Recap
Let
Define
Theorem (from previous lecture):
Exercise: prove the
Definition (Support and )
Suppose
The support of
Define
Radon Measure
Suppose
is called a Radon measure if:
- (Local finiteness)
for every compact set . - (Inner regularity)
- (Outer regularity)
Examples
- If
is -compact and satisfies the above regularity properties, then is Radon. - Any finite measure on
with for every compact is Radon. - In particular, Lebesgue measure is Radon.
Also,
for Radon measures, since compact supports have finite measure.
Lemma (Cutoff Function)
Let
Then there exists a continuous function
Proof
For each
(possible by local compactness).
Since
Then
For any subset
Define
Since
By construction:
for (because ). for (because ).
Hence
and
Theorem
Let
Start of proof
Take
where
So