de Gruyter Studies in Mathematics 35

Editors: Carsten Carstensen · Nicola Fusco

Niels Jacob · Karl-Hermann Neeb
 de Gruyter Studies in Mathematics
1 Riemannian Geometry, 2nd rev. ed., Wilhelm P. A. Klingenberg
2 Semimartingales, Michel Métivier
3 Holomorphic Functions of Several Variables, Ludger Kaup and Burchard Kaup
4 Spaces of Measures, Corneliu Constantinescu
5 Knots, 2nd rev. and ext. ed., Gerhard Burde and Heiner Zieschang
6 Ergodic Theorems, Ulrich Krengel
7 Mathematical Theory of Statistics, Helmut Strasser
8 Transformation Groups, Tammo tom Dieck
9 Gibbs Measures and Phase Transitions, Hans-Otto Georgii
10 Analyticity in Infinite Dimensional Spaces, Michel Hervé
11 Elementary Geometry in Hyperbolic Space, Werner Fenchel
12 Transcendental Numbers, Andrei B. Shidlovskii
13 Ordinary Differential Equations, Herbert Amann
14 Dirichlet Forms and Analysis on Wiener Space, Nicolas Bouleau and
Francis Hirsch
15 Nevanlinna Theory and Complex Differential Equations, Ilpo Laine
16 Rational Iteration, Norbert Steinmetz
17 Korovkin-type Approximation Theory and its Applications, Francesco
Altomare and Michele Campiti
18 Quantum Invariants of Knots and 3-Manifolds, Vladimir G. Turaev
19 Dirichlet Forms and Symmetric Markov Processes, Masatoshi Fukushima,
Yoichi Oshima and Masayoshi Takeda
20 Harmonic Analysis of Probability Measures on Hypergroups, Walter R. Bloom
and Herbert Heyer
21 Potential Theory on Infinite-Dimensional Abelian Groups, Alexander Bendikov
22 Methods of Noncommutative Analysis, Vladimir E. Nazaikinskii,
Victor E. Shatalov and Boris Yu. Sternin
23 Probability Theory, Heinz Bauer
24 Variational Methods for Potential Operator Equations, Jan Chabrowski
25 The Structure of Compact Groups, 2nd rev. and aug. ed., Karl H. Hofmann
and Sidney A. Morris
26 Measure and Integration Theory, Heinz Bauer
27 Stochastic Finance, 2nd rev. and ext. ed., Hans Föllmer and Alexander Schied
28 Painlevé Differential Equations in the Complex Plane, Valerii I. Gromak,
Ilpo Laine and Shun Shimomura
29 Discontinuous Groups of Isometries in the Hyperbolic Plane, Werner Fenchel
and Jakob Nielsen
30 The Reidemeister Torsion of 3-Manifolds, Liviu I. Nicolaescu
31 Elliptic Curves, Susanne Schmitt and Horst G. Zimmer
32 Circle-valued Morse Theory, Andrei V. Pajitnov
33 Computer Arithmetic and Validity, Ulrich Kulisch
34 Feynman-Kac-Type Theorems and Gibbs Measures on Path Space, József Lörinczi,
Fumio Hiroshima and Volker Betz
35 Integral Representation Theory, Jaroslas Lukeš, Jan Malý, Ivan Netuka and Jiřı́
Spurný
36 Introduction to Harmonic Analysis and Generalized Gelfand Pairs, Gerrit van Dijk
37 Bernstein Functions, René Schilling, Renming Song and Zoran Vondraček
Jaroslav Lukeš
Jan Malý
Ivan Netuka
Jiřı́ Spurný

Integral Representation Theory

Applications to Convexity, Banach Spaces
and Potential Theory

≥ Walter de Gruyter
Berlin · New York
Authors
Jaroslav Lukeš Jan Malý
Department of Mathematical Analysis Department of Mathematical Analysis
Faculty of Mathematics and Physics Faculty of Mathematics and Physics
Charles University Charles University
Sokolovská 83 Sokolovská 83
18675 Prague 8, Czech Republic 18675 Prague 8, Czech Republic
E-Mail: [email protected] and
Department of Mathematics
Faculty of Science
J. E. Purkyně University
České mládeže 8
40096 Ústı́ nad Labem, Czech Republic
E-Mail: [email protected]
Ivan Netuka Jiřı́ Spurný
Mathematical Institute Department of Mathematical Analysis
Faculty of Mathematics and Physics Faculty of Mathematics and Physics
Charles University Charles University
Sokolovská 83 Sokolovská 83
18675 Prague 8, Czech Republic 18675 Prague 8, Czech Republic
E-Mail: [email protected] E-Mail: [email protected]

Series Editors
Carsten Carstensen Niels Jacob
Department of Mathematics Department of Mathematics
Humboldt University of Berlin Swansea University
Unter den Linden 6 Singleton Park
10099 Berlin, Germany Swansea SA2 8PP, Wales, United Kingdom
E-Mail: [email protected] E-Mail: [email protected]
Nicola Fusco Karl-Hermann Neeb
Dipartimento di Matematica Department of Mathematics
Università di Napoli Frederico II Technische Universität Darmstadt
Via Cintia Schloßgartenstraße 7
80126 Napoli, Italy 64289 Darmstadt, Germany
E-Mail: [email protected] E-Mail: [email protected]

Mathematics Subject Classification 2000: 46-02, 31-02, 52-02, 46A55, 52A07, 46B99, 31B05, 31A05, 31A25, 31B20,
31C05, 31D05, 35K05, 35K20, 28A05, 54H05
Keywords: Convex sets, Choquet theory, Banach spaces, descriptive set theory, measure theory, potential theory,
Dirichlet problem

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Introduction

In many branches of mathematics, one encounters the question of how to reconstruct

a convex set from information on its vertices. This idea successfully emerged as the
Krein–Milman theorem for compact convex subsets of locally convex spaces since
any such set has plenty of extreme points. For any point of a compact convex set, a
reformulation of the Krein–Milman theorem provides a representing measure that is
concentrated in some sense on the set of extreme points. The goal of our book is to
present a more general approach to integral representation theory based upon a notion
of a function space and apply the obtained results to the theory of convex sets, Banach
spaces 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. The former group could be
attracted 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 the
first time. We also try to incorporate more techniques from descriptive set theory into
subject, which further supports our belief that the book will be worth reading even for
those 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 and
R. R. Phelps [179].
Let us continue by looking briefly at the contents of the book. After a prologue
on the Korovkin theorem, we present basic facts on the extremal structure of finite-
dimensional compact convex sets. Then we move on to infinite-dimensional spaces
and prove the Krein–Milman theorem and several of its consequences. The second
part of Chapter 2 studies the concept of measure convex and measure extremal sets.
Chapter 3 is devoted to cornerstones of the Choquet theory of functions spaces
such as the Choquet order and its properties and integral representation theorems due
to 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 allows
us to present later on several of its applications. The chapter is finished by a discussion
on deeper properties of the Choquet ordering.
The next chapter studies basic properties of affine functions on compact convex sets
and characterizations of functions satisfying the barycentric formula. A link between
the theory of function spaces and compact convex sets starts to emerge at the end of
the 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
vi Introduction

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 affine
functions to the setting of compact convex sets.
Simplicial function spaces are studied in Chapter 6. We discuss several classes of
simplicial function spaces, namely the Bauer and Markov simplicial function spaces
and spaces with boundary of type Fσ . Among other results, the abstract Dirichlet
problem 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 investigated
in Chapter 8. The main result is a characterization of simplicial spaces by means of
Choquet sets.
Suitably chosen families of closed extremal sets generate interesting boundary
topologies 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 induce
measures 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 continuous
functions.
Chapter 10 collects several deeper results on function spaces and compact convex
sets. Among others, study of Shilov and James boundaries, Lazar’s improvement of
the Banach–Stone theorem, results on automatic boundedness of affine and convex
functions, embedding of `1 in Banach spaces, metrizability of compact convex sets
and their open images and some topological properties of the set of extreme points.
The Lazar selection theorem and its consequences occupy the first part of Chap-
ter 11. The second part is devoted to a presentation of Debs’ proof of Talagrand’s
theorem on measurable selectors.
Chapter 12 is concerned with two methods of constructing new function spaces:
products and inverse limits. We show that both operations preserve simpliciality and
describe resulting boundaries. The inverse limits lead to an interesting description
of metrizable simplices as inverse limits of finite-dimensional simplices. The general
results are illustrated by a construction of the Poulsen simplex and a couple of compact
convex sets due to Talagrand.
In Chapter 13, general results from the Choquet theory are applied to potential
theory and several of its basic notions are investigated from this perspective. Impor-
tant function cones and spaces appearing in potential theory are studied in detail, in
particular, in connection to various solution methods for the Dirichlet problem. The
functional analysis approach makes it possible to provide an interesting interpretation,
for instance, of balayage and regular points in terms of representing measures and the
Choquet boundary of suitable spaces and cones. The exposition covers potential the-
 Introduction vii

ory for the Laplace equation and the heat equation as well as a more general 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, the
Lyapunov 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 with
concluding 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, and discuss additional mate-
rial which is related to the topics of the chapter in question, but was not included with
complete proofs. Open problems are also mentioned.
Since the presented material originates in an amalgamation of functional analy-
sis, measure theory, topology, descriptive set theory and potential theory, we collect
the needed notions and facts in the Appendix, sometimes even with proofs. We se-
lected the following books for each subject as the key references: W. Rudin [403]
and M. Fabian, P. Habala, P. Hájek, V. Montesinos Santalucı́a, 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 and
S. 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 sets
with 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 at
the center of our attention. They are thoroughly investigated in H. E. Lacey [290] and
P. Harmand, D. Werner and W. Werner [216]. Further, we do not pursue applications
of integral representation theory in C ∗ -algebras and thus we refer the interested reader
to E. M. Alfsen and F. W. Schultz [10] and [9], M. Rørdam [395] and M. Rørdam and
E. Størmer [396], B. Blackadar [59] and H. Lin [303] and the references therein. And
last but not least, our applications to potential theory do not require the full strength
of abstract potential theory and thus we restrict ourselves to a less general framework
than the one presented in J. Bliedtner and W. Hansen [66].
Except on a few explicitly stated occasions, we consider only real vector spaces and
apart 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,
• Re z and Im z denote the real and imaginary part of a complex number z, respec-
tively,
viii Introduction

• cA is the characteristic function of a set A (sometimes we write 1 for the charac-

teristic function of a space),
• A4B is the symmetric difference of sets A and B,
• Ac is the complement of a set A,
• f ∧ g, f ∨ g denote the infimum and supremum of functions f, 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 function f to a set A,
• if F is a system of functions, F b and F + are the families of all bounded and
positive elements from F, respectively,
• ω0 and ω1 are the first infinite and first uncountable ordinals, respectively,
• A, Int A, ∂A are the closure, interior and boundary of a set A in a topological
space, respectively,
• dist(A, B) denotes the distance of sets in a metric space,
• diam A is the diameter of a set A in a metric space,
• U (x, r), B(x, r) and S(x, r) are the open ball, closed ball and sphere centered
at x with radius r > 0, respectively,
• co A and span A are the convex and linear hull of a set A in a vector space,
respectively, co A is the closed convex hull of a set A in a topological vector
space,
• ker T denotes the kernel of an operator between linear spaces,
• BE , UE and SE are the closed unit ball, open unit ball and sphere of a normed
linear space E, respectively,
• E/F is the quotient space of a locally convex space with respect to a closed
subspace F ,
• E ⊕ F is the sum of locally convex spaces E and F ,
• E ∗ is the dual space of a topological linear space E,
• (x, y) stands for the scalar product of vectors x, 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 space X,
• C b (X) is the space of bounded continuous functions on a topological space X,
• `p and Lp (µ), p ∈ [1, ∞], are the usual Lebesgue spaces (see Section A.3),
• C n (U ), C n , C ∞ (U ), C ∞ stand for the space of n-times continuously differen-
tiable functions on U or infinitely differentiable functions on U , respectively,
 Introduction ix
R
• −A f (y) dy is the integral mean value of f over a set A,
d
R
S(x,r) f (y) dS(y) is the surface integral of f over the sphere S(x, r) ⊂ R ,
•

• ∇f is the gradient of f .
A function f is positive if f ≥ 0, it is strictly positive if f > 0. Similarly we use
increasing, strictly
R increasing and so on. If µ is a measure, we often write µ(f ) for
the integral f dµ.
In preparation of the present book, we have received many valuable suggestions
from many colleagues. In particular, we would like to express our thanks to P. Hájek,
P. Holický, M. Johanis, O. Kalenda, P. Kaplický, M. Kraus, E. Murtinová, P. Simon,
J. Tišer, L. Zajı́ček and M. Zelený for stimulating and fruitful discussions, and to
E. Crooks for linguistic assistance. We are also indebted to the publishers for their
care and cooperation.
The preparation of the manuscript was supported by the grant 201/07/0388 of the
Grant Agency of the Czech Republic and partly by the grant MSM21620839 of the
Czech 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 Lukeš

Jan Malý
Ivan Netuka
Jiřı́ Spurný
Contents

Introduction v

1 Prologue 1
1.1 The Korovkin theorem . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Compact convex sets 4

2.1 Geometry of convex sets . . . . . . . . . . . . . . . . . . . . . . . . 5
2.1.A Finite-dimensional case . . . . . . . . . . . . . . . . . . . . 5
2.1.B The Krein–Milman theorem . . . . . . . . . . . . . . . . . . 9
2.1.C Exposed points . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.2 Interlude: On the space M(K) . . . . . . . . . . . . . . . . . . . . . 22
2.3 Structures in convex sets . . . . . . . . . . . . . . . . . . . . . . . . 26
2.3.A Extremal sets and faces . . . . . . . . . . . . . . . . . . . . . 26
2.3.B Measure convex sets . . . . . . . . . . . . . . . . . . . . . . 30
2.3.C Measure extremal sets . . . . . . . . . . . . . . . . . . . . . 36
2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.5 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 49

3 Choquet theory of function spaces 52

3.1 Function spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.2 More about Korovkin theorems . . . . . . . . . . . . . . . . . . . . . 64
3.3 On the H-barycenter mapping . . . . . . . . . . . . . . . . . . . . . 66
3.4 The Choquet representation theorem . . . . . . . . . . . . . . . . . . 67
3.5 In-between theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.6 Maximal measures . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.7 Boundaries and the Simons lemma . . . . . . . . . . . . . . . . . . . 78
3.8 The Bishop–de Leeuw theorem . . . . . . . . . . . . . . . . . . . . . 81
3.9 Minimum principles . . . . . . . . . . . . . . . . . . . . . . . . . . 84
3.10 Orderings and dilations . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.12 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 105

4 Affine functions on compact convex sets 107

4.1 Affine functions and the barycentric formula . . . . . . . . . . . . . . 107
4.2 Barycentric theorem and strongly affine functions . . . . . . . . . . . 113
xii Contents

4.3 State space and representation of affine functions . . . . . . . . . . . 120

4.4 Affine Baire-one functions on dual unit balls . . . . . . . . . . . . . 127
4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
4.6 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 133

5 Perfect classes of functions and representation of affine functions 135

5.1 Generation of sets and functions . . . . . . . . . . . . . . . . . . . . 136
5.2 Baire and Borel sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
5.3 Baire and Borel mappings . . . . . . . . . . . . . . . . . . . . . . . 146
5.4 Perfect classes of functions . . . . . . . . . . . . . . . . . . . . . . . 149
5.5 Affinely perfect classes of functions . . . . . . . . . . . . . . . . . . 150
5.6 Representation of H-affine functions . . . . . . . . . . . . . . . . . . 154
5.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
5.8 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 166

6 Simplicial function spaces 168

6.1 Basic properties of simplicial spaces . . . . . . . . . . . . . . . . . . 169
6.2 Characterizations of simplicial spaces . . . . . . . . . . . . . . . . . 176
6.3 Simplicial spaces as L1 -preduals . . . . . . . . . . . . . . . . . . . . 178
6.4 The weak Dirichlet problem and Ac (H)-exposed points . . . . . . . . 180
6.5 The Dirichlet problem for a single function . . . . . . . . . . . . . . 182
6.6 Special classes of simplicial spaces . . . . . . . . . . . . . . . . . . 185
6.6.A Bauer simplicial spaces . . . . . . . . . . . . . . . . . . . . . 185
6.6.B Markov simplicial spaces . . . . . . . . . . . . . . . . . . . . 188
6.6.C Simplicial spaces with Lindelöf boundaries . . . . . . . . . . 190
6.6.D Simplicial spaces with boundaries of type Fσ . . . . . . . . . 192
6.7 The Daugavet property of simplicial spaces . . . . . . . . . . . . . . 196
6.8 Choquet simplices . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
6.8.A Simplicial function spaces and the classical definition of
Choquet simplices . . . . . . . . . . . . . . . . . . . . . . . 198
6.8.B Prime function spaces and prime compact convex sets . . . . 200
6.8.C Characterization of Bauer simplices by faces . . . . . . . . . 202
6.8.D Fakhoury’s theorem . . . . . . . . . . . . . . . . . . . . . . 203
6.9 Restriction of function spaces . . . . . . . . . . . . . . . . . . . . . 204
6.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
6.11 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 213

7 Choquet theory of function cones 216

7.1 Function cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
7.2 Maximal measures . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
7.3 Representation theorem . . . . . . . . . . . . . . . . . . . . . . . . . 224
7.4 Simplicial cones . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
 Contents xiii

7.5 Ordered compact convex sets and simplicial measures . . . . . . . . . 232

7.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
7.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 243

8 Choquet-like sets 244

8.1 Split and parallel faces . . . . . . . . . . . . . . . . . . . . . . . . . 244
8.2 H-extremal and H-convex sets . . . . . . . . . . . . . . . . . . . . . 246
8.3 Choquet sets, M -sets and P -sets . . . . . . . . . . . . . . . . . . . . 250
8.4 H-exposed sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
8.5 Weak topology on boundary measures . . . . . . . . . . . . . . . . . 259
8.6 Characterizations of simpliciality by Choquet sets . . . . . . . . . . . 262
8.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
8.8 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 273

9 Topologies on boundaries 274

9.1 Topologies generated by extremal sets . . . . . . . . . . . . . . . . . 274
9.2 Induced measures on Choquet boundaries . . . . . . . . . . . . . . . 278
9.3 Functions continuous in σext and σmax topologies . . . . . . . . . . . 284
9.4 Strongly universally measurable functions . . . . . . . . . . . . . . . 288
9.5 Facial topology generated by M -sets . . . . . . . . . . . . . . . . . . 296
9.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
9.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 308

10 Deeper results on function spaces and compact convex sets 310

10.1 Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311
10.1.A Shilov boundary . . . . . . . . . . . . . . . . . . . . . . . . 311
10.1.B Boundaries in Banach spaces . . . . . . . . . . . . . . . . . . 314
10.2 Isometries of spaces of affine continuous functions . . . . . . . . . . 320
10.3 Baire measurability and boundedness of affine functions . . . . . . . 323
10.3.A The Cantor set and its properties . . . . . . . . . . . . . . . . 323
10.3.B Automatic boundedness of affine and convex functions . . . . 328
10.4 Embedding of `1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
10.5 Metrizability of compact convex sets . . . . . . . . . . . . . . . . . . 338
10.6 Continuous affine images . . . . . . . . . . . . . . . . . . . . . . . . 351
10.7 Several topological results on Choquet boundaries . . . . . . . . . . . 358
10.7.A The Choquet boundary as a Baire space . . . . . . . . . . . . 358
10.7.B Polish spaces as Choquet boundaries . . . . . . . . . . . . . . 359
10.7.C K-countably determined boundaries . . . . . . . . . . . . . . 364
10.8 Convex Baire-one functions . . . . . . . . . . . . . . . . . . . . . . 365
10.9 Function spaces with continuous envelopes . . . . . . . . . . . . . . 370
10.9.A Stable compact convex sets . . . . . . . . . . . . . . . . . . . 370
10.9.B CE-function spaces . . . . . . . . . . . . . . . . . . . . . . . 376
xiv Contents

10.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378

10.11 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 384

11 Continuous and measurable selectors 389

11.1 The Lazar selection theorem . . . . . . . . . . . . . . . . . . . . . . 389
11.2 Applications of the Lazar selection theorem . . . . . . . . . . . . . . 394
11.3 The weak Dirichlet problem for Baire functions . . . . . . . . . . . . 398
11.4 Pointwise approximation of maximal measures . . . . . . . . . . . . 400
11.5 Measurable selectors . . . . . . . . . . . . . . . . . . . . . . . . . . 402
11.5.A Multivalued mappings . . . . . . . . . . . . . . . . . . . . . 402
11.5.B Selection theorem . . . . . . . . . . . . . . . . . . . . . . . . 406
11.5.C Applications of the selection theorem . . . . . . . . . . . . . 409
11.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
11.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 416

12 Constructions of function spaces 419

12.1 Products of function spaces . . . . . . . . . . . . . . . . . . . . . . . 420
12.1.A Definitions and basic properties . . . . . . . . . . . . . . . . 420
12.1.B Maximal measures and extremal sets . . . . . . . . . . . . . 424
12.1.C Partitions of unity and approximation in products of function
spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
12.1.D Products of simplicial spaces . . . . . . . . . . . . . . . . . . 436
12.2 Inverse limits of function spaces . . . . . . . . . . . . . . . . . . . . 440
12.2.A Admissible mappings . . . . . . . . . . . . . . . . . . . . . . 440
12.2.B Construction of inverse limits . . . . . . . . . . . . . . . . . 442
12.2.C Inverse limits of simplicial function spaces . . . . . . . . . . 445
12.2.D Structure of simplices . . . . . . . . . . . . . . . . . . . . . 447
12.3 Several examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
12.3.A The Poulsen simplex . . . . . . . . . . . . . . . . . . . . . . 455
12.3.B A big simplicial space . . . . . . . . . . . . . . . . . . . . . 465
12.3.C Functions of affine classes and Talagrand’s example . . . . . 470
12.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
12.5 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 486

13 Function spaces in potential theory and the Dirichlet problem 489

13.1 Balayage and the Dirichlet problem . . . . . . . . . . . . . . . . . . 491
13.1.A Essential solution of the generalized Dirichlet problem . . . . 494
13.2 Boundary behavior of solutions . . . . . . . . . . . . . . . . . . . . 496
13.2.A Regular points for the Laplace equation . . . . . . . . . . . . 497
13.2.B Regular points for the heat equation . . . . . . . . . . . . . . 503
13.3 Function spaces and cones in potential theory . . . . . . . . . . . . . 504
13.3.A Function spaces and cones: Laplace equation . . . . . . . . . 505
 Contents xv

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

harmonic spaces . . . . . . . . . . . . . . . . . . . . . . . . 510
13.3.C Continuity properties of H(U )-concave functions . . . . . . . 513
13.3.D Separation by functions from H(U ) . . . . . . . . . . . . . . 515
13.4 Dirichlet problem: solution methods . . . . . . . . . . . . . . . . . . 517
13.4.A PWB solution of the Dirichlet problem . . . . . . . . . . . . 518
13.4.B Cornea’s approach to the Dirichlet problem . . . . . . . . . . 523
13.4.C The Wiener solution . . . . . . . . . . . . . . . . . . . . . . 530
13.4.D Fine Wiener solution . . . . . . . . . . . . . . . . . . . . . . 532
13.4.E PDE solutions in Sobolev spaces . . . . . . . . . . . . . . . . 534
13.5 Generalized Dirichlet problem and uniqueness questions . . . . . . . 537
13.5.A Lattice approach . . . . . . . . . . . . . . . . . . . . . . . . 538
13.5.B Uniqueness for the Laplace equation . . . . . . . . . . . . . . 540
13.5.C Keldysh theorems in parabolic and axiomatic potential theories 542
13.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
13.7 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 555

14 Applications 563
14.1 Representation of convex functions . . . . . . . . . . . . . . . . . . 564
14.2 Representation of concave functions . . . . . . . . . . . . . . . . . . 567
14.3 Doubly stochastic matrices . . . . . . . . . . . . . . . . . . . . . . . 572
14.4 The Riesz–Herglotz theorem . . . . . . . . . . . . . . . . . . . . . . 573
14.5 Typically real holomorphic functions . . . . . . . . . . . . . . . . . . 575
14.6 Holomorphic functions with positive real part . . . . . . . . . . . . . 580
14.7 Completely monotonic functions . . . . . . . . . . . . . . . . . . . . 586
14.8 Positive definite functions on discrete groups . . . . . . . . . . . . . 589
14.9 Range of vector measures . . . . . . . . . . . . . . . . . . . . . . . . 593
14.10 The Stone–Weierstrass approximation theorem . . . . . . . . . . . . 595
14.11 Invariant and ergodic measures . . . . . . . . . . . . . . . . . . . . . 597
14.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 603
14.13 Notes and comments . . . . . . . . . . . . . . . . . . . . . . . . . . 605

A Appendix 608
A.1 Functional analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 608
A.1.A Locally convex spaces . . . . . . . . . . . . . . . . . . . . . 608
A.1.B Banach spaces . . . . . . . . . . . . . . . . . . . . . . . . . 609
A.1.C Ordered Banach spaces and lattices . . . . . . . . . . . . . . 610
A.2 Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615
A.2.A Compact spaces and Čech–Stone compactification . . . . . . 616
A.2.B Baire and Borel sets . . . . . . . . . . . . . . . . . . . . . . 619
A.2.C Semicontinuous functions . . . . . . . . . . . . . . . . . . . 621
A.2.D Baire spaces and sets with the Baire property . . . . . . . . . 623
xvi Contents

A.3 Measure theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624

A.3.A Measure spaces . . . . . . . . . . . . . . . . . . . . . . . . . 624
A.3.B Radon measures on locally compact σ-compact spaces . . . . 626
A.3.C Images, products and inverse limits of Radon measures . . . . 632
A.3.D Kernels and disintegration of measures . . . . . . . . . . . . 636
A.4 Descriptive set theory . . . . . . . . . . . . . . . . . . . . . . . . . . 637
A.5 Resolvable sets and Baire-one functions . . . . . . . . . . . . . . . . 640
A.6 The Laplace equation . . . . . . . . . . . . . . . . . . . . . . . . . . 645
A.6.A Weak solutions of the Laplace equation . . . . . . . . . . . . 647
A.7 The heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
A.8 Axiomatic potential theory . . . . . . . . . . . . . . . . . . . . . . . 652
A.8.A Bauer’s axiomatic theory . . . . . . . . . . . . . . . . . . . . 653
A.8.B Hyperharmonic and superharmonic functions . . . . . . . . . 654
A.8.C Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
A.8.D Superharmonic functions and Green potentials . . . . . . . . 657
A.8.E Superharmonic functions and potentials for the heat equation . 660
A.8.F Balayage . . . . . . . . . . . . . . . . . . . . . . . . . . . . 661
A.8.G Thinness, base and fine topology . . . . . . . . . . . . . . . . 663
A.8.H Polar and semipolar sets . . . . . . . . . . . . . . . . . . . . 665

Bibliography 669

List of symbols 695

Index 703
Chapter 1
Prologue

1.1 The Korovkin theorem

We start with the famous Weierstrass approximation theorem.
Theorem 1.1 (The Weierstrass approximation theorem). The space of all polynomial
functions on the interval [0, 1] is uniformly dense in the space C([0, 1]).
There are several different proofs of this result and several methods for how to
associate to a given continuous function f ∈ C([0, 1]) a sequence of polynomials
{Pn } that converges uniformly to f on [0, 1].
For example, given f ∈ C([0, 1]) and n ∈ N, we define the corresponding Bernstein
polynomial Bn f by
n    
X n j j
Bn f : x 7→ f x (1 − x)n−j , x ∈ [0, 1].
j n
j=0

The task is to show that the sequence {Bn f } converges uniformly to f on [0, 1]. This
can be easily verified in the case when

f (x) = 1, x or x2 ,

since
n−1 2 1
Bn 1 = 1, Bn x = x and Bn x2 = x + x.
n n
Surprisingly, this is all that we need to compute, since these three tests are enough
to guarantee the uniform convergence of Bn f to f for all f in C([0, 1]). Indeed, one
of the current proofs of the classical Weierstrass approximation theorem is based on
the Korovkin theorem about linear operators. The Weierstrass theorem is an easy
consequence since the mappings

Bn : f 7→ Bn f, f ∈ C([0, 1]),

are positive linear operators on C([0, 1]).

