Reading Notes of "Real Analysis" 3rd Edition by H. L. Royden

Reading Notes of Real Analysis 3rd Edition
by H. L. Royden
Zigang Pan
April 19, 2013
2
Preface
This is a reading note of the book Royden (1988) and the MATH 441 & 442
notes by Prof. Peter Leob of University of Illinois at Urbana-Champaign.
In Chapter 6, I have also included some material from the book Maun-
der (1996). The Chapters 610 include a signicant amount of material
from the book Luenberger (1969). Chapter 9 also referenced Bartle (1976).
Chapter 11 includes signicant amount of self-developed material due to
lack of reference on this subject. The proof of Radon-Nikodym Theorem
11.167 was adapted from the MATH 442 notes by Prof. Peck of University
of Illinois at Urbana-Champaign. The book Royden (1988) does oer some
clues as to how to invent the wheel and the book Bartle (1976) is sometimes
used to validate the result.
/, B, (, T, c, T, (, H, 1, , /, L, /, ^, O, T, Q, 1, o, T , |, 1, , A, , Z
A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S, T, U, V, W, X, Y, Z
A, B, C, D, E, F, G, H, I, J, K, L, M, N, O, P, Q, R, S, T, U, V, W, X, Y, Z
3
4
Contents
Preface 3
1 Notations 9
2 Set Theory 17
2.1 Axiomatic Foundations of Set Theory . . . . . . . . . . . . 17
2.2 Relations and Equivalence . . . . . . . . . . . . . . . . . . . 18
2.3 Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.4 Set Operations . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.5 Algebra of Sets . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.6 Partial Ordering and Total Ordering . . . . . . . . . . . . . 22
2.7 Basic Principles . . . . . . . . . . . . . . . . . . . . . . . . . 24
3 Topological Spaces 33
3.1 Fundamental Notions . . . . . . . . . . . . . . . . . . . . . . 33
3.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.3 Basis and Countability . . . . . . . . . . . . . . . . . . . . . 39
3.4 Products of Topological Spaces . . . . . . . . . . . . . . . . 40
3.5 The Separation Axioms . . . . . . . . . . . . . . . . . . . . 45
3.6 Category Theory . . . . . . . . . . . . . . . . . . . . . . . . 46
3.7 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.8 Continuous Real-Valued Functions . . . . . . . . . . . . . . 53
3.9 Nets and Convergence . . . . . . . . . . . . . . . . . . . . . 57
4 Metric Spaces 71
4.2 Convergence and Completeness . . . . . . . . . . . . . . . . 73
4.3 Uniform Continuity and Uniformity . . . . . . . . . . . . . 76
4.4 Product Metric Spaces . . . . . . . . . . . . . . . . . . . . . 78
4.5 Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.6 Baire Category . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.7 Completion of Metric Spaces . . . . . . . . . . . . . . . . . 85
4.8 Metrization of Topological Spaces . . . . . . . . . . . . . . . 90
4.9 Interchange Limits . . . . . . . . . . . . . . . . . . . . . . . 91
5
6 CONTENTS
5 Compact and Locally Compact Spaces 95
5.1 Compact Spaces . . . . . . . . . . . . . . . . . . . . . . . . 95
5.2 Countable and Sequential Compactness . . . . . . . . . . . 101
5.3 Real-Valued Functions and Compactness . . . . . . . . . . . 103
5.4 Compactness in Metric Spaces . . . . . . . . . . . . . . . . 105
5.5 The Ascoli-Arzela Theorem . . . . . . . . . . . . . . . . . . 107
5.6 Product Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 109
5.7 Locally Compact Spaces . . . . . . . . . . . . . . . . . . . . 112
5.7.1 Fundamental notion . . . . . . . . . . . . . . . . . . 112
5.7.2 Partition of unity . . . . . . . . . . . . . . . . . . . . 115
5.7.3 The Alexandro one-point compactication . . . . . 118
5.7.4 Proper functions . . . . . . . . . . . . . . . . . . . . 119
5.8 -Compact Spaces . . . . . . . . . . . . . . . . . . . . . . . 121
5.9 Paracompact Spaces . . . . . . . . . . . . . . . . . . . . . . 122
5.10 The Stone-
Cech Compactication . . . . . . . . . . . . . . . 126

6 Vector Spaces 129
6.1 Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
6.2 Ring . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
6.3 Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.4 Vector Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . 132
6.5 Product Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 134
6.6 Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
6.7 Convex Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
6.8 Linear Independence and Dimensions . . . . . . . . . . . . . 142
7 Banach Spaces 145
7.1 Normed Linear Spaces . . . . . . . . . . . . . . . . . . . . . 145
7.2 The Natural Metric . . . . . . . . . . . . . . . . . . . . . . . 151
7.3 Product Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 154
7.4 Banach Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 156
7.5 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . 161
7.6 Quotient Spaces . . . . . . . . . . . . . . . . . . . . . . . . 163
7.7 The Stone-Weierstrass Theorem . . . . . . . . . . . . . . . . 165
7.8 Linear Operators . . . . . . . . . . . . . . . . . . . . . . . . 173
7.9 Dual Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
7.9.1 Basic concepts . . . . . . . . . . . . . . . . . . . . . 177
7.9.2 Duals of some common Banach spaces . . . . . . . . 178
7.9.3 Extension form of Hahn-Banach Theorem . . . . . . 182
7.9.4 Second dual space . . . . . . . . . . . . . . . . . . . 190
7.9.5 Alignment and orthogonal complements . . . . . . . 192
7.10 The Open Mapping Theorem . . . . . . . . . . . . . . . . . 197
7.11 The Adjoints of Linear Operators . . . . . . . . . . . . . . . 201
7.12 Weak Topology . . . . . . . . . . . . . . . . . . . . . . . . . 204
CONTENTS 7
8 Global Theory of Optimization 213
8.1 Hyperplanes and Convex Sets . . . . . . . . . . . . . . . . . 213
8.2 Geometric Form of Hahn-Banach Theorem . . . . . . . . . 216
8.3 Duality in Minimum Norm Problems . . . . . . . . . . . . . 218
8.4 Convex and Concave Functionals . . . . . . . . . . . . . . . 221
8.5 Conjugate Convex Functionals . . . . . . . . . . . . . . . . 225
8.6 Fenchel Duality Theorem . . . . . . . . . . . . . . . . . . . 232
8.7 Positive Cones and Convex Mappings . . . . . . . . . . . . 239
8.8 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . . 241
9 Dierentiation in Banach Spaces 249
9.1 Fundamental Notion . . . . . . . . . . . . . . . . . . . . . . 249
9.2 The Derivatives of Some Common Functions . . . . . . . . 254
9.3 Chain Rule and Mean Value Theorem . . . . . . . . . . . . 257
9.4 Higher Order Derivatives . . . . . . . . . . . . . . . . . . . 263
9.4.1 Basic concept . . . . . . . . . . . . . . . . . . . . . . 263
9.4.2 Interchange order of dierentiation . . . . . . . . . . 269
9.4.3 High order derivatives of some common functions . . 274
9.4.4 Properties of high order derivatives . . . . . . . . . . 278
9.5 Mapping Theorems . . . . . . . . . . . . . . . . . . . . . . . 285
9.6 Global Inverse Function Theorem . . . . . . . . . . . . . . . 296
9.7 Interchange Dierentiation and Limit . . . . . . . . . . . . 304
9.8 Tensor Algebra . . . . . . . . . . . . . . . . . . . . . . . . . 307
10 Local Theory of Optimization 311
10.1 Basic Notion . . . . . . . . . . . . . . . . . . . . . . . . . . 311
10.2 Unconstrained Optimization . . . . . . . . . . . . . . . . . . 317
10.3 Optimization with Equality Constraints . . . . . . . . . . . 320
10.4 Inequality Constraints . . . . . . . . . . . . . . . . . . . . . 325
11 General Measure and Integration 333
11.1 Measure Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 333
11.2 Outer Measure and the Extension Theorem . . . . . . . . . 339
11.3 Measurable Functions . . . . . . . . . . . . . . . . . . . . . 352
11.4 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
11.5 General Convergence Theorems . . . . . . . . . . . . . . . . 381
11.6 Banach Space Valued Measures . . . . . . . . . . . . . . . . 397
11.7 Calculation With Measures . . . . . . . . . . . . . . . . . . 429
11.8 The Radon-Nikodym Theorem . . . . . . . . . . . . . . . . 461
11.9 L
p
Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
11.10Dual of ((A, Y) . . . . . . . . . . . . . . . . . . . . . . . . . 492
8 CONTENTS
12 Dierentiation and Integration 517
12.1 Caratheodory Extension Theorem . . . . . . . . . . . . . . 517
12.2 Change of Variable . . . . . . . . . . . . . . . . . . . . . . . 523
12.3 Product Measure . . . . . . . . . . . . . . . . . . . . . . . . 528
12.4 Functions of Bounded Variation . . . . . . . . . . . . . . . . 555
12.5 Absolute and Lipschitz Continuity . . . . . . . . . . . . . . 578
12.6 Fundamental Theorem of Calculus . . . . . . . . . . . . . . 590
12.7 Representation of ((
k
(, Y))
. . . . . . . . . . . . . . . . . 599
13 Hilbert Spaces 603
13.2 Projection Theorems . . . . . . . . . . . . . . . . . . . . . . 607
13.3 Dual of Hilbert Spaces . . . . . . . . . . . . . . . . . . . . . 609
13.4 Hermitian Adjoints . . . . . . . . . . . . . . . . . . . . . . . 611
13.5 Approximation in Hilbert Spaces . . . . . . . . . . . . . . . 613
13.6 Other Minimum Norm Problems . . . . . . . . . . . . . . . 620
14 Probability Theory 625
15 Numerical Methods 627
15.1 Newtons Method . . . . . . . . . . . . . . . . . . . . . . . . 627
Bibliography 631
Index 632
Chapter 1
Notations
IN, Z, and Q the sets of natural number, integers, and rational
numbers, respectively
IR and C the sets of real numbers and complex numbers, re-
spectively
IK either IR or C
Z
+
, Z
, C
+
, C
IN 0, Z IN, the open right half of the complex

plane, the open left half of the complex plane, re-
spectively
belong to
, not belong to
contained in
contains
strict subset of
strict super set of
for all
exists
! exists a unique
because
therefore
such that
(x
n
)
n=1
the sequence x
1
, x
2
, . . .
(x
the ordered collection

id
A
the identity map on a set A
[ [ the absolute value of a real or complex number
the complex conjugate of a complex number
Re () the real part of a complex number
Im() the imaginary part of a complex number
a b the maximum of two real numbers a and b
a b the minimum of two real numbers a and b
the empty set; See Page 17.
9
10 CHAPTER 1. NOTATIONS
x, y an unordered pair; See Page 17.
X
2 the collection of all subsets of X; See Page 17.
the set union; See Page 17.
(x, y) an ordered pair; See Page 18.
X Y the Cartesian or direct product of sets X and Y ;
See Page 18.
A = x B [ P(x) Denition of a set A; See Page 18.
x y x and y are related in a relation; See Page 18.
X/ the quotient of the set X with respect to an equiv-
alence relation ; See Page 18.
f : X Y a function of X to Y ; (x, f(x)) XY [ x X
is the graph of f; See Page 19.
graph( f ) the graph of a function f; See Page 19.
dom( f ) the domain of f; See Page 19.
f(A) the image of A X under f; See Page 19.
range ( f ) the range of f, equals to f(X); See Page 19.
f
inv
(A) the preimage of A Y under f; See Page 19.
onto, surjective f(X) = Y ; See Page 19.
1-1, injective f(x
1
) ,= f(x
2
) if x
1
, x
2
X and x
1
,= x
2
; See Page
19.
bijective both surjective and injective; See Page 19.
f
inv
the inverse function of f; See Page 19.
g f the composition of g : Y Z with f : X Y ; See
Page 19.
f[
A
the restriction of f to A; See Page 19.
Y
X
the set of all functions of X to Y ; See Page 19.
the set intersection; See Page 20.
A the compliment of a set A, where the whole set is

clear from context; See Page 20.
set minus; See Page 20.
AB the symmetric dierence of A and B, equals to (A
B) (B A); See Page 20.
card(X) the number of elements in the nite set X; See Page
21.
the Cartesian or direct product of X
s; See Page
31.
(x) the projection of an element in a Cartesian product

space to one of the coordinates; See Page 31.
A the closure of a set A, where the whole set is clear
from context; See Page 33.
A
the interior of a set A, where the whole set is clear

A the boundary of a set A, where the whole set is clear
(X
, O
) the product topological space; See Page 40.

11
T
1
Tychono space; See Page 45.
T
2
Hausdor space; See Page 45.
T
3
regular space; See Page 45.
T
4
normal space; See Page 45.
T
3
1
2
completely regular space; See Page 56.
(x
)
,
a net; See Page 57.
lim
,
x
the limit of a net; See Page 57.

lim
xx0
f(x) the limit of f(x) as x x
0
; See Page 61.
IR
e
the set of extended real numbers, which equals to
IR , + ; See Page 63.
limsup
,
x
the limit superior of a real-valued net; See Page 65.

liminf
,
x
the limit inferior of a real-valued net; See Page 65.

limsup
xx0
f(x) the limit superior of f(x) as x x
0
; See Page 66.
liminf
xx0
f(x) the limit inferior of f(x) as x x
0
; See Page 66.
B
( x
0
, r ) the open ball centered at x
0
with radius r; See Page
71.
B
( x
0
, r ) the closed ball centered at x
0
with radius r; See
Page 71.
dist(x
0
, S) the distance from a point x
0
to a set S in a metric
space; See Page 73.
(X,
X
) (Y,
Y
) the nite product metric space; See Page 78.
(
i=1
X
i
, ) the countably innite product metric space; See
Page 81.
supp f the support of a function; See Page 115.
(A) the Stone-
Cech compatication of a completely reg-

ular topological space A; See Page 126.
(/(A, ), T) the vector space of -valued functions of a set A
over the eld T; See Page 134.
the null vector of a vector space A; See Page 136.

^ ( A) the null space of a linear operator A; See Page 136.
1( A) the range space of a linear operator A; See Page 136.
S the scalar multiplication by of a set S in a vector
space; See Page 137.
S +T the sum of two sets S and T in a vector space; See
Page 137.
span( A) the subspace generated by the set A; See Page 138.
v ( P ) the linear variety generated by a nonempty set P;
See Page 138.
co ( S) the convex hull generated by S in a vector space;
See Page 139.
|x| the norm of a vector x; See Page 145.
[ x[ the Euclidean norm of a vector x; See Page 145.
(
1
([a, b]) the normed linear space of continuously dieren-
tiable real-valued functions on the interval [a, b]; See
Page 146.
l
p
The normed linear space of real-valued sequences
with nite p-norm, 1 p +; See Page 147.
l
p
(X) the normed linear space of X-valued sequences with
nite p-norm, 1 p +; See Page 151.
V( P ) the closed linear variety generated by a nonempty
set P; See Page 154.
P the relative interior of a set P; See Page 154.

X Y the nite Cartesian product normed linear space;
See Page 154.
(([a, b]) the Banach space of continuous real-valued func-
tions on the interval [a, b]; See Page 158.
((/, X) the normed linear space of continuous X-valued
functions on a compact space /; See Page 158.
X
IR
the real normed linear space induced by a complex
normed linear space X; See Page 162.
[ x] the coset of a vector x in a quotient space; See Page
163.
A/M the quotient space of a vector space A modulo a
subspace M; See Page 163.
X/M the quotient space of a normed linear space X mod-
ulo a closed subspace M; See Page 164.
(
v
(A, Y) the vector space of continuous Y-valued functions on
A; See Page 166.
B(X, Y) the set of bounded linear operators of X to Y; See
Page 173.
X
the dual of X; See Page 177.

x
a vector in the dual; See Page 177.

x
, x)) the evaluation of a bounded linear functional x
at
the vector x, that is x
(x); See Page 177.

c
0
(X) the subspace of l
(X) consisting of X-valued se-

quences with limit
X
; See Page 181.
X
the second dual of X; See Page 190.

S
the orthogonal complement of the set S; See Page

192.
S the pre-orthogonal complement of the set S; See

Page 192.
A
the adjoint of a linear operator A; See Page 201.

A
the adjoint of the adjoint of a linear operator A; See

Page 202.
O
weak
( X) the weak topology on a normed linear space X; See
Page 204.
X
weak
the weak topological space associated with a normed
linear space X; See Page 205.
O
weak
(X
) the weak
topology on the dual of a normed linear

space X; See Page 207.
13
X
weak
the weak
topological space associated with a

normed linear space X; See Page 208.
K
supp
the support of a convex set K; See Page 218.
[ f, C] the epigraph of a convex function f : C IR; See
Page 221.
C
conj
the conjugate convex set; See Page 225.
f
conj
the conjugate convex functional; See Page 225.
[ f, C]
conj
the epigraph of the conjugate convex functional; See
Page 226.
conj
the pre-conjugate convex set; See Page 228.
conj
the pre-conjugate convex functional; See Page 228.
conj
[ , ] the epigraph of the pre-conjugate convex functional;
See Page 228.
= greater than or equal to (with respect to the positive

cone); See Page 239.
= less than or equal to (with respect to the positive

cone); See Page 239.
greater than (with respect to the positive cone); See
Page 239.
less than (with respect to the positive cone); See
Page 239.
S
the positive conjugate cone of a set S; See Page 239.

S
the negative conjugate cone of a set S; See Page

239.
A
D
( x
0
) the set of admissible deviations in D at x
0
; See Page
249.
f
(1)
(x
0
), Df(x
0
) the Frechet derivative of f at x
0
; See Page 250.
Df(x
0
; u) the directional derivative of f at x
0
along u; See
Page 250.
f
y
(x
0
, y
0
) partial derivative of f with respect to y at (x
0
, y
0
);
See Page 251.
ro(A)(B) right operate: ro(A)(B) = BA; See Page 256.
B
k
( X, Y) the set of bounded multi-linear Y-valued functions
on X
k
; See Page 263.
B
Sk
( X, Y) the set of symmetric bounded multi-linear Y-valued
functions on X
k
; See Page 263.
D
k
f(x
0
), f
(k)
(x
0
) the kth order Frechet derivative of f at x
0
; See Page
263.
(
k
, (
k-times and innite-times continuously dieren-

tiable functions, respectively; See Page 264.
k
f
xi
k
xi
1
kth-order partial derivative of f; See Page 269.
Sm( D) =
IK
D; See Page 269.
(
k
(, Y) the normed linear space of k-times continuously
dierentiable Y-valued functions on a compact set
X; See Page 305.
(
b
(A, Y) the normed linear space of bounded continuous Y-
valued functions on a topological space A; See Page
306.
(
bk
(, Y) the normed linear space of k-times bounded con-
tinuously dierentiable Y-valued functions on a set
X; See Page 307.
A
Tn
1
,...,nm
the transpose of an mth order tensor A with the
permutation (n
1
, . . . , n
m
); See Page 308.
AB the outer product of two tensors; See Page 309.
0
m1mn
an nth order IK-valued tensor in
B(IK
mn
, . . . , B(IK
m1
, IK) ) with all elements
equal to 0; See Page 309.
1
m1mn
an nth order IK-valued tensor in
B(IK
mn
, . . . , B(IK
m1
, IK) ) with all elements
equal to 1; See Page 309.
o
+X
, o
psd X
sets of positive denite and positive semi-denite
operators over the real normed linear space X, re-
spectively; See Page 312.
o
X
, o
nsd X
sets of negative denite and negative semi-denite
operators over the real normed linear space X, re-
spectively; See Page 312.
o
X
B
S 2
( X, IR); See Page 312.
(IR, B
L
,
L
) Lebesgue measure space; See Page 344.
Lo
Lebesgue outer measure; See Page 345.
B
B
(A ) Borel sets; See Page 345.
/( A ) the algebra generated by the topology of a topolog-
ical space A; See Page 345.
B
the Borel measure on IR; See Page 346.
R ((IR, IR, [ [), B
B
( IR) ,
B
); See Page 350.
P a.e. in A P holds almost everywhere in A; See Page 354.
P(x) a.e. x A P holds almost everywhere in A; See Page 354.
T f T f : X [0, ) IR dened by T f(x) =
|f(x) |, x X; See Page 364.
R(X) the collection of all representation of X; See Page
366.
I (X) the integration system on X; See Page 366.
_
X
f d the integral of a function f on a set X with respect
to measure ; See Page 367.
_
X
f(x) d(x) the integral of a function f on a set X with respect
to measure ; See Page 367.
T the total variation of a Banach space valued pre-
measure ; See Page 397.
15
T the total variation of a Banach space valued measure
; See Page 402.
1
+
2
the Y-valued measure that equals to the sum of two
Y-valued measures on the same measurable space;
See Page 433.
the Y-valued measure that equals to the scalar prod-
uct of IK and Y-valued measure ; See Page 433.
y the Y-valued measure that equals to scalar product
of a IK-valued measure and y Y; See Page 433.
A the Z-valued measure that equals to product of an
bounded linear operator A and a Y-valued measure
; See Page 433.
M
(X, B, Y) the vector space of -nite Y-valued measures on

the measurable space (X, B); See Page 440.
M
f
(X, B, Y) the normed linear space of nite Y-valued measures
on the measurable space (X, B); See Page 441.
lim
nIN
n
= a sequence of -nite (Y-valued) measures (
n
)
n=1
converges to a -nite (Y-valued) measure ; See
Page 444.
1

2
the measures
1
and
2
on the measurable space
(X, B) can be compared if
1
(E)
2
(E), E B;
See Page 444.
_
1,1

1,m
.
.
.
.
.
.
n,1

n,m
_
_ the vector measure; See Page 447.
1

2
the measure
1
is absolutely continuous with respect
to the measure
2
; See Page 457.
1

2
the measures
1
and
2
are mutually singular; See
Page 457.
d
d
the Radon-Nikodym derivative of the -nite Y-
valued measure with respect to the -nite IK-
valued measure ; See Page 466.
T
p
f the function |f() |
p
; See Page 477.
ess sup the essential supremum; See Page 479.
lim
nIN
z
n
.
= z in

L
p
the sequence ( z
n
)
n=1

L
p
converges to z

L
p
in
L
p
pseudo-norm; See Page 481.
M
ft
(A, Y) the normed linear space of nite Y-valued topologi-
cal measures on A; See Page 497.
M
t
(A, Y) the vector space of -nite Y-valued topological
measures on A; See Page 498.
M
(X, B) the set of -nite measures on the measurable space

(X, B); See Page 498.
M
f
(X, B) the set of nite measures on the measurable space
(X, B); See Page 498.
M
t
(A) the set of -nite topological measures on the topo-
logical space A; See Page 499.
M
ft
(A) the set of nite topological measures on the topo-
logical space A; See Page 499.
Chapter 2
Set Theory
2.1 Axiomatic Foundations of Set Theory
We will list the nine axioms of ZFC axiom system. The ninth axiom, which
is the Axiom of Choice, will be introduced in Section 2.7. Let A and B be
sets and x and y be objects (which is another name for sets).
Axiom 1 (Axiom of Extensionality) A = B if x A, we have x B;
and x B, we have x A.
Axiom 2 (Axiom of Empty Set) There exists an empty set , which
does not contain any element.
Axiom 3 (Axiom of Pairing) For any objects x and y, there exists a set
x, y, which contains only x and y.
Axiom 4 (Axiom of Regularity) Any nonempty set A ,= , there exists
a A, such that b A, we have b , a.
Axiom 5 (Axiom of Replacement) x A, let there be one and only
one y to form an ordered pair (x, y). Then, the collection of all such ys is
a set B.
Axiom 6 (Axiom of Power Set) The collection of all subsets of A is a
set denoted by
A
2.
Axiom 7 (Axiom of Union) For any collection of sets ( A
, where
is a set, then
is a well dened set.

Axiom 8 (Axiom of Innity) There exists a set A such that A and
x A, we have , x A.
17
18 CHAPTER 2. SET THEORY
By Axiom 2, there exists the empty set , which we may call 0. Now,
by Axiom 3, there exists the set , which is nonempty and we may call
1. Again, by Axiom 3, there exists the set , , which we will call 2.
After we dene n, we may dene n + 1 := 0, n, which exists by Axiom
of Pairing. This allows us to dene all natural numbers. By Axiom 8,
these natural numbers can form the set, IN := 1, 2, . . ., which is the set
of natural numbers. Furthermore, by Axiom 6, we may dene the set of all
real numbers, IR.
For any x A and y B, we may apply Axiom 3 to dene the ordered
pair (x, y) := x, 1, y, 2. Then, the set A B is dened by
xA
yB
(x, y), which is a valid set by Axiom 7. By Axiom 5, any
portion A
s
of a well-dened set A is again a set, which is called a subset of
A, we will write A
s
A. Thus, the formula
x A [ p(x) is true.
denes a set as long as A is a set and p(x) is unambiguous logic expression.
2.2 Relations and Equivalence
Denition 2.1 Let A and B be sets. A relation R from A to B is a subset
of AB. x A, y B, we say x y if (x, y) R. We will say that R
is a relation on A if it is a relation from A to A. We dene
dom( R) := x A [ y B, such that x y
range ( R) := y B [ x A, such that x y
which are well-dened subsets.
Denition 2.2 Let A be a set and R be a relation on A. x, y, z A,
1. R is reexive if x x.
2. R is symmetric if x y implies y x.
3. R is transitive if x y and y z implies x z.
4. R is a equivalence relationship if it is reexive, symmetric, and tran-
sitive, and will be denote by .
5. R is antisymmetric if x y and y x implies x = y.
Let be an equivalence relationship on A, then, it partitions A into
disjoint equivalence classes A
x
:= y A [ x y , x A. The collection
of all equivalence classes, A/ := A
x
A [ x A, is called the quotient
of A with respect to .
2.3. FUNCTION 19
2.3 Function
Denition 2.3 Let X and Y be sets and D X. A function f of D to
Y , denoted by f : D Y , is a relation from D to Y such that x D,
there is exactly one y Y , such that (x, y) f; we will denote that y as
f(x). The graph of f is the set graph( f ) := (x, f(x)) XY [ x D.
The domain of f is dom( f ) = D. A X, the image under f of A is
f(A) := y Y [ x AD such that f(x) = y , which is a subset of Y .
The range of f is range ( f ) = f(X). B Y , the inverse image under f
of B is f
inv
(B) := x D [ f(x) B, which is a subset of D. f is said
to be surjective if f(X) = Y ; and f is said to be injective if f(x
1
) ,= f(x
2
),
x
1
, x
2
D with x
1
,= x
2
; f is said to be bijective if it is both surjective and
injective, in which case it is invertible and the inverse function is denoted
by f
inv
: Y D. We will say that f is a function from X to Y .
Let f : D Y and g : Y Z be functions, we may dene a function
h : D Z by h(x) = g(f(x)), then h is called the composition of g with f,
and is denoted by gf. Let A X. We may dene a function l : AD Y
by l(x) = f(x), x A D. This function is called the restriction of f to
A, and denoted by f[
A
. Let f : D Y , g : Y Z, and h : Z W, we
have (h g) f = h (g f). Let f : D D and k Z
+
, we will write
f
k
:= f f
. .
k
, where f
0
:= id
D
.
A function f : X Y is a subset of X Y . Then, f
XY
2. The
collection of all functions of X to Y is then a set given by
Y
X
:=
_
f
XY
2 [ x X, ! y Y (x, y) f
We have the following result concerning the inverse of a function.
Proposition 2.4 Let : X Y , where X and Y are sets. Then, is
bijective if, and only if,
i
: Y X, i = 1, 2, such that
1
= id
Y
and
2
= id
X
. Furthermore,
inv
=
1
=
2
.
Proof Suciency Let
i
: Y X, i = 1, 2, exist. y Y ,

1
(y) = id
Y
(y) = y, which implies that y range ( ), and hence, is
surjective. Suppose that is not injective, then x
1
, x
2
X with x
1
,= x
2
such that (x
1
) = (x
2
). Then, we have
x
1
= id
X
(x
1
) =
2
((x
1
)) =
2
((x
2
)) = id
X
(x
2
) = x
2
which is a contradiction. Hence, is injective. This proves that is
bijective.
Necessity Let be bijective. Then,
inv
: Y X exists. x X,
let y = (x), then x =
inv
(y), hence
inv
((x)) = x. Therefore, we have
inv
= id
X
. y Y , let x =
inv
(y), then y = (x), hence (
inv
(y)) = y.
Therefore, we have
inv
= id
Y
. Hence,
1
=
2
=
inv
.
Let
1
and
2
satisfy the assumption of the proposition, and
inv
be
the inverse function of . Then, we have
1
= id
X

1
= (
inv
)
1
=
inv
(
1
) =
inv
id
Y
=
inv
2
=
2
id
Y
=
2
(
inv
) = (
2
)
inv
= id
X

inv
=
inv
This completes the proof of the proposition. 2
For bijective functions f : X Y and g : Y Z, g f is also bijective
and (g f)
inv
= f
inv
g
inv
.
2.4 Set Operations
Let X be a set,
X
2 is the set consisting of all subsets of X. A, B X, we
will dene
A B := x X [ x A or x B
A B := x X [ x A and x B
A := x X [ x , A
A B := x A [ x , B = A

B
AB := (A B) (B A)
We have the following results.
Proposition 2.5 Let A, B, D, A

X
2, f : D Y , C, E, C

Y
2, where
X and Y are sets, , and is an index set. Then, we have
1. A B = B A and A B = B A;
2. A A B and A = A B if, and only if, B A;
3. A = A, A = , A X = X, and A X = A;
4.

= X,

A = A, A

A = X, A

A = , and A B if, and only if,
B

A;
5. The De Morgans Laws:
_
_
;
_

=
_
6. B
_

_
=
(B A
) and B
_
_
_
=
_
(B A
);
7. f
_
_
_
=
_
f(A
) and f
_

f(A
);
2.5. ALGEBRA OF SETS 21
8. f
inv
_
_
_
=
_
f
inv
(C
) and f
inv
_

_
=
f
inv
(C
);
9. f
inv
(C E) = f
inv
(C) f
inv
(E), f(f
inv
(C)) = C range ( f ), and
f
inv
(f(A)) A dom( f ) = A D.
The proof of the above results are standard and is therefore omitted.
2.5 Algebra of Sets
Denition 2.6 A set X is said to be nite if it is either empty or the range
of a function of 1, 2, . . . , n, with n IN. In this case, card(X) denotes
the number of elements in X. It is said to be countable if it is either empty
or the range of a function of IN.
Denition 2.7 Let X be a set and /
X
2. / is said to be an algebra of
sets on X (or a Boolean algebra on X) if
(i) , X /;
(ii) A, B /, A B / and

A /.
/ is said to be a -algebra on X if it is an algebra on X and countable
unions of sets in / is again in /.
Let /
X
2, where X is a set, then, there exists a smallest algebra on
X, /
0

X
2, containing /, which means that any algebra on X, /
1

X
2,
that contains /, we have /
0
/
1
. This algebra /
0
is said to be the
algebra on X generated by /. Also, there exists a smallest -algebra on
X, /
X
2, containing /, which is said to be the -algebra on X generated
by /.
Proposition 2.8 Let X be a set, c be a nonempty collection of subsets of
X, / be the algebra on X generated by c, and
/ :=
_
A X
n, m IN, i
1
, . . . , i
2n
1, . . . , m, F
i1,...,i2n
X
with F
i1,...,i2n
c or (F
i1,...,i2n
)
c, such that
A =
m
_
i1=1
m
i2=1

m
i2n=1
F
i1,...,i2n
_
Then, / =

/.
Proof E c, let n = 1, m = 1, and F
1,1
= E. Then, E =
1
i1=1
1
i2=1
F
i1,i2

/. Hence, we have c

/. It is clear that

/ /. All
we need to show is that

/ is an algebra on X. Then, /

/ and the result
follows.
Fix E c , = . E X. Let n = 1, m = 2, F
1,1
= E, F
1,2
=

E,
F
2,1
= E, and F
2,2
=

E. Then, =
2
i1=1
2
i2=1
F
i1,i2

/. Let n = 1,
m = 2, F
1,1
= E, F
1,2
= E, F
2,1
=

E, and F
2,2
=

E. Then, X =
2
i1=1
2
i2=1
F
i1,i2

/.
A, B

/, n
A
, m
A
IN, i
1
, . . . , i
2nA
1, . . . , m
A
, F
A)
i1,...,i2n
A
X
with F
A)
i1,...,i2n
A
c or
_
F
A)
i1,...,i2n
A
_
c such that A =
mA
i1=1
mA
i2=1

mA
i2n
A
=1
F
A)
i1,...,i2n
A
, and n
B
, m
B
IN, i
1
, . . . , i
2nB

1, . . . , m
B
, F
B)
i1,...,i2n
B
X with F
B)
i1,...,i2n
B
c or
_
F
B)
i1,...,i2n
B
_
c
such that B =
mB
i1=1
mB
i2=1

mB
i2n
B
=1
F
B)
i1,...,i2n
B
.
Note that

A =
mA
i1=1
mA
i2=1

mA
i2n
A
=1
_
F
A)
i1,...,i2n
A
_
. Let n = n
A
+1,
m = m
A
, i
1
, . . . , i
2n
1, . . . , m, G
i1,...,i2n
=
_
F
A)
i2,...,i2n1
_
. Then,
A =
m
i1=1
m
i2=1

m
i2n=1
G
i1,...,i2n

/.
Without loss of generality, assume n
A
n
B
. Let n = n
A
and m =
m
A
+ m
B
. Dene

i = 1 + (i mod m
A
) and

i = 1 + (i mod m
B
), i IN.
i
1
, . . . , i
2n
1, . . . , m, let
G
i1,...,i2n
=
_
_
_
F
A)
i1,
i2,...,
i2n
A
if i
1
m
A
F
B)
i1mA,
i2,...,
i2n
B
if i
1
> m
A
Then, it is easy to check that AB =
m
i1=1
m
i2=1

m
i2n=1
G
i1,...,i2n

/.
Hence,

/ is an algebra on X.
2.6 Partial Ordering and Total Ordering
Denition 2.9 Let A be a set and _ be a relation on A. _ will be called
a partial ordering if it is reexive and transitive. It will be called a total
ordering is it is an antisymmetric partial ordering and satises x, y A
with x ,= y, we have either x _ y or y _ x (not both).
As an example, the set containment is a partial ordering on any
collection of sets; while is a total ordering on any subset of IR.
Denition 2.10 Let A be a set with a partial ordering _.
1. a A is said to be minimal if, x A, x _ a implies a _ x;
2. a A is said to be the least element if, x A, a _ x, and x _ a
implies that x = a.
3. a A is said to be maximal if, x A, a _ x implies x _ a;
2.6. PARTIAL ORDERING AND TOTAL ORDERING 23
4. a A is said to be the greatest element if, x A, x _ a, and a _ x
implies that x = a.
Denition 2.11 Let A be a set with a partial ordering _, and E A.
1. a A is said to be an upper bound of E if x _ a, x E. It is the
least upper bound of E if it is the least element in the set of all upper
bounds of E;
2. a A is said to be a lower bound of E if a _ x, x E. It is the
greatest lower bound of E if it is the greatest element in the set of all
lower bounds of E;
Proposition 2.12 Let A be a set with a partial ordering _. Then, the
following holds.
(i) If a A is the least element, then it is minimal.
(ii) There is at most one least element in A.
(iii) Dene a relation _ by x, y A, x _ y if y _ x. Then, _ is
a partial ordering on A. Furthermore, _ is antisymmetric if _ is
antisymmetric.
1. a A is the least element for (E, _) if, and only if, it is the
greatest element for (E, _).
2. a A is minimal for (E, _) if, and only if, it is maximal for
(E, _).
(iv) If a A is the greatest element, then it is maximal.
(v) There is at most one greatest element in A.
(vi) If _ is antisymmetric, then a A is minimal if, and only if, there
does not exist x A such that x _ a and x ,= a.
(vii) If _ is antisymmetric, then a A is maximal if, and only if, there
does not exist x A such that a _ x and x ,= a.
(viii) If _ is antisymmetric, then it is a total ordering if, and only if,
x
1
, x
2
A, we have x
1
_ x
2
or x
2
_ x
1
.
Proof (i) is straightforward from Denition 2.10.
For (ii), let a
1
and a
2
be least elements of A. By a
1
being the least
element, we have a
1
_ a
2
. By a
2
being the least element, we then have
a
1
= a
2
. Hence, the least element is unique if it exists.
For (iii), x, y, z A, Since x _ x implies x _ x, then _ is reexive. If
x _ y and y _ z, we have y _ x and z _ y, which implies z _ x, and hence
x _ z. This shows that _ is transitive. Hence, _ is a partial ordering on
A.
When _ is antisymmetric, x _ y and y _ x implies that x _ y and
y _ x, and therefore x = y. Hence, _ is also antisymmetric.
For 1, only if let a A be the least element in (E, _). a _ x implies
x _ a, x A. x A with a _ x, we have x _ a, by a being the least
element in (E, _), we have x = a. Hence, a is the greatest element in
(E, _). The if part is similar to the only if part.
For 2, only if let a A be a minimal element for (E, _). Then,
x A with a _ x implies x _ a and hence a _ x, which yields x _ a.
Hence, a is a maximal element for (E, _). The if part is similar to the
only if part.
(iv) is straightforward from Denition 2.10.
For (v), Let a
1
and a
2
be greatest elements of A. By a
1
being the
greatest element, we have a
2
_ a
1
. By a
2
being the greatest element, we
then have a
1
= a
2
. Hence, the greatest element is unique if it exists.
For (vi), if, x A with x _ a, then, we have a = x, which means
that a _ x; hence a is minimal. Only if, suppose that x A such that
x _ a and x ,= a. Note that a _ x since a is minimal. Then, a = x, since
_ is antisymmetric, which is a contradiction.
For (vii), if, x A with a _ x, then, we have a = x, which means
that x _ a; hence a is maximal. Only if, suppose that x A such that
a _ x and x ,= a. Note that x _ a since a is maximal. Then, a = x, since
_ is antisymmetric, which is a contradiction.
For (viii), if, x
1
, x
2
A with x
1
,= x
2
, we must have x
1
_ x
2
or
x
2
_ x
1
. They can not hold at the same time since, otherwise, x
1
= x
2
,
which is a contradiction. Only if, x
1
, x
2
A, when x
1
= x
2
, then
x
1
_ x
2
; when x
1
,= x
2
, then x
1
_ x
2
or x
2
_ x
1
; hence, in both cases, we
have x
1
_ x
2
or x
2
_ x
1
.
2.7 Basic Principles
Now, we introduce the last axiom in ZFC axiom system.
Axiom 9 (Axiom of Choice) Let ( A
be a collection of nonempty
sets, is a set, (this collection is a set by Axiom 5), then, there exists a
function f :
, such that, , we have f() A
.
With Axioms 18 holding, the Axiom of Choice is equivalent to the
following three results.
Theorem 2.13 (Hausdor Maximal Principle) Let _ be a partial or-
dering on a set E. Then, there exists a maximal (with respect to set con-
tainment ) subset F E, such that _ is a total ordering on F.
2.7. BASIC PRINCIPLES 25
Theorem 2.14 (Zorns Lemma) Let _ be an antisymmetric partial or-
dering on a nonempty set E. If every nonempty totally order subset F of
E has an upper bound in E, then, there is a maximal element in E.
Denition 2.15 A well ordering of a set is a total ordering such that every
nonempty subset has a least element.
Theorem 2.16 (Well-Ordering Principle) Every set can be well or-
dered.
To prove the equivalence we described above, we need the following
result.
Lemma 2.17 Let E be a nonempty set and _ is an antisymmetric partial
ordering on E. Assume that every nonempty subset S of E, on which _ is
a total ordering, has a least upper bound in E. Let f : E E be a mapping
such that x _ f(x), x E. Then, f has a xed point on E, i. e., w E,
f(w) = w.
Proof Fix a point a E, since E ,= . We dene a collection of
good sets:
B =
_
B E
(i) a B (ii) f(B) B (iii) F B, F ,=

F is totally ordered with _ implies that the least upper
bound of F belongs to B.
_
Consider the set
B
0
:= x E [ a _ x
Clearly, B
0
is nonempty since a B
0
and
f(B
0
) = f(x) E [ a _ x _ f(x) B
0
since f satises x _ f(x), x E.
For any F B
0
, such that F is totally ordered with _ and F ,= .
Let e
0
be the least upper bound of F in E. Then, x
0
F such that
a _ x
0
_ e
0
, and therefore e
0
B
0
.
This shows that B
0
B, and B is nonempty.
The following result holds for the collection B.
Claim 2.17.1 Let B
[ be any nonempty subcollection of B, then
B.
Proof of claim: (i) a B
, . This implies a
.
(ii) By Proposition 2.5, we have f(
f(B
, where the last follows from the fact f(B
) B
, .
(iii) Let F
, which is totally ordered by _ and F ,= .

For any , F B
implies that the least upper bound of F is an

element of B
. Therefore, the least upper bound of F is in the intersection
.
This establishes
B, and completes the proof of the claim.

2
The claim shows that the collection B is closed under arbitrary inter-
section, as long as the collection is nonempty. Dene A :=
BB
B. By
the above claim, we have A B, i. e., A is the smallest set in B.
Hence, A B
0
, i. e., the set A satises, in addition to (i) (iii),
(iv) x A, a _ x.
Dene the relation on E as x, y E, x y if, and only if, x _ y
and x ,= y.
Dene the set P by
P = x A [ y A, y x f(y) _ x
Clearly, a P, since there does not exists any y A such that y a,
by _ being antisymmetric. Therefore, P is nonempty.
We claim that
Claim 2.17.2 (v) x P, z A, then z _ x or f(x) _ z.
Proof of claim: Fix x P, and let
B := z A [ z _ x z A [ f(x) _ z
We will show that B B.
(i) a A, x P A, by (iv), a _ x, which further implies that a B.
(ii) z B A, then f(z) A since A B. There are three exhaustive
scenarios. If z x, since x P and z B A, then f(z) _ x. This
implies that f(z) B. If z = x, then f(x) _ f(x) = f(z). This implies
that f(z) B. If f(x) _ z, then f(x) _ z _ f(z). This again implies
that f(z) B. Hence, in all three scenarios, we have f(z) B. Then,
f(B) B by the arbitraryness of z B.
(iii) Let F ,= be any totally ordered subset of B and e
0
E be the least
upper bound of F. Since F B A and A B, then e
0
A. There
are two exhaustive scenarios. If there exists y F such that f(x) _ y,
then, f(x) _ y _ e
0
. This implies e
0
B. If, for any y F, y _ x, then
F z A [ z _ x. This implies that x is an upper bound of F and
e
0
_ x, since e
0
is the least upper bound of F. Therefore, e
0
B. In both
of the cases, we have e
0
B.
This establishes that B B. By A being the smallest set in B, we have
A = B. Therefore, the claim is proven. 2
Now, we show that P B.
(i) a P and therefore P ,= .
(ii) Fix an x P A. Then, f(x) A. y A such that y f(x).
We need to show that f(y) _ f(x), which then implies f(x) P. By (v),
there are two exhaustive scenarios. If y _ x, then y _ x. If f(x) _ y, then
f(x) _ y f(x) form a contradiction by _being antisymmetric. Therefore,
we must have y _ x, which results in the following two exhaustive scenarios.
If y x, then f(y) _ x since x P. This implies that f(y) _ x _ f(x). If
y = x, then f(y) = f(x) _ f(x). In both cases, we have f(y) _ f(x). By
the arbitraryness of y, we have f(x) P, which further implies f(P) P
by the arbitraryness of x P.
(iii) Let F ,= be a totally ordered subset in P. Let e
0
E be the least
upper bound of F. We have F A implies that e
0
A by A B. z A
with z e
0
, implies that z must not be an upper bound of F. Therefore,
x
0
F such that x
0
,_ z. By (v), we have z x
0
. Hence, by x
0
F P,
z A, and z x
0
, we have f(z) _ x
0
. Therefore, f(z) _ e
0
since e
0
is an
upper bound of F. This further implies that e
0
P by the arbitraryness
of z.
This proves that P B.
Since P A and A is the smallest set in B, then, P = A.
The set A satises properties (i) (v).
For any x
1
, x
2
A, by (v), there are two exhaustive scenarios. If
x
1
_ x
2
, then, x
1
and x
2
are related through _. If f(x
2
) _ x
1
, then, x
2
_
f(x
2
) _ x
1
, which implies that x
1
and x
2
are related through _. Therefore,
x
1
and x
2
are related through _ in both cases. Then, by Proposition 2.12
(viii), A is totally ordered by _ and nonempty. Let w E be the least
upper bound of A. Then, w A, since A B.
Therefore, f(w) A by f(A) A, which implies that f(w) _ w. This
coupled with w _ f(w) yields f(w) = w, since _ is antisymmetric.
This completes the proof of the lemma. 2
Theorem 2.18 Under the Axioms 18, the following are equivalent.
1. Axiom of Choice
2. Hausdor Maximum Principle
3. Zorns Lemma
4. Well-ordering principle
Proof 1. 2. Dene
c := A E [ _ denes a total ordering on A
Clearly, c, then c , = . Dene a partial ordering on c by , which is
set containment. This partial ordering is clearly reexive, transitive, and
antisymmetric.
A c, dene a collection
/
A
:=
_
B c [ A B if B c such that A B
A otherwise
Clearly, /
A
,= . By Axiom of Choice, T : c c such that T(A) = B
/
A
, A c.
We will show that T admits a xed point by Lemma 2.17. Let B c
be any nonempty subset on which is a total ordering. Let C :=
BB
B.
Clearly, C E. We will show _ is a total ordering on C. Since _ is a
partial ordering on E, then it is a partial ordering on C. x
1
, x
2
C,
B
1
, B
2
B such that x
1
B
1
and x
2
B
2
. Since is a total ordering
on B, then, we may without loss of generality assume B
1
B
2
. Then,
x
1
, x
2
B
2
. Since B
2
B c, then _ is a total ordering on B
2
, which
means that we have x
1
_ x
2
or x
2
_ x
1
. Furthermore, if x
1
_ x
2
and
x
2
_ x
1
, then x
1
= x
2
by _ being antisymmetric on B
2
. Therefore, by
Proposition 2.12, _ is a total ordering on C. Hence, C c. This shows
that B admits least upper bound C in c with respect to . By the denition
of T, it is clear that A T(A), A c. By Lemma 2.17, T has a xed
point on c, i. e., A
0
c such that T(A
0
) = A
0
.
By the denitions of T and /
A0
, there does not exist B c such that
A
0
B. Hence, by Proposition 2.12 (vii), A
0
is maximal in c with respect
to .
2. 3. Let E be a nonempty set with an antisymmetric partial ordering
_. By Hausdor Maximum Principle, there exists a maximal (with respect
to ) totally ordered (with respect to _) subset F E. We must have
F ,= , otherwise, let x
0
E (since E ,= ), F x
0
E and x
0
is totally ordered by _, which violates the fact that F is maximal (with

respect to ). Then, F has an upper bound e
0
E.
Claim 2.18.1 e
0
F.
Proof of claim: Suppose e
0
, F. Dene A := F e
0
E. Clearly,
F A and F ,= A. We will show that _ is a total ordering on A. Clearly,
_ is an antisymmetric partial ordering on A since it is an antisymmetric
partial ordering on E. x
1
, x
2
A, we will distinguish 4 exhaustive and
mutually exclusive cases: Case 1: x
1
, x
2
F; Case 2: x
1
F, x
2
= e
0
;
Case 3: x
1
= e
0
, x
2
F; Case 4: x
1
= x
2
= e
0
. In Case 1, we have x
1
_ x
2
or x
2
_ x
1
since _ is a total ordering on F. In Case 2, we have x
1
_ x
2
= e
0
since e
0
is an upper bound of F. In Case 3, we have x
2
_ x
1
= e
0
. In Case
4, we have x
1
= e
0
_ e
0
= x
2
. Hence, _ is a total ordering on A. Note
that F A and F ,= A. By Proposition 2.12 (vii), this contradicts with
the fact that F is maximal with respect to . Therefore, we must have
e
0
F. This completes the proof of the claim. 2
e
1
E such that e
0
_ e
1
. x F, we have x _ e
0
_ e
1
. Hence, e
1
is an upper bound of F. By Claim 2.18.1, we must have e
1
F. Then,
e
1
_ e
0
since e
0
is an upper bound of F. This shows that e
0
is maximal in
E with respect to _.
3. 4. Let E be a set. It is clear that E is well-ordered by the
empty relation. Dene
c := (A
) [ A
E, A
is well-ordered by

Then, c , = . Dene an ordering _ on c by (A
1
,
1
), (A
2
,
2
) c, we say
(A
1
,
1
) _ (A
2
,
2
) if the following three conditions hold: (i) A
1
A
2
; (ii)
2
=
1
on A
1
; (iii) x
1
A
1
, x
2
A
2
A
1
, we have x
1
2
x
2
.
Now, we will show that _ denes an antisymmetric partial ordering on
c. (A
1
,
1
), (A
2
,
2
), (A
3
,
3
) c. Clearly, (A
1
,
1
) _ (A
1
,
1
). Hence,
_ is reexive. If (A
1
,
1
) _ (A
2
,
2
) and (A
2
,
2
) _ (A
3
,
3
), we have
A
1
A
2
A
3
, and (i) holds; (ii)
3
=
2
on A
2
and
2
=
1
on A
1
implies that
3
=
1
on A
1
; (iii) x
1
A
1
, x
2
A
3
A
1
, we have 2
exhaustive senarios: if x
2
A
2
, then x
2
A
2
A
1
which implies x
1
2
x
2
and hence x
1
3
x
2
; if x
2
A
3
A
2
, then we have x
1
A
2
and x
1
3
x
2
,
thus, we have x
1

3
x
2
in both cases. Therefore, (A
1
,
1
) _ (A
3
,
3
) and
hence _ is transitive. If (A
1
,
1
) _ (A
2
,
2
) and (A
2
,
2
) _ (A
1
,
1
),
then A
1
A
2
A
1
A
1
= A
2
and
2
=
1
on A
1
. Hence, (A
1
,
1
) =
(A
2
,
2
), which shows that _ is antisymmetric. Therefore, _ denes an
antisymmetric partial ordering on c.
Let / c be any nonempty subset totally ordered by _. Take / =
(A
) [ where ,= is an index set. Dene A :=
.
Dene an ordering on A by: x
1
, x
2
A, (A
1
,
1
), (A
2
,
2
) /
such that x
1
A
1
and x
2
A
2
, without loss of generality, assume that
(A
1
,
1
) _ (A
2
,
2
) since / is totally ordered by _, then x
1
, x
2
A
2
, we
will say that x
1
x
2
if x
1

2
x
2
. We will now show that this ordering is
uniquely dened independent of (A
2
,
2
) /. Let (A
3
,
3
) / be such
that x
1
, x
2
A
3
. Since / is totally ordered by _, then there are two ex-
haustive cases: Case 1: (A
3
,
3
) _ (A
2
,
2
); Case 2: (A
2
,
2
) _ (A
3
,
3
).
In Case 1, we have A
3
A
2
and
3
=
2
on A
3
1
x
2
x
1
2
x
2
x
1
3
x
2
. In Case 2, we have A
2
A
3
and
3
=
2
on A
2
,
which implies that x
1
x
2
x
1
2
x
2
x
1
3
x
2
. Hence, the ordering
is well-dened on A.
Next, we will show that is a total ordering on A. x
1
, x
2
, x
3
A.
(A
i
,
i
) / such that x
i
A
i
, i = 1, 2, 3. Since / is totally ordered
by _, then, without loss of generality, assume that (A
1
,
1
) _ (A
2
,
2
) _
(A
3
,
3
). Then, x
1
, x
2
, x
3
A
3
. Clearly, x
1
x
1
since x
1

3
x
1
, which
implies that is reective. If x
1
x
2
and x
2
x
3
, then, x
1

3
x
2

3
x
3
,
which implies x
1

3
x
3
since
3
is transitive on A
3
, and hence, x
1
x
3
.
This shows that is transitive. If x
1
x
2
and x
2
x
1
, then x
1
3
x
2
and
x
2
3
x
1
1
= x
2
since
3
is antisymmetric on A
3
. This
shows that is antisymmetric. Since
3
is a well-ordering on A
3
, then we
must have x
1
3
x
2
x
1
x
2
or x
2
3
x
1
x
2
x
1
. Hence, denes a
total ordering on A.
Next, we will show that is a well-ordering on A. B A with
B ,= . Fix x
0
B. Then, (A
1
,
1
) / such that x
0
A
1
. Note that
,= B A
1
A
1
. Since A
1
is well-ordered by
1
, then e B A
1
,
which is the least element of B A
1
. y B A, (A
2
,
2
) / such
that y A
2
. We have 2 exhaustive and mutually exclusive cases: Case 1:
y A
1
; Case 2: y A
2
A
1
. In Case 1, e
1
y since e is the least element
of B A
1
, which implies that e y. In Case 2, since / is totally ordered
by _, we must have (A
1
,
1
) _ (A
2
,
2
), which implies that e
2
y, by (iii)
in the denition of _, and hence e y. In both cases, we have shown that
e y. Since is a total ordering on A, then e is the least element of B.
Therefore, is a well ordering on A, which implies (A, ) c.
(A
1
,
1
) /. (i) A
1
A. (ii) x
1
, x
2
A
1
, x
1

1
x
2
x
1
x
2
;
hence =
1
on A
1
. (iii) x
1
A
1
, x
2
A A
1
, (A
2
,
2
) / such
that x
2
A
2
A
1
; since / is totally ordered by _, then, we must have
(A
1
,
1
) _ (A
2
,
2
); hence x
1
2
x
2
and x
1
x
2
. Therefore, we have shown
(A
1
,
1
) _ (A, ). Hence, (A, ) c is an upper bound of /.
By Zorns Lemma, there is a maximal element (F,
F
) c. We claim
that F = E. We will prove this by an argument of contradiction. Suppose
F E, then x
0
EF. Let H := F x
0
. Dene an ordering
H
on H
by: x
1
, x
2
H, if x
1
, x
2
F, we say x
1
H
x
2
if x
1
F
x
2
; if x
1
F and
x
2
= x
0
, then we let x
1
H
x
2
; if x
1
= x
2
= x
0
, we let x
1
H
x
2
. Now, we
will show that
H
is a well ordering on H. x
1
, x
2
, x
3
H. If x
1
F, then,
x
1
F
x
1
and x
1
H
x
1
; if x
1
= x
0
, then x
1
H
x
1
. Hence,
H
is reexive.
If x
1

H
x
2
and x
2

H
x
3
. We have 4 exhaustive and mutually exclusive
cases: Case 1: x
1
, x
3
F; Case 2: x
1
F and x
3
= x
0
; Case 3: x
3
F and
x
1
= x
0
; Case 4: x
1
= x
3
= x
0
. In Case 1, we must have x
2
F and then
x
1
F
x
2
and x
2
F
x
3
1
F
x
3
, and hence x
1
H
x
3
.
In Case 2, we have x
1
H
x
3
. In Case 3, we must have x
2
= x
0
, which leads
to a contradiction x
0

H
x
3
, hence, this case is impossible. In Case 4, we
have x
1

H
x
3
. In all cases except that is impossible, we have x
1

H
x
3
.
Hence,
H
is transitive. If x
1
H
x
2
and x
2
H
x
1
. We have 4 exhaustive
and mutually exclusive cases: Case 1: x
1
, x
2
F; Case 2: x
1
F and
x
2
= x
0
; Case 3: x
2
F and x
1
= x
0
; Case 4: x
1
= x
2
= x
0
. In Case 1,
we have x
1

F
x
2
and x
2

F
x
1
1
= x
2
since
F
is
antisymmetric on F. In Case 2, we have x
0
H
x
1
, which is a contradiction,
and hence this case is impossible. In Case 3, we have x
0

H
x
2
, which
is a contradiction, and hence this case is impossible. In Case 4, we have
x
1
= x
2
. In all cases except those impossible, we have x
1
= x
2
. Hence,
H
is antisymmetric. When x
1
, x
2
F, then, we must have x
1

F
x
2
or
x
2
F
x
1
since
F
is a well ordering on F, and hence x
1
H
x
2
or x
2
H
x
1
.
When x
1
F and x
2
= x
0
, then x
1

H
x
2
. When x
2
F and x
1
= x
0
,
then x
2

H
x
1
. When x
1
= x
2
= x
0
, then x
1

H
x
2
. This shows that
H
is a total ordering on H. B H with B ,= . We will distinguish
two exhaustive and mutually exclusive cases: Case 1: B = x
0
; Case 2:
B ,= x
0
. In Case 1, x
0
is the least element of B. In Case 2, B x
0
F
and is nonempty, and hence admits a least element e
0
B x
0
F with
respect to
F
. x B, if x B x
0
, then e
0
F
x and hence e
0
H
x; if
x = x
0
, then e
0
H
x. Hence, e
0
is the least element of B since
H
is a total
ordering on H. Therefore,
H
is a well ordering on H and (H,
H
) c.
Clearly, F H,
F
=
H
on F, and x
1
F and x
2
HF, we have
x
2
= x
0
and x
1
H
x
2
. This implies that (F,
F
) _ (H,
H
). Since (F,
F
)
is maximal in c with respect to _, we must have (H,
H
) _ (F,
F
), and
hence, H F. This is a contradiction. Therefore, F = E and E is well
ordered by
F
.
4. 1. Let ( A
be a collection of nonempty sets, and is a set.

Let A :=
. By Well-Ordering Principle, A may be well ordered by

. , A
A is nonempty and admits the least element e
.
This denes a function f : A by f() = e
, .
This completes the proof of the theorem. 2
Example 2.19 Let be an index set and ( A
be a collection of
sets. We will try to dene the Cartesian (direct) product
. Let
A =
, which is a set by the Axiom of Union. Then, as we discussed

in Section 2.3, A
is a set, which consists of all functions of to A. Dene

the projection functions
: A
A, , by, f A
(f) = f().
Then, we may dene the set
:=
_
f A
(f) A
,
_
When all of A
s are nonempty, then, by Axiom of Choice, the product
is also nonempty.
Chapter 3
Topological Spaces
3.1 Fundamental Notions
Denition 3.1 A topological space (X, O) consists of a set X and a col-
lection O of subsets (namely, open subsets) of X such that
(i) , X O;
(ii) O
1
, O
2
O, we have O
1
O
2
O;
(iii) (O
O, where is an index set, we have
O.
The collection O is called a topology for the set X.
Denition 3.2 Let (X, O) be a topological space and F X. The com-
plement of F is

F := X F. F is said to be closed if

F O. The closure
of F is given by F :=
FB
e
BO
B, which is clearly a closed set. The interior
of F is given by F
:=
_
BF
BO
B, which is clearly an open set. A point of
closure of F is a point in F. An interior point of F is a point in F
. A
boundary point of F is a point x X such that O O with x O, we
have O F ,= and O

F ,= . The boundary of F, denoted by F, is
the set of all boundary points of F. An exterior point of F is a point in
, where

F
is called the exterior of F. An accumulation point of F is a

point x X such that O O with x O, we have O (F x) ,= .
Clearly, and X are both closed and open.
Proposition 3.3 Let (X, O) be a topological space and A, B, E are subsets
of X. Then,
33
34 CHAPTER 3. TOPOLOGICAL SPACES
(i) E E, E = E, E
E, (E
= E
, and

E
=

E;
(ii) x X, x is a point of closure of E if, and only if, O O with
x O, we have O E ,= ;
(iii) x X, x is an interior point of E if, and only if, O O with
x O such that O E;
(iv) A B = A B, (A B)
= A
;
(v) E is closed if, and only if, E = E;
(vi) E = E
E.
(vii) X equals to the disjoint union E
E

E
;
Proof (i) Clearly, E E. Then, E E. C E with

C O, we
have C E. Then, E =
CE
e
CO
C
CE
e
CO
C = E. Hence, we have E = E.
Clearly, E
E. Note that
E =
_

BE
e
BO
B
_
=
_
BE
e
BO
B =
_
O
e
E
OO
O =

E
Furthermore,
(E
=
_
=
_
E
_
E =
E =
_
E
_
= E
(ii) Only if x E, we have x
BE
e
BO
B. O O with x O, let
O
1
:= O

E O. Note that x O
1
and E

E = . Suppose O E = .
Then, E O
1
= , which further implies that E

O
1
. Then, E

O
1
and
x

O
1
. This contradicts with x O. Hence, O E ,= .
If x

E =

E
O. Then, O :=

E
O such that E O = .
Hence, the result holds.
(iii) Only if x E
E, then E
O.
If x X, O O such that x O E. Then, x O
BE
BO
B =
E
. Hence, the result holds.

(iv) Let B := O O [ O A B, B
A
:= O O [ O A, and
B
B
:= O O [ O B. O
1
B
A
and O
2
B
B
, then, O
1
O
2
B.
On the other hand, O B, we have O = OO and O B
A
and O B
B
.
Then,
(A B)
=
_
OAB
OO
O =
_
O
1
A,O
2
B
O
1
,O
2
O
(O
1
O
2
)
=
_
_
O
1
A
O
1
O
O
1
_
_
_
O
2
B
O
2
O
O
2
_
= A
3.1. FUNDAMENTAL NOTIONS 35

We also have
A B =
__
A B
_
=
__

A

B
_
=
__

A
_
_

B
_
A

B = A B
(v) If E is closed since E = E and E is closed.
Only if Since E is closed, then E E. Then, we have E = E. Hence,
the result holds.
(vi) This result follows directly from (ii), (iii), and Denition 3.2.
(vii) Note that X = E
E = E
E

E
. By (iii) and Denition 3.2,

E
and E are disjoint. It is obvious that

E is disjoint with E
E = E.
Hence, the result holds. 2
To simplify notation in the theory, we will abuse the notation to write
x A when x X and A A when A X for a topological space
A := (X, O). We will later simply discuss a topological space A without
further reference to components of A, where the topology is understood to
be O
. When it is clear from the context, we will neglect the subscript A.

Proposition 3.4 Let (X, O) be a topological space and A X. A admits
the subset topology O
A
:= O A [ O O.
Proof Clearly, O
A
is a collection of subsets of A. = A O
A
and
A = X A O
A
. O
A1
, O
A2
O
A
, O
1
, O
2
O such that O
A1
= O
1
A
and O
A2
= O
2
A. Then, O
1
O
2
O since O is a topology. Then,
O
A1
O
A2
= (O
1
O
2
) A O
A
. ( O
A
)
O
A
, where is an index
set, we have, , O
O such that O
A
= O
A. Then,

O since O is a topology. Therefore,
O
A
=
_
_
A O
A
.
Hence, O
A
is a topology on A. 2
Let (X, O) be a topological space and A X. The property of a set
E A being open or closed is relative with respect to (X, O), that is, this
property may change if we consider the subset topology (A, O
A
).
Proposition 3.5 Let A be a topological space, A A be endowed with the
subset topology O
A
, and E A. Then,
(1) E is closed in O
A
if, and only if, E = A F, where F A is closed
in O
;
(2) the closure of E relative to (A, O
A
) (the closure of E in O
A
) is equal
to E A, where E is the closure of E relative to A.
Proof Here, the set complementation and set closure operation are
relative to A.
(1) If A E = A (A F) = A

A F = A

F. Since F is closed
in O
, then

F O
. Then, A E O
A
. Hence, E is closed in O
A
.
Only if AE O
A
. Then, O O
such that AE = AO. Then,

E = A (A E) = A

A O = A

O. Hence, the result holds.
(2) By (1), E A is closed in O
A
. Then, the closure of E relative to
(A, O
A
) is contained in E A. On the other hand, by Proposition 3.3, if
x A is a point of closure of E relative to A, then it is a point of closure of
E in O
A
if x A. Then, E A is contained in in the closure of E relative
to (A, O
A
). Hence, the result holds.
Denition 3.6 For two topologies over the same set X, O
1
and O
2
, we
will say that O
1
is stronger (ner) than O
2
if O
1
O
2
, in which case, O
2
is said to be weaker (coarser) than O
1
.
Proposition 3.7 Let X be a set and /
X
2. Then, there exists the
weakest topology O on X such that / O. This topology is called the
topology generated by /.
Proof Let M :=
_
A
X
2 [ / A and A is a topology on X and
O =
M
A. Clearly,
X
2 M and hence O is well-dened. Then,
(i) , X A, A M. Hence, , X O.
(ii) A
1
, A
2
O, we have A
1
, A
2
A, A M. Then, A
1
A
2
A,
A M. Hence, A
1
A
2
O.
(iii) (A
O, where is an index set, we have, , A M,

A
A. Then,
A, A M. Hence, we have

O.
Therefore, O is a topology on X. Clearly, / O since / A, A M.
Therefore, O is the weakest topology containing /. 2
3.2 Continuity
Denition 3.8 Let (X, O
X
) and (Y, O
Y
) be topological spaces, D X
with the subset topology O
D
, and f : D Y (or f : (D, O
D
) (Y, O
Y
) to
be more specic). Then, f is said to be continuous if, O
Y
O
Y
, we have
f
inv
(O
Y
) O
D
. f is said to be continuous at x
0
D if, O
Y
O
Y
with
f(x
0
) O
Y
, U O
X
with x
0
U such that f(U) O
Y
. f is said to be
continuous on E D if it is continuous at x, x E.
Proposition 3.9 Let A and be topological spaces, D A with the subset
topology O
D
, and f : D . f is continuous if, and only if, x
0
D, f
is continuous at x
0
.
Proof If O
Y
O
, x f
inv
(O
Y
) D. Since f is con-
tinuous at x, then U
x
O
with x U
x
such that f(U
x
) O
Y
,
which implies, by Proposition 2.5, that U
x
D f
inv
(O
Y
). Then,
3.2. CONTINUITY 37
f
inv
(O
Y
) =
xf
inv
(OY )
(U
x
D) = (
xf
inv
(OY )
U
x
) D O
D
. Hence, f
is continuous.
Only if x
0
D, O
Y
O
with f(x
0
) O
Y
, let U = f
inv
(O
Y
)
O
D
. By Proposition 3.4,
U O
such that U =

U D. Then, x
0
U.
By Proposition 2.5, f(
U) = f(U) O
Y
. Hence, f is continuous at x
0
.
Proposition 3.10 Let A and be topological spaces and f : A . f is
continuous if, and only if, B with

B O
, we have

f
inv
(B) O
,
that is, the inverse image of any closed set in is closed in A.
Proof If O O
, we have, by Proposition 2.5, f

inv
(O) =
f
inv
(
O) O
. Hence, f is continuous.
Only if B with

B O
. Since f is continuous, then, by

Proposition 2.5,

f
inv
(B) = f
inv
(
B) O

Theorem 3.11 Let A and be topological spaces, f : A , and A =
X
1
X
2
, where X
1
and X
2
are both open or both closed. Let X
1
and X
2
be endowed with subset topologies O
X1
and O
X2
, respectively. Assume that
f[
X1
: X
1
and f[
X2
: X
2
are continuous. Then, f is continuous.
Proof Consider the case that X
1
and X
2
are both open. x
0
A.
Without loss of generality, assume x
0
X
1
. O O
with f(x
0
) O.
Since f[
X1
is continuous, then, by Proposition 3.9, U O
X1
with x
0
U
such that f[
X1
(U) O. Since X
1
O
, then U O
. Note that
f(U) = f[
X1
(U) O, since U X
1
. Hence, f is continuous at x
0
. By the
arbitraryness of x
0
and Proposition 3.9, f is continuous.
Consider the case that X
1
and X
2
are both closed. closed subset
B , we have f
inv
(B) X. Then, f
inv
(B) X
1
= ( f[
X1
)
inv
(B) is
closed in O
X1
, by Proposition 3.10 and the continuity of f[
X1
. Similarly,
f
inv
(B) X
2
= ( f[
X2
)
inv
(B) is closed in O
X2
. Since X
1
and X
2
are closed
sets in O
, then, f
inv
(B) X
1
and f
inv
(B) X
2
are closed in O
, by
Proposition 3.5. Then, f
inv
(B) = (f
inv
(B) X
1
) (f
inv
(B) X
2
) is closed
in O
. By Proposition 3.10, f is continuous.

Proposition 3.12 Let A, , and Z be topological spaces, f : A ,
g : Z, and x
0
A. Assume that f is continuous at x
0
and g is
continuous at y
0
:= f(x
0
). Then, g f : A Z is continuous at x
0
.
Proof O
Z
O
with g(f(x
0
)) O
Z
. Since g is continuous at
f(x
0
), then O
Y
O
with f(x
0
) O
Y
such that g(O
Y
) O
Z
. Since f is
continuous at x
0
, then O
X
O
with x
0
O
X
such that f(O
X
) O
Y
.
Then, g(f(O
X
)) O
Z
. Hence, g f is continuous at x
0
. This completes
the proof of the proposition. 2
Denition 3.13 Let A and be topological spaces and f : A . f
is said to be a homeomorphism between A and if it is bijective and
continuous and f
inv
: A is also continuous. The spaces A and are
said to be homeomorphic if there exists a homeomorphism between them.
Any properties invariant under homeomorphisms are called topological
properties.
Homeomorphisms preserve topological properties in topological spaces.
Isomorphisms preserve algebraic properties in algebraic systems. Isometries
preserve metric properties in metric spaces.
Denition 3.14 Let A be a topological space, D A with the subset
topology O
D
, and f : D IR. f is said to be upper semicontinuous if
a IR, f
inv
((, a)) O
D
. f is said to be upper semicontinuous at
x
0
A if (0, ) IR, U O
with x
0
U such that f(x) <
f(x
0
) +, x U D. f is said to be lower semicontinuous if f is upper
semicontinuous.
Proposition 3.15 Let A be a topological space, D A with the subset
topology O
D
, and f : D IR. f is upper semicontinuous if, and only if, f
is upper semicontinuous at x
0
, x
0
D.
Proof This is straightforward, and is therefore omitted. 2
Proposition 3.16 Let A and be topological spaces, f : A IR and
g : A IR be upper semicontinuous at x
0
A, h : A be continuous
at y
0
, and h(y
0
) = x
0
. Then, f + g is upper semicontinuous at x
0
and f h is upper semicontinuous at y
0
. Furthermore, if f is also lower
semicontinuous at x
0
, then f is continuous at x
0
.
Proof (0, ) IR, U
f
O
with x
0
U
f
such that f(x) <
f(x
0
) + , x U
f
, by the upper semicontinuity of f. By the upper
semicontinuity of g, U
g
O
with x
0
U
g
such that g(x) < g(x
0
) + ,
x U
g
. Then, x
0
U := U
f
U
g
O
and (f + g)(x) = f(x) + g(x) <

f(x
0
) + + g(x
0
) + = (f + g)(x
0
) + 2, x U. Hence, f + g is upper
semicontinuous at x
0
.
(0, ) IR, U
f
O
with x
0
U
f
such that f(x) < f(x
0
) + ,
x U
f
, by the upper semicontinuity of f. By the continuity of h, U
h

O
with y
0
U
h
such that h(y) U
f
, y U
h
. Then, (f h)(y) <
f(h(y
0
)) +, y U
h
. Hence, f h is upper semicontinuous at y
0
.
(0, ) IR, by the upper semicontinuity of f, U
1
O
with
x
0
U
1
such that f(x) < f(x
0
) +, x U
1
. By the lower semicontinuity
of f, U
2
O
with x
0
U
2
such that f(x) > f(x
0
) , x U
2
. Then,
x
0
U := U
1
U
2
O
and [ f(x) f(x

0
) [ < , x U. Hence, f is
continuous at x
0
.
3.3. BASIS AND COUNTABILITY 39
3.3 Basis and Countability
Denition 3.17 Let (X, O) be a topological space and B O. B is said
to be a basis of the topological space if, O O, x O, B B such that
x B O. B
x
O with x B, B B
x
, is said to be a basis at x X
if O O with x O, B B
x
such that x B O.
If B is a basis for the topology O, then the topology generated by B is
O and, O O, O =
xO
B
x
, where B
x
B is such that x B
x
O.
Proposition 3.18 Let X be a set and B
X
2. Then, B is a basis for
the topology generated by B, O, if, and only if, the following two conditions
hold:
(i) x X, B B such that x B; (that is,
BB
B = X;)
(ii) B
1
, B
2
B, x B
1
B
2
, B
3
B such that x B
3
B
1
B
2
.
Proof Only if Let B be a basis for O. Since X O, then x X,
B B such that x B X. So (i) is true. B
1
, B
2
B O, we have
B
1
B
2
O. x B
1
B
2
, B
3
B such that x B
3
B
1
B
2
. Hence,
(ii) is also true.
If Dene

O := O X [ x O, B B such that x B O.
Clearly, B

O and

O. X

O since (i). O
1
, O
2

O, x O
1
O
2
,
we have x O
1
and x O
2
. Then, by the denition of

O, B
1
, B
2
B
such that x B
1
O
1
and x B
2
O
2
. Then, x B
1
B
2
. By (ii),
B
3
B such that x B
3
B
1
B
2
O
1
O
2
. Then, O
1
O
2

O.
( O

O, where is an index set, let O =
. x O,
such that x O
. By the denition of

O, B B such that
x B O
O. Hence, O

O. Therefore,

O is a topology on X. By the
denition of

O, B is a basis for

O. Note that

O O since O is the weakest
topology containing B. Then, B is a basis for O.
Example 3.19 For the real line IR, let / := interval (a, b) [ a, b
IR, a < b. Then, the topology generated by /, O
IR
, is the usual topology
on IR as we know before. By Proposition 3.18, / is a basis for this topology.
Denition 3.20 A topological space (X, O) is said to satisfy the rst ax-
iom of countability if there exists a countable basis at each x X, i. e.,
x X, B
x
O, which is countable, such that, O O with x O, we
have B B
x
with x B O; and B B
x
, we have x B. In this case,
we will say that the topological space is rst countable. The topological space
is said to satisfy the second axiom of countability if there exists a countable
basis B for O, in which case, we will say that it is second countable.
Clearly, a second countable topological space is also rst countable.
Example 3.21 The real line is rst countable, where a countable basis
at any x IR consists of intervals of the form (x r, x +r) with r Q and
r > 0. The real line is also second countable, where a countable basis for
the topology consists of intervals of the form (r
1
, r
2
) with r
1
, r
2
Q and
r
1
< r
2
.
When basis are available on topological spaces A and , in Deni-
tions 3.8 and 3.14, we may restrict the open sets O
Y
and U to be basis open
sets without changing the meaning of the denition. In Proposition 3.3, we
may restrict O to be a basis open set and the results still hold.
Denition 3.22 A collection ( A
of sets, where is an index set, is

said to be a covering of a set X if X
. It is an open covering if
A
s are open sets in a specic topological space.

Denition 3.23 A topological space A is said to be Lindel of if any open
covering of A has a countable subcovering.
Proposition 3.24 A second countable topological space A is Lindel of.
Proof Let ( B
i
)
iN
be a countable basis for A, where N is a countable
index set. Let ( O
be an open covering of A, where is an index set.

, O
iN
B
i
, where N
N. Then, A =
iN
B
i
. We
may determine a subcollection ( B
i
)
i

N
where

N N such that these B
i
s
appears at least once in the previous union. Then, A =
i

N
B
i
. i

N,
the collection /
i
:= O
[ , B
i
O
is nonempty. Then, by
Axiom of Choice, there exists an assignment ( O
i
)
i

N
such that O
i
/
i
,
i

N. Then, we have ( O
i
)
i

N
is a countable subcover. This completes
3.4 Products of Topological Spaces
Proposition 3.25 Let be an index set, and (X
, O
) be a topological
space, . The product topology O on
is the topology
generated by
B :=
_
, , and O
= X
for all but a nite

number of s
_
The collection B forms a basis for the topology O. We will also write
_
, O
_
=
(X
, O
). When (X
, O
) = (X, O) =: A,
, we will denote
(X
, O
) by A
.
3.4. PRODUCTS OF TOPOLOGICAL SPACES 41
Proof We will prove this by Proposition 3.18. Since
B,
then (i) is true. B
1
, B
2
B, B
1
=
O
1
, O
1
O
, , and
O
1
= X
,
1
, where
1
is a nite set; B
2
=
O
2
,
O
2
O
, , and O
2
= X
,
2
, where
2
is a nite
set. Let B
3
= B
1
B
2
=
(O
1
O
2
). Clearly, O
1
O
2
O
,
, and O
1
O
2
= X
, (
1

2
), where
1

2
is a
nite set. Hence, B
3
B. Then, (ii) also holds. By Proposition 3.18, B is
a basis for O. This completes the proof of the proposition. 2
Denition 3.26 Let A
be a topological space, , where is an

index set, and =
be the product topological space. Dene a

collection of projection functions
: A
, , by
(y) = y
for
y = ( y
.
Proposition 3.27 Let (X
, O
) be a topological space, , where

is an index set, and (Y, O) =
(X
, O
) be the product topological

space. Then, O is the weakest topology on which the projection functions
, , are continuous.
Proof We will distinguish two exhaustive and mutually exclusive
cases: Case 1: = ; Case 2: ,= . Case 1: = . (Y, O) =
(, , ). Then, O is the only topology on Y . Hence, the result
is true.
Case 2: ,= . Dene
/ :=
_
O Y
O =
,
0
such that O
0
O
0
and
O
= X
,
0
_
Clearly, / ,= is the collection of inverse images of open sets under
,
. It is also clear that / B O, where B is the basis for O that
we introduced in Proposition 3.25. B B, we have B =
k
i=1
A
i
for some
k IN and A
1
, . . . , A
k
/. Hence, the topology generated by / contains
B. Then, the topology generated by / equals to O. Hence, O is the weakest
topology containing /. This completes the proof of the proposition. 2
Proposition 3.28 Let A
i
:= (X
i
, O
i
) be a second countable topological
space, i N IN, and N is a countable index set. Then, the product
topological space A := (X, O) :=
iN
A
i
is second countable.
Proof i N, let B
i
O
i
be a countable basis for A
i
, without loss of
generality, assume X
i
B
i
. Let B be the basis for the product topological
space A as dened in Proposition 3.25. Dene
B :=
_
iN
B
i
X
B
i
B
i
, i N, and B
i
= X
i
for all but a nite
number of is
_
B O
Since B
i
s are countable, then

B is countable. We will show that

B is
a basis for O. O O, x O, O
B
B such that x O
B
O,
where O
B
=
iN
O
Bi
, O
Bi
O
i
, i N, O
Bi
= X
i
, i N

N, and
N N is a nite set. i

N,
i
(x) O
Bi
. Then, B
i
B
i
such that
i
(x) B
i
O
Bi
. Let B
i
:= X
i
, i N

N. Let B :=
iN
B
i

B.
Clearly, x B O
B
O. Hence,

B is a basis for A. Then, A is second
countable. This completes the proof of the proposition. 2
:= (X
, O
) be a topological space, ,
where is an index set. Let A = (X, O) :=
be the product space.

Assume that A
, . Then,
.
Proof Note that
_
=
_
inv
(
)
where
: A A
is the projection function, . , by

Denition 3.2,

A
is continuous. Then,
inv
(
) O. Then,
is a closed set in O. Clearly,
. Then, we have
.
On the other hand, x
, basis open set O O with x O,

by Proposition 3.25, we have O =
, where O
, ,
and O
= X
for all but nitely many s. ,
(x) O
and
(x) A
. By Proposition 3.3, O
,= . Then, by Axiom of Choice,

we have O(
) =
(O
) ,= . Thus, by Proposition 3.3,

x
. Hence, we have
.
Therefore,
. This completes the proof of the

proposition. 2
An immediate consequence of the above proposition is that if A
is closed, , where A
s are topological spaces, then
is
closed in the product topology.
Proposition 3.30 Let (
be a collection of pairwise disjoint sets,

where is an index set. Let (X
, O
) be a topological space,
.
, (
, O
)
) is the product space with the product topol-
ogy. (
, O
)
) is the product space of product spaces with
the product topology. Let (
, O) be the product space with the

product topology. Then, (
, O
)
) and (
, O)
are homeomorphic.
Proof Dene a mapping E :
by,
x
, !
(E(x)) =
(
)
(x)).
3.4. PRODUCTS OF TOPOLOGICAL SPACES 43
y

. , dene x
be such that
(x
) =
(y),
. Dene x
by
)
(x) =
x
, . Then,

, !
, and
(E(x)) =
(
)
(x)) =
(y) and hence E(x) = y. Hence, E is surjective.

x, z

with E(x) = E(z).

, !
. Then,
)
(
)
(x)) =
(E(x)) =
(E(z)) =
)
(
)
(z)).
Hence, ,
,
)
(
)
(x)) =
)
(
)
(z)) which implies that
(x) =
)
(z). Hence, x = z. This shows that E is injective.

Hence, E is bijective and admits an inverse E
inv
.
Next, we show that E is continuous by showing that E is continuous
at x
0
, x
0

. x
0

. Let y
0
= E(x
0
).
B O which is a basis open set with y
0
B. Then, B =
,
B
, and B
= X
for all s except nitely many s,

say
N
.

, !
. Let
N
=
N
. Then,
N
is a nite set.
N
, let
N
:=
N

, which is a
nonempty nite set. Then,
N
equals to the disjoint union of
N
.
Dene B
)
:=
, . Then, , B
)
is a basis open
set in
_
, O
)
_
. Dene B
)
:=
B
)
.
N
,
B
)
=
. Clearly, B
)
is a basis open set in O
)
.
N
,

N
,
)
(
)
(x
0
)) =
(y
0
)
(B) = B
. Then, x
0
B
)
.
x B
)
,
N
,
N
, we have
(E(x)) =
)
(
)
(x))
(
)
(B
)
)) =
)
(B
)
) = B
. Hence, E(x) B, which implies that

E(B
)
) B. Hence, E is continuous at x
0
. Then, by the arbitrariness of
x
0
and Proposition 3.9, E is continuous.
Finally, we will show E
inv
is continuous by showing that, y
0

, E
inv
is continuous at y
0
. y
0

. Let
x
0
= E
inv
(y
0
)
. For any basis open set B

)
O
)
with x
0
B
)
. Then, B
)
=
B
)
,

B
)
O
)
, ,
and

B
)
=
for all except nitely many s, say

N
.
N
,
)
(x
0
)

B
)
. Then, there exists a basis open set
B
)
O
)
such that
)
(x
0
) B
)

B
)
. Then, B
)
=
,
B
, and B
= X
for all
except nitely many

s, say
N
.
N
,
(y
0
) =
)
(
)
(x
0
)) B
. Let
N
=
N
, which is a nite set and the union is pairwise disjoint.
Let B
= X
,
N
. Dene B :=
. Clearly,
B is a basis open set in O and y
0
B. y B. Let x = E
inv
(y), then,
y = E(x). ,
(y) =
(E(x)) =
)
(
)
(x)) B
.
Then,
N
,
)
(x)
= B
)

B
)
. Then, x B
)
.
Hence, E
inv
(B) B
)
. Hence, E
inv
is continuous at y
0
. By the arbitrari-
ness of y
0
and Proposition 3.9, we have E
inv
is continuous.
This shows that E is a homeomorphism of (
, O
)
) to
(
, O), and completes the proof of the proposition. 2

Proposition 3.31 Let be an index set, A
:= (X
, O
X
) and
:=
(Y
, O
Y
) be topological spaces, . Assume that A
and
are
homeomorphic, . Then, the product topological spaces A =
(
, O
X
) :=
and = (
, O
Y
) :=
are
homeomorphic.
Proof , since A
and
are homeomorphic, then, H
: A
such that H
is bijective and both H
and H
inv
are continuous. Dene
mapping H : A by, x

,
Y )
(H(x)) = H
(
X)
(x)),
.
y , dene x A by
X)
(x) = H
inv
(
Y )
(y)), . Then,
H(x) = y. Hence, H is surjective.
x
1
, x
2
A with x
1
,= x
2
. Then,
0
such that
X)
0
(x
1
) ,=
X)
0
(x
2
). Then,
Y )
0
(H(x
1
)) = H
0
(
X)
0
(x
1
)) ,= H
0
(
X)
0
(x
2
)) =
Y )
0
(H(x
2
)), since H
0
is injective. Hence, H(x
1
) ,= H(x
2
). Therefore,
H is injective. Therefore, H is invertible with inverse H
inv
.
Next, we show that H is continuous. For any basis open set O
Y

O
Y
. Then, O
Y
=
O
Y
with O
Y
O
Y
, , and O
Y
= Y
for all s except nitely many s, say

N
. Then, H
inv
(O
Y
) =
H
inv
(O
Y
) O
X
. Hence, H is continuous.
Finally, we show that H
inv
is continuous. For any basis open set O
X

O
X
. Then, O
X
=
O
X
with O
X
O
X
, , and O
X
=
X

N
. Then, H(O
X
) =
(O
X
) O
Y
. Hence, H
inv
is continuous.
Hence, H is a homeomorphism. This completes the proof of the propo-
sition. 2
Proposition 3.32 Let be an index set, A be a topological space,
:=
(Y
, O
) be a topological space, and f
: A
, . Let =
(Y, O) :=
be the product topological space and f : A be given

by, x A,
(f(x)) = f
(x), . Then, f is continuous at x

0
A
if, and only if, f
is continuous at x
0
, .
Proof Suciency O O with f(x
0
) O. By Proposition 3.25
and Denition 3.17, a basis open set B =
O such that
f(x
0
) B O, where B
, , and B
= Y
for all s except

nitely many s, say
N
.
N
, f
(x
0
) =
(f(x
0
))
(B) =
B
. By the continuity of f
at x
0
, U
with x
0
U
such that
f
(U
) B
. Let U :=
N
U
. Clearly x
0
U. x U,
3.5. THE SEPARATION AXIOMS 45

N
,
(f(x)) = f
(x) f
(U) f
(U
) B
. Hence, f(x) B
and f(U) B O. Then, f is continuous at x
0
.
Necessity , the projection function
is continuous, by Propo-
sition 3.27. Note that f
f. Then, f
is continuous at x
0
by
Proposition 3.12.
3.5 The Separation Axioms
Denition 3.33 Let (X, O) be a topological space. It is said to be
T
1
(Tychono): x, y X with x ,= y, O O such that x O and
y

O.
T
2
(Hausdor): x, y X with x ,= y, O
1
, O
2
O such that x O
1
,
y O
2
, and O
1
O
2
= .
T
3
(regular): it is Tychono and, x X, F X with F being closed
and x , F, O
1
, O
2
O such that x O
1
, F O
2
, and O
1
O
2
= .
T
4
(normal): it is Tychono and, F
1
, F
2
X with F
1
and F
2
being
closed and F
1
F
2
= , O
1
, O
2
O such that F
1
O
1
, F
2
O
2
,
and O
1
O
2
= .
Note that (X, O) is Tychono implies that, x X, the singleton set
x is closed since

x =
yX,y,=x
O
y
, where O
y
O and y O
y
and
x , O
y
. Then, it is clear that T
4
T
3
T
2
T
1
.
Proposition 3.34 A topological space (X, O) is Tychono if, and only if,
x X, the singleton set x is closed.
Proof Only if x X, y X with y ,= x, we have O
y
O such
that y O
y
and x

O
y
. Then,

x =
y
g
x]
O
y
O. Hence, x is
closed.
If x, y X with x ,= y, we have

y O. Then, x

y and
y ,

y. Hence, (X, O) is Tychono.
Proposition 3.35 Let (X, O) be a Tychono topological space. It is nor-
mal if, and only if, for all closed subset F X and any open subset O O
with F O, U O such that F U U O.
Proof Necessity Since (X, O) is normal, F,

O are closed, and F
O = , then O
1
, O
2
O such that F O
1
,

O O
2
, and O
1
O
2
= .
Then, we have F O
1

O
2
O. Since

O
2
is closed, then, O
1

O
2
.
Therefore, we have F O
1
O
1

O
2
O. So, U = O
1
.
Suciency For any closed subsets F
1
, F
2
X with F
1
F
2
= ,
we have F
1

F
2
. Then, U O such that F
1
U U

F
2
. Let
O
1
= U O and O
2
=

U O. Clearly, O
1
O
2
= , F
1
O
1
, and
F
2
O
2
. Hence, (X, O) is normal.
It is easy to show that the product topological space of Hausdor topo-
logical spaces is Hausdor.
3.6 Category Theory
Denition 3.36 In a topological space (X, O), a subset D X is said to
be dense if D = X. (X, O) is said to be separable if there exists a countable
dense subset D X. A subset M X is said to be nowhere dense if
=

M is dense in X. A subset F X is said to be of rst category
(or meager) if F is the countable union of nowhere dense subsets of X. A
subset S X is said to be of second category (or nonmeager) if S is not
meager. A subset H X is said to be a residual set (or comeager) if

H is
meager. (X, O) is said to be second category everywhere if every nonempty
open subset of X is of second category.
Proposition 3.37 Let A be a topological space and Y A be dense.
Then, O O, O Y = O.
Proof Clearly, O OY is closed. Then, we have O Y O. x
O, U O with x U, by Proposition 3.3, UO ,= . Then, (UO)Y ,=
since Y = A and U O O. Hence, we have U (OY ) ,= . This implies
that x O Y , by Proposition 3.3. Hence, we have O O Y . Therefore,
O = O Y . This completes the proof of the proposition. 2
Proposition 3.38 Let A be a topological space. Then, A is second cate-
gory everywhere if, and only if, countable intersection of open dense subsets
is dense.
Proof Only if Let (O
n
)
n=1
be a sequence of open dense subsets of
A. Let F
n
:=

O
n
, n IN. Clearly, F
n
is closed and nowhere dense, n
IN, since

F
n
=

F
n
= O
n
= A. Note that
n=1
O
n
= (
n=1
F
n
)
. Now,
Suppose that
n=1
O
n
is not dense. Then, O O
which is nonempty
such that (
n=1
O
n
) O = . Then,
_
(
n=1
F
n
)
_
O = . Hence,
O =
n=1
(F
n
O) and is of rst category. This contradicts with the fact
that O is of second category. Therefore,
n=1
O
n
must be dense.
The case of nite intersection can be converted to the above scenario
by padding A as additional open dense subsets.
If O O with O ,= . For any countable collection (E
of
nowhere dense subsets of A. ,

E
is open and dense. Then,
3.6. CATEGORY THEORY 47

is dense. Then, O
_
_
,= , which further implies that O ,
. Hence, O ,

. Hence, O is of second category by the

arbitraryness of (E
. Hence, A is second category everywhere by the

arbitrariness of O.
Proposition 3.39 Let (X, O) be a topological space. F, O X with
O,

F O. Then,
(i) O O and F F
are nowhere dense;

(ii) if (X, O) is second category everywhere, and F is of rst category,
then F is nowhere dense.
Proof (i) O O = O

O is closed. Note that
O O =

O

O =

O O =

O O = X
where we have applied Proposition 3.3 in the above. Hence OO is nowhere
dense.
F F
= F

F
is closed. Note that
F F
=

F

F
=

F F
=

F F
=

F
= X
where we have applied Proposition 3.3 in the above. Hence FF
is nowhere
dense.
(ii) Let F =
n=1
F
n
, where F
n
s are nowhere dense subsets of X. Then,
F
n
is open and dense in (X, O). By Proposition 3.38, we have
n=1
F
n
is
dense.
Since F is closed, then F = F. m IN. Note that F
m
n=1
F
n
.
Then, F
m
n=1
F
n
=
m
n=1
F
n
, by Proposition 3.3. Therefore,
F = F
_
n=1
F
n

_
n=1
F
n
= F
This implies F =
n=1
F
n
. Hence, we have

F =
n=1
F
n
, which is dense.
Hence, F is nowhere dense.
Proposition 3.40 Let (X, O) be a topological space. Then,
(i) A closed set F X is nowhere dense if, and only if, it contains no
nonempty open subset;
(ii) A subset E X is nowhere dense if, and only if, O O with O ,= ,
U O with U ,= such that U O E.
Proof (i) Only if Suppose U O with U ,= and U F.
Then,

F U = . This contradicts with the fact that

F =

F = X, by
Proposition 3.3. Hence, the result holds.
If x X, U O with x U. Then, U , F implies U

F ,= .
This implies that x is a point of closure of

F, by Proposition 3.3. Hence,
we have

F =

F = X. Hence, F is nowhere dense.
(ii) Only if O O with O ,= . Note that
O E = O

E O

E
Since E is nowhere dense, then

E is open and dense, and hence O

E is
open and nonempty by the nonemptyness of O and Proposition 3.3. Then,
U = O

E.
If x X, O O with x O. Then, U O with U ,= such that
U O E. Note that U = U
_
O

E
_
= O
= O

E, where
we have made use of Proposition 3.3. Hence, O

E is nonempty. By the
arbitrariness of O and Proposition 3.3, x is a point of closure for

E. By the
arbitrariness of x, E is nowhere dense.
Theorem 3.41 (Uniform Boundedness Principle) Let (X, O) be a
topological space that is second category everywhere. Let T be a family
of continuous real-valued functions of X. x X, M
x
[0, ) IR
such that [ f(x) [ M
x
, f T. Then, U O with U ,= and
M [0, ) IR such that [ f(x) [ M, x U and f T.
Proof Let E
m,f
:= f
inv
([m, m]) X, f T and m Z
+
. Since
f in continuous and [m, m] is a closed interval, then, by Proposition 3.10,
E
m,f
s are closed. m Z
+
, let E
m
:=
fJ
E
m,f
, which is closed. x
X, m Z
+
with m M
x
such that [ f(x) [ m, f T. Then,
x E
m,f
, f T, and hence x E
m
. Therefore, X =
m=0
E
m
. Since X
is second category everywhere, then E
m
s are not all nowhere dense. Then,
n Z
+
such that E
n
is not nowhere dense, that is

E
n
=

E
n
,= X. Then,
by Proposition 3.40, E
n
contains a nonempty open subset U O. Then,
U E
n
and U ,= . x U, f T, we have [ f(x) [ n. This completes
the proof of the theorem. 2
3.7 Connectedness
Denition 3.42 A topological space A is said to be connected if there do
not exist nonempty open sets O
1
, O
2
such that A = O
1
O
2
and O
1
O
2
= .
Such a pair of O
1
and O
2
is called a separation of A if it exists.
3.7. CONNECTEDNESS 49
Proposition 3.43 Let A and be topological spaces and f : A be a
surjective continuous function. If A is connected then is connected.
Proof Suppose is not connected. Then, O
1
, O
2
O
with O
1
,=
and O
2
,= such that O
1
O
2
= and O
1
O
2
= . Since f is
surjective, then f
inv
(O
1
) ,= and f
inv
(O
2
) ,= . Since f is continuous,
then f
inv
(O
1
), f
inv
(O
2
) O
. By Proposition 2.5, f
inv
(O
1
) f
inv
(O
2
) =
f
inv
(O
1
O
2
) = A and f
inv
(O
1
) f
inv
(O
2
) = f
inv
(O
1
O
2
) = . This
contradicts with the assumption that A is connected. Therefore, is con-
nected. This completes the proof of the proposition. 2
Theorem 3.44 (Mean Value Theorem) Let A be a topological space
and f : A IR be a continuous function. Assume that A is connected
and x, y A such that f(x) < c < f(y) for some c IR. Then, z A
such that f(z) = c.
Proof Suppose the result is false. Then, f
inv
(c) = . Let O
1
:=
f
inv
((c, )) and O
2
:= f
inv
((, c)). Then, x O
2
O
and y O
1

O
, by assumptions of the theorem. By Proposition 2.5, O

1
O
2
= and
O
1
O
2
= A. This contradicts with the assumption that A is connected.
Hence, the result is true. This completes the proof of the theorem. 2
Proposition 3.45 Let A be a topological space, U V U A, and U
be connected in the subset topology O
U
. Then, V is connected in the subset
topology O
V
.
Proof Suppose V is not connected in its subset topology. Then,
O
V 1
, O
V 2
O
V
with O
V 1
,= and O
V 2
,= , such that O
V 1
O
V 2
= V and
O
V 1
O
V 2
= . By Proposition 3.4, O
1
, O
2
O such that O
V 1
= O
1
V
and O
V 2
= O
2
V . Let x
1
O
V 1
and x
2
O
V 2
. Then, x
i
U O
i
,
i = 1, 2. By Proposition 3.3, x
i
U O
i
=: O
Ui
,= , i = 1, 2. By
Proposition 3.4, O
U1
, O
U2
O
U
. Note that O
U1
O
U2
= U O
1
O
2
=
U V O
1
O
2
= U (O
1
V ) (O
2
V ) = U O
V 1
O
V 2
= and
O
U1
O
U2
= U(O
1
O
2
) = UV (O
1
O
2
) = U((V O
1
)(V O
2
)) =
U (O
V 1
O
V 2
) = U V = U. Hence, the pair (O
U1
, O
U2
) is a separation
of U. This implies that U is not connected in its subset topology. This
contradicts with the assumption. Hence, V is connected. 2
Denition 3.46 Let A be a topological space, x
0
A. Let
/:= M A [ x
0
M, M is connected in the subset topology.
The component containing x
0
is dened by A :=
M,
M.
Clearly, A is the union of its components.
Proposition 3.47 Let A be a topological space and x
0
A. Then, the
component A of A containing x
0
is connected and closed.
Proof Let / be as dened in Denition 3.46. Suppose A is not
connected. Let O
A
be the subset topology on A. Then, O
1
, O
2
O
A
with
O
1
,= and O
2
,= such that O
1
O
2
= A and O
1
O
2
= . Without loss
of generality, assume that x
0
O
1
. By the denition of A, A
0
/ such
that A
0
O
2
,= . Note that A
0
= (O
1
A
0
)(O
2
A
0
) and O
1
A
0
x
0
and
O
2
A
0
are nonempty and open in the subset topology on A
0
. Furthermore,
(O
1
A
0
) (O
2
A
0
) = . This shows that A
0
is not connected, which
contradicts with the fact that A
0
/. Hence, A is connected.
By Proposition 3.45, A is connected. Then, we have A /and A = A.
By Proposition 3.3, A is closed in O.
Proposition 3.48 Let A := (X, O) be a topological space and A
X be
connected (in subset topology), , where is an index set. Assume
that A
1
A
2
,= ,
1
,
2
. Then, A :=
is connected (in
subset topology).
Proof Suppose A is not connected. Then, O
1
, O
2
O such that
O
1
A ,= ,= O
2
A, (O
1
A) (O
2
A) = , and (O
1
A) (O
2
A) =
(O
1
O
2
) A = A. Let x
i
O
i
A, i = 1, 2. Then,
i
such
that x
i
A
i
, i = 1, 2. By the assumption, let x
0
A
1
A
2
,= .
Without loss of generality, assume x
0
O
1
. Then, x
0
O
1
A
2
,= ,
x
2
O
2
A
2
,= , (O
1
A
2
) (O
2
A
2
) (O
1
A) (O
2
A) = , and
(O
1
A
2
) (O
2
A
2
) = (O
1
O
2
) A
2
= A
2
. Hence, O
1
A
2
and
O
2
A
2
form a separation of A
2
. This implies that A
2
is not connected.
This is a contradiction. Therefore, A is connected. This completes the
proof of the proposition. 2
Denition 3.49 Let A be a topological space. It is said to be locally con-
nected if there exists a basis B such that B is connected (in the subset
topology), B B.
Proposition 3.50 Any component of a locally connected topological space
is open.
Proof Let A be a locally connected topological space and B be a basis
made up of connected sets. x
0
A, let A be the component containing
x
0
. By Proposition 3.47, A is closed and connected. x A, B B such
that x B. Since B is connected, then, by Denition 3.46, B A. Hence,
A is open. This completes the proof of the proposition. 2
, O
) be a connected topological space,

, where is an index set. Let (X, O) be the product topological space
(X
, O
). Then, (X, O) is connected.

Proof Suppose that X is not connected. Then, O
1
, O
2
O with
O
1
,= and O
2
,= such that O
1
O
2
= X and O
1
O
2
= . Let B be
3.7. CONNECTEDNESS 51
the basis dened in Proposition 3.25. Then, there exists nonempty disjoint
index sets
1
and
2
such that O
1
=
1
B
and O
2
=
2
C
, where
B
B,
1
, and C
B,
2
.
1
, B
, where
B
, , and B
= X
for all except nitely many s, say

. Note that
,= , since B
O
1
X.
2
, C
,
where C
, , and C
= X
for all except nitely many s,

say
. Note that
,= , since C
O
2
X. Note that
= O
1
O
2
=
_
1
_
2
(B
)
Therefore, B
= ,
1
,
2
, which implies that
= .
Fix x
1
O
1
and x
2
O
2
. Then, x
1
,= x
2
.
1

1
such that x
1
B
1
.
Let
1
:=
1
.
2

2
such that x
2
C
2
. Let
2
:=
2
. Note that
x X with
(x) =
(x
1
),
1
, we have x B
1
O
1
. Similarly,
x X with
(x) =
(x
2
),
2
, we have x C
2
O
2
. Therefore,
starting with x
1
O
1
and switch, one by one, its coordinate
(x
1
) to
(x
2
), for all
2
, we will end up with a point x
3
O
2
. Therefore,
there must exist a step in this process such that switching one coordinate
0
(x
1
) to
0
(x
2
), for some
0

2
, leads to the change of set membership
from x
1
O
1
before the switch to x
2
O
2
after the switch. In summary,
there exist x
1
O
1
, x
2
O
2
, and
0
such that
( x
1
) =
( x
2
),

0
. Since O
1
O
2
= , we must have
0
( x
1
) ,=
0
( x
2
).
Dene
1 0
:=
1
[ B
( x
1
) B
,
0
and
2 0
:=
2
[ C
( x
2
) C
,
0
Let M :=
X where M
( x
1
),
0
, and
M
0
= X
0
. Note that M X = O
1
O
2
=
_
1
B
2
C
_
implies that
M
_
_
1 0
B
_
_
2 0
C
_
=
_
1 0
_
2 0
(B
)
Therefore, we have X
0
=
0
(M)
1 0
2 0
(
0
(B
)
0
(C
)) =
1 0
2 0
(B
0
C
0
) X
0
, by Proposition 2.5. Then,
X
0
=
_
1 0
_
2 0
(B
0
C
0
) =
_
_
1 0
B
0
_
_
_
2 0
C
0
_
=: D
1
D
2
By derivations in the rst paragraph of this proof, we have
1 0
,

2 0
, B
(B
) = . Note that,
0
,
( x
1
) =
( x
2
) B
,= . Then, we must have B

0
C
0
= .
Therefore, we have
D
1
D
2
=
_
1 0
_
2 0
(B
0
C
0
) =
Clearly, D
1
, D
2
O
0
,
0
( x
1
) D
1
,= , and
0
( x
2
) D
2
,= since
x
1
O
1
and x
2
O
2
. This shows that D
1
and D
2
form a separation of
X
0
. This contradicts with the assumption that (X
, O
) is connected,
. Therefore, (X, O) is connected.
Denition 3.52 Let A be a topological space and I := [0, 1] IR be en-
dowed with the subset topology of IR. A curve in A is a continuous mapping
: I A. (0) is called the beginning point and (1) is called the end
point. A closed curve is such that (0) = (1). Two closed curves
1
and
2
are said to be homotopic to each other if there exists a continuous function
: II A such that (t, 0) =
1
(t), (t, 1) =
2
(t), and (0, t) = (1, t),
t I.
Denition 3.53 Let A be a topological space. It is said to be arcwise
connected if x
1
, x
2
A, there exists a curve in A such that (0) = x
1
and (1) = x
2
. A is said to be simply connected if it is arcwise connected
and any closed curve is homotopic to a single point (that is a degenerate
curve with (t) = x A, t [0, 1] IR.)
Proposition 3.54 Let (X, O) be a topological space. Then, it is connected
if it is arcwise connected.
Proof Suppose (X, O) is not connected. Then, O
1
, O
2
O with
O
1
,= and O
2
,= such that O
1
O
2
= X and O
1
O
2
= . Fix
x
1
O
1
and x
2
O
2
. Then, x
1
,= x
2
. Since (X, O) is arcwise connected,
then there exists a curve such that (0) = x
1
and (1) = x
2
. Dene
t := sup s [0, 1] IR [ ([0, s]) O
1
. Then, t [0, 1] IR.
Claim 3.54.1 (t) O
1
.
Proof of claim: Suppose (t) , O
1
, then (t) O
2
. Then, t > 0,
since (0) = x
1
O
1
. Since is continuous, then t
1
[0, t) IR such
that ((t
1
, t]) O
2
. s (t
1
, 1] IR, ([0, s]) O
2
,= . Then, s , s
[0, 1] IR [ ([0, s]) O
1
. Hence, s t, which implies that t
1
t.
This contradicts t
1
< t. Hence, (t) O
1
. This completes the proof of the
claim. 2
Since (1) = x
2
O
2
, then t < 1. By the continuity of , t
2

(t, 1] IR such that ([t, t
2
)) O
1
. s [0, t), s
1
(s, t] such that
3.8. CONTINUOUS REAL-VALUED FUNCTIONS 53
s
1
s [0, 1] IR [ ([0, s]) O
1
. Then, ([0, s
1
]) O
1
and hence
(s) O
1
. Therefore, ([0, t)) O
1
. This coupled with ([t, t
2
)) O
1
, we
have ([0, t
2
)) O
1
. Then, t t
2
. This contradicts with t < t
2
.
Therefore, (X, O) is connected. This completes the proof of the propo-
sition. 2
3.8 Continuous Real-Valued Functions
Theorem 3.55 (Urysohns Lemma) Let (X, O) be a normal topological
space, A, B X be closed subsets, and A B = . Then, there exists a
continuous real-valued function f : X [0, 1] IR such that f(x) = 0,
x A, and f(x) = 1, x B.
Proof Since the set Q := Q [0, 1] is countable, then, by recursively
applying Proposition 3.35, we may nd (O
r
)
rQ
O such that the follow-
ing two properties are satised:
1. r Q, A O
r
O
r

B;
2. r, s Q with r < s, O
r
O
s
.
Dene the real-valued function f : X IR by
f(x) = inf(r Q [ x O
r
1)
Clearly, f : X [0, 1], f(x) = 0, x O
0
, and f(x) = 1, x

O
1
. By
1, we have A O
0
and O
1

B. Hence, all we need to show is that f is
continuous. x
0
X, we will show that f is continuous at x
0
. Let a
0
=
f(x
0
) [0, 1]. U IR with U being open and a
0
U, a
1
, a
2
, a
3
, a
4
Q
such that a
1
< a
2
< a
0
< a
3
< a
4
and (a
1
, a
4
) U. Let a
2
= maxa
2
, 0
and a
3
= mina
3
, 1. Then, we must have a
1
< a
2
a
0
a
3
< a
4
and
a
2
, a
3
Q. We will distinguish three exhaustive and mutually exclusive
cases: Case 1: a
0
(0, 1); Case 2: a
0
= 0; Case 3: a
0
= 1.
Case 1: a
0
(0, 1). Then, we must have a
1
< a
2
< a
0
< a
3
< a
4
. Let
V =

O
a2
O
a3
O. x V , we have x O
a3
and f(x) a
3
. Also,
x

O
a2
implies that f(x) a
2
. Hence, f(V ) [ a
2
, a
3
] (a
1
, a
4
) U.
f(x
0
) = a
0
< a
3
implies that x
0
O
a3
. f(x
0
) = a
0
> a
2
implies that
a
2
( a
2
, a
0
) Q such that x
0

O
a2

O
a2
. Therefore x
0
V . This
shows that V O with x
0
V such that f(V ) U.
Case 2: a
0
= 0. Then, we must have a
1
< 0 = a
0
< a
3
< a
4
. Take
V = O
a3
O. We must have x
0
V . x V , 0 f(x) a
3
. Hence,
f(V ) [0, a
3
] (a
1
, a
4
) U. Hence, V O with x
0
V such that
f(V ) U.
Case 3: a
0
1
< a
2
< a
0
= 1 < a
4
. Take
V =

O
a2
O. Since f(x
0
) = a
0
= 1, then x
0

O1+ a
2
2

O
a2
= V . x V ,
f(x) a
2
. Hence, f(V ) [ a
2
, 1] (a
1
, a
4
) U. Hence, V O with
x
0
V such that f(V ) U.
Therefore, in all cases, V O with x
0
V such that f(V ) U. Hence,
f is continuous at x
0
. By the arbitraryness of x
0
and Proposition 3.9, f is
continuous. This completes the proof of the theorem. 2
Proposition 3.56 Let A and be topological spaces and be Hausdor.
f
1
: A and f
2
: A are continuous. Let D A be dense. Assume
that f
1
[
D
= f
2
[
D
. Then, f
1
= f
2
.
Proof Suppose f
1
,= f
2
. Then, x A such that f
1
(x) ,= f
2
(x). Since
is Hausdor, then O
1
, O
2
O
such that f
1
(x) O
1
, f
2
(x) O
2
, and
O
1
O
2
= . Since f
1
and f
2
are continuous, we have U
1
:= f
1inv
(O
1
) O
and U
2
:= f
2inv
(O
2
) O
. Note that x U
1
U
2
O
and x D, then,
by Proposition 3.3, x D U
1
U
2
. Then, f
1
( x) O
1
and f
2
( x) O
2
,
which implies that f
1
[
D
( x) ,= f
2
[
D
( x). This is a contradiction. Hence, we
must have f
1
= f
2
.
Theorem 3.57 (Tietzes Extension Theorem) Let (X, O) be a nor-
mal topological space, A X be closed, and h : A IR. Let A be endowed
with the subset topology O
A
. Assume that h is continuous. Then, there
exists a continuous function k : X IR such that k[
A
= h.
Proof Let f :=
h
1 +[ h[
. Then, [ f(x) [ < 1, x A, and by Proposi-
tion 3.12, f is continuous.
Claim 3.57.1 Let l : A IR be a continuous function such that [ l(x) [
c
1
IR, x A, where c
1
> 0. Then, there exists a continuous function
g : X IR such that [ g(x) [ c
1
/3, x X, and [ l(x) g(x) [ 2c
1
/3,
x A.
Proof of claim: Let B := x A [ l(x) c
1
/3 and C := x A [
l(x) c
1
/3. Then, B anc C are closed sets in O
A
, by the continuity
of l and Proposition 3.10. Since A is closed, then B and C are closed
in O, by Proposition 3.5. Clearly, B C = . By Urysohns Lemma,
there exists a continuous function g : X IR such that [ g(x) [ c
1
/3,
x X, g(x) = c
1
/3, x B, and g(x) = c
1
/3, x C. Hence,
[ l(x) g(x) [ 2c
1
/3, x A. This completes the proof of the claim. 2
By repeated application of Claim 3.57.1, we may dene f
i
: X IR,
i IN, such that f
i
is continuous, [ f
i
(x) [
2
i1
3
i
, x X, and
f(x)
i
k=1
f
k
(x)

2
i
3
i
, x A.
Dene g : X IR by g(x) = lim
iIN
i
k=1
f
k
(x), x X. Clearly, g
is well-dened, g[
A
= f, and [ g(x) [

i=1
2
i1
3
i
= 1, x X. x
0
X.
3.8. CONTINUOUS REAL-VALUED FUNCTIONS 55
(0, ) IR. N IN such that
i=N+1
f
i
(x)
< /3, x X. By
the continuity of f
1
, . . . , f
N
and Proposition 3.9, U O with x
0
U such
that
N
i=1
f
i
(x)
N
i=1
f
i
(x
0
)
< /3, x U. Then, we have, x U,

[ g(x) g(x
0
) [
g(x)
N
i=1
f
i
(x)
i=1
f
i
(x)
N
i=1
f
i
(x
0
)
i=1
f
i
(x
0
) g(x
0
)
<
Therefore, g is continuous at x
0
. Then, g is continuous, by the arbitrariness
of x
0
and Proposition 3.9.
Let D := x X [ [ g(x) [ = 1. Clearly, D is a closed set, by
Proposition 3.10. Note that A D = , since g[
A
= f and [ f(x) [ < 1,
x A. Then, by Urysohns Lemma, there exists a continuous function
g : X [0, 1] such that g[
A
= 1 and g[
D
= 0. Dene k : X IR by
k(x) =
g(x)g(x)
1 g(x) [ g(x) [
, x X. By Propositions 3.12 and 3.32 and the
fact that 1 g(x) [ g(x) [ , = 0, x X, we have k is continuous. x A,
k(x) =
g(x)
1 [ g(x) [
= h(x). Hence, k[
A
= h.
Denition 3.58 Let X be a set and T be a collection of real-valued func-
tions of X. Then, there is the weakest topology on X such that all functions
in T are continuous. This topology is called the weak topology generated
by T.
Let X be a set, I := [0, 1] IR, and T be a collection of functions of
X to I such that x, y X with x ,= y, f T, we have f(x) ,= f(y).
Each f T is a point in I
X
and T can be identied with a subset of I
X
.
The topology that T inherits as a subspace of I
X
is called the topology of
pointwise convergence. Now, X can be identied with a subset of I
J
by,
x X,
f
(x) = f(x), f T. Then, the topology of X as a subset of I
J
is the weak topology generated by T.
Proposition 3.59 Let A be a topological space, I := [0, 1] IR, and T
be a collection of continuous functions of A to I such that x, y A with
x ,= y, f T, we have f(x) ,= f(y). Let E : A I
J
be the equivalence
map given by, x A,
f
(E(x)) = f(x), f T. Then, E is continuous.
Furthermore, if closed set F A and x A with x , F, f T with
f(x) = 1 and f[
F
= 0, then E : A E(A) is a homeomorphism.
Proof x
0
A. Fix a basis open set O in I
J
with E(x
0
) O. By
Proposition 3.25, O =
fJ
O
f
, where O
f
O
I
with O
I
being the subset
topology on I, f T, and O
f
= I for all fs except nitely many fs, say
f T
N
. Let U =
fJN
f
inv
(O
f
) O
. By E(x
0
) O, we have x
0
U.
x U, we have
f
(E(x)) O
f
= I, f T T
N
, and
f
(E(x)) =
f(x) O
f
, f T
N
. Hence, E(x) O. Then, E(U) O. Therefore, E
is continuous at x
0
. By the arbitrariness of x
0
and Proposition 3.9, E is
continuous.
Under the additional assumption on T, we need to show that E is a
homeomorphism between A and E(A). x, y A with x ,= y, f T
such that
f
(E(x)) = f(x) ,= f(y) =
f
(E(y)). Then, E(x) ,= E(y).
Hence, E : A E(A) is injective. Clearly, E : A E(A) is surjective.
Then, E : A E(A) is bijective and admits inverse E
inv
: E(A) A.
x
0
A, we will show that E
inv
is continuous at E(x
0
). O O
with
x
0
O.

O is closed and x
0
,

O. Then, f
0
T such that f
0
(x
0
) = 1
and f
0
[
e
O
= 0. Dene U =
fJ
U
f
I
J
by U
f
= I, f T f
0
and
U
f0
= (1/2, 1] O
I
. Clearly, U is open in I
J
. Clearly, E(x
0
) U. x X
with E(x) U, we have
f0
(E(x)) = f
0
(x) > 1/2. Then, x ,

O and
x O. This shows that E
inv
(E(A) U) O. Hence, E
inv
is continuous at
E(x
0
). By the arbitrariness of x
0
and Proposition 3.9, E
inv
: E(A) A is
continuous. This implies that E : A E(A) is a homeomorphism.
Denition 3.60 A topological space A is said to be completely regular
(or T
3
1
2
) if it is Tychono and x
0
A and closed set F A with
x
0
, F, there exists a continuous real-valued function f : A [0, 1] such
that f(x
0
) = 1 and f[
F
= 0.
Proposition 3.61 A normal topological space is completely regular. A
completely regular topological space is regular.
Proof Let A be a normal topological space. Then, A is Tychono.
x
0
A and closed set F A with x
0
, F, we have x
0
is closed,
by Proposition 3.34. By Urysohns Lemma, there exists a continuous real-
valued function f : A [0, 1] such that f(x
0
) = 1 and f[
F
= 0. Hence, A
is completely regular.
Let A be a completely regular topological space. Then, A is Tychono.
x
0
0
, F, there exists a continuous
real-valued function f : A [0, 1] such that f(x
0
) = 1 and f[
F
= 0.
Let O
1
:= x A [ f(x) > 1/2 and O
2
:= x A [ f(x) < 1/2.
Then, O
1
, O
2
O by the continuity of f. Clearly, x
0
O
1
, F O
2
, and
O
1
O
2
= . Hence, A is regular.
Corollary 3.62 Let A be a completely regular topological space, I =
[0, 1] IR, and T := f : A I [ f is continuous. Then, the equiva-
lence map: E : A I
J
dened by
f
(E(x)) = f(x), x A, f T, is
a homeomorphism between A and E(A) I
J
.
3.9. NETS AND CONVERGENCE 57
Proof Since A is completely regular, then A is Tychono and all
singleton subset of A is closed. Then, it is easy to check that all assumptions
in Proposition 3.59 are satised. Then, the result follows. This completes
the proof of the corollary. 2
3.9 Nets and Convergence
Denition 3.63 A directed system is a nonempty set A and a relation on
A, , such that
(i) is transitive;
(ii) , A, A such that and .
A net is a mapping of a directed system / := (A, ) to a topological
space A. A, the image is x
. The net is denoted by ( x
)
,
, where
we have abuse the notation to say / when A. It is understood
that the relation for / is
,
, where we will ignore the subscript / if no
confusion arises.
A point x A is a limit of the net ( x
)
,
if O O with x O,
0
/ / with
0
, we have x
O. We also say that

( x
)
,
converges to x.
A point x A is a cluster point of ( x
)
,
if O O with x O,
/, / with x
O.
Clearly, a limit point of a net is a cluster point of the net.
In Denition 3.63, we may restrict O to be a basis open set without
changing the meaning of the denition.
Example 3.64 (IN, ) is a directed system. A net over (IN, ) corre-
sponds to a sequence.
Proposition 3.65 Let A be a topological space. Then, A is Hausdor if,
and only if, for all net ( x
)
,
A, there exists at most one limit point
for the net. We then write x = lim
,
x
when the limit exists.

Proof Only if Suppose there exists a net (x
)
,
A such that
x
A
, x
B
A with x
A
,= x
B
and x
A
and x
B
are limit points of the net.
Since A is Hausdor, then O
1
, O
2
O such that x
A
O
1
, x
B
O
2
, and
O
1
O
2
= . Since x
A
is the limit of the net, then
1
/, / with
1
, we have x
O
1
. Similarly, since x
B
is the limit of the net, then
2
/, / with
2
, we have x
O
2
. Since / is a directed
system,
3
/ such that
1

3
and
2

3
. Then, we have x
3
O
1
and x
3
O
2
, which implies that O
1
O
2
,= , which is a contradiction.
Therefore, every net in A has at most one limit point.
If Suppose A is not Hausdor. Then, x
A
, x
B
A with x
A
,= x
B
such that O
A
, O
B
O with x
A
O
A
and x
B
O
B
, we have O
A
O
B
,= .
Let := (O
A
, O
B
) [ x
A
O
A
O, x
B
O
B
O. Clearly, (A, A) ,
then ,= . Dene a relation on by, (O
A1
, O
B1
), (O
A2
, O
B2
) , we
say (O
A1
, O
B1
) (O
A2
, O
B2
) if O
A1
O
A2
and O
B1
O
B2
. Clearly, is
transitive on . (O
A1
, O
B1
), (O
A2
, O
B2
) , we have x
A
O
A3
:= O
A1
O
A2
O and x
B
O
B3
:= O
B1
O
B2
O. Then, we have (O
A3
, O
B3
) ,
(O
A1
, O
B1
) (O
A3
, O
B3
), and (O
A2
, O
B2
) (O
A3
, O
B3
). Hence, / :=
(, ) is a directed system. (O
A
, O
B
) , O
A
O
B
,= . By Axiom
of Choice, we may have a mapping x
(OA,OB)
O
A
O
B
, (O
A
, O
B
) .
Then, the net
_
x
(OA,OB)
_
(OA,OB),
A. O
A1
O with x
A
O
A1
. Fix
O
B1
:= A O with x
B
O
B1
. Then, (O
A1
, O
B1
) . (O
A2
, O
B2
)
with (O
A1
, O
B1
) (O
A2
, O
B2
), we have x
(OA2,OB2)
O
A2
O
B2

O
A1
O
B1
= O
A1
. Hence, x
A
is a limit point of
_
x
(OA,OB)
_
(OA,OB),
.
O
B1
O with x
B
O
B1
. Fix O
A1
:= A O with x
A
O
A1
. Then,
(O
A1
, O
B1
) . (O
A2
, O
B2
) with (O
A1
, O
B1
) (O
A2
, O
B2
), we have
x
(OA2,OB2)
O
A2
O
B2
O
A1
O
B1
= O
B1
. Hence, x
B
is a limit point
of
_
x
(OA,OB)
_
(OA,OB),
. This contradicts with the assumption that every
net has at most one limit point. Therefore, A is Hausdor.
Proposition 3.66 Let A and be topological spaces, D A with subset
topology O
D
, and f : D . Then, the following are equivalent.
(i) f is continuous at x
0
D;
(ii) net ( x
)
,
D with x
0
as a limit point, we have that the net
(f(x
) )
,
has a limit point f(x
0
).
(iii) net ( x
)
,
D with x
0
as a cluster point, we have that the net
(f(x
) )
,
has a cluster point f(x
0
).
Proof (i) (ii). Fix a net (x
)
,
D with x
0
D as a limit point.
O
Y
O
with f(x
0
) O
Y
. By the continuity of f at x
0
, O
X
O
with
x
0
O
X
such that f(O
X
) O
Y
. Since x
0
is a limit point of (x
)
,
,
then
0
/ such that, / with
0
, we have x
O
X
. Then,
f(x
) O
Y
. Hence, we have f(x
0
) is a limit point of (f(x
) )
,
.
(ii) (i). Suppose f is not continuous at x
0
D. Then, O
Y 0
O
with f(x
0
) O
Y 0
such that, O
X
O
with x
0
O
X
, we have f(O
X
) ,
O
Y 0
. Let /:= O O
[ x
0
O. Clearly, A / and /, = . Dene
a relation on / by, O
1
, O
2
/, we say O
1
O
2
if O
1
O
2
. Clearly,
is transitive on /. O
1
, O
2
/, let O
3
= O
1
O
2
O
and x
0
O
3
.
Then, O
3
/, O
1
O
3
, and O
2
O
3
. Hence, / := (/, ) is a directed
system. O /, f(O) O
Y 0
,= . By Axiom of Choice, we may dene
a net (x
O
)
O,
by x
O
O D with f(x
O
) , O
Y 0
. Clearly, x
0
is a limit
point of (x
O
)
O,
. Yet, f(x
0
) O
Y 0
O
and f(x
O
) , O
Y 0
, O /.
Then, f(x
0
) is not a limit point of the net (f(x
O
) )
O,
. This contradicts
with the assumption. Therefore, f is continuous at x
0
.
(i) (iii). Fix a net (x
)
,
D with x
0
as a cluster point. O
Y

O
with f(x
0
) O
Y
, by the continuity of f at x
0
, U O
with x
0
U
such that f(U) O
Y
. By Denition 3.63, /,
0
/ with
0
,
x
0
U. Then, f(x
0
) O
Y
. Hence, f(x
0
) is a cluster point of the net
( f(x
) )
,
.
(iii) (i). Suppose f is not continuous at x
0
. Let / := O O
[
x
0
O. Clearly, / := (/, ) is a directed system. O
Y 0
O
with
f(x
0
) O
Y 0
such that U /, we have f(U) , O
Y 0
. By Axiom of
Choice, we may assign to each U / an x
U
U D such that f(x
U
)
O
Y 0
. Consider the net (x
U
)
U,
D. Clearly, x
0
is a limit point of the net,
and therefore is a cluster point of the net. Consider the net (f(x
U
) )
U,
.
For the open set O
Y 0
f(x
0
), U /, f(x
U
)

O
Y 0
. Then, f(x
0
) is
not a cluster point of (f(x
U
) )
U,
. This contradicts with the assumption.
Therefore, f must be continuous at x
0
.
, O
) be a topological space, , where

is an index set. Let (X, O) be the product space
(X
, O
). Let
( x
)
,
X be a net. Then, x
0
X is a limit point of ( x
)
,
if, and
only if, ,
(x
0
) X
is a limit point of (
(x
) )
,
.
Proof Only if , by Proposition 3.27,
is continuous. Then,
is continuous at x
0
X, by Proposition 3.9. By Proposition 3.66,
(x
0
)
is a limit point of the net (
(x
) )
,
.
If Suppose that x
0
A is not a limit point of the net (x
)
,
.
Then, a basis open set B O with x
0
B such that,
0
/, /
with
0
, we have x
, B. Then, B =
, O
, ,
and O
= X

N
. Then,
0
/, / with
0
, we have x
, B. This implies that
(x
) , O
, for some

N
. Then, by an argument of contradiction,
we may show that
0

N
such that,
0
/, / with
0
,
we have
0
(x
) , O
0
. Hence,
0
(x
0
) O
0
is not the limit of the net
(
0
(x
) )
,
. This contradicts with the assumption. Hence, we have x
0
)
,
.
Proposition 3.68 Let (X, O) be a topological space, E X, and x X.
x E if, and only if, a net ( x
)
,
E such that x is a limit point of
the net.
Proof Only if Let /:= O O [ x O. Clearly, X /, then
/ , = . Clearly, / := (/, ) is a directed system. Since x E, then,
by Proposition 3.3, O /, O E ,= . By Axiom of Choice, a net
( x
O
)
O,
E such that x
O
O E, O /. O O with x O, then
O /. O
1
/ with O O
1
, we have x
O1
O
1
E O. Hence, x is a
limit point of (x
O
)
O,
.
If Let ( x
)
,
E be the net such that x is a limit point of the
net. O O with x O,
0
/, / with
0
, we have
x
E O. Since ( x
)
,
is a net, then
1
/ with
0

1
. Then,
x
1
O E ,= . By Proposition 3.3, x E.
Denition 3.69 Let (X, O) be a topological space, / := (A, ) be a di-
rected system, and ( x
)
,
X be a net. Let A
s
A be a subset with
the same relation as A such that /,
s
/
s
such that
s
.
Then, /
s
:= (A
s
, ) is a directed system and ( x
)
,s
is a net, which is
called a subnet of ( x
)
,
.
Proposition 3.70 Let (X, O) be a topological space and ( x
)
,
X be
a net. Then, x
0
)
,
if, and only if, any subnet
( x
)
,s
has a limit point x
0
.
Proof Only if Since x
0
X is a limit point of (x
)
,
, then
O O with x
0
O,
0
/ such that, / with
0
, we have
x
O. Let (x
)
,s
be a subnet. Then,
s0
/
s
such that
0

s0
.
s
/
s
with
s0

s
, we have
0

s
and x
s
O. Hence, x
0
is a
limit point of the subnet.
If Since ( x
)
,
is a subnet of itself, then it has limit x
0
.
A cluster point of a subnet is clearly a cluster point of the net.
Proposition 3.71 Let (X, O) be a topological space and ( x
)
,
X be
a net. Then, x
0
)
,
if, and only if, for every
subnet ( x
)
,s
of (x
)
,
, there exists a subnet ( x
)
,ss
that has a
limit point x
0
.
Proof Suciency We assume that every subnet ( x
)
,s
of
( x
)
,
, there exists a subnet (x
)
,ss
that has a limit point x
0
. We
will prove the result using an argument of contradiction. Suppose x
0
is not
a limit point of (x
)
,
. Then, O
0
O with x
0
O
0
,
0
/, /
with
0
such that x

O
0
. Dene /
s
:= (
_
/

O
0
_
, ).
Clearly, ( x
)
,s
is a subnet of ( x
)
,
. Any subnet ( x
)
,ss
of
( x
)
,s
,
ss
/
ss
, we have x
ss

O
0
. Then, x
0
is not a limit of
( x
)
,ss
. This contradicts the assumption. Therefore, x
0
is a limit point
of (x
)
,
.
Necessity Let x
0
be a limit point of (x
)
,
and ( x
)
,s
be a
subnet. By Proposition 3.70, x
0
)
,s
, which is a
subnet of itself. Then, the result holds.
Denition 3.72 Let A := (X, O
X
) and := (Y, O
Y
) be topological spaces,
D A, f : D , and x
0
A be an accumulation point of D. y
0

is said to be a limit point of f(x) as x x
0
if O
Y
O
Y
with y
0
O
Y
,
U O
X
with x
0
U such that f(U x
0
) = f((D U) x
0
) O
Y
.
We will also say that f(x) converges to y
0
as x x
0
.
When basis are available on topological spaces A and , in Denition 3.72,
we may restrict the open sets O
Y
and U to be basis open sets without
changing the meaning of the denition.
Proposition 3.73 Let A := (X, O
X
) and := (Y, O
Y
) be topological
spaces, D A, f : D , and x
0
A be an accumulation point of D. If
is Hausdor, then there is at most one limit point of f(x) as x x
0
. In
this case, we will write lim
xx0
f(x) = y
0
when the limit exists.
Proof Suppose f(x) admits limit points y
A
, y
B
as x x
0
with
y
A
,= y
B
. Since is Hausdor, then U
A
, U
B
O
Y
such that y
A
U
A
,
y
B
U
B
, and U
A
U
B
= . Since y
A
is a limit point of f(x) as x x
0
,
then V
A
O
X
with x
0
V
A
such that f(V
A
x
0
) U
A
. Since y
B
0
, then V
B
O
X
with x
0
V
B
such
that f(V
B
x
0
) U
B
. Then, x
0
V := V
A
V
B
O. Since x
0
is an accumulation point of D, then x (D V ) x
0
. Then, we have
f(x) U
A
since x (DV
A
)x
0
and f(x) U
B
since x (DV
B
)x
0
.
Then, f(x) U
A
U
B
,= . This contradicts with U
A
U
B
= . Hence,
the result holds. This completes the proof of the proposition. 2
X
) and := (Y, O
Y
) be topological
spaces, D X with subset topology O
D
, f : D , and x
0
D. Then,
the following statements are equivalent.
0
.
(ii) If x
0
is an accumulation point of D, then f(x
0
) is a limit point of
f(x) as x x
0
.
Proof (i) (ii). This is straightforward.
(ii) (i). We will distinguish two exhaustive and mutually exclusive
cases: Case 1: x
0
is not an accumulation point of D; Case 2: x
0
is an
accumulation point of D. Case 1: x
0
is not an accumulation point of D.
V O
X
with x
0
V such that V D = x
0
. U O
Y
with f(x
0
) U,
we have f(V ) = f(x
0
) U. Hence, f is continuous at x
0
.
Case 2: x
0
is an accumulation point of D. U O
Y
with f(x
0
) U,
V O
X
with x
0
V such that f(V x
0
) U. Then, we have f(V ) U.
Hence, f is continuous at x
0
.
In both cases, f is continuous at x
0
.
X
), := (Y, O
Y
), and Z := (Z, O
Z
) be
topological spaces, D A, f : D , x
0
A be an accumulation point of
D, y
0
be a limit point of f(x) as x x
0
, and g : Z be continuous
at y
0
. Then, g(y
0
) Z is a limit point of g(f(x)) as x x
0
. When and
Z are Hausdor, then we may write lim
xx0
g(f(x)) = g(lim
xx0
f(x)).
Proof O
Z
O
Z
with g(y
0
) O
Z
, by the continuity of g at y
0
,
O
Y
O
Y
with y
0
O
Y
such that g(O
Y
) O
Z
. Since y
0
is the limit of
f(x) as x x
0
, then O
X
O
X
with x
0
O
X
such that f(O
X
x
0
)
O
Y
. Then, g(f(O
X
x
0
)) O
Z
. Hence, g(f(x)) converges to g(y
0
) as
x x
0
. This completes the proof of the proposition. 2
Proposition 3.76 Let A be a topological space,

D A, x
0
A be an
accumulation point of

D, and Z be Hausdor topological spaces, D ,
y
0
be an accumulation point of D, f :

D D, and g : D Z.
Assume that
(i) O
0
O
with x
0
O
0
such that f(O
0
x
0
) D y
0
;
(ii) lim
xx0
f(x) = y
0
and lim
yy0
g(y) = z
0
Z.
Then, lim
xx0
g(f(x)) = z
0
.
Proof O
Z
O
with z
0
O
Z
, by lim
yy0
g(y) = z
0
, O
Y
O
with y
0
O
Y
such that g(O
Y
y
0
) = g((O
Y
D) y
0
) O
Z
. By
lim
xx0
f(x) = y
0
, O
X
O
with x
0
O
X
such that f(O
X
x
0
) =
f((O
X

D) x
0
) O
Y
. Let O
1
:= O
0
O
X
O
. Clearly, x
0
O
1
.
Then, x (O
1

D) x
0
, we have f(x) O
Y
(D y
0
) = (O
Y

D) y
0
and g(f(x)) O
Z
. Hence, g(f((O
1

D) x
0
)) O
Z
. Hence,
lim
xx0
g(f(x)) = z
0
Proposition 3.77 Let A, , and Z be Hausdor topological spaces,

D
A, x
0

D, D , y
0
be an accumu-
lation point of D, f :

D D be bijective, and g : D Z. Assume that
lim
xx0
f(x) = y
0
and lim
yy0
f
inv
(y) = x
0
. Then, lim
xx0
g(f(x)) =
lim
yy0
g(y) whenever one of the limits exists in Z.
Proof We will prove the result by distinguishing two exhaustive cases:
Case 1: lim
yy0
g(y) = z
0
Z; Case 2: lim
xx0
g(f(x)) = z
0
Z.
Case 1: lim
yy0
g(y) = z
0
Z. We will further distinguish three
exhaustive and mutually exclusive subcases: Case 1a: y
0
, D; Case 1b:
y
0
D and x
0
= f
inv
(y
0
); Case 1c: y
0
D and x
0
,= x
0
:= f
inv
(y
0
). Case
1a: y
0
, D. Then, (i) of Proposition 3.76 is satised with O
0
:= A. By
Proposition 3.76, we have lim
xx0
g(f(x)) = z
0
Z. Case 1b: y
0
D and
x
0
= f
inv
(y
0
). Let O
0
:= A. x (O
0

D) x
0
, we have D f(x) ,=
f(x
0
) = y
0
by f being bijective. This implies that f(O
0
x
0
) D y
0
.
Then, lim
xx0
g(f(x)) = z
0
Z by Proposition 3.76. Case 1c: y
0
D
and x
0
,= x
0
:= f
inv
(y
0
). By A being Hausdor, O
0
O
such that
x
0
O
0
and x
0
, O
0
. This leads to x (O
0

D) x
0
, we have
D f(x) ,= f( x
0
) = y
0
by f being bijective. This implies that f(O
0

x
0
) D y
0
. Then, lim
xx0
g(f(x)) = z
0
Z by Proposition 3.76.
Hence, lim
xx0
g(f(x)) = lim
yy0
g(y) = z
0
Z in all three subcases.
Hence, the result holds in this case.
Case 2: lim
xx0
g(f(x)) = z
0
Z. Dene h :

D Z by h(x) =
g(f(x)), x

D. Then, lim
xx0
h(x) = z
0
. By Case 1, we have
lim
yy0
h(f
inv
(y)) = z
0
Z. Then, lim
yy0
g(f(f
inv
(y))) = lim
yy0
g(y) =
z
0
. Hence, the result holds in this case.
Example 3.78 Let g : IR IR. It is desired to calculate lim
y+
g(y).
We will apply Proposition 3.77 to this calculation. Take A = IR, =
IR
e
, and Z = IR
e
. Let

D := (, 1] (0, +) IR = A, x
0
= 0,
D := IR IR
e
= , and y
0
= +. Then, g : D Z. Dene f :

D
D by f(x) =
_
1/x x > 0
x + 1 x 1
, x

D. Clearly, f is bijective with
f
inv
: D

D given by f
inv
(y) =
_
1/y y > 0
y 1 y 0
, y D. Clearly,
lim
x0
f(x) = + and lim
y+
f
inv
(y) = 0. Then, by Proposition 3.77,
lim
y+
g(y) = lim
x0
g(f(x)) whenever one of the limits exists in Z.
X
) and := (Y, O
Y
) be topological
spaces, D A, x
0
A be an accumulation point of D, y
0
, and
f : D . Then, the following statements are equivalent.
(i) y
0
0
.
(ii) net (x
)
,
D x
0
with x
0
as a limit, we have y
0
is a limit
point of the net ( f(x
) )
,
.
Proof (i) (ii). Fix any net (x
)
,
D x
0
with x
0
as a
limit. U O
Y
with y
0
U, by (i), V O
X
with x
0
V such that
f(V x
0
) U.
0
/ such that / with
0
, we have x
V .
Then, x
(DV ) x
0
and f(x
) U. Hence, (f(x
) )
,
has a limit
y
0
.
(ii) (i). Suppose y
0
is not a limit point of f(x) as x x
0
. Then,
U
0
O
Y
with y
0
U
0
, V O
X
with x
0
V , we have f(V x
0
) , U
0
.
Then, x
V
(D V ) x
0
such that f(x
V
) , U
0
. Let M := V
O
X
[ x
0
V and / := (M, ). Clearly, / is a directed system. By
Axiom of Choice, we may construct a net (x
V
)
V ,
D x
0
. Clearly,
x
0
is a limit point of this net. But, V /, f(x
V
) , U
0
. Hence, y
0
is not
a limit point of the net (f(x
V
) )
V ,
. This contradicts with (ii). Therefore,
y
0
0
.
Example 3.80 The extended real line is IR
e
:= IR . We
assume that x IR, < x < . We dene the usual operations:
x IR,
x += x =
x = ; if x > 0
x () = ; if x > 0
+= =
= () =
The operations and 0 are undened.
On IR
e
, we introduce the countable collection of subsets of IR
e
, B
IR
e
,
as follows. , IR, IR
e
B
IR
e
. r
1
, r
2
Q with r
1
< r
2
, [, r
1
), (r
1
, r
2
),
(r
2
, +] B
IR
e
.
By Proposition 3.18, it is easy to show that B
IRe
is a basis for a topology
on IR
e
. This topology is denoted O
IR
e
, which is the usual topology on IR
e
.
It is easy to show that (IR
e
, O
IR
e
) is an arcwise connected second countable
Hausdor topological space.
An important property of IR
e
is that E IR
e
, sup
xE
x IR
e
and
inf
xE
x IR
e
.
It is easy to see that IR as a subset of IR
e
admits the subset topology O
that equals to the usual topology O
IR
on IR.
Proposition 3.81 Let X be a set, f
1
: X IR, f
2
: X IR, g
1
: X IR
e
,
and g
2
: X IR
e
. Assume that g
1
(x) +g
2
(x) IR
e
is well dened, x X.
Then,
(i) sup
xX
g
1
(x) M IR
e
if, and only if, x X, g
1
(x) M;
(ii) inf
xX
g
1
(x) m IR
e
1
(x) m;
(iii) sup
xX
g
1
(x) > M IR
e
1
(x) > M;
(iv) inf
xX
g
1
(x) < m IR
e
1
(x) < m;
(v) sup
xX
(g
1
)(x) = inf
xX
g
1
(x);
(vi) sup
xX
(f
1
+f
2
)(x) sup
xX
f
1
(x) + sup
xX
f
2
(x);
(vii) (0, ) IR, sup
xX
(g
1
(x)) = sup
xX
g
1
(x); [0, )
IR, sup
xX
(f
1
(x)) = sup
xX
f
1
(x) when sup
xX
f
1
(x) IR;
(viii) sup
xX
(g
1
+ g
2
)(x) sup
xX
g
1
(x) + sup
xX
g
2
(x), when the right-
hand-side is well dened.
Denition 3.82 Let (x
)
,
IR
e
be a net. The limit superior and limit
inferior of the net are dened by
limsup
,
x
= inf
,
sup
, with
x
IR
e
liminf
,
x
= sup
,
inf
, with
x
IR
e
Proposition 3.83 Let ( x
)
,
IR
e
, (y
)
,
IR, and ( z
)
,
IR
be nets over the same directed system. Then, we have
(i) liminf
,
x
limsup
,
x
;
(ii) liminf
,
x
= limsup
,
(x
);
(iii) liminf
,
x
= limsup
,
x
= L IR
e
if, and only if, lim
,
x
=
L;
(iv) limsup
,
(y
+z
) limsup
,
y
+limsup
,
z
, when the right-

hand-side makes sense;
(v) if lim
,
y
= y IR, then limsup

,
(y
+z
) = y +limsup
,
z
.
Proof Let V
:= / [ , /. Then, V
,= , /,
since / is a directed system, and V
, , / with .
(i) Let l := liminf
,
x
IR
e
and L := limsup
,
x
IR
e
. m IR
with m < l, sup
,
inf
, with
x
> m implies that, by Proposi-

tion 3.81,
0
/ such that inf
V
0
x
> m. Then, /,
1
/
such that
0

1
and
1
. Then, m < inf
V
0
x
inf
V
1
x

sup
V
1
x
sup
V
x
. Hence, L m. By the arbitrariness of m, we

have L l.
(ii) Note that, by Proposition 3.81,
limsup
,
(x
) = inf
,
sup
V
(x
) = inf
,
( inf
V
x
)
= sup
,
inf
V
x
= liminf
,
x
(iii) If m IR with m > L,

0
/ such that x
(, m),
/ with
0
. Then, sup
V
0
x
m and limsup
,
x
m.
By the arbitrariness of m, we have limsup
,
x
L. By (ii), we have
L = lim
,
(x
) limsup
,
(x
) = liminf
,
x
. Then, by (i),
we have L liminf
,
x
limsup
,
x
L.
Only if We will distinguish three exhaustive and mutually exclusive
cases: Case 1: L = ; Case 2: L IR; Case 3: L = +. Case
1: L = . m IR, limsup
,
x
< m implies that

0
/ such
that sup
V
0
x
< m. Then, x
(, m), V
0
. Hence, we
have lim
,
x
= = L. Case 2: L IR. (0, ) IR, L =

liminf
,
x
implies that
1
/ such that inf
V
1
x
> L . Then,
x
(L, +) IR, V
1
. L = limsup
,
x
implies that
2
/
such that sup
V
2
x
< L + . Then, x
(, L + ) IR, V
2
.
Let
0
/ with
1

0
and
2

0
. Then, x
(L , L +), /
with
0
. Therefore, lim
,
x
= L. Case 3: L = +. M IR,
liminf
,
x
> M implies that

0
/ such that inf
V
0
x
> M.
Then, x
(M, ), V
0
. Hence, we have lim
,
x
= += L.
(iv) Note that, /, by Proposition 3.81,
sup
V
(y
+z
) sup
V
y
+ sup
V
z
Then, by Proposition 3.81, we have, /,

limsup
,
(y
+z
) sup
V
y
+ sup
V
z
/,
0
/ with
0
and
0
. Then,
limsup
,
(y
+z
) sup
V
0
y
+ sup
V
0
z
sup
V
y
+ sup
V
z
Hence, we have limsup

,
(y
+z
) limsup
,
y
+limsup
,
z
, when
the right-hand-side makes sense.
(v) By (iv) and (iii), we have limsup
,
(y
+z
) y +limsup
,
z
.
Note that limsup
,
z
= limsup
,
(y
+ z
) limsup
,
(y
+
z
) + limsup
,
(y
). Then, we have limsup

,
(y
+ z
) y +
limsup
,
z
. Hence, we have limsup

,
(y
+z
) = y + limsup
,
z
.
X
) be topological spaces, D A, f : D
IR, and x
0
A be an accumulation point of D. Then the limit superior
and limit inferior of f(x) as x x
0
are dened by
limsup
xx0
f(x) = inf
Oc with x0O
sup
x(DO)\x0]
f(x) IR
e
liminf
xx0
f(x) = sup
Oc with x0O
inf
x(DO)\x0]
f(x) IR
e
Proposition 3.85 Let A be a topological space, D A, x
0
A be an
accumulation point of D, f : D IR, and g : D IR. Then, we have
(i) liminf
xx0
f(x) limsup
xx0
f(x);
(ii) liminf
xx0
f(x) = limsup
xx0
(f)(x);
(iii) liminf
xx0
f(x) = limsup
xx0
f(x) = L IR
e
if, and only if,
lim
xx0
f(x) = L;
(iv) limsup
xx0
(f + g)(x) limsup
xx0
f(x) + limsup
xx0
g(x), when
the right-hand-side makes sense;
(v) if lim
xx0
f(x) = y IR, then limsup
xx0
(f + g)(x) = y +
limsup
xx0
g(x).
Proof (i) Let l := liminf
xx0
f(x) IR
e
and L := limsup
xx0
f(x)
IR
e
. m IR with m < l, sup
Oc with x0O
inf
x(DO)\x0]
f(x) > m
implies that U O with x
0
U such that inf
x(DU)\x0]
f(x) >
m. O O with x
0
O, we have x
0
V := O U O and
(D V ) x
0
, = , since x
0
is an accumulation point of D. Then, m <
inf
x(DU)\x0]
f(x) inf
x(DV )\x0]
f(x) sup
x(DV )\x0]
f(x)
sup
x(DO)\x0]
f(x). Hence, L m. By the arbitrariness of m, we have
L l.
(ii) Note that, by Proposition 3.81,
limsup
xx0
(f)(x) = inf
Oc with x0O
sup
x(DO)\x0]
(f(x))
= inf
Oc with x0O
_
inf
x(DO)\x0]
f(x)
_
= sup
Oc with x0O
inf
x(DO)\x0]
f(x)
= liminf
xx0
f(x)
(iii) If m IR with m > L, V O with x
0
V such that f(V
x
0
) (, m). Then, sup
x(DV )\x0]
f(x) m and limsup
xx0
f(x) m.
By the arbitrariness of m, we have limsup
xx0
f(x) L. By (ii), we have
L = lim
xx0
(f)(x) limsup
xx0
(f)(x) = liminf
xx0
f(x). Then, by (i), we
have L liminf
xx0
f(x) limsup
xx0
f(x) L.
Only if We will distinguish three exhaustive and mutually exclusive
cases: Case 1: L = ; Case 2: L IR; Case 3: L = +. Case 1:
L = . m IR, limsup
xx0
f(x) < m implies that V O with x
0
V
such that sup
x(DV )\x0]
f(x) < m. Then, f(V x
0
) (, m).
Hence, we have lim
xx0
f(x) = = L. Case 2: L IR. (0, )
IR, L = liminf
xx0
f(x) implies that V
1
O with x
0
V
1
such that
inf
x(DV1)\x0]
f(x) > L . Then, f(V
1
x
0
) (L , +) IR.
L = limsup
xx0
f(x) implies that V
2
O with x
0
V
2
such that
sup
x(DV2)\x0]
f(x) < L + . Then, f(V
2
x
0
) (, L + ).
Let V := V
1
V
2
O. Clearly, x
0
V and, by Proposition 2.5,
f(V x
0
) f(V
1
x
0
) f(V
2
x
0
) (L , L + ). Therefore,
lim
xx0
f(x) = L. Case 3: L = +. M IR, liminf
xx0
f(x) > M
implies that V O with x
0
V such that inf
x(DV )\x0]
f(x) > M.
Then, f(V x
0
) (M, +). Hence, we have lim
xx0
f(x) = += L.
(iv) Note that, O O with x
0
O, by Proposition 3.81,
sup
x(DO)\x0]
(f +g)(x) ( sup
x(DO)\x0]
f(x)) + ( sup
x(DO)\x0]
g(x))
Then, by Proposition 3.81, we have, O O with x
0
O,
limsup
xx0
(f +g)(x) ( sup
x(DO)\x0]
f(x)) + ( sup
x(DO)\x0]
g(x))
U O with x
0
U, we have x
0
V := U O O. Then,
limsup
xx0
(f +g)(x) ( sup
x(DV )\x0]
f(x)) + ( sup
x(DV )\x0]
g(x))
( sup
x(DO)\x0]
f(x)) + ( sup
x(DU)\x0]
g(x))
Hence, we have limsup
xx0
(f + g)(x) limsup
xx0
f(x) +
limsup
xx0
g(x), when the right-hand-side makes sense.
(v) By (iv) and (iii), limsup
xx0
(f + g)(x) y + limsup
xx0
g(x).
Note that limsup
xx0
g(x) = limsup
xx0
(f +g f)(x) limsup
xx0
(f +
g)(x) + limsup
xx0
(f)(x). Then, we have limsup
xx0
(f + g)(x)
y + limsup
xx0
g(x). Hence, we have limsup
xx0
(f + g)(x) = y +
limsup
xx0
g(x).
X
) be a topological space, D X with
the subset topology O
D
, f : D IR, and x
0
D. Then, the following
statements are equivalent.
(i) f is upper semicontinuous at x
0
.
(ii) If x
0
is an accumulation point of D, then limsup
xx0
f(x) f(x
0
).
Proof (i) (ii). Let x
0
be an accumulation point of D. By the upper
semicontinuity of f at x
0
, (0, ) IR, O O
X
with x
0
O such
that f(x) < f(x
0
)+, x OD. Then, sup
x(OD)\x0]
f(x) f(x
0
)+,
and limsup
xx0
f(x) f(x
0
) + . By the arbitrariness of , we have
limsup
xx0
f(x) f(x
0
).
(ii) (i). We will distinguish two exhaustive and mutually exclusive
cases: Case 1: x
0
is not an accumulation point of D; Case 2: x
0
is an
accumulation point of D. Case 1: x
0
is not an accumulation point of D.
V O
X
with x
0
V such that V D = x
0
. (0, ) IR, we have
f(x) = f(x
0
) < f(x
0
) + , x V D. Hence, f is upper semicontinuous
at x
0
.
Case 2: x
0
is an accumulation point of D. (0, ) IR,
limsup
xx0
f(x) < f(x
0
) + implies that O O with x
0
O such that
sup
x(OD)\x0]
f(x) < f(x
0
) + . Then, f(x) < f(x
0
) + , x O D.
Hence, f is upper semicontinuous at x
0
.
In both cases, f is upper semicontinuous at x
0
.
Proposition 3.87 Let A be a topological space, D A, x
0
A be an
accumulation point of D, and f : D IR. Assume there exists a net
( x
)
,
Dx
0
such that lim
,
x
= x
0
and liminf
,
f(x
) = c
IR
e
. Then, liminf
xx0
f(x) c.
Proof By Denitions 3.84 and 3.82, we have
liminf
xx0
f(x) = sup
Oc with x0O
inf
x(DO)\x0]
f(x)
liminf
,
f(x
) = sup
,
inf
, with
f(x
) = c
O O with x
0
O, since lim
,
x
= x
0
, then
0
/ such that
/ with
0
, we have x
O. Then, x
(O D) x
0
. This
leads to
inf
x(DO)\x0]
f(x) inf
, with 0
f(x
) c
Hence, we have liminf
xx0
f(x) c. This completes the proof of the
proposition. 2
Denition 3.88 Let /
i
:= (A
i
,
i
) be a directed system, i = 1, 2, and
A := (X, O) be a topological space. Dene a relation on A
1
A
2
by,
(
1
,
1
), (
2
,
2
) A
1
A
2
, we say (
1
,
1
) (
2
,
2
) if
1

1

2
and
1

2

2
. It is easy to verify that / := (A
1
A
2
, ) =: /
1
/
2
is a
directed system. A joint net is a mapping of the directed system /
1
/
2
to
A, denoted by ( x
,
)
(,),1,2
. The joint net is said to admit a (joint)
limit point x A if it admits a limit point x when viewed as a net over
the directed system /. When A is Hausdor, by Proposition 3.65, the
joint net admits at most one joint limit point, which will be denoted by
lim
(,),1,2
x
,
A if it exists.
Proposition 3.89 Let X := [0, ] IR
e
with subset topology O, A :=
(X, O), and c (0, ) IR. Then, + : A A A and c : A A are
continuous.
Proof We will prove this using Proposition 3.9. (x
1
, x
2
) XX. We
will distinguish four exhaustive and mutually exclusive cases. Case 1: x
1
<
and x
2
< . Then, x
1
+x
2
< . basis open set U := (r
1
, r
2
)X O
with x
1
+x
2
U, take V
1
:= (x
1
(x
1
+x
2
r
1
)/2, x
1
+(r
2
x
1
x
2
)/2)X
O and V
2
:= (x
2
(x
1
+x
2
r
1
)/2, x
2
+(r
2
x
1
x
2
)/2) X O. Then,
V
1
V
2
is an open set in AA with (x
1
, x
2
) V
1
V
2
and ( x
1
, x
2
) V
1
V
2
,
we have x
1
+ x
2
U. Hence, + : A A A is continuous at (x
1
, x
2
).
Case 2: x
1
< and x
2
= . Then, x
1
+ x
2
= . basis open set
U := (r
1
, ] X O with x
1
+x
2
U, take V
1
:= (x
1
1, x
1
+1) X O
and V
2
:= (r
1
x
1
+1, ] X O. Then, V
1
V
2
is an open set in A A
with (x
1
, x
2
) V
1
V
2
and ( x
1
, x
2
) V
1
V
2
, we have x
1
+ x
2
U.
Hence, + : A A A is continuous at (x
1
, x
2
).
Case 3: x
1
= and x
2
< . By Case 2 and symmetry, + : A A A
is continuous at (x
1
, x
2
).
Case 4: x
1
= and x
2
= . Then, x
1
+ x
2
= . basis open set
U := (r
1
, ] X O with x
1
+ x
2
U, take V
1
:= (r
1
/2, ] X O
and V
2
:= (r
1
/2, ] X O. Then, V
1
V
2
is an open set in A A with
(x
1
, x
2
) V
1
V
2
and ( x
1
, x
2
) V
1
V
2
, we have x
1
+ x
2
U. Hence,
+ : A A A is continuous at (x
1
, x
2
).
In all cases, we have + : A A A is continuous at (x
1
, x
2
). By
Proposition 3.9, + : A A A is continuous.
x X. We will distinguish two exhaustive and mutually exclusive
cases. Case 1: x < . Then, cx < . basis open set U := (r
1
, r
2
) X
O with cx U, take V := (r
1
/c, r
2
/c) X O. Then, x V and x V ,
we have c x U. Hence, c : A A is continuous at x.
Case 2: x = . Then, cx = . basis open set U := (r
1
, ] X O
with cx U, take V := (r
1
/c, ] X O. Then, x V and x V , we
have c x U. Hence, c : A A is continuous at x.
In both cases, we have c : A A is continuous at x. By Propo-
sition 3.9, c : A A is continuous. This completes the proof of the
proposition. 2
Chapter 4
Metric Spaces
4.1 Fundamental Notions
Denition 4.1 A metric space (X, ) is a set X together with a metric
: X X IR such that, x, y, z X,
(i) (x, y) 0;
(ii) (x, y) = 0 x = y;
(iii) (x, y) = (y, x);
(iv) (x, y) (x, z) +(z, y).
Let S X. Then, (S, [
SS
) is also a metric space.
Example 4.2 (IR, ), with (x, y) = [x y[, x, y IR, is a metric
space. (IR
n
, ), with (x, y) = (
n
i=1
[x
i
y
i
[
2
)
1/2
, x = (x
1
, . . . , x
n
), y =
(y
1
, . . . , y
n
) IR
n
, is a metric space, where n IN. (IR
n
, ), with (x, y) =
n
i=1
[x
i
y
i
[, x = (x
1
, . . . , x
n
), y = (y
1
, . . . , y
n
) IR
n
, is a metric space,
where n IN.
Proposition 4.3 Let A := (X, ) be a metric space, an open ball centered
at x
0
X with radius r (0, ) IR is dened by B
( x
0
, r ) := x
X [ (x, x
0
) < r .
The metric space generates a natural topology O on X with the basis
collection B given by B := B
(x
0
, r) [ x
0
X, r (0, ) IR.
The closed ball centered at x
0
X with radius r [0, ) IR is
dened by B
( x
0
, r ) := x X [ (x, x
0
) r , which is closed.
Proof We will show that B is the basis for its generated topology by
Proposition 3.18. (i) x X, x B
(x, 1). (ii) B
(x
1
, r
1
) , B
( x
2
, r
2
)
B, let x B
( x
1
, r
1
) B
( x
2
, r
2
). Then, we have (x, x
1
) < r
1
and
(x, x
2
) < r
2
. Let r := minr
1
(x, x
1
), r
2
(x, x
2
) (0, ) IR.
71
72 CHAPTER 4. METRIC SPACES
Then, x B
( x, r ) B. x
3
B
( x, r ), we have (x
3
, x
1
)
(x
3
, x) + (x, x
1
) < r
1
and (x
3
, x
2
) (x
3
, x) + (x, x
2
) < r
2
. Hence,
we have x
3
B
( x
1
, r
1
) B
( x
2
, r
2
). Therefore, we have B
( x, r )
B
(x
1
, r
1
) B
(x
2
, r
2
). Hence, the assumptions of Proposition 3.18 are
satised, and then B is a basis for O.
Next, we show that B
( x
0
, r ) is a closed set. x
_
B
( x
0
, r )
_
,
we have (x, x
0
) > r. Let r
1
:= (x, x
0
) r (0, ) IR. x
1

B
(x, r
1
), we have (x
1
, x
0
) (x, x
0
) (x, x
1
) > r. Hence, we have
x B
( x, r
1
)
_
B
( x
0
, r )
_
. Therefore,
_
B
( x
0
, r )
_
is open and
B
( x
0
, r ) is closed.
We will some times talk about a metric space A := (X, ) without
referring the the components of A, where the metric is understood to be
the natural topology is understood to be O
. When it is clear from the

context, we will also neglect the subscript A. We will abuse the notation
and say x A and A A when x X and A X.
On a metric space, we can talk about open and closed sets, and all those
concepts dened in Chapter 3, all with respect to the natural topology.
A metric space is clearly rst countable, where a countable basis at
x
0
A is B ( x
0
, r ) [ r Q, r > 0.
Proposition 4.4 A metric space (X, ) is separable if, and only if, it is
second countable.
Proof Only if Let D X be a countable dense set. Let / :=
B ( x, r ) [ x D, r Q, and r > 0. Clearly, / is countable and
/ O. O O, x O. r (0, ) Q such that B ( x, r ) O. Since
D is dense, then x
1
B( x, r/2) D. Let r
1
= r/2 (0, ) Q. Then,
we have x B ( x
1
, r
1
) B ( x, r ) O and B ( x
1
, r
1
) /. Hence, / is a
basis for O. Hence, (X, O) is second countable.
If Let O has a countable basis B. By Axiom of Choice, we may assign
a x
B
B, B B with B ,= . Let D = x
B
X [ B B, B ,= .
Then, D is countable. x X, O O with x O, B B such that
x B O. Then, x
B
D B D O ,= . Hence, by Proposition 3.3,
we have x D. Therefore, by the arbitrariness of x, we have D is dense.
Hence, (X, O) is separable.
Proposition 4.5 Let A be a topological space and and Z be metric
spaces. Let f : A , g : Z, h : A, x
0
A, and y
0
. Then,
the following statements hold.
1. f is continuous at x
0
if, and only if, (0, ) IR, U O
with
x
0
U such that
(f(x), f(x
0
)) < , x U.
2. g is continuous at y
0
if, and only if, (0, ) IR, (0, )
IR such that
(g(y), g(y
0
)) < , y B
( y
0
, ).
4.2. CONVERGENCE AND COMPLETENESS 73
3. h is continuous at y
0
if, and only if, U O
with h(y
0
) U,
(0, ) IR such that h(y) U, y B
( y
0
, ).
Proof The proof is straightforward, and is therefore omitted. 2
Denition 4.6 Let A and be metric spaces and f : A be
a homeomorphism. f is said to be an isometry between A and if
(f(x
1
), f(x
2
)) =
(x
1
, x
2
), x
1
, x
2
A. Then, the two metric spaces
are said to be isometric.
Denition 4.7 Let X be a set and
1
and
2
be two metric on X.
1
and
2
are said to be equivalent if the identity map from (X,
1
) to (X,
2
) is a
homeomorphism.
When two metrics are equivalent, then the natural topologies generated
by them are equal to each other.
Clearly, a metric space is Hausdor.
4.2 Convergence and Completeness
Proposition 4.8 Let A be a metric space and ( x
)
,
A be a net.
Then, lim
,
x
= x A if, and only if, (0, ) IR,

0
/,
/ with
0
, we have (x
, x) < .
Proof This is straightforward, and is omitted. 2
Since metric spaces are Hausdor, then the limit is unique if it exists.
Denition 4.9 Let A be a metric space, x
0
A, and S A. The distance
from x
0
to S is dist(x
0
, S) := inf
sS
(x
0
, s) [0, ] IR
e
.
dist(x
0
, S) = if, and only if, S = .
Proposition 4.10 Let A be a metric space, x
0
A, S A, and S is
closed. Then, x
0
S if, and only if, dist(x
0
, S) = 0.
Proof Only if This is obvious.
If By the fact that dist(x
0
, S) = 0, n IN, x
n
S such that
(x
0
, x
n
) < 1/n. Then, lim
nIN
x
n
= x
0
. By Proposition 3.68, x
0
S.
Since S is closed, then, by Proposition 3.3, S = S. Hence, x
0
S.
Proposition 4.11 A metric space with its natural topology is normal.
Proof Let A be the metric space. Clearly, A is Hausdor. closed
sets F
1
, F
2
A with F
1
F
2
= . We will distinguish two exhaus-
tive and mutually exclusive cases: Case 1: F
1
= or F
2
= ; Case
2: F
1
,= and F
2
,= . Case 1: F
1
= or F
2
= . Without loss
of generality, assume F
1
= . Take O
1
= O and O
2
= A O,
then F
1
O
1
, F
2
O
2
, O
1
O
2
= . Case 2: F
1
,= and F
2
,= .
x F
1
, dist(x, F
2
) (0, ) IR, by Proposition 4.10. Dene O
1
O
by O
1
:=
xF1
B ( x, dist(x, F
2
) /3). x F
2
, dist(x, F
1
) (0, ) IR
by Proposition 4.10. Dene O
2
O by O
2
:=
xF2
B ( x, dist(x, F
1
) /3).
Clearly, F
1
O
1
and F
2
O
2
. Note that O
1
O
2
= , since other-
wise, x
0
O
1
O
2
, x
1
F
1
such that x
0
B ( x
1
, dist(x
1
, F
2
) /3),
x
2
F
2
such that x
0
B ( x
2
, dist(x
2
, F
1
) /3), without loss of gener-
ality, assume dist(x
1
, F
2
) dist(x
2
, F
1
), then dist(x
2
, F
1
) (x
2
, x
1
)
(x
2
, x
0
) + (x
0
, x
1
) < dist(x
2
, F
1
)/3 + dist(x
1
, F
2
)/3 2 dist(x
2
, F
1
)/3,
which is a contradiction.
Hence, in both cases, O
1
, O
2
O such that F
1
O
1
, F
2
O
2
, O
1

O
2
= . Hence, A is normal. This completes the proof of the proposition.
2
Denition 4.12 Let A be a metric space and ( x
n
)
n=1
A. The sequence
is said to be a Cauchy sequence if (0, ) IR, N IN, n, m N,
(x
n
, x
m
) < .
Clearly, every convergent sequence in a metric space is a Cauchy se-
quence.
Proposition 4.13 Let A be a metric space, E A, and x
0
A. Then,
x
0
E if, and only if, (x
n
)
n=1
E such that lim
nIN
x
n
= x
0
.
Proof Only if n IN, since x
0
E, then, by Proposition 3.3,
x
n
E B( x
0
, 1/n). Clearly, ( x
n
)
n=1
E and lim
nIN
x
n
= x
0
.
If This is immediate by Proposition 3.68.
Denition 4.14 A metric space is said to be complete if every Cauchy
sequence in the metric space converges to a point in the space.
Proposition 4.15 Let A := (X, ) be a metric space, := (Y, O) be a
topological space, f : A , and x
0
A. Then, the following statements
are equivalent.
0
;
(ii) if x
0
is an accumulation point of A, then f(x) converges to f(x
0
) as
x x
0
;
(iii) (x
n
)
n=1
A with lim
nIN
x
n
= x
0
, we have (f(x
n
) )
n=1
con-
verges to f(x
0
);
(iv) (x
n
)
n=1
A with x
0
as a cluster point, we have that ( f(x
n
) )
n=1

admits a cluster point f(x
0
).
4.2. CONVERGENCE AND COMPLETENESS 75
Proof (i) (ii). This follows from Proposition 3.74.
(i) (iii). This follows from Proposition 3.66.
(iii) (iv). ( x
n
)
n=1
A with x
0
as a cluster point. Since A is a
metric space and therefore rst countable, then a subsequence ( x
ni
)
i=1
of
( x
n
)
n=1
such that lim
iIN
x
ni
= x
0
. Then, by (iii), (f(x
ni
) )
i=1
converges
to f(x
0
). Then, f(x
0
) is a cluster point of ( f(x
ni
) )
i=1
and therefore a
cluster point of (f(x
n
) )
n=1
.
(iv) (i). Suppose f is not continuous at x
0
. O
Y 0
O
with
f(x
0
) O
Y 0
such that n IN, we have f(B( x
0
, 1/n)) , O
Y 0
. Then,
x
n
B ( x
0
, 1/n) such that f(x
n
)

O
Y 0
. Consider the sequence ( x
n
)
n=1
.
Clearly, x
0
= lim
nIN
x
n
and therefore is a cluster point of the sequence.
Consider the sequence ( f(x
n
) )
n=1
. For the open set O
Y 0
f(x
0
), n IN,
f(x
n
)

O
Y 0
. Then, f(x
0
) is not a cluster point of (f(x
n
) )
n=1
. This
contradicts with the assumption. Therefore, f must be continuous at x
0
.
Proposition 4.16 Let A := (X, ) be a metric space, := (Y, O) be a
topological space, D A, f : D , x
0
D, and y
0
. Then, the following statements are equivalent.
(i) f(x) converges to y
0
as x x
0
.
(ii) (x
n
)
n=1
D x
0
with lim
nIN
x
n
= x
0
, we have that y
0
is a
limit point of (f(x
n
) )
n=1
.
Proof (i) (ii). By (i), O O with y
0
O, (0, ) IR
such that x (D B
( x
0
, )) x
0
, f(x) O. ( x
n
)
n=1
D x
0
with lim
nIN
x
n
= x
0
, N IN such that n N, x
n
B
X
( x
0
, ). Then,
x
n
(D B
(x
0
, )) x
0
and f(x
n
) O. Hence, y
0
is a limit point of
( f(x
n
) )
n=1
.
(ii) (i). We will show this by an argument of contradiction. Suppose
(i) does not hold. Then, O
0
O with y
0
O
0
, n IN, x
n
(D
B
(x
0
, 1/n)) x
0
such that f(x
n
) A O
0
. Clearly, the sequence
( x
n
)
n=1
D x
0
and lim
nIN
x
n
= x
0
. But, f(x
n
) , O
0
, n IN.
Then, y
0
is not a limit point of (f(x
n
) )
n=1
. This contradicts (ii). Hence,
(i) must hold.
Proposition 4.17 Let A be a metric space, D A, f : D IR, and
x
0
A be an accumulation point of D. Then, we have
limsup
xx0
f(x) = inf
(0,)IR
sup
x(DB(x0,))\x0]
f(x)
liminf
xx0
f(x) = sup
(0,)IR
inf
x(DB(x0,))\x0]
f(x)
Proof Let L = limsup
xx0
f(x) IR
e
and

L := inf
(0,)IR
sup
x(DB(x0,))\x0]
f(x) IR
e
. m IR with m < L, we have m m. Hence, m

L. By the arbitrariness of m,
we have L

L. m IR with m > L, V O
with x
0
V such that
sup
x(DV )\x0]
f(x) < m. Then, (0, ) IR such that B (x
0
, )
V . Then, sup
x(DB(x0,))\x0]
f(x) sup
x(DV )\x0]
f(x) < m. Then,
we have

L < m. By the arbitrariness of m, we have

L L. Hence, L =

L.
Note that, by Propositions 3.85 and 3.81,
liminf
xx0
f(x) = limsup
xx0
(f)(x) = inf
(0,)IR
sup
x(DB(x0,))\x0]
(f)(x)
= sup
(0,)IR
inf
x(DB(x0,))\x0]
f(x)
4.3 Uniform Continuity and Uniformity
Denition 4.18 Let A and be metric spaces and f : A . f is said
to be uniformly continuous if (0, ) IR, (0, ) IR such that
(f(x
1
), f(x
2
)) < , x
1
, x
2
A with
(x
1
, x
2
) < .
Clearly, a function f is uniformly continuous implies that it is continu-
ous.
Denition 4.19 Let A and be metric spaces and f : A . f is said
to be a uniform homeomorphism if f is bijective and both f and f
inv
are
uniformly continuous.
Properties preserved under uniform homeomorphisms are called uni-
form properties. These includes Cauchy sequences, completeness, uniform
continuity, and total boundedness.
1
and
2
be two metrics dened on
X. Then, the two metrics are said to be uniformly equivalent if the identity
map from (X,
1
) to (X,
2
) is a uniform homeomorphism.
Proposition 4.21 Let (X, ) be a metric space. Dene : X X IR
by (x
1
, x
2
) =
(x
1
, x
2
)
1 +(x
1
, x
2
)
, x
1
, x
2
X. Then, is a metric on X and
and are uniformly equivalent.
Proof x
1
, x
2
, x
3
X, (x
1
, x
2
) [0, 1); (x
1
, x
2
) = 0 (x
1
, x
2
) =
0 x
1
= x
2
; (x
1
, x
2
) = (x
2
, x
1
); by the monotonicity of
s
1+s
on s > 1,
4.3. UNIFORM CONTINUITY AND UNIFORMITY 77
we have
(x
1
, x
2
)
(x
1
, x
3
) +(x
3
, x
2
)
1 +(x
1
, x
3
) +(x
3
, x
2
)

(x
1
, x
3
)
1 +(x
1
, x
3
)
+
(x
3
, x
2
)
1 +(x
3
, x
2
)
= (x
1
, x
3
) +(x
3
, x
2
)
Hence, denes a metric on X.
(0, ) IR, x
1
, x
2
X with (x
1
, x
2
) < , we have (x
1
, x
2
)
(x
1
, x
2
) < . Hence, id
X
: (X, ) (X, ) is uniformly continuous.
On the other hand, (0, ) IR, x
1
, x
2
X with (x
1
, x
2
) <
1+
, we have (x
1
, x
2
) < . Hence, id
X
: (X, ) (X, ) is uniformly
continuous.
Therefore, and are uniformly equivalent. 2
Denition 4.22 A metric space A is said to be totally bounded if
(0, ) IR, there exist nitely many open balls with radius that cover A.
Proposition 4.23 Let A, , , and Z be metric spaces, ( x
n
)
n=1
A
be a Cauchy sequence, f : A and g : Z be uniformly continuous
functions, and h : A be a uniform homeomorphism. Then, the
following statements hold.
(i) (f(x
n
) )
n=1
is a Cauchy sequence.
(ii) g f is uniformly continuous.
(iii) If A is complete, then is complete.
(iv) If A is totally bounded and f is surjective, then is totally bounded.
Proof (i) (0, ) IR, by the uniform continuity of f,
(0, ) IR such that
(f(x
a
), f(x
b
)) < , x
a
, x
b
A with
(x
a
, x
b
) <
. Since (x
i
)
i=1
is Cauchy, then N IN such that
(x
n
, x
m
) < ,
n, m N. Then,
(f(x
n
), f(x
m
)) < . Hence, ( f(x
i
) )
i=1
is a Cauchy
sequence.
(ii) (0, ) IR, by the uniform continuity of g,
1
(0, ) IR
such that
(g(y
1
), g(y
2
)) < , y
1
, y
2
with
(y
1
, y
2
) <
1
. By the
uniform continuity of f, (0, ) IR such that
(f(x
a
), f(x
b
)) <
1
,
x
a
, x
b
A with
(x
a
, x
b
) < . Then, we have
(g(f(x
a
)), g(f(x
b
))) <
. Hence, g f is uniformly continuous.
(iii) Cauchy sequence ( w
i
)
i=1
. By (i), ( h
inv
(w
i
) )
i=1
A is a
Cauchy sequence. Since A is complete, then lim
iIN
h
inv
(w
i
) = x
0
A. By
iIN
w
i
= lim
iIN
h(h
inv
(w
i
)) = h(x
0
) .
Hence, is complete.
(iv) (0, ) IR, by the uniform continuity of f, (0, ) IR
such that
(f(x
a
), f(x
b
)) < , x
a
, x
b
A with
(x
a
, x
b
) < . By
the total boundedness of A, there exists a nite set X
N
A, such that
xXN
B
( x, ) = A. Then, by the surjectiveness of f and Proposi-

tion 2.5, we have
xXN
f(B
( x, )) = . Note that f(B
( x, ))
B
( f(x), ), x A. Then, we have
xXN
B
( f(x), ) = . Hence,
is totally bounded.
Denition 4.24 Let X be a set and := (Y, ) be a metric space. Let
( f
)
,
be a net of functions of X to . Then, the net is said to converge
uniformly to a function f : X if (0, ) IR,
0
/, /
with
0
, we have (f
(x), f(x)) < , x X.

Denition 4.25 Let X be a set and := (Y, ) be a metric space. Let
( f
n
)
n=1
be a sequence of functions of X to . Then, the sequence is said
to be a uniform Cauchy sequence if (0, ) IR, N IN, n, m IN
with n, m N, we have (f
n
(x), f
m
(x)) < , x X.
A uniformly convergent sequence (f
n
)
n=1
is a uniform Cauchy sequence.
A uniform Cauchy sequence in a complete metric space is uniformly con-
vergent.
Proposition 4.26 Let A := (X, O) be a topological space and := (Y, )
be a metric space. Let ( f
n
)
n=1
be a uniformly convergent sequence of func-
tions of A to whose limit is f : A . Assume that, n IN, f
n
is
continuous at x
0
A. Then, f is continuous at x
0
.
Proof (0, ) IR, N IN, we have (f
N
(x), f(x)) < /3,
x A. Since f
N
is continuous at x
0
, then U O with x
0
U, x U,
we have (f
N
(x), f
N
(x
0
)) < /3. Then, x U, we have
(f(x), f(x
0
)) (f(x), f
N
(x)) +(f
N
(x), f
N
(x
0
)) +(f
N
(x
0
), f(x
0
))
<
Therefore, f is continuous at x
0
.
Denition 4.27 Let A := (X, O) be a topological space and := (Y, ) be
a metric space. Let T be a family of continuous functions of A to . T
is said to be equicontinuous at x
0
A if (0, ) IR, U O with
x
0
U, x U, we have (f(x), f(x
0
)) < , f T. T is said to be
equicontinuous if it is equicontinuous at x
0
, x
0
A.
4.4 Product Metric Spaces
Denition 4.28 Let (X,
X
) and (Y,
Y
) be metric spaces. Then, the
product metric space (X Y, ) := (X,
X
) (Y,
Y
) is dened by
((x
1
, y
1
), (x
2
, y
2
)) := ((
X
(x
1
, x
2
))
2
+ (
Y
(y
1
, y
2
))
2
)
1/2
x
1
, x
2
X, y
1
, y
2
Y . is called the Cartesian metric.
4.4. PRODUCT METRIC SPACES 79
In the above denition, it is straightforward to show that denes a
metric on X Y .
Proposition 4.29 Let A := (X,
X
) be a metric space with natural topol-
ogy O
X
. Let := (Y,
Y
) be a metric space with natural topology O
Y
. Let
A := (X Y, ) be the product metric space with the natural topology
O
m
. Let (X Y, O) be the product topological space (X, O
X
) (Y, O
Y
).
Then, O = O
m
.
Proof A basis for O is /:= O
X
O
Y
[ O
X
O
X
, O
Y
O
Y
. A
basis for O
m
is /
m
:= B
( (x, y), r ) [ x X, y Y, r (0, ) IR.

B
( (x
0
, y
0
), r ) /
m
. (x, y) B
( (x
0
, y
0
), r ). Let d := r
((x, y), (x
0
, y
0
)) (0, ) IR. ( x, y) B
_
x, d/
2
_
B
_
y, d/
2
_
/, we have (( x, y), (x
0
, y
0
)) (( x, y), (x, y)) + ((x, y), (x
0
, y
0
)) =
((
X
( x, x))
2
+(
Y
( y, y))
2
)
1/2
+rd < r. Then, ( x, y) B
((x
0
, y
0
), r ).
Then, B
_
x, d/
2
_
B
_
y, d/
2
_
B
( (x
0
, y
0
), r ). This implies
that B
((x
0
, y
0
), r ) O. Then, we have O
m
O.
On the other hand, O
X
O
Y
/. (x, y) O
X
O
Y
, we have
x O
X
and y O
Y
. Then, d
1
(0, ) IR such that B
(x, d
1
) O
X
and d
2
( y, d
2
) O
Y
. Let d = mind
1
, d
2

(0, ) IR. ( x, y) B
((x, y), d) /
m
, we have
X
( x, x) < d and
Y
( y, y) < d, which implies that x B
( x, d
1
) and y B
( y, d
2
). Then,
B
( (x, y), d) O
X
O
Y
. Hence, we have O
X
O
Y
O
m
. Then,
O O
m
.
Hence, O = O
m
The above proposition shows that the natural topology induced by the
product metric dened in Denition 4.28 is the product topology on XY .
Proposition 4.30 Let A be a metric space. Then the metric
is a
uniformly continuous function on A A.
Proof (0, ) IR. Let = /
2 (0, ) IR. (x
1
, x
2
),
(y
1
, y
2
) A A with
((x
1
, x
2
), (y
1
, y
2
)) < . Then, we have >
((
(x
1
, y
1
))
2
+ (
(x
2
, y
2
))
2
)
1/2
(
(x
1
, y
1
) +
(x
2
, y
2
))/
2. Note
that
(x
1
, x
2
)
(x
1
, y
1
) +
(y
1
, x
2
)
(y
1
, x
2
)
(x
1
, x
2
) +
(x
1
, y
1
)
(y
1
, x
2
)
(y
1
, y
2
) +
(x
2
, y
2
)
(y
1
, y
2
)
(x
2
, y
1
) +
(y
2
, x
2
)
This implies that
=
2 <
(x
1
, y
1
)
(x
2
, y
2
)
(x
1
, x
2
)
(x
2
, y
1
)
+
(x
2
, y
1
)
(y
1
, y
2
) =
(x
1
, x
2
)
(y
1
, y
2
)
(x
1
, y
1
)
+
(x
2
, y
1
) +
(x
2
, y
2
)
(x
2
, y
1
) =
(x
1
, y
1
) +
(x
2
, y
2
) <
Hence, we have [
(x
1
, x
2
)
(y
1
, y
2
) [ < . Hence,
is uniformly
continuous on A A. This completes the proof of the proposition. 2
Proposition 4.31 Let A and be complete metric spaces and Z = A
be the product metric space with the cartesian metric . Then, Z is
complete.
Proof Fix any Cauchy sequence ((x
n
, y
n
) )
n=1
Z. (0, ) IR,
N IN such that ((x
n
, y
n
), (x
m
, y
m
)) < , n, m N. Then, we
have
(x
n
, x
m
) < and
(y
n
, y
m
) < . Hence, ( x
n
)
n=1
A and
( y
n
)
n=1
are Cauchy sequences. By the completeness of A and ,
x
0
A and y
0
such that lim
nIN
x
n
= x
0
and lim
nIN
y
n
= y
0
.
By Proposition 3.67, we have lim
nIN
(x
n
, y
n
) = (x
0
, y
0
) Z. Hence, Z is
complete. This completes the proof of the proposition. 2
Clearly, Denition 4.28 and Propositions 4.29 and 4.31 may be easily
generalized to the case of A
1
A
n
, where n IN and A
i
are metric
spaces, i = 1, . . . , n. When n = 0, it should be noted that
=
(, ), where (, ) = 0.
be a metric space, , where is a nite

set. Let =
, where
s are pairwise disjoint and nite and

is also nite. , let A
)
:=
be the product metric space.

