Compacity in narrow limit tower spaces.
We prove criteria for relative compactness in the space of set-valued measures whose values are compact convex sets in a Banach space, and we generalize to set-valued measures the famous theorem of Dieudonné on convergence of real non-negative regular measures.
A characterization is given of those Banach-space-valued vector measures m with finite variation whose associated integration operator Iₘ: f ↦ ∫fdm is compact as a linear map from L¹(m) into the Banach space. Moreover, in every infinite-dimensional Banach space there exist nontrivial vector measures m (with finite variation) such that Iₘ is compact, and other m (still with finite variation) such that Iₘ is not compact. If m has infinite variation, then Iₘ is never compact.