All three spaces are complete (they are Banach spaces) with respect to the same norm defined by the total variation, and thus c a ( Σ ) {\displaystyle ca(\Sigma )} is a closed subset of b a ( Σ ) {\displaystyle ba(\Sigma )} , and r c a ( X ) {\displaystyle rca(X)} is a closed set of c a ( Σ ) {\displaystyle ca(\Sigma )} for Σ the algebra of Borel sets on X. The space of simple functions on Σ {\displaystyle \Sigma } is dense in b a ( Σ ) {\displaystyle ba(\Sigma )} .
The ba space of the power set of the natural numbers, ba(2N), is often denoted as simply b a {\displaystyle ba} and is isomorphic to the dual space of the ℓ∞ space.
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 Hildebrandt4 and Fichtenholtz & Kantorovich.5 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,6 and is often used to define the integral with respect to vector measures,7 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 ( μ ( A ) = ζ ( 1 A ) {\displaystyle \mu (A)=\zeta \left(1_{A}\right)} ). 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.
If Σ is a sigma-algebra and μ is a sigma-additive positive measure on Σ then the Lp space L∞(μ) endowed with the essential supremum norm is by definition the quotient space 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 L1(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.
Dunford & Schwartz 1958, IV.2.15. - Dunford, N.; Schwartz, J.T. (1958). Linear operators, Part I. Wiley-Interscience. ↩
Dunford & Schwartz 1958, IV.2.16. - Dunford, N.; Schwartz, J.T. (1958). Linear operators, Part I. Wiley-Interscience. ↩
Dunford & Schwartz 1958, IV.2.17. - Dunford, N.; Schwartz, J.T. (1958). Linear operators, Part I. Wiley-Interscience. ↩
Hildebrandt, T.H. (1934). "On bounded functional operations". Transactions of the American Mathematical Society. 36 (4): 868–875. doi:10.2307/1989829. JSTOR 1989829. https://doi.org/10.2307%2F1989829 ↩
Fichtenholz, G.; Kantorovich, L.V. (1934). "Sur les opérations linéaires dans l'espace des fonctions bornées". Studia Mathematica. 5: 69–98. doi:10.4064/sm-5-1-69-98. https://doi.org/10.4064%2Fsm-5-1-69-98 ↩
Dunford & Schwartz 1958. - Dunford, N.; Schwartz, J.T. (1958). Linear operators, Part I. Wiley-Interscience. ↩
Diestel, J.; Uhl, J.J. (1977). Vector measures. Mathematical Surveys. Vol. 15. American Mathematical Society. Chapter I. ↩