Consider the vector space of complex Radon measure $M(X)$ on $X$. ($X$ is locally compact hausdroff). There is a result states that $(C_0(X))^*$ is isomorphic to $M(X)$ where $C_0(X)$ is the closure of continuous function with compact support. Now the question is what is $(M(X))^*$.
I have seen a relevant result on Lax's Functional analysis. It states that if $X$ is compact Hausdroff, then the $(M(X)^*)=(C(X))^{**}=L^\infty(X)$. However, the proof is omitted. I guess the similar result also holds when $X$ is LCH. i.e. $M(X)^*= L^\infty(X)$. It is clear that $L^\infty(X)\subseteq M(X)^*$. So my question is how to show that $L^\infty(X)\supset M(X)^*$. Does anyone have any ideas or comments?
Thanks in advance!