (x), it is common to abuse notation
R
and write f (x) (x) dx = f (0), even though what is really meant with
these symbols is integration of Rf with respect
to the measure, which in our
R
notation should be written as f d or f (x) d(x).

The following exercise suggests why the terminology absolute continuity

is used in connection with the relation .

Exercise 12.4.13. Let be a bounded signed Borel measure and a positive

Borel measure on R. Prove that if and only if
> 0,

> 0 such that E B ,

(E) < = |(E)| < .

Problems
12.4.14. Let = + be the Jordan decomposition of a signed Borel
measure , and let R = P N be an associated Hahn decomposition. Show
that d + = P d, d = N d, and d|| = (P N ) d.
12.4.15. Show that if is a signed Borel measure, then

Z



||(E) = sup  f d  : |f | 1 .
E

12.4.16. Show that if is a signed Borel measure and a positive Borel

measure such that and , then = 0.
12.4.17. Given a signed Borel measure and a positive Borel measure ,
show that
|| + , .

12.4.18. Let denote counting measure on R (see Exercise 12.2.6).

(a) Prove that if f : R [0, ] is Borel measurable, then
Z


X
N
f (xj ) : N N, xj R .
f d = sup
j=1

(b) Prove that dx , but dx 6= f d for any function f.

(c) Prove that has no Lebesgue decomposition with respect to dx, i.e., there
do not exist signed measures and such that = + , dx, and
dx.

12.5 Complex Measures

441

12.5 Complex Measures

Next we expand the class of measures by allowing them to be complex-valued.
Definition 12.5.1 (Complex Measure). A function : B C is a complex Borel measure on R, or simply a complex measure, if
(a) () = 0,
(b) if E1 , E2 , . . . are finitely or countably many disjoint Borel sets, then
S 
X
(Ek ).

Ek =
k

Note that for a complex measure we have |(E)| < for every Borel
set E. The following exercise shows that a complex measure is bounded.
Exercise 12.5.2. Let be a complex Borel measure. For E B , define
r (E) = Re((E)) and i (E) = Im((E)). Show that r , i are bounded
signed measures, and for any E B we have
|(E)| |r (E)| + |i (E)| |r |(R) + |i |(R).
Conclude that is bounded in the sense that supEB |(E)| < .

We refer to the measures r , i as the real and imaginary parts of ,

respectively.
Definition 12.5.3. If is a complex Borel measure on R, then we define
L1 () = L1 (r ) L1 (i ) = L1 (|r |) L1 (|i |). Given f L1 (), we define
Z
Z
Z
f d =
f dr + i f di .

Definition 12.5.4 (Absolutely Continuous Measure). A complex Borel

measure is absolutely continuous with respect to a positive Borel measure ,
denoted , if
E B ,

(E) = 0 = (E) = 0.

Equivalently, if we have both r and i .

Exercise 12.5.5. Let be a positive Borel measure on R,

R and suppose that
g L1 (). Show that if we define d = g d (i.e., (E) = E g d for E B ),
then is a complex Borel measure and .
Definition 12.5.6 (Singular Measures). A complex Borel measure is
singular with respect to another complex Borel measure , denoted , if
r r ,

r i ,

i r ,

i i .

442

12 Borel and Radon Measures on the Real Line

Next we give an important structure theorem for complex measures (compare Theorem 12.4.8 for the case of signed measures).
Theorem 12.5.7 (LebesgueRadonNikodym Theorem). Let be a
complex Borel measure on R, and let be a -finite positive measure on R.
Then there exists a function f L1 () and a complex Borel measure such
that
= f d + , .
(12.3)
e where fe L1 (d) and
e , then
e = and
If we also have = fed +
fe = f -a.e.

