A homogeneous decomposition theorem for valuations on convex functions (Q2182600): Difference between revisions

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A homogeneous decomposition theorem for valuations on convex functions
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    A homogeneous decomposition theorem for valuations on convex functions (English)
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    26 May 2020
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    The space \(\mathrm{Conv}(\mathbb{R}^n)\) consists of all convex functions \(u:\mathbb{R}^n \to (-\infty,+\infty]\) that are proper (i.e., not identically \(+\infty\)) and lower semicontinuous. It is equipped with the topology of epi-convergence: a sequence \((u_k)_{k=1}^\infty \subseteq \mathrm{Conv}(\mathbb{R}^n)\) is epi-convergent to \(u \in \mathrm{Conv}(\mathbb{R}^n)\) if, for every \(x \in \mathbb{R}^n\), one has \(u(x) \le \liminf_{k \to \infty} u_k(x_k)\) whenever \(\lim_{k \to \infty} x_k=x\) and \(u(x)=\lim_{k \to \infty} u_k(x_k)\) for at least one sequence \((x_k)_{k=1}^\infty\) that tends to \(x\). A valuation on the subspace \(\mathrm{Conv_{sc}}(\mathbb{R}^n)=\{u \in \mathrm{Conv}(\mathbb{R}^n): \lim_{|x|\to+\infty} u(x)/|x|=+\infty\}\) of super-coercive functions is a map \(Z:\mathrm{Conv_{sc}}(\mathbb{R}^n)\rightarrow \mathbb{R}\) such that \(Z(u \vee v)+Z(u \wedge v)=Z(u)+Z(v)\) whenever \(u,v,u\vee v,u\wedge v\in \mathrm{Conv_{sc}}(\mathbb{R}^n)\). It is called \textit{epi-translation invariant} if it remains invariant when only the epigraph of \(u\) is arbitrarily translated. It is called \textit{epi-homogeneous} of degree \(\alpha \in \mathbb{R}\) if \(Z(\lambda \cdot u)=\lambda^\alpha Z(u)\) for all \(\lambda > 0\), where \(\lambda \cdot u\) is obtained from \(u\) by scaling its epigraph with factor \(\lambda\). It is shown that every continuous and epi-translation invariant valuation \(Z\) on \(\mathrm{Conv_{sc}}(\mathbb{R}^n)\) is a sum of appropriate valuations \(Z_k\), \(k=0,1,\ldots,n\), epi-homogeneous of degree \(k\). All such valuations that are epi-homogeneous of degree \(n\) are characterized. By duality, analogous results are obtained for valuations on the space \(\mathrm{Conv}(\mathbb{R}^n;\mathbb{R})=\{u \in \mathrm{Conv}(\mathbb{R}^n): u(x) < +\infty \mbox{ for all } x \in \mathbb{R}^n\}\).
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    convex function
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    epi-convergence
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    valuation
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    epi-translation invariant
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    epi-homogeneous
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    homogeneous decomposition
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