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10 Commits

Author SHA1 Message Date
Bokuan Li
68ec8c38a7 Updated spec config.
All checks were successful
Compile Project / Compile (push) Successful in 16s
2026-03-12 22:02:52 -04:00
Bokuan Li
61f66523e0 Prepare for migration into spec. 2026-03-12 21:26:34 -04:00
Bokuan Li
9139ee3296 Housekeeping for VS code. 2026-03-06 15:45:31 -05:00
Bokuan Li
139f5b8a99 Housekeeping. 2026-03-06 14:56:15 -05:00
Bokuan Li
99f57be39e Housekeeping. 2026-03-06 14:55:54 -05:00
Bokuan Li
5034bc4220 Cleanup 2026-03-06 14:06:15 -05:00
Bokuan Li
173727665b Symmetry of the derivative (normed/frechet). 2026-02-03 17:57:07 -05:00
Bokuan Li
7bbbf75213 Adjusted mean value theorem. 2026-02-03 11:07:32 -05:00
Bokuan Li
04786ba3d9 Added the Mean Value Theorem. 2026-02-03 00:54:44 -05:00
Bokuan Li
8a4e6f5ebf Defined derivatives. 2026-02-02 17:53:23 -05:00
133 changed files with 2181 additions and 985 deletions

1
.chktexrc Normal file
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@@ -0,0 +1 @@
CmdLine { -n24 -n9 -n17 -n25 }

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@@ -0,0 +1,18 @@
name: Compile Project
run-name: Compile the project using spec.
on: [push]
jobs:
Compile:
runs-on: ubuntu-latest
steps:
- name: Check out repository code
uses: actions/checkout@v4
- name: Add to PATH
run: echo "/root/.nvm/versions/node/v24.14.0/bin" >> $GITHUB_PATH
- name: Copy source
run: |
mkdir -p /srv/builds/${{ github.event.repository.name }}
cp -r . /srv/builds/${{ github.event.repository.name }}/
- name: Compile Website
run: spec compile --all
working-directory: /srv/builds/${{ github.event.repository.name }}

1
.gitignore vendored
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@@ -13,3 +13,4 @@ codebook.toml
*.log *.log
*.out *.out
*.pdf *.pdf
spec.db

148
.vscode/project.code-snippets vendored Normal file
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@@ -0,0 +1,148 @@
{
"Log to console": {
"scope": "latex",
"prefix": "log",
"body": ["console.info(\"Hello, ${1:World}!\")", "$0"],
"description": "Logs to console"
},
"Theorem Block": {
"scope": "latex",
"prefix": "thm",
"body": [
"\\begin{theorem}[$1]",
"\\label{theorem:$2}",
" $3",
"\\end{theorem}",
"$0"
]
},
"Definition Block": {
"scope": "latex",
"prefix": "def",
"body": [
"\\begin{definition}[$1]",
"\\label{definition:$2}",
" $3",
"\\end{definition}",
"$0"
]
},
"Lemma Block": {
"scope": "latex",
"prefix": "lem",
"body": [
"\\begin{lemma}",
"\\label{lemma:$1}",
" $2",
"\\end{lemma}",
"$0"
]
},
"Proposition Block": {
"scope": "latex",
"prefix": "prop",
"body": [
"\\begin{proposition}",
"\\label{proposition:$1}",
" $2",
"\\end{proposition}",
"$0"
]
},
"Remark Block": {
"scope": "latex",
"prefix": "rem",
"body": [
"\\begin{remark}",
"\\label{remark:$1}",
" $2",
"\\end{remark}",
"$0"
]
},
"Proof Block": {
"scope": "latex",
"prefix": "proof",
"body": ["\\begin{proof}", " $1", "\\end{proof}"]
},
"Bold": {
"scope": "latex",
"prefix": "bf",
"body": ["\\textbf{$1}$0"]
},
"Italic": {
"scope": "latex",
"prefix": "it",
"body": ["\\textit{$1}$0"]
},
"Align": {
"scope": "latex",
"prefix": "align",
"body": ["\\begin{align*}", " $1", "\\end{align*}", "$0"]
},
"Enumerate": {
"scope": "latex",
"prefix": "enum",
"body": ["\\begin{enumerate}", " \\item $1", "\\end{enumerate}", "$0"]
},
"Section": {
"scope": "latex",
"prefix": "sec",
"body": ["\\section{$1}", "\\label{section:$2}", "", "$0"]
},
"Subsection": {
"scope": "latex",
"prefix": "subsec",
"body": ["\\subsection{$1}", "\\label{subsection:$2}", "", "$0"]
},
"Part": {
"scope": "latex",
"prefix": "part",
"body": ["\\part{$1}", "\\label{part:$2}", "", "$0"]
},
"Chapter": {
"scope": "latex",
"prefix": "chapter",
"body": ["\\chapter{$1}", "\\label{chap:$2}", "", "$0"]
},
"Citation After Block": {
"scope": "latex",
"prefix": "cite",
"body": ["[{{\\cite[$1]{$2}}}]$0"]
},
"Mathcal": {
"scope": "latex",
"prefix": "cal",
"body": ["\\mathcal{$1}$0"]
},
"Mathfrak": {
"scope": "latex",
"prefix": "fk",
"body": ["\\mathfrak{$1}$0"]
},
"Dual Pairing": {
"scope": "latex",
"prefix": "dp",
"body": ["\\dpb{$1}{$2}$0"]
},
"Dual Pairing, Default Bracket Size": {
"scope": "latex",
"prefix": "dpn",
"body": ["\\dpn{$1}{$2}$0"]
},
"d-Dimensional Euclidean Space": {
"scope": "latex",
"prefix": "rd",
"body": ["\\real^d$0"]
},
"Dyadic Rational Numbers": {
"scope": "latex",
"prefix": "dya",
"body": ["\\mathbb{D}"]
},
"Rank": {
"scope": "latex",
"prefix": "rank",
"body": ["\\text{rk}"]
}
}

9
.vscode/settings.json vendored Normal file
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@@ -0,0 +1,9 @@
{
"VsCodeTaskButtons.tasks": [
{
"label": "Watch",
"task": "Watch"
}
],
"latex.linting.enabled": false
}

44
.vscode/tasks.json vendored Normal file
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@@ -0,0 +1,44 @@
{
"version": "2.0.0",
"tasks": [
{
"label": "Build",
"type": "shell",
"command": "npx spec compile",
"windows": {
"options": {
"shell": {
"executable": "cmd.exe",
"args": ["/d", "/c"]
}
}
}
},
{
"label": "Serve",
"type": "shell",
"command": "npx spec serve",
"windows": {
"options": {
"shell": {
"executable": "cmd.exe",
"args": ["/d", "/c"]
}
}
}
},
{
"label": "Watch",
"type": "shell",
"command": "npx spec watch",
"windows": {
"options": {
"shell": {
"executable": "cmd.exe",
"args": ["/d", "/c"]
}
}
}
}
]
}

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@@ -1,18 +0,0 @@
[
{
"context": "Editor",
"bindings": {
"ctrl-s": [
"workspace::Save",
["task::Spawn", { "task_name": "Build and Serve" }],
],
"ctrl-b": "editor::MoveLeft",
"ctrl-i": [
"editor::InsertSnippet",
{
"snippet": "\\textit{$1}$0",
},
],
},
},
]

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@@ -1,28 +0,0 @@
// Folder-specific settings
//
// For a full list of overridable settings, and general information on folder-specific settings,
// see the documentation: https://zed.dev/docs/configuring-zed#settings-files
{
"lsp": {
"texlab": {
"settings": {
"texlab": {
"rootDirectory": ".",
"build": {
"auxDirectory": ".",
},
},
},
},
},
"languages": {
"HTML": {
"format_on_save": "off",
},
"Python": {
"format_on_save": "off",
},
},
"soft_wrap": "preferred_line_length",
"preferred_line_length": 80,
}

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@@ -1,14 +0,0 @@
[
{
"label": "Build and Serve",
"command": "wsl",
"args": ["bash", "build-serve.sh"],
"cwd": "${ZED_WORKTREE_ROOT}",
},
{
"label": "Upload to Server",
"command": "wsl",
"args": ["bash", "upload.sh"],
"cwd": "${ZED_WORKTREE_ROOT}",
},
]

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@@ -1,10 +0,0 @@
[![pdf](https://github.com/gerby-project/hello-world/actions/workflows/example.yml/badge.svg)](https://github.com/gerby-project/hello-world/actions/workflows/example.yml)
This repository documents a minimal working example for using Gerby.
There are two things one can look at
* the plasTeX-only check, see `.github/workflows/example.yml` (which is checked by the badge)
* a full example using the now discontinued Travis, see `.travis.yml`.
For more information, see [Gerby project](https://gerby-project.github.io).

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@@ -1,2 +0,0 @@
pgrep -f build.sh > /dev/null || ./build.sh
pgrep -f serve.sh > /dev/null || ./serve.sh &

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@@ -1,131 +0,0 @@
def projectRoot = '/home/gerby/gerby'
def vGPython = "${projectRoot}/gerby-venv/bin/python"
def vGPip = "${projectRoot}/gerby-venv/bin/pip"
def vPPython = "${projectRoot}/plastex-venv/bin/python"
def vPPip = "${projectRoot}/plastex-venv/bin/pip"
def vPlastex = "${projectRoot}/plastex-venv/bin/plastex"
def discordHook = "https://discord.com/api/webhooks/1456391390513856676/yniOv0Gbxp2UwW1pbZcekpXsC8y1dYppGQ90O7He-df24IODggrgXdMFwvz-RMWM15j8"
pipeline {
agent any
stages {
stage('Create Links') {
steps {
dir("${projectRoot}/gerby-website/gerby/tools/") {
sh 'rm ./document || true'
sh 'rm ./document.paux || true'
sh 'rm ./tags || true'
sh 'ln -s ../../../document document'
sh 'ln -s ../../../document.paux document.paux'
sh 'ln -s ../../../tags tags'
}
dir("${projectRoot}/gerby-website/") {
sh 'rm ./hello-world.sqlite || true'
sh 'rm ./comments.sqlite || true'
sh 'ln -s gerby/tools/hello-world.sqlite hello-world.sqlite'
sh 'ln -s gerby/tools/comments.sqlite comments.sqlite'
}
}
}
stage('Bibliography') {
steps {
dir("${projectRoot}/") {
sh 'pdflatex -interaction=nonstopmode document.tex || true'
sh 'bibtex document || true'
sh 'pdflatex -interaction=nonstopmode document.tex || true'
}
}
}
stage('Delete Tags') {
when {
expression { params['Redo Tags'] == true }
}
steps {
dir("${projectRoot}/") {
sh 'rm ./tags || true'
sh 'rm ./gerby-website/gerby/tools/hello-world.sqlite || true'
}
}
}
// The document folder is needed for the website to run, hence it is not cleared at the end of the compile process.
stage('Delete Previous Build') {
steps {
dir("${projectRoot}/") {
sh "rm -r ./document"
}
}
}
stage('Tag') {
steps {
dir("${projectRoot}/") {
sh "${vGPython} tagger.py >> tags"
}
}
}
stage('Plastex') {
steps {
dir("${projectRoot}/") {
sh "${vPlastex} --renderer=Gerby ./document.tex"
}
}
}
stage('Update Database') {
steps {
dir("${projectRoot}/gerby-website/gerby/tools") {
sh "${vGPython} update.py"
}
}
}
}
post {
always {
dir("${projectRoot}/") {
sh 'rm document.aux || true'
sh 'rm document.bbl || true'
sh 'rm document.blg || true'
sh 'rm document.log || true'
sh 'rm document.out || true'
sh 'rm document.pdf || true'
}
script {
def formatTime = { milliseconds ->
long seconds = (long)(milliseconds / 1000)
long mins = (long)(seconds / 60)
long secs = seconds % 60
return mins > 0 ? "${mins}m${secs}s" : "${secs}s"
}
def buildTitle = "Build Website #${env.BUILD_NUMBER}"
if (params['Redo Tags']) {
buildTitle += " (Retag)"
}
def queueTimeMs = currentBuild.startTimeInMillis - currentBuild.timeInMillis
def queueTime = formatTime(queueTimeMs)
def buildTime = formatTime(currentBuild.duration)
def description = """
**Build:** [#${env.BUILD_NUMBER}](${env.BUILD_URL})
**Console:** [Console Output](${env.BUILD_URL}console)
**Queue Time:** ${queueTime}
**Build Duration:** ${buildTime}
**Status:** ${currentBuild.currentResult}
""".trim()
discordSend(
webhookURL: discordHook,
title: buildTitle,
description: description,
result: currentBuild.currentResult
)
}
}
}
}

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@@ -1,22 +0,0 @@
rm -r ./document
# Make the bibliography. Errors here don't matter.
pdflatex -interaction=nonstopmode document.tex > /dev/null 2>&1
bibtex document > /dev/null 2>&1
pdflatex -interaction=nonstopmode document.tex > /dev/null 2>&1
# Website compilation procedure
python3 tagger.py >> tags
./plastex-venv/bin/plastex --renderer=Gerby ./document.tex
cd ./gerby-website/gerby/tools
python3 update.py
cd ../../..
# Clean up the tex compilations.
rm document.aux > /dev/null 2>&1
rm document.bbl > /dev/null 2>&1
rm document.blg > /dev/null 2>&1
rm document.log > /dev/null 2>&1
rm document.out > /dev/null 2>&1
rm document.pdf > /dev/null 2>&1

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@@ -1,17 +1,17 @@
\documentclass{report} % \documentclass{report}
\usepackage{amssymb, amsmath, hyperref} \usepackage{amssymb, amsmath, hyperref}
\usepackage{preamble} \usepackage{preamble}
\begin{document} \begin{document}
\input{./src/cat/index}
\input{./src/topology/index}
\input{./src/fa/index}
\input{./src/measure/index}
\input{./src/dg/index}
\input{./src/process/index}
\input{./src/cat/index.tex} \bibliographystyle{alpha} % We choose the "plain" reference style
\input{./src/topology/index.tex}
\input{./src/fa/index.tex}
\input{./src/measure/index.tex}
\input{./src/dg/index.tex}
\bibliographystyle{abbrv} % We choose the "plain" reference style
\bibliography{refs} % Entries are in the refs.bib file \bibliography{refs} % Entries are in the refs.bib file

15
gerby.code-workspace Normal file
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@@ -0,0 +1,15 @@
{
"folders": [
{
"path": "."
}
],
"settings": {
"VsCodeTaskButtons.tasks": [
{
"label": "Watch",
"task": "Watch"
}
]
}
}

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@@ -1,5 +1,5 @@
\NeedsTeXFormat{LaTeX2e} % \NeedsTeXFormat{LaTeX2e}
\ProvidesPackage{jerrylicious}[Jerry's Tex Mess] % \ProvidesPackage{jerrylicious}[Jerry's Tex Mess]
\RequirePackage{amsthm,amssymb,amsfonts,amsmath} \RequirePackage{amsthm,amssymb,amsfonts,amsmath}
@@ -8,28 +8,19 @@
% ------------- Block Environmets --------------- % ------------- Block Environmets ---------------
\makeatletter
\theoremstyle{plain}
\newtheorem{theorem}[subsection]{Theorem} \newtheorem{theorem}[subsection]{Theorem}
\newtheorem{proposition}[subsection]{Proposition} \newtheorem{proposition}[subsection]{Proposition}
\newtheorem{lemma}[subsection]{Lemma} \newtheorem{lemma}[subsection]{Lemma}
\theoremstyle{definition}
\newtheorem{definition}[subsection]{Definition} \newtheorem{definition}[subsection]{Definition}
\newtheorem{example}[subsection]{Example} \newtheorem{example}[subsection]{Example}
% \newtheorem{exercise}[subsection]{Exercise} % \newtheorem{exercise}[subsection]{Exercise}
% \newtheorem{situation}[subsection]{Situation} % \newtheorem{situation}[subsection]{Situation}
\theoremstyle{remark}
\newtheorem{rem}[subsection]{Remark} \newtheorem{rem}[subsection]{Remark}
\newtheorem{remark}[subsection]{Remark} \newtheorem{remark}[subsection]{Remark}
% \newtheorem{remarks}[subsection]{Remarks} % \newtheorem{remarks}[subsection]{Remarks}
\numberwithin{equation}{subsection}
\makeatother
% ------------- References -------------- % ------------- References --------------
@@ -202,10 +193,6 @@
\newcommand{\normrd}[1]{\norms{#1}{\real^d}} \newcommand{\normrd}[1]{\norms{#1}{\real^d}}
\newcommand{\normrdn}[1]{\normns{#1}{\real^d}} \newcommand{\normrdn}[1]{\normns{#1}{\real^d}}
% for variation
\newcommand{\var}{\text{var}}
% Category Shenanigans % Category Shenanigans
\newcommand{\mf}[1]{\mathfrak{#1}} \newcommand{\mf}[1]{\mathfrak{#1}}
\newcommand{\catc}{\mathfrak{C}} \newcommand{\catc}{\mathfrak{C}}
@@ -217,7 +204,6 @@
\newcommand{\ppi}{\frac{\partial}{\partial x^i}} \newcommand{\ppi}{\frac{\partial}{\partial x^i}}
\newcommand{\ppj}{\frac{\partial}{\partial y^j}} \newcommand{\ppj}{\frac{\partial}{\partial y^j}}
\newcommand{\ppip}{\ppi\bigg\vert_p} \newcommand{\ppip}{\ppi\bigg\vert_p}
\renewcommand{\part}[2]{\frac{\partial{#1}}{\partial{#2}}}
\newcommand{\vf}{\mathfrak{X}} \newcommand{\vf}{\mathfrak{X}}
\newcommand{\grad}[1]{\text{grad}\paren{#1}} \newcommand{\grad}[1]{\text{grad}\paren{#1}}
\newcommand{\Grad}[1]{\text{Grad}\paren{#1}} \newcommand{\Grad}[1]{\text{Grad}\paren{#1}}

View File

@@ -84,3 +84,22 @@
year={2010}, year={2010},
publisher={Springer New York} publisher={Springer New York}
} }
@book{Bogachev,
title={Topological Vector Spaces and Their Applications},
author={Bogachev, Vladimir I. and Smolyanov, Oleg G.},
year={2017},
publisher={Springer},
address={Cham},
series={Springer Monographs in Mathematics},
isbn={978-3-319-57117-1},
doi={10.1007/978-3-319-57117-1}
}
@book{Cartan,
title={Differential Calculus},
author={Cartan, H.},
isbn={9780901665140},
series={International studies in mathematics},
url={https://books.google.ca/books?id=ZFgZAQAAIAAJ},
year={1983},
publisher={Hermann}
}

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@@ -1,5 +0,0 @@
# Rebuilds the tag system. Requires administrative access.
rm ./tags
rm ./gerby-website/gerby/tools/hello-world.sqlite
./build.sh

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@@ -1,3 +0,0 @@
cd gerby-website
export FLASK_APP=gerby
python3 -m flask run

16
spec.toml Normal file
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@@ -0,0 +1,16 @@
database = "spec.db"
document = "document.tex"
siteTitle = "Jerry's Digital Garden"
[compiler]
compileAll = false
redoTags = false
indirectReferences = true
[website]
font = "roboto"
primaryColour = "violet"
neutralColour = "grey"
searchLimit = 16
maxSearchPages = 48
advertiseSpec = true

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@@ -7,6 +7,7 @@
\[ \[
\mor{A, B} \times \mor{B, C} \to \mor{A, C} \mor{A, B} \times \mor{B, C} \to \mor{A, C}
\] \]
that satisfies the following axioms: that satisfies the following axioms:
\begin{enumerate} \begin{enumerate}
\item[(CAT1)] For any $A, B, A', B' \in \obj{\catc}$, $\mor{A, B}$ and $\mor{A', B'}$ are disjoint or equal, where $\mor{A, B} = \mor{A', B'}$ if and only if $A = A'$ and $B = B'$. \item[(CAT1)] For any $A, B, A', B' \in \obj{\catc}$, $\mor{A, B}$ and $\mor{A', B'}$ are disjoint or equal, where $\mor{A, B} = \mor{A', B'}$ if and only if $A = A'$ and $B = B'$.

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@@ -3,5 +3,5 @@
\textit{I do not know much about categories, however some concepts from it are useful in phrasing certain properties.} \textit{I do not know much about categories, however some concepts from it are useful in phrasing certain properties.}
\input{./src/cat/cat/cat-func.tex} \input{./cat-func.tex}
\input{./src/cat/cat/universal.tex} \input{./universal.tex}

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@@ -22,7 +22,7 @@
\begin{enumerate} \begin{enumerate}
\item $P \in \obj{\catc}$. \item $P \in \obj{\catc}$.
\item For each $i \in I$, $\pi_i \in \mor{P, A_i}$. \item For each $i \in I$, $\pi_i \in \mor{P, A_i}$.
\item[\textbf{(U)}] For any pair $(C, \seqi{f})$ satisfying (1) and (2), there exists a unique $f \in \mor{C, P}$ such that the following diagram commutes \item[(U)] For any pair $(C, \seqi{f})$ satisfying (1) and (2), there exists a unique $f \in \mor{C, P}$ such that the following diagram commutes
\[ \[
\xymatrix{ \xymatrix{
@@ -31,6 +31,7 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
@@ -50,6 +51,7 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
@@ -101,6 +103,7 @@
} }
\] \]
\item[(U)] For any pair $(B, \bracsn{g^i_B}_{i \in I})$ satisfying (1) and (2), there exists a unique $g \in \mor{A, B}$ such that the following diagram commutes \item[(U)] For any pair $(B, \bracsn{g^i_B}_{i \in I})$ satisfying (1) and (2), there exists a unique $g \in \mor{A, B}$ such that the following diagram commutes
\[ \[
@@ -110,6 +113,7 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
@@ -128,6 +132,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
} }
\] \]
\item[(U)] For any pair $(B, \bracsn{g^B_i}_{i \in I})$, there exists a unique $g \in \mor{B, A}$ such that the following diagram commutes \item[(U)] For any pair $(B, \bracsn{g^B_i}_{i \in I})$, there exists a unique $g \in \mor{B, A}$ such that the following diagram commutes
\[ \[
@@ -137,12 +142,13 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
\begin{proposition} \begin{proposition}
\label{proposition:direct-limit} \label{proposition:module-direct-limit}
Let $R$ be a ring and $(\seqi{A}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ be an upward-directed system of $R$-modules, then there exists $(A, \bracsn{T^i_A}_{i \in I})$ such that: Let $R$ be a ring and $(\seqi{A}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ be an upward-directed system of $R$-modules, then there exists $(A, \bracsn{T^i_A}_{i \in I})$ such that:
\begin{enumerate} \begin{enumerate}
\item For each $i \in I$, $T^i_A \in \hom({A_i, A})$. \item For each $i \in I$, $T^i_A \in \hom({A_i, A})$.
@@ -155,6 +161,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
} }
\] \]
\item[(U)] For any pair $(B, \bracsn{S^i_B}_{i \in I})$ satisfying (1) and (2), there exists a unique $S \in \hom({A, B})$ such that the following diagram commutes \item[(U)] For any pair $(B, \bracsn{S^i_B}_{i \in I})$ satisfying (1) and (2), there exists a unique $S \in \hom({A, B})$ such that the following diagram commutes
\[ \[
@@ -164,6 +171,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
@@ -176,6 +184,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
0 &k \ne i, j 0 &k \ne i, j
\end{cases} \end{cases}
\] \]
Let $N \subset M$ be the submodule generated by $\bracs{x_{i, j}|i, j \in I, i \lesssim j, x \in A_i}$, $A = M/N$, and $\pi: M \to M/N$ be the canonical map. Let $N \subset M$ be the submodule generated by $\bracs{x_{i, j}|i, j \in I, i \lesssim j, x \in A_i}$, $A = M/N$, and $\pi: M \to M/N$ be the canonical map.
(1): For each $i \in I$, let (1): For each $i \in I$, let
@@ -185,6 +194,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
0 &k \ne i 0 &k \ne i
\end{cases} \end{cases}
\] \]
and $T^i_A = \pi \circ T^i_M$. and $T^i_A = \pi \circ T^i_M$.
(2): Let $i, j \in I$ with $i \lesssim j$, then for any $x \in A_i$, $T^i_Mx - T^j_M T^i_j x \in N$. Hence $T^i_Ax = T^j_A T^i_jx$. (2): Let $i, j \in I$ with $i \lesssim j$, then for any $x \in A_i$, $T^i_Mx - T^j_M T^i_j x \in N$. Hence $T^i_Ax = T^j_A T^i_jx$.
@@ -193,6 +203,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
\[ \[
S_0: M \to B \quad x \mapsto \sum_{i \in I}S^i_B \pi_i x S_0: M \to B \quad x \mapsto \sum_{i \in I}S^i_B \pi_i x
\] \]
then $S_0$ is the unique linear map such that $S_0 \circ T^i_M = S^i_B$ for all $i \in I$. For any $i, j \in I$ with $i \lesssim J$, $S^i_B x = S^j_B T^i_j x$, so $\ker S_0 \supset N$. By the first isomorphism theorem, there exists a unique $S \in \hom(A; B)$ such that $S_0 = S \circ \pi$. then $S_0$ is the unique linear map such that $S_0 \circ T^i_M = S^i_B$ for all $i \in I$. For any $i, j \in I$ with $i \lesssim J$, $S^i_B x = S^j_B T^i_j x$, so $\ker S_0 \supset N$. By the first isomorphism theorem, there exists a unique $S \in \hom(A; B)$ such that $S_0 = S \circ \pi$.
\end{proof} \end{proof}
@@ -208,6 +219,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
A \ar@{->}[u]^{T^A_i} \ar@{->}[ru]_{T^A_j} & A \ar@{->}[u]^{T^A_i} \ar@{->}[ru]_{T^A_j} &
} }
\] \]
\item[(U)] For any pair $(B, \bracsn{S^B_i}_{i \in I})$ satisfying (1) and (2), there exists a unique $S \in \hom(B; A)$ such that the following diagram commutes \item[(U)] For any pair $(B, \bracsn{S^B_i}_{i \in I})$ satisfying (1) and (2), there exists a unique $S \in \hom(B; A)$ such that the following diagram commutes
\[ \[
@@ -217,6 +229,7 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
} }
\] \]
for all $i \in I$. for all $i \in I$.
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
@@ -225,15 +238,18 @@ Let $\catc$ be a category and $(\seqi{A}, \bracsn{f^i_j| i, j \in I, i \lesssim
\[ \[
A = \bracs{x \in \prod_{i \in I}A_i \bigg | \pi_j(x) = T^i_j\pi_i(x) \forall i, j \in I, i \lesssim j} A = \bracs{x \in \prod_{i \in I}A_i \bigg | \pi_j(x) = T^i_j\pi_i(x) \forall i, j \in I, i \lesssim j}
\] \]
For each $i \in I$, let $T^A_i = \pi_i$, then $(A, \bracsn{T^A_i}_{i \in I})$ satisfies (1) and (2) by definition of $A$. For each $i \in I$, let $T^A_i = \pi_i$, then $(A, \bracsn{T^A_i}_{i \in I})$ satisfies (1) and (2) by definition of $A$.
(U): Let $(B, \bracsn{S^B_i}_{i \in I})$ satisfying (1) and (2). Let (U): Let $(B, \bracsn{S^B_i}_{i \in I})$ satisfying (1) and (2). Let
\[ \[
S: B \to \prod_{i \in I}A_i \quad \pi_i(Sx) = S^B_i S: B \to \prod_{i \in I}A_i \quad \pi_i(Sx) = S^B_i
\] \]
then for any $x \in B$ and $i, j \in I$ with $i \lesssim j$, then for any $x \in B$ and $i, j \in I$ with $i \lesssim j$,
\[ \[
\pi_j (Sx) = S^B_jx = T^i_j S^B_ix = T^i_j \pi_i(S x) \pi_j (Sx) = S^B_jx = T^i_j S^B_ix = T^i_j \pi_i(S x)
\] \]
so $S \in \hom(B; A)$, and the diagram commutes. Since any map $f: B \to A$ is uniquely determined by its composition with the projections, $S$ is unique. so $S \in \hom(B; A)$, and the diagram commutes. Since any map $f: B \to A$ is uniquely determined by its composition with the projections, $S$ is unique.
\end{proof} \end{proof}

View File

@@ -37,5 +37,6 @@
\[ \[
T(\lambda x + y) = T_V(\lambda x + y) = \lambda T_Vx + T_Vy = \lambda Tx + Ty T(\lambda x + y) = T_V(\lambda x + y) = \lambda T_Vx + T_Vy = \lambda Tx + Ty
\] \]
and $T \in \hom(E; F)$. and $T \in \hom(E; F)$.
\end{proof} \end{proof}

View File

@@ -1,6 +1,6 @@
\part{General Tools} \part{General Tools}
\label{part:part-categories} \label{part:part-categories}
\input{./src/cat/cat/index.tex} \input{./cat/index.tex}
\input{./src/cat/gluing/index.tex} \input{./gluing/index.tex}
\input{./src/cat/tricks/index.tex} \input{./tricks/index.tex}

View File

@@ -14,6 +14,7 @@
\[ \[
\text{rk}(q) = \min\bracs{n \in \natp|x \in \mathbb{D}_n} \text{rk}(q) = \min\bracs{n \in \natp|x \in \mathbb{D}_n}
\] \]
is the \textbf{dyadic rank} of $q$. is the \textbf{dyadic rank} of $q$.
\end{definition} \end{definition}
@@ -32,7 +33,7 @@
\begin{proof} \begin{proof}
First suppose that $\text{rk}(x) = 1$. In which case, $x \in \bracs{0, 1/2}$, and either $M(x) = \emptyset$ or $M(y) = \bracs{1}$. First suppose that $\text{rk}(x) = 1$. In which case, $x \in \bracs{0, 1/2}$, and either $M(x) = \emptyset$ or $M(y) = \bracs{1}$.
Assume inductively that the proposition holds for all dyadic rationals of rank $n$. Let $x \in \mathbb{D}_{n+1} \setminus \mathbb{D}_n$. By \ref{lemma:dyadic-decompose}, there exists a unique $y \in \mathbb{D}_n$ such that $x = y + 2^{-n-1}$. Since $x > 0$, $x \ge 1/2^{-n-1}$, so $y \in [0, 1)$. By the inductive assumption, there exists a unique $M(y) \subset \natp \cap [1, n]$ such that $y = \sum_{k \in M(y)}2^{-k}$. In which case, $M(x) = M(y) \cup \bracs{n}$ is the desired set. Assume inductively that the proposition holds for all dyadic rationals of rank $n$. Let $x \in \mathbb{D}_{n+1} \setminus \mathbb{D}_n$. By \autoref{lemma:dyadic-decompose}, there exists a unique $y \in \mathbb{D}_n$ such that $x = y + 2^{-n-1}$. Since $x > 0$, $x \ge 1/2^{-n-1}$, so $y \in [0, 1)$. By the inductive assumption, there exists a unique $M(y) \subset \natp \cap [1, n]$ such that $y = \sum_{k \in M(y)}2^{-k}$. In which case, $M(x) = M(y) \cup \bracs{n}$ is the desired set.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -48,15 +49,18 @@
\[ \[
\phi(x) + \phi(y) = g_2 + g_2 \le g_1 = \phi(x + y) \phi(x) + \phi(y) = g_2 + g_2 \le g_1 = \phi(x + y)
\] \]
In the second, $\phi(x) + \phi(y) = \phi(x + y)$. In the second, $\phi(x) + \phi(y) = \phi(x + y)$.
Now assume inductively that the proposition holds for all $x, y \in \mathbb{D} \cap (0, 1)$ with $\text{rk}(x) = n$ and $\text{rk}(y) \le n$. Let $x \in \mathbb{D}_{n+1} \setminus \mathbb{D}_n$ and $y \in \mathbb{D}_{n+1}$. By \ref{lemma:dyadic-decompose}, there exists $x_0 \in \mathbb{D}_n$ such that $x = x_0 + 2^{-n-1}$. If $y \in \mathbb{D}_n$, then Now assume inductively that the proposition holds for all $x, y \in \mathbb{D} \cap (0, 1)$ with $\text{rk}(x) = n$ and $\text{rk}(y) \le n$. Let $x \in \mathbb{D}_{n+1} \setminus \mathbb{D}_n$ and $y \in \mathbb{D}_{n+1}$. By \autoref{lemma:dyadic-decompose}, there exists $x_0 \in \mathbb{D}_n$ such that $x = x_0 + 2^{-n-1}$. If $y \in \mathbb{D}_n$, then
\[ \[
\phi(x) + \phi(y) = \phi(x_0) + \phi(y) + g_{n+1} \le \phi(x_0 + y) + g_{n+1} = \phi(x + y) \phi(x) + \phi(y) = \phi(x_0) + \phi(y) + g_{n+1} \le \phi(x_0 + y) + g_{n+1} = \phi(x + y)
\] \]
by the inductive assumption. Otherwise, there exists $y_0 \in \mathbb{D}_n$ such that $y = y_0 + 2^{-n-1}$, so by the inductive assumption. Otherwise, there exists $y_0 \in \mathbb{D}_n$ such that $y = y_0 + 2^{-n-1}$, so
\[ \[
\phi(x) + \phi(y) \le \phi(x_0) + \phi(y_0) + g_n = \phi(x_0) + \phi(y_0) + \phi(2^{-n}) \le \phi(x + y) \phi(x) + \phi(y) \le \phi(x_0) + \phi(y_0) + g_n = \phi(x_0) + \phi(y_0) + \phi(2^{-n}) \le \phi(x + y)
\] \]
by the inductive assumption. by the inductive assumption.
\end{proof} \end{proof}

View File

@@ -1,5 +1,5 @@
\chapter{Inequalities and Computations} \chapter{Inequalities and Computations}
\label{chap:tricks} \label{chap:tricks}
\input{./src/cat/tricks/dyadic.tex} \input{./dyadic.tex}
\input{./src/cat/tricks/product.tex} \input{./product.tex}

View File

@@ -7,10 +7,12 @@
\[ \[
ab \le \frac{a^p}{p} + \frac{b^q}{q} ab \le \frac{a^p}{p} + \frac{b^q}{q}
\] \]
and for any $\eps > 0$, and for any $\eps > 0$,
\[ \[
ab \le \eps a^p + \frac{1}{q}(\eps q)^{-q/p}b^q ab \le \eps a^p + \frac{1}{q}(\eps q)^{-q/p}b^q
\] \]
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
Since $x \mapsto \exp(x)$ is convex, Since $x \mapsto \exp(x)$ is convex,
@@ -22,4 +24,5 @@
\[ \[
ab = (\eps p)^{1/p}a \cdot \frac{b}{(\eps p)^{1/p}} \le \eps a^p + \frac{b^q}{q}(\eps p)^{-(1/p)q} = \eps a^p + \frac{1}{q}(\eps q)^{-q/p}b^q ab = (\eps p)^{1/p}a \cdot \frac{b}{(\eps p)^{1/p}} \le \eps a^p + \frac{b^q}{q}(\eps p)^{-(1/p)q} = \eps a^p + \frac{1}{q}(\eps q)^{-q/p}b^q
\] \]
\end{proof} \end{proof}

View File

@@ -3,213 +3,47 @@
\begin{definition}[Derivatives and Remainders] \begin{definition}[Derivatives and Remainders]
\label{definition:derivative-system} \label{definition:derivative-system}
Let $E, F$ be TVSs over $K \in \RC$ and $\ch(E; F), \calr(E; F) \subset F^E$ be vector subspaces, then $(\ch, \calr) = (\ch(E; F), \calr(E; F))$ is a pair of \textbf{derivatives} and \textbf{remainders} if Let $E, F$ be TVSs over $K \in \RC$ and $\ch(E; F), \calr(E; F) \subset F^E$ be vector subspaces, then $\mathcal{HR} = (\ch(E; F), \calr(E; F))$ is a pair of \textbf{derivatives} and \textbf{remainders} if
\begin{enumerate} \begin{enumerate}
\item[(T)] For any $T \in \ch$, if there exists $V \in \cn_E(0)$ and $r \in \calr$ such that $T|_V = r|_V$, then $T = 0$. \item[(T)] For any $T \in \ch$, if there exists $V \in \cn_E(0)$ and $r \in \calr$ such that $T|_V = r|_V$, then $T = 0$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
\begin{definition}[$(\ch, \calr)$-Differentiability] \begin{definition}[$\mathcal{HR}$-Differentiability]
\label{definition:space-differentiability} \label{definition:space-differentiability}
Let $E, F$ be TVSs over $K \in \RC$, $(\ch, \calr)$ be a pair of derivatives and remainders, $U \subset E$ be open, $f: U \to F$ be a function, and $x_0 \in U$, then $f$ is \textbf{$(\ch, \calr)$-differentiable} at $x_0$ if there exists $V \in \cn_E(0)$, $T \in \ch$, and $r \in \calr$ such that Let $E, F$ be TVSs over $K \in \RC$, $\mathcal{HR}$ be a pair of derivatives and remainders, $U \subset E$ be open, $f: U \to F$ be a function, and $x_0 \in U$, then $f$ is \textbf{$\mathcal{HR}$-differentiable} at $x_0$ if there exists $V \in \cn_E(0)$, $T \in \ch$, and $r \in \calr$ such that
\[ \[
f(x_0 + h) = f(x_0) + Th + r(h) f(x_0 + h) = f(x_0) + Th + r(h)
\] \]
for all $h \in V$. In which case, $T = D_{(\ch, \calr)}f(x_0)$ is the unique element of $\ch$ satisfying the above, known as the \textbf{$(\ch, \calr)$-derivative} of $f$ at $x_0$.
for all $h \in V$. In which case, $T = D_{\mathcal{HR}}f(x_0)$ is the unique element of $\ch$ satisfying the above, known as the \textbf{$\mathcal{HR}$-derivative} of $f$ at $x_0$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
Let $S, T \in \ch$, $r, s \in \calr$, and $V \in \cn_E(0)$ such that Let $S, T \in \ch$, $r, s \in \calr$, and $V \in \cn_E(0)$ such that
\[ \[
f(x_0 + h) - f(x_0) = Sh + r(h) = Th + s(h) f(x_0 + h) - f(x_0) = Sh + r(h) = Th + s(h)
\] \]
for all $h \in V$, then $(S - T)(h) = (s - r)(h)$. By (T), $S - T = 0$. Hence $S = T$. for all $h \in V$, then $(S - T)(h) = (s - r)(h)$. By (T), $S - T = 0$. Hence $S = T$.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
\label{proposition:derivative-linearity} \label{proposition:derivative-linearity}
Let $E, F$ be TVSs over $K \in \RC$, $(\ch, \calr)$ be a pair of derivatives and remainders, $U \subset E$ be open, $f, g: U \to F$ be functions, and $x_0 \in U$. If $f, g$ are $(\ch, \calr)$-differentiable at $x_0$, then for any $\lambda \in K$, $\lambda f + g$ is $(\ch, \calr)$-differentiable at $x_0$, and Let $E, F$ be TVSs over $K \in \RC$, $\mathcal{HR}$ be a pair of derivatives and remainders, $U \subset E$ be open, $f, g: U \to F$ be functions, and $x_0 \in U$. If $f, g$ are $\mathcal{HR}$-differentiable at $x_0$, then for any $\lambda \in K$, $\lambda f + g$ is $\mathcal{HR}$-differentiable at $x_0$, and
\[ \[
D_{(\ch, \calr)}(\lambda f + g)(x_0) = \lambda D_{(\ch, \calr)}f(x_0) + D_{(\ch, \calr)}g(x_0) D_{\mathcal{HR}}(\lambda f + g)(x_0) = \lambda D_{\mathcal{HR}}f(x_0) + D_{\mathcal{HR}}g(x_0)
\] \]
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
Let $V \in \cn_E(0)$ and $r, s \in \calr$ such that Let $V \in \cn_E(0)$ and $r, s \in \calr$ such that
\begin{align*} \begin{align*}
f(x_0 + h) - f(x_0) &= D_{(\ch, \calr)}f(x_0)h + r(h) \\ f(x_0 + h) - f(x_0) &= D_{\mathcal{HR}}f(x_0)h + r(h) \\
g(x_0 + h) - f(x_0) &= D_{(\ch, \calr)}g(x_0)h + s(h) g(x_0 + h) - f(x_0) &= D_{\mathcal{HR}}g(x_0)h + s(h)
\end{align*} \end{align*}
then then
\[ \[
(\lambda f + g)(x_0+h) - (\lambda f + g)(x_0) = \underbrace{[\lambda D_{(\ch, \calr)}f(x_0) + D_{(\ch, \calr)}g(x_0)]}_{\in \ch}h + \underbrace{(\lambda r + s)}_{\in \calr}(h) (\lambda f + g)(x_0+h) - (\lambda f + g)(x_0) = \underbrace{[\lambda D_{\mathcal{HR}}f(x_0) + D_{\mathcal{HR}}g(x_0)]}_{\in \ch}h + \underbrace{(\lambda r + s)}_{\in \calr}(h)
\] \]
\end{proof}
\begin{definition}[$o(t)$]
\label{definition:little-o}
Let $U \in \cn(0) \subset \real$ and $r: U \to \real$, then $r \in o(t)$ if
\[
\lim_{t \to 0}\frac{o(t)}{t} = 0
\]
\end{definition}
\begin{definition}[Tangent to $0$]
\label{definition:tangent-to-0}
Let $E, F$ be TVSs over $K \in \RC$, $U \in \cn_E(0)$, and $\varphi: U \to F$, then $\varphi$ is \textbf{tangent to $0$} if for any $W \in \cn_F(0)$, there exists $V \in \cn_E(0)$ and $r \in o(t)$ such that
\[
\varphi(tV) \subset r(t)W
\]
for sufficiently small $t \in \real$.
\end{definition}
\begin{definition}[Linear Order at $0$]
\label{definition:linear-order-at-0}
Let $E, F$ be TVSs over $K \in \RC$, $U \in \cn_E(0)$, and $\varphi: U \to F$, then $\varphi$ is of \textbf{linear order at $0$} if for any $W \in \cn_F(0)$, there exists $V \in \cn_E(0)$ such that
\[
\varphi(tV) \subset tW
\]
for sufficiently small $t \in \real$.
\end{definition}
\begin{lemma}
\label{lemma:tangent-linear-at-0}
Let $E, F, G$ be TVSs over $K \in \RC$, $U \in \cn_E(0)$, $V \in \cn_F(0)$, $\varphi, \psi: U \to F$, and $\rho: V \to G$. If $\varphi, \psi, \rho$ are of linear order at $0$, then
\begin{enumerate}
\item $\rho \circ \varphi$ is of linear order at $0$.
\item $\varphi + \psi$ is of linear order at $0$.
\item If one of $\varphi, \rho$ is tangent to $0$, then $\rho \circ \varphi$ is tangent to $0$.
\end{enumerate}
If $\varphi, \psi$ are tangent to $0$, then
\begin{enumerate}
\item[(4)] $\varphi$ is of linear order at $0$.
\item[(5)] $\varphi + \psi$ is tangent at $0$.
\end{enumerate}
Finally, suppose that $\varphi$ is linear.
\begin{enumerate}
\item[(6)] If $\varphi$ is continuous, then $\varphi$ is of linear order at $0$.
\item[(7)] If $\varphi$ is tangent to $0$ and $E$ is Hausdorff, then $\varphi = 0$.
\end{enumerate}
\end{lemma}
\begin{proof}
(1): Let $W \in \cn_G(0)$, then there exists $V_0 \in \cn_F(0)$ with $\rho(tV_0) \subset tW$ and $U_0 \in \cn_E(0)$ with $\varphi(tU_0) \subset tV_0$ for sufficiently small $t$. In which case, $\rho \circ \varphi(tU_0) \subset tW$.
(2): Let $W \in \cn_F(0)$, then there exists $W_0 \in \cn_F(0)$ with $W_0 + W_0 \subset W$ and $V_0 \in \cn_E(0)$ such that $\varphi(tV_0), \psi(tV_0) \subset tW_0$ for sufficiently small $t$. In which case,
\[
\varphi(tV_0) + \psi(tV_0) \subset tW_0 + tW_0 \subset tW
\]
(3): Let $W \in \cn_G(0)$, then there exists $V_0 \in \cn_F(0)$, $U_0 \in \cn_E(0)$, and $r \in o(t)$ such that one of the following holds for sufficiently small $t$:
\begin{enumerate}
\item[(a)] $\varphi(tU_0) \subset tV_0$ and $\rho(tV_0) \subset o(t)W$.
\item[(b)] $\varphi(tU_0) \subset o(t)V_0$ and $\rho(tV_0) \subset tW$.
\end{enumerate}
In both cases, $\rho \circ \varphi(tU_0) \subset o(t)W$.
(4): Let $W \in \cn_F(0)$. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $W$ is circled. By assumption, there exists $V_0 \in \cn_E(0)$ and $r \in o(t)$ such that
\[
\varphi(tV_0) \subset o(t)W = \frac{r(t)}{t} \cdot tW
\]
for sufficiently small $t$. Since $r \in o(t)$, $\abs{r(t)/t} \le 1$ for sufficiently small $t$. In which case, $\frac{r(t)}{t} \cdot tW \subset tW$.
(5): Let $W \in \cn_F(0)$. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $W$ is circled. Let $V_0 \in \cn_E(0)$ and $r, r' \in o(t)$ such that $\varphi(tV_0) \subset r(t)W$ and $\psi(tV_0) \subset r'(t)W$ for sufficiently small $t$, then
\[
\varphi(tV_0) + \psi(tV_0) \subset r(t)W + r'(t)W \subset [\abs{r(t)} + \abs{r'(t)}]W
\]
(6): Let $W \in \cn_F(0)$, then there exists $V_0 \in \cn_E(0)$ such that $\varphi(V_0) \subset W$. In which case, $\varphi(tV_0) \subset tW$ for all $t \in \real$.
(7): Let $x \in E$ and $W \in \cn_F(0)$. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $W$ is circled. Since $\varphi$ is tangent to $0$ and linear, then there exists $V \in \cn_E(0)$ and $r \in o(t)$ such that
\[
\varphi(tV) \subset r(t)W \quad \varphi(V) \subset \frac{r(t)}{t}W
\]
for sufficiently small $t \in \real$. Since $W \in \cn_F(0)$, there exists $\lambda \in K$ such that $x \in \lambda V$. Thus
\[
\varphi(x) \in \varphi(\lambda V) = \lambda\varphi(V) \subset \frac{\lambda r(t)}{t}W
\]
As $r \in o(t)$, there exists $t \in \real$ such that $\abs{\lambda r(t)/t} \le 1$, so $\varphi(x) \in \frac{\lambda r(t)}{t}W \subset W$. Since this holds for all $W \in \cn_F(0)$ and $F$ is Hausdorff, $\varphi(x) \in \ol{\bracs{0}} = \bracs{0}$ by \ref{proposition:tvs-closure} and \ref{lemma:t1}.
\end{proof}
\begin{lemma}
\label{lemma:tangent-to-0}
Let $E, F, G$ be TVSs over $K \in \RC$, $U \in \cn_E(0)$, and $\varphi: U \to F$, $\psi: U \to F$ be tangent to $0$, then:
\begin{enumerate}
\item For any $\lambda \in L(F; G)$, $\lambda \circ \varphi$ is tangent to $0$.
\item $\varphi + \psi$ is tangent to $0$.
\item If $\varphi$ is linear and $F$ is Hausdorff, then $\varphi = 0$.
\end{enumerate}
\end{lemma}
\begin{proof}
(1): Let $W \in \cn_G(0)$, then $\lambda^{-1}(W) \in \cn_F(0)$, and there exists $V \in \cn_E(0)$ and $r \in o(t)$ such that
\[
\lambda \circ \varphi(tV) \subset \lambda (r(t)\lambda^{-1}W) = r(t) \lambda \circ \lambda^{-1} (W) \subset r(t)W
\]
(2): Let $W \in \cn_F(0)$. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $W$ is circled. Since $\varphi, \psi$ are tangent to $0$, there exists $V_1, V_2 \in \cn_E(0)$ and $r_1, r_2 \in o(t)$ such that
\[
\varphi(tV_1) \subset r_1(t)W \quad \psi(tV_2) \subset r_2(t)W
\]
In which case, since $W$ is circled,
\[
\lambda \varphi(t(V_1 \cap V_2)) + \psi(t(V_1 \cap V_2)) \subset r_1(t) W + r_2(t)W \subset (r_1(t) + r_2(t))W
\]
and $r_1 + r_2 \in o(t)$.
(3): Let $x \in E$ and $W \in \cn_F(0)$. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $W$ is circled. Since $\varphi$ is tangent to $0$ and linear, then there exists $V \in \cn_E(0)$ and $r \in o(t)$ such that
\[
\varphi(tV) \subset r(t)W \quad \varphi(V) \subset \frac{r(t)}{t}W
\]
for sufficiently small $t \in \real$. Since $W \in \cn_F(0)$, there exists $\lambda \in K$ such that $x \in \lambda V$. Thus
\[
\varphi(x) \in \varphi(\lambda V) = \lambda\varphi(V) \subset \frac{\lambda r(t)}{t}W
\]
As $r \in o(t)$, there exists $t \in \real$ such that $\abs{\lambda r(t)/t} \le 1$, so $\varphi(x) \in \frac{\lambda r(t)}{t}W \subset W$. Since this holds for all $W \in \cn_F(0)$ and $F$ is Hausdorff, $\varphi(x) \in \ol{\bracs{0}} = \bracs{0}$ by \ref{proposition:tvs-closure} and \ref{lemma:t1}.
\end{proof}
\begin{definition}[(Strong Fréchet) Derivative]
\label{definition:derivative}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being Hausdorff, $U \subset E$ open, $f: U \to F$, and $x_0 \in U$, then $f$ is \textbf{(strongly Fréchet) differentiable at} $x_0$ if there exists $\lambda \in L(E; F)$, $V \in \cn_E(0)$, and $\varphi: V \to F$ tangent to $0$ such that
\[
f(x_0 + h) = f(x_0) + \lambda h + \varphi(h)
\]
for all $h \in V$. In which case, $Df(x_0) = \lambda$ is the unique continuous linear map satisfying the above, and the \textbf{(strong Fréchet) derivative} of $f$ \textbf{at} $x_0$.
If $f$ is differentiable at every $x_0 \in U$, then $f$ is \textbf{(strongly Fréchet) differentiable}, and $Df: U \to L(E; F)$ is the \textbf{(strong Fréchet) derivative} of $f$.
\end{definition}
\begin{proof}
Let $\lambda, \mu \in L(E; F)$ and $\varphi, \psi: V \to F$ be tangent to $0$ such that
\begin{align*}
f(x_0 + h) &= f(x_0) + \lambda h + \varphi(h) \\
&= f(x_0) + \mu h + \varphi(h)
\end{align*}
then
\[
0 = (\lambda - \mu)h + (\varphi - \psi)(h)
\]
By (7) of \ref{lemma:tangent-to-0}, $(\lambda - \mu)$ is tangent to $0$ and thus equal to $0$.
\end{proof}
\begin{proposition}[Chain Rule]
\label{proposition:chain-rule}
Let $E, F, G$ be TVSs over $K \in \RC$ with $F, G$ Hausdorff, $U \subset E$ and $V \subset F$ be open, $f: U \to V$ be differentiable at $x_0 \in U$, and $g: V \to G$ be differentiable at $f(x_0)$, then
\[
D(g \circ f)(x_0) = Dg(f(x_0)) \circ f(x_0)
\]
\end{proposition}
\begin{proof}
By differentiability of $f$ and $g$, there exists $\varphi, \psi$ tangent to $0$ such that
\begin{align*}
(g \circ f)(x_0 + h) &= (g \circ f)(x_0) + Dg(f(x_0))[f(x_0 + h) - f(x_0)] + \varphi(f(x_0 + h) - f(x_0)) \\
&= (g \circ f)(x_0) + Dg(f(x_0))[Df(x_0)(h) + \psi(h)] + \varphi(Df(x_0)(h) + \psi(h)) \\
&= (g \circ f)(x_0) + [Dg(f(x_0)) \circ Df(x_0)](h) \\
&+ [Dg(f(x_0)) \circ \psi + \varphi \circ (Df(x_0) + \psi)](h)
\end{align*}
Since $Dg(f(x_0)) \in L(F; G)$, $Dg(f(x_0)) \circ \psi$ is tangent to $0$ by (6) and (3) \ref{lemma:tangent-linear-at-0}. Similarly, $Df(x_0) + \psi$ is of linear order at $0$ by (4) and (2) of \ref{lemma:tangent-linear-at-0}, so $\varphi \circ (Df(x_0) + \psi)$ is tangent to $0$ by (3) of \ref{lemma:tangent-linear-at-0}. Thus
\[
Dg(f(x_0)) \circ \psi + \varphi \circ (Df(x_0) + \psi)
\]
is tangent to $0$ by (5) of \ref{lemma:tangent-linear-at-0}.
\end{proof} \end{proof}