We will need the following exercise in order to define the total variation
of a complex measure.
Exercise 12.5.8. Let be a complex Borel measure on R, and define =
|r | + |i |, so is a positive bounded Borel measure. Show there exists a
function f L1 () such that d = f d.
The total variation of a complex measure is a little more awkward to define
than it is for a signed measure. By Exercise 12.5.8, we know that if is a
complex measure, then there exists at least one positive measure and one
function f L1 () such that d = f d. We will define the total variation of
to be the measure d|| = |f | d, but of course we need to know that this is
well-defined. The following theorem shows that this definition is independent
of the choice of and f.
Theorem 12.5.9. Let be a complex Borel measure on R. If 1 , 2 are
bounded positive measures and f1 L1 (1 ), f2 L1 (2 ) are such that
f1 d1 = d = f2 d2 , then |f1 | d1 = |f2 | d2 .
Proof. Define = 1 + 2 . Then since 1 , there exists a function
g1 L1 () such that d1 = g1 d. Likewise, there exists some g2 L1 ()
such that d2 = g2 d. Because 1 , 2 , 0, we have g1 , g2 0 -a.e.
Thus, we have d = f1 d1 and d1 = g1 d. Exercise: Show that Exercise
12.4.11 generalizes to complex measures, and use this to show that d =
f1 g1 d an d = f2 g2 d (see also Problem 12.3.16).
The uniqueness statement in the LebesgueRadonNikodym Theorem
therefore implies that f1 g1 = f2 g2 -a.e. Consequently,
|f1 | g1 = |f1 g1 | = |f2 g2 | = |f2 | g2 -a.e.,
and hence
|f1 | d1 = |f1 | g1 d = |f2 | g2 d = |f2 | d2 .

Definition 12.5.10 (Total Variation of a Complex Measure). Let

be a complex Borel measure on R. Then the total variation || of is the

12.5 Complex Measures

443

positive measure d|| = |f | d, where is any positive measure and f is any

function in L1 () such that d = f d.
Next we give some properties of complex measures.
Exercise 12.5.11. Let be a complex Borel measure on R. Show that the
following statements hold.
(a) |(E)| ||(E) for all E B .
(b) ||, and there exists a function g such that |g| = 1 ||-a.e. and
d = g d||.
R
 R
(c) If f L1 (), then  f d  |f | d||.

The representation d = g d|| in part (b) of the preceding exercise is

called the polar decomposition of .
The following equivalent reformulations of the total variation measure are
often easier to employ in practice than Definition 12.5.10.
Exercise 12.5.12. Let be a complex Borel measure on R. Prove the following equivalent characterizations of ||.
X

n
n
S
(a) ||(E) = sup
Ek disjointly .
|(Ek )| : n N, Ek B , E =
k=1

k=1

X


S
(b) ||(E) = sup
Ek disjointly .
|(Ek )| : Ek B , E =
k=1

k=1

Z



(c) ||(E) = sup  f d  : |f | 1 ||-a.e. .

Exercise 12.5.13. Show that if is a complex measure, then E B is a

null set for if and only if ||(E) = 0.
For a complex measure , we say that a property holds -almost everywhere
if it holds except on a null set for . Thus -almost everywhere is the same
as ||-almost everywhere.
The space Mb (R) of all complex Borel measures is a Banach space.
Definition 12.5.14 (Space of Complex Borel Measures). We set


Mb (R) = : is a complex Borel measure on R ,

and define the norm of a complex measure to be

kk = ||(R).

(12.4)

Exercise 12.5.15. Show that k k as defined in equation (12.4) is a norm on

Mb (R), and Mb (R) is a Banach space with respect to this norm.
We identify some particular subspaces of Mb (R).

444

12 Borel and Radon Measures on the Real Line

Exercise 12.5.16. Show that if be a positive

R Borel measure on R and
d = f d where f L1 (), then kk = kf k1 = |f | d.

Consequently, if is a positive measure, then L1 () Mb (R). More precisely, if we define dg = g d for each g L1 (), then Exercise 12.5.16
shows that T : g 7 g is an isometric embedding of L1 () into Mb (R). If
is -finite, then range(T ) = { Mb (R) : }. In particular, Lebesgue
measure is a positive Borel measure, and hence if we identify f L1 (R) with
f dx Mb (R), then L1 (R) Mb (R).
Definition 12.5.17. The space of bounded discrete Borel measures is



X
X
Md (R) = Mb (R) : =
ck ak , distinct ak R,
|ck | < .
k=1

k=1

Exercise 12.5.18.
P Show that Md (R) is a closed subspace of Mb (R), and the
norm of = k=1 ck ak Md (R) is
kk =

|ck |.

k=1

Problems
12.5.19. Let be a positive Borel measure on R,
that g L1 ().
R and suppose
R
1
Define = g d. Show that if f L () then f d = f g d.

