TITLE: Breaking the boundedness condition in the Riesz Representation theorem
QUESTION [8 upvotes]: Riesz representation theorem is very useful to discuss characteristic of functional on Hilbert Space $H$. It says that bounded linear operator $f : H \rightarrow \mathbb{F}$ can be represented as an inner product as $f(x) = \langle x , z\rangle$, where $z$ depends on $f$ can be determined uniquely such that $\|f\| = \|z\|$. Boundedness is only required to prove $\|f\| = \|z\|$.
There should be at least one unbounded linear functional which can not be represented by Riesz representation theorem. I am looking for a counterexample of such a functional.
Can we generalize this theorem for unbounded linear functional? 
Thank you for your help.

REPLY [2 votes]: There are several ways to construct such a functional.  Let $H$ be a separable Hilbert space, and $\{ e_n \}$ be an orthonormal basis for $H$.  For suitable $f = \sum a_n e_n \in H$ we define the functional $L(f) = \sum n a_n$.
This will clearly only work for those $f$ in $H$ where the sum converges, but this is a common problem that arrises with unbounded operators.
$L$ is not bounded, since $$\|L\| = \sup_{\|f\| = 1} \|L(f)\| \ge \sup_{n} \|L(e_n)\| = \sup_{n} n = \infty$$
If this were to be represented by inner product against some vector in $H$, as the Riesz theorem states in the bounded case, then $L(f) = \langle f, g \rangle$ for some $g$.  We can get the Fourier expansion for $g$ by evaluating $L(e_n) = n = \langle e_n,g\rangle$.  Thus we have $g = \sum_{n} n e_n$.  This would mean $$\|g\| = \sqrt{ \langle g,g \rangle } = \sqrt{ \sum n^2 } = \infty$$ and this is a contradiction.
There are generalizations for the Riesz theorem, but in a different direction than you mention.  The theorem has been applied to more general Banach spaces than Hilbert spaces.  For instance every linear functional, L, over the vector space $C(X)$ equipped with the supremum norm can be represented as integration against some measure $\mu_L$.