Let A
)
:=
be the product metric space of product metric

spaces, and A :=
be the product metric space. Then, A and A

)
are isometric.
Proof Dene E :
by, x A
)
,
, !
(E(x)) =
)
(
)
(x)). By Proposition 3.30,

E is a homeomorphism. x, y A
)
, we have
(E(x), E(y)) =
_
(E(x)),
(E(y))))
2
_
1/2
=
_
(E(x)),
(E(y))))
2
_
1/2
=
_
(
)
(
)
(x)),
)
(
)
(y))))
2
_
1/2
=
_
_
_

(
)
(
)
(x)),
)
(
)
(y))))
2
_
1/2
_
2
_
1/2
=
_
(
)
(
)
(x),
)
(y)))
2
_
1/2
=
)
(x, y)
Hence, E is an isometry. This completes the proof of the proposition. 2
4.4. PRODUCT METRIC SPACES 81
:= (X
,
X
) and
:= (Y
,
Y
) be uniformly
homeomorphic metric spaces, , where is a nite index set. Dene
the product metric spaces A := (X,
X
) :=
and := (Y,
Y
) :=
, where
X
and
Y
are the Cartesian metric. Then, A and are
uniformly homeomorphic.
Proof Let F
: A
be a uniform homeomorphism, .
Dene F : A by, x A,
Y )
(F(x)) = F
(
X)
(x)), . By
Propositions 4.29 and 3.31, F is a homeomorphism between A and . We
need only to show that F and F
inv
are uniformly continuous.
Let m Z
+
be the number of elements in . (0, ) IR, ,
(0, ) IR such that, x

1
, x
2
A
with
X
(x
1
, x
2
) <
, we
have
Y
(F
(x
1
), F
(x
2
)) < /
1 +m, by the uniform continuity of F
.
Let = mininf
, 1 (0, ) IR. x
1
, x
2
A with
X
(x
1
, x
2
) < ,
we have, ,
X
(
X)
(x
1
),
X)
(x
2
)) <
This implies that

Y
(F
(
X)
(x
1
)), F
(
X)
(x
2
))) < /
1 +m. Hence,
we have
Y
(F(x
1
), F(x
2
)) =
_
(
Y
(
Y )
(F(x
1
)),
Y )
(F(x
2
))))
2
_
1/2
=
_
(
Y
(F
(
X)
(x
1
)), F
(
X)
(x
2
))))
2
_
1/2
<
Hence, F is uniformly continuous.
It is easy to see that F
inv
: A is given by, y ,
X)
(F
inv
(y)) =
F
inv
(
Y )
(y)), . Then, it is straightforward to apply a similar

argument as above to show that F
inv
is uniformly continuous.
i
:= (X
i
,
i
) be a metric space with natural topol-
ogy O
i
, i IN. On X :=
i=1
X
i
dene the metric, x, y X,
(x, y) =
i=1
2
i

i
(
i
(x),
i
(y))
1 +
i
(
i
(x),
i
(y))
Then, the natural topology, O
m
, on A := (X, ) induced by the metric
equals to the product topology O, where (X, O) =
i=1
(X
i
, O
i
).
Proof We will rst show that denes a metric on X. x, y, z X.
Clearly, we have 0 (x, y) < 1 and (x, y) = (y, x). When x = y,
we have (x, y) = 0. If (x, y) = 0, then
i
(
i
(x),
i
(y)) = 0, i IN,
which implies that
i
(x) =
i
(y), i IN, and hence x = y. Note that the
function
s
1+s
= 1
1
1+s
is strictly increasing on s > 1. Then, we have
(x, y)
i=1
2
i

i
(
i
(x),
i
(z)) +
i
(
i
(z),
i
(y))
1 +
i
(
i
(x),
i
(z)) +
i
(
i
(z),
i
(y))
i=1
2
i

i
(
i
(x),
i
(z))
1 +
i
(
i
(x),
i
(z))
+
i=1
2
i

i
(
i
(z),
i
(y))
1 +
i
(
i
(z),
i
(y))
= (x, z) +(z, y)
Hence, is a metric on X.
Fix any basis open set B = B
( x, r ) O
m
, where x X and r
(0, ) IR. y B. Let := r (x, y) > 0 and N IN be such
that 2
N
< /2. Consider the set C
y
=
i=1
C
yi
X given by C
yi
=
B
i
(
i
(y), /2), i = 1, . . . , N, and C
yi
= X
i
, i = N +1, N +2, . . .. Clearly,
y C
y
O. z C
y
, we have (y, z) <
N
i=1
2
i1
+
i=N+1
2
i
<
/2 + 2
N
< . Then, (x, z) (x, y) +(y, z) < r. Hence, z B. Then,
C
y
B. This shows that B O. Hence, O
m
O.
Fix any basis open set C O. Then, C =
i=1
C
i
, where C
i
O
i
,
i = 1, . . . , N, and C
i
= X
i
, i = N +1, N +2, . . ., for some N IN. x C,
we have
i
(x) C
i
, i IN. Then, i = 1, . . . , N,
i
(0, ) IR
such that B
i
(
i
(x),
i
) C
i
. Let
x
:= min
1iN
2
i i
1+i
> 0. Let B =
B
(x,
x
) O
m
. y B, (x, y) <
x
implies that 2
i
i(i(x),i(y))
1+i(i(x),i(y))
<
2
i i
1+i
and
i
(
i
(x),
i
(y)) <
i
, i = 1, . . . , N. Hence, y C. Then, we
have x B C. This shows that C O
m
. Hence, O O
m
.
Hence, O = O
m
i
:= (X
i
,
i
) be a complete metric space, i IN.
On X :=
i=1
X
i
dene the metric as in Proposition 4.34. Then, the
product metric space A := (X, ) is complete.
Proof Cauchy sequence ( x
n
)
n=1
A, clearly, (
i
(x
n
) )
n=1
A
i
is a Cauchy sequence, i IN. By the completeness of A
i
, y
i
A
i
such
that lim
nIN
i
(x
n
) = y
i
, i IN. Dene y A by
i
(y) = y
i
, i IN. By
Propositions 3.67 and 4.34, we have y is the limit of ( x
n
)
n=1
. Hence, A is
complete. This completes the proof of the proposition. 2
i
:= (X
i
,
Xi
) and
i
:= (Y
i
,
Y i
) be uniformly
homeomorphic metric spaces, i IN. Dene the innite product metric
spaces A := (X,
X
) := (
i=1
X
i
,
X
) and := (Y,
Y
) := (
i=1
Y
i
,
Y
),
where
X
and
Y
are dened as in Proposition 4.34. Then, A and are
uniformly homeomorphic.
Proof Let F
i
: A
i

i
be a uniform homeomorphism, i IN.
Dene F : A by, x A,
Y )
i
(F(x)) = F
i
(
X)
i
(x)), i IN. By
4.5. SUBSPACES 83
Propositions 4.34 and 3.31, F is a homeomorphism between A and . We
need only to show that F and F
inv
(0, ) IR, N IN such that 2
N
< /2. i = 1, . . . , N,
i
(0, ) IR such that, x
i1
, x
i2
X
i
with
Xi
(x
i1
, x
i2
) 0. x
1
, x
2
A with
X
(x
1
, x
2
) < , we have,
i = 1, . . . , N,
Xi
(
X)
i
(x
1
),
X)
i
(x
2
))
1 +
Xi
(
X)
i
(x
1
),
X)
i
(x
2
))
< 2
i

i
1 +
i
This implies that
Xi
(
X)
i
(x
1
),
X)
i
(x
2
)) <
i
, which further implies that
Y i
(F
i
(
X)
i
(x
1
)), F
i
(
X)
i
(x
2
))) < /2. Hence, we have
Y
(F(x
1
), F(x
2
)) =
i=1
2
i

Y i
(
Y )
i
(F(x
1
)),
Y )
i
(F(x
2
)))
1 +
Y i
(
Y )
i
(F(x
1
)),
Y )
i
(F(x
2
)))
=
i=1
2
i

Y i
(F
i
(
X)
i
(x
1
)), F
i
(
X)
i
(x
2
)))
1 +
Y i
(F
i
(
X)
i
(x
1
)), F
i
(
X)
i
(x
2
)))
<
N
i=1
2
i
2
+ 2
N
<
Hence, F is uniformly continuous.
It is easy to see that F
inv
: A is given by, y ,
X)
i
(F
inv
(y)) =
F
iinv
(
Y )
i
(y)), i IN. Then, it is straightforward to apply a similar
argument as above to show that F
inv
4.5 Subspaces
Proposition 4.37 Let A := (X, ) be a metric space with natural topology
O and A A be a subset. / := (A, ) is a metric space with natural
topology O
A
. A may also be endowed with the subset topology O
s
with
respect to (X, O). Then, O
A
= O
s
.
Proof A basis for the natural topology O
A
is
B := B
,
( x, r ) [ x A, r (0, ) IR
= B
(x, r ) A [ x A, r (0, ) IR
O
s
= O A [ O O. Clearly, we have B O
s
. Then, O
A
O
s
. On
the other hand, O
s
O
s
, O
s
= O A with O O. x O
s
, x A and
r (0, ) IR such that B
( x, r ) O. Then, B
,
( x, r ) O
s
. Then,
O
s
O
A
. Then, O
s
O
A
. Hence, O
A
= O
s
.
Proposition 4.38 Let A be a metric space and S A. If A is separable
then o := (S, ) is separable. If S is separable, then S is separable.
Proof Since A is separable, by Proposition 4.4, there exists a count-
able basis B for A. Let B
S
:= BS [ B B, which is a countable basis
for o. By Proposition 4.4, o is separable.
Let S be separable. Then, there exists a countable dense subset D S.
The closure of D in A is D. By Proposition 3.5, S D. By Proposition 3.3,
D S D. Hence, D = S and D is dense in S. Hence, S is separable.
Proposition 4.39 Let A := (X, ) be a metric space and S X.
(i) If (S, ) is complete then S is closed in A.
(ii) If A is complete and S is closed in A, then (S, ) is complete.
Proof (i) Any convergent sequence is Cauchy. Then, by Proposi-
tion 4.13, (S, ) is complete implies that any point of closure of S is in S.
Then, S = S and S is closed. (ii) Any Cauchy sequence in S will converge
in A since A is complete. Then, by Proposition 4.13, the limit lies in S
since S is closed. Hence, (S, ) is complete. This completes the proof of
the proposition. 2
4.6 Baire Category
Theorem 4.40 (Baire) Let A be a complete metric space and ( O
k
)
k=1
be a sequence of open dense sets in A. Then,
k=1
O
k
is dense in A.
Proof U O with U ,= . Since O
1
is dense, then x
1
O
1
U. By
the openness of U and O
1
, r
1
(0, ) IR such that B ( x
1
, r
1
) O
1
U.
n IN with n > 1, since O
n
is dense, then x
n
O
n
B ( x
n1
, r
n1
/2).
Since O
n
, B ( x
n1
, r
n1
) O, then r
n
(0, r
n1
/2] IR such that
B ( x
n
, r
n
) O
n
B ( x
n1
, r
n1
).
Note that n IN, r
n
2
1n
r
1
and, m > n,
(x
n
, x
m
) (x
n
, x
n+1
) + +(x
m1
, x
m
) <
1
2
(r
n
+ +r
m1
)
2
n
r
1
+ + 2
1m
r
1
< 2
1n
r
1
Hence, ( x
n
)
n=1
is a Cauchy sequence, which converges to x
0
A, by the
completeness of A. By Propositions 3.66, 3.67, and 4.30, we have, n IN,
(x
n
, x
0
) = lim
mIN
(x
n
, x
m
) <
1
2
(r
n
+ 2
1
r
n
+ 2
2
r
n
+ ) = r
n
Then, x
0
B ( x
n
, r
n
) O
n
. Hence, x
0
(
k=1
O
k
) U ,= . Hence,
k=1
O
k
is dense in A. This completes the proof of the theorem. 2
4.7. COMPLETION OF METRIC SPACES 85
Theorem 4.41 (Baire Category Theorem) Let A be a complete met-
ric space, then it is second category everywhere, that is no nonempty open
subset of A is of rst category.
Proof We will prove this theorem by using Proposition 3.38. Let
( O
be a countable collection of open dense sets in A. When is

nite, we may add the open dense set A into the collection to make it
innite and countable. By Baires Theorem, we then have
is
dense in A. Then, by Proposition 3.38, A is second category everywhere.
4.7 Completion of Metric Spaces
Proposition 4.42 Let A := (X, O) be a topological space and := (Y, )
be a complete metric space. Let ( f
n
)
n=1
be a uniform Cauchy sequence of
continuous functions of A to . Then, there exists a continuous function
f : A such that ( f
n
)
n=1
converges uniformly to f.
Proof x A, ( f
n
(x) )
n=1
is a Cauchy sequence in . By the com-
pleteness of and Proposition 3.65, ! y such that lim
nIN
f
n
(x) = y.
This denes a function f : A .
Since ( f
n
)
n=1
is a uniform Cauchy sequence, then, (0, ) IR,
N IN, n, m IN with n, m N, we have (f
n
(x), f
m
(x)) < ,
x A. By Propositions 4.30, 3.66, and 3.67, we have (f
n
(x), f(x)) =
lim
mIN
(f
n
(x), f
m
(x)) , x A. Hence, ( f
n
)
n=1
converges uniformly
to f. By Proposition 4.26, f is continuous.
Denition 4.43 Let A be a metric space. A net ( x
)
,
A is said to
be Cauchy if (0, ) IR,
0
/,
1
,
2
/ with
0

1
and
0

2
, we have (x
1
, x
2
) < .
Any convergent net in a metric space is Cauchy.
Proposition 4.44 Let A be a metric space. Then, A is complete if, and
only if, every Cauchy net has a limit in A.
Proof If A Cauchy sequence is a Cauchy net and admits a limit in
A. Hence, A is complete.
Only if Let ( x
)
,
A be a Cauchy net.
1
/
1
,
2
/
with
1

1
and
1

2
, we have (x
1
, x
2
) < 1. n IN with n > 1,
n
/ with
n1

n
,
1
,
2
/ with
n

1
and
n

2
,
we have (x
1
, x
2
) < 1/n. n IN, m
1
, m
2
IN with m
1
, m
2
> n,
we have
n

n+1

m1
and
n

n+1

m2
. Then,
(x
m
1
, x
m
2
) < 1/n. Hence, ( x
n
)
n=1
A is a Cauchy sequence. By the
completeness of A, x
0
A such that lim
nIN
x
n
= x
0
. n IN, /
with
n
, m IN with m > n, we have
n

n+1

m
and
(x
, x
m
) < 1/n. Then, by Propositions 4.30, 3.66, and 3.67, we have
(x
, x
0
) = lim
mIN
(x
, x
m
) 1/n. Hence, we have lim
,
x
= x
0
.
Proposition 4.45 Let A := (X, O) be a topological space, := (Y, ) be
a complete metric space, D X, x
0
X be an accumulation point of D,
and f : D . Then, lim
xx0
f(x) if, and only if, (0, ) IR,
O O with x
0
O, x, x (D O) x
0
, we have (f( x), f( x)) < .
Proof Suciency Assume that (0, ) IR, O O with
x
0
O, x, x (D O) x
0
, we have (f( x), f( x)) < . Dene / :=
O O [ x
0
O. Clearly, X / and / , = . It is easy to see
that / := (/, ) is a directed system. Since x
0
is an accumulation point
of D, then O /, (D O) x
0
, = . By Axiom of Choice, a net
( x
O
)
O,
X such that x
O
(DO) x
0
, O /. This also denes a
net ( f(x
O
) )
O,
Y by Axiom of Replacement. (0, ) IR, by the
assumption,
O /, x, x (D

O) x
0
, we have (f( x), f( x)) < .
O
1
, O
2
/ with

O O
1
and

O O
2
, x
Oi
(D O
i
) x
0
(D

O)
x
0
, i = 1, 2. This implies that (f(x
O1
), f(x
O2
)) < . This shows that
the net ( f(x
O
) )
O,
Y is Cauchy. By Proposition 4.44, lim
O,
f(x
O
) =
y
0
Y . (0, ) IR, O
1
/, O / with O
1
O, we have
(y
0
, f(x
O
)) < /2. By the assumption, O
2
/, x, x (D O
2
) x
0
,
we have (f( x), f( x)) < /2. Let O
3
:= O
1
O
2
/. Then, O
1
O
3
and x
O3
(D O
3
) x
0
(D O
2
) x
0
. x (D O
3
) x
0
,
we have (y
0
, f(x)) (y
0
, f(x
O3
)) + (f(x
O3
), f(x)) < . Hence, we have
lim
xx0
f(x) = y
0
.
Necessity Let lim
xx0
f(x) = y
0
. Then, (0, ) IR,
O O with x
0
O, x (D O) x
0
, we have (f(x), y
0
) < /2.
Hence, x, x (DO) x
0
, (f( x), f( x)) (f( x), y
0
) +(y
0
, f( x)) < .
Proposition 4.46 Let (X,
X
) and (Y,
Y
) be metric spaces, (Y,
Y
) be
complete, E X, and f : E Y be uniformly continuous. Then, there
is a unique continuous extension g : E Y . Furthermore, g is uniformly
continuous.
Proof ( x
i
)
i=1
E with lim
iIN
x
i
= x
0
X, by Proposition 4.23
and the uniform continuity of f, ( f(x
i
) )
i=1
is a Cauchy sequence in Y .
Since (Y,
Y
) is complete, then y
0
Y such that lim
iIN
f(x
i
) = y
0
. Let
( x
i
)
i=1
E be any other sequence with lim
iIN
x
i
= x
0
. Then, the se-
quence (x
1
, x
1
, x
2
, x
2
, . . .) converges to x
0
. By Proposition 4.23 and the uni-
form continuity of f, (f(x
1
), f( x
1
), f(x
2
), f( x
2
), . . .) is a Cauchy sequence
in Y , which converges since (Y,
Y
) is complete. The limit for this Cauchy
sequence must be y
0
by Proposition 3.70. Hence, we have lim
iIN
f( x
i
) = y
0
.
Hence, y
0
is dependent only on x
0
but not on the sequence ( x
i
)
i=1
.
By Proposition 4.13, we may dene a function g : E Y by g(x
0
) = y
0
,
x
0
E. x
0
E, choose a sequence (x
0
, x
0
, . . .), which converges to x
0
,
then y
0
= f(x
0
). Hence, we have g[
E
= f.
Next, we show that g is uniformly continuous. (0, ) IR,
by the uniform continuity of f on E, (0, ) IR such that
Y
(f(x
1
), f(x
2
)) < , x
1
, x
2
E with
X
(x
1
, x
2
) < . x
1
, x
2
E
with
X
(x
1
, x
2
) < . By Proposition 4.13,
_
x
1)
i
_
i=1
,
_
x
2)
i
_
i=1
E such that lim

iIN
x
j)
i
= x
j
, j = 1, 2. By the denition of g, we
have lim
iIN
f(x
j)
i
) = g(x
j
), j = 1, 2. By Proposition 3.67, we have
lim
iIN
(f(x
1)
i
), f(x
2)
i
)) = (g(x
1
), g(x
2
)). By Propositions 3.66 and 4.30,
we have lim
iIN
Y
(f(x
1)
i
), f(x
2)
i
)) =
Y
(g(x
1
), g(x
2
)). Hence, we have
Y
(g(x
1
), g(x
2
)) . Hence, g is uniformly continuous.
Let h : E Y be any continuous mapping such that h[
E
= f. x E,
by Proposition 4.13, (x
i
)
i=1
E such that lim
iIN
x
i
= x. By conti-
nuity of h and g and Proposition 3.66, we have h( x) = lim
iIN
h(x
i
) =
lim
iIN
f(x
i
) = lim
iIN
g(x
i
) = g( x). Then, h = g. This shows that g is
unique in the class of continuous functions that extends f.
Denition 4.47 A pseudo-metric on a set X satises (i), (iii), and (iv)
in Denition 4.1 and (x, x) = 0, x X, but not necessarily (ii).
Lemma 4.48 Let X be a set and be a pseudo-metric on X. Dene an
equivalence relation on X by x
1
x
2
if (x
1
, x
2
) = 0, x
1
, x
2
X.
Let be the quotient set X/ , that is := F X [ F ,= , x
1
, x
2

F, x
1
x
2
, x
3
X F, x
1
, x
3
. Dene a mapping
Y
: IR
by
Y
(Y
1
, Y
2
) = (x
1
, x
2
), Y
1
, Y
2
and x
1
Y
1
and x
2
Y
2
. Then,
(,
Y
) is a metric space and said to be the quotient space of (X, ) modulo
.
Proof We rst show that is an equivalence relation. Clearly, is
reexive and symmetric.
Claim 4.48.1 x, y, z X, if (y, z) = 0, then (x, y) = (x, z).
Proof of claim: (x, z) (x, y)+(y, z) = (x, y) (x, z)+(y, z) =
(x, z). This completes the proof of the claim. 2
By Claim 4.48.1, is transitive. Hence, is a equivalence relation.
Again by Claim 4.48.1, the mapping
Y
is well-dened.
To show that
Y
is a metric on , we note that, Y
1
, Y
2
, Y
3
, (i)
0
Y
(Y
1
, Y
2
) < ; (ii)
Y
(Y
1
, Y
2
) = 0 x
1
Y
1
, x
2
Y
2
, (x
1
, x
2
) =
0 and x
1
x
2
Y
1
= Y
2
; (iii)
Y
(Y
1
, Y
2
) = (x
1
, x
2
) = (x
2
, x
1
) =
Y
(Y
2
, Y
1
), for some x
1
Y
1
and x
2
Y
2
; (iv)
Y
(Y
1
, Y
2
) = (x
1
, x
2
)
(x
1
, x
3
) +(x
3
, x
2
) =
Y
(Y
1
, Y
3
) +
Y
(Y
3
, Y
2
), for some x
1
Y
1
, x
2
Y
2
,
and x
3
Y
3
. Hence,
Y
is a metric on .
Theorem 4.49 Let (X, ) be an metric space. Then,
(i) there exists a complete metric space (

X, ) such that X is isometri-
cally embedded as a dense subset in

X;
(ii) let (Y,
Y
) be any complete metric space with X Y and
Y
[
XX
=
. Then, (

X, ) is isometric with X in Y .
Proof (i) Let A := ( x
n
)
n=1
X [ ( x
n
)
n=1
Dene : A A IR by
__
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
_
= lim
nIN
(x
1)
n
, x
2)
n
),
_
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
A. The mapping is well dened by Proposi-
tions 4.30 and 4.23 and the fact that
_
(x
1)
n
, x
2)
n
)
_
n=1
_
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
,
_
x
3)
n
_
n=1
A,
__
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
_
[0, ) IR;
__
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
_
=
lim
nIN
(x
1)
n
, x
2)
n
) = lim
nIN
(x
2)
n
, x
1)
n
) =
__
x
2)
n
_
n=1
,
_
x
1)
n
_
n=1
_
;
__
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
_
= lim
nIN
(x
1)
n
, x
2)
n
) lim
nIN
((x
1)
n
, x
3)
n
) +
(x
3)
n
, x
2)
n
)) =
__
x
1)
n
_
n=1
,
_
x
3)
n
_
n=1
_
+
__
x
3)
n
_
n=1
,
_
x
2)
n
_
n=1
_
;
and also 0 = lim
nIN
(x
1)
n
, x
1)
n
) =
__
x
1)
n
_
n=1
,
_
x
1)
n
_
n=1
_
. Hence,
denes a pseudo-metric on A.
By Lemma 4.48, we can dene the equivalence relation on A by
_
x
1)
n
_
n=1
_
x
2)
n
_
n=1
if lim
nIN
(x
1)
n
, x
2)
n
) = 0,
_
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
A. Then, dene the set

X := A/ :=
_
F A
F ,=
,
_
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
F,
_
x
1)
n
_
n=1
_
x
2)
n
_
n=1
,
_
x
3)
n
_
n=1
A F,
_
x
1)
n
_
n=1
,
_
x
3)
n
_
n=1
_
. A metric on

X is , dened by
(F
1
, F
2
) =
__
x
1)
n
_
n=1
,
_
x
2)
n
_
n=1
_
, F
1
, F
2

X, for some
_
x
1)
n
_
n=1
F
1
and
_
x
2)
n
_
n=1
F
2
.
Dene mapping T : X

X by, x X, T(x) = F

X such that
the Cauchy sequence (x, x, . . .) F. Let X
I
be the image of X under T.
Then, T : X X
I
is surjective. x
1
, x
2
X with T(x
1
) = T(x
2
), we have
(x
1
, x
1
, . . .) (x
2
, x
2
, . . .), which implies that ((x
1
, x
1
, . . .), (x
2
, x
2
, . . .)) =
(x
1
, x
2
) = 0, and hence x
1
= x
2
. Therefore, T is injective. Hence, T :
X X
I
is bijective and admits an inverse T
inv
: X
I
X. x
1
, x
2

X, (T(x
1
), T(x
2
)) = ((x
1
, x
1
, . . .), (x
2
, x
2
, . . .)) = (x
1
, x
2
). Hence, T is
metric preserving. Then, both T and T
inv
are uniformly continuous. Hence,
T is an isometry between X and X
I
.
Therefore, (X, ) is isometrically embeded in (

X, ).
Next, we show that (

X, ) is complete. Fix a Cauchy sequence (F
n
)
n=1

X. n IN, let
_
x
n)
i
_
i=1
F
n
. Note that
_
x
n)
i
_
i=1
X is a
Cauchy sequence. n, m IN, (F
n
, F
m
) =
__
x
n)
i
_
i=1
,
_
x
m)
i
_
i=1
_
=
lim
iIN
(x
n)
i
, x
m)
i
). Dene a sequence
_
x
0)
i
_
i=1
X as following. Set
n
0
= 0. i IN, choose n
i
IN with n
i
> n
i1
such that m
1
, m
2
n
i
, we
have (x
i)
m1
, x
i)
m2
) < 1/i; and set x
0)
i
= x
i)
ni
.
Claim 4.49.1
_
x
0)
i
_
i=1
A.
Proof of claim: (0, ) IR, N
1
IN such that n, m N
1
,
we have (F
n
, F
m
) < . This is valid since (F
n
)
n=1
is Cauchy in

X. Let
N
2
IN be such that 1/N
2
< . Let N = maxN
1
, N
2
IN. i, j N,
(x
0)
i
, x
0)
j
) = (x
i)
ni
, x
j)
nj
). Since (F
i
, F
j
) = lim
lIN
(x
i)
l
, x
j)
l
) < , then
i
0
IN with i
0
maxn
i
, n
j
such that 0 (x
i)
i0
, x
j)
i0
) < (F
i
, F
j
) + <
2. Then, we have
(x
0)
i
, x
0)
j
) (x
i)
ni
, x
i)
i0
) +(x
i)
i0
, x
j)
i0
) +(x
j)
i0
, x
j)
nj
)
< 1/i + 2 + 1/j < 4
Hence,
_
x
0)
i
_
i=1
A. This completes the proof of the claim. 2
Let F
0

X be such that
_
x
0)
i
_
i=1
F
0
.
Claim 4.49.2 lim
nIN
F
n
= F
0
.
Proof of claim: (0, ) IR, N
1
IN such that n, m
N
1
, we have (F
n
, F
m
) < . Let N
2
IN be such that 1/N
2
< . Let
N := maxN
1
, N
2
IN. m N, x i
0
:= n
m
m N. i i
0
,
i
1
> n
i
i n
m
such that 0 (x
m)
i1
, x
i)
i1
) < (F
m
, F
i
) + < 2. Then,
0 (x
m)
i
, x
0)
i
) = (x
m)
i
, x
i)
ni
)
(x
m)
i
, x
m)
i1
) +(x
m)
i1
, x
i)
i1
) +(x
i)
i1
, x
i)
ni
)
< 1/m+ 2 + 1/i < 4
Hence, 0 (F
m
, F
0
) = lim
iIN
(x
m)
i
, x
0)
i
) 4. Therefore, we have
lim
nIN
(F
n
, F
0
) = 0. This completes the proof of the claim. 2
Hence, we have shown that any Cauchy sequence ( F
n
)
n=1

X admits
a limit F
0

X. Hence, (

X, ) is complete.
To complete the proof of (i), we need only to show that X
I
is dense in
X. F

X, let (x
n
)
n=1
F. (0, ) IR, N IN such that n IN
with n N, we have (x
N
, x
n
) < /2. Let F
N
:= T(x
N
) X
I
. Then,
by Propositions 4.30, 3.66, and 3.67, 0 (F
N
, F) = lim
nIN
(x
N
, x
n
)
/2 < . Hence, F
N
B
(

X, )
(F, ) X
I
,= . Hence, X
I
is dense in

X, by
Proposition 3.3.
(ii) Let X
c
be the closure of X in (Y,
Y
). Since T is an isometry between
X and X
I
, then T : X

X is uniformly continuous. By Proposition 4.46,
G : X
c

X such that G[
X
= T and G is uniformly continuous. Note
that T
inv
: X
I
X Y is also uniformly continuous, since T
inv
is metric
preserving. Then, by Propositions 4.39 and 4.46, H :

X X
c
such that
H[
XI
= T
inv
and H is uniformly continuous. G H :

X

X is uni-
formly continuous, by Proposition 4.23. Note that (G H)[
XI
= id
X
[
XI
.
By Proposition 3.56, we have G H = id
X
. H G : X
c
X
c
is uni-
formly continuous, by Proposition 4.23. Note that (H G)[
X
= id
Xc
[
X
.
By Proposition 3.56, we have H G = id
Xc
. Therefore, G : X
c

X is
bijective with inverse H :

X X
c
, by Proposition 2.4. Hence, X
c
and

X
are uniformly homeomorphic.
y
1
, y
2
X
c
,
_
x
1)
i
_
i=1
,
_
x
2)
i
_
i=1
A such that lim
iIN
x
j)
i
= y
j
,
j = 1, 2, by Proposition 4.13. Then, by Proposition 3.66, we have
G(y
j
) = lim
iIN
G(x
j)
i
) = lim
iIN
T(x
j)
i
), j = 1, 2. By Propositions 3.66,
3.67, and 4.30 and the fact that T is metric preserving on X, we have
(G(y
1
), G(y
2
)) = lim
iIN
(T(x
1)
i
), T(x
2)
i
)) = lim
iIN
(x
1)
i
, x
2)
i
) =
lim
iIN
Y
(x
1)
i
, x
2)
i
) =
Y
(y
1
, y
2
). Hence, G : X
c

X is also metric
preserving. Hence, G is an isometry between X
c
and

X.
4.8 Metrization of Topological Spaces
Denition 4.50 A topological space (X, O) is said to be metrizable if there
is a metric on X whose natural topology is exactly the same as O.
:= (X
, O
) be metrizable topological spaces,

, where is a countable set. Then, the product topological space
A = (X, O) :=
is metrizable.
Proof , let
be a metric on X
whose natural topology is

exactly O
. We will distinguish three exhaustive and mutually exclusive

cases: Case 1: = ; Case 2: ,= and is nite; Case 3: is countably
innite.
Case 1: = . Then, (X, O) = (, , ). It is clearly metrizable,
where the metric may be dened by (, ) = 0.
Case 2: ,= and is nite. We may dene a metric on X be to the
Cartesian metric as in Denition 4.28. By Proposition 4.29, the natural
topology induced by is exactly the same as the product topology O.
Hence, A is metrizable.
4.9. INTERCHANGE LIMITS 91
Case 3: is countable innite. The result follows by Proposition 4.34.
Denition 4.52 Let I := [0, 1] IR and A be a set. I
A
is called a cube.
Associate with I the subset topology of IR. Denote A
IN
the countably innite
product space of A. The cube I
IN
is metrizable, by Proposition 4.51, and
is called a Hilbert cube.
Theorem 4.53 (Urysohn Metrization Theorem) Every normal topo-
logical space satisfying the second axiom of countability is metrizable.
Proof Let A := (X, O) be a second countable normal topological
space. Let (B
be a countable basis for the topology O.

1
,
2
,
if

B
1
B
2
= , then, by Urysohns Lemma, a continuous function
f
12
: A [0, 1] =: I IR such that f
12
[
g
B
1
= 0 and f
12
[
B
2
= 1.
Dene T :=
_
f
12
: A I

1
,
2
,

B
1
B
2
=
_
. Clearly,
T is a countable set. x
0
A, closed set F A with x
0
, F, we have
1
such that x
0
B
1

F. By Denition 3.33 and Propositions 3.34
and 3.35, U O such that x
0
U U B
1
. Then,
2
such
that x
0
B
2
U. Then, we have x
0
B
2
B
2
U B
1
, and
hence

B
1
B
2
= . Then, f
12
T such that f
12
[
g
B
1
= 0 and
f
12
[
B
2
= 1, which implies that f
12
[
F
= 0 and f
12
(x
0
) = 1. Hence,
T is a countable collection of continuous [0, 1]-valued functions and satises
x
0
A, closed set F A with x
0
, F, f T f(x
0
) = 1 and
f[
F
= 0. Since A is normal, then it is Tychono and any singleton subset is
closed. x, y A with x ,= y, we have y is closed and therefore, f T
f(x) = 1 ,= 0 = f(y).
By Proposition 3.59, the equivalence map E : A I
J
is a homeomor-
phism between A and E(A). Since I is metrizable and T is countable,
then, by Proposition 4.51, I
J
is metrizable with a metric
I
F. By Propo-
sition 4.37, the metric
I
F generates the subset topology on E(A). Since
E is a homeomorphism between A and E(A), then A is metrizable with a
metric
: A A IR given by
(x, y) :=
I
F(E(x), E(y)), x, y A.
4.9 Interchange Limits
Theorem 4.54 (Joint Limit Theorem) Let := (Y, ) be a metric
space and (y
,
)
(,),1,2
be a joint net. Assume that
lim
(,),1,2
y
,
= y and, /
1
, lim
,2
y
,
= y
.
Then, lim
,1
y
= lim
,1
lim
,2
y
,
= lim
(,),1,2
y
,
.
Proof (0, ) IR, by Denition 3.88 and Proposition 4.8,
(
0
,
0
) /
1
/
2
, (, ) /
1
/
2
with (
0
,
0
) (, ), we have
(y
,
, y) < /2. Fix any /
1
with
0

1
. By the fact that
lim
,2
y
,
= y
/
2
, /
2
with

2
, we have
(y
,
, y
) < /2. Since /

2
is a directed system, then
1
/
2
such
that
0

2

1
and

2

1
. Then, we have ( y
, y) ( y
, y
,1
) +
(y
,1
, y) < . This shows that lim
,1
y
= y. Hence, we have
lim
,1
y
= lim
,1
lim
,2
y
,
= lim
(,),1,2
y
,
. This completes
the proof of the theorem. 2
Corollary 4.55 Let := (Y, ) be a metric space and (y
,
)
(,),1,2
be a joint net. Assume that lim

(,),1,2
y
,
= y , /
1
,
lim
,2
y
,
= y
, and, /
2
, lim
,1
y
,
= y
. Then,
lim
,1
y
= lim
,1
lim
,2
y
,
= lim
(,),1,2
y
,
= lim
,2
y
=
lim
,2
lim
,1
y
,
.
Proof This is straightforward by Joint Limit Theorem 4.54. 2
Theorem 4.56 (Iterated Limit Theorem) Let := (Y, ) be a com-
plete metric space and ( y
,
)
(,),1,2
be a joint net. Assume that
(i) /
1
, lim
,2
y
,
= y
;
(ii) the nets (y
,
)
,1
converge uniformly to y
, /
2
.
Then, lim
,1
y
= lim
,1
lim
,2
y
,
= lim
(,),1,2
y
,
=
lim
,2
y
= lim
,2
lim
,1
y
,
.
Proof By (ii), (0, ) IR,
0
/
1
, /
1
with
0

1
, /
2
, we have (y
,
, y
) < /4. Fix an

1
/
1
with
0

1

1
. Since lim
,2
y
1,
= y
1
, then
0
/
2
, /
2
with
0

2
, we have (y
1,
, y
1
) < /4. Then,
1
,
2
/
2
with
0

2

1
and
0

2

2
, we have ( y
1
, y
2
) ( y
1
, y
1,1
) + (y
1,1
, y
1
) +
( y
1
, y
1,2
) + (y
1,2
, y
2
) < . Hence, the net ( y
)
,2
is a Cauchy
net. By Proposition 4.44, lim
,2
y
= y .
Then,
/
2
, /
2
with

2
, we have ( y
, y) < /2. Note that

(, ) /
1
/
2
with (
0
,

) (, ), we have (y
,
, y) (y
,
, y
) +
( y
, y) < . Hence, lim

(,),1,2
y
,
= y. Finally, by Joint Limit
Theorem 4.54, we have lim
,1
lim
,2
y
,
= lim
,1
y
= y.
Proposition 4.57 Let A := (X, O) be a topological space, := (Y, ) be a
complete metric space, D A, x
0
A D be an accumulation point of D,
and ( f
)
,
be a net of functions of D to . Assume that (f
)
,
con-
verges uniformly to function f : D and lim
xx0
f
(x) = y
,
/. Then, lim
,
y
= lim
,
lim
xx0
f
(x) = lim
xx0
lim
,
f
(x) =
lim
xx0
f(x) .
4.9. INTERCHANGE LIMITS 93
Proof Fix any net ( x

,
D with x
0
as a limit. Such net exists by
Proposition 3.68. By the assumption that (f
)
,
converges uniformly to
f, then, for the joint net (f
(x
) )
(,),

,
, we have the nets ( f
(x
) )
,
converge uniformly to f(x
) ,

/. By Proposition 3.79, we
have lim

,
f
(x
) = y
, /. By Iterated Limit Theorem 4.56,

we have lim
,
y
= lim
,
lim

,
f
(x
) = lim
(,),

,
f
(x
) =
lim

,
lim
,
f
(x
) = lim

,
f(x
) = y . By the arbitrariness
of ( x

,
and Proposition 3.79, we have y = lim
xx0
f(x). Hence,
we have lim
,
y
= lim
,
lim
xx0
f
(x) = y = lim
xx0
f(x) =
lim
xx0
lim
,
f
(x) . This completes the proof of the proposition.

2
Chapter 5
Compact and Locally
Compact Spaces
5.1 Compact Spaces
Denition 5.1 A topological space (X, O) is called compact if every open
covering has a nite subcovering, that is ( O
O with X
, where is an index set, a nite set

N
such that
X
N
O
.
A subset K X is called compact if it is compact in its subset topology.
This is equivalent to any open covering of K in X has a nite subcovering
of K.
Denition 5.2 Let X be a set and T be a collection of subsets in X. T
is said to admit the nite intersection property if any nite subcollection of
T has a nonempty intersection.
Proposition 5.3 A topological space A is compact if, and only if, any col-
lection of closed sets T with the nite intersection property has a nonempty
intersection.
Proof If Suppose A is not compact. Then, there exists an open
covering ( O
O of A, which does not have any nite subcovering.

Then,
_
is a collection of closed sets with the nite intersection

property. Yet,
=
_
= . This contradicts the as-

sumption. Hence, A is compact.
Only if Suppose that the result does not hold. Then, there ex-
ists a collection of closed sets T with nite intersection property such
that
FJ
F = . Then, we have
FJ
F =
_
FJ
F
_
= A. By
the compactness of A, there exists a nite collection T
N
T such that
95
96 CHAPTER 5. COMPACT AND LOCALLY COMPACT SPACES
FJN
F = A. Then,
FJN
F = . This contradicts with the assump-
tion that T has nite intersection property. Hence, the result holds.
Proposition 5.4 A topological space A is compact if, and only if, net
( x
)
,
A has a cluster point in A.
Proof Only if Fix any net (x
)
,
A. /, let F
:=
x
[ /, . Let F
be the closure of F
. For any nite set A /,
0
/ such that
0
, A, since / is a directed system. Then,
x
0
F
, A. Hence, we have x
0

A
F
,= . Hence,
_
F
_
,
is a collection of closed sets in A with the nite intersection property. By
Proposition 5.3 and the compactness of A, we have
,
F
,= . Fix
an x

,
F
. O O with x O,
0
/, we have x F
0
and
O F
0
,= . Hence, / with
0
such that x
O F
0
O.
Hence, x is a cluster point of the net ( x
)
,
.
If Suppose A is not compact. Then, there exists an open cover-
ing (O
O of A, where is an index set, such that A is not

covered by any nite subcollection of sets in (O
. Let := B
[ B is a nite set . Dene a relation on by B
1
, B
2
, B
1
B
2
if B
1
B
2
. Clearly, / := (, ) is a directed system. B , let
x
B

_
B
O
. This constructs a net ( x

B
)
B,
A. By the as-
sumption, x
0
A such that x
0
is a cluster point of the net.
0
,
0
. O O with x
0
O, B with
0
B such that
x
B
O. Then, x
B
O
_
B
O
O

O
0
,= . Hence, by the
arbitrariness of O and Proposition 3.3, x
0

O
0
=

O
0
. Then, we have
x
0

0
O
0
=
_
= . This is a contradiction. Hence, A

must be compact.
Proposition 5.5 A closed subset of a compact space is compact. A com-
pact subset of a Hausdor space is closed.
Proof Let (X, O) be a compact topological space and K X be
closed. open covering ( O
O of K, where is an index set.

We have X =
_
_

K, which forms an open covering of X.
By the compactness of X, there exists a nite set
N
such that
X =
_
N
O

K. Then, we have K

N
O
. Therefore, K
is compact.
Let (X, O) be a Hausdor space and K X be compact. Suppose that
K is not closed. Then, by Proposition 3.3, x
0
K K. x K, we have
x ,= x
0
. Since (X, O) is Hausdor, O
x)
1
, O
x)
2
O such that x
0
O
x)
1
,
x O
x)
2
, and O
x)
1
O
x)
2
= . Then,
_
O
x)
2
_
xK
forms an open covering of
K. By the compactness of K, a nite set K
N
K such that
_
O
x)
2
_
xKN
5.1. COMPACT SPACES 97
forms an open covering of K. Then, x
0
O :=
xKN
O
x)
1
O, and
O K O
_
xKN
O
x)
2
_
= . This contradicts with x
0
K, by
Proposition 3.3. Hence, K is closed.
Theorem 5.6 (Heine-Borel) Let A be a subset of IR. A is compact if,
and only if, A is closed and bounded.
Proof If Consider rst the special case A = [a, b], where a, b IR
and a < b. Let ( O
O
IR
be an arbitrary open covering of A, where
is an index set. Let B := x A [ The interval [a, x] can be covered by
nitely many sets in ( O
. Clearly, a B. Let c = sup B. Then,

c A.
0
such that c O
0
. (0, ) IR such that [c, c+]
O
0
. By the denition of c, d B such that d [c , c]. By d B,
[a, d] can be covered by nitely many sets in (O
. Now, adding O
0
to this nitely many sets, then [a, c +] is covered by nitely many sets in
( O
. Hence, c B. Note that we must have c = b since otherwise

c < b and minc+, b B which contradicts the denition of c. Therefore,
there exists a nite subcovering of [a, b] = A. This shows that A is compact.
Now, let A be any closed and bounded subset of IR. Let (O
O
IR
be an arbitrary open covering of A, where is an index set. Since A
is bounded, then A [a, b], for some a, b IR with a < b. Note that
_

A [a, b]. By the compactness of [a, b], there exists a nite
set
N
such that [a, b]
_
N
O

A. Then, A

N
O
.
Hence, A is compact.
Only if Since IR is Hausdor, by Proposition 5.5, A is closed. Let
I
n
:= (n, n) IR, n IN. Then,
nIN
I
n
A. By the compactness of
A, N IN such that A
1nN
I
n
= I
N
. Hence, A is bounded.
Proposition 5.7 Let A and be topological spaces, A be compact, and
f : A be continuous. Then, f(A) is compact.
Proof Let ( O
Y
)
be an arbitrary open covering of f(A),

where is an index set. Then, (f
inv
(O
Y
) )
is an open covering
of A, by the continuity of f. By the compactness of A, there exists a nite
set
N
such that ( f
inv
(O
Y
) )
N
is a subcovering of A. Then, by
Proposition 2.5, (O
Y
)
N
is a nite subcovering of f(A). Hence, f(A)
is compact. This completes the proof of the proposition. 2
Proposition 5.8 Let A be a compact space, be a Hausdor topological
space, and f : A be a bijective continuous function. Then, f is a
homeomorphism.
Proof By Proposition 5.7, is compact. By the assumption of the
proposition, f is invertible with inverse f
inv
: A. closed set F A.
By Proposition 5.5, F is compact. By Proposition 5.7, f(F) is compact.
By Proposition 5.5, f(F) is closed. By Proposition 3.10, f
inv
is continuous.
Hence, f is a homeomorphism. This completes the proof of the proposition.
2
Denition 5.9 Let (X, O) be a topological space and | O be an open
covering of X. 1 O is said to be an open renement of | (or to rene
|) if 1 is an open covering of X and V 1, U | such that V U.
Proposition 5.10 Let A := (X, O) be a topological space. A is compact
if, and only if, any open covering | O has a nite open renement 1.
Proof Only if Let | O be an open covering of X. By the
compactness of A, there exists a nite set 1 | that covers X. Then, 1
is a nite open renement of |.
If Let | O be an arbitrary open covering of X. Then, there
exists a nite open renement 1 of |. V 1, U
V
| such that
V U
V
. By Axiom of Choice and Axiom of Replacement, we may dene
a set

| := U
V
| [ V 1 . Clearly,

| | is a nite subcovering of
X. Hence, A is compact.
Proposition 5.11 Let (X, O) be a Hausdor topological space and ( K
n
)
n=1
be a sequence of compact subsets of X with K
n+1
K
n
, n IN. Let O O
and
nIN
K
n
O. Then, n
0
IN such that K
n0
O.
Proof By Proposition 5.5, K
n
is closed, n IN. Let O
n
:= O

K
n
,
n IN. Then, we have
_
n=1
O
n
= O
_

_
n=1
K
n
_
= O (
n=1
K
n
)
= X K
1
By the compactness of K
1
, N IN such that K
1

N
n=1
O
n
= O
_
N
n=1
K
n
_
= O
K
N
. Then, K
N
O. This completes the proof of the
proposition. 2
Proposition 5.12 Let A be a Hausdor topological space and K
A be a
compact subset, , where is an index set. Assume that
=
. Then, there exists a nite set
N
such that
N
K
= .
cases: Case 1: is nite; Case 2: is innite. Case 1: is nite. Choose
N
:= and the result follows.
Case 2: is innite. , K
is closed in A by Proposition 5.5.

Note that
=
_
= A K
0
, for some
0
. By
the compactness of K
0
, there exists a nite set

N
such that K
0

. Let
N
:=

0
, which is a nite set. Then,
N
K
=
K
0

_
N
K
_
= . This completes the proof of the proposition. 2
5.1. COMPACT SPACES 99
Proposition 5.13 Let A := (X, O) be a Hausdor topological space,
K
1
, K
2
A be compact subsets, and K
1
K
2
= . Then, O
1
, O
2
O
such that K
1
O
1
, K
2
O
2
, and O
1
O
2
= .
Proof Since (X, O) is Hausdor, then, x
1
K
1
and x
2
K
2
, we
must have x
1
,= x
2
and O
1)
x1,x2
, O
2)
x1,x2
O such that x
j
O
j)
x1,x2
, j = 1, 2,
and O
1)
x1,x2
O
2)
x1,x2
= . Then, x
1
K
1
, K
2

x2K2
O
2)
x1,x2
. By the
compactness of K
2
, there exists a nite set K
2,x1
K
2
such that K
2

x2K2,x
1
O
2)
x1,x2
=: O
2)
x1
O. It is clear that x
1

x2K2,x
1
O
1)
x1,x2
=:
O
1)
x1
O and O
1)
x1
O
2)
x1
= . Then, K
1

x1K1
O
1)
x1
. By the
compactness of K
1
, there exists a nite set K
1N
K
1
such that K
1

x1K1N
O
1)
x1
=: O
1
O. Note that K
2

x1K1N
O
2)
x1
=: O
2
O.
Clearly, O
1
O
2
= . This completes the proof of the proposition. 2
Proposition 5.14 A compact Hausdor topological space is normal.
Proof Let (X, O) be a compact Hausdor topological space. Fix any
closed sets F
1
, F
2
X with F
1
F
2
= . By Proposition 5.5, F
1
and F
2
are
compact. By Proposition 5.13, O
1
, O
2
O such that F
1
O
1
, F
2
O
2
,
and O
1
O
2
= . Hence, (X, O) is normal. This completes the proof of the
proposition. 2
Proposition 5.15 Let X be a set and O and O
1
be topologies on X. As-
sume that O
1
is weaker than O, that is O
1
O, and (X, O) is compact.
Then, (X, O
1
) is compact.
Proof Let |
1
O
1
be any open covering of (X, O
1
). Then, it is an
open covering of (X, O). By the compactness of (X, O), there exists nite
subcovering |
N
|
1
of (X, O). Clearly |
N
O
1
is a nite subcovering
of (X, O
1
). Therefore, (X, O
1
) is compact. This completes the proof of the
proposition. 2
Proposition 5.16 Let X be a set and O and O
1
be topologies on X. As-
sume that O
1
is stronger than O, that is O O
1
, and (X, O) is Hausdor.
Then, (X, O
1
) is Hausdor.
Proof x, y X with x ,= y, O
1
, O
2
O such that x O
1
, y O
2
,
and O
1
O
2
= , since (X, O) is Hausdor. Note that O
1
, O
2
O
1
since
O O
1
. Hence, (X, O
1
) is Hausdor. This completes the proof of the
proposition. 2
Proposition 5.17 Let (X, O) be a compact Hausdor space. Then, any
weaker topology O
1
O is not Hausdor, and any stronger topology O
2

O is not compact.
Proof Since O
1
O, then O
0
O O
1
. Then,

O
0
is closed in
(X, O). By Proposition 5.5,

O
0
is compact in (X, O). By Proposition 5.15,
O
0
is compact in (X, O
1
). Suppose (X, O
1
) is Hausdor. Then, by Propo-
sition 5.5,

O
0
is closed in (X, O
1
). This implies that O
0
O
1
, which
contradicts with O
0
O O
1
. Hence, (X, O
1
) is not Hausdor.
Since O
2
O, then O
0
O
2
O. Suppose (X, O
2
) is compact. Then,
by Proposition 5.5,

O
0
is compact in (X, O
2
). By Proposition 5.15,

O
0
is compact in (X, O). By Proposition 5.5,

O
0
is closed in (X, O). Then,
O
0
O, which contradicts with O
0
O
2
O. Hence, (X, O
2
) is not
compact.
Proposition 5.18 Let A be a compact topological space, be a Hausdor
topological space, Z be a topological space, f : A be surjective and
continuous, and g : Z be such that T := g f : A Z is continuous.
Then, g is continuous.
Proof By Proposition 5.7 and the compactness of A, = f(A) is
compact. Then, is compact and Hausdor.
Claim 5.18.1 O
Z
Z, g
inv
(O
Z
) = f(T
inv
(O
Z
)).
Proof of claim: y
0
g
inv
(O
Z
) , x
0
A such that y
0
=
f(x
0
) since f is surjective. Then, g(y
0
) = g(f(x
0
)) = T(x
0
) O
Z
. This
implies that x
0
T
inv
(O
Z
). Then, y
0
f(T
inv
(O
Z
)). Hence, g
inv
(O
Z
)
f(T
inv
(O
Z
)).
On the other hand, y
0
f(T
inv
(O
Z
)), x
0
T
inv
(O
Z
) such that
y
0
= f(x
0
). Then, O
Z
T(x
0
) = g(f(x
0
)) = g(y
0
). This implies that
y
0
g
inv
(O
Z
). Hence, f(T
inv
(O
Z
)) g
inv
(O
Z
).
Therefore, we have g
inv
(O
Z
) = f(T
inv
(O
Z
)). This completes the proof
of the claim. 2
closed set F Z. T
inv
(F) is closed in A by Proposition 3.10 and the
continuity of T. Then, T
inv
(F) is compact by Proposition 5.5. This im-
plies that, by Proposition 5.7, f(T
inv
(F)) is compact. By Proposition 5.5,
g
inv
(F) = f(T
inv
(F)) is closed. Then, by Proposition 3.10 and the arbi-
trariness of F, g is continuous.
Denition 5.19 A compact and connected Hausdor topological space con-
taining more than one point is called a continuum.
Proposition 5.20 Let A := (X, O) be a Hausdor topological space,
( K
n
)
n=1
be a sequence of compact and connected subsets of A, and
K
n+1
K
n
, n IN. Then,
n=1
K
n
=: K is compact and connected.
5.2. COUNTABLE AND SEQUENTIAL COMPACTNESS 101
Proof By Proposition 5.5, K
n
is closed, n IN. Then, K is closed.
Then, K is closed in the subset topology of K
1
by Proposition 3.5. By
Proposition 5.5, K is compact.
Suppose K is not connected. Then, O
1
, O
2
O such that K = O
K1
O
K2
:= (O
1
K) (O
2
K), O
K1
,= , O
K2
,= , and O
K1
O
K2
= .
Dene

K
i
:= KO
Ki
, i = 1, 2. Then, i = 1, 2,

K
i
= K
O
i
, which is closed
and therefore compact by Proposition 5.5. Note that O
K1
=

K
2
and O
K2
=
K
1
. Then, O
K1
and O
K2
are disjoint compact sets. By Proposition 5.13,
O
1
,

O
2
O such that O
Ki

O
i
, i = 1, 2, and

O
1

O
2
= . Then,
O
1

O
2
K, by Proposition 5.11, n
0
IN such that

O
1

O
2
K
n0
.
Note that

O
i
K
n0
O
Ki
,= and is open in the subset topology of
K
n0
, i = 1, 2, then,

O
1
K
n0
and

O
2
K
n0
form a separation of K
n0
.
This contradicts with the assumption that K
n0
is connected. Hence, K is
connected.
We note that the union of nitely many compact subsets of a topological
space is compact.
5.2 Countable and Sequential Compactness
Denition 5.21 Let (X, O) be a topological space. A subset K X is
said to be countably compact if any countable open covering of K admits
a nite subcovering.
Proposition 5.22 A topological space is compact if, and only if, it is Lin-
del of and countably compact.
Proof This is straightforward and therefore omitted. 2
Proposition 5.23 A second countable topological space is compact if, and
only if, it is countably compact.
Proof A second countable topological space is Lindel of, by Proposi-
tion 3.24. Then, the result follows from Proposition 5.22. 2
Proposition 5.24 Let A be a countably compact topological space, be a
topological space, and f : A be continuous. Then, f(A) is countably
compact.
Proof Fix any countable open covering (O
of f(A),
where is a countable index set. By Proposition 2.5 and the conti-
nuity of f, ( f
inv
(O
) )
is a countable open covering of A. By the

countable compactness of A, there exists a nite set
N
such that
N
f
inv
(O
) = A. Then, we have
N
O

N
f(f
inv
(O
)) =
f
_
N
f
inv
(O
)
_
= f(A), by Proposition 2.5. Hence, f(A) is countably
compact. This completes the proof of the proposition. 2
Denition 5.25 Let A be a topological space. It is said to have the
Bolzano-Weierstrass property if ( x
n
)
n=1
A, there exists a cluster point
x A of the sequence.
Proposition 5.26 A topological space A is countably compact if, and only
if, it has the Bolzano-Weierstrass property.
Proof If Suppose A is not countably compact. Then, there exists
an open covering ( O
n
)
n=1
O of A which does not have any nite sub-
covering. n IN, x
n

n
i=1
O
i
=
n
i=1
O
i
. Then, ( x
n
)
n=1
A. By the
Bolzano-Weierstrass property, x
0
A such that x
0
is a cluster point of
( x
n
)
n=1
. By Proposition 3.3, x
0
( x
n
)
n=1
. n IN, since x
0
(x
i
)
i=n
,
( x
i
)
i=n

n
i=1
O
i
, and
n
i=1
O
i
is closed, then x
0

n
i=1
O
i
. Then,
x
0

n=1
O
i
, which contradicts with the fact that (O
n
)
n=1
is an open
covering of A. Therefore, A is countably compact.
Only if Fix any sequence (x
n
)
n=1
A. Let B
n
:= ( x
i
)
i=n
, n IN.
Suppose
n=1
B
n
= . Then,
_
B
n
_
nIN
form a countable open covering of
A. By the countable compactness of A, N IN such that
N
n=1
B
n
= A.
Hence, we have
N
n=1
B
n
= . This contradicts with the fact that x
N+1

N
n=1
B
n
. Therefore,
n=1
B
n
,= . Let x
0

n=1
B
n
A. O O with
x
0
O, n IN, x
0
B
n
implies that O B
n
,= by Proposition 3.3.
Then, m IN with m n such that x
m
O. This shows that x
0
is a
cluster point of (x
n
)
n=1
. Hence, A has the Bolzano-Weierstrass property.
Denition 5.27 A topological space A is said to be sequentially compact
if (x
n
)
n=1
A, there exists a subsequence ( x
ni
)
i=1
that converges to
some x
0
A.
Proposition 5.28 Let A be a topological space. Then, the following state-
ments hold.
(i) If it is sequentially compact, then A is countably compact.
(ii) If it is rst countable and countably compact, then A is sequentially
compact.
Proof (i) A is sequentially compact implies that A has the Bolzano-
Weierstrass property since the limit of a convergent subsequence is a clus-
ter point for the subsequence and hence a cluster point for the original
sequence. Then, A is countably compact by Proposition 5.26.
(ii) Let A be countably compact and rst countable. Fix any (x
n
)
n=1

A. By Proposition 5.26, A has the Bolzano-Weierstrass property. Then,
x
0
A such that x
0
is a cluster point of ( x
n
)
n=1
. Let B
x0
:= ( B
n
)
n=1

O be a countable basis at x
0
. (In case B
x0
is nite, we will pad A as
5.3. REAL-VALUED FUNCTIONS AND COMPACTNESS 103
additional basis sets to make it countably innite.) Let n
0
= 0. i IN,
n
i
IN with n
i
> n
i1
such that x
ni

i
j=1
B
j
O. Clearly, ( x
ni
)
i=1
is a subsequence of ( x
n
)
n=1
and admits a limit point x
0
. Hence, A is
sequentially compact.
The relationships between dierent compactness concepts are: compact-
ness implies countable compactness, which is equivalent to the Bolzano-
Weierstrass property; sequential compactness implies countable compact-
ness.
5.3 Real-Valued Functions and Compactness
Proposition 5.29 Let A be a countably compact topological space and f :
A IR be continuous. Then, f is bounded, that is, a, b IR such that
a f(x) b, x A. Furthermore, if A ,= , x
m
, x
M
A such that
f(x
m
) = min
x
f( x) f(x) max
x
f( x) = f(x
M
), x A, i. e., f
achieves its minimum and maximum on A.
Proof Note that IR =
nIN
(n, n). Then, A =
nIN
f
inv
((n, n)),
by Proposition 2.5. By the continuity of f, f
inv
((n, n)) is open, n
IN. By the countable compactness of A, N IN such that A =
N
n=1
f
inv
((n, n)) = f
inv
((N, N)). By Proposition 2.5, f(A) (N, N).
Hence, f is bounded.
Let A ,= . Dene M := sup
x
f(x) and m := inf
x
f(x). Then,
N m M N. n IN, x
n
A such that M 1/n < f(x
n
) M.
We thus obtain a sequence ( x
n
)
n=1
A. By Proposition 5.26 and the
countable compactness of A, ( x
n
)
n=1
admits a cluster point x
M
A. By
Proposition 3.66, the sequence (f(x
n
) )
n=1
M
).
By construction, lim
nIN
f(x
n
) = M, which is the only cluster point of
( f(x
n
) )
n=1
. Then, we have f(x
M
) = M. By an argument that is similar
to the above, x
m
A such that f(x
m
) = m. This completes the proof of
the proposition. 2
Proposition 5.30 Let A be a countably compact topological space and f :
A IR be upper semicontinuous. Then, f is bounded from above, that is,
b IR such that f(x) b, x A. Furthermore, if A ,= , then x
M
A
such that f(x) max
x
f( x) = f(x
M
), x A, i. e., f achieves its
maximum on A.
Proof Note that IR =
nIN
(, n). Then, A =
nIN
f
inv
((, n)),
by Proposition 2.5. By the upper semicontinuity of f, f
inv
((, n)) is
open, n IN. By the countable compactness of A, N IN such
that A =
N
n=1
f
inv
((, n)) = f
inv
((, N)). By Proposition 2.5,
f(A) (, N).
Let A ,= . Dene M := sup
x
f(x). Then, < M N.
n IN, x
n
A such that M 1/n < f(x
n
) M. We thus obtain
a sequence ( x
n
)
n=1
A. By Proposition 5.26 and the countable compact-
ness of A, ( x
n
)
n=1
admits a cluster point x
M
A. By Proposition 3.66,
the sequence ( f(x
n
) )
n=1
M
). By construction,
lim
nIN
f(x
n
) = M, which is the only cluster point of (f(x
n
) )
n=1
. Then,
we have f(x
M
) = M. This completes the proof of the proposition. 2
Lemma 5.31 (Dinis Lemma) Let A := (X, O) be a countably compact
topological space and ( f
n
)
n=1
be a sequence of upper semicontinuous real-
valued functions on A. Assume that x A, (f
n
(x) )
n=1
IR is nonin-
creasing and converges to 0. Then, (f
n
)
n=1
converges to the zero function
uniformly on A.
Proof (0, ) IR, let O
n
:= x A [ f
n
(x) < , n IN. By
the upper semicontinuity of f
n
, O
n
O, n IN. Since lim
nIN
f
n
(x) = 0,
x A, then A =
nIN
O
n
. By the countable compactness of A, N IN
such that A =
N
n=1
O
n
. n IN with n N, x A, i 1, . . . , N
such that x O
i
, then 0 f
n
(x) f
i
(x) < . Hence, the result is
established. This completes the proof of the lemma. 2
Proposition 5.32 Let A := (X, O) be a topological space and ( f
n
)
n=1
be
a sequence of upper semicontinuous real-valued functions on A. Assume
that x A, ( f
n
(x) )
n=1
IR is nonincreasing and converges to f
0
(x).
Then,
(i) f
0
is upper semicontinuous;
(ii) if, in addition, A is countably compact and f
0
is lower semicontinu-
ous, then, (f
n
)
n=1
converges to f
0
uniformly on A.
Proof (i) a IR, since, x A, f
0
(x) < a f
n
(x) < a for all
n m, for some m IN; and f
iinv
((, a)) f
jinv
((, a)), i j, then
f
0inv
((, a)) =
nIN
f
ninv
((, a)). By the upper semicontinuity of f
n
,
f
ninv
((, a)) O, n IN. Hence, f
0inv
((, a)) O. Therefore, f
0
is
upper semicontinuous.
(ii) f
0
is continuous by Proposition 3.16. Then, by Proposition 3.16,
( f
n
f
0
)
n=1
is a sequence of upper semicontinuous functions, which is
nonincreasing and coverges to 0 pointwise. By Dinis Lemma, ( f
n
f
0
)
n=1
converges to the zero function uniformly. Then, (f
n
)
n=1
coverges to f
0
uniformly.
Proposition 5.33 Let A be a topological space and ( f
n
)
n=1
be a sequence
of upper semicontinuous real-valued functions on A that converges uni-
formly to f : A IR. Then, f is upper semicontinuous.
5.4. COMPACTNESS IN METRIC SPACES 105
Proof x
0
A. (0, ) IR, N IN, we have [ f
N
(x)f(x) [ <
/3, x A. Since f
N
is upper semicontinuous, then, by Proposition 3.15,
U O with x
0
U, x U, we have f
N
(x) < f
N
(x
0
)) + /3. Then,
x U, we have
f(x) f(x
0
) = f(x) f
N
(x) +f
N
(x) f
N
(x
0
) +f
N
(x
0
) f(x
0
) <
Therefore, f is upper semicontinuous at x
0
. By Proposition 3.15, f is upper
semicontinuous.
5.4 Compactness in Metric Spaces
Lemma 5.34 A sequentially compact metric space is totally bounded.
Proof Let A be a sequentially compact metric space. Suppose A is not
totally bounded. Then,
0
(0, ) IR, A can not be covered by nitely
many open balls with radius
0
. Clearly, A ,= . Fix an x
1
A. n IN
with n 2, x
n
A
_
n1
i=1
B ( x
i
,
0
)
_
. The sequence ( x
n
)
n=1
is such
that (x
n
, x
m
)
0
, n, m IN with n ,= m. Clearly, this sequence does
not have any convergent subsequence. This contradicts with the assumption
that A is sequentially compact. Therefore, A must be totally bounded.
Denition 5.35 Let A be a sequentially compact metric space and
( O
be an open covering of A, where is an index set. The Lebesgue

number of ( O
is dened by
:= sup (0, ) IR [ x A, x A (x, x)
and B ( x, ) O
for some
Lemma 5.36 Let A be a sequentially compact metric space containing at
least two distinct points and ( O
be an open covering of A, where

is an index set. Then, the Lebesgue number of (O
is positive and
belongs to IR.
Proof Dene a function : A IR by, x A,
(x) = supc (0, ) IR [ B ( x, c) O
for some and

x A ( x, x) c
By Proposition 5.34, A is totally bounded. Then, x A, c
x
(0, )
IR, such that , x A with ( x, x) c
x
. Then, (x) c
x
. Since ( O
is an open cover of A, c
1
(0, ) IR such that B (x, c
1
) O
for
some . Since A contains at least two distinct points, then x A
with x ,= x such that ( x, x) =: c
2
> 0. Then, c := minc
1
, c
2
> 0 and
(x) c. Hence, 0 < (x) < +, x A.
Next, we will show that is continuous. x, y A, we will distinguish
two exhaustive and mutually exclusive cases: Case 1: (x) (x, y) 0;
Case 2: (x) (x, y) =: l > 0. Case 1: (x) (x, y) 0. Then, we have
(y) > 0 (x)(x, y). Case 2: (x)(x, y) =: l > 0. Then, (0, l),
and x A such that B( x, (x) ) O
and (x, x) (x) .

Then, ( x, y) (x, x)(x, y) (x)(x, y) = l. y B ( y, l ),
we have (x, y) (x, y) + (y, y) < l + (x, y) = (x) . Then, y
B ( x, (x) ) O
. This implies that B( y, l ) O
. Hence, we have
(y) l . By the arbitrariness of , we have (y) l = (x) (x, y).
Hence, in both cases, we have arrived at (y) (x) (x, y). Then,
(x) (y) (x, y). This further implies that (y) (x) (y, x)
Hence, we have [ (x) (y) [ (x, y). Hence, is continuous.
By the sequential compactness of A, A ,= , and Propositions 5.28 and
5.29, x
m
A such that (x
m
) = min
x
(x) (0, ) IR. Then, the
Lebesgue number = (x
m
) is positive and belongs to IR. This completes
the proof of the lemma. 2
Theorem 5.37 (Borel-Lebesgue Theorem) Let A be a metric space.
Then, the following are equivalent.
(i) A is compact.
(ii) A is countably compact.
(iii) A is sequentially compact.
(iv) A has the Bolzano-Weierstrass property.
Proof (i) (ii). This follows directly from Denitions 5.1 and 5.21.
(ii) (iii). Clearly, A is rst countable. By Proposition 5.28, A is
(iii) (i). We will distinguish three exhaustive and mutually exclusive
cases: Case 1: A = ; Case 2: A is a singleton set; Case 3: A contains
at least two distinct points. Case 1: A = . Clearly, A is compact. Case
2: A is a singleton set. Clearly, A is compact. Case 3: A contains at
least two distinct points. Fix any open covering (O
O of A. Let
be the Lebesgue number of the covering, which is a positive real number
by Lemma 5.36. By Proposition 5.34, A is totally bounded. Then, there
exists a nite set X
N
A such that A =
xXN
B (x, /2). x X
N
,
B ( x, /2) O
x
for some
x
. Hence, A =
xXN
O
x
, which is a
nite subcovering. Therefore, A is compact.
(ii) (iv). This is proved in Proposition 5.26.
Proposition 5.38 A metric space A is compact if, and only if, it is com-
plete and totally bounded.
5.5. THE ASCOLI-ARZEL
A THEOREM 107
Proof Only if Fix any Cauchy sequence (x
n
)
n=1
A. By the
compactness of A and Borel-Lebesgue Theorem, there exists a subsequence
( x
ni
)
i=1
that converges to x
0
A. Then, it is straightforward to show that
lim
nIN
x
n
= x
0
. (Here, the notation lim
nIN
x
n
makes sense since metric
spaces are Hausdor.) Hence, A is complete. By Borel-Lebesgue Theorem
and Proposition 5.34, A is totally bounded.
If Fix any sequence ( x
n
)
n=1
A. We will construct subsequences
as following. Take
_
x
1)
n
_
n=1
= ( x
n
)
n=1
. m IN with m 2, since
A is covered by nite many balls of radius 1/m, we may nd a subse-
quence
_
x
m)
n
_
n=1
of
_
x
m1)
n
_
n=1
such that
_
x
m)
n
_
n=1
B
_
x
m)
, 1/m
_
for some x
m)
A. Now, consider the sequence of diagonal elements
_
x
n)
n
_
n=1
A, which is a subsequence of the original sequence ( x
n
)
n=1
.
Clearly, this sequence is Cauchy by construction. By the completeness of
A, lim
nIN
x
n)
n
= x
0
A. Hence, we have shown that A is sequentially
compact. By Borel-Lebesgue Theorem, A is compact.
Proposition 5.39 Let A := (X, ) be a compact metric space, := (Y, )
be a metric space, and f : A be continuous. Then, f is uniformly
continuous.
Proof (0, ) IR, x A, by the continuity of f,
x

(0, ) IR such that (f(x), f( x)) < /2, x B ( x,
x
). Then, A =
x
B (x,
x
/2). By the compactness of A, there exists a nite set X
N

A such that A =
xXN
B ( x,
x
/2). Let = mininf
xXN

x
/2, 1
(0, ) IR. x
1
, x
2
A with (x
1
, x
2
) < , x
0
X
N
such that
x
1
B ( x
0
,
x0
/2). Then, x
2
B ( x
0
,
x0
). This implies that x
1
, x
2

B ( x
0
,
x0
). Then, (f(x
1
), f(x
2
)) (f(x
1
), f(x
0
)) +(f(x
0
), f(x
2
)) < .
Hence, f is uniformly continuous. This completes the proof of the proposi-
tion. 2
Proposition 5.40 Let n Z
+
and K IR
n
. K is compact if, and only
if, K is closed and bounded.
Proof When n IN, note that IR
n
is a complete metric space. Then,
the result follows from Propositions 5.38 and 4.39. When n = 0, note that
IR
n
is a singleton set and is compact. Then, the result follows immediately.
2
5.5 The Ascoli-Arzela Theorem
Lemma 5.41 Let (f
n
)
n=1
be a sequence of functions of a countable set D
to a metric space such that x D, ( f
n
(x) )
nIN
is compact. Then, there
exists a subsequence (f
n
k
)
k=1
such that x D, the sequence ( f
n
k
(x) )
k=1
converges to some point f
0
(x) .
Proof We will distinguish three exhaustive and mutually exclusive
cases: Case 1: D = ; Case 2: D ,= and is nite; Case 3: D is countably
innite. Case 1: D = . Then, (f
n
)
n=1
is the subsequence we seek. Case
2: D ,= and is nite. Take D = x
1
, . . . , x
m
for some m IN. Let
_
f
0)
n
_
n=1
= ( f
n
)
n=1
. k = 1, . . . , m,
_
f
k1)
n
(x
k
)
_
nIN
( f
n
(x
k
) )
nIN
is a closed set and therefore a compact set by Proposition 5.5. By Borel-
Lebesgue Theorem, there exists a subsequence
_
f
k)
n
_
n=1
of
_
f
k1)
n
_
n=1
such that
_
f
k)
n
(x
k
)
_
n=1
converges. Hence, the sequence
_
f
m)
n
_
n=1
is the
subsequence we seek. Case 3: D is countably innite. Take D = ( x
m
)
m=1
.
Let
_
f
0)
n
_
n=1
= (f
n
)
n=1
. k IN,
_
f
k1)
n
(x
k
)
_
nIN
( f
n
(x
k
) )
nIN
is a closed set and therefore a compact set by Proposition 5.5. By Borel-
Lebesgue Theorem, there exists a subsequence
_
f
k)
n
_
n=1
of
_
f
k1)
n
_
n=1
such that
_
f
k)
n
(x
k
)
_
n=1
converges. Now, the diagonal sequence
_
f
k)
k
_
k=1
is the subsequence we seek. This completes the proof of the lemma. 2
Lemma 5.42 Let A := (X, O) be a compact topological space, := (Y, )
be a metric space, T be an equicontinuous family of functions of A to ,
and (f
n
)
n=1
T be such that lim
nIN
f
n
(x) = f
0
(x), x A, for some
f
0
: A . Then, f
0
is continuous and ( f
n
)
n=1
converges to f
0
uniformly.
Proof (0, ) IR, x
0
A, by the equicontinuity of T, U
x0,

O with x
0
U
x0,
such that x U
x0,
, f T, (f(x), f(x
0
)) < .
By lim
nIN
f
n
(x
0
) = f
0
(x
0
), N
x0,
IN, n IN with n N
x0,
, we
have (f
n
(x
0
), f
0
(x
0
)) < .
x
0
A, (0, ) IR, x U
x0,
, we have, by Propositions 4.30,
3.66, and 3.67,
(f
0
(x), f
0
(x
0
)) = lim
nIN
(f
n
(x), f
n
(x
0
))
Hence, f
0
is continuous at x
0
0
and Proposi-
tion 3.9, f
0
is continuous.
(0, ) IR, A

xX
U
x,
. By the compactness of A,
there exists a nite set X
N
X such that A
xXN
U
x,
. Let
N := maxsup
xXN
N
x,
, 1 IN, n IN with n N, x A, x
0
X
N
such that x U
x0,
. Then, we have
(f
n
(x), f
0
(x)) (f
n
(x), f
n
(x
0
))+(f
n
(x
0
), f
0
(x
0
))+(f
0
(x
0
), f
0
(x)) < 3
Hence, we have ( f
n
)
n=1
converges to f
0
uniformly.
5.6. PRODUCT SPACES 109
Lemma 5.43 Let A := (X, O) be a topological space, := (Y, ) be a
metric space, ( f
n
)
n=1
be an equicontinuous sequence of functions of A
to , and ( f
n
(x) )
n=1
converge at every x D, where D A is dense.
Assume that x A, (f
n
(x) )
n=1
is complete. Then, continuous
function f
0
: A such that lim
nIN
f
n
(x) = f
0
(x), x A.
Proof (0, ) IR, x A, since ( f
n
)
n=1
is equicontinuous,
then O O with x O such that, x O, (f
n
(x), f
n
( x)) < , n IN.
Since D is dense, then, x
0
DO. ( f
n
(x
0
) )
n=1
is Cauchy since it
is convergent. Then, N IN, n, m N, we have (f
n
(x
0
), f
m
(x
0
)) < .
Note that
(f
n
(x), f
m
(x)) (f
n
(x), f
n
(x
0
)) +(f
n
(x
0
), f
m
(x
0
))
+(f
m
(x
0
), f
m
(x)) < 3
Therefore, ( f
n
(x) )
n=1
( f
n
(x) )
n=1
is a Cauchy sequence, which
converges since (f
n
(x) )
n=1
is complete. Then, we may dene f
0
: A
by f
0
(x) = lim
nIN
f
n
(x).
By Proposition 4.30, 3.66, and 3.67, we have, x O,
(f
0
(x), f
0
( x)) = lim
nIN
(f
n
(x), f
n
( x))
Hence, f
0
is continuous at x. By the arbitrariness of x and Proposition 3.9,
f
0
is continuous. This completes the proof of the lemma. 2
Theorem 5.44 (Ascoli-Arzela Theorem) Let A := (X, O) be a sepa-
rable topological space, := (Y, ) be a metric space, T be an equicon-
tinuous family of functions of A to , and ( f
n
)
n=1
T be such that
( f
n
(x) )
nIN
is compact, x A. Then, there exists a subsequence
( f
n
k
)
k=1
of ( f
n
)
n=1
that converges pointwise to a continuous function
f
0
: A and the convergence is uniform on any compact subset of
A.
Proof Let D A be a countable dense set. By Proposition 5.41,
there exists a subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
that converges pointwise
on D to a function

f : D . Note that x A, ( f
n
(x) )
nIN
is
compact implies that ( f
n
(x) )
nIN
is complete by Proposition 5.38. Then,
by Proposition 5.43, there exists a continuous function f
0
: A to which
( f
n
k
)
k=1
converges pointwise. By Proposition 5.42, (f
n
k
)
k=1
converges to
f
0
uniformly on compact subsets of A. This completes the proof of the
theorem. 2
5.6 Product Spaces
Lemma 5.45 Let / be a collection of subsets of a set X with the nite
intersection property. Then, there is a collection / of subsets in X such
that / /, / has the nite intersection property, and / is maximal
with respect to this property, that is (
X
2 with the nite intersection
property and / (, we have ( = /.
Proof Clearly, X ,= by the fact that / has the nite intersection
property. Dene M := (
X
2 [ / ( and ( has the nite intersection
property. Set containment forms a antisymmetric partial ordering on
M and / M ,= . Let N M be any nonempty totally ordered subset.
Let B :=
cN
(
X
2. Fix any nite subcollection B
N
B. We will
distinguish two exhaustive and mutually exclusive cases: B
N
= ; Case
2: B
N
,= . Case 1: B
N
= . Then,

B :=
BBN
B = X ,= . Case
2: B
N
,= . Take B
N
= B
1
, . . . , B
n
for some n IN. B
i
B
N
,
(
i
N such that B
i
(
i
. Since N is totally ordered by , without loss
of generality, , assume that (
1
(
2
(
n
. Then, B
i
(
n
, B
i
B
N
.
By the denition of the set M, we have
n
i=1
B
i
,= . In both cases, we
have arrived at
BBN
B ,= . Hence, B has nite intersection property.
Since N ,= , then / B. Hence, B M and is an upper bound of N. By
Zorns Lemma, there exists a maximal element / of M. This completes
Lemma 5.46 Let B be a collection of subsets of a set X that is maximal
with respect to the nite intersection property. Then, each intersection of
nite number of sets in B is again in B, and each set that meets every set
in B is itself in B.
Proof Fix any nite subcollection B
N
B. Let

B :=
BBN
B.
Then,

B ,= . Let

B := B
B B. It is easy to see that

B has the nite
intersection property. Then, by maximality of B, we have

B = B. Hence,
B B.
Let C X be such that C B ,= , B B. Let

B := B C B.
Fix any nite subcollection /

B. We will distinguish two exhausitive
and mutually exclusive cases: Case 1: C , /; Case 2: C /. Case
1: C , /. Then, / B. Then,
B,
B ,= since B has the nite
intersection property. Case 2: C /. Then,

/ := / C B and is
a nite set. Then,
B

,
B B. Then,
B,
B = C
_
B

,
B
_
,= .
Hence, in both cases, we have
B,
B ,= . This shows that

B has the
nite intersection property. By the maximality of B, we have

B = B. Hence,
C B.
Theorem 5.47 (Tychono Theorem) Let A
:= (X
, O
) be a com-
pact topological space, , where is an index set. Then, the product
is compact.
Proof (Bourbaki) We will distinguish two exhaustive and mutually
exclusive cases: Case 1: = ; Case 2: ,= . Case 1: = . Then, X is
a singleton set, which is clearly compact.
Case 2: ,= . We will prove this case by Proposition 5.3. Note that
the a basis for A is given by B :=
X [ O
, ,
and O
= X
for all s except nitely many s . Fix a collection / of

closed sets in A with the nite intersection property. By Lemma 5.45, let
( be a collection of subsets of A such that / ( and ( is maximal with
respect to the nite intersection property.
, let (
:= C
[ C (
(C) = C
. nite subcol-
lection (
N
(
, C
(
N
, C
C
( such that C
(C
C
). Since
( has the nite intersection property, then
CcN
C
C
,= . Then, by
Proposition 2.5,
CcN
C
CcN
(C
C
)
_
CcN
C
C
_
,=
. Hence, (
has nite intersection property. Let

(
:=
_
C
_
.
Then,

(
has nite intersection property. By the compactness of A
and
Proposition 5.3, x
Cc
C
.
Let x A be given by
(x) = x
, . Consider a set S of the form

S =
inv
(O
) for some and for some O
with x
. Then,
S C ,= , C (, since x
(C). Hence, S ( by Lemma 5.46 and

the maximality of (. B B with x B, n IN,
1
, . . . ,
n
, and
O
i
O
i
, i = 1, . . . , n, such that x
i
O
i
and B =
n
i=1
i inv
(O
i
).
Then, B ( by Lemma 5.46.
F /, F is closed. Then, F B ,= , B B with x B, by the
nite intersection property of (. By Proposition 3.3, x F = F. Hence,
x
F,
F ,= . By Proposition 5.3, A is compact.
:= (X
, O
) be a sequentially compact topolog-

ical space, , where is a countable index set. Then, the product
is sequentially compact.
cases: Case 1: = ; Case 2: ,= and is nite; Case 3: is countably
innite. Case 1: = . Then, X = is a singleton set. Clearly, A is
Case 2: ,= and is nite. Without loss of generality, assume that
= 1, . . . , m for some m IN. Fix a sequence
_
x
0)
n
_
n=1
A.
k 1, . . . , m,
_
k
(x
k1)
n
)
_
n=1
A
k
. By the sequential compactness
of A
k
, there exists a subsequence
_
x
k)
n
_
n=1
of
_
x
k1)
n
_
n=1
such that
_
k
(x
k)
n
)
_
n=1
converges to x
k
A
k
. Let x A be given by
k
(x) = x
k
,
k 1, . . . , m. The sequence
_
x
m)
n
_
n=1
A is a subsequence of
_
x
0)
n
_
n=1
. Clearly, k 1, . . . , m,
_
k
(x
m)
n
)
_
n=1
converges to x
k
.
By Proposition 3.67,
_
x
m)
n
_
n=1
converges to x. Hence, A is sequentially
compact.
Case 3: is countably innite. Without loss of generality, assume that
= IN. Fix a sequence
_
x
0)
n
_
n=1
A. k IN,
_
k
(x
k1)
n
)
_
n=1
A
k
.
By the sequential compactness of A
k
, there exists a subsequence
_
x
k)
n
_
n=1
of
_
x
k1)
n
_
n=1
such that
_
k
(x
k)
n
)
_
n=1
converges to x
k
A
k
. Let x A
be given by
k
(x) = x
k
, k IN. Now consider the diagonal sequence
_
x
n)
n
_
n=1
A, which is a subsequence of
_
x
0)
n
_
n=1
. Clearly, k IN,
_
k
(x
n)
n
)
_
n=1
converges to x
k
_
x
n)
n
_
n=1
converges
to x. Hence, A is sequentially compact.
5.7 Locally Compact Spaces
5.7.1 Fundamental notion
Denition 5.49 A topological space A is locally compact if x A, O
O with x O such that O is compact.
Clearly, a compact space is locally compact.
Example 5.50 IR
n
is a locally compact space but not a compact space,
n IN.
Proposition 5.51 A topological space A is locally compact if, and only if,
the collection B
l
:=
_
O O
O is compact
_
forms a basis for O.
Proof Only if Let A be locally compact. x A, B B
l
such
that x B. O O, x O, B B
l
such that x B and B is compact.
Let B
1
:= O B. Then, x B
1
O and B
1
O. Note that B
1
B and
is closed. By Proposition 5.5, B
1
is compact. Then, B
1
B
l
. Therefore,
B
l
is a basis for O.
If This is straightforward.
Proposition 5.52 Let A be a locally compact topological space and K A
be compact. Then, O O, such that K O O and O is compact.
Proof x K, by the local compactness of A, O
x
O such that x
O
x
O
x
and O
x
is compact. Then, K
xK
O
x
. By the compactness of
K, there exists a nite set K
N
K such that K
xKN
O
x
=: O O.
By Proposition 3.3, O =
xKN
O
x
=
xKN
O
x
, which is compact. This
completes the proof of the proposition. 2
Proposition 5.53 Let A be a locally compact Hausdor topological space
and B
l
be the basis of A dened in Proposition 5.51. O O, x O,
B B
l
such that x B B O and B is compact.
5.7. LOCALLY COMPACT SPACES 113
Proof O O, x O, we will distinguish two exhaustive and
mutually exclusive cases: Case 1: O = A; Case 2: O A. Case 1: O = A.
The result holds by Denition 5.49. Case 2: O A. y

O, since A
is Hausdor, then O
1)
y
, O
2)
y
O such that x O
1)
y
, y O
2)
y
, and
O
1)
y
O
2)
y
= . By Proposition 5.51 and Denition 3.17, B
y
B
l
such
that x B
y
O
1)
y
. Then, B
y

O
2)
y
and B
y

O
2)
y
, since

O
2)
y
is closed
in A. This implies that y , B
y
. Note that

O is closed in A, then

OB
y
is
closed in A. Since B
y
is compact, then, by Propositions 3.5 and 5.5,

OB
y
is compact. Note that
y
e
O
(
OB
y
) = . By Proposition 5.12, there exists
a nite set D
N

O such that
yDN
(
O B
y
) = . Clearly, D
N
,= since
O A ,= . Then, we have x

yDN
B
y

yDN
B
y
O. Since
yDN
B
y
O, then B B
l
such that x B

yDN
B
y
and B is
compact. Note that B

yDN
B
y
O. This completes the proof of the
proposition. 2
Proposition 5.54 Let A be a locally compact Hausdor topological space,
U O, and K U be compact. Then, V O such that K V V U
and V is compact.
Proof x K, by Proposition 5.53, V
x
O such that x V
x

V
x
U and V
x
is compact. Then, K

xK
V
x
K, there exists a nite set K
N
K such that K
xKN
V
x
=: V O.
By Proposition 3.3, V =
xKN
V
x
U and is compact. This completes
Proposition 5.55 Let A be a locally compact space and F A. Then, F
is closed if, and only if, for any closed and compact set K A, we have
F K is closed.
Proof Only if Let F be closed. For any closed and compact K A,
F K is closed.
If x F. By local compactness of A, O O such that x O O
and O is compact. By the assumption, OF is closed. U O with x U,
we have x OU O. By Proposition 3.3, (OU) F ,= , since x F.
Then, we have U (O F) ,= . Hence, we have x O F = O F F,
by Proposition 3.3. Hence, F F and F is closed.
Proposition 5.56 Let A be a locally compact Hausdor topological space
and ( O
n
)
n=1
O be a sequence of open dense subsets in A. Then,
n=1
O
n
is dense. Therefore, A is second category everywhere.
Proof U O with U ,= , since O
1
is dense, then x
1
U O
1
.
By Proposition 5.53, V
1
O such that x
1
V
1
V
1
U O
1
and V
1
is
compact. n IN with n 2, since O
n
is dense, then x
n
V
n1
O
n
. By
Proposition 5.53, V
n
O such that x
n
V
n
V
n
V
n1
O
n
and V
n
is
compact. Hence,
_
V
n
_
n=1
is a sequence of nonempty closed sets which is
nonincreasing (that is V
n+1
V
n
, n IN). Clearly, this sequence have the
nite intersection property. By the compactness of V
1
and Proposition 5.3,
n=1
V
n
,= . Clearly,
n=1
V
n
U(
n=1
O
n
) ,= . Therefore,
n=1
O
n
is dense in A, by the arbitrariness of U.
By Proposition 3.38, A is second category everywhere. This completes
Proposition 5.57 Let A := (X, O) be a Hausdor space, Y X be a
dense subset, and O
Y
be the subset topology on Y . Assume that :=
(Y, O
Y
) is locally compact. Then, Y is open in A.
Proof y Y , by the local compactness of , U
y
O
Y
such that
y U
y
U
yc
Y , where U
yc
is the closure of U
y
in , and U
yc
is
compact. Then, U
yc
is compact in A and is closed, by Proposition 5.5.
Then, U
yc
U
y
. On the other hand, by Proposition 3.5, U
yc
= U
y
Y U
y
.
Hence, we have U
yc
= U
y
. Since U
y
O
Y
, O O such that U
y
= O Y .
By Proposition 3.37, we have U
yc
= O Y = O. Hence, we have y U
y

O O = U
yc
Y . Hence, Y is open in A. This completes the proof of
the proposition. 2
Lemma 5.58 Let A := (X, O) be a locally compact Hausdor topological
space, Y O, and O
Y
be the subset topology on Y . Then, := (Y, O
Y
) is
locally compact.
Proof x Y , by Proposition 5.53, U O such that x U U Y
and U is compact. Then, U O
Y
and the closure of U in is U, by
Proposition 3.5. Then, U is compact in . Hence, is locally compact.
Lemma 5.59 Let A := (X, O) be a locally compact Hausdor topological
space, Y A be closed, and O
Y
be the subset topology on Y . Then,
:= (Y, O
Y
) is locally compact.
Proof x Y , by the local compactness of A, U O such that
x U U and U is compact. Then,

U := U Y O
Y
. Let

U
c
be the
closure of

U in . Then,

U
c
U Y U. Note that

U
c
is a closed set in
and therefore a closed set in A since Y is closed in A and Proposition 3.5.
Then,

U
c
is compact by Proposition 5.5. Thus, we have x

U

U
c
Y
and

U
c
is compact. Hence, is locally compact. This completes the proof
of the lemma. 2
Proposition 5.60 Let A := (X, O) be a locally compact Hausdor topo-
logical space, Y X, and O
Y
be the subset topology on Y . := (Y, O
Y
)
is locally compact if, and only if, Y is relatively open in Y .
Proof Only if Let O
Y
be the subset topology on Y . Then, (Y , O
Y
)
is Hausdor. By Proposition 5.57, Y is relative open in O
Y
.
If Since Y is closed in A, then, by Lemma 5.59, (Y , O
Y
) is locally
compact. Clearly, (Y , O
Y
) is Hausdor. In (Y , O
Y
), by Lemma 5.58, is
locally compact.
5.7.2 Partition of unity
Denition 5.61 Let A be a topological space. For a function f : A IR,
the support of f is the set supp f := x A [ f(x) ,= 0. A collection of
real-valued functions (
on A is said to be subordinate to a collection

of open sets ( O
, if , such that supp
.
Proposition 5.62 Let A be a locally compact Hausdor topological space,
U O, and K U be compact. Then, there exists a continuous function
f : A [0, 1] IR such that f[
K
= 1 and f[
e
U
= 0. Furthermore,
supp f U is compact.
Proof Since the set Q := Q [0, 1] is countable, then, by recursively
applying Proposition 5.54, we may nd (O
r
)
rQ
O such that the follow-
ing two properties are satised:
1. r Q, K O
r
O
r
U and O
r
is compact;
2. r, s Q with r < s, O
r
O
s
.
Dene the real-valued function

f : X IR by
f(x) = inf(r Q [ x O
r
1)
Clearly,

f : X [0, 1],

f(x) = 0, x O
0
, and

f(x) = 1, x

O
1
. By 1,
we have K O
0
and O
1
U. Next, we will show that

f is continuous.
x
0
X, we will show that

0
. Let a
0
=

f(x
0
) [0, 1].
B IR with B being open and a
0
B, a
1
, a
2
, a
3
, a
4
Q such that
a
1
< a
2
< a
0
< a
3
< a
4
and (a
1
, a
4
) B. Let a
2
= maxa
2
, 0 and
a
3
= mina
3
, 1. Then, we must have a
1
< a
2
a
0
a
3
< a
4
and
a
2
, a
3
Q. We will distinguish three exhaustive and mutually exclusive
cases: Case 1: a
0
(0, 1); Case 2: a
0
= 0; Case 3: a
0
= 1.
Case 1: a
0
(0, 1). Then, we must have a
1
< a
2
< a
0
< a
3
< a
4
. Let
V =

O
a2
O
a3
O. x V , we have x O
a3
and

f(x) a
3
. Also,
x

O
a2
implies that

f(x) a
2
. Hence,

f(V ) [ a
2
, a
3
] (a
1
, a
4
) B.
f(x
0
) = a
0
< a
3
implies that x
0
O
a3
.

f(x
0
) = a
0
> a
2
implies that
a
2
( a
2
, a
0
) Q such that x
0

O
a2

O
a2
. Therefore x
0
V . This
shows that V O with x
0
V such that

f(V ) B.
Case 2: a
0
1
< 0 = a
0
< a
3
< a
4
. Take
V = O
a3
O. We must have x
0
V . x V , 0

f(x) a
3
. Hence,
f(V ) [0, a
3
] (a
1
, a
4
) B. Hence, V O with x
0
V such that
f(V ) B.
Case 3: a
0
1
< a
2
< a
0
= 1 < a
4
. Take
V =

O
a2
O. Since

f(x
0
) = a
0
= 1, then x
0

O1+ a
2
2

O
a2
= V . x V ,
f(x) a
2
. Hence,

f(V ) [ a
2
, 1] (a
1
, a
4
) B. Hence, V O with
x
0
V such that

f(V ) B.
Therefore, in all cases, V O with x
0
V such that

f(V ) B. Then,
0
. By the arbitraryness of x
0

f
is continuous. Dene f : A [0, 1] IR by f(x) = 1

f(x), x
A. Clearly, f is continuous by Proposition 3.12, f[
K
= 1, and f[
e
U
= 0.
Note that supp f =
_
x A

f(x) < 1
_
O
1
U and is compact by
Proposition 5.5. This completes the proof of the proposition. 2
Theorem 5.63 (Partition of Unity) Let A be a locally compact Haus-
dor topological space, K A be compact, and ( O
O be an open
covering of K, where is an index set. Let T be a collection of continuous
real-valued functions on A such that
(i) the constantly zero function is in T;
(ii) f, g T, f +g T;
(iii) f, g T with supp f M := x A [ g(x) ,= 0, dene f/g :
A IR by
(f/g)(x) =
_
f(x)/g(x) x supp f
0 x

supp f
then f/g T;
(iv) O O, x
0
O, f T such that f(x
0
) = 1, f[
e
O
= 0, and
f : A [0, 1].
Then, there exists a nite collection T of continuous nonnegative
real-valued functions on A, which is subordinate to ( O
, such that
_
K
= 1,
(x) [0, 1] IR, x A, and supp is com-

pact, .
Remark 5.64 Note that in (iii) above f/g is always continuous since
(f/g)[
supp f
= 0 is continuous, (f/g)[
M
is continuous,

supp f and M are
open,

supp f M = A, and Theorem 3.11 implies the result.
Proof Let O :=
K. By Proposition 5.54, there exists

U O such that K U U O and U is compact. , let
U
:= U O
O. Then, K
= U.
x
0
K,
0
such that x
0
U
0
U
0
O
such that x
0

U
0

U
0
U
0
and

U
0
is compact. By (iv), there exists
a continuous function f
x0
: A [0, 1] in T such that f
x0
(x
0
) = 1 and
f
x0
[
g
U
0
= 0. Let V
x0
:= x A [ f
x0
(x) > 0. Then, x
0
V
x0
O since
f
x0
is continuous. Note that V
x0

U
0
, which implies that suppf
x0
=
V
x0

U
0
U
0
O
0
, which is compact by Proposition 5.5. Hence, f
x0
has compact support.
x
0
U K,

K O, by Proposition 5.5. By (iv), there exists a
continuous function g
x0
: A [0, 1] in T such that g
x0
(x
0
) = 1 and
g
x0
[
K
= 0. Let W
x0
:= x A [ g
x0
(x) > 0. Then, x
0
W
x0
O
since g
x0
is continuous. Clearly, W
x0

K. Note that U
_
xK
V
x
_
xU\K
W
x
_
. By the compactness of U, there exist nite sets K
N
K
and U
N
U K such that U
_
xKN
V
x
_

_
xUN
W
x
_
. By the
construction of W
x
s, K
xKN
V
x
. Let f :=
xKN
f
x
T and
g :=
xUN
g
x
T (here f, g T by (i) and (ii)). Then, f is nonnegative,
f(x) > 0, x K, g is nonnegative, f(x) +g(x) > 0, x U.
Dene := : A [0, 1] [ = f
x
/(f + g), x K
N
, which is a
nite set. Note that x K
N
, supp f
x
U
0
U U x A [
(f + g)(x) ,= 0, for some
0
. Then, f
x
/(f + g) T. Hence, T.
, x K
N
such that = f
x
/(f + g). Then, is continuous by the
fact that T. supp = supp f
x
is compact and supp O
, for some
. Hence, is subordinate to ( O
. Clearly, is nonnegative,
. x K, we have
(x) =
f(x)
f(x) +g(x)
=
f(x)
f(x)
= 1
x A, we have
0
(x) = (f/(f +g))(x) 1

Corollary 5.65 Let A be a locally compact Hausdor topological space,
K A be compact, and ( O
O be an open covering of K, where

is an index set. Then, there exists a nite collection of continuous
nonnegative real-valued functions on A, which is subordinate to ( O
,
such that
_
K
= 1,
(x) [0, 1] IR, x A, and supp

is compact, .
Proof Let T be the collection of continuous real-valued functions
on A. Clearly, T satises (i) (iii) in Theorem 5.63. Note that x
0
is
compact, by Proposition 5.62, (iv) of Theorem 5.63 is also satised by T.
Then, the result follows. 2
5.7.3 The Alexandro one-point compactication
Theorem 5.66 (Alexandro One-Point Compactication) Let A
:= (X, O) be a locally compact Hausdor topological space. The Alexan-
dro one-point compactication of A is the set X
c
:= X with
the topology O
c
:= O
c
X
c
[ O
c
O or X
c
O
c
is compact in A .
Then, A
c
:= (X
c
, O
c
) is a compact Hausdor space and the identity map
id : X X
c
is a homeomorphism. The element is called the point
at innity in A
c
.
Proof We rst show that O
c
is a topology on X
c
. (i) O, then
O
c
; X
c
X
c
= is compact in A, then X
c
O
c
. (ii) O
c1
, O
c2
O
c
,
we will distinguish four exhaustive and mutually exclusive cases: Case 1:
O
c1
, O
c2
O; Case 2: X
c
O
c1
and X
c
O
c2
are compact in A; Case 3:
X
c
O
c1
is compact in A and O
c2
O; Case 4: O
c1
O and X
c
O
c2
is compact in A. Case 1: O
c1
, O
c2
O. Then, O
c1
O
c2
O and hence
O
c1
O
c2
O
c
. Case 2: X
c
O
c1
and X
c
O
c2
are compact in A. Then,
X
c
(O
c1
O
c2
) = (X
c
O
c1
) (X
c
O
c2
), which is compact in A. This
implies that O
c1
O
c2
O
c
. Case 3: X
c
O
c1
is compact in A and
O
c2
O. Let

O
c1
:= O
c1
, then

O
c1
= X (X
c
O
c1
). Since X
c
O
c1
is compact in A and A is Hausdor, then, by Proposition 5.5, X
c
O
c1
is
closed in A. Then,

O
c1
O. Note that O
c1
O
c2
=

O
c1
O
c2
O. Then,
O
c1
O
c2
O
c
. Case 4: O
c1
O and X
c
O
c2
is compact in A. By an
argument that is similar to Case 3, we have O
c1
O
c2
O
c
. Hence, in all
four cases, we have O
c1
O
c2
O
c
.
(iii) (O
c
)
O
c
, where is an index set, we will distinguish two
exhaustive and mutually exclusive cases: Case A: ( O
c
)
O; Case B:
0
such that O
c0
. Case A: ( O
c
)
O. Then,
O
c
O
and hence
O
c
O
c
. Case B:
0
such that O
c0
. Then,
X
c
O
c0
is compact in A. We may partition into two disjoint set
1
and
2
such that =
1

2
,
1

2
= ,
1
, O
c
O,
2
,
X
c
O
c
is compact in A. Note that
X
c
_
_
O
c
_
=
_

1
(X
c
O
c
)
_
_

2
(X
c
O
c
)
_
=
_

1
(X O
c
)
_
_

2
(X
c
O
c
)
_
(X
c
O
c0
)

1
, X O
c
is a closed set in A.
2
, X
c
O
c
is compact in A
and therefore closed in A by Proposition 5.5. Hence, X
c

_
O
c
_
is
a closed subset of X
c
O
c0
and hence compact in A by Proposition 5.5.
Then,
O
c
O
c
. Hence, in both cases, we have
O
c
O
c
.
Summarizing the above, O
c
is a topology on X
c
.
Next, we show that A
c
is compact. Fix an open covering (O
c
)
O
c
of A
c
. We may partition into two disjoint set
1
and
2
such that
=
1
2
,
1
2
= ,
1
, O
c
O,
2
, X
c
O
c
is compact
in A. Since X
c
, then
0

2
such that O
c0
. Then, X
c
O
c0
is
compact in A.
2
, let

O
c
:= O
c
, then

O
c
= X (X
c
O
c
).
By Proposition 5.5 and the compactness of X
c
O
c
,

O
c
O. Note that
X
c
=
_
_
1
O
c
_
_
_
2
O
c
_
O
c0
= O
c0
(X
c
O
c0
)
Then, X
c
O
c0

_
1
O
c
_

_
2
O
c
_
. By the compactness
of X
c
O
c0
, there exist nite sets
N1

1
and
N2

2
such that
X
c
O
c0

_
N1
O
c
_
_
N2
O
c
_
. Then, X
c
=
_
N1
O
c
_
_
N2
O
c
_
O
c0
. Hence, A
c
is compact.
Next, we show that A
c
is Hausdor. x
1
, x
2
A
c
with x
1
,= x
2
. We will
distinguish two exhaustive and mutually exclusive cases: Case 1: x
1
, x
2

A; Case 2: x
1
= or x
2
= . Case 1: x
1
, x
2
A. Since A is Hausdor,
then O
1
, O
2
O such that x
1
O
1
, x
2
O
2
, and O
1
O
2
= . Clearly,
O
1
, O
2
O
c
. Case 2: x
1
= or x
2
= . Without loss of generality,
assume x
2
= . Then, x
1
A. By local compactness of A, O
1
O
such that x
1
O
1
O
1
A and O
1
is compact. Then, O
1
O
c
and
O
2
:= X
c
O
1
O
c
. Clearly, x
2
O
2
and O
1
O
2
= . Hence, in both
cases, we have obtained O
1
, O
2
O
c
such that x
1
O
1
, x
2
O
2
, and
O
1
O
2
= . Hence, A
c
is Hausdor.
Finally, we show that id : A A
c
is a homeomorphism. Clearly,
id is bijective. O
c
O
c
, we either have O
c
O, which implies that
O
c
(X
c
) = O
c
O; or we have X
c
O
c
is compact, which implies
that

O
c
:= O
c
= X (X
c
O
c
) O, by Proposition 5.5, and hence
O
c
(X
c
) =

O
c
O. Hence, the subset topology O
c
on A
c

with respect to A
c
is contained in O. It is easy to see that O O
c
. Then,
O = O
c
. Hence, id : A A
c
is a homeomorphism.
5.7.4 Proper functions
Denition 5.67 Let A and be topological spaces and f : A be
continuous. f is said to be proper if compact set K , we have
f
inv
(K) A is compact. f is said to be countably proper if compact
set K , we have f
inv
(K) A is countably compact.
X
) and := (Y, O
Y
) be locally com-
pact Hausdor topological spaces and f : A be continuous. Let
A
c
:= (X
c
, O
Xc
) and
c
:= (Y
c
, O
Y c
) be the Alexandro one-point compact-
ications of A and , respectively, where X
c
= X
x
and Y
c
= Y
y
.
Dene a function f
c
: A
c

c
by f
c
(x) = f(x), x X, and f
c
(
x
) =
y
.
Then, f is proper if, and only if, f
c
is continuous.
Proof Only if Let f be proper. O
Y c
O
Y c
, we will distinguish
two exhaustive and mutually exclusive cases: Case 1: O
Y c
O
Y
; Case
2: Y
c
O
Y c
is compact in . Case 1: O
Y c
O
Y
. Then, f
cinv
(O
Y c
) =
f
inv
(O
Y c
) O
X
. This implies that f
cinv
(O
Y c
) O
Xc
. Case 2: Y
c
O
Y c
is
compact in . Then, f
cinv
(Y
c
O
Y c
) = f
inv
(Y
c
O
Y c
) is compact in A by
the properness of f. Then, by Proposition 2.5, f
cinv
(O
Y c
) = X
c
f
cinv
(Y
c
O
Y c
) O
Xc
. Hence, in both cases, we have f
cinv
(O
Y c
) O
Xc
. Hence, f
c
is continuous.
If Let f
c
be continuous. Fix a compact set K . Then,
y

Y
c
K O
Y c
c
, we have
x
f
cinv
(Y
c
K) O
Xc
.
This implies that X
c
f
cinv
(Y
c
K) is compact in A. By Proposition 2.5,
f
inv
(K) = f
cinv
(K) = X
c
f
cinv
(Y
c
K). Hence, f is proper.
Proposition 5.69 Let A be a topological space, be a metric space, F
A be closed, and f : A be continuous and proper. Then, f(F) is
closed.
Proof y f(F), by Proposition 4.13, ( y
n
)
n=1
f(F) such that
lim
nIN
y
n
= y. Then, n IN, x
n
F such that f(x
n
) = y
n
. Let
K = y ( y
n
)
n=1
. Then, K is compact. By the properness of f, f
inv
(K)
is compact. By Propositions 3.5 and 5.5, F f
inv
(K) is compact. Note that
( x
n
)
n=1
Ff
inv
(K). Then, by Proposition 5.4, (x
n
)
n=1
admits a cluster
point x Ff
inv
(K). By the continuity of f and Propositions 3.66, we have
the sequence ( f(x
n
) )
n=1
= ( y
n
)
n=1
admits a cluster point f(x). Since
is Hausdor and lim
nIN
y
n
= y, then y = f(x) f(F). Therefore, f(F)
f(F) and f(F) is closed. This completes the proof of the proposition. 2
In the above proposition, the assumption on may be relaxed to rst
countable Hausdor space.
Proposition 5.70 Let A be a topological space, be a locally compact
Hausdor topological space, F A be closed, and f : A be continuous
and proper. Then, f(F) is closed.
Proof y f(F), by the local compactness of , O O
such
that y O and O is compact in . Then, y f(F) O. U O
with y U, by Proposition 3.3, we have ,= (U O) f(F) = U (O

f(F)). Hence, y f(F) O by Proposition 3.3. By Proposition 3.68,
there exists a net ( y
)
,
f(F) O such that lim
,
y
= y. /,
x
F such that y
= f(x
). Then, x
F f
inv
(O). Then, the net
( x
)
,
F f
inv
(O). By the properness of f, we have f
inv
(O) A
is compact. By Proposition 3.5, F f
inv
(O) is closed relative to f
inv
(O),
which further implies that F f
inv
(O) is compact by Proposition 5.5. By
Proposition 5.4, the net (x
)
,
admits a cluster point x F f
inv
(O).
By the continuity of f and Proposition 3.66, f(x) is a cluster point of the
net ( f(x
) )
,
= (y
)
,
. Since is Hausdor and lim
,
y
= y, then
y = f(x) f(F). Hence, f(F) f(F) and f(F) is closed. This completes
5.8. -COMPACT SPACES 121
5.8 -Compact Spaces
Denition 5.71 A topological space is said to be -compact if it is the
union of countably innitely many compact sets.
Proposition 5.72 Let A be a locally compact topological space. Then, the
following statements are equivalent.
(i) A is Lindel of.
(ii) A is -compact.
(iii) (O
n
)
n=1
O such that n IN, O
n
O
n+1
is compact and A =
n=1
O
n
. This sequence is called an exhaustion of A.
Furthermore, if A is Hausdor, then the above is equivalent to
(iv) : A [0, ) IR that is proper and continuous.
Proof (i) (ii). x A, by local compactness of A, O
x
O
such that x O
x
O
x
and O
x
is compact. A =
x
O
x
. Since A
is Lindel of, then a countable set X
C
A such that A =
xXC
O
x
.
We will distinguish three exhaustive and mutually exclusive cases: Case
1: X
C
= ; Case 2: X
C
,= is nite; Case 3: X
C
is countably innite.
Case 1: X
C
= . Let K
n
= , n IN, which are clearly compact.
Then, A = =
n=1
K
n
. Hence, A is -compact. Case 2: X
C
,= is
nite. Without loss of generality, assume that X
C
= x
1
, . . . , x
n
for some
n IN. Let K
i
= O
xi
, i = 1, . . . , n, and K
i
= , i = n + 1, n + 2, . . ..
Clearly, K
i
s are compact and A =
i=1
K
i
. Hence, A is -compact.
Case 3: X
C
is countably innite. Without loss of generality, assume that
X
C
= x
1
, x
2
, . . .. Let K
i
= O
xi
, i IN. Clearly, K
i
s are compact and
A =
i=1
K
i
. Hence, A is -compact. In all cases, A is -compact.
(ii) (iii). Let A =
n=1
K
n
, where K
n
is compact, n IN. Without
loss of generality, we assume that K
n
K
n+1
, n IN, since, otherwise,
we may let

K
n
=
n
i=1
K
n
and consider A =
n=1
K
n
instead. Let O
0
:=
O. Then, O
0
= is compact. n IN, K
n
O
n1
is compact, by
Proposition 5.52, O
n
O such that K
n
O
n1
O
n
O
n
and O
n
is
compact. Then, ( O
n
)
n=1
is an exhaustion of A that we seek.
(iii) (i). Let ( U
n
)
n=1
be an exhaustion of A. Fix any open covering
( O
O of A, where is an index set. n IN, U

n

.
By the compactness of U
n
, there exists a nite set
Nn
such that
U
n

Nn
O
. Then, A =
n=1
U
n

n=1
Nn
O
, which is a
countable subcovering. Hence, A is Lindel of.
Now, assume that A is Hausdor.
(iii) (iv). Let ( O
n
)
n=1
be an exhaustion of A. n IN, O
n
O
n+1
is
compact. Then, by Proposition 5.62, there exists a continuous function
n
:
A [0, 1] such that
n
[
On
= 1 and
n
[
On+1
= 0. Let :=
n=1
(1
n
).
Clearly, : A [0, ) IR. x
0
A, n
0
IN such that x
0
O
n0
.
Then, [
On
0
=
n01
i=1
(1
i
)
On
0
, which is clearly continuous. U O
IR
with (x
0
) U, V O with x
0
V O
n0
such that [
On
0
(V ) U.
Then, (V ) U. Hence, is continuous at x
0
. By the arbitrariness of
x
0
and Proposition 3.9, is continuous. Fix any compact subset K IR.
Then, K is closed and bounded, by Heine-Borel Theorem. N IN such
that K [N, N] IR. x

O
N+2
, we have x

O
n
, n = 1, . . . , N + 2,
and hence
n
(x) = 0, n = 1, . . . , N + 1, and (x) N + 1 > N. Then,
inv
(K) O
N+2
O
N+2
inv
(K) is closed in A. By
the compactness of O
N+2
inv
(K) is compact. Hence,
is proper.
(iv) (ii). Let K
n
= [n, n] IR, n IN. Then, K
n
s are compact in
IR and IR
n=1
K
n
. By the properness of ,
inv
(K
n
) is compact in A,
n IN. By Proposition 2.5, A =
n=1
inv
(K
n
). Hence, A is -compact.
5.9 Paracompact Spaces
Denition 5.73 Let A be a topological space and / be a collection of sub-
sets in A. / is said to be locally nite if x A, U O with x U
such that U meets only nitely many members of /, that is U A ,= for
nitely many A /.
Proposition 5.74 Let A be a topological space and ( E
be a locally
nite collection of subsets of A, where is an index set.
(i) Let E =
. Then, E =
.
(ii) Let K A be compact. Then, K meets only nitely many members
of ( E
.
Proof (i). x E, by local niteness of ( E
, U O with
x U, then U meets only nitely many members of ( E
. Let
N

be the nite set such that U E
,= ,
N
. Suppose x ,

.
Then,
N
, x , E
. U
O with x U
such that U
= ,
by Proposition 3.3. Let O :=
_
N
U
_
U O. Then, x O and
O E
= , . Then, O E = . This contradicts with x E, by

Proposition 3.3. Hence, x
. Then, E
.
,
0
such that x E
0
. O O
with x O, O E
0
,= . Then, O E ,= and hence x E. Therefore,
we have
E.
Hence, E =
.
(ii). Let K A be compact. x K, by the local niteness of ( E
,
U
x
O with x U
x
such that U
x
meets only nitely many members of
5.9. PARACOMPACT SPACES 123
( E
. Then, K

xK
U
x
. By the compactness of K, there exists a
nite set K
N
K such that K
xKN
U
x
. Clearly,
xKN
U
x
meets
only nitely many members in (E
. Hence, K meets only nitely

many members in ( E
.
Denition 5.75 A topological space A is said to be paracompact if every
open covering of A has a locally nite open renement.
Proposition 5.76 A closed subset of a paracompact space is paracompact
in the subset topology.
Proof Let A be a paracompact space, F A be closed, and O
F
be the subset topology on F. Let ( O
F
)
O
F
be any open cover-
ing of F, where is an index set (open in the subset topology O
F
). By
Proposition 3.4, , O
O such that O
F
= O
F. Then,
F

and A
_

F. By the paracompactness of A,
there exists a locally nite open renement 1 of ( O
F. Let
1 := V 1 [ V O
, for some . Then, F

V
\
V ,
since other V s in 1 are subset of

F. Clearly,

1 is locally nite. Then,
_
V F
V

1
_
O
F
is a locally nite open renement of (O
F
)
(open in the subset topology O

F
). Hence, (F, O
F
) is paracompact. This
Theorem 5.77 Metric spaces are paracompact.
Proof Let A be a metric space. Let ( O
be any open covering

of A, where is an index set. By Well-Ordering Principle, may be well-
ordered by . We will construct an open renement of (O
in the
following steps. Let X
0
= A.
Step n (n IN): , let P
n
:= x O
X
n1
[ is the least
element of [ x O
. Let Q
n
:= x P
n
[ B (x, 3/2
n
)
O
and D
n
:=
xQn
B (x, 1/2
n
) O. Let X
n
:= X
n1
D
n
_
.
We will now show that 1 := D
n
[ , n IN is a locally nite
open renement of ( O
. x
0
A. Then, [ x
0
O
, = .
Let
0
be the least element of the set, which exists since is well-ordered.
Then, x
0
O
0
. Then, n
0
IN such that B (x
0
, 3/2
n0
) O
0
, since O
0
is open. Then, x
0
D
0n0
or x
0
D
n
for some and for some
n IN with n < n
0
. Hence, 1 covers A. Clearly, D
n
O
and is open
by construction, and n IN. Then, 1 is an open renement of
( O
.
Fix any x
0
A. Consider the set [ n IN, x
0
D
n
, = .
Let
1
be the least element of this set. Then, x
0
D
1n0
for some n
0
IN.
Furthermore, j
0
IN such that B
_
x
0
, 2
j0
_
D
1n0
. Consider the open
set B
_
x
0
, 2
j0n0
_
x
0
.
n n
0
+ j
0
, , since B
_
x
0
, 2
j0
_
D
1n0
O
1
, then x
B
_
x
0
, 2
j0n0
_
, we have B
_
x, 2
j0
2
j0n0
_
B
_
x
0
, 2
j0
_
D
1n0
.
y D
n
, since n > n
0
, then x Q
n
with x , D
1n0
such that y
B ( x, 2
n
). Then, x B (y, 2
n
) such that x D
n
D
1n0
. Note
that 2
n
2
j0n0
2
j0
2
j0n0
. Therefore, x , D
n
. Hence,
B
_
x
0
, 2
j0n0
_
D
n
= . Thus, B
_
x
0
, 2
j0n0
_
does not intersect any
D
n
, , n n
0
+j
0
.
Claim 5.77.1 n < n
0
+j
0
, B
_
x
0
, 2
j0n0
_
intersects at most one of the
set D
n
s, .
Proof of claim: Suppose the result is not true. Then, , such
that B
_
x
0
, 2
j0n0
_
D
n
,= , B
_
x
0
, 2
j0n0
_
D
n
,= , and ,= .
Without loss of generality, assume that . Let p B
_
x
0
, 2
j0n0
_
D
n
and q B
_
x
0
, 2
j0n0
_
D
n
. By the denition of D
n
, p Q
n

D
n
such that p B( p, 2
n
) D
n
. Similarly, q Q
n
D
n
such
that q B( q, 2
n
) D
n
. Then, by the denition of Q
n
, we have
B ( p, 3/2
n
) O
. Similarly, B ( q, 3/2
n
) O
. Note that
( p, q) ( p, p) +(p, x
0
) +(x
0
, q) +(q, q)
< 2
n
+ 2
j0n0
+ 2
j0n0
+ 2
n
3/2
n
Then, q O
. But, q Q
n
P
n
, , and ,= implies that q , O
.
This is a contradiction. Therefore, the result must hold. This completes
the proof of the claim. 2
Hence, B
_
x
0
, 2
j0n0
_
can meet at most n
0
+j
0
1 sets in 1. Hence,
1 is locally nite.
Therefore, we have obtained a locally nite open renement of ( O
.
Hence, A is paracompact. This completes the proof of the theorem. 2
Denition 5.78 Let A be a topological space and ( E
be a collection
of subsets of A, where is an index set. ( E
is said to be star-nite
if
0
, E
0
meets only nitely many members in the collection.
It is easy to see that a star-nite open covering of A is locally nite.
But the converse need not hold.
Proposition 5.79 A -compact locally compact space is paracompact.
Proof Let A be a -compact locally compact space. Fix any open
covering ( O
of A, where is an index set. By Proposition 5.72,

there exists an exhaustion ( U
n
)
n=1
of A. Let U
1
= and U
0
= . Let
V
n
:= O
(U
n+1
U
n2
) O, , n IN. It is easy to see
that 1 := V
n
[ , n IN is an open renement of ( O
that covers A. n IN, by the compactness of U

n
U
n
U
n1

V
n
is compact. Then, there exists a nite set 1
n

5.9. PARACOMPACT SPACES 125
V
n
[ such that U
n
U
n1

V \n
V . Then, 1
L
:=
n=1
1
n
is
an open renement of (O
that covers A since
n=1
(U
n
U
n1
) = A.
V 1
L
, n
0
IN such that V 1
n0
. Then, V does not intersect any
member of 1
n
with n IN and [ nn
0
[ > 2. Hence, 1
L
is star-nite. Then,
1
L
is a locally nite open renement of (O
. Then, A is paracompact.
This completes the poof of the proposition. 2
Proposition 5.80 Let A be a locally compact Hausdor topological space.
A is paracompact if, and only if, any open covering of A has a star-nite
open renement (that covers A).
Proof Only if Let | be any open covering of A. x A, U
x
|
such that x U
x
O. By Proposition 5.53, O
x
O such that x
O
x
O
x
U
x
and O
x
is compact. Hence, (O
x
)
x
is an open renement
of |. By the paracompactness of A, there exists a locally nite open
renement 1 of ( O
x
)
x
that covers A. V 1, x A such that
V O
x
. Then, V O
x
. By Propositions 5.5 and 3.5, we have V is
compact. By Proposition 5.74, V meets only nitely many members of 1.
Hence, 1 is star-nite. Therefore, 1 is a star-nite open renement of |.
If Let | be any open covering of A. Then, there is a star-nite open
renement 1 of |. Then, 1 is a locally nite open renement of |. Hence,
A is paracompact.
Proposition 5.81 A paracompact Hausdor topological space is normal.
Proof Let A be a paracompact Hausdor topological space. Clearly,
A is Tychono. x
0
0
, F, we will show
that O
1
, O
2
O such that x
0
O
1
, F O
2
, and O
1
O
2
= . x F,
then x ,= x
0
. Since A is Hausdor, O
1)
x
, O
2)
x
O such that x
0
O
1)
x
,
x O
2)
x
, and O
1)
x
O
2)
x
= . Then, A

F
_
xF
O
2)
x
_
. By the
paracompactness of A, there exists a locally nite open renement 1 O of
F
_
O
2)
x
x F
_
. Let

1 :=
_
V 1
V O
2)
x
, for some x F
_
.
Then,

1 is an open covering of F, since V 1

1 we have V

F.
Furthermore,

1 is locally nite. V

1, x F such that V O
2)
x
,
x
0
O
1)
x
, and O
2)
x
O
1)
x
= . Then, V O
2)
x

O
1)
x
. Hence, we have
V

O
1)
x
and x
0
, V . By Proposition 5.74,
\
V =
\
V =:

O
1
.
Then, O
1
O, F

V
\
V =: O
2
O, O
2

O
1
, and x
0
O
1
. Hence,
O
1
, O
2
O such that x
0
O
1
, F O
2
, and O
1
O
2
= . Then, A is
regular.
Next, we show that A is normal. Fix any closed sets F
1
, F
2
A with
F
1
F
2
= . x F
2
, then x , F
1
. Since A is regular, O
1)
x
, O
2)
x
O
such that F
1
O
1)
x
, x O
2)
x
, and O
1)
x
O
2)
x
= . Then, A

F
2

_
xF2
O
2)
x
_
. By the paracompactness of A, there exists a locally nite
open renement 1 O of
F
2

_
O
2)
x
x F
2
_
. Let

1 :=
_
V
1
V O
2)
x
, for some x F
2
_
. Then,

1 is an open covering of F
2
, since
V 1

1 we have V

F
2
. Furthermore,

1 is locally nite. V

1,
x F
2
such that V O
2)
x
, F
1
O
1)
x
, and O
2)
x
O
1)
x
= . Then, V
O
2)
x

O
1)
x
. Hence, we have V

O
1)
x
and F
1
V = . By Proposition 5.74,
\
V =
\
V =:

O
1
. Then, O
1
O, F
2

\
V =: O
2
O,
O
2

O
1
, and F
1

O
1
= . Hence, O
1
, O
2
O such that F
1
O
1
,
F
2
O
2
, and O
1
O
2
= . Then, A is normal.
5.10 The Stone-
Cech Compactication
Denition 5.82 Let A := (X, O) be a completely regular topological space,
I = [0, 1] IR, and T be the family of continuous functions of A to I. By
Corollary 3.62, A is homeomorphic to E(A) I
J
, where E is the equiv-
alence map. Let F = E(A) and O
F
be the subset topology of F. Then,
(A) := (F, O
F
) is a compact Hausdor topological space, by Tychono
Theorem and Proposition 5.5. (A) is said to be the Stone-
Cech compact-
ication of A.
Proposition 5.83 Let A := (X, O) be a completely regular topological
space, I = [0, 1] IR, T be the family of continuous functions of A to
I, and E : A E(A) I
J
be the equivalence map. Then, there ex-
ists a unique compact Hausdor topological space (A) with the following
properties:
(i) the space E(A) is dense in (A);
(ii) each bounded continuous real-valued function on E(A) extends to a
bounded continuous real-valued function on (A);
(iii) if A is a dense subset of a compact Hausdor topological space ,
then, there exists a unique continuous mapping : (A) such
that is surjective and [
E()
= E
inv
.
Furthermore, if A is locally compact, then E(A) is an open subset of (A).
Proof We will rst show that (A) dened in Denition 5.82 satises
properties (i), (ii), and (iii). (i). By Proposition 3.5, E(A) is dense in
F = E(A) = (A). (ii). Fix any bounded continuous real-valued function
g : E(A) IR. Then, N IN such that g : E(A) [N, N] IR.
Then, g := ((g + N)/(2N)) E T by Proposition 3.12. Now, consider
the function

h :=
g
[
()
: (A) [0, 1] IR, which is continuous by
5.10. THE STONE-
CECH COMPACTIFICATION 127

Proposition 3.27. Note that

h
E()
= g E
inv
= (g + N)/(2N). Then,
by Proposition 3.12, h := 2N
h N is a continuous function of (A) to

[N, N]. Furthermore, h[
E()
= g. Hence, h is the desired extension that
we seek. Clearly, h : (A) [N, N] IR.
(iii). Let := (Y, O
) be a compact Hausdor space such that A is

dense in . Let ( be the family of continuous real-valued functions of
to I. Let E
)
: I
be the equivalence map and

)
g
: I
I be the projection function, g (. By Propositions 5.14 and 3.61,

is completely regular. By Corollary 3.62, E
)
: E
)
() I
is a homeomorphism. Dene a mapping : ( T by (g) = g[
,
g (. By Proposition 3.56, is injective. By Tychono Theorem,
I
is a compact Hausdor space. Dene a mapping : I

J
I
by
)
g
((i
f
)) =
(g)
(i
f
), i
f
I
J
, g (. x A, E
)
(x) I
satises
)
g
(E
)
(x)) = g(x) = g[
(x) = (g)(x) =
(g)
(E(x)), g (. Then,
we have E
)
(x) = (E(x)), x A. Hence, E = E
)
.
Claim 5.83.1 is continuous.
Proof of claim: Fix any basis open set U I
. Then, U =
g
U
g
,
where U
g
I is open, g (, and U
g
= I for all gs except nitely many
gs, say g (
N
(. Let V :=
fJ
V
f
I
J
be given by V
f
= I,
f , range ( ), and V
f
= U
g
, f range ( ) and f = (g). The set
V is well dened since is injective. i
f
V , g (,
)
g
((i
f
)) =
(g)
(i
f
) V
(g)
= U
g
. Hence, we have (i
f
) U. Then, V
inv
(U).
i
f
I
J
V , f
0
range () such that
f0
(i
f
) , V
f0
. Then, f
0
= (g
0
),
where g
0
(
N
. Note that
)
g0
((i
f
)) =
(g0)
(i
f
) , V
(g0)
= U
g0
. Then,
(i
f
) , U. This shows that I
J
V
inv
(I
U). Hence, we have

V =
inv
(U), by Proposition 2.5. Clearly, V is a basis open set in I
J
.
Hence, is continuous. This completes the proof of the claim. 2
Since A is dense in and E
)
is a homeomorphism between and
E
)
(), then E
)
(A) is dense in E
)
(). Since is compact and E
)
is continuous, then E
)
() is compact in I
, by Proposition 5.7. Fur-

thermore, by Proposition 5.5, E
)
() is closed in I
. Then, E
)
(A) =
E
)
(), where E
)
(A) is the closure of E
)
(A) in I
. By the compact-
ness of (A), the continuity of , and Proposition 5.7, ((A)) I
is
compact. Furthermore, by Proposition 5.5, ((A)) is closed in I
. Note
that E
)
(A) = (E(A)) ((A)). Then, ((A)) E
)
().
Claim 5.83.2 ((A)) = E
)
().
Proof of claim: Suppose E
)
() ((A)), then
inv
(E
)
())
(A) and (A) (I
J

inv
(E
)
())) ,= . Note that
inv
(E
)
()) is
closed in I
J
by the closedness of E
)
(), the continuity of , and Propo-
sition 3.10, which further implies that I
J

inv
(E
)
()) O
I
F. By the
denseness of E(A) in (A), we have E(A) (I
J

inv
(E
)
())) ,= and
hence x A such that E(x) I
J

inv
(E
)
()). By Proposition 2.5,
I
J

inv
(E
)
()) =
inv
(I
E
)
()). Then, (E(x)) I
E
)
().
This contradicts with the fact that (E(x)) = E
)
(x) E
)
(). There-
fore, we must have ((A)) = E
)
(). This completes the proof of the
claim. 2
Dene : (A) by = E
)
inv
[
()
. Clearly, is continuous
and surjective by Proposition 3.12. Clearly, E = E
)
inv
E
)
= id[
.
Hence [
E()
= E
inv
.
Let

: (A) be any continuous and surjective mapping such that
E()
= E
inv
= [
E()
. By Proposition 3.56 and the denseness of E(A)
in (A), we have =

. Hence, is unique.
Thus, we have shown that the Stone-
Cech compactication (A) sat-

ises (i), (ii), and (iii). Next, we will show that (A) is unique. Let
be any compact Hausdor space that satises (i), (ii), and (iii). Since A
and E(A) are homeomorphic, we may identify A as E(A). Then, by (iii),
! : (A) , which is continuous and surjective, such that [
= id
.
Since satises (iii), then ! : (A), which is continuous and surjec-
tive, such that [
= id
. Then, : is continuous and satises

( )[
= id
. By Proposition 3.56, we have = id
. On the other
hand, : (A) (A) is continuous and satises ( )[
= id
.
Then, by Proposition 3.56, we have = id
()
we have =
inv
. Hence, (A) and are homeomorphic. Hence, (A) is
unique.
If, in addition, A is locally compact, then, by Proposition 5.57, A is
open in (A). This completes the proof of the proposition. 2
Example 5.84 IR
e
with the topology O
IR
e
introduced in Example 3.80 is
Hausdor and second countable. It is easy to show that IR
e
is compact. By
Proposition 5.14, IR
e
is a normal topological space. By Urysohn Metrization
Theorem 4.53, IR
e
is metrizable. Hence, IR
e
is a second countable metrizable
compact Hausdor topological space.
Chapter 6
Vector Spaces
6.1 Group
Denition 6.1 A group is the triple (G, +, e), which consists a nonempty
set G, an operation + : G G G, and a unit element e G, satisfying,
g
1
, g
2
, g
3
G,
(i) (g
1
+g
2
) +g
3
= g
1
+ (g
2
+g
3
); (associativeness)
(ii) e +g
1
= g
1
+e = g
1
; (unit element)
(iii) (g
1
) G such that g
1
+(g
1
) = e = (g
1
) +g
1
. (existence of
inverse, which is clearly unique)
We have the following result.
Proposition 6.2 Let (G, +, e) be a group and H G be nonempty. Then,
(H, +, e) is a group (which will be called a subgroup of (G, +, e)) if, and
only if, g
1
, g
2
H, we have g
1
+ (g
2
) H.
Proof Necessity This is obvious.
Suciency Since H ,= , then g H. Then, e = g + (g) H.
g
1
, g
2
H, e + (g
2
) = (g
2
) H. Then, g
1
+ g
2
= g
1
+ ((g
2
)) H.
Hence, H is closed under +. Then, it is straightforward to check that
(H, +, e) satises all the properties of Denition 6.1. Hence, it is a group.
Proposition 6.3 Let (G, +, e) be a group and g
1
, g
2
, g
3
G. If g
1
+g
2
=
g
1
+g
3
then g
2
= g
3
. On the other hand, if g
1
+g
3
= g
2
+g
3
then g
1
= g
2
.
Proof If g
1
+g
2
= g
1
+g
3
, then we have
g
2
= e +g
2
= ((g
1
) +g
1
) +g
2
= (g
1
) + (g
1
+g
2
)
= (g
1
) + (g
1
+g
3
) = ((g
1
) +g
1
) +g
3
= e +g
3
= g
3
129
130 CHAPTER 6. VECTOR SPACES
If g
1
+g
3
= g
2
+g
3
, then we have
g
1
= g
1
+e = g
1
+ (g
3
+ (g
3
)) = (g
1
+g
3
) + (g
3
)
= (g
2
+g
3
) + (g
3
) = g
2
+ (g
3
+ (g
3
)) = g
2
+e = g
2
Denition 6.4 Let (G, +, e) be a group, the order of the group is the num-
ber of elements in G, if G is nite. g G, the order of g is the integer
n > 0 such that g + +g
. .
n
= e.
Denition 6.5 Let (G, +
G
, e
G
) and (H, +
H
, e
H
) be two groups, and T :
G H. T is said to be a homomorphism if, g
1
, g
2
G, we have T(g
1
)+
H
T(g
2
) = T(g
1
+
G
g
2
). T is said to be an isomorphism if it is bijective and
a homomorphism, in this case, the two groups are said to be isomorphic.
Let T : G H be a homomorphism, then T(e
G
) = e
H
.
Denition 6.6 Let (G, +, e) be a group. g
1
, g
2
G are said to be conjugate
if g
3
G such that g
2
= (g
3
) + g
1
+ g
3
. Let (H, +, e) be a subgroup of
(G, +, e). It is said to be normal (self-conjugate) if, h H, g G, we
have (g) +h +g H.
Denition 6.7 Let (G, +, 0) be a group. It is said to be abelian if,
g
1
, g
2
G, we have g
1
+ g
2
= g
2
+ g
1
(commutativeness). Then, the
unit element 0 is also called the zero-element.
Sometimes, we are interested in an algebraic structure that is weaker
than a group. For example, the structure of functions f : X X with
respect to the function composition operation. This leads us to the following
denition.
Denition 6.8 A semigroup is the triple (G, , e), which consists a
nonempty set G, an operation : G G G, and a unit element e G,
satisfying, g
1
, g
2
, g
3
G,
(i) (g
1
g
2
) g
3
= g
1
(g
2
g
3
(ii) e g
1
= g
1
= g
1
e. (unit element)
Furthermore, a semigroup that satises g
1
g
2
= g
2
g
1
, g
1
, g
2
G, is
called an abelian semigroup.
6.2. RING 131
6.2 Ring
Denition 6.9 A ring (R, +, , 0) is an abelian group (R, +, 0) with an
operation : R R R such that, r
1
, r
2
, r
3
R,
(i) (r
1
r
2
) r
3
= r
1
(r
2
r
3
(ii) r
1
(r
2
+r
3
) = r
1
r
2
+r
1
r
3
; (right distributiveness)
(iii) (r
1
+r
2
) r
3
= r
1
r
3
+r
2
r
3
. (left distributiveness)
A ring is commutative if, r
1
, r
2
R, we have r
1
r
2
= r
2
r
1
. A ring
is with identity element if 1 R such that, r R, 1 r = r 1 = r.
(The identity element is unique if it exists.)
Proposition 6.10 Let (R, +, , 0) be a ring. S R. Then, (S, +, , 0) is
a ring (which will be called a subring) if (S, +, 0) is a subgroup of (R, +, 0)
and s
1
s
2
S, s
1
, s
2
S.
Proof Clearly, (S, +, 0) is an albelian group. Then, it is straightfor-
ward to show that (S, +, , 0) is a ring. 2
Proposition 6.11 Let (R, +, , 0) be a ring, and r
1
, r
2
R, then, we have
(i) r
1
0 = 0 r
1
= 0;
(ii) r
1
(r
2
) = (r
1
) r
2
= (r
1
r
2
);
(iii) (r
1
) (r
2
) = r
1
r
2
.
Proof Note that 0+0r
1
= 0r
1
= (0+0)r
1
= 0r
1
+0r
1
. By
Proposition 6.3, we have 0r
1
= 0. Similarly, we can show that r
1
0 = 0.
Note that r
1
r
2
+ r
1
(r
2
) = r
1
(r
2
+ (r
2
)) = r
1
0 = 0.
Then, we have r
1
(r
2
) = (r
1
r
2
). Similarly, we can show that
(r
1
) r
2
= (r
1
r
2
).
Note that (r
1
) (r
2
) +((r
1
r
2
)) = (r
1
) (r
2
) +r
1
(r
2
) =
((r
1
)+r
1
)(r
2
) = 0(r
2
) = 0. Then, we have (r
1
)(r
2
) = r
1
r
2
.
Denition 6.12 Let (R, +, , 0) be a ring and S R. Then, S is said
to be an ideal if (S, +, 0) is a subgroup of (R, +, 0) and r s, s r S,
r R and s S.
Denition 6.13 Let (R, +
R
,
R
, 0
R
) and (S, +
S
,
S
, 0
S
) be two rings and
T : R S. T is said to be a ring-homomorphism if it is a homomorphism
and T(r
1
)
S
T(r
2
) = T(r
1

R
r
2
), r
1
, r
2
R. T is said to be a ring-
isomorphism if it is a bijective ring-homomorphism, in this case, the two
rings are said to be isomorphic.
6.3 Field
Denition 6.14 Let (F, +, , 0) be a commutative ring with identity el-
ement 1. Then, the quintuple (F, +, , 0, 1) is said to be a eld if
(F 0, , 1) form an abelian group.
Proposition 6.15 Let (F, +, , 0, 1) be a eld, A F, and 0, 1 A.
Then, (A, +, , 0, 1) is a eld (which will be called a subeld) if, and only
if, a
1
, a
2
A, a
1
+(a
2
) A, and a
1
a
1
2
A when a
2
,= 0, where a
1
2
denotes the multiplicative inverse of a
2
.
Proof Necessity This is straightforward.
Suciency By Proposition 6.2, (A, +, 0) is a group. Since (F, +, 0) is
albelian, then (A, +, 0) is also an albelian group. a
1
A with a
1
,= 0. By
the assumption of the proposition, we have 1 A, by the property of eld,
we have 1 ,= 0. Then, a
1
1
= 1 a
1
1
A. a
1
, a
2
A. If a
2
= 0, then,
by Proposition 6.11, a
1
a
2
= 0 A. On the other hand, if a
2
,= 0, we
have a
1
2
A and a
1
a
2
= a
1
(a
1
2
)
1
A. Hence, by Proposition 6.10,
(A, +, , 0) is a ring. Since (F, +, , 0) is a commutative ring with identity
element 1 and 1 A, then (A, +, , 0) is also a commutative ring with
identity element 1. Note that 1 A 0, then, A 0 ,= and A 0
F 0. a
1
, a
2
A 0, a
1
a
1
2
A. We claim that a
1
a
1
2
,= 0
since, otherwise, a
1
= a
1
1 = a
1
(a
1
2
a
2
) = (a
1
a
1
2
) a
2
= 0 by
Proposition 6.11, which is a contradiction. Hence, a
1
a
1
2
A0. Since
(F 0, , 1) is an albelian group, then, by Proposition 6.2, (A0, , 1)
is also a group and is further albelian. Therefore, (A, +, , 0, 1) is a eld.
6.4 Vector Spaces
Associated with every vector space is a set of scalars. This set of scalars can
be any algebraic eld T := (F, +, , 0, 1). Examples of elds are the rational
numbers Q, the real numbers IR, and the complex numbers C. Here, we
will abuse the notation to say x T when x F.
Denition 6.16 A vector space A over a eld T := (F, +, , 0, 1) is a
set X of elements called vectors together with two operations and .
: X X X is called vector addition. It associates any two vectors
x, y X with a vector x y X, the sum of x and y. : F X X
is called scalar multiplication. It associates a scalar F and a vector
x X with a vector x X, the scalar multiple of x by . Furthermore,
the following properties hold for x, y, z X and , F
(i) x y = y x; (commutative law)
(ii) (x y) z = x (y z); (associative law)
6.4. VECTOR SPACES 133
(iii) a null vector X such that x = x, x X;
(iv) (x y) = ( x) ( y) = x y, where we ne-
glected the parenthesis in the last equality since we assume that
takes precedence over ; (distributive law)
(v) ( +) x = x x; (distributive law)
(vi) () x = ( x); (associative law)
(vii) 0 x = and 1 x = x.
We thus denote the quadruple (X, , , ) by A. The vector space is de-
noted by (A, T).
For convenience, (1) x =: x and called the negative of the vector x.
Note that
(x) x = x (x) = 1 x (1) x = (1 + (1)) x = 0 x =
We will also denote x y := x (y). We will abuse the notation to say
x A when x X. Note that (A, , ) forms an abelian group.
Proposition 6.17 Let A := (X, , , ) be a vector space over the eld
T := (F, +, , 0, 1). x, y, z A, , T, we have
1. x y = x z y = z; (cancellation law)
2. x = y and ,= 0 x = y; (cancellation law)
3. x = x and x ,= = ; (cancellation law)
4. ( ) x = x x; (distributive law)
5. (x y) = x y; (distributive law)
6. = .
We will call the origin.
Example 6.18 X = with = and = , T. Then,
(X, , , ) is a vector space over T.
Example 6.19 Let T := (F, +, , 0, 1) be a eld. Then, (F, +, , 0) is a
vector space over T. We will abuse the notation and say that T is a vector
space over T.
Example 6.20 Let T := (F, +, , 0, 1) be a eld, := (Y,
Y
,
Y
,
Y
)
be a vector space over T, and A be a set. X = f : A , that is,
X is the set of all -valued functions on A. Dene vector addition and
scalar multiplication by, x, y X, T, z
a
:= x y X is given by
z
a
(u) = x(u)
Y
y(u), u A, z
s
:= x X is given by z
s
(u) =
Y
x(u),
u A. Let X be given by (u) =
Y
, u A.
Now, we will show that A := (X, , , ) is a vector space over T.
x, y, z X, , T, u A, we have
(i) (xy)(u) = x(u)
Y
y(u) = y(u)
Y
x(u) = (yx)(u) xy = yx;
(ii) ((x y) z)(u) = (x y)(u)
Y
z(u) = (x(u)
Y
y(u))
Y
z(u) =
x(u)
Y
(y(u)
Y
z(u)) = x(u)
Y
(y z)(u) = (x (y z))(u)
(x y) z = x (y z);
(iii) (x )(u) = x(u)
Y

Y
= x(u) x = x;
(iv) ( (x y))(u) =
Y
(x y)(u) =
Y
(x(u)
Y
y(u)) =
Y
x(u)
Y

Y
y(u) = ( x)(u)
Y
( y)(u) = ( x y)(u)
(x y) = x y;
(v) (( + ) x)(u) = ( + )
Y
x(u) =
Y
x(u)
Y

Y
x(u) =
(x)(u)
Y
(x)(u) = (xx)(u) (+)x = xx;
(vi) (()x)(u) = ()
Y
x(u) =
Y
(
Y
x(u)) =
Y
(x)(u) =
( ( x))(u) () x = ( x);
(vii) (0 x)(u) = 0
Y
x(u) =
Y
= (u) 0 x = ; (1 x)(u) =
1
Y
x(u) = x(u) 1 x = x.
Therefore, A is a vector space over T. This vector space will be denoted
by (/(A, ), T).
Example 6.21 Let T := (F, +, , 0, 1) be a eld. X = F
n
with n IN.
Dene vector addition and scalar multiplication by xy := (
1
+
1
, . . . ,
n
+
n
) X, x := (
1
, . . . ,
n
) X, x = (
1
, . . . ,
n
), y = (
1
, . . . ,
n
)
X, T. Let := (0, . . . , 0) X. Then, it is straightforward to check
that T
n
:= (X, , , ) is a vector space over T.
Example 6.22 Let T := (F, +, , 0, 1) be a eld. X = F
mn
:= mn-
dimensional F valued matrices with m, n IN. Dene vector addition and
scalar multiplication by xy := (
ij
+
ij
)
mn
X, x := (
ij
)
mn

X, x = (
ij
)
mn
, y = (
ij
)
mn
X, T. Let := (0)
mn
X.
Then, it is straightforward to check that T
mn
:= (X, , , ) is a vector
space over T.
Example 6.23 Let T := (F, +, , 0, 1) be a eld. X = (
k
)
k=1
[
k
T, k IN. Dene vector addition and scalar multiplication by
x y := (
k
+
k
)
k=1
X, x := (
k
)
k=1
X, x = (
k
)
k=1
, y =
(
k
)
k=1
X, T. Let := (0, 0, . . .) X. Then, it is straightforward
to check that (X, , , ) is a vector space over T.
6.5 Product Spaces
Proposition 6.24 Let A := (X,
X
,
X
,
X
) and := (Y,
Y
,
Y
,
Y
)
be vector spaces over the eld T := (F, +, , 0, 1). The Cartesian product
of A and , denoted by A , is the quadruple (X Y, , , (
X
,
Y
)),
6.6. SUBSPACES 135
where the vector addition : (X Y ) (X Y ) X Y and the scalar
multiplication : T (X Y ) X Y are given by, (x
1
, y
1
), (x
2
, y
2
)
XY , T, (x
1
, y
1
)(x
2
, y
2
) := (x
1
X
x
2
, y
1
Y
y
2
) and (x
1
, y
1
) :=
(
X
x
1
,
Y
y
1
). Then, (A , T) is a vector space.
Proof Let := (
X
,
Y
) XY . (x
1
, y
1
), (x
2
, y
2
), (x
3
, y
3
) XY ,
, T.
(i) (x
1
, y
1
) (x
2
, y
2
) = (x
1

X
x
2
, y
1

Y
y
2
) = (x
2

X
x
1
, y
2
Y
y
1
) =
(x
2
, y
2
) (x
1
, y
1
);
(ii) ((x
1
, y
1
)(x
2
, y
2
))(x
3
, y
3
) = (x
1
X
x
2
, y
1
Y
y
2
)(x
3
, y
3
) = ((x
1
X
x
2
)
X
x
3
, (y
1
Y
y
2
)
Y
y
3
) = (x
1
X
(x
2
X
x
3
), y
1
Y
(y
2
Y
y
3
)) =
(x
1
, y
1
) (x
2
X
x
3
, y
2
Y
y
3
) = (x
1
, y
1
) ((x
2
, y
2
) (x
3
, y
3
));
(iii) (x
1
, y
1
) = (x
1
X

X
, y
1
Y

Y
) = (x
1
, y
1
);
(iv) ((x
1
, y
1
) (x
2
, y
2
)) = (x
1
X
x
2
, y
1
Y
y
2
) = (
X
(x
1
X
x
2
),
Y
(y
1
Y
y
2
)) = (
X
x
1
X

X
x
2
,
Y
y
1
Y

Y
y
2
) =
(
X
x
1
,
Y
y
1
) (
X
x
2
,
Y
y
2
) = (x
1
, y
1
) (x
2
, y
2
);
(v) (+)(x
1
, y
1
) = ((+)
X
x
1
, (+)
Y
y
1
) = (
X
x
1
X
x
1
,
Y
y
1
Y

Y
y
1
) = (
X
x
1
,
Y
y
1
) (
X
x
1
,
Y
y
1
) =
(x
1
, y
1
) (x
1
, y
1
);
(vi) () (x
1
, y
1
) = (()
X
x
1
, ()
Y
y
1
) = (
X
(
X
x
1
),
Y
(
Y
y
1
)) = (
X
x
1
,
Y
y
1
) = ( (x
1
, y
1
));
(vii) 0 (x
1
, y
1
) = (0
X
x
1
, 0
Y
y
1
) = (
X
,
Y
) = ; 1 (x
1
, y
1
) =
(1
X
x
1
, 1
Y
y
1
) = (x
1
, y
1
).
Hence, A is a vector space over T. 2
With the above denition, it is easy to generalize to A
1
A
2
A
n
,
where n IN. We will also write A
n
= A A
. .
n
, where n IN. When
n = 0,
n
i=1
A
i
is given by the vector space dened in Example 6.18.
6.6 Subspaces
Proposition 6.25 Let A := (X, , , ) be a vector space over the eld
T := (F, +, , 0, 1), and M X with M ,= . Then, / := (M, , , ) is
a vector space over T (which will be called a subspace of (A, T)) if, and
only if, , x, y M, , T, we have x y M. We will also
abuse the notation to say M is a subspace of (A, T). / is said to be a
proper subspace of (A, T) if M X.
Proof If Since M ,= , then x
0
M. = = 0x
0
0x
0

M. x, y M, , T. x y = 1 x 1 y M. Hence, M is closed
under vector addition. x = (+0) x = x0x M. Hence, M
is closed under scalar multiplication. Then, it is straightforward to show
that / is a vector space over T. Only if This is straightforward. This
Example 6.26 We present the following list of examples of subspaces.
1. Let (A, T) be a vector space. Then, the singleton set M = is a
subspace.
2. Consider the vector space (IR
3
, IR). Any straight line or plane that
passes through the origin is a subspace.
3. Consider the vector space (IR
n
, IR), n IN. Let a IR
n
. The set
M := x IR
n
[ a, x) = 0 is a subspace.
4. Let X := (
k
)
k=1
[
k
IR, k IN, and be the usual addi-
tion and scalar multiplication, and = (0, 0, . . .). By Example 6.23,
A := (X, , , ) is a vector space over IR. Let M := (
k
)
k=1

A [ lim
kIN
k
IR is a subspace.
5. Let X := f : (0, 1] IR
n
, and be the usual addition and
scalar multiplication, and : (0, 1] IR
n
be given by (t) =
IR
n,
t (0, 1]. By Example 6.20, A := (X, , , ) is a vector space over
IR. Let M := f A [ f is continuous is a subspace.
To simplify notation in the theory, we will later simply discuss a vector

space (A, T) without further reference to components of A, where the op-
erations are understood to be
and
and the null vector is understood

to be
. When it is clear from the context, we will neglect the subscript

A. Also, we will write x
1
+x
2
for x
1
x
2
and x
1
for x
1
, x
1
, x
2
A,
T.
Denition 6.27 Let A be a vector space over the eld T. f : A T is
said to be a functional.
Denition 6.28 Let A and be vector spaces over the eld T. A : A
is said to be linear if x
1
, x
2
A, , T, A(x
1
+ x
2
) = A(x
1
) +
A(x
2
). Then, A is called a (vector space) homomorphism or a linear
operator. Furthermore, if it is bijective, then A is said to be a (vector space)
isomorphism. The null space of A is ^ (A) := x A [ A(x) =
.
The range space of A is 1( A) := range (A). B : A is said to be an
ane operator if B(x) = A(x) + y
0
, x A, where A : A is a linear
operator and y
0
.
6.6. SUBSPACES 137
Example 6.29 A row vector v IR
1n
is a linear functional on IR
n
. A
matrix A IR
mn
is a linear function of IR
n
to IR
m
.
For linear operators, we will adopt the following convention. Let A :
A , B : Z, and x A, where A, , Z are vector spaces and
A and B are linear operators. We will write Ax for A(x) and BA for
B A. Clearly, ^ ( A) is a subspace of A and 1( A) is a subspace of .
When A and B are bijective, we will denote A
inv
by A
1
and B
inv
by B
1
,
where A
1
and B
1
are linear operators, then BA is also bijective and
(BA)
1
= A
1
B
1
.
Denition 6.30 Let (A, T) be a vector space, T, and S, T A. The
sets S and S +T are dened by
S := s A [ s S ; S +T := s +t A [ s S, t T
This concept is illustrated in Figure 6.1.
S
T
S+T
t
s
s+t
Figure 6.1: The sum of two sets.
We should note that S + T = T + S, + S = , + S = S, and
= . Thus, S T := S + (T).
Proposition 6.31 Let M and N be subspaces of a vector space (A, T) and
T. Then, M N, M +N, and M are subspaces of (A, T).
Proof Since M and N are subspaces, then M and N. Hence,
M N ,= , M +N ,= , and = M ,= .
x, y M N, , T, x + y M and x + y N. Then,
x +y M N. Hence, M N is a subspace.
x, y M +N, , T, we have x = x
1
+x
2
and y = y
1
+y
2
, where
x
1
, y
1
M and x
2
, y
2
N. Then, x
1
+ y
1
M and x
2
+ y
2
N.
This implies that x +y = (x
1
+y
1
) + (x
2
+y
2
) M +N. Hence,
M +N is a subspace.
x, y M, , T, we have x = x and y = y, where x, y M.
Then, x+y = x+ y = ( x+ y) M. Hence, M is a subspace.
We should note that M N is in general not a subspace.
Denition 6.32 A linear combination of vectors x
1
, . . . , x
n
, where n
Z
+
, in a vector space (A, T) is a sum of the form
n
i=1
i
x
i
:=
1
x
1
+
+
n
x
n
, where
1
, . . . ,
n
T.
Note that + is dened for two vectors. To sum n vectors, one must add
two at a time. By the denition of vector space, the simplied notion is
not ambiguous. When n = 0, we take the sum to be
.
Denition 6.33 Let (A, T) be a vector space and S A.
span( S) := linear combination of vectors in S
is called the subspace generated by S.
Proposition 6.34 Let (A, T) be a vector space and S A. Then,
span( S) is the smallest subspace containing S.
Proof Clearly, span( S) ,= . x, y span( S), , T. It
is easy to show that x + y span (S). Hence, span( S) is a subspace.
Clearly span( S) S.
M A such that S M and M is a subspace. Clearly, M by the
proof of Proposition 6.25. y equals to a linear combination of vectors in
S. Then, y =
n
i=1
i
x
i
with n Z
+
, x
1
, . . . , x
n
S, and
1
, . . . ,
n
T.
This implies that x
1
, . . . , x
n
M and y M. Hence, span( S) M.
Hence, span( S) is the smallest subspace containing S. This completes
Denition 6.35 Let (A, T) be a vector space, M A be a subspace, and
x
0
A. Then, V := x
0
+M is called a linear variety.
The translation of a subspace is a linear variety. We will abuse the
notation to write x
0
+ M for x
0
+ M. x V , V x := V x is a
subspace.
Denition 6.36 Let (A, T) be a vector space, S A, and S ,= . The lin-
ear variety generated by S, denoted by v ( S), is dened as the intersection
of all linear varieties in A that contain S.
Proposition 6.37 Let (A, T) be a vector space and ,= S A. Then,
v ( S) is a linear variety given by v ( S) = x
0
+ span( S x
0
), where x
0
is
any vector in S.
6.7. CONVEX SETS 139
Proof Note that S = S x
0
+ x
0
x
0
+ span (S x
0
) and x
0
+
span( S x
0
) is a linear variety. Hence, v (S) x
0
+ span( S x
0
).
V A such that S V and V is a linear variety. Then, x
0
V and
V x
0
is a subspace. Clearly, S x
0
V x
0
, which implies that, by
Proposition 6.34, span (Sx
0
) V x
0
. Therefore, x
0
+span( Sx
0
) V .
Hence, x
0
+span( S x
0
) v ( S). Therefore, v ( S) = x
0
+span( S x
0
).
6.7 Convex Sets
Denote IK to be either IR or C.
Denition 6.38 Let (A, IK) be a vector space and C A. C is said to be
convex if, x
1
, x
2
C, [0, 1] IR, we have x
1
+ (1 )x
2
C.
Subspaces and linear varieties are convex, so is .
Proposition 6.39 Let (A, IK) be a vector space and K, G A be convex
sets. Then,
1. K is convex, IK;
2. K +G is convex.
Proof IK. x
1
, x
2
K, [0, 1] IR. k
1
, k
2
K such that
x
1
= k
1
and x
2
= k
2
. Then, x
1
+ (1 )x
2
= k
1
+ (1 )k
2
=
(k
1
+ (1 )k
2
). Since K is convex, then k
1
+ (1 )k
2
K. This
implies that x
1
+ (1 )x
2
K. Hence, K is convex.
x
1
, x
2
K + G, [0, 1] IR. k
1
, k
2
K and g
1
, g
2
G such
that x
i
= k
i
+g
i
, i = 1, 2. Note that
x
1
+ (1 )x
2
= (k
1
+g
1
) + (1 )(k
2
+g
2
)
= k
1
+g
1
+ (1 )k
2
+ (1 )g
2
= (k
1
+ (1 )k
2
) + (g
1
+ (1 )g
2
)
Since K and Gare convex, then (k
1
+(1)k
2
) K and (g
1
+(1)g
2
)
G. This implies that x
1
+ (1 )x
2
K +G. Hence, K +G is convex.
Proposition 6.40 Let (A, IK) be a vector space and C
be a collec-
tion of convex subsets of A. Then, C :=
is convex.
Proof x
1
, x
2
C, [0, 1] IR. , x
1
, x
2
C
. Since C
is
convex, then x
1
+(1 )x
2
C
. This implies that x

1
+(1 )x
2
C.
Hence, C is convex. This completes the proof of the proposition. 2
Denition 6.41 Let (A, IK) be a vector space and S A. The convex hull
generated by S, denoted by co ( S), is the smallest convex set containing S.
Convex Nonconvex
Figure 6.2: Convex and nonconvex sets.
Figure 6.3: Convex hulls.
Justication of the existence of convex hull rests with Proposition 6.40.
Denition 6.42 Let (A, IK) be a vector space. A convex combination of
vectors x
1
, . . . , x
n
A, where n IN, is a linear combination
n
i=1
i
x
i
with
i
[0, 1] IR, i = 1, . . . , n, and
n
i=1
i
= 1.
Proposition 6.43 Let (A, IK) be a vector space and S A. Then,
co ( S) = convex combinations of vectors in S
Proof We need the follow result.
Claim 6.43.1 Let G A be a convex subset. Then any convex combina-
tion of vectors in G belongs to G.
Proof of claim: We need to show: n IN, x
1
, . . . , x
n
G,
1
, . . . ,
n
IR, such that
i
[0, 1] IR, i = 1, . . . , n,
n
i=1
i
= 1
implies
n
i=1
i
x
i
G. We will prove this by mathematical induction on
n.
1
Consider n = 1. Then,
1
= 1 and
n
i=1
i
x
i
= x
1
G. The result
holds.
2
Assume that the result holds for n = k IN.

3
Consider the case n = k + 1. Without loss of generality, assume
1
> 0. By the induction hypothesis, we have
k
i=1
1
+ +
k
x
i
G.
Then,
k+1
i=1
i
x
i
= (
1
+ +
k
)
k
i=1
1
+ +
k
x
i
+
k+1
x
k+1
6.7. CONVEX SETS 141
=
k+1
x
k+1
+ (1
k+1
)
k
i=1
1
+ +
k
x
i
By the convexity of G, we have
k+1
i=1

i
x
i
G. Hence, the result holds for
n = k + 1.
This completes the induction process and the proof of the claim. 2
x
1
, x
2
K := convex combinations of vectors in S, [0, 1]
IR. By the denition of K, i = 1, 2, n
i
IN, y
i,1
, . . . , y
i,ni

S,
i,1
, . . . ,
i,ni
[0, 1] IR, such that
ni
j=1
i,j
= 1 and x
i
=
ni
j=1
i,j
y
i,j
. Then,
x
1
+ (1 )x
2
=
n1
j=1
1,j
y
1,j
+ (1 )
n2
j=1
2,j
y
2,j
=
n1
j=1
1,j
y
1,j
+
n2
j=1
(1 )
2,j
y
2,j
Note that
1,j
0, j = 1, . . . , n
1
, and (1 )
2,j
0, j = 1, . . . , n
2
, and
n1
j=1
1,j
+
n2
j=1
(1 )
2,j
=
n1
j=1
1,j
+(1 )
n2
j=1
2,j
= +(1 ) = 1.
Hence, x
1
+(1)x
2
K. This shows that K is convex. Clearly, S K.
On the other hand, x any convex set G in the vector space, satisfying
S G. p K, by Claim 6.43.1, p G since S G. Then, K G.
The above implies that K is the smallest convex set containing S.
Hence, K = co ( S). This completes the proof of the proposition. 2
Denition 6.44 Let (A, IK) be a vector space and C A. C is said to be
a cone with vertex at origin if C and, x C, [0, ) IR, we
have x C. C is said to be a cone with vertex p A if C = p+D, where
D is a cone with vertex at origin. C is said to be a conic segment if C
and, x C, [0, 1] IR, we have x C.
If vertex is not explicitly mentioned, it is assumed to be at origin.
Figure 6.4: Cones.
Convex cones: arises in connection with positive vectors. In IR
n
with
n IN, the positive cone may be dened as
P = x = (
1
, . . . ,
n
) IR
n
[
i
0, i = 1, . . . , n
6.8 Linear Independence and Dimensions
Denition 6.45 Let (A, T) be a vector space, x A, and S A. The
vector x is said to be linearly dependent upon S is x span( S). Other-
wise, x is said to be linearly independent of S. S is said to be a linearly
independent set if, y S, y is linearly independent of S y.
Note that is a linearly independent set; x is a linearly independent
set if, and only if, x ,= ; and x
1
, x
2
is a linearly independent set if, and
only if, x
1
and x
2
do not lie on a common line through the origin.
Theorem 6.46 Let A be a vector space over the eld T := (F, +, , 0, 1)
and S A. Then, S is a linearly independent set if, and only if, n IN,
1
, . . . ,
n
T, x
1
, . . . , x
n
A which are distinct, we have
n
i=1
i
x
i
=
implies that
i
= 0, i = 1, . . . , n.
Proof Suciency We will prove it using an argument of contradic-
tion. Suppose S is not a linearly independent set. Then, y S such that
y is linearly dependent upon S y. So, y span ( S y). n IN,
x
2
, . . . , x
n
S y, and
2
, . . . ,
n
T such that y =
n
i=2
i
x
i
(when n = 1, then y = ). Without loss of generality, we may assume
that x
2
, . . . , x
n
are distinct. Let x
1
= y and
1
= 1 ,= 0. Then, we
have
n
i=1
i
x
i
= with
1
,= 0 and x
1
, . . . , x
n
are distinct. This is a
contradiction. Hence, the suciency result holds.
Necessity We again prove this by an argument of contradiction. Sup-
pose the result does not hold. n IN,
1
, . . . ,
n
T, and x
1
, . . . , x
n

S which are distinct such that
n
i=1
i
x
i
= and i
0
1, . . . , n such
that
i0
,= 0. Without loss of generality, we may assume i
0
= 1. Then,
we have
1
x
1
=
n
i=2
i
x
i
. Hence, x
1
=
n
i=2
(
1
1

i
)x
i
. Note that
x
i
,= x
1
implies that x
i
S x
1
, i = 2, . . . , n. Hence, x
1
is linearly de-
pendent upon S x
1
. This is a contradiction. Then, the necessity result
holds.
This completes the proof of this theorem. 2
Corollary 6.47 Let A be a vector space over the eld T := (F, +, , 0, 1),
x
1
, . . . , x
n
X be a linearly independent set, x
i
s are distinct,
1
, . . . ,
n
,
1
, . . . ,
n
T, and n Z
+
. Assume that
n
i=1
i
x
i
=
n
i=1
i
x
i
. Then,
i
=
i
, i = 1, . . . , n.
Proof The assumption implies
n
i=1
(
i

i
)x
i
= . When n = 0,
clearly the result holds. When n IN, by Theorem 6.46, we have
i
i
= 0,
i = 1, . . . , n. This completes the proof of the corollary. 2
Denition 6.48 Let A be a vector space over the eld T := (F, +, , 0, 1),
n Z
+
, x
1
, . . . , x
n
A. The vectors x
1
, . . . , x
n
are linearly independent
if,
1
, . . . ,
n
T,
n
i=1
i
x
i
= implies
1
= =
n
= 0. Otherwise,
these vectors are said to be linearly dependent.
6.8. LINEAR INDEPENDENCE AND DIMENSIONS 143
Lemma 6.49 Let A be a vector space over the eld T := (F, +, , 0, 1).
Then,
1. x
1
, . . . , x
n
A are linearly independent, where n Z
+
, if, and only
if, they are distinct and the set x
1
, . . . , x
n
is a linearly independent
set.
2. S A is a linearly independent set if, and only if, n IN,
x
1
, . . . , x
n
S which are distinct implies that x
1
, . . . , x
n
are linearly
independent.
Proof 1. Suciency When n = 0, x
1
, . . . , x
n
are linearly indepen-
dent and is a linearly independent set. Hence, the result holds. When
n IN, this is straightforward from Theorem 6.46. Necessity We will
prove this using an argument of contradiction. Suppose the result does not
hold. We will distinguish two exhaustive cases: Case 1: x
1
, . . . , x
n
are not
distinct; Case 2: the set x
1
, . . . , x
n
is not a linearly independent set. Case
1. Without loss of generality, assume x
1
= x
2
. Set
1
= 1,
2
= 1 and
the rest of
i
s to 0. Then, we have
n
i=1
i
x
i
= and hence x
1
, . . . , x
n
is linearly dependent. This is a contradiction. Case 2. By Theorem 6.46,
m IN,
1
, . . . ,
m
T which are not all 0s, y
1
, . . . , y
m
x
1
, . . . , x
n
which are distinct, such that
m
i=1
i
y
i
= . Clearly, m n, otherwise y
i
s
are not distinct. Without loss of generality, assume y
1
= x
1
, . . . , y
m
= x
m
.
Set
m+1
= =
n
= 0. Then, we have
n
i=1
i
x
i
= with
1
, . . . ,
n
not all 0s. This is a contradiction. Thus, we have arrived at a contradiction
in every case. Hence, the necessity result holds.
2. This is straightforward form Theorem 6.46.
Denition 6.50 Let (A, T) be a vector space and S A be a linearly
independent set with n Z
+
elements. S is said to be a basis of the vector
space if span( S) = A. In this case, the vector space is said to be nite
dimensional with dimension n. All other vector spaces are said to be innite
dimensional.
Theorem 6.51 Let A be a nite dimensional vector space over the eld
T := (F, +, , 0, 1). Then, the dimension n 0 IN is unique. Further-
more, any linearly independent set of n vectors form a basis of the vector
space.
Proof Let n Z
+
be the minimum of dimensions for A. Then, there
exists a set S
1
A with n elements such that S
1
is a basis for the vector
space. We will show that y
1
, . . . , y
m
A with m > n, then y
1
, . . . , y
m
are linearly dependent. This implies that any subset with more than n
elements cannot be a linearly independent set by Lemma 6.49. Henceforth,
the dimension of the vector space is unique.
y
1
, . . . , y
m
A with m > n. There are two exhaustive and mutually
exclusive cases: Case 1: n = 0; Case 2: n > 0. Case 1: n = 0. Then,
S
1
= and A contains a single vector . Hence, y
1
= = y
m
= .
Clearly, y
1
, . . . , y
m
are linearly dependent. This case is proven. Case 2:
n > 0. Take S
1
= x
1
, . . . , x
n
. Since S
1
is a basis for the vector space,
then, i 1, . . . , m, y
i
span( S
1
), that is,
ij
T, j = 1, . . . , n,
such that y
i
=
n
j=1
ij
x
j
. Consider the m n-dimensional matrix A :=
(
ij
)
mn
. Since m > n, then rank(A) < m, which implies that the row
vectors of A are linearly dependent.
1
, . . . ,
m
T, which are not all
0s, such that
m
i=1
ij
= 0, j = 1, . . . , n. This implies
m
i=1
i
y
i
=
m
i=1
n
j=1
ij
x
j
=
n
j=1
(
m
i=1
ij
)x
j
= . Hence, y
1
, . . . , y
m
are
linearly dependent. This case is also proven.
Hence, the dimension of the vector space is unique.
S
2
A with n vectors that is a linearly independent set, we will show
that S
2
is a basis for the vector space. We will distinguish two exhaustive
and mutually exclusive cases: Case 1: n = 0; Case 2: n > 0. Case 1:
n = 0. Then, S
2
= and A is a singleton set consisting of the null vector,
which equals to span( S
2
). Hence, S
2
is a basis for the vector space. Case
2: n > 0. Take S
2
= z
1
, . . . , z
n
. x A, x, z
1
, . . . , z
n
(for a total
of n + 1 vectors), by the preceding proof, are linearly dependent. Then,
,
1
, . . . ,
n
T, which are not all 0s, such that x +
n
i=1
i
z
i
= .
Suppose = 0. Then,
n
i=1
i
z
i
= . Since S
2
is a linearly independent
set, by Theorem 6.46, then
1
= =
n
= 0. This contradicts with
the fact that ,
1
, . . . ,
n
are not all 0s. Hence, ,= 0. Then, x =
n
i=1
(
1
i
)z
i
and x span( S
2
). Therefore, we have A = span( S
2
).
Hence, S
2
is a basis of the vector space.
Finite-dimensional spaces are simpler to analyze. Many results of nite-
dimensional spaces may be generalized to innite-dimensional spaces. We
endeavor to stress the similarity between the nite- and innite-dimensional
spaces.
Chapter 7
Banach Spaces
7.1 Normed Linear Spaces
Vector spaces admit algebraic properties, but they lack topological proper-
ties.
Denote IK to be either IR or C.
Denition 7.1 Let (A, IK) be a vector space. A norm on the vector space
is a real-valued function | | : A [0, ) IR that satises the following
properties: x, y A, IK,
(i) 0 |x| < + and |x| = 0 x = ;
(ii) |x +y | |x| +|y |; (triangle inequality)
(iii) |x| = [ [ |x|.
A real (complex) normed linear space is a vector space over the led IR (or
C) together with a norm dened on it. A normed linear space consisting of
the triple (A, IK, | |).
To simplify notation in the theory, we may later simply discuss a normed
linear space X := (A, IK, | |) without further reference to components of
X, where the operations are understood to be
X
and
X
, the null vector
is understood to be
X
, and the norm is understood to be | |
X
. When it
is clear from the context, we will neglect the subscript X.
Example 7.2 Let n Z
+
. The Euclidean space (IR
n
, IR, [[) is a normed
linear space, where the norm is dened by [ (
1
, . . . ,
n
) [ =
_
2
1
+ +
2
n
,
(
1
, . . . ,
n
) IR
n
. Note that we specically denote the Euclidean norm
as [ [, rather than | |, to distinguish it from other norms on IR
n
.
Example 7.3 Let n Z
+
. The space (C
n
, C, [[) is a normed linear space,
where the norm is dened by [ (
1
, . . . ,
n
) [ =
_
n
i=1
[
i
[
2
, (
1
, . . . ,
n
)
145
146 CHAPTER 7. BANACH SPACES
C
n
. Note that we specically denote the norm as [ [, rather than | |, to
distinguish it from other norms on C
n
.
Example 7.4 Let X := f : [a, b] IR, where a, b IR with a b,
and be the usual vector addition and scalar multiplication, and :
[a, b] IR be given by (t) = 0, t [a, b]. By Example 6.20, A :=
(X, , , ) is a vector space over IR. Let M := f A [ f is continuous
is a subspace by Proposition 6.25. Let /:= (M, , , ). Then, (/, IR) is
a vector space. Introduce a norm on this space by |x| = max
atb
[ x(t) [,
x /. Now, we verify the properties of the norm. x, y /, IR.
(i) Since [a, b] is a nonempty compact set and x is continuous, then,
|x| = [ x(t) [ [0, ) IR, for some t [a, b]. Clearly, |x| = 0
x = .
(ii) |x+y | = max
atb
[ x(t) +y(t) [ max
atb
([ x(t) [ +[ y(t) [) max
atb
[ x(t) [ +
max
atb
[ y(t) [ = |x| +|y |.
(iii) |x| = max
atb
[ x(t) [ = max
atb
[ [ [ x(t) [ = [ [
max
atb
[ x(t) [ = [ [ |x|, where have made use of Proposition 3.81
and the fact that |x| IR in the third equality.
Hence, (([a, b]) := (/, IR, | |) is a normed linear space.
Example 7.5 Let X := f : [a, b] IR, where a, b IR with
a < b, and be the usual vector addition and scalar multiplica-
tion, and : [a, b] IR be given by (t) = 0, t [a, b]. By Exam-
ple 6.20, A := (X, , , ) is a vector space over IR. Let M := f
A [ f is continuously dierentiable is a subspace by Proposition 6.25.
Let /:= (M, , , ). Then, (/, IR) is a vector space. Introduce a norm
on this space by |x| = max
atb
[ x(t) [ + max
atb
x
(1)
(t)
, x /.
Now, we verify the properties of the norm. x, y /, IR.
(i) Since [a, b] is a nonempty compact set and x is continuously dier-
entiable, then, |x| = [ x(t
1
) [ +
x
(1)
(t
2
)
[0, ) IR, for some

t
1
, t
2
[a, b]. Clearly, |x| = 0 x = .
(ii) |x+y | = max
atb
[ x(t)+y(t) [+ max
atb
x
(1)
(t)+y
(1)
(t)
max
atb
[ x(t) [+
max
atb
[ y(t) [ + max
atb
x
(1)
(t)
+ max
atb
y
(1)
(t)
= |x| +|y |.
(iii) |x| = max
atb
[ x(t) [ + max
atb
x
(1)
(t)
= [ [ |x|.
Hence, (
1
([a, b]) := (/, IR, | |) is a normed linear space.
Example 7.6 Let X := (
k
)
k=1
[
k
IR, k IN, and be the
usual vector addition and scalar multiplication, and := (0, 0, . . .) X. By
Example 6.23, A := (X, , , ) is a vector space over IR. For p [1, )
7.1. NORMED LINEAR SPACES 147
IR, let M
p
:= (
k
)
k=1
X [

k=1
[
k
[
p
< +. Dene the norm
|x|
p
= (
k=1
[
k
[
p
)
1/p
, x = (
k
)
k=1
M
p
. Let M
:= (
k
)
k=1

X [ sup
k1
[
k
[ < +. Dene the norm |x|
= sup
k1
[
k
[, x =
(
k
)
k=1
M
. p [1, +] IR
e
, we will show that /
p
:= (M
p
, , , )
is a subspace in (A, IR) and l
p
:= (/
p
, IR, | |
p
) is a normed linear space.
p [1, +] IR
e
. l
p
,= . x, y /
p
, , IR. It is
easy to check that |x|
p
= [ [ |x|
p
. Then, by Theorem 7.9, |x +
y |
p
|x|
p
+ |y |
p
= [ [ |x|
p
+ [ [ |y |
p
< +. This implies that
x + y /
p
. Hence, /
p
is a subspace of (A, IR). It is easy to check
that |x|
p
[0, ) IR, x l
p
, and |x|
p
= 0 x = . Therefore, l
p
is
a normed linear space.
Lemma 7.7 a, b [0, ) IR, (0, 1) IR, we have
a
b
1
a + (1 )b
where equality holds if, and only if, a = b.
Proof Dene f : [0, ) IR by f(t) = t
t+1, t [0, ) IR.

Then, f is continuous, and is dierentiable on (0, ). f
(1)
(t) = t
1
,
t (0, ). Then, f
(1)
(t) > 0, t (0, 1) and f
(1)
(t) < 0, t (1, ).
Then, f(t) f(1) = 0, t [0, ), where equality holds if, and only if,
t = 1.
We will distinguish two exhaustive and mutually exclusive cases: Case
1: b = 0; Case 2: b > 0. Case 1: b = 0. We have a
b
1
= 0 a =
a + (1 )b, where equality holds if, and only if, a = b = 0. This case
is proved. Case 2: b > 0. Since f(a/b) 0, we immediately obtain the
desired inequality, where equality holds if, and only if, a/b = 1 a = b.
This case is also proved.
Theorem 7.8 (H olders Inequality) Let p [1, +) IR and q
(1, +] IR
e
with 1/p + 1/q = 1. Then, x = (
k
)
k=1
l
p
, y =
(
k
)
k=1
l
q
, we have
k=1
[
k
k
[ |x|
p
|y |
q
When q < , equality holds if, and only if, , IR, which are not both
zeros, such that [
k
[
p
= [
k
[
q
, k = 1, 2, . . .. When q = , equality
holds if, and only if, [
k
[ = |y |
for any k IN with [

k
[ > 0.
cases: Case 1: q = ; Case 2: 1 < q < +. Case 1: q = . Then,
p = 1. We have
k=1
[
k
k
[ =
k=1
[
k
[ [
k
[
k=1
[
k
[ |y |
= |x|
1
|y |

where equality holds if, and only if, [
k
[ = |y |
for any k IN with

[
k
[ > 0. This case is proved.
Case 2: 1 < q < +. Then, 1 0. Case 2a: |x|
p
|y |
q
= 0. Without loss of generality,
assume |y |
q
= 0. Then, y = and
k=1
[
k
k
[ = 0 = |x|
p
|y |
q
Equality holds = 0 and = 1 and [
k
[
p
= [
k
[
q
, k = 1, 2, . . ..
This subcase is proved. Case 2b: |x|
p
|y |
q
> 0. Then, |x|
p
> 0 and
|y |
q
> 0. k IN, by Lemma 7.7 with a =
_
[
k
[
|x|
p
_
p
, b =
_
[
k
[
|y |
q
_
q
,
and = 1/p, we have
[
k
k
[
|x|
p
|y |
q
1
p
[
k
[
p
|x|
p
p
+
1
q
[
k
[
q
|y |
q
q
with equality if, and only if,
[
k
[
p
|x|
p
p
=
[
k
[
q
|y |
q
q
. Summing the above inequality
for all k IN, we have
k=1
[
k
k
[
|x|
p
|y |
q
1
p
+
1
q
= 1
with equality if, and only if,
[
k
[
p
|x|
p
p
=
[
k
[
q
|y |
q
q
, k = 1, 2, . . .. Equality =
1/ |x|
p
p
and = 1/ |y |
q
q
and [
k
[
p
= [
k
[
q
, k = 1, 2, . . .. On the other
hand, if , IR, which are not both zeros, such that [
k
[
p
= [
k
[
q
,
k = 1, 2, . . ., then, without loss of generality, assume ,= 0. Let
1
= /.
Then,
1
[
k
[
p
= [
k
[
q
, k = 1, 2, . . .. Hence,
1
|x|
p
p
= |y |
q
q
, which further
implies that
1
= |y |
q
q
/ |x|
p
p
. Hence,
[
k
[
p
|x|
p
p
=
[
k
[
q
|y |
q
q
, k = 1, 2, . . .. This
implies equality. Therefore, equality if, and only if, , IR, which are
not both zeros, such that [
k
[
p
= [
k
[
q
, k = 1, 2, . . .. This subcase is
proved.
When p = 2 = q, the H olders inequality becomes the well-known
Cauchy-Schwarz Inequality:
k=1
[
k
k
[
_

k=1
[
k
[
2
_
1/2
_

k=1
[
k
[
2
_
1/2
7.1. NORMED LINEAR SPACES 149
Theorem 7.9 (Minkowskis Inequality) Let p [1, ] IR
e
. x, y
l
p
, then, x +y l
p
and
|x +y |
p
|x|
p
+|y |
p
When 1 < p < , equality holds if, and only if, , [0, ) IR, which
are not both zeros, such that x = y.
Proof x = (
k
)
k=1
, y = (
k
)
k=1
l
p
. We will distinguish three
exhaustive and mutually exclusive cases: Case 1: p = 1; Case 2: p = ;
Case 3: 1 < p < .
Case 1: p = 1. |x + y |
1
=
k=1
[
k
+
k
[
k=1
([
k
[ + [
k
[) = |x|
1
+
|y |
1
< +. Equality holds if, and only if,
k
k
0, k = 1, 2, . . .. Hence,
x +y l
1
.
Case 2: p = . |x + y |
= sup
kIN
[
k
+
k
[ sup
kIN
([
k
[ + [
k
[)
sup
kIN
[
k
[ + sup
kIN
[
k
[ = |x|
+|y |
< +. Hence, x +y l
.
Case 3: 1 
0. Case 3a: |x|
p
|y |
p
= 0. Without loss of generality, assume |y |
p
= 0.
Then, y = and
k
= 0, k = 1, 2, . . .. Hence, x + y = x l
p
and
|x +y |
p
= |x|
p
= |x|
p
+|y |
p
. Let = 0 and = 1, we have x = y.
Hence, equality holds if, and only if, , [0, ) IR, which are not
both zeros, such that x = y. This subcase is proved.
Case 3b: |x|
p
|y |
p
> 0. Then, |x|
p
> 0 and |y |
p
> 0. Let =
|x|
p
|x|
p
+|y |
p
(0, 1) IR. k IN.
[
k
+
k
[
p
(|x|
p
+|y |
p
)
p

_
[
k
[ +[
k
[
|x|
p
+|y |
p
_
p
=
_
[
k
[
|x|
p
+ (1 )
[
k
[
|y |
p
_
p
Since 1 < p < , then the function t
p
is strictly convex on [0, ) IR.
Then, we have
[
k
+
k
[
p
(|x|
p
+ |y |
p
)
p

[
k
[
p
|x|
p
p
+ (1 )
[
k
[
p
|y |
p
p
where equality holds
k
k
0 and
[
k
[
|x|
p
=
[
k
[
|y |
p

k
|x|
p
=

k
|y |
p
.
Summing the above inequalities for all k IN, we have
|x +y |
p
p
(|x|
p
+|y |
p
)
p
=
k=1
[
k
+
k
[
p
(|x|
p
+|y |
p
)
p

k=1
[
k
[
p
|x|
p
p
+ (1 )
k=1
[
k
[
p
|y |
p
p
= 1
Therefore,
|x +y |
p
|x|
p
+|y |
p
< +
where equality holds

k
|x|
p
=

k
|y |
p
, k = 1, 2, . . . (1/ |x|
p
)x =
(1/ |y |
p
)y. Equality implies that = 1/ |x|
p
and = 1/ |y |
p
and
x = y. On the other hand, if , [0, ) IR, which are not both
zeros, such that x = y, then, without loss of generality, assume ,= 0.
Then, y =
1
x with
1
= /. Easy to show that |y |
p
=
1
|x|
p
. Then,
1
= |y |
p
/ |x|
p
. This implies that (1/ |x|
p
)x = (1/ |y |
p
)y, which
further implies equality. Hence, equality holds if, and only if, , [0, ),
which are not both zeros, such that x = y. Clearly, x + y l
p
. This
subcase is proved.
Example 7.10 Let X be a real (complex) normed linear space. Let
Y := (
k
)
k=1
[
k
X, k IN. By Example 6.20, (Y, , , ) is a
vector space over IK, where , , and are dened as in the example.
For p [1, ) IR, let M
p
:= (
k
)
k=1
Y [
k=1
|
k
|
p
X
< +.
Dene the norm |x|
p
= (
k=1
|
k
|
p
X
)
1/p
, x = (
k
)
k=1
M
p
. Let
M
:= (
k
)
k=1
Y [ sup
k1
|
k
|
X
< +. Dene the norm |x|
=
sup
k1
|
k
|
X
, x = (
k
)
k=1
M
.
p [1, ] IR
e
, x = (
k
)
k=1
, y = (
k
)
k=1
M
p
.
|x +y |
p
=
_
_
_

k=1
|
k
+
k
|
p
X
_
1/p
k=1
(|
k
|
X
+|
k
|
X
)
p
_
1/p
p [1, )
sup
k1
|
k
+
k
|
X
sup
k1
(|
k
|
X
+|
k
|
X
) p =
_
_

k=1
|
k
|
p
X
_
1/p
+
_

k=1
|
k
|
p
X
_
1/p
p [1, )
sup
k1
|
k
|
X
+ sup
k1
|
k
|
X
p =
= |x|
p
+|y |
p
< +
where we have made use of the Minkowskis Inequality. In the preceding
inequality, when 1 < p < , equality holds if, and only if, |
k
+
k
|
X
=
|
k
|
X
+ |
k
|
X
, k IN, and , [0, ) IR, which are not both
zeros, such that |
k
|
X
= |
k
|
X
, k IN.
p [1, ] IR
e
. Note that = (
X
,
X
, . . .) M
p
,= . x =
(
k
)
k=1
M
p
, IK, we have
|x|
p
=
_
_
_

k=1
|
k
|
p
X
_
1/p
=
_

k=1
[ [
p
|
k
|
p
X
_
1/p
p [1, )
sup
k1
|
k
|
X
= sup
k1
[ [ |
k
|
X
p =
7.2. THE NATURAL METRIC 151
=
_
_
[ [
_

k=1
|
k
|
p
X
_
1/p
p [1, )
[ [ sup
k1
|
k
|
X
p =
= [ [ |x|
p
< +
where we have made use of Proposition 3.81. Then, x, y M
p
, , IK,
we have |x+y |
p
|x|
p
+|y |
p
= [ [ |x|
p
+[ [ |y |
p
< +. Then,
x + y M
p
. Hence, /
p
:= (M
p
, , , ) is a subspace in (Y, , , ).
It is easy to check that, x /
p
, |x|
p
[0, ) IR, and |x|
p
= 0
x = (
X
,
X
, . . .) = . Therefore, l
p
(X) := (/
p
, IK, | |
p
) is a real
(complex) normed linear space, p [1, ] IR
e
.
Example 7.11 Let X := f : [a, b] IR, where a, b IR with a <
b, and be the usual vector addition and scalar multiplication, and
: [a, b] IR be given by (t) = 0, t [a, b]. By Example 6.20, A :=
(X, , , ) is a vector space over IR. Let M := f A [ f is continuous
is a subspace by Proposition 6.25. Let / := (M, , , ). Then, (/, IR)
is a vector space. Introduce a norm on this space by |x| =
_
b
a
[ x(t) [ dt,
x /. Now, we verify the properties of the norm. x, y /, IR.
(i) Since x is continuous, then, [ x() [ is continuous and therefore in-
tegrable on [a, b]. Hence, 0 |x| < +. x = |x| = 0.
On the other hand, x ,= t
1
[a, b] such that [ x(t
1
) [ > 0.
By continuity of x, (0, ) IR such that [ x(t) [ > [ x(t
1
) [ /2,
t [t
1
, t
1
+] [a, b] |x| > 0. Hence, |x| = 0 x = .
(ii) |x +y | =
_
b
a
[ x(t) +y(t) [ dt
_
b
a
( [ x(t) [ +[ y(t) [ ) dt = |x| +|y |.
(iii) |x| =
_
b
a
[ x(t) [ dt = [ [ |x|.
Hence, (/, IR, | |) is a normed linear space.
Denition 7.12 Let X be a set, Y be a normed linear space, f : X Y. f
is said to be bounded if M [0, ) IR such that |f(x) | M, x X.
S Y is said to be bounded if M [0, ) IR such that |s| M,
s S.
Proposition 7.13 Let X := (A, IK, | |) be a normed linear space and
M A be a subspace. Then, (M, IK, | |) is also a normed linear space.
Proof This is straightforward and is therefore omitted. 2
7.2 The Natural Metric
A normed linear space is actually a metric space.
Proposition 7.14 A normed linear space X := (A, IK, | |) admits the
natural metric : X X [0, ) IR given by (x, y) = |x y |,
x, y X.
Proof x, y, z X, we have (i) (x, y) [0, ); (ii) (x, y) = |x
y | = 0 x y = x = y; (iii) (x, y) = |x y | = |(1) (x y) | =
|y x| = (y, x); and (iv) Note that
(x, z) = |x z | = |(x y) + (y z) | |x y | +|y z |
= (x, y) +(y, z)
Hence, is a metric. This completes the proof of the proposition. 2
Now, we can talk about topological properties and metric properties
of a normed linear space. When we refer to these properties of a normed
linear space, we are referring to the above metric specically.
Proposition 7.15 Let X be a normed linear space and C X be convex.
Then, C and C
are convex.
Proof x
1
, x
2
C, [0, 1] IR, we need to show that x
1
+
(1 )x
2
C. By Proposition 3.3, r (0, ) IR, B ( x
i
, r ) C ,= ,
i = 1, 2. Let p
i
B (x
i
, r ) C, i = 1, 2. Then, by convexity of C, we have
p
1
+ (1 )p
2
C. Note that
|(x
1
+ (1 )x
2
) (p
1
+ (1 )p
2
) |
= |(x
1
p
1
) + (1 )(x
2
p
2
) |
|x
1
p
1
| + (1 ) |x
2
p
2
| < r
Then, p
1
+(1 )p
2
B ( x
1
+(1 )x
2
, r ) C ,= . Hence, x
1
+(1
)x
2
C by the arbitrariness of r and Proposition 3.3. Then, C is convex.
x
1
, x
2
C
, [0, 1] IR, we need to show that x

1
+ (1 )x
2

C
. r
i
(0, ) IR such that B (x
i
, r
i
) C, i = 1, 2. Let r :=
minr
1
, r
2
> 0. p B( x
1
+(1 )x
2
, r ), let w := p x
1
(1 )x
2
.
Then, |w| < r and x
i
+ w B ( x
i
, r
i
) C, i = 1, 2. By the convexity
of C, we have C (x
1
+ w) + (1 )(x
2
+ w) = p. Hence, we have
B ( x
1
+(1)x
2
, r ) C and x
1
+(1)x
2
C
. Hence, C
is convex.
Proposition 7.16 Let X be a normed linear space, x
0
X, S X, and
P = x
0
+S. Then, P = x
0
+S and P
= x
0
+S
.
Proof x P, by Proposition 3.3, r (0, ) IR, p
0
P
B ( x, r ). Then, p
0
x
0
S B( x x
0
, r ) ,= . Hence, by Proposition 3.3,
x x
0
S and x x
0
+S. Hence, P x
0
+S.
On the other hand, x x
0
+ S, we have x x
0
S and, by
Proposition 3.3, r (0, ) IR, s
0
S B ( x x
0
, r ) ,= . Then,
x
0
+s
0
P B ( x, r ) ,= . By Proposition 3.3, x P. Hence, x
0
+S P.
7.2. THE NATURAL METRIC 153
Therefore, we have P = x
0
+S.
x P
, r (0, ) IR such that B (x, r ) P. Then, B ( xx

0
, r ) =
B ( x, r ) x
0
P x
0
= S. Hence, x x
0
S
, x x
0
+ S
and
P
x
0
+S
.
On the other hand, x x
0
+ S
, we have x x
0
S
. Then, r
(0, ) IR such that B ( x x
0
, r ) S. Hence, B (x, r ) = B ( x x
0
, r ) +
x
0
x
0
+S = P. Therefore, x P
and x
0
+S
.
Hence, we have P
= x
0
+ S
. This completes the proof of the propo-

sition. 2
Proposition 7.17 Let X be a normed linear space over IK. Then, the
(i) If M X is a subspace, then M is a subspace.
(ii) If V X is a linear variety, then V is a linear variety.
(iii) If C X is a cone with vertex p X, then C is a cone with vertex p.
(iv) Let x
0
X and r (0, ) IR. Then, B ( x
0
, r ) = B ( x
0
, r ).
Proof (i) Clearly, we have M M ,= . x, y M, IK, we
will show that x+y, x M. Then, M is a subspace. r (0, ) IR, by
Proposition 3.3, x
0
B (x, r/2) M ,= and y
0
B ( y, r/2) M ,= .
Since M is a subspace, then x
0
+ y
0
M and x
0
+ y
0
B ( x + y, r ).
Hence, we have M B ( x + y, r ) ,= , which implies that x + y M.
r (0, ) IR, by Proposition 3.3, x
0
B( x, r/(1 + [ [) ) M ,= .
Since M is a subspace, then x
0
M and x
0
B ( x, r ). Hence, we have
M B ( x, r ) ,= , which implies that x M. Hence, M is a subspace.
(ii) Note that V = x
0
+ M, where x
0
X and M X is a subspace.
By Proposition 7.16, V = x
0
+ M. By (i), M is a subspace. Then, V is a
linear variety.
(iii) First, we will prove the special case p = . Clearly, C C.
x C, [0, ) IR, we will show that x C. r (0, ) IR,
by Proposition 3.3, x
0
C B (x, r/(1 + [ [) ) ,= . Then, we have
x
0
C B ( x, r ) ,= . By Proposition 3.3, x C. Hence, C is a cone
with vertex at the origin.
For general p X, we have C = p +C
0
, where C
0
is a cone with vertex
at the origin. By Proposition 7.16, C = p + C
0
. By the special case we
have shown, C
0
is a cone with vertex at the origin. Hence, C is a cone with
vertex p.
(iv) First, we will prove the special case x
0
= . By Proposi-
tion 4.3, B ( , r ) is a closed set and B ( , r ) B ( , r ). Then, we have
B ( , r ) B ( , r ). On the other hand, x B ( , r ), dene ( x
k
)
k=1
X
by x
k
:=
k
1+k
x, k IN. Then, |x
k
| =
k
1+k
|x|
k
1+k
r < r, k IN.
Therefore, (x
k
)
k=1
B ( , r ). It is obvious that lim
kIN
x
k
= x, then, by
Proposition 4.13, x B ( , r ). Then, we have B ( , r ) B ( , r ). Hence,
the result holds for x
0
= .
For arbitrary x
0
X, by Proposition 7.16, B( x
0
, r ) = x
0
+B ( , r ) =
x
0
+B ( , r ) = x
0
+B ( , r ) = B ( x
0
, r ). Hence, the result holds.
Proposition 7.18 Let X be a normed linear space, P X, and P ,=
. The closed linear variety generated by P, denoted by V( P ), is the
intersection of all closed linear varieties containing P. Then, V( P ) =
v ( P ).
Proof By Proposition 7.17, v (P ) is a closed linear variety containing
P. Then, we have V( P ) v ( P ). On the other hand, V(P ) is a closed lin-
ear variety containing P, and then v (P ) V( P ). Hence, v ( P ) V(P ).
Therefore, the result holds. This completes the proof of the proposition. 2
The justication of the denition of V(P ) is that intersection of linear
varieties is a linear variety when the intersection is nonempty.
Denition 7.19 Let X be a normed linear space and P X be nonempty.
x P is said to be a relative interior point of P if it is an interior point of
P relative to the subset topology of V(P ). The set of all relative interior
points of P is called the relative interior of P, and denoted by

P. P is
said to be relatively open if P is open in the subset topology of V( P ).
Proposition 7.20 Let X be a normed linear space and (x
)
,
X be a
net. Then, lim
,
x
= x X if, and only if, (0, ) IR,

0
/,
/ with
0
, we have |x x
| < .
Proposition 7.21 Let X be a normed linear space. Then, | | is a uni-
formly continuous function on X.
Proof This follows directly from Propositions 4.30 and 7.14. 2
7.3 Product Spaces
Proposition 7.22 Let X := (A, IK, ||
X
) and Y := (, IK, ||
Y
) be normed
linear spaces. By Proposition 6.24, A is a vector space over IK. Dene
a function | | : A [0, ) IR by |(x, y) | := (|x|
2
X
+ |y |
2
Y
)
1/2
,
(x, y) A . Then, (A , IK, | |) is a normed linear space. This
normed linear space will be called the Cartesian product of X and Y and be
denoted by X Y.
Proof (x
1
, y
1
), (x
2
, y
2
) A , IK, we have |(x
1
, y
1
) | =
(|x
1
|
2
X
+ |y
1
|
2
Y
)
1/2
[0, ) IR and |(x
1
, y
1
) | = 0 |x
1
|
X
= 0 and
|y
1
|
Y
= 0 x
1
=
X
and y
1
=
Y
(x
1
, y
1
) = ; |(x
1
, y
1
) +(x
2
, y
2
) | =
|(x
1
+x
2
, y
1
+y
2
) | = (|x
1
+x
2
|
2
X
+|y
1
+y
2
|
2
Y
)
1/2
_
(|x
1
|
X
+|x
2
|
X
)
2
+
(|y
1
|
Y
+ |y
2
|
Y
)
2
_
1/2
(|x
1
|
2
X
+ |y
1
|
2
Y
)
1/2
+ (|x
2
|
2
X
+ |y
2
|
2
Y
)
1/2
=
|(x
1
, y
1
) |+|(x
2
, y
2
) |, where the rst inequality follows from the fact that
X and Y are normed linear spaces and the second inequality follows from
the Minkowskis Inequality; |(x
1
, y
1
) | = |(x
1
, y
1
) | = (|x
1
|
2
X
+
|y
1
|
2
Y
)
1/2
= ([ [
2
|x
1
|
2
X
+ [ [
2
|y
1
|
2
Y
)
1/2
= [ [ (|x
1
|
2
X
+ |y
1
|
2
Y
)
1/2
=
[ [ |(x
1
, y
1
) |. Hence, | | is a norm on A . This completes the proof
of the proposition. 2
Clearly, the natural metric for the Cartesian product XY is the Carte-
sian metric dened in Denition 4.28.
The above proposition may also be generalized to the case of X
1
X
2
X
n
, where n IN and X
i
s are normed linear spaces over the same eld
IK. When n = 0, it should be noted that
= ( =: , IK, | |),
where || = 0.
Proposition 7.23 Let X := (A, IK, | |) be a normed linear space. Then,
the vector addition
X
: XX X is uniformly continuous; and the scalar
multiplication
X
: IKX X is continuous.
Proof (0, ) IR, (x
1
, x
2
), (y
1
, y
2
) X X with
|(x
1
, x
2
) (y
1
, y
2
) |
XX
< /
2
we have
|(x
1
+x
2
) (y
1
+y
2
) | |x
1
y
1
| +|x
2
y
2
|
2 (|x
1
y
1
|
2
+|x
2
y
2
|
2
)
1/2
=
2 |(x
1
, x
2
) (y
1
, y
2
) |
XX
<
Hence, the vector addition
X
0
IK, x
0
X, (0, ) IR, let = /(1 + +[
0
[ + |x
0
|)
(0, 1) IR. (, x) B
IKX
( (
0
, x
0
), ), we have
|x
0
x
0
| |x x
0
| +|x
0
0
x
0
|
= [ [ |x x
0
| +|x
0
| [
0
[
_
[ [
2
+|x
0
|
2
_
1/2
_
|x x
0
|
2
+[
0
[
2
_
1/2
([ [ +|x
0
|) (1 +[
0
[ +|x
0
|) <
where we have made use of Cauchy-Schwarz Inequality in the second in-
equality. Hence,
X
is continuous at (
0
, x
0
). By the arbitrariness of
(
0
, x
0
), we have that
X
is continuous.
Denition 7.24 Let X := ( A, IK, | |
X
) and Y := (, IK, | |
Y
) be two
normed linear spaces over the same eld IK and A : X Y be a vector
space isomorphism. A is said to be an isometrical isomorphism if |Ax|
Y
=
|x|
X
, x X. The X and Y are said to be isometrically isomorphic.
Let A : X Y be an isometrical isomorphism between X and Y. Then, A
is an isometry between X and Y. Both A and A
inv
X and Y are equal to each other up to a relabeling of their vectors.
Proposition 7.25 Let X
, , be normed linear spaces over IK, where

is a nite index set. Let =
, where
s are pairwise disjoint

and nite and is also nite. , let X
)
:=
be the
Cartesian product space. Let X
)
:=
be the Cartesian
product space of product spaces, and X :=
be the Cartesian product

space. Then, X and X
)
are isometrically isomorphic.
Proof Dene E :
by, x X
)
,
, !
(E(x)) =
)
(
)
(x)). By Proposi-
tion 4.32, E is a isometry. It is clear that E is a linear operator since the
projection functions are linear for vector spaces. Hence, E is a vector space
isomorphism. Then, E is an isometrical isomorphism. This completes the
7.4 Banach Spaces
Denition 7.26 If a normed linear space is complete with respect to the
natural metric, then it is called a Banach space.
Clearly, a Cauchy sequence in a normed linear space is bounded.
Proposition 7.27 A normed linear space X is complete if, and only if,
every absolutely summable series is summable, that is ( x
n
)
n=1
X,
n=1
|x
n
| IR

n=1
x
n
X.
Proof Only if Let X be complete and ( x
n
)
n=1
X be absolutely
summable. Then,
n=1
|x
n
| IR and (0, ) IR, N IN
such that, n, m IN with n m, we have
n
i=m
|x
i
| < . Then,
|
n
i=m
x
i
| < . Let s
n
:=
n
i=1
x
i
, n IN, be the partial sum.
Then, ( s
n
)
n=1
X is a Cauchy sequence. By the completeness of X,
n=1
x
n
= lim
nIN
s
n
X.
If Let ( x
n
)
n=1
X be a Cauchy sequence. Let n
0
= 0. k IN,
n
k
IN with n
k
> n
k1
such that |x
n
x
m
| < 2
k
, n, m n
k
. Then,
( x
n
k
)
k=1
is a subsequence of ( x
n
)
n=1
. Let y
1
:= x
n1
and y
k
:= x
n
k
x
n
k1
,
k 2. Then, the sequence ( y
k
)
k=1
X and its kth partial sum is x
n
k
.
Note that |y
k
| < 2
k+1
, k 2. Then,
k=1
|y
k
| < |y
1
| + 1, which
implies that
k=1
y
k
= x
0
X. Hence, we have lim
kIN
x
n
k
= x
0
X.
We will now show that lim
nIN
x
n
= x
0
. k IN, N IN with N k
such that |x
ni
x
0
| < 2
k
, i N. n n
N
, we have |x
n
x
0
|
|x
n
x
nN
| +|x
nN
x
0
| < 2
N
+2
k
2
k+1
. Hence, lim
nIN
x
n
= x
0
.
Therefore, X is complete.
7.4. BANACH SPACES 157
We frequently take great care to formulate problems arising in applica-
tions as equivalent problems in Banach spaces rather than other incomplete
spaces. The principal advantage of Banach spaces in optimization problems
is that when seeking an optimal vector, we often construct a sequence (net)
of vectors, each member of which is superior to preceding ones. The de-
sired optimal vector is then the limit of the sequence (net). In order for
this scheme to be eective, there must be available a test for convergence
which can be applied when the limit is unknown. The Cauchy criterion for
convergence meets this requirement provided the space is complete.
Example 7.28 Consider Example 7.11 with a = 0 and b = 1. We will
show that the space (/, IR, | |) is incomplete. Take ( x
n
)
n=1
/ to be,
n IN,
x
n
(t) =
_
_
_
0 0 t
1
2

1
n+1
(n + 1)t
n+1
2
+ 1
1
2

1
n+1
< t
1
2
1 t >
1
2
1
1
Figure 7.1: Sequence for Example 7.28.
Clearly, x
n
is continuous and |x
n
| < 1, n IN. n, m IN, we have
|x
n
x
m
| =
_
1
0
[ x
n
(t) x
m
(t) [ dt =
_
1
0
(x
n
(t) x
m
(t)) dt
1
2 (n + 1)

1
2 (m+ 1)
Then, ( x
n
)
n=1
is Cauchy. Yet, it is obvious that there is no continuous
function x /such that lim
nIN
x
n
= x, i. e., lim
nIN
_
1
0
[ x
n
(t)x(t) [ dt =
0. Hence, the space is incomplete.
Example 7.29 IK
n
with norm dened as in Example 7.2 or Example 7.3
is a Banach space.
Example 7.30 Consider the real normed linear space (([a, b]) dened in
Example 7.4, where a, b IR and a b. We will show that it is complete.
Take a Cauchy sequence ( x
n
)
n=1
(([a, b]). (0, ) IR, N IN
such that n, m N, 0 [ x
n
(t) x
m
(t) [ |x
n
x
m
| < , t [a, b].
This shows that, t [a, b], ( x
n
(t) )
n=1
IR is a Cauchy sequence, which
converges to x(t) IR since IR is complete. This denes a function x :
[a, b] IR. It is easy to show that ( x
n
)
n=1
, viewed as a sequence of
functions of [a, b] to IR, converges uniformly to x. By Proposition 4.26, x is
continuous. Hence, x (([a, b]). It is easy to see that lim
nIN
|x
n
x| = 0.
Hence, lim
nIN
x
n
= x. Hence, (([a, b]) is a Banach space.
Example 7.31 Let / be a countably compact topological space, X be a
normed linear space over the eld IK, Y := f : / X. Dene the usual
vector addition and scalar multiplication and null vector on Y as in
Example 6.20. Then, := (Y, , , ) is a vector space over IK. Let M :=
f Y [ f is continuous. Then, by Propositions 3.32, 6.25, and 7.23,
/ := (M, , , ) is a subspace of (, IK). Dene a function | | : /
[0, ) IR by |f | = max sup
kK
|f(k) |
X
, 0, f /. This function
is well dened by Propositions 7.21, 3.12, and 5.29. We will show that | |
denes a norm on /. We will distinguish two exhaustive and mutually
exclusive cases: Case 1: / = ; Case 2: / , = . Case 1: / = . Then,
/ is a singleton set and || = 0. Clearly, (/, IK, | |) is a normed
linear space. Case 2: / , = . f, g /, IK, |f | = max
kK
|f(k) |
X
by Propositions 7.21, 3.12, and 5.29. |f | = 0 |f(k) |
X
= 0, k /
f(k) =
X
, k / f = . |f + g | = max
kK
|f(k) + g(k) |
X

max
kK
(|f(k) |
X
+ |g(k) |
X
) max
kK
|f(k) |
X
+ max
kK
|g(k) |
X
=
|f |+|g |. |f | = max
kK
|f(k) |
X
= max
kK
[ [ |f(k) |
X
= [ [ |f |.
Hence, (/, IK, | |) is a normed linear space. In both case, we have shown
that ((/, X) := (/, IK, | |) is a normed linear space.
Example 7.32 Let / be a countably compact topological space, X be
a Banach space over the eld IK (with norm | |
X
). Consider the normed
linear space ((/, X) (with norm | |) dened in Example 7.31. We will
show that this space is a Banach space. We will distinguish two exhaustive
and mutually exclusive cases: Case 1: / = ; Case 2: / , = . Case 1:
/ = . Then, ((/, X) is a singleton set. Hence, any Cauchy sequence
must converge. Thus, ((/, X) is a Banach space. Case 2: / , = . Take a
Cauchy sequence ( x
n
)
n=1
((/, X). (0, ) IR, N IN such that
n, m N, 0 |x
n
(k) x
m
(k) |
X
|x
n
x
m
| < , k /. This shows
that, k /, ( x
n
(k) )
n=1
X is a Cauchy sequence, which converges
to x(k) X since X is complete. This denes a function x : / X.
It is easy to show that ( x
n
)
n=1
, viewed as a sequence of functions of /
to X, converges uniformly to x. By Proposition 4.26, x is continuous.
Hence, x ((/, X). It is easy to see that lim
nIN
|x
n
x| = 0. Hence,
lim
nIN
x
n
= x. Hence, ((/, X) is a Banach space. In both cases, we have
shown that ((/, X) is a Banach space when X is a Banach space.
Example 7.33 Let X be a Banach space over the eld IK. Consider
the normed linear space l
p
(X) (with norm | |
p
) dened in Example 7.10,
7.4. BANACH SPACES 159
where p [1, ] IR
e
. We will show that this space is a Banach space.
We will distinguish two exhaustive and mutually exclusive cases: Case 1:
p [1, ); Case 2: p = .
Case 1: p [1, ). Take a Cauchy sequence ( x
n
)
n=1
l
p
(X),
where x
n
= (
n,k
)
k=1
X, n IN. (0, ) IR, N
IN
such that n, m N
, we have |x
n
x
m
|
p
< . k IN, |
n,k

m,k
|
X

_
i=1
|
n,i

m,i
|
p
X
_
1/p
= |x
n
x
m
|
p
< . Hence, k IN,
(
n,k
)
n=1
X is a Cauchy sequence, which converges to some
k
X
since X is a Banach space. Let x := (
k
)
k=1
X. We will show that
x l
p
(X) and lim
nIN
x
n
= x. Since ( x
n
)
n=1
is a Cauchy sequence,
then it is bounded, that is M [0, ) IR such that |x
n
|
p
M,
n IN. Then, we have |x
n
|
p
p
=
i=1
|
n,i
|
p
X
M
p
, n IN. Then,
n, k IN, we have
k
i=1
|
n,i
|
p
X
M
p
. By Propositions 7.21 and
3.66, we have
k
i=1
|
i
|
p
X
= lim
nIN
k
i=1
|
n,i
|
p
X
M
p
. Hence, we
have
i=1
|
i
|
p
X
M
p
and |x|
p
= (
i=1
|
i
|
p
X
)
1/p
M. Hence,
we have x l
p
(X). (0, ) IR, n, m IN with n, m N
,
we have |x
n
x
m
|
p
< . Then, k IN,
k
i=1
|
n,i

m,i
|
p
X
<
p
.
Taking limit as m , by Propositions 7.21, 3.66, and 7.23, we have
k
i=1
|
n,i

i
|
p
X
= lim
mIN
k
i=1
|
n,i

m,i
|
p
X

p
, k IN. Hence,
we have |x
n
x|
p
=
_
i=1
|
n,i

i
|
p
X
_
1/p
. This shows that
lim
nIN
x
n
= x. Hence, l
p
(X) is complete and therefore a Banach space.
Case 2: p = . Take a Cauchy sequence ( x
n
)
n=1
l
(X), where x
n
=
(
n,k
)
k=1
X, n IN. (0, ) IR, N
IN such that n, m N
,
we have |x
n
x
m
|
< . k IN, |
n,k

m,k
|
X
sup
iIN
|
n,i

m,i
|
X
= |x
n
x
m
|
< . Hence, k IN, (

n,k
)
n=1
X is a Cauchy
sequence, which converges to some
k
X since X is a Banach space. Let
x := (
k
)
k=1
X. We will show that x l
(X) and lim

nIN
x
n
= x.
Since ( x
n
)
n=1
is a Cauchy sequence, then it is bounded, that is M
[0, ) IR such that |x
n
|
M, n IN. Then, we have |

n,k
|
X

sup
iIN
|
n,i
|
X
= |x
n
|
M, n, k IN. By Propositions 7.21 and 3.66,

we have |
k
|
X
= lim
nIN
|
n,k
|
X
M. Hence, |x|
= sup
iIN
|
i
|
X

M. Therefore, x l
(X). (0, ) IR, n, m IN with n, m

N
, we have |x
n
x
m
|
< . Then, k IN, |

n,k

m,k
|
X
< .
Taking limit as m , by Propositions 7.21, 3.66, and 7.23, we have
|
n,k

k
|
X
= lim
mIN
|
n,k

m,k
|
X
, k IN. Hence, we have
|x
n
x|
= sup
iIN
|
n,i

i
|
X
. This shows that lim
nIN
x
n
= x.
Hence, l
(X) is complete and therefore a Banach space.