12.5.20. Show that if is a complex Borel measure, then

|r |, |i | || |r | + |i | = r+ + r + i+ + i ,
and L1 () = L1 (||).
12.5.21. Show that if is a complex Borel measure and (R) = ||(R), then
= ||.
12.5.22. Let be a complex Borel measure and a positive Borel measure.
Show that if and only if || .
12.5.23. Let be a complex Borel measure. Define the complex conjugate
of by (E) = (E) for E B . Show that is a complex measure,
R
R
L1 () = L1 (
), and f (x) d
(x) = f (x) d(x) for f L1 ().

12.5.24. Extend the Dominated Convergence Theorem to complex Borel

measures: Show that if Mb (R), fn , f are Borel measurable, fn (x) f (x)
1
for -a.e. x, and
 Ra function g L () such that |fn (x)| g(x)
R there exists


-a.e., then (f fn ) d |f fn | d|| 0.

12.6 Fubini and Tonelli for Borel Measures

445

12.5.25. Given a complex measure on N, find an explicit description of ||.

12.5.26. Show that 7 ({k})kN is an isometric isomorphism of Mb (N)
onto 1 (N). Thus Mb (N)
= 1 (N). Compare Exercise 9.5.11.

12.6 Fubini and Tonelli for Borel Measures

In this section we will state Fubinis and Tonellis theorems for Borel measures. The definition of measurability on R2 is analogous to the definition for
R.
Definition 12.6.1. (a) The Borel -algebra on R2 is the smallest -algebra
of subsets of R2 that contains all the open subsets of R2 .
(b) A function F : R2 C is Borel measurable if
E C is a Borel set = F 1 (E) R2 is a Borel set.
(c) A function F : R2 [, ] is Borel measurable if
E [, ] and E R is a Borel set
= F 1 (E) R2 is a Borel set.

Tonellis and Fubinis Theorems apply to all -finite positive measures.

Theorem 12.6.2 (Tonellis Theorem). Let , be -finite positive Borel
measures on R. If F : R2 [0, ] is Borel measurable, then the following
statements hold.
(a) Fx (y) = F (x, y) is Borel measurable for every x R.
(b) F y (x) = F (x, y) is Borel measurable for every y R.
R
(c) g(x) = Fx (y) d(y) is Borel measurable.
R
(d) h(y) = F y (x) d(x) is Borel measurable.


Z Z
Z Z
(e)
F (x, y) d(x) d(y) =
F (x, y) d(y) d(x).
Theorem 12.6.3 (Fubinis Theorem). Let , be -finite positive measures on R. If F : R2 [, ] or F : R2 C is Borel measurable and
ZZ
|F (x, y)| d(x) d(y) < ,
(12.5)
then the following statements hold.
(a) Fx (y) = F (x, y) is Borel measurable and -integrable for -a.e. x R.
(b) F y (x) = F (x, y) is Borel measurable and -integrable for -a.e. y R.

446

12 Borel and Radon Measures on the Real Line

(c) g(x) =

Fx (y) d(y) is Borel measurable and -integrable.

(d) h(y) = F y (x) d(x) is Borel measurable and -integrable.



Z Z
Z Z
(e)
F (x, y) d(x) d(y) =
f (x, y) d(y) d(x).
Although stated for positive measures, Fubinis Theorem extends to signed
and complex measures. Suppose that , are -finite signed measures and
F : R2 [, ] is a Borel measurable function that satisfies
ZZ
|F (x, y)| d||(x) d||(y) < .
(12.6)
Then by breaking and into positive and negative parts and applying
Fubinis theorem to each of those parts, we see that the conclusions of Fubinis
Theorem hold for F. Likewise, if , are complex measures (hence bounded)
and F : R2 C is measurable, by breaking into real and imaginary parts
we again see that the conclusions of Fubinis Theorem hold if F satisfies
equation (12.6).