Theorem 1.2 (Korovkin). Let pj , j = 0, 1, 2, denote the monomial function pj : x 7→
xj and let {Tn } be a sequence of positive linear operators on the space C([0, 1]).
Assume that Tn pj → pj uniformly on [0, 1] as n → ∞ for j = 0, 1, 2. Then Tn f → f
uniformly on [0, 1] as n → ∞ for all f ∈ C([0, 1]).
2 1 Prologue

Proof. Pick f ∈ C([0, 1]) and ε > 0. By the uniform continuity of f , there exists
δ ∈ (0, 1) such that |f (s) − f (t)| ≤ ε for any s, t ∈ [0, 1], |s − t| ≤ δ. Now fix
t ∈ [0, 1] and set

2kf k
p∗ (x) := f (t) − ε − (x − t)2 , x ∈ [0, 1],
δ2
and
2kf k
p∗ (x) := f (t) + ε + (x − t)2 , x ∈ [0, 1].
δ2
Dealing separately with the cases |x − t| ≤ δ and |x − t| > δ, we get

kf k
|f (x) − f (t)| ≤ ε + 2(x − t)2
δ2
for each x ∈ [0, 1]. Hence,

p∗ (x) ≤ f (x) ≤ p∗ (x), x ∈ [0, 1],

and, therefore, for any n ∈ N,

Tn p∗ ≤ Tn f ≤ Tn p∗ .

We find N ∈ N such that for any n ≥ N

Tn pj − pj < εδ 2 , j = 0, 1, 2.

Since
 2kf k  4kf kt 2kf k
p∗ (x) = f (t) + ε + t2 2 − 2
x + 2 x2 , x ∈ [0, 1],
δ δ δ
for n ≥ N we have the estimate

kTn p∗ − p∗ k ≤ Cε with C := 9kf k + ε.

In particular,

Tn f (t) ≤ Tn p∗ (t) ≤ p∗ (t) + Cε = f (t) + Cε + ε,

n ≥ N,

and similarly



Tn f (t) ≥ Tn p∗ (t) ≥ p∗ (t) − Cε = f (t) − Cε − ε, n ≥ N.

Hence
kTn f − f k ≤ ε(C + 1), n ≥ N,
and the proof is complete.
 1.2 Notes and comments 3

In stating the Korovkin theorem, which sometimes bears the name the first Korovkin
theorem, it is possible to go further, replacing the interval [0, 1] by a suitable space,
and the set of three functions {p0 , p1 , p2 } by a more general family of functions. In
the sequel, we will take a deeper look at this issue.

Definition 1.3 (Korovkin closure). Let K be a (metrizable) compact space and P a

family of continuous functions on K (sometimes called test functions). We say that a
sequence {Tn } of positive operators on C(K) is P-admissible if kTn ϕ − ϕk → 0 for
any ϕ ∈ P, and define the Korovkin closure of P as

Kor(P) := {f ∈ C(K) : kTn f − f k → 0 for any P-admissible sequence {Tn }} .

Let H be the linear span of P. It is simple to check that

H ⊂ Kor(H) = Kor(P).

Two questions immediately arise:

(a) How can Kor(P) be characterized ?
(b) Under what conditions does the equality Kor(P) = C(K) hold ?
In what follows, we will give answers to these questions and will also study analo-
gous problems. To these ends, the framework of abstract linearity and convexity will
turn out to be useful and efficient.

1.2 Notes and comments

The Korovkin theorem was proved independently by H. Bohman in [74] for a kind
of special positive operators, and by P. P. Korovkin in [277] for integral-type oper-
ators. Korovkin extended his theory in [278] and we followed his proof from this
monograph. The Korovkin theorem 1.2 sometimes bears the name of the Bohman–
Korovkin theorem. Excellent sources for the Korovkin material are the monograph of
F. Altomare and M. Campiti [13], and Chauvenet’s prize paper of H. Bauer [42].
Chapter 2
Compact convex sets

We begin our exposition with classical results on convex sets in finite-dimensional

spaces. After showing Carathéodory’s theorem 2.6, we define extreme points and
prove Minkowski’s theorem 2.11 stating that any compact convex set in Rd is the
convex hull of its extreme points. An amalgamation of these two results contained
in Theorem 2.12 is a starting point leading to generalizations in infinite-dimensional
spaces.
So the next section is devoted to the study of the Krein–Milman theorem and re-
lated results. In particular we are interested in its reformulation known as the Integral
representation theorem. The basic idea of representing points of a compact convex set
as barycenters of probability measures is a central topic of the whole book. Thus after
the proof of the Krein–Milman theorem 2.22 and Bauer’s minimum principle 2.24 we
define the barycenter of a probability measure on a compact convex set and show its
existence and uniqueness (see Theorem 2.29). Then the Integral representation the-
orem 2.31 and properties of the barycentric mapping are proved. We finish this part
by some classical facts: Bauer’s characterization 2.40 of extreme points of a com-
pact convex set, Choquet’s observation on extreme points of a compact convex set
contained in Proposition 2.41 and the Milman theorem 2.43.
The aim of Subsection 2.1.C is to show that a metrizable compact convex set has
abundance of exposed points, namely, that a metrizable compact convex set is the
closed convex hull of its exposed points and that exposed points are dense in the set
of extreme points.
Section 2.2 prepares the ground for examples concerning extremal sets and faces
of compact convex sets presented in Section 2.3. We prove several facts on probabil-
ity measures on compact spaces and show how they lead to a construction of affine
functions on compact convex sets that do not satisfy the barycentric formula (see
Proposition 2.63).
Subsection 2.3.A investigates more closely extremal sets and faces of compact con-
vex sets. The main result contained in Proposition 2.69 shows that a closed extremal
set is a union of closed faces. We generalize the concept of convexity and extremality
in Subsections 2.3.B and 2.3.C by introducing measure convex and measure extremal
sets. The main tool is Theorem 2.75 due to D. H. Fremlin and J. D. Pryce that charac-
terizes measure convex sets. Then we show that convex sets of low Borel complexity
are also measure convex, but that there are examples of Fσ or Gδ faces that are not
measure convex. Analogous results are proved in the next section for extremal and
measure extremal sets.
 2.1 Geometry of convex sets 5

2.1 Geometry of convex sets

2.1.A Finite-dimensional case
Throughout this subsection, let W be a real vector space.

Definition 2.1 (Convex sets in vector spaces). A set C ⊂ W is convex if λx + (1 −

λ)y ∈ C whenever x, y ∈ C and λ ∈ (0, 1).
Let A be an arbitrary subset of W . The convex hull of A, denoted by co A, is the
intersection of all convex sets of W that contain A. Since W is a convex set and the
intersection of any family of convex sets is convex, the set co A is the smallest convex
set containing A. It is easy to check that
n
nX n
X o
co A = λj xj : n ∈ N, x1 , . . . , xn ∈ A and λ1 , . . . , λn ≥ 0, λj = 1 .
j=1 j=1

Definition 2.2 (Affine independence and n-simplices). Recall that vectors e0 , . . . , en

of W are said to be affinely independent if e1 −e0 , . . . , en −e0 are linearly independent.
In other words, if whenever

λ0 e0 + · · · + λn en = 0 and λ0 + · · · + λn = 0,

then λ0 = · · · = λn = 0. In this case, the convex hull co {e0 , . . . , en } is termed an

n-simplex with vertices e0 , . . . , en .
In Rd , there exist at most d + 1 affinely independent points.

Definition 2.3 (Affine hulls and subspaces, hyperplanes). For a set A ⊂ W , the affine
hull of A, denoted by aff A, is the set of all affine combinations of points of A. (A
linear combination α1 x1 + · · · + αn xn , where α1 + · · · + αn = 1, is called an affine
combination of points x1 , . . . , xn .)
A set A ⊂ W is said to be an affine subspace of W if aff A = A. Affine subspaces
are just the translations (of type) x + F , where F is a linear subspace of W and
x ∈ W . By definition, the dimension (or, the codimension) of x + F is the dimension
(or, the codimension, respectively) of F .
A set H is a hyperplane if there exists a nonzero linear functional f on W and
α ∈ R such that
H = {w ∈ W : f (w) = α}.
Since a subspace F of W is a maximal proper subspace of W if and only if there
exists a nonzero linear functional f on W such that F = ker f , we see that H is a
hyperplane if and only if there exist a maximal proper subspace F of W and w ∈ W
such that H = w + F . In other words, hyperplanes are exactly affine subspaces of
codimension 1.
6 2 Compact convex sets

Let C be a subset of W and H := {w ∈ W : f (w) = α} be a hyperplane. We say

that H is a support hyperplane of C if C ∩ H 6= ∅ and either
C ⊂ {w ∈ W : f (w) ≤ α} or C ⊂ {w ∈ W : f (w) ≥ α}.
Any point c ∈ C ∩ H is called an H-support point of C. We also say that H supports
C at c.
In the sequel, we need the following assertion.
Proposition 2.4. Let C be a closed convex subset of Rd with a nonempty interior and
c ∈ ∂C. Then there exists a hyperplane H such that H supports C at c.
Proof. See, for example, A. Barvinok [31], Corollary 2.8.
Remark 2.5. In what follows, we direct our attention to geometry of compact convex
sets in the Euclidean d-dimensional space Rd . All results of this subsection remain
valid in any finite-dimensional topological vector space, since any such space is iso-
morphic to a suitable space Rd .
Theorem 2.6 (Carathéodory). Let A be an arbitrary subset of Rd . Then each point of
co A is a convex combination of at most d + 1 points of A which are affinely indepen-
dent.
Proof. Assume that x ∈ co A,
x = λ1 x1 + · · · + λn xn
where x1 , . . . , xn ∈ A, λj > 0 for all j = 1, . . . , n (which we may suppose) and
λ1 + · · · + λn = 1. If the vectors x1 , . . . , xn are affinely independent, then n ≤ d + 1
and we are done. Otherwise, n > d + 1 and there is (α1 , . . . , αn ) 6= (0, . . . , 0) such
that
α1 x1 + · · · + αn xn = 0 and α1 + · · · + αn = 0.
Let k ∈ {1, . . . , n} be such that
αj αk
≤ for all j = 1, . . . , n.
λj λk
Setting
λk
ηj := λj − αj , j = 1, . . . , n,
αk
we have
X X
x= η j xj , ηj = 1 and ηj ≥ 0 for j = 1, . . . , n.
j6=k j6=k

Thus, x is a convex combination of n − 1 points. If these points are affinely inde-

pendent, the proof is finished. If not, the above argument can be repeated, and after
finitely many steps x can be represented as a convex combination of affinely indepen-
dent points of A.
 2.1 Geometry of convex sets 7

Corollary 2.7. The convex hull co A of any set A ⊂ Rd is the union of all n-simplices
(n ≤ d) with vertices in A.
Proof. Obviously, any n-simplex with vertices in A, where n ≤ d, is a subset of co A.
The reverse inclusion immediately follows from Carathéodory’s theorem 2.6.

Corollary 2.8. The convex hull of any compact subset of Rd is compact.

Proof. Let K be a compact subset of Rd and
n d
X o
d+1
D := λ ∈ R : λ = (λ0 , . . . , λd ), λj = 1 and λj ≥ 0 for j = 0, . . . , d .
j=0

The mapping F : D × K × · · · × K → K defined as

d
X
F : (λ, x0 , . . . , xd ) 7→ λ j xj
j=0

is continuous. By Carathéodory’s theorem 2.6,

co K = F (D × K × · · · × K).

Hence, co K, as a continuous image of the compact set D × K × · · · × K, is compact.

Definition 2.9 (Extreme points). A point z of a set C ⊂ W is called an extreme point

of C if z is not an internal point of any segment having its endpoints in C. In other
words, z is an extreme point of C if x, y ∈ C, λ ∈ (0, 1) and z = λx + (1 − λ)y,
implies x = y. It is easy to check that z is an extreme point of a convex set C if and
only if the set C \ {z} is convex, and this is the case if and only if z is not a midpoint
of any nondegenerate segment having its endpoints in C.
We denote by ext C the set of all extreme points of C.
Lemma 2.10. Let S be an n-simplex in Rd with vertices e0 , . . . , en . Then

ext S = {e0 , . . . , en } .

Proof. Let x ∈ ext S. Since S = co {e0 , . . . , en } and the set S \ {x} is convex,
x = ek for some k ∈ {0, 1, . . . , n}. Conversely, select ek and assume that
1 1
ek = s + t
2 2
where s, t ∈ S = co {e0 , . . . , en }. Write
n
X n
X
s= αj ej , t= βj ej ,
j=0 j=0
8 2 Compact convex sets

with
n
X n
X
αj , βj ≥ 0, αj = βj = 1.
j=0 j=0

Then
n
X 1
ek = (αj + βj )ej
2
j=0
or
X1
(αj + βj )(ej − ek ) = 0.
2
j6=k

Consequently,
αj + β j = 0 for j ∈ {0, . . . , n} \ {k} ,
thus s = t = ek .

The following assertion shows the prominent role of extreme points in finite-dim-
ensional compact convex sets. Infinite-dimensional situation is more complicated, see
Example 2.15 and the Krein–Milman theorem 2.22.
Theorem 2.11 (Minkowski). Each point of a compact convex set C ⊂ Rd is a convex
combination of extreme points of C.
Proof. We proceed by induction on the dimension d. For the dimension d = 0, the
set C reduces to a one-point set and the assertion holds. So assume that d > 0 and
that the assertion is valid for compact convex sets in spaces of dimension smaller than
d. We may also assume that the interior of C is nonempty, for otherwise C is a subset
of an affine subspace of a smaller dimension (cf. Exercise 2.107(c)) and the assertion
follows by the induction assumption.
We distinguish two cases. If x is a boundary point of C, then by Proposition 2.4
there exists a support hyperplane L of C at x. Then the compact convex set F :=
C ∩ L lies in the affine subspace L of dimension smaller than d. By the induction
assumption, x ∈ co ext F . Since obviously ext F ⊂ ext C, the induction step is
finished.
Now suppose that x ∈ Int C. There exists a segment [a, b] ⊂ C such that x ∈ (a, b)
and a, b ∈ ∂C. Since a, b ∈ co ext C by the previous argument, we see that x can be
expressed as a convex combination of extreme points of C.

Theorem 2.12 (Minkowski–Carathéodory). Each point of a compact convex set C ⊂

Rd is a convex combination of (at most d + 1) affinely independent extreme points of
C.
Proof. A consequence of Theorems 2.6 and 2.11. Indeed, given a point c ∈ C, by the
Minkowski theorem 2.11, there exists a set A ⊂ ext C such that c ∈ co A. Now, it
suffices to apply Carathéodory’s theorem 2.6.
 2.1 Geometry of convex sets 9

Corollary 2.13. Let x be a point of a compact convex set C ⊂ Rd . Then there exists
an n-simplex S, n ≤ d, such that x ∈ S ⊂ C and ext S ⊂ ext C.
Proof. The assertion is a rewording of the previous Minkowski–Carathéodory theo-
rem.
Remark 2.14. In [1] E. M. Alfsen constructed a non-simplicial compact polyhedron in
`1 , showing that the conclusion of the previous Corollary 2.13 in infinite-dimensional
spaces fails. At the same time, he posed a question that “it would be of some interest
to find sufficient conditions for a compact convex set X to admit a decomposition” as
in Corollary 2.13: Given x ∈ X, there would exists a set S ⊂ X such that x ∈ S,
ext S ⊂ ext C, and a unique representing measure for x carried by ext S. We present
in Exercise 6.93 an example illustrating this phenomenon.

2.1.B The Krein–Milman theorem

Recall that a point z of a subset C of a vector space W is an extreme point of C if z
is not an internal point of any nondegenerate segment having endpoints in C and that
ext C denotes the set of all extreme points of C.
In the Euclidean space Rd , the set ext C is of fundamental importance. The Min-
kowski theorem 2.11 says that each point of a compact convex set C ⊂ Rd is a convex
combination of extreme points of C. Thus, C = co(ext C).
The aim of this subsection is to examine an analogous result and its relatives in the
framework of infinite-dimensional spaces. Note, that in infinite-dimensional spaces, a
compact convex set need not be a convex hull of its extreme points, as Example 2.15
shows.
Example 2.15. Let {en }∞ 2
n=1 be the orthonormal basis in ` formed by the standard
unit vectors en , and let
1 1
B := {0, e1 , e2 , e3 , . . . } and C := co B.
2 3
Since B is clearly compact, it is easy to see that C is a compact convex set (see [173],
Exercise 1.56). By the Milman theorem 2.43, ext C ⊂ B. (In fact, it is easy to verify
that ext C = B.) Defining
n
X 1
xn := (1 − 2−n )−1 2−k ek , n ∈ N,
k
k=1
we have xn ∈ co ext C and
∞
X 1
xn → x := 2−k ek ∈ C.
k
k=1
Since every element of co ext C has only a finite number of nonzero coordinates,
x∈/ co ext C.
10 2 Compact convex sets

Definition 2.16 (Extremal sets and faces). A generalization of the notion of extreme
points leads to an important concept: A nonempty subset F of a set C ⊂ W is an
extremal subset of C if x, y ∈ F provided that x, y ∈ C and λx + (1 − λ)y ∈ F for
some λ ∈ (0, 1). It is needless to say that one-point extremal sets are exactly extreme
points of C, and that C itself is an extremal set.
Convex extremal sets are called faces.

Definition 2.17 (Affine, concave and convex functions). Let C be a convex subset of
a vector space W . A real-valued function s on C is said to be concave if


s λx + (1 − λ)y ≥ λs(x) + (1 − λ)s(y)

for each x, y ∈ C and λ ∈ [0, 1].

A real-valued function f on C is convex if −f is concave and f is called affine if
both f and −f are concave.

Obviously, the restriction of any linear functional on W to C is an affine function.

Lemma 2.18. If H is an extremal subset of F and F is an extremal subset of D, then

H is an extremal subset of D.

Proof. Obvious.

Lemma 2.19. If X is a nonempty compact convex subset of a locally convex space E,

s is a concave lower semicontinuous function on X and

L := {x ∈ X : s(x) = min s(X)},

then L is a compact extremal subset of X.

If K is a nonempty compact subset of E, f ∈ E ∗ and

H := {x ∈ K : f (x) = min f (K)},

then H is a compact extremal subset of K.

Proof. It is clear that L is compact and nonempty. Choose x, y ∈ X, λ ∈ (0, 1). If

a := λx + (1 − λ)y and a ∈ L, then

s(a) ≥ λs(x) + (1 − λ)s(y) ≥ λs(a) + (1 − λ)s(a) = s(a).

From this it easily follows that x, y ∈ L.

The proof of the second assertion is similar.

Proposition 2.20. Let K be a nonempty compact subset of a locally convex space

E and F a compact extremal subset of K. Then F ∩ ext K 6= ∅. In particular,
ext K 6= ∅.
 2.1 Geometry of convex sets 11

Proof. Consider the family F of all closed extremalTsubsets of F ordered by the

reverse inclusion. If R is a chain in F, then Y := {R : R ∈ R} is nonempty
in view of the compactness of K. Since it is easy to check that Y is an extremal
subset of K, Y is an upper bound for R. Zorn’s lemma now provides a maximal
element of this family, call it D. An appeal to the Hahn–Banach theorem reveals that
D is a one-point set. Indeed, assuming that D were to contain distinct points x and
y, the Hahn–Banach theorem would provide f ∈ E ∗ such that f (x) < f (y). By
Lemma 2.19, the set
{z ∈ D : f (z) = min f (D)}
would be a proper closed extremal subset of D and, in view of Lemma 2.18, also a
closed extremal subset of F . This contradicts the maximality of D. Since, as men-
tioned above, one-point extremal sets are exactly extreme points of F , we can find a
point x ∈ ext F . Again, by Lemma 2.18, x ∈ ext K and we are done.

Theorem 2.21. Let K be a compact subset of a locally convex space E. Then K ⊂

co ext K.

Proof. Assume that there exists a point x ∈ K \co ext K. Using the geometric version
of the Hahn–Banach theorem, there exists f ∈ E ∗ such that

f (t) > f (x) for any t ∈ co ext K.

If
H := {z ∈ K : f (z) = min f (K)},
then H is a (nonempty) extremal subset of K by Lemma 2.19. Hence, by Proposi-
tion 2.20, H ∩ ext K 6= ∅. Since H ∩ co ext K = ∅, this is impossible. Therefore,
K ⊂ co ext K.

Theorem 2.22 (Krein–Milman). Let X be a nonempty compact convex subset of a

locally convex space E. Then X = co ext X.

Proof. It is pretty clear that co ext X ⊂ X. The reverse inclusion follows from Theo-
rem 2.21.

Remarks 2.23. (a) The Krein–Milman theorem also holds in locally convex spaces
over complex numbers. For a proof see, for example, W. Rudin [403], Theorem 3.21.
(b) If K is a compact subset of a locally convex space, then co K = co ext K. This is
an immediate consequence of Theorem 2.21.

Corollary 2.24 (Bauer’s concave minimum principle). Let s be a lower semicontin-

uous concave function on a nonempty compact convex subset X of a locally convex
space. Then there exists z ∈ ext X such that s(z) = min s(X).
12 2 Compact convex sets

Proof. Denote
D := {x ∈ X : s(x) = min s(X)} .
Then D is a nonempty compact subset of X and, by Lemma 2.19, an extremal subset
of X. By Proposition 2.20, D ∩ ext X 6= ∅, and thus the proof is complete.

Remarks 2.25. (a) The Krein–Milman theorem is an easy consequence of Bauer’s

concave minimum principle. Indeed, if X is a nonempty compact convex subset of a
locally convex space E, the constant function 1 on X attains its minimum on ext X.
Thus the set ext X is nonempty. If x ∈ X \ co ext X, then, by the geometric version
of the Hahn–Banach theorem, there exists f ∈ E ∗ such that

f (x) < 1 and f ≥ 1 on co ext X.

This contradicts Bauer’s minimum principle since f |X is a continuous affine function.

(b) In Section 3.9 we prove a generalization of Bauer’s concave minimum principle
by a different method.

Integral representation. Now we would like to show how to use the Krein–Milman
theorem for establishing integral-type representation theorems.
Let x be a point of a compact convex set X in a locally convex space. Our aim is
to find a Radon measure µ on X so that
Z
f (x) = f dµ
X

for any continuous affine function f on X. Of course, the Dirac measure εx at x is

one such measure. However, we try to find other “representing” measures, preferably
concentrated on a very small part of X. More precisely, we are looking for a measure
µ such that
(a) the support spt µ of µ is contained in the closure ext X of the set of all extreme
points of X, or even
(b) µ is carried by the set ext X.

Definition 2.26 (Barycenter of a measure). Let X be a compact convex set in a locally

convex space E. Denote by Ac (X) the set of all continuous affine functions on X.
A point x ∈ X is said to be the barycenter of a probability Radon measure µ ∈
M1 (X) if the following barycentric formula
Z
f (x) = f dµ
X

holds for any f ∈ Ac (X). Since the functionals from E ∗ separate the points of E, and
since the restrictions to X of such functionals are elements of Ac (X), we see that the
 2.1 Geometry of convex sets 13

barycenter r(µ) of µ (which exists by Theorem 2.29), is uniquely determined. Note

that Z
r(µ) = t dµ(t),
X
where the integral is to be understood as the Pettis integral.
In the case when r(µ) = x, we also say that the measure µ represents the point x.
In other words, the equality x = r(µ) means that the Integral representation theorem
holds for the point x. We denote by Mx (Ac (X)), or for short Mx (X), the set of all
measures representing the point x.

Obviously, as noted above, the Dirac measure εx always represents the point x. In
what follows, we answer the following questions:
(a) Does any Radon measure have a barycenter ?
(b) Is any point of X a barycenter of a Radon measure carried by ext X ?

Proposition 2.27. The space M1 (K) consisting of all probability measures on a com-
pact space K is a compact convex subset of M(K) and

ext M1 (K) = {εx : x ∈ K} .

The mapping ε : x 7→ εx , x ∈ K, is a homeomorphism of K onto ext M1 (K).