In summary, we have shown that l
p
(X) is a Banach space, p [1, ]
IR
e
, when X is a Banach space.
Denition 7.34 Let X be a normed linear space and S X. S is said to
be complete if S with the natural metric forms a complete metric space.
By Proposition 4.39, a subset in a Banach space is complete if, and only
if, it is closed.
Proposition 7.35 Let Y be a normed linear space over IK, S
1
, S
2
Y be
separable subsets, and IK. Then, span( S
1
), span (S
1
), S
1
+ S
2
, S
1
,
S
1
S
2
, and S
1
S
2
are separable subsets of Y.
Proof Let IK
Q
:= Q if IK = IR; and IK
Q
:= a + ib C [ a, b Q,
if IK = C. Clearly, IK
Q
is a countable dense set in IK. Let D S
1
be a
countable dense subset. Let

D :=
n
i=1
i
y
i
Y [ n Z
+
,
i
IK
Q
, y
i

D, i = 1, . . . , n, which is a countable set. Clearly,

D span( S
1
) is a
dense subset. Hence, span( S
1
) Y is separable. By Proposition 4.38,
span( S
1
) is separable. It is straightforward to show that S
1
+ S
2
, S
1
,
S
1
S
2
, and S
1
S
2
are separable. 2
Theorem 7.36 In a normed linear space X, any nite-dimensional sub-
space M X is complete.
Proof Let X be a normed linear space over the eld IK. Let n Z
+
be the dimension of M, which is well dened by Theorem 6.51. We will
prove the theorem by mathematical induction on n.
1
n = 0. Then, M = . Clearly, any Cauchy sequence in M must

converge to M. Hence, M is complete. n = 1. Let e
1
M be
a basis for M. Clearly, e
1
,= and |e
1
| > 0. Fix any Cauchy sequence
( x
n
)
n=1
M. Then, x
n
=
n
e
1
for some
n
IK, n IN. Since
( x
n
)
n=1
is Cauchy, then (0, ) IR, N IN, n, m N, we have
|x
n
x
m
| < |e
1
| . Then, we have [
n

m
[ = |x
n
x
m
| / |e
1
| < .
Hence, (
n
)
n=1
is a Cauchy sequence in IK. Then, lim
nIN
n
= IK
since IK is complete. It is easy to show that lim
nIN
x
n
= e
1
M. Hence,
M is complete.
2
Assume M is complete when n = k 1 IN.

3
Consider the case n = k 2, 3, . . . IN. Let e

1
, . . . , e
k
M be a
basis for M. Dene M
i
:= span( e
1
, . . . , e
k
e
i
) and
i
:= dist(e
i
, M
i
),
i = 1, . . . , k. i = 1, . . . , k, we have
i
[0, ) IR. M
i
, which is a k 1-
dimensional subspace of X. By inductive assumption M
i
is complete. By
Proposition 4.39, M
i
is closed. Clearly, e
i
, M
i
i
> 0.
Let := min
1
, . . . ,
k
> 0. Fix any Cauchy sequence ( x
n
)
n=1
M.
n IN, x
n
admits a unique representation x
n
=
k
i=1
n,i
e
i
where
n,i

IK, i = 1, . . . , k, by Denition 6.50 and Corollary 6.47. (0, )
IR, N IN such that n, m N, we have |x
n
x
m
| < . i
1, . . . , k, we have > |x
n
x
m
| / =
_
_
_
k
j=1
(
n,j
m,j
)e
j
_
_
_ / [
n,i
m,i
[
i
/ [
n,i

m,i
[. Hence, (
n,i
)
n=1
IK is a Cauchy sequence,
i 1, . . . , k. Then, lim
nIN
n,i
=
i
IK. Let x :=
k
i=1
i
e
i
M.
7.5. COMPACTNESS 161
Now, it is straightforward to show that lim
nIN
|x
n
x| = 0. Then,
lim
nIN
x
n
= x M. Hence, M is complete.
This completes the induction process. This completes the proof of the
theorem. 2
Denition 7.37 Let A be a vector space over the eld IK and | |
1
and
||
2
be two norms dened on A. These two norms are said to be equivalent
if K (0, ) IR such that |x|
1
/K |x|
2
K|x|
1
, x A.
Clearly, two norms are equivalent implies that the natural metrics are
uniformly equivalent.
Theorem 7.38 Let A be a nite-dimensional vector space over the eld
IK. Any two norms on A are equivalent.
Proof Let n Z
+
be the dimension of A, which is well dened by
Theorem 6.51. Let | |
1
and | |
2
be two norms dened on A. We will
distinguish three exhaustive and mutually exclusive cases: Case 1: n = 0;
Case 2: n = 1; Case 3: n 2. Case 1: n = 0. Then, A = and
||
1
= 0 = ||
2
. Hence, the two norms are equivalent. Case 2: n = 1.
Let e
1
be a basis for A. Clearly, e
1
,= . Let := |e
1
|
1
/ |e
1
|
2

(0, ) IR and K = max,
1
(0, ) IR. x A, ! IK
such that x = e
1
. Then, |x|
1
= [ [ |e
1
|
1
= [ [ |e
1
|
2
= |x|
2
and
|x|
1
/K |x|
2
K|x|
1
. Hence, the two norms are equivalent.
Case 3: n 2. Let e
1
, . . . , e
n
A be a basis for A. x A, by De-
nition 6.50 and Corollary 6.47, !
1
, . . . ,
n
IK such that x =
n
i=1
i
e
i
.
We will show that K
1
(0, ) IR such that (
n
i=1
[
i
[)/K
1
|x|
1

K
1
(
n
i=1
[
i
[). By a similar argument, K
2
(0, ) IR such that
(
n
i=1
[
i
[)/K
2
|x|
2
K
2
(
n
i=1
[
i
[). Then, |x|
1
/K |x|
2

K|x|
1
, where K := K
1
K
2
. Hence, the two norms are equivalent.
Clearly, e
i
,= and |e
i
|
1
> 0, i = 1, . . . , n. Let := max
1in
|e
i
|
1

(0, ) IR. Then, |x|
1

n
i=1
[
i
[ |e
i
|
1
(
n
i=1
[
i
[). Dene
M
i
= span (e
1
, . . . , e
n
e
i
), i = 1, . . . , n, and
i
= dist(e
i
, M
i
) (with
respect to | |
1
). Since e
1
, . . . , e
n
is a basis for A, then e
i
, M
i
.
i 1, . . . , k, by Theorem 7.36, M
i
is complete (with respect to ||
1
). By
Proposition 4.39, M
i
is closed (with respect to | |
1
we have
i
(0, ) IR. Let

:= min
1
, . . . ,
n
(0, ) IR. Then,
|x|
1
= |
n
i=1
i
e
i
|
1
[
i
[
i
[
i
[
, i 1, . . . , n. Hence, we have
|x|
1
(
/n) (
n
i=1
[
i
[). Let K
1
= max, n/
> 0. Then, we have

(
n
i=1
[
i
[)/K
1
|x|
1
K
1
(
n
i=1
[
i
[).
7.5 Compactness
Denition 7.39 Let X be a normed linear space and S X. S is said to
be compact if S together with the natural metric forms a compact metric
space.
Proposition 5.29 says that a continuous function achieves its minimum
and maximum on nonempty countably compact spaces. This has imme-
diate generalization to innite-dimensional spaces. Yet, the compactness
restriction is so severe in innite-dimensional spaces that it is applicable in
minority of problems.
Lemma 7.40 Let (A, C) be a vector space. Then A is also a vector space
over the eld IR. Furthermore, if X := (A, C, ||) is a normed linear space,
then X
IR
:= (A, IR, | |) is also a normed linear space. X and X
IR
are
isometric and admit the same metric space properties. In particular, X is
a Banach space if, and only if, X
IR
is a Banach space.
Proof Let (A, C) be a vector space. Note that IR C. Then,
x, y, z A, , IR, we have (i) x+y = y+x; (ii) (x+y)+z = x+(y+z);
(iii)
+ x = x; (iv) (x + y) = x + y; (v) ( + )x = x + x; (vi)

()x = (x); (vii) 0 x =
and 1 x = x. Hence, (A, IR) is a vector

space.
Let X := (A, C, | |) be a normed linear space. Then, (A, IR) is a
vector space. x, y X, IR, we have (i) |x| [0, ) IR and
|x| = 0 x =
; (ii) |x + y | |x| + |y |; |x| = [ [ |x|. Hence,

X
IR
:= (A, IR, | |) is a normed linear space.
Clearly, id
X
: X X
IR
is an isometry and the natural metrics induced
by X and X
IR
on A are identical. Hence, X and X
IR
admits the same metric
space properties. Then, X is a Banach space if, and only if, X is complete
if, and only if, X
IR
is complete if, and only if, X
IR
is a Banach space.
Proposition 7.41 Let K C
n
with n Z
+
. Then, K is compact if, and
only if, K is closed and bounded.
Proof Necessity By Proposition 5.38, K is complete and totally
bounded. Then, K is bounded. By Proposition 4.39, K is closed.
Suciency Let [ [ be the norm on C
n
. By Lemma 7.40, X :=
(C
n
, IR, [ [) admits the same metric space property as C
n
. Then, K X
is closed and bounded. Note that X is isometrically isomorphic to IR
2n
.
Hence, K X is compact. Then, K C
n
is compact. This completes the
Proposition 7.42 Let X be a nite-dimensional normed linear space over
the eld IK. K X is compact if, and only if, K is closed and bounded.
Proof Necessity By Proposition 5.38, K is complete and totally
bounded. Then, K is bounded. By Proposition 4.39, K is closed.
Suciency Let S X be a basis for X, that is, S is linearly indepen-
dent and span(S) = X. Since X is nite dimensional, then let n Z
+
be
the dimension of X, which is well-dened by Theorem 6.51. We will distin-
guish two exhaustive and mutually exclusive cases: Case 1: n = 0; Case 2:
7.6. QUOTIENT SPACES 163
n IN. Case 1: n = 0. Then, X is a singleton set. Clearly K is compact.
Case 2: n IN. Let S = e
1
, . . . , e
n
. x X, x can be uniquely expressed
as
n
i=1
i
e
i
for some
1
, . . . ,
n
IK. This allows us to dene a bijective
mapping : X IK
n
by (x) = (
1
, . . . ,
n
), x =
n
i=1
i
e
i
X. Dene
a alternative norm | |
1
on X by |x|
1
= |
n
i=1
i
e
i
|
1
=
_
n
i=1
[
i
[
2
,
x X. It is easy to show that | |
1
is a norm. By Theorem 7.38, there
exists [1, ) IR such that |x|
1
/ |x| |x|
1
, x X. Hence,
is a homeomorphism. By Proposition 3.10, (K) is closed. By the equiv-
alence of the two norms, (K) is bounded. By Proposition 5.40 or 7.41,
(K) is compact. By Proposition 5.7, K is compact.
7.6 Quotient Spaces
Proposition 7.43 Let M A be a subspace of a vector space A over a
eld T := (F, +, , 0, 1). x
1
, x
2
A are said to be equivalent modulo M if
x
1
x
2
M. This equivalence relationship (easy to show) partitions the
space A into disjoint subsets, or classes, of equivalent elements: namely,
the linear varieties that are distinct translations of the subspace M. These
classes are often called the cosets of M. x A, there is a unique coset
of M, [ x](= x + M), such that x [ x]. The quotient of A modulo M is
dened to be the set N of all cosets of M. Dene vector addition and scalar
multiplication on N by, [ x
1
] , [ x
2
] N, T, [ x
1
] +[ x
2
] := [ x
1
+x
2
]
and [ x
1
] := [ x
1
]. Let the null vector on N be [
]. Then, N together
with the vector addition, scalar multiplication, and the null vector form a
vector space over T. This vector space will be called the quotient space of
A modulo M and denoted by A/M. Dene a function : A A/M by
(x) = [ x], x A. Then, is a linear function and will be called the
natural homomorphism.
Proof Fix any [ x
1
] , [ x
2
] , [ x
3
] A/M and any , T. We will rst
show that vector addition and scalar multiplication are uniquely dened.
y
1
[ x
1
], y
2
[ x
2
], we have x
1
y
1
, x
2
y
2
M; and (x
1
+ x
2
)
(y
1
+ y
2
) M, since M is a subspace. Then, [ x
1
] + [ x
2
] = [ x
1
+ x
2
] =
[ y
1
+ y
2
] = [ y
1
] + [ y
2
]. Hence, the vector addition is uniquely dened.
x
1
y
1
= (x
1
y
1
) M. Then, [ x
1
] = [ x
1
] = [ y
1
] = [ y
1
].
Hence, the scalar multiplication is uniquely dened.
(i) [ x
1
] + [ x
2
] = [ x
1
+ x
2
] = [ x
2
+ x
1
] = [ x
2
] + [ x
1
]; (ii) ([ x
1
] +
[ x
2
]) + [ x
3
] = [ (x
1
+ x
2
) + x
3
] = [ x
1
+ (x
2
+ x
3
) ] = [ x
1
] + ([ x
2
] + [ x
3
]);
(iii) [ x
1
] + [
] = [ x
1
+
] = [ x
1
]; (iv) ([ x
1
] + [ x
2
]) = [ x
1
+ x
2
] =
[ (x
1
+ x
2
) ] = [ x
1
+ x
2
] = [ x
1
] + [ x
2
] = [ x
1
] + [ x
2
]; (v) ( +
) [ x
1
] = [ (+)x
1
] = [ x
1
+x
1
] = [ x
1
] +[ x
1
] = [ x
1
] + [ x
1
]; (vi)
() [ x
1
] = [ ()x
1
] = [ (x
1
) ] = [ x
1
] = ( [ x
1
]); (vii) 0[ x
1
] =
[ 0x
1
] = [
]; 1[ x
1
] = [ x
1
]. Hence, A/M is a vector space over T.
Clearly, is a linear function. This completes the proof of the proposi-
tion. 2
Proposition 7.44 Let X := (A, IK, | |
X
) be a normed linear space and
M X be a closed subspace, and A/M be the quotient space of A modulo
M. Dene a norm | | on A/M by, [ x] A/M, |[ x] | := inf
mM
|x
m|
X
= dist(x, M). Then, X/M := (A/M, IK, ||) is a normed linear space,
which will be called the quotient space of X modulo M.
Proof By Proposition 7.43, A/M is a vector space over IK. Here, we
only need to show that | | denes a norm on A/M. First, we show that
| | : A/M [0, ) IR is uniquely dened. [ x] A/M, y [ x],
y x M. Then, we have |[ y ] | = inf
mM
|y m|
X
= inf
mM
|x
y +y m|
X
= inf
mM
|x m|
X
= |[ x] | |x|
X
< +. Hence, | | is
uniquely dened.
Next, we show that | | denes a norm on A/M. [ x
1
] , [ x
2
] A/M,
IK, we have (i) |[ x
1
] | [0, ) IR, since |[ x
1
] | |x
1
|
X
<
+. [ x
1
] = [
X
] |[ x
1
] | = inf
mM
|m|
X
= 0 and |[ x
1
] | = 0
dist(x
1
, M) = 0, by Proposition 4.10, we have x
1
M [ x
1
] = [
X
].
Hence [ x
1
] = [
X
] |[ x
1
] | = 0.
(ii) |[ x
1
] +[ x
2
] | = |[ x
1
+x
2
] | = inf
mM
|x
1
+x
2
m|
X
. Note that
|[ x
i
] | = inf
mM
|x
i
m|
X
, i = 1, 2. (0, ) IR, i = 1, 2, m
i
M
such that |x
i
m
i
|
X
< |[ x
i
] |+. Then, we have |x
1
+x
2
m
1
m
2
|
X

|x
1
m
1
|
X
+ |x
2
m
2
|
X
|[ x
1
] | + |[ x
2
] | + 2. Hence, we have
|[ x
1
] + [ x
2
] | |[ x
1
] | + |[ x
2
] | + 2. By the arbitrariness of , we have
|[ x
1
] + [ x
2
] | |[ x
1
] | +|[ x
2
] |.
(iii) |[ x
1
] | = |[ x
1
] | = inf
mM
|x
1
m|
X
. We will distinguish
two exhaustive and mutually exclusive cases: Case 1: = 0; Case 2:
,= 0. Case 1: = 0. |[ x
1
] | = inf
mM
|m|
X
= 0 = [ [ |[ x
1
] |. Case
2: ,= 0. |[ x
1
] | = inf
mM
|x
1
m|
X
= inf
mM
[ [ |x
1
m|
X
=
[ [ |[ x
1
] |. Hence, in both cases, we have |[ x
1
] | = [ [ |[ x
1
] |.
This shows that || is a norm on A/M. Hence, X/M is a normed linear
space. This completes the proof of the proposition. 2
Proposition 7.45 Let X be a Banach space and M X be a closed sub-
space. Then, the quotient space X/M is a Banach space.
Proof By Proposition 7.44, X/M is a normed linear space. Here, we
need only to show that X/M is complete. Let | |
X
be the norm on X and
| | be the norm on X/M. We will prove this using Proposition 7.27. Fix
any absolutely summable series ([ x
n
] )
n=1
X/M. Then,
n=1
|[ x
n
] |
IR. n IN, y
n
[ x
n
] such that |y
n
|
X
< |[ x
n
] | + 2
n
. Then,
i=1
|y
i
|
X
<
i=1
(|[ x
i
] |+2
i
) =
i=1
|[ x
i
] |+1. Then, ( y
n
)
n=1
X
is absolutely summable. By Proposition 7.27,
n=1
y
n
= y X, since X
is complete. Now, it is easy to show that
n=1
[ x
n
] =
n=1
[ y
n
] = [ y ]
X/M. Hence, X/M is complete by Proposition 7.27. This completes the
7.7. THE STONE-WEIERSTRASS THEOREM 165
Denition 7.46 Let (A, IK) be a vector space and | | : A [0, ) IR.
Assume that | | satises (ii) and (iii) of Denition 7.1 and || = 0, but
not necessarily (i). Then, | | is called a pseudo-norm.
Proposition 7.47 Let (A, IK) be a vector space and || : A [0, ) IR
be a pseudo-norm on A. Then, the set M := x A [ |x| = 0 is a
subspace of (A, IK). On the quotient space A/M, dene a norm | |
1
:
A/M [0, ) IR by |[ x] |
1
= |x|, [ x] A/M. Then, the space
(A/M, IK, | |
1
) is a normed linear space, which will be called the quotient
space of (A, IK) modulo | |.
Proof We need the following claim.
Claim 7.47.1 x A, m M, we have |x| = |x +m|.
Proof of claim: Note that |x| |x + m| + | m| = |x + m|
|x| +|m| = |x|. This completes the proof of the claim. 2
Clearly,
M ,= . m
1
, m
2
M, IK, we have m
1
M,
by the properties of the pseudo-norm, and m
1
+m
2
M by Claim 7.47.1.
Hence, M is a subspace of (A, IK). By Proposition 7.43, A/M is a vector
space over IK.
By Claim 7.47.1, | |
1
: A/M [0, ) IR is uniquely dened.
Next, we show that | |
1
is a norm on A/M. [ x
1
] , [ x
2
] A/M,
IK, |[ x
1
] |
1
= |x
1
| [0, ) IR. [ x
1
] = [
] implies that |[ x
1
] |
1
=
|[
] |
1
= |
| = 0. |[ x
1
] |
1
= 0 implies that |x
1
| = 0 and x
1
M,
which further implies that x
1
[
] and [ x
1
] = [
]. |[ x
1
] + [ x
2
] |
1
=
|[ x
1
+x
2
] |
1
= |x
1
+x
2
| |x
1
|+|x
2
| = |[ x
1
] |
1
+|[ x
2
] |
1
. |[ x
1
] |
1
=
|[ x
1
] |
1
= |x
1
| = [ [ |x
1
| = [ [ |[ x
1
] |
1
. Hence, | |
1
is a norm on
A/M. Therefore, (A/M, IK, ||
1
) is a normed linear space. This completes
7.7 The Stone-Weierstrass Theorem
Denition 7.48 Let X be a set, f : X IR, and g : X IR. f g :
X IR and f g : X IR are dened by (f g)(x) = maxf(x), g(x)
and (f g)(x) = minf(x), g(x), x A.
Proposition 7.49 Let A be a topological space and f : A IR and g :
A IR be continuous at x
0
A. Then, f g and f g are continuous
at x
0
. If furthermore f and g are continuous, then f g and f g are
continuous.
Proof This is straightforward. 2
Example 7.50 Let A be a topological space and Y be a normed linear
space over the eld IK. Let (/(A, Y), IK) be the vector space dened in
Example 6.20. Let V := f /(A, Y) [ f is continuous. Then, by
Propositions 3.12, 3.32, 6.25, and 7.23, V is a subspace of (/(A, Y), IK).
This subspace will be denoted by (
v
(A, Y).
Denition 7.51 Let A be a topological space, (
v
(A, IR) be the vector space
dened in Example 7.50. L (
v
(A, IR) is said to be a lattice if L ,= and
f, g L, f g L and f g L. A subspace M (
v
(A, IR) is said to
be an algebra if f, g M, fg M, where fg is the product of functions
f and g.
Proposition 7.52 Let A := (X, O) be a compact space, ((A, IR) be the
Banach space as dened in Example 7.32, and L ((A, IR) be a lattice.
Assume h : A IR dened by h(x) = inf
fL
f(x), x A is continuous.
Then, (0, ) IR, g L such that 0 g(x) h(x) < , x A.
cases: Case 1: A = ; Case 2: A ,= . Case 1: A = . ((A, IR)
is a singleton set and L = ((A, IR) since L is a lattice and therefore
nonempty. Then, the result holds. Case 2: A ,= . (0, ) IR,
x A, since h(x) IR, then f
x
L such that 0 f
x
(x) h(x) < /3.
Since f
x
and h are continuous, then O
x
O with x O
x
such that
y O
x
, we have [ f
x
(y) f
x
(x) [ < /3 and [ h(y) h(x) [ < /3. Then,
[ f
x
(y) h(y) [ [ f
x
(y) f
x
(x) [ + [ f
x
(x) h(x) [ + [ h(x) h(y) [ < ,
y O
x
. Then, A

x
O
x
. Since A is compact, then there exists a
nite set X
N
A such that A

xXN
O
x
. Since X ,= then X
N
must
be nonempty. Let g :=
_
xXN
f
x
L. x A, x
0
X
N
such that
x O
x0
and 0 g(x) h(x) f
x0
(x) h(x) < . This completes the proof
Proposition 7.53 Let A := (X, O) be a compact space, ((A, IR) be the
Banach space as dened in Example 7.32, and L ((A, IR) be a lattice
satisfying the following conditions:
(i) L separates points, that is x, y A with x ,= y, f L such that
f(x) ,= f(y);
(ii) f L, c IR, c +f, cf L.
Then, h ((A, IR), (0, ) IR, there exists g L such that
0 g(x) h(x) < , x A.
cases: Case 1: A = ; Case 2: A ,= . Case 1: A = . ((A, IR) is a
singleton set and L = ((A, IR) since L is a lattice and therefore nonempty.
Then, the result holds.
Case 2: A ,= . We need the following two results.
Claim 7.53.1 a, b IR, x
1
, x
2
A with x
1
,= x
2
, f L such that
f(x
1
) = a and f(x
2
) = b.
Proof of claim: Let g L be such that g(x
1
) ,= g(x
2
), which exists
by (i). Let
f =
a b
g(x
1
) g(x
2
)
g +
bg(x
1
) ag(x
2
)
g(x
1
) g(x
2
)
L
Then, f is the desired function. 2
Claim 7.53.2 a, b IR with a b, closed set F A, x
0
A with
x
0
, F, f L such that f(x
0
) = a, f(x) a, x A, and f(x) > b,
x F.
Proof of claim: x F, we have x ,= x
0
. By Claim 7.53.1, f
x
L
such that f
x
(x
0
) = a and f
x
(x) = b + 1. Let O
x
:= x A [ f
x
( x) > b.
Then, O
x
O since f
x
is continuous. Clearly, x O
x
. F

xF
O
x
.
By Proposition 5.5, F is compact. Then, there exists a nite set F
N
F
such that F
xFN
O
x
. Take g L ,= . Then, a = 0g + a L by (ii).
Let f := a
__
xFN
f
x
_
L. Clearly, f(x
0
) = a and f(x) a, x A.
x F, x
0
F
N
such that x O
x0
. Then, f(x) f
x0
(x) > b. Hence, f
is the desired function. This completes the proof of the claim. 2
h ((A, IR), let

L := f L [ f(x) h(x), x A . By the
continuity of h, the compactness of A, and Proposition 5.29, b IR such
that h(x) b, x A. Then, the constant function b

L ,= (b L
by (ii)). f
1
, f
2

L, it is easy to show that f
1
f
2

L and f
1
f
2

L.
Hence,

L is a lattice. We will show that h(x) = inf
f
L
f(x), x A.
Then, the result follows from Proposition 7.52. x
0
A, (0, ) IR,
let F
x0,
:= x A [ h(x) h(x
0
) + . By the continuity of h and
Proposition 3.10, F
x0,
is closed. Clearly, x
0
, F
x0,
. Now, by Claim 7.53.2,
f
x0,
L such that f
x0,
(x
0
) = h(x
0
) + , f
x0,
(x) h(x
0
) + , x A,
and f
x0,
(x) > b, x F
x0,
. It is clear that f
x0,
(x) > h(x), x A.
Hence, f
x0,

L. Then, inf
f
L
f(x
0
) f
x0,
(x
0
) = h(x
0
) + . By the
denition of

L and the arbitrariness of , we have h(x
0
) inf
f
L
f(x
0
)
h(x
0
). Hence, we have h(x
0
) = inf
f
L
f(x
0
).
Lemma 7.54 (0, ) IR, there exists a polynomial P(s) in one
variable such that [ P(s) [ s[ [ < , s [1, 1] IR.
Proof This result is a special case of Bernsten Approximation The-
orem (Bartle, 1976, pg. 171). For an generalization of the Bernsten Ap-
proximation Theorem to multi-variable case, see Page 511. 2
Lemma 7.55 Let A be a nonempty compact space and / ((A, IR) be an
algebra. Then, / is an algebra.
Proof Note that / is a subspace of ((A, IR) by Denition 7.51. Then,
by Proposition 7.17, /is a subspace of ((A, IR). f, g /, (0, 1) IR,
f, g / such that
_
_
f

f
_
_
<

2(1+|g|)
and |g g | <

2(1+|f|)
. Then,
f g / since / is an algebra, and

_
_
fg

f g
_
_
= max
x
f(x)g(x)
f(x) g(x)
max
x
_
[ f(x)g(x) f(x) g(x) [ +
f(x) g(x)

f(x) g(x)
_

max
x
[ f(x) [ [ g(x) g(x) [ + max
x
[ g(x) [
f(x)

f(x)
|f | |g
g | + |g + g g |
_
_
f

f
_
_
<
|f|
2(1+|f|)
+
(|g|+|g g|)
2(1+|g|)
< . Hence, fg /
by the arbitrariness of . This shows that / is an algebra. This completes
Theorem 7.56 (Stone-Weierstrass Theorem) Let A := (X, O) be a
compact space and ((A, IR) be the Banach space dened in Example 7.32.
Assume that / ((A, IR) is an algebra and satises
(i) / separates points, that is, x
1
, x
2
A with x
1
,= x
2
, then f /
such that f(x
1
) ,= f(x
2
);
(ii) / contains all constant functions.
Then, / = ((A, IR), that is / is dense in ((A, IR).
cases: Case 1: A = ; Case 2: A ,= . Case 1: A = . ((A, IR) is a sin-
gleton set and / = ((A, IR) since / is a subspace and therefore nonempty.
Case 2: A ,= . By Lemma 7.55, / is an algebra. We need the following
claim.
Claim 7.56.1 f /, then [ f [ /.
Proof of claim: Fix f /. (0, ) IR, g / such
that |f g | < /2. By Proposition 5.29 and Denitions 5.1 and 5.21,
N (0, ) IR such that |g | < N. Then, g/N / since / is an al-
gebra. By Lemma 7.54, a polynomial P(s) such that [ P(s) [ s[ [ <

2N
,
s [1, 1] IR. Hence, we have P (g/N) / since / is an al-
gebra. Furthermore, [ P(g(x)/N) [ g(x) [ /N[ <

2N
, x A. Let
h = NP (g/N) /. Then, we have |h [ g [ | < /2. Note that
|[ f [ h| |[ f [ [ g [ | + |[ g [ h| |f g | +|[ g [ h| < . Hence,
[ f [ /, by the arbitrariness of . This completes the proof of the claim.
2
f, g /, we have
f g =
1
2
(f +g) +
1
2
[ f g [ /
f g =
1
2
(f +g)
1
2
[ f g [ /
Hence, / is a lattice. Clearly, / separates points since / separates points.
By Proposition 7.53, h ((A, IR), (0, ) IR, there exists g A
such that 0 g(x) h(x) < , x A. Then, |g h| < , and h / =
/, where the last equality follows from Proposition 3.3. Hence, we have
/ = ((A, IR). This completes the proof of the theorem. 2
Corollary 7.57 Let X IR
n
be a closed and bounded set with the subset
topology O, where n Z
+
, A := (X, O), and f : A IR be a continuous
function. Then, (0, ) IR, there exists a polynomial P : A IR in
n variables such that [ f(x) P(x) [ < , x A.
Proof By Proposition 5.40, A is a compact space. Let ((A, IR) be
the Banach space dened in Example 7.32. Then, f ((A, IR). Let /
be all polynomial in n variables on A. Clearly, / ((A, IR) and is a
linear subspace of ((A, IR). Then, it is easy to show that / is an algebra.
x
1
, x
2
A with x
1
,= x
2
, there exists a coordinate i
0
1, . . . , n such
that
i0
(x
1
) ,=
i0
(x
2
). Then, the polynomial f / given by f(x) =
i0
(x), x A, separates x
1
and x
2
. Hence, / separates points. Clearly,
/ contains all the constant functions. By the Stone-Weierstrass Theorem,
/ = ((A, IR). This completes the proof of the corollary. 2
Corollary 7.58 Let S
1
= [0, 2] IR and f ((S
1
, IR). Assume
that f(0) = f(2). Let / = g ((S
1
, IR) [ g(x) = cos(nx), x
S
1
or g(x) = sin(nx), x S
1
, where n Z
+
. Let / = span( /)
((S
1
, IR). Then, f /.
Proof Let S
2
IR
2
be the unit circle: S
2
:=
_
(y
1
, y
2
) IR
2

y
2
1
+
y
2
2
= 1
_
. Dene a mapping : S
1
S
2
by (x) = (cos(x), sin(x)),
x S
1
. Clearly, is surjective and continuous. Note that S
1
is compact
and S
2
is Hausdor. It is obvious that we may dene a function : S
2
IR
such that = f, which is continuous. By Proposition 5.18, we have
is continuous. Note that S
2
is closed and bounded in IR
2
, then S
2
is
compact by Proposition 5.40. Hence, ((S
2
, IR). By Corollary 7.57,
(0, ) IR, there exists a polynomial P : S
2
IR such that [ (y
1
, y
2
)
P(y
1
, y
2
) [ < , y
1
, y
2
S
2
. Then, [ f(x) P (x) [ = [ (x) P
(x) [ < , x S
1
. Note that P /, since, , IR,
(sin())
2
=
1
2
(1 cos(2)); (cos())
2
=
1
2
(1 + cos(2));
sin() cos() =
1
2
(sin( +) + sin( ));
sin() sin() =
1
2
(cos( ) cos( +));
cos() cos() =
1
2
(cos( ) + cos( +))
Hence, f /, by the arbitrariness of . This completes the proof of the
corollary. 2
For ease of presentation below, we will dene two functions: sqr : IR
IR by sqr(x) = x
2
, x IR, and sqrt : [0, ) [0, ) by sqrt(x) =

x,
x [0, ).
Corollary 7.59 Let A := (X, O) be a compact space and / ((A, IR) be
an algebra that satises
(i) / separates points;
(ii) f
0
/ such that f
0
(x) ,= 0, x A.
Then, the constant function 1 / = ((A, IR).
Case 2: A ,= . By Lemma 7.55, / is an algebra.
Since /is an algebra, then, sqr f
0
/, which satises that sqr f
0
(x) >
0, x A. Furthermore, g
0
:= sqr f
0
/ |sqr f
0
| /, which satises
g
0
: A (0, 1] IR.
By Corollary 7.57, (0, ) IR, there exists a polynomial Q
in
one variable such that [
s Q
(s) [ < , s [0, 1] IR, and Q
(0) = 0.
f : A [0, 1] IR with f /, Q
f / since / is an algebra and

Q
(0) = 0. Then, sqrt f / = /. Recursively, we may conclude that

sqrt
n
g
0
/, n IN.
By Proposition 5.29, x
m
A such that g
0
(x) g
0
(x
m
) =: > 0,
x A. (0, 1) IR, n
0
IN such that
1
2
n
0
< . Then,
|1 sqrt
n0
g
0
| < . Hence, the constant function 1 / = /.
Clearly, / separates points since / does. Hence, by Theorem 7.56,
((A, IR) = / = /. This completes the proof of the corollary. 2
Proposition 7.60 Let A be a compact space and / ((A, IR) be an al-
gebra that separates points on A. Then, either / = ((A, IR) or x
0
A
such that / = f ((A, IR) [ f(x
0
) = 0.
Case 2: A ,= . By Lemma 7.55, / is an algebra. We will further
distinguish two exhaustive and mutually exclusive cases: Case 2a: 1 /;
Case 2b: 1 , /. Case 2a: 1 /. Clearly, / is an algebra that separates
points. By Stone-Weierstrass Theorem, ((A, IR) = / = /. Then, the
result holds.
Case 2b: 1 , /. Then, / ((A, IR). By Corollary 7.59, f /, there
exists x A such that f(x) = 0. Then, we have the following claims.
Claim 7.60.1 f /, [ f [ /. Hence, / is a lattice.
Proof of claim: f /, by the compactness of A and Proposi-
tion 5.29, M (0, ) IR such that |f | M. Let g := f/M /.
Then, g : A [1, 1] IR. (0, ) IR, by Lemma 7.54, there exists
a polynomial P : [1, 1] IR with P(0) = 0 such that [ P(s) [ s[ [ < /M,
s [1, 1] IR. Since / is an algebra, then M P g / and
|[ f [ M P g | = M|[ g [ P g | < . Hence, [ f [ / = /.
f, g /, we have
f g =
1
2
(f +g) +
1
2
[ f g [ /
f g =
1
2
(f +g)
1
2
[ f g [ /
Hence, / is a lattice. This completes the proof of the claim. 2
Claim 7.60.2 x
0
A such that f(x
0
) = 0, f /.
Proof of claim: We will prove this using an argument of contradiction.
Suppose the claim is false. x A, f
x
/ such that f
x
(x) ,= 0. By
Claim 7.60.1, [ f
x
[ / and [ f
x
(x) [ > 0. Let O
x
:= x A [ [ f
x
( x) [ > 0.
Since f
x
/ ((A, IR), then x O
x
O
. Hence, we have A
x
O
x
. By the compactness of A, there exists a nite set X
N
A
such that A

xXN
O
x
. Clearly, X
N
,= since A ,= . Let f :=
xXN
[ f
x
[ /. Hence, f(x) > 0, x A. By Corollary 7.59, we have
1 / = /, which is a contradiction. Hence, the claim is true. This
completes the proof of the claim. 2
Claim 7.60.3 closed set F A with x
0
, F, we have
(i) let /
F
:=
_
h ((F, IR)
f / such that h = f[
F
_
, then /
F
=
((F, IR);
(ii) (0, 1) IR, g / such that g : A [0, 1] IR and g(x) 1,
x F.
Proof of claim: Clearly, /
F
is an algebra since / is an algebra.
Furthermore, /
F
separate points on F since / separates points on A.
By Proposition 5.5, F with the subset topology is compact.
x F, we have x ,= x
0
. f
x
/ such that f
x
(x) ,= f
x
(x
0
) = 0. By
Claim 7.60.1, [ f
x
[ / and [ f
x
(x) [ > 0. Let O
x
:= x A [ [ f
x
( x) [ > 0.
Then, we have x O
x
O
. Hence, F

xF
O
x
. By the compactness
of F, there exists a nite set F
N
F such that F

xFN
O
x
. Let
f :=
xFN
[ f
x
[. Then, f / and f(x) > 0, x F.
Then, h := f[
F
/
F
and h(x) > 0, x F. By Corollary 7.59, we
have /
F
= ((F, IR). Hence, (i) is true.
M (0, ) IR such that |f | M. Then, g
0
:= f/M / and
g
0
: A [0, 1] IR.
By Corollary 7.57, (0, ) IR, there exists a polynomial Q
in
one variable such that [
s Q
(s) [ < , s [0, 1] IR, and Q
(0) = 0.
f : A [0, 1] IR with

f /, Q

f / since / is an algebra and
Q
(0) = 0. Then, sqrt
f / = /. Recursively, we may conclude that

sqrt
n
g
0
/, n IN.
By the compactness of F and Proposition 5.29, (0, 1] IR such
that g
0
(x) , x F. (0, 1) IR, n
0
IN such that
2
n
0
1 .
Then, g := sqrt
n0
g
0
/, g : A [0, 1] IR and g(x) 1 , x F.
Hence, (ii) is true.
This completes the proof of the claim. 2
Claim 7.60.4 g ((A, IR) with g(x
0
) = 0 and g(x) 0, x A, we
have g /.
Proof of claim: (0, ) IR, let O := x A [ g(x) < /2.
Then, x
0
O O
since g is continuous. Let M := |g | [0, ) IR.

By Claim 7.60.3, h
1
/ such that h
1
: A [0, 1] IR and h
1
(x)
2/3, x

O. Note that h
1
(x
0
) = 0 by Claim 7.60.2. Let h
2
:= 3Mh
1
/2
/. Then, we have 0 h
2
(x) 3M/2, x A, and h
2
(x) M g(x),
x

O.
Let U := x O [ h
2
(x) < /2. Then, x
0
U O
since O
O
, h
2
is continuous, and h
2
(x
0
) = 0. Furthermore, g[
e
U
((
U, IR). By
Claim 7.60.3, h
3
/ such that
h
3
[
e
U
(x) g[
e
U
(x)
< , x

U. Dene
h
4
:= (h
3
0) h
2
. Then, h
4
/ by Claim 7.60.1. x A, we will show
that [ g(x) h
4
(x) [ < by distinguishing three exhaustive and mutually
exclusive cases: Case A: x U; Case B: x O U; Case C: x

O.
Case A: x U. Then, we have 0 h
2
(x) < /2, 0 g(x) < /2. Then,
0 h
4
(x) = (h
3
(x) 0) h
2
(x) h
2
(x) < /2. Therefore, [ g(x) h
4
(x) [ <
.
Case B: x O U. Then, we have [ h
3
(x) g(x) [ < , h
2
(x) 0, and
0 g(x) < /2. Hence, 0 h
3
(x)0 < g(x)+. Then, 0 h
4
(x) < g(x)+
and /2 < g(x) h
4
(x)g(x) < . Therefore, we have [ g(x)h
4
(x) [ <
.
Case C: x

O. Then, we have [ h
3
(x) g(x) [ < and h
2
(x) M
g(x) 0. Hence, g(x) < h
3
(x) < g(x)+, g(x) < h
3
(x)0 < g(x)+,
and g(x) < h
4
(x) < g(x) +. Therefore, [ g(x) h
4
(x) [ < .
Hence, in all three cases, we have [ g(x)h
4
(x) [ < . Hence |gh
4
| < .
By the arbitrariness of , we have g / = /. 2
f ((A, IR) with f(x
0
) = 0, let f
+
:= f 0 and f
:= (f) 0.
Clearly, f
+
, f
((A, IR), f
+
(x
0
) = 0, f
(x
0
) = 0, and f = f
+
f
. By
Claim 7.60.4, f
+
, f
/. Then, f / since / is an algebra. This coupled

with Claim 7.60.2, we have that / = f ((A, IR) [ f(x
0
) = 0. Hence,
the result holds in this case.
7.8. LINEAR OPERATORS 173
7.8 Linear Operators
Denition 7.61 Let X and Y be normed linear spaces over the eld IK. A
linear operator A : X Y is said to be bounded if M [0, ) IR such
that |Ax|
Y
M|x|
X
, x X.
Proposition 7.62 Let X and Y be normed linear spaces over IK and A :
X Y be a linear operator. Then,
(i) if A is bounded then A is uniformly continuous;
(ii) if A is continuous at some x
0
X then A is bounded.
Proof (i). M [0, ) IR such that |Ax|
Y
M|x|
X
, x X.
(0, ) IR, let = /(1 +M) (0, ) IR. x
1
, x
2
X with |x
1
x
2
|
X
< , we have |Ax
1
Ax
2
|
Y
= |A(x
1
x
2
) |
Y
M|x
1
x
2
|
X
< .
Hence A is uniformly continuous.
(ii). (0, ) IR, (0, ) IR, x B
X
( x
0
, ), we have |Ax
Ax
0
|
Y
< . x B
X
(
X
, ), we have |A x|
Y
= |A(x
0
+ x) Ax
0
|
Y
< .
Hence, A is continuous at
X
. Then,
0
(0, ) IR such that |Ax|
Y
<
1, x B
X
(
X
,
0
). Then, x X, we have two possiblities: (a) x =
X
,
then |Ax|
Y
= 0
2
0
|x|
X
; (b) x ,=
X
, then,
0
2|x|
X
x B
X
(
X
,
0
)
and we have |Ax|
Y
=
_
_
_
2|x|
X
0
A
_
0
2|x|
X
x
__
_
_
Y
=
2|x|
X
0
_
_
_A
_
0
2|x|
X
x
__
_
_
Y
<
2
0
|x|
X
. Hence, A is bounded.
Proposition 7.63 Let X and Y be normed linear spaces over the eld IK.
Let (/(X, Y), IK) be the vector space dened in Example 6.20 with the null
vector . Let P := A /(X, Y) [ A is linear. . Then, P is a subspace
of /(X, Y). Dene a functional | | on P by |A| := inf M [0, )
IR [ |Ax|
Y
M|x|
X
, x X, A P. Then, A P, |A| may be
equivalently expressed as
|A| = sup
xX,|x|
X
1
|Ax|
Y
= max
_
_
_
sup
xX
x=
X
|Ax|
Y
|x|
X
, 0
_
_
_
= max
_
_
_
sup
xX
|x|
X
=1
|Ax|
Y
, 0
_
_
_
Let N := A P [ |A| < +. Then, (N, IK, | |) =: B(X, Y) is a
normed linear space.
Proof It is easy to check that P is closed under vector addition and
scalar multiplication in /(X, Y). Clearly, P ,= . Hence, P is a
subspace of /(X, Y).
Next, we prove the four equivalent denitions of |A|. A P, dene
the set B
A
:= M [0, ) IR [ |Ax|
Y
M|x|
X
, x X. Let
A1
:= sup
xX,|x|
X
1
|Ax|
Y
. Since |
X
|
X
= 0 and |A
X
|
Y
= |
Y
|
Y
=
0, then
A1
0. M B
A
, we have |Ax|
Y
M|x|
X
M, x X with
|x|
X
1. Hence, we have
A1
M and
A1
|A|.
Let
A2
:= max
_
sup
xX, x,=
X
|Ax|
Y
|x|
X
, 0
_
. x X with x ,=
X
, we
have
A1

_
_
_A
_
x
|x|
X
__
_
_
Y
=
|Ax|
Y
|x|
X
. Hence, we have
A2

A1
. Let
A3
:= max
_
sup
xX, |x|
X
=1
|Ax|
Y
, 0
_
. Clearly, we have 0
A3

A2
.
On the other hand, x X, we have either x =
X
, then |Ax|
Y
=
0
A3
|x|
X
; or x ,=
X
, then |x|
X
> 0 and
A3

_
_
_A
_
x
|x|
X
__
_
_
Y
=
|Ax|
Y
|x|
X
, and hence, |Ax|
Y

A3
|x|
X
. Thus, x X, we have |Ax|
Y

A3
|x|
X
. If
A3
= +, then |A|
A3
. If
A3
< +, then
A3
B
A
and |A|
A3
. Therefore, |A|
A3
.
Hence, |A| =
A1
=
A2
=
A3
.
It is easy to check that N is closed under vector addition and scalar
multiplication in P. Clearly, N ,= . Hence, N is a subspace of P.
Finally, we will show that | | denes a norm on N. A
1
, A
2

N, IK. (i) |A
1
| [0, ) IR. If A
1
= , then |A
1
| =
sup
xX,|x|
X
1
|A
1
x|
Y
= sup
xX,|x|
X
1
0 = 0. On the other hand, if
|A
1
| = 0, then, x X, 0 |A
1
x|
Y
|A
1
| |x|
X
= 0, which implies
that A
1
x =
Y
and A
1
= . Hence, |A
1
| = 0 A
1
= .
(ii) |A
1
+A
2
| = sup
xX, |x|
X
1
|(A
1
+A
2
)x|
Y
= sup
xX, |x|
X
1
|A
1
x
+A
2
x|
Y
sup
xX, |x|
X
1
( |A
1
x|
Y
+|A
2
x|
Y
) sup
xX, |x|
X
1
|A
1
x|
Y
+ sup
xX, |x|
X
1
|A
2
x|
Y
= |A
1
| +|A
2
|.
(iii) |A
1
| = sup
xX, |x|
X
1
|(A
1
)x|
Y
= sup
xX, |x|
X
1
|(A
1
x) |
Y
= sup
xX, |x|
X
1
[ [ |A
1
x|
Y
= [ [ sup
xX, |x|
X
1
|A
1
x|
Y
= [ [ |A
1
|,
where we have made use of Proposition 3.81 in the fourth equality.
Hence, B( X, Y) is a normed linear space. 2
Proposition 7.64 Let X, Y, and Z be normed linear spaces over the eld
IK, A B(X, Y), and B B( Y, Z). Then, x X, we have |Ax|
|A| |x|, where the three norms are over three dierent normed linear
spaces. Furthermore, |BA| |B| |A|, where the three norms are over
three dierent normed linear spaces.
Proposition 7.65 Let X and Y be normed linear spaces over the eld IK
and B(X, Y) be the normed linear space of bounded linear operators of X
7.8. LINEAR OPERATORS 175
to Y. Dene an operator : B( X, Y) X Y by (A, x) = Ax, A
B(X, Y), x X. Then, is continuous.
Proof (A
0
, x
0
) B(X, Y) X, (0, ) IR, let =

+|x0|

+|A0|
(0, ) IR. (A, x) B
B(X,Y)X
( (A
0
, x
0
), ), we have
|(A, x) (A
0
, x
0
) | = |Ax A
0
x
0
| = |Ax Ax
0
+ Ax
0
A
0
x
0
|
|A(xx
0
) |+|(AA
0
)x
0
| |A| |xx
0
|+|AA
0
| |x
0
| (|A
0
|+
|A A
0
|) + |x
0
| ( + |A
0
|) + |x
0
| + = 2. Hence, is
continuous. This completes the proof of the proposition. 2
Proposition 7.66 Let X and Y be normed linear spaces over the eld IK.
Let B(X, Y) be the normed linear space dened in Proposition 7.63. If Y is
a Banach space, then B(X, Y) is also a Banach space.
Proof All we need to show is that B( X, Y) is complete. Take a
Cauchy sequence (A
n
)
n=1
B(X, Y). x X, we have |A
n
x A
m
x|
|A
n
A
m
| |x|, n, m IN, by Proposition 7.64. Hence, (A
n
x)
n=1
Y
is a Cauchy sequence. Since Y is a Banach space, then ! y
x
Y such
that lim
nIN
A
n
x = y
x
. Hence, we may dene a function f : X Y by
f(x) = y
x
, x X.
x
1
, x
2
X, , IK, by Propositions 7.23, 4.15, and 3.67, we have
f(x
1
+ x
2
) = lim
nIN
A
n
(x
1
+ x
2
) = lim
nIN
(A
n
x
1
+ A
n
x
2
) =
lim
nIN
A
n
x
1
+ lim
nIN
A
n
x
2
= f(x
1
) +f(x
2
). Hence, f is linear.
Since, ( A
n
)
n=1
is Cauchy, then, (0, ) IR, N IN, n, m N,
|A
n
A
m
| < . x X, |A
n
xA
m
x| |A
n
A
m
| |x| |x|. Then,
by Propositions 3.66, 7.21, and 7.23, |f(x) A
m
x| = lim
nIN
|A
n
x
A
m
x| lim
nIN
|A
n
A
m
| |x| |x|. Therefore, |f(x) | |f(x)
A
N
x| + |A
N
x| |x| + |A
N
| |x| = ( + |A
N
|) |x|. This implies
that f is bounded. Hence, f B(X, Y). Note that 0 lim
nIN
|A
n

f | = lim
nIN
sup
xX, |x|1
|(A
n
f)(x) | = lim
nIN
sup
xX, |x|1
|A
n
x
f(x) | . By the arbitrariness of , we have lim
nIN
|A
n
f | = 0 and
hence lim
nIN
A
n
= f B( X, Y). Hence, B( X, Y) is complete.
Proposition 7.67 Let X and Y be normed linear spaces over the eld IK,
X be nite dimensional with dimension n Z
+
, and A : X Y be a linear
operator. Then, A B( X, Y).
Proof Let X
N
X be a basis for X, which then contains exactly n
vectors. We will distinguish two exhaustive and mutually exclusive cases:
Case 1: n = 0; Case 2: n IN. Case 1: n = 0. Then, X =
X
. Then,
by Proposition 7.63, we have |A| = sup
xX, |x|1
|Ax| = 0. Hence,
A B(X, Y).
Case 2: n IN. Let X
N
= x
1
, . . . , x
n
. x X, by Corollary 6.47
and Denition 6.50, !
1
, . . . ,
n
IK such that x =
n
i=1
i
x
i
. Then,
we may dene an alternative norm | |
1
on X by |x|
1
=
_
n
i=1
[
i
[
2
.
It is easy to check that | |
1
denes a norm on X. By Theorem 7.38,
M (0, ) IR such that |x| /M |x|
1
M|x|, x X. Dene
r
i
:= |Ax
i
|, i = 1, . . . , n. Then, by Proposition 7.63,
|A| = sup
xX, |x|1
|Ax| = sup
1,...,nIR,
P
n
i=1
ixi
1
_
_
_
_
_
A
_
n
i=1
i
x
i
__
_
_
_
_
sup
1,...,nIR,
P
n
i=1
ixi
1
n
i=1
[
i
[ r
i
sup
1,...,nIR,
P
n
i=1
ixi
1
_
n
i=1
r
2
i
_
1/2
_
n
i=1
[
i
[
2
_
1/2
= sup
xX, |x|1
_
n
i=1
r
2
i
_
1/2
|x|
1
sup
xX, |x|1
_
n
i=1
r
2
i
_
1/2
M|x|
M
_
n
i=1
r
2
i
_
1/2
where we have applied the Cauchy-Schwarz Inequality in the second in-
equality. Hence, A B(X, Y).
and A : X Y be a linear operator. If A is bounded, then ^ ( A) X
is closed. On the other hand, if ^ (A) is closed and 1( A) Y is nite
dimensional, then A is bounded.
Proof Let A be bounded. By Proposition 7.62, A is continuous. Note
that the set
Y
Y is closed by Proposition 3.34. By Proposition 3.10,
^ ( A) = A
inv
(
Y
) is closed.
Let ^ ( A) be closed and 1( A) be nite dimensional. Let n Z
+
be
the dimension of 1( A). We will distinguish two exhaustive and mutually
exclusive cases: Case 1: n = 0; Case 2: n IN. Case 1: n = 0. Then,
1( A) =
Y
. Hence, A =
B(X,Y)
, which is clearly bounded.
Case 2: n IN. Then, X
N
= x
1
, . . . , x
n
X with exactly n
elements such that A(X
N
) Y is a basis of 1( A). Let X/^ ( A) be
the quotient normed linear space as dened in Proposition 7.44. x X,
Ax 1( A) = span( A(X
N
) ). Then, by Denition 6.50 and Corollary 6.47,
!
1
, . . . ,
n
IK such that Ax =
n
i=1
i
Ax
i
. Then, we have A( x
n
i=1
i
x
i
) =
Y
and x
n
i=1
i
x
i
^ ( A). Hence, [ x] = [
n
i=1
i
x
i
] =
n
i=1
i
[ x
i
]. This implies that X/^ ( A) span( [ x
1
] , . . . , [ x
n
] ).
Hence, X/^ ( A) is nite dimensional.
7.9. DUAL SPACES 177
Dene a mapping

A : X/^ ( A) Y by

A[ x] = Ax, [ x] X/^ ( A).
Note that x [ x], we have x x ^ ( A) and Ax = A x. Hence,

A is
uniquely dened. [ x
1
] , [ x
2
] X/^ ( A), , IK, we have

A([ x
1
] +
[ x
2
]) =

A([ x
1
+ x
2
]) = A(x
1
+ x
2
) = Ax
1
+ Ax
2
=

A([ x
1
]) +

A([ x
2
]). Hence,

A is a linear operator. By Proposition 7.67,

A is bounded.
x X, |Ax| =
_
_
A[ x]
_
_
_
_
A
_
_
|[ x] |
_
_
A
_
_
|x|. Hence, A B(X, Y).
Proposition 7.69 Let X be a normed linear space and M X be a closed
subspace. Let X/M be the quotient normed linear space and : X X/M
be the natural homomorphism. Then, || 1.
Proof By Proposition 7.43, is linear. x X, |(x) | =
inf
mM
|x m| |x|. Then, B(X, X/M) and || 1. This
A B(X, Y), and : X X/^ (A) be the natural homomorphism. Then,
B B(X/^ ( A) , Y) such that A = B, B is injective, and |A| = |B|.
Proof By Proposition 7.68, ^ ( A) is closed. Then, by Proposi-
tion 7.44, X/^ ( A) is a normed linear space. Dene B : X/^ ( A) Y
by B([ x]) = Ax, [ x] X/^ ( A). Note that x [ x], we have
x x ^ (A) and Ax = A x. Hence, B is uniquely dened. [ x
1
] , [ x
2
]
X/^ ( A), , IK, we have B([ x
1
] + [ x
2
]) = B([ x
1
+ x
2
]) =
A(x
1
+ x
2
) = Ax
1
+ Ax
2
= B([ x
1
]) + B([ x
2
]). Hence, B is lin-
ear. [ x
1
] , [ x
2
] X/^ ( A), B[ x
1
] = B[ x
2
] implies that Ax
1
= Ax
2
,
x
1
x
2
^ ( A), and hence, [ x
1
] = [ x
2
]. This shows that B is injective.
x X, B (x) = B[ x] = Ax. Hence, A = B .
[ x] X/^ ( A), m ^ ( A), |B[ x] | = |Ax| = |A(x m) |
|A| |x m|. This implies that |B[ x] | |A| |[ x] |. Hence, B
B(X/^ (A) , Y) and |B| |A|. By Propositions 7.64 and 7.69, |A| =
|B| |B| || |B|. Then, |A| = |B|. This completes the proof
7.9 Dual Spaces
7.9.1 Basic concepts
Denition 7.71 Let X be a normed linear space over the eld IK. Then,
the space B(X, IK), which consists of all bounded linear functional on X, is
called the dual of X and denoted by X
. We will denote the vectors in X
by x
and denote x
(x) by x
, x)).
Proposition 7.72 Let X be a normed linear space over the eld IK and X
be its dual. Then, the following statements hold.

(i) If a linear functional f : X IK is continuous at some x
0
X, then
f X
.
(ii) x
, x
(iii) For any linear functional f : X IK, we have |f | = inf M
[0, ) IR [ [ f(x) [ M|x|
X
, x X = sup
xX,|x|
X
1
[ f(x) [ =
max
_
sup
xX, x,=
X
[ f(x) [
|x|
X
, 0
_
= max
_
sup
xX, |x|
X
=1
[ f(x) [ , 0
_
.
(iv) [ x
, x)) [ |x
| |x|, x X, x
.
(v) , )) is a continuous function on X
X.
(vi) X
is a Banach space.
(vii) A linear functional f : X IK is bounded if, and only if, ^ ( f ) is
closed.
Proof (i) and (ii) are direct consequences of Proposition 7.62. (iii) is a
direct consequence of Proposition 7.63. (iv) follows from Proposition 7.64.
(v) follows from Proposition 7.65. (vi) follows from Proposition 7.66 since
IK is a Banach space. Finally, (vii) follows from Proposition 7.68. This
7.9.2 Duals of some common Banach spaces
Example 7.73 Let us consider the dual of X := (
X
, IK, ||). Clearly,
there is a single linear functional on X given by f : X IK and f(
X
) =
0. Clearly, this linear functional is bounded with norm 0. Hence, X
=
( f , IK, | |
1
), which is isometrically isomorphic to X.
Example 7.74 Let us consider the dual of X := IK
n
, n IN. x :=
(
1
, . . . ,
n
) IK
n
, any functional of the form f(x) =
n
i=1
i
with
1
, . . . ,
n
IK is clearly linear. By Cauchy-Schwarz Inequality, we have
[ f(x) [ = [
n
i=1
i
[

n
i=1
[
i
[ [
i
[
_
n
i=1
[
i
[
2
_
n
i=1
[
i
[
2
=
_
n
i=1
[
i
[
2
[ x[. Hence, f is bounded and |f |
_
n
i=1
[
i
[
2
. Since
the equality is achieved at x = (
1
, . . . ,
n
) in the above inequality, where
i
denotes the complex conjugate of
i
, then |f | =
_
n
i=1
[
i
[
2
. Clearly,
for dierent n-tuple (
1
, . . . ,
n
), the linear functional f is distinct. Now,
let f be a bounded linear functional on X. Let e
i
X be the ith unit vector
(all components of e
i
are zero except a 1 at the ith component), i = 1, . . . , n.
Let
i
= f(e
i
) IK, i = 1, . . . , n. Then, x = (
1
, . . . ,
n
) X, we have
x =
n
i=1
i
e
i
and f(x) =
n
i=1
i
. Dene a function : X
IK
n
by
(f) = (
1
, . . . ,
n
), f X
. Clearly, is linear, bijective and norm

preserving. Hence, the dual of IK
n
is (isometrically isomorphic to) IK
n
.
Lemma 7.75 Let X be a normed linear space over IK, X
be its dual,
and x
. Then, (0, 1) IR, x X with |x| 1 such that

x
, x)) IR and x
, x)) (1 ) |x
|.
Proof (0, 1) IR. We will distinguish two exhaustive and mutu-
ally exclusive cases: Case 1: |x
| = 0; Case 2: |x
| > 0. Case 1: |x
| =
0. Then, x
. Take x = and the result holds. Case 2: |x
| > 0.
Note that |x
| = sup
xX, |x|1
[ x
, x)) [. Then, x X with | x| 1

such that [ x
, x)) [ (1 ) |x
| > 0. Take x :=
x, x))
x, x))
x X. Then,
|x| = | x| 1 and x
, x)) =
__
x
x, x))
x, x))
x
__
=
x, x))
x, x))
x
, x)) =
[ x
, x)) [ IR and x
, x)) (1 ) |x
|. This completes the proof of

the lemma. 2
Example 7.76 Let Y
i
be a normed linear space over the eld IK, Y
i
be
its dual, i = 1, . . . , n, n IN. We will study the dual of X :=
n
i=1
Y
i
. We
will show that X
n
i=1
Y
i
isometrically isomorphically.
Let f X
. i = 1, . . . , n, dene A
i
: Y
i
X by x = ( y
1
, . . . , y
n
) =
A
i
y, y Y
i
, and y
j
=
Yi
, j 1, . . . , n with j ,= i, and y
i
= y. Clearly,
A
i
is well-dened and linear and bounded with |A
i
| 1. Dene f
i
:
Y
i
IK by f
i
= f A
i
. Then, f
i
is a bounded linear functional on
Y
i
with |f
i
| |f | |A
i
| |f |. Hence, f
i
Y
i
. Denote f
i
=: y
i
.
x = ( y
1
, . . . , y
n
) X, we have y
i
Y
i
, i = 1, . . . , n. By the linearity of f,
we have
f(x) = f (
n
i=1
A
i
y
i
) =
n
i=1
f ( A
i
y
i
) =
n
i=1
y
i
, y
i
)) (7.1)
Let x
:= ( y
1
, . . . , y
n
)

n
i=1
Y
i
. (0, 1) IR, i = 1, . . . , n,
by Lemma 7.75, y
i
Y with | y
i
| 1 such that y
i
, y
i
)) IR
and y
i
, y
i
)) (1 ) |y
i
|. Let y
i
= |y
i
| y
i
. Then, y
i
, y
i
))
(1 ) |y
i
|
2
. Then, we have [ f (
n
i=1
A
i
y
i
) [ = [
n
i=1
y
i
, y
i
)) [ =
n
i=1
y
i
, y
i
)) (1 )
n
i=1
|y
i
|
2
= (1 ) |x
|
2
. Since f X
,
then, by Proposition 7.72, we have (1 ) |x
|
2
|f | |
n
i=1
A
i
y
i
| =
|f |
_
n
i=1
| y
i
|
2
_
1/2
|f |
_
n
i=1
|y
i
|
2
_
1/2
= |f | |x
|. By the ar-
bitrariness of , we have |x
| |f |.
Based on the preceding analysis, we may dene a function : X
n
i=1
Y
i
by (f) = ( f A
1
, . . . , f A
n
), f X
. Then, |(f) | |f |.
Clearly, is linear. f
1
, f
2
X
with (f
1
) = (f
2
). Then, we have
f
1
A
i
= f
2
A
i
, i IN. x := (y
1
, . . . , y
n
) X, by (7.1), we have
f
1
(x) =
n
i=1
f
1
(A
i
y
i
) =
n
i=1
f
2
(A
i
y
i
) = f
2
(x). Then, we have f
1
= f
2
.
Hence, is injective. x
:= ( y
1
, . . . , y
n
)
n
i=1
Y
i
, dene (x
) : X
IK by (x
)(x) =
n
i=1
y
i
, y
i
)), x := ( y
1
, . . . , y
n
) X. Note that,
x := ( y
1
, . . . , y
n
) X,
n
i=1
[ y
i
, y
i
))[

n
i=1
|y
i
| |y
i
| |x
| |x|,
where we have made use of Proposition 7.72 in the rst inequality and
Cauchy-Schwarz Inequality in the second inequality. Clearly, (x
) is linear
and bounded with
|(x
) | = sup
xX, |x|1
[ (x
)(x) [ sup
x=(y1,...,yn)X, |x|1
n
i=1
[ y
i
, y
i
)) [
sup
xX, |x|1
|x
| |x| |x
| (7.2)
Hence, (x
) X
and ((x
)) = ( (x
) A
1
, . . . , (x
) A
n
) =
( y
1
, . . . , y
n
) = x
. Then, = id
Q
n
i=1
Y
i
. Hence, is surjective. There-
fore, is bijective and admits inverse
inv
. By Proposition 2.4, =
inv
.
f X
, by (7.2), we have |f | = |((f)) | |(f) | |f |. Then,

|(f) | = |f | and is an isometry. Hence, is an isometrical isomor-
phism.
Example 7.77 Let us consider the dual of X := l
p
(Y), p [1, ) IR, Y
is a normed linear space over IK. Let Y
be the dual of Y and q (1, ]

IR
e
with 1/p + 1/q = 1. We will show that X
is isometrically isomorphic
to l
q
(Y
).
Let f X
. i IN, dene A
i
: Y X by x = ( y
1
, y
2
, . . . ) = A
i
y, y
Y, and y
j
=
Y
, j IN with j ,= i, and y
i
= y. Clearly, A
i
is well-dened,
linear, and bounded with |A
i
| 1. Dene f
i
: Y IK by f
i
= f A
i
.
Then, f
i
is a bounded linear functional on Y with |f
i
| |f | |A
i
| |f |.
Hence, f
i
Y
. Denote f
i
=: y
i
. x = ( y
1
, y
2
, . . . ) X, we have y
i
Y,
i IN, and
i=1
|y
i
|
p
< +. Then, lim
nIN
i=n+1
|y
i
|
p
= 0. This
implies that lim
nIN
|x
n
i=1
A
i
y
i
| = lim
nIN
_
i=n+1
|y
i
|
p
_
1/p
= 0.
Hence, lim
nIN
n
i=1
A
i
y
i
= x. By the continuity of f and Proposition 3.66,
we have
f(x) = lim
nIN
f (
n
i=1
A
i
y
i
) = lim
nIN
n
i=1
f ( A
i
y
i
) = lim
nIN
n
i=1
y
i
, y
i
)) (7.3)
Claim 7.77.1 x
:= (y
1
, y
2
, . . . ) l
q
(Y
) and |x
| |f |.
Proof of claim: We will distinguish two exhaustive and mutually
exclusive cases: Case 1: 1 < p < +; Case 2: p = 1.
Case 1: 1 < p < +. Then, 1 < q < +. (0, 1) IR, i IN,
by Lemma 7.75, y
i
Y with | y
i
| 1 such that y
i
, y
i
)) IR and
y
i
, y
i
)) (1 ) |y
i
|. Let y
i
= |y
i
|
q/p
y
i
, then | y
i
| |y
i
|
q/p
,
y
i
, y
i
)) IR, and y
i
, y
i
)) (1 ) |y
i
|
q/p+1
= (1 ) |y
i
|
q
.
Then, n IN, [ f (
n
i=1
A
i
y
i
) [ = [
n
i=1
y
i
, y
i
)) [ =
n
i=1
y
i
, y
i
))
(1 )
n
i=1
|y
i
|
q
. Since f X
, then, by Proposition 7.72, we have

(1 )
n
i=1
|y
i
|
q
|f | |
n
i=1
A
i
y
i
| |f | (
n
i=1
| y
i
|
p
)
1/p
|f |
(
n
i=1
|y
i
|
q
)
1/p
. Then, we have (
n
i=1
|y
i
|
q
)
1/q
|f | /(1 ). By
the arbitrariness of n, we have (
i=1
|y
i
|
q
)
1/q
|f | /(1 ). By the
arbitrariness of , we have (
i=1
|y
i
|
q
)
1/q
|f |. Hence, the result
holds in this case.
Case 2: p = 1. Then, q = +. (0, 1) IR, i IN, by
Lemma 7.75, y
i
Y with | y
i
| 1 such that y
i
, y
i
)) IR and
y
i
, y
i
)) (1) |y
i
|. Then, (1) |y
i
| [ y
i
, y
i
)) [ = [ f(A
i
y
i
) [
|f | |A
i
| | y
i
| |f |. By the arbitrariness of n, we have sup
i1
|y
i
|
|f | /(1). By the arbitrariness of , we have sup
i1
|y
i
| |f |. Hence,
the result holds in this case.
The preceding analysis shows that we may dene a function : X
l
q
(Y
) by (f) = ( f A
1
, f A
2
, . . . ), f X
. Clearly, is linear.
f
1
, f
2
X
with (f
1
) = (f
2
). Then, we have f
1
A
i
= f
2
A
i
, i IN.
x := ( y
1
, y
2
, . . . ) X, by (7.3), we have f
1
(x) = lim
nIN
n
i=1
f
1
(A
i
y
i
) =
lim
nIN
n
i=1
f
2
(A
i
y
i
) = f
2
1
= f
2
. Hence, is injec-
tive. x
:= ( y
1
, y
2
, . . . ) l
q
(Y
), dene (x
) : X IK by (x
)(x) =
i=1
y
i
, y
i
)), x := ( y
1
, y
2
, . . . ) X. Note that, x := ( y
1
, y
2
, . . . ) X,
i=1
[ y
i
, y
i
))[

i=1
|y
i
| |y
i
| |x
| |x|, where we have made

use of Proposition 7.72 in the rst inequality and H olders Inequality in
the second inequality. Hence, (x
)(x) is well-dened. Hence, (x
) is
well-dened. Clearly, (x
) is linear and bounded with

|(x
) | = sup
xX, |x|1
[ (x
)(x) [ sup
x=(y1,y2,...)X, |x|1
i=1
[ y
i
, y
i
)) [
sup
xX, |x|1
|x
| |x| |x
| (7.4)
Hence, (x
) X
and ((x
)) = ( (x
) A
1
, (x
) A
2
, . . . ) =
( y
1
, y
2
, . . . ) = x
. Then, = id
lq(Y
)
inv
inv
.
f X
, by Claim 7.77.1 and (7.4), we have |f | = |((f)) | |(f) |

|f |. Then, |(f) | = |f | and is an isometry. Hence, is an isometrical
isomorphism.
Example 7.78 Let Y be a normed linear space over the eld IK, Y
be
its dual, and M = x = ( y
1
, y
2
, . . . ) l
(Y) [ lim
nIN
y
n
=
Y
. Clearly,
M is a subspace of l
(Y). By Proposition 7.13, M is a normed linear space

over IK, which will be denoted by c
0
(Y). Next, we will study the dual of
X := c
0
(Y). We will show that X
= l
1
(Y
) isometrically isomorphically.
Let f X
. i IN, dene A
i
: Y X by x = ( y
1
, y
2
, . . . ) = A
i
y,
y Y, and y
j
=
Y
, j IN with j ,= i, and y
i
= y. Clearly,
A
i
is well-dened and linear and bounded with |A
i
| 1. Dene
f
i
: Y IK by f
i
= f A
i
. Then, f
i
is a bounded linear functional on
Y with |f
i
| |f | |A
i
| |f |. Hence, f
i
Y
. Denote f
i
=: y
i
.
x = ( y
1
, y
2
, . . . ) X, we have y
i
Y, i IN, lim
nIN
y
i
=
Y
, and
lim
nIN
|y
i
| = 0 (by Proposition 7.21). Then, lim
nIN
sup
in+1
|y
i
| = 0.
This implies that lim
nIN
|x

n
i=1
A
i
y
i
| = lim
nIN
sup
kn+1
|y
k
| =
lim
nIN
max
kn+1
|y
k
| = 0. Hence, lim
nIN
n
i=1
A
i
y
i
= x. By the conti-
nuity of f and Proposition 3.66, we have
f(x) = lim
nIN
f (
n
i=1
A
i
y
i
) = lim
nIN
n
i=1
f ( A
i
y
i
) = lim
nIN
n
i=1
y
i
, y
i
)) (7.5)
Let x
:= ( y
1
, y
2
, . . . ). (0, 1) IR, i IN, by Lemma 7.75, y
i
Y
with | y
i
| 1 such that y
i
, y
i
)) IR and y
i
, y
i
)) (1 ) |y
i
|.
Then, n IN, (1)
n
i=1
|y
i
| [
n
i=1
y
i
, y
i
)) [ = [
n
i=1
f(A
i
y
i
) [ =
[ f (
n
i=1
A
i
y
i
)[ |f | |
n
i=1
A
i
y
i
| |f |. By the arbitrariness of n, we
have
i=1
|y
i
| |f | /(1 ). By the arbitrariness of , we have
i=1
|y
i
| |f | (7.6)
Hence, x
l
1
(Y
).
Based on the preceding analysis, we may dene a function : X
l
1
(Y
) by (f) = ( f A
1
, f A
2
, . . . ), f X
. Clearly, is linear.
f
1
, f
2
X
with (f
1
) = (f
2
). Then, we have f
1
A
i
= f
2
A
i
, i IN.
x := ( y
1
, y
2
, . . . ) X, by (7.5), we have f
1
(x) = lim
nIN
n
i=1
f
1
(A
i
y
i
) =
lim
nIN
n
i=1
f
2
(A
i
y
i
) = f
2
1
= f
2
. Hence, is injec-
tive. x
:= ( y
1
, y
2
, . . . ) l
1
(Y
), dene (x
) : X IK by (x
)(x) =
i=1
y
i
, y
i
)), x := ( y
1
, y
2
, . . . ) X. Note that, x := ( y
1
, y
2
, . . . ) X,
i=1
[ y
i
, y
i
))[
i=1
|y
i
| |y
i
| |x
| |x|, where we have made

use of Proposition 7.72 in the rst inequality and H olders Inequality in
the second inequality. Hence, (x
)(x) is well-dened. Hence, (x
) is
well-dened. Clearly, (x
) is linear and bounded with

|(x
) | = sup
xX, |x|1
[ (x
)(x) [ sup
x=(y1,y2,...)X, |x|1
i=1
[ y
i
, y
i
)) [
sup
xX, |x|1
|x
| |x| |x
| (7.7)
Hence, (x
) X
and ((x
)) = ( (x
) A
1
, (x
) A
2
, . . . ) =
( y
1
, y
2
, . . . ) = x
. Then, = id
l1(Y
)
inv
inv
.
f X
, by (7.6) and (7.7), we have |f | = |((f)) | |(f) | |f |.

Then, |(f) | = |f | and is an isometry. Hence, is an isometrical
isomorphism.
7.9.3 Extension form of Hahn-Banach Theorem
Denition 7.79 Let A be a vector space over IK. A sublinear functional
is p : A IR satisfying, x
1
, x
2
A, IR with 0, (i) p(x
1
+x
2
)
p(x
1
) + p(x
2
); and (ii) p(x
1
) = p(x
1
).
Note that any || on A is a sublinear functional. We introduce the above
denition to illustrate the full generality of the Hahn-Banach Theorem.
Theorem 7.80 (Extension Form of Hahn-Banach Theorem) Let A
be a vector space over the eld IR, p : A IR be a sublinear functional,
M A be a subspace, and f : M IR be a linear functional on M satisfy-
ing f(m) p(m), m M. Then, a linear functional F : A IR such
that F[
M
= f and F(x) p(x), x A. Furthermore, if A is normed
with | | and p is continuous at
, then F is continuous.
Proof We will prove the theorem using Zorns Lemma. Dene a
collection of extensions of f, c, by
c := (g, N) [ N A is a subspace, M N, g : N IR is a linear
functional, such that g[
M
= f and g(n) p(n), n N
Clearly, (f, M) c , = . Dene a relation _ on c by (g
1
, N
1
), (g
2
, N
2
) c,
we say (g
1
, N
1
) _ (g
2
, N
2
) if N
1
N
2
and g
2
[
N1
= g
1
. Clearly, _ is
reexive, antisymmetric, and transitive. Hence, _ is an antisymmetric
partial ordering on c.
For any nonempty subcollection ( c such that _ is a total ordering
on (, let N
c
=
(g,N)c
N. Then,
M N
c
A. x
1
, x
2
N
c
,
, IR, (g
1
, N
1
), (g
2
, N
2
) ( such that x
1
N
1
and x
2
N
2
. Since
( is totally ordered, by Proposition 2.12, then, without loss of generality,
we may assume that (g
1
, N
1
) _ (g
2
, N
2
). Then, N
1
N
2
and x
1
, x
2
N
2
.
This implies that x
1
+x
2
N
2
N
c
, since N
2
is a subspace. The above
shows that N
c
is a subspace of A.
Dene a functional g
c
: N
c
IR by x N
c
, (g, N) ( such that
x N, we assign g
c
(x) := g(x). Such a functional is uniquely dened
because of the following reasoning. x N
c
, (g
1
, N
1
), (g
2
, N
2
) ( such
that x N
1
N
2
. By the total ordering of ( and Proposition 2.12, we
may assume that, without loss of generality, (g
1
, N
1
) _ (g
2
, N
2
). Then,
x N
1
N
2
and g
2
[
N1
= g
1
. Hence, g
1
(x) = g
2
(x). Therefore, g
c
is
well-dened.
x
1
, x
2
N
c
, , IR, (g
1
, N
1
), (g
2
, N
2
) ( such that x
1
N
1
and
x
2
N
2
. By the total ordering of ( and Proposition 2.12, we may assume
that, without loss of generality, (g
1
, N
1
) _ (g
2
, N
2
). Then, x
1
, x
2
N
2
and
g
c
(x
1
+ x
2
) = g
2
(x
1
+ x
2
) = g
2
(x
1
) +g
2
(x
2
) = g
c
(x
1
) +g
c
(x
2
).
Hence, g
c
is a linear functional. g
c
(x
1
) = g
2
(x
1
) p(x
1
). m M,
g
c
(m) = g
2
(m) = f(m). Therefore, (g
c
, N
c
) c.
(g, N) (, we have N N
c
and n N, g
c
(n) = g(n). Then,
(g, N) _ (g
c
, N
c
). Hence, (g
c
, N
c
) is an upper bound of (.
By Zorns Lemma, (g
M
, N
M
) c, which is maximal with respect to
_. Now, we are going to show that N
M
= A. Suppose N
M
A. Then,
x
0
A N
M
. Let N
e
= x A [ IR, n N
M
x = x
0
+ n.
Clearly, N
M
N
e
, x
0
N
e
, and N
e
is a subspace of A. x N
e
, ! IR
and ! n N
M
such that x = x
0
+ n (otherwise, we may deduce that
x
0
N
M
). Dene g
e
: N
e
IR by g
e
(x) = g
e
(x
0
+n) = g
M
(n) +g
e
(x
0
),
x = x
0
+ n N
e
, IR, and n N
M
, where g
e
(x
0
) IR is a constant
to be determined. Clearly, g
e
is well-dened and is a linear functional on
N
e
. n N
M
, we have g
e
(n) = g
M
(n), and hence, g
e
[
NM
= g
M
. Then,
g
e
[
M
= f.
We will show that (g
e
, N
e
) c by nding an admissible constant g
e
(x
0
)
such that g
e
(x) p(x), x N
e
. n
1
, n
2
N
M
, we have g
M
(n
1
) +
g
M
(n
2
) = g
M
(n
1
+ n
2
) p(n
1
+ n
2
) p(n
1
+ x
0
) + p(n
2
x
0
). Then,
g
M
(n
2
)p(n
2
x
0
) p(n
1
+x
0
)g
M
(n
1
). By the arbitrariness of n
1
and n
2
,
we have sup
n2NM
( g
M
(n
2
)p(n
2
x
0
) ) inf
n1NM
( p(n
1
+x
0
)g
M
(n
1
) ).
Since
N
M
, then c IR such that
 0; Case 2:
= 0; Case 3: < 0. Case 1: > 0. g
e
(x) = c + g
M
(n) = (c +
g
M
(n/)) (p(n/ + x
0
) g
M
(n/) + g
M
(n/)) = p(x/) = p(x).
Case 2: = 0. Then, x N
M
and g
e
(x) = g
M
(n) p(n) = p(x). Case 3:
< 0. g
e
(x) = c +g
M
(n) = (c +g
M
(n/)) (g
M
(n/) p(n/
x
0
) + g
M
(n/)) = p(x/) = p(x). Hence, we have g
e
(x) p(x) in
all three cases. Therefore, (g
e
, N
e
) c. We have shown that (g
M
, N
M
) _
(g
e
, N
e
) and (g
M
, N
M
) ,= (g
e
, N
e
). This contradicts the fact that (g
M
, N
M
)
is maximal in c by Proposition 2.12.
Hence, N
M
= A and F = g
M
.
If, in addition, A is normed with | | and p is continuous at
, then,
(0, ) IR, (0, ) IR such that [ p(x) [ < , x B (
, ).
x B (
, ), we will distinguish two exhaustive and mutually exclusive

cases: Case 1: F(x) 0; Case 2: F(x) < 0. Case 1: F(x) 0. Then,
0 F(x) p(x) < and [ F(x) [ < . Case 2: F(x) < 0. Then, [ F(x) [ =
F(x) = F(x) p(x) < . Hence, in both cases, we have [ F(x) [ < .
Then, F is continuous at . Thus, by Proposition 7.72, F is a bounded
linear functional, and therefore continuous.
To obtain the counterpart result for complex vector spaces, we need the
following result.
Lemma 7.81 Let (A, C) be a vector space, f : A C be a functional on
(A, C), and g : A IR be given by g(x) = Re ( f(x) ), x A. Then, f
is a linear functional on (A, C) if, and only if, g is a linear functional on
(A, IR) and f(x) = g(x) ig(ix), x A.
Proof By Lemma 7.40, (A, IR) is a vector space. Necessity x
1
, x
2

A, , IR, we have g(x
1
+x
2
) = Re (f(x
1
+x
2
) ) = Re ( f(x
1
) +
f(x
2
) ) = Re ( f(x
1
) ) + Re ( f(x
2
) ) = g(x
1
) + g(x
2
). Hence, g is a
linear functional on (A, IR). x A, let f(x) = g(x) +i Im( f(x) ). Since f
is a linear functional on (A, C), then f(ix) = g(ix) +i Im( f(ix) ) = if(x) =
Im( f(x) ) + ig(x). Then, Im(f(x) ) = g(ix) and f(x) = g(x) ig(ix).
Suciency x
1
, x
2
A, :=
r
+ i
i
, :=
r
+ i
i
C, where
r
,
i
,
r
,
i
IR, we have
f(x
1
+x
2
) = g(x
1
+x
2
) ig(ix
1
+ ix
2
)
= g(
r
x
1
+ i
i
x
1
+
r
x
2
+ i
i
x
2
) ig(
r
ix
1
i
x
1
+
r
ix
2
i
x
2
)
=
r
g(x
1
) +
i
g(ix
1
) +
r
g(x
2
) +
i
g(ix
2
) i
r
g(ix
1
) + i
i
g(x
1
)
i
r
g(ix
2
) + i
i
g(x
2
)
=
r
f(x
1
) + i
i
f(x
1
) +
r
f(x
2
) + i
i
f(x
2
) = f(x
1
) +f(x
2
)
Hence, f is a linear functional on (A, C).
Theorem 7.82 (Extension Form of Hahn-Banach Theorem) Let A
be a vector space over the eld C, p : A IR be a sublinear functional,
M A be a subspace (of (A, C)), and f : M C be a linear functional
satisfying Re (f(m) ) p(m), m M. Then, there exists a linear func-
tional F : A C, such that F[
M
= f and Re ( F(x) ) p(x), x A.
Furthermore, if A is normed with | | and p is continuous at
, then F
is continuous.
Proof By Lemma 7.40, (A, IR) is a vector space and (M, IR) is also
a vector space. It is easy to show that (M, IR) is a subspace of (A, IR).
Dene g : M IR by g(m) = Re ( f(m) ), m M. By Lemma 7.81, g is
a linear functional on (M, IR) and f(m) = g(m) ig(im), m M. Note
that p is a sublinear functional on (A, C), then it is a sublinear functional
on (A, IR). Furthermore, g(m) = Re ( f(m) ) p(m), m M. Then, by
Hahn-Banach Theorem, Theorem 7.80, a linear functional G on (A, IR)
such that G[
M
= g and G(x) p(x), x A.
Dene a functional F on (A, C) by F(x) = G(x) iG(ix), x A. By
Lemma 7.81, F is a linear functional on (A, C). m M, im M, since M
is a subspace of (A, C). Then, F(m) = G(m) iG(im) = g(m) ig(im) =
f(m). Hence, we have F[
M
= f. x A, Re ( F(x) ) = G(x) p(x).
Hence, F is the functional we seek.
Furthermore, if (A, C) is normed with | | and p is continuous at
,
then, by Lemma 7.40, X
IR
:= (A, IR, ||) is a normed linear space. By The-
orem 7.80, G is continuous. Then, G : X
IR
C is continuous. By Proposi-
tions 3.12, 3.32, and 7.23, F : X
IR
C is continuous. By Lemma 7.40, F
is continuous on X := (A, C, | |).
Theorem 7.83 (Simple Version of Hahn-Banach Theorem) Let X
be a normed linear space over IK, M X be a subspace, f : M
IK be a linear functional which is bounded (on M), that is |f |
M
:=
sup
mM, |m|1
[ f(m) [ [0, ) IR. Then, there exists a F X
such
that F[
M
= f and |F | = |f |
M
.
Proof Dene a functional p : X IR by p(x) = |f |
M
|x|, x X. It
is easy to check that p is a sublinear functional. We are going to distinguish
two exhaustive and mutually exclusive cases: Case 1: IK = IR; Case 2:
IK = C.
Case 1: IK = IR. Clearly, by Proposition 7.72, we have f(m)
[ f(m) [ p(m), m M, and p is continuous. By Hahn-Banach Theo-
rem, Theorem 7.80, a linear functional F : X IR such that F[
M
= f
and F(x) p(x), x X. Furthermore, F is continuous. Hence,
F X
, by Proposition 7.72. Note that |f |

M
= sup
mM, |m|1
[ F(m) [
sup
xX, |x|1
[ F(x) [ = |F |. On the other hand, we have, x X,
F(x) = F(x) p(x) = |f |
M
|x| and F(x) p(x) = |f |
M
|x|.
Hence, [ F(x) [ |f |
M
|x|. Then, |F | |f |
M
. Hence, |F | = |f |
M
.
Case 2: IK = C. Note that, m M, Re ( f(m) ) [ Re ( f(m) ) [
[ f(m) [ p(m), by Proposition 7.72. By Hahn-Banach Theorem, Theo-
rem 7.82, there exists a linear functional F : X C such that F[
M
= f
and Re (F(x) ) p(x), x X. Furthermore, since p is continuous, then
F is continuous. By Proposition 7.72, F X
. Note that |f |
M
=
sup
mM, |m|1
[ F(m) [ sup
xX, |x|1
[ F(x) [ = |F |. On the other hand,
x X, we have either F(x) = 0, then [ F(x) [ |f |
M
|x|; or F(x) ,= 0,
then [ F(x) [ =
F(x)
F(x)
F(x) = F
_
F(x)
F(x)
x
_
= Re
_
F
_
F(x)
F(x)
x
__

p
_
F(x)
F(x)
x
_
= |f |
M
_
_
_
_
F(x)
F(x)
x
_
_
_
_
= |f |
M
F(x)
F(x)
|x| = |f |
M
|x|. Thus,
we have [ F(x) [ |f |
M
|x|, x X. Therefore, |F | |f |
M
. Hence,
|F | = |f |
M
.
Corollary 7.84 Let A be a vector space over the eld IK, M A be a
subspace, p : A IR be a sublinear functional, f : M IK be a linear
functional on M, and ((, , E) be an abelian semigroup of linear operators
of A to A. Assume that the following conditions hold.
(i) Am M, A ( and m M.
(ii) p(Ax) p(x), x A and A (.
(iii) f(Am) = f(m), A ( and m M.
(iv) Re ( f(m) ) p(m), m M.
Then, there exists a linear functional F : A IK such that F[
M
= f,
F(Ax) = F(x), A ( and x A, and Re ( F(x) ) p(x), x A.
Furthermore, if, in addition, A is normed with | | and p is continuous at
, then F is continuous.
Proof Dene a functional q : A IR
e
by
q(x) = inf
nIN
A
1
,...,AnG
1
n
p
_
n
i=1
A
i
x
_
; x A
Since p(
) = 0, then q(
) = 0. Since E (, then, x A,
q(x) p(Ex) p(x) < +. x
1
, x
2
A, n, k IN, A
1
, . . . , A
n
(,
B
1
, . . . , B
k
(, we have
q(x
1
+x
2
)
1
nk
p
_
_
n
i=1
k
j=1
A
i
B
j
(x
1
+x
2
)
_
_
=
1
nk
p
_
_
n
i=1
k
j=1
A
i
B
j
(x
1
) +
n
i=1
k
j=1
A
i
B
j
(x
2
)
_
_
=
1
nk
p
_
_
n
i=1
A
i
_
_
k
j=1
B
j
(x
1
)
_
_
+
k
j=1
B
j
_
n
i=1
A
i
(x
2
)
_
_
_
1
nk
p
_
_
n
i=1
A
i
_
_
k
j=1
B
j
(x
1
)
_
_
_
_
+
1
nk
p
_
_
k
j=1
B
j
_
n
i=1
A
i
(x
2
)
_
_
_
1
nk
n
i=1
p
_
_
A
i
_
_
k
j=1
B
j
(x
1
)
_
_
_
_
+
1
nk
k
j=1
p
_
B
j
_
n
i=1
A
i
(x
2
)
__
1
nk
n
i=1
p
_
_
k
j=1
B
j
(x
1
)
_
_
+
1
nk
k
j=1
p
_
n
i=1
A
i
(x
2
)
_
=
1
k
p
_
_
k
j=1
B
j
(x
1
)
_
_
+
1
n
p
_
n
i=1
A
i
(x
2
)
_
where the rst two equalities follows from the fact that ( is an albelian
semigroup of linear operators on A, the second and third inequalities follows
from the fact that p is sublinear, the fourth inequality follows from (ii) in
the assumption. Then, by the denition of q, we have
q(x
1
+x
2
) q(x
1
) +q(x
2
)
and the right-hand-side makes sense since q(x
1
) < + and q(x
2
) < +.
Note that 0 = q(
) q(x
1
) + q(x
1
). Then, q(x
1
) > . Hence,
q : A IR.
[0, ) IR, x A, we have
q(x) = inf
nIN
A
1
,...,AnG
1
n
p
_
n
i=1
A
i
(x)
_
= inf
nIN
A
1
,...,AnG
1
n
p
_
i=1
A
i
x
_
= inf
nIN
A
1
,...,AnG
_
1
n
p
_
n
i=1
A
i
x
__
= q(x)
where the fourth equality follows from Proposition 3.81 and the fact that
q(x) IR. Hence, we have shown that q is a sublinear functional.
m M, n IN, A
1
, . . . , A
n
(, we have
Re ( f(m) ) =
1
n
n
i=1
Re ( f(A
i
m) ) =
1
n
Re
_
f
_
n
i=1
A
i
m
__
1
n
p
_
n
i=1
A
i
m
_
where the rst equality follows from (i) and (iii) in the assumptions, the
second equality follows from the linearity of f, and the rst inequality
follows from (iv) in the assumptions. Hence, we have Re ( f(m) ) q(m),
m M.
By the extension forms of Hahn-Banach Theorem (Theorem 7.80 for
IK = IR and Theorem 7.82 for IK = C), there exists a linear functional
F : A IK such that F[
M
= f and Re ( F(x) ) q(x), x A.
x A, A (, n IN, we have
q(x Ax)
1
n
p
_
E(x Ax) +A(x Ax) + +A
n1
(x Ax)
_
=
1
n
p(Ex A
n
x)
1
n
( p(Ex) +p(A
n
(x)) )
1
n
(p(x) +p(x) )
where the rst inequality follows from the denition of q, the second in-
equality follows from the fact that p is sublinear, and the third inequality
follows from (ii) in the assumption. Hence, by the arbitrariness of n, we
have q(x Ax) 0. We will show that F(Ax) = F(x) by distinguishing
two exhaustive and mutually exclusive cases: Case 1: IK = IR; Case 2:
IK = C.
Case 1: IK = IR. We have F(x) F(Ax) = F(x Ax) q(x Ax)
0. On the other hand, we have F(Ax) F(x) = F(x) F(A(x)) =
F((x) A(x)) q((x) A(x)) 0. Hence, F(x) = F(Ax).
Case 2: IK = C. Dene H : A IR by H(x) = Re (F(x) ), x
A. By Lemma 7.40, (A, IR) is a vector space. By Lemma 7.81, H is a
linear functional on (A, IR) and F(x) = H(x) iH(ix), x A. Note
that H(x) H(Ax) = H(x Ax) = Re ( F(x Ax) ) q(x Ax) 0.
On the other hand, we have H(Ax) H(x) = H(x) H(A(x)) =
H((x)A(x)) = Re (F((x)A(x)) ) q((x)A(x)) 0. Hence,
H(x) = H(Ax). Then, F(Ax) = H(Ax)iH(iAx) = H(Ax)iH(A(ix)) =
H(x) iH(ix) = F(x).
Furthermore, if, in addition, A is normed with | | and p is continuous
at
, then (0, ) IR, (0, ) IR, x B (
, ), we
have [ p(x) p(
) [ = [ p(x) [ < . Note that q(x) p(x) < . Then,

q(x) p(x) < . Since q is a sublinear functional, we have 0 = q(
)
q(x) + q(x). Hence, we have q(x) q(x) > . Therefore, [ q(x)
q(
) [ = [ q(x) [ < . Hence, q is continuous at
. Therefore, by the
extension forms of Hahn-Banach Theorem, F is continuous.
This completes the proof of the corollary. 2
Proposition 7.85 Let X be a normed linear space over the eld IK and
x
0
X with x
0
,=
X
. Then, x
with |x
| = 1 such that x
, x
0
)) =
|x
| |x
0
|.
Proof Consider the subspace M := span( x
0
). Dene f : M IK
by f(x
0
) = |x
0
|, IK. Clearly, f is uniquely dened by
Proposition 6.17. Clearly f is a linear functional on M and |f |
M
:=
sup
mM, |m|1
[ f(m) [ = sup
IK, |x0|1
[ |x
0
|[ = 1. By the simple ver-
sion of Hahn-Banach Theorem, there exists x
such that x
[
M
= f
and |x
| = |f |
M
= 1. Then, x
, x
0
)) = f(x
0
) = |x
0
| = |x
| |x
0
|.
Example 7.86 Let Y be a normed linear space over the eld IK, X :=
l
(Y) be the normed linear space as dened in Example 7.10, and y

0
Y
with y
0
,=
Y
. We will show that X
,= l
1
(Y
) by Hahn-Banach Theorem.
Let M := x := (
1
,
2
, . . . ) X [ lim
nIN
n
Y. Clearly, M is
a subspace of X. By Proposition 7.85, there exists y
such that
|y
| = 1 and y
, y
0
)) = |y
0
| > 0. Dene f : M IK by f(m) =
y
, lim
nIN
n
)), m := (
1
,
2
, . . . ) M. It is easy to show that f is a
linear functional on M. m = (
1
,
2
, . . . ) M with |m| 1, we have
[ f(m) [ = [ y
, lim
nIN
n
)) [ | lim
nIN
n
| = lim
nIN
|
n
| sup
n1
|
n
|
= |m| 1
where we have applied Propositions 7.72, 7.21, and 3.66. Hence, we have
|f |
M
:= sup
mM, |m|1
[ f(m) [ 1. Consider m
0
= ( y
0
, y
0
, . . . ) M,
we have [ f(m
0
) [ = [ y
, y
0
)) [ = |y
0
| = |m
0
| > 0. Hence, by Propo-
sition 7.72, |f |
M
= 1. By the simple version of Hahn-Banach Theo-
rem, there exists x
such that x
[
M
= f and |x
| = |f |
M
= 1.
Clearly, there does not exist (
1
,
2
, . . . ) l
1
(Y
) such that x
is given by
x
, x)) =
n=1

n
,
n
)), x = (
1
,
2
, . . . ) X. Hence, X
,= l
1
(Y
).
7.9.4 Second dual space
Denition 7.87 Let X be a normed linear space over the eld IK and X
be its dual. The dual space of X
is called the second dual of X and is

denoted by X
.
Remark 7.88 Let X be a normed linear space over the eld IK, X
be its
dual, and X
be its second dual. Then, X is isometrically isomorphic to a

dense subset of a Banach space, which can be taken as a subspace of X
.
This can be proved as follows.
By Proposition 7.72, X
is a Banach space over IK. x X, dene a

functional f : X
IK by f(x
) = x
, x)), x
. Clearly, f is a linear
functional on X
. Note that [ f(x
) [ = [ x
, x)) [ |x| |x
|, x
,
by Proposition 7.72. Then, |f | |x|. When x =
X
, then |f | = 0 =
|x|. When x ,=
X
, then, by Proposition 7.85, x
0
X
with |x
0
| =
1 such that x
0
, x)) = |x|. Then, |f | = sup
xX
, |x|1
[ f(x
) [
[ f(x
0
) [ = |x|. Hence, we have |f | = |x|. Hence, f X
. Thus, we
may dene a natural mapping : X X
by (x) = f, x X.
x
1
, x
2
X, , IK, x
, we have (x
1
+ x
2
)(x
) =
x
, x
1
+x
2
)) = x
, x
1
)) + x
, x
2
)) = (x
1
)(x
) +(x
2
)(x
).
Hence, is a linear function. x X, we have |(x) | = |x|. Hence, is
an isometry and is injective. Therefore, is an isometrical isomorphism
between X and (X). Clearly, (X) X
is a subspace. Then, by Propo-

sition 7.17, (X) X
is a closed subspace. By Proposition 4.39, (X)

is complete. Hence, (X) is a Banach space. By Proposition 3.5, (X) is
dense in (X). This completes the proof of the remark.
Denition 7.89 Let X be a normed linear space over the eld IK, X
be
its second dual, and : X X
be the natural mapping as dened in

Remark 7.88. X is said to be reexive if (X) = X
, that is X and X
are
isometrically isomorphic.
A reexive normed linear space is clearly a Banach space.
Proposition 7.90 Let X be a Banach space over the eld IK and X
be its
dual. Then, X is reexive if, and only if, X
is reexive.
Proof Let X
be the second dual of X and X
be the dual of X
.
Necessity Let X be reexive. Then, X
= X isometrically isomorphi-
cally. Then, X
= (X
= X
isometrically isomorphically. Hence, X
is reexive.
Suciency Let X
be reexive. Then, X
(X
), where
:
X
is the natural mapping on X
. We will show that X is reexive

by an argument of contradiction. Suppose X is not reexive. Let : X
X
be the natural mapping. is an isometrical isomorphism between

X and (X). Since X is complete, then (X) is also complete. Then,
by Proposition 4.39, (X) is a closed subspace of X
. Since X is not
reexive, then there exists y
(X). Then, y
,=
= ().
Let := inf
m(X)
|y
|. By Proposition 4.10, (0, ) IR.

Consider the subspace N := m
+ y
[ IK, m
(X) .
Since y
, (X), then n
N, ! IK and ! m
(X) such that

n
= y
+ m
. Dene a linear functional f : N IK by f(n
) = ,
n
= y
+ m
N, where m
(X) and IK. n
N, let
n
= y
+ m
, where m
(X) and IK. We have [ f(n
) [ =
[ [ = [ [ /
1
|y
+m
| =
1
|n
|. Hence, |f |
M
1/. By the
simple version of Hahn-Banach Theorem, there exists F X
such that
F[
M
= f and |F | = |f |
M
. Since X
is reexive, then
(X
) = X
.
Then, y
such that F =
(y
). Then, x
, we have F(x
) =
(y
)(x
) = x
, y
)). m
(X), we have m
, y
)) = F(m
) =
f(m
) = 0. Hence, x X, y
, x)) = (x)(y
) = (x), y
)) = 0.
Hence, y
. Then, F =
) =
. This contradicts with the fact

that F(y
) = f(y
) = 1 ,= 0. Therefore, X must be reexive.

Example 7.91 Clearly, the normed linear space (
X
, IK, | |) as de-
ned in Example 7.73 is reexive. Clearly IK
n
, n IN, are reective. Let
Y be a reexive Banach space. Then, l
p
(Y), p (1, ) IR, are reexive.
l
1
(Y) is not reexive by Example 7.86. Then, by Proposition 7.90, l
(Y
)
is not reexive either.
the eld IK. Then, X is reexive.
Proof Let n Z
+
be the dimension of X and : X X
be
the natural mapping. We will distinguish two exhaustive and mutually
exclusive cases: Case 1: n = 0; Case 2: n IN. Case 1: n = 0. Then,
X = ( , IK, | |). By Example 7.73, X
= (
, IK, | |
). Then
X
= (
, IK, | |
). Clearly, () =
. Hence, (X) = X
and X
is reexive.
Case 2: n IN. Let e
1
, . . . , e
n
X be a basis of X. x X,
by Corollary 6.47, x can be uniquely expressed as
n
j=1
j
e
j
for some
1
, . . . ,
n
IK. i = 1, . . . , n, dene f
i
: X IK by f
i
(x) =
i
, x =
n
j=1
j
e
j
X. Clearly, f
i
is well-dened and a linear functional. By
Proposition 7.67, f
i
is continuous and f
i
X
. Denote f
i
by e
i
X
.
x
, i = 1, . . . , n, let
i
= x
, e
i
)) IK. x =
n
j=1
j
e
j
X, we
have
x
, x)) =
n
j=1
j
x
, e
j
)) =
n
j=1
j
=
n
k=1
j
e
j
, x))
=
n
k=1
j
e
j
, x))
Hence, x
n
j=1
j
e
j
. Therefore, X
= span (e
1
, . . . , e
n
). x
, i = 1, . . . , n, let
i
= x
, e
i
)) IK. x
n
j=1
j
e
j
X
, we
have
x
, x
)) =
n
j=1
j
x
, e
j
)) =
n
j=1
j
=
n
j=1
j
e
j
,
n
k=1
k
e
k
))
= x
,
n
k=1
k
e
k
)) = (
n
k=1
k
e
k
) , x
))
Hence, x
= (
n
k=1
k
e
k
) and X
(X). This shows that X is reex-

ive.
7.9.5 Alignment and orthogonal complements
Denition 7.93 Let X be a normed linear space, x X, X
be the dual,
and x
. We say that x
is aligned with x if x
, x)) = |x
| |x|.
Clearly, aligns with any vector in the dual and
is aligned with any

vector in X. By Proposition 7.85, x X with x ,= , there exists a x
with x
,=
that is aligned with it.

Denition 7.94 Let X be a normed linear space, x X, X
be the dual,
and x
. We say that x and x
are orthogonal if x
, x)) = 0.
Denition 7.95 Let X be a normed linear space, S X, and X
be the
dual. The orthogonal complement of S, denoted by S
, consists of all
x
that is orthogonal to every vector in S, that is S
:= x
[ x
, x)) = 0, x S.
Denition 7.96 Let X be a normed linear space, X
be the dual, and S

X
. The pre-orthogonal complement of S, denoted by

S, consists of all x
X that is orthogonal to every vector in S, that is

S := x X [ x
, x)) =
0, x
S.
Proposition 7.97 Let X be a normed linear space over the eld IK, M X
be a subspace, and y X. Then, the following statements hold.
(i) := inf
mM
|y m| = max
xM
, |x|1
Re ( x
, y )) ), where the maxi-

mum is achieved at some x
0
M
with |x
0
| 1. If the inmum
is achieved at m
0
M then y m
0
is aligned with x
0
.
(ii) If m
0
M and x
0
M
with |x
0
| = 1 such that y m
0
is
aligned with x
0
, then the inmum is achieved at m
0
and the max-
imum is achieved at x
0
, that is = |y m
0
| = x
0
, y )) =
Re ( x
0
, y )) ).
Proof (i) x
with |x
| 1, m M, we have
Re ( x
, y )) ) = Re ( x
, y m)) ) [ Re ( x
, y m)) ) [
[ x
, y m)) [ |x
| |y m| |y m|
where we have applied Proposition 7.72 in the third inequality. Then, we
have
sup
xM
, |x|1
Re ( x
, y ))) inf
mM
|y m| =
1: = 0; Case 2: > 0. Case 1: = 0. Take x
0
:=
.
Clearly, x
0
M
and |x
0
| = 0 1. Then, = Re ( x
0
, y )) )
sup
xM
, |x|1
Re ( x
, y )) ). Therefore, we have = inf

mM
|y
m| = max
xM
, |x|1
Re ( x
, y )) ) and the maximum is achieved at

some x
0
M
with |x
0
| 1. If the inmum is achieved at m
0
M,
then, 0 = = |y m
0
| and y = m
0
. Then, clearly y m
0
is aligned with
x
0
. This case is proved.
Case 2: > 0. Then, y X M. Consider the subspace span( M
y ) =:

M. x

M, there exists a unique IK and a unique
m M such that x = y + m. Then, we may dene a functional
f :

M IK by f(x) = f(y + m) = . Clearly, f is a linear functional
on

M. |f |
M
:= sup
x

M, |x|1
[ f(x) [ sup
IK,mM,|y+m|1
[ [
sup
IK,mM,|y+m|1
|y + m| 1. By the simple version of Hahn-
Banach Theorem, x
0
X
such that x
0
[
M
= f and |x
0
| = |f |
M
1.
m M, we have x
0
, m)) = f(m) = 0. Hence, x
0
M
.
Note that = f(y) = x
0
, y )). Hence, = inf
mM
|y m| =
max
xM
, |x|1
Re ( x
, y )) ) and the maximum is achieved at some

x
0
M
with |x
0
| 1. If the inmum is achieved at m
0
M,
then = |y m
0
| = x
0
, y )) = x
0
, y m
0
)) |x
0
| |y m
0
|
|y m
0
|, where the rst inequality follows from Proposition 7.72. Hence,
x
0
, y m
0
)) = |x
0
| |y m
0
| and x
0
is aligned with y m
0
. This
case is proved.
(ii) Note that |y m
0
| = |x
0
| |y m
0
| = x
0
, y m
0
)) =
x
0
, y )) = Re ( x
0
, y )) ) . Then, the result follows.
Proposition 7.98 Let X be a normed linear space over IK, A X, and
B X
. Then, the following statements holds.

(i) A
is a closed subspace.
(ii)

B X is a closed subspace.
(iii)

_
A
_
= span (A).
Proof (i)
,= . x
1
, x
2
A
, , IK, x A, we have
x
1
+x
2
, x)) = x
1
, x)) + x
2
, x)) = 0. Hence, x
1
+x
2

A
and A
is a subspace. x
, by Proposition 4.13, (x
n
)
n=1
A
such that lim

nIN
x
n
= x
. Then, x A, by Propositions 7.72 and 3.66,

we have x
, x)) = lim
nIN
x
n
, x)) = 0. Then, x
and A
.
By Proposition 3.3, A
= A
and A
is closed. Hence, (i) follows.

(ii) This can be shown by a similar argument as (i).
(iii) Clearly, A

_
A
_
. Then, by (ii), we have M := span ( A)
_
A
_
. On the other hand, A M, then we have A
and
_
A
_
M
_
. x
0

_
M
_
, by Proposition 7.97, we have
inf
mM
|x
0
m| = max
xM
, |x|1
Re ( x
, x
0
))) = 0
Since M is closed, by Proposition 4.10, x
0
M. Hence, we have

_
A
_
M
_
M. Hence, M =

_
A
_
. Hence, (iii) follows.
Proposition 7.99 Let X be a normed linear space over the eld IK, M X
be a subspace, and y
. Then, the following statements holds.

(i) := min
xM
|y
| = sup
mM, |m|1
Re ( y
, m)) ) =:

, where the
minimum is achieved at some x
0
M
. If the supremum is achieved

at m
0
M with |m
0
| 1, then m
0
is aligned with y
x
0
.
(ii) If m
0
M with |m
0
| = 1 and x
0
M
such that y
x
0
is aligned with m
0
, then the minimum is achieved at x
0
and the
supremum is achieved at m
0
, that is = |y
x
0
| = y
, m
0
)) =
Re ( y
, m
0
)) ).
Proof (i) x
, m M with |m| 1, we have

Re ( y
, m)) ) = Re ( y
, m))) [ Re ( y
, m))) [
[ y
, m)) [ |y
| |m| |y
|
where we have applied Proposition 7.72 in the third inequality. Then, we
have
= inf
xM
|y
| sup
mM, |m|1
Re ( y
, m)) ) =


1: = 0; Case 2: > 0. Case 1: = 0. By Proposition 7.98, M
is a closed
subspace. By Proposition 4.10, we have y
the minimum is achieved

at a unique vector x
0
:= y
. Take m
0
= with |m
0
| = 0 1. Then,
= Re ( y
, m
0
)) ) sup
mM, |m|1
Re ( y
, m)) ) =

. Hence,
= min
xM
|y
| = sup
mM, |m|1
Re ( y
, m)) ) =

and the
minimum is achieved at x
0
= y
. If the supremum is achieved at

m
0
M with |m
0
| 1. Then, clearly m
0
is aligned with y
x
0
. This
case is proved.
Case 2: > 0. Then, y
, M
. Consider the subspace M. Then, we

may dene a functional f : M IK by f(m) = y
, m)). Clearly, f is a
linear functional on M. m M with |m| 1, we have either f(m) =
0, then [ f(m) [ = 0 sup
mM, |m|1
Re ( y
, m)) ) =

; or f(m) ,= 0,
then [ f(m) [ =
f(m)
f(m)
f(m) = Re
_
f(m)
f(m)
f(m)
_
= Re
_
f
_
f(m)
f(m)
m
__
=
Re
___
y
f(m)
f(m)
m
___

. Hence, |f |
M
:= sup
mM, |m|1
[ f(m) [
< +. By the simple version of Hahn-Banach Theorem, y

0
X
such that y
0
[
M
= f and |y
0
| = |f |
M

. Let x
0
:= y
y
0
. m M,
we have x
0
, m)) = y
, m)) y
0
, m)) = 0. Hence, x
0
M
. Note
that

|f |
M
= |y
0
| = |y
x
0
| inf
xM
|y
| = .
Hence, = min
xM
|y
| = sup
mM, |m|1
Re ( y
, m)) ) =

and
the minimum is achieved at some x
0
M
. If the supremum is achieved

at m
0
M with |m
0
| 1, then = |y
x
0
| |y
x
0
| |m
0
|
[ y
x
0
, m
0
)) [ = [ y
, m
0
)) [ Re ( y
, m
0
))) = , where the second
inequality follows from Proposition 7.72. Hence, y
x
0
, m
0
)) = |y
x
0
| |m
0
| and y
x
0
is aligned with m
0
(ii) Note that |y
x
0
| = |y
x
0
| |m
0
| = y
x
0
, m
0
)) =
y
, m
0
)) = Re ( y
, m
0
)) ) . Hence, the result follows.
S X be a subspace. By Proposition 7.13, S is a normed linear space over
IK. Then, the following statement holds.
(i) S
is isometrically isomorphic to X
/S
.
(ii) If X is reexive and S is closed, then S is reexive.
Proof (i) Dene a mapping A : X
by A(x
), s)) = x
, s)),
x
and s S. x
, we will show that A(x
) S
. Clearly,
A(x
) is a linear functional on S. |A(x
) | := sup
sS,|s|1
[ A(x
), s))[ =
sup
sS,|s|1
[ x
, s)) [ sup
sS,|s|1
|x
| |s| |x
| < +. Hence,
A(x
) S
and A is well-dened.
x
1
, x
2
X
, , IK, s S, we have
A(x
1
+x
2
), s)) = x
1
+x
2
, s)) = x
1
, s)) + x
2
, s))
= A(x
1
), s)) + A(x
2
), s)) = A(x
1
) +A(x
2
), s))
Hence, A is a linear function. Since |Ax
| |x
|, x
, then
A B(X
, S
) with |A| 1.
By Proposition 7.68, ^ ( A) X
is a closed subspace. x
^ ( A),
we have Ax
=
S
. s S, 0 = Ax
, s)) = x
, s)). Hence, x
.
Therefore, ^ ( A) S
. On the other hand, x
, s S, we have
0 = x
, s)) = Ax
, s)). Then, Ax
=
S
. Hence, x
^ ( A). Thus,
S
^ (A). In conclusion, S
= ^ (A).
By Proposition 7.45, X
/S
is a Banach space. Let : X
/S
be the natural homomorphism. By Proposition 7.70, there exists A

D

B
_
X
/S
, S
_
such that A = A
D
, A
D
is injective, and |A
D
| = |A|
1.
s
, by the simple version of Hahn-Banach Theorem, there exists

x
such that x
[
S
= s
and |x
| = |s
|. s S, we have s
, s)) =
x
, s)) = Ax
, s)) = A
D
((x
)), s)) = A
D
([ x
]), s)). Hence, s
=
A
D
([ x
]). Then, A
D
is surjective. Thus, A
D
is bijective.
[ x
] X
/S
, |[ x
] | = inf
yS
|x
|, by Proposition 7.44. By
Proposition 7.99, we have
|[ x
] | = min
yS
|x
| = sup
sS, |s|1
Re ( x
, s)) )
= sup
sS, |s|1
Re ( Ax
, s)) ) = sup
sS, |s|1
Re ( A
D
((x
)), s)) )
= sup
sS, |s|1
Re ( A
D
[ x
] , s)) )
sup
sS, |s|1
[ Re ( A
D
[ x
] , s))) [ sup
sS, |s|1
[ A
D
[ x
] , s)) [
sup
sS, |s|1
|A
D
[ x
] | |s| |A
D
[ x
] | = |Ax
|
= inf
yA(A)
|A(x
) | = inf
yS
|A(x
) |
inf
yS
|A| |x
| |[ x
] |
where we have applied Proposition 7.72 in the third inequality and Propo-
sition 7.64 in the fth inequality. Therefore, we have |[ x
] | = |A
D
[ x
] |
and A
D
is an isometry. Thus, A
D
is an isometrical isomorphism between
X
/S
and S
. Hence, (i) is established.

(ii) Let X be reexive and S be a closed subspace. Let : S S
be the natural mapping. All we need to show is that (S) = S
. Fix
a s
. Dene a functional : X
IK by (x
) = s
, Ax
)),
x
. It is easy to show that is a linear functional on X
. x
with |x
| 1, we have [ (x
) [ = [ s
, Ax
) [ |s
| |Ax
|
|s
| |A| |x
| |s
| < +, where we have applied Propositions 7.72

and 7.64. Hence, X
.
Since X is reexive, then, by Remark 7.88 and Denition 7.89, x
0
X
such that (x
) = x
, x
0
)), x
. y
, we have y
, x
0
)) =
(y
) = s
, Ay
)) = s
,
S
)) = 0, where the third equality follows
from the fact that S
= ^ ( A). Hence, x
0

_
S
_
= S, by Propo-
sition 7.98. Hence, s
, x
such that Ax
= A
D
[ x
] = s
7.10. THE OPEN MAPPING THEOREM 197

since A
D
is an isometrical isomorphism. Then, we have s
, s
)) =
s
, Ax
)) = (x
) = x
, x
0
)) = Ax
, x
0
)) = s
, x
0
)). This im-
plies that s
= (x
0
) and (S) = S
. Hence, (ii) is established.

7.10 The Open Mapping Theorem
X
) and := (Y, O
Y
) be topological
spaces and A : A . A is called an open mapping if O
X
O
X
,
we have A(O
X
) O
Y
, that is the image of each open set is open.
Proposition 7.102 Let X be a normed linear space over the eld IK,
S, T X, and IK. Then, the following statements hold.
(i) S = S.
(ii) If ,= 0, then

S =
S.
(iii) If ,= 0, then ( S)
= S
.
(iv) S +T S +T.
(v) S
+T
(S +T)
.
Proof (i) We will distinguish three exhaustive and mutually exclusive
cases: Case 1: = 0 and S = ; Case 2: = 0 and S ,= ; Case 3: ,= 0.
Case 1: = 0 and S = . Then, S = and S = = S. Case 2: = 0
and S ,= . Then, S ,= and S = = S.
Case 3: ,= 0. x S, by Proposition 4.13, ( x
n
)
n=1
S such that
lim
nIN
x
n
= x. Note that
_
1
x
n
_
n=1
S and lim
nIN
1
x
n
=
1
x by
Propositions 3.66 and 7.23. By Proposition 4.13,
1
x S. Then, x S.
This shows that S S.
On the other hand, x S, then
1
x S. By Proposition 4.13,
( x
n
)
n=1
S such that lim
nIN
x
n
=
1
x. Note that ( x
n
)
n=1
S
and lim
nIN
x
n
= x by Propositions 3.66 and 7.23. By Proposition 4.13,
x S. Then, S S. Hence, S = S.
(ii) x

S if, and only if,
1
x

S if, and only if, x
S. Hence,
S =
S.
(iii) x ( S)
, (0, ) IR such that B ( x, ) S. Then,

B
_
1
x, / [ [
_
=
1
B ( x, ) S. Hence,
1
x S
. Then, x S
.
This shows that ( S)
.
On the other hand, x S
, we have
1
x S
. (0, ) IR
such that B
_
1
x,
_
S. Then, B ( x, [ [ ) = B
_
1
x,
_
S.
Hence, x ( S)
. This shows that S
( S)
. Hence, we have
( S)
= S
.
(iv) x S + T, s S and
t T such that x = s +

t. By Proposi-
tion 4.13, ( s
n
)
n=1
S and (t
n
)
n=1
T such that lim
nIN
s
n
= s and
lim
nIN
t
n
=

t. Then, ( s
n
+t
n
)
n=1
S+T and lim
nIN
(s
n
+t
n
) = s+
t = x,
by Propositions 7.23, 3.66, and 3.67. By Proposition 4.13, x S +T.
Hence, S +T S +T.
(v) x S
+T
, s
0
S
and t
0
T
such that x = s
0
+t
0
. Then,
r
s
, r
t
(0, ) IR such that B ( s
0
, r
s
) S and B ( t
0
, r
t
) T. Thus,
we have B (x, r
s
+r
t
) = B ( s
0
, r
s
) +B ( t
0
, r
t
) S + T and x (S +T)
.
Hence, S
+T
(S + T)
.
Theorem 7.103 (Open Mapping Theorem) Let X and Y be Banach
spaces over the eld IK and A B(X, Y) be surjective. Then, A is an open
mapping. Furthermore, if A is injective, then A
inv
B(Y, X).
Proof We need the following claim.
Claim 7.103.1 The image of the unit ball in X under A contains an
open ball centered at the origin in Y, that is (0, ) IR such that
B
Y
(
Y
, ) A(B
X
(
X
, 1)).
Proof of claim: Let S
n
:= B
X
(
X
, 2
n
), n Z
+
. Since A is
linear and surjective and
k=1
kS
1
= X, then, by Proposition 2.5, we have
Y =
k=1
A(kS
1
) =
k=1
kA(S
1
). Since Y is a complete metric space,
then, by Baire Category Theorem, Y is second category everywhere. Then,
Y is not of rst category, that is Y is not countable union of nowhere dense
sets. Then, by Proposition 7.102, A(S
1
) Y is not nowhere dense. Then,
A(S
1
) Y is not nowhere dense. By Proposition 3.40, y Y and

Y
_
y,
_
A(S
1
). Then, we have B
Y
_
Y
,
_
=
B
Y
_
y,
_
y A(S
1
) A(S
1
). Note that, by Proposition 7.102 and the
linearity of A, A(S
1
) = A(S
1
) = A(S
1
) = A(S
1
). Then, again by
Proposition 7.102 and the linearity of A, B
Y
_
Y
,
_
A(S
1
) + A(S
1
)
A(S
1
) +A(S
1
) = A(S
1
+S
1
) = A(S
0
). Thus, A(S
0
) Y contains a ball
center at the origin with radius

. By Proposition 7.102 and linearity of A,
B
Y
_
Y
, 2
n
_
= 2
n
B
Y
_
Y
,
_
2
n
A(S
0
) = A(2
n
S
0
) = A(S
n
) Y,
n Z
+
.
Now, we proceed to show that B
Y
_
Y
,
/2
_
A(S
0
). Fix an arbi-
trary vector y B
Y
_
Y
,
/2
_
. Then, y A(S
1
) and x
1
S
1
, such that
|y Ax
1
| < 2
2
. This implies that y Ax
1
B
Y
_
Y
, 2
2
_
A(S
2
).
Recursively, n IN with n 2, y

n1
k=1
Ax
k
A(S
n
). Then,
x
n
S
n
such that |y

n
k=1
Ax
k
| < 2
n1
. This implies that

y

n
k=1
Ax
k
B
Y
_
Y
, 2
n1
_
A(S
n+1
). Since x
n
S
n
and
|x
n
| < 2
n
, n IN, then
k=1
|x
n
| < 1. By Proposition 7.27,
we have
k=1
x
n
= x Y. It is easy to show that x S
0
. Then,
y = lim
nIN
n
k=1
Ax
k
= lim
nIN
A(
n
k=1
x
k
) = Ax, where we have ap-
plied Proposition 3.66. Thus, y A(S
0
) and B
Y
_
Y
,
/2
_
A(S
0
).
7.10. THE OPEN MAPPING THEOREM 199
Fix any open set O X and any y A(O). Let x O be such that
Ax = y. Then, there exists r (0, ) IR such that B
X
( x, r ) O. By
Claim 7.103.1, (0, ) IR such that B
Y
(
Y
, ) A(B
X
(
X
, r )).
By the linearity of A, we have B
Y
(y, ) = y + B
Y
(
Y
, ) Ax +
A(B
X
(
X
, r )) = A(B
X
( x, r )) A(O). By the arbitrariness of y, A(O) Y
is open.
If, in addition, A is injective, then A is bijective and A
inv
exists. Since
A is open mapping, then A
inv
is continuous. It is obvious that A
inv
: Y X
is linear since A is linear. Therefore, A
inv
B(Y, X).
Proposition 7.104 Let A be a vector space over IK and | |
1
and | |
2
be
two norms on A such that X
1
:= (A, IK, | |
1
) and X
2
:= (A, IK, | |
2
) are
Banach spaces. If M [0, ) IR such that |x|
2
M|x|
1
, x A.
Then, the two norms are equivalent.
Proof Consider the mapping A := id
: X
1
X
2
. Clearly A is
a linear bijective function. By the assumption of the proposition, A
B(X
1
, X
2
). By Open Mapping Theorem, A
inv
B(X
2
, X
1
). Then,

M
[0, ) IR such that |x|
1
= |Ax|
1

M|x|
2
, x A. Now, take
K = max
_
M,

M
_
+ 1 (0, ) IR. Then, we have |x|
1
/K |x|
2

K|x|
1
, x A. Hence, the two norms are equivalent. This completes the
Theorem 7.105 (Closed Graph Theorem) Let X := (A, IK, | |) and
Y be Banach spaces over the eld IK and A : X Y be a linear operator.
Assume that A satises that ( x
n
)
n=1
X with lim
nIN
x
n
= x
0
X and
lim
nIN
Ax
n
= y
0
Y, we have y
0
= Ax
0
. Then, A B(X, Y).
Proof Dene a functional | |
1
: A IR by |x|
1
:= |x| + |Ax|,
x X. It is easy to show that | |
1
denes a norm on A. Let X
1
:=
(A, IK, ||
1
) be the normed linear space. We will show that X
1
is complete.
Fix any Cauchy sequence ( x
n
)
n=1
X
1
. It is easy to see that ( x
n
)
n=1
X
is a Cauchy sequence; and that ( Ax
n
)
n=1
Y is a Cauchy sequence. By
the completeness of X and Y, there exists x
0
X and y
0
Y such that
lim
nIN
|x
n
x
0
| = 0 and lim
nIN
|Ax
n
y
0
| = 0. By the assumption of
the theorem, we have y
0
= Ax
0
. Hence, we have lim
nIN
|x
n
x
0
|
1
= 0.
Then, lim
nIN
x
n
= x
0
in X
1
. Thus, X
1
is a Banach space. Clearly, x A,
we have |x| |x|
1
. By Proposition 7.104, | | and | |
1
are equivalent.
Then, M [0, ) IR such that |x|
1
M|x|, x A. Then, we have
|Ax| M|x|, x A. Hence, A B(X, Y). This completes the proof
of the theorem. 2
Recall that the graph of a function f : X Y is the set (x, y)
X Y [ x X, y = f(x) . Then, we have the following alternative
statement of the Closed Graph Theorem.
Theorem 7.106 (Closed Graph Theorem) Let X and Y be Banach
spaces over the eld IK and A : X Y be a linear operator. Then,
A B(X, Y) if, and only if, the graph of A is a closed set in X Y.
Proof Suciency Let the graph of A be graph( A). Fix any se-
quence (x
n
)
n=1
X with lim
nIN
x
n
= x
0
X and lim
nIN
Ax
n
= y
0
Y.
Note that ( (x
n
, Ax
n
) )
n=1
graph( A) X Y and lim
nIN
(x
n
, Ax
n
) =
(x
0
, y
0
), by Proposition 3.67. Then, by Proposition 4.13, we have (x
0
, y
0
)
graph(A) = graph(A), where the equality follows from Proposition 3.3.
Hence, we have y
0
= Ax
0
. By the Closed Graph Theorem, Theorem 7.105,
we have A B( X, Y).
Necessity (x
0
, y
0
) graph( A), by Proposition 4.13, there exists
( (x
n
, Ax
n
) )
n=1
graph( A) such that lim
nIN
(x
n
, Ax
n
) = (x
0
, y
0
). By
nIN
x
n
= x
0
and lim
nIN
Ax
n
= y
0
. By
Proposition 3.66, we have y
0
= lim
nIN
Ax
n
= Ax
0
. Hence, (x
0
, y
0
)
graph(A). By Proposition 3.3, graph(A) is closed in X Y.
Proposition 7.107 Let X be a Banach space over the eld IK, Y be a
normed linear space over the same eld, and T B(X, Y). Assume that
x X, M
x
[0, ) IR such that |Tx| M
x
, T T. Then,
M [0, ) IR, such that |T | M, T T.
Proof By Baire Category Theorem, X is second category everywhere.
T T, let f : X IR be given by f(x) = |Tx|, x X. By Propo-
sitions 7.21 and 3.12, f is a continuous real-valued function. By Uniform
Boundedness Principle, there exist an open set O X with O ,= and
M [0, ) IR such that |Tx|

M, T T, x O. Since O is
nonempty and open, then B
X
( x
0
, r ) O for some x
0
X and some
r (0, ) IR. x X with |x| < r, x + x
0
B
X
( x
0
, r ) O and
T T, we have
|Tx| = |T(x +x
0
) Tx
0
| |T(x +x
0
) | +|Tx
0
|

M +M
x0
Hence, T T, we have, (0, r) IR,
|T | = sup
xX, |x|1
|Tx| = sup
xX, |x|1
(r )
1
|T((r )x) |
M +M
x0
r
By the arbitrariness of , we have |T | (

M +M
x0
)/r =: M < +. This
Proposition 7.108 Let X be a Banach space over the eld IK, Y be a
normed linear space over the same eld, and ( T
n
)
n=1
B( X, Y). Assume
that x X, lim
nIN
T
n
x = T(x) Y. Then, T B(X, Y).
7.11. THE ADJOINTS OF LINEAR OPERATORS 201
Proof x
1
, x
2
X, , IK, we have
T(x
1
+x
2
) = lim
nIN
T
n
(x
1
+x
2
) = lim
nIN
(T
n
x
1
+T
n
x
2
) = Tx
1
+Tx
2
by Propositions 7.23 and 3.66. Hence, T is linear. x X, by Proposi-
tions 7.21 and 3.66, lim
nIN
|T
n
x| = |Tx| < +. Then, M
x
[0, )
IR such that |T
n
x| M
x
, n IN. By Proposition 7.107, M [0, )
IR such that |T
n
| M, n IN. x X with |x| 1, by Proposi-
tion 7.64, |Tx| = lim
nIN
|T
n
x| limsup
nIN
|T
n
| |x| M < +.
Hence, |T | M < +. Therefore, T B(X, Y). This completes the
7.11 The Adjoints of Linear Operators
and A B(X, Y). The adjoint operator of A is A
: Y
dened by
A
(y
), x)) = y
, Ax)) ; x X, y
Then, A
B(Y
, X
) with |A
| = |A|.
Proof First, we will show that A
is well dened. y
, x X.
y
, Ax)) IK. Hence, f : X IK dened by f(x) = y
, Ax)), x X,
is a functional on X. By the linearity of A and y
, f is a linear functional.
x X, we have, by Proposition 7.64
[ f(x) [ |y
| |Ax| |y
| |A| |x|
Hence, f is a bounded linear functional with |f | |A| |y
|. The above
shows that A
(y
) = f X
. Hence, A
is well-dened.
It is straightforward to show that A
is a linear operator. By the fact

that |A
| = |f | |A| |y
|, y
, we have A
B(Y
, X
) and
|A
| |A|.
On the other hand, x X, we have either Ax =
Y
, then |Ax| = 0
|A
| |x|; or Ax ,=
Y
, then, by Proposition 7.85, y
with |y
| = 1
such that |Ax| = y
, Ax)), which implies that |Ax| = A
, x))
|A
| |x| |A
| |y
| |x| = |A
| |x|. Hence, we must have |Ax|

|A
| |x|. This implies that |A| |A
|.
Then, |A| = |A
|. This completes the proof of the proposition. 2

Proposition 7.110 Let X, Y, and Z be normed linear spaces over the eld
IK. Then, the following statements hold.
(i) id
X
= id
X
.
(ii) If A
1
, A
2
B( X, Y), then (A
1
+A
2
)
= A
1
+A
2
.
(iii) If A B( X, Y) and IK, then (A)
= A
.
(iv) If A
1
B(X, Y) and A
2
B(Y, Z), then (A
2
A
1
)
= A
1
A
2
.
(v) If A B( X, Y) and A has a bounded inverse, then (A
1
)
= (A
)
1
.
Proof (i) x
, x X, id
X
x
, x)) = x
, id
X
x)) = x
, x)) =
id
X
x
, x)). Hence, the result follows.

(ii) y
, x X, we have (A
1
+A
2
)
, x)) = y
, (A
1
+A
2
)x)) =
y
, A
1
x))+ y
, A
2
x)) = A
1
y
, x))+ A
2
y
, x)) = A
1
y
+A
2
y
, x)) =
(A
1
+A
2
)y
, x)). Hence, the result follows.

(iii) y
, x X, we have (A)
, x)) = y
, (A)x)) =
y
, Ax)) = A
, x)) = (A
), x)) = (A
)y
, x)). Hence,
the result follows.
(iv) z
, x X, we have (A
2
A
1
)
, x)) = z
, (A
2
A
1
)x)) =
z
, A
2
(A
1
x) )) = A
2
z
, A
1
x)) = A
1
(A
2
z
), x)) = (A
1
A
2
)z
, x)).
Hence, the result follows.
(v) By (i) and (iv), we have (A
1
)
= (AA
1
)
= id
Y
= id
Y
and
A
(A
1
)
= (A
1
A)
= id
X
= id
X
. By Proposition 2.4, we have (A
1
)
=
(A
)
1
.
A B(X, Y),
X
: X X
and
Y
: Y Y
be the natural mappings on

X and Y, respectively, and A
: X
be the adjoint of the adjoint of

A. Then, we have A

X
=
Y
A.
Proof x X, y
, we have
A
(
X
(x)), y
)) =
X
(x), A
)) = A
, x)) = y
, Ax))
=
Y
(Ax), y
))
Hence, the desired result follows. This completes the proof of the proposi-
tion. 2
By Proposition 7.111 and Remark 7.88, A, B B( X, Y), we have
A
= B
if, and only if, A = B.

and A B(X, Y). Then,
( 1( A) )
= ^ ( A
) ;

( 1( A
) ) = ^ ( A)
Proof Fix a vector y
^ ( A
). y 1( A), x X such that

y = Ax. Then, y
, y )) = y
, Ax)) = A
, x)) =
X
, x)) = 0.
Hence, y
( 1( A))
. This shows that ^ ( A
) (1( A) )
.
On the other hand, x a vector y
( 1( A) )
. x X, we have
A
, x)) = y
, Ax)) = 0. Hence, we have A
=
X
. This shows that
( 1( A))
^ (A
).
7.11. THE ADJOINTS OF LINEAR OPERATORS 203
Hence, we have ( 1( A))
= ^ (A
).
Fix a vector x ^ ( A). x
1( A
), y
such that x
= A
.
Then, x
, x)) = y
, Ax)) = y
,
Y
)) = 0. Hence, x

( 1( A
) ).
This shows that ^ ( A)
( 1( A
) ).
On the other hand, x a vector x

( 1( A
) ). y
, we have
0 = A
, x)) = y
, Ax)). Hence, by Proposition 7.85, we have Ax =

Y
and x ^ (A). This shows that

( 1( A
)) ^ (A).
Hence, we have

(1( A
) ) = ^ ( A). This completes the proof of the

proposition. 2
The dual version of the above proposition is deeper, which requires both
Open Mapping Theorem and Hahn-Banach Theorem. Towards this end,
we need the following result.
Proposition 7.113 Let X and Y be Banach spaces over the eld IK and
A B(X, Y). Assume that 1( A) Y is closed. Then, there exists K
[0, ) IR such that, y 1( A), there exists x X such that y = Ax
and |x| K|y |.
Proof Since A is continuous, then ^ ( A) X is closed. By Propo-
sition 7.45, X/^ ( A) is a Banach space. Let : X X/^ ( A) be the
natural homomorphism, which is a bounded linear function by Proposi-
tion 7.69. By Proposition 7.70, there exists a bounded linear function
A
D
: X/^ ( A) 1( A) such that A = A
D
, |A| = |A
D
| and A
D
is injective. By Proposition 4.39, 1( A) is complete. Then, by Propo-
sition 7.13, 1( A) is a Banach space. The mapping A
D
is surjective
to 1( A). Hence, A
D
: X/^ ( A) 1( A) is a bijective bounded lin-
ear operator. By Open Mapping Theorem, A
1
D
B(1( A) , X/^ ( A) ).
y 1( A), Let [ x] := A
1
D
y X/^ (A). Then, by Proposition 7.64,
|[ x] |
_
_
A
1
D
_
_
|y |. We will distinguish two exhaustive and mutu-
ally exclusive cases: Case 1: |[ x] | = 0; Case 2: |[ x] | > 0. Case 1:
|[ x] | = 0. Then, [ x] = [
X
]. Take x =
X
, we have y = A
D
[ x] =
Ax =
Y
and |x| = 0 = 2
_
_
A
1
D
_
_
|y |. Case 2: |[ x] | > 0. Note that
|[ x] | = inf
x[x]
|x|. Then, x [ x] such that |x| 2 |[ x] |. Then,
y = A
D
[ x] = Ax and |x| 2 |[ x] | 2
_
_
A
1
D
_
_
|y |. Hence, the desired
result holds in both cases with K = 2
_
_
A
1
D
_
_
. This completes the proof of
the proposition. 2
and A B(X, Y). Assume that 1( A) is closed in Y. Then,
1( A) =

(^ (A
))
If, in addition, X and Y are Banach spaces, then
1( A
) = ( ^ ( A) )

Proof Fix y 1( A). Then x X such that y = Ax. y

^ ( A
), we have y
, y )) = A
, x)) =
X
, x)) = 0. Hence, we have
y
( ^ (A
)) and 1( A)
( ^ ( A
) ).
On the other hand, x y

( ^ ( A
) ). By Proposition 7.97, :=
inf
k7(A)
|y k| = max
y
7(A)
, |y|1
Re ( y
, y ))), where the max-

imum is achieved at some y
0
( 1( A) )
with |y
0
| 1. By Proposi-
tion 7.112, we have ( 1( A))
= ^ (A
) y
0
. Then, = Re ( y
0
, y )) ) =
0. By Proposition 4.10, y 1(A) since 1( A) Y is closed. This shows
that

( ^ ( A
) ) 1( A).
Hence, we have 1( A) =

( ^ ( A
) ).
Let X and Y be Banach spaces. Fix an x
1( A
), then y
such that x
= A
. x ^ ( A), we have x
, x)) = A
, x)) =
y
, Ax)) = y
,
Y
)) = 0. Then, x
( ^ ( A))
. This shows that

1( A
) ( ^ ( A))
.
On the other hand, x an x
( ^ (A) )
. Let K [0, ) IR
be the constant described in Proposition 7.113. y 1( A), x X
with Ax = y, x
, x)) assumes a constant value that is dependent on y

only. So, we may dene a functional f : 1( A) IK by f(y) = x
, x)),
y 1( A) and x X with Ax = y. Clearly, f is a linear functional.
By Proposition 7.113, x
0
X with Ax
0
= y, such that |x
0
| K|y |.
Then, by Proposition 7.64, [ f(y) [ |x
| |x| |x
| K|y |. Hence,
|f |
7(A)
:= sup
y7(A), |y|1
[ f(y) [ K|x
| < +. By the simple

version of Hahn-Banach Theorem 7.83, y
such that y
[
7(A)
= f
and |y
| = |f |
7(A)
. x X, we have
A
, x)) = y
, Ax)) = f(Ax) = x
, x))
This implies that A
= x
1( A
). Hence, we have (^ (A) )
1( A
).
Therefore, we have 1( A
) = ( ^ ( A) )

the proposition. 2
7.12 Weak Topology
Denition 7.115 Let X be a normed linear space over the eld IK. The
weak topology on X, denoted by O
weak
(X)
X
2, is the weak topology
generated by X
, that is the weakest topology on X such that x
: X IK,
x
, are continuous.
For a normed linear space X, let O
X
be the natural topology induced by
the norm on X. Then, O
weak
( X) O
X
. We usually call the topology O
X
the strong topology. A set S X is weakly open, that is S O
weak
( X),
7.12. WEAK TOPOLOGY 205
then S is strongly open, that is S O
X
, and if S is weakly closed, then it
is strongly closed, but not conversely. We will denote the topological space
( X, O
weak
( X)) by X
weak
.
Proposition 7.116 Let X be a normed linear space over the eld IK. Then,
(i) A basis for O
weak
( X) consists of all sets of the form
x X [ x
i
, x)) O
i
, i = 1, . . . , n (7.8)
where n IN, O
i
O
IK
and x
i
X
, i = 1, . . . , n, and O
IK
is the
natural topology on IK. A basis at x
0
X for O
weak
( X) consists of
all sets of the form
x X [ [ x
i
, x x
0
)) [ < , i = 1, . . . , n (7.9)
where (0, ) IR, n IN, and x
i
X
, i = 1, . . . , n.
(ii) X
weak
is completely regular ( T
3
1
2
).
(iii) For a sequence (x
k
)
k=1
X
weak
, x
0
X is the limit point of the
sequence in the weak topology if, and only if, lim
kIN
x
, x
k
)) =
x
, x
0
)), x
. In this case, we will write lim

kIN
x
k
=
x
0
weakly and say that ( x
k
)
k=1
converges weakly to x
0
.
Proof (i) By Denition 7.115, O
weak
( X) is the topology generated
by sets of the form (7.8). We will show that these sets form a basis for
the topology by Proposition 3.18. Take B = x X [
, x)) IK,
which is of the form (7.8) and B = X. x X, we have x B. For any
B
1
, B
2
X, which are of the form (7.8), clearly, B
1
B
2
is again of the
form (7.8). Hence, Proposition 3.18 applies and the sets of the form (7.8)
form a basis for O
weak
(X).
Let B X be any set of the form (7.9). Clearly, x
0
B O
weak
( X).
O O
weak
( X) with x
0
O, by Denition 3.17, there exists a basis open
set B
1
:= x X [ x
i
, x)) O
i
, i = 1, . . . , n, for some n IN and
some x
i
X
and O
i
O
IK
, i = 1, . . . , n, such that x
0
B
1
O. For
each i = 1, . . . , n, c
i
:= x
i
, x
0
)) O
i
O
IK
. Then,
i
(0, ) IR
such that B
IK
( c
i
,
i
) O
i
. Take = min
1in
i
(0, ) IR and
B
2
:= x X [ [ x
i
, x x
0
))[ < , i = 1, . . . , n. Clearly, B
2
is of the
form (7.9) and x
0
B
2
B
1
O. Hence, sets of the form (7.9) form a
basis at x
0
for O
weak
( X). Thus, (i) holds.
(ii) x
1
, x
2
X with x
1
,= x
2
, we have x
1
x
2
,= . By Proposition 7.85,
x
with |x
| = 1 such that x
, x
1
x
2
)) = |x
1
x
2
| > 0. Let
O
1
:= a IK [ Re (a) > Re ( x
, x
2
)) ) + |x
1
x
2
| /2 and O
2
:=
a IK [ Re ( a) < Re ( x
, x
2
)) ) + |x
1
x
2
| /2. Then, O
1
, O
2
O
IK
and O
1
O
2
= . Let B
1
:= x X [ x
, x)) O
1
and B
2
:= x
X [ x
, x)) O
2
. Then, B
1
, B
2
O
weak
( X), x
1
B
1
, x
2
B
2
, and
B
1
B
2
= . This shows that X
weak
is Hausdor.
Next, we show that X
weak
is completely regular. Fix any weakly
closed set F X
weak
and x
0

F O
weak
(X). Then, there exists
a basis open set B = x X [ x
i
, x)) O
i
, i = 1, . . . , n, for
some n IN and some x
i
X
and O
i
O
IK
, i = 1, . . . , n, such
that x
0
B

F. Let O :=
n
i=1
O
i
IK
n
which is open. Let
p
0
:= ( x
1
, x
0
)) , . . . , x
n
, x
0
)) ) IK
n
. Then, p
0
O. By Propo-
sitions 4.11 and 3.61, IK
n
is normal and therefore completely regular.
Then, there exists a continuous function f : IK
n
[0, 1] IR such
that f[
e
O
= 0 and f(p
0
) = 1. Dene g : X
weak
[0, 1] IR by
g(x) = f(x
1
, x)) , . . . , x
n
, x))), x X
weak
3.32, g is a continuous real-valued function on X
weak
, g(x
0
) = f(p
0
) = 1,
and g[
F
= 0. Hence, X
weak
is completely regular. Thus, (ii) holds.
(iii) Only if x
, x
: X IK is weakly continuous. By Propo-

sition 3.66, we have lim
kIN
x
, x
k
)) = x
, x
0
)).
If Let ( x
k
)
k=1
satisfy that lim
kIN
x
, x
k
)) = x
, x
0
)), x
.
For any basis open set B = x X [ x
i
, x)) O
i
, i = 1, . . . , n, for
i
X
and O
i
O
IK
, i = 1, . . . , n, with x
0
B,
we have that i = 1, . . . , n, N
i
IN such that x
i
, x
k
)) O
i
, k N
i
.
Take N = max
1in
N
i
IN. k N, x
k
B. This shows that ( x
k
)
k=1
converges weakly to x
0
. Hence, (iii) holds.
X
weak
be the topological space of X endowed with the weak topology. Then,
vector addition : X
weak
X
weak
X
weak
is continuous; and scalar mul-
tiplication : IK X
weak
X
weak
is continuous.
Proof Fix (x
0
, y
0
) X
weak
X
weak
. We will show that is continuous
at (x
0
, y
0
). Fix a basis open set B O
weak
( X) with x
0
+y
0
B. Then, by
Proposition 7.116, B = z X [ [ x
i
, zx
0
y
0
)) [ < , i = 1, . . . , n, for
some n IN, for some (0, ) IR, and for some x
i
X
, i = 1, . . . , n.
Let B
1
:= x X [ [ x
i
, x x
0
)) [ < /2, i = 1, . . . , n and B
2
:= y
X [ [ x
i
, y y
0
)) [ < /2, i = 1, . . . , n. Clearly, B
1
, B
2
O
weak
( X),
B
1
B
2
O
X
weak
X
weak
, and (x
0
, y
0
) B
1
B
2
. (x, y) B
1
B
2
, i =
1, . . . , n, [ x
i
, x+y x
0
y
0
)) [ [ x
i
, xx
0
)) [ +[ x
i
, y y
0
))[ < .
Hence, x + y B. This shows that is continuous at (x
0
, y
0
). By the
arbitrariness of (x
0
, y
0
) and Proposition 3.9, is continuous.
Fix (
0
, x
0
) IKX
weak
. We will show that is continuous at (
0
, x
0
).
Fix a basis open set B O
weak
( X) with
0
x
0
B. Then, by Proposi-
tion 7.116, B = z X [ [ x
i
, z
0
x
0
)) [ < , i = 1, . . . , n, for some
n IN, for some (0, ) IR, and for some x
i
X
, i = 1, . . . , n. Let
M := max
1in
|x
i
| [0, ) IR. Let B
1
:= IK [ [
0
[ <
+2M|x0|
and B
2
:= x X [ [ x
i
, x x
0
)) [ <

2 (1+]0])
, i = 1, . . . , n.
Clearly, B
1
O
IK
and B
2
O
weak
( X), B
1
B
2
O
IKX
weak
, and
(
0
, x
0
) B
1
B
2
. (, x) B
1
B
2
, i = 1, . . . , n, [ x
i
, x
0
x
0
))[
[ x
i
, x x
0
)) [ + [ x
i
, x
0

0
x
0
)) [ = [ [ [ x
i
, x x
0
)) [ + [
0
[ [ x
i
, x
0
)) [ ([
0
[+[
0
[) [ x
i
, xx
0
)) [+[
0
[ |x
i
| |x
0
|
([
0
[ + 1) [ x
i
, x x
0
)) [ + [
0
[ M|x
0
| < . Hence, x B. This
shows that is continuous at (
0
, x
0
). By the arbitrariness of (
0
, x
0
) and
Proposition 3.9, is continuous.
the eld IK, O
X
be the strong topology on X, and O
weak
( X) be the weak
topology on X. Then, O
X
= O
weak
( X).
Proof Clearly, O
weak
(X) O
X
. Fix any basis open set O =
B
X
( x
0
, r ) O
X
with x
0
X and r (0, ) IR. We will show that
O O
weak
( X). Let n Z
+
be the dimension of X. We will distinguish
two exhaustive and mutually exclusive cases: Case 1: n = 0; Case 2: n IN.
Case 1: n = 0. Then, X is a singleton set. O = X O
weak
(X). This case
is proved.
Case 2: n IN. Let e
1
, . . . , e
n
X be a basis of X with |e
i
| = 1,
i = 1, . . . , n. i = 1, . . . , n, let f
i
: X IK be dened by f
i
(x) =
i
,
x =
n
j=1
j
e
j
X. Clearly, f
i
is well-dened and is a linear functional.
By Proposition 7.67, f
i
is continuous. Denote f
i
by e
i
X
. x
1
O, let
= (r |x
1
x
0
|)/n (0, ) IR. Let B := x X [ [ e
i
, xx
1
))[ <
, i = 1, . . . , n. By Proposition 7.116, B O
weak
( X). x B, let
x x
1
=
n
j=1
j
e
j
. Then, i = 1, . . . , n, [
i
[ = [ e
i
, x x
1
)) [ < .
Thus, |x x
1
|

n
j=1
[
j
[ |e
j
| < n = r |x
1
x
0
|. Then, we have
|x x
0
| |x x
1
| + |x
1
x
0
| < r and x O. Hence, x
1
B O.
Therefore, O O
weak
( X).
In both cases, we have shown that O O
weak
( X). Then, O
X

O
weak
( X). Hence, O
X
= O
weak
( X). This completes the proof of the
proposition. 2
Given a normed linear space X, its dual X
is a Banach space. On X
,
we can also talk about the notion of weak topology. The weak topology
of X
is the weakest topology on X
such that all of the functional in

X
are continuous. This topology turns out to be less useful than the
weak topology for X
generated by X (or more precisely by (X), where

: X X
is the natural mapping). This leads us to the following

denition.
Denition 7.119 Let X be a normed linear space over the eld IK, X
be
its dual, and : X X
be the natural mapping. The weak
topology on
X
, denoted by O
weak
(X
)
X
2, is the weak topology generated by (X),

that is the weakest topology on X
such that (x) : X
IK, x X, are
continuous.
For a normed linear space X, let O
X
be the natural topology induced by
the norm on X
. Then, O
weak
( X
) O
weak
( X
) O
X
. Therefore, the
weak
topology is weaker than the weak topology on X
, which is further
weaker than the strong topology on X
, O
X
. Clearly, if X is reexive,
then the weak topology and the weak
topology coincide. We will denote

the topological space ( X
, O
weak
( X
) ) by X
weak
. We have the following
two basic results for the weak
topology, which are counterpart results for

Propositions 7.116 and 7.117.
: X X
be the natural mapping. Then, the following statements hold.

(i) A basis for O
weak
( X
) consists of all sets of the form

x
[ x
, x
i
)) = (x
i
), x
)) O
i
, i = 1, . . . , n (7.10)
where n IN, O
i
O
IK
and x
i
X, i = 1, . . . , n, and O
IK
is the
natural topology on IK. A basis at x
0
X
for O
weak
(X
) consists
of all sets of the form
x
[ [ x
x
0
, x
i
))[ = [ (x
i
), x
x
0
)) [ < , i = 1, . . . , n
(7.11)
where (0, ) IR, n IN, and x
i
X, i = 1, . . . , n.
(ii) X
weak
is completely regular ( T
3
1
2
).
(iii) For a sequence ( x
k
)
k=1
X
weak
, x
0
X
is the limit point of

the sequence in the weak
topology if, and only if, lim

kIN
x
k
, x)) =
x
0
, x)), x X. In this case, we will write lim
kIN
x
k
= x
0
weak
and say that ( x

k
)
k=1
converges weak
to x
0
.
Proof (i) By Denition 7.119, O
weak
( X
) is the topology generated

by sets of the form (7.10). We will show that these sets form a basis for
the topology by Proposition 3.18. Take B = x
[ x
, )) IK,
which is of the form (7.10) and B = X
. x
, we have x
B. For
any B
1
, B
2
X
, which are of the form (7.10), clearly, B

1
B
2
is again of
the form (7.10). Hence, Proposition 3.18 applies and the sets of the form
(7.10) form a basis for O
weak
( X
).
Let B X
be any set of the form (7.11). Clearly, x

0
B
O
weak
( X
). O O
weak
( X
) with x
0
O, by Denition 3.17, there
exists a basis open set B
1
:= x
[ x
, x
i
)) O
i
, i = 1, . . . , n,
for some n IN and some x
i
X and O
i
O
IK
, i = 1, . . . , n, such that
x
0
B
1
O. For each i = 1, . . . , n, c
i
:= x
0
, x
i
)) O
i
O
IK
. Then,
i
IK
(c
i
,
i
) O
i
. Take = min
1in
i

(0, ) IR and B
2
:= x
[ [ x
x
0
, x
i
)) [ < , i = 1, . . . , n.
Clearly, B
2
is of the form (7.11) and x
0
B
2
B
1
O. Hence, sets of
the form (7.11) form a basis at x
0
for O
weak
( X
). Thus, (i) holds.

(ii) x
1
, x
2
X
with x
1
,= x
2
, we have x
1
x
2
,=
. By
Lemma 7.75, x X with |x| 1 such that x
1
x
2
, x)) IR and
x
1
x
2
, x)) |x
1
x
2
| /2 > 0. Let O
1
:= a IK [ Re (a) >
Re ( x
2
, x)) ) + |x
1
x
2
| /4 and O
2
:= a IK [ Re ( a) <
Re ( x
2
, x)) )+|x
1
x
2
| /4. Then, O
1
, O
2
O
IK
and O
1
O
2
= . Let
B
1
:= x
[ x
, x)) O
1
and B
2
:= x
[ x
, x)) O
2
.
Then, B
1
, B
2
O
weak
(X
), x
1
B
1
, x
2
B
2
, and B
1
B
2
= . This
shows that X
weak
is Hausdor.
Next, we show that X
weak
is completely regular. Fix any weak
closed
set F X
weak
and x
0

F O
weak
( X
). Then, there exists a basis open

set B = x
[ x
, x
i
)) O
i
, i = 1, . . . , n, for some n IN and
some x
i
X and O
i
O
IK
, i = 1, . . . , n, such that x
0
B

F. Let O :=
n
i=1
O
i
IK
n
which is open. Let p
0
:= ( x
0
, x
1
)) , . . . , x
0
, x
n
)) )
IK
n
. Then, p
0
O. By Propositions 4.11 and 3.61, IK
n
is normal and
therefore completely regular. Then, there exists a continuous function f :
IK
n
[0, 1] IR such that f[
e
O
= 0 and f(p
0
) = 1. Dene g : X
weak

[0, 1] IR by g(x
) = f( x
, x
1
)) , . . . , x
, x
n
))), x
weak
. By
Propositions 3.12 and 3.32, g is a continuous real-valued function on X
weak
,
g(x
0
) = f(p
0
) = 1, and g[
F
= 0. Hence, X
weak
is completely regular.
Thus, (ii) holds.
(iii) Only if x X, (x) : X
IK is weak
continuous. By
kIN
x
k
, x)) = lim
kIN
(x), x
k
)) =
(x), x
0
)) = x
0
, x)).
If Let ( x
k
)
k=1
satisfy that lim
kIN
x
k
, x)) = x
0
, x)), x X.
For any basis open set B = x
[ x
, x
i
)) O
i
, i = 1, . . . , n, for
i
X and O
i
O
IK
, i = 1, . . . , n, with x
0
B,
we have that i = 1, . . . , n, N
i
IN such that x
k
, x
i
)) O
i
, k N
i
.
Take N = max
1in
N
i
IN. k N, x
k
B. This shows that ( x
k
)
k=1
converges weak
to x
0
. Hence, (iii) holds.
X
weak
be the topological space of X
endowed with the weak
topology.
Then, vector addition : X
weak
X
weak
X
weak
is continuous; and
scalar multiplication : IK X
weak
X
weak
is continuous.
Proof Fix (x
0
, y
0
) X
weak
X
weak
. We will show that is
continuous at (x
0
, y
0
weak
( X
) with x
0
+
y
0
B. Then, by Proposition 7.120, B = z
[ [ z
x
0

y
0
, x
i
)) [ < , i = 1, . . . , n, for some n IN, for some (0, ) IR, and
for some x
i
X, i = 1, . . . , n. Let B
1
:= x
[ [ x
x
0
, x
i
))[ <
/2, i = 1, . . . , n and B
2
:= y
[ [ y
y
0
, x
i
)) [ < /2, i =
1, . . . , n. Clearly, B
1
, B
2
O
weak
( X
), B
1
B
2
O
X
weak
weak
, and
(x
0
, y
0
) B
1
B
2
. (x
, y
) B
1
B
2
, i = 1, . . . , n, [ x
+y
x
0
y
0
, x
i
)) [ [ x
x
0
, x
i
)) [ + [ y
y
0
, x
i
)) [ < . Hence, x
+ y

B. This shows that is continuous at (x
0
, y
0
). By the arbitrariness of
(x
0
, y
0
Fix (
0
, x
0
) IK X
weak
. We will show that is continuous at
(
0
, x
0
weak
( X
) with
0
x
0
B. Then, by
Proposition 7.120, B = z
[ [ z

0
x
0
, x
i
)) [ < , i = 1, . . . , n,
for some n IN, for some (0, ) IR, and for some x
i
X, i = 1, . . . , n.
Let M := max
1in
|x
i
| [0, ) IR. Let B
1
:= IK [ [
0
[ <
+2M|x0|
and B
2
:= x
[ [ x
x
0
, x
i
)) [ <

2 (1+]0])
, i =
1, . . . , n. Clearly, B
1
O
IK
and B
2
O
weak
( X
), B
1
B
2
O
IKX
weak
,
and (
0
, x
0
) B
1
B
2
. (, x
) B
1
B
2
, i = 1, . . . , n, [ x
0
x
0
, x
i
)) [ [ x
x
0
, x
i
)) [ + [ x
0

0
x
0
, x
i
)) [ = [ [ [ x
x
0
, x
i
))[ + [
0
[ [ x
0
, x
i
)) [ ([
0
[ + [
0
[) [ x
x
0
, x
i
)) [ +
[
0
[ |x
0
| |x
i
| ([
0
[ +1) [ x
x
0
, x
i
)) [ +[
0
[ M|x
0
| < .
Hence, x
B. This shows that is continuous at (

0
, x
0
). By the
arbitrariness of (
0
, x
0
The importance of the weak
topology stems from the following Theo-

rem.
Theorem 7.122 (Alaoglu Theorem) Let X be a normed linear space
over the eld IK and S = B
X
(
, r ), for some r Z
+
. Then, S is
weak
compact.
Proof Let the weak
topology on S be O
weak
(S). Denote the topo-
logical space (S, O
weak
(S)) by o. x X, x
S, by Proposition 7.72,
we have [ x
, x)) [ |x
| |x| r |x|. Let I

x
:= B
IK
(0, r |x|). Then,
x
, x)) I
x
. Let I
x
IK be endowed with the subset topology O
x
. De-
note the topological space (I
x
, O
x
) by 1
x
. By Proposition 5.40 or 7.41, 1
x
is compact. Let T :=
xX
1
x
, whose topology is denoted by O
1
. By
Tychono Theorem, T is compact. Dene the equivalence map E : o T
by
x
(E(x
)) = x
, x)), x X, x
S.
Claim 7.122.1 E : o E(o) T is a homeomorphism.
Proof of claim: Clearly, E : o E(o) is surjective. x
1
, x
2

S with x
1
,= x
2
, then x X such that
x
(E(x
1
)) = x
1
, x)) , =
x
2
, x)) =
x
(E(x
2
)). Then, E(x
1
) ,= E(x
2
). Hence, E is injective.
Therefore, E : o E(o) is bijective and admits inverse E
inv
: E(o) o.
Fix any x
0
o. Fix any basis open set O O
1
with E(x
0
) O. By
Proposition 3.25, O =
xX
O
x
where O
x
O
x
, x X, and O
x
= I
x
for all xs except nitely many xs, say x X
N
two exhaustive and mutually exclusive cases: Case 1: X
N
= ; Case 2:
X
N
,= . Case 1: X
N
= . Take x
1
= and O
1
= IK. Let B :=
x
o [ x
, x
1
)) O
1
= S. Clearly, x
0
B O
weak
(S) and
x
B, x X,
x
(E(x
)) = x
, x)) I
x
= O
x
. Then, E(x
) O and
E(B) O. Case 2: X
N
,= . x X
N
, by Proposition 3.4, let

O
x
O
IK
be such that

O
x
I
x
= O
x
. Let B :=
_
x
, x))

O
x
, x X
N
_
.
Clearly, x
0
B O
weak
(S). x
B, x X
N
,
x
(E(x
)) = x
, x))
O
x
I
x
= O
x
. Hence, E(x
) O and E(B) O. In both cases, we have

shown that B O
weak
(S) with x
0
B such that E(B) O. Hence, E
is continuous at x
0
0
and Proposition 3.9, E is
continuous.
Fix any p
0
E(o). Let x
0
= E
inv
(p
0
) o. Fix any basis open set B
O
weak
(S) with x
0
B. By Proposition 7.120, B = x
o [ x
, x
i
))
O
i
, i = 1, . . . , n, for some n IN and some x
i
X and O
i
O
IK
, i =
1, . . . , n. Without loss of generality, we may assume that x
1
, . . . , x
n
are
distinct (otherwise, say x
n
= x
n1
, then set

O
n1
= O
n
O
n1
and

O
i
=
O
i
, i = 1, . . . , n 2, and consider x
1
, . . . , x
n1
with

O
1
, . . . ,

O
n1
). x X,
if x = x
i
for some i 1, . . . , n, then let O
x
= O
i
I
x
O
x
; otherwise,
let O
x
= I
x
O
x
. Let O :=
xX
O
x
. Clearly, p
0
O. p OE(o), let
x
= E
inv
(p) o. i = 1, . . . , n, x
, x
i
)) =
xi
(E(x
)) O
xi
= O
i
I
xi
.
Then, x
B and E
inv
(OE(o)) B. This shows that E
inv
is continuous
at p
0
. By the arbitrariness of p
0
and Proposition 3.9, E
inv
is continuous.
Hence, E : o E(o) is a homeomorphism. This completes the proof
of the claim. 2
Next, we will show that E(o) is closed. p
0
E(o) T, dene f
0
:
X IK by f
0
(x) =
x
(p
0
), x X. x
1
, x
2
X, , IK, let z = x
1
+
x
2
. (0, ) IR, x X, if x x
1
, x
2
, z , let O
x
= B
IK
(
x
(p
0
), )
I
x
O
x
, otherwise, let O
x
= I
x
O
x
. Let O :=
xX
O
x
O
1
. Clearly,
p
0
O. By Proposition 3.3, p
1
E(o) O. Let x
= E
inv
(p
1
) o. x
x
1
, x
2
, z , x
, x)) =
x
(p
1
) O
x
= B
IK
(
x
(p
0
), ) I
x
B
IK
( f
0
(x), ).
Hence, we have [ x
, x
1
)) f
0
(x
1
) [ < , [ x
, x
2
)) f
0
(x
2
) [ < , and
[ x
, z )) f
0
(z) [ < . This implies that
[ f
0
(z) f
0
(x
1
) f
0
(x
2
) [ = [ f
0
(z) x
, z )) f
0
(x
1
)
+ x
, x
1
)) f
0
(x
2
) + x
, x
2
)) [ < +[ [ +[ [
By the arbitrariness of , we have f
0
(z) = f
0
(x
1
) + f
0
(x
2
). Hence, f
0
is
linear. x X, f
0
(x) =
x
(p
0
) I
x
, then [ f
0
(x) [ r |x|. Therefore, f
0

X
and |f
0
| r. Hence, f
0
S. x X,
x
(E(f
0
)) = f
0
(x) =
x
(p
0
).
Hence, E(f
0
) = p
0
and p
0
E(o). This shows that E(o) E(o). By
Proposition 3.3, E(o) is closed.
By Proposition 5.5 and the compactness of T, we have E(o) is compact.
By Proposition 5.7, o is compact. This completes the proof of the theorem.
2
Proposition 7.123 Let X and Y be normed linear spaces over IK, A
B(X, Y), and X
weak
and Y
weak
be the topological spaces of X and Y endowed
with the weak topology. Then, A : X
weak
Y
weak
is continuous.
Proof Fix any basis open set O
Y
O
weak
( Y), we will show that
A
inv
(O
Y
) O
weak
( X). By Proposition 7.116, O
Y
= y Y [ y
i
, y ))
O
i
, i = 1, . . . , n, where n IN, O
i
O
IK
, y
i
Y
, i = 1, . . . , n.
Then, A
inv
(O
Y
) = x X [ y
i
, Ax)) O
i
, i = 1, . . . , n = x
X [ A
y
i
, x)) O
i
, i = 1, . . . , n O
weak
( X). Hence, A : X
weak

Y
weak
is continuous. This completes the proof of the proposition. 2
Chapter 8
Global Theory of
Optimization
In this chapter, we are going to develop a number of tools for optimization
in real normed linear spaces, including the geometric form of Hahn-Banach
Theorem, minimum norm duality for convex sets, Fenchel Duality Theorem,
and Lagrange multiplier theory for convex programming. In this chapter,
we will restrict our attention to real spaces, rather than complex ones.
8.1 Hyperplanes and Convex Sets
Denition 8.1 Let A be a real vector space. A hyperplane H is a maximal
proper linear variety in A, that is, a linear variety H A, and if V H
is a linear variety, then either V = H or V = A.
Proposition 8.2 Let A be a real vector space. H A is a hyperplane if,
and only if, there exist a linear functional f : A IR and c IR with f
being not identically equal to zero, such that H = x A [ f(x) = c.
Proof Necessity Let H be a hyperplane. Then, H is a linear variety.
There exists a subspace M and x
0
A such that H = x
0
+ M. We will
distinguish two exhaustive and mutually exclusive cases: Case 1: x
0
, M;
Case 2: x
0
M. Case 1: x
0
, M. Let

M := span( M x
0
). Clearly,
M H and is a linear variety. Then,

M = A by Denition 8.1. x A,
x can be uniquely written as x
0
+ m, where IR and m M. Dene
f : A IR by f(x) = f(x
0
+ m) = , x X. Clearly, f is a linear
functional and is not identically equal to zero. It is straightforward to verify
that H = x A [ f(x) = 1. Case 2: x
0
M. Then, H = M. By
Denition 8.1, x
1
A H. Let

M := span ( M x
1
). Clearly,

M H
and is a linear variety. Then,

M = A by Denition 8.1. x A, x can be
uniquely written as x
1
+m, where IR and m M. Dene f : A IR
213
214 CHAPTER 8. GLOBAL THEORY OF OPTIMIZATION
by f(x) = f(x
1
+ m) = , x X. Clearly, f is a linear functional
and is not identically equal to zero. It is straightforward to verify that
H = x A [ f(x) = 0.
Suciency Let H = x A [ f(x) = c, where f : A IR is a linear
functional, c IR, and f is not identically equal to zero. Let M := ^ ( f ).
Clearly, M is a proper subspace of A. Since f is not identically equal to
zero, then x
0
A M such that f(x
0
) = 1. x A, f(x f(x)x
0
) = 0.
Then, x f(x)x
0
M and x span ( M x
0
). Hence, A = span (M
x
0
) and M is a maximal proper subspace. Then, H = cx
0
+ M is a
hyperplane.
Consider a hyperplane H in a real normed linear space X. By Proposi-
tion 7.17, H is a linear variety. By Denition 8.1, H = X or H = H. Thus,
a hyperplane in a real normed linear space must either be dense or closed.
Proposition 8.3 Let X be a real normed linear space and H X. H is
a closed hyperplane if, and only if, there exist x
and c IR with
x
,=
such that H = x X [ x
, x)) = c.
Proof Necessity Let H be a closed hyperplane. By Proposition 8.2,
there exists a linear functional f : X IR and c IR with f being not
identically equal to zero such that H = x X [ f(x) = c. All we need
to show is that f X
. Since H is a linear variety, then H ,= . Fix x

0
H.
It is easy to show that M := H x
0
= ^ ( f ). By Proposition 7.16, M is
closed. By Proposition 7.72, f X
.
Suciency By Proposition 8.2, H is a hyperplane. By the continuity
of x
and Proposition 3.10, H is closed. Hence, H is a closed hyperplane.

For a real normed linear space X and a closed hyperplane H X. Then,
H = x X [ x
, x)) = c, where
,= x
and c IR. We associate

four sets with H: (a) x X [ x
, x)) c; (b) x X [ x
, x)) < c;
(c) x X [ x
, x)) c; (d) x X [ x
, x)) > c, which are

called half-spaces. The rst two are negative half-spaces. The last two are
positive half-spaces. The rst and third are closed. The second and fourth
are open.
Denition 8.4 Let X be a real normed linear space and K X be convex
with K
. The Minkowski functional p : X IR of K is dened by

p(x) = inf
_
r IR
r
1
x K, r > 0
_
, x X.
Proposition 8.5 Let X be a real normed linear space and K X be convex
with K
. Then, the Minkowski functional p : X IR of K satises

(i) 0 p(x) < +, x X;
(ii) p(x) = p(x), x X, [0, ) IR;
8.1. HYPERPLANES AND CONVEX SETS 215
(iii) p(x
1
+x
2
) p(x
1
) +p(x
2
), x
1
, x
2
X;
(iv) p is uniformly continuous;
(v) K = x X [ p(x) 1; K
= x X [ p(x) < 1.
Furthermore, (ii) and (iii) implies that p is a sublinear functional.
Proof (i) Since K
, then
0
(0, ) IR such that B ( ,
0
)
K. x X, we have either x = , then p() = 0; or x ,= , then 0 p(x)
|x| /
0
< +.
(ii) x X, [0, ) IR, we will distinguish three exhaustive and
mutually exclusive cases: Case 1: x = ; Case 2: x ,= and = 0; Case
3: x ,= and > 0. Case 1: x = . We have p(x) = p() = 0 = p(x).
Case 2: x ,= and = 0. Then, we have p(x) = p() = 0 = p(x).
Case 3: x ,= and > 0. r
_
r IR
r
1
x K, r > 0
_
, we have
r > 0 and r
_
r IR
r
1
(x) K, r > 0
_
. Hence, p(x) p(x).
On the other hand, r
_
r IR
r
1
(x) K, r > 0
_
, we have
r/
_
r IR
r
1
x K, r > 0
_
. Hence,
1
p(x) p(x). Therefore,
we have p(x) = p(x).
(iii) x
1
, x
2
X, r
1

_
r IR
r
1
x
1
K, r > 0
_
, r
2

_
r
IR
r
1
x
2
K, r > 0
_
, we have r
1
1
x
1
, r
1
2
x
2
K By the convexity of K,
we have
(r
1
+r
2
)
1
(x
1
+ x
2
) =
r
1
r
1
+r
2
r
1
1
x
1
+
r
2
r
1
+r
2
r
1
2
x
2
K
Then, r
1
+ r
2

_
r IR
r
1
(x
1
+ x
2
) K, r > 0
_
. Hence, we have
r
1
+r
2
p(x
1
+x
2
) and p(x
1
) +p(x
2
) p(x
1
+x
2
).
(iv) x X, 0 p(x) |x| /
0
. (0, ) IR, let =
0

(0, ) IR. x
1
, x
2
X with |x
1
x
2
| < , we have p(x
1
) p(x
2
)+p(x
1
x
2
) p(x
2
) +|x
1
x
2
| /
0
< p(x
2
) + and p(x
2
) p(x
1
) +p(x
2
x
1
)
p(x
1
) +|x
2
x
1
| /
0
< p(x
1
) +. Hence, [ p(x
1
) p(x
2
) [ < . This shows
that p is uniformly continuous.
(v) x K
, we have either x = , then p(x) = 0 < 1; or x ,= ,

then (0, ) IR such that B (x, |x|) K, which implies that
p(x) 1/(1 +) < 1. Therefore, K
x X [ p(x) < 1.
x X with p(x) < 1, by the continuity of p, (0, ) IR such that
p(y) < 1, y B ( x, ). y B ( x, ), y K by the convexity of K, p(y) <
1, and the fact that K. Then, B ( x, ) K and x K
. Therefore,
we have x X [ p(x) < 1 K
. Thus, K
= x X [ p(x) < 1.
x K, we have p(x) 1. Then, K x X [ p(x) 1. By the
continuity of p and Proposition 3.10, x X [ p(x) 1 is closed. Then,
K x X [ p(x) 1.
x X with p(x) 1, (0, 1) IR, p(x) = p(x) < 1. Then,
x K
. Then, by Proposition 4.13, x K
K. Hence, x X [ p(x)
1 K. Therefore, K = x X [ p(x) 1.
Proposition 8.6 Let X be a real normed linear space and K X be convex
with K
,= . Then, K = K
.
Proof Clearly, K
K. Then, K
K.
To show that K K
, we will distinguish two exhaustive and mutually

exclusive cases: Case 1: K
; Case 2: , K
. Case 1: K
. Let
p : X [0, ) IR be the Minkowski functional of K. By Proposition 8.5,
p is a continuous sublinear functional, K
= x X [ p(x) < 1, and

K = x X [ p(x) 1. x K, (0, ) IR, p(x) 1. By the
convexity of K, y :=
|x|
+|x|
x K. Then, p(y) =
|x|
+|x|
p(x) < 1. Then,
y K
. Note that |x y |

+|x|
|x| < . Hence, x K
. Therefore,
K K

Case 2: , K
. Let x
0
K
,= . Let K
1
= K x
0
. By Propo-
sitions 7.16 and 6.39, K
1
= K
x
0
,= and K
1
is convex. By Case 1,
K
1
K
1
. By Proposition 7.16, K = x
0
+K
1
= x
0
+ K
1
x
0
+ K
1
=
x
0
+K
1
= ( x
0
+K
1
)
= K

Hence, K = K

8.2 Geometric Form of Hahn-Banach Theo-
rem
The next theorem is the geometric form of Hahn-Banach Theorem.
Theorem 8.7 (Mazurs Theorem) Let X be a real normed linear space,
K X be a convex set with nonempty interior, and V X is a linear
variety with V K
= . Then, there exists a closed hyperplane H contain-

ing V but no interior point of K and K is contained in one of the closed
half-spaces associated with H; that is, c IR and x
with x
,=
such that x
, v)) = c, v V , x
, k)) < c, k K
, and x
, k)) c,
k K.
cases: Case 1: K
; Case 2: , K
. Case 1: K
. Let
p : X [0, ) IR be the Minkowski functional of K. By Proposition 8.5,
p is a continuous sublinear functional. Let M := span( V ). Since V is a lin-
ear variety and , V , then x
1
V such that V x
1
=:

M is a subspace in
M and x
1
,

M. m M, ! IR and ! m

M such that m = x
1
+ m.
Then, we may dene a functional f : M IR by f(m) = f(x
1
+ m) = ,
m M. Clearly, f is a linear functional on M and f(v) = 1, v V .
v V , we have v , K
and p(v) 1 = f(v). m = x

1
+ m M, we have
either > 0, then f(m) = f(x
1
+
1
m) = p(x
1
+
1
m) = p(m),
where the inequality follows from the fact that x
1
+
1
m V ; or 0,
then f(m) = 0 p(m). Thus, m M, we have f(m) p(m). By
the extension form of Hahn-Banach Theorem, there exists x
such
8.2. GEOMETRIC FORM OF HAHN-BANACH THEOREM 217
that x
[
M
= f and x
, x)) p(x), x X. Clearly, x
,=
. v V ,
x
, v)) = f(v) = 1 =: c IR. k K, we have x
, k)) p(k) 1.
k K
, we have x
, k)) p(k) < 1. Hence, the closed hyperplane

H := x X [ x
, x)) = c is the one that we seek.

Case 2: , K
. Let x
0
K
. Then, by Proposition 6.39, K

1
:= Kx
0
is a convex set. V
1
:= V x
0
is a linear variety. By Proposition 7.16, K
1
=
K
x
0
. Then, K
1
and V
1
K
1
= . By Case 1, there exist c
1
IR and
x
with x
,=
such that x
, v
1
)) = c
1
, v
1
V
1
, x
, k
1
)) < c
1
,
k
1
K
1
, and x
, k
1
)) c
1
, k
1
K
1
. Let c := c
1
+ x
, x
0
)) IR.
Then, v V , x
, v)) = c. k K
, x
, k)) < c. By Proposition 7.16,

K
1
= K x
0
. Then, k K, x
, k)) c. Thus, the closed hyperplance

H := x X [ x
, x)) = c is the one that we seek.