12.7 Radon Measures

Now we introduce Radon measures on the real line. Radon measures can be
defined on any locally compact Hausdorff space, but because we are only
dealing with the real line, certain simplifications occur. Most of these are due
to the fact that R is -compact, i.e., it can be written as a countable union
of compact sets.
Definition 12.7.1 (Radon Measures). Let be a positive Borel measure
on R.


(a) is outer regular on E B if (E) = inf (U ) : U E, U open .


(b) is inner regular on E B if (E) = sup (K) : K E, K compact .
(c) If is both inner and outer regular on every Borel set, then is regular.
(d) is locally finite if (K) < for every compact set K R.
(e) is a Radon measure on R if
i. is locally finite,
ii. is outer regular on all Borel sets, and
iii. is inner regular on every open set.
Although every Radon measure is positive by definition, we sometimes
emphasize this fact by writing positive Radon measure.
On the real line, the distinction between Borel and Radon measures is not
very significant. In fact, we will see that is a Radon measure on R if and

12.7 Radon Measures

447

only if is a locally finite positive Borel measure on R. However, on domains

other than Euclidean space, the distinction becomes more important, and we
refer to [Fol99] for complete details.
The first step in showing the equivalence of Radon measures with locally
finite Borel measures is the following result.
Theorem 12.7.2. Every Radon measure on R is regular.
Proof. By definition, a Radon measure is outer regular, so we just have to
show that it is inner regular on every Borel set.
Suppose first that E is a Borel set with (E) < , and choose any > 0.
Since is outer regular on E, there exists an open set U E such that
(E) (U ) < (E) + . As U is open and is inner regular on open sets,
there exists a compact set F U such that (F ) > (U ) .
Now, since E has finite measure, (U \E) = (U ) (E) < . Also,
is outer regular on U \E, so there exists an open set V U \E such that
(V ) < .
Set K = F \V. Then K is compact, K E, and
(K) = (F ) (F V ) > (U ) (V ) > (E) 2.
Hence is inner regular on any Borel set E that has finite measure.
Now suppose that E is a Borel set with (E) = . Define Ek = E[k, k].
Then, since is locally finite, (Ek ) is finite. Further, E1 E2 and
E = Ek , so limk (Ek ) = (E) = by Theorem 12.3.1. Hence given
R > 0, there exists a k such that (Ek ) > R. Since is inner regular on Ek ,
there exists a compact set K Ek such that (K) > R. Hence


sup (K) : K E, K compact = = (E),

so is inner regular on E.

The fact that the real line is -compact, i.e., is a union of countably many
compact sets, is clearly an important ingredient of the preceding proof. On
a general space, a Radon measure will be inner regular on any subset that is
-finite.
We state the following useful property of Radon measures without proof.
Theorem 12.7.3 (Luzins Theorem). Let
be a Radon measure on R. If
f : R C is Borel measurable and {f 6= 0} < , then for every > 0,
there exists a function Cc (R) such that


{f 6= } < .

Further, if f is bounded, then can be chosen so that

sup |(x)| sup |f (x)|.
xR

xR

448

12 Borel and Radon Measures on the Real Line

Problems
12.7.4. Show that if is a Radon measure, then Cc (R) is a dense subspace
of L1 ().
12.7.5. Since every subset of N is open, every positive measure on N is
a Borel measure. Show that is locally finite if and only if {k} < for
all k N, and the Radon measures on N are precisely the locally finite
positive measures on N.

