INTEGRAL REPRESENTATION THEORY: applications to …spurny/doc/papers/IRPbook.pdfof a function space...

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INTEGRAL REPRESENTATION THEORY: applications to convexity, Banach spaces and potential theory J. Lukeˇ s, J. Mal ´ y, I. Netuka and J. Spurn ´ y 9th November 2009

Transcript of INTEGRAL REPRESENTATION THEORY: applications to …spurny/doc/papers/IRPbook.pdfof a function space...

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INTEGRAL REPRESENTATION THEORY:applications to convexity, Banach spaces and

potential theory

J. Lukes, J. Maly, I. Netuka and J. Spurny

9th November 2009

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Introduction

In many branches of mathematics, one encounters the question of how to reconstructa convex set from information on its vertices. This idea successfully emerged as theKrein–Milman theorem for compact convex subsets of locally convex spaces sinceany such set has plenty of extreme points. For any point of a compact convex set, areformulation of the Krein–Milman theorem provides a representing measure that isconcentrated in some sense on the set of extreme points. The goal of our book is topresent a more general approach to integral representationtheory based upon a notionof a function space and apply the obtained results to the theory of convex sets, Banachspaces and potential theory.

We point out that this approach is far from being new, but we hope that our ex-position may be profitable both for students interested in the basics of integral rep-resentation theory as well as for more advanced readers. Theformer group could beattracted by a self-contained presentation of the Choquet theory, the latter by a sub-stantial amount of results of fairly recent origin or appearing in a book form for thefirst time. We also try to incorporate more techniques from descriptive set theory intosubject, which further supports our belief that the book will be worth reading even forthose well acquainted with the monographs by E. M. Alfsen [5],R. R. Phelps [374],Z. Semadeni [414], L. Asimow and A. J. Ellis [24] or V. P. Fonf,J. Lindenstrauss andR. R. Phelps [179].

Let us continue by looking briefly at the contents of the book.After a prologueon the Korovkin theorem, we present basic facts on the extremal structure of finite-dimensional compact convex sets. Then we move on to infinite-dimensional spacesand prove the Krein–Milman theorem and several of its consequences. The secondpart of Chapter 2 studies the concept of measure convex and measure extremal sets.

Chapter 3 is devoted to cornerstones of the Choquet theory offunctions spacessuch as the Choquet order and its properties and integral representation theorems dueto G. Choquet and E. Bishop and K. de Leeuw. Even though the results are standard,the key limiting process is established by means of the Simons lemma, which allowsus to present later on several of its applications. The chapter is finished by a discussionon deeper properties of the Choquet ordering.

The next chapter studies basic properties of affine functions on compact convex setsand characterizations of functions satisfying the barycentric formula. A link betweenthe theory of function spaces and compact convex sets startsto emerge at the end ofthe chapter.

Chapter 5 is crucial for the subsequent application of descriptive set theory; it de-scribes a hierarchy of Borel sets and functions in topological spaces and proves their

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Introduction 3

basic properties. The most important fact is that many descriptive properties are sta-ble with respect to perfect mappings, which allows us to transfer abstract Borel affinefunctions to the setting of compact convex sets.

Simplicial function spaces are studied in Chapter 6. We discuss several classes ofsimplicial function spaces, namely the Bauer and Markov simplicial function spacesand spaces with boundary of typeFσ. Among other results, the abstract Dirichletproblem for continuous and non-continuous functions is considered. Choquet sim-plices are presented at the end of the chapter.

Next we generalize the basic concepts for function cones since they are indispens-able in potential theory. We focus in particular on ordered compact convex sets.

Analogues of faces in a non-convex setting, so-called Choquet sets, are investigatedin Chapter 8. The main result is a characterization of simplicial spaces by means ofChoquet sets.

Suitably chosen families of closed extremal sets generate interesting boundarytopologies on the set of extreme points. Chapter 9 studies these topologies and func-tions continuous with respect to them. It turns out that maximal measures inducemeasures on sets of extreme points that are regular with respect to boundary topolo-gies. The last section is devoted to a study of a facial topology and facially continuousfunctions.

Chapter 10 collects several deeper results on function spaces and compact convexsets. Among others, study of Shilov and James boundaries, Lazar’s improvement ofthe Banach–Stone theorem, results on automatic boundedness of affine and convexfunctions, embedding ofℓ1 in Banach spaces, metrizability of compact convex setsand their open images and some topological properties of theset of extreme points.

