I am having a problem in measure convergence and functional analysis. I am not familiar with this fields so any further reference is welcome.
Suppose that $X = (a,b) \times \mathbb{T}^d$ where $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$ is the $d$-dimensional torus. Let $M(X)$ be the spaces of signed Radon measures with vague topology:
$$ \mu_n \to \mu, \text{ if and only if } \int_X f d\mu_n \to \int_X f d\mu \text{ for all compactly supported } f $$
I have a sequence $\{\mu_n\}$ s.t. $\sup_{n} \left\vert \mu_n \right\vert (X) < \infty$. Can I apply Banach-Alaoglu theorem to conclude that there is a vague convergent subsequence of $\{\mu_n\}$?
It seems to me that my question is essentially the followings:
- Is $M(X)$ the dual space of some spaces of functions e.g. $M(X) = (C_c(X))^*$ or $M(X) = (C_b(X))^*$?
- Does vague (weak$^*$) compactness imply sequentially vague (weak$^*$) compactness in my case?