Proof. It is easy to verify that M1 (K) is a convex subset of M(K). By Theo-

rem A.85(a), it is compact.
If x ∈ K and

εx = αµ + (1 − α)ν where µ, ν ∈ M1 (K) and α ∈ (0, 1),

then
1 = αµ({x}) + (1 − α)ν({x}).
This implies that µ({x}) = ν({x}) = 1, and therefore µ = ν = εx .
If µ ∈ M1 (K) is not a Dirac measure, then there exists a compact set F ⊂ K such
that the measures ν := µ|F and λ := µ|K\F are nontrivial and distinct from µ. Since

ν λ
µ = ν(F ) + λ(K \ F ) ,
ν(F ) λ(K \ F )

we see that µ is not an extreme point of M1 (K).

The mapping x 7→ εx , x ∈ K, is an injective continuous mapping from K onto
{εx : x ∈ K} and hence K and ext M1 (K) are homeomorphic.

Corollary 2.28. The set of all convex combinations of Dirac measures is dense in
M1 (K).
14 2 Compact convex sets

Proof. As an easy consequence of the Krein–Milman theorem 2.22 and the charac-
terization of extreme points given by Proposition 2.27, we have

M1 (K) = co ext M1 (K) = co {εx : x ∈ K} ,

which finishes the proof.

Theorem 2.29. Let X 6= ∅ be a compact convex subset of a locally convex space E.

Then each Radon measure from M1 (X) has a (unique) barycenter in X.

Proof. With the uniqueness part already out of the way, we nowPconcentrate on an
existence proof. If a measure µPin question is molecular, µ = nj=1 P λj εxj , where
xj ∈ X, λj ≥ 0, j = 1, . . . , n, nj=1 λj = 1, then obviously r(µ) := nj=1 λj xj ∈
X is the barycenter of µ. Given a measure µ ∈ M1 (X), there exists a net {µγ } of
molecular measures on X such that µγ → µ. Since X is a compact set, there exists a
subnet {r(µα )} of {r(µγ )} converging to an element z ∈ X. Pick f ∈ Ac (X). Then
Z Z
f (z) = lim f (r(µα )) = lim f dµα = f dµ,
α α X X

and therefore z is a barycenter of µ.

Definition 2.30 (Barycenter mapping). Let X be a compact convex subset of a locally

convex space. The mapping r : µ 7→ r(µ), assigning to each measure µ ∈ M1 (X)
its barycenter, is called the barycenter mapping.

In Proposition 2.38 we show that the barycenter mapping is a continuous and affine
mapping from M1 (X) into X. This mapping is surjective since r(εx ) = x for any
x ∈ X.

Theorem 2.31 (Integral representation theorem). Let X be a compact convex subset

of a locally convex space E and let x ∈ X. Then there exists a measure µ ∈ M1 (X)
such that r(µ) = x and spt µ ⊂ ext K.

Proof. From the Krein–Milman theorem 2.22, we can see the following fact: if f ∈
Ac (X) and f = 0 on ext X, then f = 0 on X. We denote by B the subspace of
C(ext X) consisting of all restrictions of functions in Ac (X) to ext X. Then, for every
h ∈ B, there exists, by the above mentioned fact, a unique function b h ∈ Ac (X) which
coincides with h on ext X. We fix x ∈ X and set

ϕ : h 7→ b
h(x), h ∈ B.

Evidently ϕ ∈ B ∗ and kϕkB = 1. The functional ϕ can be extended by the Hahn–

Banach theorem from B to a functional Φ ∈ (C(ext X))∗ with the same norm. Since,
 2.1 Geometry of convex sets 15

in addition, Φ(1) = ϕ(1) = 1, Φ is a positive functional. Indeed, if f ∈ C(ext X),

f ≥ 0, a = 12 sup f (ext X), then ka − f k ≤ a and so

a − Φ(f ) = Φ(a) − Φ(f ) = Φ(a − f ) ≤ ka − f k ≤ a.

This yields Φ(f ) ≥ 0. By the Riesz representation

R theorem, there exists a probability
measure µ on ext X such that Φ(f ) = X f dµ for every function f ∈ C(ext X).
The measure µ can be regarded as a measure on X carried by the set ext X. Since
obviously Z
g dµ = Φ(g) = ϕ(g|ext X ) = gb(x) = g(x)
X

for every g ∈ Ac (X), we see that the barycenter of the measure µ is exactly the
point x.

Remarks 2.32. (a) Theorem 2.31 can be proved by an alternative manner. In fact, we
can follow the proof of Proposition 2.39 step by step.
(b) In concrete applications, we are often able to characterize the set ext X. However,
the character of the elements of the set ext X \ ext X is generally rather obscure. Con-
sequently, the information concerning the support of the measure from the theorem on
integral representation is problematic, unless the set ext X is closed. Moreover, there
is another problem. Let us imagine that the set of extreme points of a compact convex
set X is dense in this set, that is, ext X = X. Then, naturally, the Krein–Milman
theorem says nothing, and equally useless is the theorem on integral representation.
Indeed, it suffices to take the Dirac measure εx at the point x for the measure repre-
senting the point x . This situation can actually occur. As an example, we can take
the closed unit ball B in an arbitrary infinite-dimensional Hilbert space, which we of
course consider to be equipped with the weak topology. The extreme points of B are
then the points of the unit sphere, and its (weak) closure is equal to the whole ball B.
A more sophisticated example with ext X = X is the Poulsen simplex in the Hilbert
space `2 (see Subsection 12.3.A).
However, much more is known. Namely, if we consider the so-called Hausdorff
metric on the set F of all nonempty compact convex subsets ofa given Banach space
X of infinite dimension, the space F is complete and the set C ∈ F : ext C 6= C
is merely meager in F. This assertion was proved by V. L. Klee in [271]. Thus, in a
certain sense, for the majority of compact convex sets we have ext C = C.
Hence the problem of whether it is possible to find a measure µ which is carried just
on the set of extreme points in the theorem on integral representation is crucial. This
problem was solved successfully by G. Choquet in the fifties of the 20th century and
laid the foundations of the Choquet theory. We will devote the next chapters to it, in
the more general setting of function spaces. The Choquet theory has provided many
insights for abstract analysis, infinite-dimensional geometry, descriptive set theory,
16 2 Compact convex sets

potential theory and other fields of mathematics. It has remained fruitful ever since
and has found new applications again and again in deriving new results.
(c) In Sections 14.5 and 14.6, we exceptionally consider locally convex spaces over
the field of complex numbers. Note that the Integral representation theorem 2.31
extends trivially to the complex case. Indeed, consider a compact convex subset X
of a complex locally convex space E. Of course, E can be regarded as a locally
convex space over the field of real numbers. Then, given x ∈ X, there exists, by
Theorem 2.31, a measure µ ∈ M1 (X) carried by ext X such that
Z
f (x) = f dµ (2.1)
X

for every real continuous functional f on E. Given a complex continuous functional

F on E, we can apply (2.1) to Re F and Im F to conclude that
Z
F (x) = F dµ.
X

The Integral representation theorem will be applied several times in the sequel. For
this purpose, the following easy consequence of the previous theorem will be useful.

Proposition 2.33 (Krein–Milman theorem with transfer). Let E be a locally convex

space of real-valued functions on a set M such that, for every x ∈ M , the evaluation
functional Fx : f 7→ f (x) is continuous on E. Let K ⊂ E be a compact convex
set. Let Q be a compact space and Φ : y 7→ ϕy , y ∈ Q, be an injective continuous
mapping of Q onto ext K. Then there exists a probability measure µ on Q such that,
for every f ∈ K, Z
f (x) = ϕy (x) dµ(y), x ∈ M.
Q

Proof. Since ext K is a continuous image of a compact set, it is closed. Let f ∈ K.

By Theorem 2.31, there exists a probability measure µ̃ carried by ext K such that
Z
F (f ) = F dµ̃ (2.2)
ext K

for each continuous linear functional F on E. Let us define µ = Φ−1 ] µ̃. By Proposi-
tion A.92,
Z Z Z
F dµ̃ = (F ◦ Φ) ◦ Φ−1 dµ̃ = F ◦ Φ dΦ−1 ] µ̃
ext K ext K Q
Z (2.3)
= F ◦ ϕy dµ(y).
Q
 2.1 Geometry of convex sets 17

Applying (2.2) and (2.3) to the evaluation functional Fx , we obtain

Z Z
f (x) = Fx dµ̃ = ϕy (x) dµ(y), x ∈ M.
ext K Q

Lemma 2.34. Let X be a compact convex subset of a locally convex space E. Then
the space (E ∗ + R)|X is dense in Ac (X).
Proof. Let X be a nonempty compact convex set. Fix a function h ∈ Ac (X) and
ε > 0. Denote
J1 := {(x, t) ∈ X × R : t = h(x)}
and
J2 := {(x, t) ∈ X × R : t = h(x) + ε} .
Then J1 , J2 is a pair of disjoint nonempty compact convex subsets of E × R. By the
Hahn–Banach theorem, there exist a functional F ∈ (E × R)∗ and λ ∈ R such that
sup F (J1 ) < λ < inf F (J2 ).
There are ϕ ∈ E ∗ and β ∈ R such that F (t, r) = ϕ(t) + βr for any t ∈ E and
any r ∈ R. From the separation of J1 and J2 it easily follows that β 6= 0. Put
ψ(t) := β1 (λ − ϕ(t)) for t ∈ E. Since
ϕ(t) + βh(t) < λ < ϕ(t) + βh(t) + βε, t ∈ X,
we easily get kh − ψk < ε.

Remark 2.35. In general, there might exist a continuous affine function on a compact
convex set X that is not of the form (E ∗ + R)|X ; see Exercise 2.111.
Proposition 2.36. A Radon measure µ ∈ M1 (X) represents x ∈ X if and only if
Z
ϕ(x) = ϕ dµ for any ϕ ∈ E ∗ .
X
R
Proof. Recall that, by definition, µ represents x ∈ X if h(x) = X h dµ for any
h ∈ Ac (X). Hence the assertion is an easy consequence of Lemma 2.34 and the
Lebesgue dominated convergence theorem.

Definition 2.37 (The barycenter revisited). Proposition 2.36 enables us to extend sli-
ghtly the definition of a barycenter to the case of nonconvex sets and points not be-
longing to this set.
Let K be a compact subset of a locally convex space E. We say that x ∈ E is the
barycenter of a Radon measure µ ∈ M1 (K), or that µ represents x, in a symbol
x = r(µ), if Z
ϕ(x) = ϕ dµ for any ϕ ∈ E∗.
K
18 2 Compact convex sets

Proposition 2.38. If X is a compact convex subset of a locally convex space, the

barycenter mapping r : M1 (X) → X is affine and continuous.

Hint. Obviously, r is affine. If {µγ } is a net in M1 (X), µγ → µ and f ∈ E ∗ , then

f (r(µγ )) = µγ (f ) → µ(f ) = f (r(µ)).

Consequently, the net {r(µγ )} is weakly converging in X to r(µ). Since X is a

compact set, r(µγ ) → r(µ) by Proposition A.28.

Proposition 2.39. If K is a compact subset of a locally convex space E and x ∈ E,

then the following statements are equivalent:
(i) x ∈ co K,
(ii) there exists a Radon measure µ ∈ M1 (K) such that r(µ) = x.

Proof. Let µ ∈ M1 (K) satisfy r(µ) = x. Assuming that x ∈ / co K, by the Hahn–

Banach theorem there exist ϕ ∈ E ∗ and λ ∈ R such that ϕ(x) < λ ≤ ϕ(t)Rfor any
t ∈ co K. Then, obviously, no Radon measure µ ∈ M1 (K) with ϕ(x) = K ϕ dµ
exists.
Conversely, assume that x ∈ co K. There exists a net {xα } of points in co K such
that xα → x. We can write
nα
X nα
X
xα = λαj xαj , where nα ∈ N, xαj ∈ K, λαj ≥ 0, λαj = 1.
j=1 j=1

We define for each α

nα
X
µα := λαj εxαj .
j=1

Then µα ∈ M1 (K) and r(µα ) = xα . Since the set M1 (K) is compact, we may
assume that {µα } converges to µ ∈ M1 (K). For any ϕ ∈ E ∗ ,

ϕ(r(µα )) = µα (ϕ) → µ(ϕ) and ϕ(r(µα )) = ϕ(xα ) → ϕ(x).

Hence ϕ(x) = µ(ϕ) and r(µ) = x.

Theorem 2.40 (Bauer’s characterization of ext X). Let X be a compact convex subset
of a locally convex space and x ∈ X. Then x ∈ ext X if and only if the Dirac measure
εx is the only measure from M1 (X) with a barycenter x.

Proof. If x = 12 (a+b) where a, b ∈ X, a 6= b, then the measure 12 (εa +εb ) ∈ M1 (X),

which differs from εx , has the barycenter x.
Assume now that x ∈ ext X and µ ∈ M1 (X) with r(µ) = x are given. It must
be shown that µ = εx . To see this, it suffices to show that spt µ = {x}. Assume that
 2.1 Geometry of convex sets 19

z ∈ spt µ \ {x}. Let U ⊂ X be a closed convex neighborhood of z in X such that

x∈/ U . The set U is compact and convex, µ(U ) < 1 in view of Proposition 2.39, and
obviously µ(U ) > 0. Set
1 1
µ1 := µ|U and µ2 := µ| .
µ(U ) µ(X \ U ) X\U

Then µ1 , µ2 are in M1 (X). Since µ1 (U ) = 1, we get r(µ1 ) ∈ U (again from Propo-

sition 2.39). Hence r(µ1 ) 6= x. We have

µ = µ(U )µ1 + (1 − µ(U ))µ2

and we see that

x = µ(U )r(µ1 ) + (1 − µ(U ))r(µ2 )
is a convex combination of r(µ1 ) and r(µ2 ). This contradicts the assumption that x is
an extreme point of X and yields the required conclusion.

Proposition 2.41 (Choquet). Let X be a compact convex subset of a locally convex

space E and x ∈ ext X. Then the family

{y ∈ X : f (y) < λ}, f ∈ E ∗ and λ ∈ R with f (x) < λ,

form a base of neighborhoods of x in X.

Proof. Let U be an open neighborhood of x. Then X \ U is a compact set so that

x∈ / co(X \ U ).
Indeed, if this were not true, then Proposition 2.39 would provide a probability
measure µ carried by X \ U with r(µ) = x. But this would contradict our assumption
that x is an extreme point because the only representing measure for x is the Dirac
measure εx (see Theorem 2.40).
Now the Hahn–Banach separation theorem yields the existence of a continuous
linear functional f and λ ∈ R such that f (x) < λ and f > λ on co(X \ U ). Thus
x ∈ {y ∈ X : f (y) < λ} ⊂ U and the proof is finished.

Proposition 2.42. Let K1 , . . . , Kn be compact convex subsets of a topological vector

space. Then co(K1 ∪ · · · ∪ Kn ) is compact.

Proof. We follow the same lines as in the proof of Corollary 2.8. Since

co(K1 ∪ · · · ∪ Kn ) = F (D × K1 × · · · × Kn )

where
n n
X o
D := λ ∈ Rn : λ = (λ1 , . . . , λn ), λj = 1 and λj ≥ 0 for j = 1, . . . , n
j=1
20 2 Compact convex sets

and
n
X
F : (λ, x1 , . . . , xn ) 7→ λ j xj , (λ, x1 , . . . , xn ) ∈ D × K1 × · · · × Kn
j=1

is continuous, it follows that co(K1 ∪ · · · ∪ Kn ) is compact.

Theorem 2.43 (Milman). Let B be a subset of a locally convex space E such that the
set X := co B is compact. Then ext X ⊂ B.

Proof. Assume that x ∈ ext X \ B. By Proposition 2.41, there exist f ∈ E ∗ and

λ ∈ R such that
f (x) > λ ≥ inf f (B).

Since f ∈ E ∗ , inf f (B) = inf f (co B). Therefore we get x ∈

/ co B = X, which is a
contradiction.

Proposition 2.44. Let X be a compact convex subset of a locally convex space E and
∅ 6= B ⊂ X. Then the following assertions are equivalent:
(i) co B = X,
(ii) inf f (B) = min f (X) for each f ∈ E ∗ ,
(iii) ext X ⊂ B.

Proof. Assertions (i) and (iii) are equivalent by the Krein–Milman and Milman theo-
rems 2.22 and 2.43. The implication (i) =⇒ (ii) is obvious. Conversely, the proof
of the implication (ii) =⇒ (i) follows the same lines as the end of the proof of the
Krein–Milman theorem: if co B 6= X, the Hahn–Banach separation theorem yields
the assertion.

Proposition 2.45. Any metrizable compact convex subset X of a locally convex is

affinely homeomorphic to a compact convex subset of the Hilbert space `2 .

Proof. Since X is a metrizable compact set, the space C(X) is separable, so it is the
space Ac (X) of all continuous affine functions on X. Let {fn : n ∈ N} be a dense
subset of the closed unit ball of Ac (X). If
n1 o
T : x 7→ fn (x) , x ∈ X,
n

then T is a continuous affine injective mapping of X into `2 . Thus T is an affine

homeomorphism of X onto a compact convex subset T (X) of `2 .
 2.1 Geometry of convex sets 21

2.1.C Exposed points

Definition 2.46 (Exposed points). If X is a compact convex set, a point x ∈ X is
exposed if there exists a function f ∈ Ac (X) such that f (x) > f (y) for each y ∈
X \ {x}.
We call such a function f an exposing function for x and the set of all exposed
points of X is denoted as exp X.
We point out the following simple, but important fact.
Proposition 2.47. For any compact convex set, exp X ⊂ ext X.
Proof. The proof follows by a straightforward verification.

Definition 2.48 (Farthest points). Let D be a subset of a normed linear space E. A

point z ∈ D is called a farthest point of D if there exists x ∈ E such that kx − zk =
sup{kx − tk : t ∈ D}.
The set of all farthest points of D is denoted by far D.
Lemma 2.49. If X is a nonempty compact convex subset of a Hilbert space H, then
far X ⊂ exp X and it is a nonempty set.
Proof. The inclusion far X ⊂ exp X follows from the fact that any point x in the
closed unit ball BH of norm 1 is an exposed point of BH (we recall that BH is a
compact convex set in the weak topology of H). Indeed, f (y) := (y, x), y ∈ H, is an
exposing function for x.
If y ∈ H is chosen arbitrarily, a simple compactness argument yields the existence
of a point z ∈ X such that ky − zk = sup{ky − xk : x ∈ X}. Hence far X is
nonempty.

Proposition 2.50. Let X be a nonempty compact convex subset of a Hilbert space H.

Then X = co far X = co exp X.
Proof. Since far X ⊂ exp X, it suffices to show that X = co far X. Assume that
x ∈ X \co far X. By the Hahn–Banach theorem and the Fréchet–Riesz representation
theorem, there exist h ∈ H and λ ∈ R such that (x, h) < λ ≤ (y, h) for each
y ∈ co far X. Denote s := sup{ktk : t ∈ X}. Let α > 0 be such that

2α λ − (h, x) > s2 − kxk2 .

By compactness, there exists z ∈ X such that kαh − zk = sup{kαh − tk : t ∈ X}.

Of course, z ∈ far X. Since
kαh − zk2 = α2 khk2 − 2α(h, z) + kzk2 ≤ α2 khk2 − 2αλ + s2
< α2 khk2 − 2α(h, x) + kxk2 = kαh − xk2 ,

we get kαh − zk < kαh − xk, which is a contradiction.

22 2 Compact convex sets

Theorem 2.51. Let X be a metrizable compact convex subset of a locally convex

space. Then X = co exp X.

Proof. By Proposition 2.45, X is affinely homeomorphic to a compact convex subset

of `2 . Obviously, exposed points are preserved by an affine homeomorphism and thus
the assertion follows from Proposition 2.50.

Corollary 2.52. Let X be a metrizable compact convex subset of a locally convex

space. Then ext X ⊂ exp X.

Proof. The assertion is an immediate consequence of Theorem 2.51 and Proposi-

tion 2.44.

2.2 Interlude: On the space M(K)

Let K be a compact space and M(K) the space of all signed Radon measures on
K. We emphasize that on the space M(K) we always consider the weak∗ -topology
given by the duality of C(K) and M(K). In this chapter we collect some properties
of this space and its subspaces.

Example 2.53 (Image of a measure from M1 (K)). If K is a compact space, it follows

from Proposition 2.27 that the mapping ε : x 7→ εx , x ∈ K, is a homeomorphism
of K onto ext M1 (K). Let Λ := ε] λ be the image of a probability measure λ with
spt λ ⊂ K under ε.

The following proposition will be useful in many examples.

Proposition 2.54. The measure Λ from Example 2.53 is carried by the (closed) set
ε(spt λ) and its barycenter equals λ.

Proof. Since
Λ(ε(spt λ)) = λ(ε−1 (ε(spt λ))) = λ(spt λ) = 1,

∗ by ε(spt λ).
we see that Λ is carried
Pick ϕ ∈ M(K) . By duality theory, there exists f ∈ C(K) such that

ϕ(µ) = µ(f ) for any µ ∈ M(K).

Then (cf. Proposition A.92),

Z Z
Λ(ϕ) = (ε] λ)(ϕ) = λ(ϕ ◦ ε) = ϕ(εx ) dλ(x) = f (x) dλ(x)
K K
= λ(f ) = ϕ(λ),

and r(Λ) = λ.
 2.2 Interlude: On the space M(K) 23

Proposition 2.55. Let F be a closed subset of a compact space K and b > 0. Then
the function

ϕb : µ 7→ µ({x ∈ F : µ({x}) ≥ b}), µ ∈ M1 (K),

is upper semicontinuous on M1 (K).

Proof. Let c > 0 and

µ ∈ G := {ν ∈ M1 (K) : ϕb (ν) < c}

be given. We will show that G contains a neighborhood W of µ.

The set L := {x ∈ F : µ({x}) ≥ b} is finite. Let U be an open subset of K such
that L ⊂ U and µ(U ) < c. For every x ∈ F \ U we find an open neighborhood Vx of
x so that µ(V x ) < b. Using compactness, we select finitely many points x1 , . . . , xn
such that
F \ U ⊂ V x1 ∪ · · · ∪ V xn .
Since the function ν 7→ ν(H) is upper semicontinuous on M1 (K) for every closed
set H ⊂ K (see Theorem A.85(b)), the set

W := {ν ∈ M1 (K) : ν(U ) < c, ν(V xi ) < b, i = 1, . . . , n}

is open and contains µ. It remains to show that ϕb (ν) < c for every ν ∈ W .
Given a measure ν ∈ W , let Lν := {x ∈ F : ν({x}) ≥ b}. It follows from the
choice of W that Lν ⊂ U . Thus

ϕb (ν) = ν(Lν ) ≤ ν(U ) < c,

and ϕb is upper semicontinuous.

Proposition 2.56. Let F be a closed subset of a compact space K. Then the function
X
ψ : µ 7→ µd (F ) := µ({x}), µ ∈ M1 (K),
x∈F

is a limit of an increasing sequence of positive upper semicontinuous functions on

M1 (K).

Proof. For n ∈ N, let ψn be the function ϕb from Proposition 2.55 for b = 1/n. Then
it is easy to check that ψn % ψ on M1 (K). As ψn are upper semicontinuous and
positive functions, the proof is finished.

Definition 2.57 (Fσ and Gδ faces). A face which is simultaneously an Fσ set is called
an Fσ face. Analogously, a Gδ face is a face which is a Gδ set.
24 2 Compact convex sets

Proposition 2.58. Let F be a closed subset of a compact space K. Then the set

G := µ ∈ M1 (K) : µ|F is continuous



is a Gδ face of M1 (K) such that G ∩ ext M1 (K) = ∅.

Proof. Let ψ : µ 7→ µd (F ), µ ∈ M1 (K), where µd is the discrete part of µ. Accord-
ing to Proposition 2.56, there is a sequence {ψn } of positive upper semicontinuous
functions such that ψn % ψ on M1 (K). Then
∞ \∞  
\ 1
G = µ ∈ M1 (K) : ψ(µ) = 0 = µ ∈ M1 (K) : ψn (µ) <

.
k
n=1 k=1

It follows that G is a Gδ set which is obviously convex and extremal. Since

ext M1 (K) = {εx : x ∈ K}

(cf. Proposition 2.27) and Dirac measures are discrete, we have G ∩ ext M1 (K) =
∅.

Proposition 2.59. Let

∞
[
µ ∈ M1 ([0, 1]) : spt µ ⊂
 1 
H := n, 1 .
n=2

Then H is an Fσ face of M1 ([0, 1]) which is not of type Gδ .

Proof. Obviously, H is a convex set and extremal. Moreover, H is of type Fσ . Since
both sets H and M1 ([0, 1]) \ H are dense in M1 ([0, 1]), H is not a Gδ set (cf. Theo-
rem A.58).

Proposition 2.60. Let K be a compact space and ω ∈ M1 (K). Define

ψ : µ 7→ µs (K), µ ∈ M1 (K),

where µs is the singular part of µ with respect to the measure ω. Then ψ is a limit of
a decreasing sequence of lower semicontinuous functions on M1 (K).
Proof. For n ∈ N, set
 
1
ψn (µ) := sup µ(G) : G ⊂ K open and ω(G) < , µ ∈ M1 (K).
n
Obviously, {ψn } is a decreasing sequence of lower semicontinuous functions. Recall
that, by Theorem A.85(b), the function

µ 7→ µ(G), µ ∈ M1 (K),

is lower semicontinuous on M1 (K) for any open set G ⊂ K.

 2.2 Interlude: On the space M(K) 25

Pick n ∈ N and µ ∈ M1 (K). There exists a Borel set B ⊂ K such that

µs (B) = µs (K) = ψ(µ) and ω(B) = 0.

Let G ⊂ K be an open set containing B for which ω(B) < n1 . Then

ψ(µ) = µs (B) ≤ µs (G) ≤ µ(G) ≤ ψn (µ).

Hence, ψ ≤ ψn for any n ∈ N.

