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A well known Theorem by Riesz says that every continuous linear functional on the space $C(X)$ of all complex valued continuous functions on the compact space $X$, is given as the integral against a regular Borel measure on $X$.

A purely measurable version of this would say something like:

Theorem Template. Let $X$ be a set and let $\mathcal A$ be a $σ$-algebra of subsets of $X$. Denoting by $\mathcal M_+(X,\mathcal A)$ the set of all $\mathcal A$-measurable functions from $X$ to $[0,+\infty]$ (extended positive reals), suppose we are given an additive, positively homogeneous map $$I:\mathcal M_+(X,\mathcal A)\to[0,+\infty], $$ satisfying [blank]. Then there exists a positive measure $\mu$ on $(X,\mathcal A)$, such that $$I(f)=\int_Xf(x)d\mu(x),$$ for all $f$ in $\mathcal M_+(X,\mathcal A)$.

What would be a minimal set of axioms to put in place of [blank]?

I strongly suspect that this must be somewhere in the literature.

Is there a reference for a result as above?

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  • $\begingroup$ Shouldn't $I$ be countably additive? And surely that is sufficient as well? $\endgroup$
    – Nik Weaver
    May 8, 2018 at 21:24
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    $\begingroup$ (For what it's worth, I believe one should also credit Markov and Kakutani for this result...) $\endgroup$ May 8, 2018 at 21:29
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    $\begingroup$ @Ruy: Notice that the topological dual of the space of bounded measurable functions is the space of finitely-additive measures: just define $\mu (A) = I (1_A)$. $\endgroup$
    – Alex M.
    May 8, 2018 at 21:30
  • $\begingroup$ Take a look at the series of papers "Notes on Integration" by Marshall Stone. $\endgroup$ May 8, 2018 at 21:36
  • $\begingroup$ @Alex, I should have added that by measure I mean countably additive measure. $\endgroup$
    – Ruy
    May 9, 2018 at 0:14

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