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@@ -0,0 +1,131 @@
\section{Higher Derivatives}
\label{section:higher-derivatives}
\begin{definition}[$n$-Fold Differentiability]
\label{definition:n-differentiable-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset B(E)$ be an upward-directed family that contains all finite sets, $\mathcal{H} \subset B_\sigma(E; F)$ be a subspace, and $\mathcal{R}_\sigma = \mathcal{R}_\sigma(E; F)$.
Let $U \subset E$ be open, $f: U \to F$, $x_0 \in U$, and $n > 1$, then $f$ is \textbf{$n$-fold $\sigma$-differentiable at $x_0$} if
\begin{enumerate}
\item There exists $V \in \cn_E(x_0)$ such that $f$ is $(n-1)$-fold differentiable on $V$.
\item The derivative $D_\sigma^{n-1}f: U \to B^{n-1}_\sigma(E; F)$ is derivative at $x_0$.
\end{enumerate}
In which case, $D_\sigma(D_\sigma^{n-1}f)(x_0) \in L(E; B^{n-1}_\sigma(E; F))$ is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}.
The mapping $f: U \to F$ is \textbf{$n$-fold $\sigma$-differentiable on $U$} if it is $n$-fold $\sigma$-differentiable at every point in $U$. Under the identification $B_\sigma(E; B^{n-1}_\sigma(E; F)) = B_\sigma^{n}(E; F)$ given by \autoref{proposition:multilinear-identify},
\[
D_\sigma^{n}f: U \to B^{n-1}_\sigma(E; F)
\]
is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}.
\end{definition}
\begin{theorem}[{{\cite[Theorem 5.1.1]{Cartan}}}]
\label{theorem:derivative-symmetric-frechet}
Let $E, F$ be Banach spaces, $U \subset E$ be open, $n \in \natp$, and $f: U \to F$ be a function $n$-times Fréchet-differentiable at $x \in U$, then $D^nf(x) \in L^n(E; F)$ is symmetric.
\end{theorem}
\begin{proof}
First suppose that $n = 2$. Let $r > 0$ such that $B(x, 2r) \subset U$, and define $A: B_E(0, r) \times B_E(0, r) \to F$ by
\[
A(h, k) = f(x + h + k) - f(x + h) - f(x + k) + f(x)
\]
then there exists $r_1 \in \mathcal{R}_{B(E)}$ such that
\begin{align*}
A(h, k) &= Df(x + h)(k) + Df(x)(k) \\
&+ [f(x + h + k) - f(x + h) - Df(x + h)(k)] \\
&- [f(x + k) - f(x) - Df(x)(k)] \\
&= D^2f(x)(h, k) + r_1(h) \cdot Df(x)(k)
&+ [f(x + h + k) - f(x + h) - Df(x + h)(k)] \\
&- [f(x + k) - f(x) - Df(x)(k)] \\
\end{align*}
Let $B_h: B_E(0, r) \to F$ be defined by
\[
B_h(k) = f(x + h + k) - f(x + k) - Df(x + h)(k) + Df(x)(k)
\]
then
\[
B_h(k) - B_h(0) = f(x + h + k) - f(x + k) - Df(x + h)(k) + Df(x)(k) -f(x + h) + f(x)
\]
Now, there exists $r_2, r_3 \in \mathcal{R}_{B(E)}$ such that for any $k \in B(0, r)$,
\begin{align*}
DB_h(k) &= Df(x + h + k) - Df(x + k) - Df(x + h) + Df(x) \\
&= D^2f(x)(h + k) + Df(x) - D^2f(x)(h) - Df(x) - D^2f(x)(k) + r_2(k) + r_3(h) \\
&=r_2(k) + r_3(h)
\end{align*}
By the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem},
\[
\norm{B_h(k) - B_h(0)}_F \le \norm{k}_E \cdot o(\norm{k}_E + \norm{h}_E)
\]
As the above argument is symmetric,
\[
\norm{D^2f(x)(h, k) - D^2f(x)(k, h)}_F \le \norm{k}_E \cdot o(\norm{k}_E + \norm{h}_E)
\]
so $D^2f(x)(h, k) - D^2f(x)(k, h) = 0$.
Now suppose that the proposition holds for $n$. Identify $L^n(E; F) = L^{2}(E; L^{n-2}(E; F))$, then for any $\seqf[n]{x_j} \subset E$,
\[
Df(x)(x_1, \cdots, x_n) = Df(x)(x_1, x_2)(x_3, \cdots, x_n) = Df(x)(x_2, x_1)(x_3, \cdots, x_n) = Df(x)(x_2, x_1, x_3, \cdots, x_n)
\]
Since any element $\sigma \in S_n$ that does not fix $x_1$ is the composition of the transposition $(12)$ and an element that fixes $x_1$, $Df(x)$ is symmetric.
\end{proof}
\begin{theorem}[{{\cite[Proposition 4.5.14]{Bogachev}}}]
\label{theorem:derivative-symmetric}
Let $E$ be a topological vector space over $K \in \RC$, $\sigma \subset B(E)$ be an upward-directed system that includes all bounded sets contained in finite-dimensional spaces, $F$ be a separated locally convex space over $K$, $U \subset E$ be open, and $f: E \to F$ be $n$-fold $\sigma$-differentiable at $x_0 \in U$, then $D_\sigma^nf(x_0) \in B_\sigma^n(E; F)$ is symmetric.
\end{theorem}
\begin{proof}
Let $\seqf{h_j} \subset E$, $E_0$ be the subspace generated by $\seqf{h_j}$, and $g = f|_{E_0 \cap U}: E_0 \cap U \to F$. Since $\sigma$ includes all bounded sets contained in finite-dimensional spaces, for any $\phi \in F^*$, the mapping $\phi \circ g: E_0 \cap U \to K$ is $n$-times Fréchet-differentiable, with
\[
D_{B(E_0)}^n(\phi \circ g)(x_0) = \phi \circ D_\sigma^n g(x_0)
\]
by the \hyperref[chain rule]{proposition:chain-rule-sets-conditions}. By \autoref{theorem:derivative-symmetric-frechet}, $\phi \circ D_\sigma^n g(x_0) \in L^n(E_0; K)$ is symmetric. As this holds for any $\seqf{h_j} \subset E$ and $\phi \in F^*$, $D_{\sigma}^n g(x_0) \in B_\sigma^n(E; F)$ is symmetric by the \hyperref[Hahn-Banach theorem]{proposition:hahn-banach-utility}.
\end{proof}
\begin{proposition}[Power Rule]
\label{proposition:multilinear-derivative}
Let $E$ be a topological vector space, $\sigma \subset B(E)$ be an upward-directed family that includes bounded sets contained in finite-dimensional subspaces, $F$ be a Hausdorff locally convex space, and
\[
T \in \underbrace{L(E; L(E; \cdots L(E; F) \cdots ))}_{n \text{ times}} \subset B^n(E; F)
\]
be symmetric. For any $x \in E$ and $1 \le k \le n$, let $x^{(k)}$ denote the tuple of $x$ repeated $k$ times, then:
\begin{enumerate}
\item The mapping $f: E \to F \quad x \mapsto T(x^{(n)})$ is infinitely $\sigma$-differentiable on $E$.
\item For each $1 \le k \le n$ and $x, h \in E$,
\[
Df(x)(h_1, \cdots, h_k) = \frac{n!}{(n-k)!} T(x^{(n-k)}, h_1, \cdots, h_k)
\]
In particular, $D^kf = n! \cdot T$.
\item For each $k > n$ and $x \in E$, $Df(x) = 0$.
\end{enumerate}
\end{proposition}
\begin{proof}
Suppose inductively that (2) holds for $0 \le k \le n$. Let $G = B^{k}_\sigma(E; F)$, then $D^k_\sigma f \in B^{n-k}_\sigma(E; G)$ under the identification $B^n_\sigma(E; F) = B^{n-k}_\sigma(E; B^k_\sigma(E; F))$ in \autoref{proposition:multilinear-identify}. By \autoref{theorem:derivative-symmetric}, $D^k_\sigma f$ is also symmetric, so using the Binomial formula,
\begin{align*}
D^k_\sigma f(x + h) &= \sum_{r = 0}^{n-k}{n - k \choose r}D^k_\sigma f(x^{(n-k-r)}, h^{(r)}) \\
&= f(x) + (n-k)D^k_\sigma f(x^{(n-k-1)}, h) \\
&+ \underbrace{\sum_{r = 2}^{n-k}{n - k \choose r}D^k_\sigma f(x^{(n-k-r)}, h^{(r)})}_{r(h)}
\end{align*}
For each $k \ge 2$, let $A \in \sigma$ and $U \in \cn_F(0)$, then since $D^k_\sigma f \in B^{n-k}_\sigma(E; F)$, there exists $t > 0$ such that
\[
\frac{D^k_\sigma f(x^{(n-k)}, (sA)^{(k)})}{t} = s^{k-1}D^k_\sigma f(x^{(n-k)}, A^{(k)}) \subset U
\]
for all $s \in (0, t)$. Hence $r \in \mathcal{R}_\sigma(E; G)$, and
\[
D^{k+1}_\sigma f(x + h) = f(x) + \frac{n!}{(n-k-1)!}T(x^{(n-k-1)}, h_1, \cdots, h_{k+1}) + r(h)
\]
by the inductive hypothesis.
(3): Since $D^n_\sigma f$ is constant, $D^k_\sigma f = 0$ for all $k > n$.
\end{proof}

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@@ -1,4 +1,8 @@
\chapter{Differential Calculus} \chapter{Differential Calculus}
\label{chap:diff} \label{chap:diff}
\input{./src/dg/derivative/derivative.tex} \input{./derivative.tex}
\input{./sets.tex}
\input{./mvt.tex}
\input{./higher.tex}
\input{./taylor.tex}

140
src/dg/derivative/mvt.tex Normal file
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@@ -0,0 +1,140 @@
\section{The Mean Value Theorem}
\label{section:mean-value-theorem}
\begin{definition}[Right-Differentiable]
\label{definition:right-differentiable-mvt}
Let $-\infty < a < b < \infty$, $E$ be a separated topological vector space, $f: [a, b] \to E$, and $x \in [a, b)$, then $f$ is \textbf{right-differentiable at $x$} if
\[
D^+f(x) = \lim_{t \downto 0} \frac{f(x + t) - f(x)}{t}
\]
exists.
\end{definition}
\begin{lemma}[{{\cite[Lemma 4.6.2]{Bogachev}}}]
\label{lemma:right-differentiable-inequality}
Let $-\infty < a < b < \infty$, $f, g \in C([a,b]; \real)$, and $N \subset [a, b]$ be at most countable such that:
\begin{enumerate}
\item[(a)] $f, g$ are right-differentiable on $[a, b] \setminus N$.
\item[(b)] For every $x \in [a, b] \setminus N$, $D^+f(x) \le D^+g(x)$.
\end{enumerate}
then for any $x \in [a, b]$, $f(x) - f(a) \le g(x) - g(a)$.
\end{lemma}
\begin{proof}
First assume that for every $x \in [a, b] \setminus N$, $D^+f(x) < D^+g(x)$.
Let $\seq{x_n}$ be an enumeration of $N$. For each $x \in [a, b]$, let $N(x) = \bracs{n \in \natp|x_n \in [a, x)}$. Let $\eps > 0$ and define
\[
S = \bracs{x \in [a, b] \bigg | f(y) - f(a) \le g(y) - g(a) + \eps\sum_{n \in N(x)}2^{-n} \quad \forall y \in [a, x]}
\]
then by continuity of $f$ and $g$, $S$ is closed.
Let $x \in S$ and suppose that $s < b$. If $x \in [a, b] \setminus N$, then since
\[
\lim_{t \downto 0}\frac{f(x + t) - f(x)}{t} < \lim_{t \downto 0}\frac{g(x + t) - f(x)}{t}
\]
there exists $\delta > 0$ such that $f(x + t) - f(x) < g(x + t) < g(x)$ for all $t \in [0, \delta)$. In which case, $[x, x + \delta) \subset S$.
If $x = x_n \in N$, then by continuity of $f$ and $g$, there exists $\delta > 0$ such that $f(x + t) - f(x) \le g(x + t) - g(x) + 2^{-n}$ for all $t \in (0, \delta)$. Hence $[x, x + \delta) \subset S$ as well.
Therefore $S = [a, b]$. As this holds for all $\eps > 0$, $f(b) - f(a) \le g(b) - g(a)$.
Finally, suppose that $D^+f(x) \le D^+g(x)$ for all $x \in [a, b] \setminus N$. Let $\eps > 0$ and $h(x) = g(x) + \eps(x - a)$. By the preceding case, $f(b) - f(a) \le g(b) - g(a) + \eps(b - a)$. As this holds for all $\eps > 0$, $f(x) - f(a) \le g(x) - g(a)$.
\end{proof}
\begin{theorem}[{{\cite[Theorem 4.6.1]{Bogachev}}}]
\label{theorem:right-differentiable-convex-form}
Let $-\infty < a < b < \infty$, $E$ be a separated locally convex space, $f \in C([a, b]; E)$, $g \in C([a, b]; \real)$, $N \subset [a, b]$ be at most countable, and $B \subset E$ be a closed convex set such that:
\begin{enumerate}
\item $f, g$ are right-differentiable on $[a, b] \setminus N$.
\item For each $x \in [a, b] \setminus N$, $D^+f(x) \in D^+g(x)B$.
\item $g$ is non-decreasing.
\end{enumerate}
then
\[
f(b) - f(a) \in [g(b) - g(a)]B
\]
\end{theorem}
\begin{proof}
Let $\phi \in E^*$ and $x \in [a, b] \setminus N$, then since $g$ is non-decreasing,
\begin{align*}
\lim_{t \downto 0} \frac{\phi(f(x + t) - f(x))}{t} &\le \lim_{t \downto 0}\sup_{z \in B} \frac{\phi(g(x + t) - g(x)z)}{t} \\
D^+(\phi \circ f)(x) &\le \sup_{z \in B}\phi(z) \cdot \lim_{t \downto 0}\frac{\phi(g(x + t) - g(x))}{t} \\
D^+(\phi \circ f)(x) &\le D^+g(x) \cdot \sup_{z \in B}\phi(z)
\end{align*}
By \autoref{lemma:right-differentiable-inequality},
\[
\phi(f(b) - f(a)) \le (g(b) - g(a)) \cdot \sup_{z \in B}\phi(z)
\]
Suppose that $f(b) - f(a) \not\in [g(b) - g(a)]B$. Given that $B$ is closed and convex, by the \hyperref[Hahn-Banach theorem]{theorem:hahn-banach-geometric-2}, there exists $\phi \in E^*$ such that
\[
\phi(f(b) - f(a)) > \sup_{x \in B}\phi[(g(b) - g(a))b] = \phi(g(b) - g(a)) \cdot \sup_{x \in B}\phi(x)
\]
which is impossible. Therefore $f(b) - f(a) \in [g(b) - g(a)]B$.
\end{proof}
\begin{theorem}[Mean Value Theorem]
\label{theorem:mean-value-theorem-line}
Let $-\infty < a < b < \infty$, $E$ be a separated locally convex space, $S \subset [a, b]$ be at most countable, and $f \in C([a, b]; E)$ be differentiable on $(a, b) \setminus N$, then
\[
f(b) - f(a) \in \overline{\text{Conv}\bracs{Df(x)(b - a)| x \in (a, b) \setminus N}}
\]
\end{theorem}
\begin{proof}
By \autoref{proposition:derivative-sets-real}, $f$ is right-differentiable on $(a, b) \setminus N$ with
\[
D^+f(x) = Df(x) \in \bracs{Df(y)|y \in (a, b) \setminus N}
\]
for all $x \in (a, b)$. Let $g(x) = x$, then by \autoref{theorem:right-differentiable-convex-form},
\[
f(b) - f(a) \in \overline{(b - a)\text{Conv}\bracs{Df(x)|x \in (a, b) \setminus N}}
\]
\end{proof}
\begin{theorem}[Mean Value Theorem]
\label{theorem:mean-value-theorem}
Let $E$ be a topological vector space, $F$ be a separated locally convex space, $V \subset E$ be open and star shaped at $x \in V$, $f: V \to F$ be Gateau-differentiable on $V$, then for any $y \in V$,
\[
f(y) - f(x) \in \overline{\text{Conv}\bracs{Df(z)(y - x)|z \in (x, y)}}
\]
where $[x, y] = \bracs{(1 - t)x + ty|y \in [0, 1]}$.
\end{theorem}
\begin{proof}
Let $g: [0, 1] \to F$ be defined by $g(t) = f((1 - t)x + ty)$. Since $f$ is Gateaux-differentiable, $g$ is differentiable by the chain rule \autoref{proposition:chain-rule-sets-conditions} with $Dg(t) = Df((1 - t)x + ty)(y - x)$, and continuous by \autoref{proposition:derivative-sets-real}.
By the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line},
\[
f(y) - f(x) = g(1) - g(0) \in \overline{\text{Conv}\bracs{Dg(t)|t \in [0, 1]}} = \overline{\text{Conv}\bracs{Df(z)(y - x)|z \in (x, y)}}
\]
\end{proof}
\begin{proposition}
\label{proposition:zero-derivative-constant}
Let $E$ be a topological vector space, $F$ be a separated locally convex space, $V \subset E$ be open and connected, $f: V \to F$ be Gateaux-differentiable on $V$ such that $Df(x) = 0$ for all $x \in V$, then $f$ is constant.
\end{proposition}
\begin{proof}
Let $x \in V$, then for any $U \in \cn(0)$ circled with $U + x \subset V$ and $y \in U + x$,
\[
f(y) - f(x) \in \overline{\text{Conv}\bracs{Df(z)(y - x)|z \in (x, y)}} = \bracs{0}
\]
by the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line}.
Fix $x \in V$ and let $W$ be the connected component of $\bracs{y \in V|f(x) = f(y)}$ containing $x$. For any $y \in W$, by \autoref{proposition:tvs-good-neighbourhood-base}, there exists $U \in \cn(0)$ circled such that $U + y \subset V$. Therefore $W \supset W \cup (U + y)$, and $W$ is open by \autoref{lemma:openneighbourhood}.
For any $y \in \ol W \cap V$, there exists $U \in \cn(0)$ circled such that $U + y \subset V$. As $y \in \ol W \cap V$, $U \cap W \ne \emptyset$. Thus $f(y) = f(x)$, $y \in W$, and $W$ is relatively closed.
Since $V$ is connected and $W \subset V$ is both open and closed, $W = V$.
\end{proof}

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@@ -1,17 +1,158 @@
\section{Differentiation With Respect to Set Systems} \section{Differentiation With Respect to Sets}
\label{section:differentiation-set-system} \label{section:differentiation-set-system}
\begin{definition}[Small] \begin{definition}[Small]
\label{definition:differentiation-small} \label{definition:differentiation-small}
Let $E, F$ be TVSs over $K \in \RC$, $\sigma \subset B(E)$ be an upward-directed family of sets that contains all finite sets, $r: E \to F$, and $n \in \natz$, then the following are equivalent: Let $E, F$ be TVSs over $K \in \RC$, $\sigma \subset B(E)$ be an upward-directed family that contains all finite sets, $r: E \to F$, and $n \in \natz$, then the following are equivalent:
\begin{enumerate} \begin{enumerate}
\item For each $A \in \sigma$, $r(th)/t^n \to 0$ uniformly on $A$. \item For each $A \in \sigma$, $r(th)/t^n \to 0$ uniformly on $A$.
\item If $r_t(x) = r(tx)/t^n$, then $r_t \to 0$ as $t \to 0$ with respect to the $\sigma$-uniform topology on $F^E$. \item If $r_t(x) = r(tx)/t^n$, then $r_t \to 0$ as $t \to 0$ with respect to the $\sigma$-uniform topology on $F^E$.
\item For each $A \in \sigma$, $\seq{a_k} \subset A$, and $\seq{t_k} \subset K \setminus \bracs{0}$ with $t_k \to 0$ as $n \to \infty$, $r(t_ka_k)/t_k^n \to 0$ as $n \to \infty$. \item For each $A \in \sigma$, $\seq{a_k} \subset A$, and $\seq{t_k} \subset K \setminus \bracs{0}$ with $t_k \to 0$ as $n \to \infty$, $r(t_ka_k)/t_k^n \to 0$ as $n \to \infty$.
\end{enumerate} \end{enumerate}
If the above holds, then $r$ is \textbf{$\sigma$-small of order $n$}. If the above holds, then $r$ is \textbf{$\sigma$-small of order $n$}.
The set $\mathcal{R}_\sigma^n(E; F)$ is the $K$-vector space of all $\sigma$-small functions of order $n$ from $E$ to $F$. For simplicity, $\mathcal{R}_\sigma(E; F)$ denotes $\mathcal{R}_\sigma^1(E; F)$.
\end{definition} \end{definition}
\begin{proposition}
\label{proposition:differentiation-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset B(E)$ be an upward-directed family contains all finite sets, $B_\sigma(E; F)$ be the space of linear operators bounded on sets in $\sigma$, and $\mathcal{R}_\sigma(E; F)$ be the space of $\sigma$-small functions, then $(B_\sigma(E; F), \mathcal{R}_\sigma(E; F))$ is a system of derivatives and remainders.
\end{proposition}
\begin{proof}
Let $T \in B_\sigma(E; F)$ and suppose that there exists $V \in \cn_E(0)$ circled and $r \in \mathcal{R}_\sigma(E; F)$ such that $T|_V = r|_V$. For any $x \in V$, $\bracs{x} \in \sigma$, so $T(x) = \lim_{t \downto 0}T(tx)/t = 0$ as $F$ is separated.
\end{proof}
\begin{definition}[Derivative]
\label{definition:derivative-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset B(E)$ be an upward-directed family that contains all finite sets, $U \subset E$ be open, $f: U \to F$, and $x_0 \in U$, then $f$ is \textbf{$\sigma$-differentiable at $x_0$} if there exists $V \in \cn_E(0)$, $T \in L(E; F)$, and $r \in \mathcal{R}_\sigma(E; F)$ such that
\[
f(x_0 + h) = f(x_0) + Th + r(h)
\]
for all $h \in V$.
The linear map $T \in L(E; F)$ is the \textbf{$\sigma$-derivative of $f$ at $x_0$}, denoted $D_{\sigma}f(x_0)$.
\end{definition}
\begin{definition}[Differentiable]
\label{definition:differentiable-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset B(E)$ be an upward-directed family that contains all finite sets, $U \subset E$ be open, and $f: U \to F$, then $f$ is \textbf{$\sigma$-differentiable on $U$} if it is $\sigma$-differentiable at every point in $U$. In which case, the map $D_\sigma f: U \to L(E; F)$ is the \textbf{$\sigma$-derivative} of $f$.
\end{definition}
\begin{definition}
\label{definition:derivative-garden}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b \subset 2^E$ be the collection of all finite, compact, and bounded subsets, respectively, then differentiability with respect to $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b$ correspond to \textbf{Gateaux}, \textbf{Hadamard}, and \textbf{Fréchet} differentiability.
\end{definition}
\begin{proposition}[{{\cite[Proposition 4.5.2]{Bogachev}}}]
\label{proposition:chain-rule-sets}
Let $E$, $F$, $G$, be TVSs over $K \in \RC$ with $F, G$ being separated, $\sigma \subset B(E)$ and $\tau \subset B(F)$ be upward-directed families that contain all finite sets. If:
\begin{enumerate}
\item[(a)] For any $r \in \mathcal{R}_\sigma(E; F)$ and $T \in L(F; G)$, $T \circ r \in \mathcal{R}_\sigma(E; G)$.
\item[(b)] For any $r \in \mathcal{R}_\sigma(E; F)$, $T \in L(E; F)$, and $s \in \mathcal{R}_\tau(F; G)$, $s \circ (T + r) \in \mathcal{R}_\sigma(E; G)$.
\end{enumerate}
then for any $U \subset E$ and $V \subset F$ open, $f: U \to V$ $\sigma$-differentiable at $x_0 \in U$, $g: V \to F$ $\tau$-differentiable at $f(x_0) \in V$, $g \circ f: U \to F$ is $\sigma$-differentiable at $x_0$ with
\[
D_\sigma(g \circ f)(x_0) = D_\tau g(f(x_0)) \circ D_\sigma f(x_0)
\]
\end{proposition}
\begin{proof}
Since $g$ is $\tau$-differentiable at $f(x_0)$, there exists $s \in \mathcal{R}_\tau(F; G)$ such that
\[
g(f(x_0) + h) = g \circ f (x_0) + D_\tau g(f(x_0))h + s(h)
\]
for all $h \in F$ such that $f(x_0) + h \in V$. By differentiability of $f$, there exists $r \in \mathcal{R}_\sigma(E; F)$ such that
\[
f(x_0 + h) = f(x_0) + D_\sigma f(x_0)h + r(h)
\]
for all $h \in E$ such that $x_0 + h \in U$. Therefore for all $h \in E$ with $x_0 + h \in U$,
\begin{align*}
g \circ f(x_0 + h) &= g \circ f (x_0) + D_\tau g(f(x_0)) \circ D_\sigma f(x_0)h \\
&+ D_\tau g(f(x_0)) \circ r(h) + s(D_\sigma f(x_0)h + r(h))
\end{align*}
where $D_\tau g(f(x_0)) \circ r \in \mathcal{R}_\sigma(E; G)$ by assumption (a), and $d \circ (D_\sigma f(x_0) + r) \in \mathcal{R}_\sigma(E; G)$ by assumption (b).
\end{proof}
\begin{proposition}[{{\cite[Corollary 4.5.4]{Bogachev}}}]
\label{proposition:chain-rule-sets-conditions}
Let $E$, $F$, $G$, be TVSs over $K \in \RC$ with $F, G$ being separated. If $\sigma \subset B(E)$ and $\tau \subset B(F)$ correspond to the following families of sets on $E$ and $F$:
\begin{enumerate}
\item Compact sets.
\item Bounded sets.
\end{enumerate}
then
\begin{enumerate}
\item For any $r \in \mathcal{R}_\sigma(E; F)$ and $T \in L(F; G)$, $T \circ r \in \mathcal{R}_\sigma(E; G)$.
\item For any $r \in \mathcal{R}_\sigma(E; F)$, $T \in L(E; F)$, and $s \in \mathcal{R}_\tau(F; G)$, $s \circ (T + r) \in \mathcal{R}_\sigma(E; G)$.
\end{enumerate}
and by \autoref{proposition:chain-rule-sets}, $\sigma$-derivatives and $\tau$-derivatives satisfy the Chain rule.
\end{proposition}
\begin{proof}
(1): Let $A \in \sigma$ and $U \in \cn_G(0)$. Since $T$ is continuous, there exists $V \in \cn_F(0)$ such that $T(V) \subset U$. Since $r \in \mathcal{R}_\sigma(E; G)$, there exists $t > 0$ such that $r(sA)/s \in V$ for all $s \in (0, t)$. In which case, $T \circ r(sA)/s \in U$ for all $s \in (0, t)$.
(2): To show that $s \circ (T + r) \in \mathcal{R}_\sigma(E; G)$, it is sufficient to show that for every $A \in \sigma$, $\seq{t_n} \subset \real_{> 0}$ with $t_n \downto 0$ as $n \to \infty$, and $\seq{a_n} \subset A$,
\[
\limv{n} \frac{1}{t_n}s \circ (T + r)(t_na_n) = \limv{n}\frac{1}{t_n}s\braks{t_n\paren{Ta_n + \frac{r(t_na_n)}{t_n}}} = 0
\]
Since $\bracs{t_n^{-1}r(t_na_n)|n \in \natp}$ is a convergent sequence, it is contained in a compact set. Thus
\[
B = \bracs{Ta_n + \frac{r(t_na_n)}{t_n}\bigg | n \in \natp} \subset T(A) + \bracs{\frac{r(t_na_n)}{t_n}|n \in \natp}
\]
is contained in a compact set if $A$ is compact, and bounded if $A$ is bounded. Given that $s \in \mathcal{R}_\sigma(E; F)$, $t^{-1}s(tx) \to 0$ as $t \downto 0$ uniformly on $B$. Therefore
\[
\limv{n}\frac{1}{t_n}s\braks{t_n\paren{Ta_n + \frac{r(t_na_n)}{t_n}}} = 0
\]
\end{proof}
\begin{remark} \begin{remark}
In \ref{definition:differentiation-small}, the system $\sigma$ can be chosedn based on the bornology of $E$, and the definition of small-ness depends exclusively on $\sigma$. As such, there is an apparent disconnect between differentiation and the topology of the domain. \label{remark:differentiation-bornology}
In \autoref{definition:differentiation-small}, the system $\sigma$ can be chosen based on the bornology of $E$, and the definition of small-ness depends exclusively on $\sigma$. As such, there is an apparent disconnect between differentiation and the topology of the domain.
Consider for example a Hilbert space equipped with its norm and weak topology. The norm itself is differentiable with respect to both topologies, because the bounded sets coincide. Moreover, the data for differentiability needs to only come from a neighbourhood of $0$ in the norm topology. As such, a function may be differentiable even if its domain is too small to have an interior.
A method of extending this sense of differentiability is to require that \textit{every} extension of the function to some open set, or to the entire space is differentiable. Given that this paves way to confusion for related definitions of differentiability, this definition is not formally included here.
\end{remark} \end{remark}
\begin{proposition}
\label{proposition:derivative-sets-real}
Let $E$ be a separated topological vector space and $\sigma \subset B(\real)$ be an upward-directed system that contains finite sets, then
\begin{enumerate}
\item $\mathcal{R}_{\sigma}(\real; E) = \mathcal{R}_{B(\real)}(\real; E)$. Hence, all forms of $\sigma$-differentiability on $\real$ are equivalent.
\item For any $U \subset \real$ open, $f: U \to E$, and $x_0 \in U$, $f$ is differentiable at $x_0$ if and only if
\[
\lim_{t \to 0}\frac{f(x + t) - f(x)}{t}
\]
exists. In which case, the above limit is identified with the derivative of $f$ at $0$.
\item For any $U \subset \real$ open, $f: U \to E$, and $x_0 \in U$, if $f$ is differentiable at $x_0$, then $f$ is continuous at $x_0$.
\end{enumerate}
\end{proposition}
\begin{proof}
(1): Let $r \in \mathcal{R}_\sigma(\real; E)$. For any $R > 0$ and $U \in \cn_E(0)$, there exists $\delta > 0$ such that $t^{-1}r(tR), t^{-1}r(-tR) \in U$ for all $t \in (0, \delta)$. Thus $t^{-1}r(tB(0, R)) \subset U$, and $r \in \mathcal{R}_{B(\real)}(\real; E)$.
(2): Suppose that $f$ is differentiable at $x_0$, then there exists $r \in \mathcal{R}_\sigma$ such that for any $t \in \real$ with $x_0 + t \in U$,
\begin{align*}
f(x_0 + t) - f(x_0) &= Df(x_0)(t) + r(t) \\
\frac{f(x_0 + t) - f(x_0)}{t} &= Df(x_0)(1) + t^{-1}r(t) \\
\lim_{t \to 0}\frac{f(x_0 + t) - f(x_0)}{t} &= Df(x_0)(1)
\end{align*}
Now suppose that $v = \lim_{t \to 0}\frac{f(x + t) - f(x)}{t}$ exists. Let $T: \real \to E$ be defined by $t \mapsto tv$, then
\[
\lim_{t \to 0}\frac{f(x_0 + t) - f(x_0) - Tt}{t} = \lim_{t \to 0}\frac{f(x_0 + t) - f(x_0)}{t} - v = 0
\]
and $Df(x_0) = T$.
\end{proof}

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@@ -0,0 +1,123 @@
\section{Taylor's Formula}
\label{section:taylor}
\begin{theorem}[Taylor's Formula, Lagrange Remainder {{\cite[Theorem 4.7.1]{Bogachev}}}]
\label{theorem:taylor-lagrange}
Let $-\infty < a < b < \infty$, $E$ be a separated locally convex space, $S \subset [a, b]$ be at most countable, $n \in \natp$, and $f \in C^{n}([a, b]; E)$ be $(n+1)$-fold differentiable on $[a, b] \setminus N$, then
\[
f(b) - f(a) - \sum_{k = 1}^n \frac{1}{k!}D^kf(a)(b - a)^k
\]
is contained in the closed convex hull\footnote{It may be possible to sharpen the below claim to include the $1/(n+1)!$ factor. However, I was not able to follow the proof for this.} of
\[
\bracs{D^{n+1}f(s)(t - a)^{n+1} | s \in (a, b) \setminus N, t \in [a, b]}
\]
\end{theorem}
\begin{proof}
If $n = 0$, then the theorem is the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line}.
Suppose inductively that the theorem holds for $n$. Let
\[
g: [a, b] \to E \quad t \mapsto f(t) - \sum_{k = 1}^{n+1} \frac{1}{k!}D^kf(a)(t - a)^k
\]
then for any $t \in (0, 1)$,
\begin{align*}
Dg(t) &= Df(t) - \sum_{k = 1}^{n+1} \frac{1}{(k-1)!}D^{k}f(a)(t - a)^{k-1} \\
&= Df(t) - Df(a) - \sum_{k = 1}^{n} \frac{1}{k!}D^{k+1}f(a)(t - a)^{k}
\end{align*}
by the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem-line},
\[
g(b) - g(a) = f(b) - f(a) - \sum_{k = 1}^{n+1} \frac{1}{k!}D^kf(a)(t - a)^k
\]
is contained in the closed convex hull of
\[
\bracs{\braks{Df(t) - Df(a) - \sum_{k = 1}^{n} \frac{1}{k!}D^{k+1}f(a)(t - a)^{k}}(b - a) \bigg | t \in [a, b]}
\]
By the inductive hypothesis applied to $Df$, for any $t \in [a, b]$,
\[
Df(t) - Df(a) - \sum_{k = 1}^n \frac{1}{k!}D^{k+1}f(a)(t - a)^k
\]
is contained in the closed convex hull of
\[
\bracs{D^{n+2}f(s)(t - a)^{n+1} | s \in (a, t) \setminus N}
\]
Therefore
\[
f(b) - f(a) - \sum_{k = 1}^{n+1} \frac{1}{k!}D^kf(a)(b - a)^k
\]
is contained in the convex hull of
\[
\bracs{D^{n+2}f(s)(t - a)^{n+2} | s \in (a, t) \setminus N, t \in [a, b]}
\]
\end{proof}
\begin{theorem}[Taylor's Formula, Peano Remainder {{\cite[Theorem 4.7.3]{Bogachev}}}]
\label{theorem:taylor-peano}
Let $E$ be a topological vector space, $\sigma \subset B(E)$ be an upward-directed family that includes bounded sets contained in finite-dimensional subspaces, $F$ be a separated locally convex space, $U \subset E$ be open, and $f: U \to F$ be $n$-fold $\sigma$-differentiable at $x_0 \in U$, then there exists $r \in \mathcal{R}_\sigma^n(E; F)$ such that
\[
g(x_0 + h) = g(x_0) + \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)}) + r(h)
\]
\end{theorem}
\begin{proof}
Let
\[
r(h) = g(x_0 + h) - g(x) - \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)})
\]
For any $1 \le k \le n$, $D^k_\sigma(x_0) \in B^k_\sigma(E; F)$ is symmetric by \autoref{theorem:derivative-symmetric}. Let $T_k(h) = \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)})$, then by \autoref{proposition:multilinear-derivative}, for any $\bracs{t_j}_1^\ell \in E$,
\[
D^\ell_\sigma T_k(h)(t_1, \cdots, t_\ell) = \begin{cases}
0 &\ell > k \\
D^k_\sigma(x_0)(t_1, \cdots, t_\ell) &\ell = k \\
\frac{1}{(k-\ell)!}D^k_\sigma(x_0)(h^{(k - \ell)}, t_1, \cdots, t_\ell) & \ell < k
\end{cases}
\]
so
\[
D^k_\sigma r(0) = D^k_\sigma g(x_0) - D^k_\sigma(x_0) = 0
\]
If $n = 1$, then the theorem holds by definition of the derivative. Now suppose inductively that the theorem holds for $n$. By the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem},
\[
r(h) = r(h) - r(0) \in \overline{\text{Conv}\bracs{D_\sigma r(s)(h)| s \in [0, h]}}
\]
For any $A \in \sigma$ and $t > 0$,
\[
\frac{r(tA)}{t^{n+1}} \subset \overline{\text{Conv}\bracs{t^{-n}D_\sigma r(s)(h)|s \in [0, h], h \in tA}}
\]
Let $U \in \cn_F(0)$ be convex and circled, then by the inductive assumption applied to $D_\sigma r$, there exists $t_0 \in (0, 1)$ such that for any $t \in (0, t_0)$.
\[
\frac{D_\sigma r(tA)}{t^n} \subset \bracs{T \in L(E; F)| T(A) \subset U}
\]
Since $U$ is circled,
\[
\bracs{T \in L(E; F)| T(A) \subset U} = \bracs{T \in L(E; F)| T(tA) \subset U \forall t \in (0, 1)}
\]
so
\[
\bracs{t^{-n}D_\sigma r(s)(h)|s \in [0, h], h \in tA} \subset U
\]
and
\[
\frac{r(tA)}{t^{n+1}} \subset \overline{\text{Conv}\bracs{t^{-n}D_\sigma r(s)(h)|s \in [0, h], h \in tA}} \subset \overline{U}
\]
Therefore $r \in \mathcal{R}_\sigma^{n+1}(E; F)$.
\end{proof}

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@@ -1,4 +1,4 @@
\part{Differential Geometry} \part{Differential Geometry}
\label{part:diffgeo} \label{part:diffgeo}
\input{./src/dg/derivative/index.tex} \input{./derivative/index.tex}

View File

@@ -2,8 +2,8 @@
\label{part:fa} \label{part:fa}
\input{./src/fa/tvs/index.tex} \input{./tvs/index.tex}
\input{./src/fa/lc/index.tex} \input{./lc/index.tex}
\input{./src/fa/norm/index.tex} \input{./norm/index.tex}
\input{./src/fa/rs/index.tex} \input{./rs/index.tex}
\input{./src/fa/lp/index.tex} \input{./lp/index.tex}

View File

@@ -13,11 +13,11 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
$(1) \Leftrightarrow (2) \Leftrightarrow (3)$: By \ref{definition:continuous-linear}. $(1) \Leftrightarrow (2) \Leftrightarrow (3)$: By \autoref{definition:continuous-linear}.
$(2) \Rightarrow (4)$: $x \mapsto [Tx]_F$ is a continuous seminorm on $E$. $(2) \Rightarrow (4)$: $x \mapsto [Tx]_F$ is a continuous seminorm on $E$.
$(4) \Rightarrow (3)$: Let $U \in \cn_F(0)$ be convex, circled, and radial, then its gauge $[\cdot]_U$ is a continuous seminorm on $F$ by \ref{definition:locally-convex}. Thus there exists a continuous seminorm $[\cdot]_E$ such that $[Tx]_U \le [x]_E$. In which case, $V = \bracs{x \in E| [x]_E < 1} \in \cn_E(0)$ with $T(V) \subset U$. Therefore $T$ is continuous at $0$, and continuous by \ref{definition:continuous-linear}. $(4) \Rightarrow (3)$: Let $U \in \cn_F(0)$ be convex, circled, and radial, then its gauge $[\cdot]_U$ is a continuous seminorm on $F$ by \autoref{definition:locally-convex}. Thus there exists a continuous seminorm $[\cdot]_E$ such that $[Tx]_U \le [x]_E$. In which case, $V = \bracs{x \in E| [x]_E < 1} \in \cn_E(0)$ with $T(V) \subset U$. Therefore $T$ is continuous at $0$, and continuous by \autoref{definition:continuous-linear}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -29,6 +29,7 @@
\[ \[
[Tx]_F \le \prod_{j = 1}^n [x_j]_{E_j} [Tx]_F \le \prod_{j = 1}^n [x_j]_{E_j}
\] \]
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}

View File

@@ -13,6 +13,7 @@
\[ \[
\bracs{tx + (1 - t)y|t \in (0, 1)} \subset A^o \bracs{tx + (1 - t)y|t \in (0, 1)} \subset A^o
\] \]
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
Fix $t \in (0, 1)$. Using translation, assume without loss of generality that $tx + (1 - t)y = 0$. In which case, $x = \alpha y$ where $\alpha = (1 - t)/t$. By (TVS2), $\alpha A^o \in \cn^o(y)$. Since $y \in \ol{A}$, $\alpha A^o \cap A \ne \emptyset$, so there exists $z \in A^o$ such that $\alpha z \in A$. Fix $t \in (0, 1)$. Using translation, assume without loss of generality that $tx + (1 - t)y = 0$. In which case, $x = \alpha y$ where $\alpha = (1 - t)/t$. By (TVS2), $\alpha A^o \in \cn^o(y)$. Since $y \in \ol{A}$, $\alpha A^o \cap A \ne \emptyset$, so there exists $z \in A^o$ such that $\alpha z \in A$.
@@ -21,10 +22,12 @@
\[ \[
\mu z + (1 - \mu)\alpha z = \frac{\alpha z}{\alpha - 1} + \frac{(\alpha - 1 - \alpha)\alpha z}{\alpha - 1} = 0 \mu z + (1 - \mu)\alpha z = \frac{\alpha z}{\alpha - 1} + \frac{(\alpha - 1 - \alpha)\alpha z}{\alpha - 1} = 0
\] \]
By (TVS1) and (TVS2), By (TVS1) and (TVS2),
\[ \[
U = \underbrace{\bracs{\mu w + (1 - \mu)\alpha z|w \in A^o}}_{\subset A} \in \cn^o(0) U = \underbrace{\bracs{\mu w + (1 - \mu)\alpha z|w \in A^o}}_{\subset A} \in \cn^o(0)
\] \]
so $0 \in A^o$. so $0 \in A^o$.
\end{proof} \end{proof}
@@ -39,12 +42,13 @@
\end{enumerate} \end{enumerate}
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
(1): By \ref{lemma:convex-interior}. (1): By \autoref{lemma:convex-interior}.
(2): Let $x, y \in \ol{A}$. By \ref{definition:closure}, there exists filters $\fF, \mathfrak{G} \subset 2^A$ such that $\fF$ converges to $x$ and $\mathfrak{G}$ converges to $y$. In which case, (2): Let $x, y \in \ol{A}$. By \autoref{definition:closure}, there exists filters $\fF, \mathfrak{G} \subset 2^A$ such that $\fF$ converges to $x$ and $\mathfrak{G}$ converges to $y$. In which case,
\[ \[
\fU = \bracs{tE + (1 - t)F|t \in [0, 1], E \in \fF, F \in \mathfrak{G}} \subset 2^A \fU = \bracs{tE + (1 - t)F|t \in [0, 1], E \in \fF, F \in \mathfrak{G}} \subset 2^A
\] \]
converges to $tx + (1 - t)y$ by (TVS1) and (TVS2). Hence $tx + (1 - t)y \in \ol{A}$. converges to $tx + (1 - t)y$ by (TVS1) and (TVS2). Hence $tx + (1 - t)y \in \ol{A}$.
\end{proof} \end{proof}
@@ -57,7 +61,8 @@
\[ \[
y \in \ol{\bracs{tx + (1 - t)y|t \in (0, 1)}} \subset \ol{A^o} y \in \ol{\bracs{tx + (1 - t)y|t \in (0, 1)}} \subset \ol{A^o}
\] \]
by \ref{lemma:convex-interior}.
by \autoref{lemma:convex-interior}.
\end{proof} \end{proof}
@@ -97,7 +102,7 @@
\end{enumerate} \end{enumerate}
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
$(3) \Rightarrow (1)$: Let $\eps > 0$, then there exists $V \in \cn(0)$ such that $[x] < \eps$ for all $x \in V$. In which case, for any $x, y \in E$ with $x - y \in V$, $\abs{[x] - [y]} \le [x - y] < \eps$. By \ref{proposition:tvs-uniform}, $[\cdot]$ is uniformly continuous. $(3) \Rightarrow (1)$: Let $\eps > 0$, then there exists $V \in \cn(0)$ such that $[x] < \eps$ for all $x \in V$. In which case, for any $x, y \in E$ with $x - y \in V$, $\abs{[x] - [y]} \le [x - y] < \eps$. By \autoref{proposition:tvs-uniform}, $[\cdot]$ is uniformly continuous.
\end{proof} \end{proof}
@@ -122,6 +127,7 @@
\[ \[
[\cdot]_A: E \to [0, \infty) \quad x \mapsto \inf\bracsn{\lambda > 0| \lambda^{-1}x \in A} [\cdot]_A: E \to [0, \infty) \quad x \mapsto \inf\bracsn{\lambda > 0| \lambda^{-1}x \in A}
\] \]
is the \textbf{gauge/Minkowski functional} of $A$, and is the \textbf{gauge/Minkowski functional} of $A$, and
\begin{enumerate} \begin{enumerate}
\item For any $x \in E$ and $\lambda \ge 0$, $[\lambda x]_A = \lambda [x]_A$. \item For any $x \in E$ and $\lambda \ge 0$, $[\lambda x]_A = \lambda [x]_A$.
@@ -139,6 +145,7 @@
\[ \[
(\lambda + \mu)^{-1}(x + y) = t\lambda^{-1}x + (1 - t)\mu^{-1}y (\lambda + \mu)^{-1}(x + y) = t\lambda^{-1}x + (1 - t)\mu^{-1}y
\] \]
then $(\lambda + \mu)^{-1} \in A$, and $\lambda + \mu \ge [x + y]_A$. Thus $[x + y]_A \le [x]_A + [y]_A$. then $(\lambda + \mu)^{-1} \in A$, and $\lambda + \mu \ge [x + y]_A$. Thus $[x + y]_A \le [x]_A + [y]_A$.
\end{proof} \end{proof}
@@ -153,7 +160,7 @@
If the above holds, then $E$ is a \textbf{locally convex} space. If the above holds, then $E$ is a \textbf{locally convex} space.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
$(1) \Rightarrow (2)$: Let $U \in \cn(0)$ be convex. By \ref{proposition:tvs-good-neighbourhood-base}, there exists $V \in \cn(0)$ circled such that $V + V \subset U$. Let $W = \bracs{tx + (1 - t)y|x, y \in V}$ be the convex hull of $V$, then $W \subset U$ is convex and circled. $(1) \Rightarrow (2)$: Let $U \in \cn(0)$ be convex. By \autoref{proposition:tvs-good-neighbourhood-base}, there exists $V \in \cn(0)$ circled such that $V + V \subset U$. Let $W = \bracs{tx + (1 - t)y|x, y \in V}$ be the convex hull of $V$, then $W \subset U$ is convex and circled.
$(2) \Rightarrow (3)$: For each $V \in \cn(0)$ convex, circled, and radial, let $[\cdot]_V: E \to [0, \infty)$ be its gauge, then $[\cdot]_V$ is a seminorm. For each $x, y \in X$ and $r > 0$, $[x - y]_V < r$ if and only if $x - y \in rV$. Thus the uniformity induced by $[\cdot]_V$ corresponds to the uniformity generated by $\bracs{U_{rV}| r > 0}$, where $U_V = \bracs{(x, y) \in E|x - y \in V}$. Since this holds for all $U \in \cn(0)$, the topology of $E$ and the topology induced by $\bracs{[\cdot]_V| V \in \cn(0), \text{ convex, circled, radial}}$ coincide. $(2) \Rightarrow (3)$: For each $V \in \cn(0)$ convex, circled, and radial, let $[\cdot]_V: E \to [0, \infty)$ be its gauge, then $[\cdot]_V$ is a seminorm. For each $x, y \in X$ and $r > 0$, $[x - y]_V < r$ if and only if $x - y \in rV$. Thus the uniformity induced by $[\cdot]_V$ corresponds to the uniformity generated by $\bracs{U_{rV}| r > 0}$, where $U_V = \bracs{(x, y) \in E|x - y \in V}$. Since this holds for all $U \in \cn(0)$, the topology of $E$ and the topology induced by $\bracs{[\cdot]_V| V \in \cn(0), \text{ convex, circled, radial}}$ coincide.

