Riesz Theorem
Posted: November 27th, 2011, 10:34 am
by sreeharimenon
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
Riesz Theorem
Posted: November 27th, 2011, 11:32 am
by Cuchulainn
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.