Fatou's lemma for Gelfand integrable mappings

DOI10.1023/A:1020292302718MaRDI QIDQ1863744zbMATH OpenFDO

Authors Bernard Cornet, Jean-Philippe Médecin

Publication date 12 March 2003

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1020292302718

zbMATH Keywords

Banach spacedual spaceFatou lemmaGelfand integralmeasure spaceweak-star integral

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Vector-valued measures and integration (46G10)

Review text

The authors give an exact and an approximate version of Fatou's lemma for integrably bounded, Gelfand integrable mappings taking values in the topological dual \(E^*\) of a separable Banach space \(E\) with the weak* topology. An approximate Fatou's lemma is formulated as follows: Let \((\Omega,{\mathcal A},\mu)\) be a complete finite positive measure space and \(E\) a separable Banach space. Let \((f_n)\) be an integrably bounded sequence of Gelfand integrable mappings from \(\Omega\) to \(E^*\) such that the weak* limit \(\lim_n\int_\Omega f_nd\mu\) exists. Then, for every \(w^*\)-neighborhood \(W\) of the origin in \(E^*\), there exists a Gelfand integrable mapping \(f_W : \Omega\to E^*\) such that \(\int_\Omega f_Wd\mu-\lim_n\int_\Omega f_nd\mu\in W\) and \(f_W(\omega)\in\text{Ls}_n\{f_n(\omega)\}\) for a.e.\ \(\omega\in\Omega\), where \(\text{Ls}_n\{x_n\}\) denotes the set of all weak* limit points of a sequence \((x_n)\) in \(E^*\). Their work is directly motivated by an economic model of spatial economies and the above approximate Fatou's lemma forms the central technical tool to prove the existence of general equilibria for such economies.

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Cited in

(7)

• Pure strategy Markov equilibrium in stochastic games with a continuum of players.
• A Fatou lemma for Gelfand integrals by means of Young measure theory
• A general Fatou lemma
• An exact Fatou lemma for Gelfand integrals: a characterization of the Fatou property
• Convergences in a dual space with applications to Fatou lemma
• Fatou's lemma, Galerkin approximations and the existence of Walrasian equilibria in infinite dimensions
• Fatou's lemma for unbounded Gelfand integrable mappings

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