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Integral representation of linear functionals on spaces of unbounded functions
Authors:Patrizia Berti   Pietro Rigo
Affiliation:Dipartimento di Matematica Pura ed Applicata ``G. Vitali', Università di Modena, via Campi 213/B, 41100 Modena, Italy ; Dipartimento di Statistica ``G. Parenti', Università di Firenze, viale Morgagni 59, 50134 Firenze, Italy
Abstract:

Let $L$ be a vector lattice of real functions on a set $Omega$ with $boldsymbol{1}in L$, and let $P$ be a linear positive functional on $L$. Conditions are given which imply the representation $P(f)=int fdpi$, $fin L$, for some bounded charge $pi$. As an application, for any bounded charge $pi$ on a field $mathcal F$, the dual of $L^1(pi)$ is shown to be isometrically isomorphic to a suitable space of bounded charges on $mathcal F$. In addition, it is proved that, under one more assumption on $L$, $P$ is the integral with respect to a $sigma$-additive bounded charge.

Keywords:Bounded charge   expectation   integral representation   linear positive functional
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