Denition 8.8 Let X be a real normed linear space. A closed hyperplane
H := x X [ x
, x)) = c with x
, x
,=
, and c IR is called a
supporting hyperplane of a convex set K X if either inf
kK
x
, k)) = c
or sup
kK
x
, k)) = c.
Clearly, for a convex set K in a real normed linear space, if K ad-
mits interior points, then, by Mazurs Theorem, there exists a supporting
hyperplane of K passing through each boundary point of K.
Theorem 8.9 (Eidelheit Separation Theorem) Let X be a real norm-
ed linear space and K
1
, K
2
X be nonempty convex sets with K
1
,= and
K
1
K
2
= . Then, there exists a closed hyperplane H that separates K
1
and K
2
, that is x
with x
,=
and c IR such that

sup
k1K1
x
, k
1
)) c inf
k2K2
x
, k
2
))
Proof Let K := K
1
K
2
. By Propositions 7.15 and 6.39, K is convex.
Clearly, K
,= since K
1
,= and K
2
,= . Since K
1
K
2
= , then , K.
Let V = . Then, V is a linear variety and V K
= . By Mazurs
Theorem, x
with x
,=
such that x
, k)) x
, )) = 0,
k K. k
1
K
1
, k
2
K
2
, k
1
k
2
K and x
, k
1
k
2
)) 0.
Then, x
, k
1
)) x
, k
2
)). Hence, < sup
k1K
1
x
, k
1
)) c
inf
k2K2
x
, k
2
)) < + for some c IR. By Proposition 8.6, K
1
= K
1
.
By Proposition 4.13, k
1
K
1
, x
, k
1
)) sup
k1K
k
1
__
c.
Hence, we have
sup
k1K1
x
, k
1
)) = sup
k1K
1
x
, k
1
)) c inf
k2K2
x
, k
2
))
Thus, the closed hyperplane H := x X [ x
, x)) = c is the one we

seek. This completes the proof of the theorem. 2
Proposition 8.10 Let X be a real normed linear space and K X be a
closed convex set. Then, x
0
X K. Then, there exists a x
such
that x
, x
0
)) < inf
kK
x
, k)). Hence, K is weakly closed.

cases: Case 1: K = ; Case 2: K ,= . Case 1: K = . Let x
.
Then, x
, x
0
)) = 0 < + = inf
kK
x
, k)). Clearly, K is weakly

closed. This case is proved.
Case 2: K ,= . x
0
X K, by Proposition 4.10, dist(x
0
, K) =
inf
kK
|x
0
k| =: d (0, ) IR. Then, K
1
:= B
X
( x
0
, d) is a
convex set with nonempty interior and K
1
K = . By Eidelheit Sep-
aration Theorem, there exists x
with x
,=
and c IR
such that sup
k1K1
x
, k
1
)) c inf
kK
x
, k)). By Lemma 7.75,

x
, x
0
)) < sup
k1K1
x
, k
1
)) c. Then, x
, x
0
)) < inf
kK
x
, k)).
Let

K be the closure of K in the weak topology O
weak
( X). x
0
x
X [ x
, x)) < c =: O. Clearly, O is a weakly open set and O K = .

Then, by Proposition 3.3, x
0
,

K. Thus, we have shown that x
0

K,
x
0

K. Hence,

K K. Hence, K is weakly closed by Proposition 3.3.
This case is proved.
Proposition 8.11 Let X be a reexive real normed linear space and K
X
be a bounded closed convex set. Then, K is weak
compact.
Proof Since K is bounded, then there exists n Z
+
such that K
B
X
(
, n) =: S. By Alaoglu Theorem, S is weak
compact. Since K is
closed and convex, then, by Proposition 8.10, K is weakly closed. Since X is
reexive, then the weak topology and the weak
topology on X
coninside.
Then, K is weak
closed. By Proposition 5.5, K is weak
compact. This
8.3 Duality in Minimum Norm Problems
Denition 8.12 Let X be a real normed linear space and K X be
a nonempty convex set. The support of K is the set K
supp
:= x
[ sup
kK
x
, k)) < +.
Proposition 8.13 Let X be a real normed linear space and K, G X be
nonempty convex sets. Then, the following statements hold.
(i) K
supp
X
is a convex cone.
(ii) If K is closed, then K =
xK
supp
x X [ x
, x)) sup
kK
x
, k))
=
xK
supp
, x,=
x X [ x
, x)) sup
kK
x
, k)) , that is, K

equals to the intersection of all closed half-spaces containing K.
8.3. DUALITY IN MINIMUM NORM PROBLEMS 219
(iii) (K +G)
supp
= K
supp
G
supp
.
(iv) (K G)
supp
K
supp
+G
supp
.
Proof (i) Clearly,
K
supp
. x
1
, x
2
K
supp
, [0, )
IR, we have either = 0, then x
1
=
K
supp
; or > 0, then
sup
kK
x
, k)) = sup
kK
x
, k)) = sup
kK
x
, k)) < +, where

we have applied Proposition 3.81, which further implies that x
K
supp
.
This shows that K
supp
is a cone. Note that sup
kK
x
1
+ x
2
, k)) =
sup
kK
( x
1
, k)) + x
2
, k))) sup
kK
x
1
, k)) + sup
kK
x
2
, k)) <
+, where we have applied Proposition 3.81. Then, x
1
+ x
2
K
supp
.
This coupled with the fact that K
supp
is a cone implies that K
supp
is a
convex cone.
(ii) Clearly K

xK
supp
x X [ x
, x)) sup
kK
x
, k)) =:
K. x X K, by Proposition 8.10, x
0
X
such that x
0
, x)) <
inf
kK
x
0
, k)). Then, sup
kK
x
0
, k)) < x
0
, x)) < +. Hence,
x
0
K
supp
and x X

K. This shows that X K X

K and
K K. Hence, K =

K. Note that, for
K
supp
, x X [
, x))
sup
kK

, k)) = X. Then, K =
xK
supp
, x,=
x X [ x
, x))
sup
kK
x
, k)) . Let

K be the intersection of all closed half-spaces con-
taining K. Clearly, K

K. Any closed half-space containing K can be
expressed as x X [ x
, x)) c for some x
with x
,=
and
for some c IR. Then, c sup
kK
x
, k)) IR. Hence, x
K
supp
and

K
xK
supp
, x,=
csup
kK
x,k))
x X [ x
, x)) c =
xK
supp
, x,=
x X [ x
, x)) sup
kK
x
, k)) = K. Hence,
K =

K.
(iii) x
K
supp
G
supp
, then sup
kK
x
, k)) =: c
1
< + and
sup
gG
x
, g )) =: c
2
< +. x K +G, x = k +g for some k K and
some g G. Then, x
, x)) = x
, k)) + x
, g )) c
1
+c
2
< +. This
shows that x
(K +G)
supp
. Hence, K
supp
G
supp
(K +G)
supp
.
(K + G)
supp
, sup
xK+G
x
, x)) =: c <
+. Fix k
0
K and g
0
G, since K and G are nonempty. Then,
sup
kK
x
, k)) = sup
xg0+K
x
, x)) x
, g
0
)) c x
, g
0
)) < +
and sup
gG
x
, g )) = sup
xk0+G
x
, x)) x
, k
0
)) c x
, k
0
)) <
+. Hence, x
K
supp
G
supp
. This shows that (K + G)
supp
K
supp
G
supp
. Therefore, we have (K +G)
supp
= K
supp
G
supp
.
(iv) x
K
supp
+ G
supp
, let x
= x
1
+ x
2
with x
1
K
supp
and
x
2
G
supp
. x K G, we have x
, x)) = x
1
, x)) + x
2
, x))
sup
kK
x
1
, k)) + sup
gG
x
2
, g )) < +. Hence, x
(K G)
supp
.
Hence, we have K
supp
+G
supp
(K G)
supp
.
Denition 8.14 Let X be a real normed linear space and K X be a
nonempty convex set. The support functional of K is h : K
supp
IR given
by h(x
) = sup
kK
x
, k)), x
K
supp
.
In the above denition, h takes value in IR since K ,= and x
K
supp
.
Proposition 8.15 Let X be a real normed linear space, K X be a
nonempty convex set, h : K
supp
IR be the support functional of K, and
y X. Then, the following statements holds.
(i) := inf
kK
|y k| = max
xK
supp
, |x|1
( x
, y )) h(x
)), where the

maximum is achieved at some x
0
K
supp
with |x
0
| 1. If the
inmum is achieved at k
0
K then y k
0
is aligned with x
0
and
x
0
, k
0
)) = h(x
0
).
(ii) If k
0
K and x
0
K
supp
with |x
0
| = 1 such that y k
0
is aligned with x
0
and x
0
, k
0
)) = h(x
0
), then the inmum is
achieved at k
0
and the maximum is achieved at x
0
, that is = |y
k
0
| = x
0
, y )) h(x
0
).
Proof (i) x
K
supp
with |x
| 1, k K, we have |y k|
|x
| |y k| x
, y k)) = x
, y )) x
, k)) x
, y )) h(x
).
Hence, = inf
kK
|y k| sup
xK
supp
, |x|1
( x
, y )) h(x
)).
1: = 0; Case 2: > 0. Case 1: = 0. Take x
0
=
K
supp
.
|x
0
| = 0 1. Then, = 0 = x
0
, y )) h(x
0
). Then, := inf
kK
|y
k| = max
xK
supp
, |x|1
( x
, y )) h(x
)). If the inmum is achieved at

k
0
K, then y k
0
is aligned with x
0
and x
0
, k
0
)) = 0 = h(x
0
). This
case is proved.
Case 2: > 0. Since K ,= , then < +. Take K
1
= B
X
( y, ). Then,
K
1
is a convex set with nonempty interior. K K
1
= . By Eidelheit Sep-
aration Theorem, there exists x
with x
,=
and c IR such
that sup
k1K1
x
, k
1
)) c inf
kK
x
, k)). Take x
0
= |x
|
1
x
.
Then, by Proposition 3.81, we have inf
k1K1
x
0
, k
1
)) c/ |x
|
sup
kK
x
0
, k)). This shows, x
0
K
supp
and |x
0
| = 1. The above
inequality is equivalent to x
0
, y )) + inf
xB
X(,)
x
0
, x)) h(x
0
).
By Lemma 7.75, we have x
0
, y )) h(x
0
) . Hence, we have
= x
0
, y ))h(x
0
) = max
xK
supp
, |x|1
( x
, y ))h(x
)). If the in-

mum is achieved at some k
0
K, then = |yk
0
| = x
0
, y ))h(x
0
)
x
0
, y ))x
0
, k
0
)) = x
0
, yk
0
)) |x
0
| |yk
0
| |yk
0
|, where
the second inequality follows from Proposition 7.72. Hence, x
0
, yk
0
)) =
|x
0
| |y k
0
|, x
0
is aligned with y k
0
, and x
0
, k
0
)) = h(x
0
). This
case is proved.
(ii) Note that |y k
0
| = |x
0
| |y k
0
| = x
0
, y k
0
)) =
x
0
, y )) h(x
0
) . Then, the result follows.
Now, we will state a proposition that guarantees the existence of a
minimizing solution to a minimum norm problem. This proposition is based
on the following result.
8.4. CONVEX AND CONCAVE FUNCTIONALS 221
Proposition 8.16 Let X be a real normed linear space. Then, | | : X
[0, ) IR is weakly lower semicontinuous.
Proof By Denition 3.14, all we need to show is that, a IR, the set
S
a
:= x X [ |x| > a is weakly open. Note that

S
a
is strongly closed
and convex. Then, by Proposition 8.10,

S
a
is weakly closed. Then, S
a
is
weakly open. Hence, the norm is a weakly lower semicontinuous functional
on X. This completes the proof of the proposition. 2
Proposition 8.17 Let X be a reexive real normed linear space, x
,
and K X
be a nonempty closed convex set. Then, = min

kK
|x
|
and the minimum is achieved at some k
0
K.
Proof Fix a k
1
K ,= . Let := |x
k
1
| [0, ) IR
and d = + |x
| + 1 (0, ) IR. Then, k
K with |k
| > d,
we have |x
| |k
| |x
| > + 1. Thus, = inf

kK
|x
| = inf
kKB
X
(,d)
|x
| and any k
0
achieving the inmum
for the original problem must be in the set K B
X
(
, d) =: K
1
. By
Proposition 6.40, K
1
is bounded closed and convex. Note that k
1
K
1
,=
. Then, by Proposition 8.11, K
1
is weak
compact. By Propositions 7.121,

8.16, and 3.16, we have f : X
IR given by f(k
) = |x
|, k
,
is lower semicontinuous. By Proposition 5.30 and Denition 3.14, there
exists k
0
K
1
that achieves the inmum on K
1
. Such k
0
achieves the
inmum on K. This completes the proof of the proposition. 2
8.4 Convex and Concave Functionals
Denition 8.18 Let A be a real vector space, C A be a convex set,
f : C IR and g : C IR. f is said to be convex, if x
1
, x
2
C,
[0, 1] IR, we have
f(x
1
+ (1 )x
2
) f(x
1
) + (1 )f(x
2
)
f is said to be strictly convex if x
1
, x
2
C with x
1
,= x
2
and
(0, 1) IR, we have that the strict inequality holds in the above. g is said
to be (strictly) concave if g is (strictly) convex.
Denition 8.19 Let A be a real vector space, C A, and f : C IR.
The epigraph of f over C is the set
[ f, C] := (r, x) IR A [ x C, f(x) r
Proposition 8.20 Let A be a real vector space, C A be convex, and
f : C IR. Then, f is convex if, and only if, the epigraph [ f, C] is convex.
Proof Suciency x
1
, x
2
C, [0, 1] IR, we have (f(x
1
), x
1
),
(f(x
2
), x
2
) [ f, C]. By the convexity of the epigraph, then (f(x
1
), x
1
) +
(1 ) (f(x
2
), x
2
) = (f(x
1
) + (1 )f(x
2
), x
1
+ (1 )x
2
) [ f, C].
Then, f(x
1
) + (1 )f(x
2
) f(x
1
+ (1 )x
2
). Hence, f is convex.
Necessity Let f be convex. (r
1
, x
1
), (r
2
, x
2
) [ f, C], [0, 1]
IR, we have r
1
f(x
1
) and r
2
f(x
2
). By the convexity of f and C, we
have x
1
+ (1 )x
2
C and r
1
+ (1 )r
2
f(x
1
) + (1 )f(x
2
)
f(x
1
+ (1 )x
2
). Then, we have (r
1
, x
1
) + (1 ) (r
2
, x
2
) = (r
1
+
(1 )r
2
, x
1
+ (1 )x
2
) [ f, C]. Hence, the epigraph is convex.
Proposition 8.21 Let X be a real normed linear space, C X be nonempty,
and f : C IR. Then, V([ f, C] ) = IR V( C).
Proof We will rst show that v ( [ f, C] ) = IR v ( C). Fix x
0

C. Then, (f(x
0
), x
0
) [ f, C]. (r, x) v ( [ f, C] ) = (f(x
0
), x
0
) +
span( [ f, C](f(x
0
), x
0
) ), where the equality follows from Proposition 6.37,
then n Z
+
, (r
1
, x
1
), . . . , (r
n
, x
n
) [ f, C], and
1
, . . . ,
n
IR
such that (r f(x
0
), x x
0
) =
n
i=1
i
(r
i
f(x
0
), x
i
x
0
). Then,
x v ( C) = x
0
+ span( C x
0
) and (r, x) IR v ( C). Hence,
v ( [ f, C] ) IR v ( C).
On the other hand, (r, x) IR v ( C), then, by Proposition 6.37,
x v ( C) = x
0
+ span ( C x
0
). Then, n Z
+
, x
1
, . . . , x
n
C, and
1
, . . . ,
n
IR such that x x
0
=
n
i=1
i
(x
i
x
0
). r
0
(0, ) IR
such that r
0
> f(x
0
). Then, (r
0
, x
0
) [ f, C]. Let
0
= (r f(x
0
)
n
i=1
i
(f(x
i
) f(x
0
)))/(r
0
f(x
0
)). Now it is easy to check that (r
f(x
0
), x x
0
) =
n
i=1
i
(f(x
i
) f(x
0
), x
i
x
0
) +
0
(r
0
f(x
0
), x
0

x
0
). Note that (f(x
i
), x
i
) [ f, C], i = 1, . . . , n. Then, we have (r, x)
(f(x
0
), x
0
) +span( [ f, C] (f(x
0
), x
0
)) ) = v ( [ f, C] ). Hence, IRv (C)
v ( [ f, C] ). Therefore, we have v ( [ f, C] ) = IR v ( C).
By Proposition 7.18, V( [ f, C] ) = v ( [ f, C] ) = IR v ( C). By Propo-
sition 4.13 and 3.67, we have IR v (C) = IRV( C). Therefore, we have
V( [ f, C] ) = IR V( C). This completes the proof of the proposition. 2
Proposition 8.22 Let X be a real normed linear space, C X be convex,
f : C IR be convex, and

C ,= . Then, [ f, C] has a relative interior
point (r
0
, x
0
) if, and only if, f is continuous at x
0
, x
0

C, and r
0

(f(x
0
), +) IR.
Proof Suciency Fix x
0

C and r
0
(f(x
0
), +) IR. Let
f be continuous at x
0
. Then, for = (r
0
f(x
0
))/2 (0, ) IR,
(0, r
0
f(x
0
)] IR such that x B
X
( x
0
, )V(C), we have x C and
[ f(x) f(x
0
) [ < . Clearly, (r
0
, x
0
) [ f, C]. (r, x) B
IRX
( (r
0
, x
0
), )
V( [ f, C] ) = B
IRX
( (r
0
, x
0
), ) (IR V( C)), we have x B
X
( x
0
, )
V( C) and r B (r
0
, ). Then, x C and r > r
0
f(x
0
) + > f(x).
Hence, (r, x) [ f, C]. This shows that (r
0
, x
0
)
[ f, C].
8.4. CONVEX AND CONCAVE FUNCTIONALS 223
Necessity Let (r
0
, x
0
)

[ f, C]. Then,
0
(0, ) IR such that
( B
IR
( r
0
,
0
) B
X
( x
0
,
0
) ) V([ f, C] ) [ f, C]. By Proposition 8.21, we
have B
IR
( r
0
,
0
) ( B
X
( x
0
,
0
) V( C) ) [ f, C]. Therefore, B
X
( x
0
,
0
)
V( C) C, x
0

C, f(x) r
0

0
, x B
X
(x
0
,
0
) V( C), and
f(x
0
) r
0
0
< r
0
.
(0, ) IR, Let = min /(r
0
f(x
0
)), 1 (0, 1] IR.
x B
X
( x
0
,
0
) C, we have x, x
0
, x
0
+
1
(x x
0
), x
0
1
(x x
0
)
B
X
( x
0
,
0
) V( C) C. By the convexity of f, we have
f(x) = f((1 )x
0
+ (x
0
+
1
(x x
0
)))
(1 )f(x
0
) +f(x
0
+
1
(x x
0
))
f(x
0
) + (r
0
0
f(x
0
)) < f(x
0
) +
f(x
0
) = f(
1
1 +
x +

1 +
(x
0
1
(x x
0
)))
1
1 +
f(x) +

1 +
f(x
0
1
(x x
0
))
1
1 +
f(x) +

1 +
(r
0
0
)
= (1 +)f(x
0
) f(x) + (r
0
0
)
= f(x) f(x
0
) (r
0
f(x
0
)
0
) > f(x
0
)
Hence, [ f(x) f(x
0
) [ < . This shows that f is continuous at x
0
.
x
0

C ,= , and f : C IR be convex. If f is continuous at x

0
, then f is
continuous at x, x
C.
Proof Fix any x
C. We will distinguish two exhaustive and mutu-

ally exclusive cases: Case 1: x = x
0
; Case 2: x ,= x
0
. Case 1: x = x
0
. Then
f is continuous at x. Case 2: x ,= x
0
. (0, ) IR, by the continuity
of f at x
0
and the fact that x
0

C, (0, ) IR such that [ f(y)
f(x
0
) [ < , y B
X
(x
0
, ) V( C) C. Since x
C, then
1
(0, ]
IR such that B
X
(x,
1
) V( C) C. Take =
|xx0|+1/2
|xx0|
(1, ) IR.
Then, (xx
0
)+x
0
B
X
( x,
1
)V( C) C. y B
X
( x, (1)
1
/)C,
y = (1 1/) ( /( 1) (y x) +x
0
) +(1/) ( (x x
0
) +x
0
). Note that
/( 1) (y x) + x
0
B
X
( x
0
, ) V( C) C. By the convexity of f,
we have
f(y) (1 1/)f (/( 1) (y x) +x
0
) + (1/)f( (x x
0
) +x
0
)
< (1 1/)(f(x
0
) +) + (1/)f( (x x
0
) +x
0
) =: r
1
Dene r := r
1
+( 1)
1
/. Then, by Proposition 8.21, B
IRX
((r, x), (
1)
1
/) V( [ f, C] ) = B
IRX
( (r, x), ( 1)
1
/) (IRV( C)) [ f, C].
Hence, (r, x)

[ f, C]. By Proposition 8.22, f is continuous at x. This
Proposition 8.24 Let X be a nite-dimensional real normed linear space,
C X be a convex set, and f : C IR be convex. Then, x
0

C, f is
continuous at x
0
.
cases: Case 1:

C = ; Case 2:

C ,= . Case 1:

C = . This is triv-
ial.
Case 2:

C ,= . Fix any x
0

C. Then, (0, ) IR such that
K := B
X
( x
0
, ) V( C) C. Let M := V( C) x
0
, which is a closed
subspace. Let n Z
+
be the dimension of M, which is well-dened by
Theorem 6.51. We will further distinguish two exhaustive and mutually
exclusive cases: Case 2a: n = 0; Case 2b: n IN. Case 2a: n = 0. Then,
C = x
0
. Clearly, f is continuous at x
0
.
Case 2b: n IN. Let e
1
, . . . , e
n
M be a basis in M such
that |e
i
| = 1, i = 1, . . . , n. Then, K := co ( x
0
e
i
[ i =
1, . . . , n) co
_

K
_
C since C is convex. x K, by Proposition 6.43,
x =
n
i=1
i
(x
0
+ e
i
) +
n
i=1
i
(x
0
e
i
) for some
i
,
i
[0, 1] IR,
i = 1, . . . , n, with
n
i=1
(
i
+
i
) = 1. By the convexity of f, we have
f(x)
n
i=1
i
f(x
0
+e
i
) +
n
i=1
i
f(x
0
e
i
)
i=1
[ f(x
0
+e
i
) [ +
n
i=1
[ f(x
0
e
i
) [ =: r
1
It is easy to see that p(m) :=
n
i=1
[
i
[, m =
n
i=1
i
e
i
M de-
nes a norm on M. By Theorem 7.38, [1, ) IR such that
p(m)/ |m| p(m), m M. x B
X
( x
0
, / ) V(C), we have
x = x
0
+
n
i=1
i
e
i
for some
1
, . . . ,
n
R. Then, / > |x x
0
|
p(
n
i=1
i
e
i
)/ = /
n
i=1
[
i
[. Then, we have
n
i=1
[
i
[ < 1. Then,
x can be expressed as a convex combination of vectors in x
0
e
i
[ i =
1, . . . , n and x K. Hence, B
X
(x
0
, / ) V( C) K C. Take r =
/ +r
1
. It is easy to show that B
IRX
( (r, x
0
), / ) V( [ f, C] ) [ f, C],
by Proposition 8.21. Then, (r, x
0
)

[ f, C]. By Proposition 8.22, f is
continuous at x
0
.
Proposition 8.25 Let X be a real normed linear space, C X, and f :
C IR. Then, the following statements hold.
(i) If [ f, C] is closed, then, f is lower semicontinuous.
(ii) If C is closed and f is lower semicontinuous, then [ f, C] is closed.
Proof (i) a IR, V
a
:= (a, x) IR X [ x X is closed. Then,
[ f, C] V
a
= (a, x) IR X [ x C, f(x) a is closed. Hence, by
Proposition 4.13, T
a
:= x C [ f(x) a is closed. Note that
x C [ f(x) < a = C x C [ f(x) a = C T
a
8.5. CONJUGATE CONVEX FUNCTIONALS 225
Clearly, C T
a
is open in the subset topology of C. Then, f is upper
semicontinuous and f is lower semicontinuous.
(ii) (r
0
, x
0
) [ f, C], by Proposition 4.13, ( (r
n
, x
n
) )
n=1
[ f, C]
such that lim
nIN
(r
n
, x
n
) = (r
0
, x
0
). By Proposition 3.67, we have
lim
nIN
r
n
= r
0
and lim
nIN
x
n
= x
0
. By Denition 8.19, we have
( x
n
)
n=1
C and r
n
f(x
n
), n IN. By Proposition 4.13, x
0
C = C.
1: there exists innitely many n IN such that x
n
= x
0
; Case 2: there
exists only nitely many n IN such that x
n
= x
0
. Case 1: there exists
innitely many n IN such that x
n
= x
0
. Then, without loss of generality,
assume x
n
= x
0
, n IN. Then, r
n
f(x
0
), n IN. Hence, f(x
0
)
lim
nIN
r
n
= r
0
. Then, (r
0
, x
0
) [ f, C].
Case 2: there exists only nitely many n IN such that x
n
= x
0
.
Then, without loss of generality, assume x
n
,= x
0
, n IN. Then, x
0
is an
accumulation point of C. By Propositions 3.86 and 3.85 and Denition 3.14,
f(x
0
) limsup
xx0
(f(x)) = liminf
xx0
f(x). By Proposition 3.87,
we have f(x
0
) liminf
xx0
f(x) liminf
nIN
f(x
n
) liminf
nIN
r
n
= r
0
.
Then, (r
0
, x
0
) [ f, C].
In both cases, we have (r
0
, x
0
) [ f, C]. Then, [ f, C] [ f, C]. By
Proposition 3.3, [ f, C] is closed.
and f : C IR be convex. Assume that [ f, C] is closed. Then, f is weakly
lower semicontinuous.
Proof a IR, V
a
:= (a, x) IR X [ x X is closed. Then,
[ f, C] V
a
= (a, x) IR X [ x C, f(x) a is closed. Hence, by
Proposition 4.13, T
a
:= x C [ f(x) a is closed. Since f is convex,
then T
a
is convex. By Proposition 8.10, T
a
is weakly closed. Note that
x C [ f(x) < a = C x C [ f(x) a = C T
a
Clearly, C T
a
is weakly open in the subset topology of C. Then, f is
weakly upper semicontinuous and f is weakly lower semicontinuous. This
8.5 Conjugate Convex Functionals
Denition 8.27 Let X be a real normed linear space, C X be a nonempty
convex set, and f : C IR be convex. The conjugate set C
conj
is dened
as
C
conj
:= x
[ sup
xC
( x
, x)) f(x) ) < +

and the functional f
conj
: C
conj
IR conjugate to f is dened by
f
conj
(x
) = sup
xC
( x
, x)) f(x) ) , x
C
conj
We will use a compact notation [ f, C]
conj
for [ f
conj
, C
conj
].
In the above denition, f
conj
takes value in IR since x
C
conj
and C ,= .
Proposition 8.28 Let X be a real normed linear space, C X be a
nonempty convex set, f : C IR be convex. Then, C
conj
X
is con-
vex, f
conj
: C
conj
IR is convex, and [ f
conj
, C
conj
] IR X
is a closed
convex set.
Proof x
1
, x
2
C
conj
, [0, 1] IR, let M
i
:= f
conj
(x
i
) =
sup
xC
( x
i
, x)) f(x) ) IR, i = 1, 2. x C, we have x
1
+ (1
)x
2
, x)) f(x) = ( x
1
, x)) f(x) ) + (1 ) ( x
2
, x)) f(x) )
M
1
+(1)M
2
< +. Then, sup
xC
( x
1
+(1)x
2
, x))f(x) )
M
1
+ (1 )M
2
. Hence, x
1
+ (1 )x
2
C
conj
and C
conj
is convex.
The above implies that f
conj
(x
1
+ (1 )x
2
) f
conj
(x
1
) + (1
)f
conj
(x
2
). Hence, f
conj
is convex.
By Proposition 8.20, [ f
conj
, C
conj
] is convex. (s
0
, x
0
) [ f
conj
, C
conj
],
by Proposition 4.13, there exists ((s
k
, x
k
) )
k=1
[ f
conj
, C
conj
] such that
lim
kIN
(s
k
, x
k
) = (s
0
, x
0
). By Proposition 3.67, we have lim
kIN
s
k
= s
0
and lim
kIN
x
k
= x
0
. x C, k IN, since (s
k
, x
k
) [ f
conj
, C
conj
],
then, x
k
, x)) f(x) f
conj
(x
k
) s
k
. By Propositions 7.72 and 3.66,
we have x
0
, x)) f(x) = lim
kIN
( x
k
, x)) f(x) ) lim
kIN
s
k
=
s
0
< +. Hence, x
0
C
conj
and f
conj
(x
0
) s
0
. Then, (s
0
, x
0
)
[ f
conj
, C
conj
]. This shows that [ f
conj
, C
conj
] [ f
conj
, C
conj
]. By Proposi-
tion 3.3, [ f
conj
, C
conj
] is closed.
Geometric interpretation of f
conj
: C
conj
IR. Fix x
C
conj
. (r, x)
[ f, C], we have f(x) r. Then, ( 1, x
) , ( r, x) )) = x
, x)) r
f
conj
(x
). It is easy to recognize that sup

(r,x)[f,C]
( 1, x
) , ( r, x))) =
f
conj
(x
). Hence, the closed hyperplane H := (r, x) IR X [ (

1, x
) , (r, x) )) = f
conj
(x
) is a supporting hyperplane of [ f, C].

nonempty convex set, and f : C IR be a convex functional. Assume
that [ f, C] =: K IR X is closed. Then, x
0
X
such that
sup
(r,x)K
( 1, x
0
) , ( r, x) )) < +
Then, x
0
C
conj
,= .
Proof Fix x
0
C ,= . By Proposition 8.20, K is convex. Clearly,
K ,= . By the assumption of the proposition, K is closed. Let r
0
:=
f(x
0
) 1 IR. Then, (r
0
, x
0
) , K. By Proposition 8.10 and Example 7.76,
( s
0
, x
0
) IR X
such that
( s
0
, x
0
) , (r
0
, x
0
) )) < inf
(r,x)K
( s
0
, x
0
) , (r, x) )) (8.1)
Since (f(x
0
), x
0
) K, then s
0
r
0
+ x
0
, x
0
)) < s
0
f(x
0
)+ x
0
, x
0
)), which
implies that s
0
> 0. Let x
0
= s
1
0
x
0
X
. Then, (8.1) is equivalent to

( 1, x
0
) , (r
0
, x
0
) )) > sup
(r,x)K
( 1, x
0
) , (r, x) ))
The above implies that (1, x
0
) , ( r
0
, x
0
) )) > sup
xC
( x
0
, x))f(x)).
Hence, x
0
C
conj
,= .
Proposition 8.30 Let X be a real normed linear space and K IRX =:
W be a closed convex set.
Assume that there exists a nonvertical hyperplane such that K is con-
tained in one of the half-spaces associated with the hyperplane, that is
(s
1
, x
1
) W
= IRX
with s
1
,= 0 such that sup
(r,x)K
(s
1
, x
1
) , (r, x) ))
< +.
Then, (r
0
, x
0
) WK, there exists a nonvertical hyperplane separating
(r
0
, x
0
) and K, that is, x
0
X
such that either

sup
(r,x)K
( 1, x
0
) , ( r, x) )) < ( 1, x
0
) , (r
0
, x
0
) )) (8.2a)
or
inf
(r,x)K
( 1, x
0
) , ( r, x))) > ( 1, x
0
) , ( r
0
, x
0
) )) (8.2b)
Proof Fix (r
0
, x
0
) WK. By Proposition 8.10, ( s
0
, x
0
) IRX
such that
( s
0
, x
0
) , (r
0
, x
0
) )) < inf
(r,x)K
( s
0
, x
0
) , (r, x) )) (8.3)
We will distinguish three exhaustive and mutually exclusive cases: Case
1: s
0
> 0; Case 2: s
0
< 0; Case 3: s
0
= 0. Case 1: s
0
> 0. Let
x
0
= s
1
0
x
0
X

r
0
+x
0
, x
0
)) > sup
(r,x)K
(r + x
0
, x)))
Hence, (8.2a) holds.
Case 2: s
0
< 0. Let x
0
= s
1
0
x
0
X

r
0
+x
0
, x
0
)) < inf
(r,x)K
(r + x
0
, x)))
Hence, (8.2b) holds.
Case 3: s
0
= 0. We will further distinguish two exhaustive and mutually
exclusive cases: Case 3a: K = ; Case 3b: K ,= . Case 3a: K = . Take
x
0
=
X
. Then,
r
0
> = sup
(r,x)K
( 1, x
0
) , (r, x) ))
Hence, (8.2a) holds.
Case 3b: K ,= . Dene
M
1
:= sup
(r,x)K
(s
1
, x
1
) , (r, x) )) ( s
1
, x
1
) , ( r
0
, x
0
) )) IR
M
2
:= inf
(r,x)K
( s
0
, x
0
) , (r, x) )) ( s
0
, x
0
) , ( r
0
, x
0
) ))
(0, ) IR
Let := M
2
/(1+[ M
1
[) (0, ) IR and ( s
0
, x
0
) = ( s
0
, x
0
)(s
1
, x
1
)
IR X
. Then, we have
inf
(r,x)K
( s
0
, x
0
) , ( r, x) )) ( s
0
, x
0
) , ( r
0
, x
0
) ))
= inf
(r,x)K
( ( s
0
, x
0
) , ( r, x) )) ( s
1
, x
1
) , ( r, x) )))
( s
0
, x
0
) , ( r
0
, x
0
) ))
inf
(r,x)K
( s
0
, x
0
) , (r, x) )) + inf
(r,x)K
( ( s
1
, x
1
) , (r, x) )))
( s
0
, x
0
) , ( r
0
, x
0
) ))
= inf
(r,x)K
( s
0
, x
0
) , (r, x) )) sup
(r,x)K
( s
1
, x
1
) , (r, x) ))
( s
0
, x
0
) , ( r
0
, x
0
) ))
= M
2
M
1
> 0
where we have applied Proposition 3.81 in the above. Hence, we have
obtained an alternative ( s
0
, x
0
) := ( s
0
, x
0
) such that (8.3) holds. For this
alternative pair, s
0
= s
1
,= 0. Hence, this case can be solved by Case 1
or Case 2 with the alternative pair.
Denition 8.31 Let X be a real normed linear space, X
be a
nonempty convex set, and : IR be convex. The pre-conjugate set
conj
is dened as
conj
:= x X [ sup
x
( x
, x)) (x
) ) < +
and the functional
conj
:
conj
IR pre-conjugate to is dened by
conj
(x) = sup
x
( x
, x)) (x
) ) , x
conj
We will use a compact notation

conj
[ , ] for [
conj
,
conj
].
In the above denition,
conj
takes value in IR since x
conj
and ,= .
Next, we state two duality results regarding conjugate convex function-
als.
nonempty convex set, and f : C IR be a convex functional. Assume
that [ f, C] is closed. Then, [ f, C] =
conj
[ [ f, C]
conj
]. Therefore, x
0
C,
f(x
0
) = sup
xC
conj
( x
, x
0
)) f
conj
(x
)).
Proof Since C ,= , then C
conj
and f
conj
are well-dened. By
Proposition 8.29, C
conj
,= . By Proposition 8.28, C
conj
is convex and
f
conj
is convex. Then,
conj
(C
conj
) and
conj
(f
conj
) are well dened. Thus,
conj
[ [ f, C]
conj
] is a well-dened set.
We will rst show that [ f, C]
conj
[ f
conj
, C
conj
] =
conj
[ [ f, C]
conj
]. Fix
any (r, x) [ f, C]. x
C
conj
, we have f
conj
(x
) x
, x)) f(x).
Hence, we have r f(x) x
, x)) f
conj
(x
). Thus, we have
r sup
xC
conj
x
, x)) f
conj
(x
) =
conj
( f
conj
)(x)
Hence, (r, x)
conj
[ f
conj
, C
conj
] and [ f, C]
conj
[ f
conj
, C
conj
].
On the other hand, x any (r
0
, x
0
) (IR X) [ f, C]. By Proposi-
tion 8.29, x
0
X
such that
sup
(r,x)[f,C]
( 1, x
0
) , ( r, x) )) < +
Note that [ f, C] is convex, by Proposition 8.20. By Proposition 8.30, there
exists a nonvertical hyperplane separating (r
0
, x
0
) and K := [ f, C], that
is, x
0
X
such that either

sup
(r,x)K
( 1, x
0
) , ( r, x) )) < ( 1, x
0
) , (r
0
, x
0
) )) (8.4a)
or
inf
(r,x)K
( 1, x
0
) , ( r, x))) > ( 1, x
0
) , ( r
0
, x
0
) )) (8.4b)
Since K is the epigraph of f, then (8.4b) is impossible since the left-hand-
side equals to . Therefore, (8.4a) must hold. Then, c := sup
(r,x)K
(
1, x
0
) , (r, x) )) = sup
xC
( x
0
, x) f(x)) = f
conj
(x
0
) IR and x
0

C
conj
. Then, (c, x
0
) [ f
conj
, C
conj
]. But, c < r
0
+ x
0
, x
0
)) implies that
r
0
< x
0
, x
0
))f
conj
(x
0
) sup
xC
conj
x
, x
0
))f
conj
(x
). Therefore,
(r
0
, x
0
) ,
conj
[ f
conj
, C
conj
]. Hence,
conj
[ f
conj
, C
conj
] [ f, C].
This yields [ f, C] =
conj
[ [ f, C]
conj
], which implies that f and
conj
( f
conj
)
admit the same domain of denition and equal to each other on C. There-
fore, x
0
C, f(x
0
) =
conj
( f
conj
)(x
0
) = sup
xC
conj
( x
, x
0
))f
conj
(x
)).
2
nonempty convex set, f : C IR be a convex functional, f be lower semi-
continuous at x
0
C, C
conj
X
be the conjugate set, and f

conj
: C
conj
IR be the conjugate functional. Then, f(x

0
) = sup
xC
conj
( x
, x
0
))
f
conj
(x
)).
Proof x
C
conj
, we have x
, x
0
)) f
conj
(x
) = x
, x
0
)) +
inf
xC
( x
, x)) +f(x)) f(x

0
). Then,
f(x
0
) sup
xC
conj
( x
, x
0
)) f
conj
(x
))
(0, ) IR, by the lower semicontinuity of f at x
0
, (0, /2]
IR such that f(x) > f(x
0
) /2, x B
X
( x
0
, ) C. Consider the real
normed linear space W := IR X. Dene K
2
:= [ f, C], which is clearly
nonempty. By Proposition 8.20, K
2
is convex. Dene K
1
:= B
W
(( f(x
0
)
, x
0
) , ). Then, K
1
is convex and K
1
= K
1
,= .
Claim 8.33.1 K
1
K
2
= .
Proof of claim: Suppose (r, x) K
1
K
2
. Then, x B
X
( x
0
, ) C,
r < f(x
0
) + f(x
0
) /2 and r f(x). This leads to f(x) <
f(x
0
) /2, which is a contradiction. Hence, K
1
K
2
= . This completes
By Eidelheit Separation Theorem and Example 7.76, c IR and
( s
0
, x
0
) W
= IR X
with ( s
0
, x
0
) ,= (0,
X
) such that
sup
(r,x)K1
( s
0
, x
0
) , (r, x) )) c inf
(r,x)K2
( s
0
, x
0
) , ( r, x))) (8.5)
The second inequality in (8.5) implies that < c inf
(r,x)K2
( s
0
r +
x
0
, x)). Since K
2
= [ f, C], then s
0
0.
Claim 8.33.2 s
0
> 0.
Proof of claim: Suppose s
0
= 0. By the fact that ( s
0
, x
0
) ,=
(0,
X
), we have x
0
,=
X
. Then, (8.5) implies that x
0
, x
0
)) c
sup
(r,x)K1
x
0
, x)) = sup
xB
X(x0,)
x
0
, x)). This is impossible since
x
0
,=
X
. Therefore, s
0
< 0. This completes the proof of the claim. 2
Let x
0
:= s
1
0
x
0
X

inf
(r,x)K1
( x
0
, x
0
)) r) s
1
0
c sup
(r,x)K2
(x
0
, x)) r)
= sup
xC
( x
0
, x)) f(x))
Hence, x
0
C
conj
and f
conj
(x
0
) x
0
, x)) f(x
0
) + . Therefore, we
have
x
0
, x
0
)) f
conj
(x
0
) f(x
0
)
By the arbitrariness of , f(x
0
) = sup
xC
conj
(x
, x
0
)) f
conj
(x
)).
nonempty convex set, C
,= , f : C IR be a convex functional,
f be continuous at x C
, C
conj
X
be the conjugate set, and

f
conj
: C
conj
IR be the conjugate functional. Then, x
0
C
,
f(x
0
) = max
xC
conj
(x
, x
0
)) f
conj
(x
)).
Proof x
C
conj
, we have x
, x
0
)) f
conj
(x
) = x
, x
0
)) +
inf
xC
( x
, x)) +f(x)) f(x

0
). Then,
f(x
0
) sup
xC
conj
( x
, x
0
)) f
conj
(x
))
Consider the real normed linear space W := IR X. Let V =
(f(x
0
), x
0
) W. Clearly, V is a linear variety. Dene K := [ f, C].
By Proposition 8.20, K is convex. By Proposition 8.22, K admits relative
interior point ( r, x) for some r > f( x). By Proposition 8.21, V( [ f, C] ) =
IR V( C) = IR X = W since C
,= . Hence, ( r, x) K
,= . Note
that (f(x
0
) , x
0
) , [ f, C], (0, ) IR. Then, (f(x
0
), x
0
) , K
.
Hence, V K
= . By Mazurs Theorem and Example 7.76, c IR and

( s
0
, x
0
) W
= IR X
with ( s
0
, x
0
) ,= (0,
X
) such that
( s
0
, x
0
) , ( f(x
0
), x
0
) )) = c sup
(r,x)K
( s
0
, x
0
) , ( r, x)))
which is equivalent to
s
0
f(x
0
) + x
0
, x
0
)) sup
(r,x)K
( s
0
r + x
0
, x))) (8.6)
Since K = [ f, C], then s
0
0, otherwise the right-hand-side of (8.6) equals
to +.
Claim 8.34.1 s
0
< 0.
Proof of claim: Suppose s
0
= 0. By the fact that ( s
0
, x
0
) ,=
(0,
X
), we have x
0
,=
X
. Then, (8.6) implies that x
0
, x
0
))
sup
xC
x
0
, x)). Note that x
0
C
and x
0
,=
X
implies that
sup
xC
x
0
, x)) > x
0
, x
0
)). This is a contradiction. Therefore, s
0
< 0.
Let x
0
:= [ s
0
[
1
x
0
X

f(x
0
) +x
0
, x
0
)) sup
(r,x)K
(r + x
0
, x))) = sup
xC
( x
0
, x)) f(x))
Hence, x
0
C
conj
and f(x
0
) +x
0
, x
0
)) f
conj
(x
0
).
Therefore, we have
f(x
0
) x
0
, x
0
)) f
conj
(x
0
) sup
xC
conj
( x
, x
0
)) f
conj
(x
)) f(x
0
)
Hence, f(x
0
) = max
xC
conj
(x
, x
0
)) f
conj
(x
)), where the maximum

is achieved at x
0
. 2
X
IR
[ f
1
, C
1
]
[ f
2
, C
2
]
f
1conj
(x
)
f
2conj
(x
Figure 8.1: Fenchel duality.

8.6 Fenchel Duality Theorem
Let X be a real normed linear space, C
1
, C
2
X be nonempty convex sets,
and f
1
: C
1
IR and f
2
: C
2
IR be convex functionals. We consider the
problem of
:= inf
xC1C2
(f
1
(x) +f
2
(x))
We assume that f
1conj
, C
1conj
, f
2conj
, C
2conj
are easily characterized yet
( f
1
+f
2
)
conj
and ( C
1
C
2
)
conj
are dicult to determine. Then, the above
inmum can be equivalently calculated by
= inf
(r1,x)[f1,C1],(r2,x)[f2,C2]
r
1
+r
2
The idea of Fenchel Duality Theorem can be illustrated in Figure 8.1.
Theorem 8.35 (Fenchel Duality Theorem) Let X be a real normed
linear space, C
1
, C
2
X be nonempty convex sets, f
1
: C
1
IR and
f
2
: C
2
IR be convex functionals, and C
2
C
1
,= . Assume that that f
1
is continuous at x C
1
and := inf
xC1C2
(f
1
(x) + f
2
(x)) is nite. Let
f
1conj
: C
1conj
IR and f
2conj
: C
2conj
IR be conjugate functionals of f
1
and f
2
, respectively. Then, the following statements hold.
(i) = inf
xC1C2
(f
1
(x)+f
2
(x)) = max
xC1conj
(C2conj
)
(f
1conj
(x
)
f
2conj
(x
)), where the maximum is achieved at some x

0
C
1conj
8.6. FENCHEL DUALITY THEOREM 233

(C
2conj
). If the inmum is achieved by some x
0
C
1
C
2
, then, we
have
f
1conj
(x
0
) = x
0
, x
0
)) f
1
(x
0
) (8.7a)
f
2conj
(x
0
) = x
0
, x
0
)) f
2
(x
0
) (8.7b)
(ii) If there exists x
0
C
1conj
(C
2conj
) and x
0
C
1
C
2
such that
(8.7) holds, then the inmum is achieved at x
0
and the maximum is
achieved at x
0
.
Proof x
C
1conj
(C
2conj
), we have
f
1conj
(x
) = sup
xC1
( x
, x)) f
1
(x) ) = inf
xC1
( x
, x)) +f
1
(x) )
inf
xC1C2
( x
, x)) +f
1
(x) )
f
2conj
(x
) = sup
xC2
( x
, x)) f
2
(x) )
= inf
xC2
( x
, x)) +f
2
(x) ) inf
xC1C2
( x
, x)) +f
2
(x) )
Then, we have
f
1conj
(x
) f
2conj
(x
) inf
xC1C2
( x
, x)) +f
1
(x) )
+ inf
xC1C2
( x
, x)) +f
2
(x) ) inf
xC1C2
(f
1
(x) +f
2
(x)) = (8.8)
(i) Consider the sets K
1
:= [ f
1
, C
1
] and K
2
:= (r, x) IRX [ x
C
2
, r f
2
(x) = (r, x) IR X [ (r, x) [ f
2
, C
2
] . By Proposi-
tion 8.20, K
1
and K
2
are nonempty convex sets. By Proposition 8.22, K
1
admits relative interior point ( r, x) for some r IR. By Proposition 8.21,
V( [ f
1
, C
1
] ) = IRV( C
1
) = IR X. Then, ( r, x) K
1
,= .
We will show that K
1
K
2
= by an argument of contradiction. Sup-
pose (r, x) K
1
K
2
,= . Then, we have (r, x) K
1
, which implies that
x C
1
and r > f
1
(x) ; and (r, x) K
2
, which implies that x C
2
and
r f
2
(x). Then, x C
1
C
2
and f
1
(x) + f
2
(x) < . This contradicts
with the denition of . Hence, K
1
K
2
= .
By Eidelheit Separation Theorem and Example 7.76, ( s
0
, x
0
) IRX
with ( s
0
, x
0
) ,=
IRX
such that
 0; Case 2: s
0
= 0. Case 1: s
0
> 0. Then, sup
(r,x)K1
( x
0
, x)) +
r s
0
) = +, which contradicts (8.9). Case 2: s
0
= 0. Then, x
0
,=
X
. By
(8.9), we have
< sup
xC1
x
0
, x)) inf
xC2
x
0
, x)) < +
Let x C
1
C
2
,= . Then, sup
xC1
x
0
, x)) x
0
, x)). This is not
possible since x C
1
and x
0
,=
X
. Hence, we have a contradiction in
both cases. Therefore, s
0
< 0.
Let x
0
= [ s
0
[
1
x
0
 sup
(r,x)K1
( x
0
, x)) r ) = sup
xC1
( x
0
, x)) f
1
(x) +)
sup
xC1C2
( x
0
, x)) f
1
(x) ) + =: d
1
>
Hence, x
0
C
1conj
. Note also that ,
< inf
(r,x)K2
( x
0
, x)) r ) = inf
xC2
( x
0
, x)) +f
2
(x) )
= sup
xC2
( x
0
, x)) f
2
(x) ) inf
xC1C2
( x
0
, x)) +f
2
(x) )
=: d
2
< +
Hence, x
0
C
2conj
. By (8.10), d
1
d
2
. On the other hand, we have
d
2
d
1
= inf
xC1C2
( x
0
, x)) +f
2
(x) ) + inf
xC1C2
( x
0
, x)) +f
1
(x) )
inf
xC1C2
(f
1
(x) +f
2
(x)) = 0
Hence, we have
d
1
= sup
xC1
( x
0
, x)) f
1
(x) +) = sup
xC2
( x
0
, x)) f
2
(x) ) = d
2
This implies that d
1
= f
1conj
(x
0
) + = f
2conj
(x
0
) = d
2
. Therefore,
we have = f
1conj
(x
0
) f
2conj
(x
0
) and x
0
C
1conj
(C
2conj
).
This coupled with (8.8) implies
= inf
xC1C2
(f
1
(x)+f
2
(x)) = max
xC1conj
(C2conj
)
(f
1conj
(x
)f
2conj
(x
))
where the maximum is achieved at some x
0
C
1conj
(C
2conj
).
If the inmum is achieved at x
0
C
1
C
2
, then we have
f
1conj
(x
0
) inf
xC1C2
( x
0
, x)) +f
1
(x) ) x
0
, x
0
))
+f
1
(x
0
)
f
2conj
(x
0
) inf
xC1C2
( x
0
, x)) +f
2
(x) ) x
0
, x
0
)) +f
2
(x
0
)
= f
1conj
(x
0
) f
2conj
(x
0
) f
1
(x
0
) +f
2
(x
0
) =
Hence, (8.7) holds.
(ii) If there exists x
0
C
1conj
(C
2conj
) and x
0
C
1
C
2
such that
(8.7) holds, then, by (8.8), we have
f
1conj
(x
0
) f
2conj
(x
0
) = x
0
, x
0
)) +f
1
(x
0
)
+x
0
, x
0
)) +f
2
(x
0
) = f
1
(x
0
) +f
2
(x
0
)
Hence, the inmum is achieved at x
0
and the maximum is achieved at x
0
.
Proposition 8.36 Let be a set, J : IR
e
, be an index set. A :

2. Assume
A() = . Then,
inf
J() = inf
inf
A()
J(); sup
J() = sup
sup
A()
J()
Proof
o
, there exists
o
, such that
o
A(
o
). Then,
J(
o
) inf
A(o)
J() inf
inf
A()
J()
Hence, by Proposition 3.81, we have
inf
J() inf
inf
A()
J()
On the other hand, , A() implies that
inf
J() inf
A()
J()
Then,
inf
J() inf
inf
A()
J()
Combining the above arguments, we have
inf
J() = inf
inf
A()
J()
Substituting J into this inequality, by Proposition 3.81, yields the
other equality.
Proposition 8.37 Let X and Y be sets, g
1
: X IR
e
, g
2
: Y IR
e
.
Assume that, x X, y Y , g
1
(x) +g
2
(y) IR
e
is well-dened. Then,
inf
(x,y)XY
(g
1
(x) +g
2
(y)) = inf
xX
g
1
(x) + inf
yY
g
2
(y)
when the right-hand-side makes sense.
Proof Dene
l
:= inf
(x,y)XY
(g
1
(x) + g
2
(y)) and
r
:= inf
xX
g
1
(x) +
inf
yY
g
2
(y). We will distinguish two exhaustive and mutually exclusive cases:
Case 1: XY = ; Case 2: XY ,= . Case 1: XY = . Without loss of
generality, assume X = . Then,
l
= += inf
xX
g
1
(x). Since
r
IR
e
is well-dened, then inf
yY
g
2
(y) > . Hence, the desired equality holds.
Case 2: X Y ,= . Then, X ,= and Y ,= . This implies that
inf
xX
g
1
(x) = inf
(x,y)XY
g
1
(x) and inf
yY
g
2
(y) = inf
(x,y)XY
g
2
(y).
By Proposition 3.81, we have
l
inf
(x,y)XY
g
1
(x) + inf
(x,y)XY
g
2
(y) =
r
We will further distinguish two exhaustive and mutually exclusive cases:
Case 2a:
r
= +; Case 2b:
r
< +. Case 2a:
r
= +. Then,
+
l

r
= +. Hence, the desired equality holds.
Case 2b:
r
< +. m IR with m >
r
, by Proposition 3.81,
x
0
X and y
0
Y such that g
1
(x
0
) + g
2
(y
0
) < m. Then, again by
l
< m. This implies that
l

r
. Hence, the
desired equality holds.
Proposition 8.38 Let A be a topological space, Y be a set, and V : A
Y IR. Assume that V satises the following two conditions.
(i) x
1
A, W(x
1
) := inf
yY
V (x
1
, y) IR. This denes the function
W : A IR.
(ii) y Y , dene the function f
y
: A IR by f
y
(x) = V (x, y), x A.
The collection of functions f
y
[ y Y is equicontinuous.
Then, W is continuous.
Proof x
0
A, (0, ) IR, by (ii), U O
with x
0
U such
that, x U, y Y , we have [ f
y
( x) f
y
(x
0
) [ = [ V ( x, y) V (x
0
, y) [ < .
By (i), y, y
0
Y such that [ W( x)V ( x, y) [ < and [ W(x
0
)V (x
0
, y
0
) [ <
. Note that
2 < [ W( x) V ( x, y) [ [ V ( x, y) V (x
0
, y) [ W( x) V (x
0
, y)
W( x) V (x
0
, y) +V (x
0
, y) W(x
0
) = W( x) W(x
0
)
= W( x) V ( x, y
0
) +V ( x, y
0
) W(x
0
) V ( x, y
0
) W(x
0
)
[ V ( x, y
0
) V (x
0
, y
0
) [ +[ V (x
0
, y
0
) W(x
0
) [ < 2
Hence, we have [ W( x) W(x
0
) [ < 2 and W is continuous at x
0
. By
Proposition 3.9, W is continuous.
Next, we present a result on game theory.
Proposition 8.39 Let X be a reexive real normed linear space and A X
and B X
be nonempty bounded closed convex sets. Then,

min
xA
max
xB
x
, x)) = max
xB
min
xA
x
, x))
Proof Let := inf
xA
sup
xB
x
, x)). Let h : X B IR be
given by h(x, x
) = x
, x)), x X, x
B. By Proposition 7.72, h is
continuous. Dene f
1
: X IR
e
by f
1
(x) = sup
xB
h(x, x
), x X. x
X, dene h
x
: X
IR by h
x
(x
) = h(x, x
) = x
, x)), x
. Then,
h
x
is weak
continuous. By Proposition 8.11, B is weak
compact. Then, by
Proposition 5.29, x
B such that f
1
(x) = h
x
( x
) = max
xB
h
x
(x
) =
max
xB
h(x, x
) IR. Hence, f
1
: X IR takes value in IR.
Since B is bounded, then M
B
[0, ) IR such that |x
| M
B
,
x
B. x
B, dene h
x
: X IR by h
x
(x) = h(x, x
), x X.
x
0
X, (0, ) IR, let = /(1 + M
B
) (0, ) IR. x
B
X
( x
0
, ), x
B, we have [ h
x
(x) h
x
(x
0
) [ = [ h(x, x
) h(x
0
, x
) [ =
[ x
, xx
0
)) [ |x
| |xx
0
| M
B
< , where we have applied Propo-
sition 7.72. Hence, h
x
[ x
B is equicontinuous. By Proposition 8.38,

f
1
: X IR is continuous.
x
1
, x
2
X, [0, 1] IR, we have
f
1
(x
1
+ (1 )x
2
) = max
xB
x
, x
1
+ (1 )x
2
))
sup
xB
x
, x
1
)) + sup
xB
(1 ) x
, x
2
))
= max
xB
x
, x
1
)) + (1 ) max
xB
x
, x
2
))
= f
1
(x
1
) + (1 )f
1
(x
2
)
where we have applied Proposition 3.81 in the second equality. Hence, f
1
is convex.
Since A is bounded, then, M
A
[0, ) IR such that |x| M
A
,
x A. x A, x
B, by Proposition 7.72, we have x
, x))
|x
| |x| M
A
M
B
. Then, f
1
(x) M
A
M
B
since B ,= . Then,
M
A
M
B
. Since A ,= , then < +. Hence, is nite.
Dene f
2
: A IR by f
2
(x) = 0, x A. Clearly, f
2
is convex. Note
= inf
xXA
(f
1
(x) +f
2
(x)). Now, it is easy to check that all assumptions
for the Fenchel Duality Theorem are satised. Then,
= max
xX
conj
(A
conj
)
(f
1conj
(x
) f
2conj
(x
))
Claim 8.39.1 X
conj
= B and f
1conj
(x
) = 0, x
B.
Proof of claim: X
conj
= x
[ sup
xX
(x
, x))f
1
(x)) < +.
x
0
B, x X, we have f
1
(x) = max
xB
x
, x)) x
0
, x)).
Then, x
0
, x)) f
1
(x) 0. Hence, x
0
X
conj
. Hence, B X
conj
. The
above also implies that f
1conj
(x
0
) = sup
xX
( x
0
, x)) f
1
(x)) = 0.
0
X
B, by Proposition 8.10, x
0
X
such
that x
0
, x
0
)) < inf
xB
x
0
, x
)). Since X is reexive, then x

0
=
(x
0
) for some x
0
X, where : X X
is the natural mapping. Then,

x
0
, x
0
)) < inf
xB
x
, x
0
)) and x
0
, x
0
)) > sup
xB
x
, x
0
)) =
f
1
(x
0
). Then, x
0
, x
0
)) f
1
(x
0
) = ( x
0
, x
0
)) f
1
(x
0
) ) >
0, (0, ) IR. Hence, sup
xX
(x
0
, x)) f
1
(x)) = + and x
0

X
X
conj
. This implies that X
conj
B. Therefore, we have X
conj
= B.
Claim 8.39.2 A
conj
= X
and f
2conj
(x
) = max
xA
x
, x)), x
.
Proof of claim: A
conj
= x
[ sup
xA
x
, x)) < +.
Since X is reexive, then, by Denition 7.89, : X X
is an isometri-
cal isomorphism. Then, (A) X
is a nonempty bounded closed convex

set . By Proposition 7.90, Y := X
is a reexive real normed linear space. By

Proposition 8.11, (A) is weak
compact. x
, h
x

inv
: X
IR
is weak
continuous. By Proposition 5.29, we have

sup
xA
x
, x)) = sup
x(A)
x
, x
)) = x
0
, x
)) = x
,
inv
(x
0
) ))
= x
, x
0
)) IR
for some x
0
(A) and x
0
=
inv
(x
0
) A. Then, x
A
conj
and
A
conj
= X
. Clearly, f
2conj
(x
) = x
, x
0
)) = max
xA
x
, x)). This
Then,
= inf
xA
max
xB
x
, x)) = max
xBX
(max
xA
x
, x))) = max
xB
min
xA
x
, x))
To show that the inmum in the above equation is actually achieved, we
note that
= min
xB
max
x(A)
x
, x)) = min
xB
max
x(A)
x
, x
))
By Proposition 7.90, Y := X
is a reexive real normed linear space and

(X) = X
. Since is an isometrical isomorphism, then (A) is a

nonempty bounded closed convex set. Applying the result that we have
obtained in this proof to the above, we have
= max
x(A)
min
xB
x
, x
)) = max
x(A)
min
xB
x
, x))
which is equivalent to = min
xA
max
xB
x
, x)).
8.7. POSITIVE CONES AND CONVEX MAPPINGS 239
8.7 Positive Cones and Convex Mappings
Denition 8.40 Let X be a normed linear space and P X be a closed
convex cone. For x, y A, we will write x

= y (with respect to P) if
x y P. The cone P dening this relation is called the positive cone in
X. The cone N = P is called the negative cone in X and we write y

= x
if y x N. We will write xy (y x) if xy P
(y x N
= P
).
It is easy to check that relations

= and

= are reexive and transitive.
Proposition 8.41 Let X be a normed linear space with positive cone P.
x
1
, x
2
, x
3
, x
4
X, [0, ) IR, we have
(i) x
1
, x
2
P implies x
1
+x
2
P, x
1
P, and x
1
= ;
(ii) x
1
= x
1
;
(iii) x
1
= x
2
and x
2
= x
3
implies x
1
= x
3
;
(iv) x
1
= x
2
and x
3
= x
4
implies x
1
+x
3
= x
2
+x
4
;
(v) x
1
= x
2
implies x
1
= x
2
;
(vi) x
1
and x
2
= implies x
1
+x
2
;
(vii) x
1
x
2
and > 0 implies x
1
x
2
.
Denition 8.42 Let X be a real normed linear space and S X. The set
S
:= x
[ x
, x)) 0, x S is called the positive conjugate

cone of S. The set S
:= x
[ x
, x)) 0, x S is called the

negative conjugate cone of S. Clearly, S
= S
.
Proposition 8.43 Let X be a real normed linear space and S, T X.
Then,
(i) S
is a closed convex cone;

(ii) if S T, then T
.
Proof (i) Clearly,
. x
, [0, ) IR, x
S, we have x
, x)) = x
, x)) 0. Hence, x
. Therefore,
S
is a cone with vertex at origin. x

1
, x
2
S
, x S, we have
x
1
+ x
2
, x)) = x
1
, x)) + x
2
, x)) 0. Hence, x
1
+ x
2
S
.
Therefore, S
is a convex cone.
x
, by Proposition 4.13, (x
n
)
n=1
S
such that lim

nIN
x
n
=
x
. x S, by Propositions 7.72 and 3.66, x
, x)) = lim
nIN
x
n
, x))
0. Therefore, x
and S
. By Proposition 3.3, S
is closed.
(ii) This is straightforward.
Proposition 8.44 Let X and Y be real normed linear spaces, A B( X, Y),
and S X. Then, (A(S) )
= A
inv
(S
).
Proof y
( A(S) )
, s S, we have A
, s)) =
y
, As)) 0. Then, A
and y
inv
(S
). Hence, ( A(S) )
inv
(S
).
On the other hand, y
inv
(S
), A
. s S, we have
y
, As)) = A
, s)) 0. Therefore, we have y
( A(S) )
and
A
inv
(S
) ( A(S) )
.
Hence, ( A(S) )
= A
inv
(S
). This completes the proof of the proposi-

tion. 2
Denition 8.45 Let X be a real normed linear space and P X be the
positive cone. We will dened P
to be the positive cone in the dual.

Proposition 8.46 Let X be a real normed linear space with the positive
cone P. If x
0
X satises that x
, x
0
)) 0, x
(or x
),
then x
0
P.
Proof Suppose x
0
, P, by Proposition 8.10, x
, such
that < x
, x
0
)) < inf
xP
x
, x)). Since P is a cone, then

inf
xP
x
, x)) = 0 (it must be greater than or equal to 0 since other-

wise the inmum must be ; and it must be less than or equal to 0 since
X
P). Hence, x
and x
, x
0
)) < 0. This contradicts with the
assumption. Therefore, we must have x
0
P. This completes the proof of
the proposition. 2
Proposition 8.47 Let X be a real normed linear space with positive cone
P. x
, x X, we have
(i) x

= and x
implies x
, x)) 0;
(ii) x

= and x
implies x
, x)) 0;
(iii) x , x
, and x
,=
implies x
, x)) > 0;
(iv) x

= , x ,= , and x
implies x
, x)) > 0.
Denition 8.48 Let A be a real vector space, A, and Z be a real
normed linear space with the positive cone P Z. A mapping G : Z
is said to be convex if is convex and x
1
, x
2
, [0, 1] IR, we
have G(x
1
+ (1 )x
2
)

= G(x
1
) + (1 )G(x
2
).
We note that the convexity of a mapping depends on the denition of
the positive cone P.
8.8. LAGRANGE MULTIPLIERS 241
Proposition 8.49 Let A be a real vector space, A be convex, Z be a
real normed linear space with the positive cone P Z, and G : Z be
a convex mapping. Then, z Z, the set
z
:=
_
x
G(x)

= z
_
is
convex.
Proof Fix any z Z. x
1
, x
2

z
, [0, 1] IR, we have
G(x
1
)

= z and G(x
2
)

= z. Since P is a convex cone, then, G(x
1
) +
(1 )G(x
2
)

= z + (1 )z = z. By the convexity of G, we have
G(x
1
+ (1 )x
2
)

= G(x
1
) + (1 )G(x
2
). By Proposition 8.41, we
have G(x
1
+ (1 )x
2
)

= z. Hence, x
1
+ (1 )x
2

z
. Hence,
z
is
convex. This completes the proof of the proposition. 2
8.8 Lagrange Multipliers
The basic problem to be considered in this section is
0
:= inf
x, G(x)
=
Z
f(x) (8.11)
where A is a real vector space, A is a nonempty convex set, f : IR
is a convex functional, Z is a real normed linear space with positive cone
P Z, and G : Z is a convex mapping.
Toward a solution to the above problem, we consider a class of problems:
:=
_
z Z
x G(x)

= z
_
(8.12a)
(z) := inf
x, G(x)
=z
f(x); z (8.12b)
where : IR
e
is the primal functional. To guarantee that is real-
valued, we make the following assumption.
Assumption 8.50
Z
and (i) z

such that ( z) IR or (ii)
:= inf
x
f(x) > holds.
Fact 8.51 Z is convex.
Proof z
1
, z
2
, [0, 1] IR, there exist x
i
such that
G(x
i
)

= z
i
, i = 1, 2. By the convexity of , we have x
1
+ (1 )x
2
.
Then, by the convexity of G and Proposition 8.41, G(x
1
+ (1 )x
2
)

=
G(x
1
) + (1 )G(x
2
)

= z
1
+ (1 )z
2
. Hence, z
1
+ (1 )z
2
.
This completes the proof of the fact. 2
Fact 8.52 Under Assumption 8.50, : IR is real-valued, convex, and
nonincreasing, that is, z
1
, z
2
with z
1
= z
2
, we have (z
1
) (z
2
).
Proof We will rst show that (z) IR, z . Let (i) in Assump-
tion 8.50 hold. Fix any z . We will distinguish two exhaustive and
mutually exclusive cases: Case 1: z = z; Case 2: z ,= z. Case 1: z = z.
Then, (z) = ( z) IR.
Case 2: z ,= z. By the denition of and the fact that f is real-valued,
we have (z) < +. By (i) of Assumption 8.50, (0, ) IR such that
B
Z
( z, ) V( ) . Let z
1
:= z +

2| zz|
( z z) B
Z
( z, ) V( )
and =
| zz|
| zz|+/2
(0, 1) IR. It is easy to verify that z = z
1
+(1 )z.
Then, we have
< ( z) = inf
x, G( x)
= z1+(1 )z
f( x)
inf
x= x1+(1 )x, x1, G( x1)
= z1, x, G(x)
=z
f( x)
inf
x1, G( x1)
= z1, x, G(x)
=z
( f( x
1
) + (1 )f(x))
= inf
x1, G( x1)
= z1
f( x
1
) + inf
x, G(x)
=z
(1 )f(x)
= inf
x1, G( x1)
= z1
f( x
1
) + (1 ) inf
x, G(x)
=z
f(x)
= ( z
1
) + (1 )(z)
where the second equality follows from Proposition 8.37, and the third
equality follows from Proposition 3.81. Then, (z) > . Hence, (z)
IR.
In both cases, we have (z) IR. Therefore, : IR is real-valued.
Let (ii) in Assumption 8.50 hold. Fix any z . Then, (z) > .
By the denition of , we have (z) < +. Hence, (z) IR.
Thus, under Assumption 8.50, : IR is real-valued.
z
1
, z
2
, [0, 1] IR, we have
(z
1
+ (1 )z
2
) = inf
x, G(x)
=z1+(1)z2
f(x)
inf
x=x1+(1)x2, x1, G(x1)
=z1, x2, G(x2)
=z2
f(x)
inf
x1, G(x1)
=z1, x2, G(x2)
=z2
(f(x
1
) + (1 )f(x
2
))
= inf
x1, G(x1)
=z1
f(x
1
) + inf
x2, G(x2)
=z2
(1 )f(x
2
)
= inf
x1, G(x1)
=z1
f(x
1
) + (1 ) inf
x2, G(x2)
=z2
f(x
2
)
= (z
1
) + (1 )(z
2
)
where the second equality follows from Proposition 8.37, and the third
equality follows from Proposition 3.81. Hence, is convex.
It is obvious that is nonincreasing. This completes the proof of the
fact. 2
Fact 8.53 Under Assumption 8.50, we have
conj
P
and
conj
P
.
Proof Since
Z
implies that x
1
such that G(x
1
)

=
Z
, then
G(x
1
) +P. z

conj
, by Denition 8.27, we have
+ > sup
z
(z
, z )) (z)) sup
zG(x1)+P
( z
, z )) (z))
sup
zG(x1)+P
( z
, z )) (G(x
1
)))
= sup
zP
z
, z )) + z
, G(x
1
) )) (G(x
1
))
where the third inequality follows from Fact 8.52, and the equality follows
from Proposition 8.37. Hence, sup
z
=
Z
z
, z )) < +. Since P is a cone,

then sup
z
=
Z
z
, z )) = 0. This implies that z
,
conj
P
, and
conj
P
. This completes the proof of the fact. 2

Fact 8.54 Let Assumption 8.50 hold. Dene : P
IR
e
by
(z
) = sup
z
(z
, z )) (z)); z
Then, sup
z
conj
conj
(z
) = sup
zP
(z
). z
, we have that
(z
) = inf
x
(f(x) + z
, G(x) ))) =: (z
)
where : P
IR
e
is called the dual functional.
Proof Clearly, z

conj
, (z
) =
conj
(z
) and, by the denition

of
conj
, z

conj
, (z
) = +. Hence, sup
z
conj
conj
(z
) =
sup
zP
(z
).
z
, z
=
Z
,
(z
) = sup
z
( z
, z )) (z)) = inf
z
(z
, z )) +(z))
= inf
z
(z
, z )) + inf
x, G(x)
=z
f(x)) = inf
z
inf
x, G(x)
=z
( z
, z )) +f(x))
= inf
x, z, G(x)
=z
( z
, z )) +f(x)) = inf
x
inf
z, z
=G(x)
( z
, z )) +f(x))
= inf
x
inf
z
=G(x)
(z
, z )) +f(x)) = inf
x
(f(x) + inf
z
=G(x)
z
, z )))
= inf
x
(f(x) + z
, G(x) )))
where the second equality follows from Proposition 3.81; the fourth equality
follows from Proposition 8.37; the fth and sixth equality follows from
Proposition 8.36; and the eighth equality follows from Proposition 8.37.
The desired theory follows by applying either duality results for con-
vex functionals, which are Propositions 8.33 and 8.34. This leads to two
dierent regularity conditions. To apply Proposition 8.33, we assume that
Assumption 8.55 is lower semicontinuous at
Z
.
To apply Proposition 8.34, we assume that
Assumption 8.56 x
1
such that G(x
1
)
Z
.
Now, we state the two Lagrange duality results.
Proposition 8.57 Let A be a real vector space, A be nonempty and
convex, f : IR be a convex functional, Z be a real normed linear space
with the positive cone P Z, G : Z be a convex mapping, and
0
be
dened as in (8.11). Let Assumptions 8.50 and 8.55 hold. Then,
0
= sup
z
=
Z
inf
x
(f(x) + z
, G(x) ))) = sup

z
=
Z
(z
) (8.13)
Furthermore, if the supremum in (8.13) is achieved at z
0
P
, that is,
0
= inf
x
(f(x) +z
0
, G(x) ))) (8.14)
then the following statement holds: the inmum in (8.11) is achieved at
x
0
with G(x
0
)

=
Z
if, and only if, the inmum in (8.14) is achieved
at x
0
with G(x
0
)

=
Z
and z
0
, G(x
0
) )) = 0.
Proof By Facts 8.51 and 8.52, Assumption 8.55, and Proposition 8.33,
we have
0
= (
Z
) = sup
z
conj
conj
(z
)
Then, by Facts 8.53 and 8.54, we have
0
= sup
zP
(z
) = sup
z
=
Z
(z
) = sup
z
=
Z
(z
)
Therefore, (8.13) holds.
Let the supremum in (8.13) be achieved at z
0
P
, that is, (8.14)

holds.
If the inmum in (8.11) is achieved at x
0
with G(x
0
)

=
Z
, then, we
have
0
= f(x
0
) f(x
0
) + z
0
, G(x
0
) )) inf
x
(f(x) + z
0
, G(x) ))) =
0
. Hence, the inmum in (8.14) is achieved at x
0
and z
0
, G(x
0
) )) = 0.
On the other hand, if the inmum in (8.14) is achieved at x
0
with
G(x
0
)

=
Z
and z
0
, G(x
0
) )) = 0, then
0
= f(x
0
) + z
0
, G(x
0
) )) =
f(x
0
). Hence, the inmum in (8.11) is achieved at x
0
.
Proposition 8.58 Let A be a real vector space, A be nonempty and
with the positive cone P Z, P
,= , G : Z be a convex mapping.
Let Assumptions 8.50 and 8.56 hold. Then,
0
= max
z
=
Z
inf
x
(f(x) + z
, G(x) ))) = max

z
=
Z
(z
) (8.15)
where the maximum is achieved at z
0
P
, that is,
0
= inf
x
(f(x) +z
0
, G(x) ))) (8.16)
Furthermore, the inmum in (8.11) is achieved at x
0
with G(x
0
)

=
Z
if, and only if, the inmum in (8.16) is achieved at x
0
with G(x
0
)

=
Z
and z
0
, G(x
0
) )) = 0.
Proof By Assumption 8.56, G(x
1
)
Z
. Then, G(x
1
) P
and
G(x
1
) + P . By Proposition 7.16,
G(x
1
) + P
and
Z

.
z G(x
1
) + P, we have z

= G(x
1
) and, by Fact 8.52, (z) (G(x
1
)).
Since G(x
1
)
Z
, then (0, ) IR such that B
Z
(
Z
, ) G(x
1
) +P.
Take r
0
:= (G(x
1
))+ IR. It is easy to check that B
IRZ
( (r
0
,
Z
) , )
[ , ]. Hence, (r
0
,
Z
) [ , ]
. By Proposition 8.22, is continuous at
Z
. By Facts 8.51 and 8.52 and Proposition 8.34, we have
0
= (
Z
) = max
z
conj
conj
(z
)
Then, by Facts 8.53 and 8.54, we have
0
= max
zP
(z
) = max
z
=
Z
(z
) = max
z
=
Z
(z
)
Therefore, (8.15) holds and the maximum is achieved at z
0
P
.
If the inmum in (8.11) is achieved at x
0
with G(x
0
)

=
Z
, then, we
have
0
= f(x
0
) f(x
0
) + z
0
, G(x
0
) )) inf
x
(f(x) + z
0
, G(x) ))) =
0
. Hence, the inmum in (8.16) is achieved at x
0
and z
0
, G(x
0
) )) = 0.
On the other hand, if the inmum in (8.16) is achieved at x
0
with
G(x
0
)

=
Z
and z
0
, G(x
0
) )) = 0, then
0
= f(x
0
) + z
0
, G(x
0
) )) =
f(x
0
). Hence, the inmum in (8.11) is achieved at x
0
.
In the Propositions 8.57 and 8.58, z
0
is called the Lagrange multiplier.
Assumption 8.50 guarantees that the primal functional is real-valued and
convex. Assumption 8.56 guarantees the existence of a Lagrange multi-
plier. This assumption is restrictive. On the other hand, Assumption 8.55
guarantees the duality but not the existence of a Lagrange multiplier. This
condition is more relaxed.
Corollary 8.59 Let A be a real vector space, A be nonempty and
with the positive cone P Z, P
,= , G : Z be a convex mapping. Let

Assumptions 8.50 and 8.56 hold and x
0
with G(x
0
)

=
Z
achieves the
inmum in (8.11). Then, there exists z
0
Z
with z
0
=
Z
such that
the Lagrangian L : P
IR dened by
L(x, z
) := f(x) +z
, G(x) )) ; x , z
admits a saddle point at (x

0
, z
0
), i. e.
L(x
0
, z
) L(x
0
, z
0
) L(x, z
0
); x , z
Proof By Proposition 8.58, there exists z

0
Z
with z
0
=
Z
such that L(x

0
, z
0
) L(x, z
0
), x and z
0
, G(x
0
) )) = 0. Then,
z
, we have L(x
0
, z
)L(x
0
, z
0
) = z
, G(x
0
) )) z
0
, G(x
0
) )) =
z
, G(x
0
) )) 0. Hence, the saddle point condition holds. This completes
the proof of the corollary. 2
Next, we present two suciency results on Lagrange multipliers.
Proposition 8.60 Let A be a real vector space, A be nonempty,
f : IR, Z be a real normed linear space with the positive cone P Z,
G : Z.
Assume that there exist x
0
and z
0
Z
with z
0
=
Z
such that
f(x
0
) + z
0
, G(x
0
) )) f(x) + z
0
, G(x) )) ; x
Then,
f(x
0
) = inf
x, G(x)
=G(x0)
f(x)
Proof x with G(x)

= G(x
0
), we have z
0
, G(x) ))
z
0
, G(x
0
) )), since z
0
P
. By the assumption of the proposition,

f(x
0
) + z
0
, G(x
0
) )) f(x) + z
0
, G(x) )). Then, f(x
0
) f(x). This
G : Z.
Assume that there exist x
0
and z
0
Z
with z
0
=
Z
such that
the Lagrangian L : P
IR given by
L(x, z
) = f(x) + z
, G(x) )) ; x , z
admits a saddle point at (x

0
, z
0
), i. e.
L(x
0
, z
) L(x
0
, z
0
) L(x, z
0
); x , z

Then, G(x
0
)

=
Z
and
f(x
0
) = L(x
0
, z
0
) = inf
x, G(x)
=
Z
f(x)
Proof By the rst inequality in the saddle-point condition, we have
z
, G(x
0
) )) z
0
, G(x
0
) )) ; z
, we have z
=
Z
and z
+z
0

Z
. Then, z
+z
0
, G(x
0
) ))
z
0
, G(x
0
) )) and z
, G(x
0
) )) 0. By Proposition 8.46, G(x
0
) (P)
and G(x
0
)

=
Z
. Furthermore, 0 =
Z
, G(x
0
) )) z
0
, G(x
0
) )) 0
implies that z
0
, G(x
0
) )) = 0.
x with G(x)

=
Z
, we have f(x) f(x) +z
0
, G(x) )) f(x
0
) +
z
0
, G(x
0
) )) = f(x
0
). This completes the proof of the proposition. 2
Next, we present a result on the sensitivity of the inmization problem.
G : Z.
Let z
i
Z,
i
= inf
x, G(x)
=zi
f(x), i = 0, 1. Let z
0
P
be
the Lagrange multiplier associated with
0
, that is
0
= inf
x
(f(x) + z
0
, G(x) z
0
)))
Assume that
0
IR. Then, we have
0
z
0
, z
1
z
0
))
Proof x with G(x)

= z
1
, we have
0
f(x)+ z
0
, G(x)z
0
)),
which implies that
f(x)
0
z
0
, G(x) z
0
))
0
z
0
, z
1
z
0
))
Hence,
1

0
+ z
0
, z
1
z
0
)). This completes the proof of the
proposition. 2
Chapter 9
Dierentiation in Banach
Spaces
In this chapter, we are going to develop the concept of derivative in normed
linear spaces.
9.1 Fundamental Notion
Denition 9.1 Let X be a normed linear space over the eld IK, D X,
and x
0
D. u X is said to be an admissible deviation in D at x
0
if
(0, ) IR, we have x
0
+r u [ r (0, ) IR, u B( u, )D ,= .
Let A
D
(x
0
) be the set of admissible deviations in D at x
0
.
Clearly, if x
0
D
, then A
D
( x
0
) = X. Another fact is that when D
1

D
2
X and x
0
D
1
, then A
D1
( x
0
) A
D2
( x
0
). Yet another fact is that
when x
0
D
1
, D
1
, D
2
X, and (0, ) IR such that D
1
B ( x
0
, ) =
D
2
B ( x
0
, ), then A
D1
( x
0
) = A
D2
( x
0
).
Proposition 9.2 Let X be a normed linear space over the eld IK, D X,
and x
0
D. Then, A
D
( x
0
) X is a closed cone.
Proof Clearly, if x
0
D, then A
D
( x
0
). On the other hand,
if x
0
D D, then, by Proposition 4.13, x
0
is an accumulation point of
D. (0, ) IR, x (B
_
x
0
,
2
_
D) x
0
. Let v := x x
0
.
Then, :=
_
|v| (0, ) IR. Let v :=
1
v. Then, v B (, ) and
x = x
0
+ v x
0
+ r u [ r (0, ) IR, u B (, ) D ,= . Hence,
A
D
( x
0
). Therefore, A
D
( x
0
) if x
0
D.
u A
D
(x
0
), [0, ) IR, we will show that u A
D
( x
0
)
by distinguishing two exhaustive and mutually exclusive cases: Case 1:
= 0; Case 2: > 0. Case 1: = 0. Then, u = A
D
(x
0
).
Case 2: > 0. (0, ) IR, let = min , / (0, ) IR.
249
250 CHAPTER 9. DIFFERENTIATION IN BANACH SPACES
By u A
D
(x
0
), x x
0
+ r u [ r (0, ) IR, u B ( u, ) D.
Hence, x D and x = x
0
+ r u = x
0
+ (r/)( u) with r (0, ) IR
and u B ( u, ). Then, r/ (0, ) IR and u B( u, ). Hence,
x x
0
+ r u [ r (0, ) IR, u B ( u, ) D ,= . This implies that
u A
D
( x
0
). Hence, A
D
( x
0
) is a cone.
u A
D
( x
0
), (0, ) IR, by Proposition 3.3, u
1
A
D
( x
0
)
B ( u, /2). By u
1
A
D
( x
0
), x x
0
+ r u [ r (0, /2) IR, u
B ( u
1
, /2)D. Then, x x
0
+r u [ r (0, ) IR, u B (u, )D ,=
. Hence, u A
D
(x
0
). Then, A
D
( x
0
) A
D
( x
0
) and A
D
( x
0
) is closed.
Denition 9.3 Let X and Y be normed linear spaces over IK, D X, f :
D Y, and x
0
D. Assume that span (A
D
(x
0
)) = X. Let L B(X, Y)
be such that (0, ) IR, (0, ) IR, x D B
X
( x
0
, ), we
have
|f(x) f(x
0
) L(x x
0
) | |x x
0
|
Then, L is called the (Frechet) derivative of f at x
0
and denoted by f
(1)
(x
0
)
or Df(x
0
). When L exists, we will say that f is (Frechet) dierentiable at
x
0
. Df or f
(1)
will denote the B( X, Y)-valued function whose domain of
denition is dom
_
f
(1)
_
:= x D [ Df(x) B(X, Y) exists. If f is
dierentiable at x
0
, x
0
D, we say f is (Frechet) dierentiable. In this
case, Df : D B(X, Y) or f
(1)
: D B( X, Y).
Clearly, when X = Y = IR and D = [a, b] X with a < b, then Df(t) is
simply the derivative of f at t [a, b], as we know before.
Denition 9.4 Let X and Y be normed linear spaces over IK, D X,
f : D Y, x
0
D, and u A
D
( x
0
). Let M
D
(x
0
) := ( r, u)
IR X [ r (0, +) IR, u X, x
0
+ r u D and g : M
D
(x
0
) Y
be given by g(r, u) = r
1
(f(x
0
+ r u) f(x
0
)), (r, u) M
D
(x
0
). Clearly,
(0, u) is an accumulation point of M
D
(x
0
) since u A
D
( x
0
). The di-
rectional derivative of f at x
0
along u, denoted by Df(x
0
; u), is the limit
lim
(r, u)(0,u)
g(r, u), when it exists.
Clearly, the directional derivative is unique when it exists, since Y is Haus-
dor.
Proposition 9.5 Let X and Y be normed linear spaces over IK, D X,
f : D Y, x
0
D, span( A
D
(x
0
)) = X, L B( X, Y) be the Frechet
derivative of f at x
0
, and u A
D
( x
0
). Then, Df(x
0
; u) = Lu.
Proof (0, ) IR, let = /(2 + 2 |u|) (0, ) IR. By
Df(x
0
) = L, (0, ) IR such that |f(x) f(x
0
) L(x x
0
) |
|x x
0
|, x B
X
( x
0
, ) D. Let M
D
(x
0
) and g : M
D
(x
0
) Y be as
dened in Denition 9.4. Let

= min /(2 + 2 |L|), /(1 + |u|), 1
9.1. FUNDAMENTAL NOTION 251
(0, ) IR. (r, u)
_
M
D
(x
0
) B
IRX
_
( 0, u) ,
__
(0, u) , we have
x := x
0
+r u D B
X
(x
0
, ). This implies that
| g(r, u) Lu| = |f(x
0
+r u) f(x
0
) rLu| /r
= |f( x) f(x
0
) L( x x
0
) +rL( u u) | /r
|f( x) f(x
0
) L( x x
0
) | /r +|L( u u) |
| x x
0
| /r +|L| |( u u) | = | u| +|L| | u u|
(|u| +| u u|) +|L| | u u| (|u| +

) +|L|
<
where the second inequality follows from Proposition 7.64. Hence, we have
Df(x
0
; u) = lim
(r, u)(0,u)
g(r, u) = Lu. This completes the proof of the
proposition. 2
f : D Y, x
0
D, and span( A
D
(x
0
)) = X. Then, f has at most one
derivative at x
0
.
Proof We will prove the result by an argument of contradiction.
Suppose, L
1
, L
2
B( X, Y) with L
1
,= L
2
such that L
1
and L
2
are
derivatives of f at x
0
. By span (A
D
( x
0
) ) = X and Proposition 3.56,
u span( A
D
( x
0
) ) such that L
1
u ,= L
2
u. Since L
1
and L
2
are lin-
ear, then u
0
A
D
( x
0
) such that L
1
u
0
,= L
2
u
0
Df(x
0
; u
0
) = L
1
u
0
= L
2
u
0
. This is a contradiction. Hence, the result
holds. This completes the proof of the proposition. 2
f : D Y, x
0
D, and span( A
D
( x
0
) ) = X. Assume that Df(x
0
)
B(X, Y) exists, then f is continuous at x
0
.
Denition 9.8 Let X be a set, Y and Z be normed linear spaces over
IK, D X Y, f : D Z, and (x
0
, y
0
) D. f is said to be partial
(Frechet) dierentiable with respect to y at (x
0
, y
0
) if g : D
1
Z given
by g(y) = f(x
0
, y), y D
1
, where D
1
:= y Y [ (x
0
, y) D, is
dierentiable at y
0
. Dg(y
0
) B( Y, Z) is called the partial derivative of f
with respect to y at (x
0
, y
0
) and is denoted by
f
y
(x
0
, y
0
).
f
y
will denote
the B( Y, Z)-valued function whose domain of denition is dom
_
f
y
_
:=
_
(x, y) D
f
y
(x, y) B(Y, Z) exists
_
. When dom
_
f
y
_
= D, we say
that f is partial dierentiable with respect to y.
For notational simplicity, we will adopt the matrix notation for our
later developments. Let X
1
, . . . , X
n
be normed linear spaces over IK, n IN.
For a vector (x
1
, . . . , x
n
) X
1
X
n
, we will use the notation of a
column vector
_
_
x
1
.
.
.
x
n
_
_
to alternatively denote it. Let Y
1
, . . . , Y
m
be normed linear spaces over IK,
m IN. L B(X
1
X
n
, Y
1
Y
m
) can be equivalently written
as
_
_
L
11
L
1n
.
.
.
.
.
.
L
m1
L
mn
_
_
where L
ij
B(X
j
, Y
i
). Then, (y
1
, . . . , y
m
) = L(x
1
, . . . , x
n
) can be equiva-
lently expressed as
_
_
y
1
.
.
.
y
m
_
_ =
_
_
L
11
L
1n
.
.
.
.
.
.
L
m1
L
mn
_
_
_
_
x
1
.
.
.
x
n
_
_ =
_
n
j=1
L
1j
x
j
.
.
.
n
j=1
L
mj
x
j
_
_
Let Z
1
, . . . , Z
p
be normed linear spaces over IK, p IN, and

L B(Y
1

Y
m
, Z
1
Z
p
) be given by
_
L
11

L
1m
.
.
.
.
.
.
L
p1

L
pm
_
_
Then,

LL B( X
1
X
n
, Z
1
Z
p
) and
LL =
_
L
11

L
1m
.
.
.
.
.
.
L
p1

L
pm
_
_
_
_
L
11
L
1n
.
.
.
.
.
.
L
m1
L
mn
_
_
=
_
m
j=1
L
1j
L
j1

m
j=1
L
1j
L
jn
.
.
.
.
.
.
m
j=1
L
pj
L
j1

m
j=1
L
pj
L
jn
_
_
It is easy to show that the adjoint of L is
L
=
_
_
L
11
L
m1
.
.
.
.
.
.
L
1n
L
mn
_
_
Proposition 9.9 Let X, Y, and Z be normed linear spaces over IK, D
XY, f : D Z, and (x
0
, y
0
) D. Assume Df(x
0
, y
0
) B(XY, Z) ex-
ists. Let D
x0
:= y Y [ (x
0
, y) D. Assume that span
_
A
Dx
0
(y
0
)
_
=
9.1. FUNDAMENTAL NOTION 253
Y. Then, f is partial dierentiable with respect to y at (x
0
, y
0
) and
f
y
(x
0
, y
0
) B( Y, Z) is given by
f
y
(x
0
, y
0
)(k) = Df(x
0
, y
0
)(
X
, k), k Y.
Let D
y0
:= x X [ (x, y
0
) D. Assume that span
_
A
Dy
0
( x
0
)
_
=
X. By symmetry, f is partial dierentiable with respect to x at (x
0
, y
0
)
and
f
x
(x
0
, y
0
) B( X, Z) is given by
f
x
(x
0
, y
0
)(h) = Df(x
0
, y
0
)(h,
Y
),
h X.
Hence, we have Df(x
0
, y
0
) =
_
f
x
(x
0
, y
0
)
f
y
(x
0
, y
0
)
_
in matrix
notation.
Proof Let g : D
x0
Z be given by g(y) = f(x
0
, y), y D
x0
.
Clearly y
0
D
x0
. By the fact that f is dierentiable at (x
0
, y
0
), then
(0, ) IR, (0, ) IR, (x, y) D B
XY
( ( x
0
, y
0
) , ), we
have |f(x, y)f(x
0
, y
0
)Df(x
0
, y
0
)(xx
0
, yy
0
) | |(xx
0
, yy
0
) |.
Then, y D
x0
B
Y
(y
0
, ), we have (x
0
, y) D B
XY
( ( x
0
, y
0
) , ) and
|y y
0
| |f(x
0
, y) f(x
0
, y
0
) Df(x
0
, y
0
)(
X
, y y
0
) | = | g(y)
g(y
0
) Df(x
0
, y
0
)(
X
, y y
0
) |. Let L : Y Z be given by L(k) =
Df(x
0
, y
0
)(
X
, k), k Y. Clearly, L is a linear operator. Note that
|L| = sup
kY, |k|1
|Lk| = sup
kY, |k|1
|Df(x
0
, y
0
)(
X
, k) |
sup
kY, |k|1
|Df(x
0
, y
0
) | |(
X
, k) | |Df(x
0
, y
0
) | < +
where the rst inequality follows from Proposition 7.64 and the last in-
equality follows from the fact that Df(x
0
, y
0
) B(X Y, Z). Hence,
L B(Y, Z). Then, | g(y) g(y
0
) L(y y
0
) | |y y
0
|, y
D
x0
B
Y
( y
0
, ). This implies that D g(y
0
) = L. By Denition 9.8,
f
y
(x
0
, y
0
) = L.
By symmetry, f is partial dierentiable with respect to x at (x
0
, y
0
)
and
f
x
(x
0
, y
0
) B(X, Z) is given by
f
x
(x
0
, y
0
)(h) = Df(x
0
, y
0
)(h,
Y
),
h X.
Note that, h X and k Y,
Df(x
0
, y
0
)(h, k) =
f
x
(x
0
, y
0
)(h) +
f
y
(x
0
, y
0
)(k)
Then,
Df(x
0
, y
0
)
_
h
k
_
=
_
f
x
(x
0
, y
0
)
f
y
(x
0
, y
0
)
_
_
h
k
_
Hence, the desired matrix notation follows. This completes the proof of
the proposition. 2
9.2 The Derivatives of Some Common Func-
tions
f : D Y, x
0
D, and span ( A
D
( x
0
) ) = X. Assume that
0
(0, )
IR and y
0
Y such that f(x) = y
0
, x D B
X
( x
0
,
0
). Then, f is
Frechet dierentiable at x
0
and Df(x
0
) =
B(X,Y)
.
Proposition 9.11 Let X and Y be normed linear spaces over IK, x
0

D
2
D
1
X, and f : D
1
Y. If f is Frechet dierentiable at x
0
and
span( A
D2
( x
0
) ) = X, then g := f[
D2
is Frechet dierentiable at x
0
and
Dg(x
0
) = Df(x
0
). On the other hand, if g is Frechet dierentiable at x
0
and
0
(0, ) IR such that D
1
B
X
( x
0
,
0
) = D
2
B
X
( x
0
,
0
), then
f is Frechet dierentiable at x
0
and Df(x
0
) = Dg(x
0
).
Proposition 9.12 Let X be a normed linear space over IK, and f : X X
be given by f = id
X
, that is f(x) = x, x X. Then, f is Frechet
dierentiable and Df(x)(h) = h, x X and h X. Then, Df(x) = id
X
,
x X.
Proposition 9.13 Let X and Y be normed linear spaces over IK, and
f : X Y X be given by f =
X
, that is f(x, y) = x, (x, y)
X Y. Then, f is Frechet dierentiable and Df(x, y)(h, k) = h, (x, y)
X Y and (h, k) X Y. In matrix notation, we have Df(x, y) =
_
id
X

B(Y,X)
_
, (x, y) X Y.
Proposition 9.14 Let X be a normed linear space over IK, f : XX X
be given by f(x
1
, x
2
) = x
1
+ x
2
, (x
1
, x
2
) X X. Then, f is Frechet
dierentiable and Df : XX B( XX, X) is given by (x
1
, x
2
) XX,
(h
1
, h
2
) XX, Df(x
1
, x
2
)(h
1
, h
2
) = h
1
+h
2
. In matrix notation, we
have Df(x
1
, x
2
) =
_
id
X
id
X
.
Proof (x
1
, x
2
) X X, let L : X X X be given by L(h
1
, h
2
) =
h
1
+h
2
, (h
1
, h
2
) X X. Clearly, L is a linear operator. Note that
|L| = sup
(h1,h2)XX,
(h1,h2)
1
|L(h
1
, h
2
) |
9.2. THE DERIVATIVES OF SOME COMMON FUNCTIONS 255
sup
(h1,h2)XX,
(h1,h2)
1
|h
1
| +|h
2
|
sup
(h1,h2)XX,
(h1,h2)
2
_
|h
1
|
2
+|h
2
|
2
_
1/2
2
where the second inequality follows from Cauchy-Schwarz Inequality. Hence,
L B(X X, X).
Clearly, A
XX
(x
1
, x
2
) = XX since (x
1
, x
2
) (XX)
. (0, )
IR, set = 1 IR, ( x
1
, x
2
) (X X) B
XX
( ( x
1
, x
2
) , ), we have
|f( x
1
, x
2
)f(x
1
, x
2
)L( x
1
x
1
, x
2
x
2
) | = 0 |( x
1
x
1
, x
2
x
2
) |. By
Denition 9.3, Df(x
1
, x
2
) = L. This completes the proof of the proposition.
2
f
1
: D Y, f
2
: D Y, x
0
D,
1
,
2
IK, and g : D Y be given
by g(x) =
1
f
1
(x) +
2
f
2
(x), x D. Assume that f
(1)
1
(x
0
) and f
(1)
2
(x
0
)
exist. Then, g is Frechet dierentiable at x
0
and g
(1)
(x
0
) =
1
f
(1)
1
(x
0
) +
2
f
(1)
2
(x
0
).
Proof Dene L :=
1
f
(1)
1
(x
0
) +
2
f
(1)
2
(x
0
) B(X, Y). By assump-
tion, span ( A
D
( x
0
) ) = X. (0, ) IR, by the dierentiability of
f
1
at x
0
,
1
(0, ) IR such that x D B
X
(x
0
,
1
), we have
_
_
_f
1
(x) f
1
(x
0
) f
(1)
1
(x
0
)(x x
0
)
_
_
_ |x x
0
|. By the dierentiability
of f
2
at x
0
,
2
X
( x
0
,
2
), we have
_
_
_f
2
(x)f
2
(x
0
)f
(1)
2
(x
0
)(xx
0
)
_
_
_ |xx
0
|. Let := min
1
,
2
> 0.
x D B
X
( x
0
, ), we have
|g(x) g(x
0
) L(x x
0
) |
=
_
_
1
(f
1
(x) f
1
(x
0
) f
(1)
1
(x
0
)(x x
0
)) +
2
(f
2
(x) f
2
(x
0
)
f
(1)
2
(x
0
)(x x
0
))
_
_
([
1
[ +[
2
[) |x x
0
|
Hence, g
(1)
(x
0
) = L. This completes the proof of the proposition. 2
Proposition 9.16 Let X be a normed linear space over IK, f : IKX X
be given by f(, x) = x, (, x) IKX. Then, f is Frechet dierentiable
and Df : IKX B(IKX, X) is given by (, x) IKX, (d, h) IKX,
Df(, x)(d, h) = h + dx. Thus, Df(, x) =
_
x id
X
in matrix
notation.
Proof (, x) IK X, let L : IK X X be given by L(d, h) =
h +dx, (d, h) IK X. Clearly, L is a linear operator. Note that
|L| = sup
(d,h)IKX,
(d,h)
1
|L(d, h) |
sup
(d,h)IKX,
(d,h)
1
[ [ |h| +[ d[ |x|
sup
(d,h)IKX,
(d,h)
1
_
[ [
2
+|x|
2
_
1/2
_
[ d[
2
+|h|
2
_
1/2
|( , x) | < +
where the second inequality follows from Cauchy-Schwarz Inequality. Hence,
L B(IK X, X).
Clearly, A
IKX
(, x) = IK X since (, x) (IK X)
. (0, )
IR, set = 2 (0, ) IR, ( , x) (IKX) B
IKX
(( , x) , ), we have
|f( , x) f(, x) L( , x x) |
= | x x ( x x) ( )x| = |( )( x x) |
1
2
([ [
2
+| x x|
2
) =
1
2
|( , x x) |
2
|( , x x) |
By Denition 9.3, Df(, x) = L. This completes the proof of the proposi-
tion. 2
In the previous proposition, we have abuse the notation using the ma-
trix notation that we identify xd as dx.
To state the next proposition, we will introduce a new notation. Let A
B(X, Y) and B B( Y, Z), where X, Y, and Z are normed linear spaces over
IK. Clearly, f(A, B) := BA B(X, Z). Let g(A) : B( Y, Z) B(X, Z)
be given by g(A)(B) = BA, B B( Y, Z). Clearly, g(A) is a bounded
linear operator. It is easy to see that g : B(X, Y) B(B( Y, Z) , B(X, Z))
is a bounded linear operator with |g | 1. This operator g is needed in
compact matrix notation for many linear operators. We will use the ro
to denote g for any normed linear spaces X, Y, and Z. The meaning of ro
is right operate. For x X, we will identify X with B(IR, X) and write
ro(x)(A) = Ax.
This brings us to the next proposition.
Proposition 9.17 Let X and Y be normed linear spaces over IK, f :
B(X, Y) X Y be given by f(A, x) = Ax, (A, x) B(X, Y) X. Then,
f is Frechet dierentiable and Df : B(X, Y) X B(B( X, Y) X, Y) is
given by (A, x) B(X, Y) X, (, h) B( X, Y) X, Df(A, x)(, h) =
Ah + x. In matrix notation, Df(A, x) =
_
ro(x) A
.
Proof (A, x) B( X, Y) X, let L : B( X, Y) X Y be given by
L(, h) = Ah+x, (, h) B( X, Y) X. Clearly, L is a linear operator.
Note that
|L| = sup
(,h)B(X,Y)X,
(,h)
1
|L(, h) |
9.3. CHAIN RULE AND MEAN VALUE THEOREM 257
sup
(,h)B(X,Y)X,
(,h)
1
|A| |h| +|| |x|
sup
(,h)B(X,Y)X,
(,h)
1
_
|A|
2
+|x|
2
_
1/2
_
||
2
+|h|
2
_
1/2
|( A, x) | < +
where the rst inequality follows from Proposition 7.64, and the second in-
equality follows from Cauchy-Schwarz Inequality. Hence, L B(B( X, Y)
X, Y).
Clearly, A
B(X,Y)X
(A, x) = B(X, Y) X since (A, x) (B( X, Y)
X)
= B( X, Y) X. (0, ) IR, set = 2 (0, ) IR, (

A, x)
(B( X, Y) X) B
B(X,Y)X
( ( A, x) , ), we have
_
_
f(

A, x) f(A, x) L(

A A, x x)
_
_
=
_
_
A x Ax A( x x) (

A A)x
_
_
=
_
_
(

A A)( x x)
_
_
1
2
(
_
_
A A
_
_
2
+| x x|
2
) =
1
2
_
_
_

A A, x x
__
_
2

_
_
_

A A, x x
__
_
where the rst inequality follows from Proposition 7.64. By Denition 9.3,
Df(A, x) = L. This completes the proof of the proposition. 2
9.3 Chain Rule and Mean Value Theorem
Theorem 9.18 (Chain Rule) Let X, Y, and Z be normed linear spaces
over IK, D
x
X, D
y
Y, f : D
x
D
y
, g : D
y
Z, x
0
D
x
,
y
0
:= f(x
0
) D
y
, and h := g f : D
x
Z. Assume that f is Frechet
dierentiable at x
0
with Df(x
0
) B(X, Y) and g is Frechet dieren-
tiable at y
0
with Dg(y
0
) B(Y, Z). Then, h is dierentiable at x
0
and
Dh(x
0
) B(X, Z) is given by
Dh(x
0
) = Dg(f(x
0
)) Df(x
0
) = Dg(y
0
)Df(x
0
)
Proof Dene L : X Z by, x X, L( x) = Dg(y
0
)Df(x
0
) x =
Dg(y
0
)(Df(x
0
)( x)). Clearly, L is a linear operator and, by Proposition 7.64,
L B(X, Z).
(0, ) IR, let = (
_
4 + (|Df(x
0
) | + |Dg(y
0
) |)
2
|Df(x
0
) |
|Dg(y
0
) |)/2 (0, ) IR. By the fact that Dg(y
0
) B(Y, Z),
1
(0, ) IR such that y D
y
B
Y
( y
0
,
1
), we have
|g(y) g(y
0
) Dg(y
0
)(y y
0
) | |y y
0
|
By the fact that Df(x
0
) B( X, Y), we have span ( A
Dx
( x
0
) ) = X and
2
(0,
1
/( +|Df(x
0
) |)] IR such that x D
x
B
X
( x
0
,
2
), we have
|f(x) f(x
0
) Df(x
0
)(x x
0
) | |x x
0
|
Then, by Proposition 7.64, |f(x) y
0
| = |f(x) f(x
0
) | |x x
0
| +
|Df(x
0
) | |x x
0
| ( + |Df(x
0
) |) |x x
0
| <
1
. This implies that
f(x) D
y
B
Y
( y
0
,
1
). Then, we have
|h(x) h(x
0
) L(x x
0
) | = |g(f(x)) g(y
0
) L(x x
0
) |
|g(f(x)) g(y
0
) Dg(y
0
)(f(x) y
0
) |
+|Dg(y
0
) ( f(x) f(x
0
) Df(x
0
)(x x
0
) ) |
|f(x) y
0
| +|Dg(y
0
) | |f(x) f(x
0
) Df(x
0
)(x x
0
) |
( +|Df(x
0
) |) |x x
0
| + |Dg(y
0
) | |x x
0
|
= ( +|Df(x
0
) | +|Dg(y
0
) |) |x x
0
| = |x x
0
|
where the second inequality follows from Proposition 7.64. By Deni-
tion 9.3, Dh(x
0
X, f
1
: D Y, f
2
: D Z, x
0
D, and g : D Y Z be given by g(x) =
(f
1
(x), f
2
(x)), x D. Then, the following statement holds. g is Frechet
dierentiable at x
0
if, and only if, f
1
and f
2
are Frechet dierentiable at x
0
.
In this case, Dg(x
0
)(h) = (Df
1
(x
0
)(h), Df
2
(x
0
)(h)), h X. In matrix
notation, Dg(x
0
) =
_
Df
1
(x
0
)
Df
2
(x
0
)
_
.
Proof Suciency By the dierentiability of f
1
and f
2
at x
0
, we
have span( A
D
( x
0
) ) = X. Dene L : X Y Z by, h X, L(h) =
(Df
1
(x
0
)(h), Df
2
(x
0
)(h)). Clearly, L is a linear operator. Note that
|L| = sup
hX, |h|1
|L(h) |
= sup
hX, |h|1
_
|Df
1
(x
0
)(h) |
2
+|Df
2
(x
0
)(h) |
2
sup
hX, |h|1
_
|Df
1
(x
0
) |
2
|h|
2
+|Df
2
(x
0
) |
2
|h|
2
_
|Df
1
(x
0
) |
2
+|Df
2
(x
0
) |
2
< +
where the rst inequality follows from Proposition 7.64 and the last in-
equality follows from the fact Df
1
(x
0
) B( X, Y) and Df
2
(x
0
) B(X, Z).
Hence, L B(X, Y Z).
Since f
1
and f
2
are dierentiable at x
0
, then, (0, ) IR,
1

X
( x
0
,
1
), we have |f
1
(x) f
1
(x
0
)
Df
1
(x
0
)(x x
0
) | /
2 |x x
0
|;
2
(0, ) IR such that x
DB
X
(x
0
,
2
), we have |f
2
(x)f
2
(x
0
)Df
2
(x
0
)(xx
0
) | /
2 |xx
0
|.
Let = min
1
,
2
(0, ) IR. x D B
X
( x
0
, ), we have
|g(x) g(x
0
) L(x x
0
) |
= |(f
1
(x), f
2
(x)) (f
1
(x
0
), f
2
(x
0
))
(Df
1
(x
0
)(x x
0
), Df
2
(x
0
)(x x
0
)) |
= |(f
1
(x) f
1
(x
0
) Df
1
(x
0
)(x x
0
), f
2
(x)
f
2
(x
0
) Df
2
(x
0
)(x x
0
)) |
=
_
|f
1
(x) f
1
(x
0
) Df
1
(x
0
)(x x
0
) |
2
+|f
2
(x) f
2
(x
0
) Df
2
(x
0
)(x x
0
) |
2
_
1/2
|x x
0
|
Hence, g is dierentiable at x
0
and Dg(x
0
) = L.
Necessity By the dierentiability of g at x
0
, we have span( A
D
(x
0
)) =
X. Note that f
1
=
Y
g. By Chain Rule and Proposition 9.13, f
1
is Frechet
dierentiable at x
0
and
Df
1
(x
0
) =
_
id
Y

B(Z,Y)
_
Dg(x
0
)
By symmetry, f
2
is Frechet dierentiable at x
0
and
Df
2
(x
0
) =
_

B(Y,Z)
id
Z
_
Dg(x
0
)
Then, Dg(x
0
) =
_
Df
1
(x
0
)
Df
2
(x
0
)
_
.
Theorem 9.20 (Mean Value Theorem) Let X be a real normed linear
space, D X, f : D IR, x
1
, x
2
D, and : [0, 1] D be given by
(t) = tx
1
+ (1 t)x
2
, t I := [0, 1] IR. Assume that f is continuous
at (t), t I and f is Frechet dierentiable at (t), t I
. Then, there
exists t
0
I
such that
f(x
1
) f(x
2
) = Df((t
0
))(x
1
x
2
)
Proof By Propositions 9.19, 9.16, and 9.15 and Chain Rule, is
Frechet dierentiable and D(t)(h) = h(x
1
x
2
), h IR, t I. Dene g :
I IR by g(t) = f((t)), t I. By Chain Rule, g is Frechet dierentiable
at t, t I
and Dg(t)(h) = Df((t))(D(t)(h)) = hDf((t))(x

1
x
2
),
h IR, t I
. Then, Dg(t) = Df((t))(x

1
x
2
), t I
. By Propo-
sition 3.12, g is continuous. By Mean Value Theorem (Bartle, 1976, see
Theorem 27.6), we have
f(x
1
) f(x
2
) = g(1) g(0) = Dg(t
0
)(1 0)
= Df(t
0
x
1
+ (1 t
0
)x
2
)(x
1
x
2
)
for some t
0
I
. This completes the proof of the theorem. 2

Toward a general Mean Value Theorem for vector-valued functions on
possibly complex normed linear spaces, we present the following two lem-
mas.
Lemma 9.21 Let D := a + i0 [ a I := [0, 1] IR C, x
0
:=
x
r
+ix
i
D, where x
r
I and x
i
= 0, f : D C be Frechet dierentiable
at x
0
, Df(x
0
) = d
r
+ id
i
C, where d
r
, d
i
IR, and g : I IR be given by
g(t) = Re (f(t + i0) ), t I. Then, g is Frechet dierentiable at x
r
and
Dg(x
r
) = d
r
= Re ( Df(x
0
) ) IR.
Proof Note that span( A
I
( x
r
) ) = IR. (0, ) IR, by the
dierentiability of f at x
0
, (0, ) IR such that x = x
r
+ i x
i

DB
C
( x
0
, ), we have [ f( x) f(x
0
) Df(x
0
)( xx
0
) [ [ xx
0
[. Note
that x
r
I and x
i
= 0. Then, the above implies that [ (Re ( f( x
r
) )
Re ( f(x
r
) ) ( x
r
x
r
)d
r
) + i(Im( f( x
r
) ) Im( f(x
r
) ) ( x
r
x
r
)d
i
) [
[ x
r
x
r
[. This further implies that [ Re ( f( x
r
) ) Re ( f(x
r
) ) ( x
r

x
r
)d
r
[ [ x
r
x
r
[. Then, t I B
IR
( x
r
, ), x := t +i0 DB
C
( x
0
, )
and [ g(t) g(x
r
) (t x
r
)d
r
[ [ t x
r
[. Hence, Dg(x
r
) = d
r
. This
completes the proof of the lemma. 2
Lemma 9.22 Let D := a + i0 [ a I := [0, 1] IR C, f : D C be
continuous, f be Frechet dierentiable at a + i0, a I
. Then, t
0
I
such that Re ( f(1) f(0) ) = Re ( Df(t

0
) ).
Proof Let g : I IR be given by g(t) = Re ( f(t + i0) ), t I.
Clearly, g is continuous since f is continuous. By Lemma 9.21, g is Frechet
dierentiable at t, t I
, and Dg(t) = Re ( Df(t + i0) ), t I
. By
Mean Value Theorem (Bartle, 1976, see Theorem 27.6), t
0
I
such
that g(1) g(0) = Dg(t
0
) = Re (Df(t
0
+ i0) ). Then, Re ( f(1) f(0) ) =
g(1) g(0) = Re ( Df(t
0
+i0) ) = Re ( Df(t
0
) ). This completes the proof of
the lemma. 2
Theorem 9.23 (Mean Value Theorem) Let X and Y be normed linear
spaces over IK, D X, f : D Y, x
1
, x
2
D, and the line segment
connecting x
1
and x
2
be contained in D. Assume that f is continuous at
x = tx
1
+ (1 t)x
2
, t I := [0, 1] IR and Df(x) B(X, Y) exists at
x = tx
1
+ (1 t)x
2
, t I
. Then, t
0
I
such that |f(x

1
) f(x
2
) |
|Df(t
0
x
1
+ (1 t
0
)x
2
)(x
1
x
2
) |.
cases: Case 1: f(x
1
) = f(x
2
); Case 2: f(x
1
) ,= f(x
2
) and IK = IR; Case 3:
f(x
1
) ,= f(x
2
) and IK = C. Case 1: f(x
1
) = f(x
2
). Take t
0
to be any point
in I
. The desired result follows.

Case 2: f(x
1
) ,= f(x
2
) and IK = IR. By Proposition 7.85, y
with |y
| = 1 such that y
, f(x
1
) f(x
2
) )) = |f(x
1
) f(x
2
) |. Dene
: I D by (t) = tx
1
+(1t)x
2
, t I. By Propositions 9.19, 9.16, and
9.15 and Chain Rule, is Frechet dierentiable. Dene g : I IR by g(t) =
y
, f((t)) )), t I. By Proposition 3.12, g is continuous. By Chain

Rule and Propositions 9.17 and 9.19, g is Frechet dierentiable at t, t
I
, and Dg(t)(d) = y
, Df((t))(D(t)(d)) )) = y
, Df((t))(d (x
1

x
2
)) )) = y
, Df((t))(x
1
x
2
) )) d, d IR and t I
. Hence, Dg(t) =
y
, Df((t))(x
1
x
2
) )), t I
. By Mean Value Theorem (Bartle, 1976,

see Theorem 27.6), there exists t
0
I
such that g(1) g(0) = Dg(t

0
).
Then, we have |f(x
1
) f(x
2
) | = y
, f(x
1
) f(x
2
) )) = g(1) g(0) =
Dg(t
0
) [ Dg(t
0
) [ = [ y
, Df((t
0
))(x
1
x
2
) )) [ |Df((t
0
))(x
1
x
2
) |,
where the last inequality follows from Proposition 7.72. The desired result
follows.
Case 3: f(x
1
) ,= f(x
2
) and IK = C. By Proposition 7.85, y
with |y
| = 1 such that y
, f(x
1
) f(x
2
) )) = |f(x
1
) f(x
2
) |. Let
D := a + i0 [ a I C. Dene :

D D by (t) = tx
1
+ (1 t)x
2
,
t

D. By Propositions 9.19, 9.16, and 9.15 and Chain Rule, is Frechet
dierentiable and D(t)(d) = d (x
1
x
2
), d C and t

D. Dene
g :

D C by g(t) = y
, f((t)) )), t

D. By Proposition 3.12, g is
continuous. By Chain Rule and Propositions 9.17 and 9.19, g is Frechet
dierentiable at a + i0, a I
, and Dg(a + i0)(d) = y
, Df((a +
i0))(D(a+i0)(d)) )) = y
, Df((a))(d (x
1
x
2
)) )) = y
, Df((a))(x
1
x
2
) )) d, d C and a I
. Hence, Dg(a +i0) = y
, Df((a +i0))(x
1
x
2
) )), a I
. Note that g(1) g(0) = y
, f(x
1
) )) y
, f(x
2
) )) =
|f(x
1
) f(x
2
) | IR. By Lemma 9.22, there exists t
0
I
such that
g(1) g(0) = Re ( Dg(t
0
) ). Then, we have |f(x
1
) f(x
2
) | = g(1) g(0)
[ Dg(t
0
) [ = [ y
, Df((t
0
))(x
1
x
2
) )) [ |Df((t
0
))(x
1
x
2
) |, where the
last inequality follows from Proposition 7.72. The desired result follows.
XY, f : D Z, (x
0
, y
0
) D. Assume that the following conditions hold.
(i)
0
(0, ) IR, (x, y) DB
XY
( ( x
0
, y
0
) ,
0
), we have (x, ty+
(1 t)y
0
) D, t I := [0, 1] IR.
(ii) f is partial dierentiable with respect to x at (x
0
, y
0
) and
f
x
(x
0
, y
0
)
B(X, Z).
(iii) (x, y) D B
XY
(( x
0
, y
0
) ,
0
), f is partial dierentiable with re-
spect to y at (x, y) and
f
y
is continuous at (x
0
, y
0
).
Then, f is Frechet dierentiable at (x
0
, y
0
) and Df(x
0
, y
0
) B( X Y, Z)
is given by Df(x
0
, y
0
)(h, k) =
f
x
(x
0
, y
0
)(h)+
f
y
(x
0
, y
0
)(k), (h, k) XY.
In matrix notation, Df(x
0
, y
0
) =
_
f
x
(x
0
, y
0
)
f
y
(x
0
, y
0
)
_
.
Proof We will rst show that span( A
D
( x
0
, y
0
) ) = X Y. Dene
D
x0
:= y Y [ (x
0
, y) D and D
y0
:= x X [ (x, y
0
) D.
By the partial dierentiability of f with respect to x at (x
0
, y
0
), we have
span
_
A
Dy
0
( x
0
)
_
= X. By the partial dierentiability of f with respect
to y at (x
0
, y
0
), we have span
_
A
Dx
0
(y
0
)
_
= Y. u A
Dy
0
(x
0
),
(0, ) IR, x := x
0
+ r u D
y0
with 0 < r < and u B
X
( u, ).
Then, ( x, y
0
) = (x
0
, y
0
) + r( u,
Y
) D and ( u,
Y
) B
XY
( ( u,
Y
) , ).
Hence, (u,
Y
) A
D
( x
0
, y
0
). Then, A
Dy
0
( x
0
)
Y
A
D
( x
0
, y
0
),
which implies that X
Y
span (A
D
( x
0
, y
0
)). By symmetry, we have
X
Y span (A
D
( x
0
, y
0
)). By Proposition 7.17, span( A
D
( x
0
, y
0
) ) =
X Y.
Dene L : X Y Z by L(h, k) =
f
x
(x
0
, y
0
)(h) +
f
y
(x
0
, y
0
)(k),
(h, k) X Y. Clearly, L is a linear operator. Note that
|L| = sup
(h,k)XY,
(h,k)
1
|L(h, k) |
sup
(h,k)XY,
(h,k)
1
_
_
_
_
f
x
(x
0
, y
0
)
_
_
_|h| +
_
_
_
f
y
(x
0
, y
0
)
_
_
_ |k|
_
sup
(h,k)XY,
(h,k)
_
_
_
f
x
(x
0
, y
0
)
_
_
_
2
+
_
_
_
f
y
(x
0
, y
0
)
_
_
_
2
_
|h|
2
+|k|
2
_
_
_
f
x
(x
0
, y
0
)
_
_
_
2
+
_
_
_
f
y
(x
0
, y
0
)
_
_
_
2
< +
where the rst inequality follows from Proposition 7.64 and the second
inequality follows from Cauchy-Schwarz Inequality. Hence, L B( X
Y, Z).
(0, ) IR, by the partial dierentiability of f with respect to x
at (x
0
, y
0
),
1
(0,
0
] IR such that (x, y) D B
XY
( ( x
0
, y
0
) ,
1
),
we have
_
_
_f(x, y
0
) f(x
0
, y
0
)
f
x
(x
0
, y
0
)(x x
0
)
_
_
_ /
2 |x x
0
|. By
the continuity of
f
y
at (x
0
, y
0
),
2
(0,
1
] IR, such that ( x, y)
D B
XY
( ( x
0
, y
0
) ,
2
), we have
_
_
_
f
y
( x, y)
f
y
(x
0
, y
0
)
_
_
_ < /
2.
Claim 9.24.1
_
_
_f(x, y) f(x, y
0
)
f
y
(x
0
, y
0
)(y y
0
)
_
_
_ /
2 |y y
0
|,
(x, y) D B
XY
( ( x
0
, y
0
) ,
2
).
Proof of claim: Fix any (x, y) DB
XY
(( x
0
, y
0
) ,
2
). Let

D = I if
IK = IR; or

D = a+i0 [ a I C if IK = C. Dene :

D Z by (t) =
f(x, ty + (1 t)y
0
)
f
y
(x
0
, y
0
)(t (y y
0
)), t

D. By Chain Rule, each
term in the denition of is Frechet dierentiable. By Proposition 9.15,
is Frechet dierentiable. By Mean Value Theorem, t
0
I
,
_
_
_f(x, y) f(x, y
0
)
f
y
(x
0
, y
0
)(y y
0
)
_
_
_ = |(1) (0) | |D(t
0
) |
=
_
_
_
f
y
(x, t
0
y + (1 t
0
)y
0
)(y y
0
)
f
y
(x
0
, y
0
)(y y
0
)
_
_
_
_
_
_
f
y
(x, t
0
y + (1 t
0
)y
0
)
f
y
(x
0
, y
0
)
_
_
_ |y y
0
| /
2 |y y
0
|
9.4. HIGHER ORDER DERIVATIVES 263
where the second inequality follows from Proposition 7.64. This completes
Therefore, (x, y) D B
XY
( ( x
0
, y
0
) ,
2
), we have
|f(x, y) f(x
0
, y
0
) L(x x
0
, y y
0
) |
_
_
_f(x, y) f(x, y
0
)
f
y
(x
0
, y
0
)(y y
0
)
_
_
_
+
_
_
_f(x, y
0
) f(x
0
, y
0
)
f
x
(x
0
, y
0
)(x x
0
)
_
_
_
/
2 |y y
0
| +/
2 |x x
0
| |(x x
0
, y y
0
) |
where the last inequality follows from Cauchy-Schwarz Inequality. Hence,
Df(x
0
, y
0
We observe that Conditions (i) of Proposition 9.24 is easily satised
when (x
0
, y
0
) D
.
9.4 Higher Order Derivatives
9.4.1 Basic concept
We introduce the following notation. Let X and Y be normed linear spaces
over IK. Denote B(X, Y) by B
1
(X, Y). Recursively, denote B( X, B
k
(X, Y) )
by B
k+1
( X, Y), k IN. Note that B
k
(X, Y) is the set of bounded multi-
linear Y-valued functions on X
k
, k IN. Dene the subset of sym-
metric functions by B
S k
( X, Y) :=
_
L B
k
(X, Y)
L(h
k
) (h
1
) =
L(v
k
) (v
1
), (h
1
, . . . , h
k
) X
k
, (v
1
, . . . , v
k
) = a permutation of
(h
1
, . . . , h
k
)
_
. Note that B
S k
(X, Y) is a closed subspace of B
k
( X, Y).
Then, by Proposition 7.13, B
S k
( X, Y) is a normed linear space over IK.
If Y is a Banach space, then, by Proposition 7.66, B
k
( X, Y) is a Banach
space. Then, by Proposition 4.39, B
S k
( X, Y) is a Banach space. For nota-
tional consistency, we will denote B
S 0
(X, Y) := B
0
( X, Y) := Y.
f : D Y, and x
0
D. Let f
(1)
be dened with domain of denition
dom
_
f
(1)
_
. We may consider the derivative of f
(1)
. If f
(1)
is dieren-
tiable at x
0
dom
_
f
(1)
_
, then f is said to be twice Frechet dierentiable
at x
0
. The second order derivative of f at x
0
is D(Df)(x
0
) =: D
2
f(x
0
) =:
f
(2)
(x
0
) B( X, B(X, Y)) = B
2
(X, Y). D
2
f or f
(2)
will denote the
B
2
( X, Y)-valued function whose domain of denition is dom
_
f
(2)
_
:=
_
x dom
_
f
(1)
_
f
(2)
(x) B
2
( X, Y) exists
_
. Recursively, if f
(k)
is
Frechet dierentiable at x
0
dom
_
f
(k)
_
, then f is said to be (k + 1)-
times Frechet dierentiable at x
0
and the (k + 1)st order derivative of
f at x
0
is Df
(k)
(x
0
) =: D
k+1
f(x
0
) =: f
(k+1)
(x
0
) B
k+1
(X, Y), where
k IN. D
k+1
f or f
(k+1)
will denote the B
k+1
(X, Y)-valued function whose
domain of denition is dom
_
f
(k+1)
_
:=
_
x dom
_
f
(k)
_
f
(k+1)
(x)
B
k+1
(X, Y) exists
_
. For notational consistency, we will let f
(0)
= f.
Note that dom
_
f
(k+1)
_
dom
_
f
(k)
_
D, k IN.
f : D Y, and x
0
D. Assume that
0
(0, ) IR such that f is
k-times Frechet dierentiable at x, x D B
X
( x
0
,
0
), where k IN,
that is D B
X
( x
0
,
0
) dom
_
f
(k)
_
, and f
(k)
is continuous at x
0
. Then,
we say that f is (
k
at x
0
. If f is (
k
at x, x D, then, we say f is (
k
. If
f is (
k
at x
0
, k IN, then, we say that f is (
at x
0
. If f is (
at x,
x D, then, we say that f is (
.
Note that f being (k+1)-times dierentiable at x
0
D does not imply that
f is (
k
at x
0
since dom
_
f
(k)
_
may not contain DB
X
( x
0
, ), (0, )
IR. When dom
_
f
(k)
_
D B
X
(x
0
,
0
), for some
0
(0, ) IR, and
f is (k + 1)-times dierentiable at x
0
, then f is (
k
at x
0
. In particular,
if f is (
k+1
at x
0
, then f is (
k
at x, x D B
X
(x
0
,
0
), for some
0
(0, ) IR. If f is innitely many times dierentiable at x, x D,
then f is (
.
f : D Y be (
n+m1
at x
0
and (n + m)-times Frechet dierentiable at
x
0
D, where n, m IN. Fix (h
1
, . . . , h
n
) X
n
. Dene the function g :
dom
_
f
(n)
_
Y by g(x) = f
(n)
(x)(h
n
) (h
1
), x D
n
:= dom
_
f
(n)
_
.
Then, the following statements hold.
(i) g is m-times Frechet dierentiable at x
0
and g
(m)
(x
0
) B
m
(X, Y)
is given by g
(m)
(x
0
)(h
n+m
) (h
n+1
) = f
(n+m)
(x
0
)(h
n+m
) (h
1
),
(h
n+1
, . . . , h
n+m
) X
m
.
(ii) If f is (
n+m
at x
0
, then g is (
m
at x
0
.
Proof We will rst prove (i) using mathematical induction on m.
1
m = 1. Since f is (
n
at x
0
, then
0
(0, ) IR such that
D B
X
( x
0
,
0
) D
n
. By the (n + 1)-times dierentiability of f at x
0
,
we have span ( A
Dn
( x
0
) ) = X. Dene L : X Y by, h X, L(h) =
f
(n+1)
(x
0
)(h)(h
n
) (h
1
). Clearly, L is a linear operator. Note that
|L| = sup
hX, |h|1
|L(h) | = sup
hX, |h|1
_
_
f
(n+1)
(x
0
)(h)(h
n
) (h
1
)
_
_
sup
hX, |h|1
_
_
f
(n+1)
(x
0
)
_
_
|h| |h
n
| |h
1
|
_
_
f
(n+1)
(x
0
)
_
_
|h
n
| |h
1
| < +
where the rst inequality follows from Proposition 7.64. Hence, L
B(X, Y).
(0, ) IR, by the dierentiability of f
(n)
at x
0
, (0,
0
] IR
such that x D
n
B
X
( x
0
, ), we have
_
_
f
(n)
(x)f
(n)
(x
0
)f
(n+1)
(x
0
)(x
x
0
)
_
_
/(1 +|h
n
| |h
1
|) |x x
0
|. Then, we have
|g(x) g(x
0
) L(x x
0
) |
=
_
_
f
(n)
(x)(h
n
) (h
1
) f
(n)
(x
0
)(h
n
) (h
1
)
f
(n+1)
(x
0
)(x x
0
)(h
n
) (h
1
)
_
_
=
_
_
(f
(n)
(x) f
(n)
(x
0
) f
(n+1)
(x
0
)(x x
0
))(h
n
) (h
1
)
_
_
_
_
f
(n)
(x) f
(n)
(x
0
) f
(n+1)
(x
0
)(x x
0
)
_
_
|h
n
| |h
1
|
|x x
0
|
where the rst inequality follows from Proposition 7.64. Hence, Dg(x
0
) = L
and g is Frechet dierentiable at x
0
.
2
Assume that (i) holds for m k, k IN.

3
Consider the case m = k + 1. Since f is (

n+k
at x
0
, then,
0
(0, ) IR such that f is (n + k)-times Frechet dierentiable
at x and is (
n+k1
at x, x D B
X
(x
0
,
0
). By inductive assump-
tion, g is k-times Frechet dierentiable at x and g
(k)
( x)(h
n+k
) (h
n+1
) =
f
(n+k)
( x)(h
n+k
) (h
1
), (h
n+1
, . . . , h
n+k
) X
k
. Hence, x

D
n+k
:=
dom
_
g
(k)
_
. Then, we have D B
X
( x
0
,
0
)

D
n+k
D
n
D. Note
that

D
n+k
B
X
(x
0
,
0
) = D B
X
(x
0
,
0
). Then, span
_
A
D
n+k
( x
0
)
_
=
span( A
D
( x
0
) ) = X, since f is dierentiable at x
0
.
Dene L : X B
k
( X, Y) by, h X, (h
n+1
, . . . , h
n+k
) X
k
,
L(h)(h
n+k
) (h
n+1
) = f
(n+k+1)
(x
0
)(h)(h
n+k
) (h
1
). Clearly, L is a lin-
ear operator. Note that
|L| = sup
hX, |h|1
|L(h) |
= sup
hX, |h|1, hn+iX, |hn+i|1, i=1,...,k
|L(h)(h
n+k
) (h
n+1
) |
= sup
hX, |h|1, hn+iX, |hn+i|1, i=1,...,k
_
_
f
(n+k+1)
(x
0
)(h)(h
n+k
) (h
1
)
_
_
_
_
f
(n+k+1)
(x
0
)
_
_
|h
n
| |h
1
| < +
where the rst inequality follows from Proposition 7.64. Then, L
B
k+1
(X, Y).
(0, ) IR, by the dierentiability of f
(n+k)
at x
0
,
(0,
0
] IR such that x dom
_
f
(n+k)
_
B
X
( x
0
, ) = D B
X
( x
0
, ),
we have
_
_
f
(n+k)
(x) f
(n+k)
(x
0
) f
(n+k+1)
(x
0
)(x x
0
)
_
_
/(1 +
|h
n
| |h
1
|) |x x
0
|. Then, x

D
n+k
B
X
(x
0
, ) = D B
X
( x
0
, ),
_
_
g
(k)
(x) g
(k)
(x
0
) L(x x
0
)
_
_
= sup
hn+iX, |hn+i|1, i=1,...,k
_
_
(g
(k)
(x) g
(k)
(x
0
)
L(x x
0
))(h
n+k
) (h
n+1
)
_
_
= sup
hn+iX, |hn+i|1, i=1,...,k
_
_
f
(n+k)
(x)(h
n+k
) (h
1
)
f
(n+k)
(x
0
)(h
n+k
) (h
1
) f
(n+k+1)
(x
0
)(x x
0
)(h
n+k
) (h
1
)
_
_
_
_
f
(n+k)
(x) f
(n+k)
(x
0
) f
(n+k+1)
(x
0
)(x x
0
)
_
_
|h
n
| |h
1
|
|x x
0
|
where the rst inequality follows from Proposition 7.64. Hence, g
(k+1)
(x
0
) =
Dg
(k)
(x
0
) = L. Therefore, g is (k + 1)-times dierentiable at x
0
.
This completes the induction process and the proof of (i).
For (ii), let f be (
n+m
at x
0
. By Denition 9.26,
0
(0, ) IR such
that DB
X
( x
0
,
0
) D
n+m
:= dom
_
f
(n+m)
_
D and f
(n+m)
is continu-
ous at x
0
. x D
n+m
B
X
( x
0
,
0
) = DB
X
(x
0
,
0
), f is (
n+m1
at x and
(n+m)-times dierentiable at x. By (i), g is m-times Frechet dierentiable
at x and (h
n+1
, . . . , h
n+m
) X
m
, we have g
(m)
(x)(h
n+m
) (h
n+1
) =
f
(n+m)
(x)(h
n+m
) (h
1
). Then, DB
X
( x
0
,
0
) dom
_
g
(m)
_
D
n
D.
(0, ) IR, by the continuity of f
(n+m)
at x
0
, (0,
0
] IR
such that
_
_
f
(n+m)
(x) f
(n+m)
(x
0
)
_
_
< /(1 + |h
n
| |h
1
|), x
D
n+m
B
X
( x
0
, ) = D B
X
( x
0
, ). x dom
_
g
(m)
_
B
X
( x
0
, ) =
D B
X
( x
0
, ), we have
_
_
g
(m)
(x) g
(m)
(x
0
)
_
_
= sup
hn+iX, |hn+i|1, i=1,...,m
_
_
(g
(m)
(x) g
(m)
(x
0
))(h
n+m
) (h
n+1
)
_
_
= sup
hn+iX, |hn+i|1, i=1,...,m
_
_
f
(n+m)
(x)(h
n+m
) (h
1
)
f
(n+m)
(x
0
)(h
n+m
) (h
1
)
_
_
_
_
f
(n+m)
(x) f
(n+m)
(x
0
)
_
_
|h
n
| |h
1
| <
where the rst inequality follows from Proposition 7.64. Hence, g
(m)
is
continuous at x
0
. Therefore, g is (
m
at x
0
.
Proposition 9.28 Let X and Y be normed linear spaces over IK, D
X, x
0
D, and f : D Y be (
n
at x
0
, where n IN. Assume that
0
(0, ) IR such that the set D B
X
( x
0
,
0
) is convex. Then,
f
(n)
(x
0
) B
S n
( X, Y).
Proof Without loss of generality, assume f is n-times dierentiable
at x, x DB
X
(x
0
,
0
). We will prove the proposition by mathematical
induction on n.
1
n = 1. Clearly f
(1)
(x
0
) B(X, Y) = B
1
(X, Y) = B
S 1
( X, Y).
Next, we consider n = 2. We will prove this case using an argument
of contradiction. Suppose f
(2)
(x
0
) is not symmetric. Then,
h
0
,
l
0
X
such that f
(2)
(x
0
)(
h
0
)(
l
0
) ,= f
(2)
(x
0
)(
l
0
)(
h
0
). By the dierentiability of f
at x
0
, we have span( A
D
( x
0
) ) = X. Then, by f
(2)
(x
0
) B
2
( X, Y) and
Proposition 3.56,
h
0
,
l
0
span( A
D
( x
0
) ) such that f
(2)
(x
0
)(
h
0
)(
l
0
) ,=
f
(2)
(x
0
)(
l
0
)(
h
0
). Since f
(2)
(x
0
) is multi-linear, then
h
0
,
l
0
A
D
( x
0
)
such that f
(2)
(x
0
)(
h
0
)(
l
0
) ,= f
(2)
(x
0
)(
l
0
)(
h
0
). By continuity of f
(2)
(x
0
),
1
(0, ) IR such that
h B
X
_
h
0
,
1
_
,
l B
X
_
l
0
,
1
_
, we have
f
(2)
(x
0
)(
h)(
l) ,= f
(2)
(x
0
)(
l)(
h). By

h
0
,
l
0
A
D
( x
0
), r
h
, r
l
(0,
1
) IR,
h
0
B
X
_
h
0
,
1
_
,
l
0
B
X
_
l
0
,
1
_
, such that x
0
+r
h
h
0
, x
0
+r
l
l
0
D
B
X
( x
0
,
0
). Clearly, we have f
(2)
(x
0
)(r
h
h
0
)(r
l
l
0
) = r
h
r
l
f
(2)
(x
0
)(
h
0
)(
l
0
) ,=
r
h
r
l
f
(2)
(x
0
)(
l
0
)(
h
0
) = f
(2)
(x
0
)(r
l
l
0
)(r
h
h
0
). Let h
0
:= r
h
/2
h
0
and l
0
:=
r
l
/2
l
0
. Then, by the convexity of the set D B
X
( x
0
,
0
), we have
x
0
, x
0
+ h
0
, x
0
+ l
0
, x
0
+ h
0
+ l
0
D B
X
( x
0
,
0
) and f
(2)
(x
0
)(h
0
)(l
0
) ,=
f
(2)
(x
0
)(l
0
)(h
0
). Clearly, h
0
,=
X
and l
0
,=
X
. Let
0
:=
_
_
f
(2)
(x
0
)(h
0
)(l
0
)
f
(2)
(x
0
)(l
0
)(h
0
)
_
_
/(|h
0
| |l
0
|) (0, ) IR. Since f is (
2
at x
0
,
then
1
(0,
0
] IR such that x D B
X
( x
0
,
1
), we have
_
_
f
(2)
(x) f
(2)
(x
0
)
_
_
<
0
/2. By proper scaling of h
0
and l
0
, we may
assume that t
1
, t
2
I := [0, 1] IR, x
0
+t
1
h
0
+t
2
l
0
D B
X
(x
0
,
1
).
In summary, h
0
, l
0
X
X
such that
0
:=
_
_
f
(2)
(x
0
)(h
0
)(l
0
)
f
(2)
(x
0
)(l
0
)(h
0
)
_
_
/(|h
0
| |l
0
|) (0, ) IR, t
1
, t
2
I, f is twice dier-
entiable at x
0
+t
1
h
0
+t
2
l
0
DB
X
( x
0
,
0
) and
_
_
f
(2)
(x
0
+t
1
h
0
+t
2
l
0
)
f
(2)
(x
0
)
_
_
<
0
/2.
Let

D := I, if IK = IR; or

D := a+i0 [ a I C, if IK = C. t
1
I,
dene
t1
:

D B(X, Y) by
t1
(t
2
) = f
(1)
(x
0
+ t
1
h
0
+ t
2
l
0
) f
(1)
(x
0
+
t
1
h
0
) f
(2)
(x
0
)(t
2
l
0
), t
2

D. By Propositions 9.19, 9.16, and 9.15 and
Chain Rule, each term in the denition of
t1
is Frechet dierentiable.
Then, by Proposition 9.15,
t1
is Frechet dierentiable at t
2
, t
2

D. By
Mean Value Theorem,
t
2
I
such that
_
_
f
(1)
(x
0
+t
1
h
0
+l
0
) f
(1)
(x
0
+t
1
h
0
) f
(2)
(x
0
)(l
0
)
_
_
= |
t1
(1)
t1
(0) | |D
t1
(
t
2
) |
=
_
_
f
(2)
(x
0
+t
1
h
0
+

t
2
l
0
)(l
0
) f
(2)
(x
0
)(l
0
)
_
_
_
_
f
(2)
(x
0
+t
1
h
0
+

t
2
l
0
) f
(2)
(x
0
)
_
_
|l
0
| <
0
|l
0
| /2
where the second inequality follows from Proposition 7.64.
Dene :

D Y by (t
1
) = f(x
0
+ l
0
+ t
1
h
0
) f(x
0
+ t
1
h
0
)
f
(2)
(x
0
)(l
0
)(t
1
h
0
), t
1

D. By Propositions 9.19, 9.16, and 9.15 and Chain
Rule, each term in the denition of is Frechet dierentiable. Then, by
Proposition 9.15, is Frechet dierentiable at t
1
, t
1

D. By Mean Value
Theorem,
t
1
I
such that
_
_
f(x
0
+l
0
+h
0
) f(x
0
+h
0
) f(x
0
+l
0
) +f(x
0
) f
(2)
(x
0
)(l
0
)(h
0
)
_
_
= |(1) (0) | |D(
t
1
) | =
_
_
f
(1)
(x
0
+l
0
+

t
1
h
0
)(h
0
)
f
(1)
(x
0
+

t
1
h
0
)(h
0
) f
(2)
(x
0
)(l
0
)(h
0
)
_
_
_
_
f
(1)
(x
0
+l
0
+

t
1
h
0
) f
(1)
(x
0
+

t
1
h
0
) f
(2)
(x
0
)(l
0
)
_
_
|h
0
|
= |
t1
(1)
t1
(0) | |h
0
| <
0
|l
0
| |h
0
| /2
where the second inequality follows from Proposition 7.64.
By symmetry, we have
_
_
f(x
0
+ h
0
+ l
0
) f(x
0
+ l
0
) f(x
0
+ h
0
) +
f(x
0
) f
(2)
(x
0
)(h
0
)(l
0
)
_
_
<
0
|h
0
| |l
0
| /2. Then,
_
_
f
(2)
(x
0
)(h
0
)(l
0
)
f
(2)
(x
0
)(l
0
)(h
0
)
_
_
<
0
|h
0
| |l
0
|. This leads to the contradiction
0
:=
_
_
f
(2)
(x
0
)(h
0
)(l
0
) f
(2)
(x
0
)(l
0
)(h
0
)
_
_
/(|h
0
| |l
0
|) <
0
.
Hence, f
(2)
(x
0
) must be symmetric and f
(2)
(x
0
) B
S 2
( X, Y).
2
Assume that the result holds n k, k 2, 3, . . . .

3
Consider the case n = k+1. (h

1
, . . . , h
k+1
) X
k+1
, let (v
1
, . . . , v
k+1
)
be a permutation of (h
1
, . . . , h
k+1
). We need to show that
f
(k+1)
(x
0
)(h
k+1
) (h
1
) = f
(k+1)
(x
0
)(v
k+1
) (v
1
)
Since any permutation can be arrived at in nite number of steps by in-
terchanging two consecutive elements, then, all we need to show is that,
i = 1, . . . , k,
f
(k+1)
(x
0
)(h
k+1
) (h
i+1
)(h
i
) (h
1
)
= f
(k+1)
(x
0
)(h
k+1
) (h
i
)(h
i+1
) (h
1
)
1: 1 i < k; Case 2: i = k. Case 1: 1 i < k. Dene
g : dom
_
f
(k)
_
Y by g(x) = f
(k)
(x)(h
k
) (h
i+1
)(h
i
) (h
1
), x
dom
_
f
(k)
_
. x D B
X
( x
0
,
0
) = dom
_
f
(k+1)
_
B
X
(x
0
,
0
), f is
(k + 1)-times dierentiable at x, and dom
_
f
(k)
_
D B
X
( x,
x
), where
x
:=
0
|x x
0
| (0, ) IR. Then, f is (
k
at x. Clearly,
D B
X
( x,
x
) = (D B
X
( x
0
,
0
)) B
X
( x,
x
) is convex. By inductive
assumption, g(x) = f
(k)
(x)(h
k
) (h
i
)(h
i+1
) (h
1
g is (
1
at x
0
and f
(k+1)
(x
0
)(h
k+1
) (h
i+1
)(h
i
) (h
1
) = g
(1)
(x
0
)(h
k+1
) =
f
(k+1)
(x
0
)(h
k+1
) (h
i
)(h
i+1
) (h
1
). This case is proved.
Case 2: i = k. Dene g : dom
_
f
(k1)
_
Y by, x dom
_
f
(k1)
_
,
g(x) = f
(k1)
(x)(h
k1
) (h
1
). Then, by Proposition 9.27, g is (
2
at
x
0
and g
(2)
(x
0
)(u)(v) = f
(k+1)
(x
0
)(u)(v)(h
k1
) (h
1
), u, v X. Note
that dom
_
f
(k1)
_
B
X
( x
0
,
0
) = D B
X
( x
0
,
0
) is convex. By the case
of n = 2, we have f
(k+1)
(x
0
)(h
k+1
)(h
k
) (h
1
) = g
(2)
(x
0
)(h
k+1
)(h
k
) =
g
(2)
(x
0
)(h
k
)(h
k+1
) = f
(k+1)
(x
0
)(h
k
)(h
k+1
) (h
1
). This case is also proved.
Hence, f
(k+1)
(x
0
) B
S k+1
( X, Y).
This completes the induction process and the proof of the proposition.
2
Denition 9.29 Let X
1
, . . . , X
p
, and Y be normed linear spaces over IK,
where p 2, 3, . . . , D X :=
p
i=1
X
i
, f : D Y, and x
o
:=
(x
1 o
, . . . , x
p o
) D. Assume that
f
xi
1
: dom
_
f
xi
1
_
B(X
i1
, Y) is par-
tial dierentiable with resprect to x
i2
at x
o
dom
_
f
xi
1
_
, where i
1
, i
2

1, . . . , p. Then, this partial derivative is denoted by

2
f
xi
2
xi
1
(x
o
)
B(X
i2
, B(X
i1
, Y) ), which is one of the second order partial derivatives of
f. We will let

2
f
xi
2
xi
1
denote the B(X
i2
, B(X
i1
, Y))-valued function whose
domain of denition is dom
_

2
f
xi
2
xi
1
_
:=
_
x dom
_
f
xi
1
_

2
f
xi
2
xi
1
(x)
B( X
i2
, B( X
i1
, Y) ) exists
_
. There are a total of p
2
second order partial
derivatives of f. Recursively, we may dene kth-order partial derivatives,
k 3, 4, . . . . There are a total of p
k
k-order partial derivatives. A typical
such derivative is denoted by

k
f
xi
k
xi
1
, where i
1
, . . . , i
k
1, . . . , p.
Let X be a normed linear space over IK and D X. Dene Sm( D) :=
IK
D. Clearly, Sm( D) span( D).
Proposition 9.30 Let X be a normed linear space over IK, D X,
and x
0
D. Then, span( A
D
( x
0
) ) span ((D B ( x
0
, )) x
0
) and
A
D
( x
0
) Sm( (D B (x
0
, )) x
0
), (0, ) IR.
Proof u A
D
(x
0
), we will show that u Sm( Dx
0
).
(0, ) IR, by u A
D
( x
0
), we have x := x
0
+ r u D such that
0 < r < and u B ( u, ). Then, u Sm( D x
0
) B (u, ) ,= .
Hence, by Proposition 3.3, u Sm( D x
0
). By the arbitrariness of u,
we have A
D
( x
0
) Sm( Dx
0
) span( Dx
0
span( A
D
( x
0
) ) span( Dx
0
). By Denition 3.2, span( A
D
( x
0
) )
span( D x
0
). (0, ) IR, we have x
0
D B ( x
0
, ) and
A
D
( x
0
) = A
DB(x0,)
( x
0
). Then, A
D
(x
0
) Sm( (D B (x
0
, )) x
0
)
and span( A
D
( x
0
) ) span( (D B (x
0
, )) x
0
). This completes the
9.4.2 Interchange order of dierentiation
Next, we present two results on the interchangability of order of dieren-
tiation. The rst result does not assume the existence of the derivative
after the interchange, which then requires a stronger assumption on the set
D = dom(f ). The second result assumes the existence of the derivative
after the interchange, where the stronger assumption on D can be removed.
X Y, f : D Z, and (x
0
, y
0
) D. Assume that the following conditions
are satised.
(i)
0
(0, ) IR such that D B
XY
( (x
0
, y
0
) ,
0
) =:

D is convex
and (x, y)

D, we have (x, y
0
), (x
0
, y)

D.
(ii)
f
x
(x, y),
f
y
(x, y), and

2
f
xy
(x, y) exist, (x, y)

D, and

2
f
xy
is
continuous at (x
0
, y
0
).
Then, (0, ) IR, (0,
0
] IR such that (x, y) D
B
XY
(( x
0
, y
0
) , ) =:

D
, we have
_
_
_f(x, y)f(x, y
0
)f(x
0
, y)+f(x
0
, y
0
)
2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_ |x x
0
| |y y
0
|.
Furthermore, if, in addition, the following condition is satised.
(iii) M [0, ) IR, h X, (0, ) IR, (x, y)

D,

(0, ) IR, h
1
, h
2
Sm
_
(D
y
B
X
_
x
0
,
_
) x
0
_
such that |h
h
1
+h
2
| |h|, |h
1
| M|h|, and |h
2
| M|h|, where D
y
:=
x X [ (x, y) D, y Y.
Then,

2
f
yx
(x
0
, y
0
) exists and is given by
2
f
yx
(x
0
, y
0
)(k)(h) =

2
f
xy
(x
0
, y
0
)(h)(k); h X, k Y
Proof (0, ) IR, by the continuity of

2
f
xy
at (x
0
, y
0
),
(0,
0
] IR such that (x, y) DB
XY
( ( x
0
, y
0
) , ) =:

D

D, we have
_
_
_

2
f
xy
(x, y)

2
f
xy
(x
0
, y
0
)
_
_
_ < /3. Note that, by (i),

D
is convex and,
(x, y)

D
, we have (x
0
, y), (x, y
0
)

D
.
Claim 9.31.1 (x, y)

D
,
_
_
_f(x, y) f(x, y
0
) f(x
0
, y) + f(x
0
, y
0
)
2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_ /3 |x x
0
| |y y
0
|.
Proof of claim: Fix (x, y)

D
. Let I := [0, 1] IR. Dene

D := I if
IK = IR; or

D := a + i0 [ a I C if IK = C.
t
2
I, dene
t2
:

D B(Y, Z) by
t2
(t
1
) =
f
y
(t
1
x+(1t
1
)x
0
, t
2
y+
(1 t
2
)y
0
)
f
y
(x
0
, t
2
y + (1 t
2
)y
0
)

2
f
xy
(x
0
, y
0
)(t
1
(x x
0
)), t
1

D.
By Propositions 9.19, 9.16, and 9.15 and Chain Rule, each term in the
denition of
t2
is dierentiable. By Proposition 9.15,
t2
is dierentiable.
By Mean Value Theorem,
t
1
I
such that
_
_
_
f
y
(x, t
2
y + (1 t
2
)y
0
)
f
y
(x
0
, t
2
y + (1 t
2
)y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)
_
_
_
= |
t2
(1)
t2
(0) | |D
t2
(
t
1
) |
=
_
_
_
_
2
f
xy
(
t
1
x + (1
t
1
)x
0
, t
2
y + (1 t
2
)y
0
)(x x
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)
_
_
_
_
/3 |x x
0
|
where the last inequality follows from Proposition 7.64.
Dene :

D Z by (t
2
) = f(x, t
2
y + (1 t
2
)y
0
) f(x
0
, t
2
y + (1
t
2
)y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)(t
2
(y y
0
)), t
2

D. By Propositions 9.19,
9.16, and 9.15 and Chain Rule, each term in the denition of is dieren-
tiable. By Proposition 9.15, is dierentiable. By Mean Value Theorem,
t
2
I
such that
_
_
_f(x, y) f(x, y
0
) f(x
0
, y) +f(x
0
, y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_
= |(1) (0) | |D(
t
2
) |
=
_
_
_
_
f
y
(x,
t
2
y + (1
t
2
)y
0
)(y y
0
)
f
y
(x
0
,
t
2
y + (1
t
2
)y
0
)(y y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_
_
_
_
_
_
f
y
(x,
t
2
y + (1
t
2
)y
0
)
f
y
(x
0
,
t
2
y + (1
t
2
)y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)
_
_
_
_
|y y
0
|
= |
t2
(1)
t2
(0) | |y y
0
| /3 |x x
0
| |y y
0
|
where the second inequality follows from Proposition 7.64. This completes
Dene D
x0
:= y Y [ (x
0
, y) D; and

D :=
_
y Y
(x
0
, y)
dom
_
f
x
__
. By (ii), we have span
_
A
Dx
0
( y
0
)
_
= Y and span
_
A
Dy
( x)
_
=
X, (x, y)

D. Clearly, we have

D B
Y
( y
0
,
0
) = D
x0
B
Y
( y
0
,
0
). This
implies that span
_
A
D
( y
0
)
_
= Y.
k Y, dene L
k
: X Z by L
k
(h) =

2
f
xy
(x
0
, y
0
)(h)(k), h X.
Clearly, L
k
is a linear operator. Note that |L
k
| = sup
hX, |h|1
|L
k
(h) |
_
_
_

2
f
xy
(x
0
, y
0
)
_
_
_ |k| < +, where the rst inequality follows from Propo-
sition 7.64. Hence, L
k
B(X, Z).
Dene L : Y B(X, Z) by L(k) = L
k
, k Y. Clearly, L is a linear
operator. Note that |L| = sup
kY, |k|1
|L(k) |
_
_
_

2
f
xy
(x
0
, y
0
)
_
_
_ < +.
Hence, L B(Y, B( X, Z)).
Now, x any y

DB
Y
_
y
0
, /
2
_
, we will show that |
y
| (2M +
1) |y y
0
|, where
y
:=
f
x
(x
0
, y)
f
x
(x
0
, y
0
) L(y y
0
) B(X, Z).
This immediately implies that

2
f
yx
(x
0
, y
0
) = L and completes the proof of
the proposition.
1: y = y
0
; Case 2: y ,= y
0
. Case 1: y = y
0
. The result is immediate. Case
2: y ,= y
0
. By the existence of
f
x
(x
0
, y),
y1
(0, /
2] IR such that
x D
y
B
X
( x
0
,
y1
), we have
_
_
_f(x, y) f(x
0
, y)
f
x
(x
0
, y)(xx
0
)
_
_
_
/3 |y y
0
| |x x
0
|. By the existence of
f
x
(x
0
, y
0
),
y2
(0, /
2]
IR such that x D
y0
B
X
(x
0
,
y2
), we have
_
_
_f(x, y
0
) f(x
0
, y
0
)
f
x
(x
0
, y
0
)(x x
0
)
_
_
_ /3 |y y
0
| |x x
0
|. Let
y
= min
y1
,
y2

(0, /
2] IR. x D
y
B
X
( x
0
,
y
), we have (x, y), (x, y
0
), (x
0
, y)

D
.
Then, x D
y0
B
X
( x
0
,
y
). By Claim 9.31.1 and the preceding argument,
we have
|
y
(x x
0
) |
=
_
_
_
f
x
(x
0
, y)(x x
0
)
f
x
(x
0
, y
0
)(x x
0
) L(y y
0
)(x x
0
)
_
_
_
_
_
_
f
x
(x
0
, y)(x x
0
) f(x, y) +f(x
0
, y)
_
_
_ +
_
_
_f(x, y
0
) f(x
0
, y
0
)
f
x
(x
0
, y
0
)(x x
0
)
_
_
_ +
_
_
_f(x, y) f(x, y
0
) f(x
0
, y) +f(x
0
, y
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_
|x x
0
| |y y
0
|
h X, by (iii) and the continuity of
y
, h
1
, h
2
Sm( (D
y
B
X
( x
0
,
y
))
x
0
), such that |
y
(h h
1
+ h
2
) | |h| |y y
0
|, |h
1
| M|h|, and
|h
2
| M|h|. Then,
1
,
2
IK and x
1
, x
2
D
y
B
X
( x
0
,
y
) such
that h
i
=
i
(x
i
x
0
), i = 1, 2. Then, we have
|
y
(h) |
|
y
(h
1
h
2
) | + |h| |y y
0
|
= |
1
y
(x
1
x
0
)
2
y
(x
2
x
0
) | + |h| |y y
0
|
[
1
[ |
y
(x
1
x
0
) | +[
2
[ |
y
(x
2
x
0
) | + |h| |y y
0
|
([
1
[ |x
1
x
0
| +[
2
[ |x
2
x
0
| + |h|) |y y
0
|
= (|h
1
| +|h
2
| +|h|) |y y
0
| (2M + 1) |y y
0
| |h|
Then, we have |
y
| (2M + 1) |y y
0
|. This case is proved.
In the preceding proposition, conditions (i) and (iii) are assumptions on
the set D. It is clear that (i) and (iii) are satised if (x
0
, y
0
) D
.
X Y, f : D Z, and (x
0
, y
0
) D. Assume that the following conditions
are satised.
(i)
0
(0, ) IR such that D B
XY
( (x
0
, y
0
) ,
0
) =:

D is convex
and (x, y)

D, we have (x, y
0
), (x
0
, y)

D.
(ii)
f
x
(x, y),
f
y
(x, y),

2
f
xy
(x, y), and

2
f
yx
(x, y) exist, (x, y)

D, and
2
f
xy
and

2
f
yx
are continuous at (x
0
, y
0
).
Then,

2
f
yx
(x
0
, y
0
)(k)(h) =

2
f
xy
(x
0
, y
0
)(h)(k), h X, k Y.
Proof Dene D
x0
:= y Y [ (x
0
, y) D and D
y0
:= x
X [ (x, y
0
) D. By (ii), we have span
_
A
Dx
0
( y
0
)
_
= Y and
span
_
A
Dy
0
( x
0
)
_
= X.
(0, ) IR, by Proposition 9.31,
1
(0,
0
] IR such that
(x, y) DB
XY
( ( x
0
, y
0
) ,
1
) =:

D
1

D, we have
_
_
_f(x, y)f(x, y
0
)
f(x
0
, y)+f(x
0
, y
0
)

2
f
xy
(x
0
, y
0
)(xx
0
)(y y
0
)
_
_
_ /2 |xx
0
| |y y
0
|.
By symmetry,
2
(0,
0
] IR such that (x, y) B
XY
( ( x
0
, y
0
) ,
2
)
D =:

D
2

D, we have
_
_
_f(x, y) f(x, y
0
) f(x
0
, y) + f(x
0
, y
0
)
2
f
yx
(x
0
, y
0
)(y y
0
)(x x
0
)
_
_
_ /2 |x x
0
| |y y
0
|.
Therefore, let := min
1
,
2
(0,
0
] IR, (x, y) D
B
XY
(( x
0
, y
0
) , ) =:

D
=

D
1

D
2

D, we have
_
_
_

2
f
yx
(x
0
, y
0
)(y
y
0
)(x x
0
)

2
f
xy
(x
0
, y
0
)(x x
0
)(y y
0
)
_
_
_ |x x
0
| |y y
0
|. By the
arbitrariness of , we have

2
f
yx
(x
0
, y
0
)(y y
0
)(x x
0
) =

2
f
xy
(x
0
, y
0
)(x
x
0
)(y y
0
).
Clearly, by (i),

D
is convex.
Suppose that the result of the proposition is not true, then h
0
X
and k
0
Y such that

2
f
yx
(x
0
, y
0
)(k
0
)(h
0
) ,=

2
f
xy
(x
0
, y
0
)(h
0
)(k
0
). By the
fact that span
_
A
Dx
0
( y
0
)
_
= Y and span
_
A
Dy
0
( x
0
)
_
= X and the conti-
nuity of

2
f
yx
(x
0
, y
0
) and

2
f
xy
(x
0
, y
0
),
h
0
span
_
A
Dy
0
(x
0
)
_
and
k
0

span
_
A
Dx
0
( y
0
)
_
such that

2
f
yx
(x
0
, y
0
)(
k
0
)(
h
0
) ,=

2
f
xy
(x
0
, y
0
)(
h
0
)(
k
0
).
By the multi-linearity of these two second-order partial derivatives,
h
0

A
Dy
0
( x
0
) and
k
0
A
Dx
0
( y
0
) such that

2
f
yx
(x
0
, y
0
)(
k
0
)(
h
0
) ,=
2
f
xy
(x
0
, y
0
)(
h
0
)(
k
0
). By Proposition 9.30, we have
A
Dy
0
( x
0
) Sm( (D
y0
B
X
( x
0
, )) x
0
)
A
Dx
0
(y
0
) Sm( (D
x0
B
Y
( y
0
, )) y
0
)
This implies that, by the continuity of these two second-order partial
derivatives,
h
0
Sm((D
y0
B
X
( x
0
, )) x
0
) and
k
0
Sm((D
x0

B
Y
( y
0
, )) y
0
) such that

2
f
yx
(x
0
, y
0
)(
k
0
)(
h
0
) ,=

2
f
xy
(x
0
, y
0
)(
h
0
)(
k
0
).
Then, x D
y0
B
X
( x
0
, ), y D
x0
B
Y
( y
0
, ), and
h
,
k
IK
such that

h
0
=
h
( x x
0
) and

k
0
=
k
( y y
0
). By the multi-linearity of
these two second-order partial derivatives,

2
f
yx
(x
0
, y
0
)( y y
0
)( x x
0
) ,=
2
f
xy
(x
0
, y
0
)( x x
0
)( y y
0
). Clearly, ( x, y
0
), (x
0
, y)

D
. By the
convexity of

D
, we have ( x, y) := 0.5 ( x, y
0
) + 0.5 (x
0
, y)

D
. By
the multi-linearity of these two second-order partial derivatives, we have
2
f
yx
(x
0
, y
0
)( y y
0
)( x x
0
) ,=

2
f
xy
(x
0
, y
0
)( x x
0
)( y y
0
). This is a
contradiction. Hence, the result of the proposition must hold.
9.4.3 High order derivatives of some common func-
tions
f : D Y, and x
0
D. Assume that
0
(0, ) IR and y
0
Y such
that f(x) = y
0
and span (A
D
( x)) = X, x D B
X
( x
0
,
0
). Then, f is
(
at x
0
and f
(i)
(x) =
BS i(X,Y)
, x D B
X
( x
0
,
0
), i IN.
Proof x D B
X
( x
0
,
0
), let
x
:=
0
|x x
0
| > 0. Then,
x D B
X
( x,
x
) D B
X
( x
0
,
0
), we have f( x) = y
0
. Note
that span( A
D
(x) ) = X. By Proposition 9.10, f
(1)
(x) =
B(X,Y)
. Let
D
1
:= dom
_
f
(1)
_
. Then, D
1
B
X
(x
0
,
0
) = D B
X
( x
0
,
0
). Then,
span( A
D1
( x) ) = X, x D
1
B
X
( x
0
,
0
). By recursively applying
the above argument and Proposition 9.28, we have f
(i)
(x) =
BS i(X,Y)
,
x DB
X
( x
0
,
0
), i IN. This completes the proof of the proposition.
2
Proposition 9.34 Let X and Y be normed linear spaces over IK, D
2

D
1
X, x
0
D
2
, f : D
1
Y, g := f[
D2
, k IN, and n IN .
Then, the following statements holds.
(i) If, x D
2
, f
(k)
(x) exists and span (A
D2
( x) ) = X, then g is k-times
Frechet dierentiable and g
(i)
(x) = f
(i)
(x), x D
2
, i 1, . . . , k.
(ii) If, x D
2
, g
(k)
(x) exists and
x
(0, ) IR such that D
1

B
X
(x,
x
) = D
2
B
X
( x,
x
), then f
(k)
(x) is exists and f
(i)
(x) =
g
(i)
(x), x D
2
, i 1, . . . , k.
(iii) If f is (
n
at x
0
and (0, ) IR such that span ( A
D2
(x) ) = X,
x D
2
B
X
( x
0
, ), then, g is (
n
at x
0
.
(iv) If g is (
n
at x
0
and (0, ) IR such that D
1
B
X
(x
0
, ) =
D
2
B
X
( x
0
, ), then f is (
n
at x
0
.
Proof (i) We will use mathematical induction on k to prove this
statement.
1
k = 1. x D
2
, by Proposition 9.11, we have g
(1)
(x) exists and
g
(1)
(x) = f
(1)
(x). Hence, the result holds in this case.
2
Assume that the result holds for k

k IN.
3
Consider the case k =

k +1. By inductive assumption, g
(
k)
(x) exists
and g
(i)
(x) = f
(i)
(x), x D
2
, i
_
1, . . . ,
k
_
. Then, dom
_
g
(
k)
_
=
D
2
dom
_
f
(
k)
_
=:

D
1
. x D
2
, by the assumption, f
(
k)
is dieren-
tiable at x and span( A
D2
( x)) = X. By Proposition 9.11, g
(
k)
is Frechet
dierentiable at x and g
(
k+1)
(x) = Dg
(
k)
(x) = Df
(
k)
(x) = f
(
k+1)
(x). This
completes the induction process.
(ii) We will use mathematical induction on k to prove this statement.
1
k = 1. x D
2
, by Proposition 9.11, f
(1)
(x) exists and f
(1)
(x) =
g
(1)
(x). Hence, the result holds.
2

k IN.
3

k +1. By inductive assumption, f
(
k)
(x) exists
and f
(i)
(x) = g
(i)
(x), x D
2
, i
_
1, . . . ,
k
_
. Then, dom
_
g
(
k)
_
=
D
2
dom
_
f
(
k)
_
=:

D
1
D
1
. x D
2
, by the assumption, g
(
k)
is
dierentiable at x and
x
(0, ) IR such that

D
1
B
X
( x,
x
) =
D
2
B
X
( x,
x
). Then, by Proposition 9.11, f
(
k)
is Frechet dierentiable
at x and f
(
k+1)
(x) = Df
(
k)
(x) = Dg
(
k)
(x) = g
(
k+1)
(x). This completes the
induction process.
(iii) We will distinguish two exhaustive and mutually exclusive cases:
Case 1: n IN; Case 2: n = .
Case 1: n IN. Without loss of generality, assume f is n-times dieren-
tiable at x, x D
1
B
X
(x
0
, ). Let

D
2
:= D
2
B
X
(x
0
, ) and g := f[
D2
.
x

D
2
, f
(n)
(x) exists. Let
x
:= |x x
0
| (0, ) IR. Then,

D
2
B
X
( x,
x
) = D
2
B
X
(x,
x
). Hence, span
_
A
D2
( x)
_
= span ( A
D2
(x) ) =
X. Then, by (i), g is n-times dierentiable and g
(i)
(x) = f
(i)
(x), x

D
2
,
i 1, . . . , n. By (ii), g
(n)
(x) exists and g
(i)
(x) = g
(i)
(x) = f
(i)
(x),
x

D
2
, i 1, . . . , n. By the continuity of f
(n)
at x
0
, (0, ) IR,
(0, ] IR, x dom

_
f
(n)
_
B
X
_
x
0
,
_
= D
1
B
X
_
x
0
,
_
, we have
_
_
f
(n)
(x)f
(n)
(x
0
)
_
_
< . x dom
_
g
(n)
_
B
X
_
x
0
,
_
= D
2
B
X
_
x
0
,
_
,
we have
_
_
g
(n)
(x) g
(n)
(x
0
)
_
_
=
_
_
f
(n)
(x) f
(n)
(x
0
)
_
_
< . Hence, g
(n)
is
continuous at x
0
. Therefore, g is (
n
at x
0
.
Case 2: n = . i IN, f is (
i
at x
0
. By Case 1, g is (
i
at x
0
. Hence,
g is (
at x
0
.
(iv) We will distinguish two exhaustive and mutually exclusive cases:
Case 1: n IN. Without loss of generality, assume g is n-times
dierentiable at x, x D
2
B
X
( x
0
, ) =:

D
2
. Let g := g[
D2
.
x

D
2
, g
(n)
(x) exists. Let
x
:= |x x
0
| (0, ) IR.
Then,

D
2
B
X
(x,
x
) = D
2
B
X
( x,
x
) = D
1
B
X
( x,
x
). Hence,
span
_
A
D2
( x)
_
= span( A
D2
( x) ) = X. Then, by (i), g is n-times dif-
ferentiable and g
(i)
(x) = g
(i)
(x), x

D
2
, i 1, . . . , n. By (ii),
f
(n)
(x) exists and f
(i)
(x) = g
(i)
(x) = g
(i)
(x), x

D
2
, i 1, . . . , n.
By the continuity of g
(n)
at x
0
, (0, ) IR,
(0, ] IR,
x dom
_
g
(n)
_
B
X
_
x
0
,
_
= D
2
B
X
_
x
0
,
_
= D
1
B
X
_
x
0
,
_
, we have
_
_
g
(n)
(x) g
(n)
(x
0
)
_
_
< . x dom
_
f
(n)
_
B
X
_
x
0
,
_
= D
1
B
X
_
x
0
,
_
,
we have
_
_
f
(n)
(x) f
(n)
(x
0
)
_
_
=
_
_
g
(n)
(x) g
(n)
(x
0
)
_
_
< . Hence, f
(n)
is
continuous at x
0
. Therefore, f is (
n
at x
0
.
Case 2: n = . i IN, g is (
i
at x
0
. By Case 1, f is (
i
at x
0
. Hence,
f is (
at x
0
.
f : D Y. Assume that there exist open sets O
1
, O
2
X such that
D
1
:= D O
1
and D
2
:= D O
2
satisfy D
1
D
2
= D and f[
D1
and f[
D2
are (
k
, where k IN . Then, f is (
k
.
Proof x D, without loss of generality, assume that x D
1
. Then,
X
( x, ) O
1
, which implies that D
1

B
X
( x, ) = D B
X
( x, ). Since f[
D1
is (
k
, then, by Proposition 9.34,
x D
1
, f
(i)
( x) = f[
(i)
D1
( x), i IN with i k. Then, f is (
k
at x. By the
arbitrariness of x, f is (
k
Note that D
1
and D
2
are open sets in the subset topology of D. This
result should be compared with Theorem 3.11, where continuity on D can
be concluded when D
1
and D
2
are relatively open or are relatively closed.
For continuous dierentiability, D
1
and D
2
must be relatively open for the
conclusion to hold.
Proposition 9.36 Let X be a normed linear space over IK, and f : X X
be given by f = id
X
, that is f(x) = x, x X. Then, f is (
, f
(1)
(x) =
id
X
, and f
(i+1)
(x) =
BS i+1(X,X)
, x X, i IN.
Proposition 9.37 Let X and Y be normed linear spaces over IK, and f :
XY X be given by f =
X
, that is f(x, y) = x, (x, y) XY. Then,
f is (
, f
(1)
(x, y) =
_
id
X

B(Y,X)
_
and f
(i+1)
(x, y) =
BS i+1(XY,X)
,
(x, y) X Y, i IN.
Proposition 9.38 Let X be a normed linear space over IK, f : X X
X be given by f(x
1
, x
2
) = x
1
+ x
2
, (x
1
, x
2
) X X. Then, f is
(
, f
(1)
(x
1
, x
2
) =
_
id
X
id
X
, and f
(i+1)
(x
1
, x
2
) =
BS i+1(XX,X)
,
(x
1
, x
2
) X X, i IN.
Proposition 9.39 Let X be a normed linear space over IK, f : IKX X
be given by f(, x) = x, (, x) IK X. Then, f is (
, f
(1)
(, x) =
_
x id
X
, f
(2)
(, x)(d
2
, h
2
)(d
1
, h
1
) = d
1
h
2
+ d
2
h
1
, and f
(i+2)
(, x) =
BS i+2(IKX,X)
, (, x) IK X, i IN, (d
1
, h
1
) IK X, (d
2
, h
2
)
IKX.
f
1
: D Y, f
2
: D Y, x
0
D,
1
,
2
IK, n IN, k IN ,
and g : D Y be given by g(x) =
1
f
1
(x) +
2
f
2
(x), x D. If f
1
and
f
2
are n-times dierentiable, then, g is n-times dierentiable and g
(i)
(x) =
1
f
(i)
1
(x) +
2
f
(i)
2
(x), x D, i 1, . . . , n. If f
1
and f
2
are (
k
at x
0
,
then g is (
k
at x
0
and g
(i)
(x) =
1
f
(i)
1
(x)+
2
f
(i)
2
(x), x DB
X
( x
0
,
0
),
i IN with i k, for some
0
(0, ) IR.
Proposition 9.41 Let X and Y be normed linear spaces over IK, f :
B(X, Y) X Y be given by f(A, x) = Ax, (A, x) B(X, Y) X. Then,
f is (
, f
(1)
(A, x) =
_
ro(x) A
, f
(2)
(A, x)(
2
, h
2
)(
1
, h
1
) =
1
h
2
+
2
h
1
, and f
(i+2)
(A, x) =
BS i+2
B(X,Y)X,Y
, (A, x) B(X, Y) X,
i IN, (
1
, h
1
) B(X, Y) X, (
2
, h
2
) B( X, Y) X.
Proposition 9.42 Let X, Y, and Z be normed linear spaces over IK,
f : B(Y, Z) B(X, Y) B(X, Z) be given by f(A
yz
, A
xy
) = A
yz
A
xy
,
(A
yz
, A
xy
) B( Y, Z) B(X, Y). Then, f is (
, f
(1)
(A
yz
, A
xy
) =
_
ro(A
xy
) A
yz
, f
(2)
(A
yz
, A
xy
)(
yz2
,
xy2
)(
yz1
,
xy1
) =
yz1
xy2
+
yz2
xy1
, and f
(i+2)
(A
yz
, A
xy
) =
BS i+2
B(Y,Z)B(X,Y),B(X,Z)
,
(A
yz
, A
xy
) B(Y, Z) B( X, Y), i IN, (
yz1
,
xy1
) B(Y, Z)
B(X, Y), (
yz2
,
xy2
) B( Y, Z) B(X, Y).
1
, . . . , X
p
and Y
1
, . . . , Y
m
be normed linear spaces
over IK, where p, m IN, Z
ji
:= B( X
i
, Y
j
), i = 1, . . . , p, j = 1, . . . , m,
Z :=
m
j=1
p
i=1
Z
ji
, and f : Z B
_
p
i=1
X
i
,
m
j=1
Y
j
_
be given by
f(A
11
, . . . , A
mp
) =
_
_
A
11
A
1p
.
.
.
.
.
.
A
m1
A
mp
_
_; (A
11
, . . . , A
mp
) Z
Then, f is (
and
f
(1)
(A
11
, . . . , A
mp
)(
11
, . . . ,
mp
) =
_
11

1p
.
.
.
.
.
.
m1

mp
_
_
f
(l+1)
(A
11
, . . . , A
mp
) =
B
S l+1
Z,B
Q
p
i=1
Xi,
Q
m
j=1
Yj
!
(A
11
, . . . , A
mp
) Z, l IN, (
11
, . . . ,
mp
) Z.
9.4.4 Properties of high order derivatives
X, f
1
: D Y, f
2
: D Z, x
0
D, k IN, and g : D Y Z be given by
g(x) = (f
1
(x), f
2
(x)), x D. Then, the following statements hold.
(i)
0
(0, ) IR such that f
(k)
1
(x) and f
(k)
2
(x) exist, x D
B
X
(x
0
,
0
) if, and only if,
0
(0, ) IR such that g
(k)
(x) exists,
x D B
X
( x
0
,
0
). In this case g
(i)
(x) =
_
f
(i)
1
(x)
f
(i)
2
(x)
_
, x D
B
X
(x
0
,
0
), i 1, . . . , k.
(ii) Let n IN . Then, f
1
and f
2
are (
n
at x
0
if, and only if, g is
(
n
at x
0
.
Proof (i) We will use mathematical induction on k to prove this
statement.
1
k = 1. The statement holds by Proposition 9.19.