12.8 The Riesz Representation Theorem for Positive

Functionals on Cc(R)
In this section we will discuss one form of the Riesz Representation Theorem. This version proves an equivalence between Radon measures and positive
linear functionals on Cc (R). While this theorem is only concerned with positive measures and positive functionals, in Section 12.10 we will see a second
Riesz Representation Theorem that deals with complex Radon measures and
bounded functionals.
In this section we deal both with measures and functionals. Typically, we
will let denote a functional and a measure. In keeping with Notation 9.5.5,
we write hf, i to denote the action of a linear functional : Cc (R) C on
a vector f Cc (R). Further, hf, i is a sesquilinear form, linear in f but
antilinear in .
Each (positive) Radon measure on R induces an associated linear functional on Cc (R) by the formula
Z
hf, i =
f d,
f Cc (R).
(12.7)
This example immediately raises several questions, which we will address in
this section. First, is the functional defined in equation (12.7) continuous on
Cc (R)? Of course, continuity is not even defined until we specify the topology
on Cc (R), and, as it turns out, there is more than one natural choice.
Second, once we specify the topology on Cc (R), does every continuous
linear functional on Cc (R) have the form given in equation (12.7)? In other
words, can we characterize the dual space of Cc (R)? This question also requires some refinement, since we have specified that Radon measures are
positive measures, whereas if we let be a complex measure then we can still
define a functional by equation (12.7).
To address these questions, we will discuss two particular topologies on
Cc (R).

12.8 The Riesz Representation Theorem for Positive Functionals on Cc (R)

449

12.8.1 Topologies on Cc(R)

Since we wish to study the continuity of linear functionals on Cc (R), we
must specify a topology or a convergence criterion on Cc (R). The following
examples give two natural choices.
Example 12.8.1 (The Uniform Topology). Cc (R) is a normed space with respect to the topology induced by the uniform, or L , norm. A linear functional on Cc (R) is continuous with respect to the uniform topology if and
only if it is bounded with respect to the L norm. That is, is continuous
if and only if there exists a constant C > 0 such that
|hf, i| C kf k ,

all f Cc (R).

(12.8)

Since Cc (R) is a dense subspace of the Banach space C0 (R), Exercise 9.1.18
implies that such a has a unique extension to a bounded linear functional
on all of C0 (R), and we also refer to this extension as .
Example 12.8.2 (The Inductive Limit Topology). For each compact set K
R, define


C(K) = f Cc (R) : supp(f ) K .

Each of the spaces C(K) is a Banach space with respect to the uniform norm.
Further, as a set,

S
C(K) : K R, K compact .
Cc (R) =

We can define a topology on Cc (R) by declaring that a function f is continuous on Cc (R) if and only if for each compact K the restriction of f to C(K)
is continuous with respect to the L -norm on C(K).
In particular, a linear functional : Cc (R) C is continuous with respect
to this topology if and only if |C(K) : C(K) C is continuous for each
compact set K. Since C(K) is a normed space, this happens if and only if
each restriction |C(K) is bounded with respect to the norm on C(K), which
means that there exists a constant CK > 0 such that
|hf, i| CK kf k ,

all f C(K).

(12.9)

However, unlike the boundedness statement with respect to the uniform

topology given by equation (12.8), which has a single constant C, the constants CK in equation (12.9) can depend on the compact set K.
In technical language, this topology on Cc (R) is the inductive limit of the
topologies (C(K), k k ) over compact K, and hence we will refer to it as
the inductive limit topology on Cc (R). This type of topology is also discussed
in Section 14.6, and we refer to [Con90] or [Rud91] for definition of the open
sets and complete details on inductive limit of topologies.

450

12 Borel and Radon Measures on the Real Line

The following definition makes precise the convergence criterion on Cc (R)

corresponding to each of these two topologies.
Definition 12.8.3. Let {fn } be a sequence of functions in Cc (R).
(a) We say that fn converges to f uniformly if kf fn k 0 as n . In
this case, we write fn f uniformly.
(b) We say that fn converges to f in Cc (R) if there exists a compact set K
such that supp(fn ) K for all n, and kf fn k 0 as n . In this
case, we write fn f in Cc (R).
Note that
fn f in Cc (R) = fn f uniformly .

(12.10)

However, the converse implication does not hold in general, so these are
two distinct topologies on Cc (R). Equation (12.10) implies that the uniform
topology on Cc (R) is weaker than the inductive limit topology.
In this section we focus on Radon measures (which by definition are positive but possibly unbounded) and positive linear functionals on Cc (R). For
these results it is the inductive limit topology on Cc (R) that will be important.
In contrast, in Section 12.10 we will consider complex Radon measures (which
are necessarily bounded) and corresponding linear functionals on Cc (R), and
there it will be the L -topology on Cc (R) that will be important.

