Sublinear functionals and conical measures

Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05) Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) Convex sets in topological linear spaces; Choquet theory (46A55) Convex sets in topological vector spaces (aspects of convex geometry) (52A07)

Review text

Let \(E\) be a real vector space. Denote by \(E^*\) the algebraic dual of \(E\) and fix a linear subspace \(F\) of \(E^*\) which separates the points of \(E\). Let, further, \(s(E,F)\) stand for the collection of pointwise suprema of finite subsets of \(F\). This is a convex cone in \(\mathbb R^E\). It is contained in the convex cone \(E^\#_\sigma\) consisting of those sublinear functionals on \(E\) which are continuous with respect to the weak topology \(\sigma(E,F)\). The main results of the paper are as follows: (I) Let \(H\subset E^\#_\sigma\) be a convex cone with \(s(E,F)\subset H\) and let \(\psi\) be a (real) isotone positive-linear functional on \(H\). For every nonvoid downward directed \(M\subset H\) with \(\inf M\in H\) we have \(\inf_{\vartheta\in M}\varphi(\vartheta)= \varphi(\inf_{\vartheta\in M} \vartheta)\). (II) Each isotone positive-linear functional \(\varphi\) on \(s(E,F)\) extends uniquely to an isotone positive-linear functional \(\phi\) on \(E^\#_\sigma\) and we have \[ \phi(\alpha)= \inf\{\varphi(\eta):\eta\in s(E, F)\text{ with }\eta\geq\alpha\}\quad\text{for }\alpha\in E^\#_\sigma. \] (These results may be viewed as concerned with restrictions to \(s(E,F)\) of conical measures on \(E\) with respect to \(F\), in the sense of G. Choquet, which are, by definition, positive linear functionals on the linear sublattice of \(\mathbb R^E\) generated by \(F\).) The author's approach is rather elementary. It is based on a variant of the Mazur-Orlicz sandwich theorem and its consequences, called the maximum and sum theorems in the paper. Moreover, simple compactness and approximation arguments are used. \{Reviewer's remarks: (1) The maximum and sum theorems go back at least to \textit{V. L. Klee, jun.} [Duke Math. J. 18, 443--465 (1951; Zbl 0042.36201), (12.10) and (12.0)] and are now standard results in subdifferential calculus. (2) The Alaoglu-Bourbaki theorem in the author's version goes back, in finite dimension, to H. Minkowski [see \textit{T. Bonnesen} and \textit{W. Fenchel}, ``Theorie der konvexen Körper (1934; Zbl 0008.07708), Sections 15 and 17]. In full generality it is contained, e.g., in [\textit{J. Moulin Ollagnier}, Ergodic theory and statistical mechanics. Lect. Notes Math. 1115 (1985; Zbl 0558.28010), Proposition 1.2.5]. (3) The approximation Lemma 2.5 is a classical result (see, e.g., \textit{T. Bonnesen} and \textit{W. Fenchel}, op. cit., Section 27)\}.

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