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sreeharimenon
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Joined: May 20th, 2010, 6:05 am

Riesz Theorem

November 27th, 2011, 10:34 am

Hi AllDoes anybody have an article or ny notes that can help me on this topic. I want to prove Riesz theorem on a finite probability space.RegardsSreehari
 
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Cuchulainn
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Joined: July 16th, 2004, 7:38 am

Riesz Theorem

November 27th, 2011, 11:32 am

Walter Rudin "Real and Complex Analysis" discusses the Riesz Representation Theorem in various spaces. edit: he proves when X is a locally compact Hausdorf space and the measure is a regular Borel. Here is a proof in Hilbert space ; it uses a lot of extra results from Functional Analysis.
Last edited by Cuchulainn on November 26th, 2011, 11:00 pm, edited 1 time in total.