[step:Prove the representation formula $\Lambda(f) = \int_{\mathbb{R}^n} f \, d\mu$]
Let $f \in C_c(\mathbb{R}^n)$. We first prove the formula for $f \geq 0$, then extend by linearity.
**Case $f \geq 0$:** Let $K = \operatorname{supp}(f)$ and $M = \sup f > 0$ (the case $f \equiv 0$ is immediate). For $N \in \mathbb{N}$ and $0 \leq j \leq N-1$, define the open sets
\begin{align*}
U_j := \left\{x \in \mathbb{R}^n : f(x) > \frac{jM}{N}\right\}.
\end{align*}
These are open because $f$ is continuous, and $U_0 \supset U_1 \supset \cdots \supset U_{N-1}$, with $U_0$ being the interior of $\operatorname{supp}(f)$.
For each $j = 0, \ldots, N-1$, choose $\varphi_j \in C_c(\mathbb{R}^n)$ with $0 \leq \varphi_j \leq 1$, $\operatorname{supp}(\varphi_j) \subset U_j$, and $\varphi_j \equiv 1$ on $U_{j+1}$ (with $U_N := \varnothing$ for $j = N-1$, and $\varphi_j$ approximating $\mathbb{1}_{U_j}$ from below). The function
\begin{align*}
s_N := \frac{M}{N} \sum_{j=0}^{N-1} \varphi_j
\end{align*}
satisfies $s_N \leq f \leq s_N + M/N$ on $\mathbb{R}^n$ (this is a Riemann-sum-type approximation of $f$ from below using the level sets). By linearity and positivity of $\Lambda$:
\begin{align*}
\Lambda(s_N) = \frac{M}{N} \sum_{j=0}^{N-1} \Lambda(\varphi_j) \leq \Lambda(f) \leq \Lambda(s_N) + \frac{M}{N} \Lambda(\psi),
\end{align*}
where $\psi \in C_c(\mathbb{R}^n)$ satisfies $\psi \equiv 1$ on $K$ (so that $M/N \leq (M/N)\psi$ on $K$).
Similarly, approximating the Lebesgue integral $\int f \, d\mu$ by the same level-set decomposition:
\begin{align*}
\frac{M}{N} \sum_{j=0}^{N-1} \mu(U_{j+1}) \leq \int_{\mathbb{R}^n} f \, d\mu \leq \frac{M}{N} \sum_{j=0}^{N-1} \mu(U_j).
\end{align*}
Since $\Lambda(\varphi_j) \leq \mu(U_j)$ (by the definition of $\mu(U_j)$) and $\mu(U_{j+1}) \leq \Lambda(\varphi_j)$ (since $\varphi_j \equiv 1$ on $U_{j+1}$ implies $\mu(U_{j+1}) = \sup\{\Lambda(g) : \operatorname{supp}(g) \subset U_{j+1}\} \leq \Lambda(\varphi_j)$), the sums for $\Lambda(f)$ and $\int f \, d\mu$ are sandwiched between comparable quantities. As $N \to \infty$, both $\Lambda(s_N) \to \Lambda(f)$ and the Riemann sums converge to $\int f \, d\mu$, giving $\Lambda(f) = \int f \, d\mu$.
**General $f$:** Write $f = f^+ - f^-$ where $f^+ = \max(f, 0)$ and $f^- = \max(-f, 0)$. Both $f^+$ and $f^-$ lie in $C_c(\mathbb{R}^n)$ and are non-negative. By linearity:
\begin{align*}
\Lambda(f) = \Lambda(f^+) - \Lambda(f^-) = \int f^+ \, d\mu - \int f^- \, d\mu = \int f \, d\mu.
\end{align*}
[/step]