View File

@@ -9,6 +9,7 @@
\[ \[
\phi_{x_0, \lambda}: F + \real x_0 \quad (y + tx_0) \mapsto \phi(y) + \lambda t \phi_{x_0, \lambda}: F + \real x_0 \quad (y + tx_0) \mapsto \phi(y) + \lambda t
\] \]
then there exists $\lambda \in \real$ such that $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_0$. then there exists $\lambda \in \real$ such that $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_0$.
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
@@ -22,6 +23,7 @@
\[ \[
\lambda \in \braks{\sup_{x \in F}[\phi(x) - \rho(x - x_0)], \inf_{x \in F}[\rho(x + x_0) - \phi(x)]} \lambda \in \braks{\sup_{x \in F}[\phi(x) - \rho(x - x_0)], \inf_{x \in F}[\rho(x + x_0) - \phi(x)]}
\] \]
then for any $x \in F$ and $t > 0$, then for any $x \in F$ and $t > 0$,
\begin{align*} \begin{align*}
\phi(x + tx_0) &= \phi(x) + t\lambda = t\braks{\phi(t^{-1}x) + \lambda} \\ \phi(x + tx_0) &= \phi(x) + t\lambda = t\braks{\phi(t^{-1}x) + \lambda} \\
@@ -42,26 +44,29 @@
\end{enumerate} \end{enumerate}
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
(1): Let $x_0 \in E \setminus F$, then by \ref{lemma:hahn-banach}, there exists $\lambda \in \real$ such that if (1): Let $x_0 \in E \setminus F$, then by \autoref{lemma:hahn-banach}, there exists $\lambda \in \real$ such that if
\[ \[
\phi_{x_0, \lambda}: F + \real x_0 \to \real \quad (x + tx_0) \mapsto x + \lambda t \phi_{x_0, \lambda}: F + \real x_0 \to \real \quad (x + tx_0) \mapsto x + \lambda t
\] \]
then $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_0$. Thus for any $F \subsetneq E$, $\phi$ admits an extension to a subspace that strictly contains $F$. then $\phi_{x_0, \lambda}(x) \le \rho(x)$ for all $x \in F + \real x_0$. Thus for any $F \subsetneq E$, $\phi$ admits an extension to a subspace that strictly contains $F$.
Let Let
\[ \[
\mathbf{F} = \bracs{\Phi \in \hom(F'; \real)|F' \supset F, \Phi|_F = \phi, \Phi \le \rho|_{F'}} \mathbf{F} = \bracs{\Phi \in \hom(F'; \real)|F' \supset F, \Phi|_F = \phi, \Phi \le \rho|_{F'}}
\] \]
For any $\Phi, \Phi' \in \mathbf{F}$, define $\Phi \le \Phi'$ if $\Phi'$ is an extension of $\Phi$. Let $\cf \subset \mathbf{F}$ be a chain. For any $\Phi \in \cf$, let $\cd(\Phi)$ be its domain. Since $\bigcup_{\phi \in \cf}\cd(\Phi)$ is a subspace and $\cf$ is a chain, by \ref{lemma:glue-linear}, there exists $\Phi \in \hom\paren{\bigcup_{\Phi' \in \cf}\cd(\Phi'); \real}$ such that $\Phi|_{\cd(\Phi')} = \Phi'$ for all $\Phi' \in \cf$. Thus $\Phi \in \mathbf{F}$ is an upper bound of $\cf$.
For any $\Phi, \Phi' \in \mathbf{F}$, define $\Phi \le \Phi'$ if $\Phi'$ is an extension of $\Phi$. Let $\cf \subset \mathbf{F}$ be a chain. For any $\Phi \in \cf$, let $\cd(\Phi)$ be its domain. Since $\bigcup_{\phi \in \cf}\cd(\Phi)$ is a subspace and $\cf$ is a chain, by \autoref{lemma:glue-linear}, there exists $\Phi \in \hom\paren{\bigcup_{\Phi' \in \cf}\cd(\Phi'); \real}$ such that $\Phi|_{\cd(\Phi')} = \Phi'$ for all $\Phi' \in \cf$. Thus $\Phi \in \mathbf{F}$ is an upper bound of $\cf$.
By Zorn's lemma, $\mathbf{F}$ admits a maximal element $\Phi$. If $\cd(\Phi) \subsetneq E$, then $\Phi$ is not maximal by the preceding discussion. Therefore $\cd(\Phi) = E$ and $\Phi$ is a desired extension. By Zorn's lemma, $\mathbf{F}$ admits a maximal element $\Phi$. If $\cd(\Phi) \subsetneq E$, then $\Phi$ is not maximal by the preceding discussion. Therefore $\cd(\Phi) = E$ and $\Phi$ is a desired extension.
(2): Given that $\rho$ is a seminorm, for any $u \in \hom(E; \real)$, $u \le \rho$ if and only if $\abs{u} \le \rho$. (2): Given that $\rho$ is a seminorm, for any $u \in \hom(E; \real)$, $u \le \rho$ if and only if $\abs{u} \le \rho$.
Let $u = \re{\phi}$, then $u \in \hom(E; \real)$ by \ref{proposition:polarisation-linear}. By (1), there exists $U \in \hom(E; \real)$ such that $\abs{U} \le \rho$ and $U|_F = u$. For each $x \in E$, let $\Phi(x) = U(x) - iU(ix)$, then $\Phi \in \hom(E; \complex)$ and $\Phi|_F = \phi$ by \ref{proposition:polarisation-linear}. In addition, for any $x \in E$, if $\alpha = \overline{\sgn(\Phi(x))}$, then Let $u = \re{\phi}$, then $u \in \hom(E; \real)$ by \autoref{proposition:polarisation-linear}. By (1), there exists $U \in \hom(E; \real)$ such that $\abs{U} \le \rho$ and $U|_F = u$. For each $x \in E$, let $\Phi(x) = U(x) - iU(ix)$, then $\Phi \in \hom(E; \complex)$ and $\Phi|_F = \phi$ by \autoref{proposition:polarisation-linear}. In addition, for any $x \in E$, if $\alpha = \overline{\sgn(\Phi(x))}$, then
\[ \[
|\Phi(x)| = \alpha\Phi(x) = \Phi(\alpha x) = U(\alpha x) \le \rho(\alpha x) = \rho(x) |\Phi(x)| = \alpha\Phi(x) = \Phi(\alpha x) = U(\alpha x) \le \rho(\alpha x) = \rho(x)
\] \]
so $\abs{\Phi} \le \rho$. so $\abs{\Phi} \le \rho$.
\end{proof} \end{proof}
@@ -72,18 +77,20 @@
\begin{proof} \begin{proof}
By translation, assume without loss of generality that $0 \in A$. In which case, $A \in \cn^o(0)$ is convex. By translation, assume without loss of generality that $0 \in A$. In which case, $A \in \cn^o(0)$ is convex.
Let $[\cdot]_A: E \to [0, \infty)$ be the gauge (\ref{definition:gauge}) of $A$, then $[\cdot]_A$ is a sublinear functional on $E$. For any $y, z \in E$ and $t > 0$ with $y, z \in tA$, Let $[\cdot]_A: E \to [0, \infty)$ be the \hyperref[gaugeg]{definition:gauge} of $A$, then $[\cdot]_A$ is a sublinear functional on $E$. For any $y, z \in E$ and $t > 0$ with $y, z \in tA$,
\[ \[
\abs{[y]_A - [z]_A} \le [y - z]_A \le t \abs{[y]_A - [z]_A} \le [y - z]_A \le t
\] \]
Hence $[\cdot]_A$ is continuous on $E$. Hence $[\cdot]_A$ is continuous on $E$.
Let $\phi_0: \real x \to \real$ be defined by $\lambda x \mapsto \lambda$. Since $x \not\in A$, $[x]_A > 1$. Hence $\phi_0|_{Kx} \le [\cdot]_A|_{Kx}$. By the Hahn-Banach Theorem (\ref{theorem:hahn-banach}), there exists $\phi \in \hom(E; \real)$ such that $\phi|_{\real x} = \phi_0$ and $\phi(y) \le [y]_A$ for all $y \in E$. Let $\phi_0: \real x \to \real$ be defined by $\lambda x \mapsto \lambda$. Since $x \not\in A$, $[x]_A > 1$. Hence $\phi_0|_{Kx} \le [\cdot]_A|_{Kx}$. By the \hyperref[Hahn-Banach Theorem]{theorem:hahn-banach}, there exists $\phi \in \hom(E; \real)$ such that $\phi|_{\real x} = \phi_0$ and $\phi(y) \le [y]_A$ for all $y \in E$.
For any $y \in A \cap (-A)$, For any $y \in A \cap (-A)$,
\[ \[
\dpb{y, \phi}{E} \le [y]_A < 1 \quad -\dpb{y, \phi}{E} \le [-y]_A < 1 \dpb{y, \phi}{E} \le [y]_A < 1 \quad -\dpb{y, \phi}{E} \le [-y]_A < 1
\] \]
so $\phi \in E^*$. so $\phi \in E^*$.
Finally, let $y \in A$, then $\dpb{y, \phi}{E} \le [y]_A < 1 = \dpb{x, \phi}{E}$. Finally, let $y \in A$, then $\dpb{y, \phi}{E} \le [y]_A < 1 = \dpb{x, \phi}{E}$.
@@ -94,9 +101,9 @@
Let $E$ be a TVS over $\real$, $A, B \subset E$ be non-empty convex sets, such that $A \cap B = \emptyset$ and $A$ is open, then there exists $\phi \in E^* \setminus \bracs{0}$ and $\alpha \in \real$ with $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$. Let $E$ be a TVS over $\real$, $A, B \subset E$ be non-empty convex sets, such that $A \cap B = \emptyset$ and $A$ is open, then there exists $\phi \in E^* \setminus \bracs{0}$ and $\alpha \in \real$ with $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$.
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
Let $C = A - B$, then $C \subset E$ is an open convex set by \ref{lemma:convex-gymnastics}. Since $A \cap B = \emptyset$, $0 \not\in C$. Let $C = A - B$, then $C \subset E$ is an open convex set by \autoref{lemma:convex-gymnastics}. Since $A \cap B = \emptyset$, $0 \not\in C$.
By \ref{lemma:hahn-banach-separation}, there exists $\phi \in E^*$ such that $C \subset \bracs{\phi < 0}$. In which case, for any $a \in A$ and $b \in B$, $\dpb{a - b, \phi}{E} < 0$ implies that $\dpb{a, \phi}{E} < \dpb{b, \phi}{E}$. Let $\alpha \in [\sup_{a \in A}\dpb{a, \phi}{E}, \inf_{b \in B}\dpb{b, \phi}{E}]$, then $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$. By \autoref{lemma:hahn-banach-separation}, there exists $\phi \in E^*$ such that $C \subset \bracs{\phi < 0}$. In which case, for any $a \in A$ and $b \in B$, $\dpb{a - b, \phi}{E} < 0$ implies that $\dpb{a, \phi}{E} < \dpb{b, \phi}{E}$. Let $\alpha \in [\sup_{a \in A}\dpb{a, \phi}{E}, \inf_{b \in B}\dpb{b, \phi}{E}]$, then $A \subset \bracs{\phi \le \alpha}$ and $B \subset \bracs{\phi \ge \alpha}$.
\end{proof} \end{proof}
\begin{theorem}[Hahn-Banach, Second Geometric Form {{\cite[Theorem 1.7]{Brezis}}}] \begin{theorem}[Hahn-Banach, Second Geometric Form {{\cite[Theorem 1.7]{Brezis}}}]
@@ -104,9 +111,9 @@
Let $E$ be a locally convex space over $\real$, $A, B \subset E$ be non-empty convex sets such that $A \cap B = \emptyset$, $A$ is closed, and $B$ is compact, then there exists $\phi \in E^* \setminus \bracs{0}$, $\alpha \in \real$, and $r > 0$ with $A \subset \bracs{\phi \le \alpha - r}$ and $B \subset \bracs{\phi \ge \alpha + r}$. Let $E$ be a locally convex space over $\real$, $A, B \subset E$ be non-empty convex sets such that $A \cap B = \emptyset$, $A$ is closed, and $B$ is compact, then there exists $\phi \in E^* \setminus \bracs{0}$, $\alpha \in \real$, and $r > 0$ with $A \subset \bracs{\phi \le \alpha - r}$ and $B \subset \bracs{\phi \ge \alpha + r}$.
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
Let $C = A - B$, then $C$ is closed by \ref{proposition:tvs-set-operations} with $0 \not\in C$. Since $E$ is locally convex, there exists $U \in \cn^o(0)$ convex such that $U \cap C \ne \emptyset$. Let $C = A - B$, then $C$ is closed by \autoref{proposition:tvs-set-operations} with $0 \not\in C$. Since $E$ is locally convex, there exists $U \in \cn^o(0)$ convex such that $U \cap C \ne \emptyset$.
By \ref{theorem:hahn-banach-geometric-1}, there exists $\phi \in E^* \setminus \bracs{0}$ and $\alpha \in \real$ such that $U \subset \bracs{f \le \alpha}$ and $C \subset \bracs{f \ge \alpha}$. In which case, for any $u \in U$, $a \in A$, and $b \in B$, By \autoref{theorem:hahn-banach-geometric-1}, there exists $\phi \in E^* \setminus \bracs{0}$ and $\alpha \in \real$ such that $U \subset \bracs{f \le \alpha}$ and $C \subset \bracs{f \ge \alpha}$. In which case, for any $u \in U$, $a \in A$, and $b \in B$,
\begin{align*} \begin{align*}
\dpb{u, \phi}{E} &\le \dpb{a, \phi}{E} - \dpb{b, \phi}{E} \\ \dpb{u, \phi}{E} &\le \dpb{a, \phi}{E} - \dpb{b, \phi}{E} \\
\dpb{b, \phi}{E} + \dpb{u, \phi}{E} &\le \dpb{a, \phi}{E} \dpb{b, \phi}{E} + \dpb{u, \phi}{E} &\le \dpb{a, \phi}{E}
@@ -115,6 +122,7 @@
\[ \[
\sup_{b \in B}\dpb{b, \phi}{E} + r \le \inf_{a \in A}\dpb{a, \phi}{E} \sup_{b \in B}\dpb{b, \phi}{E} + r \le \inf_{a \in A}\dpb{a, \phi}{E}
\] \]
\end{proof} \end{proof}
@@ -132,7 +140,7 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Let $\rho_M: E \to [0, \infty)$ be the quotient of $\rho$ by $M$, then $\rho_M \le \rho$ is a continuous seminorm on $E$ by \ref{definition:quotient-norm}. Let $\phi_0: Kx \to K$ be defined by $\lambda x \mapsto \lambda \rho_M(x)$. By the Hahn-Banach theorem (\ref{theorem:hahn-banach}), there exists $\phi \in \hom{E; K}$ such that $\dpb{x, \phi}{E} = \rho_M(x)$ and $\phi \le \rho_M \le \rho$. (1): Let $\rho_M: E \to [0, \infty)$ be the quotient of $\rho$ by $M$, then $\rho_M \le \rho$ is a continuous seminorm on $E$ by \autoref{definition:quotient-norm}. Let $\phi_0: Kx \to K$ be defined by $\lambda x \mapsto \lambda \rho_M(x)$. By the \hyperref[Hahn-Banach theorem]{theorem:hahn-banach}, there exists $\phi \in \hom{E; K}$ such that $\dpb{x, \phi}{E} = \rho_M(x)$ and $\phi \le \rho_M \le \rho$.
(2): By (1) applied to $M = \bracs{0}$. (2): By (1) applied to $M = \bracs{0}$.

View File

@@ -2,9 +2,10 @@
\label{chap:lc} \label{chap:lc}
\input{./src/fa/lc/convex.tex} \input{./convex.tex}
\input{./src/fa/lc/continuous.tex} \input{./continuous.tex}
\input{./src/fa/lc/quotient.tex} \input{./quotient.tex}
\input{./src/fa/lc/projective.tex} \input{./projective.tex}
\input{./src/fa/lc/inductive.tex} \input{./inductive.tex}
\input{./src/fa/lc/hahn-banach.tex} \input{./hahn-banach.tex}
\input{./spaces-of-linear.tex}

View File

@@ -13,12 +13,13 @@
\[ \[
\mathcal{B} = \bracs{U \subset E|U \text{ convex, radial, circled}, T_i^{-1}(U) \in \cn_{E_i}(0) \forall i \in I} \mathcal{B} = \bracs{U \subset E|U \text{ convex, radial, circled}, T_i^{-1}(U) \in \cn_{E_i}(0) \forall i \in I}
\] \]
is a fundamental system of neighbourhoods for $E$ at $0$. is a fundamental system of neighbourhoods for $E$ at $0$.
\end{enumerate} \end{enumerate}
The topology $\topo$ is the \textbf{inductive locally convex topology} on $E$ induced by $\seqi{T}$. The topology $\topo$ is the \textbf{inductive locally convex topology} on $E$ induced by $\seqi{T}$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
(1), (5): To see that $\mathcal{B}$ is a fundamental system of neighbourhoods at $0$ for a vector space topology on $E$, it is sufficient to verify the following and apply \ref{proposition:tvs-0-neighbourhood-base}. (1), (5): To see that $\mathcal{B}$ is a fundamental system of neighbourhoods at $0$ for a vector space topology on $E$, it is sufficient to verify the following and apply \autoref{proposition:tvs-0-neighbourhood-base}.
\begin{enumerate} \begin{enumerate}
\item[(TVB1)] Every set in $\mathcal{B}$ is radial and circled by definition. \item[(TVB1)] Every set in $\mathcal{B}$ is radial and circled by definition.
\item[(TVB2)] For any $U \in \mathcal{B}$, $U$ is circled, so $\frac{1}{2}U + \frac{1}{2}U \subset U$. Since $\frac{1}{2}U$ is also circled and radial, $\frac{1}{2}U \in \mathcal{B}$. \item[(TVB2)] For any $U \in \mathcal{B}$, $U$ is circled, so $\frac{1}{2}U + \frac{1}{2}U \subset U$. Since $\frac{1}{2}U$ is also circled and radial, $\frac{1}{2}U \in \mathcal{B}$.
@@ -48,6 +49,7 @@
} }
\] \]
\item[(U)] For any pair $(F, \bracsn{S^i_F}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L({E, F})$ such that the following diagram commutes \item[(U)] For any pair $(F, \bracsn{S^i_F}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L({E, F})$ such that the following diagram commutes
\[ \[
@@ -57,22 +59,24 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\item For any locally convex space $F$ and $T \in \hom(E; F)$, $T \in L(E; F)$ if and only if $T \circ T^i_E \in L(E_i; F)$ for all $i \in I$. \item For any locally convex space $F$ and $T \in \hom(E; F)$, $T \in L(E; F)$ if and only if $T \circ T^i_E \in L(E_i; F)$ for all $i \in I$.
\item The family \item The family
\[ \[
\mathcal{B} = \bracs{U \subset E|U \text{ convex, radial, circled}, (T^i_E)^{-1}(U) \in \cn_{E_i}(0) \forall i \in I} \mathcal{B} = \bracs{U \subset E|U \text{ convex, radial, circled}, (T^i_E)^{-1}(U) \in \cn_{E_i}(0) \forall i \in I}
\] \]
is a fundamental system of neighbourhoods for $E$ at $0$. is a fundamental system of neighbourhoods for $E$ at $0$.
\end{enumerate} \end{enumerate}
The pair $(E, \bracsn{T^i_E}_{i \in I})$ is the \textbf{inductive limit} of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$. The pair $(E, \bracsn{T^i_E}_{i \in I})$ is the \textbf{inductive limit} of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
Let $(E, \bracsn{T^i_E}_{i \in I})$ be the direct limit of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ as vector spaces over $K$ (\ref{proposition:module-direct-limit}). Equip $E$ with the inductive topology (\ref{definition:lc-inductive}) induced by $\bracsn{T^i_E}_{i \in I}$, then $(E, \bracsn{T^i_E}_{i \in I})$ satisfies (1), (2), and (3). Let $(E, \bracsn{T^i_E}_{i \in I})$ be the direct limit of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ as vector spaces over $K$ (\autoref{proposition:module-direct-limit}). Equip $E$ with the \hyperref[inductive topology]{definition:lc-inductive} induced by $\bracsn{T^i_E}_{i \in I}$, then $(E, \bracsn{T^i_E}_{i \in I})$ satisfies (1), (2), and (3).
(U): By (U) of \ref{proposition:module-direct-limit}, there exists a unique $S \in \hom(E; F)$ such that the given diagram commutes. By (4) of \ref{definition:lc-inductive}, $S \in L(E; F)$. (U): By (U) of \autoref{proposition:module-direct-limit}, there exists a unique $S \in \hom(E; F)$ such that the given diagram commutes. By (4) of \autoref{definition:lc-inductive}, $S \in L(E; F)$.
(5): By (5) of \ref{definition:lc-inductive}. (5): By (5) of \autoref{definition:lc-inductive}.
\end{proof} \end{proof}
\begin{remark} \begin{remark}
@@ -99,11 +103,13 @@
\[ \[
(1 - \alpha)U + w = (1 - \alpha) U + \alpha x \subset V (1 - \alpha)U + w = (1 - \alpha) U + \alpha x \subset V
\] \]
so $V \in \cn(0)$. so $V \in \cn(0)$.
\item For any $\lambda \in K$ with $\abs{\lambda} \le 1$, $u \in U$, $w \in W$, and $t \in [0, 1]$, \item For any $\lambda \in K$ with $\abs{\lambda} \le 1$, $u \in U$, $w \in W$, and $t \in [0, 1]$,
\[ \[
\lambda (1 - t)u + \lambda tw = (1 - t)\lambda u + t \lambda w \in V \lambda (1 - t)u + \lambda tw = (1 - t)\lambda u + t \lambda w \in V
\] \]
as $U$ and $W$ are both circled. as $U$ and $W$ are both circled.
\end{itemize} \end{itemize}
so $V \in \cn_E(0)$ is convex and circled. so $V \in \cn_E(0)$ is convex and circled.
@@ -128,9 +134,9 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Let $U \in \cn_{E_n}(0)$. By \ref{lemma:lc-induct-separate}, there exists $\bracs{U_m| m \in \natp, m \ge n} \subset 2^E$ such that $U_n = U$, $U_m \in \cn_{E_m}(0)$ and $U_{m} = U_{m + 1} \cap E_m$ for all $m \in \natp$. Let $V = \bigcup_{m \ge n}U_m$, then $V \cap E_m = U_m$ for all $m \ge n$. In particular, $V \cap E_n = U_n = U$. (1): Let $U \in \cn_{E_n}(0)$. By \autoref{lemma:lc-induct-separate}, there exists $\bracs{U_m| m \in \natp, m \ge n} \subset 2^E$ such that $U_n = U$, $U_m \in \cn_{E_m}(0)$ and $U_{m} = U_{m + 1} \cap E_m$ for all $m \in \natp$. Let $V = \bigcup_{m \ge n}U_m$, then $V \cap E_m = U_m$ for all $m \ge n$. In particular, $V \cap E_n = U_n = U$.
(2): Let $x \in E \setminus \bracs{0}$, then there exists $n \in \natp$ such that $x \in E_n$. Since $E_n$ is separated, there exists $U \in \cn_{E_n}(0)$ with $x \not\in U$. By \ref{lemma:lc-induct-separate} and (1), there exists $V \in \cn_E(0)$ such that $V \cap E_n = U$, so $x \not\in V$. (2): Let $x \in E \setminus \bracs{0}$, then there exists $n \in \natp$ such that $x \in E_n$. Since $E_n$ is separated, there exists $U \in \cn_{E_n}(0)$ with $x \not\in U$. By \autoref{lemma:lc-induct-separate} and (1), there exists $V \in \cn_E(0)$ such that $V \cap E_n = U$, so $x \not\in V$.
(3), $\neg (b) \Rightarrow \neg (a)$: If $B \not\subset E_n$ for all $n \in \natp$, then there exists a subsequence $\bracsn{n_k}_0^\infty \subset \natp$ and $\seq{x_k} \subset B$ such that $x_k \in E_{n_{k}} \setminus E_{n_{k - 1}}$ for all $k \in \natp$. (3), $\neg (b) \Rightarrow \neg (a)$: If $B \not\subset E_n$ for all $n \in \natp$, then there exists a subsequence $\bracsn{n_k}_0^\infty \subset \natp$ and $\seq{x_k} \subset B$ such that $x_k \in E_{n_{k}} \setminus E_{n_{k - 1}}$ for all $k \in \natp$.
@@ -148,6 +154,7 @@
\[ \[
\fU = \bracs{F + U|F \in \mathcal{F}, U \in \cn_E(0)} \fU = \bracs{F + U|F \in \mathcal{F}, U \in \cn_E(0)}
\] \]
then $\fU$ is also a Cauchy filter, which converges if and only if $\fF$ does. then $\fU$ is also a Cauchy filter, which converges if and only if $\fF$ does.
Since each $E_n$ is complete, it is sufficient to show that there exists $n \in \natp$ such that $F + U \cap E_n \ne \emptyset$ for all $F \in \fF$ and $U \in \cn_E(0)$. Since each $E_n$ is complete, it is sufficient to show that there exists $n \in \natp$ such that $F + U \cap E_n \ne \emptyset$ for all $F \in \fF$ and $U \in \cn_E(0)$.
@@ -156,6 +163,7 @@
\[ \[
U = \text{Conv}\paren{\bigcup_{n \in \natp}(U_n \cap E_n)} U = \text{Conv}\paren{\bigcup_{n \in \natp}(U_n \cap E_n)}
\] \]
then since each $U_n$ is circled, so is $U$. Thus $U \cap E_n \supset U_n \cap E_n \in \cn_{E_n}(0)$, and $U \in \cn_E(0)$. then since each $U_n$ is circled, so is $U$. Thus $U \cap E_n \supset U_n \cap E_n \in \cn_{E_n}(0)$, and $U \in \cn_E(0)$.
Now, suppose that $(F_n + U) \cap E_n \ne \emptyset$. Let $y \in (F_n + U) \cap E_n$, then there exists $N \in \natp$, $\bracs{x_k}_1^N \subset E$, $\bracs{\lambda_k}_1^N \subset [0, 1]$, and $z \in F_n$ such that Now, suppose that $(F_n + U) \cap E_n \ne \emptyset$. Let $y \in (F_n + U) \cap E_n$, then there exists $N \in \natp$, $\bracs{x_k}_1^N \subset E$, $\bracs{\lambda_k}_1^N \subset [0, 1]$, and $z \in F_n$ such that
@@ -168,11 +176,13 @@
\[ \[
\underbracs{y - \sum_{k = 1}^n \lambda_kx_k}_{\in E_n} = \underbrace{z + \sum_{k = n + 1}^N \lambda_kx_k}_{\in F_n + U_n} \underbracs{y - \sum_{k = 1}^n \lambda_kx_k}_{\in E_n} = \underbrace{z + \sum_{k = n + 1}^N \lambda_kx_k}_{\in F_n + U_n}
\] \]
which is impossible. Therefore $(F_n + U) \cap E_n = \emptyset$ for all $n \in \natp$. which is impossible. Therefore $(F_n + U) \cap E_n = \emptyset$ for all $n \in \natp$.
Finally, since $\fF$ is a Cauchy filter, there exists $F \in \fF$ such that $F - F \subset U$. Let $z \in F$, then there exists $n \in \natp$ such that $z \in E_n$. In which case, for any $y \in F \cap F_n$, Finally, since $\fF$ is a Cauchy filter, there exists $F \in \fF$ such that $F - F \subset U$. Let $z \in F$, then there exists $n \in \natp$ such that $z \in E_n$. In which case, for any $y \in F \cap F_n$,
\[ \[
z = y + (z - y) \in y + (F - F) \subset y + U \subset F_n + U z = y + (z - y) \in y + (F - F) \subset y + U \subset F_n + U
\] \]
which contradicts the fact that $(F_n + U) \cap E_n = \emptyset$. which contradicts the fact that $(F_n + U) \cap E_n = \emptyset$.
\end{proof} \end{proof}

View File

@@ -7,10 +7,11 @@
Let $E$ be a vector space over $K \in \RC$, $\seqi{F}$ be locally convex spaces over $K$, and $\seqi{T}$ where $T_i \in \hom(E; F_i)$ for all $i \in I$, then the projective topology on $E$ is locally convex. Let $E$ be a vector space over $K \in \RC$, $\seqi{F}$ be locally convex spaces over $K$, and $\seqi{T}$ where $T_i \in \hom(E; F_i)$ for all $i \in I$, then the projective topology on $E$ is locally convex.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By \ref{definition:tvs-initial}, By \autoref{definition:tvs-initial},
\[ \[
\mathcal{B} = \bracs{\bigcap_{j \in J}T_j^{-1}(U_j) \bigg | J \subset I \text{ finite}, U_j \in \cn_{F_j}(0)} \mathcal{B} = \bracs{\bigcap_{j \in J}T_j^{-1}(U_j) \bigg | J \subset I \text{ finite}, U_j \in \cn_{F_j}(0)}
\] \]
is a fundamental system of neighbourhoods at $0$. For each $i \in I$, $U_i \in \cn_{F_i}(0)$ convex, $T^{-1}(U_i)$ is also convex. Since each $F_i$ is locally convex, $\mathcal{B}$ contains a fundamental system of neighbourhoods at $0$ consisting of only convex sets. is a fundamental system of neighbourhoods at $0$. For each $i \in I$, $U_i \in \cn_{F_i}(0)$ convex, $T^{-1}(U_i)$ is also convex. Since each $F_i$ is locally convex, $\mathcal{B}$ contains a fundamental system of neighbourhoods at $0$ consisting of only convex sets.
\end{proof} \end{proof}
@@ -19,7 +20,7 @@
Let $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$ be a downward-directed system of locally convex spaces over $K \in \RC$, then $E = \lim_{\longleftarrow}E_i$ is locally convex. Let $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$ be a downward-directed system of locally convex spaces over $K \in \RC$, then $E = \lim_{\longleftarrow}E_i$ is locally convex.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By (U) of \ref{definition:tvs-projective-limit} and \ref{definition:tvs-initial}, $E$ is equipped with the projective topology generated by the projection maps $E \to E_i$. By \ref{proposition:lc-projective-topology}, $E$ is locally convex. By (U) of \autoref{definition:tvs-projective-limit} and \autoref{definition:tvs-initial}, $E$ is equipped with the projective topology generated by the projection maps $E \to E_i$. By \autoref{proposition:lc-projective-topology}, $E$ is locally convex.
\end{proof} \end{proof}
\begin{proposition}[{{\cite[II.5.4]{SchaeferWolff}}}] \begin{proposition}[{{\cite[II.5.4]{SchaeferWolff}}}]
@@ -32,6 +33,7 @@
\[ \[
\pi^U_V: E_U \to E_V \quad x + M_U \mapsto x + M_V \pi^U_V: E_U \to E_V \quad x + M_U \mapsto x + M_V
\] \]
then $\pi^U_V \in L(E_U; E_V)$. then $\pi^U_V \in L(E_U; E_V)$.
\item $(\bracsn{E_U}_{U \in \mathcal{B}}, \bracs{\pi^U_V|U, V \in \mathcal{B}, U \subset V})$ is a downward-directed system of topological vector spaces. \item $(\bracsn{E_U}_{U \in \mathcal{B}}, \bracs{\pi^U_V|U, V \in \mathcal{B}, U \subset V})$ is a downward-directed system of topological vector spaces.
\item The map $\pi \in L(E, \lim_{\longleftarrow}E_U)$ induced by $\bracs{\pi_U}_{U \in \mathcal{B}}$ is a bijection. \item The map $\pi \in L(E, \lim_{\longleftarrow}E_U)$ induced by $\bracs{\pi_U}_{U \in \mathcal{B}}$ is a bijection.
@@ -39,10 +41,11 @@
\[ \[
E = \lim_{\longleftarrow}E_U = \lim_{\longleftarrow} \ol E_U E = \lim_{\longleftarrow}E_U = \lim_{\longleftarrow} \ol E_U
\] \]
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Since $V \supset U$, $[\cdot]_V \ge [\cdot]_U$, so $M_V \supset M_U$. Thus $\ker(\pi_V) \supset M_U$. By (U) of the quotient (\ref{definition:tvs-quotient}), $\pi_V$ factors through $E_U$ as $\pi^U_V$, so $\pi^U_V \in L(E_U; E_V)$. (1): Since $V \supset U$, $[\cdot]_V \ge [\cdot]_U$, so $M_V \supset M_U$. Thus $\ker(\pi_V) \supset M_U$. By (U) of the \hyperref[quotient]{definition:tvs-quotient}, $\pi_V$ factors through $E_U$ as $\pi^U_V$, so $\pi^U_V \in L(E_U; E_V)$.
(2): Since $\mathcal{B}$ is a fundamental system of neighbourhoods, it is downward-directed under inclusion. For any $U, V, W \in \mathcal{B}$ with $U \subset V \subset W$, $M_U \supset M_V \supset M_W$. Thus $\pi^U_W = \pi^V_W \circ \pi^U_V$. (2): Since $\mathcal{B}$ is a fundamental system of neighbourhoods, it is downward-directed under inclusion. For any $U, V, W \in \mathcal{B}$ with $U \subset V \subset W$, $M_U \supset M_V \supset M_W$. Thus $\pi^U_W = \pi^V_W \circ \pi^U_V$.
@@ -54,11 +57,12 @@
\[ \[
\pi_W(x_U) = \pi_W^U \circ \pi_U(x_U) = \pi_W^U p_U(x) \pi_W(x_U) = \pi_W^U \circ \pi_U(x_U) = \pi_W^U p_U(x)
\] \]
Thus for any $U' \in \mathcal{B}$ with $U \subset W$, $[x_U - x_{U'}]_W = 0$, and $x_U - x_{U'} \in W$. Therefore $\bracs{x_U}_{U \in \mathcal{B}}$ is a Cauchy net, and converges to $x_0 \in E$ by completeness of $E$. Thus for any $U' \in \mathcal{B}$ with $U \subset W$, $[x_U - x_{U'}]_W = 0$, and $x_U - x_{U'} \in W$. Therefore $\bracs{x_U}_{U \in \mathcal{B}}$ is a Cauchy net, and converges to $x_0 \in E$ by completeness of $E$.
For any $U \in \mathcal{B}$, $\pi_U(x_0) = \lim_{V \in \mathcal{B}}\pi_U(x_V) = p_U(x)$, so $\pi(x_0) = x$, and $\pi$ is surjective. For any $U \in \mathcal{B}$, $\pi_U(x_0) = \lim_{V \in \mathcal{B}}\pi_U(x_V) = p_U(x)$, so $\pi(x_0) = x$, and $\pi$ is surjective.
(4): Since $\mathcal{B} \subset \cn_E(0)$ is a fundamental system of neighbourhoods, the topology on $E$ is the projective topology generated by $\bracs{\pi_U|U \in \mathcal{B}}$. As $\pi_U \circ \pi^{-1} = p_U \in L(\lim E_U; E_U)$ for all $U \in \mathcal{B}$, $\pi^{-1} \in L(\lim E_U; E)$ by (U) of the projective topology (\ref{definition:tvs-initial}). (4): Since $\mathcal{B} \subset \cn_E(0)$ is a fundamental system of neighbourhoods, the topology on $E$ is the projective topology generated by $\bracs{\pi_U|U \in \mathcal{B}}$. As $\pi_U \circ \pi^{-1} = p_U \in L(\lim E_U; E_U)$ for all $U \in \mathcal{B}$, $\pi^{-1} \in L(\lim E_U; E)$ by (U) of the \hyperref[projective topology]{definition:tvs-initial}.
Let $x \in \lim\ol{E}_U$ and $V \in \cn(x)$. Since $\mathcal{B}$ is downward-directed and $\lim\ol{E}_U$ is equipped with the projective topology induced by $\bracs{p_U|U \in \mathcal{B}}$, there exists $U \in \mathcal{B}$ and $W \in \cn_{\ol E_U}(x)$ such that $p_U^{-1}(W) \subset V$. As $E_U$ is dense in $\ol E_U$, there exists $y_U \in W$, and $y \in E$ such that $y_U = \pi_U(y)$. Therefore $\pi(y_U) \in p_U^{-1}(W) \subset V$, and $\lim E_U$ is dense in $\lim \ol{E}_U$. Let $x \in \lim\ol{E}_U$ and $V \in \cn(x)$. Since $\mathcal{B}$ is downward-directed and $\lim\ol{E}_U$ is equipped with the projective topology induced by $\bracs{p_U|U \in \mathcal{B}}$, there exists $U \in \mathcal{B}$ and $W \in \cn_{\ol E_U}(x)$ such that $p_U^{-1}(W) \subset V$. As $E_U$ is dense in $\ol E_U$, there exists $y_U \in W$, and $y \in E$ such that $y_U = \pi_U(y)$. Therefore $\pi(y_U) \in p_U^{-1}(W) \subset V$, and $\lim E_U$ is dense in $\lim \ol{E}_U$.

View File

@@ -7,6 +7,7 @@
\[ \[
\rho_M: E/M \to [0, \infty) \quad x + M \mapsto \inf_{y \in x + M}\rho(y) \rho_M: E/M \to [0, \infty) \quad x + M \mapsto \inf_{y \in x + M}\rho(y)
\] \]
is the \textbf{quotient} of $\rho$ by $M$. is the \textbf{quotient} of $\rho$ by $M$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
@@ -19,6 +20,7 @@
\[ \[
\rho_M(x + x') \le \rho(y + y') \le \rho(y) + \rho(y') \rho_M(x + x') \le \rho(y + y') \le \rho(y) + \rho(y')
\] \]
As this holds for all $y \in x + M$ and $y' \in x' + M$, $\rho_M(x + x') \le \rho_M(x) + \rho_M(x')$. As this holds for all $y \in x + M$ and $y' \in x' + M$, $\rho_M(x + x') \le \rho_M(x) + \rho_M(x')$.
\end{proof} \end{proof}
@@ -36,23 +38,26 @@
\widetilde E \ar@{->}[r]_{\tilde f} & F \widetilde E \ar@{->}[r]_{\tilde f} & F
} }
\] \]
If $F$ is a TVS over $K$ and $f \in L(E; F)$, then $\td f \in L(E; F)$. If $F$ is a TVS over $K$ and $f \in L(E; F)$, then $\td f \in L(E; F)$.
\item If $\seqi{\rho}$ is a family of seminorms that induces the topology on $E$, then their quotients by $M$ induces the topology on $\td E$. \item If $\seqi{\rho}$ is a family of seminorms that induces the topology on $E$, then their quotients by $M$ induces the topology on $\td E$.
\end{enumerate} \end{enumerate}
The space $\td E = E/M$ is the \textbf{quotient} of $E$ by $M$. The space $\td E = E/M$ is the \textbf{quotient} of $E$ by $M$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
By \ref{definition:tvs-quotient}, (2), (3), (U) holds, and $\td E$ is a TVS over $K$. By \autoref{definition:tvs-quotient}, (2), (3), (U) holds, and $\td E$ is a TVS over $K$.
(1): Let $U \subset E$ be convex, then for any $x + M, y + M \in \pi(U)$ and $t \in [0, 1]$, (1): Let $U \subset E$ be convex, then for any $x + M, y + M \in \pi(U)$ and $t \in [0, 1]$,
\[ \[
(tx + M) + ((1 - t)y + M) = (tx + (1-t)y) + M \in U + M = \pi(U) (tx + M) + ((1 - t)y + M) = (tx + (1-t)y) + M \in U + M = \pi(U)
\] \]
so $\pi(U)$ is convex. Let $\fB = \bracs{U|U \in \cn_E(0) \text{ convex}}$, then $\bracs{\pi(U)|U \in \fB}$ is a fundamental system of neighbourhoods for the quotient topology on $E/M$. Therefore $E/M$ is locally convex. so $\pi(U)$ is convex. Let $\fB = \bracs{U|U \in \cn_E(0) \text{ convex}}$, then $\bracs{\pi(U)|U \in \fB}$ is a fundamental system of neighbourhoods for the quotient topology on $E/M$. Therefore $E/M$ is locally convex.
(5): By (U), each quotient seminorm is continuous on $\td E$, so the quotient topology contains the topology induced by the quotient seminorms. On the other hand, let $\pi(U) \in \cn_{\td E}(0)$, then there exists $J \subset I$ finite and $r > 0$ such that (5): By (U), each quotient seminorm is continuous on $\td E$, so the quotient topology contains the topology induced by the quotient seminorms. On the other hand, let $\pi(U) \in \cn_{\td E}(0)$, then there exists $J \subset I$ finite and $r > 0$ such that
\[ \[
\bigcap_{j \in J}B_j(0, r) \subset U \bigcap_{j \in J}B_j(0, r) \subset U
\] \]
For each $j \in J$, let $\eta_j$ be the quotient of $\rho_j$ by $M$. Let $x + M \in E/M$ with $\eta_j(x) < r$ for all $j \in J$. For each $j \in J$, there exists $y_j \in x + M$ such that $\rho_j(y_j) < r$, so $y_j + M \in \pi(U)$. Therefore $x \in \pi(U)$ as well, and the quotient norms induce the quotient topology on $E/M$. For each $j \in J$, let $\eta_j$ be the quotient of $\rho_j$ by $M$. Let $x + M \in E/M$ with $\eta_j(x) < r$ for all $j \in J$. For each $j \in J$, there exists $y_j \in x + M$ such that $\rho_j(y_j) < r$, so $y_j + M \in \pi(U)$. Therefore $x \in \pi(U)$ as well, and the quotient norms induce the quotient topology on $E/M$.
\end{proof} \end{proof}

View File

@@ -0,0 +1,20 @@
\section{Locally Convex Spaces of Linear Maps}
\label{section:lc-spaces-linear-map}
\begin{proposition}
\label{proposition:lc-spaces-linear-map}
Let $T$ be a set, $E$ be a locally convex space defined by the seminorms $\seqi{[\cdot]}$, and $\mathfrak{S} \subset 2^T$ be an upward-directed family. For each $i \in I$ and $S \in \mathfrak{S}$, let
\[
[\cdot]_{S, i}: E^T \to [0, \infty) \quad f \mapsto \sup_{x \in S}[f(x)]_{S, i}
\]
then the $\mathfrak{S}$-uniform topology on $E^T$ is defined by the seminorms
\[
\bracs{[\cdot]_{S, i}|S \in \mathfrak{S}, i \in I}
\]
and hence locally convex.
\end{proposition}
\begin{proof}
By \autoref{proposition:set-uniform-pseudometric}.
\end{proof}

