Radon measure
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In mathematics, a Radon measure on a Hausdorff topological space X is a measure on the σ-algebra of Borel sets of X that is locally finite and inner regular.
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Motivation
A common problem is to find a good notion of a measure on a topological space that is compatible with the topology in some sense. One way to do this is to define a measure on the Borel sets of the topological space. In general there are several problems with this: for example, such a measure may not have a well defined support. Another approach to measure theory is to restrict to locally compact Hausdorff spaces, and only consider the measures that correspond to positive linear functionals on the space of continuous functions with compact support (some authors use this as the definition of a Radon measure). This produces a good theory with no pathological problems, but does not apply to spaces that are not locally compact.
The theory of Radon measures has most of the good properties of the usual theory for locally compact spaces, but applies to all Hausdorff topological spaces. The idea of the definition of a Radon measure is to find some properties that characterize the measures on locally compact spaces corresponding to positive functionals, and use these properties as the definition of a Radon measure on an arbitrary Hausdorff space.
Definitions
We let m be a measure on the σ-algebra of Borel sets of a Hausdorff topological space X.
The measure m is called inner regular if m(B) is the supremum of m(K) for K a compact set contained in the Borel set B.
The measure m is called outer regular if m(B) is the infimum of m(U) for U an open set containing the Borel set B.
The measure m is called locally finite if every point has a neighborhood of finite measure.
The measure m is called a Radon measure if it is inner regular and locally finite.
(It is possible to extend the theory of Radon measures to non-Hausdorff spaces, essentially by replacing the word "compact" by "closed compact" everywhere. However there seem to be almost no applications of this extension.)
Basic properties
On a locally compact Hausdorff space, Radon measures correspond to positive linear functionals on the space of continuous functions with compact support. This is not surprising as this property is the main motivation for the definition of Radon measure.
References
- L. Schwartz, Radon measures.