Math 2.0

Measure and integration Measures on topological spaces Concept

Radon measure

Summary

A Radon measure on a Hausdorff topological space is a Borel measure that is locally finite and inner regular with respect to compact sets. Radon measures are the measures that fit well with the topology. On a locally compact Hausdorff space, the Riesz–Markov–Kakutani theorem represents each positive linear functional on continuous functions of compact support by such a measure. Lebesgue measure, Haar measures and the usual measures of probability on Polish spaces are Radon measures.

Where this leads

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Further reading

  1. Web https://en.wikipedia.org/wiki/Radon_measure
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