Does this hold? I've been confused by the statement of the Riesz-Markov-Kakutani representation theorem; that is, the formulation is as follows:
Let $X$ be a locally compact Hausdorff space. For any positive linear functional $\psi$ on $C_c(X)$, there is a unique regular Borel measure $\mu$ on $X$ such that
$$\psi(f) = \int_X f(x) \, d \mu(x) \quad$$ for all $f$ in $C_c(X)$.
whereas Riesz proved simply that
Every continuous linear functional $A[f]$ over the space $C([0, 1])$ of continuous functions in the interval $[0,1]$ can be represented in the form
$$A[f] = \int_0^1 f(x)\,d\alpha(x),$$ where $α(x)$ is a function of bounded variation on the interval [0, 1], and the integral is a Riemann–Stieltjes integral.
Reading this led me to believe that the former, more general formulation would hold with any closed bounded interval in $\mathbb{R}$.
Any help would be appreciated.