View File

@@ -7,6 +7,7 @@
\[ \[
\norm{f}_{L^p(X; E)} = \norm{f}_{L^p(\mu; E)} = \norm{f}_{L^p(X, \cm, \mu; E)} = \braks{\int \norm{f}_E^p d\mu}^{1/p} < \infty \norm{f}_{L^p(X; E)} = \norm{f}_{L^p(\mu; E)} = \norm{f}_{L^p(X, \cm, \mu; E)} = \braks{\int \norm{f}_E^p d\mu}^{1/p} < \infty
\] \]
The set $\mathcal{L}^p(X; E) = \mathcal{L}^p(\mu; E) = \mathcal{L}^p(X, \cm, \mu; E)$ is the space of all $p$-integrable functions on $X$. The set $\mathcal{L}^p(X; E) = \mathcal{L}^p(\mu; E) = \mathcal{L}^p(X, \cm, \mu; E)$ is the space of all $p$-integrable functions on $X$.
\end{definition} \end{definition}
@@ -16,6 +17,7 @@
\[ \[
\norm{f}_{L^\infty(X; E)} = \norm{f}_{L^\infty(\mu; E)} = \norm{f}_{L^\infty(X, \cm, \mu; E)} = \inf\bracs{\alpha \ge 0|\mu(\bracs{f > \alpha}) = 0} < \infty \norm{f}_{L^\infty(X; E)} = \norm{f}_{L^\infty(\mu; E)} = \norm{f}_{L^\infty(X, \cm, \mu; E)} = \inf\bracs{\alpha \ge 0|\mu(\bracs{f > \alpha}) = 0} < \infty
\] \]
In which case, $\norm{f}_{L^\infty(X; E)}$ is the \textbf{essential supremum} of $f$. In which case, $\norm{f}_{L^\infty(X; E)}$ is the \textbf{essential supremum} of $f$.
\end{definition} \end{definition}
@@ -25,6 +27,7 @@
\[ \[
\frac{1}{p} + \frac{1}{q} = 1 \frac{1}{p} + \frac{1}{q} = 1
\] \]
\end{definition} \end{definition}
\begin{lemma} \begin{lemma}
@@ -43,16 +46,19 @@
\[ \[
\int \norm{f}_E \norm{g}_F d\mu \le \norm{f}_{L^p(X; E)}\norm{g}_{L^q(X; F)} \int \norm{f}_E \norm{g}_F d\mu \le \norm{f}_{L^p(X; E)}\norm{g}_{L^q(X; F)}
\] \]
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
First suppose that $p = 1$ and $q = \infty$. In this case, First suppose that $p = 1$ and $q = \infty$. In this case,
\[ \[
\int \norm{f}_E \norm{g}_F d\mu \le \norm{g}_{L^\infty(X; F)}\int \norm{f}_Ed\mu = \norm{f}_{L^1(X; E)}\norm{g}_{L^\infty(X; F)} \int \norm{f}_E \norm{g}_F d\mu \le \norm{g}_{L^\infty(X; F)}\int \norm{f}_Ed\mu = \norm{f}_{L^1(X; E)}\norm{g}_{L^\infty(X; F)}
\] \]
Now suppose that $p, q \in (1, \infty)$ are Hölder conjugates. Assume without loss of generality that $\norm{f}_{L^p(X; E)} = \norm{g}_{L^q(X; F)} = 1$. By Young's inequality (\ref{lemma:young-inequality}),
Now suppose that $p, q \in (1, \infty)$ are Hölder conjugates. Assume without loss of generality that $\norm{f}_{L^p(X; E)} = \norm{g}_{L^q(X; F)} = 1$. By \hyperref[Young's inequality]{lemma:young-inequality},
\[ \[
\int \norm{f}_E \norm{g}_F d\mu \le \int \frac{\norm{f}_E^p}{p} + \frac{\norm{g}_F^q}{q} d\mu = \frac{1}{p}\int \norm{f}_E d\mu + \frac{1}{q}\int \norm{g}_F^q d\mu = 1 \int \norm{f}_E \norm{g}_F d\mu \le \int \frac{\norm{f}_E^p}{p} + \frac{\norm{g}_F^q}{q} d\mu = \frac{1}{p}\int \norm{f}_E d\mu + \frac{1}{q}\int \norm{g}_F^q d\mu = 1
\] \]
\end{proof} \end{proof}
\begin{theorem}[Minkowski's Inequality, {{\cite[6.5]{Folland}}}] \begin{theorem}[Minkowski's Inequality, {{\cite[6.5]{Folland}}}]
@@ -61,6 +67,7 @@
\[ \[
\norm{f + g}_{L^p(X; E)} \le \norm{f}_{L^p(X; E)} + \norm{g}_{L^p(X; E)} \norm{f + g}_{L^p(X; E)} \le \norm{f}_{L^p(X; E)} + \norm{g}_{L^p(X; E)}
\] \]
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
If $p = 1$, then the theorem holds directly. If $p = 1$, then the theorem holds directly.
@@ -70,6 +77,7 @@
\norm{f + g}_{L^\infty(X; E)} \le \norm{f}_{L^\infty(X; E)} + \norm{g}_{L^\infty(X; E)} \norm{f + g}_{L^\infty(X; E)} \le \norm{f}_{L^\infty(X; E)} + \norm{g}_{L^\infty(X; E)}
\] \]
Now suppose that $p \in (1, \infty)$, then $p = q(p - 1)$, and Now suppose that $p \in (1, \infty)$, then $p = q(p - 1)$, and
\begin{align*} \begin{align*}
\norm{f + g}_E^p &\le (\norm{f}_E + \norm{g}_E)\norm{f + g}_E^{p - 1} \\ \norm{f + g}_E^p &\le (\norm{f}_E + \norm{g}_E)\norm{f + g}_E^{p - 1} \\
@@ -85,10 +93,11 @@
\[ \[
L^p(X, \cm, \mu; E) = \mathcal{L}^p(X, \cm, \mu; E)/\bracs{f|f = 0\text{ a.e.}} L^p(X, \cm, \mu; E) = \mathcal{L}^p(X, \cm, \mu; E)/\bracs{f|f = 0\text{ a.e.}}
\] \]
is a normed vector space, known as the $E$-valued \textbf{$L^p$ space} on $(X, \cm, \mu)$. is a normed vector space, known as the $E$-valued \textbf{$L^p$ space} on $(X, \cm, \mu)$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
By Minkowski's Inequality (\ref{theorem:minkowski}). By \hyperref[Minkowski's Inequality]{theorem:minkowski}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -96,11 +105,12 @@
Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed space, and $p \in [1, \infty)$, then $\Sigma(X, \cm; E) \cap L^p(X; E)$ is dense in $L^p(X; E)$. Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed space, and $p \in [1, \infty)$, then $\Sigma(X, \cm; E) \cap L^p(X; E)$ is dense in $L^p(X; E)$.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
Let $f \in L^p(X; E)$. By \ref{definition:strongly-measurable}, there exists $\seq{f_n} \subset \Sigma(X, \cm; E)$ such that $\norm{f_n}_E \le \norm{f}_E$ and $\norm{f_n - f}_E \to 0$ pointwise as $n \to \infty$. Let $f \in L^p(X; E)$. By \autoref{definition:strongly-measurable}, there exists $\seq{f_n} \subset \Sigma(X, \cm; E)$ such that $\norm{f_n}_E \le \norm{f}_E$ and $\norm{f_n - f}_E \to 0$ pointwise as $n \to \infty$.
For each $n \in \nat$, $\norm{f_n}_E \le \norm{f}_E$, so $\norm{f_n}_{L^p(X; E)} \le \norm{f}_{L^p(X; E)} < \infty$, and $\norm{f_n - f}_E \le 2\norm{f}_E$. By the Dominated Convergence Theorem (\ref{theorem:dct}), For each $n \in \nat$, $\norm{f_n}_E \le \norm{f}_E$, so $\norm{f_n}_{L^p(X; E)} \le \norm{f}_{L^p(X; E)} < \infty$, and $\norm{f_n - f}_E \le 2\norm{f}_E$. By the \hyperref[Dominated Convergence Theorem]{theorem:dct},
\[ \[
\limv{n}\int \norm{f_n - f}_E^p d\mu = \int \limv{n}\norm{f_n - f}_E^p d\mu = 0 \limv{n}\int \norm{f_n - f}_E^p d\mu = \int \limv{n}\norm{f_n - f}_E^p d\mu = 0
\] \]
Therefore $\norm{f_n - f}_{L^p(X; E)} \to 0$ as $n \to \infty$. Therefore $\norm{f_n - f}_{L^p(X; E)} \to 0$ as $n \to \infty$.
\end{proof} \end{proof}

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@@ -1,4 +1,4 @@
\chapter{$L^p$ Spaces} \chapter{$L^p$ Spaces}
\label{chap:lp} \label{chap:lp}
\input{./src/fa/lp/definition.tex} \input{./definition.tex}

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@@ -1,4 +1,6 @@
\chapter{Normed Spaces} \chapter{Normed Spaces}
\label{chap:normed-spaces} \label{chap:normed-spaces}
\input{./src/fa/norm/normed.tex} \input{./normed.tex}
\input{./linear.tex}
\input{./multilinear.tex}

14
src/fa/norm/linear.tex Normal file
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@@ -0,0 +1,14 @@
\section{Linear Maps}
\label{section:normed-linear-maps}
\begin{proposition}
\label{proposition:normed-linear-map-space}
Let $E, F$ be normed vector spaces, then the topology on $L_b(E; F)$ is induced by the \textbf{operator norm}
\[
\norm{\cdot}_{L(E; F)}: L(E; F) \to [0, \infty) \quad T \mapsto \sup_{\substack{x \in E \\ \norm{x}_E = 1}}Tx
\]
\end{proposition}
\begin{proof}
By \autoref{proposition:lc-spaces-linear-map}.
\end{proof}

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@@ -0,0 +1,21 @@
\section{Multilinear Maps}
\label{section:normed-multilinear}
\begin{proposition}
\label{proposition:bilinear-separate}
Let $E, F, G$ be normed spaces and $T: E \times F \to G$ be a bilinear map. If:
\begin{enumerate}
\item For each $x \in E$, $y \mapsto T(x, y)$ is a continuous linear map from $F$ to $G$.
\item For each $y \in F$, $x \mapsto T(x, y)$ is a continuous linear map from $E$ to $G$.
\item $E$ is a Banach space.
\end{enumerate}
then $T \in L^2(E, F; G)$.
\end{proposition}
\begin{proof}
For each $y \in F$, let $T_y \in L(E; G)$ be defined by $x \mapsto T(x, y)$. Let $x \in X$, then
\[
\sup_{y \in B_F(0, 1)}\norm{T_yx}_G = \sup_{y \in B_F(0, 1)}\norm{T(x, y)}_G < \infty
\]
by continuity of $y \mapsto T(x, y)$. By the \hyperref[Uniform Boundedness Principle]{theorem:uniform-boundedness}, $M = \sup_{y \in B_F(0, 1)}\norm{T_y}_{L(E; G)} < \infty$. Thus for any $x \in E$ and $y \in F$, $\norm{T(x, y)}_G \le M\norm{x}_E\norm{y}_F$.
\end{proof}

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@@ -21,12 +21,13 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1) $\Rightarrow$ (2): Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $U$ is also circled. Let $V \in \cn^o(0)$, then there exists $\lambda \in K$ such that $\lambda V \supset U$ and $\abs{\lambda}^{-1}U \subset V$. (1) $\Rightarrow$ (2): Using \autoref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $U$ is also circled. Let $V \in \cn^o(0)$, then there exists $\lambda \in K$ such that $\lambda V \supset U$ and $\abs{\lambda}^{-1}U \subset V$.
Let $\norm{\cdot}_E: E \to [0, \infty)$ be the gauge (\ref{definition:gauge}) of $U$. For each $r > 0$, let $B_E(0, r) = \bracs{x \in E|\norm{x}_E < r}$, then Let $\norm{\cdot}_E: E \to [0, \infty)$ be the \hyperref[gauge]{definition:gauge} of $U$. For each $r > 0$, let $B_E(0, r) = \bracs{x \in E|\norm{x}_E < r}$, then
\[ \[
\bracs{\lambda U|\lambda > 0} = \bracs{B_E(0, r)|r > 0} \bracs{\lambda U|\lambda > 0} = \bracs{B_E(0, r)|r > 0}
\] \]
is a fundamental system of neighbourhoods at $0$ for $E$. Therefore $\norm{\cdot}_E$ induces the topology on $E$. is a fundamental system of neighbourhoods at $0$ for $E$. Therefore $\norm{\cdot}_E$ induces the topology on $E$.
\end{proof} \end{proof}
@@ -51,13 +52,36 @@
\[ \[
\norm{y_n}_F \le \gamma^{n - 1}\norm{y_1}_F = \gamma^{n - 1}\norm{y}_F \norm{y_n}_F \le \gamma^{n - 1}\norm{y_1}_F = \gamma^{n - 1}\norm{y}_F
\] \]
Since $\norm{x_n}_E \le C\norm{y_n}_F$, Since $\norm{x_n}_E \le C\norm{y_n}_F$,
\[ \[
\sum_{k \in \natp}\norm{x_k}_E \le C\norm{y}_F\sum_{k \in \nat_0}\gamma^k = \frac{C\norm{y}_F}{1 - \gamma} \sum_{k \in \natp}\norm{x_k}_E \le C\norm{y}_F\sum_{k \in \nat_0}\gamma^k = \frac{C\norm{y}_F}{1 - \gamma}
\] \]
In addition, In addition,
\[ \[
\norm{y - \sum_{k = 1}^n Tx_k}_F = \norm{y_{n+1}}_F \le \gamma^n \norm{y}_F \norm{y - \sum_{k = 1}^n Tx_k}_F = \norm{y_{n+1}}_F \le \gamma^n \norm{y}_F
\] \]
so $\sum_{n = 1}^\infty Tx_n = y$. so $\sum_{n = 1}^\infty Tx_n = y$.
\end{proof} \end{proof}
\begin{theorem}[Uniform Boundedness Principle]
\label{theorem:uniform-boundedness}
Let $E, F$ be normed spaces and $\mathcal{T} \subset L(E; F)$. If
\begin{enumerate}
\item For every $x \in E$, $\sup_{T \in \mathcal{T}}\norm{Tx}_F < \infty$.
\item $E$ is a Banach space.
\end{enumerate}
then $\sup_{T \in \mathcal{T}}\norm{T}_{L(E; F)} < \infty$.
\end{theorem}
\begin{proof}
For each $n \in \natp$, let $A_n = \bracs{x \in X|\norm{Tx}_F \le n \forall T \in \mathcal{T}}$, then each $A_n$ is closed with $\bigcup_{n \in \natp}A_n = E$. By the \hyperref[Baire Category Theorem]{theorem:baire}, there exists $n \in \natp$ and $U \subset E$ open such that $\sup_{x \in U}\sup_{T \in \mathcal{T}}\norm{Tx}_{F} < \infty$.
Let $x \in U$ and $r > 0$ such that $\overline{B(x, r)} \subset U$, then for any $y \in E$ with $\norm{y}_E \le r$ and $T \in \mathcal{T}$,
\[
\norm{Ty} = \norm{Ty + Tx - Tx}_E = \normn{T\underbrace{(x + y)}_{\in U}}_E + \norm{Tx}_E \le 2n
\]
so $\sup_{T \in \mathcal{T}}\norm{T}_{L(E; F)} \le 2n/r$.
\end{proof}

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@@ -8,10 +8,12 @@
\[ \[
V_{\rho, p}(f) = \sum_{j = 1}^n \rho(f(x_j) - f(x_{j - 1})) V_{\rho, p}(f) = \sum_{j = 1}^n \rho(f(x_j) - f(x_{j - 1}))
\] \]
is the \textbf{variation} of $f$ with respect to $\rho$ and $P$. The supremum over all such partitions is the \textbf{variation} of $f$ with respect to $\rho$ and $P$. The supremum over all such partitions
\[ \[
[f]_{\var, \rho} = \sup_{P \in \scp([a, b])}V_{\rho, P}(f) [f]_{\var, \rho} = \sup_{P \in \scp([a, b])}V_{\rho, P}(f)
\] \]
is the \textbf{total variation} of $f$ on $[a, b]$ with respect to $\rho$. is the \textbf{total variation} of $f$ on $[a, b]$ with respect to $\rho$.
If $E$ is a normed space, then the variation and total variation of $f$ is taken with respect to its norm. If $E$ is a normed space, then the variation and total variation of $f$ is taken with respect to its norm.
@@ -45,12 +47,14 @@
= \lim_{g, \fF}\sum_{j = 1}^n \rho(g(x_j) - g(x_{j - 1})) = \lim_{g, \fF}\sum_{j = 1}^n \rho(g(x_j) - g(x_{j - 1}))
= \lim_{g \in \fF}V_{\rho, P}(g) = \lim_{g \in \fF}V_{\rho, P}(g)
\] \]
By assumption (b), $[0, M_\rho]$ is in the filter generated by $V_{\rho, P}(\fF)$. Thus $V_{\rho, P}(f) \le M_\rho$. As this holds for all $P \in \scp([a, b])$, $V_{\rho, P}(f) \le M_\rho$, and $f \in BV([a, b]; E)$. By assumption (b), $[0, M_\rho]$ is in the filter generated by $V_{\rho, P}(\fF)$. Thus $V_{\rho, P}(f) \le M_\rho$. As this holds for all $P \in \scp([a, b])$, $V_{\rho, P}(f) \le M_\rho$, and $f \in BV([a, b]; E)$.
(5): For each $n \in \nat^+$, let (5): For each $n \in \nat^+$, let
\[ \[
D_n = \bracs{x \in [a, b]|\forall \eps > 0, \exists y \in (x - \eps, x + \eps): \norm{f(x) - f(y)}_E \ge 1/n} D_n = \bracs{x \in [a, b]|\forall \eps > 0, \exists y \in (x - \eps, x + \eps): \norm{f(x) - f(y)}_E \ge 1/n}
\] \]
then $D = \bigcup_{n \in \nat^+}D_n$ is the set of discontinuity points of $f$. If $D$ is uncountable, then there exists $N \in \nat^+$ such that $D_n$ is infinite. then $D = \bigcup_{n \in \nat^+}D_n$ is the set of discontinuity points of $f$. If $D$ is uncountable, then there exists $N \in \nat^+$ such that $D_n$ is infinite.
Fix $N \in \nat^+$. Let $E_1 = D_n \cap (a, b)$ and $I_1 = (a, b)$, then Fix $N \in \nat^+$. Let $E_1 = D_n \cap (a, b)$ and $I_1 = (a, b)$, then

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@@ -1,7 +1,7 @@
\chapter{The Riemann-Stieltjes Integral} \chapter{The Riemann-Stieltjes Integral}
\label{chap:rs-integral} \label{chap:rs-integral}
\input{./src/fa/rs/partition.tex} \input{./partition.tex}
\input{./src/fa/rs/bv.tex} \input{./bv.tex}
\input{./src/fa/rs/rs.tex} \input{./rs.tex}
\input{./src/fa/rs/rs-bv.tex} \input{./rs-bv.tex}

View File

@@ -7,6 +7,7 @@
\[ \[
P = \seqfz{x_j} = [a = x_0 \le \cdots \le x_n = b] P = \seqfz{x_j} = [a = x_0 \le \cdots \le x_n = b]
\] \]
The collection $\scp([a, b])$ is the set of all partitions of $[a, b]$. The collection $\scp([a, b])$ is the set of all partitions of $[a, b]$.
\end{definition} \end{definition}
@@ -23,6 +24,7 @@
\[ \[
\sigma(P) = \max_{1 \le j \le n}(x_j - x_{j - 1}) \sigma(P) = \max_{1 \le j \le n}(x_j - x_{j - 1})
\] \]
is the \textbf{mesh} of $P$. is the \textbf{mesh} of $P$.
\end{definition} \end{definition}

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@@ -9,9 +9,10 @@
\[ \[
\braks{\int_a^bf dG}_H \le \sup_{x \in [a, b]}[f]_1 \cdot [g]_{\var, 2} \braks{\int_a^bf dG}_H \le \sup_{x \in [a, b]}[f]_1 \cdot [g]_{\var, 2}
\] \]
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By \ref{proposition:tvs-convex-multilinear}, there exists continuous seminorms $[\cdot]_1$ on $E_1$ and $[\cdot]_2$ on $E_2$ such that $[xy]_H \le [x]_1[y]_2$ for all $(x, y) \in E_1 \times E_2$. By \autoref{proposition:tvs-convex-multilinear}, there exists continuous seminorms $[\cdot]_1$ on $E_1$ and $[\cdot]_2$ on $E_2$ such that $[xy]_H \le [x]_1[y]_2$ for all $(x, y) \in E_1 \times E_2$.
Let $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$, then Let $(P = \seqfz{x_j}, c = \seqf{c_j}) \in \scp_t([a, b])$, then
\begin{align*} \begin{align*}
@@ -28,6 +29,7 @@
\[ \[
[f]_{u, \rho} = \sup_{x \in [a, b]}\rho(f(x)) [f]_{u, \rho} = \sup_{x \in [a, b]}\rho(f(x))
\] \]
Let $\net{f} \subset RS([a, b], G)$ such that: Let $\net{f} \subset RS([a, b], G)$ such that:
\begin{enumerate} \begin{enumerate}
\item[(a)] For each continuous seminorm $\rho$ on $E_1$, $[f_\alpha - f]_{u, \rho} \to 0$. \item[(a)] For each continuous seminorm $\rho$ on $E_1$, $[f_\alpha - f]_{u, \rho} \to 0$.
@@ -61,6 +63,7 @@
\[ \[
\rho\paren{S(P, c, f, G) - \lim_{\alpha \in A}\int_a^b f_\alpha dG} < \eps \rho\paren{S(P, c, f, G) - \lim_{\alpha \in A}\int_a^b f_\alpha dG} < \eps
\] \]
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -74,6 +77,7 @@
\[ \[
\int_a^b fdG = \limv{n}S(P_n, t_n, f, G) \int_a^b fdG = \limv{n}S(P_n, t_n, f, G)
\] \]
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
@@ -88,6 +92,7 @@
\[ \[
\rho(S(P, c, f, G) - S(Q, d, f, G)) \le 2 \cdot \sup_{\begin{array}{c} x, y \in [a, b] \\ |x - y| < \max(\sigma(P), \sigma(Q)) \end{array}}[f(x) - f(y)]_1 \cdot [G]_{\var, 2} \rho(S(P, c, f, G) - S(Q, d, f, G)) \le 2 \cdot \sup_{\begin{array}{c} x, y \in [a, b] \\ |x - y| < \max(\sigma(P), \sigma(Q)) \end{array}}[f(x) - f(y)]_1 \cdot [G]_{\var, 2}
\] \]
by passing through a common refinement. Since $f \in C([a, b]; E_1)$, this bound tends to $0$ as $\max(\sigma(P), \sigma(Q))$ tends to $0$, so $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is a Cauchy net. by passing through a common refinement. Since $f \in C([a, b]; E_1)$, this bound tends to $0$ as $\max(\sigma(P), \sigma(Q))$ tends to $0$, so $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is a Cauchy net.
In addition, for any $\seq{(P_n, t_n)}$ as in (2), $\limv{n}S(P_n, t_n, f, G)$ exists by sequential completeness. Since $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is Cauchy, the limit $\lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G)$ exists as well and is equal to $\limv{n}S(P_n, t_n, f, G)$. In addition, for any $\seq{(P_n, t_n)}$ as in (2), $\limv{n}S(P_n, t_n, f, G)$ exists by sequential completeness. Since $\angles{S(P, c, f, G)}_{(P, c) \in \scp_t([a, b])}$ is Cauchy, the limit $\lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G)$ exists as well and is equal to $\limv{n}S(P_n, t_n, f, G)$.

View File

@@ -9,6 +9,7 @@
\[ \[
S(P, c, f, G) = \sum_{j = 1}^n f(c_j)[G(x_j) - G(x_{j - 1})] S(P, c, f, G) = \sum_{j = 1}^n f(c_j)[G(x_j) - G(x_{j - 1})]
\] \]
is the \textbf{Riemann-Stieltjes sum} of $f$ with respect to $G$ and $(P, c)$. is the \textbf{Riemann-Stieltjes sum} of $f$ with respect to $G$ and $(P, c)$.
\end{definition} \end{definition}
@@ -20,6 +21,7 @@
\[ \[
\int_a^b f dG = \int_a^b f(t)G(dt) = \lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G) \int_a^b f dG = \int_a^b f(t)G(dt) = \lim_{(P, c) \in \scp_t([a, b])}S(P, c, f, G)
\] \]
exists. In which case, $\int_a^b fdG$ is the \textbf{Riemann-Stieltjes integral} of $G$. exists. In which case, $\int_a^b fdG$ is the \textbf{Riemann-Stieltjes integral} of $G$.
The set $RS([a, b], G)$ is the vector space of all \textbf{Riemann-Stieltjes integrable functions} with respect to $G$. The set $RS([a, b], G)$ is the vector space of all \textbf{Riemann-Stieltjes integrable functions} with respect to $G$.
@@ -31,6 +33,7 @@
\[ \[
S(P, c, f, G) + S(P', c', G, f) = f(b)G(b) - f(a)G(a) S(P, c, f, G) + S(P', c', G, f) = f(b)G(b) - f(a)G(a)
\] \]
where $P' = \seqfz[n+1]{y_j} = [a, c_1, \cdots, c_n, b]$ and $c' = \seqf[n+1]{d_j} = [x_0, \cdots, x_n]$. where $P' = \seqfz[n+1]{y_j} = [a, c_1, \cdots, c_n, b]$ and $c' = \seqf[n+1]{d_j} = [x_0, \cdots, x_n]$.
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
@@ -53,16 +56,19 @@
\[ \[
\int_a^b f dG + \int_a^b G df = f(b)G(b) - f(a)G(a) \int_a^b f dG + \int_a^b G df = f(b)G(b) - f(a)G(a)
\] \]
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
Suppose that $f \in RS([a, b], G)$. Let $U \in \cn_F(0)$, then there exits $P_0 = \seqfz{x_j} \in \scp([a, b])$ such that $S(P, c, f, G) - \int_a^b fdG \in U$ for all $(P, c) \in \scp_t([a, b])$ with $P \ge P_0$. Let Suppose that $f \in RS([a, b], G)$. Let $U \in \cn_F(0)$, then there exits $P_0 = \seqfz{x_j} \in \scp([a, b])$ such that $S(P, c, f, G) - \int_a^b fdG \in U$ for all $(P, c) \in \scp_t([a, b])$ with $P \ge P_0$. Let
\[ \[
Q_0 = [x_0, x_1, x_1, \cdots, x_n, x_n] Q_0 = [x_0, x_1, x_1, \cdots, x_n, x_n]
\] \]
then for any $(Q = \seqfz[m]{y_j}, d = \seqf[m]{d_j}) \in \scp_t([a, b])$ with $Q \ge Q_0$, then for any $(Q = \seqfz[m]{y_j}, d = \seqf[m]{d_j}) \in \scp_t([a, b])$ with $Q \ge Q_0$,
\[ \[
f(b)G(b) - f(a)G(a) - \int_a^b fdG - S(Q, d, G, f) = f(b)G(b) - f(a)G(a) - \int_a^b fdG - S(Q, d, G, f) =
\int_a^b fdG - S(Q', d', G, f) \int_a^b fdG - S(Q', d', G, f)
\] \]
by \ref{lemma:sum-by-parts}, where $d$ and $Q'$ contain $\seqfz{x_j}$. Thus $(Q', d') \ge P_0$, and $\int_a^b fdG - S(Q', d', G, f) \in U$.
by \autoref{lemma:sum-by-parts}, where $d$ and $Q'$ contain $\seqfz{x_j}$. Thus $(Q', d') \ge P_0$, and $\int_a^b fdG - S(Q', d', G, f) \in U$.
\end{proof} \end{proof}

View File

@@ -20,16 +20,18 @@
\begin{proof} \begin{proof}
Let $U \in \cn(0)$. Let $U \in \cn(0)$.
(2): Using \ref{proposition:uniform-neighbourhoods}, assume without loss of generality that $U$ is closed. Let $0 \ne \lambda \in K$ with $\lambda U \supset B$, then since $\lambda U$ is closed, $\lambda U \supset \ol B$. (2): Using \autoref{proposition:uniform-neighbourhoods}, assume without loss of generality that $U$ is closed. Let $0 \ne \lambda \in K$ with $\lambda U \supset B$, then since $\lambda U$ is closed, $\lambda U \supset \ol B$.
(4), (5): By \ref{proposition:tvs-good-neighbourhood-base}, there exists $V \in \cn(0)$ circled such that $V + V \subset U$, and $\lambda, \lambda' \in K$ such that $\lambda V \supset A$ and $\lambda' V \supset B$. (4), (5): By \autoref{proposition:tvs-good-neighbourhood-base}, there exists $V \in \cn(0)$ circled such that $V + V \subset U$, and $\lambda, \lambda' \in K$ such that $\lambda V \supset A$ and $\lambda' V \supset B$.
Let $\mu > \abs{\lambda}, \abs{\lambda'}$, then Let $\mu > \abs{\lambda}, \abs{\lambda'}$, then
\[ \[
\mu U \supset \mu V \supset \lambda V \cup \lambda' V \supset A \cup B \mu U \supset \mu V \supset \lambda V \cup \lambda' V \supset A \cup B
\] \]
and and
\[ \[
\mu U \supset \mu(V + V) \supset \lambda V + \lambda' V \supset A + B \mu U \supset \mu(V + V) \supset \lambda V + \lambda' V \supset A + B
\] \]
\end{proof} \end{proof}

View File

@@ -0,0 +1,127 @@
\section{Complete Metric TVSs}
\label{section:tvs-complete-metric}
\begin{proposition}
\label{proposition:tvs-complete-metric}
Let $E$ be a metric TVS with its topology induced by the pseudonorm $\rho: E \to [0, \infty)$, then the following are equivalent:
\begin{enumerate}
\item $E$ is complete.
\item For any $\seq{x_n} \subset X$ with $\sum_{n \in \natp}\rho(x_n) < \infty$, $\limv{N}\sum_{n = 1}^N x_n$ exists in $E$.
\end{enumerate}
\end{proposition}
\begin{proof}
$(2) \Rightarrow (1)$: Let $\seq{x_n} \subset E$ be a Cauchy sequence, then there exists a subsequence $\seq{n_k} \subset \natp$ such that for each $k \in \natp$, $\rho(x_{n_{k+1}} - x_{n_{k}}) < 2^{-k}$.
Let $x = x_{n_1} + \limv{N}\sum_{k = 1}^N (x_{n_{k+1}} - x_{n_k})$, then $x = \limv{k}x_{n_k} \in E$. Since $\seq{x_n}$ is a Cauchy sequence that admits a convergent subsequence, it is convergent.
\end{proof}
\begin{theorem}[Successive Approximations {{\cite[Section III.2]{SchaeferWolff}}}]
\label{theorem:successive-approximations}
Let $E, F$ be metric TVSs over $K \in \RC$ with pseudonorm $\rho$ and $\eta$, respectively. Let $T \in L(E; F)$, $r > 0$, $\gamma \in (0, 1)$, and $C \ge 0$. Suppose that for every $y \in B_F(0, r)$, there exists $x \in E$ such that:
\begin{enumerate}
\item[(a)] $\eta(y - Tx) \le \gamma \eta(y)$.
\item[(b)] $\rho(x) \le C \eta(y)$.
\end{enumerate}
then for any $y \in F$, there exists $\seq{x_n} \subset E$ such that:
\begin{enumerate}
\item $\sum_{n \in \natp}\rho(x_n) \le C\eta(y)/(1 - \gamma)$.
\item $y = \limv{N}\sum_{n = 1}^N Tx_n$.
\end{enumerate}
In particular,
\[
T\braks{B_E\paren{0, \frac{Cr}{(1 - \gamma)}}} \supset B_F(0, r)
\]
\end{theorem}
\begin{proof}
Let $y_0 = y$ and $x_0 = 0$. Let $N \in \natz$ and suppose inductively that $\seqf[N]{x_n} \subset E$ has been constructed such that:
\begin{enumerate}
\item[(I)] $\sum_{n = 1}^N\rho(x_n) \le C\eta(y)\sum_{n = 0}^{N-1}\gamma^{n}$.
\item[(II)] $\eta\paren{y - \sum_{n = 1}^N Tx_n} \le \eta(y)\gamma^N$.
\end{enumerate}
By assumption, there exists $x_{N+1} \in E$ such that:
\begin{enumerate}
\item[(i)] $\eta\paren{y - \sum_{n = 1}^{N+1} Tx_n} \le \gamma \eta\paren{y - \sum_{n = 1}^N Tx_n} \le \gamma^{N+1}$.
\item[(ii)] $\rho(x_{N+1}) \le C\eta\paren{y - \sum_{n = 1}^N Tx_n} \le C\eta(y)\gamma^N$.
\end{enumerate}
Combining (I) and (ii) shows that $\sum_{n = 1}^N \rho(x_n) \le C \eta(y) \sum_{n = 0}^N \gamma^n$. Therefore there exists $\seq{x_n} \subset E$ such that (I) and (II) holds for all $N \in \natp$.
By (I), $\sum_{n \in \natp}\rho(x_n) \le C\eta(y)\sum_{n \in \natz}\gamma^n = C \eta(y)/(1 - \gamma)$. By (II), $\limv{N}\eta\paren{y - \limv{N}\sum_{n = 1}^N Tx_n} = \limv{N}\eta(y)\gamma^N = 0$.
\end{proof}
\begin{proposition}
\label{proposition:successive-approximation-all}
Let $E, F$ be metric TVSs over $K \in \RC$ with pseudonorms $\rho$ and $\eta$ respectively, and $T \in L(E; F)$. If
\begin{enumerate}
\item[(a)] For any $r > 0$, there exists $\delta(r) > 0$ such that $\overline{T(B_E(0, r))} \supset B_F(0, \delta(r))$.
\item[(b)] $E$ is complete.
\end{enumerate}
then for every $s > r$, $T(B_E(0, s)) \supset B_F(0, \delta(r))$.
\end{proposition}
\begin{proof}
Let $s > r$ and $\seq{s_n}, \seq{\delta_n} \subset (0, \infty)$ such that
\begin{enumerate}
\item[(i)] $s = \sum_{n \in \natp}s_n$.
\item[(ii)] $s_1 = r$.
\item[(iii)] For all $n \in \natp$, $\overline{T(B_E(0, s_n))} \supset B_F(0, \delta_n)$.
\item[(iv)] $\rho_1 = \rho$.
\end{enumerate}
Let $y_0 \in B(0, r)$ and $x_0 = 0$. Let $N \in \natp$ and suppose inductively that $\bracs{x_n}_1^N \subset E$ has been constructed such that:
\begin{enumerate}
\item[(I)] For each $0 \le n \le N - 1$, $\rho(x_{n+1} - x_n) < s_n$.
\item[(II)] For each $0 \le n \le N$, $\eta(Tx_n - y) \le \rho_{n+1}$.
\end{enumerate}
By density of $T(x_N + B_E(0, s_N))$ in $Tx_N + B_F(0, \rho_N)$, there exists $x_{N+1} \in T(x_N + B_E(0, s_N))$ such that $\eta(Tx_{N+1} - y) \le \rho_{N+2}$.
By (I), $\seq{x_N}$ is a Cauchy sequence, so
\[
x = \limv{N}x_N = \limv{N}\sum_{n = 1}^N(x_n - x_{n-1})
\]
exists in $E$. In addition, $\rho(x) \le \sum_{n \in \natp} \rho(x_n - x_{n-1}) < \sum_{n \in \natp}s_n = s$, so $x \in B_E(0, s)$. Finally, $\eta\paren{Tx - y} = \limv{N}\rho(Tx_N - y) = 0$ and $Tx = y$.
\end{proof}
\begin{proposition}
\label{proposition:coercive-closed-range}
Let $E, F$ be metric TVSs over $K \in \RC$ with pseudonorms $\rho$ and $\eta$, respectively, and $T \in L(E; F)$. If
\begin{enumerate}
\item[(a)] For any $r > 0$, there exists $C \ge 0$ such that for any $y \in T(E)$, there exits $x \in T^{-1}(y)$ with $\rho(x) \le C\eta(y)$.
\item[(b)] $E$ is complete.
\end{enumerate}
then $T(E)$ is closed.
\end{proposition}
\begin{proof}
Let $r > 0$ and $\gamma \in (0, 1)$. For any $y_0 \in B_F(0, r) \cap \overline{T(E)}$, there exists $y \in B_F(0, r)$ such that $\eta(y) \le \eta(y_0)$ and $\eta(y - y_0) \le \gamma \eta(y_0)$. By assumption (a), there exists $x \in T^{-1}(y)$ with $\rho(x) \le C\eta(y) \le C\eta(y_0)$.
By the \hyperref[method of successive approximations]{theorem:successive-approximations},
\[
T(E) \supset T\braks{B_E\paren{0, \frac{Cr}{(1 - \gamma)}}} \supset B_F(0, r) \cap \overline{T(E)}
\]
As this holds for all $r > 0$, $T(E) \supset \overline{T(E)}$.
\end{proof}
\begin{theorem}[Open Mapping Theorem]
\label{theorem:open-mapping}
Let $E, F$ be complete metric TVSs over $K \in \RC$, $T \in L(E; F)$ with $T(E)$ dense, then exactly one of the following holds:
\begin{enumerate}
\item $T(E)$ is meagre.
\item $T$ is open.
\end{enumerate}
\end{theorem}
\begin{proof}
Suppose that $T(E)$ is not meagre. Let $r_0 > 0$ and $r > 0$ such that $B_E(0, r) + B_E(0, r) \subset B_E(0, r_0)$, then since $B_E(0, r)$ is absorbing,
\[
E = \bigcup_{n \in \natp}nB_E(0, r) \quad \overline{T(E)} = \bigcup_{n \in \natp}\overline{nT(B_E(0, r))}
\]
By the \hyperref[Baire Category Theorem]{theorem:baire}, there exists $N \in \natp$, $s > 0$, and $y \in nT(B_E(0, r))$ such that $B_F(y, s) \subset \overline{nT(B_E(0, r))}$. In which case,
\[
B_F(0, s) = B_F(y, s) - y \subset \overline{nT(B_E(0, r)) + nT(B_E(0, r))} \subset \overline{nT(B_E(0, r_0))}
\]
By (TVS2), there exists $t > 0$ such that $n^{-1}B_F(0, s) \supset B_F(0, t)$, so $\overline{T(B_E(0, r_0))} \supset B_F(0, t)$.
Thus by \autoref{proposition:successive-approximation-all}, $B_F(0, t) \subset T(B_E(0, r)) \in \cn_F(0)$ for all $r > r_0$. As $r_0 > 0$ is arbitrary, $T(U) \in \cn_F(0)$ for all $U \in \cn_E(0)$. Therefore $T$ is open by translation-invariance of the topology on $E$.
\end{proof}

View File

@@ -16,9 +16,9 @@
The pair $(\wh E, \iota)$ is the \textbf{Hausdorff completion} of $E$. The pair $(\wh E, \iota)$ is the \textbf{Hausdorff completion} of $E$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
All claims of (1), (2), (U), and (4), except the linearity of maps and the fact that $\wh E$ is a TVS is proven via the Hausdorff completion (\ref{definition:hausdorff-completion}). All claims of (1), (2), (U), and (4), except the linearity of maps and the fact that $\wh E$ is a TVS is proven via the \hyperref[Hausdorff completion]{definition:hausdorff-completion}.
Using \ref{proposition:initial-completion}, identify $\wh E \times \wh E$ with $\wh{E \times E}$ and $K \times \wh E$ with $\wh{K \times E}$ as uniform spaces. By \ref{proposition:hausdorff-uniform-factor}, there exists operations $\wh E \times \wh E \to \wh E$ and $K \times \wh E \to \wh E$ such that the following diagrams commute Using \autoref{proposition:initial-completion}, identify $\wh E \times \wh E$ with $\wh{E \times E}$ and $K \times \wh E$ with $\wh{K \times E}$ as uniform spaces. By \autoref{proposition:hausdorff-uniform-factor}, there exists operations $\wh E \times \wh E \to \wh E$ and $K \times \wh E \to \wh E$ such that the following diagrams commute
\[ \[
\xymatrix{ \xymatrix{
\widehat E \times \widehat E \ar@{->}[r] & \widehat E & & K \times \widehat E \ar@{->}[r] & \widehat E \\ \widehat E \times \widehat E \ar@{->}[r] & \widehat E & & K \times \widehat E \ar@{->}[r] & \widehat E \\
@@ -26,9 +26,12 @@
} }
\] \]
By continuity and the density of $\iota(E)$ in $E$, $\wh E$ with these operations forms a TVS, and $T$ is linear. By continuity and the density of $\iota(E)$ in $E$, $\wh E$ with these operations forms a TVS, and $T$ is linear.
\end{proof} \end{proof}
\begin{remark}[{{\cite[Section I.1]{SchaeferWolff}}}] \begin{remark}[{{\cite[Section I.1]{SchaeferWolff}}}]
\label{remark:hausdorff-completion-field}
The Hausdorff completion works in general with arbitrary valuated fields. Though the completion yields a TVS over the completion of the field, the field need not to be complete. The Hausdorff completion works in general with arbitrary valuated fields. Though the completion yields a TVS over the completion of the field, the field need not to be complete.
\end{remark} \end{remark}

View File

@@ -13,9 +13,9 @@
If the above holds, then $T$ is a \textbf{continuous linear map}. The set $L(E; F)$ denotes the vector space of all continuous linear maps from $E$ to $F$. If the above holds, then $T$ is a \textbf{continuous linear map}. The set $L(E; F)$ denotes the vector space of all continuous linear maps from $E$ to $F$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
$(1) \Rightarrow (2) \Rightarrow (3)$: By \ref{proposition:uniform-continuous} and \ref{definition:continuity}. $(1) \Rightarrow (2) \Rightarrow (3)$: By \autoref{proposition:uniform-continuous} and \autoref{definition:continuity}.
$(3) \Rightarrow (1)$: Let $U$ be an entourage of $F$, there exists an entourage $V$ of $E$ such that $T(V(0)) \subset U(0)$. Using \ref{proposition:tvs-uniform} and \ref{lemma:translation-invariant-symmetric}, assume without loss of generality that $U$ and $V$ are symmetric and translation-invariant. $(3) \Rightarrow (1)$: Let $U$ be an entourage of $F$, there exists an entourage $V$ of $E$ such that $T(V(0)) \subset U(0)$. Using \autoref{proposition:tvs-uniform} and \autoref{lemma:translation-invariant-symmetric}, assume without loss of generality that $U$ and $V$ are symmetric and translation-invariant.
For any $x, y \in V$, $x - y \in V(0)$, so $Tx - Ty \in U(0)$, $Ty \in U(Tx)$ by symmetry, and $(Tx, Ty) \in U$. Therefore $T$ is uniformly continuous. For any $x, y \in V$, $x - y \in V(0)$, so $Tx - Ty \in U(0)$, $Ty \in U(Tx)$ by symmetry, and $(Tx, Ty) \in U$. Therefore $T$ is uniformly continuous.
\end{proof} \end{proof}
@@ -34,43 +34,6 @@
Let $U \in \cn_F(0)$, then $T^{-1}(U) \in \cn_E(0)$, so there exists $\lambda \in K$ such that $\lambda T^{-1}(U) = T^{-1}(\lambda U) \supset B$ and $\lambda U \supset T(B)$. Let $U \in \cn_F(0)$, then $T^{-1}(U) \in \cn_E(0)$, so there exists $\lambda \in K$ such that $\lambda T^{-1}(U) = T^{-1}(\lambda U) \supset B$ and $\lambda U \supset T(B)$.
\end{proof} \end{proof}
\begin{definition}[Initial Uniformity]
\label{definition:tvs-initial}
Let $E$ be a vector space over $K \in \RC$, $\seqi{F}$ be TVSs, and $\seqi{T}$ where $T_i \in \hom(E; F_i)$ for all $i \in I$, then there exists a uniformity $\fU$ on $E$ such that:
\begin{enumerate}
\item For each $i \in I$, $T_i \in L(E; F_i)$.
\item[(U)] If $\mathfrak{V}$ is a uniformity on $E$ satisfying $(1)$, then $\mathfrak{V} \supset \fU$.
\end{enumerate}
Moreover,
\begin{enumerate}
\item[(3)] $\fU$ is translation-invariant.
\item[(4)] $E$ equipped with the topology induced by $\fU$ is a topological vector space.
\item[(5)] For any TVS $F$ over $K$ and linear map $T \in \hom(F; E)$, $T \in L(F; E)$ if and only if $T_i \circ T \in L(F; F_i)$ for all $i \in I$.
\end{enumerate}
The uniformity and its induced topology are the \textbf{initial uniformity/topology} induced by $\seqi{T}$.
\end{definition}
\begin{proof}
(1), (U): By \ref{definition:initial-uniformity}.
Let $U \in \fU$, then there exists $J \subset I$ finite and translation-invariant entourages $\seqj{U}$ such that
\[
U \subset V = \bigcap_{j \in J}(T_j \times T_j)^{-1}(U_j)
\]
(3): For each $j \in J$, $(x, y) \in (T_j \times T_j)^{-1}(U_j)$, and $z \in E$,
\[
(T_j \times T_j)(x + z, y + z) = (T_jx + T_jz, T_jy + T_jz) \in U_j
\]
so $(T_j \times T_j)^{-1}(U_j)$ is translation-invariant, and so is $V$.
(4): By (TVS1) and (TVS2), for each $j \in J$, there exists an entourage $V_j$ of $F_j$ and $\eps_j > 0$ such that for any $(x, x'), (y, y') \in V_j$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \eps_j$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in U_j$.
Therefore, for any $(x, x'), (y, y') \in \bigcap_{j \in J} T_j^{-1}(V_j)$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \min_{j \in J}\eps$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in V$.
(5): By \ref{definition:continuous-linear} and (4) of \ref{definition:initial-uniformity}.
\end{proof}
\begin{definition}[Product Topology] \begin{definition}[Product Topology]
\label{definition:tvs-product} \label{definition:tvs-product}
Let $\seqi{E}$ be TVSs over $K \in \RC$ and $E = \prod_{i \in I}E_i$ be their product as a vector space, and $\fU$ be the initial uniformity generated by the projection maps, then Let $\seqi{E}$ be TVSs over $K \in \RC$ and $E = \prod_{i \in I}E_i$ be their product as a vector space, and $\fU$ be the initial uniformity generated by the projection maps, then
@@ -84,6 +47,7 @@
\prod_{i \in I}E_i \ar@{->}[r]_{\pi_i} & E_i \prod_{i \in I}E_i \ar@{->}[r]_{\pi_i} & E_i
} }
\] \]
\end{enumerate} \end{enumerate}
The uniformity $\fU$ and its induced topology are the \textbf{product uniformity/topology}, and $E$ equipped with $\fU$ is the \textbf{product TVS} of $\seqi{E}$. The uniformity $\fU$ and its induced topology are the \textbf{product uniformity/topology}, and $E$ equipped with $\fU$ is the \textbf{product TVS} of $\seqi{E}$.
\end{definition} \end{definition}

