My question reads:
Let M be a locally compact Hausdorff space. A continuous real valued function $f$ : $M →R$ is said to vanish at infinity if, for every $\epsilon > 0$, there exists a compact set $K \subset M$ such that $$sup_{x\in M-K} |f(x)| < \epsilon$$ Denote by $C_0(M)$ the space of all continuous functions $f : M →R$ that vanish at infinity (see Exercise 3.2.10).
(a) Prove that $C_0(M)$ is a Banach space with the supremum norm.
no problem here
''(b)The dual space $C_0(M)^∗$ can be identified with the space $\mathcal{M}(M)$ of signed Radon measures on M with the norm (1.1.4) [They refer to the total variation to be the norm], by the Riesz Representation Theorem (see [75, Thm. 3.15 & Ex. 3.35]). Here a signed Radon measure on $M$ is a signed Borel measure μ with the property that, for each Borel set $B \subset M$ and each $\epsilon$ >0, there exists a compact set $K \subset B$ such that |$\mu(A)−\mu(A \cap K)| <\epsilon$ for every Borel set $A \subset B$.''
What exactly am I being asked to do here, other than quote the result of Reisz? I'm very confused here. What exactly does it mean to prove spaces ''can be identified'' with another?
(c) Prove that the map $δ : M → C_0(M)^∗$, which assigns to each x ∈ ${M}$ the bounded linear functional $δ_x : C_0({M}) →R$ given by $δ_x(f) := f(x)$ for $f ∈ C_0({M})$, is a homeomorphism onto its image $δ(M) \subset C_0({M})^∗$, equipped with the weak* topology. Under the identification in (b) this image is contained in the set $P(M)$ := {$\mu \in \mathcal{M}(M)\ $ s.t.: $\mu ≥ 0, ||\mu|| = \mu(M) = 1$} of Radon probability measures. Determine the weak* closure of the set $δ(M)$ = {$δ_x | x \in M$} $\subset$ $P(M)$.