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Feb 2, 2013 at 20:14 vote accept AlexE
Feb 1, 2013 at 14:58 comment added jbc A suitable reference is the two volume treatise on topological vector spaces by G. Koethe.
Feb 1, 2013 at 14:57 comment added jbc I thought that I had given the topology a name---that of uniform convergence on the compact subsets of $E$. Another description is as the finest locally convex topology which agrees with the weak* topology on the unit ball for tne norm on $C(K_1)'$ as the dual of $C(K_1)$, i.e., the bounded weak* topology . Indeed it is the finest toplogy (not necessarily locally convex or even linear ) which agrees with this topology on the balls. This all works in suitable form for the dual of any Banach space (even Fr\'echet space)---it is the essential content of the Banach-Dieudonn\'e theorem.
Feb 1, 2013 at 11:25 comment added AlexE By "unit ball of $C(K_1)\prime$" you mean $C(K_1)\prime$ equipped with the operator norm and then the unit ball of it? And has the "natural locally convex topology on the dual of $C(K_1)$" a name, so that I can find more information about it?
Feb 1, 2013 at 7:49 comment added Jochen Wengenroth The answers of jbc and Peter Michor are more or less the same as both describe the $\varepsilon$-product $C(K_1) \varepsilon C(K_2)$ of Laurent Schwartz.
Jan 31, 2013 at 20:38 history answered jbc CC BY-SA 3.0