It remains to show that limn→∞ ψn = ψ. To this end, pick µ ∈ M1 (K) and
c > ψ(µ). Since µac  ω (recall that µac denotes the absolutely continuous part of µ
with respect to ω, see Proposition A.65), there exists n ∈ N so that

µac (B) < c − ψ(µ)

1
whenever B is a Borel set with ω(B) < n. Now, if G ⊂ K is an open set satisfying
ω(G) < n1 , then

µ(G) = µs (G) + µac (G) ≤ µs (K) + c − µs (K) = c.

Thus, ψn (µ) ≤ c, and therefore ψn → ψ.

Proposition 2.61. If λ denotes Lebesgue measure on [0, 1] and

L := µ ∈ M1 ([0, 1]) : µ ⊥ λ ,


then L is a Gδ face of M1 ([0, 1]) which is not of type Fσ .

Proof. It is easy to check that L is convex, extremal and dense in M1 ([0, 1]).
Therefore all that needs to be proved is that L is a Gδ set. Let {ψn } be a sequence
of functions as in Proposition 2.60 for K := [0, 1] and ω := λ. The assertion then
follows from the following equalities
∞
\
L = µ ∈ M1 ([0, 1]) : µs ([0, 1]) = 1 = µ ∈ M1 ([0, 1]) : ψn (µ) = 1
 

n=1
∞ \
∞  
\
1 1
= µ ∈ M ([0, 1]) : ψn (µ) > 1 − ,
k
n=1 k=1

because the functions ψn are lower semicontinuous. Since L is dense, it is not an Fσ

set.

Remark 2.62. In Exercise 2.118 we indicate another reasoning of the fact that L is a
Gδ set.
26 2 Compact convex sets

Proposition 2.63 (Choquet’s examples). Let

ϕ : µ 7→ µd ([0, 1]), µ ∈ M1 ([0, 1]),

and
ψ : µ 7→ µs ([0, 1]), µ ∈ M1 ([0, 1]).
Then ϕ and ψ are bounded affine functions on M1 ([0, 1]) of the second Baire class
and there exists a probability measure Λ on M1 ([0, 1]) such that

Λ(ϕ) 6= ϕ(r(Λ)) and Λ(ψ) 6= ψ(r(Λ)).

Proof. Obviously, ϕ and ψ are bounded and affine.

By Propositions 2.60, 2.56 and A.53, both functions ϕ and ψ are of the second
Baire class on M1 ([0, 1]) because M1 ([0, 1]) is metrizable by Theorem A.85.
Let Λ be the image of Lebesgue measure λ on [0, 1] under ε. According to Propo-
sition 2.54, Λ is carried by the (closed) set ε([0, 1]) and its barycenter is equal to λ. It
remains to show that the “barycentric formula”
Z
Λ(ϕ) = ϕ dΛ
M1 (K)

does not hold. Indeed,

Z Z
Λ(ϕ) = ϕ dΛ = ϕ dΛ
M1 (K) ε([0,1])
Z
= 1 dΛ = 1 6= 0 = ϕ(λ).
ε([0,1])

The same argument can be used in the case of the function ψ.

2.3 Structures in convex sets

Throughout this section, X will be a compact convex subset of a locally convex space
E.

2.3.A Extremal sets and faces

Recall that a nonempty set F ⊂ X is called extremal if x, y ∈ F whenever

x, y ∈ X, λ ∈ (0, 1) and λx + (1 − λ)y ∈ F.

One-point extremal sets are just extreme points of X.

It is simply checked that a set F is extremal if and only if
[
{(λF − (λ − 1)X) ∩ X : λ ≥ 1} ⊂ F.
 2.3 Structures in convex sets 27

Proposition 2.64. Let F be a subset of X. Then

(a) F ∩ ext X ⊂ ext F ,
(b) if F is extremal, then ext F = F ∩ ext X.
Proof. The assertion is a straightforward consequence of definitions.

Recall that convex extremal sets are called faces. Closed extremal sets occasionally
bear the name absorbent sets.
Definition 2.65 (Generated faces). It is easy to see that any intersection of faces of
X is again a face. Hence, given a set A ⊂ X, there exists the smallest face of X
containing A. It equals the intersection of all faces containing A and is denoted by
face A. Given x ∈ X, we will write simply face x instead of face {x} where no
confusion can arise.
Proposition 2.66. If F is a convex subset of X, then
[
face F = {(λF − (λ − 1)X) ∩ X : λ ≥ 1} .

Moreover, if F is closed, face F is an Fσ set.

Proof. Let
Fλ := (λF + (λ − 1)X) ∩ X, λ ≥ 1.
First we notice that, given λ > 1, y ∈ Fλ if and only if there exists x ∈ F such that

y + (λ − 1)−1 (x − y) ∈ X.

Hence Fλ ⊂ Fλ0 if 1S≤ λ ≤ λ0 . It follows that λ≥1 Fλ is a convex set. Since it is

S
easy to observe that λ≥1 Fλ is extremal, we have
[
face F ⊂ Fλ .
λ≥1

On the other hand,

Sit is immediate to verify from the definition the converse inclusion.
Hence face F = λ≥1 Fλ .
If F is closed, a routine verification yields that each Fλ is closed as well. Hence
∞
[
face F = Fn
n=1

is an Fσ set.

Corollary 2.67. If x ∈ X, then

face x = {y ∈ X : there exists z ∈ X and λ ∈ [0, 1) such that x = λz + (1 − λ)y}

and face x is an Fσ set.

28 2 Compact convex sets

Proof. Use Proposition 2.66.

Proposition 2.68. Let F be a subset of X. Then the following assertions are equiva-
lent:
(i) F is extremal,
(ii) the characteristic function cF of F is convex,
(iii) F is a union of faces.

Proof. The equivalence of (i) and (ii) is clear from the definition. Since it is easy to
check that any union of extremal sets is extremal, we have (iii) =⇒ (i).
If (i) holds, then [
F = face x,
x∈F

since face x ⊂ F for any x ∈ F .

Proposition 2.69. Let F be a subset of X. The following assertions are equivalent:

(i) F is a closed extremal set,
(ii) the characteristic function cF of F is upper semicontinuous and convex,
(iii) there exists a positive, lower semicontinuous and concave function f on X such
that F = {x ∈ X : f (x) = 0},
(iv) F is closed and spt µ ⊂ F whenever µ ∈ M1 (X) and r(µ) ∈ F ,
(v) F is closed and a union of faces,
(vi) F is closed and a union of closed faces.

Proof. The equivalence of (i), (ii) and (v) follows immediately; see Proposition 2.68.
Assertions (ii) and (iii) are obviously equivalent.
To see that (i) =⇒ (iv), suppose that F is a closed extremal set and µ ∈ M1 (X)
such that r(µ) ∈ F . If spt µ is not a subset of F , then there exists a closed convex
set C ⊂ X \ F such that µ(C) > 0. We have µ(C) < 1, since otherwise r(µ) =
r(µ|C ) ∈
/ F . Set

1 1
µ1 := µ|C and µ2 := µ| .
µ(C) 1 − µ(C) X\C

Now,
µ = µ(C)µ1 + (1 − µ(C))µ2 ,
hence
r(µ) = µ(C)r(µ1 ) + (1 − µ(C))r(µ2 ) ∈ F.
Since F is extremal, r(µ1 ), r(µ2 ) ∈ F , which is a contradiction.
 2.3 Structures in convex sets 29

Now let F be a closed set and let x ∈ F , x = λy + (1 − λ)z where y, z ∈ X,

λ ∈ (0, 1). If
µ := λεy + (1 − λ)εz ,
then r(µ) = x and spt µ = {y, z}. Hence y, z ∈ F , which shows that F is extremal
and proves that (iv) =⇒ (i).
Since (vi) obviously implies (v), all that remains to be proved is that (i) =⇒ (vi).
So let F be a closed extremal subset of X and x ∈ X. The set

F := {C ⊂ F : x ∈ C, C convex}

ordered by inclusion satisfies the assumptions of Zorn’s lemma. Indeed, if R ⊂ F is

a chain, then the set [
{R : R ∈ R}
belongs to F and it is an upper bound of R. Hence there exists a maximal element
C ∈ F. Since x ∈ C ⊂ C ⊂ F and C ∈ F, the maximality of C implies that
C = C. It remains to show that C is a face.
Since C is convex, we must verify only that C is extremal. So, we are given
a, b ∈ X and λ ∈ (0, 1) such that z := λa + (1 − λ)b ∈ C, and we wish to show that
a, b ∈ C. In order to prove this, let C
e be the convex hull of C and {a, b}. The proof
that a, b ∈ C will be achieved by showing that C e ⊂ F . Then, due to the maximality
of C, C = C.
e
Choose ec ∈ C.
e Then

c = λ1 (λ2 a + (1 − λ2 )b) + (1 − λ1 )c,

e

where c ∈ C and λ1 , λ2 ∈ [0, 1]. It is clearly sufficient to assume that λ1 ∈ (0, 1).
(If λ1 = 0, e
c = c. If λ1 = 1, e c belongs to the segment joining a and b, and thus
c ∈ F by the extremality of F .) Moreover, we may assume that λ2 ≥ λ (otherwise,
e
1 − λ2 ≥ λ). With λ1 and λ2 chosen in this manner, we set
λ1 λ2 λ
α := and β := .
λ1 λ2 + λ(1 − λ1 ) λ1 λ2 + λ(1 − λ1 )
Since β > 0,
c + (1 − β)b = αz + (1 − α)c ∈ C ⊂ F
βe
c ∈ F.
and since F is extremal, we get e

Remarks 2.70. (a) Let F be an extremal set and x ∈ F . If µ ∈ M1 (X) and

x = r(µ), then spt µ ⊂ F . The proof of this assertion can be obtained as a slight
modification of the proof of the implication (i) =⇒ (iv) in Proposition 2.69.
(b) In general, the closure of a face need not be a face. An example can be found in
E. M. Alfsen [1], Theorem 1. In Exercise 4.52 we present an example of a compact
convex set X and a point x ∈ X such that face x is not a face.
30 2 Compact convex sets

Corollary 2.71. Let F be a closed convex subset of X. Then F is a face if and only if
for every measure µ ∈ M1 (X) with barycenter r(µ) in F , we have spt µ ⊂ F .

Proof. A closed convex set is a face if and only if it is extremal. Hence the assertion
follows immediately from Proposition 2.69, (i) ⇐⇒ (iv).

Proposition 2.72. Let ϕ : X → Y be a continuous affine surjection of a compact

convex set X onto a compact convex set Y .
(a) If H ⊂ Y is extremal, then ϕ−1 (H) is an extremal set of X.
(b) If H ⊂ Y is a face, then ϕ−1 (H) is a face of X.
(c) ϕ(ext X) ⊃ ext Y .

Proof. Let H ⊂ Y be an extremal set and αx1 + (1 − α)x2 ∈ ϕ−1 (H), where x1 ,
x2 ∈ X, α ∈ [0, 1]. Then αϕ(x1 ) + (1 − α)ϕ(x2 ) ∈ H, which yields ϕ(x1 ), ϕ(x2 ) ∈
H. Hence x1 , x2 ∈ ϕ−1 (H), concluding the proof of (a).
Since (b) is a straightforward consequence of (a), we proceed to the proof of (c).
Given a point y ∈ ext Y , the set ϕ−1 (y) is a closed extremal set by (a). By Proposi-
tion 2.20, it intersects ext X. Hence y ∈ ϕ(ext X), and we are done.

2.3.B Measure convex sets

In the sequel, stronger versions of convexity and extremality are investigated. Con-
structions of counterexamples use properties of sets of probability measures studied
in Section 2.2.
As above, throughout this subsection, X will be a compact convex subset of a
locally convex space E.

Definition 2.73 (Measure convex sets). A universally measurable set F ⊂ X is mea-

sure convex if the barycenter r(µ) belongs to F for any measure µ ∈ M1 (X) carried
by F .

We will show that, for a universally measurable set F ⊂ X, the relations between
“F measure convex” (labelled as MC) and “F convex” (labelled as C) are as follows:

MC ⇒ C (2.74)
MC : C (2.81)
MC ⇐ C F is closed or open (2.74, 2.76)
MC ⇐ C F is resolvable (2.80)
MC ⇐ C dim E < ∞ (2.77)
MC ⇐ C F is a resolvable face (2.91)
MC : C F is Fσ face (2.82, 2.83)
MC : C F is Gδ face (2.84)
 2.3 Structures in convex sets 31

Proposition 2.74. Every measure convex universally measurable subset of X is con-

vex, and every closed convex subset of X is measure convex.

Proof. Let F ⊂ X be measure convex, x, y ∈ F , λ ∈ [0, 1] and z = λx + (1 − λ)y.

Since the measure µ := λεx + (1 − λ)εy is carried by F and r(µ) = z, we get z ∈ F .
Therefore, F is convex.
If F is a closed convex set and if a measure µ ∈ M1 (X) has its support contained
in F , then the implication (ii) =⇒ (i) of Proposition 2.39 tells us that r(µ) ∈ F .
Accordingly, F is measure convex.

Theorem 2.75. Let A be a universally measurable subset of X. Then A is measure

convex if and only if co K ⊂ A for any compact set K ⊂ A.

Proof. Let A be a measure convex subset of X and K ⊂ A a compact set. If

x ∈ co K, then there exists a measure µ ∈ M1 (K) such that x = r(µ) (see Proposi-
tion 2.39). By the assumption, x ∈ A.
For the proof of the converse implication, let µ ∈ M1 (X) be a probability measure
with µ(A) = 1. If µ(K) = 1 for some compact set K ⊂ A, then by Proposition 2.39
and by the assumption, r(µ) ∈ co K ⊂ A.
So assume that µ(K) < 1 for each compact set K ⊂ A. In this case, there exists
an increasing sequence {Kn }∞ n=0 of compact sets in A satisfying

K0 = ∅, αn := µ(Kn+1 \ Kn ) > 0, n ≥ 0, and µ(Kn ) → 1.

Since ∞ ∞
P
n=1 αn = 1 − α0 < 1, there is a sequence {βn }n=1 of real numbers in (0, 1]
such that
∞
X αn
βn → 0 and = 1.
βn
n=1

Put
∞
[
L := K1 ∪ (βn Kn+1 + (1 − βn )K1 ) .
n=1

Then L ⊂ A. Since each Kn is compact and βn → 0, L is compact as well. Pick

f ∈ E ∗ and set
sn := sup f (Kn+1 ), n ≥ 0.

Then  


s := sup f (L) = max s0 , sup βn sn + (1 − βn )s0
n∈N

= s0 + sup (sn − s0 )βn .

n∈N
32 2 Compact convex sets

Hence sn ≤ s0 + βn−1 (s − s0 ) for each n ∈ N. Since f ≤ sn on Kn+1 \ Kn , we get

Z ∞ Z
X
f (r(µ)) = f dµ = f dµ
X n=0 Kn+1 \Kn
∞
X ∞
X
≤ αn s n ≤ α0 s 0 + αn (s0 + βn−1 (s − s0 ))
n=0 n=1
∞ ∞
X αn X
= α0 s0 + (s − s0 ) + s0 αn
βn
n=1 n=1

= s0 + s − s0 = s.

Thus f (r(µ)) ≤ sup f (L). As f is arbitrary, Proposition 2.44 gives r(µ) ∈ co L.

Since our assumption ensures that co L ⊂ A, the proof is finished.

Proposition 2.76. Any open convex subset of X is measure convex.

Proof. Let G ⊂ X be an open convex set. By Theorem 2.75, it is enough to show that
co K ⊂ G whenever K ⊂ G is a compact set. So fix such K. For every x ∈ K there
exists a compact convex neighborhood Vx such that x ∈ Vx ⊂ G. By compactness,
the set K can be covered by finitely many compact convex sets Vx1 , . . . , Vxn . Then,
by Proposition 2.42,

co K ⊂ co (Vx1 ∪ · · · ∪ Vxn ) = co (Vx1 ∪ · · · ∪ Vxn ) ⊂ G,

which is the required inclusion.

Proposition 2.77. Let X be a subset of a finite-dimensional space. Then any univer-

sally measurable convex set A ⊂ X is measure convex.

Proof. We again use Theorem 2.75. If K ⊂ A is a compact set, then co K ⊂ A is

compact by Theorem 2.8 (see also Remark 2.5).

Lemma 2.78. Let λ be a probability measure on X. If

T := {µ ∈ M+ (X) : µ ≤ λ, µ 6= 0}

and
µ
S := {r( ) : µ ∈ T },
kµk
then the closure of S equals co spt λ.
 2.3 Structures in convex sets 33

Proof. It is easy to see that

S = {r(µ) : µ ∈ M1 (X), there exists c ∈ R so that µ ≤ cλ},

from which it follows that S is convex.

Set L := co spt λ. To show that S ⊂ L, let µ be a nontrivial measure on X with
µ
µ ≤ λ. Then µ is carried by L and thus r( kµk ) ∈ L because L is a closed convex set.
Thus S ⊂ L and consequently S ⊂ L.
Conversely, assuming that λ(S) < 1, we can find a compact set K ⊂ X \ S
such that λ(K) > 0. For every x ∈ K we choose its closed convex neighborhood
Vx not intersecting S. Using a compactness argument we select finitely many points
x1 , . . . , xn of K so that Vx1 ∪· · ·∪Vxn covers K. As λ(K) > 0, there is i ∈ {1, . . . , n}
so that λ(Vxi ) > 0. We set V := Vxi and µ := λ|V . Then µ is nontrivial and µ ≤ λ.
µ µ
Hence the barycenter of kµk belongs to S. On the other hand, r( kµk ) ∈ V because
V is a closed convex set. This contradiction shows that λ(S) = 1. Thus spt λ ⊂ S
which gives L ⊂ S.

We recall that resolvable sets are defined and their basic properties presented in
Section A.5. (In particular we note that any resolvable set in a compact space is
universally measurable by Proposition A.118.)

Lemma 2.79. Let F ⊂ X be a resolvable convex set and let λ ∈ M1 (X) be carried
by F . Then there exists a nonempty set G ⊂ F ∩ co spt λ which is open in co spt λ.

Proof. Let L := co spt λ. In order to find the required set G we note that L = F ∩ L
because the latter set is a closed convex set containing the support of λ. In particular,
F ∩ L is a dense resolvable set in L. Due to Proposition A.117(c), F ∩ L has a
nonempty interior (relative to L). Hence, the interior of F ∩ L is the sought set G.

Proposition 2.80. Any resolvable convex subset of X is measure convex.

Proof. Let F be a resolvable convex subset of X and let λ be a probability measure

on X carried by F . We set λ0 := λ and let L0 := co spt λ0 . Let S0 , T 0 and G0 be sets
obtained from Lemma 2.78 and Lemma 2.79 when applied to the measure λ0 . Since
S0 is dense in L0 and G0 is nonempty and open in L0 , there is a measure µ0 ∈ T 0
with
µ0
r( ) ∈ G0 ⊂ F.
kµ0 k
We set λ1 := λ0 − µ0 and construct by transfinite induction a sequence {λα } of
positive measures on X such that, for every ordinal number α ≥ 1,
(i) λα+1 ≤ λα ,
(ii) either λα = 0 or kλα+1 k < kλα k,
34 2 Compact convex sets

(iii) if λα − λα+1 6= 0, then

λα − λα+1
r( ) ∈ F.
kλα − λα+1 k
Suppose that the construction has been completed up to an ordinal α. If λα = 0,
we set λα+1 := 0. If λα is nontrivial, we apply Lemma 2.78 and Lemma 2.79 to the
measure kλλαα k (which is carried by F ) and get relevant sets Lα , T α , Sα and Gα with
the properties described there. In particular, we have Gα ⊂ F ∩ L0 . As in the first
step of the proof we choose a nontrivial measure ν ∈ T α such that
 ν 
r ∈ Gα .
kνk
By setting λα+1 := λα − ν we finish the inductive step for an isolated ordinal number.
Let α be a limit ordinal number. Assume that λβ has been defined for every β < α.
Since {λβ }β<α is a decreasing sequence of positive measures, by the Riesz represen-
tation theorem, the mapping

λα : g 7→ inf λβ (g), g ∈ C(X), g ≥ 0,

β<α

defines the measure λα . This step finishes the inductive construction.

Let γ be the first ordinal number for which λγ = 0. Since {kλα k : α < γ}
is a strictly decreasing transfinite sequence, the ordinal number γ is countable. We
enumerate {λα − λα+1 }1≤α<γ into a (possibly finite) sequence {µn }, and obtain that
X
λ = µ0 + µn
n≥1

and X
kλk = kµ0 k + kµn k.
n≥1

If the sequence {µn } is finite, the equality

µ0 X µn
λ = kµ0 k · + kµn k ·
kµ0 k kµn k
n≥1

yields that λ is a finite convex combination of probability measures having their

barycenters in F . Thus, in this case, r(λ) ∈ F .
Now, assume that the sequence {µn } is infinite. For every k ∈ N we set
X
c0 := kµ0 k, ck := kµn k
n≥k

and P
c0 µ0 ck n≥k µn
ωk := · + · .
c0 + ck c0 c0 + ck ck
 2.3 Structures in convex sets 35

Then {ωk } is a sequence of probability measures tending to c−1

P 0 µ0 . Moreover, µ0 +
n≥k µn is obviously an element of T 0 , and thus the barycenter r(ωk ) of ωk is con-
tained in L0 . As r( µc00 ) ∈ G0 , which is a relatively open subset of L0 , we can find a
sufficiently large k ∈ N such that r(ωk ) ∈ G0 ⊂ F . Then

k−1
µ0 X µn X µn
λ = c0 + kµn k + kµn k
c0 kµn k kµn k
n=1 n≥k
k−1
X µn
= kµn k + (c0 + ck ) · ωk ,
kµn k
n=1

and the last formula shows that λ is a finite convex combination of measures which
have their barycenters in F . Since F is convex, the barycenter of λ belongs to F as
well.

There are convex Borel subsets of a compact convex set which are not measure
convex. We present some of them.

Proposition 2.81. Let X := M1 ([0, 1]) and

B := µ ∈ M1 ([0, 1]) : µ is discrete .



Then B is a convex Borel set containing ext X which is not measure convex.

Proof. It is clear that B is convex. Further, by Proposition 2.27, ext X = ext X =

{εx : x ∈ [0, 1]} ⊂ B, and B is a Borel set by Proposition 2.56, since

B = µ ∈ M1 ([0, 1]) : µd ([0, 1]) = 1 .



Assume that B is measure convex. Pick ω ∈ X and find a measure Ω ∈ M1 (X)

with barycenter ω carried by ext X (see Theorem 2.31). Since B is supposed to be
measure convex, ω ∈ B. Hence B = X, which is a contradiction.

Proposition 2.82. Let

 
1 1
X := {xn } ∈ ` : 0 ≤ xn ≤ 2 for any n ∈ N
n

and

B := {xn } ∈ X : the set {n ∈ N : xn 6= 0} is finite .
Then X is a compact convex set and B is an Fσ face of X which is not measure
convex.
36 2 Compact convex sets

Proof. Since
∞
[ 
B= {xn } ∈ X : xn = 0 for all n ≥ j ,
j=1

B is an increasing countable union of closed faces. Therefore, B is an Fσ face. If

an := n12 en , n ∈ N, where en is the standard unit vector in `1 , then an ∈ B for each
n. Setting
∞
X 1
µ := εa ,
2n n
n=1

µ is carried by B whereas r(µ) = ∞ 1

P
n=1 2n an ∈/ B.

Proposition 2.83. If
∞
[
µ ∈ M1 ([0, 1]) : spt µ ⊂ [ n1 , 1] ,

H :=
n=2

then H is an Fσ face of M1 ([0, 1]) which is not measure convex.

Proof. By Proposition 2.59, H is an Fσ face of M1 ([0, 1]). Define the measure ω on

[0, 1] as
∞
X 1
ω := ε1.
2n n
n=1

If Ω := ε] ω, then Ω ∈ M1 M1 ([0, 1]) , Ω(H) = 1 and r(Ω) = ω ∈

/ H. This shows
that H is not measure convex.

Proposition 2.84. There exists a Gδ face which is not measure convex.

Proof. Let λ be Lebesgue measure on [0, 1] and

L := µ ∈ M1 ([0, 1]) : µ ⊥ λ .


By Proposition
2.61, L is a Gδ face. If Λ := ε] λ (cf. Example 2.53), then Λ ∈

M1 M1 ([0, 1]) , Λ(L) = 1 and r(Λ) = λ ∈ / L. Hence, L is not measure convex.

2.3.C Measure extremal sets

Definition 2.85 (Measure extremal sets). Recall (see condition (iv) of Proposition
2.69) that a closed set F is extremal if and only if spt µ ⊂ F for every measure
µ ∈ M1 (X) having its barycenter r(µ) in F . Hence, the following definition seems
to be quite natural.
A universally measurable set F ⊂ X is measure extremal if every measure µ ∈
M1 (X) with barycenter r(µ) in F is carried by F .
 2.3 Structures in convex sets 37

We will show that, for a universally measurable set F ⊂ X, the relations between
“F measure extremal” (labelled as ME) and “F extremal” (labelled as E) are as fol-
lows:

ME ⇒ E (2.86)
ME ⇐ E F is closed or open (2.86, 2.88)
ME ⇐ E F is resolvable (2.92)
ME ⇐ E dim E < ∞ (2.89)
ME : E F is Fσ face (2.94, 2.96)
ME : E F is Gδ face (2.93, 2.95)

Proposition 2.86. Every measure extremal universally measurable subset of X is ex-

tremal, and every closed extremal subset of X is measure extremal.

Proof. Let F ⊂ X be measure extremal. Suppose that x, y ∈ X, λ ∈ (0, 1) and

z := λx + (1 − λ)y ∈ F . Then the barycenter of the measure µ := λεx + (1 − λ)εy is
z, hence in F . Since F is measure extremal, µ is carried by F . Therefore, x, y ∈ F .
As has been already mentioned, any closed extremal set is measure extremal.

Proposition 2.87. Let F be a universally measurable extremal subset of X. Then F

is measure extremal if and only if X \ F is measure convex.

Proof. Assume that F is measure extremal and µ ∈ M1 (X) is carried by X \ F .

