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Notation:

All functions here are from $X$ to $\mathbb R$.

$C_c(X)$ = compactly supported continuous functions.

$C_b(X)$ = bounded continuous functions.

$B(X)$ = bounded functions.

$C_0(X)$ = continuous functions that tend to zero (so $X$ has to be locally compact and Hausdorff)


Today I proved that $C_c(\mathbb R)$ is not complete with respect to $\|\cdot\|_\infty$. One can do this by taking $g_n$ to be the function that is zero on $(-\infty,-n]$, linear on $[-n, -n+1]$, $1$ on $[-n+1, n-1]$ and symmetric with respect to the $y$-axis. For $f(x) = e^{-x^2}$ one can show that $\|fg_n - f\|_\infty \to 0$ but $f \notin C_c(\mathbb R)$.

Then I read about completions and wanted to work out the completion of $C_c$(X). (I did this all for $X = \mathbb R$). In any case, my thoughts were as follows: $C_c(X)$ is contained in $B(X)$. But it is a proper subset because the uniform limit of continuous functions is continuous but there are discontinuous bounded functions. The next candidate then seems to be $C_b(X)$ but $f(x) = 1$ is in there and not the uniform limit of $f_n$ in $C_c$. (cannot be because if $f_n$ is zero outside a compact set then $\|f_n - 1\|_\infty = 1$ for all $n$ so this doesn't converge in norm).

The next candidate then is $C_0(X)$ and I'm quite sure that that's the completion of $C_c$ with respect to $\|\cdot\|_\infty$ in $B(X)$. But now I need to show this by showing that $C_0(X)$ is isomorphic to the space of Cauchy sequences in $C_c(X)$ quotient Cauchy sequences that tend to the zero function and I don't really know how to think about this. Can someone please show me how to prove this? Thank you. I want to see this quotient construction and an isomorphism but if there are other ways to show that $C_0$ is the completion of $C_c$ then go ahead and post it, I will upvote it.

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    @t.b. [Or not.](http://chat.stackexchange.com/transcript/message/2918479#2918479) Now I need to come up with an example to which I don't know the answer!2012-07-12

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In a locally compact space, the $C_0$ functions are complete in the $\|\cdot\|_\infty$ norm; they constitute a Banach Space in this norm. The space $C_c(X)$ is dense in $C_0$ if $X$ is locally compact and Hausdorff. This is sufficient to tell you that $C_0(X)$ is the completion of $C_c(X)$ in a locally compact Hausdorff space.

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    They seem to skip the proof of isometry of any two completions. But they do it in the proof linked to in the comments to the question.2012-07-12