TITLE: Existence of a completely supported probability measure
QUESTION [6 upvotes]: Given a compact Hausdorff space $X$, does there exist a probability $\mu$ on X such that the support of $\mu$ is $X$? This is equivalent to say, for any unital commutative C*-algebra, can we show the existence of a faithful state?

REPLY [5 votes]: In general, the answer is no.
It is maybe easiest to see for your second question: let $\Omega$ be an uncountable set and consider the $C^*$-algebra $B(\Omega)$ consisting of all bounded complex-valued functions on $\Omega$ (with the supremum norm).  If $\ell$ were a faithful state, we would have to have $\ell(1) \ge \sum_{\omega \in \Omega} \ell(1_{\{\omega\}})$ which is an uncountable sum of positive terms and cannot be finite.  (You can also think of $B(\Omega)$ as $L^\infty(\Omega)$ with counting measure.)
Equivalently, let $X = \beta \Omega$ be the Stone-Cech compactification of $\Omega$, where we give $\Omega$ the discrete topology.  (So $C(X) = B(\Omega)$.)  Then for each $\omega \in \Omega$, $\{\omega\}$ is open in $X$.  So any measure on $X$ that charges every open set must have total mass infinity.  It cannot even be $\sigma$-finite.