12.8.2 Positive Linear Functionals on Cc(R)

The next exercise shows that every Radon measure, bounded or unbounded,
induces a linear functional on Cc (R) that is continuous with respect to the
inductive limit topology on Cc (R). Further, this functional is positive in the
following sense.
Definition 12.8.4. A functional : Cc (R) C is positive if hf, i 0 for
all f Cc (R) with f 0.
Exercise 12.8.5. Let be a Radon measure on R. Define : Cc (R) C by
Z
hf, i =
f d, f Cc (R).
(a) Show that is a positive linear functional on Cc (R).
(b) Show that |C(K) : C(K) R is continuous for every compact set K R,
i.e.,
compact K R, CK > 0 such that
f C(K) = |hf, i| CK kf k .

(12.11)

12.8 The Riesz Representation Theorem for Positive Functionals on Cc (R)

451

The preceding exercise shows that those positive linear functionals on

Cc (R) that are induced from Radon measures are continuous with respect
to the inductive limit topology on Cc (R). Next we will show that every positive linear functional on Cc (R) is continuous with respect to the inductive
limit topology on Cc (R).
Theorem 12.8.6. If : Cc (R) C is a positive linear functional on Cc (R),
then is continuous on Cc (R) with respect to the inductive limit topology.
That is, |C(K) : C(K) C is continuous for each compact set K R.
Proof. Given a compact set K, Urysohns Lemma (Theorem 2.9.2) implies
that there exists a function K Cc (R) such that K 0 and K = 1 on K.
Suppose that f C(K) is real-valued. Then
|f (x)| = |f (x)| K (x) kf k K (x),

x R.

Hence kf k K f 0, so


0 kf k K f, = kf k hK , i hf, i.

Consequently,

|hf, i| hK , i kf k .
Now let f C(K) be arbitrary. Then
|hf, i| |hRe(f ), i| + |hIm(f ), i| 2 hK , i kf k ,
so the result follows with CK = 2 hK , i.

Although we will not prove it, the Riesz Representation Theorem completes the characterization of positive linear functionals on Cc (R): Every
positive linear functional on Cc (R) is induced from a Radon measure.
Theorem 12.8.7 (Riesz Representation Theorem I). If : Cc (R)
C is a positive linear functional, then there exists a unique positive Radon
measure on R such that
Z
hf, i =
f d, f Cc (R).
Moreover, if U R is open, then


(U ) = sup hf, i : f Cc (R), 0 f 1, supp(f ) U ,
and if K R is compact then


(K) = inf hf, i : f Cc (R), f K .

Thus, Radon measures and positive linear functionals on Cc (R) are equivalent. Therefore, we often use the same symbol
R to represent a Radon measure
and the positive functional f 7 hf, i = f d that it induces.

452

12 Borel and Radon Measures on the Real Line

Problems
12.8.8. This problem will show that the locally finite positive measures on
N (which by Problem 12.7.5 are precisely the Radon measures on N) are in
1-1 correspondence with the positive linear functionals on c00 .
(a) Give the convergence criterion corresponding to the inductive limit
topology on c00 .
P (b) Show that if is a positive locally finite measure on N, then hf, i =
f (k) {k} defines a positive linear functional on c00 that is continuous with
respect to the inductive limit topology on c00 .
(c) Show that if is a positive linear functional on c00 , then there exists
a
unique
sequence of nonnegative scalars w = (wk )kN such that hf, i =
P
f (k) wk for f c00 . Show there is a unique locally finite positive measure
on N such that wk = {k} for every k.

12.9 The Relation Between Radon and Borel Measures

We will use the Riesz Representation Theorem to show that every locally
finite positive Borel measure on R is a Radon measure (the converse holds
by definition). First we need a lemma.
Lemma 12.9.1. If is a -finite Radon measure and E B , then for every
> 0 there exists an open set U and a closed set F such that
F EU

and

(U \F ) < .