According to the hypothesis, r(µ) ∈ X \ F , which gives that X \ F is measure
convex.
Conversely, let X \ F be measure convex. Pick µ ∈ M1 (X) with r(µ) ∈ F . Note
that µ(F ) > 0 since otherwise r(µ) would be contained both in F and in X \ F .
Assume that µ(X \ F ) > 0 and set

1 1
µ1 := µ|F and µ2 := µ| .
µ(F ) µ(X \ F ) X\F

Then
r(µ2 ) ∈ X \ F
and
r(µ) = µ(F )r(µ1 ) + µ(X \ F )r(µ2 ).
This is a contradiction since F is assumed to be extremal. Hence µ(X \ F ) = 0 and
F is measure extremal.

Since X \F is convex if F is extremal, Propositions 2.77, 2.74 and 2.76 yield using
Proposition 2.87 the following two corollaries.

Corollary 2.88. Every open or closed extremal subset of X is measure extremal.

38 2 Compact convex sets

Corollary 2.89. If A is a universally measurable extremal subset of a compact convex

set in a finite-dimensional space, then A is measure extremal.

Lemma 2.90. If X is a compact convex subset of a locally convex space E and F a

proper extremal subset of X, then it has empty interior in X.

Proof. Assume that z ∈ Int F and let x be any point of X \ F . By the continuity of
the vector operations in E, there is α ∈ (0, 1) so that y := αx + (1 − α)z ∈ Int F .
Since F is extremal, x ∈ F , which is a contradiction.

Proposition 2.91. A resolvable face is closed and, consequently, it is measure convex.

Proof. Let F be a nonempty resolvable face such that F \ F 6= ∅. Notice that F is a

convex compact set. By Lemma 2.90, F has empty interior in F . Thus F \ F is dense
in F . Since F and F \ F are disjoint nonempty dense subsets of the compact space
F , Proposition A.117(e) and Theorem A.58 yield a contradiction.

Proposition 2.92. Any resolvable extremal set is measure extremal.

Proof. This follows from Proposition 2.80 and Proposition 2.87.

Proposition 2.93. There exists a Gδ face which is not measure extremal.

Proof. Let
G := µ ∈ M1 ([0, 1]) : µ = µc .


By Proposition 2.58, G is a Gδ face of M1 ([0, 1]) such that G ∩ ext M1 ([0, 1]) = ∅.
Let λ denote Lebesgue measure on [0, 1]. If Λ := ε] λ (cf. Example 2.53), then by
Proposition 2.54, r(Λ) = λ ∈ G whereas Λ(G) = 0 since Λ is carried by ε([0, 1]).
Whence, G is not measure extremal.

Proposition 2.94. There exists an Fσ face which is not measure extremal.

Proof. Let again λ denote Lebesgue measure on [0, 1] and Λ = ε] λ (see Example
2.53). If F := face λ is the face generated by λ, then by Corollary 2.67, F is an Fσ
face.
Assume that µ ∈ F ∩ ε([0, 1]). Hence, µ = εx for some x ∈ [0, 1] and by
Corollary 2.67, there exist ν ∈ M1 ([0, 1]) and α ∈ [0, 1) so that

λ = αν + (1 − α)εx .

Then
0 = λ({x}) = αν({x}) + (1 − α),
which implies that α = 1, a contradiction. Therefore, F ∩ ε([0, 1]) = ∅. We see that
Λ(F ) = 0 while r(Λ) = λ ∈ F . Therefore F is not measure extremal.
 2.3 Structures in convex sets 39

Proposition 2.95. There exists a Gδ face which is neither measure convex nor measure
extremal.

Proof. We combine Examples 2.84 and 2.93. Let λ be Lebesgue measure on [0, 1]
and C the Cantor ternary set. Set G := G1 ∩ G2 where

G1 := µ ∈ M1 ([0, 1]) : µ ⊥ λ


and
G2 := µ ∈ M1 ([0, 1]) : µ|C is continuous .


It follows from Propositions 2.58 and 2.61 that G is a Gδ set in M1 ([0, 1]). Further,
as an intersection of faces, G is a face.
Let Λ denote again the image ε] λ of Lebesgue measure λ on [0, 1] (see Exam-
ple 2.53). Then r(Λ) = λ by Proposition 2.54 and the barycenter r(Λ) does not
belong to G, although

Λ(G) = λ(ε−1 (G)) = λ([0, 1] \ C) = 1.

Thus G is not measure convex.

Let Ω := ε] ν, where ν is a continuous probability measure carried by C. Then Ω
is carried by ε(C), and consequently Ω(G) = 0. On the other hand, r(Ω) = ν ∈ G,
and consequently G is not measure extremal.

Proposition 2.96. There exists an Fσ face which is neither measure convex nor mea-
sure extremal.

Proof. Here we combine examples constructed in Propositions 2.83 and 2.94. Set
F := F1 ∩ F2 , where
∞
[
µ ∈ M1 ([0, 1]) : spt µ ⊂ [ n1 , 1]

F1 := and F2 := face λ
n=2

(here, λ is again Lebesgue measure on [0, 1] and face λ denotes the face generated by
λ). According to the aforementioned examples, F is an Fσ face in M1 ([0, 1]). Let

ω := 2λ|[ 1 ,1] and Ω := ε] ω.

2

Then spt Ω = ε [ 21 , 1] , thus spt Ω ∩ F = ∅. Hence Ω(F ) = 0, but r(Ω) = ω is

contained in F . Hence F is not measure extremal.

For the proof of the second statement, we define for n ∈ N
∞
n X 1
λn := λ| 1 and Ω := ελ .
n − 1 [ n ,1] 2n n
n=1
40 2 Compact convex sets

Since λn ∈ F for every n ∈ N, Ω(F ) = 1. On the other hand,

∞
X 1
r(Ω) = λn
2n
n=1

is not contained in F . Thus F is not measure convex and the proof is finished.

2.4 Exercises
Exercise 2.97. Let {Cα }α∈A be a collection of nonempty convex subsets of a vector
space W . Prove that
[  [∞ n n
X n
X
co Cα = x∈W: x= λ j x αj , λj = 1, λj ≥ 0, xαj ∈ Cαj
α∈A n=1 j=1 j=1
o
for j = 1, . . . , n and αj 6= αk for j 6= k .

Exercise 2.98. Prove that x is an extreme point of a convex set X if and only if
x
P= x1 = x2 = · · · = xm whenever x = λ1 x1 + λ2 x2 + · · · + λm xm with m ∈ N,
m
j=1 λj = 1, xj ∈ X and λj > 0 for each j = 1, 2, . . . , m.

Exercise 2.99. Let X 6= ∅ be a compact convex subset of Rd . Prove directly (do not
use the Minkowski theorem 2.11) that ext X 6= ∅.

Hint. Find x, y ∈ X such that |x − y| = diam X (here |x − y| denotes the Euclidean

distance between points x and y). It easily follows that x, y ∈ ext X. Indeed, assume
that
1
x = (x1 + x2 ) where x1 , x2 ∈ X, x1 6= x2 .
2
Since the vectors x1 − y and x2 − y are linearly independent, we get

1 1
diam X = |x − y| = (x1 − y) + (x2 − y)
2 2
1

< |x1 − y| + |x2 − y| ≤ diam X.
2

Another hint. Prove that any point z ∈ X having the property that |z| ≥ |x| for any
x ∈ X is an extreme point of X.

Exercise 2.100 (Radon). Assume that a set M ⊂ Rd contains at least d + 2 points.

Then M = M1 ∪ M2 where M1 ∩ M2 = ∅ and co M1 ∩ co M2 6= ∅.
 2.4 Exercises 41

Hint. Suppose that x1 , . . . , xn ∈ M , n ≥ d+2. Then there exists a nontrivial solution

(α1 , . . . , αn ) to the system of d + 1 equations
n
X n
X
αj = 0 and αj xj = 0.
j=1 j=1

Set
I + := {j : αj ≥ 0} and I − := {j : αj < 0}
and
M1 := xj : j ∈ I + M2 := xj : j ∈ I − .
 
and
Then M1 ∩ M2 = ∅. Since X
λ := αj > 0,
j∈I +

we get
X αj X αj
co M1 3 xj = − xj ∈ co M2 .
+
λ −
λ
j∈I j∈I

Exercise 2.101 (Helly). Assume that K is a family of at least d + 1 convex sets in Rd

such that either K is finite or the sets of K are in addition closed and one of them is
compact. If each d + 1 sets of K have nonempty intersection, then
\
{K : K ∈ K} 6= ∅.

Hint. For a finite family K = {K1 , . . . , Kn }, suppose first that n = d + 2. By our

assumption, there exist
\
xi ∈ Kj , 1 ≤ i ≤ n.
j∈{1,...,n}\{i}

If there exist indices i 6= k with xi = xk , then xi ∈ nj=1 Ki . Otherwise we use

T
Exercise 2.100 to find disjoint sets M1 , M2 such that M1 ∪ M2 = {x1 , . . . , xn } and
co M1 ∩ co M2 contains a point y. Let i ∈ {1, . . . , n} be arbitrary. If xi ∈ M1 , then
Ki ⊃ M2 . Hence y ∈Tco M2 ⊂ Ki . Analogously we get that y ∈ Ki in the case when
xi ∈ M2 . Hence y ∈ ni=1 Ki .
Assume now that the assertion has been proved for each family K in Rd consisting
of n − 1 sets, where n ≥ d + 2. Let K = {K1 , . . . , Kn }. By the first part, each family
K0 ⊂ K of at most d + 2 elements has nonempty intersection. Thus the family

{K1 , . . . , Kn−2 , Kn−1 ∩ Kn }

42 2 Compact convex sets

satisfies that any subfamily with d + 1 elements has nonempty intersection. Hence the
inductive assumption yields that the latter, and, consequently, the former family has
nonempty intersection.
Assume now that the family K consisting of closed convex sets is infinite and a
set Z ∈ K is compact. By the first part, every finite subfamily of K has nonempty
intersection. Hence K, and consequently {Z ∩K : K ∈ K}, has the finite intersection
property. By compactness,
\ \
{Z ∩ K : K ∈ K} = {K : K ∈ K}

is nonempty.

Exercise 2.102. (a) Let G be an open subset of Rd . Prove that co G is an open set.
(b) If F is a closed subset of Rd , the convex hull co F need not be closed.

Hint. Consider, for example, the following sets

{(x, y) ∈ R2 : x > 0, xy = 1 or xy = −1}

or {(x, y) ∈ R2 : x = 0} ∪ (1, 0).

Exercise 2.103. (a) Let C be a compact convex subset of R2 . Prove that the set ext C
is closed.
(b) The set ext C need not be closed if C is a compact convex subset of Rd for d ≥ 3.

Hint. Let {xn } be a sequence of points in ext C converging to x. Assuming that x is

not an extreme point of C, let x = 21 (a + b) for some points a, b ∈ C, a 6= b. By
passing to a subsequence, we may assume that all points xn are contained in the same
open halfplane determined by the line passing through a and b. Then the interior
of the triangle co{x1 , a, b} contains xn for a suitable n ∈ N, a contradiction with
xn ∈ ext C.
For (b), consider the convex hull in R3 of the set

(x, y, z) : (x − 1)2 + y 2 = 1, z = 0 ∪ {(0, 0, 1) ∪ (0, 0, −1)} .



Exercise 2.104. Let C be a closed convex subset of Rd containing a line. Prove that
ext C = ∅. If C contains no line, then ext C 6= ∅.

Hint. If C contains a line L and x ∈ C, then C contains also a line passing through
x parallel to L.
If C contains no line then use induction on the dimension d. Find a boundary point
of C and follow the reasoning of the proof of the Minkowski theorem 2.11.
 2.4 Exercises 43

Exercise 2.105 (Closed convex hulls). Let C be a subset of a locally convex space E.
Prove that the closed convex hull co C defined as
\
co C := {F : F is a convex closed subset of E, F ⊃ C}

is the closure of the convex hull co C, that is, co C = co C.

Exercise 2.106 (Exposed points in Rd ). (a) Construct a compact convex set K ⊂ R2

for which ext K \ exp K 6= ∅.
(b) Construct an example of a nonempty closed convex subset C of Rd such that the
set exp C is not closed and co exp C 6= C.

Hint. For the proof of (a) consider K to be the convex hull of the union of two circles

{(x, y) ∈ R2 : (x + 1)2 + y 2 = 1} ∪ {(x, y) ∈ R2 : (x − 1)2 + y 2 = 1}

then (−1, 1) ∈ ext K \ exp K.

To show (b) consider again the example from (a).

Exercise 2.107. (a) Let S be a d-simplex in Rd determined by affinely independent

points e0 , . . . , ed . Prove that S has nonempty interior.
(b) Using (a) prove that there are no d + 1 affinely independent points in any convex
subset of Rd with empty interior.
(c) Let C be a convex subset of Rd with empty interior. Prove that there is an affine
subspace A of Rd containing C such that dim A < d.

Hint. For (a) show that

e0 + · · · + ed
∈ Int S.
d+1
To verify (c), let e0 , . . . , en be affinely independent points in C where n < d + 1
is the maximum number of affinely independent points in C. Consider now the affine
hull of e0 , . . . , en .

Exercise 2.108. Let X be a nonempty compact convex subset of a locally convex

space E and x ∈ X. Prove that Mx (X) is a nonempty convex compact subset of
M1 (X).

Hint. A straightforward verification.

Exercise 2.109. Let F be a closed subset of a compact convex set X such that ext X ⊂
F . Assume that for any x ∈ X there exists a unique measure µ ∈ M1 (F ) such that
r(µ) = x. Prove that ext X = F .
44 2 Compact convex sets

Hint. Let x ∈ F \ ext X. Then x = y+z 2 , y 6= z, for some y, z ∈ X. The Integral

representation theorem 2.31 yields measures µy , µz ∈ M1 (ext X) such that r(µy ) =
y and r(µz ) = z. If µ = 12 (µy + µz ), then

µ ∈ M1 (ext X), r(µ) = x and µ 6= εx .

This contradicts the assumption, hence ext X = F .

Exercise 2.110 (Proof of the Milman theorem 2.43). Verify the following indication
of an alternative proof of Theorem 2.43.

Hint. Let x ∈ ext X. We note that co B = co B. By Proposition 2.39 applied to

K = B, there exists a measure µ ∈ M1 (B) representing the point x. Since x ∈ X,
Bauer’s characterization in 2.40 asserts that µ = εx . The measure µ is carried by the
(closed) set B, which yields that x ∈ B.

Exercise 2.111. Find an example of a compact convex set X in a locally convex space
E such that (E ∗ + R)|X 6= Ac (X).

Hint. Let E := `2 , X := {x ∈ E : 0 ≤ xn ≤ 4−n , n ∈ N} and f (x) := ∞ n

P
n=1 2 xn ,
x ∈ X.

Exercise 2.112. Prove that in any infinite-dimensional Banach space E, there exists a
compact convex set X such that (E ∗ + R)|X 6= Ac (X).

Hint. Find inductively points xn ∈ SE and functionals ϕn ∈ E ∗ , n ∈ N, such that

(
1, n = m,
ϕn (xm ) = n, m ∈ N.
0, n 6= m,

Set X := co{4−n xn : n ∈ N} and f := ∞ n −n on X,

P
n=1 2 ϕn . Since 0 ≤ ϕn ≤ 4
n ∈ N, f is well defined.
If f = ϕ + c on X for some ϕ ∈ E ∗ and c ∈ R, then c = 0, because f (0) = 0.
Further, since f (4−n xn ) = 2−n , we get ϕ(xn ) = 2n for each n ∈ N. But this is
impossible as ϕ is bounded on BE .

Exercise 2.113. Find a compact convex set X ⊂ R2 such that far X 6= exp X.

Hint. Let
X = {(x, y) ∈ R2 : |x|3 ≤ y ≤ 1, −1 ≤ x ≤ 1}.
Then the point (0, 0) is obviously exposed. However, (0, 0) ∈
/ far X as an easy geo-
metrical argument shows.

Exercise 2.114. Find an example of a compact convex subset X of a locally convex

space E and a point z ∈ X that is exposed but there is no f ∈ E ∗ exposing z.
 2.4 Exercises 45

First hint. Let H be a Hilbert space, M be a dense proper subspace of H ∗ and let
Φ : H ∗ → H be the mapping assigning to each ϕ ∈ H ∗ a point y ∈ H such that
ϕ(h) = (h, y) for any h ∈ H. Let X := BH be equipped with the σ(H, M )-topology.
Since BH is w-compact and σ(H, M ) is weaker and Hausdorff, w = σ(H, M ) on
X. Choose x ∈ SH \ Φ(M ) and denote ψ := Φ−1 (x). Show that ψ is not σ(H, M )-
continuous. Further show that ψ|X ∈ Ac ((X, σ(H, M )) and that ψ exposes x. On the
other hand, no functional from (H, σ(H, M ))∗ = M exposes x. (This easily follows
from the fact that, given x, y ∈ SH , (x, y) = 1 if and only if y = x.)

Second hint. Let {en } be a sequence of standard unit vector in c0 . For 1 ≤ i ≤ j

denote ui,j := −ei + 2ej . Let further

X := cok·k C C := 2−i−j ui,j : 1 ≤ i ≤ j .


where

Define the function h on X as

∞
X
h : x 7→ xn , x = {xn } ∈ X.
n=1

It is easy to show that h is an affine continuous function on X. Obviously, C ∪ {0} is

a compact subset of c0 and C ⊂ {{xn } ∈ c0 : |xn | ≤ 2−n }. It easily follows that X
is compact.
Let x ∈P X \ {0}. Since ext X ⊂ C ∪ {0}, by the Krein–Milman theorem 2.22 we
have x = i≤j αi,j 2−i−j ui,j , where αi,j ≥ 0 and their sum is smaller or equal to 1.
There exists a pair i ≤ j such that αi,j > 0. Hence
X X
h(x) = αi,j 2−i−j h(ui,j ) = αi,j 2−i−j > 0.
i≤j i≤j

It follows that 0 is an exposed point of X.

On the other hand, 0 is not exposed by any functional from (c0 )∗ = `1 . Indeed,
assume that 0 6= f = {fn } ∈ (c0 )∗ = `1 . There exists i such that fi 6= 0. If fi < 0,
then f (ui,i ) = f (ei ) = fi < 0. If fi > 0, then f (ui,j ) = f (−ei + 2ej ) = −fi + 2fj .
Since limj→∞ fj = 0, we have limj→∞ f (ui,j ) = −fi . Hence, there exists j ≥ i such
that f (ui,j ) < 0. If x := 2−i−j ui,j , then x ∈ X, x 6= 0, and f (x) < 0 = f (0).

Exercise 2.115. Keeping the notation of the first hint in Exercise 2.114, consider lo-
cally convex spaces E1 := (H, w) and E2 := (H, σ(H, M )). Prove that the compact
convex sets (BH , σ(H, M )) and (BH , w) are affinely homeomorphic (by the identity
mapping), and that the point x is exposed by a functional from E1∗ whereas it is not
exposed by a functional from E2∗ . (Compare with the proof of Theorem 2.51.)

Hint. Follow the reasoning of Exercise 2.114.

46 2 Compact convex sets

Exercise 2.116. Let X be a nonempty compact convex set and K ⊂ X \ ext X be

compact. Then co K ∩ ext X = ∅.

Hint. For any x ∈ co K \ K there exists µ ∈ Mx (K) (see Proposition 2.39). Obvi-
ously, µ 6= εx , and thus x ∈
/ ext X by Theorem 2.40.

Exercise 2.117. Let F be a closed face of a compact convex set X and let U ⊂ X be
an open set containing F . Then F ∩ co(X \ U ) = ∅.

Hint. Proceed as in Exercise 2.116.

Exercise 2.118. Let ν be a Radon probability measure on a compact space K. Let

L := µ ∈ M1 (K) : µ ⊥ ν .


Prove that L is a Gδ set.

Hint. For each n ∈ N and each open subset G of K, let

L(n, G) := µ ∈ M1 (K) : µ(G) > 1 − 2−n



and [
Ln := L(n, G) : G ⊂ K open, ν(G) < 2−n .
T∞
Since each set L(n, G) is open in M1 (K) by Theorem A.85(b), the set n=1 Ln is a
Gδ set. The proof will be complete once we show that
∞
\
L= Ln .
n=1

Pick an arbitrary index n ∈ N and µ ∈ L. As µ ⊥ ν, there is a Borel set A ⊂ K such

that ν(A) = 0 and µ(A) = 1. Due to the regularity of ν it follows that there exists an
open set G ⊃ A such that ν(G) < 2−n . Since µ(G) ≥ µ(A) = 1 > 1 − 2−n , we get
µ ∈ Ln .
Conversely, assume that µ ∈ ∞
T
n=1 Ln . There is a sequence {Gn } of open subsets
of K such that
ν(Gn ) < 2−n and µ(Gn ) > 1 − 2−n
for each n ∈ N. Set G := ∞
T S∞
m=1 n=m Gn . Then ν(G) = 0. Since

∞
[
1 ≥ µ(G) = lim µ( Gn ) ≥ lim sup µ(Gm ) ≥ lim sup(1 − 2−m ) = 1,
m→∞ m→∞ m→∞
n=m

it follows that µ ⊥ ν. Hence, µ ∈ L, as required.

Exercise 2.119. If F is a face of X and G is a face of F , then G is a face of X.

 2.4 Exercises 47

Hint. A straightforward verification.

Exercise 2.120. Prove that a set A ⊂ X is convex if X \ A is extremal.

Hint. A straightforward verification.

Exercise 2.121. Find an Fσ face that is not a countable union of closed faces.

Hint. Use the set F from Proposition 2.94. If F were a countable union of closed
faces, F would be measure extremal by Proposition 2.86. But this is not the case.

Exercise 2.122. If F is a closed face of X, then there exists a set A ⊂ ext X such that
F = co A. In particular, if F is a nonempty closed face of X, then F ∩ ext X 6= ∅
(cf. Theorem 2.20).

Hint. Set A := F ∩ ext X. Then A = ext F by Proposition 2.64(b) and it suffices to

apply the Krein–Milman theorem 2.22.

Exercise 2.123. Let X be a convex subset of a locally convex space E. Prove that the
boundary ∂X is an extremal subset of X.

Hint. If Int X = ∅, the assertion is obvious. Hence, assume that Int X 6= ∅ and
that ∂X is not extremal. In this case, there exist z ∈ ∂X, x ∈ X and y ∈ Int X so
that z = λx + (1 − λ)y for some λ ∈ (0, 1). Find a neighborhood V of 0 such that
y + V ⊂ Int X. For every ε > 0, there exists zε such that zε ∈ (z + εV ) \ X. Let

zε − λx
wε := .
1−λ
Show that we can choose ε small enough such that wε ∈ y + V . Since zε = λx +
(1 − λ)wε , this implies that zε ∈ X, which is a contradiction.

Exercise 2.124. Let X be a compact convex set and x ∈ X. Prove that

\
D := {A ⊂ X : A is a closed extremal set containing x}

is convex.

Hint. The set D is obviously closed and extremal. Then use characterization (vi) of
Proposition 2.69.

Exercise 2.125. Find a continuous affine surjection of a compact convex set X onto a
compact convex set Y such that ext Y 6= ϕ(ext X).

Hint. Consider a triangle given as the convex hull of points (0, 0), (1, 0), ( 12 , 1) and
its projection onto the unit segment [0, 1].
48 2 Compact convex sets

Exercise 2.126. Prove that the set

G := µ ∈ M1 ([0, 1]) : µ = µc


of all continuous Radon measures on [0, 1] is measure convex (cf. also Proposition
2.93).

Hint. Let Ω ∈ M1 M1 ([0, 1]) , Ω(G) = 1 with r(Ω) = ω be given. For a bounded

Borel function f on [0, 1], define an affine function If on M1 ([0, 1]) by the formula

If (µ) := µ(f ), µ ∈ M1 ([0, 1]).

Obviously, If is continuous whenever f is. Thus

Ω(If ) = If (r(Ω)) = ω(f ) for any f ∈ C[0, 1]. (2.4)

Now, use the Lebesgue dominated convergence theorem to show that equality (2.4)
holds for any bounded Borel function f on [0, 1]. Pick x ∈ [0, 1]. Then
Z
ω({x}) = Ic{x} (ω) = Ic{x} (µ) dΩ(µ) = 0.
G

Thus ω({x}) = 0 for any x ∈ [0, 1], and therefore ω ∈ G.

Exercise 2.127. Let K be a compact space, X := M1 (K), ω ∈ M1 (K),

n µ o
A1 := : µ ∈ M+ (K), µ ≤ ω and µ(K) > 0
µ(K)

and n fω o
A2 := : 0 ≤ f ≤ 1 Borel, ω(f ) > 0 .
ω(f )
Prove that
(a) face ω = A1 = A2 ,
(b) face ω = M1 ([0, 1]) if K = [0, 1] and ω is Lebesgue measure on [0, 1].

Hint. (a) Let µ ∈ face ω be given. Then there exist α ∈ (0, 1] and ν ∈ M1 (K) such
that ω = αµ + (1 − α)ν. Then 0 < αµ ≤ ω.
If µ ≤ ω, by the Radon–Nikodym theorem there exists a Borel measurable function
f such that µ = f ω. Then 0 ≤ f ≤ 1 ω-almost everywhere and ω(f ) = µ(K) > 0.
Hence
µ fω
=
µ(K) ω(f )
and µ ∈ A2 .
 2.5 Notes and comments 49

fω
Finally, let µ = ω(f ) for some Borel function f with 0 ≤ f ≤ 1 and ω(f ) > 0. We
may assume that ω(f ) < 1. Then

fω (1 − f )ω
ω = ω(f ) + ω(1 − f ) ,
ω(f ) ω(1 − f )

and µ ∈ face ω.
(b) Assume that λ is Lebesgue measure on [0, 1]. Given a point x ∈ [0, 1], it is easy
to find a sequence of measures in face λ that converges to εx . Hence face λ is a convex
set containing all extreme points of M1 ([0, 1]), and thus face λ = M1 ([0, 1]).