The Lazar selection theorem and its consequences occupy thefirst part of Chap-ter 11. The second part is devoted to a presentation of Debs’ proof of Talagrand’stheorem on measurable selectors.

Chapter 12 is concerned with two methods of constructing newfunction spaces:products and inverse limits. We show that both operations preserve simpliciality anddescribe resulting boundaries. The inverse limits lead to an interesting descriptionof metrizable simplices as inverse limits of finite-dimensional simplices. The generalresults are illustrated by a construction of the Poulsen simplex and a couple of compactconvex sets due to Talagrand.

In Chapter 13, general results from Choquet’s theory are applied to potential the-ory and several of its basic notions are investigated from this perspective. Importantfunction cones and spaces appearing in potential theory arestudied in detail, in par-ticular, in connection to various solution methods for the Dirichlet problem. Thefunctional analysis approach makes it possible to provide an interesting interpreta-tion, for instance, of balayage and regular points in terms of representing measuresand the Choquet boundary of suitable spaces and cones. The exposition covers poten-tial theory for the Laplace equation and the heat equation aswell as a more general

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4 Introduction

setting (harmonic spaces, fine potential theory etc.).The final Chapter 14 presents several applications of the integral representation

theorems, such as for doubly stochastic matrices, the Riesz–Herglotz theorem, theLyapunov theorem on the range of a vector measure, the Stone–Weierstrass theorem,positive-definite functions and invariant and ergodic measures.

Each chapter concludes with a series of exercises with sketches of proofs and withconcluding notes and comments where we try to give precise references and due cred-its for the results presented in the main body of the text, anddiscuss additional mater-ial which is related to the topics of the chapter in question,but was not included withcomplete proofs. Open problems are also mentioned.

Since the presented material originates in an amalgamationof functional analy-sis, measure theory, topology, descriptive set theory and potential theory, we collectthe needed notions and facts in the Appendix, sometimes evenwith proofs. We se-lected the following books for each subject as the key references: W. Rudin [403]and M. Fabian, P. Habala, P. Hajek, V. Montesinos Santalucıa, J. Pelant and V. Zizler[173] for functional analysis, D. H. Fremlin [182], [181] and [183] for measure the-ory, R. Engelking [169] and K. Kuratowski [285] for topology, A. S. Kechris [262]and C. A. Rogers and J. E. Jayne [394] for descriptive set theory, D. H. Armitage andS. J. Gardiner [21] for classical potential theory and J. Bliedtner and W. Hansen [66]for abstract potential theory.

Next we point out what is omitted from the book. First, we focus on integral repre-sentation theorems for compact sets, and thus the readers interested in theory of setswith the Radon–Nikodym property are referred to R. D. Bourgin [82], and those inter-ested in Choquet theory in sets of measures are referred to G.Winkler [473]. Second,although we consider several geometric aspects of simplicial spaces, they are not atthe center of our attention. They are thoroughly investigated in H. E. Lacey [290] andP. Harmand, D. Werner and W. Werner [216]. Further, we do not pursue applicationsof integral representation theory inC∗-algebras and thus we refer the interested readerto E. M. Alfsen and F. W. Schultz [10] and [9], M. Rørdam [395] andM. Rørdam andE. Størmer [396], B. Blackadar [59] and H. Lin [303] and the references therein. Andlast but not least, our applications to potential theory do not require the full strengthof abstract potential theory and thus we restrict ourselvesto a less general frameworkthan the one presented in J. Bliedtner and W. Hansen [66].

Except on a few explicitly stated occasions, we consider only real vector spaces andapart from Chapter 9 we deal only with Hausdorff topologies and Radon measures.We use the standard notation and terminology:

• N, Q, Z, R, C denote the usual sets of numbers,

• Rez and Imz denote the real and imaginary part of a complex numberz, respec-tively,

• cA is the characteristic function of a setA (sometimes we write 1 for the charac-teristic function of a space),

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Introduction 5

• A△B is the symmetric difference of setsA andB,

• Ac is the complement of a setA,

• f ∧ g, f ∨ g denote the infimum and supremum of functionsf, g, respectively,(usually they are considered pointwise),

• f+, f−, |f | denote the positive and negative parts, and absolute value of a func-tion f , respectively,