Proof. Since is -finite, there exist disjoint sets Ek B with (Ek ) <
such that E = Ek . Since is outer regular, there exist open sets Uk Ek
such that (Uk \Ek ) < 2k1 . Then U = Uk is open, U E, and
(U \E)

(Uk \Ek )

k=1

.
2

Since E C = R\E is a Borel set, we can apply the same argument to E C to

find an open set V E C such that (V \E C ) 2 . Then F = V C is closed,
F E, and (E\F ) = (V \E C ) 2 . Therefore
(U \F ) (U \E) + (E\F )

+
= .
2 2

Now we complete our characterization of Radon measures on the real line.

Theorem 12.9.2. The class of Radon measures on R coincides with the class
of locally finite positive Borel measures on R.

12.9 The Relation Between Radon and Borel Measures

453

Proof. By definition, if is a Radon measure, then it is a locally finite positive

Borel measure.
Conversely, suppose that is a locally finite positive Borel measure.
We will show that is regular, andR hence is a Radon measure. Since
Cc (R) L1 (), we can define hf, i = f d for f Cc (R), and this defines
a positive linear functional on Cc (R). The Riesz Representation Theorem
(Theorem 12.8.7) therefore implies that there exists a Radon measure such
that hf, i = hf, i for f Cc (R).
S
Now let U be any open subset of R. Then we can write U =
j=1 Kj
where each Kj is compact. We claim that there exist functions
S fn Cc (R)
with 0 fn 1 and supp(fn ) U such that fn = 1 on nj=1 Kj and on
Sn1
j=1 supp(fn ).

To prove this, we proceed by induction. For n = 1, Urysohns Lemma

(Theorem 2.9.2) implies that there exists a function f1 Cc (R) that satisfies
0 f1 1, supp(f1 ) U, and f1 = 1 on K1 .
Assume that f1 , . . . , fn have been constructed satisfying the required properties. Then since
n+1   n

S S
S
F =
supp(fj )
Kj
j=1

j=1

is a compact subset of U, by Urysohns Lemma we can find a function fn+1

Cc (R) such that 0 fn+1 1, supp(fn+1 ) U, and fn+1 = 1 on F. This
completes the induction.
By construction, the sequence {fn }nN is monotone increasing and fn
converges pointwise to U as n . Applying the Monotone Convergence
Theorem to both and , we see that
Z
Z
Z
Z
U d = lim
U d = (U ).
(U ) =
fn d = lim
fn d =
n

Thus and agree on all the open sets.

Now let E be any Borel set, and choose > 0. By Lemma 12.9.1, there exist
an open set U and a closed set F such that F E U and (U \F ) < .
Since U \F is open, and assign it the same measure, so (U \F ) < .
Therefore
(U ) = (U \F ) + (F ) + (E).


Thus (E) = inf (U ) : U E, U open , so is outer regular on every
Borel set.
Additionally,
(E) = (F ) + (E\F ) (F ) + .
Although F need not be compact, if we define Fk = F [k, k] then Fk
is compact and (Fk ) (F ). If (E) < , then there exists a k such

454

12 Borel and Radon Measures on the Real Line

that (Fk ) (F ) , and hence (Fk ) (E) 2. If (E) = , then

(F ) = as
 well, and so (Fk ) . In either case, we conclude that
(E) = sup (K) : K E, K compact , so is inner regular on every
Borel set.
Thus is regular, and hence is a Radon measure. In fact, by the uniqueness
statement in the Riesz Representation Theorem, we actually have = .

Corollary 12.9.3. The following statements are equivalent.

(a) is a locally finite positive Borel measure on R.
(b) is a regular locally finite positive Borel measure on R.
(c) is a Radon measure on R.
The following statements are also equivalent.
(a) is a bounded positive Borel measure on R.
(b) is a regular bounded positive Borel measure on R.
(c) is a bounded Radon measure on R.
More general domains on which the class of complex Borel measures coincides with the class of complex Radon measures are discussed in [Fol99].

Problems
12.9.4. Show that if is a Radon measure and f L1 () with f 0, then
f d is a Radon measure.

