Continuous version of the Choquet integral representation theorem

DOI10.4064/SM168-1-2MaRDI QIDQ4667516zbMATH OpenOpenAlexFDO

Publication date 20 April 2005

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0405217

Choquet representation theorem continuous selection extreme point multivalued mapping Radon-Nikodym property strongly exposed point

Mathematics Subject Classification ID

Convex sets in topological linear spaces; Choquet theory (46A55) Radon-Nikodým, Kre?n-Milman and related properties (46B22) Set-valued maps in general topology (54C60) Selections in general topology (54C65)

Abstract: The Choquet - Bishop - de Leeuw theorem states that each element of a compact convex subset of a locally convex topological Hausdorff space is a barycenter of a probability measure supported by the set of extreme points of that set. By the Edgar - Mankiewicz result this remains true for nonempty closed bounded and convex set provided it has Radon - Nikodym property. In the paper it is shown, that Choquet - type theorem holds also for "moving" sets: they are values of a certain multifunction. Namely, the existence of a suitable weak* continuous family of probability measures "almost representing" points of such sets is proven. Both compact and noncompact cases are considered. The continuous versions of the Krein - Milman theorem are obtained as corollaries.

Review text

The classical Minkowski-Carathéodory representation theorem states that each point of a compact convex set \(K\) in \(\mathbb R^n\) can be written as a convex combination of at most \(n+1\) extreme points of \(K\). This theorem was generalized by \textit{G. Choquet} [Semin. Bourbaki 9 (1956/57), No. 139 (1959; Zbl 0121.09204)] who proved that each point \(k\) of a compact, convex metrizable subset \(K\) of a locally convex Hausdorff topological space \(X\) is a barycenter of a regular Borel probability measure \(\mu\) on \(X\), supported by the extreme points of \(K\), i.e., \(f(x)=\int_K f d\mu\), for any \(f\in E^{*}\), where \(\mu(\text{ext}\, K)=1\) and ext\,\(K\) stands for the set of extreme points of \(K\). In the present, paper the author shows that an analogue of the Choquet theorem holds for ``moving sets, which are values of a multivalued mapping from a metric space \(T\) into suitable subsets of a Banach space \(X\). More precisely: let \(E\) be a locally convex topological Hausdorff space, \(K\) a nonempty compact subset of \(E\), \(\mu\) a regular Borel probability measure on \(E\) and \(\gamma >0\). The measure \(\mu\) is said to \(\gamma \)-represent a point \(x\in K\) if \(\sup_{\| f\| \leq 1}| f(x)-\int_K f \,d\mu | <\gamma\) for any \(f\in E^{*}\). The author proves that if \(P\) is a continuous multivalued mapping from a metric space \(T\) into the space of nonempty, bounded convex subsets of a Banach space \(X\), then there exists a weak* continuous family \((\mu_t)\) of regular Borel probability measures on \(X\) \(\gamma \)-representing points in \(P(t)\). Continuous versions of the Krein-Milman theorem are obtained as corollaries.

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