• f |A is the restriction of a functionf to a setA,

• if F is a system of functions,Fb andF+ are the families of all bounded andpositive elements fromF , respectively,

• ω0 andω1 are the first infinite and first uncountable ordinals, respectively,

• A, IntA, ∂A are the closure, interior and boundary of a setA in a topologicalspace, respectively,

• dist(A, B) denotes the distance of sets in a metric space,

• diamA is the diameter of a setA in a metric space,

• U(x, r), B(x, r) andS(x, r) are the open ball, closed ball and sphere centeredatx with radiusr > 0, respectively,

• coA and spanA are the convex and linear hull of a setA in a vector space,respectively,coA is the closed convex hull of a setA in a topological vectorspace,

• kerT denotes the kernel of an operator between linear spaces,

• BE , UE andSE are the closed unit ball, open unit ball and sphere of a normedlinear spaceE, respectively,

• E/F is the quotient space of a locally convex space with respect to a closedsubspaceF ,

• E ⊕ F is the sum of locally convex spacesE andF ,

• E∗ is the dual space of a topological linear spaceE,

• (x, y) stands for the scalar product of vectorsx, y in a Hilbert space,

• c0 is the space of sequences converging to 0,

• C(X) is the space of real-valued continuous functions on a topological spaceX,

• Cb(X) is the space of bounded continuous functions on a topological spaceX,

• ℓp andLp(µ), p ∈ [1,∞], are the usual Lebesgue spaces (see Section A.3).

• Cn(U), Cn, C∞(U), C∞ stand for the functions onU with n-th derivative con-tinuous and for infinitely differentiable functions onU , respectively,

• −∫A

f(y) dy is the integral mean value off over a setA,

∫S(x,r) f(y) dS(y) is the surface integral off over the sphereS(x, r) ⊂ Rd,

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6 Introduction

• ∇f is the gradient off .

A function f is positiveif f ≥ 0, it is strictly positiveif f > 0. Similarly we useincreasing, strictly increasingand so on. Ifµ is a measure, we often writeµ(f) forthe integral

∫f dµ.

In preparation of the present book, we have received many valuable suggestionsfrom many colleagues. In particular, we would like to express our thanks to P. Hajek,P. Holicky, M. Johanis, O. Kalenda, P. Kaplicky, M. Kraus, E. Murtinova, P. Simon,J. Tiser, L. Zajıcek and M. Zeleny for stimulating and fruitful discussions, and toE. Crooks for linguistic assistance. We are also indebted tothe publishers for theircare and cooperation.

The preparation of the manuscript was supported by the grant201/07/0388 of theGrant Agency of the Czech Republic and partly by the grant MSM21620839 of theCzech Ministry of Education.

Finally, our thanks go to Jana, Jarka, Hana and Hanka for encouragement and pa-tience during the preparation of this book.

Prague, Summer, 2009 Jaroslav Lukes, Jan Maly, Ivan Netuka and Jirı Spurny

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Contents

Introduction 2

1 Prologue 11.1 The Korovkin theorem . . . . . . . . . . . . . . . . . . . . . . . . . 11.2 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Compact convex sets 42.1 Geometry of convex sets . . . . . . . . . . . . . . . . . . . . . . . . 5

2.1.A Finite-dimensional case . . . . . . . . . . . . . . . . . . . . 52.1.B The Krein–Milman theorem . . . . . . . . . . . . . . . . . . 92.1.C Exposed points . . . . . . . . . . . . . . . . . . . . . . . . . 21

2.2 Interlude: On the spaceM(K) . . . . . . . . . . . . . . . . . . . . . 222.3 Structures in convex sets . . . . . . . . . . . . . . . . . . . . . . . . 26

2.3.A Extremal sets and faces . . . . . . . . . . . . . . . . . . . . . 262.3.B Measure convex sets . . . . . . . . . . . . . . . . . . . . . . 302.3.C Measure extremal sets . . . . . . . . . . . . . . . . . . . . . 36

2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402.5 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 49