2.5 Notes and comments

The material of the Subsection 2.1.A on convexity in finite-dimensional spaces is
standard and can be found in many textbooks; see, for example, Barvinok’s mono-
graph [31]. Besides Minkowski’s result, at the beginning of 20th century, three im-
portant theorems on convex sets in Euclidean spaces associated with the names of
Carathéodory, Helly and Radon appeared. H. Minkowski proved Theorem 2.11 in the
period 1901-03. The result appeared for the first time in a chapter on convex bod-
ies (where the origin of the notion of extreme points can be traced) included in his
collected works published in 1911; see J. J. Saccoman [405]. An exhaustive survey
on Helly’s theorem 2.101 and its proofs, variants and applications is presented in the
paper by L. Dantzer, B. Grünbaum and V. Klee [130].
The Krein–Milman theorem 2.22 was proved by M. Krein and D. Milman in [283]
for the case of w∗ -compact convex sets in the dual to a Banach space using the transfi-
nite induction. The proof of a more general version contained in Theorem 2.22, based
on an application of Zorn’s lemma, goes back to J. L. Kelley [266]. A similar proof
was given by E. Artin (a letter from Artin to his former student M. Zorn published in
the Picayune Sentinel of Indiana University in 1950; cf. [23]), A. Hotta [240] and by
K. Yosida and M. Fukamiya [477]. The Krein–Milman theorem is one of the funda-
mental theorems of functional analysis and has rich applications. For instance, recall
its use in de Branges’ proof of the Stone–Weierstrass theorem, Lindenstrauss’ proof
of the Lyapunov theorem on the range of a vector measure, and in the proof of the
Banach–Stone theorem on isometrically isomorphic spaces of continuous functions.
See Chapter 14 for more applications. Bauer’s concave minimum principle 2.24 (even
in a more general form) appeared in H. Bauer [36].
The Integral representation theorem 2.31 is a reformulation of the Krein–Milman
theorem. It has wide applications in several areas of analysis. We gave two different
proofs of this theorem (besides Theorem 2.31 it is its more general form in Propo-
sition 2.39). Still another proof of Theorem 2.29, avoiding the notion of a net, is
presented in Phelp’s book [374], Proposition 1.1.
50 2 Compact convex sets

Bauer’s characterization of ext X in Theorem 2.40 presented in [37] is used later on

as the definition of the Choquet boundary of function spaces in 3.4. Proposition 2.41
can be found as Proposition 25.13 in G. Choquet [108] and it is used several times in
our text. For example, Milman’s converse 2.43 of the Krein–Milman theorem, which
goes to V. P. Milman [346], is an easy consequence of it.
Proposition 2.45 enables to solve certain problems concerning metrizable com-
pact convex sets reducing them to subsets of Hilbert spaces. It was shown by O. -H.
Keller [265] that any infinite-dimensional compact convex subset of a Hilbert space is
homeomorphic to the Hilbert cube [0, 1]N (which is affinely homeomorphic to the set
{xn } ∈ ` : |xn | ≤ n1 , n ∈ N ). Moreover, V. L. Klee observed that any compact
2


(convex) subset of a Banach space is affinely homeomorphic to a subset of a Hilbert

space. An infinite-dimensional compact convex subset C of a topological vector space
is said to be a Keller set if C is affinely homeomorphic to a compact convex subset of a
Hilbert space `2 . Hence, Proposition 2.45 shows that any infinite-dimensional metriz-
able compact convex set is a Keller set. Moreover, it has been shown by C. Bessaga
and T. Dobrowolski in [56] that any locally compact convex subset C of a topological
vector space with a countable family of continuous affine functions on C separating
points of C can be affinely embedded into `2 .
The concept of exposed points in the case of Euclidean spaces was introduced
by S. Straszewicz [441] in 1935. In this case, Corollary 2.52 and example in Ex-
ercise 2.103(b) are due to him. The proof of Proposition 2.50 is taken from V. P. Fonf,
J. Lindenstrauss and R. R. Phelps [179]. In the paper [53] by S. K. Berberian, the
Krein–Milman theorem in Hilbert spaces is derived. This result can be deduced from
more general statements concerning the exposed points in normed linear spaces; see,
for example, the paper of V. L. Klee [272]. In fact, from the proof of Klee’s result
it follows that in any smooth and strictly convex normed linear space any compact
convex set is the closed convex hull of its set of so-called bare points (cf. a review of
the paper [53] in Mathematical Reviews). See also the paper by M. V. Balashov [30].
We also refer the reader to the paper [151] by M. Edelstein and J. E. Lewis on exposed
and farthest points.
In [18], R.
F. Arens and J. L. Kelley described extreme points of the unit ball of the
∗
space C(K) as Dirac measures εx and their antipodes −εx (cf. Proposition 2.27).
For an alternative proof of Corollary 2.28 see, for example, Theorem 30.4 and Corol-
lary 30.5 in Bauer’s monograph [45]. In Proposition 2.56 we present a simplified
version of the proof of [5], Proposition I.2.8. Examples described in Proposition 2.63
are due to G. Choquet [106]; see also Alfsen’s monograph [5], Example I.2.10.
Any union of faces was labelled in Goullet de Rugy in [200] as a σ-face. Closed
extremal sets were studied by E. M. Alfsen in [1] under the name “stable sets”. The
equivalence of (i) and (v) in Proposition 2.69 was proved by E. M. Alfsen in [1]; the
idea of the proof (i) =⇒ (vi) is from D. P. Milman [346] (§ 4, Theorem 7).
 2.5 Notes and comments 51

In part, the material Subsections 2.3.B and 2.3.C concerning a more detailed study
of measure convex and measure extremal sets is taken from the paper [146] by
P. Dostál, J. Lukeš and J. Spurný. Theorem 2.75 and its proof are taken from
D. H. Fremlin and J. D. Pryce [185]. Alfsen’s example 2.81 is taken from [5], p. 130.
The proof of Proposition 2.92 can also be proved by means of a result of J. Saint
Raymond 10.75 without recourse to Proposition 2.80. Counterexamples contained in
Propositions 2.93 and 2.94 are just suitable modifications of the example by G. Cho-
quet in [106]. The examples of Propositions 2.95 and 2.96 partially use a construction
of H. v. Weizsäcker (see [463]). We also refer the reader to Lecture Notes [473] by
G. Winkler where a thorough investigation of measure convex sets is given.
The result of Exercise 2.103(a) is due to G. B. Price [377]. A characterization of
continuous affine functions on X (cf. Lemma 2.34 and Exercise 2.112) belonging to
E ∗ + R|X even for noncompact convex sets X is given in a paper [281] by M. Kraus.
Examples of Exercises 2.114 and 2.115 are due to M. Kraus and O. Kurka.
Chapter 3
Choquet theory of function spaces

This chapter lays the groundwork for the rest of the book by presenting the founda-
tions of the Choquet theory of function spaces. The central concept of a function
space is defined and its basic properties investigated in Section 3.1. We generalize
the framework of spaces of affine continuous functions on compact convex sets by
taking a subspace H of the space C(K) of continuous functions on a compact space
K such that H contains constants and separates points of K. Then we introduce
H-representing measures, H-affine and H-convex functions, and so on. A suitable
substitute for the set of extreme points turns out to be the Choquet boundary and we
show in Proposition 3.15 its nonemptiness and prove a minimum principle in Theo-
rem 3.16.
A crucial notion for obtaining integral representation theorems is the Choquet or-
dering introduced in Definition 3.19. This ordering somehow indicates how close to
the Choquet boundary a measure is situated. A key tool for handling function spaces
is Lemma 3.21 which serves as a substitute for the Hahn–Banach theorem. Several of
its applications are shown afterwards, along with Bauer’s characterization 3.24 of the
Choquet boundary.
These abstract results are then applied to a reexamination of Korovkin’s theorems;
Theorems 3.32, 3.34 and 3.36 are proved by means of the Choquet theory. After gen-
eralizing the concept of the barycenter mapping in Section 3.3, we turn our attention
to the Choquet representation theorem 3.45 for function spaces on metrizable compact
spaces. Our approach is to use the existence of a “strictly convex” function.
Next, Section 3.5 indicates how the Key lemma 3.21 enables us to prove analogues
of classical results on approximation of semicontinuous convex functions on compact
convex sets. More precisely, we show that semicontinuous H-convex functions can be
approximated by continuous H-convex functions (see Propositions 3.48 and 3.54). An
important corollary is the fact that the Choquet ordering of measures can be extended
to semicontinuous H-convex functions (see Proposition 3.56).
Measures maximal with respect to the Choquet ordering are investigated in Sec-
tion 3.6. First we prove Mokobodzki’s characterization in Theorem 3.58. Then we
show that the set of maximal measures is rich enough (see Theorem 3.65) and we fin-
ish the section with Theorem 3.70, which describes the space of boundary measures.
In order to prove the most important properties of maximal measures, namely, that
they are carried by any Baire set containing the Choquet boundary, we need some
kind of Fatou’s lemma (see Lemma 3.77). This task is accomplished in Section 3.7
by presenting the important Simons inequality 3.74 and a couple of its applications.
 3.1 Function spaces 53

Then we can prove the integral representation theorem for nonmetrizable spaces in
Theorem 3.81.
The existence of representing measures “carried” by the Choquet boundary opens
the way for the proof of several variants of the minimum principle, as shown in Sec-
tion 3.9. The last section is devoted to a characterization of the fact that a pair of
measures µ, ν is related in the Choquet ordering. Theorem 3.92 shows that the impor-
tant notion of a dilation plays the key role here.

3.1 Function spaces

Definition 3.1 (Function spaces). By a function space H on a compact topological
space K we mean a (not necessarily closed) linear subspace of C(K) containing the
constant functions and separating points of K.

We introduce some main examples of function spaces.

Examples 3.2. (a) Continuous functions. The space C(K) of all continuous functions
on a compact space K represents a simple example of a function space. Clearly, the
space C(K) separates points of K.
(b) Quadratic polynomials. The space P2 ([0, 1]) of all quadratic polynomials on the
interval [0, 1] is a further example of a function space. We considered this example in
Chapter 1.
(c) Convex case – affine functions. Let X be a compact convex subset of a locally
convex space E. The linear space Ac (X) consisting of all continuous affine functions
on X is a function space.
(d) Harmonic case – harmonic functions. Let U be a bounded open subset of the
Euclidean space Rd . The function space H(U ) consisting of all continuous functions
on U which are harmonic on U is another example of a function space.
More generally, we can consider a relatively compact open subset U of a Bauer
harmonic space (cf. Section A.8) and the function space H(U ), the linear subspace
of C(U ) of functions which are harmonic on U . We tacitly assume that constant
functions are harmonic and H(U ) separates points of U .
(e) If K is a compact subset of Rd , we define
[
H0 (K) := {H(U )|K : U is relatively compact open set, K ⊂ U }.

Generally, the function space H0 (K) is not a closed subspace of C(K) (see Exer-
cise 13.155).
(f) Further examples can be found in 3.47, 3.82, 3.83, 3.103, 3.106, 3.111, 3.119,
6.67, 6.76, 6.77, 6.94, 7.65, 8.11(a), 8.29, 8.80, 9.11, 9.56, 10.97, 10.98, 10.99 and
12.3.B.
54 3 Choquet theory of function spaces

(g) Let K be a compact space and T be a Markov operator on K (cf. Subsec-

tion 6.6.B). Let
HT := {h ∈ C(K) : T (h) = h} .

If HT separates points of K, then HT is a function space.

Convention. In what follows, H denotes a function space on a compact space K.

Definition 3.3 (H-representing measures). Recall that M1 (K) denotes the set of all
probability Radon measures on K. We denote by Mx (H) the set of all H-represen-
ting measures for x ∈ K, that is,
Z
1
Mx (H) := {µ ∈ M (K) : f (x) = f dµ for any f ∈ H}.
K

Of course, the Dirac measure εx at the point x always belongs to Mx (H).

Definition 3.4 (Choquet boundary). Define the Choquet boundary ChH (K) of a func-
tion space H as the set of those points x ∈ K for which the Dirac measure εx is the
only H-representing measure for x; that is,

ChH (K) := {x ∈ K : Mx (H) = {εx }} .

Examples 3.5. We describe the Choquet boundary of our main examples from 3.2.
We postpone the proofs to later sections.
(a) Continuous functions. In the case when H = C(K) (K is a compact space), the
equality ChH (K) = K follows immediately from the definition.
(b) Quadratic polynomials. Let H = P2 ([0, 1]) be the function space of all quadratic
polynomials on the interval [0, 1]. Then ChH ([0, 1]) = [0, 1], as easily follows by
Proposition 3.7.
(c) Convex case – affine functions. If H is the linear space Ac (X) of all continuous
affine functions on a compact convex set X, then ChAc (X) (X) = ext X, by Bauer’s
characterization of ext X in Theorem 2.40.
(d) Harmonic case – harmonic functions. If H(U ) consists of all continuous func-
tions on U ⊂ Rd which are harmonic on U , then ChH(U ) U = ∂ reg U (cf. Theo-
rem 13.35).
In the general situation of an abstract Bauer harmonic space, the situation is more
delicate, cf. Theorem 13.41.
(e) The Choquet boundary of H0 (K) (see Example 3.2(e)) consists of stable points
of K (see Definition 13.4 and Theorem 13.35).
 3.1 Function spaces 55

(f) Let
H := {f ∈ C([−1, 1]) : 2f (0) = f (−1) + f (1)}.
Then ChH ([−1, 1]) = [−1, 1] \ {0}.
Further examples of Choquet boundaries can be found in the examples of function
spaces mentioned in Examples 3.2(f).
Definition 3.6 (H-exposing functions and H-exposed points). Let x ∈ K. A function
h ∈ H such that 0 = h(x) < h(t) for any t ∈ K, t 6= x, is said to be an H-
exposing function for x. A point x ∈ K is called an H-exposed point if there exists
an H-exposing function for x.
The set of all H-exposed points of K will be denoted by expH (K).
Proposition 3.7. Any H-exposed point belongs to the Choquet boundary of H.
Proof. Let x ∈ K and let h ∈ H for which 0 = h(x) < h(t) for any t ∈ K \ {x}. If
µ ∈ Mx (H), then 0 = h(x) = µ(h). Hence spt µ ⊂ {x}, and therefore µ = εx . We
see that x ∈ ChH (K).

Definition 3.8 (H-affine, H-convex and H-concave functions). We define the family
A(H) of all H-affine functions as the family of all universally measurable functions
f : K → [−∞, ∞] such that µ(f ) exists for every µ ∈ Mx (H), x ∈ K, and the
following barycentric formula holds:
Z
f (x) = f dµ for each x ∈ K, µ ∈ Mx (H).
K

Further, let Ac (H) be the family of all continuous H-affine functions on K.

Similarly, we say that a universally measurable function f : K → [−∞, ∞] is
H-convex if µ(f ) exists for every µ ∈ Mx (H), x ∈ K, and f (x) ≤ µ(f ). A function
f is H-concave if −f is H-convex. We denote by Kc (H), Kusc (H), and Klsc (H) the
family of all continuous, upper semicontinuous, and lower semicontinuous H-convex
functions, respectively. We write S c (H), S usc (H) and S lsc (H) for the analogous
families of H-concave functions.
Remark 3.9. As we will see later in Chapter 4, in the convex case of Example 3.2(c),
a continuous function is Ac (X)-concave if and only if it is concave in the usual sense.
Definition 3.10 (Cone W(H)). We denote by W(H) the smallest min-stable cone
generated by H, that is, W(H) consists of all functions of the form h1 ∧ · · · ∧ hn ,
h1 , . . . , hn ∈ H, n ∈ N.
The following proposition collects several easy facts.
Proposition 3.11.
(a) Ac (H) is a closed function space on K containing H.
56 3 Choquet theory of function spaces

(b) The families W(H), S c (H), S usc (H) and S lsc (H) form min-stable convex cones.
(c) The space W(H) − W(H) is dense in C(K).

Proof. Since (a) is obvious, we proceed to the proof of (b). Let F be any of the
considered families. Obviously, F is a convex cone and the required topological
property is stable with respect to taking finite minima (for F = W(H) we use identity

n ^
^ k
f1 ∧ · · · ∧ fn + g1 ∧ · · · ∧ gk = (fi + gj ).)
i=1 j=1

If k1 , k2 ∈ F and µ ∈ Mx (H), then µ(k1 ∧ k2 ) exists and

µ(k1 ∧ k2 ) ≤ µ(k1 ) ∧ µ(k2 ) ≤ (k1 ∧ k2 )(x).

For the proof of (c), we just use the lattice version of the Stone–Weierstrass theorem
from Proposition A.31.

Definition 3.12 (H-extremal sets). Let H be a function space on a compact space K.

A universally measurable set F ⊂ K is called H-extremal if any measure representing
a point in F is carried by F .

If X is a compact convex set in a locally convex space and H = Ac (X), then

a closed set F ⊂ X is Ac (X)-extremal if and only if F is extremal (see Proposi-
tion 2.69).

Lemma 3.13. Let F be a closed H-extremal set and f ∈ S lsc (H). Then the set

H := {x ∈ F : f (x) = min f (F )}

is H-extremal.

Proof. Obviously, H is closed. To show that H is H-extremal, pick x ∈ H and

µ ∈ Mx (H). Since F is H-extremal, spt µ ⊂ F . Then from the inequalities
Z
min f (F ) = f (x) ≥ f (t) dµ(t) ≥ min f (F ),
F

it follows that spt µ ⊂ H.

Proposition 3.14. The family F of all closed H-extremal sets is stable under finite
unions and arbitrary intersection.
 3.1 Function spaces 57

Proof. Obviously, F is stable under finite unions.

T
If {Fa }a∈A are closed H-extremal sets, then their intersection F := a∈A Fa is a
closed set as well. Pick x ∈ F and µ ∈ Mx (H) and choose a compact set
[
H ⊂K \F = (K \ Fa )
a∈A

arbitrarily. There are sets Fa1 , . . . , Fan so that

H ⊂ (K \ Fa1 ) ∪ · · · ∪ (K \ Fan ).

Since µ(K \ Faj ) = 0 for each j = 1, . . . , n, we get µ(H) = 0. From the inner
regularity of µ we obtain µ(K \ F ) = 0.

The proof of Proposition 3.15 follows along the lines to that of the Krein–Milman
theorem 2.22.

Proposition 3.15. The Choquet boundary ChH (K) intersects any nonempty closed
H-extremal set. In particular, the Choquet boundary ChH (K) is nonempty if K 6= ∅.

Proof. Let F be a nonempty closed H-extremal set. We partially order the family S
of all nonempty closed
T H-extremal subsets of F by the reverse inclusion. If Z is a
chain in S, then {C : C ∈ Z} is nonempty since it is the intersection of a down-
directed family of nonempty compact sets. Moreover, it is H-extremal according to
the previous Proposition 3.14. Zorn’s lemma now provides a maximal element H ∈
S. Assume that H contains two distinct points x and y. Since H is a function space,
there exists a function h ∈ H such that h(x) 6= h(y). According to Lemma 3.13, the
set
{z ∈ H : h(z) = min h(H)}

is a closed H-extremal set strictly contained in H, which contradicts the fact that H
is maximal. Hence, H = {x} for some x ∈ F . Since one-point H-extremal sets are
in ChH (K), it follows that x ∈ ChH (K).

Theorem 3.16 (Minimum principle for S lsc (H)). Let f ∈ S lsc (H) be a lower semi-
continuous H-concave function, f ≥ 0 on ChH (K). Then f ≥ 0 on K.

Proof. Let K 6= ∅ and f ∈ S lsc (H) satisfy f ≥ 0 on ChH (K). Then

F := {x ∈ K : f (x) = min f (K)}

is a closed H-extremal set by Lemma 3.13. By Proposition 3.15, F ∩ ChH (K) 6= ∅,

which implies that f ≥ 0 on K.
58 3 Choquet theory of function spaces

Definition 3.17 (Envelopes and sublinear functionals). Let µ be a Radon measure on

K and F be a subset of K containing ChH (K). Then for every extended real-valued
function f on F , we define

Qµ,F (f ) := inf{µ(k) : k ∈ S c (H), k ≥ f on F }.

If x ∈ K and µ = εx , we define

F ∗
f (x) := Qεx ,F (f ) and F
f∗ (x) := −(F(−f )∗ (x)).

If F = K, we write for short Qµ (f ), f ∗ and f∗ .

Lemma 3.18. Let µ ∈ M+ (K), F ⊃ ChH (K), and f be an upper bounded function
on F . Then
(a) Ff ∗ is an upper semicontinuous H-concave function,
(b) Qµ,F (f ) = µ(Ff ∗ ),
(c) if f is bounded, then −kf k ≤ Ff∗ ≤ Ff ∗ ≤ kf k,
(d) if f is upper semicontinuous on F and

f (x), x ∈ F,
g := lim sup f (y), x ∈ F \ F,

y→x,y∈F

then g is upper semicontinuous on F and Qµ,F (f ) = Qµ,F (g).

(e) g 7→ Qµ,F (g) is a sublinear functional on `∞ (F ).

Proof. The proof of (a) is obvious. To prove (b), let µ ∈ M+ (K) and an upper
bounded function f on F be given. By Lemma 3.11(b), the family

{k ∈ S c (H) : k ≥ f on F }

is down-directed. Hence by Theorem A.84, Qµ,F (f ) = µ(Ff ∗ ).

We proceed to (c). Let −k1 , k2 ∈ S c (H) be such that k1 ≤ f ≤ k2 on F .
By Theorem 3.16, k1 ≤ k2 . Hence Ff∗ ≤ Ff ∗ on K. Since H contains constant
functions,
−kf k ≤ Ff∗ ≤ Ff ∗ ≤ kf k.

Let g be defined as in (d). By a routine verification, g is upper semicontinuous on F .

If k ∈ S c (H), then k ≥ f on F if and only if k ≥ g on F . This proves (d).
Since the proof of (e) is straightforward, the proof is finished.
 3.1 Function spaces 59

Definition 3.19 (Choquet ordering). Let H be a function space on a compact space

K. The convex cone Kc (H) of all continuous H-convex functions on K determines
the Choquet ordering on M+ (K):

µ ≺H ν if µ(f ) ≤ ν(f ) for each f ∈ Kc (H).

(Where no confusion can occur, µ ≺H ν will be abbreviated by µ ≺ ν.) Since,

by Proposition A.31, the set Kc (H) − Kc (H) is uniformly dense in C(K), µ = ν
whenever µ ≺ ν and ν ≺ µ.

Proposition 3.20. Let µ ∈ M+ (K).

(a) If ν satisfies µ ≺ ν, then µ − ν ∈ H⊥ and kµk = kνk.
(b) If x is a point of K and εx ≺ µ, then µ ∈ Mx (H).

Proof. Let h ∈ H. If µ ≺ ν, then µ(h) ≤ ν(h) and µ(−h) ≤ ν(−h). Hence

µ(h) = ν(h) and kµk = µ(1) = ν(1) = kνk. This proves (a). Since (b) follows from
(a), the proof is finished.

Lemma 3.21 (Key lemma). Let µ ∈ M+ (K), F be a closed set in K containing

ChH (K) and f be an upper semicontinuous function on K. Then there exists a mea-
sure ν ∈ M+ (F ) such that µ ≺ ν and Qµ,F (f ) = ν(f ).
In particular, for any x ∈ K there exists a measure ν ∈ Mx (H) ∩ M+ (F ) such
that Ff ∗ (x) = ν(f ).

Proof. Given µ ∈ M+ (K), we assume first that f ∈ C(K). From Lemma 3.18(e)
we know that the mapping p : g 7→ Qµ,F (g) is a sublinear functional on C(F ).
We define a functional ϕ : span{f } → R as

ϕ(tf ) = tQµ,F (f ), t ∈ R.

Since
0 = Qµ,F (0) = Qµ,F (f − f ) ≤ Qµ,F (f ) + Qµ,F (−f ),
we get
ϕ(−f ) = −Qµ,F (f ) ≤ Qµ,F (−f ).
Hence ϕ ≤ p on span{f }.
The Hahn–Banach theorem provides a linear functional ν on C(F ) such that ν(f ) =
Qµ,F (f ) and ν ≤ p on C(F ). Since ν(g) ≤ p(g) ≤ 0 whenever g ∈ C(F ) and g ≤ 0,
we see that ν is, according to the Riesz representation theorem A.75, a Radon measure
on F . Let k ∈ S c (H). Then

ν(k) ≤ p(k) = Qµ,F (k) ≤ µ(k).

Hence µ ≺ ν and the proof is finished in the case when f is continuous on F .

60 3 Choquet theory of function spaces

Now let f be an upper semicontinuous function on F . Denote by G the down-

directed set {g ∈ C(F ) : g ≥ f on F }. By the first part of the proof, for any g ∈ G
there exists a measure νg ∈ M+ (F ) such that µ ≺ νg and νg (g) = Qµ,F (g). Given
ψ ∈ G, let
Mψ = {νg : g ∈ G, g ≤ ψ}.
Since Mψ ⊂ {λ ∈ M+ (F ) : kλk = kµk} and the family {Mψ : ψ ∈ G} has
T finite intersection property, a compactness argument yields the existence of ν ∈
the
{M ψ : ψ ∈ G}. A moment’s reflection shows that µ ≺ ν. We observe that
 
inf λ(ψ) : λ ∈ Mψ = inf λ(ψ) : λ ∈ M ψ ≤ ν(ψ)

for each ψ ∈ G.
Hence, using Theorem A.84 for verification of the equalities,

Qµ,F (f ) ≤ inf Qµ,F (g) : g ∈ G = inf {νg (g) : g ∈ G}



≤ inf {inf {νg (ψ) : g ∈ G, g ≤ ψ} : ψ ∈ G}

≤ inf {ν(ψ) : ψ ∈ G}
= ν(f )
≤ inf {ν(k) : k ∈ S c (H), k ≥ f on F }
≤ inf {µ(k) : k ∈ S c (H), k ≥ f on F }
= Qµ,F (f ),

which yields the required equality.

The second part of the assertion follows by taking µ = εx and using Proposi-
tion 3.20.

Lemma 3.22. If f ∈ C(F ), F ⊃ ChH (K) is a closed set and x ∈ K, then

f∗ (x), Ff ∗ (x) = {µ(f ) : µ ∈ Mx (H) ∩ M+ (F )}.

F 

Proof. If µ ∈ Mx (H) ∩ M+ (F ) and k ∈ S c (H) satisfies k ≥ f on F , then

µ(f ) ≤ µ(k) ≤ k(x).

