The following is a standard result for functions of bounded variation. If
g is continuous then we can still show this without resorting to any known result for functions of bdd variation:
Problem. Let g∈C[a,b] and let Λ:C[a,b]→R be a linear function given by Λ(f)=∫baf(x)g(x)dx. Show that ‖Λ‖:=sup{|∫baf(x)g(x)dx|:f∈C[a,b],supx∈[a,b]|f(x)|≤1}=∫ba|g(x)|dx.
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