3 Choquet theory of function spaces 523.1 Function spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533.2 More about Korovkin theorems . . . . . . . . . . . . . . . . . . . . . 643.3 On theH-barycenter mapping . . . . . . . . . . . . . . . . . . . . . 663.4 The Choquet representation theorem . . . . . . . . . . . . . . . . .. 673.5 In-between theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 703.6 Maximal measures . . . . . . . . . . . . . . . . . . . . . . . . . . . 733.7 Boundaries and the Simons lemma . . . . . . . . . . . . . . . . . . . 783.8 The Bishop–de Leeuw theorem . . . . . . . . . . . . . . . . . . . . . 813.9 Minimum principles . . . . . . . . . . . . . . . . . . . . . . . . . . . 843.10 Orderings and dilations . . . . . . . . . . . . . . . . . . . . . . . . . 863.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 963.12 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 106

4 Affine functions on compact convex sets 1084.1 Affine functions and the barycentric formula . . . . . . . . . .. . . . 1084.2 Barycentric theorem and strongly affine functions . . . . .. . . . . . 114

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8 Contents

4.3 State space and representation of affine functions . . . . .. . . . . . 1214.4 Affine Baire-one functions on dual unit balls . . . . . . . . . .. . . . 1284.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1294.6 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 134

5 Perfect classes of functions and representation of affine functions 1365.1 Generation of sets and functions . . . . . . . . . . . . . . . . . . . .1375.2 Baire and Borel sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 1435.3 Baire and Borel mappings . . . . . . . . . . . . . . . . . . . . . . . 1475.4 Perfect classes of functions . . . . . . . . . . . . . . . . . . . . . . .1505.5 Affinely perfect classes of functions . . . . . . . . . . . . . . . .. . 1515.6 Representation ofH-affine functions . . . . . . . . . . . . . . . . . . 1555.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1605.8 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 167

6 Simplicial function spaces 1696.1 Basic properties of simplicial spaces . . . . . . . . . . . . . . .. . . 1706.2 Characterizations of simplicial spaces . . . . . . . . . . . . .. . . . 1776.3 Simplicial spaces asL1-preduals . . . . . . . . . . . . . . . . . . . . 1796.4 The weak Dirichlet problem andAc(H)-exposed points . . . . . . . . 1816.5 The Dirichlet problem for a single function . . . . . . . . . . .. . . 1836.6 Special classes of simplicial spaces . . . . . . . . . . . . . . . .. . . 186

6.6.A Bauer simplicial spaces . . . . . . . . . . . . . . . . . . . . . 1866.6.B Markov simplicial spaces . . . . . . . . . . . . . . . . . . . . 1896.6.C Simplicial spaces with Lindelof boundaries . . . . . . . . . . 1916.6.D Simplicial spaces with boundaries of typeFσ . . . . . . . . . 193

6.7 The Daugavet property of simplicial spaces . . . . . . . . . . .. . . 1976.8 Choquet simplices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199

6.8.A Simplicial function spaces and the classical definition of Cho-quet simplices . . . . . . . . . . . . . . . . . . . . . . . . . 199

6.8.B Prime function spaces and prime compact convex sets . .. . 2016.8.C Characterization of Bauer simplices by faces . . . . . . .. . 2036.8.D Fakhoury’s theorem . . . . . . . . . . . . . . . . . . . . . . 204

6.9 Restriction of function spaces . . . . . . . . . . . . . . . . . . . . .. 2056.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2066.11 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 214

7 Choquet theory of function cones 2177.1 Function cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2177.2 Maximal measures . . . . . . . . . . . . . . . . . . . . . . . . . . . 2237.3 Representation theorem . . . . . . . . . . . . . . . . . . . . . . . . . 2257.4 Simplicial cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228

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7.5 Ordered compact convex sets and simplicial measures . . .. . . . . . 2337.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2417.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 244

8 Choquet-like sets 2458.1 Split and parallel faces . . . . . . . . . . . . . . . . . . . . . . . . . 2458.2 H-extremal andH-convex sets . . . . . . . . . . . . . . . . . . . . . 2478.3 Choquet sets,M -sets andP -sets . . . . . . . . . . . . . . . . . . . . 2518.4 H-exposed sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2588.5 Weak topology on boundary measures . . . . . . . . . . . . . . . . . 2608.6 Characterizations of simpliciality by Choquet sets . . .. . . . . . . . 2638.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2698.8 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 274

9 Topologies on boundaries 2759.1 Topologies generated by extremal sets . . . . . . . . . . . . . . .. . 2759.2 Induced measures on Choquet boundaries . . . . . . . . . . . . . .. 2809.3 Functions continuous inσext andσmax topologies . . . . . . . . . . . 2859.4 Strongly universally measurable functions . . . . . . . . . .. . . . . 2899.5 Facial topology generated byM -sets . . . . . . . . . . . . . . . . . . 2989.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3049.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 309

