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Mar 14, 2019 at 13:26 vote accept Bruno
Mar 14, 2019 at 13:22 comment added Bruno @Robert Israel, I see, and it's a nice proof. You are actually proving the characteristic function of rationals is not the pointwise limit of continuous functions. Using in particular the Dirac measure, I now have a full answer for my question.
Mar 14, 2019 at 12:06 comment added Robert Israel @Bruno Suppose $(a,b) \subset C_n$. Thus for every $x \in (a,b)$, $|f_n(x) - \chi_\Delta(x)| = \lim_{m \to \infty} |f_n(x) - f_m(x) | \le 1/3$. Thus $f_n(x) \ge 2/3$ if $x \in \Delta$, $f_n(x) \le 1/3$ if $x \notin \Delta$. If $(a,b)$ contains a member of $\Delta$ and a member of its complement, this contradicts the Intermediate Value Theorem.
Mar 14, 2019 at 8:40 comment added Gro-Tsen @ChristianRemling Yes, it was a mistake of mine to even mention $L^\infty$ (it was not in the question). But if we consider, instead, all bounded Borel functions (with pointwise equality!), I think it makes sense to take the topology defined by the seminorms $f\mapsto\int f\,d\mu$ for all finite regular Borel measures $\mu$. The original question would then be: "can we find a sequence of continuous functions converging to a given $\chi_\Delta$ in this sense?", but one can also ask about their closure (or convergence of nets). (Maybe this is a stupid question.)
Mar 14, 2019 at 8:26 comment added Bruno @Robert Israel: Excuse me, I don't see the contradiction between the continuity of the functions and the density of rationals.
Mar 14, 2019 at 8:19 comment added Bruno @Christian Remling It's my fault. I didn't ask it separately. I just want to know whether it is possible to find a sequence of continuous functions approaching the characteristic function in any regular Borel measure. At the mean time, is such a convergence possible in $L^\infty$ in the weak sense?
Mar 14, 2019 at 4:27 history edited Robert Israel CC BY-SA 4.0
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Mar 14, 2019 at 0:51 comment added Christian Remling @Gro-Tsen: Actually, the most relevant point seems to be the one Nate makes above, in a very slightly different context. For a general (not necessarily ac) measure $\mu$, one can't even define $\int f\, d\mu$ as a functional on $L^{\infty}$ since the integral is now sensitive to changes of $f$ on a (Lebesgue) null set.
Mar 13, 2019 at 21:50 comment added Dirk Werner My apologies; the part of my previous comment that the $C_n$ must be empty was bare nonsense.
Mar 13, 2019 at 21:04 history edited Robert Israel CC BY-SA 4.0
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Mar 13, 2019 at 19:42 comment added Gro-Tsen @ChristianRemling I agree that this is not the "weak" topology defined by the dual of $L^\infty$ (it was probably a mistake of mine to even mention $L^\infty$, which is not in the question), but it is legitimate to ask about the topology defined (on the bounded Borel functions I guess) by the seminorms $f\mapsto\left|\int f\,d\mu\right|$ for finite regular Borel measures $\mu$, which seems to be a kind of weak topology, no? I'm seriously confused at this point, but I think this makes sense.
Mar 13, 2019 at 19:19 comment added Dirk Werner If $\Delta$ is as suggested by Robert, then, again by one of the corollaries of Baire's theorem, $\chi_\Delta$ has a point of continuity (being Baire-$1$), which it doesn't. I think, Robert's $C_n$ are all empty (hence closed!), since $f_n$ is continuous; still the convergence assumption would force the union of the $C_n$ to be $[0,1]$. -- As for notation, it seems to me that the OP has defined his own ``weakish'' convergence different from weak convergence in Banach spaces.
Mar 13, 2019 at 14:09 comment added Gro-Tsen @YemonChoi I'm a poor ignorant algebraist who's a bit lost in a twisty maze of "weak" topologies all alike, but I meant the one which seems to be implicit in the question, namely, the coarsest topology on the set of bounded Borel functions which makes $f \mapsto \int f\,d\mu$ continuous for every finite regular Borel measure. (I guess I shouldn't have written $L^\infty$.) Or, what I hope amounts to the same: what if we change the question slightly to allow converging (Moore-Smith) nets $f_\alpha$ rather than merely sequences $f_n$ of continuous functions?
Mar 13, 2019 at 13:00 comment added Yemon Choi @Gro-Tsen If by weak closure you mean $\sigma(L^\infty, (L^\infty)^*)$-closure then isn't this just equal to the norm closure? (Mazur's theorem.) Or is this the probabilist's notion of weak convergence?
Mar 13, 2019 at 12:48 comment added Gro-Tsen Of course, this raises just another question now: is it nevertheless true that the weak closure in $L^\infty$ of the set of continuous functions contains the characteristic functions of Borel sets? (The topology is not metrizable, so limits of sequences do not define the closure.)
Mar 13, 2019 at 12:16 history answered Robert Israel CC BY-SA 4.0