2
Assume that the result holds for k =

k IN.
3

k +1. Necessity Let f
(
k+1)
1
(x) and f
(
k+1)
2
(x)
exist, x D B
X
( x
0
,
0
). By inductive assumption, g
(
k)
(x) exists
and g
(i)
(x) =
_
f
(i)
1
(x)
f
(i)
2
(x)
_
, x D B
X
(x
0
,
0
), i
_
1, . . . ,
k
_
. Let
D
1
:= dom
_
f
(
k)
1
_
,

D
2
:= dom
_
f
(
k)
2
_
and

D := dom
_
g
(
k)
_
. Then,
D
1
D,

D
2
D,

D D,

D D B
X
(x
0
,
0
), and

D B
X
(x
0
,
0
)
D
1

D
2
. This implies that

D B
X
( x
0
,
0
) = D B
X
( x
0
,
0
) =:

D
and span
_
A
D
( x)
_
= span( A
D
( x) ) = X, x

D. By the assumption,
f
(
k)
1
and f
(
k)
2
are dierentiable at x, x

D. By Propositions 9.19 and
9.11, x

D, g
(
k)
is dierentiable at x and g
(
k+1)
(x) = D g
(
k)
D
(x) =
_
_
D f
(
k)
1
D
(x)
D f
(
k)
2
D
(x)
_
_
=
_
f
(
k+1)
1
(x)
f
(
k+1)
2
(x)
_
.
Suciency Let g
(
k+1)
(x) exist, x D B
X
( x
0
,
0
). By induc-
tive assumption, f
(
k)
1
(x) and f
(
k)
2
(x) exist and g
(i)
(x) =
_
f
(i)
1
(x)
f
(i)
2
(x)
_
,
x D B
X
( x
0
,
0
), i
_
1, . . . ,
k
_
. Let

D
1
:= dom
_
f
(
k)
1
_
,

D
2
:=
dom
_
f
(
k)
2
_
and

D := dom
_
g
(
k)
_
. Then,

D
1
D,

D
2
D,

D D,
D D B
X
( x
0
,
0
), and D B
X
( x
0
,
0
)

D
1

D
2
. This implies that
DB
X
(x
0
,
0
) = DB
X
( x
0
,
0
) =

D
1
B
X
(x
0
,
0
) =

D
2
B
X
( x
0
,
0
) =:
D. Then, span
_
A
D
( x)
_
= span ( A
D
( x)) = X, x

D. By Propo-
sitions 9.11 and 9.19, we have, x

D, f
(
k)
1
D
and f
(
k)
2
D
are dieren-
tiable at x and g
(
k+1)
(x) = D g
(
k)
D
(x) =
_
_
D f
(
k)
1
D
(x)
D f
(
k)
2
D
(x)
_
_
. By Proposi-
tion 9.11, we have D f
(
k)
1
D
(x) = Df
(
k)
1
(x) = f
(
k+1)
1
(x) and D f
(
k)
2
D
(x) =
Df
(
k)
2
(x) = f
(
k+1)
2
(x), x

D. Then, g
(
k+1)
(x) =
_
f
(
k+1)
1
(x)
f
(
k+1)
2
(x)
_
, x

D.
This completes the induction process.
(ii) We will distinguish two exhaustive and mutually exclusive cases:
Case 1: n IN. Suciency Let g be (
n
at x
0
. Then,
0
(0, ) IR
such that g is n-times dierentiable at x, x DB
X
(x
0
,
0
) =:

D. By (i),
f
1
and f
2
are n-times dierentiable at x, x

D and g
(n)
(x) =
_
f
(n)
1
(x)
f
(n)
2
(x)
_
,
x

D. By the continuity of g
(n)
at x
0
and Proposition 3.32, f
(n)
1
and
f
(n)
2
are continuous at x
0
. Then, f
1
and f
2
are (
n
at x
0
.
Necessity Let f
1
and f
2
be (
n
at x
0
. Then,
0
(0, ) IR such
that f
1
and f
2
are n-times dierentiable at x, x D B
X
( x
0
,
0
) =:

D.
By (i), g is n-times dierentiable at x, x

D and g
(n)
(x) =
_
f
(n)
1
(x)
f
(n)
2
(x)
_
,
x

D. By the continuity of f
(n)
1
and f
(n)
2
at x
0
g
(n)
is continuous at x
0
. Then, g is (
n
at x
0
.
Case 2: n = . Suciency Let g be (
at x
0
. i IN, g is (
i
at
x
0
. By Case 1, f
1
and f
2
are (
i
at x
0
. Then, f
1
and f
2
are (
at x
0
.
Necessity Let f
1
and f
2
be (
at x
0
. i IN, f
1
and f
2
are (
i
at x
0
. By
Case 1, g is (
i
at x
0
. Then, g is (
at x
0
.
1

X, D
2
Y, f : D
1
D
2
, g : D
2
Z, x
0
D
1
, and y
0
:= f(x
0
) D
2
.
(i) Assume that f is (
k
at x
0
and g is (
k
at y
0
, for some k IN.
Then, h := g f is (
k
at x
0
.
(ii) Let k IN. Assume that f is k-times dierentiable and g is k-times
dierentiable. Then, h is k-times dierentiable.
Proof (i) We will rst use mathematical induction on k to show that
the result holds if k IN.
1
k = 1. By g being (
1
at y
0
, then
1
(0, ) IR such that
g
(1)
(y) exists, y D
2
B
Y
( y
0
,
1
), and g
(1)
is continuous at y
0
. By
f being (
1
at x
0
, then, by Proposition 9.7, (0, ) IR such that
f(x) D
2
B
Y
( y
0
,
1
) and f
(1)
(x) exists, x D
1
B
X
( x
0
, ), and f
(1)
is continuous at x
0
. x D
1
B
X
(x
0
, ), by Chain Rule, h
(1)
(x) exists
and h
(1)
(x) = g
(1)
(f(x))f
(1)
(x). By Propositions 3.12, 9.7, 3.32, and 9.42,
h
(1)
is continuous at x
0
. Hence, h is (
1
at x
0
.
2

k IN.
3

k + 1. By g being (
k+1
at y
0
, then
1

(0, ) IR such that g
(1)
(y) exists, y D
2
B
Y
( y
0
,
1
) =:

D, and g
(1)
is
(
k
at y
0
. By f being (
k+1
at x
0
, then, by Proposition 9.7, (0, ) IR
such that f(x)

D and f
(1)
(x) exists, x D
1
B
X
( x
0
, ) =:

D, and
f
(1)
is (
k
at x
0
. x

D, by Chain Rule, h
(1)
(x) exists and h
(1)
(x) =
g
(1)
(f(x))f
(1)
(x). Then, h
(1)
D
:

D B(X, Z) is given by h
(1)
D
(x) =
g
(1)
D
( f[
D
(x)) f
(1)
D
(x), x

D. By Proposition 9.34, g
(1)
D
is (
k
at y
0
and f[
D
and f
(1)
D
are (
k
at x
0
. By inductive assumption and
Propositions 9.44, 9.42, and 3.32, h
(1)
D
is (
k
at x
0
h
(1)
is (
k
at x
0
. Hence, h is (
k+1
at x
0
.
When k = , then, i IN, g is (
i
at y
0
and f is (
i
at x
0
, which further
implies by the induction conclusion, h is (
i
at x
0
. Hence, h is (
at x
0
.
(ii) We will rst use mathematical induction on k to show that the result
holds.
1
k = 1. By Chain Rule, h
(1)
(x) exists and h
(1)
(x) = g
(1)
(f(x))f
(1)
(x),
x D
1
2

k IN.
3

k + 1. By Chain Rule, h
(1)
(x) exists and
h
(1)
(x) = g
(1)
(f(x))f
(1)
(x), x D
1
. By inductive assumption and Propo-
sitions 9.44 and 9.42, h
(1)
is

k-times dierentiable. Hence, h is (
k+1)-times
dierentiable. This completes the induction process and the proof of the
proposition. 2
X Y, f : D Z be partial dierentiable with respect to x, and partial
dierentiable with respect to y. Then, the following statements hold.
(i) If f is (n+1)-times dierentiable, where n IN, then,
f
x
and
f
y
are
n-times dierentiable.
(ii) If f is (
1
at (x
0
, y
0
) D, then
f
x
and
f
y
are continuous at (x
0
, y
0
).
(iii) If f is (
n
at (x
0
, y
0
) D, where n 2, 3, . . . , then
f
x
and
f
y
are (
n1
at (x
0
, y
0
).
Proof By Proposition 9.9, f
(1)
(x, y) =
_
f
x
(x, y)
f
y
(x, y)
_
,
(x, y) D. Dene g : X Y B( X, X Y) by g(x, y) =
_
id
X
B(X,Y)
_
.
By Proposition 9.33, g is (
. It is clear that
f
x
(x, y) = f
(1)
(x, y)g(x, y),
(x, y) D.
(i) Since f is (n + 1)-times dierentiable, then f
(1)
is n-times dieren-
tiable. By Propositions 9.42, 9.44, and 9.45, we have
f
x
is n-times dier-
entiable. By symmetry,
f
y
is n-times dierentiable. This completes the
proof of the proposition.
(ii) Since f is (
1
at (x
0
, y
0
), then f
(1)
is continuous at (x
0
, y
0
). By
Propositions 9.42, 9.7, 3.32, and 3.12, we have
f
x
is continuous at (x
0
, y
0
).
By symmetry,
f
y
is continuous at (x
0
, y
0
).
(iii) Since f is (
n
at (x
0
, y
0
), then f
(1)
is (
n1
at (x
0
, y
0
). By Propo-
sitions 9.42, 9.44, and 9.45, we have
f
x
is (
n1
at (x
0
, y
0
). By symmetry,
f
y
is (
n1
at (x
0
, y
0
).
1
, . . . , X
p
, and Y be normed linear spaces over IK,
where p 2, 3, . . . , D X :=
p
i=1
X
i
, f : D Y, x
o
D
, and k IN.
Assume that
0
(0, ) IR such that all partial derivatives of f up to
kth order exist and are continuous at x, x

D := B
X
( x
o
,
0
) D. Then,
f is (
k
at x, x

D.
Proof We will prove this using mathematical induction on k.
1
k = 1. x

D, by repeated application of Proposition 9.24, we have
f
(1)
(x) exists and f
(1)
(x) =
_
f
x1
(x)
f
xp
(x)
_
.
2

k IN.
3

k + 1. x

D, by the case k = 1, f
(1)
(x)
exists and f
(1)
(x) =
_
f
x1
(x)
f
xp
(x)
_
. i 1, . . . , p, by the
assumption, all partial derivatives of
f
xi
up to

kth order exist and are
continuous at x. Then, by inductive assumption,
f
xi
is (
k
at x. Dene
the function g :

D

p
i=1
B( X
i
, Y) by g(x) = (
f
x1
(x), . . . ,
f
xp
(x)), x
D :=
p
i=1
dom
_
f
xi
_
. Clearly,

D

D D. Then, by Proposition 9.44,
g is

k-times dierentiable at x and g
(j)
(x) =
_
_
D
j f
x1
(x)
.
.
.
D
j f
xp
(x)
_
_
, j = 1, . . . ,
k.
By Proposition 3.32, g is (
k
at x. By Propositions 9.45 and 9.43, f
(1)
is (
k
at x. Therefore, f is (
k+1
at x. This completes the induction process and
Theorem 9.48 (Taylors Theorem) Let X and Y be normed linear spaces
over IK, D X, f : D Y, x
0
, x
1
D, and n IN. Let

D := I :=
[0, 1] IR and

D := I
if IK = IR or

D := a + i0 [ a I C and
D := a + i0 [ a I
C if IK = C. Let :

D D be given
by (t) = tx
1
+ (1 t)x
0
, t

D. Assume that dom
_
f
(n)
_
(

D),
dom
_
f
(n+1)
_
(
D), and f
(n)
is continuous at x = (t), t

D. Let
R
n
Y be given by
R
n
:= f(x
1
)
_
f(x
0
) +
1
1!
f
(1)
(x
0
)(x
1
x
0
) +
+
1
n!
f
(n)
(x
0
) (x
1
x
0
) (x
1
x
0
)
. .
n-times
_
(i) If Y = IR and IK = IR, then
t
0
I
such that
R
n
=
1
(n + 1)!
f
(n+1)
((
t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
(ii)
t
0
I
such that
|R
n
|
1
(n + 1)!
_
_
f
(n+1)
((
t
0
))
_
_
|x
1
x
0
|
n+1
Proof (i) Let Y = IR and IK = IR. Dene F : I IR by
F(t) = f((1))
_
f((1 t)) +
t
1!
f
(1)
((1 t))(x
1
x
0
) +
+
t
n
n!
f
(n)
((1 t)) (x
1
x
0
) (x
1
x
0
)
. .
n-times
+R
n
t
n+1
_
; t I
By Propositions 3.12, 3.32, 9.7, 7.23, and 7.65, F is continuous. Clearly,
is dierentiable. By Chain Rule and Propositions 9.10, 9.159.17 and 9.19,
F is dierentiable at t, t I
. Clearly, F(0) = F(1) = 0. By Mean Value

Theorem 9.20, t
0
I
such that 0 = F(1) F(0) = DF(t

0
). Then, we
have
0 =
_
f
(1)
((1 t
0
))(x
1
x
0
) +f
(1)
((1 t
0
))(x
1
x
0
)
t
0
1!
f
(2)
((1 t
0
))(x
1
x
0
)(x
1
x
0
) +
+
t
n1
0
(n 1)!
f
(n)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
n-times
t
n
0
n!
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
+(n + 1)R
n
t
n
0
_
=
t
n
0
n!
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
(n + 1)R
n
t
n
0
Hence,
R
n
=
1
(n + 1)!
f
(n+1)
((
t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
where

t
0
= 1 t
0
I
.
(ii) By Proposition 7.85, y
with |y
| 1 such that |R
n
| =
y
, R
n
)). Dene G :

D IK by
G(t) =
, f(x
1
) f((1 t))
i=1
t
i
i!
f
(i)
((1 t)) (x
1
x
0
) (x
1
x
0
)
. .
i-times
__
|R
n
| t
n+1
t

D. By Propositions 3.12, 3.32, 9.7, 7.23, and 7.65, G is continuous.
Clearly, is dierentiable. By Chain Rule and Propositions 9.10, 9.159.17
and 9.19, G is dierentiable at t, t

D. Clearly, G(0) = G(1) = 0.

1: IK = IR; Case 2: IK = C.
Case 1: IK = IR. By Mean Value Theorem 9.20, t
0
I
such that
0 = G(1) G(0) = DG(t
0
). Then, we have
0 =
, f
(1)
((1 t
0
))(x
1
x
0
)
i=1
t
i1
0
(i 1)!
f
(i)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
i-times
+
n
i=1
t
i
0
i!
f
(i+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(i+1)-times
__
(n + 1) |R
n
| t
n
0
=
,
t
n
0
n!
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
__
(n + 1) |R
n
| t
n
0
Then, we have
|R
n
| =
1
(n + 1)!
, f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
__
1
(n + 1)!
|y
|
_
_
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
_
_
1
(n + 1)!
_
_
f
(n+1)
((
t
0
))
_
_
|x
1
x
0
|
n+1
where the last two inequalities follows from Proposition 7.64 and

t
0
=
1 t
0
I
.
Case 2: IK = C. By Lemma 9.22, t
0
I
such that Re ( G(1)G(0) ) =

Re ( DG(t
0
) ). Then, we have
0 = Re
_
y
, f
(1)
((1 t
0
))(x
1
x
0
)
___
Re
_
y
,
n
i=1
t
i1
0
(i 1)!
f
(i)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
i-times
___
+Re
_
y
,
n
i=1
t
i
0
i!
f
(i+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(i+1)-times
___
(n + 1) |R
n
| t
n
0
= Re
_
y
,
t
n
0
n!
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
___
(n + 1) |R
n
| t
n
0
Hence,
|R
n
| =
1
(n + 1)!
Re
_
y
, f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
___
1
(n + 1)!
|y
|
_
_
f
(n+1)
((1 t
0
)) (x
1
x
0
) (x
1
x
0
)
. .
(n+1)-times
_
_
1
(n + 1)!
_
_
f
(n+1)
((
t
0
))
_
_
|x
1
x
0
|
n+1
where the last two inequalities follows from Proposition 7.64 and

t
0
=
1 t
0
I
.
9.5. MAPPING THEOREMS 285
9.5 Mapping Theorems
Denition 9.49 Let A := (X, ) be a metric space, S X, and T : S
X. T is said to be a contraction mapping on S if T(S) S and
[0, 1) IR such that x
1
, x
2
S, we have (T(x
1
), T(x
2
)) (x
1
, x
2
).
Then, is called an contraction index for T.
Theorem 9.50 (Contraction Mapping Theorem) Let S ,= be a
closed subset of a complete metric space A := (X, ) and T be a contraction
mapping on S with contraction index [0, 1) IR. Then, the following
statements hold.
(i) ! x
0
S such that x
0
= T(x
0
).
(ii) x
1
S, recursively dene x
n+1
= T(x
n
), n IN. Then,
lim
nIN
x
n
= x
0
.
(iii) (x
n
, x
0
)

n1
1
(x
2
, x
1
), (x
n
, x
0
)

1
(x
n
, x
n1
), and (x
n
, x
0
)
(x
n1
, x
0
), n 2, 3, . . . .
Proof Fix any x
1
S ,= . Recursively dene x
n+1
= T(x
n
) S,
n IN. Then, (x
n
, x
n1
) = (T(x
n1
), T(x
n2
)) (x
n1
, x
n2
)

n2
(x
2
, x
1
), n 3, 4, . . . . Therefore, (x
n
)
n=1
S is a Cauchy
sequence and converges to x
0
S by A being complete, S being closed,
and Proposition 4.39. Clearly, T is continuous. Then, by Proposition 3.66,
x
0
= T(x
0
). x S such that x = T( x). Then, (x
0
, x) (x
0
, x) and
(x
0
, x) = 0. Hence, x = x
0
. Hence the statements (i) and (ii) are true.
Note that, by Propositions 3.66 and 4.30, n 2, 3, . . . ,
(x
n
, x
0
) = lim
mIN
(x
n
, x
m
)
i=n
(x
i+1
, x
i
)
i=n+1
i2
(x
2
, x
1
)
=

n1
1
(x
2
, x
1
)
(x
n
, x
0
)
i=n
(x
i+1
, x
i
)
i=1
i
(x
n
, x
n1
) =

1
(x
n
, x
n1
)
(x
n
, x
0
) = (T(x
n1
), T(x
0
)) (x
n1
, x
0
)
Lemma 9.51 Let X and Y be normed linear spaces over IK, D X, x
0

D, f : D Y be (
1
at x
0
. Assume that
0
(0, ) IR such that
D B
X
(x
0
,
0
) =:

D is convex. Then, (0, ) IR, (0, ) IR
such that, x
1
, x
2
DB
X
(x
0
, ), we have
_
_
f(x
1
)f(x
2
)f
(1)
(x
0
)(x
1
x
2
)
_
_
|x
1
x
2
|.
Proof (0, ) IR, by f being (
1
at x
0
, (0,
0
] IR such
that x D B
X
( x
0
, ) =:

D, we have
_
_
f
(1)
(x) f
(1)
(x
0
)
_
_
< . Dene
: D Y by (x) = f(x)f
(1)
(x
0
)(xx
0
), x D. By Propositions 9.45,
9.38, 9.41, and 9.44, is (
1
at x
0
and
(1)
(x) = f
(1)
(x) f
(1)
(x
0
), x

D.
Clearly,

D is convex. Then, x
1
, x
2

D, by Mean Value Theorem 9.23 and
_
_
f(x
1
) f(x
2
) f
(1)
(x
0
)(x
1
x
2
)
_
_
= |(x
1
)
(x
2
) |
_
_
(1)
(t
0
x
1
+ (1 t
0
)x
2
)(x
1
x
2
)
_
_
|x
1
x
2
|, for some
t
0
(0, 1) IR. This completes the proof of the lemma. 2
Theorem 9.52 (Injective Mapping Theorem) Let X and Y be Banach
spaces over IK, D X, F : D Y be (
1
at x
0
D
. Assume that
F
(1)
(x
0
) B(X, Y) is injective and M := 1
_
F
(1)
(x
0
)
_
Y is closed.
Then, (0, ) IR with U := B
X
( x
0
, ) D such that F[
U
: U
F(U) is bijective and admits a continuous inverse F
i
: F(U) U.
Proof By Proposition 7.13 and Proposition 4.39, M Y is a Banach
space. Then, F
(1)
(x
0
) : X M is bijective. By Open Mapping Theorem
7.103, the inverse A of F
(1)
(x
0
) : X M belongs to B( M, X). h X, we
have |h| =
_
_
AF
(1)
(x
0
)h
_
_
|A|
_
_
F
(1)
(x
0
)h
_
_
. Then, r (0, ) IR
such that r |A| 1 and r |h|
_
_
F
(1)
(x
0
)h
_
_
, h X.
By Lemma 9.51, (0, ) IR with U := B
X
( x
0
, ) D such that
x
1
, x
2
U, we have
_
_
F(x
1
)F(x
2
)F
(1)
(x
0
)(x
1
x
2
)
_
_
r |x
1
x
2
| /2.
x
1
, x
2
U, r |x
1
x
2
|
_
_
F
(1)
(x
0
)(x
1
x
2
)
_
_
|F(x
1
) F(x
2
) | +
_
_
F(x
1
) F(x
2
) F
(1)
(x
0
)(x
1
x
2
)
_
_
|F(x
1
) F(x
2
) | +r |x
1
x
2
| /2.
This implies that |F(x
1
) F(x
2
) | r |x
1
x
2
| /2. Hence, F[
U
: U
F(U) is injective and surjective. Then, F[
U
: U F(U) is bijective and
admits a inverse F
i
: F(U) U. y
1
, y
2
F(U), we have |F
i
(y
1
)
F
i
(y
2
) | 2/r |F(F
i
(y
1
)) F(F
i
(y
2
)) | = 2/r |y
1
y
2
|. Hence, F
i
is
uniformly continuous. This completes the proof of the theorem 2
Theorem 9.53 (Surjective Mapping Theorem) Let X and Y be Ba-
nach spaces over IK, D X, F : D Y, x
0
D
, and y
0
:= F(x
0
) Y.
Assume that F is (
1
at x
0
, and F
(1)
(x
0
) B( X, Y) is surjective. Then,
r (0, ) IR, (0, ) IR, and c
1
[0, ) IR with
c
1
r such that y B
Y
( y
0
, /2), x B
X
( x
0
, r/2) with y = F( x),
y B
Y
( y, /2), x B
X
( x
0
, r ) D with |x x| c
1
|y y|, we have
y = F(x).
Proof Let M := ^
_
F
(1)
(x
0
)
_
, which is a closed subspace by Propo-
sition 7.68. By Proposition 7.45, the quotient space X/M is a Banach
space. By Proposition 7.70, F
(1)
(x
0
) = A , where : X X/M is the
natural homomorphism, and A B( X/M, Y) is injective. Since F
(1)
(x
0
)
is surjective, then A is bijective and, by Open Mapping Theorem 7.103,
A
1
B(Y, X/M). Let c
1
:= 4
_
_
A
1
_
_
[0, ) IR.
Dene : D X/M by (x) = A
1
(F(x) F
(1)
(x
0
)(xx
0
)), x D.
By Propositions 9.45, 9.38, 9.41, 9.34, and 9.44, is (
1
at x
0
and
(1)
(x) =
A
1
(F
(1)
(x) F
(1)
(x
0
)), x B
X
( x
0
, r
0
) D, for some r
0
(0, ) IR.
Clearly,
(1)
(x
0
) =
B
X,X/M
. Then, by Lemma 9.51, r (0, r

0
] IR
such that x
1
, x
2
B
X
( x
0
, r ) D, we have |(x
1
) (x
2
) | |x
1

x
2
| /4.
Let (0, ) IR be such that c
1
r. Fix any y B
Y
( y
0
, /2) and
any x B
X
( x
0
, r/2) with y = F( x). Fix any y B
Y
( y, /2). Recursively
dene x
1
:= x, [ x
k+1
] = [ x
k
] + A
1
(y F(x
k
)) and select x
k+1
[ x
k+1
]
such that |x
k+1
x
k
| 2 |[ x
k+1
] [ x
k
] |, k IN, where [ x
k
] = (x
k
) =
x
k
+ M is the coset containing x
k
. Clearly, x
1
B
X
( x
0
, r ). Note that
|x
2
x
1
| 2 |[ x
2
][ x
1
] | = 2
_
_
A
1
(y y)
_
_
2
_
_
A
1
_
_
|y y| = c
1
|y
y | /2 < r/4, where the second inequality follows from Proposition 7.64.
Then, x
2
B
X
( x
0
, r ). Assume that x
1
, . . . , x
k
B
X
(x
0
, r ) for some
k 2, 3, . . . . Note that i 2, . . . , k, |x
i+1
x
i
| 2 |[ x
i+1
]
[ x
i
] | = 2
_
_
A
1
(y F(x
i
) + A(x
i
)) A
1
(y F(x
i1
) + A(x
i1
))
_
_
=
2 |(x
i
)(x
i1
) | |x
i
x
i1
| /2. Then, |x
i+1
x
i
| |x
2
x
1
| /2
i1
.
Hence, |x
k+1
x|
k
i=1
|x
i+1
x
i
|
k
i=1
|x
2
x
1
| /2
i1
= (2
1/2
k1
) |x
2
x
1
| < r/2. This implies that x
k+1
B
X
( x
0
, r ). Inductively,
we have ( x
k
)
k=0
B
X
( x
0
, r ) and |x
k+1
x
k
| |x
2
x
1
| /2
k1
, k IN.
Hence, ( x
k
)
k=0
is a Cauchy sequence. By the completeness of X, we have
lim
kIN
x
k
= x X. Note that, by Propositions 3.66 and 4.30, |x x| =
lim
kIN
|x
k
x
1
| lim
kIN
(2 1/2
k2
) |x
2
x
1
| = 2 |x
2
x
1
| < r/2.
Hence, x B
X
( x
0
, r ). By the dierentiability of F and Propositions 9.7,
3.66, and 7.69, we have (x) = lim
kIN
(x
k+1
) = lim
kIN
(A
1
(yF(x
k
))+
(x
k
)) = (x) + A
1
(y F(x)). This implies that y = F(x). Note that
|x x| 2 |x
2
x
1
| c
1
|y y |. This completes the proof of the
theorem. 2
Theorem 9.54 (Open Mapping Theorem) Let X and Y be Banach
spaces over IK, D X be open, and F : D Y be (
1
. Assume that
F
(1)
(x) B(X, Y) is surjective, x D. Then, F is an open mapping.
Proof Fix any open subset U D, where U is open in the subset
topology of D. Since D is open, then U is open in X. We will show that
F(U) is an open set in Y. Fix any y
0
F(U), there exists x
0
U such that
y
0
= x
0
. Then, r (0, ) IR such that B
X
( x
0
, r ) U. It is easy to
check that all assumptions of Surjective Mapping Theorem are satised at
x
0
. Then, there exist an open set V Y with y
0
V and c
1
[0, ) IR
such that y V , x D with | xx
0
| c
1
| y y
0
|, we have y = F( x).
Take (0, ) IR such that c
1
r and B
Y
( y
0
, ) V . Then,
y B
Y
( y
0
, ), | x x
0
| c
1
| y y
0
| < r. Then, x B
X
( x
0
, r ) U
and y F(U). Hence, B
Y
(y
0
, ) F(U). Therefore, y
0
(F(U))
. By
the arbitrariness of y
0
, we have F(U) is open in Y. By the arbitrariness of
U, F is an open mapping. This completes the proof of the theorem. 2
Proposition 9.55 Let X and Y be Banach spaces over IK and A B(X, Y)
be bijective. Then, T B(X, Y) with |T A|
_
_
A
1
_
_
< 1, we have T is
bijective and
_
_
T
1
A
1
_
_
A
1
2
|TA|
1
A
1
|TA|
.
Proof By Open Mapping Theorem 7.103, A
1
B( Y, X). We will
rst prove the result for the special case Y = X and A = id
X
. We will
distinguish two exhaustive and mutually exclusive cases: Case 1: X is a
singleton set; Case 2: x X such that x ,=
X
.
Case 1: X is a singleton set. Then,
_
_
A
1
_
_
= |A| = 0. T B(X, X),
we have T = id
X
. Then, T is bijective and
_
_
T
1
id
X
_
_
= 0. The result
holds for this case.
Case 2: x X such that x ,=
X
. Then, |A| =
_
_
A
1
_
_
= 1. T
B(X, X) with |T id
X
| < 1, let := T id
X
. We will show that T
is bijective. x
1
, x
2
X with T(x
1
) = T(x
2
), we have x
1
+ (x
1
) =
x
2
+(x
2
), which implies that (x
1
x
2
) = x
2
x
1
we have || |x
1
x
2
| |x
1
x
2
|. Since || < 1 then |x
1
x
2
| = 0
and x
1
= x
2
. Therefore, T is injective. x
0
X, dene : X X by
(x) = x
0
(x), x X. Clearly, is a contraction mapping on X with
contraction index ||. By Contraction Mapping Theorem, there exists a
unique x X such that x = ( x). Then, x
0
= x + ( x) = T( x). Hence,
T is surjective. Then, T is bijective. By Open Mapping Theorem 7.103,
T
1
B(X, X).
y Y, let x = T
1
y. Then, y = Tx = x + x and x = y x. By
Proposition 7.64, we have |x| |y | + || |x| and |x|
|y|
1||
. By
the arbitrariness of y, we have
_
_
T
1
_
_
1/(1||). This further implies
that
_
_
T
1
id
X
_
_
=
_
_
T
1
(id
X
T)
_
_
_
_
T
1
_
_
|| || /(1 ||).
The result holds in this case.
Hence, the result holds for the special case Y = X and A = id
X
. Now
consider the general case. T B(X, Y) with |T A|
_
_
A
1
_
_
< 1, we
have

T := A
1
T B(X, X). Note that
_
_
T id
X
_
_
=
_
_
A
1
(T A)
_
_

_
_
A
1
_
_
|T A| < 1. Then,
_
_
T id
X
_
_
|id
X
| < 1. By the special case,
we have

T is bijective and
_
_
T
1
id
X
_
_

|id
X|
2
Tid
X
1|id
X|
Tid
X
. Then, T is
bijective and, by Proposition 7.64,
_
_
T id
X
_
_
=
_
_
A
1
(T A)
_
_
_
_
A
1
_
_
|T A|
_
_
A
1
_
_
|id
X
| =
_
_
A
1
_
_
_
_
T
1
A
1
_
_
=
_
_
(
T
1
id
X
)A
1
_
_
_
_
A
1
_
_
|id
X
|
2
_
_
T id
X
_
_
1 |id
X
|
_
_
T id
X
_
_
_
_
A
1
_
_
2
|T A|
1
_
_
A
1
_
_
|T A|
Proposition 9.56 Let X and Y be Banach spaces over IK, D := L
B(X, Y) [ L is bijective, and f : D B( Y, X) be given by f(A) =
A
1
, A D. Then, D is open in B( X, Y), f is (
, and f
(1)
(A)() =
A
1
A
1
, A D, B(X, Y).
Proof By Proposition 9.55 and Open Mapping Theorem 7.103, D is
open and f is continuous. A D, span( A
D
( A) ) = B( X, Y) since D is
open and A D
. Dene L : B(X, Y) B(Y, X) by L() = A

1
A
1
,
B(X, Y). Clearly, L is a linear operator. Note that
|L| = sup
B(X,Y), ||1
|L() |
_
_
A
1
_
_
2
where the inequality follows from Proposition 7.64. Hence, L is a bounded
linear operator.
(0, ) IR, by the continuity of f, (0, ) IR such that
_
_
f(

A) f(A)
_
_
< ,
A B
B(X,Y)
(A, ). Then,
A B
B(X,Y)
( A, ), we
have
_
_
f(

A) f(A) L(

AA)
_
_
=
_
_
A
1
A
1
+A
1
(

A A)A
1
_
_
=
_
_
A
1
(

A A)

A
1
+A
1
(

A A)A
1
_
_
_
_
A
1
_
_
_
_
A A
_
_
_
_
f(

A) f(A)
_
_

_
_
A
1
_
_
_
_
A A
_
_
where the rst inequality follows from Proposition 7.64. Hence, we have
f
(1)
(A) = L. Then, f is dierentiable. Note that f
(1)
(A) = f(A)ro(f(A)),
A D. By Propositions 9.42, 9.7, 3.12, and 3.32, f
(1)
is continuous.
Hence, f is (
1
.
Assume that f is (
k
, for some k IN. We will show that f is (
k+1
.
Then, f is (
. Note that f
(1)
(A) = f(A)ro(f(A)), A D. By Proposi-
tions 9.45, 9.42, and 9.44, f
(1)
is (
k
. Then, f is (
k+1
. This completes the
Theorem 9.57 (Inverse Function Theorem) Let X and Y be Banach
spaces over IK, D X, F : D Y be (
1
at x
0
D
. Assume that
F
(1)
(x
0
) B(X, Y) is bijective. Then, open set U D with x
0
U and
open set V Y with y
0
:= F(x
0
) V such that
(i) F[
U
: U V is bijective;
(ii) the inverse mapping F
i
: V U of F[
U
is dierentiable, F
(1)
i
: V
B(Y, X) is given by F
(1)
i
(y) = (F
(1)
(F
i
(y)))
1
, y V , and F
(1)
i
is
continuous at y
0
;
(iii) if F is k-times dierentiable for some k IN, then F
i
is k-times
dierentiable;
(iv) if F is (
k
at x
0
for some k IN , then F
i
is (
k
at y
0
.
Proof By Open Mapping Theorem 7.103, (F
(1)
(x
0
))
1
B(Y, X).
By F being (
1
at x
0
D
, r (0, ) IR such that F

(1)
(x) ex-
ists, x B
X
(x
0
, r ) D. Dene T : B
X
(
X
, r ) X by T(x) =
(F
(1)
(x
0
))
1
(F(x + x
0
) y
0
), x B
X
(
X
, r ) D x
0
. Clearly,
T(
X
) =
X
. By Propositions 9.45, 9.38, 9.34, and 9.44, T is (
1
at
X
, T
is dierentiable, and T
(1)
(x) = (F
(1)
(x
0
))
1
F
(1)
(x +x
0
), x B
X
(
X
, r ).
Clearly, T
(1)
(
X
) = id
X
.
Dene : B
X
(
X
, r ) X by (x) = T(x) x. Then, by Propo-
sitions 9.38, 9.45, and 9.44, is dierentiable, is (
1
at
X
, and
(1)
(x) = T
(1)
(x) id
X
, x B
X
(
X
, r ). Clearly, (
X
) =
X
and
(1)
(
X
) =
B(X,X)
. Fix any (0, 1) IR. Then, r
1
(0, r) IR
such that B
X
(
X
, r
1
) D x
0
and
_
_
(1)
(x)
_
_
, x B
X
(
X
, r
1
).
x
1
, x
2
B
X
(
X
, r
1
), by Mean Value Theorem, |(x
1
) (x
2
) |
sup
t0(0,1)IR
_
_
(1)
(t
0
x
1
+ (1 t
0
)x
2
)(x
1
x
2
)
_
_
|x
1
x
2
|, where
the last inequality follows from Proposition 7.64.
x B
X
(
X
, (1)r
1
), dene : B
X
(
X
, r
1
) X by (x) = x(x),
x B
X
(
X
, r
1
). x B
X
(
X
, r
1
), |(x) | | x| + |(x) | <
(1 )r
1
+ |(x) (
X
) | (1 )r
1
+ |x| r
1
. Hence, :
B
X
(
X
, r
1
) B
X
(
X
, r
1
) B
X
(
X
, r
1
). It is easy to see that is a
contraction mapping with contraction index . By Contraction Mapping
Theorem, ! x B
X
(
X
, r
1
) such that x = ( x) B
X
(
X
, r
1
), which is
equivalent to x = T( x). Let

U := T
inv
(B
X
(
X
, (1 )r
1
)) B
X
(
X
, r
1
)
and

V := B
X
(
X
, (1 )r
1
). Note that

U and

V are open sets in X since
T is continuous by Proposition 9.7. Then, T[
U
:

U

V is bijective. Since
T(
X
) =
X
, then
X

U.
Hence, there exists an inverse mapping T
i
:

V

U of T[
U
. Let U :=
U +x
0
and V := F
(1)
(x
0
)(
V )+y
0
. Clearly, U and V are open sets in X and
Y, respectively. Note that F[
U
(x) = F
(1)
(x
0
) T[
U
(x x
0
) + y
0
, x U.
Then, F[
U
: U V is bijective, whose inverse function is F
i
: V U.
The inverse function F
i
is given by F
i
(y) = T
i
((F
(1)
(x
0
))
1
(y y
0
)) +x
0
,
y V . Hence, the statement (i) holds.
Next, we will show that F
i
: V U is dierentiable. Note that x

V ,
x = T(T
i
(x)) = T
i
(x) + (T
i
(x)) and T
i
(x) = x (T
i
(x)). x
1
, x
2

V ,
we have T
i
(x
1
), T
i
(x
2
)

U B
X
(
X
, r
1
) and
|T
i
(x
1
) T
i
(x
2
) | = |x
1
x
2
(T
i
(x
1
)) +(T
i
(x
2
)) |
|x
1
x
2
| +|(T
i
(x
1
)) (T
i
(x
2
)) |
|x
1
x
2
| +|T
i
(x
1
) T
i
(x
2
) |
which further implies that |T
i
(x
1
) T
i
(x
2
) | |x
1
x
2
| /(1 ). There-
fore, T
i
is continuous . By Propositions 3.12, 7.23, and 3.32, F
i
is continu-
ous. We need the following intermediate result.
Claim 9.57.1 x U, let y = F(x). Then, F
i
is dierentiable at F(x)
and F
(1)
i
(y) = (F
(1)
(x))
1
.
Proof of claim: Fix any x U and let y = F(x). Then, x x
0

U
B
X
(
X
, r
1
) and
_
_
(1)
(x x
0
)
_
_
. Note that T = id
X
+ and T
(1)
(x
x
0
) = id
X
+
(1)
(xx
0
). By Proposition 9.55, T
(1)
(xx
0
) is bijective and
_
_
(T
(1)
(xx
0
))
1
_
_
< . Note that F
(1)
(x) = F
(1)
(x
0
)T
(1)
(xx
0
). Then,
F
(1)
(x) is bijective and c
1
:=
_
_
(F
(1)
(x))
1
_
_
< .
(0, ) IR with c
1
< 1, by the dierentiability of F at x,
1
(0, ) IR such that h X with |h| <
1
, we have
_
_
F(x + h)
F(x)F
(1)
(x)(h)
_
_
|h|. By the continuity of F
i
, (0, ) IR such
that u Y with |u| < , we have y +u V and |F
i
(y +u)F
i
(y) | <
1
.
u Y with |u| < , let :=
_
_
F
i
(y +u) F
i
(y) (F
(1)
(x))
1
u
_
_
0. Let
h := F
i
(y +u) x X. Then, |h| = |F
i
(y +u) F
i
(y) | <
1
. Note that
=
_
_
x +h x (F
(1)
(x))
1
u
_
_
=
_
_
(F
(1)
(x))
1
(u F
(1)
(x)h)
_
_
_
_
(F
(1)
(x))
1
_
_
_
_
u F
(1)
(x)h
_
_
= c
1
_
_
F(x +h) F(x) F
(1)
(x)h
_
_
c
1
|h| = c
1
|F
i
(y +u) F
i
(y) |
c
1
(
_
_
F
i
(y +u) F
i
(y) (F
(1)
(x))
1
u
_
_
+
_
_
(F
(1)
(x))
1
u
_
_
)
c
1
( +c
1
|u|)
Then,
c
2
1
1c1
|u|. Hence, F
i
is dierentiable at y and F
(1)
i
(y) =
(F
(1)
(x))
1
. This completes the proof of the claim. 2
Then, y V , F
(1)
i
(y) = (F
(1)
(F
i
(y)))
1
3.12, the continuity of F
i
, and the continuity of F
(1)
at x
0
, we have F
(1)
i
is
continuous at y
0
. Then, the statement (ii) holds.
For (iii), we will use mathematical induction on k.
1
k = 1. The result holds by (ii).

2

k IN.
3

k + 1. By inductive assumption, F
i
is

k-
times dierentiable. Clearly, F
(1)
is

k-times dierentiable. By (ii) and
Propositions 9.45 and 9.56, F
(1)
i
is

k-times dierentiable. Then, F
i
is (
k+1)-
times dierentiable. This completes the induction process and the proof of
the statement (iii).
For (iv), we will use mathematical induction on k to show that the result
holds when k IN.
1
k = 1. The result holds by (ii).

2

k IN.
3

k+1. Clearly, F
(1)
is (
k
at x
0
. By the inductive
assumption, F
i
is (
k
at y
0
. By (ii) and Propositions 9.45 and 9.56, F
(1)
i
is
(
k
at y
0
. Hence, F
i
is (
k+1
at y
0
. This completes the induction process.
When k = . i IN, F is (
i
at x
0
. Then, by the induction conclusion,
F
i
is (
i
at y
0
. Hence, F
i
is (
at y
0
.
Theorem 9.58 (Implicit Function Theorem) Let A := (X, O) be a
topological space, Y and Z be Banach spaces over IK, D A Y, F : D Z
be continuous. Assume that F is partial dierentiable with respect to y
and
F
y
is continuous at (x
0
, y
0
) D
, F(x
0
, y
0
) =
Z
, and
F
y
(x
0
, y
0
)
B(Y, Z) is bijective. Then, the following statements hold.
(i) There exist an open set U
0
O with x
0
U
0
and r
1
(0, ) IR
such that U
0
B
Y
( y
0
, r
1
) D and x U
0
, ! y B
Y
( y
0
, r
1
)
satisfying F(x, y) =
Z
. This denes a function : U
0
B
Y
( y
0
, r
1
)
by (x) = y, x U
0
. Then, is continuous.
(ii) (x, y) U
0
B
Y
( y
0
, r
1
),
F
y
(x, y) is bijective and
_
_
_
_
_
F
y
(x, y)
_
1
_
_
_
_
<
+.
Proof By Open Mapping Theorem 7.103,
_
F
y
(x
0
, y
0
)
_
1
B(Z, Y).
Dene a mapping : D Y by
(x, y) = y
_
F
y
(x
0
, y
0
)
_
1
F(x, y); (x, y) D
Note that (x
0
, y
0
) = y
0
. Then, by Propositions 7.23, 3.12, 3.27, and 3.32,
is continuous. By the partial dierentiability of F with respect to y, Chain
Rule, and Propositions 9.41, 9.15, and 9.19, is partial dierentiable with
respect to y and
y
(x, y) = id
Y
_
F
y
(x
0
, y
0
)
_
1
F
y
(x, y); (x, y) D
By the continuity of
F
y
at (x
0
, y
0
), then

y
is continuous at (x
0
, y
0
) D
and

y
(x
0
, y
0
) =
B(Y,Y)
. Fix any (0, 1) IR. Then, U
1
O
with x
0
U
1
and r
1
(0, ) IR such that U
1
B
Y
( y
0
, r
1
) D and
_
_
_
y
(x, y)
_
_
_ , (x, y) U
1
B
Y
(y
0
, r
1
). By the continuity of , U
0
O
with x
0
U
0
U
1
such that |(x, y
0
) y
0
| = |(x, y
0
) (x
0
, y
0
) | <
(1 )r
1
, x U
0
.
Fix any x U
0
, dene mapping
x
: B
Y
( y
0
, r
1
) Y by
x
(y) = (x, y),
y B
Y
(y
0
, r
1
). We will show that
x
is a contraction mapping with
contraction index . y B
Y
( y
0
, r
1
), we have
|
x
(y) y
0
| = |(x, y) (x
0
, y
0
) |
|(x, y) (x, y
0
) | +|(x, y
0
) (x
0
, y
0
) |
< sup
t(0,1)IR
_
_
_
y
(x, ty + (1 t)y
0
)(y y
0
)
_
_
_ + (1 )r
1
sup
t(0,1)IR
_
_
_
y
(x, ty + (1 t)y
0
)
_
_
_ |y y
0
| + (1 )r
1
r
1
+ (1 )r
1
= r
1
where the second inequality follows from Mean Value Theorem and the
third inequality follows from Proposition 7.64. Then,
x
: B
Y
( y
0
, r
1
)
B
Y
( y
0
, r
1
) B
Y
( y
0
, r
1
). y
1
, y
2
B
Y
( y
0
, r
1
), we have
|
x
(y
1
)
x
(y
2
) | = |(x, y
1
) (x, y
2
) |
sup
t(0,1)IR
_
_
_
y
(x, ty
1
+ (1 t)y
2
)(y
1
y
2
)
_
_
_
sup
t(0,1)IR
_
_
_
y
(x, ty
1
+ (1 t)y
2
)
_
_
_|y
1
y
2
|
|y
1
y
2
|
where the rst inequality follows from Mean Value Theorem and the sec-
ond inequality follows from Proposition 7.64. Hence,
x
is a contraction
mapping with contraction index .
By Contraction Mapping Theorem, ! y B
Y
( y
0
, r
1
) such that y =
x
(y) B
Y
( y
0
, r
1
), y = lim
nIN
x,n
(y
0
), where
x,n
(y
0
) is recursively
dened by
x,1
(y
0
) = y
0
and
x,k+1
(y
0
) =
x
(
x,k
(y
0
)), k IN, and
|
x,n
(y
0
)y |

n1
1
|
x
(y
0
)y
0
| < r
1
n1
, n 2, 3, . . . . By
x
(y) =
y, we conclude that F(x, y) =
Z
. Hence, x U
0
, ! y B
Y
( y
0
, r
1
) such
that F(x, y) =
Z
, since F(x, y) =
Z
y =
x
(y). Then, we may dene
: U
0
B
Y
(y
0
, r
1
) by (x) = y = lim
nIN
x,n
(y
0
), x U
0
. Hence,
F(x, (x)) =
Z
, x U
0
.
Next, we show that is continuous. Fix any x U
0
. (0, ) IR,
n
0
IN with n
0
> 1 such that
n01
r
1
< /3. By the continuity of , we
have that
x,n0
(y
0
) is continuous with respect to x, that is,
U O with
x

U U
0
such that x
1

U, we have |
x1,n0
(y
0
)
x,n0
(y
0
) | < /3.
Then,
|(x
1
) ( x) | |(x
1
)
x1,n0
(y
0
) | +|
x1,n0
(y
0
)
x,n0
(y
0
) |
+|
x,n0
(y
0
) ( x) | r
1
n01
+/3 +r
1
n01
<
Hence, is continuous. Thus, the statement (i) is proved.
(ii) Note that, (x, y) U
1
B
Y
( y
0
, r
1
), we have
_
_
_
y
(x, y)
_
_
_ .
By Proposition 9.55, id
Y

y
(x, y) is bijective with continuous inverse.
Note that id
Y

y
(x, y) =
_
F
y
(x
0
, y
0
)
_
1
F
y
(x, y). Therefore,
F
y
(x, y)
is bijective with continuous inverse.
Theorem 9.59 (Implicit Function Theorem) Let X be normed linear
space over IK, Y and Z be Banach spaces over IK, D XY, F : D Z be
continuous. Assume that F is partial dierentiable with respect to y and
F
y
is continuous at (x
0
, y
0
) D
, F(x
0
, y
0
) =
Z
, and
F
y
(x
0
, y
0
) B(Y, Z)
is bijective. Then, the following statements hold.
(i) There exist r
0
, r
1
X
( x
0
, r
0
) B
Y
( y
0
, r
1
)
D and x B
X
( x
0
, r
0
), ! y B
Y
( y
0
, r
1
) satisfying F(x, y) =
Z
.
This denes a function : B
X
( x
0
, r
0
) B
Y
( y
0
, r
1
) by (x) = y,
x B
X
( x
0
, r
0
). Then, is continuous.
(ii) If F is Frechet dierentiable at (x, (x)) B
X
( x
0
, r
0
) B
Y
( y
0
, r
1
)
for some x B
X
( x
0
, r
0
), then is Frechet dierentiable at x and
(1)
(x) =
_
F
y
(x, (x))
_
1
F
x
(x, (x))
(iii) Let n IN. If F is n-times Frechet dierentiable, then is n-times
Frechet dierentiable.
(iv) Let n IN and x B
X
( x
0
, r
0
). If F is (
n
at ( x, ( x)), then
is (
n
at x.
Proof By Implicit Function Theorem 9.58, the statement (i) holds.
Furthermore, (x, y) B
X
( x
0
, r
0
) B
Y
( y
0
, r
1
),
F
y
(x, y) is bijective and
_
_
_
_
_
F
y
(x, y)
_
1
_
_
_
_
< +.
(ii) Fix some x B
X
( x
0
, r
0
) such that F is dierentiable at (x, (x)).
Let y := (x) B
Y
( y
0
, r
1
_
F
x
(x, y)
F
y
(x, y)
_
=
F
(1)
(x, y). Let L :=
_
F
y
(x, (x))
_
1
F
x
(x, (x)) B( X, Y) and
c
1
:=
_
_
_
_
_
F
y
(x, y)
_
1
_
_
_
_
< +. (0, ) IR with c
1
< 1,
by the dierentiability of F at (x, y),
1
(0, ) IR such that
(h, k) B
XY
( (
X
,
Y
) ,
1
), we have (x + h, y + k) D and
_
_
_F(x +
h, y + k) F(x, y)
F
x
(x, y)h
F
y
(x, y)k
_
_
_ |(h, k) |. By the con-
tinuity of at x, (0, min
_
r
0
|x x
0
| ,
1
/
2
_
] IR such that
h B
X
(
X
, ), we have |(x +h) (x) | = |(x +h) y | <
1
/
2.
h B
X
(
X
, ), let := |(x+h)(x)Lh| 0. Then, |(h, (x+
h) y) | <
1
. Note that, by Proposition 7.64,
=
_
_
_
_
_
F
y
(x, y)
_
1
_
F
y
(x, y)((x +h) (x)) +
F
x
(x, y)h
_
_
_
_
_
c
1
_
_
F(x +h, (x +h)) F(x, y)
F
x
(x, y)h
F
y
(x, y)((x +h) y)
_
_
c
1
|(h, (x +h) y) | c
1
(|h| +|(x +h) y |)
c
1
(|h| +|(x +h) (x) Lh| +|Lh|)
c
1
( + (1 +|L|) |h|)
Then, we have
c1 (1+|L|)
1c1
|h|. Hence,
(1)
(x) = L. Then, the state-
ment (ii) holds.
For (iii), we will use mathematical induction on n to prove this result.
1
n = 1. The result follows from (ii).

2
Assume that the result holds for n = n IN.

3
Consider the case n = n + 1. By (ii), we have is Frechet dieren-

tiable and
(1)
(x) =
_
F
y
(x, (x))
_
1
F
x
(x, (x)), x B
X
( x
0
, r
0
). By
inductive assumption, is n-times dierentiable. By Proposition 9.46,
F
x
and
F
y
are n-times dierentiable. By Propositions 9.45, 9.56, 9.44, and
9.42,
(1)
is n-times dierentiable. Then, is ( n + 1)-times dierentiable.
For (iv), let y = ( x). We will rst use mathematical induction on n to
prove the result for n IN.
1
n = 1. By F being (
1
at ( x, y), then r (0, ) IR such that
F is dierentiable at (x, y), (x, y)

D := B
XY
( ( x, y ) , r ) D. By
Propositions 9.34 and 9.9, F[
(1)
D
(x, y) =
_
F
x
(x, y)
F
y
(x, y)
_
, (x, y)
D. By Proposition 9.46,
F
x
D
and
F
y
D
are continuous at ( x, y). Since
D is open, then
F
x
and
F
y
are continuous at ( x, y). By the continuity of
,
(0, min r
0
| x x
0
| , r ] IR such that F is dierentiable at
(x, (x)), x B
X
_
x,
_
. By (ii), is dierentiable at x and
(1)
(x) =
_
F
y
(x, (x))
_
1
F
x
(x, (x)), x B
X
_
x,
_
. By Propositions 3.12,
3.32, 9.56, 9.42, and 9.7,
(1)
is continuous at x. Hence, is (
1
at x.
2
Assume that the result holds for n = n IN.

3
Consider the case n = n + 1. By F being (

n+1
at ( x, y), then
r (0, ) IR such that F is dierentiable at (x, y), (x, y)

D :=
B
XY
(( x, y ) , r ) D. By Propositions 9.34 and 9.9, F[
(1)
D
(x, y) =
_
F
x
(x, y)
F
y
(x, y)
_
, (x, y)

D. By Proposition 9.46,
F
x
D
and
F
y
D
are (
n
at ( x, y). Since

D is open, then, by Proposition 9.34,
F
x
and
F
y
are (
n
at ( x, y). By the inductive assumption, is (
n
at x. By
the continuity of ,
(0, min r
0
| x x
0
| , r ] IR such that F
is dierentiable at (x, (x)), x B
X
_
x,
_
. By (ii), is dierentiable
at x and
(1)
(x) =
_
F
y
(x, (x))
_
1
F
x
(x, (x)), x B
X
_
x,
_
. By
Propositions 9.45, 9.44, 9.56, and 9.42,
(1)
is (
n
at x. Hence, is (
n+1
at
x.
This completes the induction process. Hence, (iv) holds when n IN.
When n = . i IN, F is (
i
at ( x, y). Then, is (
i
at x. Hence, is
(
at x. Hence, (iv) holds.

Proposition 9.60 Let A := (X, O) be a topological space, Y and Z be
normed linear spaces over IK, D AY, f : D Z be partial dierentiable
with respect to y and
f
y
(x, y) =
B(Y,Z)
, (x, y) D. Let

D :=
(D),
where
X
is the projection function of A Y to A. Assume that x

D,
the set D
x
:= y Y [ (x, y) D Y is convex. Then, there exists a
function :

D Z such that f(x, y) = (x), (x, y) D. Furthermore,
(i) If f is continuous at (x
0
, y
0
) D
, then is continuous at x
0
.
(ii) If A is a normed linear space X over IK and f is (
k
at (x
0
, y
0
) D
,
where k IN , then is (
k
at x
0
.
Proof x

D =
(D), D
x
,= . By Axiom of Choice, g :

D Y
such that g(x) D
x
, x

D. Dene :

D X by (x) = f(x, g(x)),
x

D. (x, y) D, we have x

D and y, g(x) D
x
. By the convexity
of D
x
, the line segment connecting y and g(x) is contained in D
x
. By
Mean Value Theorem 9.23, t
0
(0, 1) IR such that |f(x, y) (x) | =
|f(x, y) f(x, g(x)) |
_
_
_
f
y
(x, t
0
y +(1 t
0
)g(x))(y g(x))
_
_
_ = 0. Hence,
f(x, y) = (x).
(i) Let f be continuous at (x
0
, y
0
) D
. Then, U O with x
0
U
and (0, ) IR such that U B
Y
( y
0
, ) D. x U, we have
(x) = f(x, y
0
). Hence, is continuous at x
0
.
(ii) Let A be a normed linear space X over IK and f be (
k
at
(x
0
, y
0
) D
, where k IN . Then,
x
,
y
(0, ) IR such that
B
X
( x
0
,
x
) B
Y
( y
0
,
y
) D. x B
X
( x
0
,
x
), we have (x) = f(x, y
0
).
By Proposition 9.45, [
B
X(x0,x)
is (
k
at x
0
. By Proposition 9.34, is (
k
at x
0
.
9.6 Global Inverse Function Theorem
Denition 9.61 Let A, , and Z be topological spaces, F : A and
: Z . We will say : Z A inverts F along if = F .
Lemma 9.62 Let A and be Hausdor topological spaces, F : A be
continuous and countably proper, x
0
A, and y
0
:= F(x
0
) . Assume
that x A, U O
with x U and V O
with F(x) V such that

9.6. GLOBAL INVERSE FUNCTION THEOREM 297
F[
U
: U V is a homeomorphism. Then, given any continuous mapping
: [a, b] with (t
0
) = y
0
, where a, t
0
, b IR and a t
0
b, there
exists a unique continuous mapping : [a, b] A with (t
0
) = x
0
that
inverts F along .
cases: Case 1: a = b = t
0
; Case 2: a = t
0
< b; Case 3: a < t
0
b.
Case 1: a = b = t
0
. Clearly, exists and is unique. This case is proved.
Case 2: a = t
0
< b. Uniqueness Let
1
: [a, b] A and
2
: [a, b] A
be continuous mappings that inverts F along with
1
(a) =
2
(a) = x
0
.
Let S := s [a, b] IR [
1
(t) =
2
(t) t [a, s] IR and := sup S.
Clearly, a S and a b. It is easy to show that
1
(t) =
2
(t),
t IR with a t < . There exists ( t
n
)
n=1
S such that lim
nIN
t
n
= .
By Proposition 3.66 and the continuity of
1
and
2
, we have
1
() =
lim
nIN
1
(t
n
) = lim
nIN
2
(t
n
) =
2
(t
n
), where the limit operator makes
sense since A is Hausdor. Then, S
We will next show that = b by an argument of contradiction. Suppose
that < b. Let x :=
1
() =
2
() and y := F(x). Then, U O
with x U and V O
with y V such that F[

U
: U V is a
homeomorphism. By the continuity of
1
and
2
,
(, b] such that
1
(t),
2
(t) U, t [,

] IR. Then, (t) = F(
1
(t)) = F(
2
(t)) V ,
t [,

] IR. Since F[
U
: U V is a homeomorphism, then
1
(t) =
2
(t), t [,

] IR. Then,

S and <

sup S = . This is a
contradiction. Therefore, we must have = b.
Therefore,
1
(t) =
2
(t), t [a, ] = [a, b] IR, since S. This
shows that
1
=
2
. Hence, if exists then it must be unique.
Existence Let S := s [a, b] IR [ there exists a continuous :
[a, s] A that inverts F along [
[a,s]
with (a) = x
0
IR and :=
sup S. Clearly, a S and a b.
We will show that S by an argument of contradiction. Suppose
, S. Then, a < b and ( t
n
)
n=1
S, which is nondecreasing, such
that lim
nIN
t
n
= . n IN, there exists a continuous
n
: [a, t
n
] A that
inverts F along [
[a,tn]
with
n
(a) = x
0
. By the uniqueness property that
we have shown, we have
n
=
n+1
[
[a,tn]
. Hence, we may dene : [a, )
A such that (t) =
n
(t), t [a, t
n
] IR, n IN. Then, is continuous
and inverts F along [
[a,)
with (a) = x
0
. Note that (t
n
) = F((t
n
)),
n IN. By continuity of and Proposition 3.66, we have lim
nIN
(t
n
) =
() , where the limit operator makes sense since is Hausdor. Then,
( (t
n
) )
n=1
F
inv
(M), where M := (t
n
) [ n IN () .
Clearly, M is compact in . Since F is countably proper, then F
inv
(M)
is countably compact. By Proposition 5.26, F
inv
(M) have the Bolzano-
Weierstrass property and ( (t
n
) )
n=1
admits a cluster point x F
inv
(M).
By the continuity of F and Proposition 3.66, (F((t
n
)) )
n=1
= ( (t
n
) )
n=1
admits a cluster point F(x). Since is Hausdor, then F(x) = () =: y.
By the assumption of the lemma, U O
with x U and V O

U
: U V is a homeomorphism. Since is
continuous, then
inv
(V ) is open in [a, b] IR. Since
inv
(V ), then
[a, ) IR such that [
, ]
inv
(V ). By lim
nIN
t
n
= , N IN such
that n IN with n N, t
n
[
, ] IR. Since ( (t
n
) )
n=1
admits a cluster
point x U, then n
0
IN with n
0
N such that (t
n0
) U. Clearly,
([t
n0
, ]) V . Dene
1
:= ( F[
U
)
inv
[
[tn
0
,]
: [t
n0
, ] U. Clearly,
1
is continuous and inverts F along [
[tn
0
,]
with
1
(t
n0
) = (t
n0
). Dene
: [a, ] A by

(t) = (t), t [a, t
n0
] IR,

(t) =
1
(t), t [t
n0
, ].
By Theorem 3.11,

is continuous. Clearly,

inverts F along [
[a,]
with
(a) = (a) = x
0
. Hence, S. This is a contradiction. Therefore, we
must have S.
Next, we will show that = b by an argument of contradiction. Suppose
< b. Since S, then a continuous function : [a, ] A that inverts
F along [
[a,]
with (a) = x
0
. Let x := () A and y := F(x) = ()
. Then, U O
with x U and V O
with y V such that

F[
U
: U V is a homeomorphism. By the continuity of ,
(, b] IR
such that (t) V , t [,

] IR. Dene

: [a,

] A by

(t) = (t),
t [a, ],

(t) = ( F[
U
)
inv
((t)), t [,

] IR. By Theorem 3.11,

is
continuous. It is clear that

inverts F along [
[a,
]
with

(a) = x
0
. Then,
S. This implies that <

sup S = , which is a contradiction.
Hence, = b S.
Case 3: a < t
0
b. By Case 1 and 2, !
1
: [t
0
, b] A that is continuous
and inverts F along [
[t0,b]
with
1
(t
0
) = x
0
. Dene : [t
0
, 2t
0
a]
by (t) = (2t
0
t), t [t
0
, 2t
0
a] IR. By Proposition 3.12, is
continuous and (t
0
) = y
0
. By Case 2, !
2
: [t
0
, 2t
0
a] A that is
continuous and inverts F along with
2
(t
0
) = x
0
. Dene

: [a, b] X
by

(t) =
1
(t), t [t
0
, b] IR,

(t) =
2
(2t
0
t), t [a, t
0
] IR.
By Theorem 3.11,

is continuous and inverts F along with

(t
0
) = x
0
.
The uniqueness of

follows from the uniqueness of
1
and
2
. This case is
proved.
Lemma 9.63 Let A and be Hausdor topological spaces, F : A be
continuous and countably proper, x
0
A, and y
0
= F(x
0
) . Assume
that x A, U O
with x U and V O
with F(x) V such that

F[
U
: U V is a homeomorphism. Then, given any continuous mapping
: [a, b] [c, d] with (a, c) = y
0
, where a, b, c, d IR, a b, and
c d, there exists a unique continuous mapping : [a, b] [c, d] A with
(a, c) = x
0
that inverts F along .
cases: Case 1: a = b; Case 2: a < b. Case 1: a = b. The result holds
by Lemma 9.62.
Case 2: a < b. Uniqueness Let
1
: [a, b] [c, d] A and
2
:
[a, b] [c, d] A be continuous mappings that invert F along with
1
(a, c) =
2
(a, c) = x
0
. Fix any (t, r) [a, b] [c, d] IR
2
. Let : [0, 1]
,

1
: [0, 1] A, and

2
: [0, 1] A be dened by, [0, 1] IR,
() = (t + (1 )a, r + (1 )c)
1
() =
1
(t + (1 )a, r + (1 )c)
2
() =
2
(t + (1 )a, r + (1 )c)
Since = F
1
and = F
2
, then, = F

1
and = F

2
.
By Proposition 3.12, ,

1
, and

2
are continuous. This implies that

1
inverts F along with

1
(0) =
1
(a, c) = x
0
; and

2
inverts F along with
1
(0) = x
0
. By Lemma 9.62, we have

1
=

2
. Then,
1
(t, r) =

1
(1) =
2
(1) =
2
(t, r). Hence,
1
=
2
. This shows that : [a, b] [c, d] A is
unique when it exists.
Existence Dene
,c
: [a, b] by
,c
(t) = (t, c), t [a, b] IR.
,c
is continuous with
,c
(a) = y
0
. By Lemma 9.62,
there exists a unique continuous mapping
,c
: [a, b] A that inverts F
along
,c
with
,c
(a) = x
0
. Fix any t [a, b] IR. Dene
t
: [c, d]
by
t
(r) = (t, r), r [c, d] IR. By Proposition 3.12,
t
is continuous
with
t
(c) = (t, c) =
,c
(t) = F(
,c
(t)). By Lemma 9.62, there exists a
unique continuous mapping
t
: [c, d] A that inverts F along
t
with
t
(c) =
,c
(t).
Dene : [a, b] [c, d] A by (t, r) =
t
(r), (t, r) [a, b] [c, d].
Clearly, (t, r) [a, b] [c, d], (t, r) =
t
(r) = F(
t
(r)) = F((t, r)).
Hence, inverts F along . (a, c) =
a
(c) =
,c
(a) = x
0
. All we need to
show is that is continuous to complete the proof of the lemma. Dene
S := r [c, d] IR [ [
[a,b][c,r]
is continuous IR and = sup S.
Clearly, c S a c d.
We will show that S by an argument of contradiction. Suppose
, S. Then, c < d and ( r
n
)
n=1
S, which is nondecreasing, such
that lim
nIN
r
n
= . (t, r) [a, b] [c, ) IR
2
, there exists n
0
IN such
that n n
0
, we have r
n
> r. Then, [
[a,b][c,rn]
is continuous implies that
is continuous at (t, r). Hence, [
[a,b][c,)
is continuous.
Fix any t [a, b], let x = (t, ) A and y = F(x) = (t, ) . Then,
U O
with x U and V O

U
: U V
is a homeomorphism. Since is continuous, then a
t
, b
t
, c
t
, d
t
IR with
a
t
< t < b
t
and c c
t
< < d
t
such that (D
t
) V , where D
t
:=
((a
t
, b
t
) [c
t
, d
t
)) ([a, b] [c, d]) IR
2
. Dene

: D
t
U by

(
t, r) =
( F[
U
)
inv
((
t, r)), (
t, r) D
t

is continuous.
Claim 9.63.1 (
t, r) =

(
t, r), (
t, r) D
t
.
Proof of claim: Fix any (
t, r) D
t
. Note that

inverts F along [
Dt
.
Dene

t
: D
t,2
A by

t
( r) =

(t, r), r D
t,2
:= [c
t
, d
t
) [c, d] IR.
Then,

t
is continuous and inverts F along
t
[
Dt,2
with

t
() = x. Note
that
t
[
Dt,2
is also continuous and inverts F along
t
[
Dt,2
with
t
() =
x. By Lemma 9.62, we have

t
=
t
[
Dt,2
and, in particular,

(t, c
t
) =
t
(c
t
) =
t
(c
t
) = (t, c
t
). Dene

,ct
: D
t,1
A by

,ct
(
t) =

(
t, c
t
),
t D
t,1
:= (a
t
, b
t
)[a, b] IR. Dene
,ct
: [a, b] by
,ct
(
t) = (
t, c
t
),
t [a, b]. Dene

,ct
: [a, b] A by
,ct
(
t) = (
t, c
t
),
t [a, b]. Then,
,ct
,ct
[
Dt,1
with

,ct
(t) = (t, c
t
). Since
c
t
[c, ) IR, then
,ct
[
Dt,1
,ct
[
Dt,1
with
,ct
(t) = (t, c
t
). By Lemma 9.62, we have
,ct
[
Dt,1
=

,ct
and, in
particular, (
t, c
t
) =
,ct
(
t) =

,ct
(
t) =

(
t, c
t
). Dene

t
: D
t,2
A by
t
( r) =

(
t, r), r D
t,2
. Then,

t
t
[
Dt,2
with

t
(c
t
) =

(
t, c
t
) = (
t, c
t
). Note that
t
[
Dt,2
is also continuous
and inverts F along
t
[
Dt,2
with
t
(c
t
) = (
t, c
t
). By Lemma 9.62, we
have

t
=
t
[
Dt,2
and, in particular,

(
t, r) =

t
( r) =
t
( r) = (
t, r). This
Then, [
Dt
is continuous. Then, is continuous at (t, ). Then,
[
[a,b][c,]
is continuous and S. This contradicts with the hypothe-
sis , S. Therefore, S.
Now, we show = d by an argument of contradiction. Suppose < d.
Fix any t [a, b], let x = (t, ) A and y = F(x) = (t, ) . Then,
U O
with x U and V O

U
: U V
is a homeomorphism. Since is continuous, then a
t
, b
t
, c
t
, d
t
IR with
a
t
< t < b
t
and c
t
< < d
t
d such that (D
t
) V , where D
t
:=
((a
t
, b
t
) (c
t
, d
t
)) ([a, b] [c, d]) IR
2
. Dene

: D
t
U by

(
t, r) =
( F[
U
)
inv
((
t, r)), (
t, r) D
t

is continuous.
Claim 9.63.2 (
t, r) =

(
t, r), (
t, r) D
t
.
Proof of claim: Fix any (
t, r) D
t
. Note that

inverts F along [
Dt
.
Dene

,
: D
t,1
A by

,
(
t) =

(
t, ),
t D
t,1
:= (a
t
, b
t
) [a, b] IR.
Dene
,
: [a, b] by
,
(
t) = (
t, ),
t [a, b]. Dene

,
: [a, b] A
by
,
(
t) = (
t, ),
t [a, b]. Then,

,
,
[
Dt,1
with

,
(t) = x. Since S, then
,
[
Dt,1
is continuous and
inverts F along
,
[
Dt,1
with
,
(t) = (t, ) = x. By Lemma 9.62, we
have
,
[
Dt,1
=

,
and, in particular, (
t, ) =
,
(
t) =

,
(
t) =

(
t, ).
Dene

t
: D
t,2
A by

t
( r) =

(
t, r), r D
t,2
:= (c
t
, d
t
) [c, d] IR.
Then,

t
t
[
Dt,2
with

t
() =

(
t, ) =
(
t, ). Note that
t
[
Dt,2
is also continuous and inverts F along
t
[
Dt,2
with
t
() = (
t, ). By Lemma 9.62, we have

t
=
t
[
Dt,2
and, in particular,
t, r) =

t
( r) =
t
( r) = (
t, r). This completes the proof of the claim. 2

Then, [
Dt
is continuous. Note that [a, b]

t[a,b]IR
(a
t
, b
t
). By
the compactness of [a, b] IR, there exists a nite set T
N
[a, b] IR
such that [a, b]

tTN
(a
t
, b
t
). Note that [
Dt
, t T
N
and [
[a,b][c,)
are continuous. Then, by Theorem 3.11, [
D
is continuous, where D :=
([a, b] [c, )) (
tTN
D
t
) [a, b] [c, d] IR
2
and all of the sets are
relatively open. Set

d = (min
tTN
d
t
+)/2 (, d]. It is clear that [a, b]
[c,

d] D IR
2
. Then, [
[a,b][c,
d]
is continuous and

d S. This leads
to the contradiction <

d supS = . Therefore, = d. Then, is
continuous. This completes the proof of Case 2.
Theorem 9.64 (Global Inverse Function Theorem) Let A and be
Hausdor topological spaces, A ,= , F : A be continuous and count-
ably proper. Assume that x A, U O
with x U and V O
with F(x) V such that F[

U
: U V is a homeomorphism, A is arcwise
connected, and is simply connected. Then, F : A is a homeomor-
phism.
Proof Fix x
0
A , = , let y
0
= F(x
0
) . y , since is
simply connected, then is arcwise connected. Then, there exists a curve
: I , where I := [0, 1] IR, such that (0) = y
0
and (1) = y. By
Lemma 9.62, there exists a continuous mapping : I A that inverts F
along with (0) = x
0
. Then, y = (1) = F((1)). Hence, F is surjective.
Fix x
1
, x
2
A such that F(x
1
) = F(x
2
) = y. Since A is arcwise
connected, then there exists a curve : I A such that (0) = x
1
and
(1) = x
2
. Consider the curve := F , which is continuous by Proposi-
tion 3.12. is a closed curve since (0) = F(x
1
) = y = F(x
2
) = (1). Since
is simply connected, then is homotopic to a single point y . Then,
there exists a continuous mapping : I I such that (t, 0) = (t),
(t, 1) = y, and (0, t) = (1, t), t I. By Lemma 9.63, there exists a
continuous function : I I A that inverts F along with (0, 0) = x
1
.
Dene
0
: I by
0
(t) = (0, t),
1
: I by
1
(t) = (1, t),
,0
: I by
,0
(t) = (t, 0), and
,1
: I by
,1
(t) = (t, 1),
t I. Then,
0
=
1
. Dene
0
: I A by
0
(t) = (0, t),
1
: I A
by
1
(t) = (1, t),
,0
: I A by
,0
(t) = (t, 0), and
,1
: I A by
,1
(t) = (t, 1), t I. Then,
0
0
. Set
x =
0
(1) = (0, 1) A, then, y = F( x).
,1
is continuous and inverts F
along
,1
with
,1
(0) = (0, 1) = x. Since
,1
is a constant function with
value y. Then, the constant mapping : I A given by (t) = x, t I
,1
with (0) = x. By Lemma 9.62, we
have =
,1
and, in particular, x = (1) =
,1
(1) = (1, 1). Note that
1
is
continuous and inverts F along
1
with
1
(1) = (1, 1) = x. Since
1
=
0
.
0
1
with
0
(1) = x. By Lemma 9.62, we
have
0
=
1
and in particular (1, 0) =
1
(0) =
0
(0) = (0, 0) = x
1
. Note
that
,0
,0
= with
,0
(0) = (0, 0) = x
1
.
By construction, is continuous and inverts F along with (0) = x
1
. By
Lemma 9.62, =
,0
and in particular, x
2
= (1) =
,0
(1) = (1, 0) = x
1
.
Hence, x
1
= x
2
. Therefore, F is injective.
Hence, F is bijective and admits inverse F
i
: A. y , let
x = F
i
(y) A. Then, U O
with x U and V O
with y V
such that F[
U
: U V is a homeomorphism. Then, F
i
[
V
is the inverse of
F[
U
and is continuous. Then, F
i
is continuous at y since V is open. By
the arbitrariness of y, F
i
is continuous. Hence, F is a homeomorphism.
Theorem 9.65 (Global Inverse Function Theorem) Let A and be
Hausdor topological spaces, F : A be continuous and countably
proper. Let H := x A [ U O
with x U F[
U
: U
F(U) O
is a homeomorphism A, := A H,
0
:= F
inv
(F()),
X
0
:= A
0
, and Y
0
:= F(). Assume that X
0
,= is arcwise con-
nected, and Y
0
is simply connected. Then, G := F[
X0
: X
0
Y
0
is a
homeomorphism.
Proof Let O
X0
and O
Y0
be the subset topology on X
0
and Y
0
, re-
spectively.
Claim 9.65.1 A is closed.
Proof of claim: x H, U
x
O
with x U
x
such that F[
Ux
:
U
x
F(U
x
) O
is a homeomorphism. x U
x
, x H. Then, U
x
H
and H =
xH
U
x
. Hence, H O
. Then, := A H is closed. 2
Claim 9.65.2 F
inv
(Y
0
) = X
0
. G : X
0
Y
0
is continuous and countably
proper.
Proof of claim: By Proposition 2.5, F
inv
(Y
0
) = F
inv
( F()) =
F
inv
() F
inv
(F()) = A
0
= X
0
and F(X
0
) = F(F
inv
(Y
0
)) Y
0
.
Hence, G is a function of X
0
to Y
0
.
Fix any K Y
0
such that K is compact in O
Y0
. Then K is a compact
set in O
. Then, G
inv
(K) = F
inv
(K) X
0
. By the countable properness
of F, we have F
inv
(K) A is countably compact in O
. Then, it is easy
to show that G
inv
(K) is countably compact in O
X0
. Hence, G is countably
proper.
V
0
O
Y0
, V
0
= Y
0
V , where V O
. G
inv
(V
0
) = F
inv
(V
0
) =
F
inv
(Y
0
) F
inv
(V ) = X
0
F
inv
(V ). Since F is continuous, F
inv
(V ) O
.
Thus, G
inv
(V
0
) O
X0
. Hence, G is continuous. 2
By Proposition 2.5,
0
= F
inv
(F()) dom(F ) = . Then,
X
0
= A
0
A = H. x X
0
H, U O
with x U such that

F[
U
: U F(U) O
is a homeomorphism. Let U
0
:= X
0
U O
X0
,
V := F(U) O
, and V
0
:= F(U) Y
0
O
Y0
. Clearly, x U
0
. By
Proposition 2.5, G(U
0
) = F(U
0
) F(X
0
) F(U) Y
0
V = V
0
. Then,
G[
U0
: U
0
V
0
. Note that G[
U0
= ( F[
U
)[
U0
. Since F[
U
is injective, then
G[
U0
is injective. y V
0
, y V then x U such that y = F( x). Note
that y Y
0
and F
inv
(Y
0
) = X
0
, then x X
0
. Hence, x U
0
and G( x) =
F( x) = y. Then, G[
U0
: U
0
V
0
is surjective. Hence, G[
U0
is bijective
with inverse G
i
= F
i
[
V0
, where F
i
is the inverse of F[
U
: U V . Since
F[
U
is homeomorphism, then F[
U
and F
i
are continuous. Then, G[
U0
and
G
i
are continuous. This shows that G[
U0
: U
0
V
0
is a homeomorphism.
By Global Inverse Function Theorem 9.64, G : X
0
Y
0
is a homeo-
morphism. This completes the proof of the theorem. 2
Proposition 9.66 Let A := (X, O) be a topological space and A
X be
arcwise connected (in subset topology), , where is an index set.
Assume that A
1
A
2
,= ,
1
,
2
. Then, A :=
is arcwise
connected (in subset topology).
Proof x
1
, x
2
A,
1
,
2
such that x
i
A
i
, i = 1, 2. By
the assumption, let x
0
A
1
A
2
,= . i 1, 2, since A
i
is arcwise
connected, curve
i
: [0, 1] IR A
i
such that
i
(0) = x
0
and
i
(1) =
x
i
. Dene : [0, 1] IR A by (t) =
_

1
(1 2t) 0 t 1/2
2
(2t 1) 1/2 < t 1
,
t [0, 1] IR. Then (0) =
1
(1) = x
1
and (1) =
2
(1) = x
2
. Note that
[
[0,1/2]
(t) =
1
(12t), t [0, 1/2] IR, and [
[1/2,1]
(t) =
2
(2t1), t
[1/2, 1] IR, are continuous functions. By Theorem 3.11, is continuous.
Therefore, is a curve connecting x
1
and x
2
1
and x
2
, we have A is arcwise connected. This completes the proof of the
proposition. 2
Proposition 9.67 Let X be a normed linear space and O X be open and
connected. Then, O is arcwise connected.
Proof The result is trivial if O = . Let x
0
O ,= . Let /:= A
O [ x
0
A and A is arcwise connected and A
0
:=
A,
A. Then, x
0

A
0
O and, by Proposition 9.66, A
0
is arcwise connected. x A
0
O,
X
( x, ) O. Clearly, B
X
( x, ) is arcwise
connected. Then, by Proposition 9.66, A
0
B
X
(x, ) is arcwise connected.
This implies that A
0
B
X
( x, ) /. Then, B
X
( x, ) A
0
. By the
arbitrariness of x, we have A
0
is open in X. We will show that A
0
= O by
an argument of contradiction. Suppose A
0
O. Let E := O A
0
,= . Let
E be the boundary of E in X.
Claim 9.67.1 E E ,= .
Proof of claim: Suppose EE = . By Proposition 3.3, E = EE =
(E E
) E = E
E = E
. Hence, E is open in X. Then, A

0
and
E form a separation of O. This contradicts with the assumption that O is
connected. Hence, the claim holds. 2
Let x
1
E E O. Then,
1
(0, ) IR such that
B
X
( x
1
,
1
) O. x
1
E implies that B
X
( x
1
,
1
)

E ,= . This implies
that x
2
B
X
( x
1
,
1
) (O E) = B
X
( x
1
,
1
) A
0
A
0
B
X
( x
1
,
1
) is arcwise connected. Then, by the denition of A
0
, we
have B
X
( x
1
,
1
) A
0
and x
1
A
0
. This contradicts with the fact that
x
1
E = O A
0
. Therefore, A
0
= O and O is arcwise connected. This
9.7 Interchange Dierentiation and Limit
x
0
D, and F
n
: D Y, n IN. Assume that
(i)
0
(0, ) IR such that

D := D B
X
( x
0
,
0
) x
0
is a conic
segment;
(ii) F
n
is dierentiable, n IN;
(iii)
_
F
(1)
n
_
n=1
converges uniformly to G : D B(X, Y);
(iv) x D, lim
nIN
F
n
(x) = F(x), where F : D Y.
Then, F is dierentiable at x
0
and F
(1)
(x
0
) = G(x
0
) = lim
nIN
F
(1)
n
(x
0
).
Proof By the dierentiability of F
1
, we have span (A
D
(x) ) = X,
x D. (0, ) IR, by (iii), n
0
IN such that n IN with
n n
0
,
_
_
_F
(1)
n
(x) G(x)
_
_
_ < /4, x D. n, m IN with n n
0
and
m n
0
, by Proposition 9.15, g : D Y, dened by g(x) = F
n
(x) F
m
(x),
x D, is dierentiable and g
(1)
(x) = F
(1)
n
(x) F
(1)
m
(x), x D. By
Mean Value Theorem 9.23, x

D + x
0
and n, m IN with n n
0
and m n
0
, |F
n
(x) F
m
(x) F
n
(x
0
) + F
m
(x
0
) | = |g(x) g(x
0
) |
_
_
g
(1)
( x)(x x
0
)
_
_
_
_
_F
(1)
n
( x) F
(1)
m
( x)
_
_
_ |x x
0
| |x x
0
| /2, where
x = t
0
x+(1 t
0
)x
0

D+x
0
and t
0
(0, 1) IR. By F
(1)
n0
(x
0
) B(X, Y),
(0,
0
] IR such that, x

D := D B
X
( x
0
, )

D + x
0
, we have
_
_
_F
n0
(x) F
n0
(x
0
) F
(1)
n0
(x
0
)(x x
0
)
_
_
_ |x x
0
| /4.
Fix any x

D. m IN with m n
0
, we have |F
m
(x) F
m
(x
0
)
G(x
0
)(x x
0
) | |F
m
(x) F
m
(x
0
) F
n0
(x) + F
n0
(x
0
) | +
_
_
_F
n0
(x)
F
n0
(x
0
) F
(1)
n0
(x
0
)(xx
0
)
_
_
_+
_
_
_F
(1)
n0
(x
0
)(xx
0
) G(x
0
)(xx
0
)
_
_
_ |x
x
0
| /2 + |xx
0
| /4 + |xx
0
| /4 = |xx
0
|. Take limit as m ,
we have |F(x) F(x
0
) G(x
0
)(x x
0
) | lim
mIN
|F
m
(x) F
m
(x
0
)
G(x
0
)(x x
0
) | |x x
0
|. By the arbitrariness of x, F is dierentiable
at x
0
and F
(1)
(x
0
) = G(x
0
) = lim
nIN
DF
n
(x
0
). This completes the proof
Example 9.69 Let X and Y be normed linear spaces over IK, X be
a compact set, which satises span( A
( x) ) = X, x , k IN, and
9.7. INTERCHANGE DIFFERENTIATION AND LIMIT 305
W := ((, Y) be the normed linear space dened in Example 7.31. Dene
Z := f ((, Y) [ f is (
k
. By Proposition 9.40, Z is a subspace of
((, Y). Then, Z := (Z,
W
,
W
,
W
) is vector space over the eld IK.
f Z, i 0, . . . , k, f
(i)
((, B
i
(X, Y)) with norm
_
_
f
(i)
_
_
c
IR.
Now, dene a norm on Z by |f |
c
k
:=
_
k
i=0
_
_
f
(i)
_
_
2
c
_
1/2
[0, ) IR,
f Z. If f =
W
, by Proposition 9.33, f is (
and f
(i)
(x) =
Bi(X,Y)
,
x , i IN, then, |f |
c
k
= 0. On the other hand, if |f |
c
k
=
0, then f =
W
. f
1
, f
2
Z, by Proposition 9.40, |f
1
+ f
2
|
c
k
=
_
k
i=0
_
_
_f
(i)
1
+f
(i)
2
_
_
_
2
c
_
1/2
k
i=0
_
_
_f
(i)
1
_
_
_
2
c
_
1/2
+
_
k
i=0
_
_
_f
(i)
2
_
_
_
2
c
_
1/2
=
|f
1
|
c
k
+ |f
2
|
c
k
, where the inequality follows from Minkowskis Inequal-
ity, Theorem 7.9. IK, f Z, by Proposition 9.40, |f |
c
k
=
_
k
i=0
_
_
f
(i)
_
_
2
c
_
1/2
=
_
k
i=0
[ [
2
_
_
f
(i)
_
_
2
c
_
1/2
= [ [ |f |
c
k
. This shows
that (Z, IK, ||
c
k
) is a normed linear space, which will be denoted (
k
(, Y).
Example 9.70 Let X be a normed linear space over IK and Y be a Banach

space over IK, X be a compact set, and k IN. Assume that, x ,
x
X
(x,
x
) x is a conic segment and
span( A
( x)) = X. Let (
k
(, Y) be the normed linear space dened in
Example 9.69. We will show that (
k
(, Y) is also a Banach space over IK.
Fix any Cauchy sequence ( f
n
)
n=1
(
k
(, Y). By the denition of
the norm | |
c
k
,
_
f
(i)
n
_
n=1
((, B
i
( X, Y)) =: W
i
is a Cauchy se-
quence, i 0, . . . , k. i 0, . . . , k, by Example 7.32 and Propo-
sition 7.66, ((, B
i
( X, Y)) is a Banach space. Then, g
i
((, B
i
( X, Y))
such that lim
nIN
f
(i)
n
= g
i
in ((, B
i
( X, Y)). Then,
_
f
(i)
n
_
n=1
con-
verges uniformly to g
i
and g
i
is continuous. By Proposition 9.68, we have
g
(1)
i
= g
i+1
, i 0, . . . , k 1. Then, we have g
(i)
0
= g
i
, i 0, . . . , k,
and g
0
(
k
(, Y). Then, |f
n
g
0
|
c
k
=
_
k
i=0
_
_
_f
(i)
n
g
(i)
0
_
_
_
2
c
_
1/2
=
_
k
i=0
_
_
_f
(i)
n
g
i
_
_
_
2
c
_
1/2
0 as n , where the rst equality follows
from Proposition 9.40. Then, lim
nIN
f
n
= g
0
in (
k
(, Y). Hence, (
k
(, Y)
is complete and therefore a Banach space.
Sometimes, we need to consider a normed linear space of continuous
functions on a topological space which is not necessarily compact. This
leads us to the following examples.
Example 9.71 Let A := (X, O) be a topological space, Y be a normed
linear space over the eld IK, and (
v
(A, Y) be the vector space of all continu-
ous functions of A to Y as dened in Example 7.50 with null vector . Dene
a function | | : (
v
(A, Y) IR
e
by |f | = max sup
x
|f(x) |
Y
, 0, f
(
v
(A, Y). Consider the set / := f (
v
(A, Y) [ |f | < +. Clearly,
/. f
1
, f
2
/, , IK, |f
1
+f
2
| = max sup
x
|f
1
(x) +
f
2
(x) |
Y
, 0 max sup
x
([ [ |f
1
(x) |
Y
+ [ [ |f
2
(x) |
Y
), 0 < +.
Then, f
1
+f
2
/. Hence, / is a subspace of (
v
(A, Y).
Clearly, f /, |f | [0, ) IR and |f | = 0 f = .
f
1
, f
2
/, IK, |f
1
+ f
2
| = max sup
x
|f
1
(x) + f
2
(x) |
Y
, 0
max sup
x
|f
1
(x) |
Y
+ sup
x
|f
2
(x) |
Y
, 0 = |f
1
| + |f
2
|, where the
rst inequality follows from Proposition 3.81. |f
1
| =
max sup
x
|f
1
(x) |
Y
, 0 = max sup
x
[ [ |f
1
(x) |
Y
, 0 =
_
max [ [ sup
x
|f
1
(x) |
Y
, 0 ,= 0
0 = 0
= [ [ |f
1
|, where the third
equality follows from Proposition 3.81. Hence, (/, IK, | |) is a normed
linear space, which will be denoted by (
b
(A, Y).
Example 9.72 Let A := (X, O) be a topological space and Y be a
Banach space over the eld IK (with norm||
Y
). Consider the normed linear
space (
b
(A, Y) (with norm | |) dened in Example 9.71. We will show
that this space is a Banach space. We will distinguish two exhaustive and
mutually exclusive cases: Case 1: A = ; Case 2: A ,= . Case 1: A = .
Then, (
b
(A, Y) is a singleton set. Hence, any Cauchy sequence in (
b
(A, Y)
must converge. Thus, (
b
(A, Y) is a Banach space. Case 2: A ,= . Take
a Cauchy sequence ( f
n
)
n=1
(
b
(A, Y). (0, ) IR, N IN such
that n, m N, 0 |f
n
(x) f
m
(x) |
Y
|f
n
f
m
| < , x A. This
shows that, x A, ( f
n
(x) )
n=1
Y is a Cauchy sequence, which converges
to f(x) Y since Y is complete. This denes a function f : A Y. It is
easy to show that ( f
n
)
n=1
, viewed as a sequence of functions of A to Y,
converges uniformly to f. By Proposition 4.26, f is continuous. x A,
|f(x) |
Y
|f
N
(x) f(x) |
Y
+ |f
N
(x) |
Y
= lim
mIN
|f
N
(x) f
m
(x) |
Y
+
|f
N
(x) |
Y
+ |f
N
|. Hence, |f | |f
N
| + . Then, f (
b
(A, Y).
It is easy to show that lim
nIN
|f
n
f | = 0. Hence, lim
nIN
f
n
= f in
(
b
(A, Y). Hence, (
b
(A, Y) is a Banach space. In both cases, we have
shown that (
b
(A, Y) is a Banach space when Y is a Banach space.
Example 9.73 Let X and Y be normed linear spaces over IK, X
be endowed with the subset topology, which satises span( A
( x) ) = X,
x , k IN, and W := (
b
(, Y) be the normed linear space
dened in Example 9.71 with null vector
W
. Dene Z :=
_
f
(
b
(, Y)
f is (
k
and f
(i)
(
b
(, B
i
( X, Y)), i = 1, . . . , k
_
. By Propo-
sition 9.40, Z is a subspace of W. Then, Z := (Z,
W
,
W
,
W
) is vector
space over the eld IK. f Z, i 0, . . . , k, f
(i)
(
b
(, B
i
( X, Y))
with norm
_
_
f
(i)
_
_
c
b
IR. Now, dene a norm on Z by |f |
c
b k
:=
_
k
i=0
_
_
f
(i)
_
_
2
c
b
_
1/2
[0, ) IR, f Z. If f =
W
, by Propo-
sition 9.33, f is (
and f
(i)
(x) =
Bi(X,Y)
, x , i IN, then,
|f |
c
b k
= 0. On the other hand, if |f |
c
b k
= 0, then f =
W
. f
1
, f
2
Z,
9.8. TENSOR ALGEBRA 307
by Proposition 9.40, |f
1
+ f
2
|
c
b k
=
_
k
i=0
_
_
_f
(i)
1
+ f
(i)
2
_
_
_
2
c
b
_
1/2
k
i=0
_
_
_f
(i)
1
_
_
_
2
c
b
_
1/2
+
_
k
i=0
_
_
_f
(i)
2
_
_
_
2
c
b
_
1/2
= |f
1
|
c
b k
+|f
2
|
c
b k
, where
the inequality follows from Minkowskis Inequality, Theorem 7.9. IK,
f Z, by Proposition 9.40, |f |
c
b k
=
_
k
i=0
_
_
f
(i)
_
_
2
c
b
_
1/2
=
_
k
i=0
[ [
2
_
_
f
(i)
_
_
2
c
b
_
1/2
= [ [ |f |
c
b k
. This shows that (Z, IK, | |
c
b k
)
is a normed linear space, which will be denoted (
b k
(, Y).
Example 9.74 Let X be a normed linear space over IK and Y be a Banach
space over IK, X be endowed with the subset topology, and k IN.
Assume that, x ,
x
X
( x,
x
) x
is a conic segment and span( A
( x)) = X. Let (
b k
(, Y) be the normed
linear space dened in Example 9.73. We will show that (
b k
(, Y) is also
a Banach space over IK.
Fix any Cauchy sequence ( f
n
)
n=1
(
b k
(, Y). By the denition of the
norm | |
c
b k
,
_
f
(i)
n
_
n=1
(
b
(, B
i
( X, Y)) =: W
i
is a Cauchy sequence,
i 0, . . . , k. i 0, . . . , k, by Example 9.72 and Proposition 7.66,
(
b
(, B
i
( X, Y)) is a Banach space. Then, g
i
(
b
(, B
i
(X, Y)) such that
lim
nIN
f
(i)
n
= g
i
in (
b
(, B
i
( X, Y)). Then,
_
f
(i)
n
_
n=1
converges uniformly
to g
i
and g
i
is continuous. By Proposition 9.68, we have g
(1)
i
= g
i+1
,
i 0, . . . , k 1. Then, we have g
(i)
0
= g
i
, i 0, . . . , k, and
g
0
(
b k
(, Y). Furthermore, |f
n
g
0
|
c
b k
=
_
k
i=0
_
_
_f
(i)
n
g
(i)
0
_
_
_
2
c
b
_
1/2
=
_
k
i=0
_
_
_f
(i)
n
g
i
_
_
_
2
c
b
_
1/2
0 as n , where the rst equality fol-
lows from Proposition 9.40. Then, lim
nIN
f
n
= g
0
in (
bk
(, Y). Hence,
(
b k
(, Y) is complete and therefore a Banach space.
9.8 Tensor Algebra
Denition 9.75 Let m Z
+
, X
i
be a normed linear space over IK,
i = 1, . . . , m, Z be a normed linear space over IK. A bounded lin-
ear operator A B( X
m
, B( X
m1
, . . . , B(X
1
, Z) ) ) is said to be an
mth order Z-valued tensor. Let B B(Y
n
, B(Y
n1
, . . . , B( Y
1
, X
m
) ) )
be another nth order X
m
-valued tensor. We dene AB := A B
B(Y
n
, . . . , B(Y
1
, B(X
m1
, . . . , B( X
1
, Z) )) ) to be an (n+m1)st or-
der Z-valued tensor such that (AB)(y
n
) (y
1
)(x
m1
) (x
1
) =
A(B(y
n
) (y
1
))(x
m1
) (x
1
) Z, y
i
Y
i
, i = 1, . . . , n, x
j
X
j
,
j = 1, . . . , m1. Let (n
1
, . . . , n
m
) be any permutation of (1, . . . , m). Then,
we may dene the transpose of tensor A with permutation (n
1
, . . . , n
m
) to
be A
Tn
1
,...,nm
B(X
nm
, . . . , B(X
n1
, Z) ) such that
A
Tn
1
,...,nm
(x
nm
) (x
n1
) = A(x
m
) (x
1
) x
i
X
i
, i = 1, . . . , m
Proposition 9.76 Let m, n Z
+
, X
i
, i = 1, . . . , m, Y
j
, j = 1, . . . , n, Z
be normed linear spaces over IK, A, A
k
W
1
:= B( X
m
, . . . , B(X
1
, Z) ),
k = 1, 2, be mth order Z-valued tensors, B, B
l
W
2
:=
B(Y
n
, . . . , B(Y
1
, X
m
) ) be nth order X
m
-valued tensors, l = 1, 2, and
W
3
:= B(Y
n
, . . . , B( Y
1
, B( X
m1
, . . . , B(X
1
, Z) ) ) ). Then, the fol-
lowing statements hold.
(i) |AB| |A| |B|.
(ii)
k
,
l
IK, k = 1, 2, l = 1, 2, we have (
1
A
1
+
2
A
2
) (
1
B
1
+
2
B
2
) =
1
1
A
1
B
1
+
1
2
A
1
B
2
+
2
1
A
2
B
1
+
2
2
A
2
B
2
.
(iii) Let A B( X
2
, B( X
1
, IK) ) be a second order IK-valued tensor. Then,
A
T2,1
= A
X1
, where
X1
: X
1
X
1
is the natural mapping as
dened in Remark 7.88.
(iv) Let f : W
1
W
2
W
3
be dened by f(A, B) = AB W
3
, A W
1
,
B W
2
. Then, f is (
, f
(1)
(A
0
, B
0
)(
1,1
,
2,1
) = A
0
2,1
+
1,1
B
0
, f
(2)
(A
0
, B
0
)(
1,1
,
2,1
)(
1,2
,
2,2
) =
1,2
2,1
+
1,1
2,2
,
and f
(i+2)
(A
0
, B
0
) =
BS i+2(W1W2,W3)
, (A
0
, B
0
) W
1
W
2
,
(
1,1
,
2,1
) W
1
W
2
, (
1,2
,
2,2
) W
1
W
2
, i IN.
(v) Let X be a normed linear space over IK, x
0
D X, A : D W
1
and
B : D W
2
be tensor-valued functions that are Frechet dierentiable
at x
0
, and C : D W
3
be dened by C(x) = A(x)B(x), x D.
Then,
C
(1)
(x
0
) =
_
(A
(1)
(x
0
))
T1,...,m1,m+1,m
B(x
0
)
_
T1,...,m1,m+1,...,n+m,m
+A(x
0
)B
(1)
(x
0
)
(vi) Let X be a normed linear space over IK, x
0
D X, A : D
W
1
be a tensor-valued function that is Frechet dierentiable at x
0
,
(n
1
, . . . , n
m
) be a permutation of (1, . . . , m), and C : D W
p
:=
B(X
nm
, . . . , B( X
n1
, Z) ) be dened by C(x) = (A(x))
Tn
1
,...,nm
,
x D. Then, we have
C
(1)
(x
0
) = (A
(1)
(x
0
))
Tn
1
,...,nm,m+1
Proof (i) and (ii) These are straightforward, and are therefore omit-
ted.
(iii) Note that A B( X
2
, X
1
). Then, A
B(X
1
, X
2
) and A
T2,1
B(X
1
, B( X
2
, IK)) = B(X
1
, X
2
). Then, A
T2,1
(x
1
)(x
2
) = A(x
2
)(x
1
) =
9.8. TENSOR ALGEBRA 309
A(x
2
), x
1
)) =
X1
(x
1
), A(x
2
) )) = A
(
X1
(x
1
)), x
2
)) = A
(
X1
(x
1
))(x
2
),
x
i
X
i
, i = 1, 2. Then, we have A
T2,1
= A
X1
.
(iv) is are straightforward, and is therefore omitted.
(v) follows directly from (iv), the Chain Rule and Proposition 9.19.
(vi) is straightforward, and is therefore omitted. 2
Denition 9.77 Let X
i
, i = 1, . . . , m, Z, Y
j
, j = 1, . . . , n, be normed lin-
ear spaces over IK, A B( X
m
, . . . , B(X
1
, Z) ) be an mth order Z-valued
tensor, and B B( Y
n
, . . . , B( Y
1
, IK) ) be an nth order IK-valued tensor.
Dene the outer product of A and B to be an (n + m)th order Z-valued
tensor C := A B B(Y
n
, . . . , B( Y
1
, B( X
m
, . . . , B(X
1
, Z) ) ) )
such that C(y
n
) (y
1
)(x
m
) (x
1
) = B(y
n
) (y
1
)A(x
m
) (x
1
) Z,
x
i
X
i
, i = 1, . . . , m, y
j
Y
j
, j = 1, . . . , n. Similarly, we may de-
ne the outer product of B and A to be an (n+m)th order Z-valued tensor
C := B A B(X
m
, . . . , B( X
1
, B(Y
n
, . . . , B(Y
1
, Z) )) ) such that
C(x
m
) (x
1
)(y
n
) (y
1
) = B(y
n
) (y
1
)A(x
m
) (x
1
) Z, x
i
X
i
,
i = 1, . . . , m, y
j
Y
j
, j = 1, . . . , n.
+
, X
i
, i = 1, . . . , m, Y
j
, j = 1, . . . , n, Z
,
= 1, 2, be normed linear spaces over IK with Z
1
= IK or Z
2
= IK, Z = Z
1
if Z
2
= IK, Z = Z
2
if Z
1
= IK, A, A
k
W
1
:= B(X
m
, . . . , B(X
1
, Z
1
) ),
k = 1, 2, be mth order Z
1
-valued tensors, B, B
l
W
2
:=
B(Y
n
, . . . , B(Y
1
, Z
2
) ) be nth order Z
2
-valued tensors, l = 1, 2, and
W
3
:= B( Y
n
, . . . , B(Y
1
, B(X
m
, . . . , B( X
1
, Z) ) ) ). Then, the follow-
ing statements hold.
(i) |AB| |A| |B|.
(ii)
k
,
l
IK, k = 1, 2, l = 1, 2, we have (
1
A
1
+
2
A
2
) (
1
B
1
+
2
B
2
) =
1
1
A
1
B
1
+
1
2
A
1
B
2
+
2
1
A
2
B
1
+
2
2
A
2
B
2
.
(iii) Let f : W
1
W
2
W
3
be dened by f(A, B) = A B W
3
, A
W
1
, B W
2
. Then, f is (
, f
(1)
(A
0
, B
0
)(
1,1
,
2,1
) = A
0
2,1
+
1,1
B
0
, f
(2)
(A
0
, B
0
)(
1,1
,
2,1
)(
1,2
,
2,2
) =
1,2
2,1
+
1,1
2,2
, and f
(i+2)
(A
0
, B
0
) =
BS i+2(W1W2,W3)
, (A
0
, B
0
) W
1
W
2
,
(
1,1
,
2,1
) W
1
W
2
, (
1,2
,
2,2
) W
1
W
2
, i IN.
(iv) Let X be a normed linear space over IK, x
0
D X, A : D W
1
and
B : D W
2
be tensor-valued functions that are Frechet dierentiable
at x
0
, and C : D W
3
be dened by C(x) = A(x) B(x), x D.
Then,
C
(1)
(x
0
) =
_
A
(1)
(x
0
) B(x
0
)
_
T1,...,m,m+2,...,n+m+1,m+1
+A(x
0
) B
(1)
(x
0
)
Proof These are straightforward, and are therefore omitted. 2
Chapter 10
Local Theory of
Optimization
In this chapter, we will develop a number of tools for optimization of suf-
ciently many times dierentiable functions. As in Chapter 8, we will be
mainly concerned with real spaces, rather than complex ones.
10.1 Basic Notion
Denition 10.1 Let A := (X, O) be a topological space, f : A IR,
and x
0
A. x
0
is said to be a point of minimum for f if f(x
0
) f(x),
x A. It is said to be the point of strict minimum for f if f(x
0
) < f(x),
x A x
0
. It is said to be a point of relative minimum for f if
O O with x
0
O such that f(x
0
) f(x), x O. It is said to be a
point of relative strict minimum for f if O O with x
0
O such that
f(x
0
) < f(x), x O x
0
. Similar denitions for points of maxima.
Moreover, x
0
is said to be a point of relative extremem if it is a point of
relative minimum or relative maximum. It is said to be a point of relative
strict extremum if it is a point of relative strict minimum or relative strict
maximum.
Proposition 10.2 Let X be a real normed linear space, D X, x
0
D,
f : D IR, u A
D
(x
0
). Assume that the directional derivative of f
at x
0
along u exists and x
0
is a point of relative minimum for f. Then,
Df(x
0
; u) 0.
Proof This is immediate from Denition 9.4. 2
Denition 10.3 Let X be a real normed linear space and A B
S 2
( X, IR).
A is said to be positive denite if m (0, ) IR such that A(x)(x) =
Ax, x)) m|x|
2
, x X. Let the set of all such positive denite
311
312 CHAPTER 10. LOCAL THEORY OF OPTIMIZATION
operators be denoted by o
+X
. A is said to be positive semi-denite if
A(x)(x) 0, x X. Let the set of all such positive semi-denite operators
be denoted by o
psd X
. A is said to be negative denite if m (0, ) IR
such that A(x)(x) m|x|
2
, x X. Let the set of all such negative
denite operators be denoted by o
X
. A is said to be negative semi-denite
if A(x)(x) 0, x X. Let the set of all such negative semi-denite
operators be denoted by o
nsd X
. We will denote B
S 2
( X, IR) by o
X
.
Proposition 10.4 Let X be a real normed linear space. Then,
(i) o
X
= o
+X
and o
nsd X
= o
psd X
;
(ii) o
+X
and o
X
are open sets in B
S 2
( X, IR) = o
X
;
(iii) o
psd X
and o
nsd X
are closed convex cones in o
X
;
(iv) o
+X
o
psd X
and o
X
o
nsd X
.
Proof (i) This is clear. (ii) Fix A o
+X
. Then, m (0, ) IR
such that A(x)(x) m|x|
2
. B B
S 2
( X, IR) with |BA| < m/2, x
X, we have B(x)(x) = A(x)(x)+(BA)(x)(x) m|x|
2
|BA| |x|
2
m|x|
2
/2, where the rst inequality follows from Proposition 7.64. This
implies that B o
+X
. Then, A o
+X
. Hence, o
+X
is open in o
X
.
Therefore, o
X
= o
+X
is open in o
X
.
(iii) Clearly,
BS 2(X,IR)
o
psd X
. A o
psd X
, [0, ) IR, A
o
psd X
. Hence, o
psd X
is a cone. A, B o
psd X
, x X, (A + B)(x)(x) =
A(x)(x) + B(x)(x) 0. Hence, A + B o
psd X
. Then, o
psd X
is a convex
cone.
Let M := o
X
o
psd X
. A M, x
0
X such that A(x
0
)(x
0
) < 0.
Then, there exists m (0, ) IR such that A(x
0
)(x
0
) < m|x
0
|
2
< 0.
B B
S 2
(X, IR) with |BA| < m/2, we have B(x
0
)(x
0
) = A(x
0
)(x
0
) +
(BA)(x
0
)(x
0
) < m|x
0
|
2
+|BA| |x
0
|
2
m|x
0
|
2
/2 < 0, where
the rst inequality follows from Proposition 7.64. This implies that B M
and A M
. Then, M = M
is open. Therefore, o
psd X
is closed.
o
nsd X
= o
psd X
is clearly also a closed convex cone.
(iv) Clearly, o
+X
o
psd X
. Then, o
+X
o
psd X
. This further implies
that o
X
o
nsd X
Denition 10.5 Let (A, IK) be a vector space and K A be convex. M
K is said to be an extreme subset of K if M ,= and x
1
, x
2
K,
(0, 1) IR, x
1
+ (1 )x
2
M implies that x
1
, x
2
M. If a singleton
set x
0
K is an extreme subset, then x
0
is called an extreme point of
K.
Proposition 10.6 Let X be a real normed linear space, K X be a
nonempty convex set, and H := x X [ x
0
, x)) = c be a supporting
hyperplane of K, where x
0
X
with x
0
,=
X
and c IR. Then, any
extreme subset of K
1
:= K H is also an extreme subset of K.
10.1. BASIC NOTION 313
Proof Without loss of generality, assume that inf
kK
x
0
, x)) = c.
Let M K
1
be an extreme subset of K
1
. Then, M ,= . x
1
, x
2
IK,
(0, 1) IR, let x := x
1
+ (1 )x
2
M H. Then, x
0
, x
1
)) c
and x
0
, x
2
)) c and x
0
, x)) = c. This implies that ( x
0
, x
1
))
c) + (1 ) (x
0
, x
2
)) c) = 0 and x
0
, x
1
)) = c = x
0
, x
2
)). Hence,
x
1
, x
2
K
1
. Since, M is an extreme subset of K
1
, then x
1
, x
2
M.
Therefore, M is an extreme subset of K. This completes the proof of the
proposition. 2
Proposition 10.7 (Krein-Milman) Let X be a real reexive Banach
space, K X be a nonempty bounded closed convex set, and M K
be a weakly compact extreme subset of K. Then, M contains at least one
extreme point of K.
Proof By Proposition 8.11, K is compact in X
weak
. Let / = E
M [ E is a weakly compact extreme subset of K. Clearly, M / , = .
Clearly, denes an antisymmetric partial ordering on /, where smaller
sets are further down the stream. Next, we will use Zorns Lemma to show
that / admits a maximal element.
Let c / be a nonempty totally ordered (by ) subcollection. Let
E
0
:=
EL
E. E c, E M is weakly compact extreme subset of
K. Then, by Propositions 7.116, 5.5, and 3.61, E is weakly closed. By
Proposition 5.5, E
0
is weakly compact. x
1
, x
2
K, (0, 1) IR,
let x
1
+ (1 )x
2
E
0
. E c, x
1
+ (1 )x
2
E. Since E is an
extreme subset of K, then x
1
, x
2
E. By the arbitrariness of E, we have
x
1
, x
2
E
0
. Hence, E
0
is an extreme subset of K if E
0
,= . E c, E is
nonempty. Since c is totally ordered by , then the intersection of nite
number of sets in c is again in c, and hence nonempty. By Proposition 5.12,
E
0
,= . Then, E
0
is a weakly compact extreme subset of K and E
0
/.
Clearly, E
0
is an upper bound of c (in terms of ). Then, by Zorns Lemma,
/ admits a maximal element E
M
. Then, E
M
M is a weakly compact
extreme subset of K and E
M
,= .
We will show that E
M
is a singleton set, which then proves that M
contains an extreme point of K. Suppose that x
1
, x
2
E
M
with x
1
,=
x
2
. Let N := span( x
2
x
1
) and dene a functional f : N IR by
f((x
2
x
1
)) = , IR. Clearly, f is a linear functional on N, and
|f |
N
= 1/ |x
2
x
1
| < . By Hahn-Banach Theorem 7.83, there exists
x
0
X
with |x
0
| = 1/ |x
2
x
1
| such that x
0
, (x
2
x
1
) )) = ,
IR. Clearly, x
0
, x
1
)) , = x
0
, x
2
)). Note that E
M
is nonempty
and compact in X
weak
and x
0
is weakly continuous. By Proposition 5.29,
c := x
0
, x
0
)) = inf
xEM
x
0
, x)) IR for some x
0
E
M
. Dene
H := x X [ x
0
, x)) = c. Let E
m
:= E
M
H. Then, at least one of
x
1
and x
2
is not in E
m
. Hence, E
M
E
m
. Clearly, E
m
x
0
is nonempty.
Note that H is weakly closed. Then, by Proposition 5.5, E
m
M is weakly
compact. x
1
, x
2
K, (0, 1) IR, let x
1
+ (1 ) x
2
E
m

E
M
. Since E
M
is an extreme subset of K, then we have x
1
, x
2
E
M
.
This further implies that x
0
, x
1
)) c and x
0
, x
2
)) c. Note that
x
0
, x
1
+ (1 ) x
2
)) = c. Then, we must have x
0
, x
1
)) = c =
x
0
, x
2
)) and x
1
, x
2
E
m
. This shows that E
m
is a extreme subset of K.
Then E
m
/. This contradicts with the fact that E
M
is maximal with
respect to . Therefore, E
M
is a singleton set.
Proposition 10.8 Let X be a real reexive Banach space, K X be a
nonempty bounded closed convex set, and E be the set of extreme points of
K. Then, K = co ( E).
Proof Let C := co (E). By Proposition 7.15, C is closed and convex
and C K. We will prove the result by an argument of contradiction.
Suppose K C. Then, x
0
K C. By Proposition 8.10, there exists
x
0
X
such that x
0
, x
0
)) < inf
xC
x
0
, x)). By Proposition 8.11, K
is compact in the weak topology and x
0
is continuous in the weak topol-
ogy. Then, by Proposition 5.29, c
0
:= x
0
, x
1
)) = inf
xK
x
0
, x)) IR
for some x
1
K. Clearly c
0
x
0
, x
0
)) < inf
xC
x
0
, x)). We will dis-
tinguish two exhaustive and mutually exclusive cases: Case 1: x
0
=
X
;
Case 2: x
0
,=
X
. Case 1: x
0
=
X
. Then, c
0
= 0 and C = . By
Proposition 10.7, E ,= . Then, C ,= . This is a contradiction. Case
2: x
0
,=
X
. Let H := x X [ x
0
, x)) = c
0
. H is a supporting
hyperplane of K and H C = . Let C
m
:= K H ,= . Clearly, C
m
is bounded closed and convex. By Proposition 10.7, there is an extreme
point x
m
C
m
of C
m
. Then, x
m
C
m
is an extreme subset of C
m
. By
Proposition 10.6, x
m
is an extreme subset of K. Then, x
m
is an extreme
point of K and x
m
E. This leads to the contradiction x
m
C
m
H,
x
m
E C and C H = . Thus, in both cases, we have arrived at a
contradiction. Then, the hypothesis must be false. Hence, K = co ( E).
Proposition 10.9 Let A be a real vector space, A be a convex set,
and f
1
: IR and f
2
: IR be convex functionals. Then, the following
statements hold.
(i) n IN, x
1
, . . . , x
n
,
1
, . . . ,
n
[0, 1] IR with
n
i=1
i
=
1, we have f
1
(
n
i=1
i
x
i
)
n
i=1
i
f
1
(x
i
). If, in addition, f
1
is
strictly convex, x
1
, . . . , x
n
are distinct, and
1
, . . . ,
n
(0, 1) IR,
then f
1
(
n
i=1
i
x
i
) <
n
i=1
i
f
1
(x
i
).
(ii)
1
,
2
[0, ) IR,
1
f
1
+
2
f
2
is convex. If, in addition, f
1
is
strictly convex and
1
(0, ) IR, then
1
f
1
+
2
f
2
is strictly
convex.
(iii) c IR, x [ f
1
(x) c is convex.
(iv) Let be a real vector space, A : A be an ane operator, D
be convex, and A(D) . Then, f
1
A[
D
: D IR is convex.
10.1. BASIC NOTION 315
Proposition 10.10 Let f : [a, b] IR, where a, b IR with a < b. Then,
(i) f is convex if, and only if, x
1
, x
2
, x
3
[a, b] IR with x
1
< x
2
< x
3
,
we have
f(x
2
) f(x
1
)
x
2
x
1
f(x
3
) f(x
2
)
x
3
x
2
if, and only if, x
1
, x
2
, x
3
[a, b] IR with x
1
< x
2
< x
3
, we have
f(x
2
) f(x
1
)
x
2
x
1
f(x
3
) f(x
1
)
x
3
x
1
(ii) f is strictly convex if, and only if, x
1
, x
2
, x
3
[a, b] IR with x
1
<
x
2
< x
3
, we have
f(x
2
) f(x
1
)
x
2
x
1
<
f(x
3
) f(x
2
)
x
3
x
2
if, and only if, x
1
, x
2
, x
3
[a, b] IR with x
1
< x
2
< x
3
, we have
f(x
2
) f(x
1
)
x
2
x
1
<
f(x
3
) f(x
1
)
x
3
x
1
(iii) If f is convex and c (a, b) IR, then, the one-sided derivatives
lim
xc
+
f(x) f(c)
x c
; lim
xc
f(x) f(c)
x c
exist.
Proposition 10.11 Let X be a real normed linear space, X be convex,
and f : IR be dierentiable. Then, the following statements hold.
(i) f is convex if, and only if, x, y , we have f(y) f(x) +
f
(1)
(x)(y x).
(ii) f is strictly convex if, and only if, x, y with x ,= y, we have
f(y) > f(x) +f
(1)
(x)(y x).
Proof (i) Necessity Let f be convex. x, y , by the convexity of
, we have y x A
( x). (0, 1] IR, we have f(y + (1 )x)

f(y) +(1)f(x), which further implies that f(y) f(x) (f(x+(y
x)) f(x))/. Then, we have
f(y) f(x) lim
0
+
(f(x +(y x)) f(x))/ = Df(x; y x)
= f
(1)
(x)(y x)
where the rst equality follows from Denition 9.4 and the last equality
follows from Proposition 9.5.
Suciency Let f(y) f(x) + f
(1)
(x)(y x), x, y . x
1
, x
2
,
[0, 1] IR, let x := x
1
+(1 )x
2
. Then, f(x
2
) = f(x+(x
2
x
1
)) f(x)+f
(1)
(x)(x
2
x
1
). Note also, f(x
1
) = f(x+(1) (x
1
x
2
))
f(x)+(1)f
(1)
(x)(x
1
x
2
). Then, f(x
1
)+(1)f(x
2
) f(x). Hence,
f is convex.
(ii) Necessity Let f be strictly convex. x, y with x ,= y, by the
convexity of , we have y x A
(x). (0, 1) IR, we have f(y +

(1 )x) < f(y) +(1 )f(x), which further implies that f(y) f(x) >
(f(x + (y x)) f(x))/. Dene A : IR X by A() = x + (y x),
IR. Clearly, A is a ane operator and A(I) , where I := [0, 1] IR.
By Proposition 10.9, g := f A[
I
is convex. Then, we have
f(y) f(x) > 2(f(x + 0.5 (y x)) f(x)) =
g(0.5) g(0)
0.5
lim
0
+
g() g(0)
= lim
0
+
f(x +(y x)) f(x)
= Df(x; y x) = f
(1)
(x)(y x)
where the second inequality follows from Proposition 10.10 and the third
equality follows from Denition 9.4 and the last equality follows from Propo-
sition 9.5.
Suciency Let f(y) > f(x) + f
(1)
(x)(y x), x, y with x ,= y.
x
1
, x
2
with x
1
,= x
2
, (0, 1) IR, let x := x
1
+ (1 )x
2
.
Then, f(x
2
) = f(x + (x
2
x
1
)) > f(x) + f
(1)
(x)(x
2
x
1
). Note also,
f(x
1
) = f(x + (1 ) (x
1
x
2
)) > f(x) + (1 )f
(1)
(x)(x
1
x
2
). Then,
f(x
1
) + (1 )f(x
2
) > f(x). Hence, f is strictly convex.
and f : IR be twice dierentiable. Then, the following statements hold.
(i) If f
(2)
(x) is positive semi-denite, x , then f is convex.
(ii) If f is convex and (
2
, then f
(2)
(x) is positive semi-denite, x
.
(iii) If f is convex and f
(2)
(x) is positive denite for all x E, where
E does not contain any line segment, then f is strictly convex.
Proof (i) x, y , by Taylors Theorem, t
0
(0, 1) IR we have
f(y) = f(x) +f
(1)
(x)(y x) +
1
2
f
(2)
(t
0
y + (1 t
0
)x)(y x)(y x)
By the assumption, f
(2)
(t
0
y + (1 t
0
)x)(y x)(y x) 0. Then, f(y)
f(x) +f
(1)
(x)(y x). By the arbitrariness of x, y and Proposition 10.11, f
is convex.
10.2. UNCONSTRAINED OPTIMIZATION 317
(ii) We will prove this statement by an argument of contradiction. Sup-
pose x
0

such that f
(2)
(x
0
) is not positive semi-denite. Then,
h X such that f
(2)
(x
0
)(h)(h) < 0. We will distinguish two exhaustive
and mutually exclusive cases: Case 1: x
0

; Case 2: x
0
,
. Case 1:
x
0

(2)
and x
0

, (0, ) IR such
that x
1
:= x
0
+h and f
(2)
(x
0
+h)(h)(h) < 0, (0, 1) IR. By
Taylors Theorem, t
0
(0, 1) IR we have
f(x
1
) = f(x
0
) +f
(1)
(x
0
)(x
1
x
0
) +

2
2
f
(2)
(x
0
+t
0
h)(h)(h)
Then, f(x
1
) < f(x
0
) + f
(1)
(x
0
)(x
1
x
0
). This contradicts with the fact
that f is convex and Proposition 10.11.
Case 2: x
0
,
. Then, x
0
(
. Then, by Proposition 4.13,

there exists ( x
n
)
n=1

such that lim

nIN
x
n
= x
0
. By the continuity of
f
(2)
, we have n
0
IN such that f
(2)
(x
n0
)(h)(h) < 0. Hence, f
(2)
(x
n0
) is
not positive semi-denite and x
n0

. By Case 1, there is a contradiction.

Hence, the statement must be true.
(iii) We will prove this statement by an argument of contradiction.
Suppose f is not strictly convex. By Proposition 10.11, x, y with
x ,= y such that f(y) = f(x) + f
(1)
(x)(y x). By the convexity of
f and Proposition 10.11, [0, 1] IR, we have f(x + (y x))
f(x) + f
(1)
(x)(y x) = f(x) + (f(y) f(x)). By the convexity of f,
we have f(x + (y x)) = f(x) + (f(y) f(x)). Dene g : [0, 1] IR
by g() = f(y + (1 )x) f(y) (1 )f(x), I := [0, 1] IR.
Then, g() = 0, I. This implies that g
(2)
() = 0, I, and
f
(2)
(y + (1 )x)(y x)(y x) = 0, I. Hence, f
(2)
(y + (1 )x)
is not positive denite, I. Hence, E contains the line segment con-
necting x and y. This contradicts with the assymption. Therefore, the
statement must be true.
10.2 Unconstrained Optimization
0
:= inf
x
f(x) (10.1)
where X is a real normed linear space, X is a set, and f : IR is a
functional.
f : IR be a convex functional, and
0
:= inf
x
f(x) IR. Then, the
(i) The set of all points of minimum for f, which is given by x
[ f(x) =
0
, is convex.
(ii) Any point of relative minimum for f is a point of minimum for f.
(iii) Any point of relative strict minimum for f is the point of strict min-
imum for f.
Proof (i) Note that x [ f(x) =
0
= x [ f(x)
0
,
which is convex by Proposition 10.9.
(ii) Fix any x
0
that is a point of relative minimum for f. Then,
(0, ) IR such that f(x) f(x
0
), x B
X
( x
0
, ). y ,
(0, 1) IR such that x
0
+ (y x
0
) B
X
( x
0
, ). Then, f(x
0
)
f(x
0
+(y x
0
)) = f(y +(1)x
0
) f(y)+(1)f(x
0
). This implies
that f(x
0
) f(y). Hence, x
0
is a point of minimum for f.
(iii) Fix any x
0
that is a point of relative strict minimum for f.
Then, (0, ) IR such that f(x) > f(x
0
), x (B
X
( x
0
, ))x
0
.
y with y ,= x
0
, (0, 1) IR such that x
0
+(y x
0
) B
X
( x
0
, ).
Then, f(x
0
) < f(x
0
+(yx
0
)) = f(y+(1)x
0
) f(y)+(1)f(x
0
).
This implies that f(x
0
) < f(y). Hence, x
0
is a point of strict minimum for
f. This completes the proof of the proposition. 2
Proposition 10.14 Let X be a real reexive Banach space, X be a
nonempty bounded closed convex set, and f : IR be a weakly upper
semicontinuous convex functional. Then, there exist an extreme point x
0

of such that x
0
is a point of maximum for f.
Proof By Proposition 8.11, is weakly compact. Let O
weak
(X) be
the weak topology on X and O
weak,
be the subset topology on with
respect to O
weak
( X). By Proposition 5.30, there exists x
1
that is
a point of maximum for f. Let M := x [ f(x) f(x
1
) . Then
x
1
M ,= . Note that, by Proposition 2.5, M = f
inv
(IR I) = f
inv
(I),
where I = (, f(x
1
)) IR. Since I is open in IR and f is weakly upper
semicontinuous, then, f
inv
(I) O
weak,
. Then, M is closed in O
weak,
. By
Proposition 5.5, M is weakly compact. Since f(x
1
) = max
x
f(x), then
M is an extreme subset of . By Proposition 10.7, there exists x
0
M
that is an extreme point of . This completes the proof of the proposition.
2
Proposition 10.15 Let X be a real normed linear space, X, x
0

,
and f : IR be dierentiable at x
0
. Assume that x
0
is a point of relative
extremum of f, then f
(1)
(x
0
) =
X
.
Proof Without loss of generality, assume that x
0
minimum for f. The case when x
0
is a point of relative maximum for f
can be proved similarly. Since x
0

, then A
(x
0
) = X. u X, by
Propositions 10.2 and 9.5, Df(x
0
; u) = f
(1)
(x
0
)u 0 and Df(x
0
; u) =
f
(1)
(x
0
)u 0. Then, f
(1)
(x
0
)u = 0. By the arbitrariness of u, we have
f
(1)
(x
0
) =
X
10.2. UNCONSTRAINED OPTIMIZATION 319
0

,
and f : IR be (
2
at x
0
. Assume that x
0
is a point of relative minimum
for f, then f
(1)
(x
0
) =
X
and f
(2)
(x
0
) is positive semi-denite.
(1)
(x
0
) =
X
. We will show that
f
(2)
(x
0
) is positive semi-denite by an argument of contradiction. Sup-
pose f
(2)
(x
0
) is not positive semi-denite. Then, h X such that
f
(2)
(x
0
)(h)(h) < 0. By the continuity of f
(2)
at x
0
, there exists
(0, ) IR with D := B
X
( x
0
, ) such that f
(2)
(x)(h)(h) < 0, x D.
Let x
1
:= x
0
+h D, where (0, ) IR is an arbitrary constant. By
Taylors Theorem 9.48, there exists t
0
(0, 1) IR such that
f(x
1
) = f(x
0
) +
1
2
f
(2)
(x
0
+t
0
h)(x
1
x
0
)(x
1
x
0
)
= f(x
0
) +

2
2
f
(2)
(x
0
+t
0
h)(h)(h) < f(x
0
)
This contradicts with the fact that x
0
is a point of relative minimum for f.
Hence, the result must be true. This completes the proof of the proposition.
2
0

,
and f : IR be twice dierentiable at x, x D := B
X
(x
0
,
0
) ,
where
0
(0, ) IR is some constant. Assume that f
(1)
(x
0
) =
X
and
f
(2)
(x) is positive semi-denite, x D. Then, x
0
minimum for f.
Proof x D, by Taylors Theorem 9.48, there exists t
0
(0, 1) IR
such that
f(x) = f(x
0
) +
1
2
f
(2)
(x
0
+t
0
(x x
0
))(x x
0
)(x x
0
) f(x
0
)
Hence, x
0
is a point of relative minimum for f. This completes the proof
0

,
and f : IR be (
2
at x
0
. Assume that f
(1)
(x
0
) =
X
and f
(2)
(x
0
) is
positive denite. Then, x
0
is a point of relative strict minimum for f.
Proof By Proposition 10.4 and the continuity of f
(2)
at x
0
,
(2)
(x) is positive denite, x D := B
X
( x
0
, ) .
x D x
0
, by Taylors Theorem, there exists t
0
(0, 1) IR such that
f(x) = f(x
0
) +
1
2
f
(2)
(x
0
+t
0
(x x
0
))(x x
0
)(x x
0
) > f(x
0
)
Hence, x
0
is a point of relative strict minimum for f. This completes the
10.3 Optimization with Equality Constraints
0
:= inf f(x)
subject to x
H(x) =
Y
(10.2)
where X and Y are real normed linear spaces, X is a set, f : IR is
a functional, and H : Y is a function.
Denition 10.19 Let X and Y be real normed linear spaces, X, H :
Y be (
1
at x
0

. x
0
is said to be a regular point of H if H
(1)
(x
0
)
B(X, Y) is surjective.
Lemma 10.20 Let X and Y be real Banach spaces, X, f : IR
be (
1
at x
0

, and H : Y be (
1
at x
0
. Consider the optimization
problem (10.2). Assume that x
0
is a point of relative minimum for f on
the set
c
:= x [ H(x) =
Y
; and x
0
is a regular point of H. Then,
u X with H
(1)
(x
0
)u =
Y
, we have f
(1)
(x
0
)u = 0.
Proof Dene T : IR Y by T(x) = (f(x), H(x)), x . By
Proposition 9.44, T is (
1
at x
0
and T
(1)
(x
0
) =
_
f
(1)
(x
0
)
H
(1)
(x
0
)
_
.
We will prove the result using an argument of contradiction. Suppose
the result is not true. Then, u
0
X with H
(1)
(x
0
)u
0
=
Y
, we have
f
(1)
(x
0
)u
0
,= 0. We will show that T
(1)
(x
0
) is surjective. (r, y) IR Y,
by x
0
being a regular point of H, u
1
X such that H
(1)
(x
0
)u
1
= y.
Let u =
rf
(1)
(x0)u1
f
(1)
(x0)u0
u
0
+ u
1
. Then, T
(1)
(x
0
)u = (r, y). Hence, T
(1)
(x
0
) is
surjective.
Note that T(x
0
) = (f(x
0
),
Y
) and IR Y is a real Banach space, by
Propositions 7.22 and 4.31. By Surjective Mapping Theorem 9.53,
r

(0, ) IR, (0, ) IR, and c
1
[0, ) IR with c
1

r
such
that (r, y) B
IRY
( T(x
0
), /2), x B
X
( x
0
,
r
) with |x x
0
|
c
1
|(r, y) T(x
0
) |, we have T(x) = (r, y). Then,
r
(0, /2) IR, let
r
1
= f(x
0
)

r
IR. (r
1
,
Y
) B
IRY
( T(x
0
), /2). Then, x
1
with
|x
1
x
0
| c
1
|(r
1
,
Y
)T(x
0
) | = c
1
[ r
1
f(x
0
) [ = c
1
r
< (1+c
1
)
r
such
that T(x
1
) = (r
1
,
Y
). Then, H(x
1
) =
Y
and x
1

c
B
X
( x
0
, (1+c
1
)

r
).
Furthermore, f(x
1
) = r
1
< f(x
0
). This contradicts with the assumption
that x
0
is a point of relative minimum for f on
c
. Therefore, the result
must be true.
Proposition 10.21 (Lagrange Multiplier) Let X and Y be real Banach
spaces, X, f : IR be (
1
at x
0

, and H : Y be (
1
at x
0
. Consider the optimization problem (10.2). Assume that x
0
is a
10.3. OPTIMIZATION WITH EQUALITY CONSTRAINTS 321
point of relative minimum for f on the set
c
:= x [ H(x) =
Y
;
and x
0
is a regular point of H. Then, there exists a Lagrange multiplier
y
0
Y
such that the Lagrangian L : Y
IR dened by L(x, y
) =
f(x) + y
, H(x) )), (x, y
) Y
, is stationary at (x
0
, y
0
), that is
L
(1)
(x
0
, y
0
) =
B(XY
,IR)
.
Proof By Lemma 10.20, u X with H
(1)
(x
0
)u =
Y
, we have
f
(1)
(x
0
)u = 0. Then, f
(1)
(x
0
)
_
^
_
H
(1)
(x
0
)
__
. Since x
0
is a regular
point of H, then 1
_
H
(1)
(x
0
)
_
= Y is closed. By Proposition 7.114, we have
_
^
_
H
(1)
(x
0
)
__
= 1
_
_
H
(1)
(x
0
)
_
_
. Then, there exists y
0
Y
such
that f
(1)
(x
0
) =
_
H
(1)
(x
0
)
_
y
0
. By Propositions 9.34, 9.41, 9.38, 9.37,
9.44, and 9.45, the Lagrangian L is (
1
at (x
0
, y
0
) and, (u, v
) X Y
,
L
(1)
(x
0
, y
0
)(u, v
) = f
(1)
(x
0
)u + v
, H(x
0
) )) +
y
0
, H
(1)
(x
0
)u
__
= f
(1)
(x
0
)u +
__
_
H
(1)
(x
0
)
_
y
0
, u
__
= 0
where the second equality follows from that fact that x
0

c
. Hence,
L
(1)
(x
0
, y
0
) =
B(XY
,IR)
Proposition 10.22 (Generalized Lagrange Multiplier) Let X and Y
be real Banach spaces, X, f : IR be (
1
at x
0

, and H : Y
be (
1
at x
0
. Consider the optimization problem (10.2). Assume that x
0
is
a point of relative minimum for f on the set
c
:= x [ H(x) =
Y
;
and 1
_
H
(1)
(x
0
)
_
Y is closed. Then, there exists a Lagrange multiplier
(r
0
, y
0
) IR Y
with (r
0
, y
0
) ,= (0,
Y
) such that the Lagrangian L :
Y
IR dened by L(x, y
) = r
0
f(x) + y
, H(x) )), (x, y
) Y
,
is stationary at (x
0
, y
0
), that is L
(1)
(x
0
, y
0
) =
B(XY
,IR)
.
cases: Case 1: 1
_
H
(1)
(x
0
)
_
= Y; Case 2: 1
_
H
(1)
(x
0
)
_
Y.
Case 1: 1
_
H
(1)
(x
0
)
_
= Y. Take r
0
= 1. Clearly, x
0
is a regular point
of H. The result follows from Proposition 10.21.
Case 2: 1
_
H
(1)
(x
0
)
_
Y. Take r
0
= 0. Clearly, x
0
is not a regu-
lar point of H. Then, y
0
Y 1
_
H
(1)
(x
0
)
_
. Let M = 1
_
H
(1)
(x
0
)
_
,
which is a closed subspace of Y by the assumption. Then, by Proposi-
tion 4.10, := inf
mM
|y
0
m| > 0. By Proposition 7.97, we have
= max
yM
, |y|1
y
, y
0
)), where the maximum is achieved at y
0

M
. Then, y
0
,=
Y
and, by Proposition 7.112, y
0
^
_
_
H
(1)
(x
0
)
_
_
.
The Lagrangian L is given by L(x, y
) = y
, H(x) )), (x, y
) Y
.
By Propositions 9.34, 9.41, 9.37, 9.44, and 9.45, L is (
1
at (x
0
, y
0
) and,
(u, v
) X Y
,
L
(1)
(x
0
, y
0
)(u, v
) = v
, H(x
0
) )) +
y
0
, H
(1)
(x
0
)u
__
=
__
_
H
(1)
(x
0
)
_
y
0
, u
__
=
X
, u)) = 0
where the second equality follows from that fact that x
0

c
. Hence,
L
(1)
(x
0
, y
0
) =
B(XY
,IR)
Proposition 10.23 Let X and Y be real Banach spaces, X, f : IR
be (
2
at x
0

, H : Y be (
2
at x
0
. Consider the optimization problem
(10.2). Assume that
(i) H(x
0
) =
Y
and 1
_
H
(1)
(x
0
)
_
Y is closed;
(ii) the Lagrangian L : Y
IR dened by L(x, y
) = f(x) +
y
, H(x) )), (x, y
) Y
0
, y
0
), where
y
0
Y
is a Lagrange multiplier;
(iii)

2
L
x
2
(x
0
, y
0
) is positive denite on the subspace M := ^
_
H
(1)
(x
0
)
_
,
that is, m (0, ) IR such that

2
L
x
2
(x
0
, y
0
)(h)(h) m|h|
2
,
h ^
_
H
(1)
(x
0
)
_
.
Then, x
0
is a point of relative strict minimum for f on the set
c
:= x
[ H(x) =
Y
.
Proof By Propositions 9.34, 9.37, 9.38, 9.41, 9.44, and 9.45, L is (
2
at (x
0
, y
0
). By Proposition 9.9 and (ii),
L
(1)
(x
0
, y
0
) =
_
L
x
(x
0
, y
0
)
L
y
(x
0
, y
0
)
_
=
B(XY
,IR)
Then,
0
(2)
(x), H
(2)
(x), and

2
L
x
2
(x, y
) exists,
x B
X
(x
0
,
0
) and y
B
Y
( y
0
,
0
), and, by Proposition 9.46,
2
L
x
2
is continuous at (x
0
, y
0
). Then,
1
(0,
0
] IR and c
1
[0, )
IR such that
_
_
_
2
L
x
2
(x, y
0
)

2
L
x
2
(x
0
, y
0
)
_
_
_ < m/5 and
_
_
H
(2)
(x)
_
_
c
1
,
x D
1
:= B
X
( x
0
,
1
). By Propositions 7.114 and 7.98 and (i), M
=
1
_
_
H
(1)
(x
0
)
_
_
is closed. Then, by Proposition 7.113, c
2
[0, ) IR
such that, x
1
_
_
H
(1)
(x
0
)
_
_
, there exists y
such that x
=
_
H
(1)
(x
0
)
_
and |y
| c
2
|x
|.
Claim 10.23.1 x
c
D
1
, h
0
M such that |x x
0
h
0
|
c
1
c
2
|xx
0
|
2
, |xx
0
|c
1
c
2
|xx
0
|
2
|h
0
| |xx
0
|+c
1
c
2
|xx
0
|
2
.
Proof of claim: Fix any x
c
D
1
. Then, H(x) = H(x
0
) =
Y
. By
Taylors Theorem 9.48, t
0
(0, 1) IR such that
_
_
H
(1)
(x
0
)(x x
0
)
_
_
=
_
_
H(x)H(x
0
)H
(1)
(x
0
)(xx
0
)
_
_
1
2
_
_
H
(2)
(t
0
x+(1t
0
)x
0
)
_
_
|xx
0
|
2
c
1
|x x
0
|
2
/2. By Proposition 7.97, we have inf
hM
|x x
0
h| =
max
xM
, |x|1
x
, x x
0
)), where the maximum is achieved at x
1

M
= 1
_
_
H
(1)
(x
0
)
_
_
with |x
1
| 1. Then, y
1
Y
such that
10.3. OPTIMIZATION WITH EQUALITY CONSTRAINTS 323
x
1
=
_
H
(1)
(x
0
)
_
y
1
and |y
1
| c
2
. By Proposition 7.68, M is closed.
Then, h
0
M such that |x x
0
h
0
| 2 inf
hM
|x x
0
h| =
2 x
1
, x x
0
)) = 2
y
1
, H
(1)
(x
0
)(x x
0
)
__
2 |y
1
|
_
_
H
(1)
(x
0
)(x
x
0
)
_
_
c
1
c
2
|x x
0
|
2
.
Then, |h
0
| |x x
0
| |x x
0
h
0
| |x x
0
| c
1
c
2
|x x
0
|
2
;
and |h
0
| |x x
0
| +|x x
0
h
0
| |x x
0
| +c
1
c
2
|x x
0
|
2
. This
Let c
3
=
_
_
_
2
L
x
2
(x
0
, y
0
)
_
_
_. Let (0,
1
] IR such that c
1
c
2
1/4,
c
2
1
c
2
2
(c
3
+ m/5)
2
m/5, and 5c
1
c
2
(c
3
+ m/5)/2 m/5. x
c

B
X
( x
0
, ), by Claim 10.23.1, h
0
M such that |xx
0
h
0
| c
1
c
2
|x
x
0
|
2
|x x
0
| /4, 3 |x x
0
| /4 |h
0
| 5 |x x
0
| /4. By Taylors
Theorem 9.48, t
1
(0, 1) IR such that
f(x) f(x
0
) = L(x, y
0
) L(x
0
, y
0
)
L
x
(x
0
, y
0
)(x x
0
)
=
1
2
2
L
x
2
(t
1
x + (1 t
1
)x
0
. .
x
, y
0
)(x x
0
)(x x
0
)
=
1
2
_
2
L
x
2
( x, y
0
)(h
0
)(h
0
) +

2
L
x
2
( x, y
0
)(x x
0
h
0
)(h
0
)
+
2
L
x
2
( x, y
0
)(h
0
)(x x
0
h
0
)
+
2
L
x
2
( x, y
0
)(x x
0
h
0
)(x x
0
h
0
)
_
1
2
_
2
L
x
2
(x
0
, y
0
)(h
0
)(h
0
) + (
2
L
x
2
( x, y
0
)

2
L
x
2
(x
0
, y
0
))(h
0
)(h
0
)
_
_
_
2
L
x
2
( x, y
0
)
_
_
_ (2 |x x
0
h
0
| |h
0
| +|x x
0
h
0
|
2
)
_
1
2
_
m|h
0
|
2
m|h
0
|
2
/5
_
_
_
_
2
L
x
2
( x, y
0
)

2
L
x
2
(x
0
, y
0
)
_
_
_
+
_
_
_
2
L
x
2
(x
0
, y
0
)
_
_
_
_
(2 |x x
0
h
0
| |h
0
| +|x x
0
h
0
|
2
)
_
1
2
_
4m
5
|h
0
|
2
(c
3
+m/5) (
5
2
c
1
c
2
|x x
0
|
3
+c
2
1
c
2
2
|x x
0
|
4
)
_
1
2
_
4m
5
9
16

m
5

m
5
_
|x x
0
|
2
=
m
40
|x x
0
|
2
Hence, x
0
c
. This
Proposition 10.24 Let X and Y be real Banach spaces, X, f : IR
be (
2
at x
0

, H : Y be (
2
at x
0
. Consider the optimization problem
(10.2). Assume that x
0
is a regular point of H and is a point of relative
minimum for f on the set
c
:= x [ H(x) =
Y
. Then, there exists
a Lagrange multiplier y
0
Y
such that
(i) the Lagrangian L : Y
IR dened by L(x, y
) = f(x) +
y
, H(x) )), (x, y
) Y
0
, y
0
);
(ii)

2
L
x
2
(x
0
, y
0
) is positive semi-denite on the subspace ^
_
H
(1)
(x
0
)
_
=:
M, that is,

2
L
x
2
(x
0
, y
0
)(h)(h) 0, h ^
_
H
(1)
(x
0
)
_
.
Proof Under the assumption of the proposition, by Proposition 10.21,
there exists a Lagrange multipler y
0
Y
such that (i) holds. We will show

that (ii) also holds by an argument of contradiction. Suppose (ii) does not
hold. Then, h
0
M with |h
0
| = 1 such that

2
L
x
2
(x
0
, y
0
)(h
0
)(h
0
) <
m < 0 for some m (0, ) IR. By Surjective Mapping Theorem 9.53,
r
1
(0, ) IR,
1
(0, ) IR, and c
1
[0, ) IR with c
1
1
r
1
such that y B
Y
(
Y
,
1
/2), x B
X
( x
0
, r
1
/2) with y = H( x), y
B
Y
( y,
1
/2), x B
X
(x
0
, r
1
) with |x x| c
1
|y y |, we have
y = H(x). By Propositions 9.34, 9.37, 9.38, 9.41, 9.44, and 9.45, L is (
2
at
(x
0
, y
0
). By Proposition 9.9 and (i),
L
(1)
(x
0
, y
0
) =
_
L
x
(x
0
, y
0
)
L
y
(x
0
, y
0
)
_
=
B(XY
,IR)
By Proposition 9.46, r
2
(0, r
1
] IR such that

2
L
x
2
(x, y
0
) exists and
_
_
_
2
L
x
2
(x, y
0
)
2
L
x
2
(x
0
, y
0
)
_
_
_ < m/5, x B
X
( x
0
, r
2
). Since H is (
2
at x
0
,
then c
2
[0, ) IR and r
3
(0, r
2
] IR such that
_
_
H
(2)
(x)
_
_
c
2
,
x B
X
( x
0
, r
3
). Let c
3
:=
_
_
_
2
L
x
2
(x
0
, y
0
)
_
_
_.
(0, r
3
/2) IR such that c
2
2
<
1
, c
1
c
2
/2 1/4, c
2
1
c
2
2
(c
3
+
m/5)
2
/4 m/5, and c
1
c
2
(c
3
+m/5) m/5. By Taylors Theorem 9.48,
t
0
(0, 1) IR such that
|H(x
0
+h
0
) | =
_
_
H(x
0
+h
0
) H(x
0
) H
(1)
(x
0
)h
0
_
_
1
2
_
_
H
(2)
(x
0
+t
0
h
0
)
_
_
2
c
2
2
/2 <
1
/2
Let y
:= H(x
0
+h
0
) B
Y
(
Y
,
1
/2) and x
:= x
0
+h
0
B
X
( x
0
, r
1
/2).
Note that y
= H( x
) and
Y
B
Y
( y
,
1
/2). Then, x
B
X
( x
0
, r
1
)
with |x
| c
1
| y
| c
1
c
2
2
/2 such that H(x
) =
Y
. Then,
we have |x
x
0
| |h
0
| |x
| c
1
c
2
2
/2 3/4; and
|x
x
0
| |h
0
| + |x
| + c
1
c
2
2
/2 5/4 < r
3
. Hence,
x

c
B
X
( x
0
, r
3
). By Taylors Theorem 9.48, t
1
(0, 1) IR such
that
f(x
) f(x
0
) = L(x
, y
0
) L(x
0
, y
0
)
L
x
(x
0
, y
0
)(x
x
0
)
=
1
2
2
L
x
2
(t
1
x
+ (1 t
1
)x
0
. .
x
, y
0
)(x
x
0
)(x
x
0
)
10.4. INEQUALITY CONSTRAINTS 325
=
1
2
_
2
L
x
2
( x, y
0
)( x
x
0
)( x
x
0
)
+
2
L
x
2
( x, y
0
)(x
)( x
x
0
) +

2
L
x
2
( x, y
0
)( x
x
0
)(x
)
+
2
L
x
2
( x, y
0
)(x
)(x
)
_
1
2
_
2
L
x
2
(x
0
, y
0
)(h
0
)(h
0
) +
2
(
2
L
x
2
( x, y
0
)
2
L
x
2
(x
0
, y
0
))(h
0
)(h
0
) +
_
_
_
2
L
x
2
( x, y
0
)
_
_
_ (2 |x
| |h
0
|
+|x
|
2
)
_
<
1
2
_
m
2
+m
2
/5 +
_
_
_
_
2
L
x
2
( x, y
0
)

2
L
x
2
(x
0
, y
0
)
_
_
_
+
_
_
_
2
L
x
2
(x
0
, y
0
)
_
_
_
_
(c
1
c
2
3
+c
2
1
c
2
2
4
/4)
_
1
2
_
4m
5

2
+ (c
3
+m/5) (c
1
c
2
3
+ c
2
1
c
2
2
4
/4)
_
1
2
_
4m
5

2
+
m
5

2
+
m
5

2
_
=
m
5

2
< 0
Thus, lim
0
+ x
= x
0
, x

c
, and f(x
) < f(x
0
), for suciently small
. Then, x
0
is not a point of relative minimum for f on the set
c
. This
contradicts with the assumption. Hence, (ii) must hold. This completes
10.4 Inequality Constraints
0
:= inf f(x)
subject to x
G(x)

=
Z
(10.3)
where X is a real normed linear spaces, X is a set, f : IR is a
functional, Z is a real normed linear space with a positive cone P Z, and
G : Z is a function.
Theorem 10.25 (Generalized Kuhn-Tucker Theorem) Let X be a
real Banach space, X, x
0

, Z be a real Banach space with a posi-

tive cone P Z, and f : IR and G : Z be (
1
at x
0
. Consider the
optimization problem (10.3). Assume that x
0
is a regular point of G and is
a point of relative minimum for f on the set
c
:=
_
x
G(x)

=
Z
_
.
Then, there exists a Lagrange multiplier z
0
Z
with z
0
=
Z
such that
the Lagrangian L : IR dened by L(x) = f(x) +z
0
, G(x) )), x ,
is stationary at x
0
and z
0
, G(x
0
) )) = 0.
Proof Consider the small variation equivalent problem of (10.3) at
x
0
:

0
:= inf f
(1)
(x
0
)u
subject to u X
G(x
0
) +G
(1)
(x
0
)u

=
Z
(10.4)
This problem is convex, and belongs to the class of problems studied in
Section 8.8. The primal function for (10.4) is :

IR
e
, where
:=
_
z Z
u X G(x
0
) +G
(1)
(x
0
)u

= z
_
(10.5a)
( z) = inf
uX, G(x0)+G
(1)
(x0)u
= z
f
(1)
(x
0
)u; z

(10.5b)
Since G
(1)
(x
0
) B(X, Z) is surjective, then

= Z. Note that
0
= (
Z
).
Since x
0

c
, then z
0
:= G(x
0
)

=
Z
. Hence,
0
0.
Claim 10.25.1
0
= 0.
Proof of claim: We will prove this using an argument of contra-
diction. Suppose
0
< 0. Then, u
0
X with |u
0
| > 0 such that
f
(1)
(x
0
)u
0
= m|u
0
| < 0 and G(x
0
) + G
(1)
(x
0
)u
0
=
Z
. By Surjec-
tive Mapping Theorem 9.53, r
1
(0, ) IR,
1
(0, ) IR,
and c
1
[0, ) IR with c
1
1
r
1
such that z B
Z
( z
0
,
1
/2),
x B
X
( x
0
, r
1
/2) with z = G( x), z B
Z
( z,
1
/2), x B
X
( x
0
, r
1
)
with |x x| c
1
|z z |, we have z = G(x). Let c
2
:=
_
_
G
(1)
(x
0
)
_
_
and
c
3
:=
_
_
f
(1)
(x
0
)
_
_
. By f and G being (
1
at x
0
, r
2
(0, r
1
] IR such that
x B
X
( x
0
, r
2
),
_
_
f
(1)
(x) f
(1)
(x
0
)
_
_
< m/3 and
_
_
G
(1)
(x) G
(1)
(x
0
)
_
_
<
m
3 (1+c1+c1 (c3+m/3))
.
(0, 1) IR such that |u
0
| < r
2
/2, (c
2
+ m/3) |u
0
| <
1
/2,
and m|u
0
| /3 < r
2
/2. By Mean Value Theorem 9.23, t
0
(0, 1) IR
such that
_
_
G(x
0
+ u
0
) G(x
0
) G
(1)
(x
0
)u
0
_
_

_
_
(G
(1)
(x
0
+ t
0
u
0
)
G
(1)
(x
0
)) (u
0
)
_
_
<
m
3 (1+c1+c1 (c3+m/3))
|u
0
| <
1
/2. Let x
:= x
0
+
u
0
B
X
( x
0
, r
2
/2), z
:= G( x
), and z
:= G(x
0
) + G
(1)
(x
0
)u
0

B
Z
( z
,
1
/2). Note that | z
z
0
|
_
_
G(x
0
+u
0
)G(x
0
)G
(1)
(x
0
)u
0
_
_
+
_
_
G
(1)
(x
0
)u
0
_
_
< c
2
|u
0
| +
m
3 (1+c1+c1 (c3+m/3))
|u
0
| <
1
/2 and z

B
Z
( z
0
,
1
/2). Then, x
B
X
( x
0
, r
1
) with |x
| c
1
|z
|
c1m
3 (1+c1+c1 (c3+m/3))
|u
0
| < r
2
/2 such that z
= G(x
). Note that G(x
) =
z
= (1 )G(x
0
) +(G(x
0
) +G
(1)
(x
0
)u
0
)

=
Z
. Then, x

c
. Note also
that x
B
X
( x
0
, r
2
). By Mean Value Theorem 9.20, t
1
, t
2
(0, 1) IR
such that
f(x
) f(x
0
) = f(x
) f( x
) +f( x
) f(x
0
)
= f
(1)
(t
1
x
+ (1 t
1
) x
) (x
) +f
(1)
(x
0
+t
2
u
0
)u
0
(
_
_
f
(1)
(x
0
)
_
_
+
_
_
f
(1)
(t
1
x
+ (1 t
1
) x
) f
(1)
(x
0
)
_
_
) |x
|
+f
(1)
(x
0
)u
0
+
_
_
f
(1)
(x
0
+t
2
u
0
) f
(1)
(x
0
)
_
_
|u
0
|
m |u
0
| + (c
3
+m/3)
c
1
m
3 (1 +c
1
+c
1
(c
3
+m/3))
|u
0
|
+m |u
0
| /3 < m |u
0
| /3 < 0
Note that |x
x
0
| |x
| + |u
0
| < (1 + m/3) |u
0
|. Then,
we have shown that f(x
) < f(x
0
), x

c
, and lim
0
+ x
= x
0
. This
contradicts with the assumption that x
0
is a point of relative minimum for
f on
c
. Hence,
0
= 0.
Then, (
Z
) = 0. By Fact 8.52, : Z IR is real-valued and convex.
Next, we will show that is continuous at
Z
by Proposition 8.22.
By Proposition 7.113, c
4
[0, ) IR, z Z, u X such that
z = G
(1)
(x
0
) u and | u| c
4
| z |. Then, G(x
0
)+G
(1)
(x
0
) u = G(x
0
)+ z

= z
and f
(1)
(x
0
) u
_
_
f
(1)
(x
0
)
_
_
| u| c
4
_
_
f
(1)
(x
0
)
_
_
| z |. This implies
that z B
Z
(
Z
, 1/2), ( z) c
4
_
_
f
(1)
(x
0
)
_
_
/2 =: r
0
1/2. Then,
B
IRZ
(( r
0
,
Z
) , 1/2) [ , Z]. Hence, (r
0
,
Z
)
_
,

. By Proposi-
tion 8.22, is continuous at
Z
. By Proposition 8.23, is continuous.
0 =
0
= (
Z
) = max
z
conj
(
conj
(z
))
where

conj
and
conj
:

conj
IR are the conjugate set and conju-
gate functional of . By Fact 8.53,

conj
P
. Let the maximum

be achieved at z
0

conj
, where z
0
=
Z
. Dene : P
IR
e
by (z
) = sup
z
( z
, z )) (z)), z
. By Fact 8.54, we have

max
z
conj
(
conj
(z
)) = max
zP
( (z
)), where both maximums are

achieved at z
0
, and z
,
(z
) = inf
uX
(f
(1)
(x
0
)u +
, G(x
0
) +G
(1)
(x
0
)u
__
)
Then, we have
0 =
0
= max
z
=
Z
inf
uX
(f
(1)
(x
0
)u +
, G(x
0
) +G
(1)
(x
0
)u
__
)
where the maximum is achieved at z
0
. This implies that z
0
, G(x
0
) )) +
inf
uX
__
f
(1)
(x
0
) +
_
G
(1)
(x
0
)
_
z
0
, u
__
= 0 by Proposition 8.37. For the
inmum to be nite, we must have f
(1)
(x
0
)+
_
G
(1)
(x
0
)
_
z
0
=
X
. Hence,
the Lagrangian L is stationary at x
0
. Then, 0 = z
0
, G(x
0
) )).
Proposition 10.26 Let X be a real Banach space, Y be a real Banach space
with a positive cone P Y, and A B(X, Y) be surjective. Then,
(A
inv
(P))
= A
(P
)
Proof x
(P
), y
such that x
= A
. x A
inv
(P),
we have Ax P. Then, x
, x)) = A
, x)) = y
, Ax)) 0. By the
arbitrariness of x, x
(A
inv
(P))
, we have
A
(P
) (A
inv
(P))
.
On the other hand, x any x
(A
inv
(P))
. x ^ ( A), x A
inv
(P),
since
Y
P. Then, x
, x)) 0. Since x ^ ( A) as well,

then x
, x)) = 0. Hence, x
(^ ( A))
(^ ( A))
= 1( A
). Then, y
such that x
= A
. y P,
since A is surjective, then x A
inv
(P) such that y = Ax. Then, we have
y
, y )) = y
, Ax)) = A
, x)) = x
, x)) 0. By the arbitrariness

of y, we have y
. Then, x
(P
). By the arbitrariness of x
, we
have (A
inv
(P))
(P
).
Therefore, we have A
(P
) = (A
inv
(P))

the proposition. 2
Next, we present the second-order sucient condition for a relative strict
minimum point in the optimization problem (10.3) with inequality con-
straints.
Proposition 10.27 Let X be a real Banach space, X, x
0

, Z
be a real Banach space with a positive cone P Z, and f : IR and
G : Z be (
2
at x
0
. Consider the optimization problem (10.3). Assume
that
(i) G(x
0
)

=
Z
and x
0
is regular point of G;
(ii) z
0
P
is the Lagrange multiplier, the Lagrangian L : IR

dened by L(x) = f(x) +z
0
, G(x) )), x , is stationary at x
0
;
(iii) z
0
, G(x
0
) )) = 0;
(iv) m (0, ) IR such that L
(2)
(x
0
)(u)(u) m|u|
2
, u M
c
:=
_
u X
G(x
0
) + G
(1)
(x
0
)u

=
Z
_
, that is, L
(2)
(x
0
) is positive
denite on the set M
c
.
Then, x
0
is a point of relative strict minimum of f on the set
c
:=
_
x
X
G(x)

=
Z
_
.
Proof By Propositions 9.34, 9.37, 9.40, 9.41, 9.44, and 9.45, L is
(
2
at x
0
. By (ii), L
(1)
(x
0
) =
B(X,IR)
=
X
. Then,
0
(0, ) IR
such that f
(2)
(x), G
(2)
(x), and L
(2)
(x) exist, x B
X
( x
0
,
0
) and
L
(2)
is continuous at x
0
. Then,
1
(0,
0
] IR and c
1
[0, ) IR
such that
_
_
L
(2)
(x) L
(2)
(x
0
)
_
_
< m/5 and
_
_
G
(2)
(x)
_
_
c
1
, x D
1
:=
B
X
( x
0
,
1
). By Propositions 7.114 and 7.98 and (i), (^
_
G
(1)
(x
0
)
_
)
=
1
_
_
G
(1)
(x
0
)
_
_
is closed. Then, by Proposition 7.113, c
2
[0, ) IR
such that, x
1
_
_
G
(1)
(x
0
)
_
_
, there exists z
such that x
=
_
G
(1)
(x
0
)
_
and |z
| c
2
|x
|.
Claim 10.27.1 x
c
D
1
, h
0
M
c
such that |x x
0
h
0
|
c
1
c
2
|x x
0
|
2
and |x x
0
| c
1
c
2
|x x
0
|
2
|h
0
| |x x
0
| +
c
1
c
2
|x x
0
|
2
.
Proof of claim: Fix any x
c
D
1
. Then, G(x)

=
Z
. It is easy to see
that M
c

X
is a nonempty closed convex set. Then, by Proposition 8.15,
we have 0

:= inf
hMc
|x x
0
h| = max
xMcsupp
, |x|1
(x
, x
x
0
)) g(x
)) 0, where g : M
csupp
IR is the support functional of
M
c
, M
csupp
:= x
[ sup
uMc
x
, u)) < +, and g(x
) =
sup
uMc
x
, u)), x
M
csupp
.
We will show that M
csupp
((G
(1)
(x
0
))
inv
(P))
. Fix any x
M
csupp
.
u (G
(1)
(x
0
))
inv
(P), we have G
(1)
(x
0
)u

=
Z
. [0, ) IR, it is easy
to show that u M
c
. Suppose x
, u)) < 0. Then, sup

uMc
x
, u))
sup
[0,)IR
x
, u)) = +. This implies that x
, M
csupp
, which is
a contradiction. Hence, we must have x
, u)) 0. By the arbitrariness

of u, we have x
((G
(1)
(x
0
))
inv
(P))
, we have
M
csupp
((G
(1)
(x
0
))
inv
(P))
.
Then,

= x
0
, x x
0
)) g(x
0
) for some x
0
M
csupp

((G
(1)
(x
0
))
inv
(P))
with |x
0
| 1. By (i) and Proposition 10.26, we
have x
0
(G
(1)
(x
0
))
(P
) 1
_
(G
(1)
(x
0
))
_
. Then, z
1
Z
such that
x
0
= (G
(1)
(x
0
))
z
1
and |z
1
| c
2
|x
0
| c
2
. This further implies that
z
1
, G
(1)
(x
0
)(x x
0
)
__
sup
uMc
z
1
, G
(1)
(x
0
)u
__
=
z
1
, G(x) +G(x
0
) +G
(1)
(x
0
)(x x
0
)
__
sup
uMc
z
1
, G(x) +G(x
0
) +G
(1)
(x
0
)u
__
where the second equality follows from Proposition 8.37. By (i), we have
1
_
G
(1)
(x
0
)
_
= Z and u
1
X such that G
(1)
(x
0
)u
1
= G(x) G(x
0
).
It is easy to see that u
1
M
c
since x
c
and G(x)

=
Z
. Then,
z
1
, G(x) +G(x
0
) +G
(1)
(x
0
)(x x
0
)
__
.
By Taylors Theorem 9.48, t
0
(0, 1) IR such that
_
_
G(x) G(x
0
)
G
(1)
(x
0
)(xx
0
)
_
_
1
2
_
_
G
(2)
(t
0
x+(1t
0
)x
0
)
_
_
|xx
0
|
2
c
1
|xx
0
|
2
/2.
Then, we have

|z
1
|
_
_
G(x) G(x
0
) G
(1)
(x
0
)(x x
0
)
_
_
c
1
c
2
|x
x
0
|
2
/2. Since M
c
is closed, then h
0
M
c
such that |x x
0
h
0
|
2
c
1
c
2
|x x
0
|
2
.
Then, |h
0
| |x x
0
| |x x
0
h
0
| |x x
0
| c
1
c
2
|x x
0
|
2
;
and |h
0
| |x x
0
| +|x x
0
h
0
| |x x
0
| +c
1
c
2
|x x
0
|
2
. This
Let c
3
=
_
_
L
(2)
(x
0
)
_
_
. Let (0,
1
] IR such that c
1
c
2
1/4,
c
2
1
c
2
2
(c
3
+ m/5)
2
m/5, and 5c
1
c
2
(c
3
+ m/5)/2 m/5. x
c

B
X
( x
0
, ), by Claim 10.27.1, h
0
M
c
such that |xx
0
h
0
| c
1
c
2
|x
x
0
|
2
|xx
0
| /4 and 3 |xx
0
| /4 |h
0
| 5 |xx
0
| /4. By Taylors
Theorem 9.48, t
1
(0, 1) IR such that
f(x) f(x
0
) L(x) L(x
0
) L
(1)
(x
0
)(x x
0
)
=
1
2
L
(2)
(t
1
x + (1 t
1
)x
0
. .
x
)(x x
0
)(x x
0
)
=
1
2
_
L
(2)
( x)(h
0
)(h
0
) +L
(2)
( x)(x x
0
h
0
)(h
0
)
+L
(2)
( x)(h
0
)(x x
0
h
0
) +L
(2)
( x)(x x
0
h
0
)(x x
0
h
0
)
_
1
2
_
L
(2)
(x
0
)(h
0
)(h
0
) + (L
(2)
( x) L
(2)
(x
0
))(h
0
)(h
0
)
_
_
L
(2)
( x)
_
_
(2 |x x
0
h
0
| |h
0
| +|x x
0
h
0
|
2
)
_
1
2
_
m|h
0
|
2
m|h
0
|
2
/5
__
_
L
(2)
( x) L
(2)
(x
0
)
_
_
+
_
_
L
(2)
(x
0
)
_
_
_
(2 |x x
0
h
0
| |h
0
| +|x x
0
h
0
|
2
)
_
1
2
_
4m
5
|h
0
|
2
(c
3
+m/5) (
5
2
c
1
c
2
|x x
0
|
3
+c
2
1
c
2
2
|x x
0
|
4
)
_
1
2
_
4m
5
9
16

m
5

m
5
_
|x x
0
|
2
=
m
40
|x x
0
|
2
Hence, x
0
c
. This
Proposition 10.28 Let X be a real Banach space, X, x
0

, Z
be a real Banach space with a positive cone P Z, and f : IR and
G : Z be (
2
at x
0
. Consider the optimization problem (10.3). Assume
that x
0
is a regular point of G and a point of relative minimum for f on the
set
c
:=
_
x X
G(x)

=
Z
_
. Then, there exists a Lagrange multiplier
z
0
P
such that
(i) the Lagrangian L : IR dened by L(x) = f(x) + z
0
, G(x) )),
x , is stationary at x
0
and z
0
, G(x
0
) )) = 0;
(ii) L
(2)
(x
0
) is positive semi-denite on the subspace ^
_
G
(1)
(x
0
)
_
=: M,
that is, G
(2)
(x
0
)(h)(h) 0, h ^
_
G
(1)
(x
0
)
_
.
Proof By the Generalized Kuhn-Tucker Theorem 10.25, there exists
a Lagrange multiplier z
0
Z
with z
0
=
Z
such that (i) holds. We
will show that (ii) also holds by an argument of contradiction. Suppose (ii)
does not hold. Then, h
0
M with |h
0
| = 1 such that L
(2)
(x
0
)(h
0
)(h
0
) <
m < 0 for some m (0, ) IR. Let z
0
:= G(x
0
) Z. By Surjective
Mapping Theorem 9.53, r
1
(0, ) IR,
1
(0, ) IR, and c
1

[0, ) IR with c
1
1
r
1
such that z B
Z
( z
0
,
1
/2), x B
X
( x
0
, r
1
/2)
with z = G( x), z B
Z
( z,
1
/2), x B
X
(x
0
, r
1
) with |x x|
c
1
|z z |, we have z = G(x). By Propositions 9.34, 9.37, 9.40, 9.41,
9.44, and 9.45, L is (
2
at x
0
. By (i), L
(1)
(x
0
) =
B(X,IR)
=
X
. Then,
r
2
(0, r
1
] IR such that L
(2)
(x) exists and
_
_
L
(2)
(x) L
(2)
(x
0
)
_
_
<
m/5, x B
X
(x
0
, r
2
). Since G is (
2
at x
0
, then c
2
[0, ) IR
and r
3
(0, r
2
] IR such that
_
_
G
(2)
(x)
_
_
c
2
, x B
X
( x
0
, r
3
). Let
c
3
:=
_
_
L
(2)
(x
0
)
_
_
.
(0, r
3
/2) IR such that c
2
2
<
1
, c
1
c
2
/2 1/4, c
2
1
c
2
2
(c
3
+
m/5)
2
/4 m/5, and c
1
c
2
(c
3
+m/5) m/5. By Taylors Theorem 9.48,
t
0
(0, 1) IR such that
|G(x
0
+h
0
) z
0
| =
_
_
G(x
0
+h
0
) G(x
0
) G
(1)
(x
0
)h
0
_
_
1
2
_
_
G
(2)
(x
0
+t
0
h
0
)
_
_
2
c
2
2
/2 <
1
/2
Let z
:= G(x
0
+h
0
) B
Z
(z
0
,
1
/2) and x
:= x
0
+h
0
B
X
( x
0
, r
1
/2).
Note that z
= G( x
) and z
0
B
Z
( z
,
1
/2). Then, x
B
X
( x
0
, r
1
)
with |x
| c
1
|z
0
z
| c
1
c
2
2
/2 such that G(x
) = z
0
. Then,
we have |x
x
0
| |h
0
| |x
| c
1
c
2
2
/2 3/4; and
|x
x
0
| |h
0
| + |x
| + c
1
c
2
2
/2 5/4 < r
3
. Hence,
x

c
B
X
( x
0
, r
3
). By Taylors Theorem 9.48, t
1
(0, 1) IR such
that
f(x
) f(x
0
) = L(x
) L(x
0
) L
(1)
(x
0
)(x
x
0
) z
0
, G(x
) ))
+ z
0
, G(x
0
) )) = L(x
) L(x
0
) L
(1)
(x
0
)(x
x
0
)
=
1
2
L
(2)
(t
1
x
+ (1 t
1
)x
0
. .
x
)(x
x
0
)(x
x
0
)
=
1
2
_
L
(2)
( x)( x
x
0
)( x
x
0
) +L
(2)
( x)(x
)( x
x
0
)
+L
(2)
( x)( x
x
0
)(x
) + L
(2)
( x)(x
)(x
)
_
1
2
_
2
L
(2)
(x
0
)(h
0
)(h
0
) +
2
(L
(2)
( x) L
(2)
(x
0
))(h
0
)(h
0
)
+
_
_
L
(2)
( x)
_
_
(2 |x
| |h
0
| +|x
|
2
)
_
<
1
2
_
m
2
+m
2
/5 +
__
_
L
(2)
( x) L
(2)
(x
0
)
_
_
+
_
_
L
(2)
(x
0
)
_
_
_
(c
1
c
2
3
+c
2
1
c
2
2
4
/4)
_
1
2
_
4m
5

2
+ (c
3
+m/5) (c
1
c
2
3
+c
2
1
c
2
2
4
/4)
_
1
2
_
4m
5

2
+
m
5

2
+
m
5

2
_
=
m
5

2
< 0
Thus, lim
0
+ x
= x
0
, x

c
, and f(x
) < f(x
0
), for suciently small
. Then, x
0
is not a point of relative minimum for f on the set
c
. This
contradicts with the assumption. Hence, (ii) must hold. This completes
Chapter 11
General Measure and
Integration
11.1 Measure Spaces
Denition 11.1 A measurable space ( X, B) is a set X and a -algebra
B (of subsets of X) on X. A subset A X is said to be B-measurable
if A B, or simply measurable when no confusion may arise from the
context.
Denition 11.2 Let (X, B) be a measurable space. A measure on
( X, B) is a nonnegative extended real-valued function on B, i. e. a map-
ping : B [0, ] IR
e
, such that
(i) () = 0;
(ii) (
_
i=1
E
i
) =
i=1
(E
i
), where the sequence ( E
i
)
i=1
B are disjoint.
Then, the triple ( X, B, ) is called a measure space.
Fact 11.3 Let ( X, B, ) be a measure space. Then, is nitely additive,
i. e., (
n
i=1
E
i
) =
n
i=1
(E
i
), where n Z
+
and ( E
i
)
n
i=1
B is pair-
wise disjoint.
Proof Consider the sequence of measurable sets ( E
i
)
i=1
B, with
E
i
= , i = n+1, n+2, . . .. Clearly, the sets in ( E
i
)
i=1
are pairwise disjoint.
Therefore, (
n
i=1
E
i
) = (
i=1
E
i
) =
i=1
(E
i
) =
n
i=1
(E
i
).
Proposition 11.4 Let ( X, B, ) be a measure space. A, B B such that
A B, then, (A) (B).
333
334 CHAPTER 11. GENERAL MEASURE AND INTEGRATION
Proof The set B

A B since B is a -algebra. Note that A
_
B
A
_
= , then, (B) =
_
A
_
B

A
__
= ( A) +
_
B

A
_
(A),
by Fact 11.3. This completes the proof of the proposition. 2
Proposition 11.5 Let ( X, B, ) be a measure space. A sequence
( E
n
)
n=1
B is such that E
n
E
n+1
, n = 1, 2, . . .. If (E
1
) < +,
then, lim
nIN
(E
n
) = (
n=1
E
n
).
Proof Let E =
n=1
E
n
B. Then,

E =
n=1
E
n
B. Note that
E
1
= E
_
n=1
_
E
n

E
n+1
__
. Clearly, the right-hand-side of the above
equality is a disjoint union of measurable sets. Therefore,
( E
1
) = (E) +
n=1
_
E
n

E
n+1
_
(11.1)
On the other hand, note that E
n
= E
n+1
_
E
n

E
n+1
_
, n = 1, 2, . . .,
which implies that (E
n
) = (E
n+1
) +
_
E
n

E
n+1
_
, since the two
sets on the right-hand-side of the above equality are disjoint, and all three
numbers are nite by Proposition 11.4.
Then, substituting the above equality into (11.1) yields ( E
1
) =
(E) +
n=1
( (E
n
) ( E
n+1
) ) = (E) + ( E
1
) lim
nIN
( E
n
).
Since ( E
1
) < +, then ( E) < + by Proposition 11.4 and E E
1
.
Therefore, we have lim
nIN
(E
n
) = (E).
Proposition 11.6 Let ( X, B, ) be a measure space. A sequence
( E
n
)
n=1
B. Then, (
n=1
E
n
)
n=1
( E
n
).
Proof Let G
1
= E
1
, G
n
= E
n

_
n1
i=1
E
i
_
, n = 2, 3, . . .. Then,
( G
n
)
n=1
is a sequence of disjoint and measurable subsets of X. Therefore,
(
i=1
G
i
) =
i=1
(G
i
). Note that,
n
i=1
G
i
=
n
i=1
E
i
, n = 1, 2, . . ..
Therefore,
i=1
G
i
=
i=1
E
i
. Thus,
(
_
i=1
E
i
) =
i=1
( G
i
) (11.2)
By Proposition 11.4, G
n
E
n
implies that ( G
n
) ( E
n
), n = 1, 2, . . ..
Applying these inequalities in the equality (11.2), yields (
i=1
E
i
)
i=1
( E
i
).
Proposition 11.7 Let (X, B, ) be a measure space and (A
i
)
i=1
B with
A
i
A
i+1
, i IN. Then, (
i=1
A
i
) = lim
iIN
(A
i
) IR
e
.
11.1. MEASURE SPACES 335
Proof Let A :=
i=1
A
i
B. Note that A = A
1
(
i=1
(A
i+1

A
i
)), where the sets in the union are pairwise disjoint. Then, by countable
additivity of measure, (A) = (A
1
)+
i=1
(A
i+1
A
i
) = lim
nIN
((A
1
)+
n
i=1
(A
i+1
A
i
)) = lim
nIN
(A
n+1
) = lim
iIN
(A
i
), where the third
equality follows from Fact 11.3. This completes the proof of the proposition.
2
Proposition 11.8 Let (X, B, ) be a measure space. Then, E
1
, E
2
B
with (E
1
E
2
) = 0, we have (E
1
) = (E
2
).
Proof 0 = (E
1
E
2
) = (E
1
E
2
) +(E
2
E
1
). Then, (E
1
E
2
) =
(E
2
E
1
) = 0. Hence, we have (E
1
) = (E
1
E
2
) +(E
1
E
2
) = (E
1
E
2
) +(E
2
E
1
) = (E
2
Lemma 11.9 (Borel-Cantelli) i1 Let (X, B, ) be a measure space and
( E
n
)
n=1
B. Assume that
n=1
(E
n
) < . Then, (G) :=
(
nIN
m=n
E
m
) = 0.
Proof (0, ) IR, N IN such that
n=N
(E
n
) < .
Then, 0 (G) (
m=N
E
m
)

m=N
(E
m
) < , where the second
inequality follows from Proposition 11.4; and the third inequality follows
from Proposition 11.6. By the arbitrariness of , we have (G) = 0. This
The set
nIN
m=n
E
m
is equal to the set of elements that is in E
n
,
n IN, innitely often. The book Williams (1991) uses the notation
limsup
nIN
E
n
to denote this set. The book Williams (1991) also uses the
notation liminf
nIN
E
n
to denote the set
nIN
m=n
E
m
, which is equals
to the set of elements that is in all of E
m
, m IN with n m, eventually.
We will not formally use these notations. But, these sets are very important
in the study of probability measure spaces.
Denition 11.10 Let ( X, B, ) be a measure space. is said to be nite if
(X) < +. is said to be -nite if there exists a sequence of measurable
subsets of X, ( X
n
)
n=1
, such that
n=1
X
n
= X and ( X
n
) < +, n =
1, 2, . . ..
A set E X is said to be of nite measure, if E B, and (E) < +.
A set E X is said to be of -nite measure, if there exists a sequence of
measurable subsets of X, (E
n
)
n=1
, such that
n=1
E
n
= E and (E
n
) <
+, n = 1, 2, . . ..
Denition 11.11 Let ( X, B, ) be a measure space. It is said to be com-
plete if A, E X, with A E, E B, and (E) = 0, then, A B.
Proposition 11.12 Let (X, B, ) be a measure space. Then, there is a
unique complete measure space ( X, B
0
,
0
) such that
(i) B B
0
;
(ii) E B, (E) =
0
(E);
(iii) E X, E B
0
if, and only if, E = A B, where A, B X with
B B, and there exists a C B, such that A C and (C) = 0.
Then, ( X, B
0
,
0
) is said to be the completion of ( X, B, ).
Furthermore, let ( X, B
1
,
1
) be another complete measure space that
satises (i) and (ii), then, B
0
B
1
and
0
(E) =
1
(E), E B
0
.
Proof Dene B
0
to be the collection of subsets of X as the following.
B
0
=
_
E X
there exists A, B, C X such that E = A B,

B, C B, (C) = 0, and A C
_
E B, let A = , B = E, and C = . Then, E = A B, B, C B,
(C) = 0, and A C. Therefore, E B
0
. Hence, B B
0
.
The collection B
0
form a -algebra on X, which is proved in the follow-
ing.
E
1
, E
2
B
0
, there exist A
1
, B
1
, C
1
, A
2
, B
2
, C
2
X such thatE
1
=
A
1
B
1
, E
2
= A
2
B
2
, B
1
, C
1
, B
2
, C
2
B, (C
1
) = (C
2
) = 0, and
A
1
C
1
, A
2
C
2
. Then, E
1
E
2
= (A
1
A
2
) ( B
1
B
2
). The
sets B
1
B
2
, C
1
C
2
B, and A
1
A
2
C
1
C
2
. The sequence of
inequalities holds, 0 ( C
1
C
2
) (C
1
) + ( C
2
) 0, where the
rst one follows from Proposition 11.4, and the second one follows from
Proposition 11.6. This further implies that (C
1
C
2
) = 0. By the
denition of B
0
, E
1
E
2
B
0
.
Note that

E
1
=

B
1

A
1
=

B
1

__
A
1

C
1
_

C
1
_
, since

C
1

A
1
.
This implies that

E
1
=
_
B
1
A
1
C
1
__
B
1
C
1
_
. Since

B
1
C
1
B
and

B
1
A
1

C
1
_
=

B
1

A
1
C
1
C
1
and (C
1
) = 0, then,

E
1
B
0
.
Therefore, B
0
form an algebra on the set X.
Consider an arbitrary sequence (E
n
)
n=1
B
0
. Then, there exists
A
n
, B
n
, C
n
X, such that E
n
= A
n
B
n
, B
n
, C
n
B, A
n
C
n
, and
(C
n
) = 0, n = 1, 2, . . .. Then,
n=1
E
n
= (
n=1
A
n
) (
n=1
B
n
). Since
B is a -algebra, then,
n=1
B
n
B and
n=1
C
n
B. Furthermore,
n=1
A
n

n=1
C
n
and 0 (
n=1
C
n
)

n=1
(C
n
) = 0. Then,
n=1
E
n
B
0
.
This proves that B
0
is a -algebra.
Dene a mapping
0
: B
0
[0, ] IR
e
as following. E B
0
, there
exists A, B, C X such that E = A B, B, C B, A C, and (C) = 0.
0
( E) := (B).
The mapping
0
is well dened because of the following. E B
0
, let
A
1
, A
2
, B
1
, B
2
, C
1
, C
2
X be such that,
E = A
1
B
1
= A
2
B
2
11.1. MEASURE SPACES 337
B
1
, C
1
, B
2
, C
2
B
(C
1
) = (C
2
) = 0 A
1
C
1
A
2
C
2
Then, ( B
1
) =
__
B
1
B
2
_
( B
1
B
2
)
_
=
_
B
1
B
2
_
+( B
1
B
2
)
_
B
1

B
2
_
+( B
2
), where the last inequality follows from Proposition
11.4.
Since A
1
B
1
= A
2
B
2
= E implies that

B
2
( A
1
B
1
) =

B
2
(A
2
B
2
) =

B
2
A
2
C
2
, then

B
2
B
1

_
B
2
B
1
_
B
2
A
1
_
C
2
. By
Proposition 11.4, this implies that
_
B
2
B
1
_
= 0. Therefore, (B
1
)
( B
2
).
By an argument similar to the above, it can be concluded that (B
2
)
( B
1
). Combining the two inequalities, yields ( B
2
) = (B
1
).
This shows that
0
(E) is well dened.
E B B
0
, E = E , then,
0
(E) = (E). This proves that
0
agrees with on B.
In the following, it will be shown that the nonnegative, extended real-
valued function
0
denes a measure on the measurable space ( X, B
0
).
Since B, then
0
( ) = () = 0.
Consider any sequence of subsets ( E
n
)
n=1
B
0
, which are pairwise dis-
joint. There exists A
n
, B
n
, C
n
X, such that E
n
= A
n
B
n
, B
n
, C
n
B,
A
n
C
n
, and (C
n
) = 0, n = 1, 2, . . .. Since B
n
E
n
, n = 1, 2, . . .,
then, ( B
n
)
n=1
are pairwise disjoint. Hence, (
n=1
B
n
) =
n=1
( B
n
).
Since
n=1
E
n
= (
n=1
A
n
) (
n=1
B
n
),
n=1
A
n

n=1
C
n
, 0
(
n=1
C
n
)

n=1
(C
n
) = 0, and
n=1
B
n
,
n=1
C
n
B then,
0
(
n=1
E
n
) = (
n=1
B
n
) =
n=1
(B
n
) =
n=1
0
(E
n
). This
proves that
0
is countably additive for disjoint B
0
-measurable sets.
Hence,
0
is a measure on ( X, B
0
).
In the following, it is proved that (X, B
0
,
0
) is a complete measure
space.
E
0
X, such that there exists E B
0
with E
0
E and
0
( E) = 0.
Then, there exists A, B, C X such that E = A B, B, C B, A C,
and (C) = 0, by the denition of B
0
and E B
0
0
,
we have
0
(E) = (B) = 0. Hence, E
0
= E
0
and E
0
AB C B.
Since , C B B, and 0 (C B) (C) +(B) = 0, then E
0
B
0
.
This proves that ( X, B
0
,
0
) is complete.
Let ( X, B
1
,
1
) be any complete measure space that satises the (i)
and (ii). It is shown in the following that B
0
B
1
by an argument of
contradiction. Suppose there exist a set E B
0
B
1
, then, E , B. Since
E B
0
, then, there exists A, B, C X, such that E = A B, A C,
B, C B, and (C) = 0. This implies B, C B
1
and
1
(C) = (C) = 0.
Hence, A , B
1
, otherwise, we have E B
1
. But, A C, with
1
(C) = 0,
which contradicts the fact that (X, B
1
,
1
) being complete.
Therefore, we have B
0
B
1
.
E B
0
, there exists A, B, C X, such that E = A B, A C,
B, C B, and (C) = 0. Then,
0
(E) = (B) =
1
(B)
1
(E)
1
( B C)
1
(B) +
1
(C) = (B), where Propositions 11.4 and 11.6
have been applied. Therefore,
0
and
1
agrees on the -algebra B
0
.
Hence, ( X, B
0
,
0
) is a complete measure space that satises (i), (ii),
and (iii). It is the unique such space since B
0
is unique by (iii), then
0
is also unique since any complete measure space ( X, B
0
,
1
) satisfying (i)
and (ii) will be such that
1
(E) =
0
(E), E B
0
.
Proposition 11.13 Let A := (X, B, ) be a measure space, A B,

B B
be a -algebra on X, and B
A
:= C A [ C B. Then, the following
statements hold.
(i) (X,

B, [
B
) and / := (A, B
A
, [
BA
) are measure spaces. The measure
space / is said to be the subspace of the measure space A.
(ii) If, in addition, A is complete, then / is also complete.
(iii) Let

A := (X,

B, ) be the completion of A as dened in Proposi-
tion 11.12, and

/ := (A,

B
A
,
A
) be the measure subspace of

A. Then,
/ is the completion of /.
Proof (i) Since

B is a -algebra on X, then (X,

B) is a measurable
space. B

B B, 0 (B) + is well-dened. Then, [
B
:
B [0, ] IR
e
. Clearly, [
B
() = 0. pairwise disjoint sequence
( E
i
)
i=1

B B, we have E :=
i=1
E
i

B and [
B
(E) = (E) =
i=1
(E
i
) =
i=1
[
B
(E
i
). Hence, (X,

B, [
B
) is a measure space.
Note that B
A
and A B
A
. E
A
B
A
, then A A E
A
B
and A E
A
B
A
. ( E
Ai
)
i=1
B
A
, i IN, A E
Ai
B. Then,
A

i=1
E
Ai
B and
i=1
E
Ai
B
A
. Hence, B
A
is a -algebra on A. It
is straightforward to show that [
BA
is a measure on the measurable space
(A, B
A
). Hence (A, B
A
, [
BA
) is a measure space.
(ii) If, in addition, (X, B, ) is complete. E
A
A such that there exists
B B
A
with E
A
B and [
BA
(B) = 0. Then, B B and (B) = 0.
Then, E
A
B by the completeness of (X, B, ). Thus, E
A
B
A
. By the
arbitrariness of E
A
, (A, B
A
, [
BA
) is complete.
(iii) Note that

B
A
=
_
C A
C

B
_
and
A
= [
BA
. By (ii),

/
is a complete measure space. Since B

B, then B
A

B
A
. E B
A
,
[
BA
(E) = (E) = (E) =
A
(E). E A, assume that E = E
A
E
B
with E
B
, E
C
B
A
, E
A
E
C
, and [
BA
(E
C
) = 0. Then,
A
(E
C
) = 0
and E
A

B
A
since

/ is complete. Then, E

B
A
. E A, assume that
E

B
A
. Then, E A and E

B. By Proposition 11.12, E = E
A
E
B
with E
B
, E
C
B, E
A
E
C
, and (E
C
) = 0. Then, E
B
, E
C
A B
A
,
E
A
E
C
A, and 0 [
BA
(E
C
A) = (E
C
A) (E
C
) = 0. Hence,
(i) (iii) of Proposition 11.12 are satised and

11.2. OUTER MEASURE AND THE EXTENSION THEOREM 339
11.2 Outer Measure and the Extension The-
orem
Denition 11.14 Let X be a set. An outer measure is a function
o
:
X
2 [0, ] IR
e
satisfying
(i)
o
() = 0;
(ii) if A B X, then
o
(A)
o
(B); (monotonicity)
(iii) if E

i=1
E
i
X, then
o
(E)

i=1
o
(E
i
). (countable
subadditivity)
Note that (i) and (iii) above implies nite subadditivity.
o
:
X
2 [0, ] IR
e
be an outer
measure. E X is said to be measurable with respect to
o
if A X,
we have
o
(A) =
o
(A E) +
o
(A

E).
Lemma 11.16 Let X be a set and
o
:
X
2 [0, ] IR
e
be an outer
measure. E X with
o
(E) = 0, then E is measurable with respect to
o
.
Proof Fix any E X with
o
(E) = 0. A X, 0
o
(A E)
o
(E) = 0 and
o
(A

E)
o
(A). Then, we have
o
(A)
o
(A E) +
o
(A

E)
o
(A). Hence, E is measurable with respect to
o
. This
Theorem 11.17 Let X be a set,
o
:
X
2 [0, ] IR
e
be an outer
measure, B := E X [ E is measurable with respect to
o
, and :=
o
[
B
: B [0, ] IR
e
. Then, B is a -algebra on X and (X, B, ) is a
complete measure space.
Proof Clearly , X B. E B, we have

E B. E
1
, E
2
B,
A X, by the measurability of E
1
and E
2
, we have
o
(A) =
o
(A
E
2
) +
o
(A
E
2
) =
o
(AE
2
) +
o
(A
E
2
E
1
) +
o
(A
E
2
E
1
). Note
that A(E
1
E
2
) = A(E
2
(E
1
E
2
)) = (AE
2
) (AE
1
E
2
). Then,
we have
o
(A(E
1
E
2
))
o
(AE
2
) +
o
(AE
1
E
2
). Then, we have
o
(A)
o
(A(E
1
E
2
)) +
o
(A
E
1
E
2
) =
o
(A(E
1
E
2
)) +
o
(A
E
1
E
2
)
o
(A). Hence, E
1
E
2
B. Thus, B is an algebra on X.
(E
i
)
i=1
B. Let G
n
:=
n
i=1
E
i
B and

E
1
:= G
1
B,

E
n+1
:=
G
n+1
G
n
B, n IN. Then,

E
1
,

E
2
, . . . are pairwise disjoint. Let
E :=
i=1
E
i
=
i=1
E
i
. A X, we have
o
(A) =
o
(A G
n
) +
o
(A
G
n
)
o
(AG
n
) +
o
(A

E) and
o
(AG
n+1
) =
o
(AG
n+1

E
n+1
) +
o
(AG
n+1
E
n+1
) =
o
(A

E
n+1
)+
o
(AG
n
), n IN. Hence, we have
o
(AG
n
) =
n
i=1
o
(A

E
i
) and
o
(A)
n
i=1
o
(A

E
i
) +
o
(A

E),
n IN. Therefore,
o
(A)

i=1
o
(A

E
i
) +
o
(A

E). Note that
A E =
i=1
(A

E
i
), which implies that
o
(A E)
i=1
o
(A

E
i
),
by countable subadditivity of outer measures. Then, we have
o
(A)
i=1
o
(A

E
i
) +
o
(A

E)
o
(A E) +
o
(A

E)
o
(A). Hence,
by the arbitrariness of A, E B. This implies that B is a -algebra on X.
Set A = E in the above, we have (E) =
o
(E) =
i=1
o
(E

E
i
) =
i=1
(

E
i
). Hence, (X, B, ) is a measure space.
Fix any A, E X with A E, E B, and (E) = 0. Then, 0
o
(A)
o
(E) = (E) = 0. By Lemma 11.16, A B. Therefore, (X, B, )
is complete.
Denition 11.18 Let X be a set and /
X
2 be an algebra on X. A
measure on algebra / is a function : / [0, ] IR
e
that satises:
(i) () = 0;
(ii) (A
i
)
i=1
/ with A :=
i=1
A
i
/ and A
1
, A
2
, . . . being pairwise
disjoint, then (A) =
i=1
(A
i
).
is said to be nite if (X) < +; and it is said to be -nite if
( X
i
)
i=1
/ such that X =
i=1
X
i
and (X
i
) < , i IN.
Clearly, a measure on an algebra is monotonic.
Theorem 11.19 (Caratheodory Extension Theorem) Let X be a set,
/
X
2 be an algebra on X, and : / [0, ] IR
e
be a measure on
algebra /. Dene
o
:
X
2 [0, ] IR
e
by
o
(A) = inf
(Ai)
i=1
,, A
S
i=1
Ai
i=1
(A
i
), A X
(i)
o
is an outer measure on X and is said to be the outer measure
induced by .
(ii) Let B := E X [ E is measurable with respect to
o
and :=
o
[
B
: B [0, ] IR
e
. Then, (X, B, ) is a complete measure space
and (A) = (A), A /. Hence, is an extension of to the
-algebra B /.
(iii) is nite if is nite; and is -nite if is -nite.
(iv) Let B
a
be the -algebra on X generated by /. If is -nite, then
[
Ba
is the unique measure on the measurable space (X, B
a
) that is
an extension of .
(v) If is -nite, then the measure space (X, B, ) is the completion of
the measure space (X, B
a
, [
Ba
).
Proof We need the following intermediate results.
Claim 11.19.1 Let A /, ( A
i
)
i=1
/, and A

i=1
A
i
. Then,
(A)
i=1
(A
i
).
Proof of claim: Let G
1
:= A A
1
/ and G
n+1
:= A A
n+1

_
n
i=1
A
i
_
/, n IN. Then, A =
i=1
G
i
and G
1
, G
2
, . . . are pairwise
disjoint. This implies that (A) =
i=1
(G
i
)

i=1
(A
i
), where the
inequality follows from the monotonicity of . This completes the proof of
the claim. 2
Hence, A /, we have
o
(A) = (A).
Claim 11.19.2
o
is an outer measure.
Proof of claim: Clearly,
o
() = () = 0 since /. A
1

A
2
X, by the denition of
o
, we have
o
(A
1
)
o
(A
2
). We need only
to show the countable subadditivity for
o
. Fix any E

i=1
E
i
X.
o
(E
i
) < , i IN; Case 2: i
0
IN such that
o
(E
i0
) = .
Case 1:
o
(E
i
) < , i IN. (0, ) IR, i IN, ( A
i,j
)
j=1

/ such that E
i

j=1
A
i,j
and
o
(E
i
)

j=1
(A
i,j
) <
o
(E
i
) + /2
i
.
Then, E

i=1
E
i

i=1
j=1
A
i,j
o
, we have
o
(E)
i=1
j=1
(A
i,j
)
i=1
o
(E
i
) + . By the arbitrariness of ,
we have
o
(E)
i=1
o
(E
i
).
Case 2: i
0
IN such that
o
(E
i0
) = . Then,
o
(E) =
i=1
o
(E
i
).
In both cases, we have shown that
o
(E)

i=1
o
(E
i
). Hence,
o
is
an outer measure. This completes the proof of the claim. 2
Hence, the statement (i) holds.
(ii) By Theorem 11.17, ( X, B, ) is a complete measure space.
Claim 11.19.3 / B.
Proof of claim: Fix any A /.
A X, we will show that

o
(

A) =
o
(

A A) +
o
(

A

A) by distinguishing two exhaustive and mutually
exclusive cases: Case 1:
o
(

A) = ; Case 2:
o
(

A) < . Case 1:
o
(

A) =
. Then,
o
(

A)
o
(

A A) +
o
(

A

A)
o
(

A), where the second
inequality follows from the countable subadditivity of an outer measure.
Case 2:
o
(

A) < . (0, ) IR, (A
i
)
i=1
/ such that
i=1
A
i
and
o
(

A)

i=1
(A
i
) <
o
(

A) + . By the countable
additivity of , we have (A
i
) = (A
i
A) + (A
i

A), i IN. Then,
o
(

A) + >
i=1
((A
i
A) + (A
i

A))
o
(

A A) +
o
(

A

A)
o
(

A), where the second inequality follows from the denition of
o
; and
the third inequality follows from the countable subadditivity of
o
. By the
o
(

A) =
o
(

A A) +
o
(

A

A). This case is
proved.
o
(

A) =
o
(

A A) +
o
(

A

A). By
the arbitrariness of

A, we have A is measurable with respect to
o
. Hence,
A B and / B. This completes the proof of the claim. 2
A /, we have (A) =
o
(A) = (A). Hence, the statement (ii)
holds.
(iii) Note that X /. If is nite, then (X) = (X) < . Hence,
is nite.
If is -nite, then ( X
i
)
i=1
/with X =
i=1
X
i
such that (X
i
) <
+, i IN. Then, (X
i
) = (X
i
) < + and ( X
i
)
i=1
B. Hence, is
-nite.
(iv) Let be -nite and : B
a
[0, ] IR
e
be any measure that is
an extension of , that is, (A) = (A), A /. Clearly, B
a
B. Then,
by Proposition 11.13, [
Ba
is a measure on (X, B
a
) and it is an extension
of . Let /
:= E X [ ( A
i
)
i=1
/ E =
i=1
A
i
. Since B /
and is a -algebra on X, then /
B
a
B.
Claim 11.19.4 E /
, (E) = (E).
Proof of claim: Fix any E /
. Then, ( A
i
)
i=1
/ E =
i=1
A
i
. Let

A
1
:= A
1
and

A
n+1
= (
n+1
i=1
A
i
) (
n
i=1
A
i
), n IN. Then,
_

A
i
_
i=1
/, E =
i=1
A
i
, and

A
1
,

A
2
, . . . are pairwise disjoint. Then, we
have (E) =
i=1
(

A
i
) =
i=1
(

A
i
) =
i=1
(

A
i
) = (E), where the
rst and last equality follows from the countable additivity of measures.
Claim 11.19.5 B B
a
with (B) < , we have (B) = (B).
Proof of claim: Fix any B B
a
with (B) < . Then,
o
(B) =
(B) < . (0, ) IR, by the denition of
o
, ( A
i
)
i=1
/ such
that B

i=1
A
i
=: E /
B
a
and (B) =
o
(B)

i=1
(A
i
) <
(B) +. Then, (B) (E) = (E)
i=1
(A
i
) < (B) +, where the
rst inequality follows from the monotonicity of measure, Proposition 11.4;
the rst equality follows from Claim 11.19.4; and the second inequality
follows from the countable subadditivity of measure, Proposition 11.6. By
the arbitrariness of , we have (B) (B).
On the other hand, (E) = (B)+ (EB) < (B)+. Since (B) < ,
then (E B) < . Note that E B B
a
. This implies that (B)
(E) = (E) = (B) + (E B) (B) + (E B) < (B) +, where the
second inequality follows from the result of the previous paragraph. By the
arbitrariness of , we have (B) (B).
Hence, (B) = (B). This completes the proof of the claim. 2
Since is -nite, then ( X
i
)
i=1
/ such that X =
i=1
X
i
and
(X
i
) < , i IN. Without loss of generality, we may assume that
X
1
, X
2
, . . . are pairwise disjoint. B B
a
, we have B =
i=1
(B X
i
),
B X
1
, B X
2
, . . . are pairwise disjoint, and (B X
i
) (X
i
) <
with B X
i
B
a
, i IN. This implies that (B) =
i=1
(B X
i
) =
i=1
(B X
i
) = (B), where the rst and last equality follows from
the countable additivity of measures; and the second equality follows from
Claim 11.19.5. Hence, [
Ba
= . Therefore, [
Ba
is the unique measure on
(X, B
a
) that is an extension of .
(v) Let be -nite. Consider the measure space (X, B
a
, [
Ba
). By
Proposition 11.12, this measure space admits the completion (X,

B, ).
Since (X, B, ) is a complete measure space that agrees with [
Ba
on B
a
,
by Proposition 11.12, we have

B B and = [
B
.
Claim 11.19.6 B B, U B
a
with B U such that (U B) = 0.
Proof of claim: B B, (B) = inf
(Ai)
i=1
,,B
S
i=1
Ai
i=1
(A
i
).
We rst prove the special case (B) < +. i IN, ( U
i,j
)
j=1
/
with B
j=1
U
i,j
=: U
i
B
a
such that (B) (U
i
) = (U
i
)
j=1
(U
i,j
) < (B) + 2
i
< +. Then, (U
i
) = (B) + (U
i
B) <
(B) +2
i
< +. This implies that (U
i
B) < 2
i
. Let U :=
i=1
U
i

B
a
. Clearly, B U and (U B) (U
i
B) < 2
i
, i IN. Hence,
(U B) = 0.
Now, we prove the general case (B) [0, ] IR
e
. B =
i=1
(X
i

B) =:
i=1
B
i
. i IN, (B
i
) (X
i
) = (X
i
) < +. By the special
case, U
i
B
a
with B
i
U
i
such that (U
i
B
i
) = 0. Then, B
i=1
U
i
=: U B
a
and 0 (UB)
i=1
(U
i
B)
i=1
(U
i
B
i
) =
0, where the second inequality follows from the countable subadditivity of
measure. This completes the proof of the claim. 2
B B, by Claim 11.19.6, U,

U B
a
with B U and

B

U
such that (U B) = (
U

B) = 0. Let F :=

U B
a
. Then, F B and
(BF) = (
B) = 0. Then, B = F(BF), BF UF, F, UF B

a
and (U F) = [
Ba
(U F) = (U F) = (U B) + (B F) = 0. This
shows that B

B, by the completeness of (X,

B, ). By the arbitrariness
of B, we have B

B. Hence, B =

B and = . Hence (X, B, ) is the
completion of (X, B
a
, [
Ba
).
Denition 11.20 An interval I in IR is any of the following sets: (i) ;
(ii) (a, b) IR with a, b IR
e
and a < b; (iii) [a, b) IR with a IR,
b IR
e
, and a < b; (iv) (a, b] IR with a IR
e
, b IR, and a < b; and (v)
[a, b] IR with a, b IR and a b.
Example 11.21 Let X = IR,
/ := E IR [ E is the union of nitely many intervals in IR
It is clear that / is an algebra on IR. E /, E may be written as the
union of nitely many pairwise disjoint intervals: E =
n
i=1
I
i
, for some
n IN. Dene (E) =
n
i=1
(I
i
), where
(I) =
_
0 if I =
b a if I is any other types of interval
Clearly, () = 0; (I
1
I
2
) = (I
1
) + (I
2
), intervals I
1
, I
2
IR with
I
1
I
2
= . Then, : / [0, ] IR
e
is well-dened and (E
1
E
2
) =
(E
1
)+(E
2
), E
1
, E
2
/ with E
1
E
2
= . Hence, is nitely additive.
Fix any interval I =
i=1
E
i
, where ( E
i
)
i=1
/ and E
1
, E
2
, . . .
are pairwise disjoint. We will show that (I) =
i=1
(E
i
). n IN,
I

n
i=1
E
i
. Then, by nite additivity of , (I)

n
i=1
(E
i
). Hence,
(I)
i=1
(E
i
). We will distinguish three exhaustive and mutu-
ally exclusive cases: Case 1:
i=1
(E
i
) = ; Case 2: I = ; Case
3: I ,= and
i=1
(E
i
) < . Case 1:
i=1
(E
i
) = . Then,
(I)

i=1
(E
i
) = . Hence, (I) =
i=1
(E
i
) = .
Case 2: I = . Then, 0 = (I)

i=1
(E
i
). Hence, we have
0 = (I) =
i=1
(E
i
). Case 3: I ,= and
i=1
(E
i
) < . i IN,
E
i
=
ni
j=1
I
i,j
, where n
i
IN and I
i,1
, . . . , I
i,ni
are pairwise disjoint inter-
vals. Clearly, (E
i
) =
ni
j=1
(I
i,j
). Then, I =
i=1
E
i
=
i=1
ni
j=1
I
i,j
.
Then, we have
i=1
(E
i
) =
i=1
ni
j=1
(I
i,j
) < . Fix any closed
interval [a, b] :=

I I, where a, b IR and a b. Such a, b IR ex-
ists since I ,= . (0, ) IR, i IN, j 1, . . . , n
i
, we may
enlarge I
i,j
to an open interval

I
i,j
I
i,j
with (
I
i,j
) (I
i,j
) +
2
i
ni
.
Then,

I

i=1
ni
j=1
I
i,j

I, N IN such that
I

N
i=1
ni
j=1
I
i,j
. Clearly, we have b a = (
I)

N
i=1
ni
j=1
(
I
i,j
)
N
i=1
ni
j=1
((I
i,j
) +
2
i
ni
) +
i=1
ni
j=1
(I
i,j
). By the arbitrariness
of , a, b, we have (I)

i=1
ni
j=1
(I
i,j
). Then, (I)

i=1
(E
i
).
Thus, we have (I) =
i=1
(E
i
). Hence, in all three cases, we have
(I) =
i=1
(E
i
).
E /, ( E
i
)
i=1
/with E =
i=1
E
i
and E
1
, E
2
, . . . being pairwise
disjoint, we have E =
n
i=1
I
i
, where n IN and I
1
, . . . , I
n
are pairwise
disjoint intervals. Then, I
j
=
i=1
(I
j
E
i
), j 1, . . . , n. By the
above argument, we have (I
j
) =
i=1
(I
j
E
i
), j 1, . . . , n. Then,
(E) =
n
j=1
(I
j
) =
n
j=1
i=1
(I
j
E
i
) =
i=1
n
j=1
(I
j
E
i
) =
i=1
(E
i
), where the last equality follows from the nite additivity of .
Hence, is a measure on algebra / and is -nite. By Caratheodory
Extension Theorem 11.19, extends uniquely to a -nite complete mea-
sure space (X, B, ). This measure space is called the Lebesgue measure
space. Since B is a -algebra on IR and the topology O
IR
on IR is second
countable, then B O
IR
. We will denote the Lebesgue measure space by
(IR, B
L
,
L
), where B
L
is the collection of Lebesgue measurable sets in IR
and
L
is the Lebesgue measure.
Let
Lo
be the Lebesgue outer measure induced by as dened in
Caratheodory Extension Theorem 11.19. We claim that
Lo
(E) = inf
(Ii)
i=1
are open intervals, E
S
i=1
Ii
i=1
(I
i
); E IR (11.3)
To prove this, we note that
Lo
(E) = inf
(Ei)
i=1
,, E
S
i=1
Ei
i=1
(E
i
).
Then, clearly, we have
Lo
(E) inf
(Ii)
i=1
S
i=1
Ii
i=1
(I
i
)
On the other hand, (E
i
)
i=1
/ with E
i=1
E
i
, i IN, E
i
=
ni
j=1
I
i,j
, where n
i
IN and I
i,1
, . . . , I
i,ni
are pairwise disjoint intervals,
and (E
i
) =
ni
j=1
(I
i,j
). (0, ) IR, j 1, . . . , n
i
, we may
enlarge I
i,j
to an open interval