View File

@@ -31,6 +31,7 @@
\[ \[
U = \bracs{(x + z, y + z)|(x, y) \in U} U = \bracs{(x + z, y + z)|(x, y) \in U}
\] \]
and $\fU$ is \textbf{translation-invariant} if there exists a fundamental system of translation-invariant entourages. and $\fU$ is \textbf{translation-invariant} if there exists a fundamental system of translation-invariant entourages.
\end{definition} \end{definition}
@@ -39,7 +40,7 @@
Let $E$ be a vector space and $\fU$ be a translation-invariant uniformity, then $\fU$ admits a fundamental system of symmetric, translation-invariant entourages. Let $E$ be a vector space and $\fU$ be a translation-invariant uniformity, then $\fU$ admits a fundamental system of symmetric, translation-invariant entourages.
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
Let $z \in E$, then the map $(x, y) \mapsto (x + z, y + z)$ is a bijection. Thus for any translation-invariant entourages $U, V \in \fU$, $(U \cap V) + z = (U + z) \cap (V + z)$, and $U \cap V$ is translation-invariant. By \ref{lemma:symmetricfundamentalentourage}, $\fU$ admits a fundamental system of symmetric, translation-invariant entourages. Let $z \in E$, then the map $(x, y) \mapsto (x + z, y + z)$ is a bijection. Thus for any translation-invariant entourages $U, V \in \fU$, $(U \cap V) + z = (U + z) \cap (V + z)$, and $U \cap V$ is translation-invariant. By \autoref{lemma:symmetricfundamentalentourage}, $\fU$ admits a fundamental system of symmetric, translation-invariant entourages.
\end{proof} \end{proof}
@@ -60,13 +61,13 @@
\item[(UB2)] Let $V \in \fB_0$, then by (TVS1), there exists $W \in \fB_0$ such that $W + W \subset V$. For any $(x, y), (y, z) \in U_W$, $(x - y), (y - z) \in W$, so $(x - z) \in V$. Thus $U_W \circ U_W \subset U_V$. \item[(UB2)] Let $V \in \fB_0$, then by (TVS1), there exists $W \in \fB_0$ such that $W + W \subset V$. For any $(x, y), (y, z) \in U_W$, $(x - y), (y - z) \in W$, so $(x - z) \in V$. Thus $U_W \circ U_W \subset U_V$.
\end{enumerate} \end{enumerate}
By \ref{proposition:fundamental-entourage-criterion}, $\fB$ forms a fundamental system of entourages for a translation-invariant uniformity $\fU$ on $E$. By \autoref{proposition:fundamental-entourage-criterion}, $\fB$ forms a fundamental system of entourages for a translation-invariant uniformity $\fU$ on $E$.
(1): Let $\mathfrak{V}$ be a translation-invariant uniformity on $E$ inducing the topology. For any symmetric, translation-invariant entourage $V \in \mathfrak{V}$, $V(x) = V(0) + x$ for all $x \in E$, and $(x, y) \in V$ if and only if $y - x \in V$, if and only if $x - y \in V$. Thus $V = U_{V(0)}$. (1): Let $\mathfrak{V}$ be a translation-invariant uniformity on $E$ inducing the topology. For any symmetric, translation-invariant entourage $V \in \mathfrak{V}$, $V(x) = V(0) + x$ for all $x \in E$, and $(x, y) \in V$ if and only if $y - x \in V$, if and only if $x - y \in V$. Thus $V = U_{V(0)}$.
Let $W \in \cn(0)$, then by \ref{lemma:translation-invariant-symmetric}, there exists a symmetric, translation-invariant entourage $V \in \mathfrak{V}$ such that $V(0) \subset W$, and $V \subset U_W$. Thus $\mathfrak{V} \supset \fU$. Let $W \in \cn(0)$, then by \autoref{lemma:translation-invariant-symmetric}, there exists a symmetric, translation-invariant entourage $V \in \mathfrak{V}$ such that $V(0) \subset W$, and $V \subset U_W$. Thus $\mathfrak{V} \supset \fU$.
Let $V \in \mathfrak{V}$. Using \ref{lemma:translation-invariant-symmetric}, assume without loss of generality that $V$ is symmetric and translation-invariant, then there exists $W \in \fB_0$ with $W \subset V(0)$. In which case, $U_W \subset V$, and $\fU \supset \mathfrak{V}$. Let $V \in \mathfrak{V}$. Using \autoref{lemma:translation-invariant-symmetric}, assume without loss of generality that $V$ is symmetric and translation-invariant, then there exists $W \in \fB_0$ with $W \subset V(0)$. In which case, $U_W \subset V$, and $\fU \supset \mathfrak{V}$.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -75,14 +76,16 @@
\[ \[
\ol{A} = \bigcap_{U \in \fB}\bracs{A + U| U \in \fB} \ol{A} = \bigcap_{U \in \fB}\bracs{A + U| U \in \fB}
\] \]
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
Let $V \in \cn(0)$ be balanced and $U_V = \bracs{(x, y) \in E \times E| x - y \in V}$, then $y \in U_V(A)$ if and only if there exists $x \in A$ such that $(x, y) \in U_V$. This is equivalent to $x - y \in V$ and $y - x \in V$, so $U_V(A) = A + V$. Let $V \in \cn(0)$ be balanced and $U_V = \bracs{(x, y) \in E \times E| x - y \in V}$, then $y \in U_V(A)$ if and only if there exists $x \in A$ such that $(x, y) \in U_V$. This is equivalent to $x - y \in V$ and $y - x \in V$, so $U_V(A) = A + V$.
Assume without loss of generality that $\fB$ consists of symmetric entourages. By \ref{proposition:tvs-uniform}, $\bracs{U_V|V \in \fB}$ forms a fundamental system of entourages for $E$, and \ref{proposition:uniformclosure} implies that Assume without loss of generality that $\fB$ consists of symmetric entourages. By \autoref{proposition:tvs-uniform}, $\bracs{U_V|V \in \fB}$ forms a fundamental system of entourages for $E$, and \autoref{proposition:uniformclosure} implies that
\[ \[
\ol{A} = \bigcap_{V \in \fB}\bracs{U_V(A)| U \in \fB} = \bigcap_{V \in \fB}U + A \ol{A} = \bigcap_{V \in \fB}\bracs{U_V(A)| U \in \fB} = \bigcap_{V \in \fB}U + A
\] \]
\end{proof} \end{proof}
\begin{proposition}[{{\cite[I.1.1]{SchaeferWolff}}}] \begin{proposition}[{{\cite[I.1.1]{SchaeferWolff}}}]
@@ -94,10 +97,11 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
$(1)$: For every $x \in B$, $A + x$ is open by \ref{definition:translation-invariant-topology}, so $(1)$: For every $x \in B$, $A + x$ is open by \autoref{definition:translation-invariant-topology}, so
\[ \[
A + B = \bigcup_{x \in B}(A + x) A + B = \bigcup_{x \in B}(A + x)
\] \]
is open. is open.
$(2)$: Let $x \in \overline{A + B}$, then there exists a filter $\fF \subset 2^{A \cup B}$ converging to $x$. For any $U \in \fF$, $U \cap (A + B) \ne \emptyset$, so $(U - B) \cap A \ne \emptyset$, and $\fB = \bracs{U - B| U \in \fF}$ is a filter base in $A$. By compactness of $A$, there exists $y \in A$ such that $(2)$: Let $x \in \overline{A + B}$, then there exists a filter $\fF \subset 2^{A \cup B}$ converging to $x$. For any $U \in \fF$, $U \cap (A + B) \ne \emptyset$, so $(U - B) \cap A \ne \emptyset$, and $\fB = \bracs{U - B| U \in \fF}$ is a filter base in $A$. By compactness of $A$, there exists $y \in A$ such that
@@ -105,14 +109,17 @@
y \in \bigcap_{U \in \fF}\overline{U - B} = \bigcap_{U \in \fF}\overline{(-B) + U} y \in \bigcap_{U \in \fF}\overline{U - B} = \bigcap_{U \in \fF}\overline{(-B) + U}
\] \]
By \ref{proposition:tvs-closure}, $\overline{(-B) + U} \subset (-B) + U + U$, so
By \autoref{proposition:tvs-closure}, $\overline{(-B) + U} \subset (-B) + U + U$, so
\[ \[
y \in \bigcap_{U \in \fF}\overline{(-B) + U} \subset \bigcap_{U \in \fF}[(-B) + U + U] y \in \bigcap_{U \in \fF}\overline{(-B) + U} \subset \bigcap_{U \in \fF}[(-B) + U + U]
\] \]
Since $\fF$ converges to $x$, (TVS1) implies that $\bracs{U + U| U \in \fF}$ contains a neighbourhood base of $x$. Thus Since $\fF$ converges to $x$, (TVS1) implies that $\bracs{U + U| U \in \fF}$ contains a neighbourhood base of $x$. Thus
\[ \[
y \in \bigcap_{U \in \fF}[(-B) + U + U] \subset \bigcap_{V \in \cn(0)}[(x-B) + V] = \overline{x - B} = x - B y \in \bigcap_{U \in \fF}[(-B) + U + U] \subset \bigcap_{V \in \cn(0)}[(x-B) + V] = \overline{x - B} = x - B
\] \]
so $x \in y + B \subset A + B$. so $x \in y + B \subset A + B$.
\end{proof} \end{proof}
@@ -137,12 +144,13 @@
\begin{proof} \begin{proof}
Firstly, (TVS2) implies that every neighbourhood of $0$ is circled. Firstly, (TVS2) implies that every neighbourhood of $0$ is circled.
By \ref{proposition:uniform-neighbourhoods}, $E$ admits a fundamental system of neighbourhoods consisting of open sets or closed sets. By \autoref{proposition:uniform-neighbourhoods}, $E$ admits a fundamental system of neighbourhoods consisting of open sets or closed sets.
Let $U \in \cn^o(0)$ be open. By (TVS2), there exists $r > 0$ such that $\lambda U \subset U$ for all $\lambda \in K$ with $\abs{\lambda} \le r$. Define Let $U \in \cn^o(0)$ be open. By (TVS2), there exists $r > 0$ such that $\lambda U \subset U$ for all $\lambda \in K$ with $\abs{\lambda} \le r$. Define
\[ \[
V = \bigcup_{\substack{\lambda \in K \\ \abs{\lambda} \le r}} \lambda U \subset U V = \bigcup_{\substack{\lambda \in K \\ \abs{\lambda} \le r}} \lambda U \subset U
\] \]
then for any $x \in V$, there exists $\lambda \in K$ with $\abs{\lambda} \le r$ and $y \in U$ such that $x = \lambda y$. In which case, for any $\mu \in K$ with $\abs{\mu} \le 1$, $\mu(\lambda y) = (\mu \lambda) y \in \mu\lambda U$. Since $\abs{\mu \lambda} \le r$, $\mu \lambda U \subset V$. Thus $V \subset U$ is balanced. then for any $x \in V$, there exists $\lambda \in K$ with $\abs{\lambda} \le r$ and $y \in U$ such that $x = \lambda y$. In which case, for any $\mu \in K$ with $\abs{\mu} \le 1$, $\mu(\lambda y) = (\mu \lambda) y \in \mu\lambda U$. Since $\abs{\mu \lambda} \le r$, $\mu \lambda U \subset V$. Thus $V \subset U$ is balanced.
Let $U \in \cn(0)$ be closed, then there exists a balanced neighbourhood $V \in \cn^o(0)$ such that $V \subset U$. In which case, for any $\lambda \in K$ with $0 < \abs{\lambda} \le 1$, $\lambda \overline{V} = \overline{\lambda V} \subset \overline{V}$ by (TVS2). Therefore $\overline{V} \subset U$ is balanced as well. Let $U \in \cn(0)$ be closed, then there exists a balanced neighbourhood $V \in \cn^o(0)$ such that $V \subset U$. In which case, for any $\lambda \in K$ with $0 < \abs{\lambda} \le 1$, $\lambda \overline{V} = \overline{\lambda V} \subset \overline{V}$ by (TVS2). Therefore $\overline{V} \subset U$ is balanced as well.
@@ -166,19 +174,20 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
\textbf{Forward:} By \ref{proposition:tvs-good-neighbourhood-base}, there exists a fundamental system of neighbourhoods $\fB \subset \cn_E(0)$ consisting of circled and radial sets. By (TVS1), $\fB$ satisfies (TVB1). \textbf{Forward:} By \autoref{proposition:tvs-good-neighbourhood-base}, there exists a fundamental system of neighbourhoods $\fB \subset \cn_E(0)$ consisting of circled and radial sets. By (TVS1), $\fB$ satisfies (TVB1).
\textbf{Converse:} For each $V \in \fB$, let $U_V = \bracs{(x, y) \in E|x - y \in V}$, then $U_V$ is symmetric and translation-invariant by (TVB1). Let \textbf{Converse:} For each $V \in \fB$, let $U_V = \bracs{(x, y) \in E|x - y \in V}$, then $U_V$ is symmetric and translation-invariant by (TVB1). Let
\[ \[
\mathfrak{V} = \bracs{U_V|V \in \fB} \mathfrak{V} = \bracs{U_V|V \in \fB}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item[(FB1)] For any $V, V' \in \fB$, there exists $W \in \fB$ with $W \subset V \cap V'$. In which case, $U_{V} \cap U_{V'} \supset U_W \in \mathfrak{V}$. \item[(FB1)] For any $V, V' \in \fB$, there exists $W \in \fB$ with $W \subset V \cap V'$. In which case, $U_{V} \cap U_{V'} \supset U_W \in \mathfrak{V}$.
\item[(UB1)] For any $x \in E$ and $V \in \fB$, $x - x = 0 \in V$, so $\Delta \subset U_V$. \item[(UB1)] For any $x \in E$ and $V \in \fB$, $x - x = 0 \in V$, so $\Delta \subset U_V$.
\item[(UB2)] For any $V \in \fB$, by (TVB1), there exists $W \in \fB$ such that $W + W \subset V$. In which case, for any $x, y, z \in E$ with $x - y, y - z \in W$, $x - z \in V$. Therefore $U_W \circ U_W \subset U_V$. \item[(UB2)] For any $V \in \fB$, by (TVB1), there exists $W \in \fB$ such that $W + W \subset V$. In which case, for any $x, y, z \in E$ with $x - y, y - z \in W$, $x - z \in V$. Therefore $U_W \circ U_W \subset U_V$.
\end{enumerate} \end{enumerate}
By \ref{proposition:fundamental-entourage-criterion}, there exists a unique uniformity $\fU$ on $E$ for which $\mathfrak{V}$ is a fundamental system of entourages. By \autoref{proposition:fundamental-entourage-criterion}, there exists a unique uniformity $\fU$ on $E$ for which $\mathfrak{V}$ is a fundamental system of entourages.
(1): Since $\mathfrak{V}$ is translation-invariant, so is $\fU$. (1): Since $\mathfrak{V}$ is translation-invariant, so is $\fU$.
@@ -197,8 +206,18 @@
\lambda x - \lambda' x' \in \lambda V + \eps(\abs \mu + 1)V \subset \abs{\lambda} V + \eps(\abs \mu + 1)V \lambda x - \lambda' x' \in \lambda V + \eps(\abs \mu + 1)V \subset \abs{\lambda} V + \eps(\abs \mu + 1)V
\] \]
Let $W \in \fB$ and $\eps > 0$ such that $\eps(\abs{\mu}+1) \le 1$, then by repeated application of (TVB1), there exists $V \in \fB$ such that $\abs{\lambda} V + V \subset W$. Therefore scalar multiplication is jointly continuous. Let $W \in \fB$ and $\eps > 0$ such that $\eps(\abs{\mu}+1) \le 1$, then by repeated application of (TVB1), there exists $V \in \fB$ such that $\abs{\lambda} V + V \subset W$. Therefore scalar multiplication is jointly continuous.
\end{enumerate} \end{enumerate}
(Uniqueness): Let $\mathcal{S} \subset 2^E$ be a topology on $E$ satisfying (1) and (2), then for each $x \in E$, $\cn_{(E, \mathcal{S})}(x) = \cn_{(E, \mathcal{T})}(x)$. By \ref{proposition:neighbourhoodcharacteristic}, $\mathcal{S} = \mathcal{T}$. (Uniqueness): Let $\mathcal{S} \subset 2^E$ be a topology on $E$ satisfying (1) and (2), then for each $x \in E$, $\cn_{(E, \mathcal{S})}(x) = \cn_{(E, \mathcal{T})}(x)$. By \autoref{proposition:neighbourhoodcharacteristic}, $\mathcal{S} = \mathcal{T}$.
\end{proof}
\begin{proposition}
\label{proposition:tvs-locally-connected}
Let $E$ be a TVS over $K \in \RC$, then $E$ is locally connected.
\end{proposition}
\begin{proof}
Let $U \in \cn(0)$ be radial, then for any $y \in U$, the mapping $t \mapsto ty$ is a path from $0$ to $y$ contained in $U$. Thus $U$ is path-connected. By \autoref{proposition:tvs-0-neighbourhood-base}, the radial neighbourhoods of $0$ forms a fundamental system of neighbourhoods, so the path-connected neighbourhoods of $0$ forms a fundamental system as well.
\end{proof} \end{proof}

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@@ -15,12 +15,14 @@
\[ \[
\im{\dpb{x, \phi}{E}} = \re{-i \dpb{x, \phi}{E}} = -\dpb{ix, u}{E} \im{\dpb{x, \phi}{E}} = \re{-i \dpb{x, \phi}{E}} = -\dpb{ix, u}{E}
\] \]
so (2) holds. so (2) holds.
(2): Since $u \in \hom(E; \real)$, so is $\phi$. On the other hand, for any $x \in E$, (2): Since $u \in \hom(E; \real)$, so is $\phi$. On the other hand, for any $x \in E$,
\[ \[
\dpb{ix, \phi}{E} = \dpb{ix, u}{E} - i\dpb{-x, u}{E} = i(\dpb{x, u}{E} - i \dpb{ix, u}{E}) = i \dpb{x, \phi}{E} \dpb{ix, \phi}{E} = \dpb{ix, u}{E} - i\dpb{-x, u}{E} = i(\dpb{x, u}{E} - i \dpb{ix, u}{E}) = i \dpb{x, \phi}{E}
\] \]
\end{proof} \end{proof}
\begin{definition}[Topological Dual] \begin{definition}[Topological Dual]

View File

@@ -1,13 +1,14 @@
\chapter{Topological Vector Spaces} \chapter{Topological Vector Spaces}
\label{chap:tvs} \label{chap:tvs}
\input{./src/fa/tvs/definition.tex} \input{./definition.tex}
\input{./src/fa/tvs/metric.tex} \input{./metric.tex}
\input{./src/fa/tvs/bounded.tex} \input{./bounded.tex}
\input{./src/fa/tvs/dual.tex} \input{./dual.tex}
\input{./src/fa/tvs/continuous.tex} \input{./continuous.tex}
\input{./src/fa/tvs/quotient.tex} \input{./quotient.tex}
\input{./src/fa/tvs/completion.tex} \input{./completion.tex}
\input{./src/fa/tvs/projective.tex} \input{./complete-metric.tex}
\input{./src/fa/tvs/inductive.tex} \input{./projective.tex}
\input{./src/fa/tvs/spaces-of-linear.tex} \input{./inductive.tex}
\input{./spaces-of-linear.tex}

View File

@@ -17,7 +17,8 @@
\[ \[
\mathcal{B} = \bracs{U \subset E|U \text{ radial, circled}, T_i^{-1}(U) \in \cn_{E_i}(0) \forall i \in I} \mathcal{B} = \bracs{U \subset E|U \text{ radial, circled}, T_i^{-1}(U) \in \cn_{E_i}(0) \forall i \in I}
\] \]
To see that $\mathcal{B}$ is a fundamental system of neighbourhoods at $0$ for a vector space topology on $E$, it is sufficient to verify the following and apply \ref{proposition:tvs-0-neighbourhood-base}.
To see that $\mathcal{B}$ is a fundamental system of neighbourhoods at $0$ for a vector space topology on $E$, it is sufficient to verify the following and apply \autoref{proposition:tvs-0-neighbourhood-base}.
\begin{enumerate} \begin{enumerate}
\item[(TVB1)] Every set in $\mathcal{B}$ is radial and circled by definition. \item[(TVB1)] Every set in $\mathcal{B}$ is radial and circled by definition.
\item[(TVB2)] For any $U \in \mathcal{B}$, $U$ is circled, so $\frac{1}{2}U + \frac{1}{2}U \subset U$. Since $\frac{1}{2}U$ is also circled and radial, $\frac{1}{2}U \in \mathcal{B}$. \item[(TVB2)] For any $U \in \mathcal{B}$, $U$ is circled, so $\frac{1}{2}U + \frac{1}{2}U \subset U$. Since $\frac{1}{2}U$ is also circled and radial, $\frac{1}{2}U \in \mathcal{B}$.
@@ -47,6 +48,7 @@
} }
\] \]
\item[(U)] For any pair $(F, \bracsn{S^i_F}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L({E, F})$ such that the following diagram commutes \item[(U)] For any pair $(F, \bracsn{S^i_F}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L({E, F})$ such that the following diagram commutes
\[ \[
@@ -56,17 +58,18 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\item For any TVS $F$ and $T \in \hom(E; F)$, $T \in L(E; F)$ if and only if $T \circ T^i_E \in L(E_i; F)$ for all $i \in I$. \item For any TVS $F$ and $T \in \hom(E; F)$, $T \in L(E; F)$ if and only if $T \circ T^i_E \in L(E_i; F)$ for all $i \in I$.
\end{enumerate} \end{enumerate}
The pair $(E, \bracsn{T^i_E}_{i \in I})$ is the \textbf{inductive limit} of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$. The pair $(E, \bracsn{T^i_E}_{i \in I})$ is the \textbf{inductive limit} of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
Let $(E, \bracsn{T^i_E}_{i \in I})$ be the direct limit of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ as vector spaces over $K$ (\ref{proposition:module-direct-limit}). Equip $E$ with the inductive topology (\ref{definition:tvs-inductive}) induced by $\bracsn{T^i_E}_{i \in I}$, then $(E, \bracsn{T^i_E}_{i \in I})$ satisfies (1), (2), and (3). Let $(E, \bracsn{T^i_E}_{i \in I})$ be the direct limit of $(\seqi{E}, \bracsn{T^i_j| i, j \in I, i \lesssim j})$ as vector spaces over $K$ (\autoref{proposition:module-direct-limit}). Equip $E$ with the \hyperref[inductive topology]{definition:tvs-inductive} induced by $\bracsn{T^i_E}_{i \in I}$, then $(E, \bracsn{T^i_E}_{i \in I})$ satisfies (1), (2), and (3).
(U): By (U) of \ref{proposition:module-direct-limit}, there exists a unique $S \in \hom(E; F)$ such that the given diagram commutes. By (4) of \ref{definition:tvs-inductive}, $S \in L(E; F)$. (U): By (U) of \autoref{proposition:module-direct-limit}, there exists a unique $S \in \hom(E; F)$ such that the given diagram commutes. By (4) of \autoref{definition:tvs-inductive}, $S \in L(E; F)$.
(5): By (5) of \ref{definition:tvs-inductive}. (5): By (5) of \autoref{definition:tvs-inductive}.
\end{proof} \end{proof}
\begin{definition}[Strict] \begin{definition}[Strict]

View File

@@ -19,6 +19,7 @@
\[ \[
d_i: E \times E \quad (x, y) \mapsto \rho_i(x - y) d_i: E \times E \quad (x, y) \mapsto \rho_i(x - y)
\] \]
then $d_i$ is a pseudometric. The uniform topology on $E$ induced by $\seqi{d}$ is the \textbf{topology induced by $\seqi{\rho}$}, and then $d_i$ is a pseudometric. The uniform topology on $E$ induced by $\seqi{d}$ is the \textbf{topology induced by $\seqi{\rho}$}, and
\begin{enumerate} \begin{enumerate}
\item The topology induced by $\seqi{\rho}$ is a vector space topology. \item The topology induced by $\seqi{\rho}$ is a vector space topology.
@@ -27,11 +28,12 @@
\[ \[
\bracs{\bigcap_{j \in J}B_j(0, r)|J \subset I \text{ finite}, r > 0} \bracs{\bigcap_{j \in J}B_j(0, r)|J \subset I \text{ finite}, r > 0}
\] \]
is a fundamental system of neighbourhoods at $0$. is a fundamental system of neighbourhoods at $0$.
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
\begin{proof} \begin{proof}
(3): By \ref{definition:pseudometric-uniformity}. (3): By \autoref{definition:pseudometric-uniformity}.
(2): Each $d_i$ is translation-invariant. (2): Each $d_i$ is translation-invariant.
@@ -42,16 +44,19 @@
\[ \[
\lambda x - \lambda' x' = \lambda(x - x') + (\lambda - \lambda')x' \lambda x - \lambda' x' = \lambda(x - x') + (\lambda - \lambda')x'
\] \]
Let $i \in I$ and $\eps > 0$. By (PN5) then there exists $\delta > 0$ such that if $\rho_i(x - x') < \delta$, then $\rho_i(\lambda (x - x')) < \eps$. Let $i \in I$ and $\eps > 0$. By (PN5) then there exists $\delta > 0$ such that if $\rho_i(x - x') < \delta$, then $\rho_i(\lambda (x - x')) < \eps$.
On the other hand, On the other hand,
\[ \[
(\lambda - \lambda')x' = (\lambda - \lambda')x + (\lambda - \lambda')(x' - x) (\lambda - \lambda')x' = (\lambda - \lambda')x + (\lambda - \lambda')(x' - x)
\] \]
By (PN4), there exists $\delta' \in (0, 1]$ such that if $\abs{\lambda - \lambda'} < \delta'$, then $\rho_i((\lambda - \lambda')x) < \eps$. In which case, since $\delta' \le 1$, (PN2) implies that By (PN4), there exists $\delta' \in (0, 1]$ such that if $\abs{\lambda - \lambda'} < \delta'$, then $\rho_i((\lambda - \lambda')x) < \eps$. In which case, since $\delta' \le 1$, (PN2) implies that
\[ \[
\rho_i((\lambda - \lambda')x') < \eps + \rho_i(x' - x) < 2\eps \rho_i((\lambda - \lambda')x') < \eps + \rho_i(x' - x) < 2\eps
\] \]
Therefore $\rho_i(\lambda x - \lambda' x') < 3\eps$. Therefore $\rho_i(\lambda x - \lambda' x') < 3\eps$.
\end{enumerate} \end{enumerate}
\end{proof} \end{proof}
@@ -68,7 +73,7 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
$(4) \Rightarrow (1)$: By \ref{definition:tvs-pseudonorm-topology}, for each $r > 0$, $\rho^{-1}([0, r)) \in \cn_E(0)$. Thus for any $x, y \in E$, if $x - y \in \rho^{-1}([0, r))$, then $\abs{\rho(x) - \rho(y)} \le r$. Therefore $\rho \in UC(E; [0, \infty))$. $(4) \Rightarrow (1)$: By \autoref{definition:tvs-pseudonorm-topology}, for each $r > 0$, $\rho^{-1}([0, r)) \in \cn_E(0)$. Thus for any $x, y \in E$, if $x - y \in \rho^{-1}([0, r))$, then $\abs{\rho(x) - \rho(y)} \le r$. Therefore $\rho \in UC(E; [0, \infty))$.
\end{proof} \end{proof}
\begin{lemma}[{{\cite[Theorem I.6.1]{SchaeferWolff}}}] \begin{lemma}[{{\cite[Theorem I.6.1]{SchaeferWolff}}}]
@@ -82,16 +87,19 @@
\[ \[
U_{n+1} \subset \rho^{-1}([0, 2^{-n})) \subset U_{n} U_{n+1} \subset \rho^{-1}([0, 2^{-n})) \subset U_{n}
\] \]
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
For each $H \subset \natp$ finite, let For each $H \subset \natp$ finite, let
\[ \[
U_H = \sum_{n \in H}V_n \quad \rho_H = \sum_{n \in H}2^{-n} U_H = \sum_{n \in H}V_n \quad \rho_H = \sum_{n \in H}2^{-n}
\] \]
Define Define
\[ \[
\rho: E \to [0, 1] \quad x \mapsto \inf\bracs{\rho_H|x \in U_H} \rho: E \to [0, 1] \quad x \mapsto \inf\bracs{\rho_H|x \in U_H}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item[(PN1)] Since $0 \in \bigcap_{H \subset \natp \text{ finite}}U_H$, $\rho(0) = 0$. \item[(PN1)] Since $0 \in \bigcap_{H \subset \natp \text{ finite}}U_H$, $\rho(0) = 0$.
@@ -99,10 +107,11 @@
\[ \[
\lambda x \in \sum_{n \in H}\lambda U_n \subset \sum_{n \in H}U_n \lambda x \in \sum_{n \in H}\lambda U_n \subset \sum_{n \in H}U_n
\] \]
so $\rho(\lambda x) \le \rho(x)$. so $\rho(\lambda x) \le \rho(x)$.
\item[(PN3)] Let $x, y \in X$ and $M, N \subset \natp$ finite such that $x \in U_M$ and $y \in U_N$. Assume without loss of generality that $\rho_M + \rho_N < 1$, then there exists a unique $P \subset \nat$ finite such that $\rho_P = \rho_M + \rho_N$. In which case, $U_P \supset U_M + U_N$ by assumption (b). Therefore $\rho(x + y) \le \rho(x) + \rho(y)$. \item[(PN3)] Let $x, y \in X$ and $M, N \subset \natp$ finite such that $x \in U_M$ and $y \in U_N$. Assume without loss of generality that $\rho_M + \rho_N < 1$, then there exists a unique $P \subset \nat$ finite such that $\rho_P = \rho_M + \rho_N$. In which case, $U_P \supset U_M + U_N$ by assumption (b). Therefore $\rho(x + y) \le \rho(x) + \rho(y)$.
\end{enumerate} \end{enumerate}
For any $x \in U_{n+1}$, $\rho(x) \le 2^{-n+1} < 2^n$, so $U_{n+1} \subset \rho^{-1}([0, 2^{-n}))$ by \ref{proposition:dyadic-semigroup-order}. On the other hand, for any $x \in E$ with $\rho(x) < 2^{-n}$, $x \in U_{2^{-n}} = U_n$. This allows showing the remaining seminorm axioms by considering neighbourhoods of the form $\bracs{U_n|n \in \natp}$. For any $x \in U_{n+1}$, $\rho(x) \le 2^{-n+1} < 2^n$, so $U_{n+1} \subset \rho^{-1}([0, 2^{-n}))$ by \autoref{proposition:dyadic-semigroup-order}. On the other hand, for any $x \in E$ with $\rho(x) < 2^{-n}$, $x \in U_{2^{-n}} = U_n$. This allows showing the remaining seminorm axioms by considering neighbourhoods of the form $\bracs{U_n|n \in \natp}$.
\begin{enumerate} \begin{enumerate}
\item[(PN4)] Let $x \in X$ and $n \in \natp$. By assumption (a), there exists $\alpha > 0$ such that for any $\lambda \in K$ with $\abs{\lambda} \ge \alpha$, $x \in \lambda U_n$. Therefore for any $\lambda \in K$ with $\abs{\lambda} \le \alpha^{-1}$, $\lambda x \in U_n$, and $\rho(x) \le 2^{-n}$. \item[(PN4)] Let $x \in X$ and $n \in \natp$. By assumption (a), there exists $\alpha > 0$ such that for any $\lambda \in K$ with $\abs{\lambda} \ge \alpha$, $x \in \lambda U_n$. Therefore for any $\lambda \in K$ with $\abs{\lambda} \le \alpha^{-1}$, $\lambda x \in U_n$, and $\rho(x) \le 2^{-n}$.
\item[(PN5)] Let $\lambda \in K$ and $n \in \natp$. By assumption (b), there exists $m \in \nat$ such that $\lambda U_{n-m} \subset \sum_{j = 1}^m U_{n-m}^j \subset U_n$. \item[(PN5)] Let $\lambda \in K$ and $n \in \natp$. By assumption (b), there exists $m \in \nat$ such that $\lambda U_{n-m} \subset \sum_{j = 1}^m U_{n-m}^j \subset U_n$.
@@ -112,7 +121,7 @@
\begin{remark} \begin{remark}
\label{remark:tvs-sequence-pseudonorm} \label{remark:tvs-sequence-pseudonorm}
As discussed in \ref{remark:uniform-sequence-pseudometric} on the proof of \ref{lemma:uniform-sequence-pseudometric}, constructing a pseudometric from entourages by building its level sets is difficult because composing symmetric entourages does not necessarily lead to symmetric entourages. The topological vector space does not have this shortcoming, and as such allows this construction. As discussed in \autoref{remark:uniform-sequence-pseudometric} on the proof of \autoref{lemma:uniform-sequence-pseudometric}, constructing a pseudometric from entourages by building its level sets is difficult because composing symmetric entourages does not necessarily lead to symmetric entourages. The topological vector space does not have this shortcoming, and as such allows this construction.
\end{remark} \end{remark}
\begin{theorem}[Metrisability of Topological Vector Spaces] \begin{theorem}[Metrisability of Topological Vector Spaces]
@@ -127,15 +136,15 @@
\end{enumerate} \end{enumerate}
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
(3) $\Rightarrow$ (4): By \ref{theorem:uniform-metrisable}. (3) $\Rightarrow$ (4): By \autoref{theorem:uniform-metrisable}.
(4) $\Rightarrow$ (1): By \ref{proposition:tvs-good-neighbourhood-base}, there exists $\seq{U_n} \subset \cn_E(0)$ circled and radial such that for each $n \in \natp$, $U_{n+1} + U_{n+1} \subset U_n$. By \ref{lemma:tvs-sequence-pseudonorm}, there exists a pseudonorm $\rho: E \to [0, \infty)$ such that for each $N \in \natp$, $U_{n+1} \subset \rho^{-1}([0, 2^{-n})) \subset U_{n}$. In which case, $\rho$ induces the topology on $E$. (4) $\Rightarrow$ (1): By \autoref{proposition:tvs-good-neighbourhood-base}, there exists $\seq{U_n} \subset \cn_E(0)$ circled and radial such that for each $n \in \natp$, $U_{n+1} + U_{n+1} \subset U_n$. By \autoref{lemma:tvs-sequence-pseudonorm}, there exists a pseudonorm $\rho: E \to [0, \infty)$ such that for each $N \in \natp$, $U_{n+1} \subset \rho^{-1}([0, 2^{-n})) \subset U_{n}$. In which case, $\rho$ induces the topology on $E$.
\end{proof} \end{proof}
\begin{remark} \begin{remark}
\label{remark:tvs-metrisable} \label{remark:tvs-metrisable}
Let $E$ be a TVS over $K \in \RC$. Similar to the case of uniform spaces, there exists a family of pseudonorms $\seqi{\rho}$ that induces the topology on $E$. Using Minkowski functionals (\ref{definition:gauge}), $\seqi{\rho}$ can be taken such that $\rho_i(\lambda x) = \abs{\lambda}\rho_i(x)$ for all $x \in E$ and $\lambda \in K$. However, a single pseudonorm with this property cannot always induce the topology even if the space is metrisable, hence the difference between pseudonorms and seminorms. Let $E$ be a TVS over $K \in \RC$. Similar to the case of uniform spaces, there exists a family of pseudonorms $\seqi{\rho}$ that induces the topology on $E$. Using \hyperref[Minkowski functionals]{definition:gauge}, $\seqi{\rho}$ can be taken such that $\rho_i(\lambda x) = \abs{\lambda}\rho_i(x)$ for all $x \in E$ and $\lambda \in K$. However, a single pseudonorm with this property cannot always induce the topology even if the space is metrisable, hence the difference between pseudonorms and seminorms.
\end{remark} \end{remark}
\begin{definition}[Locally Bounded] \begin{definition}[Locally Bounded]
@@ -148,5 +157,5 @@
Let $E$ be a locally bounded TVS over $K \in \RC$, then there exists a pseudonorm $\rho: E \to [0, \infty)$ that induces the topology on $E$. Let $E$ be a locally bounded TVS over $K \in \RC$, then there exists a pseudonorm $\rho: E \to [0, \infty)$ that induces the topology on $E$.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
Let $U \in \cn^o(0)$ be bounded. Using \ref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $U$ is circled. For each $n \in \natp$, let $U_n = n^{-1}U$. Let $V \in \cn^o(0)$, then there exists $\lambda \in K$ such that $\lambda V \supset U$, $\abs{\lambda}^{-1}U \subset V$. For any $n \in \natp$ with $n^{-1} < \abs{\lambda}^{-1}$, $U_n \subset V$. Thus $E$ admits a countable fundamental system of neighbourhoods at $0$. By \ref{theorem:tvs-metrisable}, the topology on $E$ is induced by a pseudonorm. Let $U \in \cn^o(0)$ be bounded. Using \autoref{proposition:tvs-good-neighbourhood-base}, assume without loss of generality that $U$ is circled. For each $n \in \natp$, let $U_n = n^{-1}U$. Let $V \in \cn^o(0)$, then there exists $\lambda \in K$ such that $\lambda V \supset U$, $\abs{\lambda}^{-1}U \subset V$. For any $n \in \natp$ with $n^{-1} < \abs{\lambda}^{-1}$, $U_n \subset V$. Thus $E$ admits a countable fundamental system of neighbourhoods at $0$. By \autoref{theorem:tvs-metrisable}, the topology on $E$ is induced by a pseudonorm.
\end{proof} \end{proof}

View File

@@ -17,31 +17,34 @@
\[ \[
\bracs{\bigcap_{j \in J}T_j^{-1}(U_j) \bigg | J \subset I \text{ finite}, U_j \in \cn_{F_j}(0)} \bracs{\bigcap_{j \in J}T_j^{-1}(U_j) \bigg | J \subset I \text{ finite}, U_j \in \cn_{F_j}(0)}
\] \]
is a fundamental system of neighbourhoods for $E$ at $0$. is a fundamental system of neighbourhoods for $E$ at $0$.
\end{enumerate} \end{enumerate}
The uniformity $\fU$ and its topology are the \textbf{projective uniformity/topology} induced by $\seqi{T}$. The uniformity $\fU$ and its topology are the \textbf{projective uniformity/topology} induced by $\seqi{T}$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
(1), (U): By \ref{definition:initial-uniformity}. (1), (U): By \autoref{definition:initial-uniformity}.
Let $U \in \fU$, then there exists $J \subset I$ finite and translation-invariant entourages $\seqj{U}$ such that Let $U \in \fU$, then there exists $J \subset I$ finite and translation-invariant entourages $\seqj{U}$ such that
\[ \[
U \subset V = \bigcap_{j \in J}(T_j \times T_j)^{-1}(U_j) U \subset V = \bigcap_{j \in J}(T_j \times T_j)^{-1}(U_j)
\] \]
(3): For each $j \in J$, $(x, y) \in (T_j \times T_j)^{-1}(U_j)$, and $z \in E$, (3): For each $j \in J$, $(x, y) \in (T_j \times T_j)^{-1}(U_j)$, and $z \in E$,
\[ \[
(T_j \times T_j)(x + z, y + z) = (T_jx + T_jz, T_jy + T_jz) \in U_j (T_j \times T_j)(x + z, y + z) = (T_jx + T_jz, T_jy + T_jz) \in U_j
\] \]
so $(T_j \times T_j)^{-1}(U_j)$ is translation-invariant, and so is $V$. so $(T_j \times T_j)^{-1}(U_j)$ is translation-invariant, and so is $V$.
(4): By (TVS1) and (TVS2), for each $j \in J$, there exists an entourage $V_j$ of $F_j$ and $\eps_j > 0$ such that for any $(x, x'), (y, y') \in V_j$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \eps_j$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in U_j$. (4): By (TVS1) and (TVS2), for each $j \in J$, there exists an entourage $V_j$ of $F_j$ and $\eps_j > 0$ such that for any $(x, x'), (y, y') \in V_j$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \eps_j$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in U_j$.
Therefore, for any $(x, x'), (y, y') \in \bigcap_{j \in J} T_j^{-1}(V_j)$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \min_{j \in J}\eps$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in V$. Therefore, for any $(x, x'), (y, y') \in \bigcap_{j \in J} T_j^{-1}(V_j)$ and $\lambda, \lambda' \in K$ with $\abs{\lambda - \lambda'} < \min_{j \in J}\eps$, $(x + y, x' + y'), (\lambda x, \lambda' x') \in V$.
(5): By \ref{definition:continuous-linear} and (4) of \ref{definition:initial-uniformity}. (5): By \autoref{definition:continuous-linear} and (4) of \autoref{definition:initial-uniformity}.
(6): By \ref{definition:initial-uniformity}. (6): By \autoref{definition:initial-uniformity}.
\end{proof} \end{proof}
\begin{definition}[Projective Limit of Topological Vector Spaces] \begin{definition}[Projective Limit of Topological Vector Spaces]
@@ -57,6 +60,7 @@
E \ar@{->}[u]^{T^E_i} \ar@{->}[ru]_{T^E_j} & E \ar@{->}[u]^{T^E_i} \ar@{->}[ru]_{T^E_j} &
} }
\] \]
\item[(U)] For any pair $(F, \bracsn{S^F_i}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L(F; E)$ such that the following diagram commutes \item[(U)] For any pair $(F, \bracsn{S^F_i}_{i \in I})$ satisfying (1), (2), and (3), there exists a unique $S \in L(F; E)$ such that the following diagram commutes
\[ \[
@@ -66,17 +70,18 @@
} }
\] \]
for all $i \in I$. for all $i \in I$.
\item For any TVS $F$ over $K$ and $S \in \hom(F; E)$, $S \in L(F; E)$ if and only if $T^E_i \circ S \in L(F; E_i)$ for all $i \in I$. \item For any TVS $F$ over $K$ and $S \in \hom(F; E)$, $S \in L(F; E)$ if and only if $T^E_i \circ S \in L(F; E_i)$ for all $i \in I$.
\end{enumerate} \end{enumerate}
The pair $(E, \bracsn{T^E_i}_{i \in I})$ is the \textbf{projective limit} of $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$. The pair $(E, \bracsn{T^E_i}_{i \in I})$ is the \textbf{projective limit} of $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
Let $(E, \bracsn{T^E_i}_{i \in I})$ be the inverse limit of $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$ as $K$-vector spaces (\ref{proposition:module-inverse-limit}). Let $(E, \bracsn{T^E_i}_{i \in I})$ be the inverse limit of $(\seqi{E}, \bracsn{T^i_j|i, j \in I, i \lesssim j})$ as $K$-vector spaces (\autoref{proposition:module-inverse-limit}).
Equip $E$ with the projective topology generated by $\bracsn{T^E_i}_{i \in I}$, then $(E, \bracsn{T^E_i}_{i \in I})$ satisfies (1), (2), and (3). Equip $E$ with the projective topology generated by $\bracsn{T^E_i}_{i \in I}$, then $(E, \bracsn{T^E_i}_{i \in I})$ satisfies (1), (2), and (3).
(5): By (5) of \ref{definition:tvs-initial}. (5): By (5) of \autoref{definition:tvs-initial}.
(U): By (U) of \ref{proposition:module-inverse-limit}, there exists a unique $S \in \hom(F; E)$ such that the given diagram commutes. By (4), $S \in L(F; E)$. (U): By (U) of \autoref{proposition:module-inverse-limit}, there exists a unique $S \in \hom(F; E)$ such that the given diagram commutes. By (4), $S \in L(F; E)$.
\end{proof} \end{proof}

View File

@@ -15,6 +15,7 @@
\widetilde E \ar@{->}[r]_{\tilde f} & F \widetilde E \ar@{->}[r]_{\tilde f} & F
} }
\] \]
If $F$ is a TVS over $K$ and $f \in L(E; F)$, then $\td f \in L(E; F)$. If $F$ is a TVS over $K$ and $f \in L(E; F)$, then $\td f \in L(E; F)$.
\end{enumerate} \end{enumerate}
The space $\td E = E/M$ is the \textbf{quotient} of $E$ by $M$. The space $\td E = E/M$ is the \textbf{quotient} of $E$ by $M$.
@@ -22,18 +23,19 @@
\begin{proof} \begin{proof}
Let $\td E = E/M$ be the algebraic quotient of $E$ by $M$, and equip it with the quotient topology by $\pi$. Let $\td E = E/M$ be the algebraic quotient of $E$ by $M$, and equip it with the quotient topology by $\pi$.
(1): By \ref{definition:quotient-topology}, for each $\pi(U) \subset E/M$, $\pi(U)$ is open if and only if $U$ is open. Since the topology on $E$ is translation-invariant, so is the quotient topology on $E/M$. Let (1): By \autoref{definition:quotient-topology}, for each $\pi(U) \subset E/M$, $\pi(U)$ is open if and only if $U$ is open. Since the topology on $E$ is translation-invariant, so is the quotient topology on $E/M$. Let
\[ \[
\fB = \bracs{\pi(U)| U \in \cn(0) \text{ circled and radial}} \fB = \bracs{\pi(U)| U \in \cn(0) \text{ circled and radial}}
\] \]
Since the circled and radial neighbourhoods of $0$ forms a fundamental system of neighbourhoods at $0$ by \ref{proposition:tvs-good-neighbourhood-base}, $\fB$ is a fundamental system of neighbourhoods at $0$ for the quotient topology on $E/M$. In addition,
Since the circled and radial neighbourhoods of $0$ forms a fundamental system of neighbourhoods at $0$ by \autoref{proposition:tvs-good-neighbourhood-base}, $\fB$ is a fundamental system of neighbourhoods at $0$ for the quotient topology on $E/M$. In addition,
\begin{enumerate} \begin{enumerate}
\item[(TVB1)] Let $U \in \cn(0)$ be circled and radial. For any $\lambda \in K$ with $\abs{\lambda} \le 1$, $\lambda \pi(U) = \pi(\lambda U) \subset \pi(U)$, so $\pi(U)$ is also circled. For any $x + M \in E/M$, there exists $\lambda \in K$ such that $x \in \lambda U$. In which case, $x \in \lambda U + M = \pi(U)$, so $\pi(U)$ is also radial. \item[(TVB1)] Let $U \in \cn(0)$ be circled and radial. For any $\lambda \in K$ with $\abs{\lambda} \le 1$, $\lambda \pi(U) = \pi(\lambda U) \subset \pi(U)$, so $\pi(U)$ is also circled. For any $x + M \in E/M$, there exists $\lambda \in K$ such that $x \in \lambda U$. In which case, $x \in \lambda U + M = \pi(U)$, so $\pi(U)$ is also radial.
\item[(TVB2)] For any $U \in \cn(0)$ circled and radial, by \ref{proposition:tvs-good-neighbourhood-base}, there exists $W \in \cn(0)$ such that $W + W \subset U$. In which case, $\pi(W) + \pi(W) \subset \pi(U)$. \item[(TVB2)] For any $U \in \cn(0)$ circled and radial, by \autoref{proposition:tvs-good-neighbourhood-base}, there exists $W \in \cn(0)$ such that $W + W \subset U$. In which case, $\pi(W) + \pi(W) \subset \pi(U)$.
\end{enumerate} \end{enumerate}
By \ref{proposition:tvs-0-neighbourhood-base}, there exists a unique translation-invariant topology on $E/M$ such that $\fB$ is a fundamental system of neighbourhoods at $0$, which must be the quotient topology on $E/M$. In which case, the quotient topology is a vector space topology by (3) of \ref{proposition:tvs-0-neighbourhood-base}. By \autoref{proposition:tvs-0-neighbourhood-base}, there exists a unique translation-invariant topology on $E/M$ such that $\fB$ is a fundamental system of neighbourhoods at $0$, which must be the quotient topology on $E/M$. In which case, the quotient topology is a vector space topology by (3) of \autoref{proposition:tvs-0-neighbourhood-base}.
(2), (3), (U): By \ref{definition:quotient-topology}. (2), (3), (U): By \autoref{definition:quotient-topology}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -45,5 +47,6 @@
\[ \[
M = \bigcap_{V \in \cn(0)}M + V M = \bigcap_{V \in \cn(0)}M + V
\] \]
which is equivalent to $E/M$ being Hausdorff. which is equivalent to $E/M$ being Hausdorff.
\end{proof} \end{proof}

