The Riesz--Radon--Fr\'echet problem of characterization of integrals

V. K. Zakharov ; A. V. Mikhalev ; T. V. Rodionov

Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 65 (2010) no. 4, pp. 741-765

Résumé

This paper is a survey of results on characterizing integrals as linear functionals. It starts from the familiar result of F. Riesz (1909) on integral representation of bounded linear functionals by Riemann–Stieltjes integrals on a closed interval, and is directly connected with Radon's famous theorem (1913) on integral representation of bounded linear functionals by Lebesgue integrals on a compact subset of $\mathbb{R}^n$. After the works of Radon, Fréchet, and Hausdorff, the problem of characterizing integrals as linear functionals took the particular form of the problem of extending Radon's theorem from $\mathbb{R}^n$ to more general topological spaces with Radon measures. This problem turned out to be difficult, and its solution has a long and rich history. Therefore, it is natural to call it the Riesz–Radon–Fréchet problem of characterization of integrals. Important stages of its solution are associated with such eminent mathematicians as Banach (1937–1938), Saks (1937–1938), Kakutani (1941), Halmos (1950), Hewitt (1952), Edwards (1953), Prokhorov (1956), Bourbaki (1969), and others. Essential ideas and technical tools were developed by A. D. Alexandrov (1940–1943), Stone (1948–1949), Fremlin (1974), and others. Most of this paper is devoted to the contemporary stage of the solution of the problem, connected with papers of König (1995–2008), Zakharov and Mikhalev (1997–2009), and others. The general solution of the problem is presented in the form of a parametric theorem on characterization of integrals which directly implies the characterization theorems of the indicated authors. Bibliography: 60 titles.

Détail

Keywords: Radon measure, regular measure, Radon integral, symmetrizable functions, tight functional, bimeasures.