I
i,j
I
i,j
with (
I
i,j
) (I
i,j
) +
2
i
ni
.
Then, we have E

i=1
ni
j=1
I
i,j

i=1
ni
j=1
I
i,j
and
i=1
(E
i
) =
i=1
ni
j=1
(I
i,j
)
i=1
ni
j=1
((
I
i,j
)
2
i
ni
) =
i=1
ni
j=1
(
I
i,j
)
+ inf
(Ii)
i=1
S
i=1
Ii
i=1
(I
i
Lo
(E) + inf
(Ii)
i=1
S
i=1
Ii
i=1
(I
i
). Hence,
by the arbitrariness of , we have
Lo
(E) inf
(Ii)
i=1
S
i=1
Ii
i=1
(I
i
)
Therefore, (11.3) is true.
By Caratheodory Extension Theorem 11.19,
L
=
Lo
[
BL
and
(IR, B
L
,
L
) is the completion of (IR, B
a
,
L
[
Ba
), where B
a
is the -algebra
on IR generated by /. Clearly, O
IR
B
a
and B
a
is the -algebra on IR
generated by O
IR
.
Denition 11.22 Let A := (X, O) be a topological space. The collection
of Borel sets on A is the smallest -algebra on X that contains O, which
will be denoted by B
B
(A ). The smallest algebra on X that contains O will
be denoted by /( A ).
Clearly, we have B
B
( IR) B
L
.
Proposition 11.23 Let E IR. Then, the following statements are equiv-
alent.
(i) E B
L
.
(ii) (0, ) IR, O O
IR
with E O such that
Lo
(O E) < .
(iii) (0, ) IR, F IR with

F O
IR
and F E such that
Lo
(E F) < .
If
Lo
(E) < +. Then, (i)(iii) are also equivalent to
(iv) (0, ) IR, U O
IR
which is nite union of open intervals,
such that
Lo
(U E) < .
Hence, the Lebesgue measure space (IR, B
L
,
L
) is the completion of the
Borel measure space (IR, B
B
( IR) ,
B
:=
L
[
BB(IR)
).
Proof Fix E IR.
(i) (ii). First, we show the special case that
Lo
(E) < +. Let
E B
L
. By Example 11.21,
Lo
(E) =
L
(E) = inf
(Ii)
i=1
S
i=1
Ii
i=1
L
(I
i
)
Then, (0, ) IR, a sequence of open intervals ( I
i
)
i=1
O
IR
with E

i=1
I
i
=: O O
IR
such that
L
(E)
L
(O)

i=1
L
(I
i
) <
L
(E) + < +. Then, >
L
(O)
L
(E) =
L
(O E) =
Lo
(O E),
where the rst equality follows from the countable additivity of
L
. Hence,
(ii) holds.
Next, we show the general case
Lo
(E) [0, ] IR
e
. Let E B
L
and I
1
:= (1, 1] IR, I
n
:= (n, n + 1] (n 1, n] IR, n = 2, 3, . . ..
Clearly, E =
i=1
(I
i
E) =:
i=1
E
i
. Fix any (0, ) IR. i IN,
I
i
B
L
and E
i
B
L
with
L
(E
i
)
L
(I
i
) = 2. By the special case
we have just shown, O
i
O
IR
B
L
with E
i
O
i
such that
Lo
(O
i

E
i
) =
L
(O
i
E
i
) < 2
i
. Let O :=
i=1
O
i
O
IR
. Then,
Lo
(O
E) =
L
(O E) =
L
((
i=1
O
i
)

i=1
E
i
) =
L
((
i=1
O
i
) (
i=1
E
i
)) =
L
(
i=1
(O
i
(
j=1
E
j
)))

i=1
L
(O
i
(
j=1
E
j
))

i=1
L
(O
i

E
i
) =
i=1
L
(O
i
E
i
) < . Hence (ii) holds.
(ii) (i). Fix any A IR. (0, ) IR, by (ii), O O
IR
with
E O such that
Lo
(O E) < . Note that A

E = (A

E O) (A
E

O) (O E) (A

O) and A E A O. By Denition 11.14, we
have
Lo
(A)
Lo
(A E) +
Lo
(A

E)
Lo
(A O) +
Lo
(O E) +
Lo
(A

O)
Lo
(A) + , where the third inequality follows from the fact
that O O
IR
B
L
and Denition 11.15. By the arbitrariness of , we have
Lo
(A) =
Lo
(A E) +
Lo
(A

E). By the arbitrariness of A, we have
E B
L
.
(i) (iii). E B
L

E B
L
(0, ) IR, O O
IR
with
E O such that
Lo
(O

E) < , where the last follows from (i) (ii).
Let F :=

O, we have F E and
Lo
(E F) =
Lo
(O

E) < .
Next, we show (i) (iii) are equivalent to (iv) under the additional
assumption that
Lo
(E) < +.
(i) (iv). Let E B
L
. (0, ) IR, by Example 11.21, a
sequence of open intervals ( I
i
)
i=1
with E
i=1
I
i
=: O O
IR
such that
Lo
(E) =
L
(E)
i=1
L
(I
i
)
L
(E)+/2 < +. Then, N IN such
that
i=N+1
L
(I
i
) < /2. Let U :=
N
i=1
I
i
O
IR
. We have
Lo
(UE) =
L
(U E) =
L
(U E) +
L
(E U)
L
(O E) +
L
(E

U). Note that
L
(O) =
L
(E) +
L
(O E)
i=1
L
(I
i
)
L
(E) + /2 < + and
E

U = (E

U O) (E

U

O) = E

U O O U

i=N+1
I
i
.
Then,
Lo
(U E) /2 +
L
(
i=N+1
I
i
) /2 +
i=N+1
L
(I
i
) < .
Hence, (iv) holds.
(iv) (i). Fix any set A IR. By (iv), (0, ) IR, U O
IR
which is nite union of open intervals, such that
Lo
(U E) < /2. Note
that A E = (A U E) (A E

U) (A U) (E U) and
A

E = (A

EU) (A

E
U) (U E) (A
U). By Denition 11.14,
Lo
(A)
Lo
(AE)+
Lo
(A

E)
Lo
((AU)(EU))+
Lo
((U E)
(A

U))
Lo
(AU) +
Lo
(E U) +
Lo
(U E) +
Lo
(A

U) =
Lo
(A) +
Lo
(E U) +
Lo
(U E)
Lo
(A) +2
Lo
(E U)
Lo
(A) +, where the
equality follows from the fact that U O
IR
B
L
and Denition 11.15. By
the arbitrariness of , we have
Lo
(A) =
Lo
(A E) +
Lo
(A

E). By the
arbitrariness of A, we have E B
L
. Hence (i) holds.
Finally, by Example 11.21, the Lebesgue measure space is the comple-
tion of the Borel measure space (IR, B
B
(IR) ,
L
[
BB(IR)
). This completes
i
:= (X
i
, O
i
) be a second countable topological
space, i = 1, 2, A := A
1
A
2
=: (X
1
X
2
, O) be the product topological
space, c := B
1
B
2
X
1
X
2
[ B
i
B
B
( A
i
) , i = 1, 2, and B be the
-algebra on X
1
X
2
generated by c. Then, B = B
B
( A ).
Proof Let O
Bi
O
i
be a countable basis for A
i
, i = 1, 2. Without
loss of generality, assume that X
i
O
Bi
, i = 1, 2. By Proposition 3.28,
A is second countable with a countable basis O
B
:= O
B1
O
B2
X
1
X
2
[ O
Bi
O
Bi
, i = 1, 2 O. Clearly, O
Bi
O
i
B
B
( A
i
), i =
1, 2. Then, O
B
c. O O, O =
i=1
O
i
, where O
i
O
B
, i IN.
Hence, O B. This implies that O B. Since B is a -algebra, then
O B
B
( A ) B.
On the other hand, note that B
B
( A ) is the -algebra generated by O.
Then, O
1
O
1
, O
2
O
2
, we have O
1
O
2
O B
B
( A ).
Claim 11.24.1 O
1
O
1
, B
2
B
B
( A
2
), we have O
1
B
2
B
B
( A ).
Proof of claim: Fix any O
1
O
1
. Dene T := E X
2
[ O
1

E B
B
( A ) . Clearly, O
2
T. Then, , X
2
O
2
T. E T, we
have O
1
E B
B
( A ). Note that O
1
X
2
B
B
( A ). This leads to
O
1
(X
2
E) = (O
1
X
2
) (O
1
E) B
B
( A ). Thus, X
2
E T.
( E
i
)
i=1
T, we have O
1
E
i
B
B
( A ), i IN. This implies that
O
1
(
i=1
E
i
) =
i=1
(O
1
E
i
) B
B
( A ) and
i=1
E
i
T. The above
shows that T is a -algebra on X
2
. Then, O
2
B
B
( A
2
) T. Hence,
B
2
B
B
( A
2
), we have B
2
T and O
1
B
2
B
B
(A ). This completes
Claim 11.24.2 B
1
B
B
( A
1
), B
2
B
B
(A
2
), we have B
1
B
2

B
B
( A ).
Proof of claim: Fix any B
2
B
B
( A
2
). Dene T := E X
1
[ E
B
2
B
B
( A ) . By Claim 11.24.1, O
1
T. Then, , X
1
O
1
T.
E T, we have E B
2
B
B
( A ). Note that X
1
B
2
B
B
( A ).
This leads to (X
1
E) B
2
= (X
1
B
2
) (E B
2
) B
B
( A ). Thus,
X
1
E T. ( E
i
)
i=1
T, we have E
i
B
2
B
B
( A ), i IN. This
implies that (
i=1
E
i
) B
2
=
i=1
(E
i
B
2
) B
B
(A ) and
i=1
E
i
T.
The above shows that T is a -algebra on X
1
. Then, O
1
B
B
( A
1
) T.
Hence, B
1
B
B
( A
1
), we have B
1
T and B
1
B
2
B
B
( A ). This
By Claim 11.24.2, c B
B
( A ). By the denition of B, we have B
B
B
( A ). Hence, B = B
B
( A ). This completes the proof of the proposition.
2
Proposition 11.25 Let A := (X, O) be a topological space, E B
B
(A ),
c := (E, O
E
) be the topological space with the subset topology of A, and
B
E
:= C E [ C B
B
( A ) . Then, B
E
= B
B
( c ).
Proof Clearly , E B
E
. A B
E
, we have A E and A B
B
( A ).
Then, E E A B
B
( A ) and E A B
E
. (A
i
)
i=1
B
E
, we
have E A
i
B
B
( A ), i IN. Then, E

i=1
A
i
B
B
(A ) and
i=1
A
i
B
E
. This shows that B
E
is a -algebra on E.
O
E
O
E
, O O B
B
( A ) such that O
E
= OE. Then, O
E
B
E
and O
E
B
E
. Hence, O
E
B
B
(c ) B
E
.
On the other hand, let

c := (X E, O
X\E
) be the topological space
with the subset topology of A.
Claim 11.25.1 C B
B
( A ), we have C
1
:= C E B
B
( c ) and C
2
:=
C (X E) B
B
_
c
_
.
Proof of claim: Dene T :=
_
A
1
A
2
X
A
1
B
B
( c ) , A
2

B
B
_
c
__
. O O, O E O
E
B
B
( c ) and O (X E) O
X\E

B
B
_
c
_
. Then, O = (O E) (O (X E)) T and O T.
Clearly, , E B
B
( c ) and , X E B
B
_
c
_
. Then, = T
and X = E(XE) T. A T, A
1
B
B
( c ) and A
2
B
B
_
c
_
such
that A = A
1
A
2
. Then, A
1
= A E and A
2
= A (X E). Note that
XA = (E(XE))A = (EA)((XE)A) = (EA
1
)((XE)A
2
),
EA
1
B
B
(c ), and (XE) A
2
B
B
_
c
_
. This implies that XA T.
( A
i
)
i=1
T, let A
i,1
:= E A
i
B
B
( c ) and A
i,2
:= (X E) A
i

B
B
_
c
_
, i IN. Note that
i=1
A
i
=
i=1
(A
i,1
A
i,2
) = (
i=1
A
i,1
)
(
i=1
A
i,2
),
i=1
A
i,1
B
B
(c ), and
i=1
A
i,2
B
B
_
c
_
. This implies
that
i=1
A
i
T. The above shows that T is a -algebra on X. Then,
O B
B
( A ) T. This completes the proof of the claim. 2
C B
E
, we have E C B
B
( A ). By Claim 11.25.1, C = C E
B
B
( c ). Then, B
E
B
B
( c ). Therefore, B
E
= B
B
( c ). This completes the
Denition 11.26 Let A := (X, O) be a topological space and (X, B, ) be
a measure space on the same set X. The triple X := (A, B, ) is said to be a
topological measure space if B = B
B
(A ) and E B
B
( A ), (0, )
IR, U O with E U such that (U E) < . We will say that X is
nite or -nite if the underlying measure space is so. We will say that X
is Tychono, Hausdor, regular, completely regular, or normal if A is so.
We will say that X is rst countable or second countable if A is so. We will
say that X is separable, second category everywhere, connected, or locally
connected if A is so. We will say that X is compact, countably compact,
sequentially compact, locally compact, -compact, or paracompact if A is
so. We will say that X is locally nite if compact K A, (K) < .
Let A := (X, ) be a metric space, O be the natural topology on A
generated by the metric , and (X, B, ) be a measure space on the same
set X. The triple X := (A, B, ) is said to be a metric measure space if
((X, O), B, ) is a topological measure space. X is said to be a complete
metric measure space, if A is a complete metric space. X is said to be
totally bounded if A is so.
Let X := (A, IK, | |) be a normed linear space over the eld IK, O be
the natural topology on X generated by the norm | |, and (X, B, ) be a
measure space on the same set X. The triple X := (X, B, ) is said to be
a normed linear measure space if ((X, O), B, ) is a topological measure
space. Furthermore, if X is a Banach space, then X is said to be a Banach
measure space. Depending on whether IK = IR or IK = C, we will say that
X is a real or complex Banach measure space.
Proposition 11.27 Let A := (X, O) be a topological space, (X, B, ) be
a measure space on the same set X, and B = B
B
( A ). The triple X :=
(A, B, ) is topological measure space if, and only if, E B
B
( A ),
(0, ) IR, X F O with F E such that (E F) < .
Proof Necessity E B, (0, ) IR, X E B. By X
being a topological measure space, U O with X E U such that
(U (X E)) < . Then, X U E and (E (X U)) = (E U) =
(U (X E)) < . Hence, F := X U is the set we seek.
Suciency E B, (0, ) IR, XE B. By the assumption,
X F O with F X E such that ((X E) F) < . Let U := X F.
Then, E U and (U E) = ((X F) E) = ((X E) F) < . Hence,
X is a topological measure space. 2
Example 11.28 The real line IR is a real Banach space with norm dened
to be the absolute value. Then, by Proposition 11.23 and Example 11.21,
R := ((IR, IR, [ [), B
B
(IR) ,
B
) is a -nite real Banach measure space.
Proposition 11.29 Let X := (A, B, ) be a topological measure space,
where A := (X, O) is a topological space, E B, c := (E, O
E
) be the
topological space with the subset topology of A, and (E, B
E
,
E
) be the mea-
sure subspace of X as dened in Proposition 11.13. Then, E := (c, B
E
,
E
)
is a topological measure space and is said to be the topological measure
subspace of X.
Proof By Denition 11.26, B = B
B
( A ). By Proposition 11.13, B
E
=
C E [ C B and
E
= [
BE
. By Proposition 11.25, we have
B
E
= B
B
( c ).
A B
E
, (0, ) IR, E A B. By X being a topological
measure space, U O with A U such that (U A) < . Let

U :=
U E O
E
B
E
. Clearly, A

U and 0
E
(
U A) = ((U E) A)
(U A) < . Hence, E is a topological measure space. This completes the
Denition 11.30 Let X be a set and C
X
2 be a nonempty collection of
subsets of X. C is said to be a semialgebra on X if C
1
, C
2
C, C
1
C
2
C
and

C
1
is a nite disjoint union of sets in C.
Proposition 11.31 Let X be a set and C
X
2 be a semialgebra on X.
/ := A X [ A is the nite disjoint union of sets in C. Then, / is
the algebra on X generated by C.
Proof Clearly /. Fix C
1
C ,= . Then,

C
1
=
n
i=2
C
i
,
where n IN, ( C
i
)
n
i=2
C is pairwise disjoint. Then, X = C
1

C
1
=
n
i=1
C
i
, where the sets in the union are pairwise disjoint. Hence, X /.
A
1
, A
2
/, then A
i
=
ni
j=1
C
j,i
, where n
i
Z
+
and (C
j,i
)
ni
j=1
C is
pairwise disjoint, i = 1, 2. Note that

A
1
=
n1
j=1
C
j,1
. j 1, . . . , n
1
,
C
j,1
=
mj
l=1
C
l,j,1
, where m
j
Z
+
and ( C
l,j,1
)
mj
l=1
C is pairwise disjoint.
Then,
A
1
=
n1
j=1
mj
_
l=1
C
l,j,1
=
m1
_
l1=1
(C
l1,1,1
(
n1
j=2
mj
_
l=1
C
l,j,1
))
=
m1
_
l1=1
(C
l1,1,1
(
m2
_
l2=1
(C
l2,2,1
(
n1
j=3
mj
_
l=1
C
l,j,1
)))
=
m1
_
l1=1
m2
_
l2=1
(C
l1,1,1
C
l2,2,1
(
n1
j=3
mj
_
l=1
C
l,j,1
)))
=
m1
_
l1=1

mn
1
_
ln
1
=1
n1
j=1
C
lj ,j,1
When n
1
= 0, clearly

A
1
= X /. When n
1
1,
n1
j=1
C
lj ,j,1
C for any
admissible choice of indices l
1
, . . . , l
n1
. For dierent admissible choices of
indices l
1
, . . . , l
n1
and

l
1
, . . . ,
l
n1
, (
n1
j=1
C
lj,j,1
) (
n1
j=1
C
lj,j,1
) = . Hence,
A
1
/. Note that A
1
A
2
=
n1
j1=1
n2
j2=1
(C
j1,1
C
j2,2
). C
j1,1
C
j2,2
C
for any admissible choice of indices j
1
, j
2
. For dierent admissible choices
of indices j
1
, j
2
and

j
1
,
j
2
, (C
j1,1
C
j2,2
) (C
j1,1
C
j2,2
) = . Hence,
A
1
A
2
/.
Therefore, / is an algebra on X. Clearly, / is the smallest algebra
on X containing C. Hence, / is the algebra on X generated by C. This
Proposition 11.32 Let X be a set, C be a semialgebra on X, and : C
[0, +] IR
e
. Assume that
(i) C C, n Z
+
, pairwise disjoint ( C
i
)
n
i=1
C with C =
n
i=1
C
i
,
then (C) =
n
i=1
(C
i
);
(ii) C C, pairwise disjoint (C
i
)
i=1
C with C =
i=1
C
i
, then
(C)
i=1
(C
i
).
Then, admits a unique extension to a measure on the algebra on X, /,
generated by C.
Proof By Proposition 11.31, / = A X [ A is the nite disjoint
union of sets in C. Dene : / [0, ] IR
e
by (A) =
n
i=1
(C
i
),
A =
n
i=1
C
i
/ where n Z
+
and ( C
i
)
n
i=1
C is pairwise disjoint. By
(i), is well-dened. Clearly () = 0. A
1
, A
2
/ with A
1
A
2
= ,
A
l
=
n
l
i=1
C
i,l
, where n
l
Z
+
and ( C
i,l
)
n
l
i=1
C is pairwise disjoint,
l = 1, 2. A
1
A
2
=
2
l=1
n
l
i=1
C
i,l
where C
i,l
, l = 1, 2, i = 1, . . . , n
l
are
pairwise disjoint. Then, (A
1
A
2
) =
2
l=1
n
l
i=1
(C
i,l
) = (A
1
) + (A
2
).
Hence, is nitely additive.
(A
i
)
i=1
/ with A =
i=1
A
i
/ and A
1
, A
2
, . . . being pair-
wise disjoint. By nite additivity (A) = ((
n
i=1
A
i
) (A
n
i=1
A
i
))
n
i=1
(A
i
), n IN. Then, (A)
i=1
(A
i
). On the other hand, since
A /, then A =
n
i=1
C
i
, where n Z
+
and ( C
i
)
n
i=1
C is pairwise dis-
joint. i IN, A
i
=
ni
j=1
C
j,i
, where n
i
Z
+
and ( C
j,i
)
ni
j=1
C is pairwise
disjoint. Then, i 1, . . . , n, C
i
= C
i
(
l=1
A
l
) =
l=1
n
l
j=1
(C
j,l
C
i
).
By (ii), we have (C
i
)

l=1
n
l
j=1
(C
j,l
C
i
). Therefore, (A) =
n
i=1
(C
i
)

n
i=1
l=1
n
l
j=1
(C
j,l
C
i
) =
l=1
n
l
j=1
n
i=1
(C
j,l

C
i
) =
l=1
n
l
j=1
(C
j,l
) =
l=1
(A
l
), where the third equality follows
from (i). Hence, (A) =
l=1
(A
l
).
This implies that is a measure on algebra /. Clearly, it is an extension
of to / and it is the unique extension. This completes the proof of the
proposition. 2
11.3 Measurable Functions
Denition 11.33 Let (X, B) be a measurable space, := (Y, O
Y
) be a
topological space, D B, and f : D . We will say that f is B-
measurable, if O O
Y
, f
inv
(O) B. When it is clear from the context,
we will simply say that f is measurable.
Proposition 11.34 Let (X, B) be a measurable space, := (Y, O
Y
) be a
topological space, D B, and f : D . Then,
(i) f is B-measurable if, and only if, E B
B
( ), f
inv
(E) B;
(ii) if is second countable with a countable basis

B, then f is B-
measurable if, and only if, B
Y

B, f
inv
(B
Y
) B.
Proof (i) Suciency is obvious. Necessity Let f be B-measurable.
Dene B
Y
:= E Y [ f
inv
(E) B. Clearly, O
Y
B
Y
. We will
show that B
Y
is a -algebra on Y . Then, B
B
() B
Y
and the result is
established.
Clearly, f
inv
() = B and f
inv
(Y ) = D B, then , Y B
Y
. E
B
Y
, by Proposition 2.5, f
inv
(Y E) = f
inv
(Y ) f
inv
(E) = D f
inv
(E) B.
Hence, Y E B
Y
. ( E
i
)
i=1
B
Y
, we have f
inv
(E
i
) B, i IN. Then,
by Proposition 2.5, f
inv
(
i=1
E
i
) =
i=1
f
inv
(E
i
) B. Then,
i=1
E
i

B
Y
. This shows B
Y
is a -algebra on Y .
(ii) Necessity is obvious. Suciency O O
Y
, since is second
countable, then ( B
i
)
i=1

B such that O =
i=1
B
i
. This implies that
f
inv
(O) =
i=1
f
inv
(B
i
) B, where the equality follows from Proposi-
tion 2.5. Hence, f is B-measurable.
Proposition 11.35 Let (X, B) be a measurable space, D B, f : D IR
e
.
Then, the following statements are equivalent.
(i) f is B-measurable.
(ii) IR, the set x D [ f(x) < B.
(iii) IR, the set x D [ f(x) B.
(iv) IR, the set x D [ f(x) B.
(v) IR, the set x D [ f(x) > B.
11.3. MEASURABLE FUNCTIONS 353
These statements imply
(vi) IR
e
, the set x D [ f(x) = B.
Proposition 11.36 Let A := (X, B) be a measurable space, D B, f
i
:
D [0, ] IR
e
be B-measurable, i = 1, 2, and c (0, ) IR. Then,
cf
1
and f
1
+f
2
are B-measurable.
Proof IR, x D [ cf
1
(x) < = x D [ f
1
(x) < /c B
by Proposition 11.35. Then, by Proposition 11.35, cf
1
is B-measurable.
x D [ f
1
(x) + f
2
(x) < =
rQ
(x D [ f
1
(x) < r x
D [ f
2
(x) < r ) B by Proposition 11.35. Then, by Proposition 11.35,
f
1
+f
2
is B-measurable. This completes the proof of the proposition. 2
Proposition 11.37 Let X := (A, B, ) be a topological measure space,
be a topological space, D B, and f : D be continuous. Then, f is
B-measurable.
Proposition 11.38 Let (X, B) be a measurable space, and Z be topo-
logical spaces, D B, f : D be B-measurable, and g : Z be
continuous. Then, h := g f : D Z is B-measurable.
Proof O O
, g
inv
(O) O
since g is continuous. h
inv
(O) =
f
inv
(g
inv
(O)) B. Hence, h is B-measurable. 2
Proposition 11.39 Let (X, B) be a measurable space,
i
:= (Y
i
, O
i
) be a
second countable topological space, D B, f
i
: D
i
, i N IN, N
is a countable index set, := (Y, O) :=
iN

i
be the product topological
space, and f : D be given by
i
(f(x)) = f
i
(x), x D, i N. Then,
f is B-measurable if, and only if, f
i
is B-measurable, i N.
Proof Suciency Let f
i
s be B-measurable. i N, let B
Y i
be
a countable basis for
i
. Without loss of generality, assume , Y
i
B
Y i
.
Then, is second countable with a countable basis B
Y
as dened in Propo-
sition 3.28. O O, O =
l=1
O
Bl
where O
Bl
B
Y
, l IN. l IN,
O
Bl
=
iN
B
li
, where B
li
B
Y i
, i N, B
li
= Y
i
, i N N
l
, and
N
l
N is a nite set. Then, f
inv
(O
Bl
) =
iN
f
iinv
(B
li
) B since f
i
s
are B-measurable and B is a -algebra. Then, f
inv
(O) = f
inv
(
l=1
O
Bl
) =
l=1
f
inv
(O
Bl
) B. Hence, f is B-measurable.
Necessity Let f be B-measurable. i
0
N, O
i0
O
i0
, let O :=
iN
O
i
O, where O
i
= Y
i
, i N with i ,= i
0
. By the measurability of
f, we have f
i0 inv
(O
i0
) = f
inv
(O) B. Hence, f
i0
is B-measurable.
Proposition 11.40 Let (X, B) be a measurable space, D B, f
n
: D
IR
e
be B-measurable, n IN,

f
S
:= limsup
nIN
f
n
: D IR
e
dened by
f
S
(x) = limsup
nIN
f
n
(x), x D, and

f
I
:= liminf
nIN
f
n
: D IR
e
dened by

f
I
(x) = liminf
nIN
f
n
(x), x D. Then, n Z
+
,
_
n
i=1
f
i
,
_
n
i=1
f
i
, sup
iIN
f
i
, inf
iIN
f
i
, limsup
nIN
f
n
=

f
S
, and liminf
nIN
f
n
=

f
I
are B-measurable.
Proof IR, x D [
_
n
i=1
f
i
(x) > =
n
i=1
x D [ f
i
(x) >
B. Hence, by Proposition 11.35,
_
n
i=1
f
i
is B-measurable.
IR, x D [ sup
iIN
f
i
(x) > =
i=1
x D [ f
i
(x) >
B. Hence, by Proposition 11.35, sup
iIN
f
i
is B-measurable.
By arguments that are similar to the above,
_
n
i=1
f
i
and inf
iIN
f
i
are
B-measurable.
By Denition 3.82,

f
S
= inf
iIN
sup
jIN,ji
f
j
and

f
I
= sup
iIN
inf
jIN,ji
f
j
. Then,
f
S
and

f
I
are B-measurable. This completes the proof of the proposition.
2
Proposition 11.41 Let (X, B) be a measurable space, (E
i
)
i=1
B be such
that
i=1
E
i
= X, := (Y, O) be a topological space, D B, B
Ei
:= B
B [ B E
i
, i IN, and f : D . Then, f[
Ei
is B
Ei
-measurable,
i IN, if, and only if, f[
Ei
is B-measurable, i IN, if, and only if, f is
B-measurable.
Proof (i) (ii). Assume that f[
Ei
is B
Ei
-measurable, i IN.
O O, by the assumption, we have ( f[
Ei
)
inv
(O) B
Ei
B, i IN.
Then, f[
Ei
is B-measurable.
(ii) (iii). Assume that f[
Ei
is B-measurable, i IN. O O,
by the assumption, we have ( f[
Ei
)
inv
(O) B, i IN. Then, f
inv
(O) =
i=1
( f[
Ei
)
inv
(O) B. Hence, f is B-measurable.
(iii) (i). Assume that f is B-measurable. O O, by the assumption,
f
inv
(O) B. Then, ( f[
Ei
)
inv
(O) = f
inv
(O)E
i
B
Ei
, i IN. Hence, f[
Ei
is B
Ei
-measurable, i IN. This completes the proof of the proposition. 2
Denition 11.42 Let A := (X, B, ) be a measure space. A property P is
said to hold almost everywhere in A (abbreviated a.e.) if the set of points
where it fails to hold or does not make sense belongs to B and have measure
0. We will write P a.e. in A or P(x) a.e. x A.
Lemma 11.43 Let A := (X, B) be a measurable space, := (Y, ) be a
separable metric space, D
1
, D
2
B, and f : D
1
and g : D
2
be
B-measurable. Then, the function h : D
1
D
2
IR, dened by h(x) =
(f(x), g(x)), x D
1
D
2
, is B-measurable.
Proof By Proposition 4.4, is second countable. By Proposi-
tions 11.39 and 11.41, the function h
1
: D
1
D
2
, dened by
h
1
(x) = (f(x), g(x)), x D
1
D
2
, is B-measurable. By Propositions 11.38
and 4.30, the function h is B-measurable. 2
Lemma 11.44 Let A := (X, B, ) be a measure space, := (Y, ) be
a separable metric space, D
i
B, and f
i
: D
i
be B-measurable,
i = 1, 2, 3. Assume that f
1
= f
2
a.e. in A and f
2
= f
3
a.e. in A. Then,
f
1
= f
3
a.e. in A.
Proof Let E
1
:=

D
1

D
2
x D
1
D
2
[ f
1
(x) ,= f
2
(x) , E
2
:=
D
2

D
3
x D
2
D
3
[ f
2
(x) ,= f
3
(x) , and E
3
:=

D
1

D
3
x
D
1
D
3
[ f
3
(x) ,= f
1
(x) . By the assumption, we have E
1
, E
2
B and
(E
1
) = (E
2
) = 0. Clearly, E
3
E
1
E
2
. Note that E
3
=

D
1
D
3
x
D
1
D
3
[ (f
1
(x), f
3
(x)) > 0 B by Lemma 11.43. Then, we have
0 (E
3
) (E
1
) +(E
2
) = 0. Hence, f
1
= f
3
a.e. in A. This completes
Lemma 11.45 Let A := (X, B, ) be a measure space,
i
:= (Y
i
, O
i
) be
a second countable metrizable topological space, i N IN, where N is
a countable index set, :=
iN

i
be the product space, D
1
, D
2
B,
f
i
: D
1

i
and g
i
: D
2

i
be B-measurable, i N, f : D
1
be
dened by
i
(f(x)) = f
i
(x), i N, x D
1
, and g : D
2
be dened
by
i
(g(x)) = g
i
(x), i N, x D
2
. Then, f = g a.e. in A if, and only
if, f
i
= g
i
a.e. in A, i N.
Proof Dene E
i
:=

D
1
D
2
x D
1
D
2
[ f
i
(x) ,= g
i
(x) , i N,
and E :=

D
1

D
2
x D
1
D
2
[ f(x) ,= g(x) .
Suciency Let f
i
= g
i
a.e. in A, i N. Then, E
i
B and (E
i
) =
0, i N. Note that E =
iN
E
i
B and (E) = 0. Hence, f =
g a.e. in A.
Necessity Let f = g a.e. in A. Then, E B and (E) = 0. i N,
E
i
E. Since
i
is a second countable metrizable topological space, let
i
: Y
i
Y
i
[0, ) IR be the metric on
i
whose natural topology
is O
i
. Then, (Y
i
,
i
) is a separable metric space, by Proposition 4.4. By
Lemma 11.43, we have E
i
=

D
1

D
2
x D
1
D
2
[
i
(f
i
(x), g
i
(x)) >
0 B. Then, 0 (E
i
) (E) = 0. Hence, f
i
= g
i
a.e. in A.
Lemma 11.46 Let A := (X, B, ) be a measure space, be a topological
space, Z := (Z, ) be a separable metric space, D
1
, D
2
B, f
i
: D
i

be B-measurable, i = 1, 2, g : Z be continuous. Assume that f
1
=
f
2
a.e. in A. Then, g f
1
= g f
2
a.e. in A.
Proof By the assumption, E :=

D
1

D
2
x D
1
D
2
[ f
1
(x) ,=
f
2
(x) B and (E) = 0. By Proposition 11.38, we have g f
i
is
B-measurable, i = 1, 2. By Lemma 11.43, E

E :=

D
1

D
2

x D
1
D
2
[ g(f
1
(x)) ,= g(f
2
(x)) =

D
1

D
2
x D
1

D
2
[ (g(f
1
(x)), g(f
2
(x))) > 0 B. Then, 0 (

E) (E) = 0.
Hence, g f
1
= g f
2
a.e. in A. This completes the proof of the lemma. 2
Proposition 11.47 Let A := (X, B, ) be a complete measure space, be
a topological space, D
1
, D
2

X
2, f : D
1
be B-measurable, g : D
2
,
and g = f a.e. in A. Then, g is B-measurable.
Proof Let E :=

D
1

D
2
x D
1
D
2
[ f(x) ,= g(x) . Then,
E B and (E) = 0. O O
, g
inv
(O) = g
inv
(O) (E (X E)) =
(g
inv
(O)E)(g
inv
(O)(XE)) = (g
inv
(O)E)(f
inv
(O)(XE)). Note
that X E, f
inv
(O) B. By the completeness of A, E g
inv
(O) E B.
Then, g
inv
(O) B. Hence, g is B-measurable. 2
Proposition 11.48 Let A := (X, B, ) be a measure space, := (Y, )
be a metric space, D B, f
n
: D be B-measurable, n IN, and
f : D . Assume that lim
nIN
f
n
(x) = f(x), x D. Then, f is
B-measurable.
Proof Fix any open set O . n IN, dene O
n
:= y
O [ B
( y, 1/n) O. Then, O
n
= O
_
y\O
(B
( y, 1/n))
_
. Note
that
y\O
( B
( y, 1/n)) is a closed set in . Then, O

n
B
B
( ).
Claim 11.48.1 f
inv
(O) =
l=1
k=l
n=1
j=n
f
jinv
(O
k
) =: U.
Proof of claim: x f
inv
(O) D, then y := f(x) O. Since
O is open, then L IN such that B
( y, 1/L) O. Then, l L + 1,
y B
_
y,
1
L(L+1)
_
, y B
( y, 1/l ), we have (y, y) (y, y)+( y, y) <

1
L(L+1)
+
1
l

1
L
. This implies that y B
( y, 1/L) O. Then,
B
( y, 1/l ) O. Thus, y O
l
and B
_
y,
1
L(L+1)
_
O
l
. Since
lim
nIN
f
n
(x) = f(x) = y, then N IN such that n N, (f
n
(x), y) <
1
L(L+1)
. Then, f
n
(x) B
_
y,
1
L(L+1)
_
O
l
and x f
ninv
(O
l
). By
arbitrariness of n, x

j=N
f
jinv
(O
l
)

n=1
j=n
f
jinv
(O
l
). By arbi-
trariness of l, we have x

k=L+1
n=1
j=n
f
jinv
(O
k
) U. Hence, by
the arbitrariness of x, f
inv
(O) U.
On the other hand, x U, L IN such that x
n=1
j=n
f
jinv
(O
L
).
Then, N IN such that n N, x f
ninv
(O
L
) and f
n
(x) O
L
.
Since lim
nIN
f
n
(x) = f(x), then
N IN with

N N such that
(f
N
(x), f(x)) < 1/L. Then, f(x) B
( f
N
(x), 1/L). Note that f
N
(x)
O
L
and B
( f
N
(x), 1/L) O. Then, f(x) O and x f
inv
(O). By the
arbitrariness of x, U f
inv
(O).
Hence, f
inv
(O) = U. This completes the proof of the claim. 2
k IN, j IN, by Proposition 11.34, f
jinv
(O
k
) B. By Claim 11.48.1,
f
inv
(O) B. Hence, f is B-measurable. This completes the proof of the
proposition. 2
Proposition 11.49 Let A := (X, B, ) be a complete measure space, :=
(Y, ) be a metric space, D
1
, D
2

X
2, f
n
: D
1
be B-measurable,
n IN, and f : D
2
. Assume that lim
nIN
f
n
= f a.e. in A. Then, f
is B-measurable.
Proof Let E := x D
1
D
2
[ ( f
n
(x) )
n=1
does not converge to
f(x)

D
1

D
2
. By the assumption, E B and (E) = 0. Let g :=
f[
X\E
and g
n
:= f
n
[
X\E
, n IN. Then, lim
nIN
g
n
(x) = g(x), x
X E B. By Proposition 11.48, g is B-measurable. open set O ,
f
inv
(O) = g
inv
(O) (f
inv
(O) E). By the completeness of A, we have
E f
inv
(O) E B. Then, f
inv
(O) B. Hence, f is B-measurable. This
Proposition 11.50 Let (X, B) be a measurable space, := (Y, ) be a
separable metric space, D
1
, D
2
B, f
n
: D
1
be B-measurable, n IN,
and f : D
2
be B-measurable. Then, the set
E := x D
1
D
2
[ ( f
n
(x) )
n=1
converges to f(x) B
Proof We will show that
E =
m=1
_
i=1
k=i
E
k,m
=:

E
where E
k,m
:= x D
1
D
2
[ (f
k
(x), f(x)) < 1/m B, m IN,
k IN, by Lemma 11.43. This further implies that

E B.
x E, m IN, k
0
IN, k IN with k k
0
, x D
1
D
2
and (f
k
(x), f(x)) < 1/m. Then, x E
k,m
and x

k=k0
E
k,m

i=1
k=i
E
k,m
. By the arbitrariness of m, we have x

E. This implies
that E

E. On the other hand, x

E, m IN, x
i=1
k=i
E
k,m
.
Then, k
0
IN, such that x

k=k0
E
k,m
. k IN with k k
0
,
x E
k,m
. Then, x D
1
D
2
and (f
k
(x), f(x)) < 1/m. This leads
to lim
nIN
f
n
(x) = f(x) and x E. Then, we have

E E. Hence,
E =

E B. This completes the proof of the proposition. 2
be a separable complete metric space, D B, f
i
: D be B-
measurable, i IN, E := x D [ ( f
i
(x) )
i=1
converges in and
f : E dened by f(x) = lim
iIN
f
i
(x), x E. Then, E =
j=1
m=1
l=m
n=m
E
j,l,n
=:

E B, where E
j,l,n
:= x
D [ (f
l
(x), f
n
(x)) < 1/j , j, l, n IN, and f is B-measurable.
Proof j, l, n IN, by Lemma 11.43 and the separability of , E
j,l,n

B. Then,

E B.
x

E, j IN, m
0
IN, l, n IN with l m
0
and n m
0
, we
have x D and (f
l
(x), f
n
(x)) < 1/j. Then, ( f
i
(x) )
i=1
is a Cauchy
sequence. By the completeness of , ( f
i
(x) )
i=1
converges in . Hence,
x E. By the arbitrariness of x, we have

E E.
On the other hand, x E, since ( f
i
(x) )
i=1
converges in , then it is
a Cauchy sequence. j IN, m
0
IN, l, n IN with l m
0
and n m
0
,
we have (f
l
(x), f
n
(x)) < 1/j. Then, x E
j,l,n
. Then, x

E. By the
arbitrariness of x, we have E

E. Therefore, E =

E B.
Note that f(x) = lim
iIN
f
i
[
E
(x), x E. By Proposition 11.41, f
i
[
E
is B-measurable, i IN. By Proposition 11.48, f is B-measurable.
Proposition 11.52 Let A := (X, B, ) be a measure space, := (Y, O)
be a Hausdor topological space, Z := (Z, ) be a separable metric space,
D
1
, D
2
B, f
n
: D
1
be B-measurable, n IN, f : D
2
be
B-measurable, and g : Z be continuous. Assume that lim
nIN
f
n
=
f a.e. in A. Then, lim
nIN
g f
n
= g f a.e. in A.
Proof Let E := x D
1
D
2
[ lim
nIN
f
n
(x) = f(x) and

E :=
x D
1
D
2
[ lim
nIN
g(f
n
(x)) = g(f(x)) . By Proposition 3.66, we have
E

E. By the assumption, E B and (
E) = 0. By Proposition 11.38,
g f
n
and g f are B-measurable, n IN. By Proposition 11.50,

E B.
Then, 0 (
E) (
E) = 0. Hence, lim
nIN
g f
n
= g f a.e. in A. This
Proposition 11.53 Let A := (X, B, ) be a measure space, D
1
, D
2
B,
i
:= (Y
i
, O
i
) be a second countable metrizable topological space, f
i
: D
1

i
be B-measurable, g
n,i
: D
2

i
be B-measurable, n IN, i N
IN, N is a countable index set, := (Y, O) :=
iN

i
be the product
topological space, f : D
1
be given by
i
(f(x)) = f
i
(x), x D
1
,
i N, and g
n
: D
2
be given by
i
(g
n
(x)) = g
n,i
(x), x D
2
, i N,
n IN. Then, lim
nIN
g
n
= f a.e. in A if, and only if, lim
nIN
g
n,i
=
f
i
a.e. in A, i N.
Proof By Proposition 11.39, f and g
n
are B-measurable, n IN.
Suciency Assume lim
nIN
g
n,i
= f
i
a.e. in A, i N. i N, let
E
i
:=

D
1
D
2
x D
1
D
2
[ ( g
n,i
(x) )
n=1
does not converge to f
i
(x) .
Then, E
i
B and (E
i
) = 0. Let E :=

D
1

D
2
x D
1

D
2
[ (g
n
(x) )
n=1
does not converge to f(x) . By Proposition 3.67, E =
iN
E
i
B. Then, 0 (E)
iN
(E
i
) = 0. Hence, lim
nIN
g
n
=
f a.e. in A. Necessity Assume lim
nIN
g
n
= f a.e. in A. Let E and E
i
be as dened above, i IN. Then, E B and (E) = 0. i N, by
Proposition 3.67, we have E
i
E. Since
i
is second countable metriz-
able topological space, let
i
: Y
i
Y
i
[0, ) IR be the metric on
i
whose natural topology is O
i
. Then, by Proposition 4.4, (Y
i
,
i
) is a
separable metric sapce. By Proposition 11.50, we have E
i
B. Then,
0 (E
i
) (E) = 0. Hence. lim
nIN
g
n,i
= f
i
a.e. in A. This completes
Proposition 11.54 Let A := (X, B, ) be a measure space, be a sepa-
rable metric space, D
i
B, i = 1, 2, 3, 4, f
n
: D
1
and g
n
: D
2
be
B-measurable, n IN, and f : D
3
and g : D
4
be B-measurable.
Assume that lim
nIN
f
n
= f a.e. in A, f
n
= g
n
a.e. in A, i IN, and
f = g a.e. in A. Then, lim
nIN
g
n
= g a.e. in A.
Proof By the assumption, we have E
1
:=

D
1

D
3
x D
1

D
3
[ ( f
n
(x) )
n=1
does not converge to f(x) B;

E
n
:=

D
1

D
2
x
D
1
D
2
[ f
n
(x) ,= g
n
(x) B, n IN;

E :=

D
3

D
4
x D
3

D
4
[ f(x) ,= g(x) B; and (E
1
) = (

E
n
) = (

E) = 0, n IN. Then,
E := E
1
(
n=1
E
n
)

E B and (E) = 0. Let E
2
:=

D
2

D
4
x
D
2
D
4
[ ( g
n
(x) )
n=1
does not converge to g(x) . By Proposition 11.50,
E
2
B. Clearly,

E

E
2
and E
2
E. Then, 0 (E
2
) (E) = 0.
This shows that lim
nIN
g
n
= g a.e. in A. This completes the proof of the
proposition. 2
Theorem 11.55 (Egoros Theorem) Let A := (X, B, ) be a nite
measure space, := (Y, ) be a separable metric space, D
1
, D
2
B, f
n
:
D
1
be B-measurable, n IN, and f : D
2
be B-measurable.
Assume that lim
nIN
f
n
= f a.e. in A. Then, (0, ) IR, A
B with (A) < and A

D
1

D
2
such that
_
f
n
[
X\A
_
n=1
converges
uniformly to f[
X\A
.
Proof Let E :=

D
1

D
2
x D
1
D
2
[ (f
n
(x) )
n=1
does not
converge to f(x) . By the assumption, E B and (E) = 0.
(0, ) IR, n IN, m IN, let
G
m,n
:= x X E [ (f
m
(x), f(x)) 2
n
By Lemma 11.43, G
m,n
B. Let
H
m,n
:=
_
j=m
G
j,n
= x X E [ (f
i
(x), f(x)) 2
n
for some i m
Then, H
m+1,n
H
m,n
B. x X E, we have lim
jIN
f
j
(x) = f(x),
then m
x
IN such that x , H
mx,n
. Hence,
m=1
H
m,n
= . Note
that (H
1,n
) (X) < . By Proposition 11.5, lim
mIN
(H
m,n
) =
(
m=1
H
m,n
) = 0. Then, m
n
IN such that (H
mn,n
) < 2
n
. Let
A
n
:= H
mn,n
B. Then, (A
n
) < 2
n
and i m
n
, x (X E) A
n
,
we have (f
i
(x), f(x)) < 2
n
.
Let A := E (
n=1
A
n
) B. Clearly, A

D
1

D
2
. By countable
subadditivity of measure, we have (A) (E) +
n=1
(A
n
) < .
(0, ) IR, n
0
IN with 0 < 2
n0
. j IN with m
n0
j,
x X A (X E) A
n0
, we have (f
j
(x), f(x)) < 2
n0
. Hence,
_
f
n
[
X\A
_
n=1
converges uniformly to f[
X\A
the proposition. 2
Denition 11.56 Let A := (X, B, ) be a measure space, := (Y, )
be a separable metric space, D
n
B, f
n
: D
n
be B-measurable,
n IN, D B, and f : D be B-measurable. We will say that
( f
n
)
n=1
converges to f in measure in A if (0, ) IR, N IN
such that n IN with n N, we have (A
n,
) := (
D
n

D x
D
n
D [ (f
n
(x), f(x)) ) < . In this case, we will write lim
nIN
f
n
=
f in measure in A.
Note that in the above denition, (0, ) IR, n IN, A
n,
B
by Lemma 11.43. Hence, the denition is well-dened.
1
, D
2
B, f
n
: D
1
be B-measurable,
n IN, and f : D
2
be B-measurable. Assume that lim
nIN
f
n
=
f in measure in A. Then, there exists a subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
such that lim
kIN
f
n
k
= f a.e. in A.
Proof Dene A
n,k
:=

D
1

D
2

_
x D
1
D
2
(f
n
(x), f(x))
2
k
_
, n, k IN. By Lemma 11.43, A
n,k
B. By the assumption, n
1
IN
such that n IN with n n
1
, we have (A
n,1
) < 2
1
. k IN with k > 1,
by the assumption, n
k
IN with n
k
> n
k1
such that n IN with n n
k
,
we have (A
n,k
) < 2
k
. This denes a subsequence ( f
n
k
)
k=1
.
Let A :=
i=1
k=i
A
n
k
,k
B. Then, (A) (
k=i
A
n
k
,k
)
k=i
(A
n
k
,k
) < 2
i+1
, i IN. Hence, (A) = 0. x X A =
i=1
k=i
A
n
k
,k
, i
0
IN such that k IN with k i
0
, x

A
n
k
,k
. Then,
we have x D
1
D
2
and (f
n
k
(x), f(x)) < 2
k
. Hence, lim
kIN
f
n
k
(x) =
f(x). Then, E :=

D
1
D
2
x D
1
D
2
[ ( f
n
k
(x) )
k=1
does not converge
to f(x) A. By Proposition 11.50, we have E B and (E) = 0. There-
fore, lim
kIN
f
n
k
= f a.e. in A. This completes the proof of the proposition.
2
Proposition 11.58 Let A := (X, B, ) be a nite measure space, :=
(Y, ) be a separable metric space, D
1
, D
2
B, f
n
: D
1
be B-
measurable, n IN, and f : D
2
be B-measurable. Assume that
lim
nIN
f
n
= f a.e. in A. Then, lim
nIN
f
n
= f in measure in A.
Proof (0, ) IR, by Egoros Theorem 11.55, A B with
(A) < and A

D
1
D
2
such that
_
f
n
[
X\A
_
n=1
converges uniformly to
f[
X\A
. Then, n
0
IN, n IN with n n
0
, we have (f
n
(x), f(x)) < ,
x X A. Then, A
n,
:=

D
1

D
2
x D
1
D
2
[ (f
n
(x), f(x))
A. By Lemma 11.43, A
n,
B and (A
n,
) (A) < . This
shows that lim
nIN
f
n
= f in measure in A. This completes the proof of
the proposition. 2
n
B, f
n
: D
n
be B-measurable,
n IN, D B, and f : D be B-measurable. Then, lim
nIN
f
n
=
f in measure in A if, and only if, every subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
admits a subsequence
_
f
n
k
j
_
j=1
that converges to f in measure.
Proof Necessity Let ( f
n
)
n=1
converges to f in measure and
( f
n
k
)
k=1
be a subsequence of ( f
n
)
n=1
. Clearly, ( f
n
k
)
k=1
converges to
f in measure, and it is a subsequence of itself. Hence, the result holds.
Suciency Assume that every subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
ad-
mits a subsequence
_
f
n
k
j
_
j=1
that converges to f in measure. We will
prove the result using an argument of contradiction. Suppose ( f
n
)
n=1
does
not converge to f in measure. Then,
0
(0, ) IR, n
0
IN, n IN
with n n
0
such that (A
n
) := (
D
n
Dx D
n
D [ (f
n
(x), f(x))
0
)
0
, where A
n
B by Lemma 11.43. Then, n
1
IN such
that (A
n1
)
0
. k IN, n
k+1
IN with n
k+1
> n
k
such that
(A
n
k+1
)
0
. This denes a subsequence (f
n
k
)
k=1
, which satises that
k IN, (A
n
k
)
0
. Clearly, there does not exist a subsequence of
( f
n
k
)
k=1
that converges to f in measure. This contradicts with the as-
sumption. Therefore, (f
n
)
n=1
converges to f in measure.
Proposition 11.60 Let A := (X, B, ) be a nite measure space, :=
(Y, ) be a separable metric space, D
1
, D
2
B, f
n
: D
1
be B-
measurable, n IN, and f : D
2
be B-measurable. Then, lim
nIN
f
n
=
f in measure in A if, and only if, every subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
admits a subsequence
_
f
n
k
j
_
j=1
that converges to f a.e. in A.
Proof Necessity Let ( f
n
)
n=1
converge to f in measure. Let
( f
n
k
)
k=1
be a subsequence of ( f
n
)
n=1
. Clearly, ( f
n
k
)
k=1
converges to
f in measure. By Proposition 11.57, there exists a subsequence
_
f
n
k
j
_
j=1
of (f
n
k
)
k=1
that converges to f a.e. in A.
Suciency Assume that every subsequence ( f
n
k
)
k=1
of ( f
n
)
n=1
ad-
mits a subsequence
_
f
n
k
j
_
j=1
that converges to f a.e. in A. By Proposi-
tion 11.58,
_
f
n
k
j
_
j=1
converges to f in measure. By Proposition 11.59, we
have ( f
n
)
n=1
converges to f in measure in A.
Denition 11.61 Let A := (X, B, ) be a measure space, := (Y, ) be
a separable metric space, D
n
B, and f
n
: D
n
be B-measurable,
n IN. We will say that (f
n
)
n=1
is Cauchy in measure in A if
(0, ) IR, n
0
IN, n, m IN with n n
0
and m n
0
, we have
(
D
n
D
m
x D
n
D
m
[ (f
n
(x), f
m
(x)) ) < .
Clearly, a sequence of measurable functions that converges in measure to a
measurable function is Cauchy in measure. The converse is established in
the following proposition.
be a separable complete metric space, D
n
B, and f
n
: D
n
be B-
measurable, n IN. Assume that ( f
n
)
n=1
is Cauchy in measure in A.
Then, f : D , where D :=
n=1
D
n
B such that f is B-measurable
and lim
nIN
f
n
= f in measure in A.
Proof Let n
0
:= 0. i IN, by the assumption, n
i
IN with
n
i
> n
i1
such that n, m IN with n n
i
and m n
i
, we have (
D
n
D
m

_
x D
n
D
m
(f
n
(x), f
m
(x)) 2
i
_
) < 2
i
. This denes a
subsequence ( f
ni
)
i=1
of (f
n
)
n=1
. i IN, let A
i
:=

D
ni

D
ni+1

_
x
D
ni
D
ni+1
(f
ni
(x), f
ni+1
(x)) 2
i
_
. Then, A
i
B and (A
i
) < 2
i
.
Let A :=
i=1
j=i
A
j
B. Then, (A) (
j=i
A
j
)

j=i
(A
j
) <
2
i+1
, i IN. Hence, (A) = 0. x XA =
i=1
j=i
A
j
D, i
0
IN
such that x

A
i
and (f
ni
(x), f
ni+1
(x)) < 2
i
, i IN with i i
0
. Then,
( f
ni
(x) )
i=i0
is a Cauchy sequence. By the completeness of , !f(x)
such that lim
iIN
f
ni
(x) = f(x). x AD, we assign f(x) := f
n
( x) ,
where n IN and x D
n
D are xed independent of x. This denes
a function f : D that satises lim
iIN
f
ni
(x) = f(x), x X A.
i IN, dene

f
ni
: D by

f
ni
(x) =
_
f
ni
(x) x D
ni
f
n
( x) x D D
ni
, x D.

f
ni
is B-measurable. Clearly, lim
iIN

f
ni
(x) = f(x),
x D. By Proposition 11.48, f is B-measurable.
i IN, x

j=i
A
j
=
j=i
A
j
XA, we have (f
nj
(x), f
nj+1
(x)) <
2
j
, j i. Then, by Propositions 4.30, 3.66, and 3.67, (f
ni
(x), f(x)) =
lim
lIN
(f
ni
(x), f
n
l
(x)) lim
lIN
l1
j=i
(f
nj
(x), f
nj+1
(x)) < 2
i+1
. Then,
E
i
:=

D
ni

_
x D
ni
(f
ni
(x), f(x)) 2
i+1
_

j=i
A
j
. By
Lemma 11.43, E
i
B and (E
i
)
j=i
(A
j
) < 2
i+1
.
(0, ) IR, i
0
IN such that 2
i0+1
< /2. n IN with
n n
i0
, we have (
D
n
x D
n
[ (f
n
(x), f(x)) ) (
D
n

D
ni
0
x D
n
D
ni
0
[ (f
n
(x), f
ni
0
(x)) + (f
ni
0
(x), f(x)) )
(
D
n
D
ni
0
x D
n
D
ni
0
[ (f
n
(x), f
ni
0
(x)) /2) +(
D
ni
0
x
D
ni
0
[ (f
ni
0
(x), f(x)) /2) < 2
i0
+ 2
i0+1
< . Hence, lim
nIN
f
n
=
f in measure in A. This completes the proof of the proposition. 2
Denition 11.63 Let X be a set and A X. The indicator function
A,X
: X 0, 1 IR is dened by
A,X
(x) =
_
1 x A
0 x X A
, x
X.
Denition 11.64 Let A := (X, B, ) be a measure space, Y be a normed
linear space. : X Y is said to be a simple function if n Z
+
,
y
1
, . . . , y
n
Y, and A
1
, . . . , A
n
B with (A
i
) < +, i = 1, . . . , n, such
that (x) =
n
i=1
y
i
Ai,X
(x), x X. We will say that a simple function
is in canonical representation if y
1
, . . . , y
n
are distinct and none equals
to
Y
, and A
1
, . . . , A
n
are nonempty and pairwise disjoint.
Clearly, every simple function admits a unique canonical representation.
Proposition 11.65 Let A := (X, B, ) be a nite measure space, Y :=
(, IK, | |) be a separable normed linear space, and f : X U Y be
B-measurable. Then,
(i) (0, ) IR, a simple function
: X U such that (x
X [ |f(x)
(x) | ) < ;
(ii) there exists a sequence of simple functions (
n
)
n=1
,
n
: X U,
n IN, that converges to f in measure.
Proof (i) By Proposition 4.38, U, considered as a subspace of the
metric space Y, is separable. We will distinguish two exhaustive and mutu-
ally exclusive cases: Case 1: U = ; Case 2: U ,= . Case 1: U = . Then,
X = . (0, ) IR, choose
: X U to be the simple function with

n = 0 as in Denition 11.64. Then, (x X [ |f(x)
(x) | ) =
() = 0 < . Hence, (i) holds. Case 2: U ,= . Then, ( y
i
)
i=1
U
such that y U, (0, ) IR, i IN |y y
i
| < .
(0, ) IR, we have U

i=1
B
Y
( y
i
, ) =:
i=1
V
i
. Dene
V
1
:=

V
1
B
B
( Y), V
i+1
:=

V
i+1
(
i
j=1
V
j
) B
B
( Y), i IN. Clearly,
U
i=1
V
i
and V
1
, V
2
, . . . are pairwise disjoint. Then, by Propositions 2.5
and 11.34, X = f
inv
(U) =
i=1
f
inv
(V
i
) and ( f
inv
(V
i
) )
i=1
B and are
pairwise disjoint. Then, (X) =
i=1
(f
inv
(V
i
)) < +. This implies
that n
0
IN such that
i=n0+1
(f
inv
(V
i
)) < . Let A
i
:= f
inv
(V
i
) B,
i = 1, . . . , n
0
, and A
n0+1
:= X (
n0
i=1
A
i
) B. Dene the simple func-
tion
: X U by
(x) =
n0+1
i=1
y
i
Ai,X
(x), x X. x X,
! i
x
1, . . . , n
0
+ 1 such that x A
ix
. Then,
(x) = y
ix
U.
x X A
n0+1
, i
x
1, . . . , n
0
and x A
ix
= f
inv
(V
ix
) f
inv
(
V
ix
).
Then,
(x) = y
ix
and f(x)

V
ix
= B
Y
( y
ix
, ). Hence, |f(x)
(x) | < .
Then, A := x X [ |f(x)
(x) | A
n0+1
=
i=n0+1
f
inv
(V
i
).
By Lemma 11.43, A B. Then, (A)

i=n0+1
(f
inv
(V
i
)) < . Hence,
(i) holds. In both cases, we have proved (i).
(ii) n IN, let
n
:=
2
n. Then, (
n
)
n=1
converges to f in
measure. This completes the proof of the proposition. 2
Proposition 11.66 Let A := (X, B, ) be a -nite measure space, Y be
a separable normed linear space, U Y be a conic segment, and f : X
U Y be B-measurable. Then, there exists a sequence of simple functions
(
n
)
n=1
,
n
: X U, n IN, such that lim
nIN
n
= f a.e. in A and
|
n
(x) | |f(x) |, x X, n IN.
Proof We will rst consider the special case Y = IR and A is -
nite. (0, ) IR, by Proposition 11.5, M
IN such that
(x X [ [ f(x) [ M
) =: (A
) < . Let I
i
:= [(M
i +
1), (M
i)) IR, i = 1, . . . , 2M
and A
i
:= f
inv
(I
i
) B. Note
that (A
i
) (X) < +, i = 1, . . . , 2M
and A
i
s are pairwise dis-
joint. Dene
:=
M
i=1
(M
i)
Ai,X
+
2M
i=M+1
(M
i +1)
Ai,X
.
Clearly, we have
: X U, [
(x) [ [ f(x) [, x X, and (x

X [ [ f(x)
(x) [ > ) (A
) < . Then, the sequence of sim-

ple functions (
2
n )
n=1
converges to f in measure in A. By Proposi-
tion 11.57, there exists a subsequence (
k
)
k=1
= (
2
n
k
)
k=1
such that
lim
kIN
k
= f a.e. in A. The result holds in this special case.
Next, we consider the special case A is nite. By Proposition 11.65,
there exists a sequence of simple functions
_

i
_
i=1
,

i
: X U, i IN,
that converges to f in measure. By Proposition 11.57, there exists a
subsequence (
n
)
n=1
=
_

in
_
n=1
, such that lim
nIN
n
= f a.e. in A.
By Propositions 7.21 and 11.38, T f is B-measurable, where T f :
X [0, ) IR is dened by T f(x) = |f(x) |, x X.
1
By
the previous special case, there exists a sequence of simple functions
(
n
)
n=1
,
n
: X [0, ) IR, n IN, such that lim
nIN
n
=
T f a.e. in A and 0
n
(x) T f(x), x X, n IN. Let
E
1
:= x X [ (
n
(x) )
n=1
does not converge to f(x) and E
2
:= x
X [ (
n
(x) )
n=1
does not converge to |f(x) |. Then, E
1
, E
2
B and
(E
1
) = (E
2
) = 0. Fix any n IN. Let
n
admit the canonical represen-
tation
n
=
n
j=1
y
j
Aj,X
, where n Z
+
, y
1
, . . . , y
n
U are distinct and
none equals to
Y
, A
1
, . . . , A
n
B are pairwise disjoint, nonempty, and
of nite measure. Let y
n+1
:=
Y
U and A
n+1
:= X (
n
j=1
A
j
) B.
Then,
n
=
n+1
j=1
y
j
Aj,X
. Let
n
admit the canonical representation
n
j=1
a
j

Aj
,X
, where n Z
+
, a
1
, . . . , a
n
[0, ) IR are distinct and
none equals to 0,

A
1
, . . . ,

A
n
B are pairwise disjoint, nonempty, and
of nite measure. Let a
n+1
:= 0 and

A
n+1
:= X (
n
j=1
A
j
) B.
Then,
n
=
n+1
j=1
a
j

Aj
,X
. Dene a simple function
n
: X U by
n
(x) =
_
y
j
if |y
j
| a
l
(a
l
/ |y
j
|)y
j
if |y
j
| > a
l
, x A
j

A
l
, j = 1, . . . , n + 1,
l = 1, . . . , n + 1. Clearly,
n
(x) U, x X. Alternatively, we
1
This notation will be used throughout the rest of the notes. With this notation, we
distinguish that f is a nonnegative real number and Pf is a nonnegative real valued
function.
have
n
(x) =
_

n
(x) if |
n
(x) |
n
(x)
(
n
(x)/ |
n
(x) |)
n
(x) if |
n
(x) | >
n
(x)
, x X.
Then, we have |
n
(x) |
n
(x) T f(x), x X, n IN,
and lim
nIN
n
(x) = f(x), x X (E
1
E
2
). Let E := x
X [ (
n
(x) )
n=1
does not converge to f(x) . Then, E E
1
E
2
. By
Proposition 11.50, E B. This implies that 0 (E) (E
1
)+(E
2
) = 0.
Therefore, lim
nIN
n
= f a.e. in A. Hence, the result holds in this special
case.
Finally, we consider the general case. Since A is -nite, then
( X
i
)
i=1
B such that X =
i=1
X
i
and (X
i
) < +, i IN. With-
out loss of generality, we may assume that X
i
X
i+1
, i IN. Fix
any i IN, let A
i
:= (X
i
, B
i
,
i
) be the nite measure subspace of A as
dened in Proposition 11.13. Then, f[
Xi
: X
i
U is B
i
-measurable.
By the second special case, there exists a sequence of simple functions
(
i,n
)
n=1
,
i,n
: X
i
U, n IN, such that |
i,n
(x) | |f(x) |,
x X
i
, n IN, and lim
nIN
i,n
= f[
Xi
a.e. in A
i
. By Proposi-
tion 11.58, lim
nIN
i,n
= f[
Xi
in measure in A
i
. Then, n
i
IN such
that
i
(E
i
) :=
i
(
_
x X
i
_
_
f[
Xi
(x)
i,ni
(x)
_
_
2
i
_
) < 2
i
. Let
i,ni
i,ni
=
ni
j=1
y
i,j
Ai,j,Xi
, where
n
i
Z
+
, y
i,1
, . . . , y
i, ni
U are distinct and none equals to
Y
, and
A
i,1
, . . . , A
i, ni
B
i
B are pairwise disjoint, nonempty, and of nite mea-
sure. Then, we may dene a simple function
i
: X U
Y
= U by
i
=
ni
j=1
y
i,j
Ai,j ,X
. Note that
i
(x) =
i,ni
(x) and |
i
(x) | |f(x) |,
x X
i
,
i
(x) =
Y
U and |
i
(x) | = 0 |f(x) |, x X X
i
. Hence,
|
i
(x) | |f(x) |, x X. Then, E
i
=
_
x X
|f(x)
i
(x) |
2
i
_
X
i
B and (E
i
) =
i
(E
i
) < 2
i
by Proposition 11.13.
Let E :=
i=1
j=i
E
j
B. (E) (
j=i
E
j
) < 2
i+1
, i IN.
Then, (E) = 0. x X E, i
0
IN such that x X
i0
. Then, x X
j
,
j IN with j i
0
. i
1
IN such that x X E
j
, j IN with
j i
1
. Let k
0
= maxi
0
, i
1
. k k
0
, x X
k
E
k
and |
k
(x)
f(x) | < 2
k
kIN
k
(x) = f(x). Then,

E := x
X [ (
k
(x) )
k=1
does not converge to f(x) E. By Proposition 11.50,
we have

E B and (

E) = 0. Hence, lim
kIN
k
= f a.e. in A. This
Proposition 11.67 Let A := (X, B, ) be a -nite measure space, U :=
[0, ) IR, and f : X U be B-measurable. Then, there exists a sequence
of simple functions (
n
)
n=1
,
n
: X U, n IN, such that 0
n
(x)
n+1
(x) f(x), x X, n IN, and lim
nIN
n
(x) = f(x), x X.
Proof ( X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) < ,
n IN. Without loss of generality, we may assume that X
n
X
n+1
, n
IN. Fix any n IN. Let I
i
:= ((i 1)/n, i/n] and E
i
:= f
inv
(I
i
) X
n
B,
i = 1, . . . , n
2
. Note that E
i
s are pairwise disjoint and (E
i
) (X
n
) < ,
i 1, . . . , n
2
. Dene
n
:=
n
2
i=1
(i 1)/n
Ei,X
. Then,
n
: X U,
0
n
(x) f(x), x X,
n
is a simple function, and 0 f(x)
n
(x)
1/n, x f
inv
([0, n]) X
n
. Dene
n
:=
_
n
i=1
i
. Then,
n
: X U,
0
n
(x)
n+1
(x) f(x), x X,
n
is a simple function, and
0 f(x)
n
(x) 1/n, x f
inv
([0, n]) X
n
. x X, n
0
IN
such that x X
n0
and 0 f(x) n
0
. Then, n IN with n
0
n,
[ f(x)
n
(x) [ 1/n. This implies that lim
nIN
n
(x) = f(x). This
Thus, we have generalized Littlewoods three principles: every Lebesgue
measurable set in IR is almost a nite union of open intervals (Proposi-
tion 11.23); every measurable function taking value in a separable normed
linear spaces is almost a simple function (Propositions 11.65 and 11.66);
every convergent sequence of measurable functions taking value in a
separable metric space is nearly uniformly convergent (Egoros Theo-
rem 11.55).
11.4 Integration
Proposition 11.68 Let X be a normed linear space, B
B
( X) be the col-
lection of Borel sets on X. A representation of X is the collection R :=
(x
, U
) [ , where is a nite index set, ( U
B
B
( X)
are nonempty and pairwise disjoint,
= X, x
, and |x
| <
inf
xU
|x| + 1, . The set of all representations of X is denoted
R( X). Introduce a relation _ on R(X) by R
1
:= (x
, U
) [
, R
2
:= (y
, V
) [ R( X), we will say R

1
_ R
2
if, ,
such that x
= y
, and, , such that V
. Then,
I (X) := (R( X) , _) is a directed system and _ is an antisymmetric partial
ordering on R(X). I ( X) is said to be the integration system on X.
Proof Clearly, R
0
:= (
X
, X) R( X) ,= . Clearly, _ is reexive
and transitive. R
1
:= (x
, U
) [ , R
2
:= (y
, V
) [
R( X) with R
1
_ R
2
and R
2
_ R
1
, , such that U
,
by R
2
_ R
1
. By R
1
_ R
2
, such that V
U

. Then, we have
U
U

. By R
1
R(X), ( U

)

are nonempty and pairwise
disjoint. Then, we must have = and U
= V
. By R
1
_ R
2
,

such that x
= y
Then, U
= V
= y
. By R
2
R( X),
_
V
are nonempty and pairwise disjoint. Then, we must have

=
and x
= y
. Then, (x
, U
) R
2
. Hence, by the arbitrariness of ,
we have R
1
R
2
. By an argument that is similar to the above, we have
R
2
R
1
. Therefore, R
1
= R
2
. This shows that _ is an antisymmetric
partial ordering on R( X).
R
1
:= (x
, U
) [ , R
2
:= (y
, V
) [ R(X), dene
R
3
R(X) as follows. , , let W
,
:= U
B
B
( X).
We will distinguish six exhaustive and mutually exclusive cases.
Case 1: W
,
= . Dene W
1)
,
= W
2)
,
= .
11.4. INTEGRATION 367
Case 2: W
,
,= , x
, W
,
, and y
, W
,
. Dene W
1)
,
= W
,

B
B
( X), z
1)
,
W
1)
,
such that
_
_
_z
1)
,
_
_
_ < inf
xW
1
,
|x|+1, and W
2)
,
= .
Case 3: x
W
,
and y
, W
,
. Dene W
1)
,
= W
,
B
B
( X),
z
1)
,
= x
W
1)
,
, and W
2)
,
= . Then,
_
_
_z
1)
,
_
_
_ = |x
| < inf
xU
|x| +
1 inf
xW
1
,
|x| + 1.
Case 4: x
, W
,
and y
W
,
. Dene W
1)
,
= W
,
B
B
( X),
z
1)
,
= y
W
1)
,
, and W
2)
,
= . Then,
_
_
_z
1)
,
_
_
_ = |y
| < inf
xV
|x| +
1 inf
xW
1
,
|x| + 1.
Case 5: x
= y
W
,
. Dene W
1)
,
= W
,
B
B
( X), z
1)
,
=
x
W
1)
,
, and W
2)
,
= . Then,
_
_
_z
1)
,
_
_
_ = |x
| < inf
xU
|x| + 1
inf
xW
1
,
|x| + 1.
Case 6: x
W
,
, y
W
,
, and x
,= y
. Let = |x
| >
0. Dene W
1)
,
= W
,
B
X
( x
, /2) B
B
( X), z
1)
,
= x
W
1)
,
,
W
2)
,
= W
,
( B
X
( x
, /2))
B
B
( X), and z
2)
,
= y
W
2)
,
. Then,
_
_
_z
1)
,
_
_
_ = |x
| < inf
xU
|x| + 1 inf
xW
1
,
|x| + 1 and
_
_
_z
2)
,
_
_
_ =
|y
| < inf
xV
|x| + 1 inf
xW
2
,
|x| + 1.
Dene R
3
:=
_
(z
i)
,
, W
i)
,
)
, , i = 1, 2, W
i)
,
,=
_
.
Clearly, R
3
R( X), R
1
_ R
3
, and R
2
_ R
3
. Therefore, I (X) is a directed
system. This completes the proof of the proposition. 2
Denition 11.69 Let A := (X, B, ) be a nite measure space, Y be a
normed linear space with the integration system I ( Y) := (R( Y) , _), and f :
X Y be B-measurable. R = (y
, U
) [ R(Y), dene F
R
:=
(f
inv
(U
)) Y. This denes a net ( F

R
)
RI(Y)
. f is said to be
integrable if the net admits a limit in Y. In this case, lim
RI(Y)
F
R
Y is
said to be the integral of f over A and denoted by
_
X
f d or
_
X
f(x) d(x).
When Y = IR, we will denote
_
X
f d :=
_
X
f(x) d(x) := lim
RI(IR)
F
R

IR
e
whenever the limit exists, which is said to be the integral of f over A.
Denition 11.70 Let A := (X, B, ) be a measure space with (X) = ,
Y be a normed linear space, and f : X Y be B-measurable. Dene the
set /(A ) := A B [ (A) < +. Clearly, M(A ) := (/(A ) , ) is
a directed system. A /( A ), let (A, B
A
,
A
) be the nite measure sub-
space of A as dened in Proposition 11.13. Dene a net ( F
A
)
AM()
by
F
A
:=
_
A
f[
A
d
A
Y, A /( A ). f is said to be integrable if the net is
well dened and admits a limit in Y. In this case, lim
AM()
F
A
Y is said
to be the integral of f over A and denoted by
_
X
f d or
_
X
f(x) d(x).
When Y = IR, we will allow the net (F
A
)
AM()
IR
e
and denote
_
X
f d :=
_
X
f(x) d(x) := lim
AM()
F
A
IR
e
whenever the limit ex-
ists, which is said to be the integral of f over A.
Proposition 11.71 Let A := (X, B, ) be a nite measure space, Y be a
normed linear space, f : X Y be B-measurable, and

A := (X,

B, ) be a
nite measure space that is an extension of A, i. e., B

B and = [
B
.
Then,
_
X
f d =
_
X
f d , whenever one of the integrals exists.
Proof Let I (Y) be the integration system on Y as dened in Propo-
sition 11.68, ( F
R
)
RI(Y)
be the net for
_
X
f d, and
_

F
R
_
RI(Y)
be the
net for
_
X
f d , as dened in Denition 11.69. R := (y
, U
) [
I (Y), , we have f
inv
(U
) B

B since f is B-measurable,
and (f
inv
(U
)) = (f
inv
(U
)) IR since = [
B
. Then, F
R
=
(f
inv
(U
)) =
(f
inv
(U
)) =

F
R
Y. Hence,
_
X
f d =
lim
RI(Y)
F
R
= lim
RI(Y)

F
R
=
_
X
f d , whenever one of the integrals ex-
ists. This completes the proof of the proposition. 2
Lemma 11.72 Let A := (X, B, ) be a nite measure space, Y be a normed
linear space, f : X Y be B-measurable,

X B, and

A := (

X,

B, ) be the
nite measure subspace of A as dened in Proposition 11.13. Assume that
(X

X) = 0. Then,
_
X
f d =
_
X
f[
X
d , whenever one of the integrals
exists.
Proof Let I (Y) be the integration system on Y as dened in Propo-
sition 11.68, ( F
R
)
RI(Y)
be the net for
_
X
f d, and
_

F
R
_
RI(Y)
be the
net for
_
X
f[
X
d , as dened in Denition 11.69. R := (y
, U
) [
I (Y), , we have f
inv
(U
)

X = f[
X
inv
(U
)

B B since f
is B-measurable, and 0 (f
inv
(U
) (X

X)) (X

X) = 0. Then,
F
R
=
(f
inv
(U
)) =
((f
inv
(U
)

X) + (f
inv
(U
)
(X

X))) =
( f[
X
inv
(U
)) =
( f[
X
inv
(U
)) =

F
R
Y.
Hence,
_
X
f d = lim
RI(Y)
F
R
= lim
RI(Y)

F
R
=
_
X
f[
X
d , whenever
one of the integrals exists. This completes the proof of the proposition. 2
Proposition 11.73 Let A := (X, B, ) be a measure space with (X) =
+, Y be a normed linear space, f : X Y be B-measurable, and

A :=
(X,

B, ) be the completion of A. Then,
_
X
f d =
_
X
f d , whenever one
of the integrals exists.
Proof Let (F
A
)
AM()
be the net for
_
X
f d and
_

F
A
_
AM
be the net for

_
X
f d as dened in Denition 11.70. Clearly, M(A )
M
_

A
_
, since

A is the completion of A. We will distinguish two exhaustive
cases: Case 1:
_
X
f d exists; Case 2:
_
X
f d exists.
Case 1:
_
X
f d exists. Then, the net
_

F
A
_
AM
is well dened.
A M( A ), A M
_

A
_
. By Proposition 11.71, F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
=

F
A
, where (A, B
A
,
A
) is the nite measure subspace of
A and (A,

B
A
,
A
) is the nite complete measure subspace of

A. Then,
( F
A
)
AM()
is well dened.
A M
_

A
_
, we have

A

B with (

A) <
+. By Proposition 11.12 and its proof,
A,

B,

C X with

A =

A

B,
B,

C B,

A

C, (

C) = 0, and (

A) = (

B). Then,

A

B

C =: A B
and (A) (

B) + (

C) = (

B) = (

A) < +. This shows that A
M(A ) and

A A. Hence, ( F
A
)
AM()
is a subnet of
_

F
A
_
AM
. By
Proposition 3.70,
_
X
f d = lim
AM()
F
A
= lim
AM

F
A
=
_
X
f d .
Case 2:
_
X
f d exists. Then, the net ( F
A
)
AM()
is well dened.
A M
_

A
_
, we have

A

B with (

A) < +. By Proposition 11.12 and
its proof,
A,

B,

C X with

A =

A

B,

B,

C B,

A

C, (

C) = 0,
and (

A) = (

B). Let

B =: A B. Then, 0 (

A A) = (

A
B) (

C) = (

C) = 0 and (A) = (

A) < +. This shows that
A M(A ) and A

A. Let / := (A, B
A
,
A
) be the nite measure
subspace of A,

/ := (

A,

B
A
,
A
) be the nite complete measure subspace
of

A, and

/ := (A,

B
A
,
A
) be the nite complete measure subspace of

/.
By Lemma 11.72, we have

F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
, whenever one
of them exists. Since

A is the completion of A, then

/ is an extension of
/. By Proposition 11.71, we have
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
. Hence,
F
A
= F
A
. Then, the net
_

F
A
_
AM
is well dened.
Fix any open set U (U IR
e
if Y = IR or U Y if Y ,= IR) with
_
X
f d U. Since lim
AM()
F
A
=
_
X
f d U, then A
0
M(A ) such
that A M(A ) with A
0
A, we have F
A
U. Note that A
0
B

B
and (A
0
) = (A
0
) < +. Then, A
0
M
_

A
_
.
A M
_

A
_
with
A
0

A, then

A

B and (

A) < +. By Proposition 11.12 and its
proof,
A,

B,

C X with

A =

A

B,

B,

C B,

A

C, (

C) = 0, and
(

A) = (

B). Let A := A
0

B B. Then, 0 (

A A) = ((

A

B)
(A
0

B)) ((

A

B)

B) (

A

B) (

C) = (

C) = 0, A

A, and
(A) (

B) +(A
0
) = (

A) +(A
0
) < +. This shows that A M(A )
and A
0
A

A. Let / := (A, B
A
,
A
) be the nite measure subspace
of A,

/ := (

A,

B
A
,
A

A,
and

/ := (A,

B
A
,
A

/. By
Lemma 11.72, we have

F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
, whenever one of
them exists. Since

A is the completion of A, then

/ is an extension of /.
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
. Hence,
F
A
= F
A
U. Therefore, we have
_
X
f d = lim
AM

F
A
=
_
X
f d.
_
X
f d =
_
X
f d . This completes the
Proposition 11.74 Let A := (X, B, ) be a measure space, Y be a normed
linear space, : X Y be a simple function in canonical representation,
i. e., n Z
+
, y
1
, . . . , y
n
Y, which are distinct and none equals to
Y
, A
1
, . . . , A
n
B, which are nonempty, pairwise disjoint, and of nite
measure, such that (x) =
n
i=1
y
i
Ai,X
(x), x X. Then,
_
X
d =
n
i=1
y
i
(A
i
) =: I Y.
cases: Case 1: (X) < +; Case 2: (X) = +.
Case 1: (X) < +. Let y
n+1
:=
Y
and A
n+1
:= X (
n
i=1
A
i
) B.
Let
0
:= min1, min
1i<jn+1
|y
i
y
j
| > 0, by the assumption. Let
(
R
)
RI(Y)
be the net as dened in Denition 11.69 for the simple function
.
(0,
0
/2) IR, let U
i
:= B
Y
(y
i
, ) B
B
(Y), i = 1, . . . , n + 1,
which are clearly pairwise disjoint and nonempty. We will distinguish two
exhaustive and mutually exclusive subcases: Case 1a: Y =
n+1
i=1
U
i
; Case
1b: Y
n+1
i=1
U
i
.
Case 1a: Y =
n+1
i=1
U
i
. Then, (0, ) IR such that Y =
B
Y
(
Y
, ). Then, Y must be the trivial normed linear space, i. e., Y is
a singleton set containing
Y
. There is a single representation of Y, which
is R
0
:= (
Y
, Y). Then,
R0
=
Y
. Clearly, we must have n = 0, since
y
1
, . . . , y
n
Y are distinct and none equals to
Y
. Then, I =
Y
. Hence,
R I ( Y) with R
0
_ R, |
R
I | = |
R0
I | = 0.
Case 1b: Y
n+1
i=1
U
i
. Let U
n+2
=
n+1
i=1
U
i
B
B
( Y), which is
nonempty. Let y
n+2
U
n+2
be such that |y
n+2
| < inf
yUn+2
|y | + 1.
Let R
0
:= (y
i
, U
i
) [ i = 1, . . . , n + 2. It is easy to check that R
0
I ( Y).
R I (Y) with R
0
_

R, then

R =
_
( y
,

U

_
, where is a
nite index set,
_
B
B
(Y) are nonempty and pairwise disjoint,
= Y, y
, and | y
| < inf
y
U
|y | + 1, . i
1, . . . , n + 2, by R
0
_

R, !
i
such that y
i
= y
i
and, by

R I ( Y),
!
i
such that y
i

U
i
. Since
_
B
B
( Y) are nonempty and
pairwise disjoint and y
, , then
i
=
i
. Again by R
0
_

R, we
have

U
i
U
i
. Hence,
1
, . . . ,
n+2
are distinct. Let

:=
1
, . . . ,
n+2
.

,
inv
(
) = . Then,
R
=
(
inv
(
)) =
n+2
i=1
y
i
(
inv
(
U
i
)) =
n+2
i=1
y
i
(
inv
(
U
i
)). Note that i
1, . . . , n + 1,
inv
(
U
i
) = A
i
and (A
i
) (X) < +. Furthermore,
inv
(
U
n+2
) = . Hence,
R
=
n
i=1
y
i
(A
i
) = I. Then, we have
|
R
I | = 0.
In both subcases, we have R
0
I ( Y), R I ( Y) with R
0
_ R, we
have |
R
I | = 0 < . Hence,
_
X
d = lim
RI(Y)

R
= I.
Case 2: (X) = +. A M(A ), (A) < +. [
A
: A Y
is a simple function. By Case 1,
A
=
_
A
[
A
d
A
Y is well-dened,
where (A, B
A
,
A
) is the nite measure subspace of A. Hence, the net
(
A
)
AM()
is well-dened. Take A
0
:=
n
i=1
A
i
B. Then, (A
0
) =
n
i=1
(A
i
) < +. Therefore, A
0
M( A ). A M(A ) with A
0
A,
by Case 1,
A
=
n
i=1
y
i
(A
i
) = I. Then,
_
X
d = lim
AM()

A
= I.
Clearly, the above result holds for simple functions given in any form,
not necessarily in canonical representation. It also shows that integral of
simple functions are linear, that is, simple functions
1
and
2
, c IK,
we have
_
X
(
1
+
2
) d =
_
X

1
d+
_
X

2
d and
_
X
(c
1
) d = c
_
X

1
d.
Lemma 11.75 Let A := (X, B, ) be a nite measure space, Y be a
separable Banach space,
n
: X Y be a simple function in canon-
ical representation, n IN, and f : X Y be B-measurable. As-
sume that lim
nIN
n
= f a.e. in A and M [0, ) IR such that
|
n
(x) | M, x X, n IN. Then, f is integrable over X and
_
X
f d = lim
nIN
_
X

n
d Y.
Proof Let E := x X [ (
n
(x) )
n=1
does not converge to f(x) .
Then, E B and (E) = 0. Let (F
R
)
RI(Y)
be the net for
_
X
f d as
dened in Denition 11.69.
(0, 1) IR, by Egoros Theorem 11.55, E
1
B with (E
1
) <
4M+2
such that
_
n
[
X\E1
_
n=1
X\E1
. Clearly,
E E
1
. Then, n
0
IN, n IN with n n
0
, x X E
1
,
|
n
(x) f(x) | <

6(X)+1
=: . Fix any n n
0
. Let
n
admit the
canonical representation
n
=
n
i=1
y
i
Ai,X
, where n Z
+
, y
1
, . . . , y
n
Y
are distinct and none equals to
Y
, and A
1
, . . . , A
n
B are nonempty,
pairwise disjoint, and of nite measure. Let y
n+1
:=
Y
and A
n+1
:=
X (
n
i=1
A
i
) B. Then, X =
n+1
i=1
A
i
and the sets in the union are pair-
wise disjoint and of nite measure. Dene

V
i
:= B
Y
(y
i
, ), i = 1, . . . , n + 1.
Dene V
1
:=

V
1
B
B
( Y), V
i+1
:=

V
i+1
(
i
j=1
V
j
) B
B
( Y), i = 1, . . . , n.
Let V
n+2
:= Y (
n+1
j=1
V
j
). Clearly, we may form a representation
R := ( y
i
, V
i
) [ i = 1, . . . , n + 2, V
i
,= I (Y), where y
i
V
i
,
i = 1, . . . , n + 2, are any vectors that satisfy the assumption of Proposi-
tion 11.68. R I ( Y) with

R _ R. Let R :=
_
( y
,

U

_
.
, by

R _ R, ! i
1, . . . , n + 2 such that

U
V
i
. Dene
:= [ i
= n + 2. Let A
,i
:= A
i
f
inv
(
) (X E
1
) B,
i = 1, . . . , n + 1.
Claim 11.75.1

, f
inv
(
) E
1
and
_
_
_ y
(f
inv
(
) E
1
)
_
_
_ (M+
1)(f
inv
(
) E
1
) = (M + 1)(f
inv
(
)).
Proof of claim: Fix any

.

U
V
n+2
= Y (
n+1
j=1
V
j
). Then,
B f
inv
(
) E
1
. We will distinguish two exhaustive and mutually
exclusive cases: Case 1: f
inv
(
) E; Case 2: f
inv
(
) (E
1
E) ,= .
Case 1: f
inv
(
) E. Then, (f
inv
(
) E
1
) = 0 and
_
_
_ y
(f
inv
(
)
E
1
)
_
_
_ = 0 = (M + 1)(f
inv
(
) E
1
). Case 2: f
inv
(
) (E
1
E) ,= .
Then, x E
1
E such that f(x)

U
. Note that lim

mIN
m
(x) = f(x)
and |
m
(x) | M, m IN. Then, by Propositions 7.21 and 3.66, we
have |f(x) | = lim
mIN
|
m
(x) | M. Then, by R I (Y), | y
| <
inf
y
U
|y | + 1 M + 1. Therefore,
_
_
_ y
(f
inv
(
) E
1
)
_
_
_ (M +
1)(f
inv
(
) E
1
). This completes the proof of the claim. 2

,

U
V
i
, where i
1, . . . , n + 1. i 1, . . . , n + 1
with A
,i
,= , then x A
,i
,
n
(x) = y
i
and f(x) B
Y
( y
i
, )

U

B
Y
( y
i
, ) V
i
B
Y
( y
i
, )

V
i
B
Y
( y
i
, ) B
Y
_
y
i
,
_
. Note that
y
B
Y
_
y
i
,
_
. Therefore, we have | y
y
i
|
_
_
y
y
i
_
_
+
_
_
y
i
f(x)
_
_
+|f(x) y
i
| < 3 .
Note that F
R
=
(f
inv
(
)) and
_
X

n
d =
n
i=1
y
i
(A
i
), by
Proposition 11.74. Then,
_
_
F
R
_
X
n
d
_
_
=
_
_
_
(f
inv
(
))
n
i=1
y
i
(A
i
)
_
_
_
=
_
_
_
((f
inv
(
) (X E
1
)) +(f
inv
(
) E
1
))
n+1
i=1
y
i
((A
i
E
1
) +(A
i
(X E
1
)))
_
_
_
=
_
_
_
(
n+1
i=1
(A
,i
) +(f
inv
(
) E
1
))
n+1
i=1
y
i
((A
i
E
1
)
+
(A
,i
))
_
_
_
=
_
_
_
n+1
i=1
y
(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
y
i
(A
i
E
1
)
n+1
i=1
y
i
(A
,i
)
_
_
_
=
_
_
_
n+1
i=1
( y
y
i
)(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
y
i
(A
i
E
1
)
_
_
_
=
_
_
_
n+1
i=1
( y
y
i
)(A
,i
) +
n+1
i=1
( y
y
i
)(A
,i
)
+
(f
inv
(
) E
1
)
n+1
i=1
y
i
(A
i
E
1
)
_
_
_
=
_
_
_
n+1
i=1
( y
y
i
)(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
y
i
(A
i
E
1
)
_
_
_
n+1
i=1
| y
y
i
| (A
,i
) +
_
_
_ y
(f
inv
(
) E
1
)
_
_
_
+
n+1
i=1
|y
i
| (A
i
E
1
)
3
n+1
i=1
(A
,i
) +
_
_
_ y
(f
inv
(
) E
1
)
_
_
_
+
_
_
_ y
(f
inv
(
) E
1
)
_
_
_ +
n+1
i=1
|y
i
| (A
i
E
1
)
3(X)
6(X) + 1
+
(M + 1)(f
inv
(
) E
1
))
+
(M + 1)(f
inv
(
) E
1
)) +
n+1
i=1
M(A
i
E
1
)
< /2 +
(M + 1)(f
inv
(
) E
1
)) +
n+1
i=1
M(A
i
E
1
)
= /2 + (2M + 1)(E
1
) <
where the seventh equality follows from the fact that

, A
,i

f
inv
(
) (X E
1
) = ; and the third inequality follows from the fact
that

, y
V
i

V
i
= B
Y
_
y
i
,
_
and | y
|
_
_
y
i
_
_
+
_
_
y
y
i
_
_
< M + < M + 1.
In summary, we have shown that (0, 1) IR, n
0
IN, n IN
with n n
0
,
R I ( Y) such that R I (Y) with

R _ R, we have
_
_
F
R
_
X

n
d
_
_
< . Then, the net ( F
R
)
RI(Y)
is a Cauchy net. By Proposi-
tion 4.44, the net admits a limit
_
X
f d Y. By Propositions 4.30, 3.66,
and 3.67, we have
_
_
_
X
f d
_
X

n
d
_
_
= lim
RI(Y)
_
_
F
R
_
X

n
d
_
_
,
n n
0
. Hence, we have
_
X
f d = lim
nIN
_
X

n
d. This completes the
proof of the lemma. 2
Theorem 11.76 (Bounded Convergence Theorem) Let (X, B, ) =:
A be a nite measure space, Y be a separable Banach space, f
n
: X Y
be B-measurable, n IN, and f : X Y be B-measurable. As-
sume that lim
nIN
f
n
= f a.e. in A and M [0, ) IR such that
|f
n
(x) | M, x X, n IN. Then, f is integrable over X and
_
X
f d = lim
nIN
_
X
f
n
d Y.
Proof Let U := B
Y
(
Y
, M), which is a conic segment. Then,
n IN, f
n
: X U Y. By Proposition 11.66, there exists a se-
quence of simple functions (
n,i
)
i=1
,
n,i
: X U, i IN, that converges
to f
n
a.e. in A and |
n,i
(x) | |f
n
(x) | M, x X, i IN. By
Lemma 11.75,
_
X
f
n
d = lim
iIN
_
X

n,i
d Y. By Proposition 11.58,
we have lim
iIN
n,i
= f
n
in measure in A. Then, i
n
IN such that
_
_
_
X
f
n
d
_
X

n,in
d
_
_
< 2
n
and (E
n
) := (x X [ |f
n
(x)
n,in
(x) | 2
n
) < 2
n
. Denote

n
:=
n,in
.
By Proposition 11.58, lim
nIN
f
n
= f in measure in A. (0, )
IR, n
0
IN such that n IN with n n
0
, we have 2
n
< /2 and
(

E
n
) := (x X [ |f
n
(x) f(x) | /2) < /2. Note that,
by Lemma 11.43, B F
n
:=
_
x X
_
_
n
(x) f(x)
_
_

_

_
x X
_
_
n
(x) f
n
(x)
_
_
+ |f
n
(x) f(x) |
_
E
n

E
n
. Then,
we have (F
n
) (E
n
) + (

E
n
) < . This implies that lim
nIN

n
=
f in measure in A. By Proposition 11.57, there exists a subsequence
_
n
k
_
k=1
of
_
n
_
n=1
that converges to f a.e. in A. By Lemma 11.75,
f is integrable over X and
_
X
f d = lim
kIN
_
X
n
k
d Y. By the
fact that
_
_
_
X
f
n
k
d
_
X
n
k
d
_
_
< 2
n
k
, k IN, then we have
lim
kIN
_
X
f
n
k
d = lim
kIN
_
X
n
k
d =
_
X
f d Y. So far, we have
shown that for any uniformly bounded B-measurable sequence of functions
( f
n
)
n=1
that converges to f a.e. in A, there exists a subsequence ( f
n
k
)
k=1
such that lim
kIN
_
X
f
n
k
d =
_
X
f d Y. This then holds for any sub-
sequence of ( f
n
)
n=1
. By Proposition 3.71, we have lim
nIN
_
X
f
n
d =
_
X
f d Y and f is integrable over X.
Proposition 11.77 Let A := (X, B, ) be a measure space and f : X
[0, ) IR be B-measurable. Then,
_
X
f d = sup
0f
_
X
d =: S IR
e
where the supremum is over all simple functions : X [0, ) IR that
satisfy 0 (x) f(x), x X.
Case 1: (X) < +. Let ( F
R
)
RI(IR)
be the net as dened in
Denition 11.69 for
_
X
f d. Clearly, S 0. Fix any simple function
: X [0, ) IR such that 0 (x) f(x), x X. Without loss
of generality, we may assume that is in canonical representation. Then,
n Z
+
, y
1
, . . . , y
n
[0, ) IR, which are distinct and none equals
to 0, and A
1
, . . . , A
n
B, which are nonempty, pairwise disjoint, and
(A
i
) < , i = 1, . . . , n, such that =
n
i=1
y
i
Ai,X
. Let y
n+1
:= 0 and
A
n+1
:= X (
n
i=1
A
i
) B. Then, X =
n+1
i=1
A
i
and the sets in the union
are pairwise disjoint and of nite measure. Without loss of generality, as-
sume that 0 = y
n+1
< y
n
< < y
1
< +. Let I
1
:= [y
1
, ) IR,
I
i
:= [y
i
, y
i1
) IR, i = 2, . . . , n + 1, I
n+2
:= (, 0) IR, and
y
n+2
= 1. Then, R
0
:= (y
i
, I
i
) [ i = 1, . . . , n + 2 I (IR). R I ( IR)
with R
0
_ R, let R =
_
( y
,

U

_
. , by R
0
_ R, ! i

1, . . . , n + 2 such that

U
I
i
. Dene

:= [ i
= n + 2.
Note that

,

U
I
n+2
and f
inv
(
) = . Then,
F
R
=
(f
inv
(
)) =
n+1
i=1
(A
i
f
inv
(
))
=:
n+1
i=1
(E
i,
) =
n+1
i=1
(E
i,
)

, i 1, . . . , n + 1, if E
i,
,= , then x E
i,
, y
i
= (x)
f(x)

U
I
i
, which further implies that y
i
y
i
. Note that y
I
i
and y
y
i
. Then, y
(E
i,
) y
i
(E
i,
). If E
i,
= , clearly
0 = y
(E
i,
) = y
i
(E
i,
) = 0. Therefore, we have y
(E
i,
) y
i
(E
i,
),

, i 1, . . . , n + 1. This leads to
F
R
=
n+1
i=1
y
(E
i,
)
n+1
i=1
y
i
(E
i,
) =
n+1
i=1
y
i
(E
i,
)
=
n+1
i=1
y
i
(E
i,
) =
n+1
i=1
y
i
(A
i
) =
_
X
d
where the last equality follows from Proposition 11.74. In summary, we
have shown that R I ( IR) with R
0
_ R, we have F
R

_
X
d.
Then, liminf
RI(IR)
F
R

_
X
d. By the arbitrariness of , we have
liminf
RI(IR)
F
R
S.
We will show that limsup
RI(IR)
F
R
S by an argument of contra-
diction. Suppose

S := limsup
RI(IR)
F
R
> S. Then,
0
(0, ) IR,
R
0
I (IR), R I ( IR) with R
0
_ R, such that F
R
> S +
0
. Let
1
:= min1,
0
2+2(X)
> 0. By Proposition 11.5, E
1
B with (E
1
) <
1
and M IN such that 0 f(x) M 1, x X E
1
. Then, n IN
such that M/n <
1
. Let U
i
:= [(i 1)M/n, iM/n) IR, y
i
:= (i 1)M/n,
i = 1, . . . , n, U
n+1
:= [M, ) IR, y
n+1
:= M, U
n+2
:= (, 0) IR,
and y
n+2
= 1. Then, R
0
:= (y
i
, U
i
) [ i = 1, . . . , n + 2 I ( IR).
Then, R I (IR) with R
0
_ R such that F
R
> S +
0
. Let R =
_
( y
,

U

_
. , ! i
1, . . . , n + 2 such that

U
U
i
.
Dene

:= [ i
= n + 2,
1
:= [ i
= 1, . . . , n, and
2
:= [ i
= n + 1. Clearly, =
1

2

and the sets in the
union are pairwise disjoint.

,

U
U
n+2
= (, 0) IR. Then,
f
inv
(
) = .
1
, note that y
U
i
, then y
i
y
< y
i+1
.
Let y
:= inf
y
U
y

U
U
i
. Then, y
i
y
y
i+1
. Let
A
:= f
inv
(
).
2
, note that y
U
n+1
= [M, ) IR
and y
= [ y
[ < inf
y
U
[ y [ + 1 = inf
y
U
y + 1. Let y
:= inf
y
U
y.
Then, y
< y
+ 1. Let A
:= f
inv
(
). Since

U
U
n+1
, then
f
inv
(
) E
1
.
Dene a simple function : X [0, ) IR by :=
12
y
A,X
.
Clearly, 0 (x) f(x), x X. Then, by Proposition 11.74,
_
X
d =
12
y
(A
) =
12
y
(f
inv
(
)) F
R
+F
R
> S +
0
+
12
y
(f
inv
(
)) F
R
= S +
0
+
12
( y
)(f
inv
(
))
S +
0
1
[ y
[ (f
inv
(
))
2
[ y
[ (f
inv
(
))
S +
0
M/n
1
(f
inv
(
))
2
(f
inv
(
))
S +
0
1
(X) (E
1
) > S
This contradicts with the denition of S. Therefore, limsup
RI(IR)
F
R
S.
Then, we have S liminf
RI(IR)
F
R
limsup
RI(IR)
F
R
S. By
Proposition 3.83, S = lim
RI(IR)
F
R
=
_
X
f d.
Case 2: (X) = +. Let ( F
A
)
AM()
be the net as dened in De-
nition 11.70. A M(A ), A B and (A) < . Let (A, B
A
,
A
) be the
measure subspace of the measure space A as dened in Proposition 11.13.
By Case 1, F
A
=
_
A
f[
A
d
A
= sup
0f]
A
_
A
d
A
IR
e
, where supre-
mum is over all simple functions : A [0, ) IR with 0 (x) f(x),
x A. Then, the net ( F
A
)
AM()
IR
e
is well-dened.
Fix any simple function : X [0, ) IR with 0 (x) f(x),
x X. Then, n Z
+
, y
1
, . . . , y
n
[0, ) IR, and A
1
, . . . , A
n
B,
which are of nite measure, such that =
n
i=1
y
i
Ai,X
. Take A
0
=
n
i=1
A
i
B. Then, (A
0
)

n
i=1
(A
i
) < +. Then, A
0
M(A ).
A M(A ) with A
0
A, we have, F
A
= sup
0f]
A
_
A
d
A

_
A
[
A
d
A
=
n
i=1
y
i
(A
i
) =
_
X
d, where the last two equalities fol-
lows from Proposition 11.74. Then, liminf
AM()
F
A

_
X
d. By the
arbitrariness of , we have liminf
AM()
F
A
S.
On the other hand, sup
AM()
F
A
=:

S liminf
AM()
F
A
S. Sup-
pose

S > S. Then, A M(A ) such that S < F
A
=
_
A
f[
A
d
A
=
sup
0f]
A
_
A
d
A
. This implies that a simple function : A
[0, ) IR with 0 (x) f(x), x A, such that
_
A
d
A
> S.
We may extend this simple function on A to a simple function on X that
is zero on X A. Let the extended simple function be

: X [0, ) IR.
Then, clearly 0

(x) f(x), x X, and, by Proposition 11.74,
_
X
d =
_
A
d
A
> S. This contradicts with denition of S. There-
fore, we have

S S.
In summary, we have S liminf
AM()
F
A
limsup
AM()
F
A

sup
AM()
F
A
=

S S. Then, by Proposition 3.83, we have
_
X
f d =
lim
AM()
F
A
= S IR
e
.
Theorem 11.78 (Fatous Lemma) Let A := (X, B, ) be a measure
space, f
n
: X [0, ) IR be B-measurable, n IN, and f : X
[0, ) IR be B-measurable. Assume that lim
nIN
f
n
= f a.e. in A. Then,
_
X
f d liminf
nIN
_
X
f
n
d.
Proof By Proposition 11.77,
_
X
f d = sup
0f
_
X
d, where the
supremum is over all simple function : X [0, ) IR that sat-
isfy 0 (x) f(x), x X. Fix any such simple function . Let
E := x X [ (x) > 0. We must have E B and (E) < +.
Let M [0, ) IR be such that 0 (x) M, x X. Dene
g
n
:= f
n
, n IN. By Proposition 11.40, g
n
s are B-measurable.
Since lim
nIN
f
n
= f a.e. in A and 0 (x) f(x), x X, then
lim
nIN
g
n
= a.e. in A. By Bounded Convergence Theorem 11.76 and
_
X
d =
_
E
[
E
d
E
= lim
nIN
_
E
g
n
[
E
d
E
,
where (E, B
E
,
E
) is the nite measure subspace of A as dened in Propo-
sition 11.13. By Proposition 11.77, we have
_
E
g
n
[
E
d
E

_
X
g
n
d
_
X
f
n
d. Then,
_
X
d liminf
nIN
_
X
f
n
d. By the arbitrariness of ,
we have
_
X
f d liminf
nIN
_
X
f
n
d. This completes the proof of the
theorem. 2
Theorem 11.79 (Monotone Convergence Theorem) Let A :=
(X, B, ) be a measure space, f
n
: X [0, ) IR be B-measurable,
n IN, and f : X [0, ) IR be B-measurable. Assume that
lim
nIN
f
n
= f a.e. in A and f
n
(x) f
n+1
(x), x X, n IN. Then,
_
X
f d = lim
nIN
_
X
f
n
d.
Proof By the assumption, f
n
f a.e. in A, n IN. By Propo-
sition 11.77 and the fact that any two simple functions that equal to
each other almost everywhere have the same integral, we have IR
e

_
X
f d
_
X
f
n
d IR
e
, n IN. By Fatous Lemma 11.78, we have
_
X
f d liminf
nIN
_
X
f
n
d limsup
nIN
_
X
f
n
d
_
X
f d. Hence,
_
X
f d = lim
nIN
_
X
f
n
d IR
e
. This com-
pletes the proof of the proposition. 2
Proposition 11.80 Let A := (X, B, ) be a -nite measure space and
f
n
: X [0, ) IR be B-measurable, n IN. Assume that f
n
(x)
f
n+1
(x), x X, n IN and := lim
nIN
_
X
f
n
d < +. Dene
f : X [0, ) IR by f(x) =
_
sup
nIN
f
n
(x) sup
nIN
f
n
(x) <
0 sup
nIN
f
n
(x) =
,
x X. Then, f is B-measurable, lim
nIN
f
n
= f a.e. in A and
_
X
f d =
lim
nIN
_
X
f
n
d IR.
Proof Dene

f : X [0, ] IR
e
by

f(x) = sup
nIN
f
n
(x), x X.

f is B-measurable. Let E
n
:=
_
x X

f(x) n
_
,
n IN. Then, E
n
B. Let E :=
n=1
E
n
B. We will show that
(X E) = 0 by an argument of contradiction. Suppose (X E) > 0.
Since A is -nite, (X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) <
+, n IN. Without loss of generality, we may assume X
n
X
n+1
,
n IN. Let B
n
:= X
n
E B, n IN. By Proposition 11.7, we
have lim
nIN
(B
n
) = (X E) > 0. Then, n IN such that (B
n
)
(0, +) IR. Clearly [0, ) IR. Let M :=
+1
(Bn)
(0, )
IR. Let

f
i
:= f
i
M, i IN, and

f :=

f M. By Proposition 11.40,
f
i
and

f are B-measurable, i IN. Then,

f
i
(x)

f
i+1
(x), x X,
i IN, lim
iIN

f
i
(x) =

f(x) x A, and

f : X [0, M] IR. This
leads to = lim
iIN
_
X
f
i
d lim
iIN
_
X
f
i
d =
_
X
f d M(B
n
) =
+ 1 > , where the rst inequality follows from Proposition 11.77; the
second equality follows from Monotone Convergence Theorem 11.79; and
the second inequality follows from Propositions 11.77 and 11.74. This is a
contradiction. Hence, (X E) = 0.
Clearly, f : X [0, ) IR satises f(x) =
_

f(x) x E
0 x X E
.
By Proposition 11.41, f is B-measurable. Clearly, lim
nIN
f
n
= f a.e. in A.
By Monotone Convergence Theorem 11.79,
_
X
f d = lim
nIN
_
X
f
n
d =
IR. This completes the proof of the proposition. 2
Proposition 11.81 Let A := (X, B, ) be a measure space, f
i
: X
[0, ) IR be B-measurable, i = 1, 2, g
n
: X [0, ) IR be B-
measurable, n IN, and g : X [0, ) IR be B-measurable. Then,
(i) c (0, ) IR,
_
X
(cg) d = c
_
X
g d; c [0, ) IR, if
_
X
g d < , then
_
X
(cg) d = c
_
X
g d.
(ii) if f
1
f
2
a.e. in A, then
_
X
f
1
d
_
X
f
2
d.
(iii) E B, we have
_
E
g[
E
d
E
=
_
X
(g
E,X
) d =:
_
E
g d
_
X
g d,
where c := (E, B
E
,
E
) is the measure subspace of A.
(iv)
_
X
(f
1
+f
2
) d =
_
X
f
1
d +
_
X
f
2
d IR
e
.
(v) E
1
, E
2
B with E
1
E
2
= , we have
_
E1E2
g d =
_
E1
g d +
_
E2
g d IR
e
.
(vi) pairwise disjoint (E
n
)
n=1
B, we have
_
S
n=1
En
g d =
n=1
_
En
g d IR
e
.
(vii) If g and g
n
s are integrable over A, lim
nIN
g
n
= g a.e. in A, and
lim
nIN
_
X
g
n
d =
_
X
g d IR. Then, E B, we have
_
E
g d =
lim
nIN
_
E
g
n
d IR.
Proof (i) and (ii) follows directly from Propositions 11.74, 11.77, and
3.81.
(iii) Note that g[
E
is B
E
-measurable by Proposition 11.41. By Propo-
sitions 7.23, 11.38, and 11.39, g
E,X
is B-measurable. Then, the result
follows directly from Propositions 11.77 and 11.74.
(iv) By Propositions 7.23, 11.38, and 11.39, f
1
+ f
2
is B-measurable.
_
X
f
1
d = sup
0f1
_
X
d,
_
X
f
2
d =
sup
0f2
_
X
d, and
_
X
(f
1
+f
2
) d = sup
0f1+f2
_
X
d, where the
suprema are over all simple functions : X [0, ) IR satisfying
the stated inequalities. Any simple function
1
: X [0, ) IR and
2
: X [0, ) IR satisfying 0
1
f
1
and 0
2
f
2
, we have
1
+
2
is a simple function satisfying 0
1
+
2
f
1
+ f
2
. Then,
_
X

1
d+
_
X

2
d =
_
X
(
1
+
2
) d
_
X
(f
1
+f
2
) d, where the equality
follows from Proposition 11.74. Hence, we have
_
X
f
1
d +
_
X
f
2
d
_
X
(f
1
+f
2
) d.
On the other hand, x any simple function satisfying 0 f
1
+f
2
.
Let

f
1
:= f
1
and

f
2
:=

f
1
. By Propositions 11.40, 11.38, 11.39, and
7.23,

f
1
and

f
2
are B-measurable. Then, we have 0

f
1
f
1
, 0

f
2
f
2
,
f
1
(x) =

f
2
(x) = 0, x X E, where E := x X [ (x) > 0 B,
and 0

f
1
(x) (x) M and 0

f
2
(x) (x) M, x X,
for some M [0, ) IR. Note that (E) < + since is a simple
function. Let c := (E, B
E
,
E
) be the nite measure subspace of A as
dened in Proposition 11.13. By Proposition 11.66, there exists sequences
1,n
)
n=1
and (
2,n
)
n=1
,
i,n
: E [0, M] IR,
i 1, 2, n IN, that converges to

f
1
E
and

f
2
E
a.e. in c, respec-
tively. By Bounded Convergence Theorem 11.76, we have
_
E
f
1
E
d
E
=
lim
nIN
_
E

1,n
d
E
and
_
E
f
2
E
d
E
= lim
nIN
_
E

2,n
d
E
. By Proposi-
tions 11.52, 7.23, 11.53, lim
nIN
(
1,n
+
2,n
) =

f
1
E
+

f
2
E
= [
E
a.e. in c.
Again, by Bounded Convergence Theorem 11.76 and Proposition 11.74, we
have
_
E
[
E
d
E
= lim
nIN
_
E
(
1,n
+
2,n
) d
E
= lim
nIN
(
_
E

1,n
d
E
+
_
E

2,n
d
E
) =
_
E
f
1
E
d
E
+
_
E
f
2
E
d
E
. By Proposition 11.74, (ii),
and (iii), we have
_
X
d =
_
E
[
E
d
E
=
_
E
f
1
E
d
E
+
_
E
f
2
E
d
E

_
X
f
1
d +
_
X
f
2
d
_
X
f
1
d +
_
X
f
2
d. By the arbitrariness of , we
have
_
X
(f
1
+f
2
) d
_
X
f
1
d +
_
X
f
2
d.
Therefore, we have
_
X
(f
1
+f
2
) d =
_
X
f
1
d +
_
X
f
2
d.
(v) By (iii) and (iv), we have
_
E1E2
g d =
_
X
(g
E1E2,X
) d =
_
X
(g
E1,X
+ g
E2,X
) d =
_
X
(g
E1,X
) d +
_
X
(g
E2,X
) d =
_
E1
g d +
_
E2
g d IR
e
.
(vi) Fix any pairwise disjoint (E
n
)
n=1
B. Let E :=
n=1
E
n

B and

E
n
:=
n
i=1
E
i
B, n IN. By Propositions 7.23, 11.38,
and 11.39, g
En,X
and g
E,X
are B-measurable, n IN. Clearly,
lim
nIN
g(x)
En
,X
(x) = g(x)
E,X
(x), x X, and 0 g(x)
En
,X
(x)
g(x)
En+1,X
(x), x X, n IN. By Monotone Convergence Theo-
rem 11.79,
_
E
g d =
_
X
(g
E,X
) d = lim
nIN
_
X
(g
En,X
) d =
lim
nIN
_
En
g d = lim
nIN
n
i=1
_
Ei
g d =
n=1
_
En
g d, where the
fourth equality follows from (v).
(vii) By (iii), we have 0
_
E
g d
_
X
g d < +, 0
_
X\E
g d
_
X
g d < +, 0
_
E
g
n
d
_
X
g
n
d < +, and 0
_
X\E
g
n
d
_
X
g
n
d < +, n IN. By Fatous Lemma 11.78,
_
E
g d =
_
E
g[
E
d
E
liminf
nIN
_
E
g
n
[
E
d
E
= liminf
nIN
_
E
g
n
d. By a sim-
ilar argument,
_
X\E
g d liminf
nIN
_
X\E
g
n
d. By (v) and Proposi-
tion 3.83, we have
_
E
g d liminf
nIN
_
E
g
n
d limsup
nIN
_
E
g
n
d =
limsup
nIN
_
_
X
g
n
d
_
X\E
g
n
d
_
= lim
nIN
_
X
g
n
d
liminf
nIN
_
X\E
g
n
d
_
X
g d
_
X\E
g d =
_
E
g d. By Proposi-
tion 3.83, we have
_
E
g d = lim
nIN
_
E
g
n
d IR.
[0, ) IR be B-measurable. Assume that f is integrable over A, that is,
_
X
f d IR. Then, (0, ) IR, (0, ) IR such that A B
with (A) < , we have
_
A
f[
A
d
A
< , where / := (A, B
A
,
A
) is the
measure subspace of A as dened in Proposition 11.13.
Proof n IN, let f
n
:= f n : X [0, n] IR. Then,
f
n
(x) f
n+1
(x), x X and lim
nIN
f
n
(x) = f(x), x X. By
Proposition 11.40, f
n
is B-measurable. By Propositions 7.23, 11.38, and
11.39, f f
n
is B-measurable. By Monotone Convergence Theorem 11.79,
_
X
f d = lim
nIN
_
X
f
n
d. (0, ) IR, then, n
0
IN such that
_
X
f d
_
X
f
n0
d
< /2 Choose :=

2n0
(0, ) IR. A B with
(A) < , by Propositions 11.81 and 11.77, we have
_
A
f[
A
d
A
=
_
A
(f f
n0
)[
A
d
A
+
_
A
f
n0
[
A
d
A
11.5. GENERAL CONVERGENCE THEOREMS 381
_
X
(f f
n0
) d +n
0
(A) =
_
X
f d
_
X
f
n0
d +n
0
(A)
< /2 +/2 =
11.5 General Convergence Theorems
Lemma 11.83 Let A := (X, B, ) be a measure space, f
n
: X [0, )
IR be B-measurable, f : X [0, ) IR be B-measurable. Assume that
lim
nIN
f
n
= f a.e. in A and
_
X
f d = lim
nIN
_
X
f
n
d IR. Then,
(0, ) IR, (0, ) IR and n
0
IN such that A B
with (A) < , n IN with n n
0
, we have 0
_
A
f[
A
d
A
< and
0
_
A
f
n
[
A
d
A
< , where (A, B
A
,
A
) is the nite measure subspace of
A as dened in Proposition 11.13.
Proof Let

f
n
:= f
n
f, n IN. By Proposition 11.40,

f
n
is B-
measurable, n IN. Then, 0

f
n
(x) f(x), x X, n IN,
and
_
X
f
n
d
_
X
f d, n IN, by Proposition 11.77. By Proposi-
tion 11.50, lim
nIN

f
n
= f a.e. in A. By Fatous Lemma 11.78,
_
X
f d
liminf
nIN
_
X
f
n
d limsup
nIN
_
X
f
n
d
_
X
f d, where the last two
inequalities follows from Proposition 3.83 and Denition 3.82, respectively.
_
X
f d = lim
nIN
_
X
f
n
d IR.
(0, ) IR, by Proposition 11.82, (0, ) IR and n
0
IN
such that A B with (A) < , n IN with n n
0
, we have 0
_
A
f[
A
d
A
< /3,
_
X
f d
_
X
f
n
d
< /3, and
_
X
f d
_
X
f
n
d
<
/3. Then,
0
_
A
f
n
[
A
d
A
=
_
A
(f
n

f
n
)
A
d
A
+
_
A
f
n
A
d
A
_
A
(f
n

f
n
)
A
d
A
+
_
A
f[
A
d
A
<
_
X
(f
n

f
n
) d +/3
=
_
X
f
n
d
_
X
f
n
d +/3
/3 +
_
X
f d
_
X
f
n
d
_
X
f d
_
X
f
n
d
<
where the rst inequality follows from Proposition 11.77; the rst equal-
ity, the second inequality, and the third inequality follow from Proposi-
tion 11.81; and the second equality follows from Proposition 11.81 and the
fact that
_
X
f
n
d < +. This completes the proof of the lemma. 2
Lemma 11.84 Let A := (X, B, ) be a nite measure space, Y be a Banach
space, W be a separable subspace of Y,
n
: X W be a simple function,
n IN, f : X W be B-measurable, g
n
: X [0, ) IR be B-
measurable, n IN, and g : X [0, ) IR be B-measurable. Assume
that
(i) lim
nIN
n
= f a.e. in A and lim
nIN
g
n
= g a.e. in A;
(ii) |
n
(x) | g
n
(x), x X, n IN;
(iii) g
n
s and g are integrable over X and lim
nIN
_
X
g
n
d =
_
X
g d IR.
Then, f is integrable over X and
_
X
f d = lim
nIN
_
X

n
d Y.
Proof Let E := x X [ (
n
(x) )
n=1
does not converge to f(x) or
( g
n
(x) )
n=1
does not converge to g(x) . Then, by (i), E B and (E) =
0. Let ( F
R
)
RI(Y)
be the net for
_
X
f d as dened in Denition 11.69.
(0, ) IR, by (i), (iii), and Lemma 11.83, (0, /6] IR and
n
0
IN such that A B with (A) < , n IN with n n
0
, we have
0
_
A
g[
A
d
A
< /6 and 0
_
A
g
n
[
A
d
A
< /6, where (A, B
A
,
A
) is
the nite measure subspace of A. By Egoros Theorem 11.55,
E
1
B
with (

E
1
) < such that
_
n
[
X\
E1
_
n=1
X\
E1
.
Let E
1
:= E

E
1
. Then, E
1
B with (E
1
) = (

E
1
) < such that
_
n
[
X\E1
_
n=1
X\E1
. Then, n
1
IN with
n
1
n
0
, n IN with n n
1
, x X E
1
, |
n
(x) f(x) | <
6(X)+1
=: . Fix any n n
1
. Let
n
admit the canonical representa-
tion
n
=
n
i=1
w
i
Ai,X
, where n Z
+
, w
1
, . . . , w
n
W are distinct and
none equals to
Y
, and A
1
, . . . , A
n
B are nonempty, pairwise disjoint,
and of nite measure. Let w
n+1
:=
Y
and A
n+1
:= X (
n
i=1
A
i
) B.
Then, X =
n+1
i=1
A
i
and the sets in the union are pairwise disjoint and
of nite measure. Dene

V
i
:= B
Y
( w
i
, ), i = 1, . . . , n + 1. Dene
V
1
:=

V
1
B
B
( Y), V
i+1
:=

V
i+1
(
i
j=1
V
j
) B
B
(Y), i = 1, . . . , n.
Let V
n+2
:= Y (
n+1
j=1
V
j
) B
B
(Y). Clearly, we may form a represen-
tation

R := ( y
i
, V
i
) [ i = 1, . . . , n + 2, V
i
,= I (Y), where y
i
V
i
,
i = 1, . . . , n + 2, are any vectors that satisfy the assumption of Proposi-
tion 11.68. R I ( Y) with

R _ R. Let R :=
_
( y
,

U

_
.
, by

R _ R, ! i
1, . . . , n + 2 such that

U
V
i
. Dene
:= [ i
= n + 2. Let A
,i
:= A
i
f
inv
(
) (X E
1
) B,
i = 1, . . . , n + 1. Let

A
:= f
inv
(
) (E
1
E) B.
Claim 11.84.1

, f
inv
(
) E
1
;
s
:=
_

,=
_
,
_
_
y
(

A
)
_
_
(1 +inf
x
A
g(x))(

A
); and
_
_
_
(f
inv
(
) E
1
)
_
_
_ <
/3.

.

U
V
n+2
= Y (
n+1
j=1
V
j
). Then,
B f
inv
(
) E
1
.

s
,

A
= f
inv
(
) (E
1
E) ,= . x

A
, we have
f(x)

U
, lim
mIN
m
(x) = f(x), |
m
(x) | g
m
(x), m IN, and
lim
mIN
g
m
(x) = g(x). Then, by Propositions 4.30, 3.66, and 3.67, we
have |f(x) | = lim
mIN
|
m
(x) | lim
mIN
g
m
(x) = g(x). Then, by
R I (Y), | y
| < inf
y
U
|y | + 1 |f(x) | + 1 g(x) + 1. By
the arbitrariness of x, we have | y
| inf
x
A
g(x) + 1. Therefore,
_
_
y
(

A
)
_
_
(1 + inf
x
A
g(x))(

A
).
Note that
_
_
_
(f
inv
(
) E
1
)
_
_
_ =
_
_
_
((

A
) +(f
inv
(
) E
1
E))
_
_
_
=
_
_
_
(

A
)
_
_
_ =
_
_
_
s
y
(

A
)
_
_
_
s
_
_
y
(

A
)
_
_
s
(1 + inf
x
A
g(x))(

A
) =
s
(

A
) +
s
( inf
x
A
g(x))(

A
)
The simple function : X [0, ) IR, dened by (x) =
s
(inf
x
A
g( x))
A
,X
(x), x X, satises 0 (x) g(x), x X
and (x) = 0, x XE
1
. Then,
s
(inf
x
A
g(x))(

A
) =
_
X
d =
_
E1
[
E1
d
E1

_
E1
g[
E1
d
E1
< /6, where the equalities follows from
Proposition 11.74; and the rst inequality follows from Proposition 11.81.
Then,
_
_
_
(f
inv
(
) E
1
)
_
_
_ < (E
1
) +/6 < +/6 /3.
Claim 11.84.2
_
_
_
n+1
i=1
w
i
(A
i
E
1
)
_
_
_ < /6.
Proof of claim: Since |
n
(x) | g
n
(x), x X, then |w
i
|
g
n
(x), x A
i
, i = 1, . . . , n + 1. Then,
_
_
_
n+1
i=1
w
i
(A
i
E
1
)
_
_
_
n+1
i=1
|w
i
| (A
i
E
1
)
_
E1
g
n
[
E1
d
E1
< /6, where the second inequal-
ity follows from Proposition 11.77. 2
Claim 11.84.3
, i 1, . . . , n + 1, we have | y
w
i
| (A
,i
)
3 (A
,i
).
Proof of claim:
, i 1, . . . , n + 1, i
1, . . . , n + 1 and
V
i
. The result is trivial if A
,i
= . If A
,i
,= , then x A
,i
= A
i
f
inv
(
) (X E
1
n
(x) = w
i
and f(x) B
Y
( w
i
, )
B
Y
( w
i
, ) V
i
B
Y
( w
i
, )

V
i
= B
Y
( w
i
, ) B
Y
_
w
i
,
_
. Note
that y
B
Y
_
w
i
,
_
. Therefore, we have | y
w
i
|
_
_
y
w
i
_
_
+
_
_
w
i
f(x)
_
_
+|f(x) w
i
| < 3 . Hence, the result holds. 2
Note that F
R
=
(f
inv
(
)) and
_
X

n
d =
n
i=1
w
i
(A
i
), by
Proposition 11.74. Then,
_
_
F
R
_
X
n
d
_
_
=
_
_
_
(f
inv
(
))
n
i=1
w
i
(A
i
)
_
_
_
=
_
_
_
((f
inv
(
) (X E
1
)) +(f
inv
(
) E
1
))
n+1
i=1
w
i
((A
i
E
1
) +(A
i
(X E
1
)))
_
_
_
=
_
_
_
(
n+1
i=1
(A
,i
) +(f
inv
(
) E
1
))
n+1
i=1
w
i
((A
i
E
1
)
+
(A
,i
))
_
_
_
=
_
_
_
n+1
i=1
y
(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
w
i
(A
i
E
1
)
n+1
i=1
w
i
(A
,i
)
_
_
_
=
_
_
_
n+1
i=1
( y
w
i
)(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
w
i
(A
i
E
1
)
_
_
_
<
_
_
_
n+1
i=1
( y
w
i
)(A
,i
)
_
_
_ +

3
+

6
=

2
+
_
_
_
n+1
i=1
( y
w
i
)(A
,i
) +
n+1
i=1
( y
w
i
)(A
,i
)
_
_
_
=

2
+
_
_
_
n+1
i=1
( y
w
i
)(A
,i
)
_
_
_

2
+
n+1
i=1
| y
w
i
| (A
,i
)

2
+
n+1
i=1
3 (A
,i
)

2
+
3(X)
6(X) + 1
<
where the rst inequality follows from Claims 11.84.1 and 11.84.2; and
the seventh equality follows from the fact that A
,i
= ,

, i
1, . . . , n + 1; and the third inequality follows from Claim 11.84.3.
In summary, we have shown that (0, ) IR, n
1
IN, n IN
with n n
1
,
R I ( Y) such that R I (Y) with

R _ R, we have
_
_
F
R
_
X

n
d
_
_
R
)
RI(Y)
is a Cauchy net. By Proposi-
tion 4.44, the net admits a limit
_
X
f d Y. By Propositions 4.30, 3.66,
and 3.67, we have
_
_
_
X
f d
_
X

n
d
_
_
= lim
RI(Y)
_
_
F
R
_
X

n
d
_
_
,
n n
1
. Hence, we have
_
X
f d = lim
nIN
_
X

n
d Y and f is inte-
grable over X. This completes the proof of the lemma. 2
Lemma 11.85 Let A := (X, B, ) be a nite measure space, Y be a Banach
space, W be a separable subspace of Y, U W be a conic segment, f : X
U W be B-measurable, and g : X [0, ) IR be B-measurable.
Assume that |f(x) | g(x), x X, and g is integrable over X. Then,
there exists a sequence of simple functions (
k
)
k=1
,
k
: X U, k IN,
such that lim
kIN
k
= f a.e. in A, |
k
(x) | |f(x) |, x X, k IN,
and f is integrable over X with
_
X
f d = lim
kIN
_
X

k
d Y.
Furthermore, if Y admits a positive cone P and U P Y, then
_
X
f d P.
Proof By Proposition 11.66, there exists a sequence of simple func-
tions (
k
)
k=1
,
k
: X U, k IN, such that |
k
(x) | |f(x) | g(x),
x X, k IN, and lim
kIN
k
= f a.e. in A. By Lemma 11.84, f is
integrable over X and
_
X
f d = lim
kIN
_
X

k
d Y.
Furthermore, if Y admits a positive cone P and U P Y, then,
by Propositions 8.41 and 11.74,
k
: X U P Y, k IN, and
_
X

k
d P. Then, by Proposition 4.13,
_
X
f d P = P, since P is
closed. This completes the proof of the lemma. 2
Theorem 11.86 (Lebesgue Dominated Convergence) Let A :=
(X, B, ) be a nite measure space, Y be a Banach space, W be a sepa-
rable subspace of Y, f
n
: X W be B-measurable, n IN, f : X W
be B-measurable, g
n
: X [0, ) IR be B-measurable, n IN, and
g : X [0, ) IR be B-measurable. Assume that
(i) lim
nIN
f
n
= f a.e. in A, lim
nIN
g
n
= g a.e. in A;
(ii) |f
n
(x) | g
n
(x), x X, n IN;
(iii) g
n
s and g are integrable over X and
_
X
g d = lim
nIN
_
X
g
n
d IR.
Then, f is integrable over X and
_
X
f d = lim
nIN
_
X
f
n
d Y.
Proof n IN, by Lemma 11.85, there exists a sequence of simple
functions (
n,k
)
k=1
,
n,k
: X W, k IN, such that lim
kIN

n,k
=
f
n
a.e. in A, |
n,k
(x) | |f
n
(x) |, x X, k IN, f
n
is inte-
grable over X, and
_
X
f
n
d = lim
kIN
_
X

n,k
d Y. By Proposi-
tion 11.58, lim
kIN

n,k
= f
n
in measure in A. Then, k
n
IN such
that (E
n
) := (x X [ |
n,kn
(x) f
n
(x) | 2
n
) < 2
n
and
_
_
_
X
f
n
d
_
X

n,kn
d
_
_
< 2
n
. Denote
n
:=
n,kn
.
nIN
f
n
IR, n
0
0
, we have 2
n
< /2
and (

E
n
) := (x X [ |f
n
(x) f(x) | /2) < /2. Note
that, by Lemma 11.43, B F
n
:= x X [ |
n
(x) f(x) |
x X [ |
n
(x) f
n
(x) | + |f
n
(x) f(x) | E
n

E
n
. Then, we have (F
n
) (E
n
) + (

E
n
) < . This implies that
lim
nIN
n
= f in measure in A. By Proposition 11.57, there exists a
subsequence (
ni
)
i=1
of (
n
)
n=1
that converges to f a.e. in A. By
Lemma 11.84, f is integrable over X and
_
X
f d = lim
iIN
_
X

ni
d Y.
By the fact that
_
_
_
X
f
ni
d
_
X

ni
d
_
_
< 2
ni
, i IN, then we have
lim
iIN
_
X
f
ni
d = lim
iIN
_
X

ni
d =
_
X
f d Y. So far, we have shown
that, for the sequence ( f
n
)
n=1
, there exists a subsequence (f
ni
)
i=1
such
that lim
iIN
_
X
f
ni
d =
_
X
f d Y. This then holds for any subsequence
of (f
n
)
n=1
. By Proposition 3.71, we have lim
nIN
_
X
f
n
d =
_
X
f d.
Proposition 11.87 Let A := (X, B, ) be a nite measure space, Y be a
Banach space over IK, W be a separable subspace of Y, Z be a Banach space
over IK, f
i
: X W be B-measurable, g
i
: X [0, ) IR be integrable
over A, i = 1, 2. Assume that |f
i
(x) | g
i
(x), x X, i = 1, 2. Then,
(i) f
1
, f
2
, and f
1
+ f
2
are integrable over A and
_
X
(f
1
+ f
2
) d =
_
X
f
1
d +
_
X
f
2
d Y.
(ii) A B(Y, Z), Af
1
is integrable over A and
_
X
(Af
1
) d =
A
_
X
f
1
d Z.
(iii) c IK, cf
1
_
X
(cf
1
) d = c
_
X
f
1
d Y.
(iv) E B, f
1
[
E
is integrable over c and
_
X
(f
1
E,X
) d =
_
E
f
1
[
E
d
E
Y, where c := (E, B
E
,
E
) is the nite measure sub-
space of A as dened in Proposition 11.13. We will henceforth denote
_
E
f
1
[
E
d
E
by
_
E
f
1
d.
(v) If f
1
= f
2
a.e. in A then
_
X
f
1
d =
_
X
f
2
d Y.
(vi) pairwise disjoint ( E
i
)
i=1
B,
i=1
_
Ei
f
1
d =
_
S
i=1
Ei
f
1
d Y.
(vii) 0
_
_
_
X
f
1
d
_
_

_
X
T f
1
d
_
X
g
1
d < +, where T f
1
:
X [0, ) IR is as dened on page 364.
(viii) If Y admits a positive cone P and f
1
= f
2
a.e. in A, then
_
X
f
1
d

=
_
X
f
2
d.
Proof By Lemma 11.85, there exist sequences of simple functions
(
i,n
)
n=1
,
i,n
: X W, n IN, i = 1, 2 such that i = 1, 2, lim
nIN
i,n
=
f
i
a.e. in A, |
i,n
(x) | |f
i
(x) |, x X, n IN, f
i
is integrable over
A, and
_
X
f
i
d = lim
nIN
_
X

i,n
d Y.
(i) By Propositions 7.23, 11.38, and 11.39, f
1
+ f
2
, g
1
+ g
2
, and
1,n
+
2,n
are B-measurable, n IN. By Proposition 11.81, 0
_
X
(g
1
+ g
2
) d =
_
X
g
1
d +
_
X
g
2
d < +. Note that, by Proposi-
tions 7.23, 11.52, and 11.53, lim
nIN
(
1,n
+
2,n
) = f
1
+ f
2
a.e. in A and
|
1,n
(x) +
2,n
(x) | |
1,n
(x) | + |
2,n
(x) | g
1
(x) + g
2
(x), x X,
n IN. Clearly,
1,n
+
2,n
: X W and f
1
+ f
2
: X W,
n IN. By Lebesgue Dominated Convergence Theorem 11.86, f
1
+ f
2
_
X
(f
1
+ f
2
) d = lim
nIN
_
X
(
1,n
+
2,n
) d =
lim
nIN
__
X

1,n
d +
_
X

2,n
d
_
=
_
X
f
1
d +
_
X
f
2
d Y, where the
second equality follows from Proposition 11.74; and the third equality fol-
lows from Propositions 3.66, 3.67, and 7.23.
(ii) A B( Y, Z), by Proposition 11.81 and the fact that
_
X
g
1
d IR,
we have
_
X
(|A| g
1
) d = |A|
_
X
g
1
d IR. By Propositions 7.62
and 11.38, Af
1
and A
1,n
are B-measurable, n IN. Clearly, A
1,n
:
X

W and Af
1
: X

W, n IN, where

W := z Z [ z =
Aw, w W is a separable subspace of Z. By Propositions 11.52 and
7.62, lim
nIN
A
1,n
= Af
1
a.e. in A. By Proposition 11.74, we have
_
X
(A
1,n
) d = A
_
X

1,n
d Z. Note that |A
1,n
(x) | |A|
|
1,n
(x) | |A| g
1
(x), x X, n IN. By Lebesgue Dominated
Convergence Theorem 11.86, Af
1
_
X
(Af
1
) d =
lim
nIN
_
X
(A
1,n
) d = lim
nIN
A
_
X

1,n
d = A
_
X
f
1
d Z, where the
last equality follows from Propositions 3.66 and 7.62.
(iii) This follows immediately from (ii).
(iv)
_
1,n
[
E
_
n=1
is a sequence of simple functions that converges to
f
1
[
E
a.e. in c. Note that
_
_
1,n
[
E
(x)
_
_
g
1
[
E
(x), x E, n
IN. By Proposition 11.81, 0
_
E
g
1
[
E
d
E

_
X
g
1
d < +. By
Lebesgue Dominated Convergence Theorem 11.86, we have
_
E
f
1
[
E
d
E
=
lim
nIN
_
E

1,n
[
E
d
E
Y. Note that (
1,n
E,X
)
n=1
is a sequence of sim-
ple functions that converges to f
1
E,X
a.e. in A, and |
1,n
(x)
E,X
(x) |
g
1
(x), x X, n IN. By Propositions 7.23, 11.38, and 11.39,
1,n
E,X
and f
1
E,X
are B-measurable. Again by Lebesgue Dominated Convergence
Theorem 11.86, we have
_
X
(f
1
E,X
) d = lim
nIN
_
X
(
1,n
E,X
) d =
lim
nIN
_
E

1,n
[
E
d
E
=
_
E
f
1
[
E
d
E
Y, where the second equality fol-
lows from Proposition 11.74.
(v) If f
1
= f
2
a.e. in A, then lim
nIN
1,n
= f
2
a.e. in A by Proposi-
tion 11.54. By Lebesgue Dominated Convergence Theorem 11.86, we have
_
X
f
2
d = lim
nIN
_
X

1,n
d =
_
X
f
1
d.
(vi) pairwise disjoint (E
i
)
i=1
B, let E :=
i=1
E
i
B and

E
n
:=
n
i=1
E
i
B, n IN. Then, lim
nIN
f
1
(x)
En
,X
(x) = f
1
(x)
E,X
(x),
x X. Then, we have
i=1
_
Ei
f
1
d = lim
nIN
n
i=1
_
X
(f
1
Ei,X
) d =
lim
nIN
_
X
(f
1
En,X
) d =
_
X
(f
1
E,X
) d =
_
E
f
1
d Y, where the rst
equality follows from (iv); the second equality follows from (i); the third
equality follows from Lebesgue Dominated Convergence Theorem 11.86; the
last equality follows from (iv); and the last step follows from (iv).
(vii) Note that, by Proposition 11.74,
_
_
_
X

1,n
d
_
_
_
X
T
1,n
d
IR, n IN. By Propositions 7.21 and 11.38, T
1,n
and T f
1
are B-measurable, n IN. By Propositions 7.21 and 11.52, we have
lim
nIN
T
1,n
= T f
1
a.e. in A. Note that 0 T
1,n
(x) g
1
(x),
x X, n IN. Then, 0
_
_
_
X
f
1
d
_
_
=
_
_
lim
nIN
_
X

1,n
d
_
_
=
lim
nIN
_
_
_
X

1,n
d
_
_
lim
nIN
_
X
T
1,n
d =
_
X
T f
1
d
_
X
g
1
d <
+, where the second equality follows from Propositions 7.21 and 3.66;
the third equality follows from Lebesgue Dominated Convergence Theo-
rem 11.86; and the third inequality follows from Proposition 11.81.
(viii) Let f := f
2
f
1
. Then, f

=
Y
a.e. in A, f : X W, and f is B-
measurable by Propositions 11.38, 11.39, and 7.23. Note that P is a closed
set, P B
B
( Y), and f
inv
(P) B. Dene

f : X W P Y by

f(x) =
_
f(x) x f
inv
(P)
Y
x X f
inv
(P)
. Then, f =

f a.e. in A,

f : X W P, and
_
_
f(x)
_
_
|f(x) | |f
1
(x) | + |f
2
(x) | g
1
(x) + g
2
(x), x X. By
Proposition 11.41,

f is B-measurable. By Proposition 11.81, g
1
+ g
2
is
integrable over A. By Lemma 11.85,
_
X
f d P. By (i) and (v), we have

_
X
f
2
d
_
X
f
1
d =
_
X
f d =
_
X
f d

=
Y
. Then,
_
X
f
1
d

=
_
X
f
2
d.
Denition 11.88 Let A := (X, B, ) be a measure space, Y be a normed
linear space, and f : X Y be B-measurable. f is said to be absolutely
integrable if T f is integrable over A, that is, 0
_
X
T f d < +.
Note that T f is B-measurable by Propositions 7.21 and 11.38. We will
show that the desired properties of integration are valid if the integrand is
absolutely integrable.
(X, B, ) be a measure space, Y be a Banach space, W be a separable
subspace of Y, f
n
be B-measurable, g
n
(i) lim
nIN
f
n
= f a.e. in A, lim
nIN
g
n
= g a.e. in A;
(ii) |f
n
(x) | g
n
(x), x X, n IN;
(iii) g
n
s and g are integrable over A and
_
X
g d = lim
nIN
_
X
g
n
d IR.
Then, f is integrable over A and
_
X
f d = lim
nIN
_
X
f
n
d Y. Fur-
thermore, f is absolutely integrable and 0
_
X
(T f) d = lim
nIN
_
X
(T
f
n
) d
_
X
g d < .
Proof We will show that f is integrable over A and
_
X
f d =
lim
nIN
_
X
f
n
d Y by distinguishing two exhaustive and mutually ex-
clusive cases: Case 1: (X) < +; Case 2: (X) = +.
Case 1: (X) < +. The result follows immediately from Lebesgue
Dominated Convergence Theorem 11.86.
Case 2: (X) = +. Let ( F
A
)
AM()
and ( F
n,A
)
AM()
be the
nets for the functions f and f
n
as dened in Denition 11.70, respec-
tively, n IN. A M(A ), we have A B and (A) < . Let
/ := (A, B
A
,
A
) be the nite measure subspace of A as dened in Propo-
sition 11.13. By Proposition 11.81, g[
A
and g
n
[
A
s are integrable over /,
lim
nIN
g
n
[
A
= g[
A
a.e. in /, and
_
A
g[
A
d
A
= lim
nIN
_
A
g
n
[
A
d
A
. By
Lebesgue Dominated Convergence Theorem 11.86, we have f[
A
and f
n
[
A
s
are integrable over / and
_
A
f[
A
d
A
= lim
nIN
_
A
f
n
[
A
d
A
Y. Note
that F
A
=
_
A
f[
A
d
A
Y and F
n,A
=
_
A
f
n
[
A
d
A
Y, n IN. Then,
the nets ( F
A
)
AM()
and ( F
n,A
)
AM()
s are well dened.
(0, ) IR, by Proposition 11.77, a simple function : X
[0, ) IR such that 0 (x) g(x), x X, and
_
X
g d /5 <
_
X
d
_
X
g d < +. Let A
0
:= x X [ (x) > 0. Then,
A
0
B, (A
0
) < +, and A
0
M(A ). A M(A ) with A
0
A,
we have 0
_
A\A0
g[
A\A0
d
A\A0
=
_
A
g[
A
d
A

_
A0
g[
A0
d
A0

_
X
g d
_
A0
[
A0
d
A0
=
_
X
g d
_
X
d < /5, where the rst
equality and the second inequality follow from Proposition 11.81; and
the second equality follows from Proposition 11.74. Note that |F
A

F
A0
| =
_
_
_
_
A
f[
A
d
A

_
A0
f[
A0
d
A0
_
_
_ =
_
_
_
_
A\A0
f[
A\A0
d
A\A0
_
_
_ =
lim
nIN
_
_
_
_
A\A0
f
n
[
A\A0
d
A\A0
_
_
_ lim
nIN
_
A\A0
g
n
[
A\A0
d
A\A0
=
_
A\A0
g[
A\A0
d
A\A0
< /5, where the second equality follows form Propo-
sition 11.87; the third equality follows from the preceding paragraph; the
rst inequality follows from Proposition 11.87; and the fourth equality fol-
lows from the preceding paragraph. Then, the net (F
A
)
AM()
is a Cauchy
net, which admits a limit, by Proposition 4.44,
_
X
f d = lim
AM()
F
A

Y. Hence, f is integrable over A.
n IN, by Proposition 11.77, a simple function
n
: X [0, ) IR
such that 0
n
(x) g
n
(x), x X, and
_
X
g
n
d /5 <
_
X

n
d
_
X
g
n
d < +. Let A
n
:= x X [
n
(x) > 0. Then, A
n
B,
(A
n
) < +, and A
n
M(A ). A M(A ) with A
n
A, we
have 0
_
A\An
g
n
[
A\An
d
A\An
=
_
A
g
n
[
A
d
A

_
An
g
n
[
An
d
An

_
X
g
n
d
_
An
n
[
An
d
An
=
_
X
g
n
d
_
X

n
d < /5, where the rst
equality and the second inequality follow from Proposition 11.81; and the
second equality follows from Proposition 11.74. Note that |F
n,A
F
n,An
| =
_
_
_
_
A
f
n
[
A
d
A

_
An
f
n
[
An
d
An
_
_
_ =
_
_
_
_
A\An
f
n
[
A\An
d
A\An
_
_
_
_
A\An
g
n
[
A\An
d
A\An
< /5, where the second equality and the rst
inequality follow from Proposition 11.87. Then, the net (F
n,A
)
AM()
is a Cauchy net, which admits a limit, by Proposition 4.44,
_
X
f
n
d =
lim
AM()
F
n,A
Y.
Let g
n
:= g
n
g, n IN. Then, 0 g
n
(x) g(x), x X, and
g
n
is B-measurable by Proposition 11.40, n IN. Then, lim
nIN
g
n
=
g a.e. in A by Propositions 11.52 and 11.53. By Fatous Lemma 11.78,
_
X
g d liminf
nIN
_
X
g
n
d. By Proposition 11.81, 0
_
X
g
n
d
_
X
g d < +, n IN. Then, we have
_
X
g d liminf
nIN
_
X
g
n
d
limsup
nIN
_
X
g
n
d
_
X
g d. Therefore, by Proposition 3.83,
_
X
g d =
lim
nIN
_
X
g
n
d IR. This coupled with (iii) and the fact that F
A0
=
lim
nIN
F
n,A0
, implies that n
0
IN, n IN with n n
0
, we have 0
_
X
g d
_
X
g
n
d < /5,
_
X
g d
_
X
g
n
d
< /5, and |F

A0
F
n,A0
| <
/5. A M(A ) with A
0
A, we have 0
_
A\A0
g
n
[
A\A0
d
A\A0
=
_
A\A0
(g
n
g
n
)[
A\A0
d
A\A0
+
_
A\A0
g
n
[
A\A0
d
A\A0

_
X
(g
n
g
n
) d +
_
A\A0
g[
A\A0
d
A\A0
<
_
X
g
n
d
_
X
g
n
d+/5
_
X
g
n
d
_
X
g d
+
_
X
g d
_
X
g
n
d+/5 < 3/5, where the rst equality, the second inequal-
ity, and the third inequality follow from Proposition 11.81. Furthermore,
|F
n,A
F
n,A0
| =
_
_
_
_
A
f
n
[
A
d
A

_
A0
f
n
[
A0
d
A0
_
_
_ =
_
_
_
_
A\A0
f
n
[
A\A0
d
A\A0
_
_
_
_
A\A0
g
n
[
A\A0
d
A\A0
< 3/5, where the second equality
and the rst inequality follows from Proposition 11.87. This implies that
_
_
_
X
f d
_
X
f
n
d
_
_

_
_
_
X
f d F
A0
_
_
+ |F
A0
F
n,A0
| +
_
_
F
n,A0

_
X
f
n
d
_
_
< lim
AM()
|F
A
F
A0
| +/5 +lim
AM()
|F
n,A0
F
n,A
|
/5 + /5 + 3/5 = , where the second inequality follows from Proposi-
tions 7.21 and 3.66. Hence,
_
X
f d = lim
nIN
_
X
f
n
d Y.
Then, in both cases, we have shown that f is integrable over A and
_
X
f d = lim
nIN
_
X
f
n
d Y.
Note that 0 T f
n
(x) g
n
(x), x X, n IN, lim
nIN
T f
n
=
Tf a.e. in A by Propositions 7.21 and 11.52, and Tf and Tf
n
s are B-
measurable by Propositions 7.21 and 11.38. Then, by what we have proved
so far,
_
X
T f d = lim
nIN
_
X
T f
n
d lim
nIN
_
X
g
n
d =
_
X
g d <
. Hence, f is absolutely integrable.
Proposition 11.90 Let A := (X, B, ) be a measure space, Y be a Banach
space over IK, W be a separable subspace of Y, Z be a Banach space over IK,
f
i
: X W be absolutely integrable over A, i = 1, 2. Then, the following
statements hold.
(i) f
i
_
X
f
i
d Y, i = 1, 2.
(ii) f
1
+f
2
is absolutely integrable over A and
_
X
(f
1
+f
2
) d =
_
X
f
1
d+
_
X
f
2
d Y.
(iii) A B( Y, Z), Af
1
_
X
(Af
1
) d =
A
_
X
f
1
d Z.
(iv) c IK, cf
1
_
X
(cf
1
) d =
c
_
X
f
1
d Y.
(v) H B, f
1
[
H
is absolutely integrable over H and
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H
Y, where H := (H, B
H
,
H
) is the measure subspace
of A as dened in Proposition 11.13. We will henceforth denote
_
H
f
1
[
H
d
H
by
_
H
f
1
d.
(vi) If f
1
= f
2
a.e. in A then
_
X
f
1
d =
_
X
f
2
d Y.
(vii) pairwise disjoint ( E
i
)
i=1
B,
i=1
_
Ei
f
1
d =
_
S
i=1
Ei
f
1
d Y.
(viii) 0
_
_
_
X
f
1
d
_
_
_
X
T f
1
d < +.
(ix) If Y admits a positive cone P and f
1
= f
2
a.e. in A, then
_
X
f
1
d

=
_
X
f
2
d.
cases: Case 1: (X) < +; Case 2: (X) = +. Case 1: (X) < +.
The results follow immediately from Propositions 11.87 and 11.81 and their
proof.
Case 2: (X) = +. f
1
, f
2
, T f
1
, and T f
2
are B-measurable by
(i) By Lebesgue Dominated Convergence Theorem 11.89, we have that
f
i
_
X
f
i
d Y, i = 1, 2. Let ( F
i,E
)
EM()
be
the net for
_
X
f
i
d as dened in Denition 11.70, i = 1, 2. E M(A ),
F
i,E
=
_
E
f
i
[
E
d
E
, i = 1, 2. Then, by Denition 11.70, we have the net
( F
i,E
)
EM()
is well-dened, i = 1, 2, and lim
EM()
F
i,E
=
_
X
f
i
d Y,
i = 1, 2.
(ii) By Propositions 11.38, 11.39, 7.21, and 7.23, f
1
+f
2
and T(f
1
+f
2
)
are B-measurable. Note that T(f
1
+f
2
)(x) = |f
1
(x)+f
2
(x) | |f
1
(x) |+
|f
2
(x) | = (T f
1
+T f
2
)(x), x X. By Proposition 11.81, 0
_
X
T
(f
1
+f
2
) d
_
X
(T f
1
+T f
2
) d =
_
X
T f
1
d +
_
X
T f
2
d < +.
Hence, f
1
+ f
2
is absolutely integrable over A. Let
_

F
E
_
EM()
be the
net for
_
X
(f
1
+ f
2
) d as dened in Denition 11.70. E M(A ),

F
E
=
_
E
(f
1
+f
2
)[
E
d
E
=
_
E
f
1
[
E
d
E
+
_
E
f
2
[
E
d
E
= F
1,E
+ F
2,E
, where
the second equality follows from Proposition 11.87. Then,
_
X
(f
1
+f
2
) d =
lim
EM()

F
E
= lim
EM()
(F
1,E
+F
2,E
) =
_
X
f
1
d+
_
X
f
2
d Y, where
the third equality follows from Propositions 3.66, 3.67, and 7.23. Hence,
f
1
+f
2
is integrable over A.
(iii) By Propositions 11.38, 7.21, and 7.62, Af
1
and T (Af
1
) are B-
measurable. Note that T(Af
1
)(x) = |Af
1
(x) | |A| |f
1
(x) | = |A| T
f
1
(x), x X. By Proposition 11.81 and the fact that
_
X
T f
1
d IR,
we have 0
_
X
T (Af
1
) d
_
X
(|A| T f
1
) d = |A|
_
X
T f
1
d <
+. Hence, Af
1
is absolutely integrable over A. Let
_

F
E
_
EM()
be the
net for
_
X
(Af
1

F
E
=
_
E
(Af
1
)[
E
d
E
= A
_
E
f
1
[
E
d
E
= AF
1,E
, where the second equality
follows from Proposition 11.87. Then, by Propositions 3.66 and 7.62, we
have
_
X
(Af
1
) d = lim
EM()

F
E
= lim
EM()
AF
1,E
= A
_
X
f
1
d Z.
Hence, Af
1
(iv) This follows immediately from (iii).
(v) Fix any H B. By Proposition 11.41, f
1
[
H
and T ( f
1
[
H
) =
(T f
1
)[
H
are B
H
-measurable. By Proposition 11.81, f
1
[
H
is absolutely
integrable over H. Then, by (i), f
1
[
H
is integrable over H. Again, by
(i), f
1
H,X
is integrable over A. (0, ) IR, A
0
M(A )
such that A M(A ) with A
0
A, we have
_
_
_
A
(f
1
H,X
)[
A
d
A

_
X
(f
1
H,X
) d
_
_
< /2. We will distinguish two exhaustive and mutually
exclusive subcases: Case 2a: (H) = +; Case 2b: (H) < +.
Case 2a: (H) = +. E
0
M(H) such that E M(H)
with E
0
E, we have
_
_
_
E
f
1
[
E
d
E

_
H
f
1
[
H
d
H
_
_
< /2. Let
A
1
:= A
0
E
0
M(A ) and E
1
:= A
1
H M(H). By Proposition 11.87,
_
A1
(f
1
H,X
)[
A1
d
A1
=
_
HA1
f
1
[
HA1
d
HA1
=
_
E1
f
1
[
E1
d
E1
. Then,
we have
_
_
_
X
(f
1
H,X
) d
_
H
f
1
[
H
d
H
_
_

_
_
_
_
X
(f
1
H,X
) d
_
A1
(f
1
H,X
)[
A1
d
A1
_
_
_+
_
_
_
_
E1
f
1
[
E1
d
E1
_
H
f
1
[
H
d
H
_
_
_ < /2+/2 = .
By the arbitrariness of , we have
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H
Y.
Case 2b: (H) < +. Let A
1
:= A
0
H M(A ). By Proposi-
tion 11.87,
_
A1
(f
1
H,X
)[
A1
d
A1
=
_
H
f
1
[
H
d
H
. Then, we have
_
_
_
X
(f
1
H,X
) d
_
H
f
1
[
H
d
H
_
_
=
_
_
_
_
X
(f
1
H,X
) d
_
A1
(f
1
H,X
)[
A1
d
A1
_
_
_ < /2. By the arbitrariness of , we have
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H
Y.
Hence, in both subcases,
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H
Y.
(vi) This follows immediately from Lebesgue Dominated Convergence
Theorem 11.89.
(vii) pairwise disjoint (E
i
)
i=1
B, let E :=
i=1
E
i
B and

E
n
:=
n
i=1
E
i
B, n IN. Then, lim
nIN
f
1
(x)
En,X
(x) = f
1
(x)
E,X
(x),
x X. Then, we have
i=1
_
Ei
f
1
d = lim
nIN
n
i=1
_
X
(f
1
Ei,X
) d =
lim
nIN
_
X
(f
1
En,X
) d =
_
X
(f
1
E,X
) d =
_
E
f
1
d Y, where the rst
equality follows from (v); the second equality follows from (ii); the third
equality follows from Lebesgue Dominated Convergence Theorem 11.89; the
last equality follows from (v); and the last inclusion follows from (v).
(viii) By (i), T f
1
is integrable over A. E M(A ), by Propo-
sition 11.87, |F
1,E
|
_
E
T f
1
d
_
X
T f
1
d < +, where the
second inequality follows from Proposition 11.81. Then, 0
_
_
_
X
f
1
d
_
_
=
lim
EM()
|F
1,E
|
_
X
T f
1
d < +, where the equality follows from
(ix) E M( A ), by Proposition 11.87 and (v), we have
_
E
(f
2
f
1
)[
E
d
E
=
_
E
f
2
[
E
d
E

_
E
f
1
[
E
d
E
P. Note that, by (i) and (iv),
_
X
f
2
d
_
X
f
1
d =
_
X
(f
2
f
1
) d = lim
EM()
_
E
(f
2
f
1
)[
E
d
E

P = P, where the second to last step follows from Proposition 3.68; and
the last step follows from the fact that P is closed. Therefore, we have
_
X
f
1
d

=
_
X
f
2
d.
Proposition 11.91 Let A := (X, B, ) be a measure space, Y
i
be a Banach
space over IK, W
i
Y
i
be a separable subspace, f
i
: X W
i
, i = 1, 2, and
h : X W
1
W
2
be dened by h(x) = (f
1
(x), f
2
(x)), x X. Then,
h is absolutely integrable over A if, and only if, f
1
and f
2
are absolutely
integrable over A. In this case, we have
_
X
hd = (
_
X
f
1
d,
_
X
f
2
d)
Y
1
Y
2
.
Proof Let f
1
and f
2
be absolutely integrable over A. By Propo-
sition 11.39, h is B-measurable. By Propositions 7.21 and 11.38, T h
is B-measurable. x X, T h(x) = |(f
1
(x), f
2
(x)) | = (|f
1
(x) |
2
+
|f
2
(x) |
2
)
1/2
T f
1
(x) + T f
2
(x). By Proposition 11.81, 0
_
X
(T
h) d
_
X
(T f
1
+ T f
2
) d =
_
X
(T f
1
) d +
_
X
(T f
2
) d < .
Hence, h is absolutely integrable over A. By Propositions 4.31 and 7.22,
Y
1
Y
2
is a Banach space over IK. By Propositions 7.22, 3.28, and 4.4,
W
1
W
2
Y
1
Y
2
is a separable subspace. By Proposition 11.90, h, f
1
,
and f
2
are integrable over A and
_
X
hd Y
1
Y
2
.
On the other hand, let h be absolutely integrable over A. Then, by
1
and f
2
are B-measurable. Fix any i 1, 2. By
Propositions 7.21 and 11.38, T f
i
is B-measurable. x X, T f
i
(x)
T h(x). Then, by Proposition 11.81, 0
_
X
T f
i
d
_
X
T hd <
. Hence, f
i
is absolutely integrable over A. By Proposition 11.90, f
i
is
integrable over A and
_
X
f
i
d Y
i
.
Hence, h is abosolutely integrable over A if, and only if, f
1
and f
2
are
absolutely integrable over A.
Let h, f
1
, and f
2
be absolutely integrable over A. We will show that
_
X
hd = (
_
X
f
1
d,
_
X
f
2
d) Y
1
Y
2
by distinguishing two exhaustive
and mutually exclusives cases: Case 1: (X) < ; Case 2: (X) = .
Case 1: (X) < . By Lemma 11.85, i 1, 2, sequence
i,n
)
n=1
,
i,n
: X W
i
, n IN, such that
lim
nIN
i,n
= f
i
a.e. in A, |
i,n
(x) | |f
i
(x) |, x X, n IN,
and
_
X
f
i
d = lim
nIN
_
X

i,n
d Y
i
lim
nIN
n
= h a.e. in A, where
n
: X W
1
W
2
is dened by
n
(x) = (
1,n
(x),
2,n
(x)), x X, n IN. Clearly,
n
is a sim-
ple function, n IN. By Lebesgue Dominated Convergence Theo-
rem 11.89,
_
X
hd = lim
nIN
_
X

n
d = lim
nIN
(
_
X

1,n
d,
_
X

2,n
d) =
(
_
X
f
1
d,
_
X
f
2
d) Y
1
Y
2
, where the second equality follows from
Proposition 11.74; and the third equality follows from Proposition 3.67.
Case 2: (X) = . Let ( H
E
)
EM()
and ( F
i,E
)
EM()
be the nets
for
_
X
hd and
_
X
f
i
d as dened in Denition 11.70, respectively, i = 1, 2.
E M(A ), by Case 1,
H
E
=
_
E
h[
E
d
E
= (
_
E
f
1
[
E
d
E
,
_
E
f
2
[
E
d
E
) = (F
1,E
, F
2,E
)
where c := (E, B
E
,
E
) is the nite measure subspace of A. Since h,
f
1
, and f
2
are integrable over A, we have
_
X
hd = lim
EM()
H
E
=
lim
EM()
(F
1,E
, F
2,E
) = (
_
X
f
1
d,
_
X
f
2
d) Y
1
Y
2
, where the last
equality follows from Proposition 3.67.
_
X
hd = (
_
X
f
1
d,
_
X
f
2
d) Y
1
Y
2
.
Proposition 11.92 Let A := (X, B, ) be a -nite measure space, Y be
a Banach space, W be a separable subspace of Y, U W be a conic seg-
ment, and f : X U be absolutely integrable over A. Then, there exists
a sequence of simple functions (
n
)
n=1
,
n
: X U, n IN, such
that |
n
(x) | T f(x), x X, n IN, lim
nIN
n
= f a.e. in A,
lim
nIN
_
X

n
d =
_
X
f d Y, lim
nIN
_
X
T
n
d =
_
X
T f d
[0, ) IR, and lim
nIN
_
X
T (
n
f) d = 0.
tions (
n
)
n=1
,
n
: X U, n IN, such that |
n
(x) | T f(x),
x X, n IN, and lim
nIN
n
= f a.e. in A. By Lebesgue Dom-
inated Convergence Theorem 11.89, lim
nIN
_
X

n
d =
_
X
f d Y.
Note that lim
nIN
T
n
= T f a.e. in A, by Propositions 7.21 and
11.52. Again by Lebesgue Dominated Convergence Theorem 11.89, we
have lim
nIN
_
X
(T
n
) d =
_
X
(Tf) d [0, ) IR. By Lemma 11.43,
T (
n
f) is B-measurable. By Propositions 7.21, 7.23, 11.53, and 11.52,
we have lim
nIN
T(
n
f) = 0 a.e. in A. Note that 0 T(
n
f)(x) =
|
n
(x) f(x) | |
n
(x) | + |f(x) | 2T f(x), x X, n IN. By
Lebesgue Dominated Convergence Theorem 11.89 and Proposition 11.74,
we have lim
nIN
_
X
T (
n
f) d = 0. This completes the proof of the
proposition. 2
Proposition 11.93 Let A := (X, B, ) be a measure space, Y be a Banach
space, W be a separable subspace of Y, U W be a conic segment, and
f : X U be absolutely integrable over A. Then, there exists a sequence
n
)
n=1
,
n
: X U, n IN, such that |
n
(x) |
T f(x), x X, n IN, lim
nIN
_
X

n
d =
_
X
f d Y, lim
nIN
_
X
T
n
d =
_
X
T f d [0, ) IR, and lim
nIN
_
X
T (
n
f) d = 0.
Case 1: (X) < +. Then, A is a nite measure space. The result
follows immediately from Proposition 11.92.
Case 2: (X) = +. Since
_
X
T f d < +, then, by Deni-
tion 11.70, n IN, E
n
B with (E
n
) < + such that
_
X
T
f d 2
n1
<
_
En
T f d
_
X
T f d. By Case 1, a sim-
ple function

n
: E
n
U such that
_
_
n
(x)
_
_
T f(x), x E
n
,
_
_
_
_
En
n
d
En

_
En
f d
_
_
_ < 2
n1
,
_
En
T

n
d
En

_
En
T f d
<
2
n1
, and 0
_
En
T(
n
f[
En
) d
En
< 2
n1
, where (E
n
, B
En
,
En
) is
the nite measure subspace of A. This simple function

n
may be extended
to a simple function
n
: X U such that
n
[
En
=

n
and
n
(x) =
Y
,
x XE
n
. Then, we have |
n
(x) | Tf(x), x X, and
_
_
_
X

n
d
_
X
f d
_
_
=
_
_
_
_
X
(
n
En,X
) d
_
En
f d
_
X\En
f d
_
_
_ =
_
_
_
_
En
n
d
En
_
En
f d
_
X\En
f d
_
_
_
_
_
_
_
En
n
d
En

_
En
f d
_
_
_ +
_
_
_
_
X\En
f d
_
_
_ <
2
n1
+
_
X\En
Tf d = 2
n1
+
_
X
Tf d
_
En
Tf d < 2
n
, where
the rst and the second equalities follows from Proposition 11.90; the sec-
ond inequality follows from Proposition 11.90; and the third equality fol-
lows from Proposition 11.81. Next, we have
_
X
T
n
d
_
X
T f d
_
X
((T
n
)
En,X
) d
_
En
T f d
_
X
T f d
_
En
T f d
<
_
En
T
n
d
En
_
En
Tf d
+2
n1
< 2
n
, where the second inequality
follows from Proposition 11.90. Finally, we have 0
_
X
T (
n
f) d =
_
En
T( (
n
f)[
En
) d
En
+
_
X\En
T( (
n
f)[
X\En
) d
X\En
=
_
En
T
(
n
f[
En
) d
En
+
_
X\En
T( f[
X\En
) d
X\En
< 2
n1
+
_
X\En
Tf d <
2
n
, where the rst equality follows from Propositions 11.81. Hence,
(
n
)
n=1
is the sequence we seek.
Proposition 11.94 Let A := (X, B, ) be a -nite measure space, and
f
1
: X IR and f
2
: X IR be B-measurable. Assume that
_
E
f
1
d
_
E
f
2
d, E B with
_
E
Tf
i
d < , i = 1, 2. Then, f
1
f
2
a.e. in A.
Proof By Propositions 7.21, 7.23, 11.38, and 11.39, f
1
f
2
, T
f
1
, and T f
2
are B-measurable. Let E := x X [ f
2
(x) f
1
(x) <
0 B. Suppose (E) > 0. E =
n=1
E
n
:=
n=1
x X [ f
2
(x)
f
1
(x) 1/n, [ f
1
(x) [ n, [ f
2
(x) [ n. By Proposition 11.7, (E) =
lim
nIN
(E
n
) and n IN such that (E
n
) > 0. Since A is -nite, then
( X
m
)
m=1
B such that X =
m=1
X
m
and (X
m
) < +, m IN.
Without loss of generality, we may assume that X
m
X
m+1
, m IN.
Then, by Proposition 11.7, (E
n
) = lim
mIN
(E
n
X
m
). Then, m IN
such that (

E) := (E
n
X
m
) (0, +) IR. By Proposition 11.77,
_
E
T f
i
d n(

E) < , i = 1, 2. Then, by Propositions 11.74 and
11.90, IR
_
E
f
1
d
_
E
f
2
d (

E)/n =
_
E
(f
1
f
2
1/n) d 0. This
contradicts with the assumption. Hence, (E) = 0 and f
1
f
2
a.e. in A.
2
Proposition 11.95 Let A := (X, B, ) be a -nite measure space, f
i
:
X [0, ) IR be B-measurable, i = 1, 2. Assume that f
1
f
2
a.e. in A,
(x X [ f
1
(x) < f
2
(x) ) > 0, and 0
_
X
f
1
d < +. Then,
_
X
f
1
d <
_
X
f
2
d.
_
X
f
1
d
_
X
f
2
d. Suppose
_
X
f
2
d =
_
X
f
1
d IR. Then, f
1
and f
2
are absolutely integrable over A. Let
g := f
2
f
1
. Then, by Propositions 7.23, 11.38, and 11.39, we have
g : X IR is B-measurable and g 0 a.e. in A. By Proposition 11.90,
g is absolutely integrable over A and
_
X
g d = 0. E B, by Proposi-
tion 11.90, we have
_
E
g d +
_
X\E
g d =
_
X
g d = 0 and both of the
summand on the left-hand-side are nonnegative. Then,
_
E
g d = 0. By
Proposition 11.94, we have g = 0 a.e. in A. This contradicts with the fact
that (x X [ g(x) > 0) = (x X [ f
1
(x) < f
2
(x) ) > 0. There-
fore, we must have
_
X
f
1
d <
_
X
f
2
d. This completes the proof of the
proposition. 2
Theorem 11.96 (Jensens Inequality) Let A := (X, B, ) be a nite
measure space with (X) = 1, Y be a real Banach space, W be a separable
subspace of Y, Y be a nonempty closed convex set, f : X W
be absolutely integrable over A, and G : IR be a convex functional.
Assume that G f is absolutely integrable over A and the epigraph [ G, ]
is closed. Then,
_
X
f d and G(
_
X
f d)
_
X
(G f) d IR.
Proof By Proposition 11.90, y
0
:=
_
X
f d Y. We will rst show
that y
0
by distinguishing two exhaustive and mutually exclusive cases:
Case 1:
Y
; Case 2:
Y
, .
Case 1:
Y
. Then, W is a conic segment. By Lemma 11.85,
there exists a sequence of simple functions (
n
)
n=1
,
n
: A W,
n IN, such that lim
nIN
n
= f a.e. in A, |
n
(x) | T f(x), x X,
n IN, and y
0
=
_
X
f d = lim
nIN
_
X

n
d Y. Fix any n IN. Let
n
n
=
n
i=1
y
i
Ai,X
. Let y
n+1
:=
Y
W and A
n+1
:= X (
n
i=1
A
i
) B. Then, by Proposition 11.74,
_
X

n
d =
n+1
i=1
y
i
(A
i
). Note that 1 = (X) =
n+1
i=1
(A
i
) and the
summands are nonnegative. Since is convex, then
_
X

n
d . Since
is closed, then, by Proposition 4.13, y
0
= lim
nIN
_
X

n
d .
Case 2:
Y
, . Note that (X) = 1 implies that X ,= . Then,
W ,= . Let y W and

:= y. Then,
Y

and,
by Proposition 7.16,

is a closed convex set. Let

f := f y. Then,
we have

f : X

W. By Propositions 11.38, 11.39, and 7.23,

f
is B-measurable. Note that T

f(x) = |f(x) y | T f(x) + | y |,
x X. Then, by Propositions 11.81 and 11.74, 0
_
X
(T

f) d
_
X
(Tf +| y |) d =
_
X
(Tf) d+
_
X
| y | d =
_
X
(Tf) d+| y | < +.
Hence,

f is absolutely integrable over A. By Case 1, we have
_
X
f d

.
By Propositions 11.90 and 11.74, we have
_
X
f d =
_
X
f d + y .
Hence, in both cases, we have y
0
G(y
0
) = sup
y
conj
( y
, y
0
)) G
conj
(y
)), where G
conj
:
conj
IR is
the conjugate functional to G. (0, ) IR, y

conj
, such that
G(y
0
) y
, y
0
)) G
conj
(y
) y
, y
0
)) y
, y )) + G(y) =
G(y) y
, y y
0
)), y . Then, x X, we have G(y
0
)
G(f(x)) y
, f(x) y
0
)). By Proposition 11.90, we have
G(y
0
) =
_
X
(G(y
0
) ) d
_
X
(G f y
, f y
0
))) d
11.6. BANACH SPACE VALUED MEASURES 397
=
_
X
(G f) d
_
X
y
, f )) d +
_
X
y
, y
0
)) d
=
_
X
(G f) d
,
_
X
f d
__
+ y
, y
0
)) =
_
X
(G f) d IR
By the arbitrariness of , we have IR G(
_
X
f d)
_
X
(G f) d IR.
11.6 Banach Space Valued Measures
Denition 11.97 Let (X, B) be a measurable space and Y be a normed
linear space. A Y-valued pre-measure on (X, B) is a function : B Y
such that
(i) () =
Y
;
(ii) (E
i
)
i=1
B, which is pairwise disjoint, we have
i=1
|(E
i
) | <
+ and (
i=1
E
i
) =
i=1
(E
i
).
Then, the triple (X, B, ) is said to be a Y-valued pre-measure space.
Dene T : B [0, ] IR
e
by, E B, T (E) :=
sup
nZ+, (Ei)
n
i=1
B,
S
n
i=1
Ei=E, EiEj=, 1i<jn
n
i=1
|(E
i
) |. T is said
to be the total variation of .
Proposition 11.98 Let A := (X, B, ) be a Y-valued pre-measure space,
where Y is a normed linear space. Then, T denes a measure on the
measurable space (X, B).
Proof Clearly, T () = 0. pairwise disjoint (E
i
)
i=1
B, let
E :=
i=1
E
i
. i IN with T (E
i
) > 0, 0 t
i
< T (E
i
), n
i
Z
+
and pairwise disjoint (E
i,j
)
ni
j=1
B with E
i
=
ni
j=1
E
i,j
such that t
i
<
ni
j=1
|(E
i,j
) | T (E
i
). i IN with T(E
i
) = 0, let t
i
= 0, n
i
= 1,
E
i,1
= E
i
. Then, 0 = t
i
|(E
i,1
) | T (E
i
) = 0.
Claim 11.98.1 0 t :=
i=1
t
i
T (E).
Proof of claim: Clearly, t 0 since t
i
0, i IN. We will distinguish
two exhaustive and mutually exclusive cases: Case 1: t < +; Case 2:
t = +.
Case 1: t < +. Then, t
i=1
ni
j=1
|(E
i,j
) | 0. Therefore,
(0, ) IR, N IN such that t <
N
i=1
ni
j=1
|(E
i,j
) |
N
i=1
ni
j=1
|(E
i,j
) | +
_
_
_(E
_
N
i=1
ni
j=1
E
i,j
_
)
_
_
_ T (E). By the
arbitrariness of , we have t T (E).
Case 2: t = +. Then t =
i=1
ni
j=1
|(E
i,j
) | = . M [0, )
IR, N IN such that
M
N
i=1
ni
j=1
|(E
i,j
) |
i=1
ni
j=1
|(E
i,j
) | +
_
_
_(E
_
N
_
i=1
ni
_
j=1
E
i,j
_
)
_
_
_ T (E)
This implies that T (E) = + = t. This completes the proof of the
claim. 2
Hence,
i=1
t
i
T(E). By the arbitrariness of t
i
s, we have
i=1
T
(E
i
) T (E).
On the other hand, n Z
+
, pairwise disjoint (A
j
)
n
j=1
B with
E =
n
j=1
A
j
, we have
n
j=1
|(A
j
) | =
n
j=1
|(
_
i=1
(E
i
A
j
) )| =
n
j=1
|
i=1
(E
i
A
j
) |
j=1
i=1
|(E
i
A
j
) | =
i=1
n
j=1
|(E
i
A
j
) |
i=1
T (E
i
)
By the arbitrariness of n and ( A
j
)
n
j=1
, we have T(E)
i=1
T(E
i
).
Hence, T(E) =
i=1
T(E
i
). This implies that T is a measure
on (X, B). This completes the proof of the proposition. 2
Denition 11.99 Let A := (X, B, ) be a Y-valued pre-measure space,
where Y is a normed linear space. We will say A is nite if T(X) < +.
We will say a property holds almost everywhere in A if it holds almost
everywhere in

A := (X, B, T ). We will say that A is complete if the
measure space

A is complete.
Fact 11.100 Let (X, B, ) be a Y-valued pre-measure space, where Y is
a normed linear space. Then, is nitely additive, i. e., (
n
i=1
E
i
) =
n
i=1
( E
i
), where n Z
+
and ( E
i
)
n
i=1
B is pairwise disjoint.
Proof Let E
n+i
= , i IN. Clearly, ( E
i
)
i=1
B is pair-
wise disjoint. Therefore, (
n
i=1
E
i
) = (
i=1
E
i
) =
i=1
( E
i
) =
n
i=1
( E
i
). This completes the proof of the fact. 2
Proposition 11.101 Let ( X, B, ) be a Y-valued pre-measure space, where
Y is a normed linear space, and (E
n
)
n=1
B be such that E
n
E
n+1
,
n IN. Then, lim
nIN
( E
n
) = (
n=1
E
n
) Y.
Proof Let E :=
n=1
E
n
B. Note that E
1
= E (
n=1
( E
n

E
n+1
) ), and the sets in the union are pairwise disjoint and measur-
able. Therefore, ( E
1
) = (E) +
n=1
( E
n
E
n+1
) and |(E) | +
n=1
|(E
n
E
n+1
) | < +. Note that E
n
= E
n+1
( E
n
E
n+1
),
n = 1, 2, . . ., which implies that ( E
n
) = (E
n+1
) + (E
n
E
n+1
), by
Fact 11.100. This leads to ( E
1
) = (E) +
n=1
( ( E
n
) (E
n+1
) ) =
(E) + (E
1
) lim
nIN
( E
n
) Y. Hence, we have lim
nIN
( E
n
) =
(E) Y. This completes the proof of the proposition. 2
Proposition 11.102 Let (X, B, ) be a Y-valued pre-measure space, where
Y is a normed linear space, and ( A
i
)
i=1
B with A
i
A
i+1
, i IN.
Then, (
i=1
A
i
) = lim
iIN
(A
i
) Y.
Proof Let A :=
i=1
A
i
B. Note that A = A
1
(
i=1
(A
i+1
A
i
)),
where the sets in the union are pairwise disjoint and measurable. Then, by
countable additivity, (A) = (A
1
) +
i=1
(A
i+1
A
i
) = lim
nIN
((A
1
) +
n
i=1
(A
i+1
A
i
)) = lim
nIN
(A
n+1
) = lim
iIN
(A
i
) Y, where the
third equality follows from Fact 11.100. This completes the proof of the
proposition. 2
Proposition 11.103 Let (X, B, ) be a Y-valued pre-measure space, where
Y is a normed linear space. Then, E
1
, E
2
B with T (E
1
E
2
) = 0,
we have (E
1
) = (E
2
) Y.
Proof By Proposition 11.98, 0 = T (E
1
E
2
) = T (E
1
E
2
) +
T(E
2
E
1
). Then, T(E
1
E
2
) = T(E
2
E
1
) = 0 and (E
1
E
2
) =
Y
= (E
2
E
1
). Hence, we have (E
1
) = (E
1
E
2
) + (E
1
E
2
) =
(E
1
E
2
) +(E
2
E
1
) = (E
2
), where the rst and last equality follows
from Fact 11.100. This completes the proof of the proposition. 2
Proposition 11.104 Let ( X, B, ) be a Y-valued pre-measure space, where
Y is a normed linear space. Then, there is a unique complete Y-valued pre-
measure space ( X, B
0
,
0
) such that
(i) B B
0
;
(ii) E B, (E) =
0
(E) and T (E) = T
0
(E);
(iii) E X, E B
0
B B, and there exists a C B, such that A C and T (C) = 0.
Then, ( X, B
0
,
0
) is said to be the completion of ( X, B, ). Then,
(X, B
0
, T
0
) is the completion of (X, B, T ).
Furthermore, let (X, B
1
,
1
) be another complete Y-valued pre-measure
space that satises (i) and (ii), then, B
0
B
1
,
0
(E) =
1
(E), and T
0
(E) = T
1
(E), E B
0
.
Proof By Proposition 11.98, (X, B, T ) is a measure space. By
Proposition 11.12, it admits the completion (X, B
0
,
0
), where B
0
satises
(i) and (iii) and
0
(E) = T(E), E B. Dene
0
: B
0
Y as following.
E B
0
, there exists A, B, C X such that E = AB, B, C B, A C,
and T (C) = 0.
0
(E) := (B) Y.
The mapping
0
0
, let
A
1
, A
2
, B
1
, B
2
, C
1
, C
2
X be such that
E = A
1
B
1
= A
2
B
2
B
1
, C
1
, B
2
, C
2
B
T (C
1
) = T (C
2
) = 0; A
1
C
1
; A
2
C
2
Then, B B
1
B
2
E B
2
= A
2
B
2
C
2
and B B
2
B
1

E B
1
= A
1
B
1
C
1
. This implies, by Proposition 11.4, 0 T (B
1
B
2
) = T (B
1
B
2
) + T (B
2
B
1
) T (C
2
) + T (C
1
) = 0. By
Proposition 11.103, we have (B
1
) = (B
2
). This shows that
0
is well
dened.
E B B
0
, E = E , then,
0
(E) = (E). This proves that
0
agrees with on B.
Next, we will show that
0
is a Y-valued pre-measure on the measurable
space ( X, B
0
). Since B, then
0
( ) = ( ) =
Y
. Consider any
sequence of pairwise disjoint subsets (E
n
)
n=1
B
0
. n IN, there exists
A
n
, B
n
, C
n
X such that E
n
= A
n
B
n
, B
n
, C
n
B, A
n
C
n
, and
T (C
n
) = 0. Since B
n
E
n
, n IN, then, (B
n
)
n=1
B is pairwise
disjoint. Hence, (
n=1
B
n
) =
n=1
(B
n
) and
n=1
|(B
n
) | < +.
Since
n=1
E
n
= (
n=1
A
n
) (
n=1
B
n
),
n=1
A
n

n=1
C
n
, 0
T (
n=1
C
n
)

n=1
T (C
n
) = 0, and
n=1
B
n
,
n=1
C
n
B
then,
0
(
n=1
E
n
) = (
n=1
B
n
) =
n=1
( B
n
) =
n=1
0
( E
n
).
Also,
n=1
|
0
(E
n
) | =
n=1
|(B
n
) | < +. This proves that
0
is
countably additive. Hence, (X, B
0
,
0
) is a Y-valued pre-measure space.
Next, we will show that T
0
=
0
. E B
0
, n Z
+
, pairwise
disjoint ( E
i
)
n
i=1
B
0
with E =
n
i=1
E
i
, i 1, . . . , n, E
i
= A
i
B
i
such
that A
i
C
i
, B
i
, C
i
B, and T(C
i
) = 0. Then, ( B
i
)
n
i=1
B is pairwise
disjoint, E = (
n
i=1
A
i
) (
n
i=1
B
i
) =: A B, A

n
i=1
C
i
=: C B,
B B, and 0 T (C)

n
i=1
T (C
i
) = 0, where the last inequality
follows from Proposition 11.6. By Proposition 11.12 and its proof,
0
(E) =
T (B) =
n
i=1
T (B
i
)

n
i=1
|(B
i
) | =
n
i=1
|
0
(E
i
) |. Hence,
0
(E) T
0
(E).
On the other hand,
0
(E) = T (B) T
0
(B) T
0
(E), where
the rst inequality follows from Denition 11.97 and the fact that =
0
[
B
; and the second inequality follows from Proposition 11.4. Therefore,
T
0
=
0
. E B, T
0
(E) =
0
(E) = T(E). This shows that (ii) is
satised. This proves that ( X, B
0
,
0
) is a complete Y-valued pre-measure
space satisfying (i), (ii), and (iii) and (X, B
0
, T
0
) is the completion of
(X, B, T ).
Let ( X, B
1
,
1
) be any complete Y-valued pre-measure space that sat-
ises the (i) and (ii). By Proposition 11.98, (X, B
1
, T
1
) is a com-
plete measure space that extends (X, B, T ). By Proposition 11.12
and the fact that (X, B
0
, T
0
) is the completion of (X, B, T ), then
B
0
B
1
and (T
1
)[
B0
= T
0
. E B
0
, there exists A, B, C X
such that E = A B, A C, B, C B, and T (C) = 0. Then,
T
1
(C) = 0, E = B (E B), B
0
E B = A B C, and
0 T
1
(E B) T
1
(C) = 0. This leads to
1
(E B) =
Y
and
1
(E) =
1
(B) +
1
(E B) = (B) =
0
(E). Therefore,
0
=
1
[
B0
.
Therefore, ( X, B
0
,
0
) is a complete Y-valued pre-measure space that
satises (i), (ii), and (iii). It is the unique such space since B
0
is unique
by (iii), and
0
is also unique since any complete Y-valued pre-measure
space ( X, B
0
,
1
) satisfying (i) and (ii) will be such that
1
=
0
and
T
0
= T
1
.
Proposition 11.105 Let A := (X, B, ) be a Y-valued pre-measure space,
where Y is a normed linear space, A B,

B B be a -algebra on X, and
B
A
:= C A [ C B. Then, the following statements hold.
(i) (X,

B, [
B
) and / := (A, B
A
,
A
:= [
BA
) are Y-valued pre-measure
spaces, and (T )[
BA
= T ( [
BA
) = T
A
. The Y-valued pre-
measure space / is said to be the subspace of the Y-valued pre-measure
space A.
(iii) Let

A := (X,

tion 11.104, and

/ := (A,

B
A
,
A
) be the Y-valued pre-measure sub-
space of

A. Then,

Proof (i) Since

B is a -algebra on X, then (X,

B) is a measurable
space. B

B B, [
B
(B) = (B) Y. Then, [
B
:

B Y. Clearly,
[
B
() = () =
Y
. pairwise disjoint sequence ( E
i
)
i=1

B B, we
have E :=
i=1
E
i

B,
i=1
_
_
[
B
(E
i
)
_
_
=
i=1
|(E
i
) | < +, and
[
B
(E) = (E) =
i=1
(E
i
) =
i=1
[
B
(E
i
). Hence, (X,

B, [
B
) is a
Y-valued pre-measure space.
Clearly, B
A
is a -algebra on A as we have shown in Proposition 11.13.
B
A
and [
BA
() = () =
Y
. pairwise disjoint sequence
( E
i
)
i=1
B
A
B, we have E :=
i=1
E
i
B
A
,
i=1
_
_
[
BA
(E
i
)
_
_
=
i=1
|(E
i
) | < +, and [
BA
(E) = (E) =
i=1
(E
i
) =
i=1
[
BA
(E
i
). Hence / = (A, B
A
, [
BA
) is a Y-valued pre-measure space.
By Denition 11.97, (T )[
BA
= T ( [
BA
) = T
A
.
(ii) If, in addition, A is complete, then (X, B, T ) is a complete
measure space. E
A
A such that there exists B B
A
with E
A
B
and T ( [
BA
)(B) = 0, we have B B and T (B) = (T )[
BA
(B) =
T ( [
BA
)(B) = T
A
(B) = 0. Then, E
A
B by the completeness of
(X, B, T ). Thus, E
A
B
A
. By the arbitrariness of E
A
, (A, B
A
, T
A
)
is complete. Hence, / is complete.
(iii) Note that

B
A
=
_
C A
C

B
_
,
A
= [
BA
, and T
A
=
(T )[
BA
. By (ii),

/ is a complete Y-valued pre-measure space. Since
B

B, then B
A

B
A
. E B
A
,
A
(E) = [
BA
(E) = (E) = (E) =

A
(E) and, by (i), T
A
(E) = (T )[
BA
(E) = T (E) = T (E) =
(T )[
BA
(E) = T
A
(E), where the third equality follows from Propo-
sition 11.104. E A, assume that E = E
A
E
B
with E
B
, E
C
B
A
,
E
A
E
C
, and T
A
(E
C
) = 0. Then, T
A
(E
C
) = 0 and E
A

B
A
since


B
A
. E A, assume that E

B
A
.
Then, E A and E

A
E
B
with
E
B
, E
C
B, E
A
E
C
, and T (E
C
) = 0. Then, E
B
, E
C
A B
A
,
E
A
E
C
A, and 0 T
A
(E
C
A) = T (E
C
A) T (E
C
) = 0,
where the last inequality follows form Proposition 11.4. Hence, (i) (iii)
of Proposition 11.104 are satised and

Denition 11.106 Let (X, B, ) be a measure space and Y be a normed
linear space. A Y-valued measure on (X, B) is a function from B to Y
that satises
(i) () =
Y
;
(ii) E B with (E) = +, (E) is undened;
(iii) E B with (E) < +, (E) Y and pairwise disjoint
(E
i
)
i=1
B with E =
i=1
E
i
, we have
i=1
|(E
i
) | < + and
(E) =
i=1
(E
i
); (countable additivity)
(iv) E B with (E) < +, we have
(E) = sup
nZ+, (Ei)
n
i=1
B,
S
n
i=1
Ei=E, EiEj=, 1i<jn
n
i=1
|(E
i
) |
Then, (X, B, ) is said to be a Y-valued measure space; and is said to be
the total variation of , denoted by T .
Denition 11.107 Let A := (X, B, ) be a Y-valued measure space, where
Y is a normed linear space. We will say A is nite if T (X) < +.
We will say A is -nite if

A := (X, B, T ) is -nite. We will say a
property holds almost everywhere in A if it holds almost everywhere in

A.
We will say that A is complete if the measure space

A is complete. We
will say that a sequence of measurable functions on A converges in measure
in A if it converges in measure in

A.
Clearly, (X, B, ) is a nite Y-valued measure space if, and only if, it is
a nite Y-valued pre-measure space. In this case, the denitions of total
variations of coincide considering as a Y-valued measure or as Y-valued
pre-measure. Hence, a Y-valued pre-measure space becomes a nite Y-
valued measure space when we show that its total variation is nite.
Fact 11.108 Let (X, B, ) be a Y-valued measure space, where Y is a
normed linear space. Then, is nitely additive, i. e., n Z
+
and
pairwise disjoint ( E
i
)
n
i=1
B, (
n
i=1
E
i
) =
n
i=1
( E
i
), whenever the
right-hand-side or the left-hand-side makes sense.
Proof Let E :=
n
i=1
E
i
B. Clearly, T (E) =
n
i=1
T (E
i
).
Then, E dom( ) whenever ( E
i
)
n
i=1
dom( ). Let E
n+i
= , i IN.
Clearly, ( E
i
)
i=1
B is pairwise disjoint. Therefore, (E) = (
i=1
E
i
) =
i=1
( E
i
) =
n
i=1
( E
i
) Y, when E dom( ). This completes the
proof of the fact. 2
Proposition 11.109 Let ( X, B, ) be a Y-valued measure space, where Y
is a normed linear space, and (E
n
)
n=1
B be such that T (E
1
) < +
and E
n
E
n+1
, n IN. Then, lim
nIN
( E
n
) = (
n=1
E
n
) Y.
Proof Clearly, E
1
dom( ) and then E
n
dom( ), n IN. Let
E :=
n=1
E
n
B. Note that E
1
= E(
n=1
( E
n
E
n+1
) ), and the sets in
the union are pairwise disjoint and measurable. Therefore, ( E
1
) = (E)+
n=1
(E
n
E
n+1
) Y and |(E) | +
n=1
|(E
n
E
n+1
) | < . Note
that E
n
= E
n+1
( E
n
E
n+1
), n = 1, 2, . . ., which implies that ( E
n
) =
(E
n+1
) + ( E
n
E
n+1
) Y, by Fact 11.108. This leads to ( E
1
) =
(E) +
n=1
(( E
n
) ( E
n+1
) ) = (E) +(E
1
) lim
nIN
( E
n
) Y.
Hence, we have lim
nIN
( E
n
) = (E) Y. This completes the proof of
the proposition. 2
Proposition 11.110 Let (X, B, ) be a Y-valued measure space, where Y
is a normed linear space, and ( A
i
)
i=1
B be such that A
i
A
i+1
, i IN,
and A :=
i=1
A
i
dom( ). Then, (A) = lim
iIN
(A
i
) Y.
Proof A dom( ) implies that T (A) < +. Then, T (A
i
)
T (A) < + and A
i
dom( ), i IN. Note that A = A
1

