Let
- $\Omega$ be a topological space
- $C(\Omega)$ denote the set of continuous functions from $\Omega$ to $\mathbb R$
- $C_b(\Omega)$ denote the set of bounded functions in $C(\Omega)$ equipped with $$\left\|f\right\|_\infty:=\sup_{x\in\Omega}|f(x)|\;\;\;\text{for }f:\Omega\to\mathbb R$$
Now, let $$\operatorname{supp}f:=\overline{\left\{x\in\Omega:f(x)\ne0\right\}}$$ and $$C_c(\Omega):=\left\{f\in C(\Omega):\operatorname{supp}f\text{ is compact}\right\}.$$ Clearly, $C_c(\Omega)$ is a (not necessarily closed) subspace of $C_b(\Omega)$. Let $C_0(\Omega)$ denote the completion of $C_c(\Omega)$ with respect to $\left\|\;\cdot\;\right\|_\infty$.
If $f\in C_0(\Omega)$ and $\varepsilon>0$, there is a $g\in C_c(\Omega)$ with $$\left\|f-g\right\|_\infty<\varepsilon\tag1.$$ Since $g\in C_c(\Omega)$, $$K:=\operatorname{supp}g$$ is compact and $$g(x)=0\;\;\;\text{for all }x\in\Omega\setminus K\tag2.$$ Thus, $$|f(x)|\le|f(x)-g(x)|+|g(x)|<\varepsilon\;\;\;\text{for all }x\in\Omega\setminus K\tag3.$$ In particular, $f$ is a limit of a sequence of such $g$ in $C_b(\Omega)$ and hence itself an element of the $\mathbb R$-Banach space $C_b(\Omega)$.
Question:
- How can we show the converse, i.e. that $$\left\{f\in C_b(\Omega):\forall\varepsilon:\exists K\subseteq\Omega:K\text{ is compact and }|f(x)|<\varepsilon\text{ for all }x\in\Omega\setminus K\right\}=C_0(\Omega)?$$
- By 1. the set on the left-hand side is a $\mathbb R$-Banach space. In the literature, I've often seen that $\Omega$ is assumed to be locally compact (and Hausdorff) or separable. What's the reason for these assumptions?
For the first point given$f \in C_b(\Omega)$ in the left-hand side set you need to prove that for any $\varepsilon >0$ there exist $g \in C_c(\Omega)$ such that $\|f-g\|_\infty \leq \varepsilon$.
So let $\varepsilon >0$. By definition there exist a compact set $K$ such that $|f(x)| \leq \varepsilon $ for all $x \notin K$.
Then with: $$g=f\chi$$ you have:
so $g$ is indeed in $C_c(\Omega)$ and such that $\|f-fg\|_\infty \leq \varepsilon$.
The answer of your second point lies in the function $\chi$. You need some assumptions about $\Omega$ to have the existence of such function for any compact.