Thus µ(f ) ≤ Ff ∗ (x). Analogously, we get the reverse inequality.

Conversely, if α ∈ [Ff∗ (x), Ff ∗ (x)] is given, we proceed as in the proof of Lemma
3.21. We set p(g) = Fg ∗ (x), g ∈ C(F ), and notice that the functional ϕ : span{f } →
R defined as ϕ(tf ) = tα, t ∈ R, satisfies ϕ ≤ p on span{f }. Now we can finish the
proof as in Lemma 3.21.

Corollary 3.23. The following assertions hold:

 3.1 Function spaces 61

(a) Ac (H) = {f ∈ C(K) : f ∗ = f∗ }.

(b) For an upper bounded upper semicontinuous function f on ChH (K), we have
ChH (K) f ∗ = f on Ch (K).
H

Proof. For the proof of (a), let f ∈ C(K) satisfy f∗ = f ∗ . Then f ∈ S usc (H) ∩
Klsc (H) = Ac (H). Conversely, if f ∈ Ac (H), then f∗ = f ∗ by definition.
For the proof of (b), let f be an upper bounded upper semicontinuous function on
ChH (K). Let g be the upper semicontinuous extension of f to ChH (K) defined as in
Lemma 3.18(d). By Lemma 3.22, for each x ∈ ChH (K) there exists µ ∈ Mx (H)
carried by ChH (K) such that

µ(g) = ChH (K)g ∗ (x).

Since x ∈ ChH (K), µ = εx and

f (x) = g(x) = ChH (K)g ∗ (x) ≥ ChH (K)f ∗ (x).

This concludes the proof.

Theorem 3.24 (Bauer’s characterization of the Choquet boundary). Let x be a point

of K. Then the following assertions are equivalent:
(i) x ∈ ChH (K),
(ii) f ∗ (x) = f (x) for each f ∈ −W(H),
(iii) f ∗ (x) = f (x) for each f ∈ Kc (H),
(iv) f ∗ (x) = f (x) for each f ∈ C(K),
(v) f ∗ (x) = f (x) for each upper semicontinuous function f on K.

Proof. For the proof of (i) =⇒ (v), let x ∈ ChH (K) be given and f be an upper
semicontinuous function on K. By Lemma 3.21, there exists a measure µ ∈ Mx (H)
such that f ∗ (x) = µ(f ). Then µ = εx , and thus

f ∗ (x) = µ(f ) = f (x).

Since (v) =⇒ (iv) =⇒ (iii) =⇒ (ii) are obvious, we close the chain of implications
by proving (ii) =⇒ (i). To this end, let a point x ∈ K satisfy f ∗ (x) = f (x) for each
f ∈ −W(H). Then for each µ ∈ Mx (H) and f ∈ −W(H),

f ∗ (x) = f (x) ≤ µ(f ) ≤ f ∗ (x).

By Lemma 3.11(c), µ = εx and we are done.

Proposition 3.25. Let f be an upper bounded function on K and F ⊃ ChH (K) be a

closed set.
62 3 Choquet theory of function spaces

(a) Then
F ∗
f = inf {g ∈ H : g ≥ f on F }
= inf {g ∈ Ac (H) : g ≥ f on F }
= inf {g ∈ W(H) : g ≥ f on F }
= inf {g ∈ S usc (H) : g ≥ f on F } .
(b) If f is upper semicontinuous, then
F ∗
f = inf k ∈ S lsc (H) : k ≥ f on F .


Proof. For the proof of (a), we first use Lemma 3.21 to conclude that
inf {g ∈ S usc (H) : g ≥ f on F } = inf {g ∈ S c (H) : g ≥ f on F } . (3.1)
Indeed, given g ∈ S usc (H) with g ≥ f on F , x ∈ K and ε > 0, by Lemma 3.21 there
exists a measure µ ∈ Mx (H) ∩ M+ (F ) such that Fg ∗ (x) = µ(g) ≤ g(x). Thus there
exists a function g 0 ∈ S c (H) with g 0 ≥ g on F such that
g 0 (x) ≤ g(x) + ε.
Hence (3.1) follows.
Further, we fix a point x ∈ K and define p : C(F ) → R as
p(g) = inf {g(x) : g ∈ H, g ≥ f on F } .
Then p is a sublinear functional on C(F ) and we may follow the beginning of the proof
of Lemma 3.21 to conclude that for any function g ∈ C(F ), there exists a measure µ
in Mx (H) ∩ M+ (F ) such that µ(g) = p(g).
Thus for every k ∈ S c (H),
p(k) = µ(k) ≤ k(x),
so that k(x) = inf{h(x) : h ∈ H, h ≥ f on F }. Hence
inf{h ∈ H : h ≥ f on F } = inf{k ∈ S c (H) : k ≥ f on F }.
Obviously,
inf{k ∈ S c (H) : k ≥ f on F } ≤ inf{k ∈ W(H) : k ≥ f on F }
≤ inf{k ∈ H : k ≥ f on F }.
Thus
F ∗
f ≤ inf{k ∈ S usc (H) : k ≥ f on F } ≤ inf{h ∈ Ac (H) : h ≥ f on F }
≤ inf{h ∈ H : h ≥ f on F } = inf{k ∈ W(H) : k ≥ f on F }
= inf{k ∈ S c (H) : k ≥ f on F }
= Ff ∗ .
 3.1 Function spaces 63

This concludes the proof of (a).

Let f be upper semicontinuous and x ∈ K. By Lemma 3.21, there exists a measure
µ ∈ Mx (H) ∩ M+ (F ) such that Ff ∗ (x) = µ(f ). Then, for k ∈ S lsc (H) with k ≥ f
on F , we have
F ∗
f (x) = µ(f ) ≤ µ(k) ≤ k(x).
Hence
F ∗
f = inf k ∈ S lsc (H) : k ≥ f on F ,


which concludes the proof.

Corollary 3.26. If x ∈ K and µ ∈ Mx (H), then εx ≺ µ.

Proof. Given a function k ∈ S c (H) and ε > 0, let h ∈ H be such that k ≤ h and
h(x) ≤ k(x) + ε (use Proposition 3.25(a)). Then

εx (k) = k(x) ≥ h(x) − ε = µ(h) − ε ≥ µ(k) − ε.

Hence εx ≺ µ, as needed.

Theorem 3.27 (Bauer’s theorem). Let H be a function space on K. Then H = Ac (H)

if and only if there exists a min-stable closed set W ⊂ C(K) such that H = W ∩
(−W).

Proof. Since the family S c (H) is min-stable and closed in C(K) and Ac (H) =
S c (H) ∩ (−S c (H)), necessity immediately follows.
As for the sufficiency, we show that S c (H) ⊂ W. Then

H = W ∩ (−W) ⊃ S c (H) ∩ (−S c (H)) = Ac (H) ⊃ H.

Take any s ∈ S c (H). Then, with the aid of Lemma 3.25(a),

s = s∗ = inf {ϕ ∈ H : ϕ ≥ s} ≥ inf {ϕ ∈ W : ϕ ≥ s} ≥ s.

Hence, given x ∈ K and ε > 0, there exists wx ∈ W such that

s(x) ≤ wx (x) < s(x) + ε.

There exists an open neighborhood Ux of x such that wx < s + ε on Ux . By the

compactness of K, there are x1 , . . . , xn ∈ K such that K = Ux1 ∪ · · · ∪ Uxn . Set
w := wx1 ∧ · · · ∧ wxn . Then w ∈ W and w ≥ s on K. Given y ∈ K, there exists
j ∈ {1, . . . , n} so that y ∈ Uxj . Then

s(y) ≤ w(y) ≤ wxj (y) < s(y) + ε.

Therefore ks − wk ≤ ε. We see that s ∈ W = W.

64 3 Choquet theory of function spaces

3.2 More about Korovkin theorems

Definition 3.28 (Korovkin closures). Let P be a family of continuous functions on a
compact space K. A sequence {Ln } of positive linear operators on C(K) is said to
be P-admissible if
kLn ϕ − ϕk → 0 for any ϕ ∈ P.
Recall that the Korovkin closure Kor(P) of P is the set of those functions f ∈ C(K)
such that kLn f −f k → 0 for any P-admissible sequence {Ln } of operators on C(K).
Proposition 3.29. If H is a function space on a metrizable compact space K, then

Kor(H) = Ac (H).

Proof. Pick f ∈ Ac (H) and ε > 0. By Proposition 3.25(a) and Corollary 3.23, for
any x ∈ K, there exists a function hx ∈ H and a neighborhood Ux of x such that

f ≤ hx and hx (t) − f (t) < ε for any t ∈ Ux .

Select x1 , . . . , xk ∈ K so that Ux1 ∪ · · · ∪ Uxk = K and denote hj := hxj for

j = 1, . . . , k. If
h := h1 ∧ · · · ∧ hk ,
then f ≤ h and h − f < ε on K. To show that f ∈ Kor(H), choose an H-admissible
sequence {Ln } of positive linear operators on C(K). There exists n0 ∈ N such that

kLn hj − hj k < ε for all n ≥ n0 and j = 1, . . . , k.

Now fix n ≥ n0 . Using the monotonicity of Ln , we have

Ln f ≤ Ln hj ≤ hj + ε, j = 1, . . . , k,

and therefore
Ln f ≤ h1 ∧ · · · ∧ hk + ε = h + ε.
Given x ∈ K, we see that

Ln f (x) − f (x) ≤ (Ln f (x) − h(x)) + (h(x) − f (x)) ≤ 2ε.

Analogously, using lower envelopes we can prove the existence of n1 ∈ N such that

f (x) − Ln f (x) ≤ 2ε for all n ≥ n1 .

It follows that kLn f − f k → 0, so f ∈ Kor(H).

Now let f be in Kor(H). Given x ∈ K and µ ∈ Mx (H), our aim is to prove that
µ(f ) = f (x). Let ρ be a metric on K compatible with the topology of K. For n ∈ N
let
Bn := {t ∈ K : ρ(x, t) < 1/n}
 3.2 More about Korovkin theorems 65

and define


gn (t) := 1 − nρ(x, t) ∨ 0, t ∈ K.
Then gn ∈ C(K) and

0 ≤ gn ≤ 1, gn (x) = 1 and gn = 0 on K \ Bn .

If
Ln : ϕ 7→ gn µ(ϕ) + (1 − gn )ϕ, ϕ ∈ C(K),
then Ln : C(K) → C(K) is a positive linear operator. Let h ∈ H and t ∈ K. Since

|Ln h(t) − h(t)| = |gn (t)µ(h) + (1 − gn (t))h(t) − h(t)|

= |gn (t)µ(h) − gn (t)h(t)| = gn (t)|h(x) − h(t)|,

it follows that
kLn h − hk ≤ sup {|h(x) − h(t)| : t ∈ Bn } .
Since the function h is continuous at x, we get kLn h − hk → 0. We see that
the sequence {Ln } is H-admissible, and therefore kLn f − f k → 0. In particular,
Ln f (x) → f (x). But Ln f (x) = µ(f ), and the proof is complete.

Remark 3.30. Notice that in the proof of the inclusion Ac (H) ⊂ Kor(H) we did not
use linearity of Ln , while the metrizability condition was used only in the course of
the proof that Kor(H) ⊂ Ac (H).

Now, we are in a position to answer our query from Chapter 1, where we asked
under which conditions the equality Kor(H) = C(K) holds.

Proposition 3.31. Let H be a function space on a metrizable compact space K. Then

Kor(H) = C(K) if and only if ChH (K) = K.

Proof. The preceding Proposition 3.29 shows that Kor(H) = Ac (H), and therefore
we only need to examine when Ac (H) = C(K). According to Bauer’s character-
ization 3.24 of the Choquet boundary, we know that x ∈ ChH (K) if and only if
f∗ (x) = f ∗ (x) for any f ∈ C(K). Hence, ChH (K) = K if and only if f∗ = f ∗ on
K for any f ∈ C(K); that is, if and only if Ac (H) = C(K), by Corollary 3.23.

 3.322 (First Korovkin theorem revisited). Let H be the linear span of func-
Theorem
tions 1, id, id on [a, b]. Then Kor(H) = C([a, b]).

Proof. Let t ∈ [a, b]. Since x 7→ (t − x)2 , x ∈ [a, b], is an H-exposing function for t,
we may apply Proposition 3.7 to see that ChH ([a, b]) = [a, b]. Proposition 3.31 then
shows that Kor(H) = C([a, b]).
66 3 Choquet theory of function spaces

Theorem 3.33. Let

S := {x ∈ Rd : |x| = 1} and ϕi (x) := xi , x ∈ S, i = 1, . . . , d.

If P := {1, ϕ1 , . . . , ϕd }, then

Kor(P) = C(S).

Proof. For the function space H = Lin{1, ϕ1 , . . . , ϕd } we have ChH (S) = S. In-
deed, given w ∈ S, it is straightforward to check that the function

x 7→ 1 − x · w, x ∈ S,

is a P-exposing function for w.

Corollary 3.34 (Second Korovkin theorem). Let H be the linear span of {1, cos, sin}
on [0, 2π]. Then the Korovkin closure Kor(H) equals the Banach space of all contin-
uous functions f on [0, 2π] with f (0) = f (2π) (equipped with the sup-norm).
Proof. The circle S := {x ∈ R2 : |x| = 1} can be topologically identified with the
interval [0, 2π] after having identified the points 0 and 2π via the mapping ω : t 7→
(cos t, sin t), t ∈ [0, 2π]. Then the functions cos, sin correspond to the functions ϕ1 ,
ϕ2 from Theorem 3.33.

Remark 3.35. There is also a direct proof of this corollary following the lines of the
proof of Theorem 1.2, considering the function
t−x 1
x 7→ sin2 = (1 − cos x cos t − sin x sin t), x ∈ [0, 2π],
2 2
instead of the function x 7→ (x − t)2 .
Theorem 3.36 (Third Korovkin theorem). Let H be a linear span of {1, ϕ} on [a, b],
where ϕ is a continuous function on [a, b]. Then Kor(H) 6= C([a, b]).
Proof. The assertion is obvious if the function ϕ does not separate points

of [a, b].
Otherwise, there exists x ∈ (a, b) such that ϕ(x) = 21 ϕ(a) + ϕ(b) . Then the
measure 12 (εa + εb ) represents x, and therefore x does not belong to ChH ([a, b]). In
view of Proposition 3.31, Kor(H) 6= C([a, b]).

3.3 On the H-barycenter mapping

Proposition 3.37. Let H be a function space on a compact space K. Denote
[
M(H) := Mx (H).
x∈K

Then M(H) is a compact subset of M1 (K).

 3.4 The Choquet representation theorem 67

Proof. It is easy to show that M(H) is a closed subset of M1 (K).

Remark 3.38. Note that in the “convex case”, M(Ac (X)) = M1 (X) (see Theo-
rem 2.29).
If H = C([0, 1]), then M(H) = {εx : x ∈ [0, 1]} 6= M1 ([0, 1]). See also
Exercise 3.106.

Let us observe that if µ ∈ Mx (H) ∩ My (H) for some x, y ∈ K, then

h(x) = µ(h) = h(y) for any h ∈ H,

and hence x = y since H separates points of K.

Definition 3.39 (H-barycenter mapping). We define the H-barycenter mapping r

from M(H) onto K by

r : µ ∈ Mx (H) 7→ x, µ ∈ M(H).

(By the previous observation, the mapping r is defined correctly.)

Proposition 3.40. The H-barycenter mapping r : M(H) → K is continuous.

Proof. The mapping

µ 7→ h(r(µ)), µ ∈ M(H),

is continuous for any h ∈ H. Hence r is continuous as a mapping from M(H) into

K, where on K we consider the topology generated by the family H. But this one
coincides with the topology of K.

3.4 The Choquet representation theorem

In this section we will give a proof of the Choquet representation theorem in the
metrizable case. First we establish a construction of strictly H-convex functions.

Definition 3.41 (Strictly H-convex functions). A continuous H-convex function f on

a compact space K is called strictly H-convex if
Z
f (x) < f dµ for any x ∈ K, µ ∈ Mx (H), µ 6= εx .
K

Theorem 3.42. Let H be a function space on a metrizable compact space K. Then K

admits a continuous strictly H-convex function.
68 3 Choquet theory of function spaces

Proof. Since the Banach space C(K) is separable, there exists a countable set {hn :
n ∈ N} that is dense in {h ∈ H : 0 ≤ h ≤ 1}.
We claim that the function h2n is H-convex for any n ∈ N. To this end, pick x ∈ K
and µ ∈ Mx (H). Then
Z 2 Z Z 
h2n (x) = hn dµ ≤ 1 dµ h2n dµ = µ(h2n ). (3.2)
K K K

Further, given x ∈ K and µ ∈ Mx (H), µ 6= εx , there exists n ∈ N such that

h2n (x) < µ(h2n ). If we establish this, then the function
∞
X 1 2
f := h
2n n
n=1

is clearly continuous and strictly H-convex on K.

So suppose, for the sake of contradiction, that h2n (x) = µ(h2n ) for any n ∈ N and
some x ∈ K and µ ∈ Mx (H), µ 6= εx . Then for any n ∈ N, the sign of equality
holds in (3.2). Hence
Z Z Z

2 2
hn − hn (x) dµ = hn dµ − 2hn (x) hn dµ + h2n (x) = 0,
K K K

so that hn = hn (x) µ-almost everywhere.

Therefore
 ∞
\ 
µ K\ {y ∈ K : hn (y) = hn (x)} = 0.
n=1

Since µ 6= εx , there exists y ∈ K, y 6= x, such that hn (y) = hn (x) for any n ∈ N. It

follows that h(y) = h(x) for each h ∈ H, 0 ≤ h ≤ 1. This contradicts the assumption
that the set H, and hence also the set {h ∈ H : 0 ≤ h ≤ 1}, separates points of K.

Proposition 3.43. Let H be a function space on a compact space K and let there exist
a continuous strictly H-convex function h on K. Then

ChH (K) = {x ∈ K : h(x) = h∗ (x)}

and the Choquet boundary ChH (K) is a Gδ subset of K.

Proof. By Bauer’s characterization of the Choquet boundary in 3.24,

\
ChH (K) = {x ∈ K : f (x) = f ∗ (x)} ⊂ {x ∈ K : h(x) = h∗ (x)} .
f ∈C(K)

Let x ∈ K \ ChH (K). There exists a measure µ ∈ Mx (H), µ 6= εx . Then, using the
strict H-convexity of h and Corollary 3.22, we have h(x) < µ(h) ≤ h∗ (x).
 3.4 The Choquet representation theorem 69

Thus, we have
∞  
∗
\
∗ 1
ChH (K) = {x ∈ K : h(x) = h (x)} = x ∈ K : h (x) − h(x) < .
n
n=1

Since h∗ is upper semicontinuous on K, the set x ∈ K : h∗ (x) − h(x) < n1 is open



for each n ∈ N. Thus ChH (K), being the intersection of these sets, is a Gδ set.

Remarks 3.44. (a) In the case of the “convex” function space Ac (X), there is an
alternative proof of Theorem 3.42, cf. Exercise 3.107 and Remark 3.9.
(b) If a compact convex set X admits a continuous strictly convex function, then X
is metrizable (see Exercise 4.40). This assertion is no longer true for general function
spaces; see Example 3.47.

Theorem 3.45 (Choquet representation theorem). Assume that H is a function space

on a compact space K and h is a continuous strictly H-convex function on K (for
example, let K be metrizable). Then for each x ∈ K there exists a measure µ ∈
Mx (H) such that µ(K \ ChH (K)) = 0.

Proof. Let x ∈ K. Corollary 3.22 provides a representing Radon measure µ ∈

Mx (H) such that µ(h) = h∗ (x). If ϕ ∈ H, ϕ ≥ h, then

h∗ (x) = µ(h) ≤ µ(h∗ ) ≤ µ(ϕ) = ϕ(x).

Taking the infimum over all possible choices of ϕ, we see that

h∗ (x) = µ(h) ≤ µ(h∗ ) = h∗ (x).

We conclude that µ(h) = µ(h∗ ). Since h∗ ≥ h, we get

µ {t ∈ K : h∗ (t) > h(t)} = 0.

In view of Proposition 3.43,

ChH (K) = {t ∈ K : h(t) = h∗ (t)} ,

and the proof is complete.

Remark 3.46. By Theorem 3.42, any metrizable compact set admits a continuous
strictly H-convex function. Therefore, Proposition 3.43 and Theorem 3.45 hold under
the assumption that the compact space K is metrizable. On the other hand, there are
function spaces on nonmetrizable compact spaces which admit a continuous strictly
H-convex function. As a trivial example consider a nonmetrizable compact space K
and H = C(K). In this example, any continuous function on K is strictly H-convex.
We present the following slightly less trivial example.
70 3 Choquet theory of function spaces

Example 3.47. There exists a function space on a nonmetrizable compact space K

that admits a strictly H-convex continuous function.
Proof. Let K := D ∪ {d∞ } be the one-point compactification of an uncountable
discrete topological space D and x and y be distinct points of D. Then K is not
metrizable (since K is not separable). If
 
h(x) + h(y)
H := h ∈ C(K) : h(d∞ ) = ,
2
then c{x,y} is a continuous strictly H-convex function on K.

3.5 In-between theorems

Throughout this section, H will be a function space on a compact space K.
There are plenty of insertion problems occurring in various fields of analysis. They
can be formulated as follows: Given families of functions S, T and F, find f ∈ F
such that s ≤ f ≤ t (or, s < f < t) whenever s ∈ S, t ∈ T and s ≤ t (or,
s < t). Perhaps the most famous result in this direction goes back to H. Hahn, who
proved that for every pair of real-valued functions s, t on a metric space, where s is
upper semicontinuous, t is lower semicontinuous and s ≤ t, there exists a continuous
function f such that s ≤ f ≤ t.
In this section, we will examine in-between theorems and approximation theorems
for the case of H-convex and H-concave functions.
Proposition 3.48. Let f be an upper semicontinuous H-concave function on K. If

K := {g ∈ S c (H) : g ≥ f on K}

and
L := {g ∈ S c (H) : g > f on K} ,
then K and L are down-directed families and f = inf K = inf L.
Proof. Since the cone S c (H) is min-stable (cf. Proposition 3.11), the sets K and L
are down-directed.
It suffices to show that f = inf L. To this end, choose x ∈ K and numbers
f (x) < c < d. By Proposition 3.25(a), f ∗ = f and there exists h ∈ H such that

h≥f and h(x) < c.

Now, if g := h+d−c, then g ∈ H, g(x) < d and g > f . Since d is chosen arbitrarily,
f = inf L.

Corollary 3.49. If g is a lower semicontinuous function on K, f ∈ S usc (H), f < g

on K, then there exists a function k ∈ S c (H) such that f < k < g on K.
 3.5 In-between theorems 71

Proof. By Proposition 3.25(a), f ∗ = f . With the aid of Proposition 3.48, for any
x ∈ K we select a function gx ∈ S c (H) such that

gx ≥ f on K and gx (x) < g(x).

Adding a small constant to gx , we may suppose that

gx > f on K and gx (x) < g(x).

Now appeal to the upper semicontinuity of f and the lower semicontinuity of g to find
an open neighborhood Ux of x such that

f (y) < gx (y) < g(y) for any y ∈ Ux .

By the compactness of K, there exist x1 , . . . , xn ∈ K such that

K = Ux1 ∪ · · · ∪ Uxn .

Then the function k := gx1 ∧ · · · ∧ gxn belongs to S c (H) and it is a routine argument
to show that f < k < g on K. Indeed, given y ∈ K, there exists j ∈ {1, . . . , n} such
that y ∈ Uxj . Then
f (y) < k(y) ≤ gxj (y) < g(y).

Remark 3.50. There exist a function space H on a metrizable compact space K, a

lower semicontinuous function g on K and a function f ∈ S usc (H) such that f ≤ g
on K and there is no function from S c (H) between f and g. See Exercise 3.111.
Proposition 3.51. If g is an upper semicontinuous function on K, f ∈ S lsc (H), g < f
on K, then there exists a function k ∈ S c (H) such that g < k < f on K.
Proof. Fix x ∈ K. By Lemma 3.21, there exists a measure µ ∈ Mx (H) such that
g ∗ (x) = µ(g). Then
g ∗ (x) = µ(g) < µ(f ) ≤ f (x).
Therefore, by Proposition 3.25(a) there exists hx ∈ H such that

hx ≥ g on K and hx (x) < f (x).

Adding a small constant to hx , we may assume that hx > g everywhere on K and

we still have hx (x) < f (x). We infer from the lower semicontinuity of f − hx
and a compactness argument that there exist points x1 , . . . , xn ∈ K such that k :=
hx1 ∧ · · · ∧ hxn < f . The function k has all the required properties.

Remark 3.52. A hint to an alternative (slightly different) proof of Proposition 3.51

can be found in Exercise 3.110.
72 3 Choquet theory of function spaces

Proposition 3.53. If g is an upper semicontinuous function on K, f ∈ S lsc (H), g ≤ f

on K, then there exists a function k ∈ S c (H) such that g ≤ k ≤ f on K.
Proof. The first order of business is to construct, for each ε > 0, a pair of functions
uε and vε such that uε is upper semicontinuous, vε ∈ S lsc (H),

g ≤ uε ≤ vε ≤ f on K

and
vε − uε < ε on K.
This can be done quite easily. Namely, by Proposition 3.51, there exists a function
k ∈ S c (H) such that g < k < f + ε. It is easy to check that the functions

uε := (k − ε) ∨ g and vε := f ∧ k

do the job.
Now, using the above construction we can construct inductively two sequences
{un } and {vn } so that, for each n ∈ N, un is upper semicontinuous, vn ∈ S lsc (H),

g ≤ un ≤ un+1 ≤ vn+1 ≤ vn ≤ f

and
1
vn − un < .
2n
Then the sequence {vn } converges uniformly to an H-concave continuous function
k. The inequalities
1 1
g ≤ vn ≤ un + n ≤ f + n
2 2
ensure that g ≤ k ≤ f .

Proposition 3.54. Let f be a lower semicontinuous H-concave function on K. If

S := {g ∈ S c (H) : g < f on K}

and
T := {g ∈ S c (H) : g ≤ f on K} ,
then S and T are up-directed families and f = sup S = sup T.
Proof. It suffices to establish that f = sup S. Since

f = sup {g ∈ C(K) : g < f } ,

(cf. Proposition A.50(b)), we conclude that f = sup S using Proposition 3.51.

