TITLE: Linear combinations of delta measures
QUESTION [7 upvotes]: Let us consider the space of Borel, regular, complex measures on the real line, endowed with the total variation norm.
Inside this space, I would like to characterize the space of all the finite complex linear combinations of Delta measures. In particular, could we approximate a measure with compact support with linear combinations of that kind? Maybe it is possible only in the weak star topology...
Thank you

REPLY [9 votes]: You can also "just" apply Hahn-Banach. The dual space of $(C_0(\mathbb R)^*,w^*)$ is $C_0(\mathbb R)$. So, to prove that the linear combinations of Delta measures are $w^*$-dense it is enough to check that if a function $f\in C_0(\mathbb R)$ is such that $\int f d\delta_a=0$ for every $a\in\mathbb R$ then $f=0$; but this is obvious since $\int f d\delta_a=f(a)$.