\section{Banach Lattices} \label{section:banach-lattice} \begin{definition}[Banach Lattice] \label{definition:banach-lattice} Let $(E, \normn{\cdot}_E)$ be a Banach space over $\real$ and $\le$ be a partial order on $E$, then $(E, \normn{\cdot}_E, \le)$ is a \textbf{Banach lattice} if for any $x, y \in E$, $|x| \le |y|$ implies that $\normn{x}_E \le \normn{x}_E$. \end{definition} \begin{proposition} \label{proposition:banach-lattice-properties} Let $(E, \normn{\cdot}_E, \le)$ be a Banach lattice, then: \begin{enumerate} \item For any $x \in E$, $\normn{\ |x|\ }_E = \normn{x}_E$. \item For any $x \in E$, $\normn{x^+}_E, \normn{x^-}_E \le \normn{x}_E$. \item For any $x \in E$ and positive linear functional $\phi \in E^*$, \[ \norm{\phi}_{E^*} = \sup\bracsn{\dpn{x, \phi}{E}|x \in E, x \ge 0, \norm{x}_E = 1} \] \end{enumerate} % More to be added. \end{proposition} \begin{proof} (1): Let $x \in E$, then $|\ |x|\ | = |x|$, so $\normn{\ |x|\ }_E = \normn{x}_E$. (2): Let $x \in E$, then $|x| = x^+ + x^-$, so \[ \normn{x}_E = \normn{x^+ + x^-}_E \ge \normn{x^+}_E, \normn{x^-}_E \] (3): Since $|x| = x \vee (-x)$, \[ \norm{\phi}_{E^*} = \sup_{\substack{x \in E \\ \norm{x}_E = 1}}\dpn{x, \phi}{E} \le \sup_{\substack{x \in E \\ \norm{x}_E = 1}}\dpn{|x|, \phi}{E} \le \sup_{\substack{x \in E \\ x \ge 0 \\ \norm{x}_E = 1}}\dpn{x, \phi}{E} \le \norm{\phi}_{E^*} \] \end{proof} \begin{proposition} \label{proposition:banach-lattice-dual} Let $(E, \normn{\cdot}_E, \le)$ be a Banach lattice and $(E^*, \normn{\cdot}_{E^*}, \le)$ be its dual, equipped with the canonical ordering, then $E^*$ is a Banach lattice. \end{proposition} \begin{proof} Let $x, y \in E$ and $z \in [x, y]$, then \[ |z| = z \vee (-z) \le y \vee (-x) \] so $[x, y]$ is bounded by $\norm{x}_E \vee \norm{y}_E$. Thus $E^* \subset E^b$. Let $\phi \in E^*$, then by \autoref{proposition:order-vector-dual}, $0 \vee \phi$ exists in $E^b$. For any $x \in E$ with $x \ge 0$, \[ (0 \vee \phi)(x) = \sup(\phi([0, x])) \le \norm{\phi}_{E^*} \cdot \norm{x}_E \] so for arbitrary $x \in E$, \begin{align*} (0 \vee \phi)(x) &= (0 \vee \phi)(x^+) - (0 \vee \phi)(x^-) \\ &\le \norm{\phi}_{E^*}(\normn{x^+}_E \vee \normn{x^-}_E) \le \norm{\phi}_{E^*} \cdot \norm{x}_E \end{align*} and $\norm{0 \vee \phi}_{E^*} \le \norm{\phi}_{E^*}$. Therefore $E^*$ is a vector lattice. Now, let $x \in E$ with $\norm{x}_E = 1$, then \begin{align*} \dpn{x, \phi}{E^*} &= \dpn{x, \phi^+}{E} + \dpn{-x, \phi^-}{E} \\ &\le \dpn{|x|, \phi^+}{E} + \dpn{|x|, \phi^-}{E} \\ &= \dpn{|x|, \phi^+ + \phi^-}{E} \le \norm{\ |\phi|\ }_{E^*} \end{align*} On the other hand, by \autoref{proposition:order-vector-dual}, for any $x \in E$ with $x \ge 0$ and $\norm{x}_E = 1$, \[ \dpn{x, |\phi|}{E^*} = \sup\bracsn{\dpn{y, \phi}{E}|y \in E, |y| \le x} \le \norm{\phi}_{E^*} \] so $\norm{\ |\phi|\ }_{E^*} \le \norm{\phi}_{E^*}$. Therefore for any $\phi, \psi \in E$ with $|\phi| \le |\psi|$, \begin{align*} \norm{\phi}_{E^*} &= \norm{\ |\phi|\ }_{E^*} = \sup\bracsn{\dpn{x, |\phi|}{E}|x \in E, x \ge 0, \norm{x}_E = 1} \\ &\le \sup\bracsn{\dpn{x, |\psi|}{E}|x \in E, x \ge 0, \norm{x}_E = 1} \\ &= \norm{\ |\psi|\ }_{E^*} \norm{\psi}_E \end{align*} \end{proof}