12.10 The Dual of C0 (R)

In this section we will see that the dual space of C0 (R) can be identified with
the space of complex Radon measures on the real line.
Radon measures, as discussed so far, are positive by definition. We extend
the definition to signed and complex measures in the expected manner.
Definition 12.10.1. A signed Borel measure on R is a signed Radon measure on R if its positive and negative parts + , are Radon measures.
A complex Borel measure on R is a complex Radon measure on R if its
real and imaginary parts r , i are signed Radon measures.
Because of the properties of the real line, these notions simplify as follows.
Lemma 12.10.2. The following statements are equivalent.
(a) is a bounded signed Borel measure on R.

12.10 The Dual of C0 (R)

455

(b) is a bounded signed Radon measure on R.

The following statements are also equivalent.
(a) is a complex Borel measure on R.
(b) is a complex Radon measure on R.
Proof. A measure is a bounded signed Borel measure if and only if + ,
are bounded positive Borel measures. By Theorem 12.9.2, this happens
if and only if + , are bounded Radon measures, which is equivalent to
being a bounded signed Radon measure.
A similar argument applies to complex measures, noting that all complex
measures are bounded by Exercise 12.5.2.

Consequently, the Banach space Mb (R) of all complex Borel measures on R

introduced in Definition 12.5.14 coincides with the space of all complex Radon
measures on R. For domains other than R, the distinction between these two
spaces can be important.
The next exercise shows that if is a complex Radon measure (therefore
bounded), then induces a linear functional on Cc (R) that is continuous
with respect to the uniform topology. Hence this linear functional extends to
a continuous linear functional on C0 (R).
Exercise 12.10.3. Assume that is a complex Radon measure, and let
be the complex conjugate measure defined in Problem 12.5.23. Define a functional on Cc (R) by
Z
hf, i =
f d
,
f Cc (R).
(12.12)
In equation (12.12), we have used the complex conjugate measure in order
to make the form hf, i antilinear in . Prove the following statements.
(a) is bounded on Cc (R) with respect to the L -norm, and
|hf, i| kf k kk,

f Cc (R),

(12.13)

where kk = ||(R) is the norm of the measure .

(b) The operator norm of is kk = ||(R) = kk.
(c) extends to a bounded linear
R functional on C0 (R), and this functional is
defined by the rule hf, i = f d
for f C0 (R).

To motivate the Riesz Representation Theorem for complex measures on R,

recall Exercise 9.5.11, which shows that c0
= 1 , and Problem 12.5.26, which
1

shows that Mb (N) = . Combining those two problems we see that, in the
discrete setting, the dual of c0 is the space of complex Radon measures on N:
c0
= Mb (N).

456

12 Borel and Radon Measures on the Real Line

Although we will not prove it, the Riesz Representation Theorem states that
an analogous characterization holds on the real line.
Theorem 12.10.4 (Riesz Representation Theorem II). Given a measure Mb (R), define : C0 (R) C by
Z
hf, i =
f d
,
f C0 (R).
Then T : 7 is an antilinear isometry of Mb (R) onto C0 (R) .

Thus, C0 (R)
= Mb (R). We often write C0 (R) = Mb (R), meaning equality in the sense of the identification given in Theorem 12.10.4. Since Cc (R)
is dense in C0 (R) with respect to the uniform topology, this implies that
Cc (R)
= Mb (R). A complementary development of complex Radon measures could have started by declaring a complex Radon measure to be an
element of the dual space of Cc (R) or C0 (R) with respect to the uniform
topology. We could go further in this direction and declare the space of unbounded complex Radon measures to be the dual space of Cc (R) with respect
to the inductive limit topology. Indeed, Theorem 12.8.7 shows that the positive Radon measures correspond exactly to the positive linear functionals on
Cc (R) that are continuous with respect to the inductive limit topology.

Problems
12.10.5. Show directly that if is an unbounded Radon measure on R, then
there exist functions fn Cc (R) with fn 0 and kfn k 1 such that
hfn , i as n .
w

12.10.6. Given fn , f C0 (R), show that fn f if and only if sup kfn k <
and fn (x) f (x) pointwise for each x R (weak convergence of sequences
is discussed in Section 11.7).