The extended Legendre transform and related variational principles (Q2191977)

Let \(\Phi\) be a real Banach space with dual \(\Phi^*\). The Legendre transform of a function \(f:\Phi\to\overline{\mathbb{R}}\) is defined by \(f^*(\nu)=\sup\{\langle \varphi,\nu\rangle- f(\varphi):\varphi\in \Phi\}\), \(\nu\in\Phi^*\), while the inverse Legendre transform of \(g:\Phi^*\to\overline{\mathbb{R}}\) is given by \(g^*(\varphi)=\sup\{\langle \varphi,\nu\rangle-g(\nu): \nu\in \Phi^*\}\), \(\varphi\in\Phi\). One says that the function \(f\) satisfies a variational principle if \(f=g^*\) for some \(g:\Phi^*\to\overline{\mathbb{R}}.\) By the Fenchel-Moreau theorem this requires the function \(f\) to be convex and lsc. When \(\Phi=C(X)\), where \(X\) is a separable compact topological space, the dual \(C(X)^*\) is formed by all regular signed measures on \(X\) and the inverse Legendre transform takes the form \[ g^*(\varphi)=\sup\left\{\int \varphi d\nu-g(\nu): \nu\in C(X)^*\right\}. \eqno(*) \] Starting with the remark that the expression from the right hand side of this formula makes sense for a larger class of functions \(\varphi\) than those in \(C(X)\), the authors define the extended Legendre transform \(\tilde g^*\) acting on a class of functions larger than \(C(X)\) via the formula (\(*\)) and the corresponding extended variational principle. Based on a result on the uniqueness of the extension of positive linear functionals, the uniqueness of the extension of the inverse Legendre transform from \(C(X)\) to some special subspaces of \(L_\infty(X,\mu)\) is studied. Applications are given to variational principles for spectral radii of weighted shift (or composition) operators. For \(\alpha:X\to X\) continuous and \(a\in C(X)\), the weighted shift operator \(B:C(X)\to C(X)\) is defined by the formula \(Bu(x)=a(x)u(\alpha(x))\), \(x\in X\), \(u\in C(X)\). The spectral radius \(r(B)\) of \(B\) satisfies \(\ln r(B)=\max\left\{\int \ln|a(x)| \, d\nu(x) : \nu\in PM_\alpha(X)\right\}\), where \(PM_\alpha(X)\) denotes the set of all Borel probability measures on \(X\) invariant under \(\alpha\). A similar result is obtained for the weighted shift operator on \(L_p(X,\mu)\).