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A Representation theorem for measures on infinite dimensional spaces Harpain, Franz Peter Edward

Abstract

In this paper we obtain a generalization of the well known Riesz Representation Theorem to the case where the underlying space X is an infinite dimensional product of locally compact, regular and σ-compact topological spaces. In the process we prove that our measures on X correspond to projective limit measures of projective systems of regular Borel measures on the coordinate spaces. An example is given to show that σ-compactness of the coordinate spaces is necessary.

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