(
i=1
(A
i+1
A
i
)), where the sets in the union are pairwise disjoint and mea-
surable. Then, by countable additivity, (A) = (A
1
)+
i=1
(A
i+1
A
i
) =
lim
nIN
((A
1
)+
n
i=1
(A
i+1
A
i
)) = lim
nIN
(A
n+1
) = lim
iIN
(A
i
) Y,
where the third equality follows from Fact 11.108. This completes the proof
Proposition 11.111 Let (X, B, ) be a Y-valued measure space, where Y
is a normed linear space. Then, E
1
, E
2
B with T (E
1
E
2
) = 0, we
have (E
1
) = (E
2
) whenever one of them makes sense.
Proof By Fact 11.3, 0 = T(E
1
E
2
) = T(E
1
E
2
)+T(E
2
E
1
).
Then, T(E
1
E
2
) = T(E
2
E
1
) = 0 and (E
1
E
2
) =
Y
= (E
2
E
1
).
Without loss of generality, assume E
1
dom( ). Then, T (E
1
) < +.
This implies that T (E
2
) = T (E
1
E
2
) +T (E
2
E
1
) = T (E
1
E
2
)+T(E
1
E
2
) = T(E
1
) < +and E
2
dom( ). By Fact 11.108,
we have (E
1
) = (E
1
E
2
)+(E
1
E
2
) = (E
1
E
2
)+(E
2
E
1
) = (E
2
).
Proposition 11.112 Let ( X, B, ) be a Y-valued measure space, where Y
is a normed linear space. Then, there is a unique complete Y-valued measure
space ( X, B
0
,
0
) such that
(i) B B
0
;
(ii) (T
0
)[
B
= T and
0
[
B
= ;
(iii) E X, E B
0
B B, and there exists a C B, such that A C and T (C) = 0.
Then, ( X, B
0
,
0
) is said to be the completion of ( X, B, ). Then, (X, B
0
, T
0
Furthermore, let ( X, B
1
,
1
) be another complete Y-valued measure
space that satises (i) and (ii), then, B
0
B
1
, T
0
= (T
1
)[
B0
,
and
0
=
1
[
B0
.
Proof By Denition 11.106, (X, B, T ) is a measure space. By
Proposition 11.12, it admits the completion (X, B
0
,
0
), where B
0
satises
(i) and (iii) and
0
(E) = T (E), E B. Dene a function
0
from
B
0
to Y as following. E B
0
with
0
(E) = +,
0
(E) is undened.
E B
0
with
0
(E) < +, there exists A, B, C X such that E = AB,
B, C B, A C, and T (C) = 0. By Proposition 11.12 and its proof,
0
(E) = T(B) < +and B dom(). We will set
0
(E) := (B) Y.
The mapping
0
0
with
0
(E) < +, let A
1
, A
2
, B
1
, B
2
, C
1
, C
2
X be such that
E = A
1
B
1
= A
2
B
2
B
1
, C
1
, B
2
, C
2
B
T (C
1
) = T (C
2
) = 0; A
1
C
1
; A
2
C
2
Then, B B
1
B
2
E B
2
= A
2
B
2
C
2
and B B
2
B
1

E B
1
= A
1
B
1
C
1
. This implies, by Proposition 11.4, 0 T (B
1
B
2
) = T (B
1
B
2
) + T (B
2
B
1
) T (C
2
) + T (C
1
) = 0. By
Proposition 11.111, we have (B
1
) = (B
2
) Y. This shows that
0
is well
dened.
E B B
0
, E = E , then,
0
(E) = T (E). If T (E) = +,
then (E) is undened and
0
(E) is also undened. If T (E) < +,
then
0
(E) = (E) Y. This proves that
0
[
B
= .
Next, we will show that (X, B
0
,
0
) is a Y-valued measure space with
T
0
=
0
. Since B, then
0
() = () =
Y
. Hence, (i) of Deni-
tion 11.106 is satised. (ii) of Denition 11.106 is satised by the denition
of
0
. Consider any E B
0
with
0
(E) < +, then
0
(E) Y. pair-
wise disjoint ( E
n
)
n=1
B
0
with E =
n=1
E
n
, n IN, there exists
A
n
, B
n
, C
n
X such that E
n
= A
n
B
n
, B
n
, C
n
B, A
n
C
n
, and
T (C
n
) = 0. Since B
n
E
n
, n IN, then, (B
n
)
n=1
B is pairwise
disjoint. Let A :=
n=1
A
n
, B :=
n=1
B
n
B, and C :=
n=1
C
n
B.
Then, E = A B, A C, and T (C) = 0. This implies that
T (B) =
0
(E) < +, (B) =
n=1
(B
n
) Y, and
n=1
|(B
n
) | <
+. Hence,
0
(E) = (B) =
n=1
(B
n
) =
n=1
0
(E
n
) Y. Also,
n=1
|
0
(E
n
) | =
n=1
|(B
n
) | < +. This proves that (iii) of Deni-
tion 11.106 is satised and
0
is countably additive.
E B
0
with
0
(E) < +, n Z
+
, pairwise disjoint (E
i
)
n
i=1
B
0
with E =
n
i=1
E
i
, i 1, . . . , n, A
i
, B
i
, C
i
X such that E
i
= A
i
B
i
,
B
i
, C
i
B, A
i
C
i
, and T (C
i
) = 0. Then, (B
i
)
n
i=1
B is pairwise
disjoint. Let A :=
n
i=1
A
i
, B :=
n
i=1
B
i
B, and C :=
n
i=1
C
i
B, we
have E = A B, A C, and T (C) = 0. By Proposition 11.12 and
its proof, + >
0
(E) = T (B) =
n
i=1
T (B
i
)

n
i=1
|(B
i
) | =
n
i=1
|
0
(E
i
) |. Hence,
0
(E) sup
nZ+, (Ei)
n
i=1
B0,
S
n
i=1
Ei=E, EiEj=, 1i<jn
n
i=1
|
0
(E
i
) | =: s
E
On the other hand,
+ >
0
(E) = T (B)
= sup
nZ+, (Bi)
n
i=1
B,
S
n
i=1
Bi=B, BiBj=, 1i<jn
n
i=1
|(B
i
) |
sup
nZ+, (Ei)
n
i=1
B0,
S
n
i=1
Ei=B, EiEj=, 1i<jn
n
i=1
|
0
(E
i
) | s
E
Hence, we have
0
(E) = s
E
and (iv) of Denition 11.106 is satised. Hence,
(X, B
0
,
0
) is a Y-valued measure space with total variation T
0
=
0
.
Since
0
is complete, then (X, B
0
,
0
) is a complete Y-valued measure space.
Since
0
[
B
= T , then (T
0
)[
B
= T . Hence, (i) (iii) are satised
by (X, B
0
,
0
). Clearly, (X, B
0
, T
0
Let ( X, B
1
,
1
) be any complete Y-valued measure space that satises (i)
and (ii). (X, B
1
, T
1
) is a complete measure space that extends (X, B, T
). By Proposition 11.12 and the fact that (X, B
0
, T
0
) is the completion
of (X, B, T ), then B
0
B
1
and (T
1
)[
B0
= T
0
. E B
0
with
T
0
(E) = +, we have T
1
(E) = + and
0
(E) and
1
(E) are
both undened. E B
0
with T
0
(E) < +, by (iii), there exists
A, B, C X such that E = A B, A C, B, C B, and T (C) = 0.
Then,
0
(E) = (B) =
1
(B) Y and T
1
(E) = T
0
(E) < +. Note
that T
1
(C) = T (C) = 0, E = B(E B), B
0
E B = A B C,
and 0 T
1
(E B) T
1
(C) = 0. This leads to
1
(E B) =
Y
and, by Fact 11.108,
1
(E) =
1
(B) +
1
(E B) = (B) =
0
(E) Y.
Therefore,
0
=
1
[
B0
.
Therefore, (X, B
0
,
0
) is a complete Y-valued measure space that satis-
es (i), (ii), and (iii). It is the unique such space since B
0
is unique by (iii),
and
0
is also unique since any complete Y-valued measure space ( X, B
0
,
1
)
satisfying (i) and (ii) will be such that
1
=
0
and T
0
= T
1
.
Proposition 11.113 Let A := (X, B, ) be a Y-valued measure space,
where Y is a normed linear space, A B, and B
A
:= C A [ C B.
(i) / := (A, B
A
,
A
:= [
BA
) is a Y-valued measure space, which is said
to be the subspace of A, and (T )[
BA
= T
A
.
(iii) Let

A := (X,

tion 11.112, and

/ := (A,

B
A
,
A
) be the Y-valued measure subspace
of

A. Then,

Proof (i) Clearly, B
A
is a -algebra on A as we have shown in
Proposition 11.13. By Proposition 11.13,
A
:= (T )[
BA
: B
A

[0, +] IR
e
is a measure on (A, B
A
). Clearly, B
A
and
A
() =
[
BA
() = () =
Y
. E B
A
with
A
(E) = +, we have T
(E) = + and (E) is undened. Then,
A
(E) is also undened.
E B
A
with
A
(E) < +, we have T (E) =
A
(E) < +.
Then,
A
(E) = (E) Y. pairwise disjoint (E
i
)
i=1
B
A
B
with E =
i=1
E
i
, we have
i=1
|
A
(E
i
) | =
i=1
|(E
i
) | < +,
and
A
(E) = (E) =
i=1
(E
i
) =
i=1
A
(E
i
) Y. E B
A
with
A
(E) < +, we have T (E) =
A
(E) < +. Then,
A
(E) = T
(E) = sup
nZ+, (Ei)
n
i=1
B,
S
n
i=1
Ei=E, EiEj=, 1i<jn
n
i=1
|(E
i
) | =
sup
nZ+, (Ei)
n
i=1
BA,
S
n
i=1
Ei=E, EiEj=, 1i<jn
n
i=1
|
A
(E
i
) |. Hence,
/ = (A, B
A
,
A
) is a Y-valued measure space with T
A
=
A
=
(T )[
BA
.
(ii) If, in addition, A is complete, then (X, B, T ) is a complete
measure space. Since (A, B
A
, T
A
) is a subspace of (X, B, T ), then it
is complete by Proposition 11.13. Hence, / is complete.
(iii) Note that

B
A
=
_
C A
C

B
_
,
A
= [
BA
, and
T
A
= (T )[
BA
. By (ii),

/ is a complete Y-valued measure space.
Since B

B, then B
A

B
A
. Note that T
A
= (T )[
BA
=
( (T )[
B
)[
BA
= (T )[
BA
= ( (T )[
BA
)
BA
= (T
A
)[
BA
, where the
rst equality follows from (i); the second equality follows from Proposi-
tion 11.112; the third and fourth equalities follow from the fact that B
A
B
and B
A

B
A
; and the last equality follows from (i). Note also that
A
= [
BA
= ( [
B
)[
BA
= ( [
BA
)
BA
=
A
[
BA
, where the rst equality fol-
lows from (i), the second equality follows from Proposition 11.112; the third
equality follows from the fact that B
A
B and B
A

B
A
; and the last equal-
ity follows from (i). E A, assume that E = E
A
E
B
with E
B
, E
C
B
A
,
E
A
E
C
, and T
A
(E
C
) = 0. Then, T
A
(E
C
) = 0 and E
A

B
A
since

B
A
. On the other hand, E A, assume that
E

B
A
. Then, E A and E

A
E
B
with E
B
, E
C
B, E
A
E
C
, and T (E
C
) = 0. Then, E
B
, E
C
A B
A
,
E
A
E
C
A, and 0 T
A
(E
C
A) = T (E
C
A) T (E
C
) = 0,
where the last inequality follows form Proposition 11.4. Hence, (i) (iii)
of Proposition 11.112 are satised and

Proposition 11.114 Let A := (X, B, ) be a measure space, Y be a Ba-
nach space, W be a separable subspace of Y, and f : X W be B-
measurable. Dene : B [0, +] IR
e
by (E) =
_
E
T f d, E B.
Then, is a measure on (X, B). Dene a function from B to Y by (E)
is undened, E B with (E) = +, and (E) =
_
E
f d, E B with
(E) < +. Then, (X, B, ) is a Y-valued measure space with T = .
Furthermore, the following statements hold.
(i) If A is -nite, then is also -nite.
(ii) f is absolutely integrable over A if, and only if, is nite.
(iii) If T f > 0 a.e. in A and A is -nite and complete, then (X, B, )
is a -nite complete Y-valued measure space.
Proof Since f is B-measurable, by Propositions 7.21 and 11.38, T f
is B-measurable. Then, : B [0, +] IR
e
is well dened by Propo-
sition 11.77. By Proposition 11.74, () =
_
(T f) d = 0. pair-
wise disjoint ( E
i
)
i=1
B, by Proposition 11.81, we have (
i=1
E
i
) =
_
S
i=1
Ei
(T f) d =
i=1
_
Ei
(T f) d =
i=1
(E
i
). Hence, is a mea-
sure on (X, B). By Proposition 11.74, () =
_
f d =
Y
. E B with
(E) = +, (E) is undened. E B with (E) < +, by Proposi-
tion 11.90, (E) =
_
E
f d =
_
E
f[
E
d
E
Y, where c := (E, B
E
,
E
)
is the measure subspace of A as dened in Proposition 11.13. pair-
wise disjoint ( E
i
)
i=1
B with
i=1
E
i
= E, we have
i=1
|(E
i
) | =
i=1
_
_
_
_
Ei
f d
_
_
_
i=1
_
Ei
(T f) d =
_
E
(T f) d = (E) < +,
where the rst equality follows from the fact that E
i
E and 0 (E
i
)
(E) < +; the rst inequality follows from Proposition 11.90; and
the second equality follows from Proposition 11.81. Then,
i=1
(E
i
) =
i=1
_
Ei
f d =
i=1
_
Ei
f[
E
d
E
=
_
E
f[
E
d
E
=
_
E
f d = (E),
where the second, the third, and the fourth equalities follow from Proposi-
tion 11.90.
E B with (E) < +, n Z
+
i
)
n
i=1
B
with E =
n
i=1
E
i
, f[
E
is absolutely integrable over c.
n
i=1
|(E
i
) | =
n
i=1
_
_
_
_
Ei
f d
_
_
_
n
i=1
_
Ei
T f d =
_
E
T f d = (E) < +,
where the rst equality follows from the fact that E
i
E and 0
(E
i
) (E) < +; the rst inequality follows from Proposition 11.90;
and the second equality follows from Proposition 11.81. Hence, s
E
:=
sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) | (E).
On the other hand, (0, ) IR, by Proposition 11.93, a simple
function : c Wsuch that 0
_
E
(T f)[
E
d
E
_
E
(T) d
E
< /2
and 0
_
E
T ( f[
E
) d
E
< /2. Let admit canonical representa-
tion =
n
i=1
w
i
Ei,E
, where n Z
+
, w
1
, . . . , w
n
W are distinct and
none equals to
Y
, E
1
, . . . , E
n
B
E
are nonempty, pairwise disjoint, and
E
(E
i
) < +, i 1, . . . , n. Then, we have
(E) =
_
E
(T f) d =
_
E
(T f)[
E
d
E
<
_
E
(T ) d
E
+/2
=
n
i=1
|(E
i
) | +
n
i=1
|w
i
|
E
(E
i
) +/2
n
i=1
|(E
i
) |
=
n
i=1
|(E
i
) | +/2 +
n
i=1
_
_
_
_
Ei
d
E
_
_
_
n
i=1
_
_
_
_
Ei
f[
E
d
E
_
_
_
s
E
+/2 +
n
i=1
_
_
_
_
Ei
d
E

_
Ei
f[
E
d
E
_
_
_
= s
E
+/2 +
n
i=1
_
_
_
_
Ei
( f[
E
) d
E
_
_
_
s
E
+/2 +
n
i=1
_
Ei
T ( f[
E
) d
E
= s
E
+/2 +
_
S
n
i=1
Ei
T ( f[
E
) d
E
< s
E
+
where the second equality follows from Proposition 11.90; the third equality
follows from Proposition 11.74; the fourth equality follows from Proposi-
tion 11.74 and the fact that 0 (E
i
) (E) < +; the fth equality
and the third inequality follow from Proposition 11.90; , and the last equal-
ity and the last inequality follows from Proposition 11.81. Hence, by the
arbitrariness of , we have (E) s
E
. Therefore, (E) = s
E
.
The above shows that (X, B, ) is a Y-valued measure space with T =
.
(i) Let A be -nite. Then, ( X
i
)
i=1
B such that X =
i=1
X
i
and (X
i
) < +, i IN. i IN, m IN, let X
i,m
:= X
i
x
X [ |f(x) | m B. Clearly, X =
i=1
X
i
=
i=1
m=1
X
i,m
. By
Bounded Convergence Theorem 11.76, we have (X
i,m
) =
_
Xi,m
(Tf) d
m(X
i,m
) m(X
i
) < +. Then, is -nite. Hence, (X, B, ) is a -
nite Y-valued measure space.
(ii) Let f be absolutely integrable over A. Then, (X) =
_
X
(Tf) d <
+. Hence, (X, B, ) is a nite Y-valued (pre-)measure space. On the
other hand, let be nite. Then, (X) =
_
X
(T f) d < +. Hence, f is
(iii) By (i), (X, B, ) is -nite. E B with T (E) = 0, then
_
E
(T f) d = 0. By Proposition 11.94, T f = 0 a.e. in c. Since T f >
0 a.e. in A. Then, (E) = 0. A E, by the completeness of A, A B.
Hence, (X, B, ) is a -nite complete Y-valued measure space.
Proposition 11.115 Let A := (X, B, ) be a -nite Y-valued measure
space, where Y is a normed linear space, ( X
n
)
n=1
B be such that X =
n=1
X
n
and T (X
n
) < +, n IN, and A
n
:= (X
n
, B
n
,
n
) be the
nite Y-valued measure subspace of A. Then, any Y-valued measure space
A := (X,

B, ) with A
n
as its nite Y-valued measure subspace, n IN,
must be identical to A.
Proof E B, E X
n
B
n

B, n IN. Then, E =
n=1
(E
X
n
)

B. Then, B

B. On the other hand, E

B, E X
n
B
n
B,
n IN. Then, E =
n=1
(E X
n
) B. Then,

B B. Hence,

B = B.
E B with E dom(), we have T (E) < and (E) Y.
Let E
n
:= E (X
n

n1
i=1
X
i
) B
n
, n IN. Then, (E
n
) =
n
(E
n
) =
(E
n
), n IN. Note that T (E) =
n=1
T (E
n
) =
n=1
T
n
(E
n
) =
n=1
T (E
n
) = T (E) < +, where the second and
third equalities follow from Proposition 11.113. Then, E dom( ) and
(E) =
n=1
(E
n
) =
n=1
(E
n
) = (E) Y.
On the other hand, E

B = B with E dom( ), we have T (E) <
and (E) Y. Let E
n
:= E (X
n

n1
i=1
X
i
) B
n
, n IN. Then,
(E
n
) =
n
(E
n
) = (E
n
), n IN. Note that T (E) =
n=1
T
(E
n
) =
n=1
T
n
(E
n
) =
n=1
T (E
n
) = T (E) < +, where
the second and third equalities follow from Proposition 11.113. Then, E
dom() and (E) =
n=1
(E
n
) =
n=1
(E
n
) = (E) Y.
Therefore, dom( ) = dom( ) and = . Hence, A =

A. This
n
:= (X
n
, B
n
,
n
) be a nite Y-valued mea-
sure space, where Y is a Banach space, n IN. n, m IN, let
(X
n
X
m
, B
n,m
,
n,m
) be the nite Y-valued measure subspace of A
n
. As-
sume that ( A
n
)
n=1
is consistent, that is B
n,m
= B
m,n
and
n,m
=
m,n
,
n, m IN. Let X :=
n=1
X
n
, B := B X [ B X
n
B
n
, n IN,
: B [0, ] IR
e
be dened by (E) :=
n=1
T
n
(E
n
), where
E
1
:= EX
1
and E
n+1
:= E(X
n+1
n
i=1
X
i
), n IN, and be a func-
tion from B to Y dened by (E) is undened, E B with (E) = +,
and (E) :=
n=1
n
(E
n
) Y, E B with (E) < +, where (E
n
)
n=1
is dened as above. Then, A := (X, B, ) is a -nite Y-valued measure
space with T = and A
n
is the nite Y-valued measure subspace of A,
n IN, and A is unique among any Y-valued measure spaces on X. The
above process is said to be the generation process on (A
n
)
n=1
for -nite
Y-valued measure space A.
Proof We will rst show that B is a -algebra on X. Clearly, B
and X B. ( E
i
)
i=1
B, let E :=
i=1
E
i
. n IN, E X
n
=
i=1
(E
i
X
n
). Note that i IN, E
i
B implies E
i
X
n
B
n
. Since
B
n
is a -algebra, then E X
n
B
n
. By the arbitrariness of n, we have
E B. E B, E X
n
B
n
, n IN. Then, (X E) X
n
= X
n
E =
X
n
(X
n
E) B
n
. By the arbitrariness of n, we have X E B. Hence,
B is a -algebra on X. n IN, m IN, X
n
X
m
B
n,m
= B
m,n
B
m
.
By the arbitrariness of m, we have X
n
B.
Next, we will show that is a -nite measure on (X, B). Clearly,
() = 0. pairwise disjoint (E
i
)
i=1
B, let E :=
i=1
E
i
B. i IN,
let E
i,1
:= E
i
X
1
B
1
and E
i,n+1
:= E
i
(X
n+1
n
j=1
X
j
) B
n+1
, n
IN. Let B
1
:= EX
1
=
i=1
E
i,1
B
1
and B
n+1
:= E(X
n+1
n
j=1
X
j
) =
i=1
E
i,n+1
B
n+1
, n IN. Then, (E) =
n=1
T
n
(B
n
) =
n=1
i=1
T
n
(E
i,n
) =
i=1
n=1
T
n
(E
i,n
) =
i=1
(E
i
), where
the rst equality follows from the denition of ; the second equality follows
from the fact that T
n
is a measure on (X
n
, B
n
); the third equality follows
from the fact that all summands are nonnegative; and the fourth equality
follows from the denition of . Hence, is a measure on (X, B). n IN,
let X
n,1
:= X
n
X
1
and X
n,i+1
:= X
n
(X
i+1
i
j=1
X
j
), i IN. Then,
(X
n
) =
i=1
T
i
(X
n,i
) =
i=1
T
i+1
((X
n
X
i+1
)
i
j=1
X
j
) +T
1
(X
n
X
1
) =
i=1
T
i+1,n
((X
n
X
i+1
)
i
j=1
X
j
)+T
1,n
(X
n
X
1
) =
i=1
T
n,i+1
((X
n
X
i+1
)
i
j=1
X
j
) + T
n,1
(X
n
X
1
) =
i=1
T
n
((X
n
X
i+1
)
i
j=1
X
j
) +T
n
(X
n
X
1
) = T
n
(X
n
) < +, where
the rst equality follows from the denition of ; the third equality follows
from Proposition 11.113; the fourth equality follows from the consistency
assumption; the fth equality follows from Proposition 11.113; and the last
equality follows from the fact that T
n
is a measure on (X
n
, B
n
). Hence,
is -nite.
Next, we will show that (X, B, ) is a -nite Y-valued measure space
with T = . Clearly, () =
Y
. E B with (E) = +, (E)
is undened. E B with (E) < +, let ( B
n
)
n=1
be as dened
in the previous paragraph. Then, + > (E) =
n=1
T
n
(B
n
)
n=1
|
n
(B
n
) |. This implies that (E) =
n=1
n
(B
n
) Y by Propo-
sition 7.27. pairwise disjoint (E
i
)
i=1
B with E =
i=1
E
i
, i IN,
let ( E
i,n
)
n=1
be as dened in the previous paragraph. Then, we have
i=1
|(E
i
) | =
i=1
|
n=1
n
(E
i,n
) |

i=1
n=1
|
n
(E
i,n
) |
i=1
n=1
T
n
(E
i,n
) =
i=1
(E
i
) = (E) < +, where the rst
equality follows from the denition of ; the second inequality follows from
the fact that A
n
is a nite Y-valued measure space; the second equality
follows from the denition of ; and the third equality follows from the fact
that is a measure. We also have
i=1
(E
i
) =
i=1
n=1
n
(E
i,n
) =
n=1
i=1
n
(E
i,n
) =
n=1
n
(
i=1
E
i,n
) =
n=1
n
(B
n
) = (E),
where the rst equality follows from the denition of ; the second equality
follows from the fact that the double summation is absolutely summable;
the third equality follows from the fact that
n
is a nite Y-valued measure;
and the last equality follows from the denition of . Hence, (i) (iii) of
Denition 11.106 are satised.
E B with (E) < +, let ( B
n
)
n=1
be as dened in the pre-
vious paragraph. m Z
+
i
)
m
i=1
B with
E =
m
i=1
E
i
, i 1, . . . , m, let ( E
i,n
)
n=1
be as dened in the
previous paragraph. Then,
m
i=1
|(E
i
) | =
m
i=1
|
n=1
n
(E
i,n
) |
m
i=1
n=1
|
n
(E
i,n
) |

m
i=1
n=1
T
n
(E
i,n
) =
m
i=1
(E
i
) =
(E) < . Hence,
s
E
:= sup
mZ+, (Ei)
m
i=1
B, E=
S
m
i=1
Ei, EiEj=, 1i<jm
m
i=1
|(E
i
) | (E)
On the other hand, (E) =
n=1
T
n
(B
n
) < +, where B
1
, B
2
, . . . are
pairwise disjoint. Since (X
n
, B
n
,
n
) is a nite Y-valued measure space,
then, (0, +) IR, n IN, m
n
Z
+
, pairwise disjoint
( B
n,i
)
mn
i=1
B
n
with B
n
=
mn
i=1
B
n,i
such that T
n
(B
n
) 2
n
<
mn
i=1
|
n
(B
n,i
) | T
n
(B
n
). It is easy to see that
n
(B
n,i
) = (B
n,i
),
i 1, . . . , m
n
. Then, (E) =
n=1
(T
n
(B
n
) 2
n
) <
n=1
mn
i=1
|
n
(B
n,i
) | =
n=1
mn
i=1
|(B
n,i
) | (E) < +. Then,
N IN such that (E)

N
n=1
mn
i=1
|(B
n,i
) | + s
E
+ . By the
arbitrariness of , we have (E) s
E
. Therefore, (E) = s
E
and (iv) of
Denition 11.106 is satised. This shows that (X, B, ) is a -nite Y-valued
measure space with T = .
Finally, we will show that A
n
is the nite Y-valued measure subspace of
A, n IN. Fix any n IN. E B with E X
n
, we have E = E X
n

B
n
. On the other hand, E B
n
, we have E X
n
and i IN, E X
i
=
EX
i
X
n
B
n,i
= B
i,n
B
i
. Then, E B. Hence, B
n
= E B [ E
X
n
. E B
n
, let B
1
:= EX
1
B
1
and B
i+1
:= E(X
i+1
i
j=1
X
j
)
B
i+1
, i IN. Then, (E) =
i=1
T
i
(B
i
). Note that B
i
B
i
and
B
i
X
n
, i IN, this implies that B
i
B
i,n
= B
n,i
B
n
. Then, we
have (E) =
i=1
T
i,n
(B
i
) =
i=1
T
n,i
(B
i
) =
i=1
T
n
(B
i
) =
T
n
(E) T
n
(X
n
) < +, where the rst equality follows from the
fact that
i,n
=
i
[
Bi,n
; the second equality follows from the consistency
assumption; the third equality follows from the fact that
n,i
=
n
[
Bn,i
;
the fourth equality follows from countable additivity of T
n
; and the rst
inequality follows from Proposition 11.4. Then, Y (E) =
i=1
i
(B
i
) =
i=1
i,n
(B
i
) =
i=1
n,i
(B
i
) =
i=1
n
(B
i
) =
n
(E), where the rst
equality follows from the denition of ; the second equality follows from
the fact that
i,n
=
i
[
Bi,n
; the third equality follows from the consistency
assumption; the fourth equality follows from the fact that
n,i
=
n
[
Bn,i
;
and the last equality follows from the fact that
n
is a nite Y-valued
measure. Hence,
n
= [
Bn
. This shows that A
n
is the subspace of A. By
Proposition 11.115, A is the unique Y-valued measure space on the set X
such that A
n
is the nite Y-valued measure subspace of A, n IN.
In the application of Proposition 11.116, if the sequence (X
n
)
n=1
is
pairwise disjoint. Then, the consistency requirement is automatically sat-
ised as long as A
n
is a Y-valued measure space, n IN.
Denition 11.117 Let A := (X, B, ) be a nite Y-valued measure space,
where Y is a normed linear space over IK, Z be a normed linear space over
IK, W B(Y, Z) be a subspace, f : X W be B-measurable, and I (W) :=
(R( W) , _) be the integration system on W. R = (w
, U
) [
R( W), dene F
R
:=
(f
inv
(U
)) Z. This denes a
net ( F
R
)
RI(W)
. f is said to be integrable over A if the net admits a limit
in Z. In this case, lim
RI(W)
F
R
Z is said to be the integral of f over
A and denoted by
_
X
f d or
_
X
f(x) d(x). When Z = IR, we will denote
_
X
f d :=
_
X
f(x) d(x) := lim
RI(W)
F
R
IR
e
, whenever the limit exists.
Denition 11.118 Let A := (X, B, ) be a Y-valued measure space with
T (X) = +, where Y is a normed linear space over IK, Z be a normed
linear space over IK,

A := (X, B, T ) be the total variation, and f : X
W := B( Y, Z) be B-measurable. Dene M(A ) to be the directed system,
M
_

A
_
, of subsets of X as dened in Denition 11.70. A M(A ), let
(A, B
A
,
A
) be the nite Y-valued measure subspace of A and dene F
A
:=
_
A
f[
A
d
A
Z, if the integral exists. This denes a net ( F
A
)
AM()
when all of the integrals involved exist. f is said to be integrable over A
if the net is well-dened (i. e., all integrals involved exist) and admits a
limit in Z. In this case, lim
AM()
F
A
Z is said to be the integral of f
over A and denoted by
_
X
f d or
_
X
f(x) d(x). When Z = IR, we will
allow the net ( F
A
)
AM()
IR
e
and denote
_
X
f d :=
_
X
f(x) d(x) :=
lim
AM()
F
A
IR
e
, whenever the limit exists.
Proposition 11.119 Let A := (X, B, ) be a nite Y-valued measure
space, where Y is a normed linear space over IK, Z be a normed linear
space over IK, f : X W := B( Y, Z) be B-measurable, and

A := (X,

B, )
be a nite Y-valued measure space that satises B

B and = [
B
. Then,
_
X
f d =
_
X
f d , whenever one of the integrals exists.
Proof Let I (W) be the integration system on W as dened in Propo-
sition 11.68, ( F
R
)
RI(W)
be the net for
_
X
f d, and
_

F
R
_
RI(W)
be the
net for
_
X
f d , as dened in Denition 11.117. R := (w
, U
) [
I (W), , we have f
inv
(U
) B

B since f is B-measurable,
and (f
inv
(U
)) = (f
inv
(U
)) Y since = [
B
. Then, F
R
=
(f
inv
(U
)) =
(f
inv
(U
)) =

F
R
Z. Hence,
_
X
f d =
lim
RI(W)
F
R
= lim
RI(W)

F
R
=
_
X
f d , whenever one of the integrals ex-
ists. This completes the proof of the proposition. 2
Lemma 11.120 Let A := (X, B, ) be a nite Y-valued measure space,
where Y is a normed linear space over IK, Z be a normed linear space over
IK, f : X W := B( Y, Z) be B-measurable,

X B, and

A := (

X,

B, ) be
the nite Y-valued measure subspace of A as dened in Proposition 11.113.
Assume that T (X

X) = 0. Then,
_
X
f d =
_
X
f[
X
d , whenever one
Proof Let I (W) be the integration system on W as dened in Propo-
sition 11.68, ( F
R
)
RI(W)
be the net for
_
X
f d, and
_

F
R
_
RI(W)
be the
net for
_
X
f[
X
d , as dened in Denition 11.117. R := (w
, U
) [
I (W), , we have f
inv
(U
)

X = f[
X
inv
(U
)

B B since f
is B-measurable, and 0 T (f
inv
(U
) (X

X)) T (X

X) = 0.
This implies that (f
inv
(U
)) = (f
inv
(U
)

X) + (f
inv
(U
) (X
X)) = ( f[
X
inv
(U
)) = ( f[
X
inv
(U
)) by Fact 11.108. Then, F

R
=
(f
inv
(U
)) =
( f[
X
inv
(U
)) =

F
R
Z. Hence,
_
X
f d = lim
RI(W)
F
R
= lim
RI(W)

F
R
=
_
X
f[
X
d , whenever one of
the integrals exists. This completes the proof of the proposition. 2
Proposition 11.121 Let A := (X, B, ) be a Y-valued measure space with
T (X) = +, where Y is a normed linear space over IK, Z be a normed
linear space over IK, f : X W := B(Y, Z) be B-measurable, and

A :=
(X,

B, ) be the completion of A. Then,
_
X
f d =
_
X
f d , whenever one
Proof Let

A := (X, B, T =: ) and

A := (X,

B, T =: ). Then,
A and

A are measure spaces and

A is the completion of

A by Proposi-
tion 11.112. Let ( F
A
)
AM()
be the net for
_
X
f d and
_

F
A
_
AM
be the net for

_
X
f d as dened in Denition 11.118. Clearly, M(A )
M
_

A
_
, since

A is the completion of

A. We will distinguish two exhaustive
cases: Case 1:
_
X
f d exists; Case 2:
_
X
f d exists.
Case 1:
_
X
f d exists. Then, the net
_

F
A
_
AM
is well dened.
A M(A ), we have A B and (A) < +. Then, A M
_

A
_
.
By Propositions 11.119 and 11.112, F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
=
F
A
, where (A, B
A
,
A
) is the nite Y-valued measure subspace of A and
(A,

B
A
,
A
) is the nite complete Y-valued measure subspace of

A. Then,
( F
A
)
AM()
is well dened.
A M
_

A
_
, we have

A

B with (

A) <
+. By Proposition 11.112 and its proof,
A,

B,

C X with

A =

A

B,
B,

C B,

A

C, (

C) = 0, and (

A) = (

B). Then,

A

B

C =: A B
and (A) (

B) + (

C) = (

B) = (

A) < +. This shows that A
M(A ) and

A A. Hence, ( F
A
)
AM()
is a subnet of
_

F
A
_
AM
. By
Proposition 3.70,
_
X
f d = lim
AM()
F
A
= lim
AM

F
A
=
_
X
f d .
Case 2:
_
X
f d exists. Then, the net ( F
A
)
AM()
is well dened.
A M
_

A
_
, we have

A

B with (

A) < +. By Proposition 11.112
and its proof,
A,

B,

C X with

A =

A

B,

B,

C B,

A

C,
(

C) = 0, and (

A) = (

B). Let

B =: A B. Then, 0 (

A A) =
(

A

B) (

C) = (

C) = 0 and (A) = (

A) < +. This shows that
A M(A ) and A

A. Let / := (A, B
A
,
A
) be the nite Y-valued
measure subspace of A,

/ := (

A,

B
A
,
A
) be the nite complete Y-valued
measure subspace of

A, and

/ := (A,

B
A
,
A
) be the nite complete Y-
valued measure subspace of

/. Since

A is the completion of A, then,

/ is the completion of /. By Proposition 11.119,
we have
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
. Hence,

F
A
= F
A
. Then, the net
_

F
A
_
AM
is well dened.
Fix any open set U (U IR
e
if Z = IR or U Z if Z ,= IR) with
_
X
f d U. Since lim
AM()
F
A
=
_
X
f d U, then A
0
M(A )
such that A M(A ) with A
0
A, we have F
A
U. Note that A
0

B

B and (A
0
) = (A
0
) < +. Then, A
0
M
_

A
_
.
A M
_

A
_
with A
0

A, then

A

B and (

A) < +. By Proposition 11.112 and
its proof,
A,

B,

C X with

A =

A

B,

B,

C B,

A

C, (

C) =
0, and (

A) = (

B). Let A := A
0

B B. Then, A
0
A

A,
0 (

A A) = ((

A

B) (A
0

B)) ((

A

B)

B) (

A

B)
(

C) = (

C) = 0, and (A) (

B) + (A
0
) = (

A) + (A
0
) < +.
This shows that A M(A ). Let / := (A, B
A
,
A
) be the nite Y-valued
measure subspace of A,

/ := (

A,

B
A
,
A
) be the nite complete Y-valued
measure subspace of

A, and

/ := (A,

B
A
,
A
) be the nite complete Y-
valued measure subspace of

/. Since

A is the completion of A, then,

/ is the completion of /. By Proposition 11.119,
we have
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
F
A
=
_
A
f[
A
d
A
=
_
A
f[
A
d
A
= F
A
U. Therefore, we have
_
X
f d =
lim
AM

F
A
=
_
X
f d.
_
X
f d =
_
X
f d . This completes the
Y is a normed linear space over IK, and Z be a normed linear space over
IK. : X Z is said to be a simple function if n Z
+
, z
1
, . . . , z
n

Z, and A
1
, . . . , A
n
B with T (A
i
) < +, i = 1, . . . , n, such that
(x) =
n
i=1
z
i
Ai,X
(x), x X. We will say that a simple function is
in canonical representation if z
1
, . . . , z
n
are distinct and none equals to
Z
,
and A
1
, . . . , A
n
are nonempty and pairwise disjoint.
Clearly, every simple function admits a unique canonical representation.
where Y is a normed linear space over IK, Z be a normed linear space
over IK, : X B(Y, Z) =: W be a simple function in canonical rep-
resentation, i. e., n Z
+
, w
1
, . . . , w
n
W, which are distinct and none
equals to
W
, A
1
, . . . , A
n
B, which are nonempty, pairwise disjoint,
and T (A
i
) < +, i = 1, . . . , n, such that (x) =
n
i=1
w
i
Ai,X
(x),
x X. Then,
_
X
d =
n
i=1
w
i
(A
i
) =: I Z and 0
_
_
_
X
d
_
_

_
X
T dT < +.
cases: Case 1: T (X) < +; Case 2: T (X) = +.
Case 1: T(X) < +. Let w
n+1
:=
W
and A
n+1
:= X(
n
i=1
A
i
)
B. Let
0
:= min1, min
1i<jn+1
|w
i
w
j
| > 0, by the assumption. Let
(
R
)
RI(W)
be the net as dened in Denition 11.117 for
_
X
d.
(0,
0
/2) IR, let U
i
:= B
W
( w
i
, ) B
B
( W), i = 1, . . . , n + 1,
which are clearly pairwise disjoint and nonempty. We will distinguish two
exhaustive and mutually exclusive subcases: Case 1a: W =
n+1
i=1
U
i
; Case
1b: W
n+1
i=1
U
i
.
Case 1a: W =
n+1
i=1
U
i
. Then, (0, ) IR such that W =
B
W
(
W
, ). Then, W must be the trivial normed linear space, i. e., W is a
singleton set containing
W
. There is a single representation of W, which
is R
0
:= (
W
, W). Then,
R0
=
Z
. Clearly, we must have n = 0, since
w
1
, . . . , w
n
Y are distinct and none equals to
W
. Then, I =
Z
. Hence,
R I ( W) with R
0
_ R, |
R
I | = |
R0
I | = 0.
Case 1b: W
n+1
i=1
U
i
. Let U
n+2
= W (
n+1
i=1
U
i
) B
B
( W), which is
nonempty. Let w
n+2
U
n+2
be such that |w
n+2
| < inf
wUn+2
|w| + 1.
Let R
0
:= (w
i
, U
i
) [ i = 1, . . . , n + 2. It is easy to check that R
0
I (W).
R I (W) with R
0
_

R, then

R =
_
( w
,

U

_
, where is
a nite index set,
_
B
B
(W) are nonempty and pairwise dis-
joint,
= W, w
, and | w
| < inf
w
U
|w| + 1, .
i 1, . . . , n + 2, by R
0
_

R, !
i
such that w
i
= w
i
and, by
R I ( W), !
i
such that w
i

U
i
. Since
_
B
B
( W)
are nonempty and pairwise disjoint and w
, , then
i
=
i
.
Again by R
0
_

R, we have

U
i
U
i
. Hence,
1
, . . . ,
n+2
are distinct.
Let

:=
1
, . . . ,
n+2
.

,
inv
(
) = . Then,
R
=
(
inv
(
)) =
n+2
i=1
w
i
(
inv
(
U
i
)) =
n+2
i=1
w
i
(
inv
(
U
i
)).
Note that i 1, . . . , n + 1,
inv
(
U
i
) = A
i
and (A
i
) Y. Further-
more,
inv
(
U
n+2
) = . Hence,
R
=
n
i=1
w
i
(A
i
) = I Z. Then, we
have |
R
I | = 0.
In both subcases, we have R
0
I (W), R I ( W) with R
0
_ R, we
have |
R
I | = 0 < . Hence,
_
X
d = lim
RI(W)

R
= I. Note that
0
_
_
_
X
d
_
_

n
i=1
|w
i
| |(A
i
) |

n
i=1
|w
i
| T (A
i
) =
_
X
T
dT < +, where the second inequality follows from Proposition 7.64;
the third inequality follows from Denition 11.106; the equality follows from
what we have proved in this proposition; and the last inequality follows from
Denition 11.122.
Case 2: T (X) = +. A M(A ), T (A) < +. [
A
:
A W is a simple function. By Case 1,
A
=
_
A
[
A
d
A
Z is well-
dened, where (A, B
A
,
A
) is the nite Y-valued measure subspace of A.
Hence, the net (
A
)
AM()
is well-dened. Take A
0
:=
n
i=1
A
i
B.
Then, T (A
0
) =
n
i=1
T (A
i
) < +. Therefore, A
0
M(A ).
A M(A ) with A
0
A, by Case 1,
A
=
n
i=1
w
i
(A
i
) = I Z.
Then,
_
X
d = lim
AM()

A
= I Z. Note that 0
_
_
_
X
d
_
_

n
i=1
|w
i
| |(A
i
) |

n
i=1
|w
i
| T (A
i
) =
_
X
T dT < +,
where the second inequality follows from Proposition 7.64; the third in-
equality follows from Denition 11.106; the equality follows from what we
have proved in this proposition; and the last inequality follows from De-
nition 11.122.
Clearly, the above result holds for simple functions given in any form,
not necessarily in the canonical representation. It also shows that the inte-
grals of simple functions are linear.
where Y is a normed linear space over IK, Z be a Banach space over IK,
W be a separable subspace of B(Y, Z),
n
: X W be a simple function,
n IN, f : X W be B-measurable, g
n
: X [0, ) IR be B-
measurable, n IN, and g : X [0, ) IR be B-measurable,

W :=
span( z Z [ y Y, w W z = wy ) Z be the Banach subspace
of Z. Assume that
(i) lim
nIN
n
nIN
g
n
= g a.e. in A;
(ii) |
n
(x) | g
n
(x), x X, n IN;
(iii)
_
X
g
n
dT IR, n IN, and lim
nIN
_
X
g
n
dT =
_
X
g dT IR.
Then, f is integrable over A,
_
X
f d = lim
nIN
_
X

n
d

W Z, and
0
_
_
_
X
f d
_
_
_
X
g dT < +.
Proof Let

A := (X, B, T ) be the nite measure space as dened
in Denition 11.106. Let E := x X [ (
n
(x) )
n=1
does not converge to
f(x) or ( g
n
(x) )
n=1
does not converge to g(x) . Then, by (i), E B and
T (E) = 0. Let (F
R
)
RI(W)
be the net for
_
X
f d as dened in Deni-
tion 11.117.
(0, ) IR, by (i), (iii), and Lemma 11.83, (0, /6] IR
and n
0
IN such that A B with T (A) < , n IN with n n
0
,
we have 0
_
A
g dT < /6 and 0
_
A
g
n
dT < /6. By Egoros
Theorem 11.55,
E
1
B with T (

E
1
) < such that
_
n
[
X\
E1
_
n=1
X\
E1
. Let E
1
:= E

E
1
. Then, E
1
B with
T (E
1
) = T (

E
1
) < such that
_
n
[
X\E1
_
n=1
converges uniformly
to f[
X\E1
. Then, n
1
IN with n
1
n
0
, n IN with n n
1
, x XE
1
,
|
n
(x) f(x) | <

61(X)+1
=: (0, ) IR. Fix any n n
1
. Let
n
n
=
n
i=1
w
i
Ai,X
, where n Z
+
,
w
1
, . . . , w
n
W are distinct and none equals to
W
, and A
1
, . . . , A
n
B
are nonempty, pairwise disjoint, and T (A
i
) < +, i = 1, . . . , n. Let
w
n+1
:=
W
and A
n+1
:= X (
n
i=1
A
i
) B. Then, X =
n+1
i=1
A
i
and the
sets in the union are pairwise disjoint and of nite total variation. Dene
V
i
:= B
W
( w
i
, ), i = 1, . . . , n + 1. Dene V
1
:=

V
1
B
B
( W), V
i+1
:=
V
i+1
(
i
j=1
V
j
) B
B
( W), i = 1, . . . , n. Let V
n+2
:= W (
n+1
j=1
V
j
)
B
B
( W). Clearly, we may form a representation

R := ( w
i
, V
i
) [ i =
1, . . . , n + 2, V
i
,= I ( W), where w
i
V
i
are any vectors that satisfy
the assumption of Proposition 11.68. R I ( W) with

R _ R. Let R :=
_
( w
,

U

_
. , by

R _ R, ! i
1, . . . , n + 2 such that
V
i
. Dene

:= [ i
= n + 2. Let A
,i
:= A
i
f
inv
(
)
(X E
1
) B, i = 1, . . . , n + 1. Let

A
:= f
inv
(
) E
1
E.
Claim 11.124.1

, f
inv
(
) E
1
;
s
:=
_

,=
_
,
_
_
w
(

A
)
_
_
(1 + inf
x
A
g(x))T (

A
); and
_
_
_
(f
inv
(
)
E
1
)
_
_
_ < /3.

.

U
V
n+2
= W (
n+1
j=1
V
j
). Then,
B f
inv
(
) E
1
.

s
,

A
= f
inv
(
) (E
1
E) ,= . x

A
, we have
f(x)

U
, lim
mIN
m
(x) = f(x), |
m
(x) | g
m
(x), m IN, and
lim
mIN
g
m
(x) = g(x). Then, by Propositions 7.21 and 3.66, we have
|f(x) | = lim
mIN
|
m
(x) | lim
mIN
g
m
(x) = g(x). Then, by R I (W),
| w
| < inf
w
U
|w| + 1 |f(x) | + 1 g(x) + 1. By the arbitrari-
ness of x, we have | w
| inf
x
A
g(x) + 1. Therefore,
_
_
w
(

A
)
_
_

(1 + inf
x
A
g(x))
_
_
(

A
)
_
_
(1 + inf
x
A
g(x))T (

A
).
Note that
_
_
_
(f
inv
(
) E
1
)
_
_
_ =
_
_
_
((

A
) +(f
inv
(
) E
1
E))
_
_
_
_
_
_
(

A
)
_
_
_ +
| w
|
_
_
_(f
inv
(
) E
1
E)
_
_
_
_
_
_
s
w
(

A
)
_
_
_ +
| w
| T (f
inv
(
) E
1
E)
s
(1 + inf
x
A
g(x))T (

A
)
=
s
T (

A
) +
s
( inf
x
A
g(x))T (

A
)
The simple function : X [0, ) IR, dened by (x) =
s
(inf
x
A
g( x))
A
,X
(x), x X, satises 0 (x) g(x), x X
and (x) = 0, x X E
1
. Then,
s
(inf
x
A
g(x))T (

A
) =
_
X
dT =
_
E1
dT
_
E1
g dT < /6, where the equalities
follow from Proposition 11.74; and the rst inequality follows from Propo-
sition 11.81. Then,
_
_
_
(f
inv
(
) E
1
)
_
_
_ < T (E
1
) + /6 <
+ /6 /3.
Claim 11.124.2
_
_
_
n+1
i=1
w
i
(A
i
E
1
)
_
_
_ < /6.
Proof of claim: Since |
n
(x) | g
n
(x), x X, then |w
i
| g
n
(x),
x A
i
, i = 1, . . . , n + 1. Then, by Proposition 11.77,
_
_
_
n+1
i=1
w
i
(A
i

E
1
)
_
_
_
n+1
i=1
|w
i
| |(A
i
E
1
) |
n+1
i=1
|w
i
| T(A
i
E
1
)
_
E1
g
n
dT
< /6. 2
Claim 11.124.3

, i 1, . . . , n + 1, we have | w
w
i
|
|(A
,i
) |
3
61(X)+1
T (A
,i
).
Proof of claim:

, i 1, . . . , n + 1,

U
V
i
where
i
1, . . . , n + 1. The result is trivial if A

,i
= . If A
,i
,= , then
x A
,i
= A
i
f
inv
(
) (X E
1
n
(x) = w
i
and f(x) B
W
(w
i
, )

U
B
W
( w
i
, ) V
i
B
W
( w
i
, )

V
i
=
B
W
( w
i
, ) B
W
_
w
i
,
_
. Note that w
B
W
_
w
i
,
_
. Therefore,
we have | w
w
i
|
_
_
w
w
i
_
_
+
_
_
w
i
f(x)
_
_
+|f(x) w
i
| < 3 =
3
61(X)+1
. Hence, the result holds. 2
Note that F
R
=
(f
inv
(
)) and
_
X

n
d =
n
i=1
w
i
(A
i
) =
n+1
i=1
w
i
(A
i
), by Proposition 11.123. Then,
_
_
F
R
_
X
n
d
_
_
=
_
_
_
(f
inv
(
))
n
i=1
w
i
(A
i
)
_
_
_
=
_
_
_
((f
inv
(
) (X E
1
)) +(f
inv
(
) E
1
))
n+1
i=1
w
i
((A
i
E
1
) +(A
i
(X E
1
)))
_
_
_
=
_
_
_
(
n+1
i=1
(A
,i
) +(f
inv
(
) E
1
))
n+1
i=1
w
i
((A
i
E
1
)
+
(A
,i
))
_
_
_
=
_
_
_
n+1
i=1
w
(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
w
i
(A
i
E
1
)
n+1
i=1
w
i
(A
,i
)
_
_
_
=
_
_
_
n+1
i=1
( w
w
i
)(A
,i
) +
(f
inv
(
) E
1
)
n+1
i=1
w
i
(A
i
E
1
)
_
_
_
<
_
_
_
n+1
i=1
( w
w
i
)(A
,i
)
_
_
_ +

3
+

6
=

2
+
_
_
_
n+1
i=1
( w
w
i
)(A
,i
) +
n+1
i=1
( w
w
i
)(A
,i
)
_
_
_
=

2
+
_
_
_
n+1
i=1
( w
w
i
)(A
,i
)
_
_
_

2
+
n+1
i=1
| w
w
i
| |(A
,i
) |

2
+
n+1
i=1
3
6T (X) + 1
T (A
,i
)

2
+
3T (X)
6T (X) + 1
<
where the rst inequality follows from Claims 11.124.1 and 11.124.2; the
seventh equality follows from Claim 11.124.1 and the fact that A
,i
= ,

, i 1, . . . , n + 1; and the third inequality follows from
Claim 11.124.3.
In summary, we have shown that (0, ) IR, n
1
IN, n IN
with n n
1
,
R I ( W) such that R I (W) with

R _ R, we have
_
_
F
R
_
X

n
d
_
_
R
)
RI(W)
Z is a Cauchy net. By
Proposition 4.44, the net admits a limit
_
X
f d Z. By Propositions 7.21,
7.23, 3.67, and 3.66, we have
_
_
_
X
f d
_
X

n
d
_
_
= lim
RI(W)
_
_
F
R

_
X

n
d
_
_
, n n
1
. Hence, we have
_
X
f d = lim
nIN
_
X

n
d and
f is integrable over A. By Proposition 11.123,
_
X

n
d

W, n IN.
Then, by the completeness of

W, we have
_
X
f d

W.
Note that 0
_
_
_
X
f d
_
_
= lim
nIN
_
_
_
X

n
d
_
_
limsup
nIN
_
X
T
n
dT lim
nIN
_
X
g
n
dT =
_
X
g dT < +, where the rst equal-
ity follows from Propositions 7.21 and 3.66; the second inequality follows
from Proposition 11.123; and the third inequality follows from Proposi-
tion 11.81. This completes the proof of the lemma. 2
W be a separable subspace of B(Y, Z), f : X W be B-measurable, and
g : X [0, ) IR be B-measurable. Assume that |f(x) | g(x),
x X, and g is integrable over

A := (X, B, T ). Then, there exists
a sequence of simple functions (
k
)
k=1
,
k
: X W, k IN, such that
lim
kIN
k
= f a.e. in A, |
k
(x) | g(x), x X, k IN, f is integrable
over A with
_
X
f d = lim
kIN
_
X

k
d Z, lim
kIN
_
X
T
k
dT =
_
X
T f dT [0, ) IR, and lim
kIN
_
X
T (
k
f) dT = 0.
tions (
k
)
k=1
,
k
: X W, k IN, such that |
k
(x) | |f(x) | g(x),
x X, k IN, and lim
kIN
k
= f a.e. in A. By Lemma 11.124, f is
_
X
f d = lim
kIN
_
X

k
d Z.
Note that 0 T
k
(x) g(x), x X, k IN, T f is B-
measurable, and lim
kIN
T
k
11.52. Then, by Lebesgue Dominated Convergence Theorem 11.89, we have
0 lim
kIN
_
X
T
k
dT =
_
X
T f dT
_
X
g dT < +, where
the second inequality follows from Proposition 11.81. By Lemma 11.43,
T (
k
f) is B-measurable. By Propositions 7.21, 7.23, 11.52, and 11.53.
lim
kIN
T (
k
f) = 0 a.e. in A. Note that 0 T (
k
f)(x) 2g(x),
x X, k IN. By Lebesgue Dominated Convergence Theorem 11.89
and Proposition 11.74, we have lim
kIN
_
X
T (
k
f) dT = 0. This
(X, B, ) be a nite Y-valued measure space, where Y is a normed linear
space over IK, Z be a Banach space over IK, W be a separable subspace
of B(Y, Z),

W := span (z Z [ y Y, w W z = wy ) Z be the
Banach subspace of Z, f
n
be B-measurable, g
n
(i) lim
nIN
f
n
= f a.e. in A, lim
nIN
g
n
= g a.e. in A;
(ii) |f
n
(x) | g
n
(x), x X, n IN;
(iii)
_
X
g
n
dT IR, n IN, and
_
X
g dT = lim
nIN
_
X
g
n
dT IR.
_
X
f d = lim
nIN
_
X
f
n
d

W Z, and
0
_
_
_
X
f d
_
_
_
X
g dT < +.
Proof n IN, by Lemma 11.125, there exists a sequence of simple
functions (
n,k
)
k=1
,
n,k
: X W, k IN, such that lim
kIN

n,k
=
f
n
a.e. in A, |
n,k
(x) | g
n
(x), x X, k IN, f
n
is integrable over A,
and
_
X
f
n
d = lim
kIN
_
X

n,k
d Z. By Lemma 11.124,
_
X
f
n
d

W,
n IN. By Proposition 11.58, lim
kIN

n,k
= f
n
in measure in A. Then,
k
n
IN such that T (E
n
) := T (x X [ |
n,kn
(x) f
n
(x) |
2
n
) < 2
n
and
_
_
_
X
f
n
d
_
X

n,kn
d
_
_
< 2
n
. Denote
n
:=
n,kn
.
nIN
f
n
IR, n
0
0
, we have 2
n
< /2 and
T (

E
n
) := T (x X [ |f
n
(x) f(x) | /2) < /2. Note that,
by Lemma 11.43, B F
n
:= x X [ |
n
(x) f(x) | x
X [ |
n
(x) f
n
(x) | + |f
n
(x) f(x) | E
n

E
n
. Then, we have
T (F
n
) T (E
n
) + T (

E
n
) < . This implies that lim
nIN
n
=
f in measure in A. By Proposition 11.57, there exists a subsequence
(
ni
)
i=1
of (
n
)
n=1
that converges to f a.e. in A. By Lemma 11.124, f is
integrable over A,
_
X
f d = lim
iIN
_
X

ni
d Z, and 0
_
_
_
X
f d
_
_

_
X
g dT < +. By the fact that
_
_
_
X
f
ni
d
_
X

ni
d
_
_
< 2
ni
,
i IN, then we have lim
iIN
_
X
f
ni
d = lim
iIN
_
X

ni
d =
_
X
f d Z.
So far, we have shown that, for the sequence (f
n
)
n=1
, there exists a
subsequence ( f
ni
)
i=1
such that lim
iIN
_
X
f
ni
d =
_
X
f d Z. This
then holds for any subsequence of (f
n
)
n=1
. By Proposition 3.71, we
have lim
nIN
_
X
f
n
d =
_
X
f d. By the completeness of

W, we have
_
X
f d

W Z.
Y is a normed linear space over IK, Z be a normed linear space over IK,
W := B(Y, Z), and f : X W be B-measurable. f is said to be absolutely
integrable if T f is integrable over

A := (X, B, T ), that is, 0
_
X
T
f dT < +.
Proposition 11.128 Let A := (X, B, ) be a nite Y-valued measure
space, where Y is a normed linear space over IK, Z be a Banach space
over IK, W be a separable subspace of B( Y, Z), U be a Banach space over
IK,

W := span( z Z [ y Y, w W z = wy ) Z be the Banach
subspace of Z, f
i
: X W be absolutely integrable over A, i = 1, 2. Then,
(i) f
i
_
X
f
i
d

W Z, i = 1, 2.
(ii) f
1
+f
2
_
X
(f
1
+f
2
) d =
_
X
f
1
d+
_
X
f
2
d

W.
(iii) A B( Z, U), Af
1
_
X
(Af
1
) d =
A
_
X
f
1
d U.
(iv) c IK, cf
1
_
X
(cf
1
) d =
c
_
X
f
1
d

W.
(v) H B, let H := (H, B
H
,
H
) be the nite Y-valued measure sub-
space of A as dened in Proposition 11.113. Then, f
1
[
H
is absolutely
integrable over H and
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H

W. We will
henceforth denote
_
H
f
1
[
H
d
H
by
_
H
f
1
d.
(vi) If f
1
= f
2
a.e. in A then
_
X
f
1
d =
_
X
f
2
d

W.
i
)
i=1
B,
i=1
_
Ei
f
1
d =
_
S
i=1
Ei
f
1
d
W.
(viii) 0
_
_
_
X
f
1
d
_
_
_
X
T f
1
dT < +.
Proof (i) i 1, 2, by Lemma 11.125, there exists a sequence of
simple functions (
i,n
)
n=1
,
i,n
: X W, n IN, such that lim
nIN
i,n
=
f
i
a.e. in A, |
i,n
(x) | T f
i
(x), x X, n IN, f
i
is integrable
over A, and
_
X
f
i
d = lim
nIN
_
X

i,n
d Z. By Lebesgue Dominated
Convergence Theorem 11.126,
_
X
f
i
d

W, i = 1, 2.
1
+f
2
and T(f
1
+f
2
)
are B-measurable. Note that T(f
1
+f
2
)(x) = |f
1
(x)+f
2
(x) | |f
1
(x) |+
|f
2
(x) | = (T f
1
+ T f
2
)(x), x X. By Proposition 11.81, we have
0
_
X
T (f
1
+ f
2
) dT
_
X
(T f
1
+T f
2
) dT =
_
X
T f
1
dT
+
_
X
T f
2
dT < +. Hence, f
1
+f
2
is absolutely integrable over A.
Note that
1,n
+
2,n
: X W, f
1
+ f
2
: X W, and |
1,n
(x) +
2,n
(x) | |
1,n
(x) | + |
2,n
(x) | (T f
1
+ T f
2
)(x), x X, n
IN. By Propositions 7.23, 11.52, and 11.53, lim
nIN
(
1,n
+
2,n
) = f
1
+
f
2
a.e. in A. By Lebesgue Dominated Convergence Theorem 11.126, f
1
+f
2
_
X
(f
1
+ f
2
) d = lim
nIN
_
X
(
1,n
+
2,n
) d =
lim
nIN
__
X

1,n
d +
_
X

2,n
d
_
=
_
X
f
1
d +
_
X
f
2
d

W, where the
second equality follows from Proposition 11.123; and the third equality
follows from Propositions 3.66, 3.67, and 7.23.
(iii) Fix any A B(Z, U). By Propositions 11.38, 7.21, and 7.62, A
1,n
,
Af
1
, and T (Af
1
) are B-measurable, n IN. Note that T (Af
1
)(x) =
|Af
1
(x) | |A| |f
1
(x) | = |A| T f
1
(x), x X. By Proposition 11.81
and the fact that 0
_
X
Tf
1
dT < +, we have 0
_
X
T(Af
1
) dT

_
X
(|A| T f
1
) dT = |A|
_
X
T f
1
dT < +. Hence, Af
1
is
Note that Af
1
: X

W and A
1,n
: X

W, n IN, where

W :=
F B(Y, U) [ F = AF
1
, F
1
W is a separable subspace of B( Y, U).
By Propositions 11.52 and 7.62, lim
nIN
A
1,n
= Af
1
a.e. in A. By Propo-
sition 11.123, we have
_
X
(A
1,n
) d = A
_
X

1,n
d U, n IN. Note
also that |A
1,n
(x) | |A| |
1,n
(x) | |A| T f
1
(x), x X, n IN.
By Lebesgue Dominated Convergence Theorem 11.126, Af
1
is integrable
over A and
_
X
(Af
1
) d = lim
nIN
_
X
(A
1,n
) d = lim
nIN
A
_
X

1,n
d =
A
_
X
f
1
d U, where the last equality follows from Propositions 3.66 and
7.62.
(v) Fix any H B. Note that (T f
1
)[
H
= T ( f
1
[
H
). Then, by
Proposition 11.113, we have 0
_
H
T ( f
1
[
H
) dT
H
=
_
H
(T f
1
)[
H
d (T )[
BH
=
_
H
Tf
1
dT
_
X
Tf
1
dT < +, where the second
equality and the second inequality follow from Proposition 11.81. Hence,
f
1
[
H
is absolutely integrable over H.
_
1,n
[
H
_
n=1
f
1
[
H
a.e. in H. Note that
_
_
1,n
[
H
(x)
_
_
(T f
1
)[
H
(x) = T ( f
1
[
H
)(x),
x H, n IN. By Lebesgue Dominated Convergence Theorem 11.126,
we have
_
H
f
1
[
H
d
H
= lim
nIN
_
H

1,n
[
H
d
H

W. Note that
(
1,n
H,X
)
n=1
f
1
H,X
a.e. in A, and |
1,n
(x)
H,X
(x) | T f
1
(x), x X, n IN.
Again by Lebesgue Dominated Convergence Theorem 11.126, we have
_
X
(f
1
H,X
) d = lim
nIN
_
X
(
1,n
H,X
) d = lim
nIN
_
H

1,n
[
H
d
H
=
_
H
f
1
[
H
d
H

W, where the second equality follows from
Proposition 11.123.
(vi) If f
1
= f
2
a.e. in A, then, by Proposition 11.54, lim
nIN
1,n
=
f
2
a.e. in A. By Lebesgue Dominated Convergence Theorem 11.126, we
have
_
X
f
2
d = lim
nIN
_
X

1,n
d =
_
X
f
1
d.
i
)
i=1
B, let E :=
i=1
E
i
B and

E
n
:=
n
i=1
E
i
B, n IN. Then, lim
nIN
f
1
(x)
En,X
(x) = f
1
(x)
E,X
(x),
x X. Then, we have
i=1
_
Ei
f
1
d = lim
nIN
n
i=1
_
X
(f
1
Ei,X
) d =
lim
nIN
_
X
(f
1
En,X
) d =
_
X
(f
1
E,X
) d =
_
E
f
1
d

W, where the rst
equality follows from Lebesgue Dominated Convergence Theorem 11.126;
the last equality follows from (v); and the last inclusion follows from (v).
(viii) The result follows immediately from Lebesgue Dominated Con-
vergence Theorem 11.126.
(X, B, ) be a Y-valued measure space, where Y is a normed linear space
over IK, Z be a Banach space over IK, W be a separable subspace of B( Y, Z),
W := span( z Z [ y Y, w W z = wy ) Z be the Banach sub-

space of Z, f
n
: X W be B-measurable, n IN, f : X W be
B-measurable, g
n
(i) lim
nIN
f
n
= f a.e. in A, lim
nIN
g
n
= g a.e. in A;
(ii) |f
n
(x) | g
n
(x), x X, n IN;
(iii)
_
X
g
n
dT IR, n IN and
_
X
g dT = lim
nIN
_
X
g
n
dT IR.
_
X
f d = lim
nIN
_
X
f
n
d

W Z, and 0
_
_
_
X
f d
_
_

_
X
g dT < +. Furthermore, f is absolutely integrable
over A.
Proof We will show that f is integrable over A,
_
X
f d =
lim
nIN
_
X
f
n
d

W, and 0
_
_
_
X
f d
_
_

_
X
g dT < + by distin-
guishing two exhaustive and mutually exclusive cases: Case 1: T (X) <
+; Case 2: T (X) = +.
Case 1: T(X) < +. Then, A is a nite Y-valued measure space. By
Lebesgue Dominated Convergence Theorem 11.126, f is integrable over A,
_
X
f d = lim
nIN
_
X
f
n
d

W, and 0
_
_
_
X
f d
_
_
_
X
g dT < +.
Case 2: T (X) = +. Let ( F
A
)
AM()
and ( F
n,A
)
AM()
be the
nets for the integrals
_
X
f d and
_
X
f
n
d as dened in Denition 11.118,
respectively, n IN. A M( A ), we have A B and T (A) < .
Let / := (A, B
A
,
A
) be the nite Y-valued measure subspace of A as
dened in Proposition 11.113. By Proposition 11.81, g[
A
and g
n
[
A
s are
integrable over

/ := (A, B
A
, T
A
), which is the nite measure subspace
of

A := (X, B, T) as shown in Proposition 11.113. By Proposition 11.81,
lim
nIN
g
n
[
A
= g[
A
a.e. in / and
_
A
g[
A
dT
A
= lim
nIN
_
A
g
n
[
A
dT
A
IR. By Lebesgue Dominated Convergence Theorem 11.126, we have
f[
A
and f
n
[
A
s are integrable over /,
_
A
f[
A
d
A
= lim
nIN
_
A
f
n
[
A
d
A

W, and 0
_
_
_
A
f[
A
d
A
_
_

_
A
g[
A
dT
A
< +. Note that F
A
=
_
A
f[
A
d
A

W and F
n,A
=
_
A
f
n
[
A
d
A

W, n IN. Then, the nets
( F
A
)
AM()
and ( F
n,A
)
AM()
s are well dened.
(0, ) IR, by Proposition 11.77, a simple function : X
[0, ) IR such that 0 (x) g(x), x X, and
_
X
g dT /5 <
_
X
dT
_
X
g dT < +. Let A
0
:= x X [ (x) > 0.
Then, A
0
B, T (A
0
) < +, and A
0
M( A ). A M( A ) with
A
0
A, we have 0
_
A\A0
g[
A\A0
dT
A\A0
=
_
A
g[
A
dT
A

_
A0
g[
A0
dT
A0

_
X
g dT
_
A0
[
A0
dT
A0
=
_
X
g dT
_
X
dT < /5, where the rst equality and the second inequality fol-
low from Proposition 11.81; and the second equality follows from Propo-
sition 11.74. Note that |F
A
F
A0
| =
_
_
_
_
A
f[
A
d
A

_
A0
f[
A0
d
A0
_
_
_ =
_
_
_
_
A\A0
f[
A\A0
d
A\A0
_
_
_
_
A\A0
g[
A\A0
dT
A\A0
< /5, where the sec-
ond equality and the rst inequality follow form Proposition 11.128. Then,
the net ( F
A
)
AM()
is a Cauchy net, which admits a limit, by Propo-
sition 4.44,
_
X
f d = lim
AM()
F
A

W. Hence, f is integrable over
A. By Propositions 7.21 and 3.66, 0
_
_
_
X
f d
_
_
= lim
AM()
|F
A
|
lim
AM()
_
A
g[
A
dT
A
=
_
X
g dT < +.
n IN, by Proposition 11.77, a simple function
n
: X [0, ) IR
such that 0
n
(x) g
n
(x), x X, and
_
X
g
n
dT /5 <
_
X

n
dT
_
X
g
n
dT < +. Let A
n
:= x X [
n
(x) > 0.
Then, A
n
B, T (A
n
) < +, and A
n
M(A ). A M( A ) with
A
n
A, we have 0
_
A\An
g
n
[
A\An
dT
A\An
=
_
A
g
n
[
A
dT
A

_
An
g
n
[
An
dT
An

_
X
g
n
dT
_
An
n
[
An
dT
An
=
_
X
g
n
dT

_
X

n
dT < /5, where the rst equality and the second in-
equality follow from Proposition 11.81; and the second equality follows
from Proposition 11.74. Note that |F
n,A
F
n,An
| =
_
_
_
_
A
f
n
[
A
d
A

_
An
f
n
[
An
d
An
_
_
_ =
_
_
_
_
A\An
f
n
[
A\An
d
A\An
_
_
_
_
A\An
g
n
[
A\An
dT
A\An
< /5, where the second equality and the rst inequality follow form
Proposition 11.128. Then, the net (F
n,A
)
AM()
is a Cauchy net, which
admits a limit, by Proposition 4.44,
_
X
f
n
d = lim
AM()
F
n,A

W.
Let g
n
:= g
n
g, n IN. Then, 0 g
n
(x) g(x), x X, and
g
n
is B-measurable by Proposition 11.40, n IN. Then, lim
nIN
g
n
=
g a.e. in A by Proposition 11.50. By Fatous Lemma 11.78,
_
X
g dT
liminf
nIN
_
X
g
n
dT. By Proposition 11.77, 0
_
X
g
n
dT
_
X
g dT
< +, n IN. Then, we have
_
X
g dT liminf
nIN
_
X
g
n
dT
limsup
nIN
_
X
g
n
dT
_
X
g dT < +. Therefore, by Proposi-
tion 3.83,
_
X
g dT = lim
nIN
_
X
g
n
dT IR. This coupled with (iii)
and the fact that F
A0
= lim
nIN
F
n,A0
, implies that n
0
IN, n IN with
n
0
n, we have 0
_
X
g dT
_
X
g
n
dT < /5,
_
X
g dT
_
X
g
n
dT
< /5, and |F

A0
F
n,A0
| < /5. A M(A ) with A
0
A,
we have 0
_
A\A0
g
n
[
A\A0
dT
A\A0
=
_
A\A0
(g
n
g
n
)[
A\A0
dT
A\A0
+
_
A\A0
g
n
[
A\A0
dT
A\A0

_
X
(g
n
g
n
) dT+
_
A\A0
g[
A\A0
dT
A\A0
<
_
X
g
n
dT
_
X
g
n
dT + /5
_
X
g
n
dT
_
X
g dT
+
_
X
g dT
_
X
g
n
dT + /5 < 3/5, where the rst equality, the
second inequality, and the third inequality follow from Proposition 11.81.
Furthermore, |F
n,A
F
n,A0
| =
_
_
_
_
A
f
n
[
A
d
A

_
A0
f
n
[
A0
d
A0
_
_
_ =
_
_
_
_
A\A0
f
n
[
A\A0
d
A\A0
_
_
_
_
A\A0
g
n
[
A\A0
dT
A\A0
< 3/5, where the
second equality and the rst inequality follow from Proposition 11.128. This
implies that
_
_
_
X
f d
_
X
f
n
d
_
_
_
_
_
X
f d F
A0
_
_
+|F
A0
F
n,A0
| +
_
_
F
n,A0
_
X
f
n
d
_
_
< lim
AM()
|F
A
F
A0
| +/5 +lim
AM()
|F
n,A0
F
n,A
| /5 + /5 + 3/5 = , where the second inequality follows from
Propositions 7.21 and 3.66. Hence,
_
X
f d = lim
nIN
_
X
f
n
d

W.
Then, in both cases, we have shown that f is integrable over A,
_
X
f d = lim
nIN
_
X
f
n
d

W, and 0
_
_
_
X
f d
_
_
_
X
g dT < +.
Note that 0 T f
n
(x) g
n
(x), x X, n IN, lim
nIN
T f
n
=
Tf a.e. in A by Propositions 7.21 and 11.52, and Tf and Tf
n
s are B-
measurable by Propositions 7.21 and 11.38. Then, by Lebesgue Dominated
_
X
Tf dT = lim
nIN
_
X
Tf
n
dT IR.
Hence, f is absolutely integrable over A.
W be a separable subspace of B( Y, Z), U be a Banach space over IK,
W := span( z Z [ y Y, w W z = wy ) Z be the Banach sub-

space of Z, f
i
: X W be absolutely integrable over A, i = 1, 2. Then, the
(i) f
i
_
X
f
i
d

W Z, i = 1, 2.
(ii) f
1
+f
2
_
X
(f
1
+f
2
) d =
_
X
f
1
d+
_
X
f
2
d

W.
(iii) A B( Z, U), Af
1
_
X
(Af
1
) d =
A
_
X
f
1
d U.
(iv) c IK, cf
1
_
X
(cf
1
) d =
c
_
X
f
1
d

W.
(v) H B, let H := (H, B
H
,
H
) be the Y-valued measure subspace of A
as dened in Proposition 11.113. Then, f
1
[
H
is absolutely integrable
over H and
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H

W. We will henceforth
denote
_
H
f
1
[
H
d
H
by
_
H
f
1
d.
(vi) If f
1
= f
2
a.e. in A then
_
X
f
1
d =
_
X
f
2
d

W.
i
)
i=1
B,
i=1
_
Ei
f
1
d =
_
S
i=1
Ei
f
1
d
W.
(viii) 0
_
_
_
X
f
1
d
_
_
_
X
T f
1
dT < +.
cases: Case 1: T (X) < +; Case 2: T (X) = +. Case 1:
T (X) < +. The results follow immediately from Proposition 11.128.
Case 2: T (X) = +. f
1
, f
2
, T f
1
, and T f
2
are B-measurable
by Propositions 7.21 and 11.38. Let (F
i,E
)
EM()
be the net for
_
X
f
i
d
as dened in Denition 11.118, i = 1, 2.
(i) E M(A ), by Proposition 11.128, F
i,E
=
_
E
f
i
[
E
d
E

W,
i = 1, 2. Then, the net ( F
i,E
)
EM()
is well-dened, i = 1, 2. By
Lebesgue Dominated Convergence Theorem 11.129, f
i
is integrable over
A and
_
X
f
i
d

W, i = 1, 2. Then, by Denition 11.118, we have
lim
EM()
F
i,E
=
_
X
f
i
d

W, i = 1, 2.
1
+f
2
and T(f
1
+f
2
)
are B-measurable. Note that T (f
1
+ f
2
)(x) = |f
1
(x) + f
2
(x) |
|f
1
(x) | + |f
2
(x) | = (T f
1
+ T f
2
)(x), x X. By Proposi-
tion 11.81, 0
_
X
T (f
1
+ f
2
) dT
_
X
(T f
1
+ T f
2
) dT =
_
X
T f
1
dT +
_
X
T f
2
dT < +. Hence, f
1
+ f
2
is absolutely
integrable over A. Let
_

F
E
_
EM()
be the net for
_
X
(f
1
+ f
2
) d as de-
ned in Denition 11.118. E M(A ),

F
E
=
_
E
(f
1
+f
2
)[
E
d
E
=
_
E
f
1
[
E
d
E
+
_
E
f
2
[
E
d
E
= F
1,E
+F
2,E

W, where the second equality
follows from Proposition 11.128. Then,
_
X
(f
1
+f
2
) d = lim
EM()

F
E
=
lim
EM()
(F
1,E
+F
2,E
) =
_
X
f
1
d+
_
X
f
2
d

W, where the third equal-
ity follows from Propositions 3.66, 3.67, and 7.23. Hence, f
1
+ f
2
is inte-
grable over A.
(iii) By Propositions 11.38, 7.21, and 7.62, Af
1
and T (Af
1
) are B-
measurable. Note that T(Af
1
)(x) = |Af
1
(x) | |A| |f
1
(x) | = |A| T
f
1
(x), x X. By Proposition 11.81 and the fact that
_
X
Tf
1
dT IR,
we have 0
_
X
T(Af
1
) dT
_
X
(|A| Tf
1
) dT = |A|
_
X
Tf
1
dT
< +. Hence, Af
1
is absolutely integrable over A. Note also that Af
1
:
X

W, where

W := F B( Y, U) [ F = AF
1
, F
1
W is a separable
subspace of B( Y, U). By (i),
_
X
(Af
1
) d U. Let
_

F
E
_
EM()
be the
net for
_
X
(Af
1

F
E
=
_
E
(Af
1
)[
E
d
E
= A
_
E
f
1
[
E
d
E
= AF
1,E
U, where the second equality
follows from Proposition 11.128. Then, by Propositions 3.66 and 7.62, we
have
_
X
(Af
1
) d = lim
EM()

F
E
= lim
EM()
AF
1,E
= A
_
X
f
1
d U.
Hence, Af
1
(v) Fix any H B. By Proposition 11.41, f
1
[
H
and T ( f
1
[
H
) =
(T f
1
)[
H
are B
H
-measurable. By Proposition 11.81, 0
_
H
T( f
1
[
H
) dT
H

_
X
(T f
1
) dT < +. Hence, f
1
[
H
over H. By (i), f
1
[
H
is integrable over H. By Propositions 11.38, 11.39,
and 7.23, f
1
H,X
is B-measurable. By Proposition 11.81, f
1
H,X
is ab-
solutely integrable over A. Again, by (i), f
1
H,X
(0, ) IR, A
0
M(A ) such that A M(A ) with A
0
A, we
have
_
_
_
A
(f
1
H,X
)[
A
d
A

_
X
(f
1
H,X
) d
_
_
< /2. We will distinguish
two exhaustive and mutually exclusive subcases: Case 2a: T(H) = +;
Case 2b: T (H) < +.
Case 2a: T (H) = +. E
0
M(H) such that E M(H)
with E
0
E, we have
_
_
_
E
f
1
[
E
d
E

_
H
f
1
[
H
d
H
_
_
< /2. Let
A
1
:= A
0
E
0
M( A ) and E
1
:= A
1
H M( H). By Proposition 11.128,
_
A1
(f
1
H,X
)[
A1
d
A1
=
_
HA1
f
1
[
HA1
d
HA1
=
_
E1
f
1
[
E1
d
E1
. Then,
we have
_
_
_
X
(f
1
H,X
) d
_
H
f
1
[
H
d
H
_
_

_
_
_
_
X
(f
1
H,X
) d
_
A1
(f
1
H,X
)[
A1
d
A1
_
_
_+
_
_
_
_
E1
f
1
[
E1
d
E1
_
H
f
1
[
H
d
H
_
_
_ < /2+/2 = .
By the arbitrariness of , we have
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H

W.
Case 2b: T (H) < +. Let A
1
:= A
0
H M(A ). By
Proposition 11.128,
_
A1
(f
1
H,X
)[
A1
d
A1
=
_
H
f
1
[
H
d
H
. Then, we have
_
_
_
X
(f
1
H,X
) d
_
H
f
1
[
H
d
H
_
_
=
_
_
_
_
X
(f
1
H,X
) d
_
A1
(f
1
H,X
)[
A1
d
A1
_
_
_ < /2. By the arbitrariness of , we have
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H

W.
Hence, in both subcases,
_
X
(f
1
H,X
) d =
_
H
f
1
[
H
d
H

W.
(vi) This follows immediately from Lebesgue Dominated Convergence
Theorem 11.129.
i
)
i=1
B, let E :=
i=1
E
i
B and

E
n
:=
n
i=1
E
i
B, n IN. Then, lim
nIN
f
1
(x)
En
,X
(x) = f
1
(x)
E,X
(x),
x X. Then, we have
i=1
_
Ei
f
1
d = lim
nIN
n
i=1
_
X
(f
1
Ei,X
) d =
lim
nIN
_
X
(f
1
En,X
) d =
_
X
(f
1
E,X
) d =
_
E
f
1
d

W, where the rst
equality follows from Lebesgue Dominated Convergence Theorem 11.129;
the last equality follows from (v); and the last inclusion follows from (v).
(viii) This follows immediatedly from Lebesgue Dominated Convergence
Theorem 11.129.
over IK, W be a separable subspace of B( Y, Z), and f : X W be ab-
solutely integrable over A. Then, there exists a sequence of simple func-
tions (
n
)
n=1
,
n
: X W, n IN, such that |
n
(x) | T f(x),
x X, n IN, lim
nIN
n
= f a.e. in A, lim
nIN
_
X

n
d =
_
X
f d
Z, lim
nIN
_
X
T
n
dT =
_
X
T f dT [0, ) IR, and
lim
nIN
_
X
T (
n
f) dT = 0.
tions (
n
)
n=1
,
n
n
(x) | T f(x),
x X, n IN, and lim
nIN
n
= f a.e. in A. By Lebesgue Dom-
inated Convergence Theorem 11.129, lim
nIN
_
X

n
d =
_
X
f d Z.
Note that lim
nIN
T
n
11.52. By Lebesgue Dominated Convergence Theorem 11.89, we have
lim
nIN
_
X
(T
n
) dT =
_
X
(T f) dT [0, ) IR. By
Lemma 11.43, T (
n
f) is B-measurable. By Propositions 7.21, 7.23,
11.53, and 11.52, we have lim
nIN
T (
n
f) = 0 a.e. in A. Note that
0 T (
n
f)(x) = |
n
(x) f(x) | |
n
(x) | + |f(x) | 2T f(x),
x X, n IN. By Lebesgue Dominated Convergence Theorem 11.89
11.7. CALCULATION WITH MEASURES 429
nIN
_
X
T (
n
f) dT = 0. This
W be a separable subspace of B( Y, Z), and f : X W be absolutely inte-
grable over A. Then, there exists a sequence of simple functions (
n
)
n=1
,
n
n
(x) | T f(x), x X, n IN,
lim
nIN
_
X

n
d =
_
X
f d Z, lim
nIN
_
X
T
n
dT =
_
X
Tf dT
[0, ) IR, and lim
nIN
_
X
T (
n
f) dT = 0.
Proof Let

A := (X, B, T ), which is a measure space. By the
assumption, f is absolutely integrable over

A. By Proposition 11.93, there
exists a sequence of simple functions (
n
)
n=1
,
n
: X W, n IN, such
that |
n
(x) | T f(x), x X, n IN, lim
nIN
_
X
T
n
dT =
_
X
T f dT [0, ) IR, and lim
nIN
_
X
T (
n
f) dT = 0.
By Propositions 11.130 and 11.123, we have
_
X
f d Z and
_
X

n
d
Z, n IN. By Proposition 11.130, lim
nIN
_
_
_
X

n
d
_
X
f d
_
_
=
lim
nIN
_
_
_
X
(
n
f) d
_
_
lim
nIN
_
X
T (
n
f) dT = 0. Then,
lim
nIN
_
X

n
d =
_
X
f d Z. This completes the proof of the proposi-
tion. 2
11.7 Calculation With Measures
It is easy to see that a -nite measure space (X, B, ) may be identied
with a -nite IR-valued measure space (X, B, ) as follows: (E) = (E)
[0, +) IR, E B with (E) < +; and (E) is undened, E B
with (E) = +. Then, T = . The converse of this identication is
proved in the following proposition. Thus, a -nite measure on (X, B) is
a special kind of -nite IR-valued measure on (X, B). We will make use
of this identication to imply denitions and results for -nite measures
from denitions and results for -nite IR-valued measures.
Proposition 11.133 Let A := (X, B, ) be a -nite IR-valued measure
space with := T and (E) 0, E dom(). Then, any function
: B IR
e
satisfying (E) =
i=1
(E
i
), pairwise disjoint (E
i
)
i=1
B;
and (E) = (E), E dom( ), must be such that = .
Proof E B, we will show that (E) = (E) by distinguishing two
exhaustive and mutually exclusive cases: Case 1: E dom( ); Case 2:
E B dom().
Case 1: E dom( ). Then, (E) = (E) [0, ) IR. By Deni-
tion 11.106, (E) (E) < and
(E) = sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
n
i=1
[ (E
i
) [ = (E) = (E)
Case 2: E B dom( ). Then, (E) = . Since A is -nite, then
( X
n
)
n=1
B with (X
n
) < , n IN and X =
n=1
X
n
. Without loss
of generality, , we may assume that (X
n
)
n=1
is pairwise disjoint. Then,
E =
n=1
(EX
n
), 0 (EX
n
) (X
n
) < , and EX
n
dom( ),
n IN. Then, (E) =
n=1
(E X
n
) =
n=1
(E X
n
) = (E) = ,
where the second equality follows from Case 1.
Hence, (E) = (E) in both cases. This completes the proof of the
proposition. 2
Proposition 11.134 Let (X, B) be a measurable space and Y and Z be
normed linear spaces over IK. Then, the following statements hold.
(i) Let
1
and
2
be measures on (X, B), a (0, ) IR. Dene :=
1
+
2
: B [0, ] IR
e
by (E) =
1
(E) +
2
(E), E B, then
is a measure on (X, B). is -nite if
1
and
2
are -nite. Dene
:= a
1
: B [0, ] IR
e
by (E) = a
1
(E), E B, then is a
measure on (X, B). is -nite if
1
is -nite.
(ii) Let be a nite measure on (X, B) and a [0, ) IR. Dene
:= a : B [0, ) IR by (E) = a(E), E B. Then, is a
nite measure on (X, B).
(iii) Let
1
and
2
be nite Y-valued measures on (X, B) and IK.
Dene :=
1
+
2
: B Y by (E) =
1
(E)+
2
(E), E B. Then,
is a nite Y-valued measure on (X, B) with T T
1
+T
2
.
Dene :=
1
: B Y by (E) =
1
(E), E B. Then, is a
nite Y-valued measure on (X, B) with T = [ [ T
1
.
(iv) Let be a nite IK-valued measure on (X, B) and y Y. Dene
:= y : B Y by (E) = (E)y, E B. Then, is a nite Y
valued measure on (X, B) with T = |y | T .
(v) Let be a nite Y-valued measure on (X, B) and A B(Y, Z). Dene
:= A : B Z by (E) = A(E), E B. Then, is a nite
Z-valued measure on (X, B) with T |A| T .
Proof (i) Clearly, () =
1
() +
2
() = 0 and () = a() = 0.
pairwise disjoint (E
i
)
i=1
B, let E :=
i=1
E
i
B. Then,
i=1
(
1
+
2
)(E
i
) =
i=1
(
1
(E
i
)+
2
(E
i
)) =
i=1
1
(E
i
)+
i=1
2
(E
i
) =
1
(E)+
2
(E) = (
1
+
2
)(E) and
i=1
(a
1
)(E
i
) =
i=1
a
1
(E
i
) =
a
i=1
1
(E
i
) = a
1
(E). Hence,
1
+
2
and a
1
are measures on (X, B).
When
1
is -nite, there exists ( X
n
)
n=1
B such that X =
n=1
X
n
and
1
(X
n
) < , n IN. Then, (a
1
)(X
n
) = a
1
(X
n
) < . Hence, a
1
is -nite.
When
2
is also -nite, there exists
_

X
n
_
n=1
B such that X =
n=1
X
n
and
2
(

X
n
) < , n IN. Then, X =
n=1
m=1
(X
n

X
m
),
X
n

X
m
B, and (X
n

X
m
) =
1
(X
n

X
m
)+
2
(X
n

X
m
)
1
(X
n
)+
2
(

X
m
) < . Hence, is also -nite.
(ii) Clearly, () = a() = 0. pairwise disjoint (E
i
)
i=1
B, let
E :=
i=1
E
i
B. Then,
i=1
(a)(E
i
) =
i=1
a(E
i
) = a
i=1
(E
i
) =
a(E) = (a)(E), where the second equality follows from the fact that
i=1
(E
i
) = (E) (X) < +. Hence, a is a nite measure on
(X, B).
(iii) Clearly, (
1
+
2
)() =
1
() +
2
() =
Y
and (
1
)() =
1
() =
Y
. pairwise disjoint (E
i
)
i=1
B, let E :=
i=1
E
i
B. Then,
i=1
|(
1
+
2
)(E
i
) | =
i=1
|
1
(E
i
) +
2
(E
i
) |

i=1
(|
1
(E
i
) | +
|
2
(E
i
) |) =
i=1
|
1
(E
i
) | +
i=1
|
2
(E
i
) | < +, where the last in-
equality follows from the fact that
1
and
2
are nite Y-valued measures,
and
i=1
|(
1
)(E
i
) | =
i=1
[ [ |
1
(E
i
) | = [ [
i=1
|
1
(E
i
) | < +.
Note that
i=1
(
1
+
2
)(E
i
) =
i=1
(
1
(E
i
) +
2
(E
i
)) =
i=1
1
(E
i
) +
i=1
2
(E
i
) =
1
(E) +
2
(E) = (
1
+
2
)(E) Y, where the second equal-
ity follows from Propositions 7.23, 3.66, and 3.67, and
i=1
(
1
)(E
i
) =
i=1
1
(E
i
) =
1
(E) = (
1
)(E) Y, where the second equality follows
from Propositions 7.23, 3.66, and 3.67. Hence,
1
+
2
and
1
are Y-valued
pre-measures on (X, B).
E B, n Z
+
i
)
n
i=1
B with E =
n
i=1
E
i
,
we have
n
i=1
|(
1
+
2
)(E
i
) |

n
i=1
|
1
(E
i
) | +
n
i=1
|
2
(E
i
) | T
1
(E) + T
2
(E). Hence, T (
1
+
2
)(E) T
1
(E) + T
2
(E).
Then, T T
1
+T
2
. Since
1
and
2
are nite, then T (X)
T
1
(X)+T
2
(X) < +. Therefore,
1
+
2
is a nite Y-valued measure
on (X, B).
E B, we have
T (
1
)(E) = sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
n
i=1
|(
1
)(E
i
) |
= sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
[ [
n
i=1
|
1
(E
i
) | = [ [ T
1
(E)
where the last equality follows from Proposition 3.81 and the fact that
0 T
1
(E) T
1
(X) < +. Hence, T(
1
) = [ [ T
1
. Therefore,
1
is a nite Y-valued measure on (X, B).
(iv) Clearly, (y)() = ()y =
Y
i
)
i=1
B,
let E :=
i=1
E
i
B. Then,
i=1
|(y)(E
i
) | =
i=1
|y | [ (E
i
) [ =
|y |
i=1
[ (E
i
) [ < +. Note that
i=1
(y)(E
i
) =
i=1
(E
i
)y =
(E)y = (y)(E) Y, where the second equality follows from Proposi-
tions 7.23, 3.66, and 3.67. Hence, y is a Y-valued pre-measure on (X, B).
E B,
T (y)(E) = sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
n
i=1
|(y)(E
i
) |
= sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
|y |
n
i=1
[ (E
i
) [ = |y | T (E)
where the last equality follows from Proposition 3.81 and the fact that
0 T (E) T (X) < +. Hence, T (y) = |y | T . Therefore,
y is a nite Y-valued measure on (X, B).
(v) Clearly, () = A() =
Z
i
)
i=1
B, let
E :=
i=1
E
i
B. Then, (E) =
i=1
(E
i
) Y, and
i=1
|(E
i
) | <
. This implies that (E) = A
i=1
(E
i
) =
i=1
A(E
i
) =
i=1
(E
i
) Z, where the second equality follows from Proposition 3.66,
and
i=1
| (E
i
) |

i=1
|A| |(E
i
) | = |A|
i=1
|(E
i
) | < .
Hence, is a Z-valued pre-measure on (X, B). E B,
T (E) = sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
| (E
i
) |
sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|A| |(E
i
) |
= |A| sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) |
= |A| T (E) |A| T (X) <
where the second equality follows from Proposition 3.81. Hence, T
|A| T and is a nite Z-valued pre-measure on (X, B). Then, is a
nite Z-valued measure on (X, B).
Proposition 11.135 Let A := (X, B, ) be a -nite measure space, Y
be a normed linear space over IK, and
1
and
2
be Y-valued measures on
(X, B). Assume that, E B with (E) < , we have
1
(E) =
2
(E) Y.
Then,
1
=
2
is -nite.
Proof Since is -nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) < , n IN. Fix any n IN. By the assumption,
(X
n
) < implies that X
n
dom(
1
) dom(
2
) and T
i
(X
n
) < ,
i = 1, 2. Hence,
1
and
2
are -nite. Let A
n
:= (X
n
, B
n
,
n
) be the
nite measure subspace of A, (X
n
, B
n
,
n,i
) be the nite Y-valued measure
subspace of (X, B,
i
), i = 1, 2. E B
n
, we have (E) (X
n
) < .
Then,
n,1
(E) =
1
(E) =
2
(E) =
n,2
(E). Thus,
n,1
=
n,2
. By Propo-
1
=
2
. 2
Proposition 11.136 Let (X, B) be a measurable space, Y be a normed
linear space over IK, and Z be a Banach space over IK. Then, the following
statements hold.
(i) Let
1
and
2
be -nite Z-valued measures on (X, B). Then, there
exists a unique Z-valued measure on (X, B) such that (E) =
1
(E)+
2
(E) Z, E dom(
1
)dom(
2
). Furthermore, is -
nite. We will denote this -nite Z-valued measure by :=
1
+
2
.
Then, T T
1
+T
2
.
(ii) Let be a -nite measure on (X, B) and [0, ) IR. Then,
there exists a unique measure on (X, B) such that (E) = (E),
E B with (E) < . Furthermore, is -nite. We will denote
this -nite measure by := . The -nite measure satises:
if > 0, then (E) = (E), E B; if = 0, then (E) = 0,
E B.
(iii) Let be a -nite Y-valued measure on (X, B) and IK. Then,
there exists a unique Y-valued measure on (X, B) such that (E) =
(E), E dom( ). Furthermore, is -nite. We will denote
this -nite Y-valued measure by := . The -nite Y-valued
measure satises: if ,= 0, then (E) = (E), E dom( ),
and (E) is undened, E B dom( ); if = 0, then (E) =
Y
,
E B; and T () = [ [ T .
(iv) Let be a -nite IK-valued measure on (X, B) and y Y. Then,
there exists a unique Y-valued measure on (X, B) such that (E) =
(E)y, E dom( ). Furthermore, is -nite. We will denote
this -nite Y-valued measure by := y. The -nite Y-valued
measure satises: if y ,=
Y
, then (E) = (E)y, E dom( ),
and (E) is undened, E Bdom( ); if y =
Y
, then (E) =
Y
,
E B; and T (y) = |y | T .
(v) Let be a -nite Y-valued measure on (X, B) and A B( Y, Z).
Then, there is a unique Z-valued measure on (X, B) such that
(E) = A(E), E dom( ). Furthermore, is -nite and
T |A| T . We will denote this -nite Z-valued measure
by := A.
Proof (i) Since
1
and
2
are -nite, then there exists ( X
n
)
n=1
B
such that X =
n=1
X
n
and T
i
(X
n
) < , n IN, i = 1, 2. Without
loss of generality, we may assume that ( X
n
)
n=1
is pairwise disjoint. Let
(X
n
, B
n
,
i,n
) be the nite Z-valued measure subspace of (X, B,
i
), n
IN, i = 1, 2. By Proposition 11.134, A
n
:= (X
n
, B
n
,
1,n
+
2,n
) is a nite
Z-valued measure space, n IN. By Proposition 11.116, the generation
process on ( A
n
)
n=1
yields a unique -nite Z-valued measure space A :=
(X, B, ) on the set X.
We will showthat T T
1
+T
2
. E B, T(E) [0, ] IR
e
.
We will show that T (E) T
1
(E) +T
2
(E) by distinguishing two
exhaustive and mutually exclusive cases: Case 1: T
1
(E)+T
2
(E) = ;
Case 2: T
1
(E) +T
2
(E) < . Case 1: T
1
(E) +T
2
(E) = .
Then, it is trivially true that T (E) T
1
(E) +T
2
(E) = . Case
2: T
1
(E) + T
2
(E) < . Then, T
i
(E) [0, ) IR, i = 1, 2.
Hence, E dom(
1
) dom(
2
). Let E
n
:= EX
n
B
n
, n IN. Then,
T (E) =
n=1
T (E
n
) =
n=1
T (
1,n
+
2,n
)(E
n
)

n=1
(T
1,n
(E
n
)+T
2,n
(E
n
)) =
n=1
T
1
(E
n
)+
n=1
T
2
(E
n
) = T
1
(E)+
T
2
(E) < , where the second equality follows from Propositions 11.116
and 11.113; the rst inequality follows Proposition 11.134; and the third
equality follows from Proposition 11.113. Hence, T T
1
+T
2
.
E dom(
1
) dom(
2
). Then, T
i
(E) < and
i
(E) Z,
i = 1, 2. This implies that T (E) T
1
(E) + T
2
(E) < ,
E dom( ), and (E) Z. Let E
n
:= E X
n
B
n
, n IN.
Then, (E) =
n=1
(E
n
) =
n=1
(
1,n
+
2,n
)(E
n
) =
n=1
(
1
(E
n
) +
2
(E
n
)) =
n=1
1
(E
n
) +
n=1
2
(E
n
) =
1
(E) +
2
(E) Z, where
the rst equality follows from Denition 11.106; the second equality follows
from Proposition 11.116; the third equality follows from Propositions 11.113
and 11.134; the fourth equality follows from Propositions 7.23, 3.66, and
3.67; and the last equality follows from Denition 11.106. Hence, is the
-nite Z-valued measure we seek.
(ii) Dene : B [0, ] IR
e
by (E) = (E), E B, if > 0;
and (E) = 0, E B, if = 0. When (0, ) IR, is a -nite
measure on (X, B) by Proposition 11.134. When = 0, clearly is a nite
measure on (X, B). Hence, is the -nite measure we seek. Let be
any measure on (X, B) such that (E) = (E), E B with (E) < .
Since is -nite, then there exists (X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) < , n IN. Without loss of generality, we may assume
that ( X
n
)
n=1
is pairwise disjoint. E B, let E
n
:= E X
n
, n IN.
Then, (E
n
) < , n IN. This implies that (E) =
n=1
(E
n
) =
n=1
(E
n
) =
n=1
(E
n
) = (E) [0, ] IR
e
. Hence, is unique.
(iii) Dene := [ [ T as prescribed in (ii), which is a -nite measure
on (X, B). Dene to be a function from B to Y by, if ,= 0, then (E) =
(E) Y, E dom( ), and (E) is undened, E B dom( );
if = 0, then (E) =
Y
, E B. We will show that is a -nite
Y-valued measure on (X, B) satisfying: (E) = (E), E dom( ), and
T = by distinguishing two exhaustive and mutually exclusive cases:
Case 1: = 0; Case 2: ,= 0.
Case 1: = 0. Then, (E) =
Y
and (E) = 0, E B. It is easy to
show that is a nite Y-valued measure on (X, B) with T = . It is
straightforward to check that (E) = 0(E) =
Y
, E dom( ). Hence,
this case is proved.
Case 2: ,= 0. E B with (E) = , then T (E) = . This
leads to that (E) is undened and (E) is also undened. E B with
(E) < , then T (E) = (E)/ [ [ < and E dom(). Then,
(E) = (E) Y. pairwise disjoint (E
i
)
i=1
B with E =
i=1
E
i
,
we have (E) = (E) =
i=1
(E
i
) =
i=1
(E
i
) =
i=1
(E
i
) Y
and
i=1
| (E
i
) | =
i=1
[ [ |(E
i
) |

i=1
[ [ T (E
i
) = [ [ T
(E) = (E) < . E B with (E) < ,
(E) = [ [ T (E)
= [ [ sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) |
= sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
[ [ |(E
i
) |
= sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
| (E
i
) |
where the third equality follows from Proposition 3.81. Hence, is a -
nite Y-valued measure on (X, B) with T = = [ [ T . This case is
proved.
Hence, is the -nite Y-valued measure on (X, B) we seek. Let be
any Y-valued measure on (X, B) such that (E) = (E), E dom( ).
E B with T (E) < , then E dom( ) and (E) = (E) Y. By
Proposition 11.135, = . Hence, is unique.
(iv) Dene := |y | T as prescribed in (ii), which is a -nite measure
on (X, B). Dene to be a function from B to Y by, if y ,=
Y
, then (E) =
(E)y Y, E dom( ), and (E) is undened, E B dom(); if
y =
Y
, then (E) =
Y
, E B. We will show that is a -nite Y-
valued measure on (X, B) satisfying: (E) = (E)y, E dom( ), and
T = by distinguishing two exhaustive and mutually exclusive cases:
Case 1: y =
Y
; Case 2: y ,=
Y
.
Case 1: y =
Y
. Then, (E) =
Y
and (E) = 0, E B. It is easy
to show that is a nite Y-valued measure on (X, B) with T = . It is
straightforward to check that (E) = (E)y =
Y
, E dom( ). Hence,
this case is proved.
Case 2: y ,=
Y
. E B with (E) = , then T (E) = . This
leads to that (E) is undened and (E) is also undened. E B with
(E) < , then T (E) = (E)/ |y | < and E dom( ). Then,
(E) = (E)y Y. pairwise disjoint (E
i
)
i=1
B with E =
i=1
E
i
, we
have (E) = (E)y = (
i=1
(E
i
))y =
i=1
(E
i
)y =
i=1
(E
i
) Y
and
i=1
| (E
i
) | =
i=1
|y | [ (E
i
) [
i=1
|y | T (E
i
) = |y | T
(E) = (E) < . E B with (E) < ,
(E) = |y | T (E)
= |y | sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
[ (E
i
) [
= sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|y | [ (E
i
) [
= sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
| (E
i
) |
where the third equality follows from Proposition 3.81. Hence, is a -
nite Y-valued measure on (X, B) with T = = |y | T . This case is
proved.
Hence, is the -nite Y-valued measure on (X, B) we seek. Let be
any Y-valued measure on (X, B) such that (E) = (E)y, E dom( ).
E B with T (E) < , then E dom( ) and (E) = (E) Y. By
Proposition 11.135, = . Hence, is unique.
(v) Since is -nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and
T (X
n
) < , n IN. Without loss of generality, we may assume that
( X
n
)
n=1
is pairwise disjoint. Fix any n IN. Let A
n
:= (X
n
, B
n
,
n
) be the
nite Y-valued measure subspace of A := (X, B, ). By Proposition 11.134,
A
n
:= (X
n
, B
n
,
n
:= A
n
) is a nite Z-valued measure space with T
n

|A| T
n
. By Proposition 11.116, the generation process on
_

A
n
_
n=1
yields a unique -nite Z-valued measure space

A := (X, B, ) on the set
X.
E B, T (E) =
n=1
T (E X
n
) =
n=1
T
n
(E X
n
)
n=1
|A| T
n
(E X
n
). If |A| = 0, then T (E)

n=1
0 = 0 =
(|A| T)(E). If |A| > 0, then T (E)
n=1
|A| T
n
(EX
n
) =
|A|
n=1
T
n
(E X
n
) = |A| T (E) = (|A| T )(E). Hence, we
have T |A| T .
E dom( ), T (E) < . Then, T (E) (|A| T )(E) <
and E dom( ). This leads to (E) =
n=1
(E X
n
) =
n=1

n
(E
X
n
) =
n=1
A
n
(E X
n
) =
n=1
A(E X
n
) = A
n=1
(E X
n
) =
A(E), where the rst equality follows from Denition 11.106; the second
and the fourth equalities follow from Propositions 11.113 and 11.134; the
fth equality follows from Proposition 3.66; and the last equality follows
from Denition 11.106. Hence, is the -nite Z-valued measure we seek.
Note that, for -nite measures
1
and
2
, by Proposition 11.133, they
are identied with -nite IR-valued measures
1
and
2
, respectively.
Then, the -nite measure
1
+
2
dened in Proposition 11.134 is identied
with the -nite IR-valued measure
1
+
2
dened in Proposition 11.136.
Similar statement can be made for
1
and
1
, where [0, ) IR.
Hence, the denitions for
1
+
2
and
1
in Propositions 11.134 and 11.136
are unambiguous.
+
, Y
i
be a normed linear space over
IK, i = 1, . . . , m, Z
j
be a normed linear space over IK, j = 1, . . . , n, Y :=
m
i=1
Y
i
, Z :=
n
j=1
Z
j
, h :
m
i=1
n
j=1
B(Y
i
, Z
j
) B(Y, Z) be dened by,
h(A
1,1
, A
2,1
, . . . , A
n,1
, . . . , A
1,m
, . . . , A
n,m
) =
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
A
j,i
B( Y
i
, Z
j
), i = 1, . . . , m, j = 1, . . . , n, and p
j,i
: B(Y, Z)
B(Y
i
, Z
j
) dened by
p
j,i
_
_
_
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
_
_
_ = A
j,i
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_ B( Y, Z), i = 1, . . . , m, j = 1, . . . , n. Then, h
and p
j,i
, i = 1, . . . , m, j = 1, . . . , n, are bound linear functions with norm
less than or equal to 1.
Proof It is easy to show that h is a linear function. Then, we have
|h| = sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
_
_
_
_
_
_
_
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
_
_
_
_
_
_
_
= sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
sup
P
m
i=1
|yi|
2
1
_
_
_
_
_
_
_
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
_
_
y
1
.
.
.
y
m
_
_
_
_
_
_
_
_
_
= sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
sup
P
m
i=1
|yi|
2
1
_
n
j=1
|
m
i=1
A
j,i
y
i
|
2
_
1/2
sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
sup
P
m
i=1
|yi|
2
1
_
n
j=1
(
m
i=1
|A
j,i
| |y
i
|)
2
_
1/2
sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
sup
P
m
i=1
|yi|
2
1
_
n
j=1
_
m
i=1
|A
j,i
|
2
__
m
i=1
|y
i
|
2
__
1/2
sup
P
m
i=1
P
n
j=1
|Aj,i|
2
1
_
n
j=1
m
i=1
|A
j,i
|
2
_
1/2
1
where the second inequality follows from the Cauchy-Schwarz Inequality.
Fix any i 1, . . . , m and any j 1, . . . , n. It is easy to show that
p
j,i
is a linear function. Then, we have
|p
j,i
| = sup
2
6
6
6
6
4
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
3
7
7
7
7
5
1
|A
j,i
|
= sup
2
6
6
6
6
4
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
3
7
7
7
7
5
1
sup
|yi|1
|A
j,i
y
i
|
sup
2
6
6
6
6
4
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
3
7
7
7
7
5
1
sup
|yi|1
_
_
_
_
_
_
_
_
_
_
_
_
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
_
Y1
.
.
.
y
i
.
.
.
Ym
_
_
_
_
_
_
_
_
_
_
_
_
_
_
sup
2
6
6
6
6
4
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
3
7
7
7
7
5
1
sup
|yi|1
_
_
_
_
_
_
_
_
_
A
1,1
A
1,m
.
.
.
.
.
.
A
n,1
A
n,m
_
_
_
_
_
_
_
_
_
|y
i
|
1
Proposition 11.138 Let A := (X, B, ) be a IK-valued measure space, Y
i
be a normed linear space over IK, Z
j
be a Banach space over IK, W
j,i

B(Y
i
, Z
j
) be a separable subspace, A
j,i
: X W
j,i
, i = 1, 2, j = 1, 2, and
A : X B(Y
1
Y
2
, Z
1
Z
2
) be dened by A(x) =
_
A
1,1
(x) A
1,2
(x)
A
2,1
(x) A
2,2
(x)
_
,
x X. Then, A is absolutely integrable over A if, and only if, A
j,i
,
i = 1, 2, j = 1, 2, are absolutely integrable over A. In this case, we have
_
X
Ad =
_ _
X
A
1,1
d
_
X
A
1,2
d
_
X
A
2,1
d
_
X
A
2,2
d
_
B( Y
1
Y
2
, Z
1
Z
2
).
Proof Let A
j,i
, i = 1, 2, j = 1, 2, be absolutely integrable over A.
By Proposition 11.39, a : X W
1,1
W
2,1
W
1,2
W
2,2
dened by
a(x) = (A
1,1
(x), A
2,1
(x), A
1,2
(x), A
2,2
(x)), x X, is B-measurable. By
Propositions 11.137 and 11.38, A = ha is B-measurable, where h is the
bounded linear function dened in Proposition 11.137 for m = n = 2. By
Propositions 11.38 and 7.21, T A is B-measurable. x X, T A(x) =
|ha(x) | |h| |a(x) | |A
1,1
(x) |+|A
2,1
(x) |+|A
1,2
(x) |+|A
2,2
(x) | =
2
i=1
2
j=1
T A
j,i
(x). By Proposition 11.81, 0
_
X
(T A) dT
_
X
(
2
i=1
2
j=1
T A
j,i
) dT =
2
i=1
2
j=1
_
X
(T A
j,i
) dT < .
Hence, A is absolutely integrable over A. By Propositions 4.31, 7.66, and
7.22, B(Y
i
, Z
j
), i = 1, 2, j = 1, 2,
2
i=1
2
j=1
B(Y
i
, Z
j
), and B( Y
1

Y
2
, Z
1
Z
2
) are Banach spaces over IK. By Propositions 7.22, 3.28, and
4.4,
2
i=1
2
j=1
W
j,i

2
i=1
2
j=1
B(Y
i
, Z
j
) is a separable subspace. By
Proposition 11.130, A
j,i
, i = 1, 2, j = 1, 2, a, and A are integrable over A
and
_
X
Ad = h
_
X
a d B(Y
1
Y
2
, Z
1
Z
2
).
On the other hand, let A be absolutely integrable over A. Fix any
i 1, 2 and any j 1, 2. Then, by Propositions 11.137, 11.38,
A
j,i
= p
j,i
A is B-measurable, where p
j,i
is the bounded linear function
as dened in Proposition 11.137. By Propositions 7.21 and 11.38, T A
j,i
is B-measurable. x X, T A
j,i
(x) |p
j,i
| T A(x) T A(x). Then,
by Proposition 11.81, 0
_
X
T A
j,i
dT
_
X
T AdT < .
Hence, A
j,i
is absolutely integrable over A. By Proposition 11.130, A
j,i
is
_
X
A
j,i
d B( Y
i
, Z
j
).
Hence, A is abosolutely integrable over A if, and only if, A
j,i
, i = 1, 2,
j = 1, 2, are absolutely integrable over A.
Let A, A
j,i
, i = 1, 2, j = 1, 2, be absolutely integrable over A. We will
show that
_
X
Ad =
_ _
X
A
1,1
d
_
X
A
1,2
d
_
X
A
2,1
d
_
X
A
2,2
d
_
B( Y
1
Y
2
, Z
1
Z
2
)
by distinguishing two exhaustive and mutually exclusives cases: Case 1:
T (X) < ; Case 2: T (X) = .
Case 1: T (X) < . By Proposition 11.131, i 1, 2, j
1, 2, sequence of simple functions (
j,i,n
)
n=1
,
j,i,n
: X W
j,i
,
n IN, such that lim
nIN
j,i,n
= A
j,i
a.e. in A, |
j,i,n
(x) | TA
j,i
(x),
x X, n IN, and
_
X
A
j,i
d = lim
nIN
_
X

j,i,n
d B( Y
i
, Z
j
).
By Proposition 11.53, we have lim
nIN
n
= a a.e. in A, where
n
:
X
2
i=1
2
j=1
W
j,i
is dened by
n
(x) = (
1,1,n
(x),
2,1,n
(x),
1,2,n
(x),
2,2,n
(x)), x X, n IN. Clearly,
n
is a simple function, n
IN. By Lebesgue Dominated Convergence Theorem 11.129,
_
X
a d =
lim
nIN
_
X

n
d = lim
nIN
(
_
X

1,1,n
d,
_
X

2,1,n
d,
_
X

1,2,n
d,
_
X

2,2,n
d) = (
_
X
A
1,1
d,
_
X
A
2,1
d,
_
X
A
1,2
d,
_
X
A
2,2
d)
2
i=1
2
j=1
B( Y
i
, Z
j
), where the second equality follows from Proposi-
tion 11.74; and the third equality follows from Proposition 3.67. Then, by
Proposition 11.130,
_
X
Ad = h
_
X
a d =
_ _
X
A
1,1
d
_
X
A
1,2
d
_
X
A
2,1
d
_
X
A
2,2
d
_

B(Y
1
Y
2
, Z
1
Z
2
).
Case 2: T (X) = . Let ( A
E
)
EM()
and ( A
j,i,E
)
EM()
be
the nets for
_
X
Ad and
_
X
A
j,i
d as dened in Denition 11.70, respec-
tively, i = 1, 2, j = 1, 2. E M(A ), by Case 1, A
E
=
_
E
A[
E
d
E
=
_ _
E
A
1,1
[
E
d
E
_
E
A
1,2
[
E
d
E
_
E
A
2,1
[
E
d
E
_
E
A
2,2
[
E
d
E
_
=
_
A
1,1,E
A
1,2,E
A
2,1,E
A
2,2,E
_
B(Y
1

Y
2
, Z
1
Z
2
), where c := (E, B
E
,
E
) is the nite IK-valued measure sub-
space of A. Since A, A
j,i
, i = 1, 2, j = 1, 2 are integrable over A,
we have
_
X
Ad = lim
EM()
A
E
= lim
EM()
_
A
1,1,E
A
1,2,E
A
2,1,E
A
2,2,E
_
=
hlim
EM()
(A
1,1,E
, A
2,1,E
, A
1,2,E
, A
2,2,E
) = h(
_
X
A
1,1
d,
_
X
A
2,1
d,
_
X
A
1,2
d,
_
X
A
2,2
d) =
_ _
X
A
1,1
d
_
X
A
1,2
d
_
X
A
2,1
d
_
X
A
2,2
d
_
B( Y
1
Y
2
, Z
1

Z
2
), where the the rst equality follows from Denition 11.117; the third
equality follows from Propositions 11.137 and 3.66; and the fourth equality
follows from Proposition 3.67 and Denition 11.117.
_
X
Ad =
_ _
X
A
1,1
d
_
X
A
1,2
d
_
X
A
2,1
d
_
X
A
2,2
d
_
B(Y
1
Y
2
, Z
1
Z
2
Proposition 11.139 Let (X, B) be a measurable space, Y be a Banach
space over IK, and Z be the set of -nite Y-valued measures on (X, B).
Dene vector addition and scalar multiplication on Z according to Propo-
sition 11.136 and Z by (E) =
Y
, E B. Then, (Z, +, , ) =:
M
(X, B, Y) is a vector space over IK.

Proof We will rst show that M
(X, B, Y) is a vector space over IK.

Fix any
1
,
2
,
3
Z and x any , IK.
(i) E B with (T
1
+T
2
)(E) < , then E dom(
1
)dom(
2
).
Then, we have (
1
+
2
)(E) =
1
(E) +
2
(E) = (
2
+
1
)(E) Y. By
Proposition 11.135,
1
+
2
=
2
+
1
.
(ii) E B with (T
1
+T
2
+T
3
)(E) < , then E dom(
1
)
dom(
2
) dom(
3
) and, by Proposition 11.136, E dom(
1
+
2
)
dom(
2
+
3
). Then, we have ((
1
+
2
)+
3
)(E) = (
1
+
2
)(E)+
3
(E) =
(
1
(E) +
2
(E)) +
3
(E) =
1
(E) + (
2
(E) +
3
(E)) =
1
(E) + (
2
+
3
)(E) = (
1
+(
2
+
3
))(E) Y. By Proposition 11.135, (
1
+
2
) +
3
=
1
+ (
2
+
3
).
(iii) E B with T
1
(E) < , we have (
1
+)(E) =
1
(E)+(E) =
1
(E) Y. By Proposition 11.135,
1
+ =
1
.
(iv) E B with (T
1
+ T
2
)(E) < , we have E dom(
1
)
dom(
2
) and E dom(
1
+
2
)dom(
1
)dom(
2
). Then, ((
1
+
2
))(E) = (
1
+
2
)(E) = (
1
(E) +
2
(E)) =
1
(E) +
2
(E) =
(
1
)(E) + (
2
)(E) = (
1
+
2
)(E) Y. By Proposition 11.135,
(
1
+
2
) =
1
+
2
.
(v) E B with T
1
(E) < , we have (( + )
1
)(E) = ( +
)
1
(E) =
1
(E)+
1
(E) = (
1
)(E)+(
1
)(E) = (
1
+
1
)(E) Y.
By Proposition 11.135, ( +)
1
=
1
+
1
.
(vi) E B with T
1
(E) < , we have (()
1
)(E) = ()
1
(E) =
(
1
(E)) = (
1
)(E) = ((
1
))(E) Y. By Proposition 11.135,
()
1
= (
1
).
(vii) E B with T
1
(E) < , we have (0
1
)(E) = 0
1
(E) =
Y
=
(E) Y and (1
1
)(E) = 1
1
(E) =
1
(E) Y. By Proposition 11.135,
0
1
= and 1
1
=
1
.
Therefore, M
(X, B, Y) = (Z, +, , ) is a vector space over IK. This

Proposition 11.140 Let (X, B) be a measurable space, Y be a normed lin-
ear space over IK, and Z be the set of nite Y-valued measures on (X, B).
Dene vector addition and scalar multiplication on Z according to Propo-
sition 11.134 and Z by (E) =
Y
, E B. Then, Z := (Z, +, , ) is
a vector space over IK. Dene | | : Z [0, ) IR by || = T (X),
Z. Then, M
f
(X, B, Y) := (Z, IK, | |) is a normed linear space.
Furthermore, if Y is a Banach space, then M
f
(X, B, Y) is a subspace of
M
(X, B, Y) and is a Banach space over IK.

Proof We will rst show that Z is a vector space over IK. Fix any
1
,
2
,
3
Z and x any , IK.
(i) By Proposition 11.134,
1
+
2
,
2
+
1
Z and, E B, (
1
+
2
)(E) =
1
(E) +
2
(E) = (
2
+
1
)(E) Y. Hence,
1
+
2
=
2
+
1
.
(ii) By Proposition 11.134, (
1
+
2
)+
3
,
1
+(
2
+
3
) Z and, E B,
((
1
+
2
) +
3
)(E) = (
1
+
2
)(E) +
3
(E) = (
1
(E) +
2
(E)) +
3
(E) =
1
(E)+(
2
(E)+
3
(E)) =
1
(E)+(
2
+
3
)(E) = (
1
+(
2
+
3
))(E) Y.
Hence, (
1
+
2
) +
3
=
1
+ (
2
+
3
).
(iii) By Proposition 11.134,
1
+ Z and, E B, (
1
+ )(E) =
1
(E) +(E) =
1
(E) Y. Hence,
1
+ =
1
.
(iv) By Proposition 11.134, (
1
+
2
),
1
+
2
Z and, E B,
((
1
+
2
))(E) = (
1
+
2
)(E) = (
1
(E) +
2
(E)) =
1
(E) +
2
(E) = (
1
)(E)+(
2
)(E) = (
1
+
2
)(E) Y. Hence, (
1
+
2
) =
1
+
2
.
(v) By Proposition 11.134, (+)
1
,
1
+
1
Z and, E B, ((+
)
1
)(E) = ( + )
1
(E) =
1
(E) +
1
(E) = (
1
)(E) + (
1
)(E) =
(
1
+
1
)(E) Y. Hence, ( +)
1
=
1
+
1
.
(vi) By Proposition 11.134, ()
1
, (
1
) Z and, E B,
(()
1
)(E) = ()
1
(E) = (
1
(E)) = (
1
)(E) = ((
1
))(E)
Y. Then, ()
1
= (
1
).
(vii) By Proposition 11.134, 0
1
, 1
1
Z and, E B, (0
1
)(E) =
0
1
(E) =
Y
= (E) Y and (1
1
)(E) = 1
1
(E) =
1
(E) Y. Hence,
0
1
= and 1
1
=
1
.
Therefore, Z is a vector space over IK. In the following, we show that
| | denes a norm on Z. Fix any
1
,
2
Z and x any IK.
(i) |
1
| = T
1
(X) [0, ) IR since
1
Z. Clearly, || =
T (X) = 0. If |
1
| = 0, we have, E B, 0 |
1
(E) | T
1
(E)
T
1
(X) = |
1
| = 0, which implies that
1
(E) =
Y
, E B. Then,
1
= . This shows that |
1
| = 0
1
= .
(ii) |
1
+
2
| = T (
1
+
2
)(X) (T
1
+ T
2
)(X) = T
1
(X) + T
2
(X) = |
1
| + |
2
|, where the inequality follows from
Proposition 11.134.
(iii) By Proposition 11.134, |
1
| = T(
1
)(X) = ([ [ T
1
)(X) =
[ [ T
1
(X) = [ [ |
1
|.
Hence, M
f
(X, B, Y) is a normed linear space.
Let Y be a Banach space. Clearly, M
f
(X, B, Y) M
(X, B, Y).
Therefore, M
f
(X, B, Y) is a subspace of M
(X, B, Y). Finally, we show

that M
f
(X, B, Y) is a Banach space when Y is a Banach space. Let
(
n
)
n=1
M
f
(X, B, Y) be a Cauchy sequence. (0, +) IR,
N IN, m, n IN with N m and N n, we have |
n

m
| =
T (
n

m
)(X) < . E B, |
n
(E)
m
(E) | = |(
n

m
)(E) |
T (
n

m
)(E) T (
n

m
)(X) < . Hence, (
n
(E) )
n=1
is
a uniform Cauchy sequence uniform in E B. By Y being complete,
E B, there exists a unique (E) Y such that lim
nIN
n
(E) = (E).
This denes a function : B Y. Clearly, () = lim
nIN
n
() =
Y
i
)
i=1
B, let E :=
i=1
E
i
B. Then,
i=1
|(E
i
) | =
i=1
lim
nIN
|
n
(E
i
) | liminf
nIN
i=1
|
n
(E
i
) |
liminf
nIN
i=1
T
n
(E
i
) = liminf
nIN
T
n
(E) liminf
nIN
T
n
(X) = lim
nIN
|
n
| IR, where the rst equality follows from Proposi-
tions 7.21 and 3.66; the rst inequality follows from Fatous Lemma 11.78;
the second inequality follows from Denition 11.106; and the last step
follows from Propositions 4.23 and 7.21 and the fact that (
n
)
n=1
is a
Cauchy sequence. This implies that
i=1
(E
i
) =
i=1
lim
nIN
n
(E
i
) =
lim
mIN
lim
nIN
m
i=1
n
(E
i
) = lim
mIN
lim
nIN
n
(
m
i=1
E
i
) =
lim
nIN
lim
mIN
n
(
m
i=1
E
i
) = lim
nIN
n
(E) = (E) Y, where fourth
equality follows from Iterated Limit Theorem 4.56. Hence, is a Y-valued
pre-measure on (X, B).
Note that
T (X) = sup
nZ+, (Ei)
n
i=1
B, X=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) |
= sup
nZ+, (Ei)
n
i=1
B, X=
S
n
i=1
Ei, EiEj=, 1i<jn
lim
mIN
n
i=1
|
m
(E
i
) |
sup
nZ+, (Ei)
n
i=1
B, X=
S
n
i=1
Ei, EiEj=, 1i<jn
lim
mIN
n
i=1
T
m
(E
i
)
= lim
mIN
T
m
(X) = lim
mIN
|
m
| IR
where the second equality follows from Propositions 7.21 and 3.66; and the
last step follows from Propositions 4.23 and 7.21 and the fact that (
n
)
n=1
is a Cauchy sequence. Hence, is a nite Y-valued measure on (X, B) and
M
f
(X, B, Y).
Note that, n IN with N n,
|
n
| = T (
n
)(X)
= sup
mZ+, (Ei)
m
i=1
B, X=
S
m
i=1
Ei, EiEj=, 1i<jm
m
i=1
|(
n
)(E
i
) |
= sup
mZ+, (Ei)
m
i=1
B, X=
S
m
i=1
Ei, EiEj=, 1i<jm
m
i=1
|
n
(E
i
) (E
i
) |
= sup
mZ
+
,
E
i
m
i=1
B, X=
S
m
i=1
E
i
E
i
E
j
=, 1i<jm
m
i=1
lim
kIN
|
n
(E
i
)
k
(E
i
) |
= sup
mZ
+
,
E
i
m
i=1
B, X=
S
m
i=1
E
i
E
i
E
j
=, 1i<jm
lim
kIN
m
i=1
|(
n
k
)(E
i
) |
sup
mZ
+
,
E
i
m
i=1
B, X=
S
m
i=1
E
i
E
i
E
j
=, 1i<jm
liminf
kIN
m
i=1
T (
n
k
)(E
i
)
= liminf
kIN
T (
n
k
)(X) = liminf
kIN
|
n

k
|
where the fourth equality follows from Propositions 7.21, 7.23, 3.66, and
3.67. Hence, lim
nIN
|
n
| = 0 and lim
nIN
n
= M
f
(X, B, Y).
Thus, we have shown that every Cauchy sequence in M
f
(X, B, Y) converges
in M
f
(X, B, Y). Hence, M
f
(X, B, Y) is a Banach space.
In the above proposition, M
f
(X, B, Y) admits a topology O
1
that is
induced by the norm. We may dene a topology on the vector space
M
(X, B, Y) when Y is a Banach space, whose subset topology on

M
f
(X, B, Y) is exactly O
1
. Let O
B
be a collection of subsets of M
(X, B, Y)
such that, B O
B
, E B, let B
E
:= A B [ A E,
(0, ) IR,
E
M
f
(E, B
E
, Y) such that
B = M
(X, B, Y) [ (E, B
E
,
E
) is the nite Y-valued measure
subspace of (X, B, ) and |
E

E
|
M
f
(E,BE,Y)
<
It is easy to show that O
B
is a basis for a topology O on M
(X, B, Y) by
Proposition 3.18. We will abuse the notation and denote the topological
space (M
(X, B, Y), O) by M
(X, B, Y). With this topology in place, we

may dene convergence for nets in M
(X, B, Y) according to Section 3.9.

For clarity, we summarize the concept of convergence for sequences in
M
(X, B, Y) in the following denition.

Denition 11.141 Let (X, B) be a measurable space, Y be a Banach space
over IK, (
n
)
n=1
M
(X, B, Y), and M
(X, B, Y). We will say the se-

quence (
n
)
n=1
converges to and write lim
nIN
n
= if, E dom( ),
lim
nIN
T (
n
)(E) = 0.
This denition means that if (
n
)
n=1
converges to , E dom( ),
the subspace (E, B
E
,
n,E
) of (X, B,
n
) is nite for suciently large n IN
and lim
nIN
n,E
=
E
in M
f
(E, B
E
, Y), where (E, B
E
,
E
) is the nite Y-
valued measure subspace of (X, B, ). Furthermore, by Proposition 11.140
and its proof and Propositions 7.21 and 3.66, we have lim
nIN
n
(E) = (E)
and lim
nIN
T
n
(E) = T (E), E dom( ).
Proposition 11.142 Let (X, B) be a measurable space,
1
and
2
be -
nite measures on (X, B), a [0, ) IR, f : X [0, ) IR be B-
measurable, and A
i
:= (X, B,
i
), i = 1, 2. Then, the following statements
hold.
(i) If
1

2
(that is
1
(E)
2
(E), E B), then 0
_
X
f d
1

_
X
f d
2
.
(ii) Let :=
1
+
2
(as dened in Proposition 11.134), then 0
_
X
f d =
_
X
f d
1
+
_
X
f d
2
.
(iii) Let := a
1
(as dened in Proposition 11.136), then 0
_
X
f d =
_
X
(af) d
1
.
Proof (i) We will distinguish two exhaustive and mutually exclu-
sives cases: Case 1:
_
X
f d
2
= ; Case 2:
_
X
f d
2
< . Case 1:
_
X
f d
2
= . The result holds trivially in this case. Case 2:
_
X
f d
2
<
. By Proposition 11.77, 0
_
X
f d
1
= sup
0f
_
X
d
1
,
where the supremum is over all simple functions : A
1
[0, ) IR
such that 0 (x) f(x), x X. Fix any such simple function
. Let admit the canonical representation =
n
i=1
a
i
Ai,X
, where
n Z
+
, a
1
, . . . , a
n
(0, ) IR are distinct, and A
1
, . . . , A
n
B are
nonempty, pairwise disjoint, and
1
(A
i
) < , i = 1, . . . , n. Then, by
Proposition 11.74,
_
X
d
1
=
n
i=1
a
i
1
(A
i
) [0, +) IR. By Proposi-
tion 11.81,
_
X
d
2

_
X
f d
2
< .
Claim 11.142.1
2
(A
i
) < , i = 1, . . . , n.
Proof of claim: Suppose i
0
1, . . . , n such that
2
(A
i0
) = .
Since A
2
is -nite, then, by Proposition 11.7, E B with E A
i0
such that
1
ai
0
_
X
f d
2
<
2
(E) < . Choose : A
2
[0, ) IR by
= a
i0
E,X
. Clearly, is a simple function of A
2
and 0 (x) f(x),
x X. By Proposition 11.74,
_
X
d
2
= a
i0
2
(E) >
_
X
f d
2
, which
contradicts Proposition 11.77. Hence, the claim is true. 2
By the claim, is a simple function of A
2
_
X
d
2
=
n
i=1
a
i
2
(A
i
)
n
i=1
a
i
1
(A
i
) =
_
X
d
1
. This implies
that
_
X
f d
2

_
X
d
2

_
X
d
1
. By the arbitrariness of , we have
_
X
f d
2

_
X
f d
1
. Hence, in both cases, we have 0
_
X
f d
1

_
X
f d
2
.
(ii) By Proposition 11.134, is a -nite measure on (X, B). By Propo-
sition 11.66, there exists a sequence of simple functions (
n
)
n=1
,
n
: A
[0, ) IR, n IN, such that 0
n
(x) f(x) < , x X, n IN,
and lim
nIN
n
= f a.e. in A, where A := (X, B, ). Since =
1
+
2
, then
i
, i = 1, 2. This implies that (
n
)
n=1
is sequence of simple functions
of A
i
and lim
nIN
n
= f a.e. in A
i
, i = 1, 2. By Fatous Lemma 11.78 and
Propositions 3.83 and 11.81, we have 0
_
X
f d liminf
nIN
_
X

n
d
limsup
nIN
_
X

n
d sup
nIN
_
X

n
d
_
X
f d . Then,
_
X
f d =
lim
nIN
_
X

n
d [0, ] IR
e
. By an argument that is similar to the
above, we have
_
X
f d
i
= lim
nIN
_
X

n
d
i
[0, ] IR
e
, i = 1, 2.
Fix any n IN. Let
n
n
=
mn
i=1
a
i,n
Ai,n,X
_
X

n
d =
mn
i=1
a
i,n
(A
i,n
) =
mn
i=1
a
i,n
1
(A
i,n
) +
mn
i=1
a
i,n
2
(A
i,n
) =
_
X

n
d
1
+
_
X

n
d
2
[0, )
IR. Then,
_
X
f d = lim
nIN
_
X

n
d = lim
nIN
(
_
X

n
d
1
+
_
X

n
d
2
) =
_
X
f d
1
+
_
X
f d
2
[0, ] IR
e
.
(iii) We will distinguish two exhaustive and mutually exclusives cases:
Case 1: a = 0; Case 2: a > 0. Case 1: a = 0. Then, by Proposi-
tion 11.136, (E) = 0, E B. This implies that, by Denition 11.69
Proposition 11.74, 0 =
_
X
f d =
_
X
(af) d
1
Case 2: a > 0. By Proposition 11.77,
_
X
(af) d
1
= sup
0af
_
X
d
1
,
where the supremum is over all simple functions : A
1
[0, ) IR
such that 0 (x) af(x) < , x X. Clearly, is such a simple
function if, and only if, /a :

A [0, ) IR is a simple function of
A := (X, B, ) with 0 (x)/a f(x), x X. Then,

_
X
(af) d
1
=
sup
0af
_
X
d
1
= sup
0/af
_
X
d
1
= sup
0f
_
X
(a) d
1
=
sup
0f
_
X
d =
_
X
f d [0, ] IR
e
, where the fourth equality
follows from Proposition 11.74; and the fth equality follows from Propo-
sition 11.77.
Proposition 11.143 Let (X, B) be a measurable space, Y be a Banach
space over IK,
1
,
2
M
(X, B, Y), Z be a Banach space over IK, W

be a separable subspace of B( Y, Z), f : X W be B-measurable, and
:=
1
+
2
M
(X, B, Y). Assume that f is absolutely integrable over

A
i
:= (X, B,
i
), i = 1, 2. Then, f is absolutely integrable over A :=
(X, B, ) and
_
X
f d =
_
X
f d
1
+
_
X
f d
2
Z.
Proof By Propositions 11.136 and 11.134, T T
1
+T
2
=:
and is -nite. By Proposition 11.142, 0
_
X
Tf dT
_
X
Tf d =
_
X
T f dT
1
+
_
X
T f dT
2
< . Hence, f is absolutely integrable
over A.
By Proposition 11.66, there exists a sequence of simple functions
(
n
)
n=1
,
n
:

A W, n IN, such that |
n
(x) | |f(x) |, x X,
n IN, and lim
nIN
n
= f a.e. in

A, where

A := (X, B, ). Since
T and T
i
, i = 1, 2, then lim
nIN
n
= f a.e. in A,
lim
nIN
n
= f a.e. in A
i
, i = 1, 2, and
n
is a simple function of A, A
1
,
or A
2
, n IN. By Lebesgue Dominated Convergence Theorem 11.129, we
have
_
X
f d = lim
nIN
_
X

n
d Z and
_
X
f d
i
= lim
nIN
_
X

n
d
i

Z, i = 1, 2.
n IN, let
n
admit canonical representation
n
=
mn
i=1
w
i,n
Ai,n,X
.
_
X

n
d =
mn
i=1
w
i,n
(A
i,n
) =
mn
i=1
w
i,n
(
1
(A
i,n
)+
2
(A
i,n
)) =
mn
i=1
w
i,n
1
(A
i,n
)+
mn
i=1
w
i,n
2
(A
i,n
) =
_
X

n
d
1
+
_
X

n
d
2
Z. Then, by Propositions 7.23, 3.66, and
3.67,
_
X
f d = lim
nIN
_
X

n
d = lim
nIN
(
_
X

n
d
1
+
_
X

n
d
2
) =
lim
nIN
_
X

n
d
1
+ lim
nIN
_
X

n
d
2
=
_
X
f d
1
+
_
X
f d
2
Z. This
Proposition 11.144 Let A := (X, B, ) be a -nite Y
1
-valued measure
space, where Y
1
is a normed linear space over IK, Y
2
and Z be Banach
spaces over IK, A B(Y
1
, Y
2
), := A M
(X, B, Y
2
) as dened in
Proposition 11.136, W
2
be a separable subspace of B( Y
2
, Z), and f : X
W
2
be B-measurable. Assume that |A| T f is integrable over (X, B, T
). Then, f is absolutely integrable over

A := (X, B, ), fA is absolutely
integrable over A, and
_
X
f d =
_
X
(fA) d Z.
Proof By Propositions 11.38, 7.64, and 7.21, fA and T (fA)
are B-measurable. By Proposition 11.81, 0
_
X
T (fA) dT
_
X
(|A| T f) dT < . Thus, fA is absolutely integrable over
A. By Proposition 11.136, T |A| T . By Proposition 11.142,
0
_
X
T f dT
_
X
T f d(|A| T ) =
_
X
(|A| T f) dT < .
Hence, f is absolutely integrable over

A.
By Proposition 11.66, there exists a sequence of simple functions
(
n
)
n=1
,
n
: A W
2
, n IN, such that |
n
(x) | |f(x) |, x X,
n IN, and lim
nIN
n
= f a.e. in A. Since T |A| T , then
lim
nIN
n
= f a.e. in

A and
n
is a simple function of

A, n IN. By
Lebesgue Dominated Convergence Theorem 11.129, we have
_
X
f d =
lim
nIN
_
X

n
d Z. Clearly, |
n
(x)A| |A| |f(x) |, x X,
n IN. Note that fA : X W
1
and
n
A : X W
1
, n IN,
where W
1
:= F B(Y
1
, Z) [ F = F
1
A, F
1
W
2
is a separable
subspace of B( Y
1
, Z). By Proposition 11.52, we have lim
nIN
n
A =
fA a.e. in A. By Lebesgue Dominated Convergence Theorem 11.129,
_
X
(fA) d = lim
nIN
_
X
(
n
A) d Z. By Proposition 11.123, we have
_
X
(
n
A) d =
_
X

n
d Z, n IN. Then,
_
X
(fA) d =
_
X
f d Z.
Proposition 11.145 Let n, m Z
+
, (X, B) be a measurable space, and
j,i
be a -nite B( Y
i
, Z
j
)-valued measure on (X, B), where Y
i
is a normed
linear space over IK and Z
j
is a Banach space over IK, i = 1, . . . , m,
j = 1, . . . , n. Then, there exists a unique -nite B(Y, Z)-valued measure
on (X, B) such that (E) =
_
1,1
(E)
1,m
(E)
.
.
.
.
.
.
n,1
(E)
n,m
(E)
_
_ B( Y, Z),
E

m
i=1
n
j=1
dom(
j,i
), where Y :=
m
i=1
Y
i
and Z :=
n
j=1
Z
j
. Fur-
thermore, maxi{1,...,m}
j{1,...,n}
T
j,i
T

m
i=1
n
j=1
T
j,i
. will be
called the vector measure and denoted by
_
1,1

1,m
.
.
.
.
.
.
n,1

n,m
_
_.
Proof Consider the special case where
j,i
s are nite. Then,
is uniquely dened since dom(
j,i
) = B, i = 1, . . . , m, j = 1, . . . , n.
() =
_
1,1
()
1,m
()
.
.
.
.
.
.
n,1
()
n,m
()
_
_ =
_
B(Y1,Z1)

B(Ym,Z1)
.
.
.
.
.
.
B(Y1,Zn)

B(Ym,Zn)
_
_
=
B(Y,Z)
k
)
k=1
B, we have
k=1
|(E
k
) |
k=1
|h| (
m
i=1
n
j=1
|
j,i
(E
k
) |
2
)
1/2
k=1
m
i=1
n
j=1
|
j,i
(E
k
) | =
m
i=1
n
j=1
k=1
|
j,i
(E
k
) | < , where the rst inequality follows from
Proposition 11.137 with h being the bounded linear function dened in
Proposition 11.137; and the last inequality follows from the fact that
j,i
is a nite B( Y
i
, Z
j
)-valued measure on (X, B) and therefore is a nite
B(Y
i
, Z
j
)-valued pre-measure on (X, B), i = 1, . . . , m, j = 1, . . . , n. We
also have
k=1
(E
k
) =
k=1
_
1,1
(E
k
)
1,m
(E
k
)
.
.
.
.
.
.
n,1
(E
k
)
n,m
(E
k
)
_
_ =
_
k=1
1,1
(E
k
)
k=1
1,m
(E
k
)
.
.
.
.
.
.
k=1
n,1
(E
k
)

k=1
n,m
(E
k
)
_
_ = (E) Y, where E :=
k=1
E
k
B; the second equality follows from Propositions 3.66, 3.67, and
Proposition 11.137; and the third equality follows from the fact that
j,i
is
a nite B(Y
i
, Z
j
)-valued pre-measure on (X, B), i = 1, . . . , m j = 1, . . . , n.
This shows that is a Y-valued pre-measure on (X, B). Observe that,
s 1, . . . , m, t 1, . . . , n, E B,
T
t,s
(E) = sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
|
t,s
(E
i
) |
= sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
|p
t,s
(E
i
) |
sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
|(E
i
) |
= T (E)
where the rst equality follows from Denition 11.106; the second equality
and the rst inequality follow from Propositions 11.137 and 7.64; and the
last equality follows from Denition 11.97. Observe also that, E B,
T (E) = sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
|(E
i
) |
sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
m
s=1
n
t=1
|
t,s
(E
i
) |
s=1
n
t=1
sup
kZ+, (Ei)
k
i=1
B, E=
S
k
i=1
Ei, EiEj=, 1i<jk
k
i=1
|
t,s
(E
i
) |
=
m
s=1
n
t=1
T
t,s
(E)
m
s=1
n
t=1
T
t,s
(X) <
where the rst equality follows from Denition 11.97; the rst inequal-
ity follows from Propositions 11.137, 7.64, and 7.22; the second inequality
follows from Proposition 3.81; and the second equality follows from Def-
inition 11.106. Then, is a nite Y-valued pre-measure on (X, B) and
maxi{1,...,m}
j{1,...,n}
T
j,i
T
m
i=1
n
j=1
T
j,i
. Then, (X, B, ) is
a nite Y-valued measure space. This completes the proof for the special
case.
Consider the general case where
j,i
s are -nite. Then, ( X
k
)
k=1
B
such that X =
k=1
X
k
and T
j,i
(X
k
) < , i 1, . . . , m,
j 1, . . . , n, k IN. Without loss of generality, assume that
( X
k
)
k=1
is pairwise disjoint. Let A
j,i,k
:= (X
k
, B
k
,
j,i,k
) be the -
nite B(Y
i
, Z
j
)-valued measure subspace of (X, B,
j,i
), k IN, i
1, . . . , m, j 1, . . . , n. Then, by the special case, there exists a
unique nite B(Y, Z)-valued measure
k
on (X
k
, B
k
) such that
k
(E) =
_
1,1,k
(E)
1,m,k
(E)
.
.
.
.
.
.
n,1,k
(E)
n,m,k
(E)
_
_ =
_
1,1
(E)
1,m
(E)
.
.
.
.
.
.
n,1
(E)
n,m
(E)
_
_ B(Y, Z),
E B
k
. Let

A
k
:= (X
k
, B
k
,
k
) be the nite B(Y, Z)-valued measure
space, k IN. By Propositions 4.31, 7.22, and 7.66, B(Y, Z) is a Ba-
nach space over IK. By Proposition 11.116, there is a unique -nite
B(Y, Z)-valued measure space A := (X, B, ) on X such that

A
k
is the
nite B( Y, Z)-valued measure subspace of A, k IN. s 1, . . . , m,
t 1, . . . , n, E B, we have T
t,s
(E) =
k=1
T
t,s
(E X
k
) =
k=1
T
t,s,k
(E X
k
)
k=1
T
k
(E X
k
) =
k=1
T (E X
k
) =
T (E)
k=1
m
i=1
n
j=1
T
j,i,k
(E X
k
) =
k=1
m
i=1
n
j=1
T
j,i
(E X
k
) =
m
i=1
n
j=1
T
j,i
(E), where the second equality follows
from Proposition 11.113; the rst inequality follows from the special case;
the third equality follows from Proposition 11.113; and the second inequal-
ity follows from the special case; and the fth equality follows from Propo-
sition 11.113. Then, maxi{1,...,m}
j{1,...,n}
T
j,i
T

m
i=1
n
j=1
T
j,i
.
E

m
i=1
n
j=1
dom(
j,i
), T (E)

m
i=1
n
j=1
T
j,i
(E) < and
(E) B( Y, Z). This implies that
(E) =
k=1
(E X
k
) =
k=1

k
(E X
k
)
=
k=1
_
1,1
(E X
k
)
1,m
(E X
k
)
.
.
.
.
.
.
n,1
(E X
k
)
n,m
(E X
k
)
_
_
=
_
k=1
1,1
(E X
k
)

k=1
1,m
(E X
k
)
.
.
.
.
.
.
k=1
n,1
(E X
k
)

k=1
n,m
(E X
k
)
_
_
=
_
1,1
(E)
1,m
(E)
.
.
.
.
.
.
n,1
(E)
n,m
(E)
_
_
follows from Proposition 11.113; the third equality follows from the special
case; the fourth equality follows from Propositions 11.137, 3.66, and 3.67;
the fth equality follows from Denition 11.106. This completes the proof
i
:= (X, B,
i
) be a -nite Y
i
-valued measure
space, where Y
i
is a Banach space over IK, Z
j
be a Banach space over IK,
W
j,i
B(Y
i
, Z
j
) be a separable subspace, f
j,i
: X W
j,i
, i = 1, 2, j =
1, 2, :=
_

1
2
_
be the vector measure as dened in Proposition 11.145,
A := (X, B, ) be the -nite Y
1
Y
2
-valued measure space, and F : X
B(Y
1
Y
2
, Z
1
Z
2
) be dened by F(x) =
_
f
1,1
(x) f
1,2
(x)
f
2,1
(x) f
2,2
(x)
_
, x X.
Assume that F is absolutely integrable over A. Then, f
j,i
, j = 1, 2 are
absolutely integrable over A
i
, i = 1, 2. In this case, we have
_
X
F d =
_ _
X
f
1,1
d
1
+
_
X
f
1,2
d
2
_
X
f
2,1
d
1
+
_
X
f
2,2
d
2
_
Z
1
Z
2
.
Proof Let F be absolutely integrable over A. Fix any i 1, 2 and
any j 1, 2. Then, by Propositions 11.137 and 11.38, f
j,i
= p
j,i
F is B-
measurable, where p
j,i
is the bounded linear function as dened in Propo-
sition 11.137. By Propositions 7.21 and 11.38, T f
j,i
is B-measurable.
x X, T f
j,i
(x) |p
j,i
| T F(x) T F(x). Then, by Proposi-
tions 11.81, 11.145, and 11.142, 0
_
X
Tf
j,i
dT
i

_
X
Tf
j,i
dT
_
X
T F dT < . Hence, f
j,i
is absolutely integrable over A
i
. By
j,i
is integrable over A
i
and
_
X
f
j,i
d
i
B( Y
i
, Z
j
).
By Propositions 7.22, 4.4, and 3.28,
2
i=1
2
j=1
W
j,i

2
i=1
2
j=1
B( Y
i
, Z
j
) is a separable subspace. Let h be the bounded lin-
ear function as dened in Proposition 11.137 for n = m = 2. Then,
W := h(
2
i=1
2
j=1
W
j,i
) B(Y
1
Y
2
, Z
1
Z
2
) is a separable subspace. By
Proposition 11.66, sequence of simple functions (
n
)
n=1
,
n
: A W,
n IN, such that lim
nIN
n
= F a.e. in A, |
n
(x) | |F(x) |, x X,
n IN. Fix any i 1, 2 and any j 1, 2. Let
j,i,n
:= p
j,i
n
.
Then,
j,i,n
: A p
j,i
(W) B(Y
i
, Z
j
) is a simple function. By Propo-
sition 11.52, lim
nIN
j,i,n
= p
j,i
F = f
j,i
a.e. in A. Since T T
i
,
we have
j,i,n
: A
i
p
j,i
(W) B( Y
i
, Z
j
) is a simple function, n IN,
lim
nIN
j,i,n
= f
j,i
a.e. in A
i
, and F is absolutely integrable over A
i
, by
Proposition 11.142. Note that |
j,i,n
(x) | |p
j,i
| |
n
(x) | |F(x) |,
x X, n IN. By Lebesgue Dominated Convergence Theorem 11.129,
_
X
f
j,i
d
i
= lim
nIN
_
X

j,i,n
d
i
Z
j
. By Lebesgue Dominated Conver-
gence Theorem 11.129,
_
X
F d = lim
nIN
_
X
n
d = lim
nIN
_ _
X

1,1,n
d
1
+
_
X

1,2,n
d
2
_
X

2,1,n
d
1
+
_
X

2,2,n
d
2
_
=
_ _
X
f
1,1
d
1
+
_
X
f
1,2
d
2
_
X
f
2,1
d
1
+
_
X
f
2,2
d
2
_
Z
1
Z
2
where the second equality follows from Proposition 11.123; and the third
equality follows from Propositions 3.67, 3.66, and 7.23.
Theorem 11.147 (Fatous Lemma) Let (X, B) be a measurable space,
(
n
)
n=1
be a sequence of measures on (X, B), be a measure on (X, B),
f
n
: X [0, ) IR be B-measurable, n IN, f : X [0, ) IR be B-
measurable. Assume that lim
nIN
f
n
= f a.e. in A, where A := (X, B, ),
and lim
nIN
n
(E) = (E), E B with (E) < . Then, 0
_
X
f d
liminf
nIN
_
X
f
n
d
n
.
_
X
f d = sup
0f
_
X
d, where the
supremum is over all simple functions : A [0, ) IR that satises
0 (x) f(x), x X. Fix any such simple function . Then, M
[0, ) IR such that (x) M, x X and (

E) := (x X [ (x) >
0) < . By lim
nIN
n
(

E) = (

E) < , n
0
IN such that
n
(

E) < ,
n IN with n
0
n. Thus, n IN with n
0
n, is a simple function
of A
n
:= (X, B,
n
_
X
d =: c
1
[0, )
IR. Let

E := x X [ ( f
n
(x) )
n=1
does not converge to f(x) . By the
assumption

E B and (

E) = 0.
Fix any (0, 1) IR. Dene E
n
:=
_
x X

E
f
k
(x) (1
2+2c1
)(x), k n, k IN
_
, n IN. By Propositions 7.23, 11.38, and
11.39, E
n
B, n IN. Clearly, x X (

E

E), x E
n
, n IN. Then,
X E
n

E

E, n IN. (X E
n
) (

E

E) (

E) < , n IN.
x

E

E, then lim
nIN
f
n
(x) = f(x) (x) > 0 and there exists n
x
IN
such that x E
nx
. Then,
n=1
E
n
= X

E. Clearly, E
n
E
n+1
, n IN.
Then, X E
n
X E
n+1
, n IN, and
n=1
(X E
n
) = X (
n=1
E
n
) =
E. By Proposition 11.5, we have lim

nIN
(X E
n
) = (

E) = 0. Then,
n
1
IN with n
0
n
1
such that (X E
n1
) <

4+4M
. By the assumption
that lim
iIN
i
(X E
n1
) = (X E
n1
) <

4+4M
. Then, there exists n
2
IN
with n
1
n
2
, n IN with n
2
n, we have
n
(X E
n1
) <

2+2M
. Fix
any n IN with n
2
n, X E
n1
X E
n
, which implies that 0
n
(X
E
n
)
n
(X E
n1
) <

2+2M
. Thus, by Proposition 11.81,
_
X
f
n
d
n

_
En
f
n
d
n

_
En
(1

2+2c1
)d
n
= (1

2+2c1
)(
_
X
d
n
_
X\En
d
n
)
(1

2+2c1
)(
_
X
d
n
M
n
(X E
n
)) > (1

2+2c1
)
_
X
d
n
/2. By
the assumption that lim
nIN
n
(E) = (E), E B with (E) < ,
nIN
_
X
d
n
=
_
X
d = c
1
. Then,
liminf
nIN
_
X
f
n
d
n
(1

2+2c1
)c
1
/2 > c
1
=
_
X
d . By
the arbitrariness of , we have liminf
nIN
_
X
f
n
d
n

_
X
d. By the
arbitrariness of , we have liminf
nIN
_
X
f
n
d
n

_
X
f d.
Theorem 11.148 (Lebesgue Dominated Convergence) Let (X, B) be
a measurable space, (
n
)
n=1
be a sequence of measures on (X, B), be a
measure on (X, B), f
n
: X IR be B-measurable, n IN, f : X IR
be B-measurable, g
n
: X [0, ) IR be B-measurable, n IN,
(i) lim
nIN
f
n
nIN
g
n
= g a.e. in A, where A :=
(X, B, );
(ii) [ f
n
(x) [ g
n
(x), x X, n IN;
(iii)
_
X
g
n
d
n
IR, n IN, and
_
X
g d = lim
nIN
_
X
g
n
d
n
IR;
(iv) lim
nIN
n
(E) = (E), E B with (E) < .
Then, f is absolutely integrable over A,
_
X
f d = lim
nIN
_
X
f
n
d
n
IR,
and 0
_
X
f d
_
X
g d < .
n
n
:=
(X, B,
n
) and
_
X
f
n
d
n
IR. Clearly, [ f(x) [ g(x) a.e. in A. By
Proposition 11.81, f is absolutely integrable over A. By Proposition 11.90,
_
X
f d IR and 0
_
X
f d
_
X
T f d
_
X
g d < .
By Propositions 7.23, 11.52, and 11.53, lim
nIN
(g
n
f
n
) = gf a.e. in A
and lim
nIN
(g
n
+ f
n
) = g + f a.e. in A. Clearly, (g
n
f
n
)(x) 0
and (g
n
+ f
n
)(x) 0, x X, n IN. By Propositions 7.23,
11.52, and 11.53, lim
nIN
(g
n
f
n
) = lim
nIN
(g
n
f
n
) 0 = (g f)
0 = g f a.e. in A and lim
nIN
(g
n
+ f
n
) = lim
nIN
(g
n
+ f
n
) 0 =
(g + f) 0 = g + f a.e. in A. By Fatous Lemma 11.147 and Proposi-
tions 11.90 and 3.83, we have 0
_
X
((g f) 0) d =
_
X
(g f) d =
_
X
g d
_
X
f d liminf
nIN
_
X
(g
n
f
n
) d
n
= liminf
nIN
(
_
X
g
n
d
n
_
X
f
n
d
n
) =
_
X
g dlimsup
nIN
_
X
f
n
d
n
and 0
_
X
((g +f) 0) d =
_
X
(g + f) d =
_
X
g d +
_
X
f d liminf
nIN
_
X
(g
n
+ f
n
) d
n
=
liminf
nIN
(
_
X
g
n
d
n
+
_
X
f
n
d
n
) =
_
X
g d+liminf
nIN
_
X
f
n
d
n
. Then,
_
X
f d liminf
nIN
_
X
f
n
d
n

limsup
nIN
_
X
f
n
d
n

_
X
f d IR. This further implies that
_
X
f d =
lim
nIN
_
X
f
n
d
n
IR. This completes the proof of the theorem. 2
In the preceding two results, we work with measure spaces which may
not be -nite, and we assume a mode of convergence for the measures
to be set-wise convergence rather than the stronger norm convergence
alluded to in Denition 11.141. The next result shows that Lebesgue Dom-
inated convergence Theorem holds in general under the norm convergence
assumption on the Banach space valued measures.
Theorem 11.149 (Lebesgue Dominated Convergence) Let (X, B) be
a measurable space, Y be a Banach space over IK, (
n
)
n=1
M
(X, B, Y),
M
(X, B, Y), Z be a Banach space over IK, W be a separable sub-

space of B(Y, Z),

W := span( z Z [ y Y, w W z = wy ) Z
be the Banach subspace of Z, f
n
: X W be B-measurable, n IN,
f : X W be B-measurable, g
n
: X [0, ) IR be B-measurable,
n IN, g : X [0, ) IR be B-measurable. Assume that
(i) lim
nIN
f
n
nIN
g
n
= g a.e. in A, where A :=
(X, B, );
(ii) |f
n
(x) | g
n
(x), x X, n IN;
(iii)
_
X
g
n
dT
n
IR, n IN, and
_
X
g dT = lim
nIN
_
X
g
n
dT
n

IR;
(iv) lim
nIN
n
= as dened in Denition 11.141.
Then, f is absolutely integrable over A,
_
X
f d = lim
nIN
_
X
f
n
d
n

W Z, and 0
_
_
_
X
f d
_
_
_
X
g dT < .
n
n
:=
(X, B,
n
) and
_
X
f
n
d
n

W. Clearly, |f(x) | g(x) a.e. in A. By
Proposition 11.81, f is absolutely integrable over A. By Proposition 11.130,
_
X
f d

W and 0
_
_
_
X
f d
_
_
_
X
T f dT
_
X
g dT < .
We will distinguish two exhaustive and mutually exclusives cases: Case
1: T (X) < ; Case 2: T (X) = .
Case 1: T(X) < . By lim
nIN
n
= , we have lim
nIN
T
n
(X) =
T(X) < . Without loss of generality, we may assume that T
n
(X) <
, n IN. Fix any (0, ) IR. By Proposition 11.82, (0, /6]
IR such that A B with T (A) < , we have
_
A
g dT < /6.
By Egoros Theorem 11.55,
E B with T (

E) < /2 such that
_
f
n
[
X\
E
_
n=1
X\
E
. Then, n
0
IN, n IN with
n
0
n, |f
n
(x) f(x) | <

41(X)+1
, x X

E. By Proposition 11.5,
there exists M IN such that E
1
:= x X [ g(x) M B and
T(E
1
) < /2. Let E :=

EE
1
B. Then, T(E) < . Hence,
_
E
g dT
< /6. By Lebesgue Dominated Convergence Theorem 11.148, we have
lim
nIN
_
E
g
n
dT
n
= lim
nIN
_
X
(g
n
E,X
) dT
n
=
_
X
(g
E,X
) dT =
_
E
g dT < /6. Then, n
1
IN with n
0
n
1
, n IN with n
1
n, we
have 0
_
E
g
n
dT
n
< /3. By the assumption (iv), lim
nIN
T (
n

)(X) = 0. This implies that n
2
IN with n
1
n
2
, n IN with n
2
n,
we have T (
n
)(X) <

4M
and T
n
(X) < T (X) + 1/4.
Fix any n IN with n
2
n. Clearly, f[
X\E
over c
n
and
_
X\E
f d
n
Z, since |f(x) | M a.e. in c
n
, where c
n
:=
(X E, B
X\E
,
n,X\E
) is the nite Y-valued measure subspace of A
n
. We
have
_
_
_
X
f
n
d
n
_
X
f d
_
_
=
_
_
_
E
f
n
d
n
+
_
X\E
f
n
d
n
_
X\E
f d
n
+
_
X\E
f d
n
_
X\E
f d
_
E
f d
_
_
_
_
_
E
f
n
d
n
_
_
+
_
_
_
E
f d
_
_
+
_
_
_
_
X\E
(f
n
f) d
n
_
_
_
+
_
_
_
_
X\E
f d(
n
)
_
_
_
_
E
g
n
dT
n
+
_
E
g dT +
_
X\E
T (f
n
f) dT
n
+
_
X\E
T f dT (
n
)
< /3 +/6 +
T
n
(X E)
4T (X) + 1
+MT (
n
)(X E) <
where the rst equality follows from Proposition 11.130; the rst inequality
follows from Propositions 11.130, 11.143, and 11.144; the second inequal-
ity follows from Proposition 11.130; and the third inequality follows from
Proposition 11.81. Hence, we have lim
nIN
_
X
f
n
d
n
=
_
X
f d

W. This
case is proved.
Case 2: T (X) = . Fix any (0, ) IR. By Proposition 11.77,
a simple function : A [0, ) IR such that 0 (x) g(x), x X
and
_
X
g dT /4 <
_
X
dT
_
X
g dT < . Let A
0
:= x
X [ (x) > 0. Then, A
0
B and T (A
0
) < . Note that, by Propo-
sitions 11.81 and 11.74, 0
_
X\A0
g dT =
_
X
g dT
_
A0
g dT
_
X
g dT
_
A0
dT =
_
X
g dT
_
X
dT < /4. This implies
that 0
_
_
_
_
X
f d
_
A0
f d
_
_
_ =
_
_
_
_
X\A0
f d
_
_
_
_
X\A0
T f dT
_
X\A0
g dT < /4, where the rst equality and the second inequal-
ity follow from Proposition 11.130; and the third inequality follows from
Proposition 11.81. By Lebesgue Dominated Convergence Theorem 11.148,
we have
_
X\A0
g dT = lim
nIN
_
X\A0
g
n
dT
n
. By Case 1, we have
_
A0
f d = lim
nIN
_
A0
f
n
d
n

W. Then, n
0
IN, n IN with n
0
n,
we have
_
_
_
_
A0
f d
_
A0
f
n
d
n
_
_
_ < /4 and
_
X\A0
g
n
dT
n
< /2. This
leads to
_
_
_
X
f d
_
X
f
n
d
n
_
_

_
_
_
_
X
f d
_
A0
f d
_
_
_ +
_
_
_
_
A0
f d
_
A0
f
n
d
n
_
_
_ +
_
_
_
_
A0
f
n
d
n
_
X
f
n
d
n
_
_
_ < /4 +/4 +
_
_
_
_
X\A0
f
n
d
n
_
_
_
/2 +
_
X\A0
g
n
dT
n
< , where the second and the third inequalities
follow from Proposition 11.130. Hence,
_
X
f d = lim
nIN
_
X
f
n
d
n

W.
where Y is a normed linear space over IK, Z be a Banach space over IK, W
be a separable subspace of B(Y, Z), f : X W be absolutely integrable over
A. Dene : B Z by (E) =
_
E
f d, E B. Then,

A := (X, B, )
is a nite Z-valued measure space and 0 T (E)
_
E
T f dT
_
X
T f dT < , E B.
Proof By Proposition 11.123, () =
_
f d =
Z
. E B, by
Proposition 11.130, (E) =
_
E
f d Z and 0 |(E) |
_
E
T
f dT
_
X
T f dT < . pairwise disjoint (E
n
)
n=1
B, let
E :=
n=1
E
n
B. Then,
n=1
|(E
n
) |
n=1
_
En
Tf dT =
_
E
T
f dT < , where the equality follows from Proposition 11.81. By Propo-
sition 11.130, we have (E) =
_
E
f d =
n=1
_
En
f d =
n=1
(E
n
)
Z. Hence, is a Z-valued pre-measure on (X, B). E B, T
(E) = sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) |
sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
_
Ei
T f dT =
_
E
T f dT
_
X
T f dT < . Thus, is a nite Z-valued pre-
measure, and hence a nite Z-valued measure on (X, B). This completes
over IK, W be a separable subspace of B( Y, Z), and f : X W be B-
measurable. Then, there exists a unique Z-valued measure on (X, B) such
that (E) =
_
E
f d Z, E B with
_
E
T f dT < . Furthermore,
is -nite and 0 T (E)
_
E
T f dT , E B.
Proof Since A is -nite, then (X
n
)
n=1
B such that X =
n=1
X
n
and T (X
n
) < , n IN. Without loss of generality, we
may assume that ( X
n
)
n=1
is pairwise disjoint. m IN, let

X
m
:= x
X [ m 1 |f(x) | < m B. Clearly,
_

X
m
_
m=1
B is pairwise dis-
joint and X =
m=1
X
m
. m, n IN, let A
m,n
:= (

X
m
X
n
, B
m,n
,
m,n
)
be the nite Y-valued measure subspace of A. Then, f[
XmXn
is abso-
lutely integrable over A
m,n
. By Propositions 11.150 and 11.130, we may
dene a nite Z-valued measure space

A
m,n
:= (

X
m
X
n
, B
m,n
,
m,n
) by
m,n
(E) =
_
E
f d Z, E B
m,n
. Clearly, the sets

X
m
X
n
, m IN,
n IN, are pairwise disjoint. Then, by Proposition 11.116, the genera-
tion process on
_

A
m,n
_
mIN, nIN
yields the unique -nite Z-valued mea-
sure on (X, B) such that

A
m,n
is a nite Z-valued measure subspace of
A := (X, B, ), m, n IN.
Fix any E B with
_
E
T f dT < . m, n IN, let E
m,n
:=
E

X
m
X
n
B. Then, T (E) =
m=1
n=1
T
m,n
(E
m,n
)
m=1
n=1
_
Em,n
T f dT =
_
E
T f dT < , where the rst
equality follows from Proposition 11.116; the rst inequality follows from
Proposition 11.150; and the second equality follows from Proposition 11.81.
This implies that E dom( ) and (E) =
m=1
n=1
m,n
(E
m,n
) =
m=1
n=1
_
Em,n
f d =
_
E
f d Z, where the rst equality follows from
Proposition 11.116; the second equality follows from Proposition 11.150;
and the third equality follows from Proposition 11.130. Hence, is the
-nite Z-valued measure we seek.
Proposition 11.152 Let A := (X, B, ) be a -nite IK-valued mea-
sure space, Z be a Banach space over IK, W be a separable subspace of
B(IK, Z) = Z, and f : X W be B-measurable. Then, there exists a
unique Z-valued measure on (X, B) such that T(E) =
_
E
Tf dT
[0, ] IR
e
, E B, and (E) =
_
E
f d Z, E B with T(E) < .
Furthermore, is -nite.
Proof By Proposition 11.151, there exists a unique Z-valued measure
on (X, B) such that (E) =
_
E
f d Z, E B with
_
E
Tf dT < .
Furthermore, is -nite and 0 T (E)
_
E
T f dT , E B. All
we need to show is that T (E)
_
E
T f dT , E B.
Dene : B [0, ] IR
e
by (E) =
_
E
T f dT , E B. By
Proposition 11.114, is a -nite measure on (X, B). Fix any E B.
We will distinguish two exhaustive and mutually exclusives cases: Case
1: E B dom( ); Case 2: E dom( ). Case 1: E B dom( ).
Clearly, we have T (E) = (E). This case is proved. Case 2:
E dom( ). Since is -nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) < , n IN. Without loss of generality, we may
assume that (X
n
)
n=1
is pairwise disjoint. Let E
n
:= E X
n
B, n IN.
Then, n IN, we have
_
En
T f dT = (E
n
) (X
n
) < . n
IN, F B with F E
n
, we have 0 T (F)
_
F
T f dT =
(F) (E
n
) < and (F) =
_
F
f d Z. Fix any (0, )
IR. Fix any n IN. Let c
n
:= (E
n
, B
En
,
En
) be the -nite IK-valued
measure subspace of A. By Proposition 11.92, simple function
n
:
c
n
W such that |
n
(x) | T f(x), x E
n
,
_
En
T
n
dT
_
En
T f dT
< 2
n2
, and
_
En
T ( f[
En

n
) dT < 2
n1
.
Let
n
n
=
mn
i=1
w
i,n
Ei,n,En
, where
m
n
Z
+
, w
1,n
, . . . , w
mn,n
W are distinct and none equals to
Z
, and
E
1,n
, . . . , E
mn,n
B are subsets of E
n
, nonempty, pairwise disjoint, and
T (E
i,n
) < , i = 1, . . . , m
n
. i 1, . . . , m
n
, m
i,n
Z
+
, pairwise
disjoint ( E
j,i,n
)
mi,n
j=1
B with E
i,n
=
mi,n
j=1
E
j,i,n
such that T (E
i,n
) <
mi,n
j=1
[ (E
j,i,n
) [ +
2
n2
(1+mn)|wi,n|
. This leads to
(E
n
) =
_
En
T f dT <
_
En
T
n
dT + 2
n2
=
mn
i=1
mi,n
j=1
|(E
j,i,n
) | +
mn
i=1
|w
i,n
| T (E
i,n
) + 2
n2
mn
i=1
mi,n
j=1
|(E
j,i,n
) |
T (E
n
) +
mn
i=1
|w
i,n
|
_mi,n
j=1
[ (E
j,i,n
) [ +
2
n2
(1 +m
n
) |w
i,n
|
_
+2
n2

mn
i=1
mi,n
j=1
|(E
j,i,n
) |
< T (E
n
) +
mn
i=1
mi,n
j=1
|w
i,n
(E
j,i,n
) | + 2
n1

mn
i=1
mi,n
j=1
|(E
j,i,n
) |
= T (E
n
) + 2
n1
+
mn
i=1
mi,n
j=1
__
_
_
_
Ej,i,n
n
d
_
_
_
_
_
_
_
Ej,i,n
f d
_
_
_
_
T (E
n
) + 2
n1
+
mn
i=1
mi,n
j=1
_
_
_
_
Ej,i,n
(
n
f[
En
) d
_
_
_
T (E
n
) + 2
n1
+
mn
i=1
mi,n
j=1
_
Ej,i,n
T (
n
f[
En
) dT
= T (E
n
) + 2
n1
+
_
S
mn
i=1
Sm
i,n
j=1
Ej,i,n
T (
n
f[
En
) dT
T (E
n
) + 2
n1
+
_
En
T (
n
f[
En
) dT
< T (E
n
) + 2
n
where the second equality follows from Proposition 11.74; the third equality
follows from Proposition 11.123; the fourth and the fth inequalities follow
from Proposition 11.130; and the fourth equality and the sixth inequality
follow from Proposition 11.81. Then, (E) =
n=1
(E
n
) <
n=1
(T
(E
n
) + 2
n
) = T (E) + . By the arbitrariness of , we have (E)
T (E). This case is proved.
Hence, T (E) = (E) =
_
E
T f dT , E B. This completes the
Denition 11.153 Let (X, B) be a measurable space,
1
and
2
be mea-
sures on (X, B). We will say that
1
is absolutely continuous with respect
to
2
if A B with
2
(A) = 0, we have
1
(A) = 0. In this case, we will
denote
1

2
.
1
and
2
are said to be mutually singular if A, B B
with A B = and X = A B, such that
1
(A) =
2
(B) = 0. In this
case, we will denote
1

2
.
Proposition 11.154 Let ,
1
, and
2
be measures on a measurable space
(X, B), Y be a normed linear space over IK,
1
and
2
be -nite Y-valued
measures on (X, B), a, b (0, ) IR, and , IK. Then, the following
statements hold.
(i)
1
and
2
if, and only if, a
1
+b
2
.
(ii)
1
and
2
if, and only if, a
1
+b
2
.
(iii) If
1
and
2
, then
1

2
.
(iv) If
1

1
, then
1
(E) = 0, E B.
(v) If T
1
T
2
, then T (
1
) T (
2
).
(vi) If T
1
T
1
, then
1
(E) =
Y
, E B.
If, in addition, Y is complete, then the following statements hold.
(vii) If T
1
T
2
, then T (
1
+
2
) = T
1
+T
2
.
(viii) If T
1
T
2
, then T (
1
+
2
) = [ [ T
1
+[ [ T
2
.
(ix) If T
1
and T
2
, then T (
1
+
2
) .
(x) If T
1
and T
2
, then T (
1
+
2
) .
Proof (i) By Proposition 11.134, a
1
+ b
2
is a measure on (X, B).
Suciency E B with (E) = 0, by a
1
+b
2
, we have a
1
(E) +
b
2
(E) = 0. Then,
1
(E) =
2
(E) = 0. Hence,
1
and
2
.
Necessity E B with (E) = 0, by
1
and
2
, we have
1
(E) =
2
(E) = 0. Then, a
1
(E) +b
2
(E) = 0. Hence, a
1
+b
2
.
(ii) By Proposition 11.134, a
1
+ b
2
is a measure on (X, B). Suf-
ciency Let a
1
+ b
2
. Then, A, B B with A = X B such
that (a
1
+ b
2
)(A) = 0 = (B). Then,
1
(A) =
2
(A) = (B) = 0.
Hence,
1
and
2
. Necessity Let
1
and
2
. Then,
A
i
, B
i
B with A
i
= X B
i
such that
i
(A
i
) = (B
i
) = 0, i = 1, 2.
Let A := A
1
A
2
B and B := B
1
B
2
B. Then, A = X B and
0 a
1
(A) +b
2
(A) = (a
1
+b
2
)(A) a
1
(A
1
) +b
2
(A
2
) = 0 (B)
(B
1
) +(B
2
) = 0. Hence, a
1
+b
2
.
(iii) By
2
, A, B B with A = XB such that
2
(A) = 0 = (B).
By
1
, we have
1
(B) = 0. Hence,
1

2
.
(iv) By
1

1
, A, B B with A = XB such that
1
(A) =
1
(B) =
0. Then,
1
(X) =
1
(A) +
1
(B) = 0. Hence, the result holds.
(v) By Proposition 11.136,
1
and
2
are -nite Y-valued measures
on (X, B) with T (
1
) = [ [ T
1
and T (
2
) = [ [ T
2
. By
T
1
T
2
, A, B B with A = X B such that T
1
(A) = 0 =
T
2
(B). Then, by Proposition 11.136, T (
1
)(A) = [ [ T
1
(A) =
0 = [ [ T
2
(B) = T (
2
)(B). Hence, T (
1
) T (
2
).
(vi) By (iv), T
1
(E) = 0, E B. Then,
1
(E) =
Y
, E B.
Let Y be a Banach space over IK, then M
(X, B, Y) is well-dened by
Proposition 11.140.
(vii) By Proposition 11.136,
1
+
2
M
(X, B, Y) and T (
1
+
2
)
T
1
+ T
2
. By T
1
T
2
, A, B B with A = X B such
that T
1
(A) = 0 = T
2
(B). Fix any E B. We will show that
T (
1
+
2
)(E) T
1
(E) +T
2
(E) by distinguishing two exhaustive
and mutually exclusive cases: Case 1: T
1
(E) +T
2
(E) < ; Case 2:
T
1
(E) +T
2
(E) = .
Case 1: T
1
(E) + T
2
(E) < . Then, T
i
(E) < and E
dom(
i
), i = 1, 2. (0, ) IR, n
1
Z
+
, pairwise disjoint
( E
i
)
n1
i=1
B with E =
n1
i=1
E
i
such that T
1
(E) <
n1
i=1
|
1
(E
i
) | +
/2 < +. n
2
Z
+
, pairwise disjoint (F
i
)
n2
i=1
B with E =
n2
i=1
F
i
such that T
2
(E) <
n2
i=1
|
2
(F
i
) | +/2 < +. Then,
T
1
(E) +T
2
(E) <
n1
i=1
|
1
(E
i
) | +
n2
i=1
|
2
(F
i
) | +
=
n1
i=1
|
1
(E
i
A) +
1
(E
i
B) | +
n2
i=1
|
2
(F
i
A) +
2
(F
i
B) | +
=
n1
i=1
|
2
(E
i
B) +
1
(E
i
B) | +
n2
i=1
|
2
(F
i
A) +
1
(F
i
A) | +
=
n1
i=1
|(
1
+
2
)(E
i
B) | +
n2
i=1
|(
1
+
2
)(F
i
A) | +
n1
i=1
T (
1
+
2
)(E
i
B) +
n2
i=1
T (
1
+
2
)(F
i
A) +
= T (
1
+
2
)(E B) +T (
1
+
2
)(E A) +
= T (
1
+
2
)(E) +
where the second equality follows from the fact that
A B with

A
A, we have T
1
(

A) = 0 and
1
(

A) =
Y
, and the fact that
B B
with

B B, we have T
2
(

B) = 0 and
2
(

B) =
Y
; the third equality
follows from Proposition 11.136; and the second inequality and the last two
equalities follow from Denition 11.106. By the arbitrariness of , we have
T
1
(E) +T
2
(E) T (
1
+
2
)(E). This case is proved.
Case 2: T
1
(E) +T
2
(E) = . Without loss of generality, assume
T
1
(E) = . Since
1
and
2
are -nite, then ( X
n
)
n=1
B such
that X =
n=1
X
n
and T
i
(X
n
) < , n IN, i = 1, 2. Without
loss of generality, we may assume that X
n
X
n+1
, n IN. Let E
n
:=
E X
n
, n IN. Then, E =
n=1
E
n
and E
n
E
n+1
, n IN. By
nIN
T
1
(E
n
) = T
1
(E) = . M
(0, ) IR, n
0
IN such that T
1
(E
n0
) > M+1. Clearly, T
i
(E
n0
)
T
i
(X
n0
) < , i = 1, 2. Then, n
1
Z
+
, pairwise disjoint
_

E
i
_
n1
i=1
B
with E
n0
=
n1
i=1
E
i
such that T
1
(E
n0
) <
n1
i=1
_
_
1
(

E
i
)
_
_
+ 1. Then,
M <
n1
i=1
_
_
1
(

E
i
)
_
_
=
n1
i=1
_
_
1
(

E
i
A) +
1
(

E
i
B)
_
_
=
n1
i=1
_
_
2
(

E
i
B) +
1
(

E
i
B)
_
_
=
n1
i=1
_
_
(
1
+
2
)(

E
i
B)
_
_
n1
i=1
T (
1
+
2
)(

E
i
B)
= T (
1
+
2
)(E
n0
B) T (
1
+
2
)(E)
follows from the fact that
A B with

A A, we have T
1
(

A) = 0 and
1
(

A) =
Y
, and the fact that
B B with

B B, we have T
2
(

B) = 0
and
2
(

B) =
Y
; the third equality follows from Proposition 11.136; and
the second inequality follows from Denition 11.106. By the arbitrariness
of M, we have T (
1
+
2
)(E) = . Then, T
1
(E) + T
2
(E) =
T (
1
+
2
)(E) = . This case is proved.
In both cases, we have T
1
(E) + T
2
(E) T (
1
+
2
)(E). By
the arbitrariness of E, we have T
1
+ T
2
T (
1
+
2
). Hence,
T (
1
+
2
) = T
1
+T
2
.
(viii) By Proposition 11.136,
1
,
2
,
1
+
2
M
(X, B, Y). By (v),

we have T (
1
) T (
2
). By (vii) and Proposition 11.136, we have
T (
1
+
2
) = T (
1
) +T (
2
) = [ [ T
1
+[ [ T
2
.
(ix) By Proposition 11.136,
1
+
2
M
(X, B, Y). E B with

(E) = 0, by T
i
, we have T
i
(E) = 0, i = 1, 2. Then, 0
T (
1
+
2
)(E) [ [ T
1
(E) +[ [ T
2
(E) = 0, where the second
inequality follows from Proposition 11.136. Hence, T (
1
+
2
) .
(x) By Proposition 11.136,
1
+
2
M
(X, B, Y). By T
i
,
A
i
, B
i
B with A
i
= X B
i
such that T
i
(A
i
) = (B
i
) = 0, i = 1, 2.
Let A := A
1
A
2
B and B := B
1
B
2
B. Then, A = X B
and 0 T (
1
+
2
)(A) ([ [ T
1
+ [ [ T
2
)(A) [ [ T
1
(A
1
)+[ [ T
2
(A
2
) = 0 (B) (B
1
)+(B
2
) = 0, where the second
inequality follows from Proposition 11.136. Hence, T (
1
+
2
) .
Proposition 11.155 Let (X, B, ) be a Y-valued measure space, where Y is
a normed linear space, A B, and B := X A. Dene
A
to be a function
from B to Y by: E B with E A dom( ),
A
(E) := (E A) Y;
E B with E A B dom( ),
A
(E) is undened. Dene
B
to be
a function from B to Y similarly as
A
with A replaced with B. Then, the
(i)
A
and
B
are Y-valued measures on (X, B) with T
A
(E) = T
(E A) and T
B
(E) = T (E B), E B.
(ii) T
A
T
B
and T = T
A
+T
B
.
(iii) if is -nite and Y is a Banach space, then
A
and
B
are -nite
and =
A
+
B
.
Proof (i) Dene
A
: B [0, ] IR
e
by
A
(E) = T (E A),
E B. It is straightforward to check that
A
is a measure on (X, B).
E B with
A
(E) = , then T (E A) = , E A B dom( ),
and
A
(E) is undened. E B with
A
(E) < , then T (E A) <
, E A dom( ), and
A
(E) = (E A) Y. pairwise disjoint
( E
n
)
n=1
B with E =
n=1
E
n
, clearly, 0 T(E
n
A) T(EA) <
, E
n
A dom( ), and
A
(E
n
) = (E
n
A) Y, n IN. By
Denition 11.106,
A
(E) = (E A) =
n=1
(E
n
A) =
n=1
A
(E
n
)
and
n=1
|
A
(E
n
) | =
n=1
|(E
n
A) | < . E B with
A
(E) <
,
A
(E) = T (E A)
= sup
nZ+, (Ei)
n
i=1
B, EA=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|(E
i
) |
11.8. THE RADON-NIKODYM THEOREM 461
= sup
nZ+, (Ei)
n
i=1
B, EA=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|
A
(E
i
) |
= sup
nZ+, (Ei)
n
i=1
B, E=
S
n
i=1
Ei, EiEj=, 1i<jn
n
i=1
|
A
(E
i
) |
Hence,
A
is a Y-valued measure on (X, B) with T
A
=
A
. By symmetry,
B
is a Y-valued measure on (X, B) with T
B
(E) = T(EB), E B.
(ii) Clearly, T
A
(B) = 0 = T
B
(A). Then, T
A
T
B
.
E B, T
A
(E) +T
B
(E) = T (EA) +T (EB) = T (E).
Hence, T = T
A
+T
B
.
(iii) If is -nite and Y is a Banach space, then T is -nite
and T
A
and T
B
are -nite. Therefore,
A
and
B
are -nite.
Then,
A
+
B
is well-dened as in Proposition 11.136. E dom(
A
)
dom(
B
), we have E A dom() and E B dom( ). Then, T
(E) = T (E A) + T (E B) < and E dom( ). Hence,
(E) = (E A) + (E B) =
A
(E) +
B
(E). By Proposition 11.136,
=
A
+
B
.
11.8 The Radon-Nikodym Theorem
Denition 11.156 Let (X, B, ) be an IR-valued pre-measure space (or a
-nite IR-valued measure space). A B is said to be a positive set with
respect to if E dom() with E A, we have (E) [0, ) IR.
B B is said to be a negative set with respect to if E dom( ) with
E B, we have (E) (, 0] IR.
Lemma 11.157 Let (X, B, ) be an IR-valued pre-measure space (or a -
nite IR-valued measure space). Then, every measurable subset of a positive
set is a positive set; the union of countably many positive sets is a positive
set. Similar statements hold for negative sets.
Proof The rst statement follows directly from Denition 11.156. For
the second statement, let (A
n
)
n=1
B be a sequence of positive sets and
A :=
n=1
A
n
. E dom() with E A, let E
n
:= EA
n
(
n1
i=1
A
i
)
B, n IN. Then, E =
n=1
E
n
, ( E
n
)
n=1
is pairwise disjoint, E
n

dom(), E
n
A
n
, and (E
n
) [0, ) IR, n IN. This leads to
(E) =
i=1
(E
n
) [0, ) IR. Hence, A is a positive set. For the
case of nitely many positive sets, we may form a sequence of positive sets
by appending , which is clearly a positive set, to the collection. This
Lemma 11.158 Let (X, B, ) be an IR-valued pre-measure space (or a -
nite IR-valued measure space) and E B. Assume that E dom( )
and (E) (0, +) IR. Then, there exists a positive set A E with
(A) (0, +) IR. Similar statement holds for negative sets.
Proof Note that,
E B with

E E, we have

E dom( ) and
(

E) IR. Either E is a positive set, in which case the result holds, or E
contains a subset of negative measure. In the latter case, let n
1
IN be the
smallest natural number such that there is a measurable set E
1
E with
(E
1
) < 1/n
1
. Then, (E E
1
) = (E) (E
1
) (0, +) IR. Induc-
tively, assume that we have obtained n
j
IN, E
j
B, j 1, . . . , k IN,
such that E
j
E (
j1
l=1
E
l
), (E
j
) < 1/n
j
, and (E (
j
l=1
E
l
))
(0, +) IR, j 1, . . . , k. Either E (
k
j=1
E
j
) is a positive set, in
which case the result holds, or it contains a subset of negative measure.
In the latter case, let n
k+1
IN be the smallest natural number such that
there is a measurable set E
k+1
E (
k
j=1
E
j
) with (E
k+1
) < 1/n
k+1
.
Then, (E (
k+1
j=1
E
j
)) = (E (
k
j=1
E
j
)) (E
k+1
) (0, +) IR.
Thus, either the result holds or we have (n
k
)
k=1
IN and ( E
k
)
k=1
B.
Let A := E (
k=1
E
k
) B. Then, E = A (
k=1
E
k
), where the sets
in the union are pairwise disjoint. Then, (E) = (A) +
k=1
(E
k
) and
[ (A) [
k=1
(E
k
) < +. Then,
k=1
1/n
k
< +, lim
kIN
n
k
= ,
and (A) (0, +) IR. (0, ) IR, k
0
IN such that
(n
k0
1)
1
< . Since A E (
k01
j=1
E
j
), then A can not contain
any measurable subset with measure less than 1/(n
k0
1) > . Thus,
A contains no measurable subset with measure less than . By the arbi-
trariness of , A is a positive set. This completes the proof of the lemma.
2
Theorem 11.159 (Hahn Decomposition Theorem) Let (X, B, ) =:
A be an IR-valued pre-measure space (or a -nite IR-valued measure space).
Then, there is a positive set A B and a negative set B B such that
X = A B and A B = .
Proof We will distinguish two exhaustive and mutually exclusives
cases: Case 1: A is an IR-valued pre-measure space; Case 2: A is a -nite
IR-valued measure space.
Case 1: A is an IR-valued pre-measure space. Let := sup (A)
IR [ A is a positive set IR
e
. Since is a positive set, then 0. Let
( A
i
)
i=1
B be a sequence of positive sets such that lim
iIN
(A
i
) = . Let
A :=
i=1
A
i
B. By Lemma 11.157, A is a positive set. This implies that
(A) . Note that (A) = (A
i
) + (A A
i
) (A
i
), i IN. Then,
= (A) IR. Let B := X A. Suppose that there exists E B such
that E is a positive set with (E) > 0. Then A E is a positive set by
Lemma 11.157 and (A E) = (A) + (E) > . This contradicts with
the denition of . Hence, B does not contain any subset that is a positive
set with positive measure. Then, by Lemma 11.158, B does not contain
any subset with positive measure. Hence, B is a negative set. This case is
proved.
Case 2: A is a -nite IR-valued measure space. Then, ( X
n
)
n=1
B
such that X =
n=1
X
n
and T (X
n
) < , n IN. Without loss of
generality, we may assume that ( X
n
)
n=1
is pairwise disjoint. Let A
n
:=
(X
n
, B
n
,
n
) be the nite IR-valued measure subspace of A, n IN. Fix
any n IN. A
n
is a nite IR-valued pre-measure space. By Case 1, there
exists A
n
, B
n
B
n
B such that A
n
= X
n
B
n
and A
n
is a positive
set with respect to
n
and B
n
is a negative set with respect to
n
. It is
straightforward to see that A
n
is a positive set with respect to and B
n
is a
negative set with respect to . Let A :=
n=1
A
n
B and B :=
n=1
B
n

B. Then, by Lemma 11.157, A is a positive set with respect to and B
is a negative set with respect to . A B = (
n=1
A
n
) (
n=1
B
n
) =
n=1
(A
n
B
n
) =
n=1
X
n
= X and A B = (
n=1
A
n
) (
n=1
B
n
) =
n=1
m=1
(A
n
B
m
) = . This case is proved.
Theorem 11.160 (Jordan Decomposition Theorem) Let (X, B, ) be
an IR-valued pre-measure space. Then, there exists a unique pair of mutu-
ally singular nite measures
+
and
on (X, B) such that =

