Fatou's lemma in infinite dimensions (Q1114797)

The paper establishes several Fatou-type results for functions taking values in a Banach space. One result states that if all the values \(f_k(t)\) are contained in \(F(t)\), which is an integrably bounded set-valued map with weakly compact values, and if \(a\) is the weak limit of \(\int f\), then an integrable \(f_*\) exists with \(\int f_*=a\) and \(f_*(t)\) is in the intersection of the closed convex hull of \(\{f_k(t): k\geq p\}.\) If only \(\| a - \int f_*\| <\varepsilon\) is required, then \(f_*(t)\) can be chosen a weak cluster point of \(f_k(t)\). A second result verifies that the result above holds if strong limits replace weak limits. A third result (which assumes that the Banach space is reflexive) replaces the inclusion \(f_k(t)\in F(t)\) by uniform integrability of \(\min (0,<x^*,f_k>)\) for \(x^*\) in the polar cone of a convex closed set \(C\). The conclusion then is that \(f_*\) satisfies \(a-\int f_*\in -C\). The technique of proving these results (very nicely explained in the text) is to first view the \(f_k(t)\) as transition probabilities; second, to consider weak limits in the space of transition probabilities, and finally to identify the ordinary function which captures the desired properties of the transition probability. [Part of the results was obtained independently by \textit{N. C. Yannelis}, Proc. Am. Math. Soc. 102, No. 2, 303--310 (1988; Zbl 0657.28009).]