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The support of a Borel probability on a separable Banach space has full measure

Statement

Let X be a separable real Banach space with its norm metric dX(x,x′)=∥x−x′∥X and let μ be a Borel probability measure on X. Define supp⁡μ:={x∈X:μ(U)>0 for every norm-open neighborhood U of x}. Then supp⁡μ is Borel and μ(supp⁡μ)=1.

Facts & Assumptions

Given: A separable real Banach space X and a Borel probability measure μ on its norm Borel sigma-algebra.

[F1]

Separability supplies an at most countable dense subset of X. Separability: the existence of an at most countable dense subset

[F4]

Every nonempty at most countable set is the range of a sequence indexed by N. A nonempty set is at most countable iff it is a surjective image of N

[F5]

The Borel sigma-algebra is generated by the open sets and is closed under countable unions. The Borel sigma-algebra of a topological space

[F6]

A measure is zero on the empty set, is monotone, and is countably subadditive. Measures on sigma-algebras, Measures are monotone, Finite and countable subadditivity of measures

[F7]

A probability measure assigns mass one to its whole space; together with zero mass on the empty set this makes X nonempty. Probability measures and probability spaces, Measures on sigma-algebras

Proof

Given: The hypotheses in the Statement.

1.1givenF1F2F3F4F7chooseconstruct

By [F1], choose an at most countable dense set C⊆X. Since μ(X)=1 and μ(∅)=0 by [F7], X is nonempty, so C is nonempty. Let Q>0 be the positive rationals. By [F3], C×Q>0 is a nonempty at most countable set, so [F4] gives a surjection e:N→C×Q>0. The composite of e with (c,q)↦B(c,q) is a surjection onto B0:={B(c,q):c∈C, q∈Q>0}, so B0 is at most countable. Each of its members is open by [F2]. It is a base: if x∈U with U open, choose r>0 so B(x,r)⊆U, choose c∈C with ∥x−c∥X<r/3, and choose rational q with ∥x−c∥X<q<r−∥x−c∥X using density in [F3]. Then x∈B(c,q), and for every z∈B(c,q) the triangle inequality gives ∥z−x∥X<q+∥x−c∥X<r, so x∈B(c,q)⊆U.

2.1F3F5F6step 1.1given∎

Let N:={B∈B0:μ(B)=0} and N:=⋃N. By [F3], N is at most countable; by [F5] N is Borel, and by [F6] its measure is zero (with the empty-family case giving N=∅). If x∈N, a zero-measure open basis ball contains x, so x∉supp⁡μ. If x∉N, every open neighborhood U of x contains some B∈B0 with x∈B⊆U by step 1.1; since B∉N, μ(B)>0, and [F6] gives μ(U)≥μ(B)>0. Thus X∖N=supp⁡μ, which is Borel and has measure one.

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