Jensen measures in potential theory (Q438669)

Let \(Y\) be a Greenian open set in \(\mathbb{R}^{d}\). For any \(x\in Y\), let \(J_{x}(Y)\) denote the set of Jensen measures for \(x\) with respect to \(Y\). Thus \(\mu \in J_{x}(Y)\) if and only if \(\mu \) is a positive Radon measure with compact support in \(Y\) and \(\int sd\mu \leq s(x)\) for all superharmonic functions \(s\) on \(Y\). Let \(\varepsilon _{x}^{A}\) denote the usual sweeping of the Dirac measure \(\varepsilon _{x}\) onto a set \(A\). The authors show that the set of Jensen measures is a union of closed faces of the compact convex set of representing measures for potentials. They then deduce that the extreme points of the set \(J_{x}(Y)\) consist of \(\varepsilon _{x}\) together with all measures of the form \(\varepsilon _{x}^{V^{c}}\), where \(V\) is a finely open \(K_{\sigma }\)-set that contains \(x\) and is compactly contained in \(Y\). The proof is valid in the context of elliptic harmonic spaces. In fact, the ellipticity hypothesis can be replaced by the assumption of a weak approximation property, or of a certain \(h_{0}\)-transience for some positive harmonic function \(h_{0}\) on \(Y\).