+
.
Furthermore, T =
+
+
and (X, B, ) is a nite IR-valued measure

space.
Proof By Hahn Decomposition Theorem 11.159, A, B B with
A B = and X = A B such that A is a positive set with respect to
and B is a negative set with respect to . Dene
+
: B [0, ) IR
by
+
(E) = (A E), E B and
: B [0, ) IR by
(E) =
(BE), E B. It is straightforward to show that
+
and
are nite
measures on (X, B). Clearly,
+
(B) =
(A) = 0. Then,
+

. It is
straightforward to show that =
+


is a nite IR-valued measure on (X, B). By Proposition 11.154, T =
T
+
+T
=
+
+
.
Let
+
and
be any pair of mutually singular nite measures on (X, B)

such that =
+

. Then,
A,

B B with

A

B = and

A

B = X
such that
+
(

B) =
(

A) = 0. Note that
+
(A

A) =
+
(A)
+
(A

A)
+
(A) = (A) =
+
(A)
(A) =
+
(A

A) +
+
(A

A)
(A

A)

(A

A) =
+
(A

A)
(A

A)
+
(A

A) =
+
(

A)
+
(

A A)

+
(

A) = (

A) =
+
(

A)
(

A) =
+
(A

A) +
+
(

A A)
(A

A)
(

A A) =
+
(A

A)
(

A A)
+
(A

A) IR. This implies
that
+
(A

A) =
+
(A) = (A) =
+
(A

A) =
+
(

A) = (

A) and
+
(A

A) =
(A

A) =
+
(

A A) =
(

A A) = 0. E B, we have
+
(E) =
+
(EA) =
+
((EA)

A) +
+
(EA

A) =
+
(EA

A) =
(E A

A) =
+
(E A

A) =
+
(E

A)
+
((E

A) A) =
+
(E
A) =
+
(E)
+
(E

A) =
+
(E) IR and
(E) =
+
(E) (E) =

+
(E) (E) =
(E) IR. Hence,

+
=
+
and
. This shows
that the pair
+
and
is unique.
Theorem 11.161 (Jordan Decomposition Theorem) Let (X, B, )=:
A be an -nite IR-valued measure space. Then, there exists a unique
pair of mutually singular -nite measures
+
and
on (X, B) such that

=
+
. Furthermore, T =
+
+
.
Proof By Hahn Decomposition Theorem 11.159, there exists A, B B
such that A = XB, A is a positive set with respect to , and B is a negative
set with respect to . Dene
A
to be a function from B to IR by:
A
(E)
is undened if E B and E A B dom( );
A
(E) = (E A)
[0, ) IR if E B and E A dom( ). Dene
B
to be a function
from B to IR by:
B
(E) is undened if E B and E B B dom( );
B
(E) = (E B) (, 0] IR if E B and E B dom( ).
Then, by Proposition 11.155,
A
and
B
are -nite IR-valued measures
A
+
B
, T = T
A
+T
B
, and T
A

T
B
. Since
A
(E) [0, ) IR, E dom(
A
), then
A
is identined
with a -nite measure
+
on (X, B) according to Proposition 11.133. By
Proposition 11.136,
B
is a -nite IR-valued measure on (X, B). Since
B
(E) [0, ) IR, E dom(
B
), then
B
is identied with
a -nite measure
on (X, B) according to Proposition 11.133. Then,

T = T
A
+ T (
B
) =
+
+
. Since T
A
T
B
, then,
. E B with T (E) =
+
(E) +
(E) < , we have (E) =

(
A
+
B
)(E) =
A
(E) +
B
(E) =
+
(E)
(E) = (
+
)(E) IR.
By Propositions 11.135 and 11.136, we have =
+
. Hence, the pair
+
and
is the pair of mutually singular -nite measures on (X, B) that

we seek.
Next, we will show that the pair is unique. Let
+
and
be another
pair of mutually singular -nite measures on (X, B) such that =
+

and T =
+
+
. Since the four measures

+
,
,
+
, and
are
-nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and
+
(X
n
) IR,
(X
n
) IR,
+
(X
n
) IR, and
(X
n
) IR, n IN. Then, T
(X
n
) < , n IN. Fix any n IN. Let A
n
:= (X
n
, B
n
,
n
) be the
nite IR-valued measure subspace of A, (X
n
, B
n
,
n,+
) be the nite measure
subspace of (X, B,
+
), (X
n
, B
n
,
n,
) be the nite measure subspace of
(X, B,
), (X
n
, B
n
,
n,+
) be the nite measure subspace of (X, B,
+
),
and (X
n
, B
n
,
n,
) be the nite measure subspace of (X, B,
). Then,
it is easy to see that
n
=
n,+

n,
=
n,+

n,
,
n,+

n,
,

n,+

n,
, and T
n
=
n,+
+
n,
=
n,+
+
n,
. By Jordan
Decomposition Theorem 11.160, we have
n,+
=
n,+
and
n,
=
n,
.
+
=
+
and
. Hence, the pair is

unique.
Proposition 11.162 Let A := (X, B, ) be a C-valued pre-measure space.
Then, =
r
+ i
i
, where
r
: B IR and
i
: B IR are nite IR-
valued measures on (X, B), and maxT
r
(E), T
i
(E) T (E)
T
r
(E)+T
i
(E), E B. Then, A is a nite C-valued measure space.
Proof Dene
r
: B IR and
i
: B IR by
r
(E) = Re ( (E) )
and
i
(E) = Im((E) ), E B. Clearly, =
r
+ i
i
,
r
() = 0, and
i
() = 0. pairwise disjoint sequence ( E
n
)
n=1
B,
n=1
[
r
(E
n
) [
n=1
[ (E
n
) [ < +, where the last inequality follows from the fact that
is a C-value pre-measure. We also have
n=1
r
(E
n
) =
n=1
Re ((E
n
) ) = Re (
n=1
(E
n
) ) = Re ( (
n=1
E
n
) ) =
r
(
n=1
E
n
). Hence,
r
is an IR-valued pre-measure on (X, B). Note that
n=1
[
i
(E
n
) [

n=1
[ (E
n
) [ < + and
n=1
i
(E
n
) =
n=1
Im( (E
n
) ) = Im(
n=1
(E
n
) ) = Im((
n=1
E
n
) ) =
i
(
n=1
E
n
). Hence,
i
is an IR-valued pre-measure on (X, B). By Jordan
Decomposition Theorem 11.160,
r
and
i
are nite IR-valued measures on
(X, B).
E B, n Z
+
k
)
n
k=1
B with E =
n
k=1
E
k
,
n
k=1
[
r
(E
k
) [
n
k=1
[ (E
k
) [ T (E). Hence, T
r
(E) T (E).
E B, n Z
+
k
)
n
k=1
B with E =
n
k=1
E
k
,
n
k=1
[
i
(E
k
) [
n
k=1
[ (E
k
) [ T (E). Hence, T
i
(E) T (E).
E B, n Z
+
k
)
n
k=1
B with E =
n
k=1
E
k
,
n
k=1
[ (E
k
) [ =
n
k=1
_
(
r
(E
k
))
2
+ (
i
(E
k
))
2

n
k=1
([
r
(E
k
) [ +
[
i
(E
k
) [) T
r
(E)+T
i
(E). Hence, T(E) T
r
(E)+T
i
(E).
Then, T (X) < +. Hence, A is a nite C-valued measure space.
Proposition 11.163 Let A := (X, B, ) be a -nite C-valued measure
space. Then, there exists a pair of -nite IR-valued measures
r
and
i
r
+ i
i
and 0 maxT
r
(E), T
i
(E)
T (E) T
r
(E) +T
i
(E), E B.
Proof Since A is -nite, then (X
n
)
n=1
B such that X =
n=1
X
n
and T (X
n
) < , n IN. Without loss of generality,
we may assume that (X
n
)
n=1
is pairwise disjoint. Fix any n IN.
Let A
n
:= (X
n
, B
n
,
n
) be the nite C-valued measure subspace of A.
Then, A
n
is a nite C-valued pre-measure space. By Proposition 11.162,
there exists nite IR-valued measures
n,r
and
n,i
on (X
n
, B
n
) such that
n
=
n,r
+i
n,i
and 0 maxT
n,r
(E), T
n,i
(E) T
n
(E) T
n,r
(E)+T
n,i
(E) < , E B
n
. By Proposition 11.116, the generation
process on ( (X
n
, B
n
,
n,r
) )
n=1
yields a unique -nite IR-valued measure
space (X, B,
r
) on X and the generation process on ((X
n
, B
n
,
n,i
) )
n=1
yields a unique -nite IR-valued measure space (X, B,
i
) on X.
E B, let E
n
:= E X
n
B
n
, n IN. Then, T (E) =
n=1
T (E
n
) =
n=1
T
n
(E
n
), where the rst equality follows from
the fact that T is a measure; and the second equality follows from Propo-
sitions 11.116 and 11.113. By Propositions 11.116 and 11.113, we have
T (E)
n=1
T
n,r
(E
n
) =
n=1
T
r
(E
n
) = T
r
(E). Similarly,
we have T (E) T
i
(E). Again, by Propositions 11.116 and 11.113,
T(E)
n=1
(T
n,r
(E
n
)+T
n,i
(E
n
)) = T
r
(E)+T
i
(E). Hence,
we have 0 maxT
r
(E), T
i
(E) T(E) T
r
(E)+T
i
(E)
, E B.
r
+i
i
is a -nite C-valued measure on (X, B).
n IN, E B
n
, T (E) T (X
n
) < and E dom( ). This
implies that maxT
r
(E), T
i
(E) T(E) < and E dom(
r
)
dom(
i
). Then, (
r
+ i
i
)(E) =
r
(E) + i
i
(E) =
n,r
(E) + i
n,i
(E) =
(
n,r
+ i
n,i
)(E) =
n
(E) = (E), where the rst equality follows from
Proposition 11.136; the second equality follows from Proposition 11.113;
the third equality follows from Proposition 11.136; and the last equality
follows from Proposition 11.113. Hence, A
n
is the nite C-valued measure
subspace of (X, B,
r
+ i
i
), n IN. By Proposition 11.115, we have
=
r
+ i
i
.
Denition 11.164 Let (X, B) be a measurable space,
1
and
2
be mea-
sures on (X, B), and f : X [0, ) IR be B-measurable. We will
say that f is a Radon-Nikodym derivative of
1
with respect to
2
if
1
(E) =
_
E
f d
2
, E B. Let be a IK-valued measure on (X, B), Y
be a normed linear space over IK, be a Y-valued measure on (X, B), and
f : X Y be B-measurable. We will say that

f is a Radon-Nikodym
derivative of with respect to if T

f is a Radon-Nikodym derivative of
T with respect to T (that is, T(E) =
_
E
T

f dT [0, ] IR
e
,
E B) and (E) =
_
E
f d Y, E dom( ).
It is easy to see that the denition above is compatible with the iden-
tication of -nite IR-valued measures and -nite measures eluded to in
Section 11.7. It is straightforward to show that if

f : X Y is a Radon-
Nikodym derivative of with respect to , then T T . When
is -nite, Y is a Banach space, and W is a separable subspace of Y, then
Proposition 11.152 guarantees that any measurable function

f : X W
is a Radon-Nikodym derivative of some -nite Y-valued measure with
respect to . The next result gives the sucient condition under which
the Radon-Nikodym derivative is unique. The Radon-Nikodym Theorems
then give sucient conditions on and under which the Radon-Nikodym
derivative exists.
Proposition 11.165 Let A := (X, B, ) be a -nite IK-valued measure
space, Y be a separable Banach space over IK, be a -nite Y-valued
measure on (X, B), and f : X Y be a Radon-Nikodym derivative of the
with respect to , and g : X Y be B-measurable. Then, g is a Radon-
Nikodym derivative of with respect to if, and only if, g = f a.e. in A.
In this case, we will write
d
d
= f a.e. in A
Proof Suciency Let g = f a.e. in A. Then, by Propositions 7.21,
7.23, 11.38, and 11.39, T g = T f a.e. in A. E B, T (E) =
_
E
T f dT =
_
E
T g dT , where the second equality follows from
Proposition 11.81. E dom( ), > T (E) =
_
E
T f dT =
_
E
T g dT . Then, f[
E
and g[
E
are absolutely integrable over c :=
(E, B
E
,
E
), which is the IK-valued measure subspace of A. This implies
that, by Proposition 11.130, (E) =
_
E
f d =
_
E
g d Y. Hence, g is a
Radon-Nikodym derivative of with respect to .
Necessity Let g : X Y be another Radon-Nikodym derivative of
with respect to . Dene := , which is a -nite Y-valued measure
on (X, B), by Proposition 11.136. Then, by Proposition 11.135, (E) =
Y
and T(E) = 0, E B. By Proposition 11.152, we may dene a -nite
Y-valued measure

on (X, B) such that T
(E) =
_
E
T (f g) dT ,
E B, and

(E) =
_
E
(f g) d, E B with
_
E
T (f g) dT < .
E B with T(E) < , then f[
E
and g[
E
are absolutely integrable over
c. By Proposition 11.130, (f g)[
E
is absolutely integrable over c. Then,
we have
Y
= (E) = (E) (E) =
_
E
f d
_
E
g d =
_
E
(f g) d =
(E). By Proposition 11.135, we have =

. Then, E B, E dom( ),
0 = T (E) = T

(E) =
_
E
T (f g) dT . By Proposition 11.94,
T (f g) = 0 a.e. in A and f = g a.e. in A.
Proposition 11.166 Let (X, B) be a measurable space, and
1
be -
nite measures on (X, B),

A := (X, B, ),

A
1
:= (X, B,
1
), ,
1

M
(X, B, IK), A := (X, B, ), A

1
:= (X, B,
1
), Y be a separable Banach
space over IK, Z be a Banach space over IK, W be a separable subspace
of B(Y, Z),
1
,
2
M
(X, B, Y),

A
1
:= (X, B,
1
),
di
d
=:

f
i
: X
Y a.e. in A, i = 1, 2,
d
d1
=:

f : X [0, ) IR a.e. in

A
1
,
d
d1
=: f :
X IK a.e. in A
1
, g : X W be B-measurable,

f : X [0, ) IR be
B-measurable,

f : X IK be B-measurable,
0
IK, A B(Y, Z), and
y
0
Y, . Then, the following statements hold.
(i)
_
X
f d =
_
X
(

f

f) d
1
[0, ] IR
e
.
(ii) g is absolutely integrable over

A
1
if, and only if, (T g)(T

f
1
) is
integrable over (X, B, T ). In which case,
_
X
g d
1
=
_
X
(g

f
1
) d
Z.
(iii)
d(1+2)
d
=

f
1
+

f
2
=
d1
d
+
d2
d
a.e. in A.
(iv) A
f
1
is a Radon-Nikodym derivative of A
1
with respect to .
(v)
d(01)
d
=
0

f
1
=
0
d1
d
a.e. in A.
(vi)
d(y0)
d1
= fy
0
=
_
d
d1
_
y
0
a.e. in A
1
.
(vii)
d1
d1
=

f
1
f =
_
d1
d
__
d
d1
_
a.e. in A
1
.
(viii)
d1
d
=

f a.e. in A if, and only if,

ff = 1 a.e. in A
1
.
Proof (i) By Denition 11.164,

f is B-measurable and (E) =
_
E
f d
1
IR
e
, E B. By Propositions 7.23, 11.38, and 11.39,

f

f
is B-measurable. By Proposition 11.66, there exists a sequence of sim-
ple functions
_
n
_
n=1
,

n
:

A [0, ) IR, n IN, such that
0

n
(x)

f(x), x X, n IN, and lim
nIN

n
=

f a.e. in

A, where
A := (X, B, +
1
) is a -nite measure space by Proposition 11.134.
n IN, dene
n
:=
_
n
i=1
i
. Then,
n
is a simple function of

A to
[0, ) IR, 0
n
(x)
n+1
(x)

f(x), x X, n IN. By Propo-
sition 11.50, lim
nIN
n
=

f a.e. in

A. Since +
1
, then
n
is a
simple function of

A, n IN, and lim
nIN
n
=

f a.e. in

A. By Monotone
_
X
f d = lim
nIN
_
X

n
d IR
e
. Fix any
n IN. Let
n
n
=
n
i=1
a
i
Ai,X
.
Then, by Propositions 11.74 and 11.81,
_
X

n
d =
n
i=1
a
i
(A
i
) =
n
i=1
a
i
_
Ai
f d
1
=
n
i=1
_
X
(a
i
Ai,X

f) d
1
=
_
X
(
n
i=1
a
i
Ai,X
)

f d
1
=
_
X
(
n

f) d
1
. Note that 0
n
(x)

f(x)
n+1
(x)

f(x)

f(x)

f(x),
x X, n IN. By Proposition 11.50, lim
nIN
n

f =

f

f a.e. in

A.
Since
1
+
1
, then lim
nIN
n

f =

f

f a.e. in

A
1
. By Monotone Con-
vergence Theorem 11.79, we have
_
X
(

f

f) d
1
= lim
nIN
_
X
(
n

f) d
1
=
lim
nIN
_
X

n
d =
_
X
f d IR
e
.
(ii) Since
d1
d
=

f
1
a.e. in A, then
d11
d1
= T

f
1
a.e. in A. By
(i),
_
X
T g dT
1
=
_
X
(T g)(T

f
1
) dT IR
e
. Hence, g is
absolutely integrable over

A
1
if, and only if, (T g)(T

f
1
) is inte-
grable over (X, B, T ). Let g be absolutely integrable over

A
1
, then
_
X
Tg dT
1
=
_
X
(Tg)(T
f
1
) dT < . By Proposition 11.66, there
exists a sequence of simple functions (
n
)
n=1
,
n
:

A
1
W, n IN, such
that |
n
(x) | |g(x) |, x X, n IN, and lim
nIN
n
= g a.e. in

A
1
,
where

A
1
:= (X, B, T + T
1
) is a -nite measure space by Propo-
sition 11.134. Since T
1
T + T
1
, then
n
is a simple function
of

A
1
, n IN, and lim
nIN
n
= g a.e. in

A
1
. By Lebesgue Dominated
_
X
g d
1
= lim
nIN
_
X

n
d
1
Z. Fix any
n IN. Let
n
n
=
n
i=1
w
i
Ai,X
.
Note that

W := span( z Z [ z = wy, w W, y Y) is a separable sub-
space of Z. Then, by Propositions 11.123 and 11.130, we have
_
X

n
d
1
=
n
i=1
w
i
1
(A
i
) =
n
i=1
w
i
_
Ai
f
1
d =
n
i=1
_
X
(
Ai,X
w
i

f
1
) d =
_
X
(
n
i=1
Ai,X
w
i

f
1
) d =
_
X
(
n

f
1
) d. Note that T (
n

f
1
)(x) =
_
_
n
(x)

f
1
(x)
_
_
|
n
(x) |
_
_
f
1
(x)
_
_
(T g(x)) (T

f
1
(x)), x X,
n IN. Note also that
n

f
1
: X

W Z and g

f
1
: X

W, n IN.
By Propositions 7.65, 11.38, and 11.39,
n

f
1
and g

f
1
are B-measurable,
n IN. By Proposition 11.50, lim
nIN
n

f
1
= g

f
1
a.e. in

A
1
. Since
T T+T
1
, then lim
nIN
n

f
1
= g

f
1
a.e. in A. By Lebesgue Dom-
inated Convergence Theorem 11.129,
_
X
(g

f
1
) d = lim
nIN
_
X
(
n

f
1
) d =
lim
nIN
_
X

n
d
1
=
_
X
g d
1
Z.
(iii) By Proposition 11.152,

f
1
+

f
2
is a Radon-Nikodym derivative of
a -nite Y-valued measure on (X, B) with respect to . E B with
(T
1
+T
2
+ T )(E) < , then T
i
(E) =
_
E
T

f
i
dT < ,
i = 1, 2. This implies that

f
i
E
, i = 1, 2, are absolutely integrable over
c := (E, B
E
,
E
), which is the IK-valued measure subspace of A. Then,
(E) =
_
E
(

f
1
+

f
2
) d =
_
E
f
1
d +
_
E
f
2
d =
1
(E) +
2
(E) = (
1
+
2
)(E) Y, where the second equality follows from Proposition 11.130;
and the last equality follows from Proposition 11.136. Note that T
1
+
T
2
+ T is a -nite measure on (X, B) by Proposition 11.134. By
Proposition 11.135, we have =
1
+
2
. Hence, by Proposition 11.165,
d(1+2)
d
=

f
1
+

f
2
a.e. in A.
(iv) Note that A
f
1
: X 1( A) Z, where 1( A) is a separable
subspace of Z since Y is separable. By Proposition 11.152, A
f
1
is a Radon-
Nikodym derivative of a -nite Z-valued measure on (X, B) with respect
to . E B with (T
1
+ T )(E) < , then T
1
(E) =
_
E
T
f
1
dT < . This implies that

f
1
E
is absolutely integrable over c :=
(E, B
E
,
E
), which is the IK-valued measure subspace of A. Then, (E) =
_
E
(A
f
1
) d = A
_
E
f
1
d = A
1
(E) = (A
1
)(E) Z, where the second
equality follows from Proposition 11.130; and the last equality follows from
Proposition 11.136. Note that T
1
+T is a -nite measure on (X, B)
by Proposition 11.134. By Proposition 11.135, we have = A
1
. Hence,
A
f
1
is a Radon-Nikodym derivative of A
1
with respect to .
(v) and (vi) follows immediately from (iv) and Proposition 11.165.
(vii) By Proposition 11.152,

f
1
f is a Radon-Nikodym derivative of a
-nite Y-valued measure on (X, B) with respect to
1
. E B with
(T+T
1
+T
1
+T )(E) < , then T
1
(E) =
_
E
T
f
1
dT < ,
T (E) =
_
E
T (

f
1
f) dT
1
=
_
E
(T

f
1
) (T f) dT
1
< , and
(E) =
_
E
(

f
1
f) d
1
=
_
E
f
1
d =
1
(E) Y, where the second equality
follows from (ii). Note that T + T
1
+ T
1
+ T is a -nite
measure on (X, B) by Proposition 11.134. By Proposition 11.135, we have
=
1
. Hence, by Proposition 11.165,
d1
d1
=

f
1
f a.e. in A
1
.
(viii) Necessity Let
d1
d
=

f a.e. in A. By (vii),
d1
d1
=

ff a.e. in A
1
.
Clearly, the constant function 1 of X is a Radon-Nikodym derivative of
1
with respect to
1

ff = 1 a.e. in A
1
.
Suciency Let

f be such that

ff = 1 a.e. in A
1
. By Proposi-
tion 11.152,

f is a Radon-Nikodym derivative of a -nite IK-valued mea-

sure on (X, B) with respect to . E B with (T
1
+T )(E) < ,
(E) =
_
E
f d =
_
E
(
ff) d
1
=
_
E
1 d
1
=
1
(E) IK, where the sec-
ond equality follows from (ii); the third equality follows from Proposi-
tion 11.130; and the last equality follows from Proposition 11.123. By
Proposition 11.135, we have =
1
d1
d
=

f a.e. in A.
Theorem 11.167 (Radon-Nikodym) Let A := (X, B, ) be a -nite
measure space, be a -nite IR-valued measure on (X, B). Assume that
T . Then, there exists f : X IR such that f is the Radon-
Nikodym derivative of with respect to . The function f is unique in
the sense that g : X IR is another function with this property if, and
only if, g is B-measurable and f = g a.e. in A. Hence,
d
d
= f a.e. in A.
Furthermore, when is a -nite measure on (X, B), then we may take
f : X [0, ) IR.
Proof We will show the existence of f in three steps. First, consider
the special case that A is a nite measure space and is a nite measure on
(X, B). Dene T :=
_
f : X [0, ) IR
f is B-measurable, and A
B,
_
A
f d (A)
_
. Clearly, the identically 0 function belongs to T , = .
Let := sup
fJ
_
X
f d IR
e
. Then, 0. Clearly, (X) < +,
by the denition of T. f
1
, f
2
T, by Propositions 11.38, 11.39, 7.23,
f
1
f
2
is B-measurable. Then, B := x X [ f
1
(x) f
2
(x) > 0 B
and C := x X [ f
1
(x) f
2
(x) 0 B. Clearly, B = X C.
By Proposition 11.40, f
1
f
2
is B-measurable. A B, by Propo-
sition 11.81,
_
A
(f
1
f
2
) d =
_
AB
(f
1
f
2
) d +
_
AC
(f
1
f
2
) d =
_
AB
f
1
d +
_
AC
f
2
d (A B) + (A C) = (A). Therefore,
f
1
f
2
T. By the denition of , there exists
_

f
n
_
n=1
T such that =
lim
nIN
_
X
f
n
d. n IN, let

f
n
:=
_
n
i=1
f
i
T. Then,

f
n
(x)

f
n+1
(x),
x X, n IN. By Proposition 11.81 and the denition of , we have
_
X
f
n
d
_
X
f
n
d . Then, = lim
nIN
_
X
f
n
d [0, (X)] IR. By
Proposition 11.80, f : X [0, ) IR, which is B-measurable, such that
lim
nIN

f
n
= f a.e. in A and
_
X
f d = lim
nIN
_
X
f
n
d = . A B, by
Monotone Convergence Theorem 11.79, we have
_
A
f d =
_
X
(f
A,X
) d =
lim
nIN
_
X
(

f
n
A,X
) d = lim
nIN
_
A
f
n
d (A). Then, f T. Clearly,
f is integrable over A.
Claim 11.167.1 (E) =
_
E
f d, E B.
Proof of claim: Suppose that E
0
B such that (E
0
) >
_
E0
f d 0.
Then,
0
> 0 such that (E
0
) >
0
(E
0
) +
_
E0
f d. Dene : B IR
by (E) = (E)
0
(E)
_
E
f d. By Propositions 11.114 and 11.134,
is a nite IR-valued measure with (E
0
) (0, ) IR. By Lemma 11.158,
A
0
B with A
0
E
0
such that A
0
is a positive set for with (A
0
)
(0, ) IR. Clearly, 0 < (A
0
) (A
0
). By and is nite,
we have (A
0
) (0, ) IR. E B, (E) = (E A
0
) + (E A
0
)
(EA
0
)+
0
(EA
0
)+
_
EA0
f d+
_
E\A0
f d
0
(EA
0
)+
_
E
f d,
where the last inequality follows from Proposition 11.81. Let f
1
:=
0
A0,X
.
By Propositions 11.38, 11.39, and 7.23, f + f
1
is B-measurable. E B,
_
E
(f +f
1
) d =
_
E
f d+
_
E
f
1
d =
_
E
f d+
0
(EA
0
) (E), where
the rst equality follows from Proposition 11.81; and the second equality
follows from Proposition 11.74. Hence, f +f
1
T. Then,
_
X
(f +f
1
) d =
_
X
f d+
_
X
f
1
d = +
0
(A
0
) > . This contradicts with the denition
of . Therefore, the claim holds. 2
Hence, f is a Radon-Nikodym derivative of with respect to . This
special case is proved.
Next step, we consider the case when A is a -nite measure space and
is a -nite measure on (X, B). Then, X =
n=1
X
n
where ( X
n
)
n=1
B,
(X
n
) < +, and (X
n
) < +, n IN. Without loss of generality,
we may assume that X
n
s are pairwise disjoint. n IN, let (X
n
, B
n
,
n
)
be the nite measure subspace of A and (X
n
, B
n
,
n
) be the nite mea-
sure subspace of (X, B, ) as dened in Proposition 11.13. By , we
have
n

n
. Then, by the rst step,
f
n
: X
n
[0, ) IR such
that

f
n
is B
n
-measurable and
n
(E
n
) =
_
En
f
n
d
n
, E
n
B
n
. Dene
f : X [0, ) IR by f(x) =

f
n
(x), x X
n
, n IN. By Propo-
sition 11.41, f is B-measurable. E B, (E) =
n=1
(E X
n
) =
n=1
n
(E X
n
) =
n=1
_
EXn
f
n
d
n
=
n=1
_
EXn
f[
Xn
d
n
=
n=1
_
EXn
f d =
_
E
f d, where the fth and sixth equalities follow
from Proposition 11.81. Hence, f is a Radon-Nikodym derivative of with
respect to .
The third step, we consider the case when A is a -nite measure space
and is an -nite IR-valued measure on (X, B). By Jordan Decomposition
Theorem 11.161, there exists a pair of mutually singular -nite measures
+
and

+

and T =
+
+
. By
T , we have
+
and
. By the second step, f

+
: X
[0, ) IR and f
: X [0, ) IR such that f

+
and f
are Radon-
Nikodym derivatives of
+
and
with respect to , respectively. Let f :=

f
+
f
. E dom( ), we have T (E) =

+
(E) +
(E) =
_
E
f
+
d +
_
E
f
d < . This leads to

_
E
f
+
d < and
_
E
f
d < . Then,
f
+
[
E
and f
[
E
are (absolutely) integrable over c := (E, B
E
,
E
), which
is the -nite measure subspace of A. Then, (E) =
+
(E)
(E) =
_
E
f
+
d
_
E
f
d =
_
E
f d IR, where the third equality follows from
Proposition 11.90. By Proposition 11.114, f is a Radon-Nikodym derivative
of a -nite IR-valued measure on (X, B) with respect to . The above
shows that (E) = (E) IR, E dom( ). By Proposition 11.135, we
have = . Hence, f is a Radon-Nikodym derivative of with respect to
.
This completes the three steps to show the existence of f. The unique-
ness of f follows directly from Proposition 11.165. This completes the proof
of the theorem. 2
Proposition 11.168 Let A := (X, B) be a measurable space, Y be a sep-
arable normed linear space over IK, and f : X Y. Assume that Y
is
separable, D
is a countable dense set, and, y
, f
y
: X IK
dened by f
y
(x) = y
, f(x) )), x X, is B-measurable. Then, f is

B-measurable.
Proof Let D Y be a countable dense set. By Proposition 4.4, Y is
second countable with a countable basis c := B
Y
( y
0
, r ) [ y
0
D, r
Q, r > 0. By Proposition 11.34, all we need to show is that B
Y
( y
0
, r )
c, V := f
inv
(B
Y
( y
0
, r )) B. N IN such that r > 1/N. We will
show that V = U :=
n=N
yD, y,=
Y
f
yinv
(B
IK
( y
, y
0
)) , |y
| (r
1/n))) B. n IN with n N, y
with y
,=
Y
, f
y
is B-measurable implies that f
yinv
(B
IK
( y
, y
0
)) , |y
| (r 1/n))) B.
Hence, U B.
x V , we have |f(x) y
0
| < r. Then, n IN with n N such
that |f(x) y
0
| < r 1/n. y
with y
,=
Y
, we have [ f
y
(x)
y
, y
0
)) [ = [ y
, f(x) y
0
)) [ |y
| |f(x) y
0
| < |y
| (r 1/n).
Hence, x f
yinv
(B
IK
( y
, y
0
)) , |y
| (r 1/n))). Then, x U. By the

arbitrariness of x, we have V U.
On the other hand, x U, n IN with n N, y
with y
,=
Y
, we have [ f
y
(x) y
, y
0
)) [ < |y
| (r 1/n). Then, [ y
, f(x)
y
0
)) [ < |y
| (r 1/n). If f(x) = y
0
, then x V . If f(x) ,= y
0
, by
Proposition 7.85, y
0
Y
with |y
0
| = 1 such that |f(x) y
0
| =
y
0
, f(x) y
0
)). Since D
is dense in Y
, then, by Proposition 4.13,

( y
i
)
i=1
D
that converges to y
0
. Without loss of generality, assume
y
i
,=
Y
, i IN. By Propositions 3.66, 3.67, 7.21, and 7.72, we have
|f(x) y
0
| = lim
iIN
[ y
i
, f(x) y
0
))[ lim
iIN
|y
i
| (r 1/n) = r
1/n < r. Hence, x V . This implies that U V .
Hence, V = U B. This completes the proof of the proposition. 2
Theorem 11.169 (Radon-Nikodym) Let A := (X, B, ) be a -nite
IK-valued measure space, Y be a separable reexive Banach space over IK,
be a -nite Y-valued measure on (X, B). Assume that T T and
Y
is separable. Then, there exists f : X Y such that f is the Radon-

Nikodym derivative of with respect to . The function f is unique in the
sense that g : X Y is another function with this property if, and only if,
g is B-measurable and f = g a.e. in A. Hence,
d
d
= f a.e. in A.
Proof First, we consider the special case when A is a -nite measure
space and Y = C. By Proposition 11.163, =
r
+ i
i
, where
r
and
i
are -nite IR-valued measures on (X, B), and maxT
r
(E), T
i
(E)
T (E) T
r
(E) + T
i
(E), E B. Then, T implies
that T
r
and T
i
. By Radon-Nikodym Theorem 11.167,
there exist f
r
: X IR and f
i
: X IR such that
dr
d
= f
r
a.e. in A
and
di
d
= f
i
a.e. in A. By Proposition 11.166, we have
d
d
=
d(r+ii)
d
=
dr
d
+ i
di
d
= f
r
+ if
i
=: f : X C a.e. in A. This completes the proof of
the special case.
Next, we consider the special case when A is a -nite measure space.
y
, dene
y
to be the -nite IK-valued measure on (X, B) such
that
y
(E) = y
, (E) )), E dom( ), as shown in Proposition 11.136.

Then, by Proposition 11.136, T
y
|y
| T. Then, T
y
since
T . By Radon-Nikodym Theorem 11.167 and the special case,
! f
y
: X IK such that
dy
d
= f
y
a.e. in A. y
1
, y
2
Y
, , IK,
E dom( ), we have E dom(
y1
) dom(
y2
) dom(
y1+y2
).
Then, IK
y1+y2
(E) =
_
E
f
y1+y2
d = y
1
+ y
2
, (E) )) =
y
1
, (E) )) + y
2
, (E) )) =
y1
(E) +
y2
(E) =
_
E
f
y1
d +
_
E
f
y2
d,
_
E
T f
y1+y2
d < ,
_
E
T f
y1
d < , and
_
E
T
f
y2
d < . Then, f
y1
[
E
and f
y2
[
E
are absolutely integrable over
c := (E, B
E
,
E
), which is the -nite measure subspace of A. By Propo-
y1+y2
(E) =
_
E
f
y1+y2
d =
_
E
(f
y1
+
f
y2
) d IK, E B with T (E) < . By Propositions 11.114 and
11.135, f
y1
+ f
y2
is a Radon-Nikodym derivative of
y1+y2
with
respect to . Then, by Proposition 11.165,
f
y1+y2
= f
y1
+f
y2
a.e. in A; y
1
, y
2
Y
, , IK
Note that T is a -nite measure on (X, B) and T . Again,
by Radon-Nikodym Theorem 11.167, !

f : X [0, ) IR such that
d1
d
=

f a.e. in A. This yields T (E) =
_
E
f d, E B. y
,
by Denition 11.164, T
y
(E) =
_
E
(T f
y
) d (|y
| T )(E),
E B. When |y
| > 0, T
y
(E) (|y
| T )(E) = |y
| T (E) =
|y
|
_
E
f d =
_
E
(|y
|

f) d, where the rst equality follows from Propo-
sition 11.134; and the third equality follows from Proposition 11.81. When
|y
| = 0, T
y
(E) 0 =
_
E
(|y
|

f) d, where the inequality follows
from Proposition 11.136; and the equality follows from Proposition 11.74.
Hence, T
y
(E) =
_
E
(T f
y
) d
_
E
(|y
|

f) d, E B, y
.
Then, by Propositions 11.94,
T f
y
|y
|

f a.e. in A; y
Let IK
Q
:= Q if IK = IR and IK
Q
:= + i C [ , Q if IK = C.
Clearly, IK
Q
is a countable dense set in IK.
Let D Y
be a countable dense set and

D :=
n
i=1
i
y
i
Y
[ n
Z
+
,
1
, . . . ,
n
IK
Q
, y
1
, . . . , y
n
D. Then,

D Y
is also a countable
dense set. Note that, y
1
, y
2

D, , IK
Q
, we have y
1
+y
2

D.
Dene
E
0
:=
_
x X
y
1
, y
2

D, , IK
Q
f
y1+y2
(x) ,=
f
y1
(x) +f
y2
(x) or [ f
y1
(x) [ > |y
1
|

f(x)
_
Then, E
0
B and (E
0
) = 0.
f
y1+y2
(x) = f
y1
(x) + f
y2
(x); (11.4)
x X E
0
, y
1
, y
2

D, , IK
Q
and
[ f
y
(x) [ |y
|

f(x); x X E
0
, y

D (11.5)
x X E
0
, y
, by Proposition 4.13, (y
i
)
i=1

D that converges
to y
. Then, this sequence is a Cauchy sequence. By (11.4) and (11.5),

( f
yi
(x) )
i=1
IK is a Cauchy sequence and admits limit F(x, y
) IK. It
should be clear that F(x, y
) is independent of the choice of the sequence

( y
i
)
i=1
, since let ( y
i
)
i=1

D be any sequence converging to y
, the com-
bined sequence (y
1
, y
1
, y
2
, y
2
, . . .)

D converges to y
. Therefore, the
sequence (f
y1
(x), f
y1
(x), f
y2
(x), f
y2
(x), . . .) IK is a Cauchy sequence
and admits a limit, which has to equal to F(x, y
). Then, x X E
0
,
y
, F(x, y
) IK. x X E
0
, y

D, F(x, y
) = f
y
(x).
x X E
0
, y
1
, y
2
Y
, , IK, ( y
1,i
)
i=1

D that con-
verges to y
1
, ( y
2,i
)
i=1

D that converges to y
2
, (
i
)
i=1
IK
Q
that converges to , and (
i
)
i=1
IK
Q
that converges to . By
Propositions 7.23, 3.66, and 3.67, we have lim
iIN
(
i
y
1,i
+
i
y
2,i
) =
y
1
+ y
2
, where the sequence on the left-hand-side is contained in
D. This implies that F(x, y

1
+ y
2
) = lim
iIN
f
i y1,i+i y2,i
(x) =
lim
iIN
(
i
f
y1,i
(x) +
i
f
y2,i
(x)) = F(x, y
1
) + F(x, y
2
), where the sec-
ond equality follows from (11.4); and the last equality follows from Proposi-
tions 7.23, 3.66, and 3.67. Furthermore, [ F(x, y
1
) [ = lim
iIN
f
y1,i
(x)
lim
iIN
| y
1,i
|

f(x) = |y
1
|

f(x), where the inequality follows from (11.5);
and the last equality follows from Propositions 3.66 and 7.21. Hence,
x X E
0
, F(x, ) : Y
IK is a bounded linear functional on Y
. Since
Y is reexive, then f(x) Y such that F(x, y
) = y
, f(x) )), y
and |f(x) |

f(x). Therefore, we may dene f : X Y by assigning
f(x) =
Y
, x E
0
.
y
, dene F
y
: X IK by F
y
(x) = y
, f(x) )), x X. Fix

any y

D. Then, x X E
0
, F
y
(x) = y
, f(x) )) = F(x, y
) = f
y
(x)
and, x E
0
, F
y
(x) = y
, f(x) )) = 0. By Proposition 11.41, F

y
is
B-measurable. By the arbitrariness of y
and Proposition 11.168, f is B-

measurable.
Claim 11.169.1 y
0
Y
, f
y0
(x) = y
0
, f(x) )) a.e. x A.
Proof of claim: Let

D := Dy
0
and

D :=
_
n
i=1
i
y
i
Y
n
Z
+
,
1
, . . . ,
n
IK
Q
, y
1
, . . . , y
n

D
_
. Then,

D Y
is also a countable
dense set and

D

D. Dene
E
1
:=
_
x X
y
1
, y
2

D, , IK
Q
f
y1+y2
(x) ,=
f
y1
(x) +f
y2
(x) or [ f
y1
(x) [ > |y
1
|

f(x)
_
Then, E
1
B, (E
1
) = 0 and E
0
E
1
.
x X E
1
, y
1
, y
2

D, , IK
Q
, we have f
y1+y2
(x) =
f
y1
(x) + f
y2
(x) and [ f
y1
(x) [ |y
1
|

f(x). By Proposition 4.13,
( y
i
)
i=1

D that converges to y
0
. Then, this sequence is a Cauchy se-
quence. By the above, ( f
yi
(x) )
i=1
IK is a Cauchy sequence and admits
limit

F(x, y
0
) IK. It should be clear that

F(x, y
0
) is independent of the
choice of the sequence (y
i
)
i=1
. Two particular sequences ( y
i
)
i=1

D
converging to y
0
and (y
0
, y
0
, . . .)

D leads to f
y0
(x) =

F(x, y
0
) =
F(x, y
0
). Therefore, f
y0
(x) = F(x, y
0
) = y
0
, f(x) )) = F
y0
(x),
x XE
1
. Note that f
y0
is B-measurable and, by Propositions 7.72 and
11.38, F
y0
is B-measurable. Then, E
1
x X [ f
y0
(x) ,= F
y0
(x) =
x X [ [ f
y0
(x) F
y0
(x) [ > 0 B. Hence, f
y0
= F
y0
a.e. in A.
Therefore, the claim holds. 2
Note that T f(x)

f(x), x X, and T f is B-measurable,
by Propositions 7.21 and 11.38. E dom( ), we have T (E) =
_
E
f d < . This implies that

_
E
T f d < . By Proposition 11.90,
we have
_
E
f d Y. y
, T
y
(E) (|y
| T )(E) < ,
E dom(
y
), and y
, (E) )) =
y
(E) =
_
E
f
y
d =
_
E
F
y
d =
_
E
y
, f(x) )) d(x) =
,
_
E
f d
__
, where the last three equalities fol-
low from Proposition 11.90. Hence, by Proposition 7.85, (E) =
_
E
f d
Y, E dom( ). Hence, by Propositions 11.114 and 11.135, f is a Radon-
Nikodym derivative of with respect to . By Proposition 11.165, f is
unique as desired and
d
d
= f a.e. in A.
Finally, we consider the general case. Let

A := (X, B, T ), which is a
-nite measure space. By the second special case, ! f
1
: X Y such that
d
d1
= f
1
a.e. in

A. Again by the second special case, ! f
2
: X IK such
that
d
d1
= f
2
a.e. in

A. By Denition 11.164,
d1
d1
= T f
2
a.e. in

A.
Clearly, the constant function 1 is the Radon-Nikodym derivative of T
with respect to T . Then, T f
2
= 1 a.e. in

A and f
3
: X IK such
that f
3
f
2
= 1 a.e. in

A. By Proposition 11.166,
d1
d
= f
3
a.e. in A and
d
d
=
_
d
d1
__
d1
d
_
= f
1
f
3
=: f : X Y a.e. in A.
Theorem 11.170 (Lebesgue Decomposition) Let A := (X, B, ) be a
-nite measure space, Y be a Banach space, and be a -nite Y-valued
measure on (X, B). Then, there exists a unique pair of -nite Y-valued
measures
0
and
1
on (X, B) such that T
0
, T
1
, =
0
+
1
,
and T = T
0
+T
1
. Furthermore, the following statements hold.
(i) if is a nite Y-valued measure on (X, B), then
0
and
1
are nite
Y-valued measures on (X, B).
(ii) if is a -nite measure on (X, B), then
0
and
1
are -nite mea-
sures on (X, B).
(iii) if is a nite measure on (X, B), then
0
and
1
are nite measures
on (X, B).
Proof Let := +T. By Proposition 11.134, is a -nite measure
on (X, B). Let

A := (X, B, ). Clearly, we have and T . By
Radon-Nikodym Theorem 11.167, f : X [0, ) IR such that f is the
Radon-Nikodym derivative of with respect to . Then, (E) =
_
E
f d,
E B. Let A := x X [ f(x) > 0 B and B := x X [ f(x) =
0 B. Then, A B = and A B = X. By Proposition 11.74, (B) =
_
B
f d = 0. Dene
0
to be a function from B to Y by:
0
(E) is undened,
E B with E B B dom( ); and
0
(E) = (E B) Y, E B
with EB dom( ). Dene
1
to be a function from B to Y by:
1
(E) is
undened, E B with E A B dom( ); and
1
(E) = (E A) Y,
E B with EA dom( ). By Proposition 11.155,
0
and
1
are -nite
Y-valued measures on (X, B) such that =
0
+
1
, T = T
0
+T
1
,
T
0
(E) = T (E B), and T
1
(E) = T (E A), E B. This
implies that T
0
(A) = T (A B) = 0. Then, T
0
.
E B with (E) = 0, we have
_
E
f d = 0. Let

c := (E, B
E
,
E
) be
the -nite measure subspace of

A as dened in Proposition 11.13. Then,
by Proposition 11.94, we have f = 0 a.e. in

c. Then, (E A) = 0 and
T
1
(E) = T (E A) = 0, since T . Hence, T
1
. This
shows that
0
and
1
is the pair of -nite Y-valued measures on (X, B)
that we seek.
Next, we show the uniqueness of the pair
0
and
1
. Let
0
and
1
be
another pair of -nite Y-valued measures on (X, B) such that T
0
,
T
1
, =
0
+
1
, and T = T
0
+T
1
. Then,
A,

B B with
A = X
B such that T
0
(

A) = (

B) = 0. E B with (E) < , we have
(E) < , T (E) = T
0
(E) +T
1
(E) = T
0
(E) +T
1
(E) < .
Then,
0
(E) =
0
(E

A)+
0
(E
B) =
0
(E

B) =
0
(E

B)+
1
(E

B) =
(E

B) =
0
(E

B) +
1
(E

B) +
0
(E

A B) +
1
(E

A B) =
0
(E

B) +(E

AB) =
0
(E

B) +
0
(E

A) =
0
(E) Y, where the
second equality follows from the fact that T
0
(

A) = 0; the third equality
follows from (

B) = 0 and T
1
; the fth equality follows from the
fact that T
0
(

A) = 0, (B) = 0 and T
1
; and the sixth equality
follows from the fact that (

B) = 0 and T
1
. We also have
1
(E) =

1
(E

A) +
1
(E

B) =
1
(E

A) =
1
(E

A) +
0
(E

A) = (E

A) =
0
(E

A) +
1
(E

A) = (E

AB) +
1
(E

A) =
0
(E

AB) +
1
(E
AB)+
1
(E

A) =
1
(E

A) =
1
(E

A)+
1
(E

B) =
1
(E) Y where
the second equality follows from the fact that (

B) = 0 and T
1
;
the third equality follows from T
0
(

A) = 0; the eighth equality follows
from the fact that T
0
(

A) = 0, (B) = 0, and T
1
; and the
ninth equality follows from the fact that (

B) = 0 and T
1
. By
0
=
0
and
1
=
1
. Hence, the pair
0
and
1
is unique.
(i) If is nite, then T (X) = T
0
(X) +T
1
(X) < . Then,
0
and
1
are nite.
(ii) If is a -nite measure on (X, B), by Proposition 11.133, it is
identied with a -nite IR-valued measure on (X, B) such that (E)
11.9. L
P
SPACES 477
[0, ) IR, E dom( ). By the general case, there exists a pair of
-nite IR-valued measures
0
and
1
on (X, B) that satises the desired
properties. By the proof of the general case,
0
(E) [0, ) IR, E
dom(
0
), and
1
(E) [0, ) IR, E dom(
1

0
and
1
are identied with -nite measures
0
and
1
, respectively. Then,
0
= T
0
,
1
= T
1
, and = T = T
0
+T
1
=
0
+
1
.
Then,
0
and
1
are -nite measures on (X, B).
(iii) If is a nite measure on (X, B), then, by (i) and (ii),
0
and
1
are nite measures on (X, B).
11.9 L
p
Spaces
Example 11.171 Let p [1, ) IR, A := (X, B, ) be a -nite mea-
sure space, Y be a separable normed linear space over IK, and (/(A, Y), IK)
be the vector space of functions of A to Y as dened in Example 6.20
with the usual vector addition, scalar multiplication, and the null vector
. Dene l : [0, ) IR [0, ) IR by l(t) = t
p
, t [0, ) IR.
We will introduce the notation T
p
f to denote l T f. Let Z
p
:=
f /(A, Y) [ f is B-measurable and T
p
f is integrable over A . De-
ne | |
p
: Z
p
[0, ) IR by |f |
p
=
__
X
(T
p
f) d
_
1/p
, f Z
p
. We
will next show that Z
p
is a subspace of (/(A, Y), IK) and | |
p
denes a
pseudo-norm on Z
p
.
Clearly, Z
p
,= . f, g Z
p
, IK, by Propositions 7.23,
11.38, and 11.39, f +g and f are B-measurable. By Minkowskis Inequal-
ity 11.172, f + g Z
p
and |f + g |
p
|f |
p
+ |g |
p
. |f |
p
=
__
X
(T
p
(f)) d
_
1/p
=
_
[ [
p
_
X
(T
p
f) d
_
1/p
= [ [
__
X
(T
p
f) d
_
1/p
=
[ [ |f |
p
IR, where the second equality follows from Proposition 11.90.
Hence, f Z
p
.
The above shows that Z
p
is a subspace of (/(A, Y), IK). Hence, (Z
p
, IK)
is a vector space. Clearly, ||
p
= 0. Then, combined with the above,
we have | |
p
denes a pseudo-norm on (Z
p
, IK). By Proposition 7.47,
the quotient space of (Z
p
, IK) modulo | |
p
is a normed linear space, to
be denoted L
p
(A, Y). We will denote the vector space (Z
p
, IK) with the
pseudo-norm | |
p
by

L
p
(A, Y).
f Z
p
with |f |
p
= 0, we have
_
X
T
p
f d = 0. By Proposition 11.94,
we have T
p
f = 0 a.e. in A and f =
Y
a.e. in A. On the other hand,
f /(A, Y) with f =
Y
a.e. in A and f being B-measurable, then, by
Proposition 11.81, |f |
p
= 0 and f Z
p
. Hence, f /(A, Y), f Z
p
and |f |
p
= 0 if, and only if, f =
Y
a.e. in A and f is B-measurable. We
will denote the norm in L
p
(A, Y) by | |
p
and elements in L
p
(A, Y) by [ f ],
where f

L
p
(A, Y).
Theorem 11.172 (Minkowskis Inequality) Let p [1, ) IR, A :=
(X, B, ) be a -nite measure space, Y be a separable normed linear space
over IK, and

L
p
(A, Y) be the vector space over IK with the pseudo-norm ||
p
as dened in Example 11.171. f, g

L
p
(A, Y), then, f +g

L
p
(A, Y) and
|f +g |
p
|f |
p
+|g |
p
When 1 < p < , equality holds if, and only if, , [0, ) IR, which
are not both zeros, such that T f = T g a.e. in A and T (f +g) =
T f +T g a.e. in A.
Proof Clearly, f and g are B-measurable. By Propositions 7.23, 11.38,
and 11.39, f + g is B-measurable. We will distinguish two exhaustive and
mutually exclusive cases: Case 1: |f |
p
|g |
p
= 0; Case 2: |f |
p
|g |
p
> 0.
Case 1: |f |
p
|g |
p
= 0. Without loss of generality, assume that |g |
p
= 0.
Then,
_
X
(T
p
g) d = 0. By Proposition 11.94, we have T
p
g = 0 a.e. in A.
Thus, g =
Y
a.e. in A and f = f +g a.e. in A. By Proposition 11.81, the
integral
_
X
(T
p
(f+g)) d =
_
X
(T
p
f) d IR. Hence, |f+g |
p
= |f |
p
=
|f |
p
+ |g |
p
IR and f + g

L
p
(A, Y). Clearly, equality holds implies
= 0, = 1, Tf = Tg a.e. in A and T(f+g) = Tf+Tg a.e. in A.
Case 2: |f |
p
|g |
p
> 0. Let :=
|f|
p
|f|
p
+|g|
p
(0, 1) IR. x X, we
have
|f(x) +g(x) |
p
(|f |
p
+|g |
p
)
p

_
|f(x) | +|g(x) |
|f |
p
+|g |
p
_p
=
_
|f(x) |
|f |
p
+ (1 )
|g(x) |
|g |
p
_p

|f(x) |
p
|f |
p
p
+ (1 )
|g(x) |
p
|g |
p
p
where the second inequality follows from the convexity of the function t
p
on [0, ) IR. In the above, when p > 1, equality holds if, and only if,
|f(x) +g(x) | = |f(x) | +|g(x) | and
f(x)
|f|
p
=
g(x)
|g|
p
.
_
X
(1p(f+g))
(|f|
p
+|g|
p
)
p
d
_
X
_
(1pf)
|f|
p
p
+(1
)
(1pg)
|g|
p
p
_
d =

|f|
p
p
_
X
(T
p
f) d +
1
|g|
p
p
_
X
(T
p
g) d = 1. This implies
that
_
X
(T
p
(f +g)) d (|f |
p
+|g |
p
)
p
< + and |f +g |
p
|f |
p
+
|g |
p
. Therefore, f +g

L
p
(A, Y).
Fix any p (1, +) IR. By Proposition 11.95, equality holds if, and
only if, T (f + g) = T f + T g a.e. in A and
1f
|f|
p
=
1g
|g|
p
a.e. in A.
Equality implies that = 1/ |f |
p
and = 1/ |g |
p
such that T f =
T g a.e. in A and T (f + g) = T f + T g a.e. in A. On the other
hand, if , [0, ) IR, which are not both zeros, such that T
11.9. L
P
SPACES 479
f = T g a.e. in A and T (f + g) = T f + T g a.e. in A. Without
loss of generality, assume that ,= 0. Then, T g =
1
T f a.e. in A
with
1
:= /. It is easy to show that |g |
p
=
1
|f |
p
. This implies
that
1
= |g |
p
/ |f |
p
. Then, equality holds. Hence, equality holds, if,
and only if, , [0, ) IR, which are not both zeros, such that
T f = T g a.e. in A and T (f +g) = T f +T g a.e. in A.
Hence, the result holds in both cases. This completes the proof of the
theorem. 2
Denition 11.173 Let A := (X, B, ) be a measure space and f : X IR
be B-measurable. The essential supremum of f is
ess sup
x
f(x) := inf M IR [ (x X [ f(x) > M) = 0 IR
e
IR and g : X IR be B-measurable. Then,
(i) ess sup
x
(f(x) +g(x)) ess sup
x
f(x) + ess sup
x
g(x);
(ii) if f g a.e. in A, then ess sup
x
f(x) ess sup
x
g(x);
(iii) (0, ) IR, ess sup
x
(f(x)) = ess sup
x
f(x); and
[0, ) IR, ess sup
x
(f(x)) = ess sup
x
f(x) if
ess sup
x
f(x) IR.
(iv) := ess sup
x
f(x) IR
e
. Then, f(x) a.e. x A.
Proof (i) We will distinguish two exhaustive and mutually exclusive
cases: Case 1: (X) = 0; Case 2: (X) > 0.
Case 1: (X) = 0. Then, M IR, 0 (x X [ f(x) > M)
(X) = 0. Then, ess sup
x
f(x) = . Similarly, ess sup
x
g(x) =
ess sup
x
(f(x) +g(x)) = . Then, the (i) holds.
Case 2: (X) > 0. Note that
n=1
A
n
:=
n=1
x X [ f(x) >
n = X. By Proposition 11.7, n IN such that (A
n
) > 0.
Then, ess sup
x
f(x) n > . Similarly, ess sup
x
g(x) >
and ess sup
x
(f(x) + g(x)) > . Then, := ess sup
x
f(x) +
ess sup
x
g(x) (, +] IR
e
. If = +, then (i) holds. On
the other hand, if IR, M IR with < M, M
1
, M
2
IR with
ess sup
x
f(x) < M
1
and ess sup
x
g(x) < M
2
and M
1
+ M
2
= M.
Then, (x X [ f(x) > M
1
) = 0 = (x X [ g(x) > M
2
).
By Propositions 7.23, 11.38, and 11.39, f + g is B-measurable. Hence,
(x X [ f(x) +g(x) > M) = 0 and ess sup
x
(f(x) +g(x)) M. By
the arbitrariness of M, (i) holds.
(ii) Let := ess sup
x
g(x) IR
e
. We will distinguish two exhaustive
and mutually exclusive cases: Case 1: = +; Case 2: < +. Case
1: = +. The result holds. Case 2: < +. M IR with < M,
(x X [ g(x) > M) = 0. Then, x X [ f(x) > M x
X [ g(x) > Mx X [ f(x) g(x) > 0. By Propositions 7.23, 11.38,
and 11.39, f g is B-measurable. Then, 0 (x X [ f(x) > M)
(x X [ g(x) > M) + (x X [ f(x) g(x) > 0) = 0. Hence,
ess sup
x
f(x) M. By the arbitrariness of M, the result holds.
(iii) Let (0, +) IR. Then, ess sup
x
(f(x)) = inf M
IR [ (x X [ f(x) > M) = 0 = inf M IR [ (x
X [ f(x) > M) = 0 = inf M IR [ (x X [ f(x) > M) =
0 = ess sup
x
f(x), where the third equality follows from Proposi-
tion 3.81.
Let = 0 and ess sup
x
f(x) IR. Then, (X) > 0. Then,
ess sup
x
(f(x)) = ess sup
x
0 = 0 = ess sup
x
f(x).
(iv) We will distinguish three exhaustive and mutually exclusive cases:
Case 1: (X) = 0; Case 2: (X) > 0 and < +; Case 3: (X) > 0
and = +. Case 1: (X) = 0. Then, = . Clearly, the result
holds. Case 2: (X) > 0 and < +. Then, IR. n IN, (E
n
) :=
(x X [ f(x) > + 1/n) = 0. By Proposition 11.7, (E) := (x
X [ f(x) > ) = (
n=1
E
n
) = lim
nIN
(E
n
) = 0. Hence, f(x)
a.e. x A. Case 3: (X) > 0 and = +. Clearly, the result holds.
Hence, (iv) holds in all three cases.
Example 11.175 Let A := (X, B, ) be a measure space, Y be a sepa-
rable normed linear space over IK, and (/(A, Y), IK) be the vector space
of functions of A to Y as dened in Example 6.20 with the usual vec-
tor addition, scalar multiplication, and the null vector . Let Z
:=
f /(A, Y) [ f is B-measurable and ess sup
x
|f(x) | < +. De-
ne | |
: Z
[0, ) IR by |f |
= maxess sup
x
|f(x) | , 0,
f Z
. We will next show that Z
is a subspace of (/(A, Y), IK) and

| |
denes a pseudo-norm on Z
. Clearly, Z
,= . f, g Z
,
IK, by Propositions 7.23, 11.38, and 11.39, f + g and f are B mea-
surable. By Proposition 11.174,
|f +g |
= maxess sup
x
|f(x) +g(x) | , 0
maxess sup
x
(|f(x) | +|g(x) |), 0
maxess sup
x
|f(x) | + ess sup
x
|g(x) | , 0
=
_
ess sup
x
|f(x) | + ess sup
x
|g(x) | if (X) > 0
0 if (X) = 0
|f |
+|g |
< +
and
|f |
= maxess sup
x
|f(x) | , 0 = maxess sup
x
[ [ |f(x) | , 0
=
_
[ [ ess sup
x
|f(x) | if (X) > 0
0 if (X) = 0
= [ [ |f |
< +
11.9. L
P
SPACES 481
Then, f + g, f Z
. Hence, Z
is a subspace of (/(A, Y), IK). This

implies that (Z
, IK) is a vector space. Clearly, ||
= 0. Therefore, ||
denes a pseudo-norm on (Z
, IK). By Proposition 7.47, the quotient space

of (Z
, IK) modulo ||
is a normed linear space, to be denoted L
(A, Y).
We will denote the vector space (Z
, IK) with the pseudo-norm | |
by
(A, Y).
f Z
with |f |
= 0, we have ess sup

x
|f(x) | 0. Then, by
Proposition 11.174, T f = 0 a.e. in A. Hence, f =
Y
a.e. in A. On
the other hand, f /(A, Y) with f =
Y
a.e. in A and f being B-
measurable, we have |f |
= 0 and f Z
. Hence, f /(A, Y),

f Z
and |f |
= 0 if, and only if, f =

Y
a.e. in A and f is B-
measurable. We will denote the norm in L
(A, Y) by | |
and elements
in L
(A, Y) by [ f ], where f

L
(A, Y).
In the following, we will write lim
nIN
z
n
.
= z in

L
p
(A, Y), when the
sequence ( z
n
)
n=1

L
p
(A, Y) converges to z

L
p
(A, Y) in

L
p
(A, Y)
pseudo-norm. We will simply write lim
nIN
z
n
.
= z if there is no con-
fusion in which pseudo-norm convergence occurs. For z

L
p
(A, Y),
we will denote the corresponding equivalence class in L
p
(A, Y) by [ z ].
Then, for ( z
n
)
n=1

L
p
(A, Y), lim
nIN
z
n
.
= z in

L
p
(A, Y) if, and only
if, lim
nIN
[ z
n
] = [ z ] in L
p
(A, Y) (or simply lim
nIN
[ z
n
] = [ z ] when there
is no confusion in which norm convergence occurs.)
Theorem 11.176 (H olders Inequality) Let p [1, +) IR and
q (1, +] IR
e
with 1/p + 1/q = 1, A := (X, B, ) be a -nite mea-
sure space, and Y be a separable normed linear space over IK with Y
being
separable. Then, f

L
p
(A, Y), g =

L
q
(A, Y
), the function r : X IK,

dened by r(x) = g(x), f(x) )), x X, is absolutely integrable over A
and
_
X
[ g(x), f(x) )) [ d(x) |f |
p
|g |
q
When q < , equality holds if, and only if, [ g(x), f(x) )) [ = |f(x) |
|g(x) | a.e. x A and , IR, which are not both zeros, such that
T
p
f = T
q
g a.e. in A.
Proof By Propositions 7.65, 11.38, 11.39, and 7.21, r and T r are
B-measurable. We will distinguish two exhaustive and mutually exclusive
cases: Case 1: q = ; Case 2: 1 < q < +. Case 1: q = . Then,
p = 1. By Proposition 11.174, |g(x) | |g |
a.e. x A. Note that

[ g(x), f(x) )) [ |g(x) | |f(x) | |g |
|f(x) | a.e. x A. Then, by

Propositions 11.81 and 11.90,
_
X
[ g(x), f(x) )) [ d(x) |g |
_
X
T f d = |f |
1
|g |
Case 2: 1 < q < +. Then, 1 0. Case 2a: |f |
p
|g |
q
= 0. Without loss of
generality, assume |g |
q
= 0. Then, g =
Y
a.e. in A. This implies that
[ g(x), f(x) )) [ = 0 a.e. x A and, by Propositions 11.81 and 11.74,
_
X
[ g(x), f(x) )) [ d(x) = 0 = |f |
p
|g |
q
Equality holds = 0, = 1, T
p
f = 0 = T
q
g a.e. in A, and
[ g(x), f(x) )) [ = 0 = |f(x) | |g(x) | a.e. x A. This subcase is proved.
Case 2b: |f |
p
|g |
q
> 0. Then, |f |
p
> 0 and |g |
q
> 0. x X, by
Lemma 7.7 with a =
_
|f(x) |
|f |
p
_p
, b =
_
|g(x) |
|g |
q
_q
, and = 1/p, we have
[ g(x), f(x) )) [
|f |
p
|g |
q
|g(x) | |f(x) |
|g |
q
|f |
p
1
p
|f(x) |
p
|f |
p
p
+
1
q
|g(x) |
q
|g |
q
q
with equality holding if, and only if, [ g(x), f(x) ))[ = |g(x) | |f(x) | and
|f(x) |
p
|f |
p
p
=
|g(x) |
q
|g |
q
q
. Integrating the above inequality over A, we have, by
Propositions 11.81 and 11.95,
_
X
[ g(x), f(x) )) [ d(x)
|f |
p
|g |
q
1
p
+
1
q
= 1
with equality holding if, and only if, [ g(x), f(x) )) [ = |g(x) |
|f(x) | a.e. x A and
T
p
f
|f |
p
p
=
T
q
g
|g |
q
q
a.e. in A. Equality =
1/ |f |
p
p
, = 1/ |g |
q
q
, T
p
f = T
q
g a.e. in A and [ g(x), f(x) )) [ =
|g(x) | |f(x) | a.e. x A. On the other hand, if [ g(x), f(x) )) [ =
|g(x) | |f(x) | a.e. x A and , IR, which are not both zeros,
such that T
p
f = T
q
g a.e. in A, then, without loss of generality,
assume ,= 0. Let
1
= /. Then,
1
T
p
f = T
q
g a.e. in A. Hence,
1
|f |
p
p
= |g |
q
q
, which further implies that
1
= |g |
q
q
/ |f |
p
p
. Hence,
T
p
f
|f |
p
p
=
T
q
g
|g |
q
q
a.e. in A. This implies equality. Therefore, equality holds
if, and only if, [ g(x), f(x) )) [ = |g(x) | |f(x) | a.e. x A and , IR,
which are not both zeros, such that T
p
f = T
q
g a.e. in A. This sub-
case is proved.
When p = 2 = q, the H olders inequality becomes the well-known
Cauchy-Schwarz Inequality:
_
X
[ g(x), f(x) )) [ d(x)
_
_
X
T
2
f d
_
1/2
_
_
X
T
2
g d
_
1/2
Example 11.177 Let p [1, ) IR, A := (X, B, ) be a -nite
measure space, Y be a separable Banach space over IK, and L
p
(A, Y)
11.9. L
P
SPACES 483
be the normed linear space over IK as dened in Example 11.171. We
will show that L
p
(A, Y) is a Banach space by Proposition 7.27. Dene
l : [0, ) IR [0, ) IR by l(t) = t
p
, t [0, ) IR. Fix any
( [ f
n
] )
n=1
L
p
(A, Y) with f
n

L
p
(A, Y), n IN, and
n=1
|[ f
n
] |
p
=:
M [0, ) IR. n IN, dene g
n
: X [0, ) IR by g
n
(x) =
n
i=1
|f
i
(x) |, x X. By Propositions 7.23, 7.21, 11.38, and 11.39, g
n
is B-measurable. Note that T f
n

L
p
(A, IR). Then, g
n

L
p
(A, IR)
and |g
n
|
p

n
i=1
|T f
i
|
p
=
n
i=1
|f
i
|
p
=
n
i=1
|[ f
i
] |
p
M.
This implies that
_
X
(l g
n
) d M
p
. Clearly, (g
n
(x))
p
(g
n+1
(x))
p
,
x X, n IN. By Proposition 11.80, g : X [0, ) IR,
which is B-measurable, such that lim
nIN
l g
n
= l g a.e. in A and
_
X
(l g) d = lim
nIN
_
X
(l g
n
) d M
p
.
Let E := x X [ (g
n
(x) )
n=1
does not converge to g(x) . Then,
E B and (E) = 0. x X E, lim
nIN
g
n
(x) = g(x) IR and
lim
nIN
n
i=1
|f
i
(x) | = g(x) IR. By Proposition 7.27 and the com-
pleteness of Y, we have lim
nIN
n
i=1
f
i
(x) =: lim
nIN
s
n
(x) =: s(x) Y.
Dene s(x) = s
n
(x) =
Y
, x E and n IN. Then, by Proposi-
tion 11.41, s
n
is B-measurable, n IN. Clearly, lim
nIN
s
n
(x) = s(x),
x X. By Proposition 11.48, s is B-measurable. By Lemma 11.43,
s
n
=
n
i=1
f
i
a.e. in A. This yields that [ s
n
] = [
n
i=1
f
i
] =
n
i=1
[ f
i
]
and s
n

L
p
(A, Y). Then, by Proposition 11.50, lim
nIN
n
i=1
f
i
=
s a.e. in A. Note that lim
nIN
T
p
(s
n
(x) s(x)) = 0, x X. Note
also |s
n
(x)s(x) |
p
(|s
n
(x) |+|s(x) |)
p
(g
n
(x)+g(x))
p
2
p
(g(x))
p
,
x XE, n IN, and |s
n
(x)s(x) |
p
= 0 2
p
(g(x))
p
, x E, n IN.
Hence, |s
n
(x) s(x) |
p
2
p
(g(x))
p
, x X, n IN. By Lebesgue
Dominated Convergence Theorem 11.89, lim
nIN
_
X
(T
p
(s
n
s)) d = 0.
nIN
|s
n
s|
p
= 0. Hence, s

L
p
(A, Y) and
lim
nIN
n
i=1
f
i
.
= lim
nIN
s
n
.
= s. Hence, ( [ f
n
] )
n=1
is summable in
L
p
(A, Y). By Proposition 7.27 and the arbitrariness of ([ f
n
] )
n=1
, we have
L
p
(A, Y) is complete. This shows that L
p
(A, Y) is a Banach space when A
is a -nite measure space and Y is a separable Banach space.
Example 11.178 Let A := (X, B, ) be a measure space, Y be a sep-
arable Banach space over IK, and L
(A, Y) be the normed linear space

over IK as dened in Example 11.175. We will show that L
(A, Y) is
a Banach space. Fix any Cauchy sequence ( [ f
n
] )
n=1
L
(A, Y) with
f
n

L
(A, Y), n IN. k IN, N

k
IN, n, m IN with
n N
k
and m N
k
, we have |f
n
f
m
|
< 1/k. Then, by Propo-

sition 11.174, A
n,m,k
:= x X [ |f
n
(x) f
m
(x) | 1/k B and
(A
n,m,k
) = 0. Let A :=
k=1
n=N
k
m=N
k
A
n,m,k
B. Clearly,
(A) = 0. x X A, ( f
n
(x) )
n=1
Y is a Cauchy sequence, which
converges to f(x) Y by the completeness of Y. Dene f(x) =
Y
,
x A. Then, f : X Y is well dened and lim
nIN
f
n
(x) = f(x),
x X A. By Propositions 11.48 and 11.41, f is B-measurable. k IN,
n IN with n N
k
, x X A, by Propositions 3.66, 3.67, 7.21, and
7.23, we have |f
n
(x) f(x) | = lim
mIN
|f
n
(x) f
m
(x) | 1/k. Then,
0 (x X [ |f(x) f
n
(x) | > 1/k) (A) = 0. This shows
that |f
n
f |
1/k. Then, lim

nIN
|f
n
f |
= 0, lim
nIN
f
n
.
= f,
and f

L
(A, Y). Hence, lim

nIN
[ f
n
] = [ f ] in L
(A, Y). Therefore,

L
(A, Y) is a Banach space when A is a measure space and Y is a separa-

ble Banach space.
Proposition 11.179 Let p [1, ) IR, A := (X, B, ) be a -nite
measure space, Y be a separable normed linear space over IK, L
p
(A, Y)
be the normed linear space over IK as dened in Example 11.171, and
f

L
p
(A, Y). Then, there exists a sequence of simple functions (
i
)
i=1
,
i
: A Y, i IN, such that lim
iIN
i
= f a.e. in A, |
i
(x) | |f(x) |,
x X, i IN, lim
iIN
_
X
T
p
(
i
f) d = 0, and lim
iIN
i
.
=
f in

L
p
(A, Y).
Proof Since f

L
p
(A, Y), then f is B-measurable and T
p
f is
integrable over A. By Proposition 11.66, there exists a sequence of simple
functions (
i
)
i=1
,
i
: A Y, i IN, such that |
i
(x) | |f(x) |,
x X, i IN, and lim
iIN
i
= f a.e. in A. By Propositions 7.23, 7.21,
11.38, and 11.39, T
p
(
i
f) is B-measurable, i IN. Note that, by
Propositions 7.23, 7.21, 11.52, and 11.53, lim
iIN
T
p
(
i
f) = 0 a.e. in A
and T
p
(
i
f)(x) 2
p
T
p
f(x), x X, i IN. By Lebesgue Dominated
Convergence Theorem 11.89, we have lim
iIN
_
X
T
p
(
i
f) d = 0. Hence,
lim
iIN
i
.
= f. This completes the proof of the proposition. 2
Proposition 11.180 Let p [1, ) IR, X := (A, B, ) be a -nite
normal topological measure space, Y be a separable normed linear space over
IK, and f

L
p
(X, Y). Then, (0, ) IR, a continuous function
g : X Y such that g

L
p
(X, Y) and |g f |
p
< .
Proof Fix (0, ) IR. By Proposition 11.179, there ex-
ists a simple function : X Y such that |(x) | |f(x) |, x
X, and | f |
p
< /2. Let admit the canonical representation
=
n
i=1
y
i
Ai,X
, where n Z
+
, y
1
, . . . , y
n
Y are distinct and none
equals to
Y
, A
1
, . . . , A
n
B are pairwise disjoint, nonempty, and of -
nite measure. i 1, . . . , n, by X being a topological measure space
and Proposition 11.27, U
i
, X F
i
O
such that F
i
A
i
U
i
and
(U
i
F
i
) = (U
i
A
i
) + (A
i
F
i
) <

p
2
p
(n+1)
p
|yi|
p . By A being a nor-
mal topological space and Urysohns Lemma 3.55, there exists a contin-
uous function g
i
: X [0, 1] IR such that g
i
(x) = 1, x F
i
and
g
i
(x) = 0, x X U
i
. By Proposition 11.37, g
i
is B-measurable. By
Proposition 11.77, |g
i

Ai,X
|
p

2(n+1)|yi|
.
Dene g : X Y by g(x) =
n
i=1
y
i
g
i
(x), x X. By Propositions 7.23,
3.12, and 3.32, g is continuous. By Proposition 11.37, g is B-measurable.
Then, |g f |
p
|g |
p
+ | f |
p

n
i=1
|y
i
(g
i

Ai,X
) |
p
+
11.9. L
P
SPACES 485
/2 =
n
i=1
|y
i
| |g
i

Ai,X
|
p
+ /2

n
i=1
|yi|
2(n+1)|yi|
+ /2 < . Hence,
g

L
p
(X, Y).
Proposition 11.181 Let A := (X, B, ) be a -nite measure space, Y
be a separable Banach space, f : X Y be B-measurable, E B with
(E) < , f[
E
be absolutely integrable over c := (E, B
E
,
E
), which is
the nite measure subspace of A, and M [0, ) IR. Assume that,
E B with 0 < (E) < , we have
_
_
_
1
(E)
_
E
f d
_
_
_ M. Then,
T f M a.e. in A.
Proof Consider the open set O := y Y [ |y | > M Y.
Since Y is separable, by Propositions 4.38 and 4.4, O is second countable
and separable. Let D O be a countable dense set in O (the relative
closure of D with respect to O equals to O). It is easy to show that /:=
B
Y
(y, r ) O [ y D, r Q, r > 0 is a countable basis for O. Let
E := f
inv
(O) = f
inv
(
B
Y
(y,r),
B
Y
( y, r )) =
B
Y
(y,r),
f
inv
(B
Y
( y, r )).
We will show that (f
inv
(B
Y
( y, r ))) = 0, B
Y
(y, r ) /, by an argu-
ment of contradiction. Suppose that y D, r Q with r > 0 such that
B
Y
( y, r ) O and (

E) := (f
inv
(B
Y
( y, r ))) > 0. Since A is -nite, then
E B with

E

E such that 0 < (

E) < +. x

E, we have x

E
and |f(x) y | < r. Then,
_
_
_
1
(

E)
_
E
f d y
_
_
_ =
_
_
_
1
(

E)
_
E
(f y) d
_
_
_ =
1
(

E)
_
_
_
E
(f(x) y) d(x)
_
_

1
(

E)
_
E
|f(x) y | d(x) < r, where the
rst equality follows from Propositions 11.90 and 11.74; the rst in-
equality follows from Proposition 11.90; and the second inequality follows
from Proposition 11.95. This implies that
1
(

E)
_
E
f d B
Y
( y, r ) O
and
_
_
_
1
(

E)
_
E
f d
_
_
_ > M. This contradicts the assumption. Hence,
(f
inv
(B
Y
( y, r ))) = 0, B
Y
(y, r ) /.
Then, 0 (E)
B
Y
(y,r),
(f
inv
(B
Y
( y, r ))) = 0. Hence, T f
M a.e. in A. 2
Lemma 11.182 Let p, q (1, ) IR with 1/p +1/q = 1, A := (X, B, )
be a -nite measure space, Y be a separable normed linear space over IK
with Y
being separable, Z := L
p
(A, Y) be the normed linear space over IK
as dened in Example 11.171, and g : X Y
be B-measurable. Assume
that
(i) E B with (E) < +, g is absolutely integrable over c :=
(E, B
E
,
E
), which is the nite measure subspace of A;
(ii) M [0, ) IR such that simple function : A Y (
L
p
(A, Y)), the function g(), () )) : X IK is absolutely integrable
over A and
_
X
g(x), (x) )) d(x)
M||
p
.
Then, g

L
q
(A, Y
) and |g |
q
M.
Proof By Proposition 11.114, dene a -nite Y
-valued measure
on (X, B) by: (E) is undened, E B with
_
E
T g d = ; (E) =
_
E
g d Y
, E B with
_
E
T g d < . Then, T (E) =
_
E
T
g d, E B. By (i), T (E) < , E B with (E) < . By
Proposition 11.90, (E) =
Y
, E B with (E) = 0. Fix any E B
with (E) < . Dene T
q
(E) [0, ] IR
e
by
T
q
(E) := sup
nZ
+
,
E
i
n
i=1
B,
S
n
i=1
E
i
=E
E
i
E
j
=, 1i<jn
n
i=1
(E
i
)>0
|(E
i
) |
q
((E
i
))
q
(E
i
)
n Z
+
i
)
n
i=1
B with E =
n
i=1
E
i
,
(0, 1) IR, i 1, . . . , n with (E
i
) > 0, by Lemma 7.75,
y
i
Y such that |y
i
| = |(E
i
) |
q1
/((E
i
))
q1
and (E
i
), y
i
))
(1 ) |(E
i
) | |y
i
| = (1 ) |(E
i
) |
q
/((E
i
))
q1
. Dene a simple func-
tion =
n
i=1 (Ei)>0
y
i
Ei,X
. Then,
||
p
=
_
n
i=1
(E
i
)>0
|(E
i
) |
(q1)p
((E
i
))
(1q)p
(E
i
)
_
1/p
=
_
n
i=1
(E
i
)>0
|(E
i
) |
q
((E
i
))
q
(E
i
)
_
1/p
By (ii), we have
n
i=1
(E
i
)>0
(1 ) |(E
i
) |
q
/((E
i
))
q1
i=1
(E
i
)>0
(E
i
), y
i
))
i=1
(E
i
)>0
__
_
Ei
g d, y
i
__
i=1
(E
i
)>0
_
Ei
g(x), y
i
)) d(x)
_
X
g(x), (x) )) d(x)
M
_
n
i=1
(E
i
)>0
|(E
i
) |
q
((E
i
))
1q
_
1/p
where the second and third equalities follow from Proposition 11.90. Hence,
we have
n
i=1 (Ei)>0
|(E
i
) |
q
((E
i
))
q
(E
i
) M
q
/(1 )
q
. By the
n
i=1 (Ei)>0
|(E
i
) |
q
((E
i
))
q
(E
i
) M
q
.
Then, T
q
(E) M
q
.
Since A is -nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and (X
n
) < , n IN. Without loss of generality, we may assume
that X
n
X
n+1
, n IN. By Proposition 11.66, there exists a se-
quence of simple functions (
i
)
i=1
,
i
: A Y
, i IN, such that

|
i
(x) | |g(x) |, x X, i IN, and lim
iIN
i
= g a.e. in A. Fix any
11.9. L
P
SPACES 487
n IN, let E
n
:= x X
n
[ |g(x) | n B and c
n
:= (E
n
, B
En
,
En
)
be the nite measure subspace of A. Then, (T g)[
En
and (T
q
g)[
En
are integrable over c
n
. By Propositions 7.21, 7.23, 11.52, and 11.53,
lim
iIN
(T (
i
g))[
En
= 0 a.e. in c
n
. Note that (T (
i
g))[
En
(x)
2 (T g)[
En
(x), x E
n
, i IN. By Lebesgue Dominated Conver-
gence Theorem 11.89, we have lim
iIN
_
En
T (
i
g) d = 0. Note
also that (T
q

i
)[
En
(x) (T
q
g)[
En
(x), x E
n
, i IN. By
Propositions 7.21 and 11.52, lim
iIN
(T
q

i
)[
En
= (T
q
g)[
En
a.e. in c
n
.
Again, by Lebesgue Dominated Convergence Theorem 11.89, we have
lim
iIN
_
En
T
q

i
d =
_
En
T
q
g d. (0, ) IR, i
0
IN such that
0
_
En
T(
i0
g) d <

2qn
q1
and
_
En
T
q
i0
d
_
En
T
q
g d
< /2.
Let
i0
i0
=
n
j=1
y
j
Aj,X
. Then,
_
En
T
q
g d <
_
En
T
q

i0
d +/2
=
n
j=1
(A
j
En)>0
|(A
j
E
n
) |
q
((A
j
E
n
))
1q
+/2
j=1
(A
j
En)>0
|(A
j
E
n
) |
q
((A
j
E
n
))
1q
+
n
j=1
|y
j
|
q
(A
j
E
n
)
Let

A
j
= A
j
E
n
, j = 1, . . . , n. Then,
_
En
T
q
g d <
n
j=1
(

A
j
)>0
_
_
(

A
j
)
_
_
q
((

A
j
))
1q
j=1
(

A
j
)>0
_
_
(

A
j
)
_
_
q
((

A
j
))
1q
+
n
j=1
(

A
j
)>0
|y
j
|
q
(

A
j
) + /2
T
q
(E
n
)
n
j=1
(

A
j
)>0
_
_
(

A
j
)
_
_
q
((

A
j
))
1q
+
n
j=1
(

A
j
)>0
_
_
_
_
Aj
i0
d
_
_
_
q
((

A
j
))
1q
+/2
M
q
+
n
j=1
(

A
j
)>0
((

A
j
))
1q
__
_
_
_
Aj
i0
d
_
_
_
q
_
_
_
_
Aj
g d
_
_
_
q
_
+/2
= M
q
+
n
j=1
(

A
j
)>0
((

A
j
))
1q
__
_
_
_
Aj
i0
d
_
_
_
_
_
_
_
Aj
g d
_
_
_
_
q
_
t
j
_
_
_
_
Aj
i0
d
_
_
_ + (1 t
j
)
_
_
_
_
Aj
g d
_
_
_
_
q1
+/2
M
q
+
n
j=1
(

A
j
)>0
((

A
j
))
1q
_
_
_
_
Aj
i0
d
_
Aj
g d
_
_
_ q
_
t
j
n(

A
j
) + (1 t
j
)n(

A
j
)
_
q1
+/2
= M
q
+
n
j=1
(

A
j
)>0
qn
q1
_
_
_
_
Aj
(
i0
g) d
_
_
_ +/2
M
q
+
n
j=1
(

A
j
)>0
qn
q1
_
Aj
T (
i0
g) d +/2
M
q
+qn
q1
_
En
T (
i0
g) d +/2 < M
q
+
where the rst equality follows from the Mean Value Theorem 9.20 and
t
j
(0, 1) IR, j = 1, . . . , n; the fourth inequality follows from Proposi-
tion 11.90 and the fact that |
i0
(x) | |g(x) | n, x E
n
; the second
equality and the fth inequality follow from Proposition 11.90; and the
sixth inequality follows from Proposition 11.81. By arbitrariness of , we
have
_
En
T
q
g d M
q
. Clearly, we have E
n
E
n+1
, n IN, and
n=1
E
n
= X. Then, by Monotone Convergence Theorem 11.79, we have
_
X
T
q
g d = lim
nIN
_
X
(T
q
g)
En,X
d = lim
nIN
_
En
T
q
g d M
q
.
Hence, |g |
q
M and g

L
q
(A, Y
).
Lemma 11.183 Let p [1, ) IR, A := (X, B, ) be a -nite mea-
sure space, Y be a separable reexive Banach space over IK with Y
being
separable, and Z := L
p
(A, Y) be the Banach space over IK as dened in
Example 11.177. Then, f Z
, g : X Y
, which is B-measurable,
such that
(E, B
E
,
E
(ii) simple function : A Y (

Z :=

L
p
(A, Y)), the function
g(), () )) : X IK is absolutely integrable over A, f([ ]) =
_
X
g(x), (x) )) d(x) and
_
X
g(x), (x) )) d(x)
|f | ||
p
.
Furthermore, g is unique in the sense that g : X Y
is another
function with the above properties if, and only if, g is B-measurable and
g = g a.e. in A.
Proof Fix any f Z
. E B with (E) < , y Y, let

z
E,y
:= y
E,X

Z. Dene f
E
: Y IK by f
E
(y) = f([ z
E,y
]), y Y.
11.9. L
P
SPACES 489
Since f Z
, then f
E
is linear and continuous and f
E
= y
E
Y
. Note
that
_
z
,y
=
Z
, y Y, and f(
_
z
,y
) = 0. Then, f
=
Y
and
y
=
Y
.
Claim 11.183.1 E B with (E) < , pairwise disjoint ( E
i
)
i=1
B
with E =
i=1
E
i
. Then,
i=1
|y
Ei
| |f | ((E))
1/p
< .
Proof of claim:
i=1
|y
Ei
| =
i=1
sup
yY, |y|1
[ f
Ei
(y) [. i IN,
by Propositions 7.85 and 7.90, y
i
Y with |y
i
| 1 such that |y
Ei
| =
f
Ei
(y
i
) = f([ z
Ei,yi
]). Then, n IN,
n
i=1
|y
Ei
| =
n
i=1
f([ z
Ei,yi
]) =
f([
n
i=1
z
Ei,yi
]) |f | |[
n
i=1
z
Ei,yi
] |
p
= |f | |
n
i=1
z
Ei,yi
|
p
|f |
((E))
1/p
< , where the rst inequality follows from Proposition 7.72;
and the second inequality follows from Propositions 11.81 and 11.74. By the
arbitrariness of n, we have
n=1
|y
En
| |f | ((E))
1/p
. This completes
Claim 11.183.2 E B with (E) < , pairwise disjoint ( E
n
)
n=1

B with E =
n=1
E
n
, we have y
E
=
n=1
y
En
Y
.
Proof of claim: By Claim 11.183.1 and Propositions 7.27 and 7.72,
n=1
y
En
Y
. y Y,
n=1
y
En
, y )) = lim
nIN
i=1
y
Ei
, y )) = lim
nIN
n
i=1
y
Ei
, y ))
= lim
nIN
n
i=1
f([ z
Ei,y
]) = lim
nIN
f([
n
i=1
z
Ei,y
])
where the rst equality follows from Propositions 7.72 and 3.66; and the last
equality follows from the linearity of f. Note that lim
nIN
n
i=1
z
Ei,y
(x) =
z
E,y
(x), x X, and |
n
i=1
z
Ei,y
(x)z
E,y
(x) |
p
|y |
p
E,X
(x), x X,
n IN. Then, by Lebesgue Dominated Convergence Theorem 11.89,
lim
nIN
_
X
T
p
(
n
i=1
z
Ei,y
z
E,y
) d = 0 and lim
nIN
n
i=1
z
Ei,y
.
=
z
E,y
in

Z. By Propositions 7.72 and 3.66, lim
nIN
f([
n
i=1
z
Ei,y
]) =
f([ z
E,y
]) = y
E
, y )). Hence, y
E
, y )) =
n=1
y
En
, y )), y Y.
This implies that, by Proposition 7.85, y
E
=
n=1
y
En
. 2
Since A is -nite, then ( X
n
)
n=1
B such that X =
n=1
X
n
and
(X
n
) < , n IN. Without loss of generality, we may assume that
( X
n
)
n=1
is pairwise disjoint. Fix any n IN, let A
n
:= (X
n
, B
n
,
n
)
be the nite measure subspace of A. We may dene a function
n
:
B
n
Y
by
n
(E) = f
E
= y
E
, E B
n
. Clearly,
n
() = y
Y
i
)
i=1
B
n
, let E :=
i=1
E
i
B
n
. By
Claim 11.183.1,
i=1
|
n
(E
i
) | |f | ((E))
1/p
|f | ((X
n
))
1/p
< .
By Claim 11.183.2,
n
(E) =
i=1
n
(E
i
) Y
. This shows that

n
is
a Y
-valued pre-measure on (X
n
, B
n
). By Claim 11.183.1, T
n
(X
n
)
|f | ((X
n
))
1/p
< +. Then,
n
is nite. Hence, (X
n
, B
n
,
n
) is a -
nite Y
-valued measure space. By Proposition 11.116, the generation pro-

cess on ( (X
n
, B
n
,
n
) )
n=1
yields a unique -nite Y
-valued measure space

(X, B, ) on X.
Next, we will show that T(E) |f | ((E))
1/p
< and (E) = y
E
,
E B with (E) < . Fix any E B with (E) < . Let E
n
:=
X
n
E B
n
, n IN. By Proposition 11.116, T(E) =
n=1
T
n
(E
n
).
(0, +) IR, n IN, m
n
Z
+
n,i
)
mn
i=1
B
n
with E
n
=
mn
i=1
E
n,i
, such that T
n
(E
n
) <
mn
i=1
|
n
(E
n,i
) |+2
n
< .
Then,
T (E) <
n=1
(
mn
i=1
|
n
(E
n,i
) | + 2
n
)
n=1
mn
i=1
_
_
y
En,i
_
_
+ |f | ((E))
1/p
+ <
where the third inequality follows from Claim 11.183.1. By the arbitrari-
ness of , we have T (E) |f | ((E))
1/p
< . Then, E dom( )
and (E) =
n=1
n
(E
n
) Y
. By Claim 11.183.2, we have (E) =
n=1
y
En
= y
E
. Thus, by Proposition 11.135, is uniquely dened
independent of the choice of (X
n
)
n=1
.
E B with (E) = 0, T (E) 0. Thus, T . By Radon-
Nikodym Theorem 11.169 and Proposition 7.90, ! g : A Y
such that
g is the Radon-Nikodym derivative of with respect to . E B with
(E) < , we have T (E) =
_
E
T g d < . Thus, (i) holds. simple
function : A Y, M [0, ) IR such that |(x) | M, x X,
and (

E) := (x X [ (x) ,=
Y
) < . Then, by Proposition 7.72,
[ g(x), (x) )) [ M|g(x) |
E,X
(x) = MT g(x)
E,X
(x), x X. By
Propositions 7.72, 11.38, and 11.39, the function g(), () )) : X IK is
B-measurable. Hence, the function g(), () )) : X IK is absolutely inte-
grable over A. Let admit the canonical representation =
n
i=1
y
i
Ei,X
.
Then,
f([ ]) = f([
n
i=1
y
i
Ei,X
]) =
n
i=1
f([ y
i
Ei,X
]) =
n
i=1
f([ z
Ei,yi
])
=
n
i=1
y
Ei
, y
i
)) =
n
i=1
(E
i
), y
i
)) =
n
i=1
__
_
Ei
g d, y
i
__
=
n
i=1
_
Ei
g(x), y
i
)) d(x) =
_
X
g(x), (x) )) d(x) IK
where the last two equalities follow from Proposition 11.90. Then,
_
X
g(x), (x) )) d(x)
= [ f([ ]) [ |f | |[ ] |
p
= |f | ||
p
. Thus,
(ii) holds. Hence, g is the function we seek. Since is uniquely dened and
g is also uniquely dened, then g is unique as desired.
11.9. L
P
SPACES 491
Theorem 11.184 (Riesz Representation Theorem) Let p [1, )
IR, q (1, ] IR
e
with 1/p + 1/q = 1, A := (X, B, ) be a -nite
measure space, Y be a separable reexive Banach space over IK with Y
being separable, and Z := L

p
(A, Y) be the Banach space over IK as de-
ned in Example 11.177. Then, Z
= L
q
(A, Y
) isometrically isomorphi-
cally. In particular, f Z
, ! [ g ] L
q
(A, Y
) with g

L
q
(A, Y
)
such that f([ z ]) = [ g ] , [ z ] )) :=
_
X
g(x), z(x) )) d(x) and the function
g(), z() )) : X IK is absolutely integrable over A, z

Z :=

L
p
(A, Y),
and |f | = |g |
q
.
Proof f Z
, by Lemma 11.183, g : X Y
, which is B-
measurable, such that
(E, B
E
,
E
(ii) simple function : A Y (

L
p
(A, Y)), the function
g(), () )) : X IK is absolutely integrable over A, f([ ]) =
_
X
g(x), (x) )) d(x) and
_
X
g(x), (x) )) d(x)
|f | ||
p
.
Furthermore, g is unique in the sense that g : X Y
is another func-
tion with the above properties if, and only if, g is B-measurable and
g = g a.e. in A.
We will show that g

L
q
(A, Y
) and |g |
q
|f | < + by dis-
tinguishing two exhaustive and mutually exclusive cases: Case 1: 1 <
p < +; Case 2: p = 1. Case 1: 1 < p < +. By Lemma 11.182,
we have g

L
q
(A, Y
) and |g |
q
|f | < +. Case 2: p = 1.
E B with 0 < (E) < , by (i) and Proposition 11.90, y
E
:=
_
E
g d Y
and, y Y, [ y
E
, y )) [ =
_
E
g(x), y )) d(x)
_
X
g(x), y
E,X
(x) )) d(x)
|f | |y
E,X
|
1
= |f | |y | (E), where
the rst two equalities follow from Proposition 11.90; and the inequality
follows from (ii). Then, |y
E
| /(E) |f |. By Proposition 11.181, we
have T g |f | a.e. in A. Hence |g |
|f | and g

L
(A, Y
).
Hence, in both cases, we have g

L
q
(A, Y
) and |g |
q
|f | < +.
z

Z, by Proposition 11.179, there exists a sequence of simple functions
(
i
)
i=1
,
i
: A Y, i IN, such that lim
iIN
i
= z a.e. in A, |
i
(x) |
|z(x) |, x X, i IN and lim
iIN
i
.
= z in

Z. By Propositions 7.72
and 3.66, f([ z ]) = lim
iIN
f([
i
]) = lim
iIN
_
X
g(x),
i
(x) )) d(x). Note
that, by Propositions 7.72, 11.52, and 11.53, lim
iIN
g(x),
i
(x) )) =
g(x), z(x) )) a.e. x A and [ g(x),
i
(x) )) [ |g(x) | |
i
(x) |
|g(x) | |z(x) |, x X, i IN. By H olders Inequality 11.176,
_
X
|g(x) |
|z(x) | d(x) |g |
q
|z |
p
< . By Propositions 7.72, 11.38, and 11.39,
g(),
i
() )) : X IK and g(), z() )) : X IK are B-measurable,
i IN. By Lebesgue Dominated Convergence Theorem 11.89, f([ z ]) =
lim
iIN
_
X
g(x),
i
(x) )) d(x) =
_
X
g(x), z(x) )) d(x) and the function
g(), z() )) : X IK is absolutely integrable over A. Note that
|f | = sup
[z]Z,
[z]
p
1
[ f([ z ]) [ = sup
z
Z, |z|
p
1
_
X
g(x), z(x) )) d(x)
sup
z
Z, |z|
p
1
_
X
[ g(x), z(x) )) [ d(x)
sup
z
Z, |z|
p
1
|g |
q
|z |
p
|g |
q
where the rst inequality follows from Proposition 11.90; and the second
inequality follows from H olders Inequality 11.176. Hence, we have |f | =
|g |
q
.
Thus, we may dene a function : Z
L
q
(A, Y
) by (f) = [ g ], f
Z
. Clearly, is well dened and |(f) |

q
= |f |, f Z
. f
1
, f
2
Z
,
, IK, let [ g
i
] = (f
i
), i = 1, 2. [ z ] Z,
(f
1
+f
2
)([ z ]) = f
1
([ z ]) +f
2
([ z ])
=
_
X
g
1
(x), z(x) )) d(x) +
_
X
g
2
(x), z(x) )) d(x)
=
_
X
g
1
(x) +g
2
(x), z(x) )) d(x)
where the last equality follows from Proposition 11.90. By the uniqueness of
g, we have (f
1
+f
2
) = [ g
1
+g
2
] = [ g
1
] + [ g
2
] = (f
1
)+(f
2
).
Hence, is linear. [ g ] L
q
(A, Y
), we may dene f : Z IK by
f([ z ]) =
_
X
g(x), z(x) )) d(x), z

Z. By H olders Inequality 11.176
and Proposition 11.90, we have f Z
. Then, (f) = [ g ] and is surjec-

tive. f
1
, f
2
Z
with (f
1
) = (f
2
), we have 0 = |(f
1
) (f
2
) |
q
=
|(f
1
f
2
) |
q
= |f
1
f
2
| and f
1
= f
2
. Hence, is injective. Therefore,
: Z
L
q
(A, Y
) is a isometrical isomorphism. This completes the proof

of the theorem. 2
11.10 Dual of ((A, Y)
Proposition 11.185 Let A := (X, ) be a metric space and X :=
(A, B
B
( A ) , ) be a metric measure space. Then, the following statements
hold.
(i) compact subset K A, we have K B
B
( A ).
(ii) If X is locally nite and -compact, then it is -nite.
(iii) If X is nite, then it is locally nite.
11.10. DUAL OF ((A, Y) 493
Proof (i) Fix any compact subset K A. We will show that K =
n=1
xXn
B
(x, 1/n) =: E, where X

n
s are nite subsets of K. Clearly,
we have E B
B
( A ).
n IN, K

xK
B
(x, 1/n). Since K is compact, then there

exists a nite set X
n
K such that K
xXn
B
( x, 1/n). Then,
K E. On the other hand, x

K, by Proposition 5.5, K is closed
in A. By Proposition 4.10, dist( x, K) > 0. Then, n
0
IN such that
dist( x, K) > 1/n
0
. Then, x , B
( x, 1/n
0
), x K, which implies that
x ,
xXn
0
B
(x, 1/n
0
), which further implies that x

E. Hence,

K

E
and E K. Thus, we have K = E B
B
( A ).
(ii) By X being -compact, there exists ( K
n
)
n=1
A such that K
n
is
compact, n IN. By X being locally nite, we have K
n
B
B
( A ) and
(K
n
) < . Then, X is -nite.
(iii) compact subset K A, by (i), K B
B
( A ). Since X is nite,
then (K) (X) < . Then, X is locally nite.
Proposition 11.186 Let A := (X, O) be a topological space, ( X
n
)
n=1

O, A
n
:= (X
n
, O
n
) be a topological subspace of A, and (A
n
, B
B
( A
n
) ,
n
) =:
X
n
be a nite topological measure space, n IN. Assume that ( X
n
)
n=1
satises the assumptions of Proposition 11.116. By Proposition 11.116,
the generation process on ( X
n
)
n=1
yields a unique -nite measure space
A := (X, B, ) such that X

n
is the nite measure subspace of

A, n IN.
Then, X := (A, B
B
( A ) , ) is the unique -nite topological measure space
on A such that X
n
is the nite topological measure subspace of X, n IN.
Proof E B
B
(A ), by Proposition 11.25, we have E X
n

B
B
( A
n
), n IN. Dene E
1)
:= E X
1
and E
n+1)
:= (E X
n+1
)
(
n
i=1
E
i)
), n IN. Then,
_
E
n)
_
n=1
is pairwise disjoint,
n=1
E
n)
= E,
and E
n)
B
B
( A
n
) B
B
(A ), n IN. Dene : B
B
(A ) [0, ] IR
e
by (E) =
n=1
n
(E
n)
) [0, ] IR
e
, E B
B
(A ).
We will show that (X, B
B
( A ) , ) is a -nite measure space and X
n
is
the nite measure subspace of it, n IN. It is easy to show that () = 0.
i
)
i=1
B
B
( A ), let E :=
i=1
E
i
B
B
( A ). Note
that E
1)
= E X
1
=
i=1
(E
i
X
1
) =
i=1
E
i,1)
. Inductively, E
n+1)
=
(E X
n+1
) (
n
i=1
E
i)
) = (
j=1
(E
j
X
n+1
)) (
n
i=1
j=1
E
j,i)
) =
j=1
((E
j
X
n+1
) (
n
i=1
E
j,i)
)) =
j=1
E
j,n+1)
, n IN, where the sec-
ond equality follows from the inductive assumption; and the third equality
follows from the fact that (E
j
)
j=1
is pairwise disjoint and E
j,i)
E
j
,
i IN, j IN. Then,
(E) =
n=1
n
(E
n)
) =
n=1
n
(
_
j=1
E
j,n)
) =
n=1
j=1
n
(E
j,n)
)
=
j=1
n=1
n
(E
j,n)
) =
j=1
(E
j
)
where the fourth equality follows from the fact that all summands are non-
negative real numbers. Hence, (X, B
B
( A ) , ) is a measure space. It is
-nite since (X
n
) =
i=1
i
(X
n,i)
) =
i=1
n
(X
n,i)
) =
n
(X
n
) < ,
n IN, where the second equality follows from the consistency assumption
of Proposition 11.116 on (X
n
)
n=1
.
Fix any n IN. E B
B
( A
n
) B
B
( A ), (E) =
i=1
i
(E
i)
) =
i=1
n
(E
i)
) =
n
(
i=1
E
i)
) =
n
(E), where the second equality follows
from the consistency assumption of Proposition 11.116 on (X
n
)
n=1
. By
Propositions 11.25 and 11.13, we have X
n
is the nite measure subspace of
(X, B
B
( A ) , ), n IN. By Proposition 11.116, we have B = B
B
( A ) and
= . Then, X = (A, B
B
(A ) , ).
Finally, we will show that X is a topological measure space. Fix any
E B
B
( A ). Then, E =
n=1
E
n)
. (0, ) IR, n IN, since X
n
is
a topological measure space and E
n)
B
B
( A
n
), O
n
O
n
with E
n)

O
n
such that
n
(O
n
E
n)
) < 2
n
. Since A
n
is a topological subspace of
A and X
n
O, then O
n
O
n
O B
B
( A ). Let O :=
n=1
O
n
O.
Then, E =
n=1
E
n)

n=1
O
n
= O and
(O E) = (O E) =
_
(
_
n=1
O
n
) (
_
n=1
E
n)
)
_
=
_

_
n=1
(O
n
(
j=1
E
j)
))
_

_

_
n=1
(O
n

E
n)
)
_
=
_

_
n=1
(O
n
E
n)
)
_
n=1
(O
n
E
n)
) <
Hence, X is a topological measure space. By Proposition 11.29, X
n
is the
nite topological measure subspace of X, n IN. This completes the proof
Proposition 11.187 Let A := (X, ) be a metric space with the natural
topology O, (X
n
)
n=1
O, A
n
:= (X
n
, ) be a metric subspace of A,
and X
n
:= (A
n
, B
B
( A
n
) ,
n
) be a nite metric measure space, n IN.
Assume that ( X
n
)
n=1
satises the assumptions of Proposition 11.116. By
Proposition 11.186, the generation process on ( X
n
)
n=1
yields a unique -
nite metric measure space X := (A, B
B
( A ) , ) such that X
n
is the nite
metric measure subspace of X, n IN. Then, X is locally nite.
Proof Fix any compact subset K A. By Proposition 11.185, K
B
B
( A ). Clearly, K
n=1
X
n
= X. By the compactness of K, N IN
such that K

N
n=1
X
n
. Then, (K)

N
n=1
(X
n
) =
N
n=1
n
(X
n
) <
, where the rst inequality follows from Proposition 11.6; and the equality
follows from Proposition 11.13. Hence, X is locally nite. 2
11.10. DUAL OF ((A, Y) 495
Proposition 11.188 Let p [1, ) IR, X
1
be a nite-dimensional Ba-
nach space, A
2
be a -compact metric space, Y
1
be a nite-dimensional Ba-
nach space over IK, Y
2
be a separable normed linear space over IK, X X
1
be a subset with subset topology O, A := (X, O), and X := (A, B
B
( A ) , )
be a metric measure space. Then, the following statements hold.
(i) Y
1
is separable.
(ii) l
p
(Y
2
) =: Z
2
is a separable normed linear space.
(iii) If A is compact, then ((A, Y
1
) is a separable Banach space.
(iv) If X is a locally nite -compact metric measure space, then L
p
(X, Y
1
)
is a separable Banach space.
(v) A
2
is separable.
Proof Let Y
1
be m-dimensional, where m Z
+
, and e
1
, . . . , e
m

Y
1
be a set of basis vectors. Then, Y
1
is isomorphic to IK
m
. The norm
| |
Y1
induces a norm | |
1
on IK
m
as dened by, a := (
1
, . . . ,
m
)
IK
m
, |a|
1
:= |
m
i=1
i
e
i
|
Y1
IR. Then, Y
1
is isometrically isomorphic
to the normed linear space (IK
m
, IK, | |
1
), which is a Banach space by
Theorem 7.36. By Theorem 7.38, | |
1
is equivalent to the Euclidean norm
[ [ on IK
m
.
(i) Let IK
Q
:= Q if IK = IR; and IK
Q
:= a + ib C [ a, b Q, if
IK = C. Clearly, IK
Q
is a countable dense subset of IK. Then, IK
m
Q
is a
countable dense subset of (IK
m
, IK, [ [). Since | |
1
is equivalent to [ [, then
IK
m
Q
is a countable dense subset of (IK
m
, IK, | |
1
). Hence, Y
1
is separable,
since (IK
m
, IK, | |
1
) is separable.
(ii) Let D Y
2
be a countable denset subset and, i IN, D
i
:=
(y
1
, . . . , y
i
,
Y2
,
Y2
, . . .) Z
2
[ y
j
D, 1 j i . Then, D
i
is
countable, i IN. Let

D :=
i=1
D
i
Z
2
, which is also countable.
We will show that

D is dense in Z
2
= l
p
(Y
2
). z := (y
1
, y
2
, . . .) Z
2
,
(0, +) IR, we have
i=1
|y
i
|
p
Y2
< . Then, N IN such that
i=N+1
|y
i
|
p
Y2
<
p
/2. i 1, . . . , N, y
i
D such that |y
i
y
i
|
Y2
<
2
1/p
N
1/p
. Let z := ( y
1
, . . . , y
N
,
Y2
,
Y2
, . . .)

D. Then, |z z |
p
=
_
N
i=1
|y
i
y
i
|
p
Y2
+
i=N+1
|y
i
|
p
Y2
_
1/p
<
_
N
i=1
p
2N
+
p
/2
_
1/p
= .
Hence,

D is dense in Z
2
. Therefore, Z
2
is separable.
(iii) This result is standard, which follows directly from Corollary 7.57
of Stone-Weierstrass Theorem, and therefore the proof is omitted.
(iv) First, consider the special case where X is a nite compact metric
measure space. By (iii), let D ((A, Y
1
) be a countable dense subset.
By Proposition 4.11, A is a normal topological space. Then, by Proposi-
tion 11.180 and (i), f

L
p
(X, Y
1
), (0, +) IR, g

L
p
(X, Y
1
)
such that g is continuous and |g f |
p
< /2. Clearly, g ((A, Y
1
). Then,
h D such that |h g |
c(,Y1)
<

2((X))
1/p
+1
. Since X is compact and
h ((A, Y
1
), then M [0, ) IR such that T h(x) M < ,
x X. By Proposition 11.37, h is B-measurable. Hence, h

L
p
(X, Y
1
).
Then, |f h|
p
|f g |
p
+|g h|
p
< /2 +
__
X
T
p
(g h) d
_
1/p
/2 +
_
|g h|
p
c(,Y1)
(X)
_
1/p
< . Hence, D

L
p
(X, Y
1
) is dense.
Therefore, L
p
(X, Y
1
) is separable. By Example 11.177, L
p
(X, Y
1
) is a Ba-
nach space. Hence, L
p
(X, Y
1
) is a separable Banach space.
Now, consider the general case where X is a locally nite -compact
metric measure space. Then, (X
n
)
n=1
X such that X =
n=1
X
n
and X
n
is compact, n IN. Without loss of generality, we may assume
that X
n
X
n+1
, n IN. Since X is locally nite, then X
n
B
B
( A )
and (X
n
) < , n IN. Fix any n IN. By Proposition 4.37, let
A
n
be the metric subspace of A. Let X
n
:= (X
n
, B
n
,
n
) be the nite
measure subspace of X. By Proposition 11.29, B
n
= B
B
( A
n
) and X
n
is a
nite compact metric measure space. By the special case, L
p
(X
n
, Y
1
) is a
separable Banach space. Let D
n
L
p
(X
n
, Y
1
) be a countable dense subset.
f

L
p
(X
n
, Y
1
), dene

f

L
p
(X, Y
1
) by

f(x) =
_
f(x) x X
n
Y1
x X X
n
,
x X. Let D :=
__

f
L
p
(X, Y
1
)
n IN, [ f ] D
n
_
. Clearly,
D L
p
(X, Y
1
) is countable.
We will show that D is dense in L
p
(X, Y
1
). Fix any f

L
p
(X, Y
1
).
We have
_
X
(T
p
f) d < . By Monotone Convergence Theorem 11.79,
_
X
(T
p
f) d = lim
nIN
_
X
T
p
(f
Xn,X
) d. Let f
n
:= f
Xn,X

L
p
(X, Y
1
), n IN. Then,
lim
nIN
|f
n
f |
p
= lim
nIN
_
_
X
T
p
(f
n
f) d
_
1/p
= lim
nIN
_
_
X
T
p
(f
X\Xn,X
) d
_
1/p
= lim
nIN
_
_
X
(T
p
f T
p
f
n
) d
_
1/p
= lim
nIN
_
_
X
T
p
f d
_
X
T
p
f
n
d
_
1/p
= 0
where the fourth equality follows from Proposition 11.81. Hence, lim
nIN
f
n
.
=
f in

L
p
(X, Y
1
). (0, ) IR, n
0
IN such that |f
n0
f |
p
< /2.
Let

f
n0
:= f
n0
[
Xn
0
. Then,

f
n0

L
p
(X
n0
, Y
1
). This implies that [ g ]
D
n0
with g

L
p
(X
n0
, Y
1
) such that
_
_
_

f
n0
g
_
_
_
p
< /2. Let g

L
p
(X, Y
1
)
be dened as in the second paragraph from last. Then, [ g ] D and
|f g |
p
|f f
n0
|
p
+|f
n0
g |
p
< /2 +
_
_
X
T
p
(f
n0
g) d
_
1/p
11.10. DUAL OF ((A, Y) 497
= /2 +
_
_
X
T
p
((f
n0
g)
Xn
0
,X
) d
_
1/p
= /2 +
_
_
Xn
0
T
p
(

f
n0
g) d
n0
_
1/p
= /2 +
_
_
_

f
n0
g
_
_
_
p
<
where the second equality follows from Proposition 11.81. Hence, D is dense
in L
p
(X, Y
1
). Then, by Example 11.177 and Proposition 11.185, L
p
(X, Y
1
)
is a separable Banach space.
(v) Since A
2
is -compact, then compact sets (K
n
)
n=1
such that A
2
=
n=1
K
n
. n IN, i IN, K
n

xKn
B
2
( x, 1/i ). By the compactness
of K
n
, nite subset D
n,i
K
n
such that K
n

xDn,i
B
2
( x, 1/i ).
Then, D :=
n=1
i=1
D
n,i
A
2
is a countable dense set. Hence, A
2
is
separable.
Denition 11.189 Let A := (X, O) be a topological space, Y be a normed
linear space, and (X, B, ) be a Y-valued measure space on the same set X.
The triple X := (A, B, ) is said to be a Y-valued topological measure space
if B = B
B
(A ) and

X := (A, B
B
( A ) , T ) is a topological measure space.
We will say that X is nite, -nite, or locally nite if

X is so. We will
say that X is Tychono, Hausdor, regular, completely regular, normal,
rst countable, second countable, separable, second category everywhere,
connected, locally connected, compact, countably compact, sequentially
compact, locally compact, -compact, or paracompact if A is so.
Let A := (X, ) be a metric space with the natural topology O, Y be
a normed linear space, and (X, B
B
( A ) , ) be a Y-valued measure space
on the same set X. The triple X := (A, B
B
(A ) , ) is said to be a Y-
valued metric measure space if ((X, O), B
B
( A ) , ) is a Y-valued topological
measure space. X is said to be complete or totally bounded if A is so.
Let X := (A, IK, ||) be a normed linear space over the eld IK, O be the
natural topology on X generated by the norm ||, Y be a normed linear space,
and (X, B
B
( X) , ) be a Y-valued measure space on the same set X. The
triple X := (X, B
B
(X) , ) is said to be a Y-valued normed linear measure
space if ((X, O), B
B
(X) , ) is a Y-valued topological measure space. When
X is a Banach space, then X is said to be a Y-valued Banach measure space.
Depending on whether IK = IR or IK = C, we will say that X is a Y-valued
real or complex Banach measure space.
Proposition 11.190 Let A := (X, O) be a topological space, Y be a
normed linear space over IK. Dene

Z := M
f
(X, B
B
(A ) , Y) [
(A, B
B
( A ) , ) is a nite Y-valued topological measure space. Then,

Z is
a closed subspace of M
f
(X, B
B
( A ) , Y) and (

Z, IK, | |
M
f
(X,BB(),Y)
) =:
M
ft
(A, Y) is a normed linear space.
If, in addition, Y is a Banach space. Then, M
ft
(A, Y) is a Banach space.
Furthermore, dene Z := M
(X, B
B
(A ) , Y) [ (A, B
B
( A ) , ) is a
-nite Y-valued topological measure space M
(X, B
B
( A ) , Y). Let Z
admit the subset topology O
. Then, Z =: M
t
(A, Y) is a subspace of
M
(X, B
B
( A ) , Y). We will abuse the notation and denote the topological
space (Z, O
) by M
t
(A, Y).
Proof Let Y be a normed linear space. We will show that

Z is a
subspace of M
f
(X, B
B
( A ) , Y).
1
,
2
IK,
1
,
2
Z, by Propo-
sition 11.134, :=
1
1
+
2
2
M
f
(X, B
B
( A ) , Y). E B
B
( A ),
(0, +) IR, i = 1, 2, by
i
Z, O
i
O with E O
i
such that
T
i
(O
i
E) < /(1 + 2 [
i
[). Let O := O
1
O
2
O. Clearly, E O
and T (O E) (
2
i=1
[
i
[ T
i
)(O E) =
2
i=1
[
i
[ T
i
(O E)
2
i=1
[
i
[ T
i
(O
i
E) < , where the rst inequality and the rst equality
follow from Proposition 11.134. This shows that (A, B
B
( A ) , T ) is a
topological measure space. Then, (A, B
B
(A ) , ) is a nite Y-valued topo-
logical measure space and

Z. Clearly,
M
f
(X,BB(),Y)

Z , = . Hence,
Z is a subspace of M
f
(X, B
B
(A ) , Y). Then, M
ft
(A, Y) is a normed linear
space since M
f
(X, B
B
(A ) , Y) is a normed linear space.
Next, we will show that

Z is closed.

Z M
f
(X, B
B
(A ) , Y),
by Proposition 4.13, (
n
)
n=1

Z such that lim
nIN
n
= . Then,
lim
nIN
|
n
|
M
f
(X,BB(),Y)
= lim
nIN
T (
n
)(X) = 0. E
B
B
( A ), (0, +) IR, n IN such that T (
n
)(X) < /2.
By
n

Z, O O with E O such that T
n
(O E) < /2. Then,
T (O E) = T (
n
n
+)(O E) (T
n
+T (
n
))(O E) =
T
n
(O E) + T (
n
)(O E) < /2 + T (
n
)(X) < , where
the rst equality and the rst inequality follow from Proposition 11.134.
Hence,

Z. By the arbitrariness of , we have

Z =

Z and

Z is closed.
Let Y be a Banach space. By Proposition 11.140, M
f
(X, B
B
( A ) , Y) is
a Banach space. By Proposition 4.39, M
ft
(A, Y) is a Banach space.
Finally, we will show that Z is a subspace of M
(X, B
B
(A ) , Y).
1
,
2
IK,
1
,
2
Z, by Proposition 11.136, :=
1
1
+
2
2

M
(X, B
B
( A ) , Y). E B
B
(A ), (0, +) IR, i = 1, 2, by
i
Z, O
i
O with E O
i
such that T
i
(O
i
E) < /(1 + 2 [
i
[).
Let O := O
1
O
2
O. Clearly, E O and T (O E) (
2
i=1
[
i
[ T
i
)(O E) =
2
i=1
[
i
[ T
i
(O E)

2
i=1
[
i
[ T
i
(O
i
E) < ,
where the rst inequality and the rst equality follow from Proposi-
tion 11.136. This shows that (A, B
B
( A ) , T ) is a topological measure
space. Then, (A, B
B
( A ) , ) is a -nite Y-valued topological measure
space and Z. Clearly,
M(X,BB(),Y)
Z , = . Hence, Z is a subspace
of M
(X, B
B
(A ) , Y).
A bit of notation to simplify our presentation. Let M
(X, B) denote the

set of -nite measures on the measurable space (X, B); M
f
(X, B) denote
11.10. DUAL OF ((A, Y) 499
the set of nite measures on the measurable space (X, B); M
t
(A) denote
the set of -nite topological measures on the topological space A; and
M
ft
(A) denote the set of nite topological measures on the topological
space A.
Proposition 11.191 Let A := (X, O) be a topological space and
o
: O
[0, ) IR. Assume that
(i)
o
() = 0;
(ii)
o
(O
1
)
o
(O
2
), O
1
, O
2
O with O
1
O
2
;
(iii)
o
(
i=1
O
i
)
i=1
o
(O
i
), ( O
i
)
i=1
O;
(iv)
o
(O
1
O
2
) =
o
(O
1
) +
o
(O
2
), O
1
, O
2
O with O
1
O
2
= ;
(v)
o
(O) = sup
Uc, UUO

o
(U), O O.
Dene
o
:
X
2 [0, ) IR by
o
(E) = inf
Oc, EO

o
(O), E X.
1.
o
is an outer measure. It induces a nite complete measure space
(X,

B, ), where

B := E X [ E is measurable with respect to
o
and :=
o
[
B
.
2. B
B
( A )

B and the triple X := (A, B
B
( A ) , := [
BB()
) is a nite
topological measure space with (O) =
o
(O), O O.
3. The measure is unique in the sense that if be another measure on
(X, B
B
( A )) satisfying (O) =
o
(O) = (O), O O, then = .
Proof 1. By (i), we have
o
() = 0. A B X, we have 0

o
(A) = inf
Oc, AO

o
(O) inf
Oc, BO

o
(O) =
o
(B)
o
(X) < .
E
i=1
E
i
X, (0, +) IR, i IN, O
i
O with E
i
O
i
such that
o
(O
i
) <
o
(E
i
) + 2
i
. Then,
o
(E) = inf
Oc, EO

o
(O)
o
(
i=1
O
i
)
i=1
o
(O
i
) <
i=1

o
(E
i
)+, where the second inequality
follows from (iii). By the arbitrariness of , we have
o
(E)
i=1

o
(E
i
).
Hence,
o
:
X
2 [0, ) IR is an outer measure. It is easy to see that

o
(O) =
o
(O), O O. By Theorem 11.17, (X,

B, ) is a nite complete
measure space.
2. O O, E X, (0, +) IR, O
1
O with E O
1
such that
o
(O
1
) <
o
(E) + /2. By (v), U O with U U O
1
O
such that
o
(O O
1
) <
o
(U) + /2. Then,
o
(E) >
o
(O
1
) /2
o
((O
1
U)U)/2 =
o
(O
1
U)+
o
(U)/2 =
o
(O
1
U)+
o
(U)/2 >

o
(O
1
(O
1
O)) +
o
(O O
1
) =
o
(O
1
O) +
o
(O O
1
)

o
(E O) +
o
(EO)
o
(E) , where the second inequality follows
from (ii); the rst equality follows from (iv); and the third, the fourth, and
the last inequalities follow from the fact that
o
is an outer measure. By
the arbitrariness of , we have
o
(E) =
o
(E O) +
o
(E O). By the
arbitrariness of E, O is measurable with respect to
o
and O

B. By
the arbitrariness of O, we have O

B. Since

B is a -algebra on X, then
B
B
( A )

B. By Proposition 11.13, (X, B
B
( A ) , ) is a measure space.
Clearly, (O) = (O) =
o
(O) =
o
(O), O O. This coupled with
the denition of
o
leads to the conclusion that X is a topological measure
space. Clearly, (X) =
o
(X) < . Hence, X is a nite topological
measure space.
3. Let be another measure on (X, B
B
( A )) satisfying (O) =
o
(O) =
(O), O O. Then, is nite. Suppose ,= . Then, E B
B
( A )
such that (E) ,= (E) = inf
Oc, EO

o
(O) = inf
Oc, EO
(O) =
inf
Oc, EO
(O). Since (E) (O), O O with E O. Then,
we must have (E) < (E). Since X is a topological measure space, then,
by Proposition 11.27, XF O with F E such that (EF) < ((E)
(E))/2. This implies that (F) = (E) (E F) > (E)/2 + (E)/2 >
(E) (F) and
o
(X F) = (X F) = (X) (F) < (X) (F) =
(X F) =
o
(X F), where the rst equality follows from X F O;
the second equality follows from being a nite measure; the inequality
follows from X O; the third equality follows from being a measure; and
the last equality follows from X F O. This is a contradiction. Hence,
we have = and is unique.
Proposition 11.192 Let A := (X, O) be a compact Hausdor topological
space, Y be a Banach space, be a function that assigns a vector (F) Y
for each closed subset F X, X := (A, B
B
( A ) , ) be a nite topological
measure space. Assume that
(i) (F
1
F
2
) = (F
1
) + (F
2
), X F
1
, X F
2
O with F
1
F
2
= ;
(ii) | (F
1
) (F
2
) | (O), X F
1
, X F
2
, O O with F
1
F
2
O.
Then, there exists a unique M
ft
(A, Y) such that (F) = (F), XF
O. Furthermore, T .
Proof Fix any E B
B
( A ). Let

/
E
:= F E [ X F O and
/
E
:= (

/
E
, ). Clearly,

/
E
is a directed system.
Claim 11.192.1 The net ( (F) )
F
,E
is Cauchy.
Proof of claim: (0, +) IR, by X being a topological measure
space, V O with E V such that (V E) < /2. By Proposition 11.27,
XF O with F E such that (EF) < /2. F
1

/
E
with F F
1
,
we have F F
1
E V and F F
1
= F
1
F V F O. By (ii),
| (F
1
) (F) | (V F) = (V E) +(E F) < . Hence, the net is
Cauchy. This completes the proof of the claim. 2
11.10. DUAL OF ((A, Y) 501
By Proposition 4.44, we may dene (E) = lim
F
,E
(F) Y. Thus,
we have dened a function : B
B
( A ) Y. We will show that is the
Y-valued measure we seek. Clearly, (F) = (F), X F O. By (i),
() + () = () and then () = () =
Y
.
E B
B
(A ), (0, +) IR, V O with E V such that
(V E) < /2. By (E) = lim
F
,E
(F), F

/
E
such that |(E)
(F) | < /2. Clearly, F E V . Then, |(E) | < | (F) | + /2
(V )+/2 = (E)+(V E)+/2 < (E)+, where the second inequality
follows from (ii). By the arbitrariness of , we have |(E) | (E).
Fix any pairwise disjoint (E
n
)
n=1
B
B
( A ), let E :=
n=1
E
n

B
B
( A ). (0, +) IR, n IN, V
n
O with E
n
V
n
such
that (V
n
E
n
) < 2
n1
/5. By Proposition 11.27, X F
n
O with
F
n
E
n
such that (E
n
F
n
) < 2
n1
/5. By (E
n
) = lim
F
,En
(F),
F
n

/
En
with F
n

F
n
such that
_
_
_(E
n
) (

F
n
)
_
_
_ < 2
n
/5. Clearly,
F
n

F
n
E
n
V
n
. V O with E V such that (V E) < /5. By
Proposition 11.27, X F O with F E such that (E F) < /5. By
(E) = lim
F
,E
(F),
/
E
with F

F such that
_
_
_(E) (

F)
_
_
_ <
/5. Clearly, F

F E V . By Proposition 5.5,

F is compact. Since
F E =
n=1
E
n

n=1
V
n
, then n
0
IN such that

F

n0
i=1
V
i
.
n IN with n
0
n, |(E)
n
i=1
(E
i
) |
_
_
_(E) (

F)
_
_
_ +
_
_
_ (

F)
n
i=1
(

F
i
)
_
_
_ +
n
i=1
_
_
_ (

F
i
) (E
i
)
_
_
_ < /5 +
_
_
_ (

F) (
n
i=1
F
i
)
_
_
_ +/5,
where the second inequality follows from (i). Clearly,

F and
n
i=1
F
i
are
closed sets.

F (
n
i=1
F
i
) = (

F (
n
i=1
F
i
))((
n
i=1
F
i
)

F) ((
n
i=1
V
i
)
(
n
i=1
F
i
)) (E

F) (
n
i=1
(V
i
F
i
)) (V F) O. By (ii), |(E)
n
i=1
(E
i
) | < 2/5+((
n
i=1
(V
i
F
i
))(V F)) 2/5+
n
i=1
(V
i
F
i
)+
(V F) = 2/5 +
n
i=1
((V
i
E
i
) +(E
i
F
i
)) +(V E) +(E F) < .
Then, (E) =
n=1
(E
n
) Y.
n
)
n=1
B
B
( A ),
n=1
|(E
n
) |
n=1
(E
n
) = (
n=1
E
n
) (X) < . This shows that is a Y-valued
pre-measure on (X, B
B
( A )).
E B
B
( A ), n Z
+
i
)
n
i=1
B
B
( A ) with
E =
n
i=1
E
i
,
n
i=1
|(E
i
) |
n
i=1
(E
i
) = (E). Hence, T (E)
(E). By the arbitrariness of E, we have T . Hence, is a nite
Y-valued measure on (X, B
B
( A )). It is easy to show that (A, B
B
( A ) , )
is a Y-valued topological measure space. Then, M
ft
(A, Y).
Finally, we need to show that M
ft
(A, Y) is unique. Let
M
ft
(A, Y) be such that: (F) = (F) = (F), X F O. E B
B
( A ),
(0, +) IR, by Proposition 11.27, XF O with F E such that
T (E F) < /2. Again by Proposition 11.27, X F
1
O with F
1
E
such that T (EF) < /2. Let

F := F F
1
E, which is clearly closed.
Then, |(E) (E) |
_
_
(E)(

F)
_
_
+
_
_
(

F) (

F)
_
_
+
_
_
(

F) (E)
_
_
=
_
_
(E

F)
_
_
+ 0 +
_
_
(E

F)
_
_
T (E

F) + T (E

F)
T (E F) + T (E F
1
) < . By the arbitrariness of , we have
(E) = (E). Hence, = .
Denition 11.193 Let A := (X, O) be a topological space. E X is said
to be a G
if ( O
i
)
i=1
O such that E =
i=1
O
i
.

E X is said to be
an F
if exists
_

F
i
_
i=1
O such that

E =
i=1
F
i
.
Proposition 11.194 Let A := (X, ) be a locally compact separable metric
space with the natural topology O, c := E X [ E is a compact G
,
and B
a
(A) be the -algebra generated by c. Then, B
a
(A) = B
B
( A ).
Proof E c, by Proposition 5.5, E is closed. Then, E B
B
( A ).
Hence, c B
B
(A ). Since B
B
( A ) is a -algebra, then B
a
(A) B
B
( A ).
x X, by Denition 5.49, O
x
O such that x O
x
and O
x
is com-
pact. Then, X =
xX
O
x
. By Propositions 4.4 and 3.24, a countable
set D X such that X =
xD
O
x
=
xD
O
x
.
F O, x D, F
x
:= FO
x
is compact and closed by Propositions 5.5
and 3.5. Then, F
x
=
n=1
xFx
B
( x, 1/n), by Proposition 4.10. This

implies that F
x
is a G
in addition to being compact. Then, F

x
c
B
a
(A). This implies that F =
xD
F
x
B
a
(A). Hence,

F B
a
(A). By
the arbitrariness of

F, we have O B
a
(A). By B
a
(A) being a -algebra,
we have B
B
(A ) B
a
(A).
Therefore, B
a
(A) = B
B
(A ). This completes the proof of the proposi-
tion. 2
Lemma 11.195 Let A := (X, O) be a normal topological space. Then,
E O with E being a G
, there exists a continuous function : X

[0, 1] IR such that E = x X [ (x) = 1.
Proof Since E is a G
, then (O
i
)
i=1
O such that E =
i=1
O
i
.
i IN, by Urysohns Lemma 3.55, there exists a continuous function
i
:
X [0, 1] IR such that
i
[
E
= 1 and
i
[
f
Oi
= 0. Let :=
i=1
2
i
i
.
By Proposition 4.26, : X [0, 1] IR is continuous. Clearly [
E
= 1
and (x) < 1, x

i=1
O
i
=

E. Hence, the result holds. This completes
Theorem 11.196 Let A := (X, ) be a locally compact separable metric
space with the natural topology O and be a nite measure on (X, B
B
( A )).
Then, X := (A, B
B
(A ) , ) is a nite metric measure space. Thus,
M
f
(X, B
B
( A )) = M
ft
(A). As a consequence, M
f
(X, B
B
(A ) , Y) =
M
ft
(A, Y), where Y is any normed linear space.
11.10. DUAL OF ((A, Y) 503
Proof By Propositions 4.4, 3.24, and 5.72, A is -compact. Let
1 B
B
( A ) be such that E 1 if (0, +) IR, we have
(i) O O with O being -compact and E O such that (O E) < ;
(ii)
F O with F being a compact G
and F E such that (EF) < .

We will show that 1 = B
B
( A ).
Claim 11.196.1
F O, F =
n=1
xF
B
( x, 1/n) =:

F and is a G
.
Proof of claim: Clearly, F

F. x
0

F, by Proposition 4.10,
0
:= dist(x
0
,

F) > 0. Then, n IN with 1/n <
0
, x
0
,
xF
B
( x, 1/n)
and x
0

F. Hence,

F

F and F =

F. Clearly,

F is a G
. This completes
Claim 11.196.2 O O, O is -compact.
Proof of claim: By Claim 11.196.1,

O is a G
. Then, ( O
i
)
i=1
O
such that

O =
i=1
O
i
and O =
i=1
O
i
. By A being -compact,
compact sets ( K
i
)
i=1
such that X =
i=1
K
i
. Then, O = O X =
i=1
j=1
(
O
i
K
j
). i, j IN, by Propositions 3.5 and 5.5,

O
i
K
j
is
compact. Hence, O is -compact. 2
(E
i
)
i=1
1, let E :=
i=1
E
i
B
B
( A ). (0, +) IR, i IN,
O
i
O with O
i
being -compact and E
i
O
i
such that (O
i
E
i
) < 2
i
;
F
i
O with F
i
being a compact G
and F
i
E
i
such that (E
i
F
i
) <
2
i1
. Let O :=
i=1
O
i
O, which is -compact by Claim 11.196.2.
Then, E O and (OE) = ((
i=1
O
i
)(
i=1
E
i
)) (
i=1
(O
i
E
i
))
i=1
(O
i
E
i
) < . Hence, E satises (i). By Proposition 11.7, (E) =
lim
nIN
(
n
i=1
E
i
). Then, n
0
IN such that (E) < (
n0
i=1
E
i
) + /2.
Let F :=
n0
i=1
F
i
. Clearly, F is compact and closed. By Claim 11.196.1,
F is a G
. Then, F E and (E F) = (E) (F) < (
n0
i=1
E
i
)
(
n0
i=1
F
i
)+/2 = ((
n0
i=1
E
i
)(
n0
i=1
F
i
))+/2 (
n0
i=1
(E
i
F
i
))+/2
n0
i=1
(E
i
F
i
) + /2 < . Hence, E satises (ii). Then, E 1. Thus, 1
is closed under countable unions.
E 1, (0, +) IR, O O with O being -compact and
E O such that (O E) < ;
F O with F being a compact G
and
F E such that (E F) < . Then,

O is a closed set,

O

E, and
(
E

O) = (O E) < . By A being -compact, compact sets (K
i
)
i=1
such that X =
i=1
K
i
. Without loss of generality, we may assume that
K
i
K
i+1
, i IN. Note that > (
E

O) = (
E (
i=1
K
i
)) =
(
E (
i=1
(
OK
i
))) = (
i=1
(
E (
OK
i
))) = lim
iIN
(
E (
OK
i
)),
where the last equality follows from Proposition 11.5. Then, n IN such
that (
E (
O K
n
)) < . By Propositions 3.5 and 5.5,

O K
n
is closed
and compact, then it is a G
by Claim 11.196.1. Clearly,

O K
n

E.
Hence,

E satises (ii).

F O and is -compact by Claim 11.196.2. Note
that

E

F and (
F

E) = (E F) < . Then,

E satises (i). Hence,
E 1. 1 is closed under set complements. Clearly, 1. This proves

that 1 is a -algebra.
E O with E being a compact G
, (0, +) IR, then E

satises (ii) trivially. By Lemma 11.195, there exists a continuous function
: X [0, 1] IR such that E = x X [ (x) = 1. i IN,
let O
i
:= x X [ (x) > 1 1/i O. Clearly E =
i=1
O
i
and
O
i+1
O
i
, i IN. By Proposition 11.5, (E) = lim
iIN
(O
i
). n IN
such that (O
n
) (E) (O
n
). Clearly, we have E O
n
. Then,
(O
n
E) = (O
n
)(E) < . By Claim 11.196.2, O
n
is -compact. Then,
E satises (i) and E 1.
Thus, 1 is a -algebra and c := E B
B
( A ) [ E is a compact G

1. By Proposition 11.194, 1 = B
B
( A ). Then, X is a nite metric measure
space.
Thus, we have M
f
(X, B
B
( A )) M
ft
(A). Clearly, M
f
(X, B
B
( A ))
M
ft
(A). Hence, M
f
(X, B
B
( A )) = M
ft
(A).
M
f
(X, B
B
(A ) , Y) then T M
f
(X, B
B
( A )) = M
ft
(A). This
implies that M
ft
(A, Y). Hence, M
f
(X, B
B
( A ) , Y) M
ft
(A, Y).
Clearly, M
f
(X, B
B
( A ) , Y) M
ft
(A, Y). Then, M
f
(X, B
B
( A ) , Y) =
M
ft
(A, Y).
Denition 11.197 Let A := (X, O) be a topological space, Y be a normed
linear space, f : X Y. The support of f is the set supp(f) :=
x X [ f(x) ,=
Y
.
Lemma 11.198 Let A := (X, O) be compact Hausdor topological space,
Z := ((A, IR), and f Z
.

f Z
is said to be a positive linear functional

if

f(z) 0, z P := h Z [ h : X [0, ) IR. Then, f = f
+
f
,
where f
+
, f
are positive linear functionals.

Proof z P, dene f
+
(z) := sup
Z, 0(x)z(x), xX
f(). Then,
0 f
+
(z) |f | |z | < and f
+
(z) f(z), z P. Clearly,
(i) f
+
(z) = f
+
(z), z P and [0, ) IR.
z
1
, z
2
P, i 1, 2,
i
Z with 0
i
(x) z
i
(x), x X, we
have f(
1
) +f(
2
) = f(
1
+
2
) f
+
(z
1
+ z
2
). Then, f
+
(z
1
) +f
+
(z
2
)
f
+
(z
1
+ z
2
). On the other hand, Z with 0 (x) z
1
(x) + z
2
(x),
x X, we have f() = f(z
1
) +f(z
1
) f
+
(z
1
) +f
+
(z
2
). Then,
f
+
(z
1
+z
2
) f
+
(z
1
) +f
+
(z
2
). Therefore,
(ii) f
+
(z
1
) +f
+
(z
2
) = f
+
(z
1
+z
2
), z
1
, z
2
P.
z Z, dene z
+
:= z 0 P and z
:= (z) 0 P. Clearly,
z = z
+
z
. Dene f
+
(z) := f
+
(z
+
) f
+
(z
) IR. Then, f
+
: Z IR is
well-dened. We will show that f
+
Z
.
z Z, [ f
+
(z) [ = [ f
+
(z
+
) f
+
(z
) [ f
+
(z
+
) + f
+
(z
) = f
+
(z
+
+
z
) |f | |z
+
+z
| = |f | |z |.
z
1
, z
2
Z, let z := z
1
+ z
2
. Then, f
+
(z
1
) + f
+
(z
2
) = f
+
(z
1+
)
f
+
(z
1
) +f
+
(z
2+
) f
+
(z
2
) = f
+
(z
1+
+z
2+
) f
+
(z
1
+z
2
) = f
+
(z
+
) +
11.10. DUAL OF ((A, Y) 505
f
+
(z
1+
+ z
2+
z
+
) f
+
(z
) f
+
(z
1
+ z
2
z
) = f
+
(z) + f
+
(z
1+
+
z
2+
z
+
) f
+
(z
1
+ z
2
z
), where the rst equality follows from the

denition of f
+
; the second equality follows from (ii); the third equality
follows from (ii); and the last equality follows from the denition of f
+
.
Note that, x X,
(z
1+
+z
2+
z
+
)(x) = z
1
(x) 0 +z
2
(x) 0 (z
1
(x) +z
2
(x)) 0
=
_
_
0 z
1
(x) 0 and z
2
(x) 0
z
2
(x) z
1
(x) 0 > z
2
(x) z
1
(x)
z
1
(x) z
1
(x) 0 z
1
(x) > z
2
(x)
z
1
(x) z
2
(x) 0 > z
1
(x) z
2
(x)
z
2
(x) z
2
(x) 0 z
2
(x) > z
1
(x)
0 z
1
(x) < 0 and z
2
(x) < 0
= (z
1
(x)) 0 + (z
2
(x)) 0 (z
1
(x) z
2
(x)) 0)
= z
1
(x) +z
2
(x) z
(x)
Hence, (iii) f
+
(z
1
) +f
+
(z
2
) = f
+
(z) = f
+
(z
1
+z
2
), z
1
, z
2
Z.
z Z, IR. If = 0, then f
+
(z) = 0 = f
+
(z). If > 0, then
f
+
(z) = f
+
(z
+
) f
+
(z
) = f
+
(z
+
) f
+
(z
) = f
+
(z), where the
rst equality follows from the denition of f
+
; the second equality follows
from (i); and the third equality follows from the denition of f
+
. If < 0,
then f
+
(z) = f
+
(z
) f
+
(z
+
) = f
+
(z
) + f
+
(z
+
) = f
+
(z),
where the rst equality follows from the denition of f
+
; the second equality
follows from (i); and the third equality follows from the denition of f
+
.
Hence, we have
(iv) f
+
(z) = f
+
(z), z Z and IR.
Hence, f
+
Z
and is a positive linear functional.

Let f
:= f
+
f Z
. Clearly, f
(z) 0, z P. Hence, f
is also a
positive linear functional.
Theorem 11.199 (Riesz Representation Theorem) Let A := (X, O)
be a compact Hausdor topological space, Y be a normed linear space over
IK, Z := ((A, Y), and Z := z Z [ z = hy, h ((A, IR), y Y.
Assume that span( Z) = Z. Then, f Z
, ! M
ft
(A, Y
) such
that f(z) =
_
X
d(x), z(x) )) =: , z )), z Z. Furthermore, Z
=
M
ft
(A, Y
) isometrically isomorphically.
Proof By Proposition 5.14, A is normal. By Example 7.31, Z is a
normed linear space over IK. Fix any f Z
. Dene
o
: O [0, |f |] IR
by
o
(O) := sup
zZ,|z|1, supp(z)O
[ f(z) [, O O. Clearly, we have
(i)
o
() = 0;
(ii) 0
o
(O) |f | < , O O;
(iii)
o
(O
1
)
o
(O
2
), O
1
, O
2
O with O
1
O
2
.
(O
i
)
i=1
O, let O :=
i=1
O
i
O. z Z with K := supp(z)
O and |z | 1, by Proposition 5.5, K is compact. By Corollary 5.65
of Partition of Unity, m Z
+
, n
1
, . . . , n
m
IN, which may be taken
to be distinct, (
ni
)
m
i=1
((A, IR) such that
ni
: X [0, 1] IR,
supp(
ni
) O
ni
, i = 1, . . . , m,
m
i=1
ni
(x) = 1, x K, and 0
m
i=1
ni
(x) 1, x X. Then, z =
m
i=1
z
ni
. i 1, . . . , m, z
ni

Z, |z
ni
| 1, and supp(z
ni
) supp(z) supp(
ni
) supp(
ni
)
O
ni
. Then, [ f(z) [ = [
m
i=1
f(z
ni
) [
m
i=1
[ f(z
ni
) [
m
i=1
o
(O
ni
)
i=1
o
(O
i
). By the arbitrariness of z, we have
(iv)
o
(O) =
o
(
i=1
O
i
)
i=1
o
(O
i
), ( O
i
)
i=1
O.
O
1
, O
2
O with O
1
O
2
= , (0, +) IR, z
i
Z with
supp( z
i
) O
i
and | z
i
| 1, such that [ f( z
i
) [ >
o
(O
i
)/2, i = 1, 2. i
1, 2, when f( z
i
) ,= 0, take z
i
:=
f( zi)
f( zi)
z
i
Z; and when f( z
i
) = 0, take
z
i
:= z
i
Z. Then, z
i
Z, |z
i
| = | z
i
| 1, supp(z
i
) = supp( z
i
) O
i
,
and f(z
i
) = [ f( z
i
) [ >
o
(O
i
) /2. Let z := z
1
+z
2
Z. Clearly, |z | 1
since O
1
O
2
= . Note that supp(z) supp(z
1
) supp(z
2
) = supp(z
1
)
supp(z
2
) O
1
O
2
, where the equality follows from Proposition 3.3. Then,
o
(O
1
)+
o
(O
2
) < f(z
1
)+f(z
2
) = f(z)
o
(O
1
O
2
)
o
(O
1
)+
o
(O
2
),
where the last inequality follows from (iv). By the arbitrariness of , we
have
(v)
o
(O
1
O
2
) =
o
(O
1
) +
o
(O
2
), O
1
, O
2
O with O
1
O
2
= .
O O, (0, +) IR, z Z with K := supp(z) O and
|z | 1, such that [ f(z) [ >
o
(O) . By Proposition 5.5, K is compact.
By Proposition 3.35, U O, such that K U U O. Then,
o
(O)
o
(U) [ f(z) [ >
o
(O) , where the rst inequality follows from (iii).
Hence, we have
(vi)
o
(O) = sup
Uc, UUO

o
(U), O O.
By Proposition 11.191, there exists a nite topological measure space
X := (A, B
B
( A ) , ) such that (O) =
o
(O), O O and (E) =
inf
Oc, EO

o
(O), E B
B
( A ). Furthermore, is unique among mea-
sures on (A, B
B
( A )) with [
c
=
o
. Clearly, M
ft
(A).
Fix any

F O. Let /
F
:=
_
(U, V, h) O O ((A, IR)
F U
U V, h : X [0, 1] IR, h[
U
= 1, supp(h) V
_
. Dene a relation
on /
F
by (U
1
, V
1
, h
1
) (U
2
, V
2
, h
2
) if V
1
V
2
. By Proposition 3.35 and
Urysohns Lemma 3.55,

/
F
:= (/
F
, ) is a directed system. (U, V, h)
/
F
, the function f
h
: Y IK, dened by f
h
(y) = f(hy), y Y, is a
bounded linear functional since f Z
. Then, f
h
Y
. This denes a net

( f
h
)
(U,V,h)

,F
Y
.
Claim 11.199.1 The net (f
h
)
(U,V,h)

,F
Y
is Cauchy.
Proof of claim: (0, +) IR, V O with F V such that
(V F) < . By Proposition 3.35, U,

U O such that F U U
U

U V . By Urysohns Lemma 3.55, h ((A, IR) with h : X
[0, 1] IR such that h[
U
= 1 and h[
e
U
= 0. Then, supp(h)

U V
and (U, V, h)

/
F
. (U
1
, V
1
, h
1
)

/
F
with (U, V, h) (U
1
, V
1
, h
1
), we
11.10. DUAL OF ((A, Y) 507
have V
1
V and |f
h
f
h1
| = sup
yY, |y|1
[ f
h
, y )) f
h1
, y )) [ =
sup
yY, |y|1
[ f(hy) f(h
1
y) [ = sup
yY, |y|1
[ f((h h
1
)y) [. Note that,
y Y with |y | 1, (h h
1
)y Z, |(h h
1
)y | 1, and
supp((h h
1
)y) supp(h h
1
)
(supp(h) supp(h
1
)) x X [ h(x) = 1 = h
1
(x)
(supp(h) supp(h
1
)) (U U
1
)
= supp(h) (U U
1
) supp(h
1
) (U U
1
)
supp(h) (U U
1
) supp(h
1
) (U U
1
)
= (supp(h) (U U
1
)) (supp(h
1
) (U U
1
))
(V F) (V
1
F) V F O
where the third containment follows from the fact that h[
U
= 1 and h
1
[
U1
=
1; and the rst equality follows from Proposition 3.3. Then, |f
h
f
h1
|
o
(V F) = (V F) < . Hence, the net is Cauchy. This completes the
proof of the claim. 2
By Propositions 4.44 and 7.72,
(vii) lim
(U,V,h)

,F
f
h
=: (F) Y
F O.
Thus, we have dened a function that assigns a vector (F) Y
to each
closed subset F X. We will next show that satises the assumption of
Proposition 11.192.
Fix any

F
1
,
F
2
O with F
1
F
2
= . Fix any (0, ) IR.
By the normality of A, V
1
, V
2
O with V
1
V
2
= such that
F
i
V
i
, i = 1, 2. Without loss of generality, we may assume that
(V
i
F
i
) < /4, i = 1, 2. Fix any i 1, 2. By lim
(U,V,h)

,F
i
f
h
= (F
i
),
(
U
i
,

V
i
,
h
i
)

/
Fi
with

V
i
V
i
such that
_
_
_ (F
i
) f
hi
_
_
_ < /6. By
lim
(U,V,h)

,F
1
F
2
f
h
= (F
1
F
2
), (
U,

V ,
h)

/
F1F2
with

V V
1
V
2
such that
_
_
(F
1
F
2
)f
h
_
_
< /6. This implies that | (F
1
F
2
) (F
1
)
(F
2
) |
_
_
(F
1
F
2
) f
h
_
_
+
_
_
_f
h
f
h1
f
h2
_
_
_ +
_
_
_f
h1
(F
1
)
_
_
_ +
_
_
_f
h2
(F
2
)
_
_
_ < /2 + sup
yY, |y|1
h
, y
__

__
f
h1
, y
__

__
f
h2
, y
__
=
/2 +sup
yY, |y|1
f(
hy) f(
h
1
y) f(
h
2
y)
= /2 +sup
yY, |y|1
f((
h
1

h
2
)y)
. Note that, y Y with |y | 1, z := (
h
1

h
2
)y Z,
| z | 1, since supp(
h
1
) supp(
h
2
)

V
1

V
2
= , and supp( z)
(supp(
h) supp(
h
1
) supp(
h
2
)) ((
U

U
1
) (
U

U
2
)). Then, supp( z)
supp(
h) supp(
h
1
) supp(
h
2
) = supp(
h) supp(
h
1
) supp(
h
2
)

V
V
1

V
2
V
1
V
2
. In addition, supp( z)
_
(
U

U
1
) (
U

U
2
)
_
_
(
U

U
1
) (
U

U
2
)
_
=
_
U (
U
1

U
2
)
_

F
1
F
2
. This yields
supp( z) (V
1
V
2
)

F
1
F
2
= (V
1
F
1
) (V
2
F
2
) =:

O O. Then,
we have | (F
1
F
2
) (F
1
) (F
2
) | < /2 +
o
(

O) = /2 + (

O) =
/2 +(V
1
F
1
) +(V
2
F
2
) < . By the arbitrariness of , we have
(viii) (F
1
) + (F
2
) = (F
1
F
2
),
F
1
,
F
2
O with F
1
F
2
= .
Fix any

F
1
,
F
2
, O O with F
1
F
2
O. (0, +) IR,
i 1, 2, V
i
O with F
i
V
i
such that (V
i
F
i
) < /4. By
lim
(U,V,h)

,F
i
f
h
= (F
i
), (
U
i
,

V
i
,
h
i
)

/
Fi
with

V
i
V
i
such that
_
_
_ (F
i
) f
hi
_
_
_ < /4. This leads to | (F
1
) (F
2
) |
_
_
_ (F
1
)
f
h1
_
_
_ +
_
_
_f
h1
f
h2
_
_
_ +
_
_
_f
h2
(F
2
)
_
_
_ < /2 + sup
yY, |y|1
__
f
h1
, y
__
__
f
h2
, y
__
= /2 + sup
yY, |y|1
f((
h
1

h
2
)y)
. Note that, y
Y with |y | 1, z := (
h
1

h
2
)y Z, | z | 1, and supp( z)
(supp(
h
1
) supp(
h
2
)) (
U
1

U
2
) (supp(
h
1
) supp(
h
2
)) (
U
1

U
2
) =
(supp(
h
1
) supp(
h
2
)) (
U
1

U
2
) (V
1
V
2
) (F
1
F
2
) = (V
1
(F
1

F
2
)) (V
2
(F
1
F
2
)) (V
1
F
1
) (F
1
F
2
) (F
2
F
1
) (V
2
F
2
) =
(V
1
F
1
) (V
2
F
2
) (F
1
F
2
) (V
1
F
1
) (V
2
F
2
) O =:

O O. Thus,
| (F
1
) (F
2
) | < /2 +
o
(

O) = /2 + (

O) /2 + (V
1
F
1
) + (V
2
F
2
) +(O) < +(O). By the arbitrariness of , we have
(ix) | (F
1
) (F
2
) | (O),
F
1
,
F
2
, O O with F
1
F
2
O.
By Proposition 11.192, ! M
ft
(A, Y
) such that (F) = (F),
F
O. Furthermore, T . Then, || = T (X) (X) |f | < .
This denes a mapping
Z
: Z
M
ft
(A, Y
) by
Z
(f) = , f Z
.
The above can be expressed as
(x) |
Z
(f) | |f |, f Z
.
f
1
, f
2
Z
, IK, let
i
:=
Z
(f
i
) M
ft
(A, Y
), i = 1, 2,
f := f
1
+ f
2
Z
, and :=
Z
(f) M
ft
(A, Y
).
F O, (F) =
(F) = lim
(U,V,h)

,F
f
h
= lim
(U,V,h)

,F
(f
1h
+ f
2h
) = lim
(U,V,h)

,F
f
1h
+
lim
(U,V,h)

,F
f
2h
=
1
(F) +
2
(F) =
1
(F) +
2
(F) = (
1
+
2
)(F). By
Proposition 11.190,
1
+
2
M
ft
(A, Y
). Then, by Proposition 11.192,
Z
(f
1
+ f
2
) = =
1
+
2
=
Z
(f
1
) +
Z
(f
2
). Let :=
Z
(f
1
)
M
ft
(A, Y
).
F O, we have (F) =

(F) = lim
(U,V,h)

,F
(f
1
)
h
=
lim
(U,V,h)

,F
f
1h
=
1
(F) = (
1
)(F). By Proposition 11.190,
1

M
ft
(A, Y
). Then, by Proposition 11.192,

Z
(f
1
) = =
1
=
Z
(f
1
).
This shows that
Z
is a bound linear operator.
Fix any M
ft
(A, Y
). z Z. By Proposition 11.37, z is B
B
( A )-
measurable. Clearly, T z(x) |z |, x X. Then,
_
X
T z dT
|z | T (X) = |z | || < . Hence, z is absolutely integrable over
X := (A, B
B
( A ) , ). By Proposition 5.7, z(X) Y is compact. Then,
by Propositions 11.188, 7.35, and 7.17, H := span( z(X) ) Y Y
is a
separable subspace. By Proposition 11.130, , z )) =
_
X
d(x), z(x) ))
IK and [ , z )) [ =
_
X
d(x), z(x) ))
|z | || < . Hence, we have

(xi) M
ft
(A, Y
), z Z, we have z is absolutely integrable and

integrable over (A, B
B
(A ) , ), and [ , z )) [ |z | || < .
11.10. DUAL OF ((A, Y) 509
We will show that f(z) =
_
X
d(x), z(x) )) = , z )), z Z, f
Z
, where =
Z
(f), in four steps. In the rst step, we consider the special
case: Y = IR and f is a positive linear functional.
F O, (U, V, h)

/
F
,
f
h
= f(h) [0, |f |] IR, since h P := z ((A, IR) [ z : X
[0, ) IR ((A, IR) = Z. Then, (F) = lim
(U,V,h)

,F
f
h
[0, |f |]
IR. Hence, by Proposition 11.192 and its proof, : B
B
(A ) [0, |f |] IR
and M
ft
(A). Fix any z Z. We will distinguish three exhaustive
cases: Case 1: z =
Z
; Case 2: z ,=
Z
and z P; Case 3: z Z. Case 1:
z =
Z
. Then, f(z) = 0 =
_
X
z(x)d(x) = , z )).
Case 2: z ,=
Z
and z P. Let z := z/ |z | P. Then, z : X
[0, 1] IR. Fix any n IN and x any i 1, . . . , n. Dene
i
:=
((n z i + 1) 0) 1 P, O
i
:= x X [ n z(x) > i 1, and F
i
:=
x X [ n z(x) i 1. Let O
0
:= x X [ n z(x) > 1 = X,
O
n+1
:= x X [ n z(x) > n = , F
n+1
:= x X [ n z(x) n,
and F
n+2
:= x X [ n z(x) n + 1 = . Clearly, F
i+2
O
i+1

O
i+1
F
i+1
O
i
O
i
F
i
O
i1
,
i
: X [0, 1] IR,
i
[
Fi+1
= 1,
and supp(
i
) O
i
F
i
O
i1
. Clearly O
i
O and

F
i+1
O, i =
0, . . . , n + 1, and z =
1
n
n
i=1
i
. Fix any i 1, . . . , n. By the denition
of and the fact that f is a positive linear functional, (U, V, h)

/
Fi+2
with V O
i+1
, we have h(x)
Oi+1,X
(x)
Fi+1,X
(x)
i
(x), x X,
and f
h
= f(h) f(
i
). This implies that (F
i+2
) f(
i
). (U, V, h)
/
Fi
, we have
i
(x)
Fi,X
(x) h(x), x X, and f
h
= f(h) f(
i
).
This leads to f(
i
) (F
i
). By Propositions 11.74 and 11.81, we have
(F
i+2
) (F
i+1
) =
_
X

Fi+1,X
d
_
X

i
d
_
X

Fi,X
d = (F
i
).
Then,
f(
i
)
_
X

i
d
(F
i
)(F
i+2
). Summing both side from 1 to n,
we have
f( z)
_
X
z d
1
n
n
i=1
(f(
i
)
_
X

i
d)
1
n
n
i=1
f(
i
)
_
X

i
d

1
n
((F
1
) + (F
2
)) 2(X)/n = 2 || /n 2 |f | /n, where
the rst equality follows from (xi) and Proposition 11.90; and the last
inequality follows from (x). By the arbitrariness of n, we have f( z) =
_
X
z d. By (xi) and Proposition 11.90, f(z) = f(|z | z) = |z | f( z) =
|z |
_
X
z d =
_
X
z d = , z )).
Case 3: z Z. Let z
+
:= z 0 P and z
:= (z) 0 P. Clearly,
z = z
+
z
. By Cases 1 and 2, f(z) = f(z

+
) f(z
) =
_
X
z
+
d
_
X
z
d =
_
X
z d = , z )), where the third equality follows from (xi)
and Proposition 11.90.
Hence, f(z) =
_
X
z d = , z )), z Z. This completes the rst step.
In the second step, we consider the special case: Y = IR. By
Lemma 11.198, f = f
+
f
, where f
+
, f
are positive linear

functionals. Let
+
:=
Z
(f
+
) and
:=
Z
(f
). By the rst step,

f
+
(z) =
_
X
z d
+
and f
(z) =
_
X
z d
, z Z. Then, by linearity of
Z
, =
Z
(f) =
Z
(f
+
f
) =
Z
(f
+
)
Z
(f
) =
+
. By Propo-
sitions 11.143 and 11.144, f(z) = f
+
(z) f
(z) =
_
X
z d
+
_
X
z d
=
_
X
z d = , z )). This completes the second step.
In the third step, we consider the special case when Y is a real
normed linear space. y Y, dene
y
: B
B
( A ) IR by
y
(E) =
(E), y )), E B
B
( A ). Then,
y
M
ft
(A, IR) by Proposition 11.134.
Dene f
y
: ((A, IR) IR by f
y
(h) = f(hy), h ((A, IR). By
f Z
, we have f
y
(((A, IR))
F O,
y
(F) = (F), y )) =
lim
(U,V,h)

,F
f
h
, y
__
= lim
(U,V,h)

,F
f
h
, y )) = lim
(U,V,h)

,F
f(hy) =
lim
(U,V,h)

,F
f
y
(h) =
c(,IR)
(f
y
)(F). By Proposition 11.192, we have
y
=
c(,IR)
(f
y
). By the second step, we have f(hy) = f
y
(h) =
_
X
hd
y
=
_
X
d(x), h(x)y )) = , hy )), h ((A, IR), where the third
equality follows from Proposition 11.144. z Z, (0, +) IR,
z span (Z) such that |z z | < /(2 |f | + 1). Then, z =
n
i=1
h
i
y
i
,
where n Z
+
, h
1
, . . . , h
n
((A, IR), and y
1
, . . . , y
n
Y. Then, [ f(z)
, z )) [ [ f(z)f( z) [+[ f( z) , z )) [+[ , z )) , z )) [ |f | |z
z | +
n
i=1
f(h
i
y
i
)
_
X
d(x),
n
i=1
h
i
(x)y
i
))
_
X
d(x), z(x) ))
_
X
d(x), z(x) ))
/2 +
n
i=1
(f(h
i
y)
_
X
d(x), h
i
(x)y )))
_
X
d(x), z(x) z(x) ))
/2 + 0 +
_
X
T ( z z)(x) dT (x)
/2 +|z z | T (X) /2 +

2|f|+1
|| /2 +

2|f|+1
|f | < , where
the second inequality follows from Proposition 7.72; the third inequality
follows from (xi) and Proposition 11.130; the fourth inequality follows from
Proposition 11.130; the fth inequality follows from Propositions 11.74 and
11.81; and the seventh inequality follows from (x). By the arbitrariness of
, we have f(z) = , z )) =
_
X
d(x), z(x) )). This completes the third
step.
In the fourth step, we consider the special case when Y is a com-
plex normed linear space. Let g := Re f. By Lemmas 7.40 and
7.81, g is a bounded linear functional of the real normed linear space
Z
IR
:= (((A, Y
IR
), IR, | |
c(,YIR)
) and f(z) = g(z) ig(iz), z Z
IR
. Let
g Z
IR
be dened by g(z) = g(iz), z Z
IR
,
gr
:=
ZIR
(g) M
ft
(A, Y
IR
),
and
gi
:=
ZIR
( g) M
ft
(A, Y
IR
).
F O, (F) = lim
(U,V,h)

,F
f
h
=
lim
(U,V,h)

,F
(g
h
i g
h
) = lim
(U,V,h)

,F
g
h
i lim
(U,V,h)

,F
g
h
=
ZIR
(g)(F) i
ZIR
( g)(F) =
gr
(F) i
gi
(F) = (
gr
i
gi
)(F). By
the denition of g, we have
gi
(E)(y) =
gr
(E)(iy) C, E B
B
( A ),
y Y
IR
. Then, by Lemma 7.81,
gr
(E) i
gi
(E) Y
, E B
B
( A ).
gr
i
gi
M
ft
(A, Y
we have =
gr
i
gi
. By the third step, g(z) =
_
X
d
gr
(x), z(x) ))
and g(z) =
_
X
d
gi
(x), z(x) )), z Z
IR
. This implies, z Z, f(z) =
g(z)ig(iz) = g(z)i g(z) =
_
X
d
gr
(x), z(x) ))i
_
X
d
gi
(x), z(x) )) =
_
X
d(
gr
i
gi
)(x), z(x) )) =
_
X
d(x), z(x) )) = , z )), where the
fourth equality follows from Propositions 11.143 and 11.144. This com-
pletes the fourth step.
Thus, we have the representation
(xii) f(z) =
_
X
d(x), z(x) )) = , z )), z Z, f Z
, where =
Z
(f) M
ft
(A, Y
).
11.10. DUAL OF ((A, Y) 511
Fix any M
ft
(A, Y
). Dene f : Z IK by f(z) = , z )) =
_
X
d(x), z(x) )), z Z. We will show that f Z
, |f | ||,
and
Z
(f) = . z Z. By Proposition 5.7, z(X) Y is compact.
Then, by Propositions 11.188, 7.35, and 7.17, H := span (z(X) ) Y is
a separable subspace. By (xi) and Proposition 11.130, f(z) = , z )) =
_
X
d(x), z(x) )) IK is well-dened. By Proposition 11.130, f Z
and |f | = sup
zZ, |z|1
[ , z )) [ = sup
zZ, |z|1
_
X
d(x), z(x) ))

sup
zZ, |z|1
|z | || ||.
Let :=
Z
(f) M
ft
(A, Y
).
F O, y Y, (F), y )) =
lim
(U,V,h)

,F
f
h
, y
__
= lim
(U,V,h)

,F
f
h
, y )) = lim
(U,V,h)

,F
f(hy) =
lim
(U,V,h)

,F
_
X
d(x), h(x)y )). (0, +) IR, O O with
F O such that T (O F) < /(1 + |y |). (U, V, h)

/
F
with
V O,
_
X
d(x), h(x)y )) (F), y ))
_
F
d(x), h(x)y ))
(F), y )) +
_
O\F
d(x), h(x)y ))+
_
e
O
d(x), h(x)y ))
(F), y ))
(F), y )) +
_
O\F
d(x), h(x)y )) + 0

_
O\F
(|y | T h) dT
|y | T (O F) < , where the rst equality follows from (xi) and Propo-
sition 11.130; the second equality follows from Proposition 11.123; the rst
inequality follows from Proposition 11.130; and the second inequality fol-
lows from Proposition 11.81. This implies that [ (F), y ))(F), y ))[ =
lim
(U,V,h)

,F
_
X
d(x), h(x)y )) (F), y ))
. By the arbitrariness
of and y, we have (F) = (F). By Proposition 11.192, = . This
shows that
Z
is surjective.
f Z
, let :=
Z
(f) M
ft
(A, Y
). Then, by the above and (x), we

have || = |
Z
(f) | |f | ||. Hence, |
Z
(f) | = |f |. Then,
Z
is injective. This shows that
Z
is bijective, continuous, linear, and norm
preserving. Hence,
Z
: Z
M
ft
(A, Y
) is an isometrical isomorphism.
Denition 11.200 Let m Z
+
, I := [0, 1] IR, Y be a normed linear
space, f : I
m
Y, and n IN. The nth Bernsten function for f, B
n
:
I
m
Y, is dened by, x := (x
1
, . . . , x
m
) I
m
,
B
n
(x) = B
n
(x; f) =
n
k1=0

n
km=0
f(
k
1
n
, . . . ,
k
m
n
)
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
where, for notational consistency, we have made the arbitrary assignment
of 0
0
= 1 in this denition as well as the following theorem.
Theorem 11.201 (Bernsten Approximation Theorem) Let m
Z
+
, I := [0, 1] IR, Y be a normed linear space, f : I
m
Y be con-
tinuous, and (B
n
)
n=1
be the sequence of Bernsten functions for f. Then,
lim
nIN
|f B
n
|
c(I
m
,Y)
= 0.
Proof n Z
+
, y I, we have
1 = (y + 1 y)
n
=
n
k=0
_
n
k
_
y
k
(1 y)
nk
(11.6)
Then, n IN, y I, we have
y = y 1 = y
_
n1
k=0
_
n 1
k
_
y
k
(1 y)
n1k
_
=
n1
k=0
_
n 1
k
_
y
k+1
(1 y)
n1k
=
n
k=1
_
n 1
k 1
_
y
k
(1 y)
nk
=
n
k=1
k
n
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
k
n
_
n
k
_
y
k
(1 y)
nk
(11.7)
where the second equality follows from (11.6). Similarly, n 1 IN,
y I,
y
2
= y
_
n1
k=0
k
n 1
_
n 1
k
_
y
k
(1 y)
n1k
_
=
n1
k=0
k
n 1
_
n 1
k
_
y
k+1
(1 y)
n1k
=
n
k=1
k 1
n 1
_
n 1
k 1
_
y
k
(1 y)
nk
=
n
k=1
k(k 1)
n(n 1)
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
k(k 1)
n(n 1)
_
n
k
_
y
k
(1 y)
nk
where the rst equality follows from (11.7). This implies that
(1
1
n
)y
2
=
n
k=0
k
2
k
n
2
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
k
2
n
2
_
n
k
_
y
k
(1 y)
nk
1
n
n
k=0
k
n
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
k
2
n
2
_
n
k
_
y
k
(1 y)
nk
1
n
y
where the last equality follows from (11.7). Rearranging terms in the above
yields, y I, n 1 IN,
1
n
y (1 y) =
n
k=0
k
2
n
2
_
n
k
_
y
k
(1 y)
nk
+y
2
2y
2
11.10. DUAL OF ((A, Y) 513
=
n
k=0
k
2
n
2
_
n
k
_
y
k
(1 y)
nk
+y
2
n
k=0
_
n
k
_
y
k
(1 y)
nk
2y
n
k=0
k
n
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
(y
2
2y
k
n
+
k
2
n
2
)
_
n
k
_
y
k
(1 y)
nk
=
n
k=0
(y
k
n
)
2
_
n
k
_
y
k
(1 y)
nk
(11.8)
where the second equality follows from (11.6) and (11.7). n Z
+
, x :=
(x
1
, . . . , x
m
) I
m
, we have
1 =
m
i=1
(x
i
+ 1 x
i
)
n
=
m
i=1
_
n
k=0
_
n
k
_
x
k
i
(1 x
i
)
nk
_
=
n
k1=0

n
km=0
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
(11.9)
Then, x := (x
1
, . . . , x
m
) I
m
, n 1 IN, we have
1
n
m
i=1
x
i
(1 x
i
) =
m
i=1
n
ki=0
(x
i
k
i
n
)
2
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
=
m
i=1
_
n
ki=0
(x
i
k
i
n
)
2
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
_
j=1
j=i
_
n
kj =0
_
n
k
j
_
x
kj
j
(1 x
j
)
nkj
_
=
m
i=1
n
k1=0

n
km=0
(x
i
k
i
n
)
2
m
j=1
_
n
k
j
_
x
kj
j
(1 x
j
)
nkj
=
n
k1=0

n
km=0
_
m
j=1
_
n
k
j
_
x
kj
j
(1 x
j
)
nkj
__
m
i=1
(x
i
k
i
n
)
2
_
=
n
k1=0

n
km=0
x (
k
1
n
, . . . ,
k
m
n
)
2
m
j=1
_
n
k
j
_
x
kj
j
(1 x
j
)
nkj
(11.10)
where the rst equality follows from (11.8); and the second equality follows
from (11.9).
Note that I
m
IR
m
is a compact metric space. By Propositions 5.22,
5.29, 7.21, 3.12, and 3.9, M [0, ) IR such that |f(x) | M, x
I
m
. By Proposition 5.39, f is uniformly continuous. (0, ) IR,
(0, ) IR, x, x I
m
with [ x x[ < , we have |f(x) f( x) | <
/2. Let n
0
:=
_
max
4
, m
2
M
2
/
2
, 2
_
IN. n IN with n
0
n,
x := (x
1
, . . . , x
m
) I
m
, we have
|f(x) B
n
(x) |
=
_
_
_f(x)
n
k1=0

n
km=0
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
k1=0

n
km=0
f(
k
1
n
, . . . ,
k
m
n
)
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
_
_
_
=
_
_
_
n
k1=0

n
km=0
(f(x) f(
k
1
n
, . . . ,
k
m
n
))
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
_
_
_
k1=0

n
km=0
_
_
f(x) f(
k
1
n
, . . . ,
k
m
n
)
_
_
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
where the rst equality follows from (11.9) and Denition 11.200. Let J :=
0, . . . , n
m
and J
x
:=
_
(k
1
, . . . , k
m
) J
x (
k1
n
, . . . ,
km
n
)
< n
1/4
_
.
Then,
|f(x) B
n
(x) |
(k1,...,km)Jx
_
_
f(x) f(
k
1
n
, . . . ,
k
m
n
)
_
_
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
+
(k1,...,km)J\Jx
_
_
f(x) f(
k
1
n
, . . . ,
k
m
n
)
_
_
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
Note that, (k
1
, . . . , k
m
) J
x
,
(x
1
, . . . , x
m
) (
k1
n
, . . . ,
km
n
)
< n
1/4
,
then
_
_
f(x) f(
k1
n
, . . . ,
km
n
)
_
_
< /2. This implies that
(k1,...,km)Jx
_
_
f(x) f(
k
1
n
, . . . ,
k
m
n
)
_
_
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
<

2
(k1,...,km)Jx
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
(k1,...,km)J
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
=

2
where the equality follows from (11.9). Note also that, (k
1
, . . . , k
m
)
J J
x
,
_
_
f(x) f(
k1
n
, . . . ,
km
n
)
_
_
2M = 2M
[x(
k
1
n
,...,
km
n
)[
2
[x(
k
1
n
,...,
km
n
)[
2
2M
x
11.10. DUAL OF ((A, Y) 515
(
k1
n
, . . . ,
km
n
)
2
. Then,
(k1,...,km)J\Jx
_
_
f(x) f(
k
1
n
, . . . ,
k
m
n
)
_
_
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
(k1,...,km)J\Jx
2M
x (
k
1
n
, . . . ,
k
m
n
)
2
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
2M
(k1,...,km)J
x (
k
1
n
, . . . ,
k
m
n
)
2
m
i=1
_
n
k
i
_
x
ki
i
(1 x
i
)
nki
= 2M
n
1
n
m
i=1
x
i
(1 x
i
)
Mm
2
n
/2
Hence, we have |f(x) B
n
(x) | < . By the arbitrariness of x I
m
, we
have |f B
n
|
c(I
m
,Y)
< . Therefore, lim
nIN
|f B
n
|
c(I
m
,Y)
= 0.
Theorem 11.202 (Riesz Representation Theorem) Let m Z
+
,
I
1
, . . . , I
m
IR be compact intervals, X :=
m
i=1
I
i
IR
m
with subset
topology O, A := (X, O), Y be a normed linear space, and Z := ((A, Y).
Then, Z
= M
ft
(A, Y
) = M
f
(X, B
B
( A ) , Y
).
Proof By Tychono Theorem 5.47 and Proposition 4.37, A is a com-
pact metric space. By Proposition 5.5, X is closed in IR
m
. By Proposi-
tion 4.39, A is a complete metric space. Since IR
m
is separable, by Proposi-
tion 4.38, A is separable. Hence, A is a separable compact complete metric
space.
Let Z := z Z [ z = hy, h ((A, IR), y Y. We will show that
Z = span( Z) by distinguishing two exhaustive and mutually exclusive
cases: Case 1: i
0
1, . . . , m such that I
i0
= ; Case 2: I
1
, . . . , I
m
are
nonempty. Case 1: i
0
1, . . . , m such that I
i0
= . Then, X = and
Z is the trivial Banach space with a singleton element. Clearly, Z = Z.
Hence, Z = span( Z).
Case 2: I
1
, . . . , I
m
are nonempty. Without loss of generality, assume
I
i
= [a
i
, b
i
] IR with a
i
, b
i
IR and a
i
b
i
, i = 1, . . . , m, and m Z
+
with m m such that a
i
< b
i
, i = 1, . . . , m, and a
i
= b
i
, i = m+ 1, . . . , m.
Let I := [0, 1] IR. Then, we may dene a homeomorphism : A I
m
by (x) = (
x1a1
b1a1
, . . . ,
x ma m
b ma m
), x := (x
1
, . . . , x
m
) X. f Z, let

f :
I
m
Y be dened by

f := f
inv

f ((I
m
, Y). By
Bernsten Approximation Theorem 11.201, (0, ) IR, n IN such
that
_
_
f B
n
_
_
c(I
m
,Y)
< , where B
n
: I
m
Y is the nth Bernsten function
for

f. Then, |f B
n
|
Z
=
_
_
(

f B
n
)
_
_
Z
=
_
_
f B
n
_
_
c(I
m
,Y)
< .
Clearly, B
n
span( Z). By the arbitrariness of , we have f span ( Z).
By the arbitrariness of f, we have Z = span (Z).
Hence, in both cases, we have Z = span( Z). By Riesz Representa-
tion Theorem 11.199, we have Z
= M
ft
(A, Y
). By Theorem 11.196,
Z
= M
ft
(A, Y
) = M
f
(X, B
B
( A ) , Y
). This completes the proof of the

theorem. 2
Theorem 11.203 (Riesz Representation Theorem) A := (X, O) be
a compact Hausdor topological space, Y be a nite dimensional Banach
space over IK, and Z := ((A, Y). Then, Z
= M
ft
(A, Y
).
Proof Let Z := z Z [ z = hy, h ((A, IR), y Y. We will show
that Z = span( Z). Then, the theorem is a direct consequence of Riesz
Representation Theorem 11.199.
Let the dimension of Y be m Z
+
and y
1
, . . . , y
m
be a basis of Y.
Then, there is a invertible bounded linear mapping : Y IK
m
such that
y =
m
i=1
(
i
(y))y
i
, y Y, where
i
: IK
m
IK is the ith coordinate
projection function, i = 1, . . . , m. We will distinguish two exhaustive and
mutually exclusives cases: Case 1: IK = IR; Case 2: IK = C.
Case 1: IK = IR. f Z, let g
i
:=
i
f ((A, IR), i = 1, . . . , m.
Then, f(x) =
m
i=1
(
i
(f(x)))y
i
=
m
i=1
g
i
(x)y
i
, x A. Hence, f
span( Z). This case is proved.
Case 2: IK = C. f Z, let g
i
:= Re
i
f ((A, IR) and h
i
:=
Im
i
f ((A, IR), i = 1, . . . , m. Then, f(x) =
m
i=1
(
i
(f(x)))y
i
=
m
i=1
(Re
i
f(x) + i Im
i
f(x))y
i
=
m
i=1
(g
i
(x)y
i
+ h
i
(x)iy
i
),
x A. Hence, f span (Z). This case is also proved.
Proposition 11.204 Let m Z
+
, I
1
, . . . , I
m
IR be compact intervals,
X :=
m
i=1
I
i
IR
m
with subset topology O, A := (X, O), and Y be a
separable normed linear space. Then, Z := ((A, Y) is separable.
Proof Let Z := z Z [ z = hy, h ((A, IR), y Y. By Riesz
Representation Theorem 11.202 and its proof, we have Z = span( Z). By
Proposition 11.188, ((A, IR) is separable. Let D
1
((A, IR) be a countable
dense subset. Let D
2
Y be a countable dense subset. Then, Z
0
:= z
Z [ z = h
1
y
1
, h
1
D
1
, y
1
D
2
is a countable set. Clearly, span( Z
0
) Z.
Then, Z is separable. By Proposition 7.35, Z is separable. This completes
Bibliography
Bartle, R. G. (1976). The Elements Of Real Analysis. 2nd ed. John Wiley
& Sons, New York, NY.
Luenberger, D. G. (1969). Optimization by Vector Space Methods. Wiley,
New York.
Maunder, C. R. F. (1996). Algebraic Topology. Dover Publications, Mineola,
N.Y.
URL: http://www.loc.gov/catdir/description/dover031/95051359.html
Royden, H. L. (1988). Real Analysis. 3rd ed. Prentice Hall, Englewood
Clis, NJ.
Williams, D. (1991). Probability with Martingales. Cambridge University
Press, New York, NY.
631
Index
Absolute continuity of measure,
457
Absolute integrability, 388
Banach space valued measure
space, 421
Adjoint operator, 201
Admissible deviation, 249
Alaoglu Theorem, 210
Alexandro One-Point Compact-
ication, 118
Algebra, 166
Boolean, 21
Generated by, 21
Alignment, 192
Almost everywhere, 354
Banach space valued measure,
402
Banach space valued pre-measure,
398
Antisymmetric, 18
Ascoli-Arzela Theorem, 109
Baire, 84
Category Theorem, 85
Ball
Closed, 71
Open, 71
Banach measure space, 349
Banach space valued, 497
Banach space, 156
397
Basis
Topological space, 39
Vector space, 143
Bernsten Approximation Theo-
rem, 511
Bernsten function, 511
Bijective, 19
Bolzano-Weierstrass property, 102
Borel sets, 345
Borel-Cantelli Lemma, 335
Borel-Lebesgue Theorem, 106
Bound
Greatest lower, 23
Least upper, 23
Lower, 23
Upper, 23
Bounded
Function, 151
Linear operator, 173
Set, 151
Bounded Convergence Theorem,
374
Bourbaki, 110
Caratheodory Extension Theorem,
340
Cartesian metric, 78
Cartesian product, 31
Normed linear space, 154
Vector space, 134
Category
First, 46
Second, 46
Everywhere, 46
Cauchy
Net, 85
Sequence, 74
In measure, 361
632
INDEX 633
Cauchy-Schwarz Inequality, 148,
482
Chain Rule, 257
Choice, 24
Closed Graph Theorem, 199, 200
Commutative
Ring, 131
Compact, 95, 161
Countably, 101
Locally, 112
Sequentially, 102
-, 121
Complete, 74
Banachspace valued measure
space, 402
Banachspace valued pre-measure
space, 398
Measure space, 335
Metric measure space, 349
Completely regular, 56
Completion of a Banach space val-
ued measure space, 404
Completion of a Banach space val-
ued pre-measure space,
399
Completion of a measure space,
336
Component, 49
Composition, 19
Concave functional, 221
Cone, 141
Conjugate, 239
Negative, 239
Positive, 239, 240
Conic segment, 141
Conjugate
Group, 130
Connected, 48
Arcwise, 52
Locally, 50
Simply, 52
Continuity, 36
Semi-, 38
Continuum, 100
Contraction index, 285
Contraction mapping, 285
Contraction Mapping Theorem, 285
Convergence in measure in A
402
Convergence in meausre in A, 360
Convex
Functional, 221
Mapping, 240
Convex combination, 140
Convex hull, 139
Coset, 163
Countability
First axiom of, 39
Second axiom of, 39
Countable, 21
Covering, 40
Cube, 91
Hilbert, 91
Curve, 52
Closed, 52
Dense, 46
Nowhere, 46
Derivative
Directional, 250
Frechet, 250
Higher-order, 263
Partial, 251
Higher-order, 269
Dimension, 143
Dinis Lemma, 104
Directed system, 57
Distance, 73
Domain, 19
Dual functional, 243
Dual space, 177
Second, 190
Egoros Theorem, 359
Eidelheit Separation Theorem, 217
Empty set, 17
Epigraph, 221
Equicontinuity, 78
634 INDEX
Equivalence, 18
Equivalent
Metric spaces, 73
Normed linear spaces, 161
Essential supremum, 479
Exhaustion, 121
Extensionality, 17
Extreme point, 312
Extreme subset, 312
F
, 502
Fatous Lemma, 377, 450
Fenchel Duality Theorem, 232
Field, 132
Sub-, 132
Finite, 21
402
398
Locally, 122
Topological measure space,
349
Measure, 335
Star, 124
Finite intersection property, 95
Function, 19
Linear, 136
Measurable, 352
Functional, 136
Sublinear, 182
G
, 502
Generation process, 410
Graph, 19
Greatest element, 23
Group, 129
Albelian, 130
Semi, 130
Albelian, 130
Hahn Decommposition Theorem,
462
Hahn-Banach Theorem
Extension form, 183
Complex, 185
Geometric form, 216
Simple version, 186
Hausdor
Maximal Principle, 24
Space, 45
Heine-Borel, 97
H olders Inequality, 147, 481
Homeomorphism, 38
Homomorphism, 130
Ring, 131
Vector space, 136
Homotopic, 52
Hyperplane, 213
Supporting, 217
Ideal, 131
Identity element, 131
Image, 19
Implicit Function Theorem, 292,
294
Indicator function, 363
Innity, 17
Injective, 19
Injective Mapping Theorem, 286
Integral
Finite Banach space valued
measure space, 412
Finite measure space, 367
Innite Banach space valued
measure space, 412
Innite measure space, 367
Integration system, 366
Interval, 343
Inverse Function Theorem, 289
Global, 301, 302
Inverse image, 19
Invert, 296
Invertible, 19
Isometry, 73
Isomorphism, 130
Isometrical, 155
Ring, 131
Vector space, 136
Iterated Limit Theorem, 92
Jensens Inequality, 396
INDEX 635
Joint Limit Theorem, 91
Jordan Decomposition Theorem,
463, 464
Krein-Milman, 313
Kuhn-Tucker Theorem, 325
L
p
(A, Y), 477, 481
Lagrange multiplier, 245, 320, 321
Lattice, 166
L
p
(A, Y), 477, 481
Least element, 22
Lebesgue Decomposition Theorem,
475
Lebesgue Dominated Convergence
Theorem, 385, 388, 420,
423, 451, 452
Lebesgue measure, 344
Lebesgue number, 105
Lebesgue outer measure, 345
Limit, 57, 61
Inferior, 65, 66
Joint, 69
Superior, 65, 66
Linear combination, 138
Linear variety, 138
Generated by, 138
Closed, 154
Linearly independent, 142
Vectors, 142
Maximal, 22
Mazurs Theorem, 216
Meager, 46
Co-, 46
Non-, 46
Mean Value Theorem, 49, 259,
260
Measurable
Set, 333
Space, 333
With respect to an outer mea-
sure, 339
Measure, 333
Induced outer, 340
Outer, 339
Space, 333
Vector, 447
Measure on algebra, 340
Metric, 71
Pseudo-, 87
Metric measure space, 349
Metric space, 71
Product, 78
Metrizable, 90
Minimal, 22
Minkowski functional, 214
Minkowskis Inequality, 149, 477
Monotone Convergence Theorem,
377
Mutually singular measures, 457
Natural mapping, 190
Natural metric, 152
Negative denite, 312
Negative semi-denite, 312
Net, 57
Joint, 69
Sub-, 60
Norm
Pseudo, 165
Normal
Subgroup, 130
Normal space, 45
Normed linear measure space, 349
Null space, 136
Open mapping, 197
Open Mapping Theorem, 198, 287
Operator
Ane, 136
Linear, 136
Order
Group, 130
Ordering
Partial, 22
Total, 22
Orthogonal, 192
636 INDEX
Orthogonal complement, 192
Pre-, 192
Outer product of tensors, 309
Pairing, 17
Paracompact, 123
Partition of Unity, 116
Point
Accumulation, 33
At innity, 118
Beginning, 52
Boundary, 33
Cluster, 57
End, 52
Exterior, 33
Interior, 33
Relative, 154
Of closure, 33
Point of minimum, 311
Point of relative extremum, 311
Point of relative minimum, 311
Positive denite, 311
Positive linear functional, 504
Positive semi-denite, 312
Power set, 17
Primal functional, 241
Projection, 31, 41
Proper, 119
Countably, 119
Quotient, 18
Quotient space, 87, 163165
Radon-Nikodym derivative, 466
Radon-NikodymTheorem, 470, 472
Range, 19
Range space, 136
Renement, 98
Reexive, 18
Regular point, 320
Regular space, 45
Regularity, 17
Relation, 18
Replacement, 17
Residual, 46
Restriction, 19
Riesz Representation Theorem, 491,
505, 515, 516
Ring, 131
Sub-, 131
Semialgebra, 350
Separable, 46
Separation, 48
Set
Boundary, 33
Closed, 33
Closure, 33
Relative, 35
Complement, 33
Convex, 139
Exterior, 33
Interior, 33
Negative, 461
Open, 33
Relative, 154
Positive, 461
-algebra, 21
Generated by, 21
-nite
402
Measure, 335
Simple function, 363
space, 415
Stationary point, 321
Stone-
Cech compactication, 126

Subordinate, 115
Subset, 18
Subspace, 135
space, 406
Banach space valued pre-measure
space, 401
Generated by, 138
Measure space, 338
Proper, 135
Topological measure space, 350
Support
Of a convex set, 218
INDEX 637
Of a function, 115, 504
Support functional, 219
Surjective, 19
Surjective Mapping Theorem, 286
Symmetric, 18
Taylors Theorem, 282
Tensor, 307
Transpose, 307
Tietzes Extension Theorem, 54
Topological measure space, 349
Topological space, 33
Topology, 33
Generated by, 36
Natural, 71
Of pointwise convergence, 55
Product, 40
Stronger, 36
Subset, 35
Weak, 55, 204
Weak
, 207
Weaker, 36
Total variation, 397, 402
Totally bounded, 77
Transitive, 18
Tychono
Space, 45
Theorem, 110
Uniform
Boundedness Principle, 48
Cauchy sequence, 78
Continuity, 76
Convergence, 78
Equivalent
Metric spaces, 76
Homeomorphism, 76
Union, 17
Urysohn Metrization Theorem, 91
Urysohns Lemma, 53
Vector space, 132
Well-ordering, 25
Principle, 25
Zero-element, 130
Zorns Lemma, 25

Reading Notes of "Real Analysis" 3rd Edition by H. L. Royden

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Reading Notes of Real Analysis 3rd Edition

Cech Compactication . . . . . . . . . . . . . . . 126

IN 0, Z IN, the open right half of the complex

the ordered collection

A the compliment of a set A, where the whole set is

the Cartesian or direct product of X

(x) the projection of an element in a Cartesian product

the interior of a set A, where the whole set is clear

) the product topological space; See Page 40.

the limit of a net; See Page 57.

the limit superior of a real-valued net; See Page 65.

the limit inferior of a real-valued net; See Page 65.

Cech compatication of a completely reg-

the null vector of a vector space A; See Page 136.

P the relative interior of a set P; See Page 154.

the dual of X; See Page 177.

a vector in the dual; See Page 177.

, x)) the evaluation of a bounded linear functional x

(x); See Page 177.

(X) consisting of X-valued se-

the second dual of X; See Page 190.

the orthogonal complement of the set S; See Page

S the pre-orthogonal complement of the set S; See

the adjoint of a linear operator A; See Page 201.

the adjoint of the adjoint of a linear operator A; See

topology on the dual of a normed linear

topological space associated with a

= greater than or equal to (with respect to the positive

= less than or equal to (with respect to the positive

the positive conjugate cone of a set S; See Page 239.

the negative conjugate cone of a set S; See Page

k-times and innite-times continuously dieren-

(X, B, Y) the vector space of -nite Y-valued measures on

_ the vector measure; See Page 447.

(X, B) the set of -nite measures on the measurable space

is a well dened set.

, such that, , we have f() A

(i) a B (ii) f(B) B (iii) F B, F ,=

[ be any nonempty subcollection of B, then

, where the last follows from the fact f(B

, which is totally ordered by _ and F ,= .

implies that the least upper bound of F is an

. Therefore, the least upper bound of F is in the intersection

B, and completes the proof of the claim.

is totally ordered by _, which violates the fact that F is maximal (with

2.7. BASIC PRINCIPLES 29

) [ where ,= is an index set. Dene A :=

be a collection of nonempty sets, and is a set.

. By Well-Ordering Principle, A may be well ordered by

A is nonempty and admits the least element e

, which is a set by the Axiom of Union. Then, as we discussed

is a set, which consists of all functions of to A. Dene

s are nonempty, then, by Axiom of Choice, the product

O, where is an index set, we have

is called the exterior of F. An accumulation point of F is a

(ii) Only if x E, we have x

. Hence, the result holds.

3.1. FUNDAMENTAL NOTIONS 35

. By (iii) and Denition 3.2,

and E are disjoint. It is obvious that

. When it is clear from the context, we will neglect the subscript A.

such that AE = AO. Then,

O, where is an index set, we have, , A M,