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- Jun 20, 2014

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Consider the normed space $\mathcal{M}(X)$ of all complex regular Borel measures on a locally compact Hausdorff space $X$, with total variation norm $\|\mu\| := \lvert \mu\rvert (X)$, for all $\mu\in \mathcal{M}(X)$. Prove that $\mathcal{M}(X)$ is a Banach space.

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