Define a Radon measure on $[0,1]$ using linear functionals

borel-measuresmeasure-theoryreal-analysis

I am confused when showing the following thing, which seems a bit like the Riesz representation theorem to me.

Let $\mathcal{C}^1([0,1];\mathbb{R})$ denote the space of continuously differentiable functions on $[0,1]$ with real images. It is endowed with norm $$\|f\| := \sup_{x\in[0,1]}|f(x)| + \sup_{x\in[0,1]}|f'(x)|$$
Show that for all continuous linear functionals $L$ on $(\mathcal{C}^1([0,1];\mathbb{R}), \|\cdot\|)$, there exists a Randon measure (Borel measure that are finite on all compact set) $\mu$ on $[0,1]$ and constant $K\in\mathbb{R}$ s.t. $$\forall f\in \mathcal{C}^1([0,1];\mathbb{R}), L(f) = \int_{[0,1]}f' d\mu + Kf(0)$$.

I am not sure how the continuity of the linear functional is involved in showing this statement and I am also wondering how the proof should be different from the proof of Reisz theorem.
Thanks!

Best Answer

Let $m$ denote Lebesgue measure. Define a functional $\Phi$ on $C([0,1])$ by $$ \Phi(f)=L\left(x\mapsto \int_0^x fdm\right) $$ This makes sense, because the function $x\mapsto \int_0^x fdm$ is in $C^1$ whenever $f$ is continuous. Note that $\Phi$ is bounded (by $2\|L\|$). By the Riesz Representation Theorem, there is a Radon measure $\mu$ on $[0,1]$ such that $$ \Phi(f)=\int_0^1 f d\mu $$ for all $f\in C([0,1])$. Now, if $f\in C^1$, by the Fundamental Theorem of Calculus, $$ L(f)=L\left(\int_0^x f'dm-f(0)\right)=\Phi(f')-f(0)\Phi(1)=\int_0^1f'd\mu+Kf(0) $$ where $K=-f(1)$ (with $1$ being the constantly $1$ function). I'm performing a slight abuse of notation in writing $\int_0^x f'dm$ for the function $x\mapsto\int_0^x f'dm$.

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