What simplifications would be found going through the proof of the Riesz Representation Theorem assuming the space X to be compact (or even compact metric) rather than just locally compact?
(I'm following the Rudin's Real and Complex Analysis)
I think that the possible situations in which simplifications could be found are:
- If X is a Hausdorff compact space, a subset is compact if and only if it is closed. Every continuous function would have a compact support, as the support of a function is always closed, and hence (in this case), compact.
- Every closed set would be in $\mathcal M_F$.
- All the closed sets would be in $\mathcal M$, as $\mathcal M_F\subset \mathcal M$. As $\mathcal M$ is a $\sigma$-algebra, all the open sets would be also in it.
I guess there are more possible simplifications, but I don't know how to find them.
Thanks in advance!