10 Deeper results on function spaces and compact convex sets 31110.1 Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312

10.1.A Shilov boundary . . . . . . . . . . . . . . . . . . . . . . . . 31210.1.B Boundaries in Banach spaces . . . . . . . . . . . . . . . . . . 315

10.2 Isometries of spaces of affine continuous functions . . .. . . . . . . 32110.3 Baire measurability and boundedness of affine functions . . . . . . . 324

10.3.A The Cantor set and its properties . . . . . . . . . . . . . . . . 32410.3.B Automatic boundedness of affine and convex functions. . . . 329

10.4 Embedding ofℓ1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33610.5 Metrizability of compact convex sets . . . . . . . . . . . . . . . .. . 34010.6 Continuous affine images . . . . . . . . . . . . . . . . . . . . . . . . 35210.7 Several topological results on Choquet boundaries . . .. . . . . . . . 359

10.7.A The Choquet boundary as a Baire space . . . . . . . . . . . . 35910.7.B Polish spaces as Choquet boundaries . . . . . . . . . . . . . .36010.7.C K-countably determined boundaries . . . . . . . . . . . . . . 365

10.8 Convex Baire-one functions . . . . . . . . . . . . . . . . . . . . . . 36610.9 Function spaces with continuous envelopes . . . . . . . . . .. . . . 371

10.9.A Stable compact convex sets . . . . . . . . . . . . . . . . . . . 37110.9.B CE-function spaces . . . . . . . . . . . . . . . . . . . . . . . 377

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10.10Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37910.11Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 385

11 Continuous and measurable selectors 39011.1 The Lazar selection theorem . . . . . . . . . . . . . . . . . . . . . . 39011.2 Applications of the Lazar selection theorem . . . . . . . . .. . . . . 39511.3 The weak Dirichlet problem for Baire functions . . . . . . .. . . . . 39911.4 Pointwise approximation of maximal measures . . . . . . . .. . . . 40111.5 Measurable selectors . . . . . . . . . . . . . . . . . . . . . . . . . . 403

11.5.A Multivalued mappings . . . . . . . . . . . . . . . . . . . . . 40311.5.B Selection theorem . . . . . . . . . . . . . . . . . . . . . . . . 40711.5.C Applications of the selection theorem . . . . . . . . . . . .. 410

11.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41311.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 418

12 Constructions of function spaces 42012.1 Products of function spaces . . . . . . . . . . . . . . . . . . . . . . .421

12.1.A Definitions and basic properties . . . . . . . . . . . . . . . . 42112.1.B Maximal measures and extremal sets . . . . . . . . . . . . . 42512.1.C Partitions of unity and approximation in products offunction

spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42912.1.D Products of simplicial spaces . . . . . . . . . . . . . . . . . . 437

12.2 Inverse limits of function spaces . . . . . . . . . . . . . . . . . .. . 44112.2.A Admissible mappings . . . . . . . . . . . . . . . . . . . . . . 44112.2.B Construction of inverse limits . . . . . . . . . . . . . . . . . 44312.2.C Inverse limits of simplicial function spaces . . . . . .. . . . 44612.2.D Structure of simplices . . . . . . . . . . . . . . . . . . . . . 448

12.3 Several examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45612.3.A The Poulsen simplex . . . . . . . . . . . . . . . . . . . . . . 45612.3.B A big simplicial space . . . . . . . . . . . . . . . . . . . . . 46612.3.C Functions of affine classes and Talagrand’s example .. . . . 471

12.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47712.5 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 487

13 Function spaces in potential theory and the Dirichlet problem 49113.1 Balayage and the Dirichlet problem . . . . . . . . . . . . . . . . .. 493

13.1.A Essential solution of the generalized Dirichlet problem . . . . 49613.2 Boundary behavior of solutions . . . . . . . . . . . . . . . . . . . .. 497

13.2.A Regular points for the Laplace equation . . . . . . . . . . .. 49913.2.B Regular points for the heat equation . . . . . . . . . . . . . .504

13.3 Function spaces and cones in potential theory . . . . . . . .. . . . . 50513.3.A Function spaces and cones: Laplace equation . . . . . . .. . 507

