Jensen measures in potential theory

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Fine potential theory; fine properties of sets and functions (31C40) Axiomatic potential theory (31D05) Convex sets in topological linear spaces; Choquet theory (46A55)

Abstract: It is shown that, for open sets in classical potential theory and - more generally - for elliptic harmonic spaces, the set of Jensen measures for a point is a simple union of closed faces of a compact convex set which has been thoroughly studied a long time ago. In particular, the set of extreme Jensen measures can be immediately identified. The results hold even without ellipticity (thus capturing also many examples for the heat equation) provided a rather weak approximation property for superharmonic functions or a certain transience property holds.

Review text

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 \(Y\).

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