View File

@@ -5,11 +5,12 @@
\label{proposition:tvs-set-uniformity} \label{proposition:tvs-set-uniformity}
Let $T$ be a set, $\mathfrak{S} \subset 2^T$ be an upward-directed system of sets, $F$ be a TVS over $K \in \RC$, then Let $T$ be a set, $\mathfrak{S} \subset 2^T$ be an upward-directed system of sets, $F$ be a TVS over $K \in \RC$, then
\begin{enumerate} \begin{enumerate}
\item The $\mathfrak{S}$-uniformity on $F^T$ (\ref{definition:set-uniform}) is translation invariant. \item The $\mathfrak{S}$-uniformity on $F^T$ (\autoref{definition:set-uniform}) is translation invariant.
\item The composition defined by \item The composition defined by
\[ \[
T^F \times T^F \to T^F \quad (f + g)(x) = f(x) + g(x) T^F \times T^F \to T^F \quad (f + g)(x) = f(x) + g(x)
\] \]
is continuous. is continuous.
\end{enumerate} \end{enumerate}
For any vector subspace $\cf \subset F^T$, the following are equivalent: For any vector subspace $\cf \subset F^T$, the following are equivalent:
@@ -19,7 +20,7 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Let $U \subset F \times F$ be an entourage and $S \in \mathfrak{S}$. Using \ref{proposition:tvs-uniform}, assume without loss of generality that $U$ is translation-invariant. For any $(f, g) \in E(S, U)$, $h \in F^T$, and $x \in S$, $(f(x) + h(x), g(x) + h(x)) \in U$. Thus $(f + h, g + h) \in E(S, U)$ and $E(S, U)$ is translation-invariant. (1): Let $U \subset F \times F$ be an entourage and $S \in \mathfrak{S}$. Using \autoref{proposition:tvs-uniform}, assume without loss of generality that $U$ is translation-invariant. For any $(f, g) \in E(S, U)$, $h \in F^T$, and $x \in S$, $(f(x) + h(x), g(x) + h(x)) \in U$. Thus $(f + h, g + h) \in E(S, U)$ and $E(S, U)$ is translation-invariant.
(2): Let $f, g, f', g' \in \cf$, $S \in \mathfrak{S}$, and $U \subset F \times F$ be an entourage. By (TVS1), there exists an entourage $V \subset F \times F$ such that for any $x, x', y, y' \in F$ with $(x, x'), (y, y') \in V$, $(x + y, x' + y') \in U$. If $(f, g), (f', g') \in E(S, V) \cap \cf$, then for any $x \in S$, $(f(x) + g(x), f'(x) + g'(x)) \in U$, so $(f + g, f' + g') \in E(S, U) \cap \cf$. (2): Let $f, g, f', g' \in \cf$, $S \in \mathfrak{S}$, and $U \subset F \times F$ be an entourage. By (TVS1), there exists an entourage $V \subset F \times F$ such that for any $x, x', y, y' \in F$ with $(x, x'), (y, y') \in V$, $(x + y, x' + y') \in U$. If $(f, g), (f', g') \in E(S, V) \cap \cf$, then for any $x \in S$, $(f(x) + g(x), f'(x) + g'(x)) \in U$, so $(f + g, f' + g') \in E(S, U) \cap \cf$.
@@ -30,16 +31,17 @@
\lambda f(x) - \lambda' g(x) &= \lambda f(x) - \lambda' f(x) + \lambda' f(x) - \lambda' g(x) \\ \lambda f(x) - \lambda' g(x) &= \lambda f(x) - \lambda' f(x) + \lambda' f(x) - \lambda' g(x) \\
&= (\lambda - \lambda')f(x) + \lambda' (f(x) - g(x)) &= (\lambda - \lambda')f(x) + \lambda' (f(x) - g(x))
\end{align*} \end{align*}
Let $U_0 \in \cn_F(0)$. By (TVS1) and \ref{proposition:tvs-good-neighbourhood-base}, there exists $U \in \cn_F(0)$ circled such that $U + U \subset U_0$. By (TVS2), there exists $V \in \cn_F(0)$ such that $\lambda' V \subset U$. Since $f(S)$ is bounded, there exists $\eps > 0$ with $\eps f(S) \subset U$. In which case, if $\abs{\lambda - \lambda'} < \eps$ and $f(x) - g(x) \in V$ for all $x \in S$, then Let $U_0 \in \cn_F(0)$. By (TVS1) and \autoref{proposition:tvs-good-neighbourhood-base}, there exists $U \in \cn_F(0)$ circled such that $U + U \subset U_0$. By (TVS2), there exists $V \in \cn_F(0)$ such that $\lambda' V \subset U$. Since $f(S)$ is bounded, there exists $\eps > 0$ with $\eps f(S) \subset U$. In which case, if $\abs{\lambda - \lambda'} < \eps$ and $f(x) - g(x) \in V$ for all $x \in S$, then
\[ \[
\lambda f(x) - \lambda' g(x) \in (\lambda - \lambda')f(S) + \lambda' V \subset U + U \subset U_0 \lambda f(x) - \lambda' g(x) \in (\lambda - \lambda')f(S) + \lambda' V \subset U + U \subset U_0
\] \]
for all $x \in S$. for all $x \in S$.
\end{proof} \end{proof}
\begin{definition}[Space of Bounded Linear Maps] \begin{definition}[Space of Bounded Linear Maps]
\label{definition:bounded-linear-map-space} \label{definition:bounded-linear-map-space}
Let $E, F$ be TVSs over $K \in \RC$, $\mathfrak{S} \subset 2^E$ be an upward-directed system, and $k \in \nat$. The space $L_{\mathfrak{S}}^k(E; F)$ is the set of all $k$-linear maps $T: E^k \to F$ with $T(S^k) \in B(F)$ for all $S \in \mathfrak{S}$, equipped with the $\bracsn{S^k| S \in \mathfrak{S}}$-uniform topology. Let $E, F$ be TVSs over $K \in \RC$, $\mathfrak{S} \subset 2^E$ be an upward-directed system, and $k \in \nat$. The space $B_{\mathfrak{S}}^k(E; F)$ is the set of all $k$-linear maps $T: E^k \to F$ with $T(S^k) \in B(F)$ for all $S \in \mathfrak{S}$, equipped with the $\bracsn{S^k| S \in \mathfrak{S}}$-uniform topology.
\end{definition} \end{definition}
\begin{proposition} \begin{proposition}
@@ -48,50 +50,58 @@
\begin{enumerate} \begin{enumerate}
\item The map \item The map
\[ \[
I: L_{\mathfrak{S}}^k(E; L_{\mathfrak{S}}(E; F)) \to L^{k+1}_{\mathfrak{S}}(E; F) I: B_{\mathfrak{S}}^k(E; B_{\mathfrak{S}}(E; F)) \to B^{k+1}_{\mathfrak{S}}(E; F)
\] \]
defined by defined by
\[ \[
(IT)(x_1, \cdots, x_{k+1}) = T(x_1, \cdots, x_k)(x_{k+1}) (IT)(x_1, \cdots, x_{k+1}) = T(x_1, \cdots, x_k)(x_{k+1})
\] \]
is an isomorphism. is an isomorphism.
\item The map \item The map
\[ \[
I: \underbrace{L_{\mathfrak{S}}(E; L_{\mathfrak{S}}(E; \cdots)))}_{k \text{ times}} \to L^k_{\mathfrak{S}}(E; F) I: \underbrace{B_{\mathfrak{S}}(E; B_{\mathfrak{S}}(E; \cdots)))}_{k \text{ times}} \to B^k_{\mathfrak{S}}(E; F)
\] \]
defined by defined by
\[ \[
IT(x_1, \cdots, x_k) = T(x_1)\cdots (x_k) IT(x_1, \cdots, x_k) = T(x_1)\cdots (x_k)
\] \]
is an isomorphism. is an isomorphism.
\end{enumerate} \end{enumerate}
which allows the identification which allows the identification
\[ \[
\underbrace{L_{\mathfrak{S}}(E; L_{\mathfrak{S}}(E; \cdots)))}_{k \text{ times}} = L^k_{\mathfrak{S}}(E; F) \underbrace{B_{\mathfrak{S}}(E; B_{\mathfrak{S}}(E; \cdots)))}_{k \text{ times}} = B^k_{\mathfrak{S}}(E; F)
\] \]
under the map $I$ in (2). under the map $I$ in (2).
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): To see that $I$ is surjective, let $T \in L_{\mathfrak{S}}^{k+1}(E; F)$ and (1): To see that $I$ is surjective, let $T \in B_{\mathfrak{S}}^{k+1}(E; F)$ and
\[ \[
I^{-1}T: E \to L_{\mathfrak{S}}(E; F) \quad x \mapsto T(x, \cdot) I^{-1}T: E \to B_{\mathfrak{S}}(E; F) \quad x \mapsto T(x, \cdot)
\] \]
Let $(x_1, \cdots, x_k) \in E^k$ and $S \in \mathfrak{S}$. Since $\mathfrak{S}$ is upward-directed and contains all singletons, assume without loss of generality that $\bracsn{x_j}_1^k \subset S$. In which case, Let $(x_1, \cdots, x_k) \in E^k$ and $S \in \mathfrak{S}$. Since $\mathfrak{S}$ is upward-directed and contains all singletons, assume without loss of generality that $\bracsn{x_j}_1^k \subset S$. In which case,
\[ \[
T(x_1, \cdots, x_k, S) \subset T(S^{k+1}) \in B(F) T(x_1, \cdots, x_k, S) \subset T(S^{k+1}) \in B(F)
\] \]
by assumption. Thus $I^{-1}T(x_1, \cdots, x_k) \in L_{\mathfrak{S}}(E; F)$.
In addition, for any $S_1 \in \mathfrak{S}$ and entourage $E(S_2, U)$ of $L_{\mathfrak{S}}(E; F)$ where $S_2 \in \mathfrak{S}$ and $U$ is an entourage of $F$, there exists $S \in \mathfrak{S}$ with $S \supset S_1 \cup S_2$. Given that $T(S^{k+1}) \in B(F)$, there exists $\lambda > 0$ such that $T(S^{k+1}) \subset \lambda U(0)$. In which case, $I^{-1}T(S^k) \subset \lambda E(S, U)(0)$ and $I^{-1}T(S^k) \in B(L_{\mathfrak{S}}(E; F))$. Thus $I^{-1}T \in L^k_{\mathfrak{S}}(E; L_{\mathfrak{S}}(E; F))$. by assumption. Thus $I^{-1}T(x_1, \cdots, x_k) \in B_{\mathfrak{S}}(E; F)$.
In addition, for any $S_1 \in \mathfrak{S}$ and entourage $E(S_2, U)$ of $B_{\mathfrak{S}}(E; F)$ where $S_2 \in \mathfrak{S}$ and $U$ is an entourage of $F$, there exists $S \in \mathfrak{S}$ with $S \supset S_1 \cup S_2$. Given that $T(S^{k+1}) \in B(F)$, there exists $\lambda > 0$ such that $T(S^{k+1}) \subset \lambda U(0)$. In which case, $I^{-1}T(S^k) \subset \lambda E(S, U)(0)$ and $I^{-1}T(S^k) \in B(B_{\mathfrak{S}}(E; F))$. Thus $I^{-1}T \in B^k_{\mathfrak{S}}(E; B_{\mathfrak{S}}(E; F))$.
It remains to show that $I$ and $I^{-1}$ is continuous. To this end, let $S \in \mathfrak{S}$ and $U$ be an entourage of $F$, then for any $T \in E(S^k, E(S, U))(0)$, $IT \in E(S^{k+1}, U)(0)$, so $I$ is continuous. It remains to show that $I$ and $I^{-1}$ is continuous. To this end, let $S \in \mathfrak{S}$ and $U$ be an entourage of $F$, then for any $T \in E(S^k, E(S, U))(0)$, $IT \in E(S^{k+1}, U)(0)$, so $I$ is continuous.
On the other hand, let $S_1 \in \mathfrak{S}$ and $E(S_2, U)$ be an entourage of $L_{\mathfrak{S}}(E; F)$ where $S_2 \in \mathfrak{S}$ and $U$ is an entourage of $F$. Let $S \in \mathfrak{S}$ with $S \supset S_1 \cup S_2$, then for any $T \in E(S^{k+1}, U)(0)$, $I^{-1}T \in E(S^{k}, E(S, U))(0)$. Thus $I^{-1}$ is continuous as well. On the other hand, let $S_1 \in \mathfrak{S}$ and $E(S_2, U)$ be an entourage of $B_{\mathfrak{S}}(E; F)$ where $S_2 \in \mathfrak{S}$ and $U$ is an entourage of $F$. Let $S \in \mathfrak{S}$ with $S \supset S_1 \cup S_2$, then for any $T \in E(S^{k+1}, U)(0)$, $I^{-1}T \in E(S^{k}, E(S, U))(0)$. Thus $I^{-1}$ is continuous as well.
(2): The case for $k = 2$ is given by (1). If the proposition holds for $k \in \natp$, then (2): The case for $k = 2$ is given by (1). If the proposition holds for $k \in \natp$, then
\[ \[
\underbrace{L_{\mathfrak{S}}(E; L_{\mathfrak{S}}(E; \cdots)))}_{k+1 \text{ times}} = L^k_{\mathfrak{S}}(E; L_{\mathfrak{S}}(E; F)) = L^{k+1}_{\mathfrak{S}}(E; F) \underbrace{B_{\mathfrak{S}}(E; B_{\mathfrak{S}}(E; \cdots)))}_{k+1 \text{ times}} = B^k_{\mathfrak{S}}(E; B_{\mathfrak{S}}(E; F)) = B^{k+1}_{\mathfrak{S}}(E; F)
\] \]
Thus (2) holds for all $k \in \natp$. Thus (2) holds for all $k \in \natp$.
\end{proof} \end{proof}

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@@ -1,4 +1,4 @@
\chapter{The Bochner Integral} \chapter{The Bochner Integral}
\label{chap:bochner-integral} \label{chap:bochner-integral}
\input{./src/measure/bochner-integral/strongly.tex} \input{./strongly.tex}

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@@ -17,11 +17,12 @@
\begin{proof} \begin{proof}
(1) $\Rightarrow$ (2): TODO (1) $\Rightarrow$ (2): TODO
(2) $\Rightarrow$ (3): By \ref{proposition:measurable-simple-separable-norm}. (2) $\Rightarrow$ (3): By \autoref{proposition:measurable-simple-separable-norm}.
(3) $\Rightarrow$ (1): For each $\phi \in E^*$, $\phi \circ f = \limv{n}\phi \circ f_n$ is measurable by \ref{proposition:limit-measurable}. Since (3) $\Rightarrow$ (1): For each $\phi \in E^*$, $\phi \circ f = \limv{n}\phi \circ f_n$ is measurable by \autoref{proposition:limit-measurable}. Since
\[ \[
f(X) \subset \ol{\bigcup_{n \in \natp}f_n(X)} f(X) \subset \ol{\bigcup_{n \in \natp}f_n(X)}
\] \]
and each $f_n$ is finitely-valued, $f(X)$ is separable. and each $f_n$ is finitely-valued, $f(X)$ is separable.
\end{proof} \end{proof}

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@@ -1,8 +1,8 @@
\part{Measure Theory and Integration} \part{Measure Theory and Integration}
\label{part:measure} \label{part:measure}
\input{./src/measure/sets/index.tex} \input{./sets/index.tex}
\input{./src/measure/measure/index.tex} \input{./measure/index.tex}
\input{./src/measure/measurable-maps/index.tex} \input{./measurable-maps/index.tex}
\input{./src/measure/lebesgue-integral/index.tex} \input{./lebesgue-integral/index.tex}
\input{./src/measure/bochner-integral/index.tex} \input{./bochner-integral/index.tex}

View File

@@ -7,10 +7,12 @@
\[ \[
\int \abs{f} d\mu < \infty \int \abs{f} d\mu < \infty
\] \]
The set The set
\[ \[
\mathcal{L}^1(X, \cm, \mu; \complex) = \mathcal{L}^1(X, \cm, \mu) = \mathcal{L}^1(X; \complex) = \mathcal{L}^1(X) = \mathcal{L}^1(\mu; \complex) = \mathcal{L}^1(\mu) \mathcal{L}^1(X, \cm, \mu; \complex) = \mathcal{L}^1(X, \cm, \mu) = \mathcal{L}^1(X; \complex) = \mathcal{L}^1(X) = \mathcal{L}^1(\mu; \complex) = \mathcal{L}^1(\mu)
\] \]
is the vector space of \textbf{$\mu$-integrable functions} on $X$. is the vector space of \textbf{$\mu$-integrable functions} on $X$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
@@ -18,7 +20,8 @@
\[ \[
\int \abs{\lambda f + g}d\mu \le \int \abs{\lambda} \abs{f} + \abs{g}d\mu = \lambda \int \abs{f}d\mu + \int \abs{g}d\mu \int \abs{\lambda f + g}d\mu \le \int \abs{\lambda} \abs{f} + \abs{g}d\mu = \lambda \int \abs{f}d\mu + \int \abs{g}d\mu
\] \]
by \ref{proposition:lebesgue-non-negative-properties}.
by \autoref{proposition:lebesgue-non-negative-properties}.
\end{proof} \end{proof}
\begin{definition}[Positive and Negative Parts] \begin{definition}[Positive and Negative Parts]
@@ -27,6 +30,7 @@
\[ \[
f^+ = \max(f, 0) \quad f^- = -\min(f, 0) f^+ = \max(f, 0) \quad f^- = -\min(f, 0)
\] \]
are the \textbf{positive} and \textbf{negative} parts of $f$, and $f = f^+ - f^-$. are the \textbf{positive} and \textbf{negative} parts of $f$, and $f = f^+ - f^-$.
\end{definition} \end{definition}
@@ -37,10 +41,12 @@
\[ \[
\int f d\mu = \int f^+ d\mu - \int f^- d\mu \int f d\mu = \int f^+ d\mu - \int f^- d\mu
\] \]
is the \textbf{integral} of $f$. If $f$ is $\complex$-valued, then is the \textbf{integral} of $f$. If $f$ is $\complex$-valued, then
\[ \[
\int f d\mu = \int \text{Re}(f)d\mu + i\int \text{Im}(f)d\mu \int f d\mu = \int \text{Re}(f)d\mu + i\int \text{Im}(f)d\mu
\] \]
is the \textbf{integral} of $f$. is the \textbf{integral} of $f$.
\end{definition} \end{definition}
@@ -58,7 +64,8 @@
-\lambda\int f^- d\mu + \lambda\int f^+ d\mu &\lambda < 0 -\lambda\int f^- d\mu + \lambda\int f^+ d\mu &\lambda < 0
\end{cases} \end{cases}
\] \]
by \ref{proposition:lebesgue-non-negative-properties}, so $\int \lambda f d\mu = \lambda \int f d\mu$.
by \autoref{proposition:lebesgue-non-negative-properties}, so $\int \lambda f d\mu = \lambda \int f d\mu$.
Let $h = f + g$, then $h = h^+ - h^- = f^+ + g^+ - f^- - g^-$, so Let $h = f + g$, then $h = h^+ - h^- = f^+ + g^+ - f^- - g^-$, so
\begin{align*} \begin{align*}
@@ -67,7 +74,7 @@
\int h^+ d\mu - \int h^- d\mu &= \int f^+ d\mu - \int f^- d\mu + \int g^+ d\mu - \int g^- d\mu \\ \int h^+ d\mu - \int h^- d\mu &= \int f^+ d\mu - \int f^- d\mu + \int g^+ d\mu - \int g^- d\mu \\
&= \int f d\mu + \int g d\mu &= \int f d\mu + \int g d\mu
\end{align*} \end{align*}
by \ref{proposition:lebesgue-non-negative-properties}, so $\int f + g d\mu = \int f d\mu + \int g d\mu$. by \autoref{proposition:lebesgue-non-negative-properties}, so $\int f + g d\mu = \int f d\mu + \int g d\mu$.
Now suppose that $f, g$ are $\complex$-valued and $\lambda = \alpha + \beta i \in \complex$ with $\alpha, \beta \in \real$, then Now suppose that $f, g$ are $\complex$-valued and $\lambda = \alpha + \beta i \in \complex$ with $\alpha, \beta \in \real$, then
\begin{align*} \begin{align*}
@@ -88,6 +95,7 @@
\[ \[
\int f = \int f^+ d\mu - \int f^-d\mu \le \int f^+ + \int f^-d\mu = \int \abs{f}d\mu \int f = \int f^+ d\mu - \int f^-d\mu \le \int f^+ + \int f^-d\mu = \int \abs{f}d\mu
\] \]
and if $f$ is $\complex$-valued and $\alpha = \ol{\sgn(\int f d\mu)}$, then and if $f$ is $\complex$-valued and $\alpha = \ol{\sgn(\int f d\mu)}$, then
\begin{align*} \begin{align*}
\abs{\int f d\mu} &= \alpha \int f d\mu = \int \alpha f \\ \abs{\int f d\mu} &= \alpha \int f d\mu = \int \alpha f \\
@@ -113,7 +121,7 @@
then $\int fd\mu = \limv{n}\int f_n d\mu$. then $\int fd\mu = \limv{n}\int f_n d\mu$.
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
By (1) and (2), $f$ is measurable with $\int \abs{f}d\mu \le \int \abs{g}d\mu < \infty$, so $f \in \mathcal{L}^1(X)$. Now, since $g + f, g - f \ge 0$, by Fatou's lemma (\ref{lemma:fatou}) and \ref{proposition:lebesgue-integral-properties}, By (1) and (2), $f$ is measurable with $\int \abs{f}d\mu \le \int \abs{g}d\mu < \infty$, so $f \in \mathcal{L}^1(X)$. Now, since $g + f, g - f \ge 0$, by \hyperref[Fatou's lemma]{lemma:fatou} and \autoref{proposition:lebesgue-integral-properties},
\begin{align*} \begin{align*}
\int g d\mu + \int f d\mu &\le \liminf_{n \to \infty}\int g + f_n d\mu = \int g d\mu + \liminf_{n \to \infty}f_n d\mu \\ \int g d\mu + \int f d\mu &\le \liminf_{n \to \infty}\int g + f_n d\mu = \int g d\mu + \liminf_{n \to \infty}f_n d\mu \\
\int g d\mu - \int f d\mu &\le \liminf_{n \to \infty}\int g - \int f_n d\mu = \int g d\mu - \limsup_{n \to \infty}\int f_n d\mu \int g d\mu - \int f d\mu &\le \liminf_{n \to \infty}\int g - \int f_n d\mu = \int g d\mu - \limsup_{n \to \infty}\int f_n d\mu
@@ -122,12 +130,13 @@
\[ \[
\limsup_{n \to \infty}\int f_n d\mu \le \int f d\mu \le \liminf_{n \to \infty}\int f_n d\mu \limsup_{n \to \infty}\int f_n d\mu \le \int f d\mu \le \liminf_{n \to \infty}\int f_n d\mu
\] \]
and $\int f d\mu = \limv{n}\int f_n d\mu$. and $\int f d\mu = \limv{n}\int f_n d\mu$.
\end{proof} \end{proof}
\begin{remark}[There is no dominated convergence theorem for nets] \begin{remark}[There is no dominated convergence theorem for nets]
\label{remark:dct-no-net} \label{remark:dct-no-net}
In analysis, one frequently encounters places where only sequential continuity is provided or required. It is my opinion that a good portion of this comes from the lack of an extension of the dominated convergence theorem (\ref{theorem:dct}) to nets. This limitation arises from the monotone convergence theorem (\ref{theorem:mct}), where continuity from below is used. In analysis, one frequently encounters places where only sequential continuity is provided or required. It is my opinion that a good portion of this comes from the lack of an extension of the \hyperref[dominated convergence theorem]{theorem:dct} to nets. This limitation arises from the \hyperref[monotone convergence theorem]{theorem:mct}, where continuity from below is used.
For an example, consider the Lebesgue measure on $[0, 1]$. Let $A$ be the net of all finite subsets of $[0, 1]$, directed by inclusion, then $\lim_{\alpha \in A}\one_\alpha = 1$ pointwise. However, $\int \one_\alpha = 0$ for all $\alpha \in A$. For an example, consider the Lebesgue measure on $[0, 1]$. Let $A$ be the net of all finite subsets of $[0, 1]$, directed by inclusion, then $\lim_{\alpha \in A}\one_\alpha = 1$ pointwise. However, $\int \one_\alpha = 0$ for all $\alpha \in A$.
\end{remark} \end{remark}

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@@ -1,6 +1,6 @@
\chapter{The Lebesgue Integral} \chapter{The Lebesgue Integral}
\label{chap:lebesgue-integral} \label{chap:lebesgue-integral}
\input{./src/measure/lebesgue-integral/simple.tex} \input{./simple.tex}
\input{./src/measure/lebesgue-integral/non-negative.tex} \input{./non-negative.tex}
\input{./src/measure/lebesgue-integral/complex.tex} \input{./complex.tex}

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@@ -7,6 +7,7 @@
\[ \[
\mathcal{L}^+(X, \cm) = \bracs{f: X \to \real| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}} \mathcal{L}^+(X, \cm) = \bracs{f: X \to \real| f \ge 0, f \text{ is } (\cm, \cb_\real) \text{-measurable}}
\] \]
is the space of non-negative $\real$-valued measurable functions on $(X, \cm)$. is the space of non-negative $\real$-valued measurable functions on $(X, \cm)$.
\end{definition} \end{definition}
@@ -16,6 +17,7 @@
\[ \[
\int f d\mu = \int f(x)\mu(dx) = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi \le f} \int f d\mu = \int f(x)\mu(dx) = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi \le f}
\] \]
is the \textbf{Lebesgue integral} of $f$. is the \textbf{Lebesgue integral} of $f$.
\end{definition} \end{definition}
@@ -25,12 +27,14 @@
\[ \[
\int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}, \phi \le f} \int f d\mu = \sup\bracs{\int \phi d\mu \bigg | \phi \in \Sigma^+(X, \cm), \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}, \phi \le f}
\] \]
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
Let $\phi \in \Sigma^+(X, \cm)$ with $\phi \le f$, then for any $\alpha \in (0, 1)$, $\alpha \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$. Since Let $\phi \in \Sigma^+(X, \cm)$ with $\phi \le f$, then for any $\alpha \in (0, 1)$, $\alpha \phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$. Since
\[ \[
\int \phi d\mu = \sup_{\alpha \in (0, 1)}\alpha \int \phi d\mu = \sup_{\alpha \in (0, 1)}\int \alpha \phi d\mu \int \phi d\mu = \sup_{\alpha \in (0, 1)}\alpha \int \phi d\mu = \sup_{\alpha \in (0, 1)}\int \alpha \phi d\mu
\] \]
the two sides are equal. the two sides are equal.
\end{proof} \end{proof}
@@ -40,15 +44,17 @@
\[ \[
\limv{n}\int f_n d\mu = \int f d\mu \limv{n}\int f_n d\mu = \int f d\mu
\] \]
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
By \ref{definition:lebesgue-non-negative}, $\int f_n d\mu \le \int f d\mu$ for each $n \in \natp$. By \autoref{definition:lebesgue-non-negative}, $\int f_n d\mu \le \int f d\mu$ for each $n \in \natp$.
Let $\phi \in \Sigma^+(X, \cm)$ with $\phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$ and $\phi \le f$. Since $f_n \upto f$, $\bracs{f_n \ge \phi} \upto X$. In which case, since $A \mapsto \int \one_A \phi d\mu$ is a measure (\ref{proposition:lebesgue-simple-properties}), Let $\phi \in \Sigma^+(X, \cm)$ with $\phi|_{\bracs{f > 0}} < f|_{\bracs{f > 0}}$ and $\phi \le f$. Since $f_n \upto f$, $\bracs{f_n \ge \phi} \upto X$. In which case, since $A \mapsto \int \one_A \phi d\mu$ is a measure (\autoref{proposition:lebesgue-simple-properties}),
\[ \[
\limv{n}\int f_n d\mu \ge \limv{n}\int \one_{\bracs{f_n \ge \phi}} \cdot \phi d\mu = \int \phi d\mu \limv{n}\int f_n d\mu \ge \limv{n}\int \one_{\bracs{f_n \ge \phi}} \cdot \phi d\mu = \int \phi d\mu
\] \]
by continuity from below (\ref{proposition:measure-properties}). Therefore $\limv{n}\int f_n d\mu \ge \int f$ by \ref{lemma:lebesgue-non-negative-strict}.
by continuity from below (\autoref{proposition:measure-properties}). Therefore $\limv{n}\int f_n d\mu \ge \int f$ by \autoref{lemma:lebesgue-non-negative-strict}.
\end{proof} \end{proof}
\begin{lemma}[Fatou, {{\cite[Lemma 2.18]{Folland}}}] \begin{lemma}[Fatou, {{\cite[Lemma 2.18]{Folland}}}]
@@ -57,6 +63,7 @@
\[ \[
\int \liminf_{n \to \infty}f_n d\mu \le \liminf_{n \to \infty}\int f_nd\mu \int \liminf_{n \to \infty}f_n d\mu \le \liminf_{n \to \infty}\int f_nd\mu
\] \]
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
For each $n \in \natp$, $\inf_{k \ge n}f_k \le f_n$. By the monotone convergence theorem, For each $n \in \natp$, $\inf_{k \ge n}f_k \le f_n$. By the monotone convergence theorem,
@@ -64,6 +71,7 @@
\int \liminf_{n \to \infty}f_n d\mu = \limv{n}\int \inf_{k \ge n}f_k d\mu \int \liminf_{n \to \infty}f_n d\mu = \limv{n}\int \inf_{k \ge n}f_k d\mu
\le \liminf_{n \to \infty}\int f_n d\mu \le \liminf_{n \to \infty}\int f_n d\mu
\] \]
\end{proof} \end{proof}
\begin{lemma} \begin{lemma}
@@ -71,7 +79,7 @@
Let $(X, \cm)$ be a measurable space and $f \in \mathcal{L}^+(X, \cm)$, then there exists $\seq{f_n} \subset \Sigma^+(X, \cm)$ such that $f_n \upto f$ pointwise. Let $(X, \cm)$ be a measurable space and $f \in \mathcal{L}^+(X, \cm)$, then there exists $\seq{f_n} \subset \Sigma^+(X, \cm)$ such that $f_n \upto f$ pointwise.
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
By \ref{proposition:measurable-simple-separable-norm}, there exists $\seq{g_n} \subset \Sigma^+(X, \cm)$ such that $0 \le g_n \le f$ for each $n \in \natp$, and $g_n \to f$ pointwise. For each $n \in \natp$, let $f_n = \max_{1 \le k \le n}g_k$, then $f_n \in \Sigma^+(X, \cm)$, $0 \le f_n \le f$, and $f_n \upto f$ pointwise. By \autoref{proposition:measurable-simple-separable-norm}, there exists $\seq{g_n} \subset \Sigma^+(X, \cm)$ such that $0 \le g_n \le f$ for each $n \in \natp$, and $g_n \to f$ pointwise. For each $n \in \natp$, let $f_n = \max_{1 \le k \le n}g_k$, then $f_n \in \Sigma^+(X, \cm)$, $0 \le f_n \le f$, and $f_n \upto f$ pointwise.
\end{proof} \end{proof}
@@ -88,19 +96,20 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): By \ref{lemma:lebesgue-simple-monotone}, there exists $\seq{f_n}, \seq{g_n} \subset \Sigma^+(X, \cm)$ with $0 \le f_n \le f$ and $0 \le g_n \le g$ for each $n \in \natp$, $f_n \upto f$, and $g_n \upto g$. By \ref{proposition:lebesgue-simple-properties} and the Monotone Convergence Theorem (\ref{theorem:mct}), (1): By \autoref{lemma:lebesgue-simple-monotone}, there exists $\seq{f_n}, \seq{g_n} \subset \Sigma^+(X, \cm)$ with $0 \le f_n \le f$ and $0 \le g_n \le g$ for each $n \in \natp$, $f_n \upto f$, and $g_n \upto g$. By \autoref{proposition:lebesgue-simple-properties} and the \hyperref[Monotone Convergence Theorem]{theorem:mct},
\begin{align*} \begin{align*}
\int \alpha f + g d\mu = \limv{n}\int \alpha f_n + g_n d\mu = \alpha\limv{n}\int f_n d\mu + \limv{n}\int g_n d\mu \\ \int \alpha f + g d\mu = \limv{n}\int \alpha f_n + g_n d\mu = \alpha\limv{n}\int f_n d\mu + \limv{n}\int g_n d\mu \\
&= \alpha \int f d\mu + \int g d\mu &= \alpha \int f d\mu + \int g d\mu
\end{align*} \end{align*}
(2): By (1) and the Monotone Convergence Theorem (\ref{theorem:mct}), (2): By (1) and the \hyperref[Monotone Convergence Theorem]{theorem:mct},
\[ \[
\int \sum_{n \in \natp}f_n d\mu = \int \limv{N}\sum_{n = 1}^N f_n d\mu = \limv{N}\sum_{n = 1}^N \int f_nd\mu = \sum_{n \in \natp}\int f_n d\mu \int \sum_{n \in \natp}f_n d\mu = \int \limv{N}\sum_{n = 1}^N f_n d\mu = \limv{N}\sum_{n = 1}^N \int f_nd\mu = \sum_{n \in \natp}\int f_n d\mu
\] \]
(3): By \ref{definition:lebesgue-non-negative}.
(3): By \autoref{definition:lebesgue-non-negative}.
(4): Since $\int f d\mu \ge \int \infty \cdot \one_{\bracs{f = \infty}}d\mu = \infty \cdot \mu(\bracs{f = \infty})$, $\int f d\mu < \infty$ implies that $\mu(\bracs{f = \infty}) = 0$. (4): Since $\int f d\mu \ge \int \infty \cdot \one_{\bracs{f = \infty}}d\mu = \infty \cdot \mu(\bracs{f = \infty})$, $\int f d\mu < \infty$ implies that $\mu(\bracs{f = \infty}) = 0$.
@@ -108,6 +117,7 @@
\[ \[
\int f d\mu \ge \int \eps \cdot \one_{\bracs{f \ge \eps}} = \eps \cdot \mu(\bracs{f \ge \eps}) \int f d\mu \ge \int \eps \cdot \one_{\bracs{f \ge \eps}} = \eps \cdot \mu(\bracs{f \ge \eps})
\] \]
so $\int f d\mu < \infty$ implies that $\mu(\bracs{f \ge \eps}) < \infty$. Since $\bracs{f > 0} = \bigcup_{n \in \natp}\bracs{f_n \ge 1/n}$, $\bracs{f > 0}$ is $\sigma$-finite. so $\int f d\mu < \infty$ implies that $\mu(\bracs{f \ge \eps}) < \infty$. Since $\bracs{f > 0} = \bigcup_{n \in \natp}\bracs{f_n \ge 1/n}$, $\bracs{f > 0}$ is $\sigma$-finite.
(6): As in the proof of (5), $\mu(\bracs{f \ge \eps}) = 0$ for all $\eps > 0$. Thus $\bracs{f > 0} = \bigcup_{n \in \natp}\bracs{f_n \ge 1/n}$ is a $\mu$-null set, so $f = 0$ $\mu$-almost everywhere. (6): As in the proof of (5), $\mu(\bracs{f \ge \eps}) = 0$ for all $\eps > 0$. Thus $\bracs{f > 0} = \bigcup_{n \in \natp}\bracs{f_n \ge 1/n}$ is a $\mu$-null set, so $f = 0$ $\mu$-almost everywhere.

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@@ -12,6 +12,7 @@
\[ \[
\int f d\mu = \int f(x) \mu(dx) = \sum_{y \in f(X)}y \cdot \mu(\bracs{f = y}) \int f d\mu = \int f(x) \mu(dx) = \sum_{y \in f(X)}y \cdot \mu(\bracs{f = y})
\] \]
is the \textbf{Lebesgue integral} of $f$. is the \textbf{Lebesgue integral} of $f$.
\end{definition} \end{definition}
@@ -30,11 +31,13 @@
\[ \[
\alpha f = \sum_{y \in f(X)} (\alpha y) \cdot \one_{\bracs{f = y}} \alpha f = \sum_{y \in f(X)} (\alpha y) \cdot \one_{\bracs{f = y}}
\] \]
is the standard form of $\alpha f$. Therefore is the standard form of $\alpha f$. Therefore
\[ \[
\int \alpha f d\mu = \sum_{y \in f(X)}(\alpha y) \cdot \mu({\bracs{f = y}}) = \alpha \int f d\mu \int \alpha f d\mu = \sum_{y \in f(X)}(\alpha y) \cdot \mu({\bracs{f = y}}) = \alpha \int f d\mu
\] \]
(2): Since $\mu$ is finitely additive, (2): Since $\mu$ is finitely additive,
\begin{align*} \begin{align*}
\int f d\mu + \int g d\mu &= \sum_{y \in f(X)}y \cdot \mu(\bracs{f = y}) + \sum_{y \in g(X)}y \cdot \mu(\bracs{g = y}) \\ \int f d\mu + \int g d\mu &= \sum_{y \in f(X)}y \cdot \mu(\bracs{f = y}) + \sum_{y \in g(X)}y \cdot \mu(\bracs{g = y}) \\
@@ -53,12 +56,15 @@
\[ \[
\one_A \cdot f = \sum_{y \in f(X)}y \cdot \one_{A \cap \bracs{f = y}} \one_A \cdot f = \sum_{y \in f(X)}y \cdot \one_{A \cap \bracs{f = y}}
\] \]
so by (1), so by (1),
\[ \[
\int \one_A \cdot f d\mu = \sum_{y \in f(X)}y \cdot \mu(A \cap \bracs{f = y}) \int \one_A \cdot f d\mu = \sum_{y \in f(X)}y \cdot \mu(A \cap \bracs{f = y})
\] \]
Since $\mu$ is countably additive, for any $\seq{E_n} \subset \cm$ pairwise disjoint with $E = \bigcup_{n \in \natp}E_n$, Since $\mu$ is countably additive, for any $\seq{E_n} \subset \cm$ pairwise disjoint with $E = \bigcup_{n \in \natp}E_n$,
\[ \[
\int \one_E \cdot f d\mu = \sum_{y \in f(X)}y \cdot \one_{E \cap \bracs{f = y}} = \sum_{y \in f(X)}\sum_{n \in \natp}y \cdot \one_{E_n \cap \bracs{f = y}} = \sum_{n \in \natp}\int \one_{E_n} \cdot f d\mu \int \one_E \cdot f d\mu = \sum_{y \in f(X)}y \cdot \one_{E \cap \bracs{f = y}} = \sum_{y \in f(X)}\sum_{n \in \natp}y \cdot \one_{E_n \cap \bracs{f = y}} = \sum_{n \in \natp}\int \one_{E_n} \cdot f d\mu
\] \]
\end{proof} \end{proof}

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@@ -1,8 +1,8 @@
\chapter{Measurable Functions} \chapter{Measurable Functions}
\label{chap:measurable-maps} \label{chap:measurable-maps}
\input{./src/measure/measurable-maps/measurable-maps.tex} \input{./measurable-maps.tex}
\input{./src/measure/measurable-maps/product.tex} \input{./product.tex}
\input{./src/measure/measurable-maps/real-valued.tex} \input{./real-valued.tex}
\input{./src/measure/measurable-maps/simple.tex} \input{./simple.tex}
\input{./src/measure/measurable-maps/metric.tex} \input{./metric.tex}

View File

@@ -31,5 +31,6 @@
\[ \[
\sigma(\bracs{f_i| i \in I}) = \sigma\paren{f_i^{-1}(\cn_i)|i \in I} \sigma(\bracs{f_i| i \in I}) = \sigma\paren{f_i^{-1}(\cn_i)|i \in I}
\] \]
is the smallest $\sigma$-algebra on $X$ such that each $\seqi{f}$ is measurable. is the smallest $\sigma$-algebra on $X$ such that each $\seqi{f}$ is measurable.
\end{definition} \end{definition}

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@@ -7,13 +7,15 @@
\[ \[
X \to Z \quad x \mapsto F(f_1(x), \cdots, f_n(x)) X \to Z \quad x \mapsto F(f_1(x), \cdots, f_n(x))
\] \]
is $(\cm, \cn)$-measurable. is $(\cm, \cn)$-measurable.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By \ref{proposition:product-sigma-algebra-metric}, $\cb_{\prod_{j = 1}^n Y_j} = \bigotimes_{j = 1}^n \cb_{Y_j}$, so By \autoref{proposition:product-sigma-algebra-metric}, $\cb_{\prod_{j = 1}^n Y_j} = \bigotimes_{j = 1}^n \cb_{Y_j}$, so
\[ \[
X \to \prod_{j = 1}^n Y_j \quad x \mapsto (f_1(x), \cdots, f_n(x)) X \to \prod_{j = 1}^n Y_j \quad x \mapsto (f_1(x), \cdots, f_n(x))
\] \]
is $(\cm, \cb_{\prod_{j = 1}^n Y_j})$-measurable. Therefore the composition is $(\cm, \cn)$-measurable. is $(\cm, \cb_{\prod_{j = 1}^n Y_j})$-measurable. Therefore the composition is $(\cm, \cn)$-measurable.
\end{proof} \end{proof}
@@ -27,7 +29,7 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By \ref{proposition:metric-measurable-fibre-product}. By \autoref{proposition:metric-measurable-fibre-product}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -43,7 +45,8 @@
\[ \[
d_{U^c}: X \to [0, 1] \quad x \mapsto d(x, U^c) \wedge 1 d_{U^c}: X \to [0, 1] \quad x \mapsto d(x, U^c) \wedge 1
\] \]
is continuous by \ref{proposition:set-distance-continuous}. By \ref{proposition:fattening-closure}, $\bracsn{d_{U^c} > 0} = U$. Thus $\bracs{f \in U} = \bracsn{d_{U^c} \circ f > 0}$.
is continuous by \autoref{proposition:set-distance-continuous}. By \autoref{proposition:fattening-closure}, $\bracsn{d_{U^c} > 0} = U$. Thus $\bracs{f \in U} = \bracsn{d_{U^c} \circ f > 0}$.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -59,9 +62,10 @@
\[ \[
\bracs{\limv{n}f_n \text{ exists}} = \bigcap_{k \in \natp}\bigcup_{N \in \natp}\bigcap_{m \in \natp}\bigcap_{n \in \natp}\bracsn{d(f_m, f_n) < 1/k} \bracs{\limv{n}f_n \text{ exists}} = \bigcap_{k \in \natp}\bigcup_{N \in \natp}\bigcap_{m \in \natp}\bigcap_{n \in \natp}\bracsn{d(f_m, f_n) < 1/k}
\] \]
is measurable by \ref{proposition:metric-measurables}.
(2): For each $\phi \in C(X; [0, 1])$, $\phi \circ f = \limv{n}\phi \circ f_n$ is $(\cm, \cb_\real)$-measurable by \ref{proposition:limit-measurable}. Thus $f$ is $(\cm, \cb_\real)$-measurable by \ref{proposition:metric-measurable-compose}. is measurable by \autoref{proposition:metric-measurables}.
(2): For each $\phi \in C(X; [0, 1])$, $\phi \circ f = \limv{n}\phi \circ f_n$ is $(\cm, \cb_\real)$-measurable by \autoref{proposition:limit-measurable}. Thus $f$ is $(\cm, \cb_\real)$-measurable by \autoref{proposition:metric-measurable-compose}.
\end{proof} \end{proof}
@@ -89,18 +93,22 @@
\[ \[
C(N, x) = \bracs{1 \le n \le N|y_n \in N(f(x))} C(N, x) = \bracs{1 \le n \le N|y_n \in N(f(x))}
\] \]
By assumption (b), $1 \in C(N, x) \ne \emptyset$. Let By assumption (b), $1 \in C(N, x) \ne \emptyset$. Let
\[ \[
k(N, x) = \min\bracs{n \in C(N, x) \bigg | d(f(x), y_n) = \min_{m \in C(N, x)}d(f(x), y_m)} k(N, x) = \min\bracs{n \in C(N, x) \bigg | d(f(x), y_n) = \min_{m \in C(N, x)}d(f(x), y_m)}
\] \]
then for any $k \in \natp$, then for any $k \in \natp$,
\[ \[
\bracs{x \in X|k(n, x) \le k} = \bigcup_{j = 1}^k\bracs{x \in X \bigg |y_j \in C(n, x), d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)} \bracs{x \in X|k(n, x) \le k} = \bigcup_{j = 1}^k\bracs{x \in X \bigg |y_j \in C(n, x), d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)}
\] \]
For each $1 \le m \le N$, $y \mapsto d(y, y_m)$ is continuous. Thus $x \mapsto d(f(x), y_m)$ and $x \mapsto \min_{m \in C(N, x)}d(f(x), y_m)$ are $(\cm, \cb_\real)$-measurable by \ref{proposition:limit-measurable} and assumption (c). By \ref{proposition:metric-measurables},
For each $1 \le m \le N$, $y \mapsto d(y, y_m)$ is continuous. Thus $x \mapsto d(f(x), y_m)$ and $x \mapsto \min_{m \in C(N, x)}d(f(x), y_m)$ are $(\cm, \cb_\real)$-measurable by \autoref{proposition:limit-measurable} and assumption (c). By \autoref{proposition:metric-measurables},
\[ \[
\bracs{x \in X \bigg | d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)} \in \cm \bracs{x \in X \bigg | d(f(x), y_j) = \min_{m \in C(N, x)}d(f(x), y_m)} \in \cm
\] \]
for each $1 \le j \le k$. Combining this with assumption (c) shows that $\bracs{x \in X|k(n, x) \le k} \in \cm$. for each $1 \le j \le k$. Combining this with assumption (c) shows that $\bracs{x \in X|k(n, x) \le k} \in \cm$.
Let $f_N(x) = y_{k(N, x)}$, then for each $N \in \natp$, $f_N(x) \subset \bracs{y_n|1 \le n \le N}$, so $f_N(x)$ is finitely valued. Since $x \mapsto k{(N, x)}$ is $(\cm, 2^\nat)$-measurable, $f_N$ is $(\cm, \cb_Y)$-measurable. Let $f_N(x) = y_{k(N, x)}$, then for each $N \in \natp$, $f_N(x) \subset \bracs{y_n|1 \le n \le N}$, so $f_N(x)$ is finitely valued. Since $x \mapsto k{(N, x)}$ is $(\cm, 2^\nat)$-measurable, $f_N$ is $(\cm, \cb_Y)$-measurable.
@@ -109,9 +117,10 @@
\[ \[
f(x) \in \ol{N^o(f(x))} = \ol{\bracs{y_n| n \in \natp, y_n \in N^o(f(x))}} f(x) \in \ol{N^o(f(x))} = \ol{\bracs{y_n| n \in \natp, y_n \in N^o(f(x))}}
\] \]
by assumption (a) and \ref{definition:dense}. Thus for any $\eps > 0$, there exists $N \in \nat$ such that $y_N \in N^o(f(x))$ and $d(f(x), y_N) < \eps$. In which case, $d(f(x), f_n(x)) < \eps$ for all $n \ge N$. Therefore $f_n \to f$ pointwise.
(3) $\Rightarrow$ (1): By \ref{proposition:metric-measurable-limit}. by assumption (a) and \autoref{definition:dense}. Thus for any $\eps > 0$, there exists $N \in \nat$ such that $y_N \in N^o(f(x))$ and $d(f(x), y_N) < \eps$. In which case, $d(f(x), f_n(x)) < \eps$ for all $n \ge N$. Therefore $f_n \to f$ pointwise.
(3) $\Rightarrow$ (1): By \autoref{proposition:metric-measurable-limit}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -127,6 +136,7 @@
\[ \[
N: E \to 2^E \quad y \mapsto B_E(0, \norm{y}_E) N: E \to 2^E \quad y \mapsto B_E(0, \norm{y}_E)
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item[(a)] $y \in \ol{B_E(0, \norm{y}_E)}$. \item[(a)] $y \in \ol{B_E(0, \norm{y}_E)}$.
@@ -135,6 +145,7 @@
\[ \[
\bracs{y \in E|y_0 \in N(y)} = \bracs{y \in E|\norm{y_0}_E \le \norm{y}_E} \in \cb_E \bracs{y \in E|y_0 \in N(y)} = \bracs{y \in E|\norm{y_0}_E \le \norm{y}_E} \in \cb_E
\] \]
\end{enumerate} \end{enumerate}
By \ref{proposition:measurable-simple-separable}, (1) and (2) are equivalent. By \autoref{proposition:measurable-simple-separable}, (1) and (2) are equivalent.
\end{proof} \end{proof}

View File

@@ -12,6 +12,7 @@
\[ \[
\ce = \bracs{\bigcap_{j \in J}\pi_j^{-1}(E_j) \bigg | J \subset I \text{ finite}, E_j \in \cm_j} \ce = \bracs{\bigcap_{j \in J}\pi_j^{-1}(E_j) \bigg | J \subset I \text{ finite}, E_j \in \cm_j}
\] \]
then $\ce$ is an elementary family, and $\sigma(\ce) = \bigotimes_{i \in I}\cm_i$. then $\ce$ is an elementary family, and $\sigma(\ce) = \bigotimes_{i \in I}\cm_i$.
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
@@ -21,15 +22,18 @@
\[ \[
\bigcap_{j \in J}\pi_j^{-1}(E_j), \bigcap_{j \in J'}\pi_j^{-1}(F_j) \in \ce \bigcap_{j \in J}\pi_j^{-1}(E_j), \bigcap_{j \in J'}\pi_j^{-1}(F_j) \in \ce
\] \]
Assume without loss of generality that $J = J'$, then Assume without loss of generality that $J = J'$, then
\[ \[
\bigcap_{j \in J}\pi_j^{-1}(E_j) \cap \bigcap_{j \in J'}\pi_j^{-1}(F_j) = \bigcap_{j \in J}\pi_j^{-1}(E_j \cap F_j) \in \ce \bigcap_{j \in J}\pi_j^{-1}(E_j) \cap \bigcap_{j \in J'}\pi_j^{-1}(F_j) = \bigcap_{j \in J}\pi_j^{-1}(E_j \cap F_j) \in \ce
\] \]
\item[(E)] For any $j \in I$, $\prod_{i \in I}X_i = \pi_j^{-1}(X_j) \in \ce$. Thus it is sufficient to show that $\ce$ is closed under complements. Let $\bigcap_{j \in J}\pi_j^{-1}(E_j) \in \ce$, then \item[(E)] For any $j \in I$, $\prod_{i \in I}X_i = \pi_j^{-1}(X_j) \in \ce$. Thus it is sufficient to show that $\ce$ is closed under complements. Let $\bigcap_{j \in J}\pi_j^{-1}(E_j) \in \ce$, then
\[ \[
\braks{\bigcap_{j \in J}\pi_j^{-1}(E_j)}^c = \bigcup_{j \in J}\pi_j^{-1}(E_j^c) = \bigsqcup_{\emptyset \subsetneq K \subset J} \braks{\bigcap_{j \in J}\pi_j^{-1}(E_j)}^c = \bigcup_{j \in J}\pi_j^{-1}(E_j^c) = \bigsqcup_{\emptyset \subsetneq K \subset J}
\underbrace{\paren{\bigcap_{k \in K}\pi_j^{-1}(E_k^c)} \cap \paren{\bigcap_{j \in J \setminus K}\pi_j^{-1}(E_k)}}_{\in \ce} \underbrace{\paren{\bigcap_{k \in K}\pi_j^{-1}(E_k^c)} \cap \paren{\bigcap_{j \in J \setminus K}\pi_j^{-1}(E_k)}}_{\in \ce}
\] \]
\end{enumerate} \end{enumerate}
\end{proof} \end{proof}
@@ -42,11 +46,12 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(2): By \ref{proposition:separable-product}, $X$ is also separable. Let $U \subset X$, then there exists $\seq{x_j} \subset X$ such that $\overline{\bracs{x_j|j \in \natp}} \supset U$. For each $j \in \nat$, let $\bracs{U_{j, k}}$ such that $U_{j, k} \in \cn_{X_k}(\pi_k(x_j))$ for each $1 \le k \le n$ and $x_j \in \bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k}) \subset U$. (2): By \autoref{proposition:separable-product}, $X$ is also separable. Let $U \subset X$, then there exists $\seq{x_j} \subset X$ such that $\overline{\bracs{x_j|j \in \natp}} \supset U$. For each $j \in \nat$, let $\bracs{U_{j, k}}$ such that $U_{j, k} \in \cn_{X_k}(\pi_k(x_j))$ for each $1 \le k \le n$ and $x_j \in \bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k}) \subset U$.
Since $\bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k}) \in \bigotimes_{j = 1}^n \cb_{X_j}$ and Since $\bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k}) \in \bigotimes_{j = 1}^n \cb_{X_j}$ and
\[ \[
U = \bigcup_{j \in \natp}\bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k}) U = \bigcup_{j \in \natp}\bigcap_{k = 1}^n \pi_k^{-1}(U_{j, k})
\] \]
The open set $U$ is in $\bigotimes_{j = 1}^n \cb_{X_j}$. The open set $U$ is in $\bigotimes_{j = 1}^n \cb_{X_j}$.
\end{proof} \end{proof}

View File

@@ -33,12 +33,14 @@
\bracs{F > \alpha} = \bigcup_{n \in \natp}\bracs{f_n > \alpha} \bracs{F > \alpha} = \bigcup_{n \in \natp}\bracs{f_n > \alpha}
\] \]
(2): Let $\alpha \in \real$, then (2): Let $\alpha \in \real$, then
\[ \[
\bracs{f < \alpha} = \bigcup_{n \in \natp}\bracs{f_n < \alpha} \bracs{f < \alpha} = \bigcup_{n \in \natp}\bracs{f_n < \alpha}
\] \]
By \ref{proposition:borel-sigma-extended-generators} and \ref{lemma:measurable-function-generating-set}, $F$ and $f$ are both $(\cm, \cb_{\ol \real})$-measurable.
By \autoref{proposition:borel-sigma-extended-generators} and \autoref{lemma:measurable-function-generating-set}, $F$ and $f$ are both $(\cm, \cb_{\ol \real})$-measurable.
(3): $\limsup_{n \to \infty}f_n = \inf_{n \in \natp}\sup_{k \ge n}f_k$. (3): $\limsup_{n \to \infty}f_n = \inf_{n \in \natp}\sup_{k \ge n}f_k$.
@@ -46,5 +48,5 @@
(5): If $\limv{n}f_n$ exists, then it is equal to (3) and (4). In which case, it is measurable. (5): If $\limv{n}f_n$ exists, then it is equal to (3) and (4). In which case, it is measurable.
Finally, if the above functions are $\real$-valued, then they are $(\cm, \cb_\real)$-measurable by \ref{lemma:extended-real-measurable}. Finally, if the above functions are $\real$-valued, then they are $(\cm, \cb_\real)$-measurable by \autoref{lemma:extended-real-measurable}.
\end{proof} \end{proof}

View File

@@ -10,6 +10,7 @@
0 &x \not\in E 0 &x \not\in E
\end{cases} \end{cases}
\] \]
is the \textbf{characteristic/indicator function} of $E$. is the \textbf{characteristic/indicator function} of $E$.
\end{definition} \end{definition}
@@ -28,6 +29,7 @@
\[ \[
f = \sum_{y \in f(X)}y \cdot \one_{\bracs{f = y}} f = \sum_{y \in f(X)}y \cdot \one_{\bracs{f = y}}
\] \]
is the \textbf{standard form} of $f$. is the \textbf{standard form} of $f$.
The set $\Sigma(X, \cm; V)$ is the space of $V$-valued simple functions on $(X, \cm)$, which forms a vector space. The set $\Sigma(X, \cm; V)$ is the space of $V$-valued simple functions on $(X, \cm)$, which forms a vector space.