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Contents 11

13.3.B Function spaces and cones in parabolic potential theory andharmonic spaces . . . . . . . . . . . . . . . . . . . . . . . . 511

13.3.C Continuity properties ofH(U)-concave functions . . . . . . . 51513.3.D Separation by functions fromH(U) . . . . . . . . . . . . . . 517

13.4 Dirichlet problem: solution methods . . . . . . . . . . . . . . .. . . 51913.4.A PWB solution of the Dirichlet problem . . . . . . . . . . . . 51913.4.B Cornea’s approach to the Dirichlet problem . . . . . . . .. . 52413.4.C The Wiener solution . . . . . . . . . . . . . . . . . . . . . . 53113.4.D Fine Wiener solution . . . . . . . . . . . . . . . . . . . . . . 53313.4.E PDE solutions in Sobolev spaces . . . . . . . . . . . . . . . . 535

13.5 Generalized Dirichlet problem and uniqueness questions . . . . . . . 53813.5.A Lattice approach . . . . . . . . . . . . . . . . . . . . . . . . 53913.5.B Uniqueness for the Laplace equation . . . . . . . . . . . . . .54113.5.C Keldysh theorems in parabolic and axiomatic potential theories 543

13.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54713.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 557

14 Applications 56514.1 Representation of convex functions . . . . . . . . . . . . . . . .. . . 56614.2 Representation of concave functions . . . . . . . . . . . . . . .. . . 56914.3 Doubly stochastic matrices . . . . . . . . . . . . . . . . . . . . . . .57414.4 The Riesz–Herglotz theorem . . . . . . . . . . . . . . . . . . . . . . 57514.5 Typically real holomorphic functions . . . . . . . . . . . . . .. . . . 57714.6 Holomorphic functions with positive real part . . . . . . .. . . . . . 58214.7 Completely monotonic functions . . . . . . . . . . . . . . . . . . .. 58814.8 Positive definite functions on discrete groups . . . . . . .. . . . . . 59114.9 Range of vector measures . . . . . . . . . . . . . . . . . . . . . . . . 59514.10The Stone–Weierstrass approximation theorem . . . . . .. . . . . . 59714.11Invariant and ergodic measures . . . . . . . . . . . . . . . . . . .. . 59914.12Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60514.13Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 607

A Appendix 610A.1 Functional analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 610

A.1.A Locally convex spaces . . . . . . . . . . . . . . . . . . . . . 610A.1.B Banach spaces . . . . . . . . . . . . . . . . . . . . . . . . . 611A.1.C Ordered Banach spaces and lattices . . . . . . . . . . . . . . 612

A.2 Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 617A.2.A Compact spaces andCech–Stone compactification . . . . . . 618A.2.B Baire and Borel sets . . . . . . . . . . . . . . . . . . . . . . 621A.2.C Semicontinuous functions . . . . . . . . . . . . . . . . . . . 623A.2.D Baire spaces and sets with the Baire property . . . . . . . .. 625

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12 Contents

A.3 Measure theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 626A.3.A Measure spaces . . . . . . . . . . . . . . . . . . . . . . . . . 626A.3.B Radon measures on locally compactσ-compact spaces . . . . 628A.3.C Images, products and inverse limits of Radon measures. . . . 635A.3.D Kernels and disintegration of measures . . . . . . . . . . . .638

A.4 Descriptive set theory . . . . . . . . . . . . . . . . . . . . . . . . . . 639A.5 Resolvable sets and Baire-one functions . . . . . . . . . . . . .. . . 642A.6 The Laplace equation . . . . . . . . . . . . . . . . . . . . . . . . . . 647

A.6.A Weak solutions of the Laplace equation . . . . . . . . . . . . 649A.7 The heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 651A.8 Axiomatic potential theory . . . . . . . . . . . . . . . . . . . . . . . 654

A.8.A Bauer’s axiomatic theory . . . . . . . . . . . . . . . . . . . . 655A.8.B Hyperharmonic and superharmonic functions . . . . . . . .. 656A.8.C Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 658A.8.D Superharmonic functions and Green potentials . . . . . .. . 659A.8.E Superharmonic functions and potentials for the heat equation . 662A.8.F Balayage . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663A.8.G Thinness, base and fine topology . . . . . . . . . . . . . . . . 665A.8.H Polar and semipolar sets . . . . . . . . . . . . . . . . . . . . 667

Bibliography 671

List of symbols 697

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