In
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, the ba space
of an
algebra of sets
In mathematics, the algebra of sets, not to be confused with the mathematical structure of ''an'' algebra of sets, defines the properties and laws of sets, the set-theoretic operations of union, intersection, and complementation and the ...
is the
Banach space
In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vector ...
consisting of all
bounded
Boundedness or bounded may refer to:
Economics
* Bounded rationality, the idea that human rationality in decision-making is bounded by the available information, the cognitive limitations, and the time available to make the decision
* Bounded e ...
and finitely additive
signed measures on
. The norm is defined as the
variation
Variation or Variations may refer to:
Science and mathematics
* Variation (astronomy), any perturbation of the mean motion or orbit of a planet or satellite, particularly of the moon
* Genetic variation, the difference in DNA among individual ...
, that is
If Σ is a
sigma-algebra, then the space
is defined as the subset of
consisting of
countably additive measures. The notation ''ba'' is a
mnemonic for ''bounded additive'' and ''ca'' is short for ''countably additive''.
If ''X'' is a
topological space, and Σ is the sigma-algebra of
Borel sets in ''X'', then
is the subspace of
consisting of all
regular Borel measure
In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below.
F ...
s on ''X''.
Properties
All three spaces are complete (they are
Banach space
In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vector ...
s) with respect to the same norm defined by the total variation, and thus
is a closed subset of
, and
is a closed set of
for Σ the algebra of Borel sets on ''X''. The space of
simple functions on
is
dense in
.
The ba space of the
power set of the
natural numbers, ''ba''(2
N), is often denoted as simply
and is
isomorphic
In mathematics, an isomorphism is a structure-preserving mapping between two structures of the same type that can be reversed by an inverse mapping. Two mathematical structures are isomorphic if an isomorphism exists between them. The word is ...
to the
dual space
In mathematics, any vector space ''V'' has a corresponding dual vector space (or just dual space for short) consisting of all linear forms on ''V'', together with the vector space structure of pointwise addition and scalar multiplication by const ...
of the
ℓ∞ space.
Dual of B(Σ)
Let B(Σ) be the space of bounded Σ-measurable functions, equipped with the
uniform norm. Then ''ba''(Σ) = B(Σ)* is the
continuous dual space of B(Σ). This is due to Hildebrandt and Fichtenholtz & Kantorovich. This is a kind of
Riesz representation theorem which allows for a measure to be represented as a linear functional on measurable functions. In particular, this isomorphism allows one to ''define'' the
integral with respect to a finitely additive measure (note that the usual Lebesgue integral requires ''countable'' additivity). This is due to Dunford & Schwartz, and is often used to define the integral with respect to
vector measures, and especially vector-valued
Radon measures.
The topological duality ''ba''(Σ) = B(Σ)* is easy to see. There is an obvious ''algebraic'' duality between the vector space of ''all'' finitely additive measures σ on Σ and the vector space of
simple functions (
). It is easy to check that the linear form induced by σ is continuous in the sup-norm if σ is bounded, and the result follows since a linear form on the dense subspace of simple functions extends to an element of B(Σ)* if it is continuous in the sup-norm.
Dual of ''L''∞(''μ'')
If Σ is a
sigma-algebra and ''μ'' is a
sigma-additive
In mathematics, an additive set function is a function mapping sets to numbers, with the property that its value on a union of two disjoint sets equals the sum of its values on these sets, namely, \mu(A \cup B) = \mu(A) + \mu(B). If this additivity ...
positive measure on Σ then the
Lp space
In mathematics, the spaces are function spaces defined using a natural generalization of the Norm (mathematics)#p-norm, -norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue , although ...
''L''
∞(''μ'') endowed with the
essential supremum norm is by definition the
quotient space
Quotient space may refer to a quotient set when the sets under consideration are considered as spaces. In particular:
*Quotient space (topology), in case of topological spaces
* Quotient space (linear algebra), in case of vector spaces
*Quotient ...
of B(Σ) by the closed subspace of bounded ''μ''-null functions:
:
The dual Banach space ''L''
∞(''μ'')* is thus isomorphic to
:
i.e. the space of
finitely additive signed measures on ''Σ'' that are
absolutely continuous with respect to ''μ'' (''μ''-a.c. for short).
When the measure space is furthermore
sigma-finite then ''L''
∞(''μ'') is in turn dual to ''L''
1(''μ''), which by the
Radon–Nikodym theorem is identified with the set of all
countably additive ''μ''-a.c. measures.
In other words, the inclusion in the bidual
:
is isomorphic to the inclusion of the space of countably additive ''μ''-a.c. bounded measures inside the space of all finitely additive ''μ''-a.c. bounded measures.
References
*
Further reading
*
*
{{Functional analysis
Measure theory
Banach spaces