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@@ -12,6 +12,7 @@
\[ \[
\ol{\cm} = \bracs{E \cup F| E \in \cm, F \subset N, N \in \cn} \ol{\cm} = \bracs{E \cup F| E \in \cm, F \subset N, N \in \cn}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item For any $A \in \ol{\cm}$, there exists $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $E \cap N = \emptyset$ and $A = E \sqcup F$. \item For any $A \in \ol{\cm}$, there exists $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $E \cap N = \emptyset$ and $A = E \sqcup F$.
@@ -35,22 +36,27 @@
\bigcup_{n \in \natp}A_n = \underbrace{\braks{\bigcup_{n \in \natp}E_n}}_{\in \cm} \cup \underbrace{\braks{\bigcup_{n \in \natp}F_n}}_{\subset \bigcup_{n \in \natp}N_n} \in \ol{\cm} \bigcup_{n \in \natp}A_n = \underbrace{\braks{\bigcup_{n \in \natp}E_n}}_{\in \cm} \cup \underbrace{\braks{\bigcup_{n \in \natp}F_n}}_{\subset \bigcup_{n \in \natp}N_n} \in \ol{\cm}
\] \]
(3): Let $A \in \ol{\cm}$, $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $A = E \cup F$. Since $A \setminus N = E \setminus N \in \cm$ and $A \cup N = E \cup N \in \cm$, (3): Let $A \in \ol{\cm}$, $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $A = E \cup F$. Since $A \setminus N = E \setminus N \in \cm$ and $A \cup N = E \cup N \in \cm$,
\[ \[
\mu(A \setminus N) \le \mu(E) \le \mu(A \cup N) \mu(A \setminus N) \le \mu(E) \le \mu(A \cup N)
\] \]
Let $E' \in \cm$, $N' \in \cn$, and $F' \subset N'$ such that $A = E' \cup F'$, then Let $E' \in \cm$, $N' \in \cn$, and $F' \subset N'$ such that $A = E' \cup F'$, then
\[ \[
\mu(A \setminus (N \cup N')) \le \mu(A \setminus N') \le \mu(E') \le \mu(A \cup N') \le \mu(A \cup (N \cup N')) \mu(A \setminus (N \cup N')) \le \mu(A \setminus N') \le \mu(E') \le \mu(A \cup N') \le \mu(A \cup (N \cup N'))
\] \]
Now, since $N$ and $N'$ are null, Now, since $N$ and $N'$ are null,
\[ \[
\mu(A \cup (N \cup N')) = \mu(A \setminus (N \cup N')) + \mu(N \cup N') = \mu(A \setminus (N \cup N')) \mu(A \cup (N \cup N')) = \mu(A \setminus (N \cup N')) + \mu(N \cup N') = \mu(A \setminus (N \cup N'))
\] \]
so so
\[ \[
\mu(A \setminus (N \cup N')) = \mu(E) = \mu(E') = \mu(A \cup (N \cup N')) \mu(A \setminus (N \cup N')) = \mu(E) = \mu(E') = \mu(A \cup (N \cup N'))
\] \]
Thus for any decomposition $A = E \cup F$ where $E \in \cm$ and $F$ is contained in a null set, $\ol{\mu}(A) = \mu(E)$ is well-defined. Thus for any decomposition $A = E \cup F$ where $E \in \cm$ and $F$ is contained in a null set, $\ol{\mu}(A) = \mu(E)$ is well-defined.
To see that $\ol{\mu}$ is a measure, let $\seq{A_n} \subset \ol{\cm}$ be pairwise disjoint. For each $n \in \nat$, let $E_n \in \cm$, $N_n \in \cn$, and $F_n \subset N_n$ such that $A_n = E_n \cup F_n$, then To see that $\ol{\mu}$ is a measure, let $\seq{A_n} \subset \ol{\cm}$ be pairwise disjoint. For each $n \in \nat$, let $E_n \in \cm$, $N_n \in \cn$, and $F_n \subset N_n$ such that $A_n = E_n \cup F_n$, then
@@ -58,6 +64,7 @@
\ol{\mu}\paren{\bigsqcup_{n \in \natp}A_n} = \mu\paren{\bigsqcup_{n \in \natp}E_n} = \sum_{n \in \natp}\mu(E_n) = \sum_{n \in \natp}\mu(A_n) \ol{\mu}\paren{\bigsqcup_{n \in \natp}A_n} = \mu\paren{\bigsqcup_{n \in \natp}E_n} = \sum_{n \in \natp}\mu(E_n) = \sum_{n \in \natp}\mu(A_n)
\] \]
(4): Let $A \in \ol{\cm}$ with $\ol{\mu}(A) = 0$, $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $A = E \cup F$, then $\mu(E) = \mu(E \cup N) = 0$. By definition of $\ol{\cm}$, any subset of $E \cup N$ is also in $\ol{\cm}$. Thus $\ol{\mu}$ is complete. (4): Let $A \in \ol{\cm}$ with $\ol{\mu}(A) = 0$, $E \in \cm$, $N \in \cn$, and $F \subset N$ such that $A = E \cup F$, then $\mu(E) = \mu(E \cup N) = 0$. By definition of $\ol{\cm}$, any subset of $E \cup N$ is also in $\ol{\cm}$. Thus $\ol{\mu}$ is complete.
(U): Let $N \in \cn \subset \cm \subset \cf$, then for any $F \subset N$, $\nu(F) \le \nu(N) = \mu(N)$, and $F \in \cf$ by completeness of $(X, \cf, \nu)$. Thus $\cf \supset \ol{\cm}$. (U): Let $N \in \cn \subset \cm \subset \cf$, then for any $F \subset N$, $\nu(F) \le \nu(N) = \mu(N)$, and $F \in \cf$ by completeness of $(X, \cf, \nu)$. Thus $\cf \supset \ol{\cm}$.
@@ -66,4 +73,5 @@
\[ \[
\nu(A) = \nu(E \cup F) = \nu(E) = \mu(E) = \ol{\mu}(A) \nu(A) = \nu(E \cup F) = \nu(E) = \mu(E) = \ol{\mu}(A)
\] \]
\end{proof} \end{proof}

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@@ -1,14 +1,13 @@
\chapter{Positive Measures} \chapter{Positive Measures}
\label{chap:measures} \label{chap:measures}
\input{./src/measure/measure/measure.tex} \input{./measure.tex}
\input{./src/measure/measure/complete.tex} \input{./complete.tex}
\input{./src/measure/measure/semifinite.tex} \input{./semifinite.tex}
\input{./src/measure/measure/sigma-finite.tex} \input{./sigma-finite.tex}
\input{./src/measure/measure/regular.tex} \input{./regular.tex}
\input{./src/measure/measure/radon.tex} \input{./radon.tex}
\input{./src/measure/measure/outer.tex} \input{./outer.tex}
\input{./src/measure/measure/lebesgue-stieltjes.tex} \input{./lebesgue-stieltjes.tex}
\input{./src/measure/measure/radon.tex} \input{./riesz.tex}
\input{./src/measure/measure/riesz.tex} \input{./kolmogorov.tex}
\input{./src/measure/measure/kolmogorov.tex}

View File

@@ -36,10 +36,12 @@
\[ \[
K_n = \bigcap_{j = 1}^n \pi_{[n], [j]}^{-1}(C_n) K_n = \bigcap_{j = 1}^n \pi_{[n], [j]}^{-1}(C_n)
\] \]
Since each $X_j$ is Hausdorff, $K_n \subset \prod_{j = 1}^n X_j$ is compact with $K_n \subset B_n$ and $K_{n+1} \subset K_n \times X_{n+1}$. Moreover, Since each $X_j$ is Hausdorff, $K_n \subset \prod_{j = 1}^n X_j$ is compact with $K_n \subset B_n$ and $K_{n+1} \subset K_n \times X_{n+1}$. Moreover,
\[ \[
\mu_{[n]}(B_n \setminus K_n) \le \sum_{j = 1}^n\mu_{[n]}\braks{\pi_{[n], [j]}^{-1}(B_j \setminus C_j)} \le \sum_{j = 1}^n\mu_{[j]}(B_j \setminus C_j) \le \eps/2 \mu_{[n]}(B_n \setminus K_n) \le \sum_{j = 1}^n\mu_{[n]}\braks{\pi_{[n], [j]}^{-1}(B_j \setminus C_j)} \le \sum_{j = 1}^n\mu_{[j]}(B_j \setminus C_j) \le \eps/2
\] \]
Thus $\mu_{[n]}(K_n) \ge \eps/2$. Thus $\mu_{[n]}(K_n) \ge \eps/2$.
\end{proof} \end{proof}
@@ -58,11 +60,12 @@
\[ \[
\alg = \bracs{\pi_J^{-1}(B)| B \in \bigotimes_{j \in J}\cb_{X_j}, J \subset I \text{ finite}} \alg = \bracs{\pi_J^{-1}(B)| B \in \bigotimes_{j \in J}\cb_{X_j}, J \subset I \text{ finite}}
\] \]
then $\alg$ is an algebra. For any $B \in \bigotimes_{j \in J}\cb_{X_j}$, define $\mu_0(\pi_J^{-1}(B)) = \mu_J(B)$, then $\mu_0: \alg \to [0, 1]$ is well-defined and finitely additive by the consistency of $\bracs{\mu_J}$. then $\alg$ is an algebra. For any $B \in \bigotimes_{j \in J}\cb_{X_j}$, define $\mu_0(\pi_J^{-1}(B)) = \mu_J(B)$, then $\mu_0: \alg \to [0, 1]$ is well-defined and finitely additive by the consistency of $\bracs{\mu_J}$.
To show that $\mu_0$ is a premeasure, it is sufficient to show that for any $\{\pi_{J_n}^{-1}(B_n)\}_1^\infty$ with $\pi_{J_n}^{-1}(B_n) \downto \emptyset$, $\mu_0(\pi_{J_n}^{-1}(B_n)) \downto 0$. To this end, suppose for contradiction that $\limv{n}\mu_0(\pi_{J_n}^{-1}(B_n)) = \eps > 0$. To show that $\mu_0$ is a premeasure, it is sufficient to show that for any $\{\pi_{J_n}^{-1}(B_n)\}_1^\infty$ with $\pi_{J_n}^{-1}(B_n) \downto \emptyset$, $\mu_0(\pi_{J_n}^{-1}(B_n)) \downto 0$. To this end, suppose for contradiction that $\limv{n}\mu_0(\pi_{J_n}^{-1}(B_n)) = \eps > 0$.
By inserting additional elements into the sequence and relabeling the indices, assume without loss of generality that $J_n = [n]$ for all $n \in \natp$. By \ref{lemma:kolmogorov-compact-sequence}, there exists $\seq{K_n}$ such that: By inserting additional elements into the sequence and relabeling the indices, assume without loss of generality that $J_n = [n]$ for all $n \in \natp$. By \autoref{lemma:kolmogorov-compact-sequence}, there exists $\seq{K_n}$ such that:
\begin{enumerate} \begin{enumerate}
\item $K_n \subset \prod_{j = 1}^n X_j$ is compact. \item $K_n \subset \prod_{j = 1}^n X_j$ is compact.
\item $K_n \subset B_n$. \item $K_n \subset B_n$.
@@ -73,4 +76,5 @@
\[ \[
x \in \bigcap_{n \in \natp}\pi_{[n]}^{-1}(K_n) \subset \bigcap_{n \in \natp}\pi_{[n]}^{-1}(B_n) \ne \emptyset x \in \bigcap_{n \in \natp}\pi_{[n]}^{-1}(K_n) \subset \bigcap_{n \in \natp}\pi_{[n]}^{-1}(B_n) \ne \emptyset
\] \]
\end{proof} \end{proof}

View File

@@ -20,6 +20,7 @@
\[ \[
\alg = \bracs{\bigsqcup_{j = 1}^n I_j \bigg | \seqf{I_j} \subset \ci, n \in \natp} \alg = \bracs{\bigsqcup_{j = 1}^n I_j \bigg | \seqf{I_j} \subset \ci, n \in \natp}
\] \]
is a ring. is a ring.
\end{enumerate} \end{enumerate}
\end{lemma} \end{lemma}
@@ -30,7 +31,7 @@
\item[(E)] $(a, b] \setminus (c, d] = (a, \min(b, c)] \sqcup (\max(a, d), b]$. \item[(E)] $(a, b] \setminus (c, d] = (a, \min(b, c)] \sqcup (\max(a, d), b]$.
\end{enumerate} \end{enumerate}
(2): By \ref{proposition:elementary-family-algebra}, $\alg$ is a ring. (2): By \autoref{proposition:elementary-family-algebra}, $\alg$ is a ring.
\end{proof} \end{proof}
\begin{definition}[Lebesgue-Stieltjes Measure, {{\cite[Theorem 1.16]{Folland}}}] \begin{definition}[Lebesgue-Stieltjes Measure, {{\cite[Theorem 1.16]{Folland}}}]
@@ -41,6 +42,7 @@
\[ \[
\mu((a, b]) = F(b) - F(a) \mu((a, b]) = F(b) - F(a)
\] \]
\item[(U)] For any function $G: \real \to \real$ satisfying (1), $F - G$ is constant. \item[(U)] For any function $G: \real \to \real$ satisfying (1), $F - G$ is constant.
\end{enumerate} \end{enumerate}
Conversely, if $F: \real \to \real$ is a Stieltjes function, then there exists a unique Borel measure $\mu_F: \cb_\real \to [0, \infty]$ satisfying (1), and $\mu_F$ is the \textbf{Lebesgue-Stieltjes measure} associated with $F$. Conversely, if $F: \real \to \real$ is a Stieltjes function, then there exists a unique Borel measure $\mu_F: \cb_\real \to [0, \infty]$ satisfying (1), and $\mu_F$ is the \textbf{Lebesgue-Stieltjes measure} associated with $F$.
@@ -53,7 +55,8 @@
-\mu((x, 0]) &x \le 0 -\mu((x, 0]) &x \le 0
\end{cases} \end{cases}
\] \]
then $F$ is a Stieltjes function by monotonicity and continuity from above (\ref{proposition:measure-properties}). For any $-\infty < a < b < \infty$,
then $F$ is a Stieltjes function by monotonicity and continuity from above (\autoref{proposition:measure-properties}). For any $-\infty < a < b < \infty$,
\[ \[
\mu((a, b]) = \begin{cases} \mu((a, b]) = \begin{cases}
\mu((0, b]) - \mu((0, a]) &a, b \ge 0 \\ \mu((0, b]) - \mu((0, a]) &a, b \ge 0 \\
@@ -61,6 +64,7 @@
\mu((a, 0]) - \mu((b, 0]) &a, b \le 0 \mu((a, 0]) - \mu((b, 0]) &a, b \le 0
\end{cases} \end{cases}
\] \]
In all three cases, $\mu((a, b]) = F(b) - F(a)$. In all three cases, $\mu((a, b]) = F(b) - F(a)$.
(U): If $G: \real \to \real$ satisfies (1), then $F(x) = G(x) - G(0)$. Hence $F - G$ is constant. (U): If $G: \real \to \real$ satisfies (1), then $F(x) = G(x) - G(0)$. Hence $F - G$ is constant.
@@ -70,10 +74,12 @@
\[ \[
\alg = \bracs{\bigsqcup_{j = 1}^n (a_j, b_j] \bigg | \seqf{(a_j, b_j]} \subset \ci, n \in \natp} \alg = \bracs{\bigsqcup_{j = 1}^n (a_j, b_j] \bigg | \seqf{(a_j, b_j]} \subset \ci, n \in \natp}
\] \]
Define Define
\[ \[
\mu_0: \alg \to [0, \infty) \quad \bigsqcup_{j = 1}^n (a_j, b_j] \mapsto \sum_{j = 1}^n [F(b_j) - F(a_j)] \mu_0: \alg \to [0, \infty) \quad \bigsqcup_{j = 1}^n (a_j, b_j] \mapsto \sum_{j = 1}^n [F(b_j) - F(a_j)]
\] \]
Let $(a, b] \in \ci$ with $(a, b] = \bigsqcup_{j = 1}^n (a_j, b_j]$. Assume without loss of generality that $\seqf{a_j}$ is non-decreasing, then $b_j = a_{j+1}$ for each $1 \le j \le n - 1$, $b = b_n$, and $a = a_1$. Thus Let $(a, b] \in \ci$ with $(a, b] = \bigsqcup_{j = 1}^n (a_j, b_j]$. Assume without loss of generality that $\seqf{a_j}$ is non-decreasing, then $b_j = a_{j+1}$ for each $1 \le j \le n - 1$, $b = b_n$, and $a = a_1$. Thus
\begin{align*} \begin{align*}
F(b) - F(a) &= F(b_n) + \sum_{j = 1}^{n-1} [F(b_{j}) - F(b_j)] - F(a_1) \\ F(b) - F(a) &= F(b_n) + \sum_{j = 1}^{n-1} [F(b_{j}) - F(b_j)] - F(a_1) \\
@@ -85,10 +91,12 @@
\[ \[
\sum_{k = 1}^n \mu_0((a_k, b_k]) = \mu_0 \paren{\bigsqcup_{k = 1}^n (a_k, b_k]} \le \mu_0((a, b]) \sum_{k = 1}^n \mu_0((a_k, b_k]) = \mu_0 \paren{\bigsqcup_{k = 1}^n (a_k, b_k]} \le \mu_0((a, b])
\] \]
Let $\eps > 0$. By right-continuity of $F$, there exists $\delta > 0$ such that $F(a + \delta) - F(a) < \eps/2$, and $\seq{\delta_n} \subset \real_{> 0}$ such that $F(b_n + \delta_n) - F(b_n) < \eps/2^{n+1}$ for all $n \in \natp$. The intervals $\seq{(a_n, b_n + \delta_n)}$ forms an open cover for $[a + \delta, b]$. By compactness, there exists $N \in \natp$ such that Let $\eps > 0$. By right-continuity of $F$, there exists $\delta > 0$ such that $F(a + \delta) - F(a) < \eps/2$, and $\seq{\delta_n} \subset \real_{> 0}$ such that $F(b_n + \delta_n) - F(b_n) < \eps/2^{n+1}$ for all $n \in \natp$. The intervals $\seq{(a_n, b_n + \delta_n)}$ forms an open cover for $[a + \delta, b]$. By compactness, there exists $N \in \natp$ such that
\[ \[
[a + \delta, b] \subset \bigcup_{n = 1}^N (a_n, b_n + \delta_n) \subset \bigcup_{n = 1}^N (a_n, b_n + \delta_n] [a + \delta, b] \subset \bigcup_{n = 1}^N (a_n, b_n + \delta_n) \subset \bigcup_{n = 1}^N (a_n, b_n + \delta_n]
\] \]
Thus Thus
\begin{align*} \begin{align*}
\mu_0((a, b]) &\le F(a + \delta) - F(a) + \mu_0([a + \delta, b]) \\ \mu_0((a, b]) &\le F(a + \delta) - F(a) + \mu_0([a + \delta, b]) \\
@@ -100,5 +108,6 @@
\[ \[
\mu_0((a, b]) = \sum_{n \in \natp}\mu_0((a_n, b_n]) \mu_0((a, b]) = \sum_{n \in \natp}\mu_0((a_n, b_n])
\] \]
Therefore $\mu_0$ is a premeasure on $\alg$. By Carathéodory's Extension Theorem (\ref{theorem:caratheodory-extension}), $\mu_0$ extends uniquely to a Borel measure on $\real$, which satisfies (1).
Therefore $\mu_0$ is a premeasure on $\alg$. By \hyperref[Carathéodory's Extension Theorem]{theorem:caratheodory-extension}, $\mu_0$ extends uniquely to a Borel measure on $\real$, which satisfies (1).
\end{proof} \end{proof}

View File

@@ -46,10 +46,12 @@
\[ \[
\mu\paren{\liminf_{n \to \infty}E_n} \le \liminf_{n \to \infty}\mu(E_n) \mu\paren{\liminf_{n \to \infty}E_n} \le \liminf_{n \to \infty}\mu(E_n)
\] \]
\item For any $\seq{E_n} \subset \cm$ with $\mu\paren{\bigcup_{n \in \nat}E_n} < \infty$, \item For any $\seq{E_n} \subset \cm$ with $\mu\paren{\bigcup_{n \in \nat}E_n} < \infty$,
\[ \[
\mu\paren{\limsup_{n \to \infty}E_n} \ge \limsup_{n \to \infty}\mu(E_n) \mu\paren{\limsup_{n \to \infty}E_n} \ge \limsup_{n \to \infty}\mu(E_n)
\] \]
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
@@ -60,15 +62,18 @@
\mu\paren{\bigcup_{n \in \nat}E_n} = \mu\paren{\bigsqcup_{n \in \nat}F_n} = \sum_{n \in \natp}\mu(F_n) \le \sum_{n \in \natp}\mu(E_n) \mu\paren{\bigcup_{n \in \nat}E_n} = \mu\paren{\bigsqcup_{n \in \nat}F_n} = \sum_{n \in \natp}\mu(F_n) \le \sum_{n \in \natp}\mu(E_n)
\] \]
(3): Denote $E_0 = \emptyset$. For each $n \in \natp$, let $F_n = E_n \setminus E_{n - 1}$, then $\seq{F_n}$ is pairwise disjoint with $\bigsqcup_{n \in \natp}F_n = \bigcup_{n \in \natp}E_n$. In which case, (3): Denote $E_0 = \emptyset$. For each $n \in \natp$, let $F_n = E_n \setminus E_{n - 1}$, then $\seq{F_n}$ is pairwise disjoint with $\bigsqcup_{n \in \natp}F_n = \bigcup_{n \in \natp}E_n$. In which case,
\[ \[
\mu\paren{\bigcup_{n \in \natp}E_n} = \mu\paren{\bigsqcup_{n \in \natp}F_n} = \limv{n}\sum_{k = 1}^n \mu(F_n) = \limv{n}\mu(E_n) \mu\paren{\bigcup_{n \in \natp}E_n} = \mu\paren{\bigsqcup_{n \in \natp}F_n} = \limv{n}\sum_{k = 1}^n \mu(F_n) = \limv{n}\mu(E_n)
\] \]
(4): Since $\mu(E_1) < \infty$, (4): Since $\mu(E_1) < \infty$,
\[ \[
\limv{n}\mu(E_n) = \mu(E_1) - \limv{n}\mu(E_1 \setminus E_n) = \mu(E_1) - \mu\paren{E_1 \setminus \bigcap_{n \in \natp}E_n} = \mu\paren{\bigcap_{n \in \natp}E_n} \limv{n}\mu(E_n) = \mu(E_1) - \limv{n}\mu(E_1 \setminus E_n) = \mu(E_1) - \mu\paren{E_1 \setminus \bigcap_{n \in \natp}E_n} = \mu\paren{\bigcap_{n \in \natp}E_n}
\] \]
by (3). by (3).
(5): Using (1) and (3), (5): Using (1) and (3),
@@ -99,6 +104,7 @@
\[ \[
\alg(F) = \bracs{E \in \cm|\mu(E \cap F) = \nu(E \cap F)} \alg(F) = \bracs{E \in \cm|\mu(E \cap F) = \nu(E \cap F)}
\] \]
then $\alg(F) \supset \mathcal{P}$ by (b), and then $\alg(F) \supset \mathcal{P}$ by (b), and
\begin{enumerate} \begin{enumerate}
\item[(L2)] For any $E, E' \in \alg(F)$ with $E \subset E'$ and $F \in \mathcal{P}$, \item[(L2)] For any $E, E' \in \alg(F)$ with $E \subset E'$ and $F \in \mathcal{P}$,
@@ -110,12 +116,14 @@
\[ \[
\mu\paren{\bigcup_{n \in \nat}E_n \cap F} = \limv{n}\mu(E_n \cap F) = \limv{n}\nu(E_n \cap F) = \nu\paren{\bigcup_{n \in \nat}E_n \cap F} \mu\paren{\bigcup_{n \in \nat}E_n \cap F} = \limv{n}\mu(E_n \cap F) = \limv{n}\nu(E_n \cap F) = \nu\paren{\bigcup_{n \in \nat}E_n \cap F}
\] \]
by continuity from below (\ref{proposition:measure-properties}).
\end{enumerate}
so $\alg(F)$ is a $\lambda$-system. By (a) and Dynkin's $\pi$-$\lambda$ theorem (\ref{theorem:pi-lambda}), $\alg(F) = \cm$.
Let $\seq{E_n}$ as in assumption (c), then $\mu(E_n \cap F) = \mu(E_n \cap F)$ for all $n \in \natp$ and $F \in \cm$. Thus by continuity from below (\ref{proposition:measure-properties}), by continuity from below (\autoref{proposition:measure-properties}).
\end{enumerate}
so $\alg(F)$ is a $\lambda$-system. By (a) and Dynkin's $\pi$-$\lambda$ theorem (\autoref{theorem:pi-lambda}), $\alg(F) = \cm$.
Let $\seq{E_n}$ as in assumption (c), then $\mu(E_n \cap F) = \mu(E_n \cap F)$ for all $n \in \natp$ and $F \in \cm$. Thus by continuity from below (\autoref{proposition:measure-properties}),
\[ \[
\mu(F) = \limv{n}\mu(E_n \cap F) = \limv{n}\nu(E_n \cap F) = \nu(F) \mu(F) = \limv{n}\mu(E_n \cap F) = \limv{n}\nu(E_n \cap F) = \nu(F)
\] \]
\end{proof} \end{proof}

View File

@@ -11,6 +11,7 @@
\[ \[
\mu^*\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu^*(E_n) \mu^*\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu^*(E_n)
\] \]
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
@@ -20,6 +21,7 @@
\[ \[
\mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracs{\sum_{n \in \natp}\rho(E_n) \bigg | \seq{E_n} \subset \ce, \bigcup_{n \in \natp}E_n \supset E} \mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracs{\sum_{n \in \natp}\rho(E_n) \bigg | \seq{E_n} \subset \ce, \bigcup_{n \in \natp}E_n \supset E}
\] \]
then $\mu^*$ is an outer measure. then $\mu^*$ is an outer measure.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
@@ -39,6 +41,7 @@
\[ \[
\mu^*(F) = \mu^*(E \cap F) + \mu^*(E \setminus F) \mu^*(F) = \mu^*(E \cap F) + \mu^*(E \setminus F)
\] \]
\end{definition} \end{definition}
\begin{theorem}[Carathéodory, {{\cite[Theorem 1.11]{Folland}}}] \begin{theorem}[Carathéodory, {{\cite[Theorem 1.11]{Folland}}}]
@@ -49,6 +52,7 @@
\[ \[
\mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} = \sum_{n \in \natp}\mu^*(F \cap E_n) \mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} = \sum_{n \in \natp}\mu^*(F \cap E_n)
\] \]
\item $\cm$ is a $\sigma$-algebra. \item $\cm$ is a $\sigma$-algebra.
\item $(X, \cm, \mu^*|_\cm)$ is a complete measure space. \item $(X, \cm, \mu^*|_\cm)$ is a complete measure space.
\end{enumerate} \end{enumerate}
@@ -58,11 +62,13 @@
\[ \[
\mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} \ge \mu^*\paren{F \cap \bigsqcup_{n =1}^N E_n} = \sum_{n = 1}^N \mu^*(F \cap E_n) \mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} \ge \mu^*\paren{F \cap \bigsqcup_{n =1}^N E_n} = \sum_{n = 1}^N \mu^*(F \cap E_n)
\] \]
As this holds for all $N \in \nat$, As this holds for all $N \in \nat$,
\[ \[
\mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} \ge \sum_{n \in \natp}\mu^*(F \cap E_n) \mu^*\paren{F \cap \bigsqcup_{n \in \natp}E_n} \ge \sum_{n \in \natp}\mu^*(F \cap E_n)
\] \]
(2): Firstly, $\emptyset, X \in \cm$ since $\mu^*(\emptyset) = 0$. For any $A \in \cm$, $A^c \in \cm$ as well because the definition of $\mu^*$-measurability is symmetric. (2): Firstly, $\emptyset, X \in \cm$ since $\mu^*(\emptyset) = 0$. For any $A \in \cm$, $A^c \in \cm$ as well because the definition of $\mu^*$-measurability is symmetric.
Let $A, B \in \cm$ and $F \subset X$, then Let $A, B \in \cm$ and $F \subset X$, then
@@ -72,7 +78,7 @@
&= \mu^*(F \cap B) + \mu^*(F \cap A \setminus B) + \mu^*(F \setminus (A \cup B)) \\ &= \mu^*(F \cap B) + \mu^*(F \cap A \setminus B) + \mu^*(F \setminus (A \cup B)) \\
&= \mu^*(F \cap (A \cup B)) + \mu^*(F \setminus (A \cup B)) &= \mu^*(F \cap (A \cup B)) + \mu^*(F \setminus (A \cup B))
\end{align*} \end{align*}
so $\cm$ is an algebra. Since (1) implies that $\cm$ is closed under countable disjoint unions, $\cm$ is a $\sigma$-algebra by \ref{lemma:sigma-algebra-condition}. so $\cm$ is an algebra. Since (1) implies that $\cm$ is closed under countable disjoint unions, $\cm$ is a $\sigma$-algebra by \autoref{lemma:sigma-algebra-condition}.
(3): By (1), $\mu|_\cm$ is a measure. Let $N \in \cm$ with $\mu^*(N) = 0$, then for any $E \subset N$ and $F \subset X$, (3): By (1), $\mu|_\cm$ is a measure. Let $N \in \cm$ with $\mu^*(N) = 0$, then for any $E \subset N$ and $F \subset X$,
\begin{align*} \begin{align*}
@@ -93,6 +99,7 @@
\[ \[
\mu_0\paren{\bigsqcup_{n \in \natp}A_n} = \sum_{n \in\natp}\mu_0(A_n) \mu_0\paren{\bigsqcup_{n \in \natp}A_n} = \sum_{n \in\natp}\mu_0(A_n)
\] \]
\end{enumerate} \end{enumerate}
\end{definition} \end{definition}
@@ -116,28 +123,33 @@
\[ \[
\mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracs{\sum_{n \in \natp}\mu_0(E_n) \bigg | \seq{E_n} \subset \alg, \bigcup_{n \in \natp}E_n \supset E} \mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracs{\sum_{n \in \natp}\mu_0(E_n) \bigg | \seq{E_n} \subset \alg, \bigcup_{n \in \natp}E_n \supset E}
\] \]
then $\mu^*$ is an outer measure by \ref{proposition:outer-measure-inf}. By Carathéodory's theorem (\ref{theorem:caratheodory}), there exists a measure space $(X, \cm, \mu)$ such that $\mu = \mu^*|_{\cm}$.
then $\mu^*$ is an outer measure by \autoref{proposition:outer-measure-inf}. By \hyperref[Carathéodory's theorem]{theorem:caratheodory}, there exists a measure space $(X, \cm, \mu)$ such that $\mu = \mu^*|_{\cm}$.
(1): Let $E \in \alg$ and $F \subset X$. If there exists $\seq{F_n} \subset \alg$ with $\bigcup_{n \in \natp}F_n \supset F$, then (1): Let $E \in \alg$ and $F \subset X$. If there exists $\seq{F_n} \subset \alg$ with $\bigcup_{n \in \natp}F_n \supset F$, then
\[ \[
\sum_{n \in \natp}\mu_0(F_n) = \sum_{n \in \natp}\mu_0(F_n \cap E) + \sum_{n \in \natp}\mu_0(F_n \setminus E) \ge \mu^*(F \cap E) + \mu^*(F \setminus E) \sum_{n \in \natp}\mu_0(F_n) = \sum_{n \in \natp}\mu_0(F_n \cap E) + \sum_{n \in \natp}\mu_0(F_n \setminus E) \ge \mu^*(F \cap E) + \mu^*(F \setminus E)
\] \]
for all such $\seq{F_n}$, so $\mu^*(F) = \mu^*(F \cap E) + \mu^*(F \setminus E)$. Otherwise, $\mu^*(F) = \infty$ and the result holds directly. for all such $\seq{F_n}$, so $\mu^*(F) = \mu^*(F \cap E) + \mu^*(F \setminus E)$. Otherwise, $\mu^*(F) = \infty$ and the result holds directly.
(2): Let $E \in \alg$ and $\seq{E_n} \subset \alg$ such that $\bigcup_{n \in \natp}E_n \supset E$, then (2): Let $E \in \alg$ and $\seq{E_n} \subset \alg$ such that $\bigcup_{n \in \natp}E_n \supset E$, then
\[ \[
\sum_{n \in \natp}\mu_0(E_n) = \sum_{n \in \natp}\mu_0(E_n \cap E) + \sum_{n \in \natp}\mu_0(E_n \setminus E) \ge \sum_{n \in \natp}\mu_0(E_n \cap E) = \mu_0(E) \sum_{n \in \natp}\mu_0(E_n) = \sum_{n \in \natp}\mu_0(E_n \cap E) + \sum_{n \in \natp}\mu_0(E_n \setminus E) \ge \sum_{n \in \natp}\mu_0(E_n \cap E) = \mu_0(E)
\] \]
As this holds for all such $\seq{E_n}$, $\mu^*(E) = \mu_0(E)$. As this holds for all such $\seq{E_n}$, $\mu^*(E) = \mu_0(E)$.
(U): Let $\seq{E_n} \subset \alg$, then by continuity from below (\ref{proposition:measure-properties}), (U): Let $\seq{E_n} \subset \alg$, then by continuity from below (\autoref{proposition:measure-properties}),
\[ \[
\nu\paren{\bigcup_{n \in \natp}E_n} = \limv{n}\nu\paren{\bigcup_{k = 1}^nE_k} = \limv{n}\mu\paren{\bigcup_{k = 1}^n E_k} = \mu\paren{\bigcup_{n \in \natp}E_n} \nu\paren{\bigcup_{n \in \natp}E_n} = \limv{n}\nu\paren{\bigcup_{k = 1}^nE_k} = \limv{n}\mu\paren{\bigcup_{k = 1}^n E_k} = \mu\paren{\bigcup_{n \in \natp}E_n}
\] \]
Thus if $E \in \cm \cap \cn$ with $\bigcup_{n \in \natp}E_n \supset E$, then Thus if $E \in \cm \cap \cn$ with $\bigcup_{n \in \natp}E_n \supset E$, then
\[ \[
\nu(E) \le \nu\paren{\bigcup_{n \in \natp}E_n} = \mu\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu_0(E_n) \nu(E) \le \nu\paren{\bigcup_{n \in \natp}E_n} = \mu\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu_0(E_n)
\] \]
As this holds for all such $\seq{E_n}$, $\nu(E) \le \mu^*(E) = \mu(E)$. As this holds for all such $\seq{E_n}$, $\nu(E) \le \mu^*(E) = \mu(E)$.
Suppose that $\mu(E) < \infty$, then there exists $\seq{E_n} \subset \alg$ such that $\bigcup_{n \in \natp}E_n \supset E$ and $\sum_{n \in \natp}\mu_0(E_n) < \infty$. In which case, Suppose that $\mu(E) < \infty$, then there exists $\seq{E_n} \subset \alg$ such that $\bigcup_{n \in \natp}E_n \supset E$ and $\sum_{n \in \natp}\mu_0(E_n) < \infty$. In which case,
@@ -148,9 +160,10 @@
\end{align*} \end{align*}
so $\nu(E) = \mu(E)$ whenever $\mu(E) < \infty$. so $\nu(E) = \mu(E)$ whenever $\mu(E) < \infty$.
Finally, if $\mu$ is $\sigma$-finite, then there exists $\seq{E_n} \subset \cm$ such that $E_n \upto X$ and $\mu(E_n) < \infty$ for all $n \in \natp$. For each $n \in \natp$, there exists $\bracsn{E_{n, k}}_{k = 1}^\infty \subset \alg$ such that $E_n \subset \bigcup_{k \in \natp}E_{n, k}$ and $\mu\paren{\bigcup_{k \in \natp}E_{n, k}} < \infty$. Let $F_n = \bigcup_{j = 1}^n \bigcup_{k \in \natp}E_{j, k}$, then $\seq{F_n} \subset \sigma(\alg) \subset \cm \cap \cn$ with $F_n \upto X$ and $\mu(F_n) < \infty$ for all $n \in \natp$. For any $E \in \cm \cap \cn$, by continuity from below (\ref{proposition:measure-properties}), Finally, if $\mu$ is $\sigma$-finite, then there exists $\seq{E_n} \subset \cm$ such that $E_n \upto X$ and $\mu(E_n) < \infty$ for all $n \in \natp$. For each $n \in \natp$, there exists $\bracsn{E_{n, k}}_{k = 1}^\infty \subset \alg$ such that $E_n \subset \bigcup_{k \in \natp}E_{n, k}$ and $\mu\paren{\bigcup_{k \in \natp}E_{n, k}} < \infty$. Let $F_n = \bigcup_{j = 1}^n \bigcup_{k \in \natp}E_{j, k}$, then $\seq{F_n} \subset \sigma(\alg) \subset \cm \cap \cn$ with $F_n \upto X$ and $\mu(F_n) < \infty$ for all $n \in \natp$. For any $E \in \cm \cap \cn$, by continuity from below (\autoref{proposition:measure-properties}),
\[ \[
\nu(E) = \limv{n}\nu(E \cap F_n) = \limv{n}\mu(E \cap F_n) = \mu(E) \nu(E) = \limv{n}\nu(E \cap F_n) = \limv{n}\mu(E \cap F_n) = \mu(E)
\] \]
so $\nu|_{\cm \cap \cn} = \mu|_{\cm \cap \cn}$. so $\nu|_{\cm \cap \cn} = \mu|_{\cm \cap \cn}$.
\end{proof} \end{proof}

View File

@@ -19,30 +19,36 @@
\[ \[
\mu(U) = \sup\bracs{\int f d\mu \bigg | f \in C_c(X; [0, 1]), \supp{f} \subset U} \mu(U) = \sup\bracs{\int f d\mu \bigg | f \in C_c(X; [0, 1]), \supp{f} \subset U}
\] \]
\item For any $K \subset X$ compact, \item For any $K \subset X$ compact,
\[ \[
\mu(K) = \inf\bracs{\int f d\mu \bigg | f \in C_c(X; [0, 1]), f \ge \one_K} \mu(K) = \inf\bracs{\int f d\mu \bigg | f \in C_c(X; [0, 1]), f \ge \one_K}
\] \]
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Let $U \subset X$ be open. By Urysohn's lemma (\ref{lemma:lch-urysohn}), for any $K \subset U$ compact, there exists $f_K \in C_c(X; [0, 1])$ such that $f_K|_K = 1$ and $\supp{f_K} \subset U$. In which case, (1): Let $U \subset X$ be open. By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, for any $K \subset U$ compact, there exists $f_K \in C_c(X; [0, 1])$ such that $f_K|_K = 1$ and $\supp{f_K} \subset U$. In which case,
\[ \[
\mu(K) \le \int f_K d\mu \le \mu(U) \mu(K) \le \int f_K d\mu \le \mu(U)
\] \]
By (R3'), By (R3'),
\[ \[
\mu(U) = \sup_{K \subset U \text{ compact}}\mu(K) \le \sup_{K \subset U \text{ compact}}\int f_K d\mu \le \mu(U) \mu(U) = \sup_{K \subset U \text{ compact}}\mu(K) \le \sup_{K \subset U \text{ compact}}\int f_K d\mu \le \mu(U)
\] \]
(2): Let $K \subset X$ be compact and $U \in \cn^o(K)$. By Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $f_U \in C_c(X; [0, 1])$ such that $f_U|_K = 1$ and $\supp{f_U} \subset U$. In which case,
(2): Let $K \subset X$ be compact and $U \in \cn^o(K)$. By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $f_U \in C_c(X; [0, 1])$ such that $f_U|_K = 1$ and $\supp{f_U} \subset U$. In which case,
\[ \[
\mu(K) \le \int f_U d\mu \le \mu(U) \mu(K) \le \int f_U d\mu \le \mu(U)
\] \]
By (R2), By (R2),
\[ \[
\mu(K) = \inf_{U \in \cn^o(K)}\mu(U) \ge \inf_{U \in \cn^o(K)}\int f_U d\mu \ge \mu(K) \mu(K) = \inf_{U \in \cn^o(K)}\mu(U) \ge \inf_{U \in \cn^o(K)}\int f_U d\mu \ge \mu(K)
\] \]
\end{proof} \end{proof}
\begin{proposition}[{{\cite[Proposition 7.5]{Folland}}}] \begin{proposition}[{{\cite[Proposition 7.5]{Folland}}}]
@@ -64,16 +70,19 @@
\[ \[
\mu(K \setminus V) \ge \mu(K) - \mu(V) \ge \mu(U) - \eps/2 - \eps/2 \ge \mu(E) - \eps \mu(K \setminus V) \ge \mu(K) - \mu(V) \ge \mu(U) - \eps/2 - \eps/2 \ge \mu(E) - \eps
\] \]
so $\mu$ is inner regular on $E$. so $\mu$ is inner regular on $E$.
Now suppose that $E$ is $\sigma$-finite, then there exists $\seq{E_n} \subset \cb_X$ with $\mu(E_n) < \infty$ for each $n \in \natp$ and $E = \bigsqcup_{n \in \natp}E_n = E$. Let $N \in \natp$ and $\seqf{K_n} \subset 2^X$ compact with $K_n \subset E_n$ for each $n \in \natp$, then $\bigcup_{n = 1}^N K_n \subset E$ is compact. Hence Now suppose that $E$ is $\sigma$-finite, then there exists $\seq{E_n} \subset \cb_X$ with $\mu(E_n) < \infty$ for each $n \in \natp$ and $E = \bigsqcup_{n \in \natp}E_n = E$. Let $N \in \natp$ and $\seqf{K_n} \subset 2^X$ compact with $K_n \subset E_n$ for each $n \in \natp$, then $\bigcup_{n = 1}^N K_n \subset E$ is compact. Hence
\[ \[
\sup_{\substack{K \subset E \\ \text{compact}}}\mu(K) \ge \sum_{n = 1}^N\sup_{\substack{K_n \subset E_n \\ \text{compact}}}\mu(K_n) = \sum_{n = 1}^N \mu(E_n) \sup_{\substack{K \subset E \\ \text{compact}}}\mu(K) \ge \sum_{n = 1}^N\sup_{\substack{K_n \subset E_n \\ \text{compact}}}\mu(K_n) = \sum_{n = 1}^N \mu(E_n)
\] \]
As the above holds for all $N \in \natp$, As the above holds for all $N \in \natp$,
\[ \[
\sup_{\substack{K \subset E \\ \text{compact}}}\mu(K) \ge \sum_{n \in \natp}\mu(E_n) = \mu(E) \sup_{\substack{K \subset E \\ \text{compact}}}\mu(K) \ge \sum_{n \in \natp}\mu(E_n) = \mu(E)
\] \]
\end{proof} \end{proof}
\begin{proposition}[{{\cite[Proposition 7.7]{Folland}}}] \begin{proposition}[{{\cite[Proposition 7.7]{Folland}}}]
@@ -89,12 +98,14 @@
\[ \[
\mu\paren{\bigcup_{n \in \natp}U_n \setminus E} \le \sum_{n \in \natp}\mu(U_n \setminus E_n) < \eps \mu\paren{\bigcup_{n \in \natp}U_n \setminus E} \le \sum_{n \in \natp}\mu(U_n \setminus E_n) < \eps
\] \]
so $U = \bigcup_{n \in \natp}U_n$ is the desired open set. so $U = \bigcup_{n \in \natp}U_n$ is the desired open set.
Applying the above result to $E^c$, there exists $V \in \cn^o(E^c)$ such that $\mu(V \setminus E^c) < \eps$. Let $F = V^c$, then $F \subset E$ is closed and Applying the above result to $E^c$, there exists $V \in \cn^o(E^c)$ such that $\mu(V \setminus E^c) < \eps$. Let $F = V^c$, then $F \subset E$ is closed and
\[ \[
\mu(E \setminus F) = \mu(E \cap F^c) = \mu(E \cap V) = \mu(V \setminus E^c) < \eps \mu(E \setminus F) = \mu(E \cap F^c) = \mu(E \cap V) = \mu(V \setminus E^c) < \eps
\] \]
\end{proof} \end{proof}
@@ -108,29 +119,33 @@
then $\mu$ is a regular measure on $X$. then $\mu$ is a regular measure on $X$.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By assumption (b), $f \mapsto \int f d\mu$ is a positive linear functional on $C_c(X; \real)$. By the Riesz Representation Theorem (\ref{theorem:riesz-radon}), there exists a Radon measure $\nu: \cb_X \to [0, \infty]$ such that for any $f \in C_c(X; \real)$, $\int f d\mu = \int f d\mu$. By assumption (b), $f \mapsto \int f d\mu$ is a positive linear functional on $C_c(X; \real)$. By the \hyperref[Riesz Representation Theorem]{theorem:riesz-radon}, there exists a Radon measure $\nu: \cb_X \to [0, \infty]$ such that for any $f \in C_c(X; \real)$, $\int f d\mu = \int f d\mu$.
Let $U \subset X$ be open, then by \ref{proposition:radon-measure-cc}, Let $U \subset X$ be open, then by \autoref{proposition:radon-measure-cc},
\[ \[
\nu(U) = \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}} \int f d\nu = \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}} \int f d\mu \le \mu(U) \nu(U) = \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}} \int f d\nu = \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}} \int f d\mu \le \mu(U)
\] \]
By assumption (a), there exists $\seq{K_n} \subset 2^X$ compact such that $K_n \upto U$. By Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $\seq{f_n} \subset C_c(X; [0, 1])$ such that $\one_{K_n} \le f_n \le \one_U$ for all $n \in \natp$, and $f_n \upto f$ pointwise. Using the Monotone Convergence Theorem (\ref{theorem:mct}),
By assumption (a), there exists $\seq{K_n} \subset 2^X$ compact such that $K_n \upto U$. By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $\seq{f_n} \subset C_c(X; [0, 1])$ such that $\one_{K_n} \le f_n \le \one_U$ for all $n \in \natp$, and $f_n \upto f$ pointwise. Using the \hyperref[Monotone Convergence Theorem]{theorem:mct},
\[ \[
\mu(U) = \limv{n} \int f_n d\mu \le \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}}\int f d\mu = \nu(U) \mu(U) = \limv{n} \int f_n d\mu \le \sup_{\substack{f \in C_c(X; [0, 1]) \\ f \le \one_U}}\int f d\mu = \nu(U)
\] \]
Therefore $\mu(U) = \nu(U)$. Therefore $\mu(U) = \nu(U)$.
Now let $E \in \cb_X$ be arbitrary and $\eps > 0$. By \ref{proposition:radon-measurable-description}, there exists $U \in \cn^o(E)$ and $V \subset E$ closed such that $\nu(U \setminus E), \nu(E \setminus V) < \eps$. In which case, since $U \setminus V$ is open, Now let $E \in \cb_X$ be arbitrary and $\eps > 0$. By \autoref{proposition:radon-measurable-description}, there exists $U \in \cn^o(E)$ and $V \subset E$ closed such that $\nu(U \setminus E), \nu(E \setminus V) < \eps$. In which case, since $U \setminus V$ is open,
\[ \[
\mu(U \setminus E) \le \mu(U \setminus V) = \nu(U \setminus V) < \eps \mu(U \setminus E) \le \mu(U \setminus V) = \nu(U \setminus V) < \eps
\] \]
so $\mu(U) = \mu(U \setminus E) + \mu(E) \le \mu(E) + \eps$. Therefore so $\mu(U) = \mu(U \setminus E) + \mu(E) \le \mu(E) + \eps$. Therefore
\[ \[
\mu(E) = \inf_{U \in \cn^o(E)}\mu(U) = \inf_{U \in \cn^o(E)}\nu(U) = \nu(E) \mu(E) = \inf_{U \in \cn^o(E)}\mu(U) = \inf_{U \in \cn^o(E)}\nu(U) = \nu(E)
\] \]
and $\mu = \nu$. and $\mu = \nu$.
Since $X$ is $\sigma$-compact, $\mu$ is $\sigma$-finite, so $\mu$ is regular by \ref{proposition:radon-regular-sigma-finite}. Since $X$ is $\sigma$-compact, $\mu$ is $\sigma$-finite, so $\mu$ is regular by \autoref{proposition:radon-regular-sigma-finite}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -138,10 +153,11 @@
Let $X$ be a LCH space, $\mu: \cb_X \to [0, \infty]$ be a Radon measure, $E$ be a normed space, and $p \in [1, \infty)$, then $C_c(X; E)$ is dense in $L^p(X; E)$. Let $X$ be a LCH space, $\mu: \cb_X \to [0, \infty]$ be a Radon measure, $E$ be a normed space, and $p \in [1, \infty)$, then $C_c(X; E)$ is dense in $L^p(X; E)$.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
By \ref{proposition:lp-simple-dense}, $\Sigma(X, \cm; E) \cap L^p(X; E)$ is dense in $L^p(X; E)$. Using linearity, it is sufficient to approximate indicator functions of Borel sets with finite measure. By \autoref{proposition:lp-simple-dense}, $\Sigma(X, \cm; E) \cap L^p(X; E)$ is dense in $L^p(X; E)$. Using linearity, it is sufficient to approximate indicator functions of Borel sets with finite measure.
Let $A \in \cb_X$ and $\eps > 0$. By \ref{proposition:radon-regular-sigma-finite}, there exists $U \in \cn^o(A)$ and $K \subset A$ compact such that $\mu(U \setminus A), \mu(A \setminus K) < \eps/2$. By Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $f \in C_c(X; [0, 1])$ such that $f|_K = 1$ and $\supp{f} \subset U$. In which case, for any $y \in E$, Let $A \in \cb_X$ and $\eps > 0$. By \autoref{proposition:radon-regular-sigma-finite}, there exists $U \in \cn^o(A)$ and $K \subset A$ compact such that $\mu(U \setminus A), \mu(A \setminus K) < \eps/2$. By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $f \in C_c(X; [0, 1])$ such that $f|_K = 1$ and $\supp{f} \subset U$. In which case, for any $y \in E$,
\[ \[
\norm{x \cdot \one_A - x \cdot f}_{L^p(X; E)} \le \norm{x}_E \mu(\bracs{f \ne \one_A})^{1/p} \le \norm{x}_E\mu(U \setminus K)^{1/p} < \eps^{1/p}\norm{x}_E \norm{x \cdot \one_A - x \cdot f}_{L^p(X; E)} \le \norm{x}_E \mu(\bracs{f \ne \one_A})^{1/p} \le \norm{x}_E\mu(U \setminus K)^{1/p} < \eps^{1/p}\norm{x}_E
\] \]
\end{proof} \end{proof}

View File

@@ -7,6 +7,7 @@
\[ \[
\mu(E) = \sup\bracs{\mu(K)| K \subset E, K \text{ compact}} \mu(E) = \sup\bracs{\mu(K)| K \subset E, K \text{ compact}}
\] \]
\end{definition} \end{definition}
\begin{definition}[Outer Regular] \begin{definition}[Outer Regular]
@@ -15,6 +16,7 @@
\[ \[
\mu(E) = \sup\bracs{\mu(U)| U \in \cn^o(A)} \mu(E) = \sup\bracs{\mu(U)| U \in \cn^o(A)}
\] \]
\end{definition} \end{definition}
\begin{definition}[Regular] \begin{definition}[Regular]

View File

@@ -17,10 +17,11 @@
\begin{proof} \begin{proof}
(1): $\dpb{g - f, I}{C_c(X; \real)} \ge 0$. (1): $\dpb{g - f, I}{C_c(X; \real)} \ge 0$.
(2): By Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $g \in C_c(X; [0, 1])$ such that $g|_K = 1$. In which case, (2): By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $g \in C_c(X; [0, 1])$ such that $g|_K = 1$. In which case,
\[ \[
-\norm{f}_u\dpn{g, I}{C_c(X; \real)} \le \dpn{f, I}{C_c(X; \real)} \le \norm{f}_u\dpn{g, I}{C_c(X; \real)} -\norm{f}_u\dpn{g, I}{C_c(X; \real)} \le \dpn{f, I}{C_c(X; \real)} \le \norm{f}_u\dpn{g, I}{C_c(X; \real)}
\] \]
so $C_K = \dpn{g, I}{C_c(X; \real)}$ is a desired constant. so $C_K = \dpn{g, I}{C_c(X; \real)}$ is a desired constant.
\end{proof} \end{proof}
@@ -41,29 +42,34 @@
\[ \[
\mu_0: \topo \to [0, \infty] \quad U \mapsto \sup_{f \prec U}\dpb{f, I}{C_c(X; \real)} \mu_0: \topo \to [0, \infty] \quad U \mapsto \sup_{f \prec U}\dpb{f, I}{C_c(X; \real)}
\] \]
and and
\[ \[
\mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracsn{\mu_0(U)|U \in \cn^o(E)} \mu^*: 2^X \to [0, \infty] \quad E \mapsto \inf\bracsn{\mu_0(U)|U \in \cn^o(E)}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item[(OM1)] Since $\emptyset \in \topo$ and $\mu_0(\emptyset) = 0$, $\mu^*(\emptyset) = 0$. \item[(OM1)] Since $\emptyset \in \topo$ and $\mu_0(\emptyset) = 0$, $\mu^*(\emptyset) = 0$.
\item[(OM2)] Let $E, F \subset X$ with $E \subset F$, then $\cn^o(E) \subset \cn^o(F)$, so $\mu^*(E) \le \mu^*(F)$. \item[(OM2)] Let $E, F \subset X$ with $E \subset F$, then $\cn^o(E) \subset \cn^o(F)$, so $\mu^*(E) \le \mu^*(F)$.
\item[(OM3)] Let $\seq{E_n} \subset 2^X$, $E = \bigcup_{n \in \natp}E_n$, $U \in \cn^o(E)$, and $\seq{U_n} \subset \topo$ such that $U_n \in \cn^o(E_n)$ for each $n \in \natp$. \item[(OM3)] Let $\seq{E_n} \subset 2^X$, $E = \bigcup_{n \in \natp}E_n$, $U \in \cn^o(E)$, and $\seq{U_n} \subset \topo$ such that $U_n \in \cn^o(E_n)$ for each $n \in \natp$.
Let $f \prec U$, then by compactness of $\supp{f}$, there exists $N \in \natp$ such that $\supp{f} \subset \bigcup_{n = 1}^N U_n$. By \ref{proposition:lch-partition-of-unity}, there exists a partition of unity $\seqf{\phi_j} \subset C_c(X; [0, 1])$ on $K$ subordinate to $\seqf[N]{U_n}$. In which case, Let $f \prec U$, then by compactness of $\supp{f}$, there exists $N \in \natp$ such that $\supp{f} \subset \bigcup_{n = 1}^N U_n$. By \autoref{proposition:lch-partition-of-unity}, there exists a partition of unity $\seqf{\phi_j} \subset C_c(X; [0, 1])$ on $K$ subordinate to $\seqf[N]{U_n}$. In which case,
\[ \[
\dpb{f, I}{C_c(X; \real)} = \sum_{n = 1}^N \dpb{\phi_n f, I}{C_c(X; \real)} \le \sum_{n = 1}^N \mu_0(U_n) \le \sum_{n \in \natp}\mu_0(U_n) \dpb{f, I}{C_c(X; \real)} = \sum_{n = 1}^N \dpb{\phi_n f, I}{C_c(X; \real)} \le \sum_{n = 1}^N \mu_0(U_n) \le \sum_{n \in \natp}\mu_0(U_n)
\] \]
Since this holds for all $f \prec U$, Since this holds for all $f \prec U$,
\[ \[
\mu^*(E) \le \mu_0(U) \le \sum_{n \in \natp}\mu_0(U_n) \mu^*(E) \le \mu_0(U) \le \sum_{n \in \natp}\mu_0(U_n)
\] \]
Let $\eps > 0$, then there exists $\seq{U_n} \subset \topo$ such that $U_n \supset E_n$ and $\mu_0(U_n) \le \mu^*(E_n) + \eps/2^n$ for each $n \in \natp$. In which case, Let $\eps > 0$, then there exists $\seq{U_n} \subset \topo$ such that $U_n \supset E_n$ and $\mu_0(U_n) \le \mu^*(E_n) + \eps/2^n$ for each $n \in \natp$. In which case,
\[ \[
\mu^*(E) \le \sum_{n \in \natp}\mu_0(U_n) \le \eps + \sum_{n \in \natp}\mu^*(E_n) \mu^*(E) \le \sum_{n \in \natp}\mu_0(U_n) \le \eps + \sum_{n \in \natp}\mu^*(E_n)
\] \]
As this holds for all $\eps > 0$, $\mu^*(E) \le \sum_{n \in \natp}\mu^*(E_n)$. As this holds for all $\eps > 0$, $\mu^*(E) \le \sum_{n \in \natp}\mu^*(E_n)$.
\end{enumerate} \end{enumerate}
Therefore $\mu^*: 2^E \to [0, \infty]$ is an outer measure. Therefore $\mu^*: 2^E \to [0, \infty]$ is an outer measure.
@@ -72,50 +78,61 @@
\[ \[
\dpb{f, I}{C_c(X; \real)} + \dpb{g, I}{C_c(X; \real)} \le \mu_0(E) \dpb{f, I}{C_c(X; \real)} + \dpb{g, I}{C_c(X; \real)} \le \mu_0(E)
\] \]
Since this holds for all $g \prec E \setminus \supp{f}$, Since this holds for all $g \prec E \setminus \supp{f}$,
\[ \[
\dpb{f, I}{C_c(X; \real)} + \mu_0(E \setminus \supp{f}) \le \mu_0(E) \dpb{f, I}{C_c(X; \real)} + \mu_0(E \setminus \supp{f}) \le \mu_0(E)
\] \]
As $E \setminus \supp{f} \supset E \setminus U$, As $E \setminus \supp{f} \supset E \setminus U$,
\[ \[
\dpb{f, I}{C_c(X; \real)} + \mu_0(E \setminus U) \le \mu_0(E) \dpb{f, I}{C_c(X; \real)} + \mu_0(E \setminus U) \le \mu_0(E)
\] \]
Finally, the above holds for all $f \prec E \cap U$, Finally, the above holds for all $f \prec E \cap U$,
\[ \[
\mu_0(E \cap U) + \mu_0(E \setminus U) \le \mu_0(E) \mu_0(E \cap U) + \mu_0(E \setminus U) \le \mu_0(E)
\] \]
Now suppose that $E$ is arbitrary. Let $V \in \cn^o(E)$, then Now suppose that $E$ is arbitrary. Let $V \in \cn^o(E)$, then
\[ \[
\mu^*(E \cap U) + \mu^*(E \setminus U) \le \mu_0(V \cap U) + \mu_0(V \setminus U) \le \mu_0(V) \mu^*(E \cap U) + \mu^*(E \setminus U) \le \mu_0(V \cap U) + \mu_0(V \setminus U) \le \mu_0(V)
\] \]
As this holds for all such $V$, As this holds for all such $V$,
\[ \[
\mu^*(E) = \mu^*(E \cap U) + \mu^*(E \setminus U) \mu^*(E) = \mu^*(E \cap U) + \mu^*(E \setminus U)
\] \]
By Carathéodory's Extension Theorem (\ref{theorem:caratheodory-extension}), there exists a Borel measure $\mu: \cb_X \to [0, \infty]$ such that for all $U \in \topo$, $\mu(U) = \mu_0(U)$.
(2): Let $K \subset X$ be compact and $U \in \cn^o(K)$. By Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $f \prec U$ with $f \ge \one_K$. In which case, By \hyperref[Carathéodory's Extension Theorem]{theorem:caratheodory-extension}, there exists a Borel measure $\mu: \cb_X \to [0, \infty]$ such that for all $U \in \topo$, $\mu(U) = \mu_0(U)$.
(2): Let $K \subset X$ be compact and $U \in \cn^o(K)$. By \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $f \prec U$ with $f \ge \one_K$. In which case,
\[ \[
\inf_{\substack{f \in C_c(X; \real) \\ f \ge \one_K}}\dpb{f, I}{C(X; \real)} \le \inf_{U \in \cn^o(K)}\mu(U) = \mu(K) \inf_{\substack{f \in C_c(X; \real) \\ f \ge \one_K}}\dpb{f, I}{C(X; \real)} \le \inf_{U \in \cn^o(K)}\mu(U) = \mu(K)
\] \]
On the other hand, let $f \in C_c(X; [0, 1])$ with $f \ge \one_K$. For any $r \in (0, 1)$, let $g \prec \bracs{f > r}$, then $r^{-1}f \ge g$ and On the other hand, let $f \in C_c(X; [0, 1])$ with $f \ge \one_K$. For any $r \in (0, 1)$, let $g \prec \bracs{f > r}$, then $r^{-1}f \ge g$ and
\[ \[
\dpb{g, I}{C_c(X; \real)} \le r^{-1}\dpb{f, I}{C_c(X; \real)} \dpb{g, I}{C_c(X; \real)} \le r^{-1}\dpb{f, I}{C_c(X; \real)}
\] \]
As this holds for all $g \prec \bracs{f > r}$, As this holds for all $g \prec \bracs{f > r}$,
\[ \[
\mu(K) \le \mu(\bracs{f > r}) \le r^{-1}\dpb{f, I}{C_c(X; \real)} \mu(K) \le \mu(\bracs{f > r}) \le r^{-1}\dpb{f, I}{C_c(X; \real)}
\] \]
Since the above holds for all $r \in (0, 1)$, Since the above holds for all $r \in (0, 1)$,
\[ \[
\mu(K) \le \inf_{\substack{f \in C_c(X; \real) \\ f \ge \one_K}}\dpb{f, I}{C_c(X; \real)} \mu(K) \le \inf_{\substack{f \in C_c(X; \real) \\ f \ge \one_K}}\dpb{f, I}{C_c(X; \real)}
\] \]
(3): Let $f \in C_c(X; \real)$. Using linearity, assume without loss of generality that $f \in C_c(X; [0, 1])$. Let $N \in \natp$. For each $1 \le n \le N$, let (3): Let $f \in C_c(X; \real)$. Using linearity, assume without loss of generality that $f \in C_c(X; [0, 1])$. Let $N \in \natp$. For each $1 \le n \le N$, let
\[ \[
f_n = \min\paren{\max\paren{f - \frac{n - 1}{N}, 0}, \frac{1}{N}} f_n = \min\paren{\max\paren{f - \frac{n - 1}{N}, 0}, \frac{1}{N}}
\] \]
For any $x \in X$, there exists $1 \le n \le N$ such that $f(x) \in [(n-1)/N, n/N]$. In which case, For any $x \in X$, there exists $1 \le n \le N$ such that $f(x) \in [(n-1)/N, n/N]$. In which case,
\begin{itemize} \begin{itemize}
\item For each $1 \le j < n$, $f_j(x) = 1/N$. \item For each $1 \le j < n$, $f_j(x) = 1/N$.
@@ -128,38 +145,45 @@
\[ \[
\frac{1}{N}\mu\paren{K_n} \le \int f_n d\mu \le \frac{1}{N}\mu\paren{K_{n-1}} \frac{1}{N}\mu\paren{K_n} \le \int f_n d\mu \le \frac{1}{N}\mu\paren{K_{n-1}}
\] \]
Since $\supp{f_n} \subset \bracs{f \ge (n-1)/N}$, for any $U \supset \bracs{f_n \ge (n - 1)/N}$, $f_n \prec U$, so Since $\supp{f_n} \subset \bracs{f \ge (n-1)/N}$, for any $U \supset \bracs{f_n \ge (n - 1)/N}$, $f_n \prec U$, so
\[ \[
\dpb{f_n, I}{C_c(X; \real)} \le \frac{1}{N}\mu\paren{K_{n-1}} \dpb{f_n, I}{C_c(X; \real)} \le \frac{1}{N}\mu\paren{K_{n-1}}
\] \]
On the other hand, $f_n \ge \frac{1}{N}\one_{K_n}$, On the other hand, $f_n \ge \frac{1}{N}\one_{K_n}$,
\[ \[
\mu(K_n) \le \dpb{f_n, I}{C_c(X; \real)} \mu(K_n) \le \dpb{f_n, I}{C_c(X; \real)}
\] \]
so so
\[ \[
\frac{1}{N}\sum_{n = 1}^N \mu(K_n) \le \dpb{f, I}{C_c(X; \real)}, \int f d\mu \le \frac{1}{N}\sum_{n = 1}^N \mu(K_{n-1}) \frac{1}{N}\sum_{n = 1}^N \mu(K_n) \le \dpb{f, I}{C_c(X; \real)}, \int f d\mu \le \frac{1}{N}\sum_{n = 1}^N \mu(K_{n-1})
\] \]
Therefore Therefore
\[ \[
\abs{\int f d\mu - \dpb{f, I}{C_c(X; \real)}} \le \frac{\mu(K_{0}) - \mu(K_N)}{N} \le \frac{\mu(\supp{f})}{N} \abs{\int f d\mu - \dpb{f, I}{C_c(X; \real)}} \le \frac{\mu(K_{0}) - \mu(K_N)}{N} \le \frac{\mu(\supp{f})}{N}
\] \]
As this holds for all $N \in \natp$, $\int f d\mu = \dpb{f, I}{C_c(X; \real)}$. As this holds for all $N \in \natp$, $\int f d\mu = \dpb{f, I}{C_c(X; \real)}$.
(4): (4):
\begin{enumerate} \begin{enumerate}
\item[(R1)] For any $K \subset X$ compact, by Urysohn's lemma (\ref{lemma:lch-urysohn}), there exists $f \in C_c(X; [0, 1])$ with $f \ge \one_K$. In which case, $\mu(K) \le \int f d\mu = \dpb{f, I}{C_c(X; \real)}$. \item[(R1)] For any $K \subset X$ compact, by \hyperref[Urysohn's lemma]{lemma:lch-urysohn}, there exists $f \in C_c(X; [0, 1])$ with $f \ge \one_K$. In which case, $\mu(K) \le \int f d\mu = \dpb{f, I}{C_c(X; \real)}$.
\item[(R2)] By definition of $\mu^*$, $\mu$ is outer regular. \item[(R2)] By definition of $\mu^*$, $\mu$ is outer regular.
\item[(R3')] For any $U \in \topo$, \item[(R3')] For any $U \in \topo$,
\[ \[
\mu(U) = \sup_{f \prec U}\dpb{f, I}{C_c(X; \real)} \le \sup_{f \prec U}\mu(\supp{f}) \le \sup_{\substack{K \subset U \\ \text{compact}}}\mu(K) \le \mu(U) \mu(U) = \sup_{f \prec U}\dpb{f, I}{C_c(X; \real)} \le \sup_{f \prec U}\mu(\supp{f}) \le \sup_{\substack{K \subset U \\ \text{compact}}}\mu(K) \le \mu(U)
\] \]
\end{enumerate} \end{enumerate}
(U): By \ref{proposition:radon-measure-cc}, $\nu$ also satisfies (2). Thus for any $E \in \cb_X$, by (R2) and (R3'), (U): By \autoref{proposition:radon-measure-cc}, $\nu$ also satisfies (2). Thus for any $E \in \cb_X$, by (R2) and (R3'),
\[ \[
\nu(E) = \inf_{U \in \cn^o(E)}\sup_{\substack{K \subset U \\ \text{compact}}}\inf_{\substack{f \in C_c(X; [0, 1]) \\ f \ge \one_K}}\dpb{f, I}{C_c(X; \real)} \nu(E) = \inf_{U \in \cn^o(E)}\sup_{\substack{K \subset U \\ \text{compact}}}\inf_{\substack{f \in C_c(X; [0, 1]) \\ f \ge \one_K}}\dpb{f, I}{C_c(X; \real)}
\] \]
so $\nu$ is uniquely determined by $I$. so $\nu$ is uniquely determined by $I$.
\end{proof} \end{proof}

View File

@@ -10,6 +10,7 @@
\[ \[
\mu(E) = \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty} \mu(E) = \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty}
\] \]
\end{enumerate} \end{enumerate}
If the above holds, then $\mu$ is a \textbf{semifinite measure}. If the above holds, then $\mu$ is a \textbf{semifinite measure}.
\end{definition} \end{definition}
@@ -18,6 +19,7 @@
\[ \[
M = \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty} < \infty M = \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty} < \infty
\] \]
Let $\seq{F_n} \subset \cm$ such that $F \subset E$, $\mu(F) < \infty$, and $\mu(F_n) \upto M$. Let $F = \bigcup_{n \in \nat}F_n$, then $\mu(F) = M$, and $\mu(E \setminus F) = \infty$. By (1), there exists $G \in \cm$ with $G \subset E \setminus F$ and $0 < \mu(G) < \infty$. Thus $F \cup G \subset E$ with $M < \mu(F) + \mu(G) = \mu(F \cup G) < \infty$. This contradicts the fact that $M$ is the supremum. Let $\seq{F_n} \subset \cm$ such that $F \subset E$, $\mu(F) < \infty$, and $\mu(F_n) \upto M$. Let $F = \bigcup_{n \in \nat}F_n$, then $\mu(F) = M$, and $\mu(E \setminus F) = \infty$. By (1), there exists $G \in \cm$ with $G \subset E \setminus F$ and $0 < \mu(G) < \infty$. Thus $F \cup G \subset E$ with $M < \mu(F) + \mu(G) = \mu(F \cup G) < \infty$. This contradicts the fact that $M$ is the supremum.
\end{proof} \end{proof}
@@ -27,6 +29,7 @@
\[ \[
\mu_0: \cm \to [0, \infty] \quad E \mapsto \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty} \mu_0: \cm \to [0, \infty] \quad E \mapsto \sup\bracs{\mu(F)| F \in \cm, F \subset E, \mu(F) < \infty}
\] \]
then $\mu_0$ is a semifinite measure, and the \textbf{semifinite part} of $\mu$. then $\mu_0$ is a semifinite measure, and the \textbf{semifinite part} of $\mu$.
\end{definition} \end{definition}
\begin{proof} \begin{proof}
@@ -36,18 +39,22 @@
\[ \[
\mu(F) = \sum_{n \in \natp}\mu(F \cap E_n) \le \sum_{n \in \natp}\mu_0(E_n) \mu(F) = \sum_{n \in \natp}\mu(F \cap E_n) \le \sum_{n \in \natp}\mu_0(E_n)
\] \]
Thus $\mu_0\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu_0(E_n)$. Thus $\mu_0\paren{\bigcup_{n \in \natp}E_n} \le \sum_{n \in \natp}\mu_0(E_n)$.
On the other hand, let $n \in \natp$ and $\seqf{F_k} \subset \cm$ such that $F_k \subset E_k$ for each $1 \le k \le n$ and $\mu(F_k) < \infty$, then $F = \bigsqcup_{k = 1}^n F_k \subset \bigsqcup_{k \in \natp}E_k$. Thus On the other hand, let $n \in \natp$ and $\seqf{F_k} \subset \cm$ such that $F_k \subset E_k$ for each $1 \le k \le n$ and $\mu(F_k) < \infty$, then $F = \bigsqcup_{k = 1}^n F_k \subset \bigsqcup_{k \in \natp}E_k$. Thus
\[ \[
\sum_{k = 1}^n \mu(F_k) = \mu(F) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k} \sum_{k = 1}^n \mu(F_k) = \mu(F) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k}
\] \]
As this holds for all such $\seqf{F_k}$, As this holds for all such $\seqf{F_k}$,
\[ \[
\sum_{k = 1}^n \mu_0(E_k) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k} \sum_{k = 1}^n \mu_0(E_k) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k}
\] \]
Since this holds for all $n \in \natp$, Since this holds for all $n \in \natp$,
\[ \[
\sum_{n \in \natp}\mu_0(E_n) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k} \sum_{n \in \natp}\mu_0(E_n) \le \mu_0\paren{\bigsqcup_{k \in \natp}E_k}
\] \]
\end{proof} \end{proof}

View File

@@ -85,6 +85,7 @@
\[ \[
\cb_{\ol{\real}} = \bracsn{E \subset \ol \real| E \cap \real \in \cb_\real} \cb_{\ol{\real}} = \bracsn{E \subset \ol \real| E \cap \real \in \cb_\real}
\] \]
is the \textbf{Borel $\sigma$-algebra} on $\ol{\real}$. is the \textbf{Borel $\sigma$-algebra} on $\ol{\real}$.
\end{definition} \end{definition}
@@ -126,6 +127,7 @@
\[ \[
U = \bigcup_{q \in U \cap \rational}(q - r_q, q + r_q) U = \bigcup_{q \in U \cap \rational}(q - r_q, q + r_q)
\] \]
so (8) generates all open sets in $\real$. Conversely, every element of (8) is open, so the $\sigma$-algebra generated by (8) is the Borel $\sigma$-algebra on $\real$. so (8) generates all open sets in $\real$. Conversely, every element of (8) is open, so the $\sigma$-algebra generated by (8) is the Borel $\sigma$-algebra on $\real$.
\end{proof} \end{proof}
@@ -152,7 +154,8 @@
\[ \[
\bracs{\infty} = \bigcap_{n \in \nat}[n, \infty] \quad \bracs{-\infty} = \bigcap_{n \in \nat}[-\infty, n] \bracs{\infty} = \bigcap_{n \in \nat}[n, \infty] \quad \bracs{-\infty} = \bigcap_{n \in \nat}[-\infty, n]
\] \]
are elements of $\cm$. For any $a \in \real$, $(a, \infty) = (a, \infty] \setminus \bracs{\infty}$, so $\cm \supset \cb_\real$ by \ref{proposition:borel-sigma-real-generators}.
are elements of $\cm$. For any $a \in \real$, $(a, \infty) = (a, \infty] \setminus \bracs{\infty}$, so $\cm \supset \cb_\real$ by \autoref{proposition:borel-sigma-real-generators}.
In addition, for any $E \in \cb_{\ol{\real}}$, $E = (E \cap \real) \cup (E \setminus \real)$, where $E \cap \real \in \cb_\real$. Since $\bracs{\infty}, \bracs{-\infty} \in \cm$ and $\cb_\real \subset \cm$, $E \in \cm$ and $\cm = \cb_{\ol \real}$. In addition, for any $E \in \cb_{\ol{\real}}$, $E = (E \cap \real) \cup (E \setminus \real)$, where $E \cap \real \in \cb_\real$. Since $\bracs{\infty}, \bracs{-\infty} \in \cm$ and $\cb_\real \subset \cm$, $E \in \cm$ and $\cm = \cb_{\ol \real}$.
\end{proof} \end{proof}

View File

@@ -21,6 +21,7 @@
\[ \[
\alg = \bracs{\bigsqcup_{i = 1}^n E_j \bigg | \seqf{E_j} \subset \text{ pairwise disjoint}} \alg = \bracs{\bigsqcup_{i = 1}^n E_j \bigg | \seqf{E_j} \subset \text{ pairwise disjoint}}
\] \]
then is a ring. If $X \in \ce$, then $\ce$ is an algebra. then is a ring. If $X \in \ce$, then $\ce$ is an algebra.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
@@ -28,6 +29,7 @@
\[ \[
A \sqcup B = \bigsqcup_{j = 1}^n A_j \sqcup \bigsqcup_{j = 1}^mB_j \in \alg A \sqcup B = \bigsqcup_{j = 1}^n A_j \sqcup \bigsqcup_{j = 1}^mB_j \in \alg
\] \]
so $\alg$ is closed under disjoint unions. so $\alg$ is closed under disjoint unions.
(A1): By (P1) $\emptyset \in \ce$. By (E1), there exists $\seqf{E_j} \subset \ce$ such that $X = \emptyset^c = \bigsqcup_{j = 1}^nE_j \in \alg$. (A1): By (P1) $\emptyset \in \ce$. By (E1), there exists $\seqf{E_j} \subset \ce$ such that $X = \emptyset^c = \bigsqcup_{j = 1}^nE_j \in \alg$.
@@ -36,14 +38,17 @@
\[ \[
B \setminus A = \bigcap_{i = 1}^n B \setminus A_i = \bigcap_{i = 1}^n \bigsqcup_{j = 1}^m E_{i, j} = \bigsqcup_{\alpha \in [1, m]^n} \underbrace{\bigcap_{i = 1}^n E_{i, \alpha_i}}_{\in \ce} \in \ce B \setminus A = \bigcap_{i = 1}^n B \setminus A_i = \bigcap_{i = 1}^n \bigsqcup_{j = 1}^m E_{i, j} = \bigsqcup_{\alpha \in [1, m]^n} \underbrace{\bigcap_{i = 1}^n E_{i, \alpha_i}}_{\in \ce} \in \ce
\] \]
Thus if $B \in \alg$ with $B = \bigsqcup_{j = 1}^n B_j$, then Thus if $B \in \alg$ with $B = \bigsqcup_{j = 1}^n B_j$, then
\[ \[
B \setminus A = \bigsqcup_{j = 1}^n B_j \setminus A \in \alg B \setminus A = \bigsqcup_{j = 1}^n B_j \setminus A \in \alg
\] \]
(A3): Let $A = \bigsqcup_{j = 1}^n A_j, B = \bigsqcup_{j = 1}^m B_j \in \alg$, then (A3): Let $A = \bigsqcup_{j = 1}^n A_j, B = \bigsqcup_{j = 1}^m B_j \in \alg$, then
\[ \[
A \cap B = \braks{\bigsqcup_{j = 1}^n A_j} \cap \braks{\bigsqcup_{j = 1}^m B_j} = \bigsqcup_{i = 1}^n \bigsqcup_{j = 1}^m \underbrace{A_i \cap B_j}_{\in \ce} \in \alg A \cap B = \braks{\bigsqcup_{j = 1}^n A_j} \cap \braks{\bigsqcup_{j = 1}^m B_j} = \bigsqcup_{i = 1}^n \bigsqcup_{j = 1}^m \underbrace{A_i \cap B_j}_{\in \ce} \in \alg
\] \]
so $\alg$ is closed under intersections. Thus using (A2), $A \cup B = A \setminus B \sqcup B \setminus A \sqcup A \cap B$. so $\alg$ is closed under intersections. Thus using (A2), $A \cup B = A \setminus B \sqcup B \setminus A \sqcup A \cap B$.
\end{proof} \end{proof}

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@@ -1,6 +1,6 @@
\chapter{Set Systems} \chapter{Set Systems}
\label{chap:set-system} \label{chap:set-system}
\input{./src/measure/sets/algebra.tex} \input{./algebra.tex}
\input{./src/measure/sets/lambda.tex} \input{./lambda.tex}
\input{./src/measure/sets/elementary.tex} \input{./elementary.tex}

View File

@@ -34,7 +34,7 @@
\end{enumerate} \end{enumerate}
\end{lemma} \end{lemma}
\begin{proof} \begin{proof}
$(2) \Rightarrow (1)$: Let $A, B \in \alg$, then $A \cup B = (A^c \cap B^c)^c \in \alg$. Thus $\alg$ is an algebra. By \ref{lemma:sigma-algebra-condition}, $\alg$ is a $\sigma$-algebra. $(2) \Rightarrow (1)$: Let $A, B \in \alg$, then $A \cup B = (A^c \cap B^c)^c \in \alg$. Thus $\alg$ is an algebra. By \autoref{lemma:sigma-algebra-condition}, $\alg$ is a $\sigma$-algebra.
\end{proof} \end{proof}
@@ -47,18 +47,21 @@
\[ \[
\cm(\ce) = \bracs{E \in \lambda(\mathcal{P})| E \cap F \in \lambda(\mathcal{P}) \forall F \in \ce} \cm(\ce) = \bracs{E \in \lambda(\mathcal{P})| E \cap F \in \lambda(\mathcal{P}) \forall F \in \ce}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item[(L2)] Let $E, F \in \cm$ with $E \subset F$, then for any $G \in \ce$, \item[(L2)] Let $E, F \in \cm$ with $E \subset F$, then for any $G \in \ce$,
\[ \[
(F \setminus E) \cap G = (F \cap G) \setminus (E \cap G) \in \lambda(\mathcal{P}) (F \setminus E) \cap G = (F \cap G) \setminus (E \cap G) \in \lambda(\mathcal{P})
\] \]
\item[(L3)] Let $\seq{E_n} \in \cm$ with $E_n \subset E_{n+1}$ for all $n \in \natp$, and $F \in \ce$, then \item[(L3)] Let $\seq{E_n} \in \cm$ with $E_n \subset E_{n+1}$ for all $n \in \natp$, and $F \in \ce$, then
\[ \[
\braks{\bigcup_{n \in \natp}E_n} \cap F = \bigcup_{n \in \natp}E_n \cap F \in \lambda(\mathcal{P}) \braks{\bigcup_{n \in \natp}E_n} \cap F = \bigcup_{n \in \natp}E_n \cap F \in \lambda(\mathcal{P})
\] \]
\end{enumerate} \end{enumerate}
so $\cm(\ce)$ is a $\lambda$-system. so $\cm(\ce)$ is a $\lambda$-system.
Since $\mathcal{P}$ is a $\pi$-system, $\cm(\mathcal{P}) \supset \mathcal{P}$, so $\cm(\mathcal{P}) = \lambda(\mathcal{P})$. Thus for any $E \in \lambda(\mathcal{P})$ and $F \in \lambda(\mathcal{P})$, $E \cap F \in \lambda(\mathcal{P})$. Therefore $\cm(\lambda(\mathcal{P})) \supset \mathcal{P}$, $\cm(\lambda(\mathcal{P})) = \lambda(\mathcal{P})$, and $\lambda(\mathcal{P})$ satisfies (P2). By \ref{lemma:pi-lambda}, $\lambda(\mathcal{P})$ is a $\sigma$-algebra. Since $\mathcal{P}$ is a $\pi$-system, $\cm(\mathcal{P}) \supset \mathcal{P}$, so $\cm(\mathcal{P}) = \lambda(\mathcal{P})$. Thus for any $E \in \lambda(\mathcal{P})$ and $F \in \lambda(\mathcal{P})$, $E \cap F \in \lambda(\mathcal{P})$. Therefore $\cm(\lambda(\mathcal{P})) \supset \mathcal{P}$, $\cm(\lambda(\mathcal{P})) = \lambda(\mathcal{P})$, and $\lambda(\mathcal{P})$ satisfies (P2). By \autoref{lemma:pi-lambda}, $\lambda(\mathcal{P})$ is a $\sigma$-algebra.
\end{proof} \end{proof}

4
src/process/index.tex Normal file
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@@ -0,0 +1,4 @@
\part{Stochastic Processes}
\label{part:stochastic-processes}
\input{./markov/index.tex}

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@@ -0,0 +1,38 @@
\section{Brownian Motion}
\label{section:brownian-markov}
\begin{proposition}[{{\cite[Proposition 3.4]{Baudoin}}}]
\label{proposition:brownian-markov}
Let $(\Omega, \cf, \bp)$ be a probability space, $\bracs{B_t|t \ge 0}$ be a $\real$-valued stochastic process with $B_0 = 0$, then the following are equivalent:
\begin{enumerate}
\item $\bracs{B_t|t \ge 0}$ is a standard Brownian motion.
\item $\bracs{B_t|t \ge 0}$ is a Markov process with semigroup
\[
\bp_0 = \text{Id} \quad
(\bp_t f)(x) = \frac{1}{\sqrt{2\pi t}}\int f(y) \exp\paren{-\frac{(x - y)^2}{2t}}dy
\]
\end{enumerate}
\end{proposition}
\begin{proof}
Let $\bracs{\cf_t|t \ge 0}$ be the natural filtration of $\bracs{B_t|T \ge 0}$, then for any $s, t \ge 0$ and $\xi \in \real$,
By the Markov property,
\begin{align*}
\ev\braks{\exp\paren{i \xi B_{t + s}}|\cf_s} &= \frac{1}{\sqrt{2\pi t}}\int \exp\paren{i \xi y}\exp\paren{-\frac{(B_s - y)^2}{2t}}dy \\
&= \frac{1}{\sqrt{2\pi t}}\int \exp\paren{i \xi (B_s + y)}\exp\paren{-\frac{y^2}{2t}}dy \\
\ev\braks{\exp\paren{i \xi (B_{t + s} - B_s)}|\cf_s} &= \frac{1}{\sqrt{2\pi t}}\int \exp\paren{i \xi y}\exp\paren{-\frac{y^2}{2t}}dy = e^{-t\xi^2/2}
\end{align*}
So $\bracs{B_t|t \ge 0}$ admits independent and homogeneous increments, and is the standard Brownian motion.
Now suppose that $\bracs{B_t| t \ge 0}$ is the standard Brownian motion, then for any $s, t \ge 0$ and bounded Borel function $f: \real \to \real$,
\[
\ev[f(B_{t+s})|B_s = x] = \frac{1}{\sqrt{2\pi t}}\int f(x + y) \exp\paren{-\frac{y^2}{2t}} dy
\]
so
\[
\ev[f(B_{t + s})|\cf_s] = \int f(B_s + y)\exp\paren{-\frac{y^2}{2t}}dy
\]
\end{proof}

View File

@@ -0,0 +1,77 @@
\section{Transition Functions}
\label{section:markov-transition}
\begin{definition}[Transition Function]
\label{definition:transition-function}
Let $(X, \cm)$ be a measurable space. A \textbf{transition function} $\bracs{P_t| t \ge 0}$ on $X$ is a collection of maps
\[
P_t: X \times \cm \to [0, 1]
\]
such that:
\begin{enumerate}
\item For each $t \ge 0$ and $x \in X$, $P_t(x, \cdot)$ is a probability measure on $X$.
\item For each $t \ge 0$ and $A \in \cm$, $x \mapsto P_t(x, A)$ is $(\cm, \cb_\real)$-measurable.
\item For any $s, t \ge 0$, $x \in X$, and $A \in \cm$,
\[
P_{t + s}(x, A) = \int P_t(y, A)P_s(x, dy)
\]
\end{enumerate}
\end{definition}
\begin{definition}[Semigroup of Transition Function]
\label{definition:transition-function-semigroup}
Let $(X, \cm)$ be a measurable space, $\bracs{P_t|t \ge 0}$ be a transition function on $X$. For each $f: X \to \complex$ bounded and $(\cm, \cb_\complex)$-measurable, let
\[
(\bp_t f)(x) = \int f(y)P_t(x, dy)
\]
then $\bracs{\bp_t|t \ge 0}$ is a semigroup such that:
\begin{enumerate}
\item For each $t \ge 0$, $\bp_t \one = \one$.
\item For each $t \ge 0$, $\bp_t$ is a positive linear functional.
\end{enumerate}
known as the \textbf{semigroup} of $\bracs{P_t|t \ge 0}$.
\end{definition}
\begin{proof}
Let $s, t \ge 0$, then for any $A \in \cm$,
\[
(\bp_{s+t}\one_A)(x) = \int \one_A(y)P_{s+t}(x, dy) = \int P_t(y, A)P_s(x, dy) = \int \int \one_A(z)P_t(y, dz)P_s(x, dy)
\]
Let $f: X \to \complex$ bounded and $(\cm, \cb_\complex)$-measurable. By \autoref{proposition:measurable-simple-separable-norm}, there exists $\seq{f_n} \subset \Sigma(X; \complex)$ such that $\abs{f_n} \le \abs{f}$ for all $n \in\nat$, and $f_n \to f$ pointwise. By the \hyperref[Dominated Convergence Theorem]{theorem:dct},
\begin{align*}
(\bp_{s+t}f)(x) &= \limv{n}\int f_n(y)P_{s+t}(x, dy) = \limv{n}\iint f_n(z)P_t(y, dz)P_s(x, dy) \\
&= \int \int f_n(z)P_t(y, dz)P_s(x, dy) = (\bp_s\bp_t) f(x)
\end{align*}
\end{proof}
\begin{definition}[Markov Process]
\label{definition:markov-process}
Let $(\Omega, \cf, \bp)$ be a probability space, $(Y, \cm)$ be a measurable space, $\bracs{X_t|t \ge 0}$ be a stochastic process, and $\bracs{\cf_t|t \ge 0}$ be its natural filtration.
The process $\bracs{X_t|t \ge 0}$ is \textbf{Markov} if there exists a transition function $\bracs{P_t|t \ge 0}$ such that for every $f: Y \to \complex$ bounded and $(\cm, \cb_\complex)$-measurable,
\[
\ev\braks{f(X_{t+s})|\cf_s} = (\bp_tf)(X_s)
\]
\end{definition}
\begin{theorem}[{{\cite[Theorem 3.14]{Baudoin}}}]
\label{theorem:markov-existence}
Let $(Y, \cm)$ be a measurable space, $\nu: \cm \to [0, 1]$ be a probability measure on $Y$, and $\bracs{P_t|t \ge 0}$ be a transition function on $Y$, then there exists a probability space $(\Omega, \cf, \bp)$ and a stochastic process $\bracs{X_t|t \ge 0}$ such that:
\begin{enumerate}
\item The distribution of $X_0$ is $\nu$.
\item $\bracs{X_t|t \ge 0}$ is a Markov process associated with $\bracs{P_t|t \ge 0}$.
\end{enumerate}
\end{theorem}
\begin{proof}
For each $N \in \natp$, $A \in \cm$ and $B \in \bigotimes_{n = 1}^N\cm$, and $0 = t_0 < t_1 < \cdots < t_N$, let
\[
\mu_{t_0, t_1, \cdots, t_N} = \int_A\int_B P_{t_1}(z, dx_1)P_{t_2 - t_1}(x_1, dx_2) \cdots P_{t_N - t_{N-1}}(x_{N_1}, dx_N) \nu(dz)
\]
then $\mu_{t_0, t_1, \cdots, t_N}$ is a probability measure on $\cm \times $
\end{proof}

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@@ -0,0 +1,6 @@
\chapter{Markov Processes}
\label{chap:markov}
\input{./definition.tex}
\input{./brownian.tex}

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@@ -1,5 +1,5 @@
\chapter{Function Spaces} \chapter{Function Spaces}
\label{chap:function-spaces} \label{chap:function-spaces}
\input{./src/topology/functions/set-systems.tex} \input{./set-systems.tex}
\input{./src/topology/functions/uniform.tex} \input{./uniform.tex}

View File

@@ -7,10 +7,12 @@
\[ \[
M(S, U) = \bracs{f \in X^T| f(S) \subset U} M(S, U) = \bracs{f \in X^T| f(S) \subset U}
\] \]
and and
\[ \[
\ce(\mathfrak{S}, \topo) = \bracs{M(S, U)| S \in \mathfrak{S}, U \in \topo} \ce(\mathfrak{S}, \topo) = \bracs{M(S, U)| S \in \mathfrak{S}, U \in \topo}
\] \]
then the topology generated by $\ce$ is the \textbf{$\mathfrak{S}$-open topology} on $T^X$. then the topology generated by $\ce$ is the \textbf{$\mathfrak{S}$-open topology} on $T^X$.
If $\cb \subset \topo$ generates $\topo$, then $\ce(\mathfrak{S}, \cb)$ generates the $\mathfrak{S}$-open topology. If $\cb \subset \topo$ generates $\topo$, then $\ce(\mathfrak{S}, \cb)$ generates the $\mathfrak{S}$-open topology.
@@ -23,10 +25,12 @@
\[ \[
E(S, U) = \bracs{(f, g) \in X^T|(f(x), g(x)) \in U \forall x \in S} E(S, U) = \bracs{(f, g) \in X^T|(f(x), g(x)) \in U \forall x \in S}
\] \]
and and
\[ \[
\mathfrak{E}(\mathfrak{S}, \fU) = \bracs{E(S, U)| S \in \mathfrak{S}, U \in \fU} \mathfrak{E}(\mathfrak{S}, \fU) = \bracs{E(S, U)| S \in \mathfrak{S}, U \in \fU}
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item $\mathfrak{E}(\mathfrak{S}, \fU)$ generates a uniformity $\fV$ on $X^T$. \item $\mathfrak{E}(\mathfrak{S}, \fU)$ generates a uniformity $\fV$ on $X^T$.
@@ -46,13 +50,15 @@
\[ \[
E(T, U \cap U') \subset E(S \cup S', U \cap U') \subset E(S, U) \cap E(S', U') E(T, U \cap U') \subset E(S \cup S', U \cap U') \subset E(S, U) \cap E(S', U')
\] \]
\item[(UB1)] For any $U \in \fU$, $\Delta \subset U$. Thus the diagonal in $X^T$ is in $E(S, U)$ for any $S \in \mathfrak{S}$. \item[(UB1)] For any $U \in \fU$, $\Delta \subset U$. Thus the diagonal in $X^T$ is in $E(S, U)$ for any $S \in \mathfrak{S}$.
\item[(UB2)] For any $U \in \fU$, there exists $V \in \fV$ with $V \circ V \subset U$. Thus for any $S \in \mathfrak{S}$, \item[(UB2)] For any $U \in \fU$, there exists $V \in \fV$ with $V \circ V \subset U$. Thus for any $S \in \mathfrak{S}$,
\[ \[
E(S, V) \circ E(S, V) \subset E(S, V \circ V) \subset E(S, U) E(S, V) \circ E(S, V) \subset E(S, V \circ V) \subset E(S, U)
\] \]
\end{enumerate} \end{enumerate}
By \ref{proposition:fundamental-entourage-criterion}, $\mathfrak{E}$ is a fundamental system of entourages for the uniformity that it generates. By \autoref{proposition:fundamental-entourage-criterion}, $\mathfrak{E}$ is a fundamental system of entourages for the uniformity that it generates.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}
@@ -61,6 +67,7 @@
\[ \[
d_{i, S}: X^T \times X^T \quad (f, g) \mapsto \sup_{x \in S}d_i(f(x), g(x)) d_{i, S}: X^T \times X^T \quad (f, g) \mapsto \sup_{x \in S}d_i(f(x), g(x))
\] \]
then then
\begin{enumerate} \begin{enumerate}
\item $\bracs{d_{i, S}| i \in I, S \in \mathfrak{S}}$ is a family of pseudometrics induces the $\mathfrak{S}$-uniformity on $X^T$. \item $\bracs{d_{i, S}| i \in I, S \in \mathfrak{S}}$ is a family of pseudometrics induces the $\mathfrak{S}$-uniformity on $X^T$.
@@ -68,6 +75,7 @@
\[ \[
\bracs{\bigcap_{j \in J}E(d_{j, S}, r)|J \subset I \text{ finite}, r > 0, S \in \mathfrak{S}} \bracs{\bigcap_{j \in J}E(d_{j, S}, r)|J \subset I \text{ finite}, r > 0, S \in \mathfrak{S}}
\] \]
is a fundamental system of entourages for the $\mathfrak{S}$-uniformity on $X^T$. is a fundamental system of entourages for the $\mathfrak{S}$-uniformity on $X^T$.
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
@@ -76,18 +84,21 @@
\[ \[
\bigcap_{j \in J}E(d_{j, S}, r) \subset E\paren{S, \bigcap_{j \in J}E(d_j, r)} \subset E(S, U) \bigcap_{j \in J}E(d_{j, S}, r) \subset E\paren{S, \bigcap_{j \in J}E(d_j, r)} \subset E(S, U)
\] \]
and the uniformity induced by $\bracs{d_{i, S}| i \in I, S \in \mathfrak{S}}$ contains the $\mathfrak{S}$-uniformity. and the uniformity induced by $\bracs{d_{i, S}| i \in I, S \in \mathfrak{S}}$ contains the $\mathfrak{S}$-uniformity.
On the other hand, for any $i \in I$ and $r > 0$, $E(d_j, r/2) \in \fU$ by \ref{definition:pseudometric-uniformity}. Therefore $E(S, E(d_j, r/2)) \subset E(d_{j, S}, r)$, so the $\mathfrak{S}$-uniformity contains the induced uniformity. On the other hand, for any $i \in I$ and $r > 0$, $E(d_j, r/2) \in \fU$ by \autoref{definition:pseudometric-uniformity}. Therefore $E(S, E(d_j, r/2)) \subset E(d_{j, S}, r)$, so the $\mathfrak{S}$-uniformity contains the induced uniformity.
(2): If $\mathfrak{S}$ is upward-directed with respect to inclusion, then by \ref{definition:set-uniform}, (2): If $\mathfrak{S}$ is upward-directed with respect to inclusion, then by \autoref{definition:set-uniform},
\[ \[
\bracs{E(S, U)| U \in \fU, S \in \mathfrak{S}} \bracs{E(S, U)| U \in \fU, S \in \mathfrak{S}}
\] \]
Following the same steps in (1), Following the same steps in (1),
\[ \[
\bracs{\bigcap_{j \in J}E(d_{j, S}, r)|J \subset I \text{ finite}, r > 0, S \in \mathfrak{S}} \bracs{\bigcap_{j \in J}E(d_{j, S}, r)|J \subset I \text{ finite}, r > 0, S \in \mathfrak{S}}
\] \]
is a fundamental system of entourages for the $\mathfrak{S}$-uniformity. is a fundamental system of entourages for the $\mathfrak{S}$-uniformity.
\end{proof} \end{proof}
@@ -108,7 +119,8 @@
\[ \[
E(F, U)(f) = \bigcap_{x \in F}\pi_x^{-1}(U(f(x))) E(F, U)(f) = \bigcap_{x \in F}\pi_x^{-1}(U(f(x)))
\] \]
which is open in the product topology. The converse is given by \ref{definition:set-uniform}.
which is open in the product topology. The converse is given by \autoref{definition:set-uniform}.
\end{proof} \end{proof}
\begin{proposition} \begin{proposition}

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