Now we are given g1 , g2 ∈ S, and we wish to find g ∈ S such that g > g1 ∨
g2 . Since (g1 ∨ g2 )∗ < f (cf. the proof of Proposition 3.51), a new application of
 3.6 Maximal measures 73

Proposition 3.51 asserts the existence of g ∈ S c (H) such that g1 ∨ g2 ≤ (g1 ∨ g2 )∗ <
g < f.
All that is left to be shown is that T is up-directed. To finish the proof, consider
g1 , g2 ∈ T. By Proposition 3.53, there exists g ∈ S c (H) such that g1 ∨g2 ≤ g ≤ f .

Proposition 3.55. Let f ∈ S c (H) and ε > 0. Then there exists h ∈ W(H) such that
f ≤ h ≤ f + ε.
Proof. By Proposition 3.25,

f = inf {h ∈ W(H) : h ≥ f } ,

where the family W(H) is down-directed. Since f is supposed to be continuous, we

may use Dini’s theorem to obtain the desired function.

Proposition 3.56. Let H be a function space on K. Then the following assertions are
equivalent for µ, ν ∈ M+ (K):
(i) µ ≺ ν,
(ii) µ(f ) ≤ ν(f ) for any f ∈ −W(H),
(iii) µ(f ) ≤ ν(f ) for any f ∈ Kusc (H),
(iv) µ(f ) ≤ ν(f ) for any f ∈ Klsc (H).
Proof. The implications (i) =⇒ (iii) and (i) =⇒ (iv) follow from Proposition 3.54,
Corollary 3.49 and Theorem A.84. Obviously, (i) =⇒ (ii), (iii) =⇒ (i) and (iv)
=⇒ (i). By Proposition 3.55, (ii) =⇒ (i).

3.6 Maximal measures

Throughout this section, H will be a function space on a compact space K.
Definition 3.57 (H-maximal measures). If H is a function space on a compact space
K, we recall that the convex cone Kc (H) of all continuous H-convex functions on K
determines the Choquet ordering ≺.
Maximal elements of M+ (K) with respect to the Choquet ordering are called max-
imal measures (or, more precisely, H-maximal measures). The set of all H-maximal
measures on K is denoted by Mmax (H).
We denote by Mbnd (H) the set of all signed Radon measures on K such that
the variation |µ| of µ is a maximal measure. Elements of Mbnd (H) are called H-
boundary measures or, simply, boundary measures.
Theorem 3.58 (Mokobodzki’s maximality test). The following assertions on a mea-
sure µ ∈ M+ (K) are equivalent:
(i) µ is maximal,
74 3 Choquet theory of function spaces

(ii) µ(f ) = µ(f ∗ ) for any f ∈ −W(H),

(iii) µ(f ) = µ(f ∗ ) for any f ∈ Kc (H),
(iv) µ(f ) = µ(f ∗ ) for any f ∈ C(K),
(v) µ(f ) = µ(Ff ∗ ) for any upper semicontinuous function f on K and any set
F ⊃ ChH (K).

Proof. Let µ ∈ M+ (K) be maximal, F ⊃ ChH (K) and f be an upper semicon-

tinuous function on K. By Lemma 3.18(d), Qµ,F (f ) = Qµ,F (f ). By Lemma 3.21,
there exists a measure ν ∈ M+ (F ) such that µ ≺ ν and ν(f ) = Qµ,F (f ). Since µ is
maximal, we have µ = ν, and thus by Lemma 3.18(b),

µ(f ) = ν(f ) = Qµ,F (f ) = Qµ,F (f ) = µ(Ff ∗ ).

Hence (i) =⇒ (v).

It is obvious that (v) =⇒ (iv) =⇒ (iii) =⇒ (ii). To see that (ii) =⇒ (i),
assume that a measure µ ∈ M+ (K) satisfies µ(f ) = µ(f ∗ ) for each f ∈ −W(H).
Let ν ∈ M+ (K), µ ≺ ν and fix f ∈ −W(H). Then µ(f ) ≤ ν(f ) and, using
Lemma 3.18(b) and Theorem A.84, we get

µ(f ) = µ(f ∗ ) = µ(inf {k ∈ S c (H) : k ≥ f })

= inf {µ(k) : k ∈ S c (H), k ≥ f }
≥ inf {ν(k) : k ∈ S c (H), k ≥ f } = ν(f ∗ ) ≥ ν(f ).

Hence µ(f ) = ν(f ). Since the space W(H) − W(H) is uniformly dense in C(K),
we conclude that µ = ν. We see that µ is maximal.

Corollary 3.59. A measure µ ∈ M+ (K) is maximal if and only if

µ({x ∈ K : f (x) < f ∗ (x)}) = 0 for any f ∈ −W(H). (3.3)

Proof. The assertion follows immediately from Mokobodzki’s maximality test 3.58.

Corollary 3.60. If µ ∈ M+ (K) and µ(F ) = 0 for any closed F ⊂ K \ ChH (K),
then µ is a maximal.

Proof. Let µ be as in the hypothesis. For any f ∈ −W(H), B := {x ∈ K : f ∗ (x) =

f (x)} is a Borel set containing ChH (K). By the assumption and regularity of µ,
µ(K \ B) = 0 and µ is maximal.

Corollary 3.61. Let h be a continuous strictly H-convex function on K and µ ∈

M+ (K). Then the following assertions are equivalent:
(i) µ is maximal,
 3.6 Maximal measures 75

(ii) µ(h) = µ(h∗ ) ,

(iii) µ(K \ ChH (K)) = 0.
Proof. Recall that, by Proposition 3.43, ChH (K) is a Gδ set.
The implication (i) =⇒ (ii) follows from Mokobodzki’s maximality test 3.58.
Assume that µ(h) = µ(h∗ ). Then µ({x ∈ K : h∗ (x) − h(x) > 0}) = 0. Since by
Proposition 3.43

K \ ChH (K) = {x ∈ K : h∗ (x) − h(x) > 0} ,

we get (ii) =⇒ (iii).

Finally, assume (iii) and choose v ∈ Kc (H). Since

A := {x ∈ K : v ∗ (x) > v(x)} ⊂ K \ ChH (K),

we have Z Z
µ(v) = v dµ + v dµ = µ(v ∗ ),
A B
where B := {x ∈ K : v ∗ (x) = v(x)}. Thus (iii) =⇒ (i) by Mokobodzki’s maxi-
mality test 3.58.

Corollary 3.62. Let K be a metrizable compact space and µ ∈ M+ (K). Then µ is

maximal if and only if µ is carried by the Choquet boundary ChH (K).
Proof. The assertion is a direct consequence of Theorem 3.42 and Corollary 3.61.

Remark 3.63. We know from Corollary 3.62 that in the metrizable case any maximal
measure is carried by the Choquet boundary, which is a Borel set. This assertion
is no longer valid for nonmetrizable situations. Section 3.8 focuses on the Choquet
theory in the nonmetrizable setting. Nevertheless, in this case any maximal measure is
carried at least by the closure of the Choquet boundary; see the next Proposition 3.64.
On the other hand, a measure carried by ChH (K) need not be maximal. Indeed,
consider a function space H on a metrizable compact space K with a nonclosed Cho-
quet boundary (cf. Exercise 2.103(b)). For a point x ∈ ChH (K) \ ChH (K), the
Dirac measure at x is clearly carried by ChH (K) and it fails to be maximal in view of
Corollary 3.62.
A more striking example of this phenomenon is the Poulsen simplex (see Subsec-
tion 12.3.A), where the set of extreme points is dense in the whole set.
Proposition 3.64. Any maximal measure is carried by ChH (K).
Proof. Let µ be a maximal measure on K and C a compact subset of K \ ChH (K).
Urysohn’s lemma ensures the existence of a function f ∈ C(K), 0 ≤ f ≤ 1 on K,
such that
f = 0 on ChH (K) and f = 1 on C.
76 3 Choquet theory of function spaces

Since f∗ = sup {h ∈ H : h ≤ f }, we have h ≤ 0 on ChH (K) for any h ∈ H with

h ≤ f . By Theorem 3.16, h ≤ 0 on K, and therefore f∗ ≤ 0 on K. Because
obviously f∗ ≥ 0, we have f∗ = 0 on K. Mokobodzki’s maximality test 3.58 then
yields
µ(C) ≤ µ(f ) = µ(f∗ ) = 0.

By regularity of µ we get µ(K \ ChH (K)) = 0.

Theorem 3.65. For every measure µ ∈ M+ (K) there exists a maximal measure λ
such that µ ≺ λ.

Proof. Set M := {ν ∈ M+ (K) : µ ≺ ν}. Since for any ν ∈ M we have kνk = kµk,
it follows that M is contained in the compact set {η ∈ M+ (K) : kηk = kµk}. The
assertion will follow from Zorn’s lemma once it is shown that every chain in M has
an upper bound. Let R be such a chain. Then R is a net in a compact set (directed
by ≺) and hence there exists a subnet J of R which converges to some element
ν0 ∈ M+ (K). Since M is closed, ν0 ∈ M .
It remains to show that ν ≺ ν0 for any ν ∈ R. To this end, fix ν ∈ R, f ∈ Kc (H)
and ε > 0. There is η ∈ J such that ν ≺ η and |ν0 (f ) − η(f )| < ε. Then
ν0 (f ) ≥ η(f )−ε ≥ ν(f )−ε. Therefore ν ≺ ν0 since ε is an arbitrary positive number.
We conclude by Zorn’s lemma: the ordered set M has a maximal element.

Proposition 3.66. If µ ∈ M+ (K) is maximal, then µ({x}) = 0 for each x ∈ K \

ChH (K).

Proof. Let µ ∈ M+ (K) be maximal and x ∈ K \ ChH (K). By Theorem 3.24, there
exists a function f ∈ −W(H) such that f ∗ (x) > f (x). Since µ({y ∈ K : f ∗ (y) >
f (y)}) = 0 (see Corollary 3.59), µ({x}) = 0.

Proposition 3.67. If µ, ν ∈ M+ (K), then µ ≺H ν if and only if µ ≺Ac (H) ν. Hence,

a measure µ ∈ M+ (K) is H-maximal if and only if it is Ac (H)-maximal.

Proof. Since Mx (H) = Mx (Ac (H)) (see Exercise 3.95), a function f on K is

H-convex if and only if it is Ac (H)-convex. Now the first assertion is a direct con-
sequence of this fact, and the second assertion follows immediately from the first
one.

Theorem 3.68. The following assertions on a measure µ ∈ M(K) are equivalent:

(i) µ is a boundary measure,
(ii) µ(f ) = µ(f ∗ ) for any f ∈ C(K),
(iii) µ(f ) = µ(f ∗ ) for any upper semicontinuous function f on K.
 3.6 Maximal measures 77

Proof. By Theorem 3.58, (i) =⇒ (ii). Assume (ii), choose an upper semicontinuous
function f on K and ε > 0. Using Theorem 3.48, we can find a function g ∈ S c (H)
such that g > f ∗ and

µ+ (g) < µ+ (f ∗ ) + ε and µ− (g) < µ− (f ∗ ) + ε.

Since f is upper semicontinuous, by Proposition A.50 and Theorem A.84 there exists
h ∈ C(K) such that h > f and

µ+ (h) < µ+ (f ) + ε and µ− (h) < µ− (f ) + ε.

Set ϕ := g ∧ h. Then ϕ ∈ C(K), ϕ > f , f ∗ ≤ ϕ∗ ≤ g and

µ+ (ϕ) < µ+ (f ) + ε and µ− (ϕ) < µ− (f ) + ε.

It follows,

µ+ (ϕ∗ ) ≤ µ+ (g) < µ+ (f ∗ ) + ε and µ− (ϕ∗ ) ≤ µ− (g) < µ− (f ∗ ) + ε,

and therefore,
−2ε = µ(ϕ∗ ) − µ(ϕ) − 2ε ≤ µ(f ∗ ) − µ(f )
≤ µ(ϕ∗ ) − µ(ϕ) + 2ε = 2ε.
We see that µ(f ) = µ(f ∗ ); hence (ii) =⇒ (iii).
It remains to show that (iii) =⇒ (i). We have to verify that |µ| = µ+ + µ− is
carried by the set Af := {x ∈ K : f ∗ (x) = f (x)} for any f ∈ C(K). To this end,
let f ∈ C(K) be given. Let again µ = µ+ − µ− be the decomposition of µ into its
positive and negative part, µ+ be carried by a set P and µ− be carried by a set N ,
where P ∩ N = ∅. It suffices to prove that µ+ (L) = 0 whenever L ⊂ P \ Af is a
compact set. So, fix such a set L and set
(
f on K \ L,
g := ∗
f on L.

Then g is upper semicontinuous on ∗ ∗

R K∗ and g =+ f . By the assumption, µ(g) =
µ(g ) = µ(f ) = µ(f ), hence L (f − f ) dµ = 0. Since f ∗ − f > 0 on L,
∗ ∗

µ+ (L) = 0. The proof is complete.

We recall that the space M(K), as a dual space to the ordered Banach space C(K),
is an ordered Banach space. Moreover, it is a lattice. Theorem 3.70 below shows that
Mbnd (H) is a lattice with the structure inherited from M(K).

Proposition 3.69. If µ ∈ Mmax (H) and ν ∈ M(K) is absolutely continuous with

respect to µ, then ν ∈ Mbnd (H).
78 3 Choquet theory of function spaces

Proof. It is enough to consider the case when ν is positive. If g is a continuous

function, let A := {x ∈ K : g ∗ (x) = g(x)}. Since µ is a boundary R measure,
|µ|(K \ A) = 0 (see Theorem 3.58). Let h ∈ L1 (µ) be such that ν(B) = B h dµ for
any Borel set B ⊂ K. Then
Z
ν(K \ A) = h dµ = 0.
K\A

Hence ν(g) = ν(g ∗ ) for any g ∈ C(K), and thus ν is maximal by Theorem 3.58.

Theorem 3.70. The set Mbnd (H) is a norm closed subspace of M(K). Moreover, it
is a lattice considered with the order inherited from M(K).
Proof. We first show that Mbnd (H) is a norm closed subspace of M(K). To this
end, let µ1 , µ2 ∈ Mbnd (H) and g ∈ C(K) be given. Since |µ1 | + |µ2 | is carried by
the set {x ∈ K : g ∗ (x) = g(x)}, it is easy to see that |µ1 + µ2 | is carried by the set
{x ∈ K : g ∗ (x) = g(x)}. Thus µ1 + µ2 is a boundary measure by Theorem 3.58.
Analogously we show that cµ ∈ Mbnd (H) for any c ∈ R and µ ∈ Mbnd (H). If {µn }
is a sequence of boundary measures norm converging to µ ∈ M(K), we use again
Theorem 3.58 to show that µ is a boundary measure.
To verify the lattice property we use Proposition A.15. Obviously, any measure
µ ∈ Mbnd (H) can be written as a difference of positive maximal measures, and
hence

Mbnd (H) = (Mbnd (H))+ − (Mbnd (H))+ = Mmax (H) − Mmax (H).

Let µ1 , µ2 ∈ Mmax (H) be given. Since M(K) is a lattice, there exists a measure
ν ∈ M+ (K) such that ν = µ1 ∧ µ2 (with respect to the ordering of M(K)). Since
ν ≤ µ1 + µ2 , ν is absolutely continuous with respect to the maximal measure µ1 + µ2 .
By Proposition 3.69, ν ∈ Mmax (H) as well. Hence ν is a supremum of {µ1 , µ2 } in
Mbnd (H) and Mbnd (H) is a lattice.

3.7 Boundaries and the Simons lemma

Definition 3.71 (σ-convex hull). Let A be a bounded subset of a Banach space E. We
denote by
nX∞ ∞
X o
coσ (A) := cn xn : cn ≥ 0, cn = 1, xn ∈ A
n=1 n=1
the σ-convex hull of the set A.
We notice the following elementary fact.
Lemma 3.72. Let A be a bounded subset of a Banach space E. Then coσ (coσ (A)) =
coσ (A).
 3.7 Boundaries and the Simons lemma 79

Proof. It follows by a straightforward verification.

Definition 3.73 (Boundary). Let K be a set and let F be a subset of `∞ (K). We say
that a nonempty set B in K is a boundary for F if every function from F attains its
maximum at a point of B.

Lemma 3.74 (Simons inequality). Let {fn } be a bounded sequence of functions on a

set K. Let B ⊂ K be a boundary for coσ ({fn : n ∈ N}). Then

sup lim sup fn (b) ≥ inf sup f (K) : f ∈ coσ ({fn : n ∈ N}) .
b∈B n→∞

Proof. Let {fn } be a bounded sequence on K. We start theP proof by fixing ε > 0
and a sequence {ρi } of strictly positive numbers such that ∞ i=1 ρP
i = 1. We set
σk := i=k ρi and find strictly positive numbers εk , k ∈ N, such that ∞
P∞ εk
k=1 σk+1 < ε.
Let Ck := coσ ({fn : n ≥ k}), k ∈ N.
For a bounded function f on K, we write p(f ) := sup f (B) and q(f ) := sup f (K).
We inductively find functions gi ∈ Ci , i ∈ N, such that
• p(ρ1 g1 ) ≤ infh∈C1 p(ρ1 h) + ε1 ,
Pk Pk−1
i=1 ρi gi ) ≤ infh∈Ck p( i=1 ρi gi + ρk h) + εk , k ≥ 2.
• p(

We set g := ∞
P
i=1 ρi gi .

Claim. For every n ∈ N, p(g) ≥ p( nk=1 ρk gk ) + σn+1 (p(g) − ε).

P

P0
Proof of the claim. Let n ∈ N be given. Throughout the proof we interpret i=1 as
0. We pick a number k ∈ {1, . . . , n}. Since

∞ k−1
1 X X 
ρi gi − ρi gi ∈ Ck ,
σk
i=1 i=1

we get

k k−1 ∞ k−1
!
X
X 1 X X

p ρi g i ≤ p ρi gi + ρk ( ρi gi − ρi gi ) + εk
σk
i=1 i=1 i=1 i=1
k−1
ρk ρk
X

≤ p(g) + 1 − p ρi gi + εk .
σk σk
i=1

Hence
k k−1
σk+1
X
σk+1 X

p(g) 1 − ≥p ρi gi − p ρi g i − ε k . (3.4)
σk σk
i=1 i=1
80 3 Choquet theory of function spaces

We divide (3.4) by σk+1 and sum these inequalities for k = 1, . . . , n. Using p(0) = 0,
we have
n n
1
1 X
X εk
p(g) −1 ≥ p ρk gk − .
σn+1 σn+1 σk+1
k=1 k=1
By the choice of the numbers εk , we get
n
X


p(g) ≥ p ρk gk + σn+1 p(g) − ε .
k=1

This finishes the proof of the claim.

We apply the assumption for the function g, and find b ∈ B such that g(b) =
p(g) = q(g). Then, for n ∈ N, the claim yields
∞
X n
X
ρi gi (b) ≥ ρi gi (b) + σn+1 (q(g) − ε).
i=1 i=1

1 P∞
Since σn+1 ( i=n+1 ρi gi ) ∈ Cn+1 , we get
∞
1 X

q(g) − ε ≤ ρi gi (b)
σn+1
i=n+1

≤ sup{gi (b) : i ≥ n + 1} ≤ sup{fi (b) : i ≥ n + 1},

since, for every i ≥ n + 1, gi ∈ Ci , and hence gi (b) ≤ sup{fi (b) : i ≥ n + 1}.

By letting n tend to infinity, we get

q(g) − ε ≤ lim sup fn (b) ≤ p(lim sup fn ).

n→∞ n→∞

This concludes the proof.

Corollary 3.75 (Simons lemma). Let {fn } and B ⊂ K be as in Lemma 3.74. Then

sup lim sup fn (b) = sup lim sup fn (x).

b∈B n→∞ x∈K n→∞

Proof. Let {fn } be as in Lemma 3.74. We again adopt the notation p(f ) = sup f (B)
and q(f ) = sup f (K) for each f ∈ `∞ (K). Assume that p(lim supn→∞ fn ) < c <
d < q(lim supn→∞ fn ). Let x ∈ K satisfy lim supn→∞ fn (x) > d. Let n1 < n2 <
. . . be natural numbers such that fnk (x) > d, k ∈ N. Clearly, B is a boundary for
coσ {fnk : k ∈ N}. By Lemma 3.74, there exists f ∈ coσ {fnk : k ∈ N} such that

q(f ) ≤ p(lim sup fnk ) + d − c ≤ p(lim sup fn ) + d − c < d.

k→∞ n→∞

Obviously, q(f ) ≥ f (x) > d. This contradiction finishes the proof.

 3.8 The Bishop–de Leeuw theorem 81

Corollary 3.76. Let {fn } be a bounded sequence of functions in `∞ (K), g ∈ `∞ (K),

A := {fn : n ∈ N} ∪ {g} and let B ⊂ K be a boundary for span A.
(a) If {fn (b)} is convergent for each b ∈ B, then {fn (x)} is convergent for each
x ∈ K.
(b) If fn → g on B, then fn → g on K.

Proof. (a) Let {fn } and B ⊂ K be as in the statement of the corollary. Note that B is
a boundary for coσ (span A). We again write p(f ) := sup f (B) for f ∈ `∞ (K). Let
{fn (b)} be convergent for each b ∈ B, and assume that there exists x ∈ K such that
{fn (x)} is not Cauchy. By choosing a subsequence if necessary, we may assume that
there exists a strictly increasing sequence {nk } of natural numbers and c > 0, such
that
c < fn2k (x) − fn2k−1 (x), k ∈ N.
Then the functions gk := fn2k − fn2k−1 , k ∈ N, satisfy p(lim supk→∞ gk ) = 0, yet
0 < c ≤ lim supk→∞ gk (x). This contradicts Corollary 3.75 and proves (a).
(b) Let fn → g on B. Then, for each x ∈ K, Corollary 3.75 gives

lim sup(fn (x) − g(x)) ≤ p(lim sup(fn − g)) = 0.

n→∞ n→∞

If we apply Corollary 3.75 to g − fn , we get

lim inf(fn (x) − g(x)) ≥ 0.

n→∞

This concludes the proof.

3.8 The Bishop–de Leeuw theorem

Throughout this section, H will be a function space on a compact space K.

Lemma 3.77. Let {fn } be an upper bounded sequence of lower semicontinuous H-

convex functions on K such that lim supn→∞ fn ≤ 0 on ChH (K). Then we have
lim supn→∞ fn ≤ 0 on K.

Proof. Let {fn } be as in the statement of the lemma. Without loss of generality we
may assume that {fn } is a bounded sequence, sup{kfn k : n ∈ N} ≤ C (otherwise we
would consider the functions −1∨fn ). Fix x ∈ K and ε > 0. Using Proposition 3.48,
we find functions kn ∈ Kc (H) such that kn ≤ fn and kn (x) ≥ fn (x) − ε. Without
loss of generality we may assume that sup{kkn k : n ∈ N} ≤ C. By Theorem 3.16,
each function in coσ ({kn : n ∈ N}), as an H-convex continuous function, attains its
maximum on ChH (K). Since

lim sup kn ≤ lim sup fn ≤ 0 on ChH (K),

n→∞ n→∞
82 3 Choquet theory of function spaces

the Simons lemma 3.75 yields

lim sup fn (x) ≤ ε + lim sup kn (x) ≤ ε.

n→∞ n→∞

Since ε > 0 is arbitrary, the proof is finished.

Lemma 3.78. Let µ be a maximal measure on K and F ⊂ K \ ChH (K) be a compact

Gδ set. Then µ(F ) = 0.

Proof. Given a maximal measure µ ∈ M+ (K) and a compact Gδ set F ⊂ K \

ChH (K), we find a sequence {fn } of continuous functions such that 0 ≤ fn ≤ 1,
n ∈ N, and fn → cF . Then {(fn )∗ } is a bounded sequence of H-convex lower
semicontinuous functions such that lim sup(fn )∗ ≤ 0 on ChH (K). By Lemma 3.77,
lim supn→∞ (fn )∗ ≤ 0 on K. Thus Theorem 3.58(v) together with Fatou’s lemma
yields
0 ≤ µ(F ) = lim µ(fn ) = lim µ((fn )∗ )
n→∞ n→∞

≤ lim sup µ((fn )∗ ) ≤ µ(lim sup(fn )∗ ) ≤ 0.

n→∞ n→∞

This concludes the proof.

Theorem 3.79. Let µ ∈ M+ (K) be a maximal measure on K. Then

(a) µ(B) = 0 for every Baire set B disjoint from ChH (K),
(b) µ∗ (K \ L) = 0 for every Lindelöf set L ⊃ ChH (K) (here µ∗ denotes the inner
measure induced by µ, see Definition A.62),
(c) µ(K \ A) = 0 for every K-analytic set A ⊃ ChH (K).

Proof. Let µ ∈ M+ (K) be a maximal measure and B ⊂ K \ ChH (K) be a Baire

set. Then µ(B) = 0 by Lemma A.89 and Lemma 3.78. This shows (a).
Assume now that the set L ⊃ ChH (K) is Lindelöf and F ⊂ K \ L is a compact
set. For each x ∈ L we find an open Fσ set U (x) such that x ∈ Ux ⊂ K \ F . Using
the Lindelöf property we select countably many points xn ∈ L, n ∈ N, such that
L⊂ ∞
S S∞
U
n=1 xn . Since n=1 Uxn is a Baire set containing ChH (K), µ(F ) = 0, by
(a). Hence µ∗ (K \ L) = 0.
For the proof of (c), let A ⊃ ChH (K) be a K-analytic set. By Theorem A.111(d),
(g) we get that A is Lindelöf and µ-measurable. Hence µ(K \ A) = 0, by (b).

Proposition 3.80. Assume that ChH (K) is a Lindelöf set and µ ∈ M+ (K). Then the
following assertions are equivalent:


(i) µ∗ K \ ChH (K) = 0,
(ii) µ is maximal.
 3.8 The Bishop–de Leeuw theorem 83

Proof. Since (ii) =⇒ (i) is proved in Theorem 3.79, it remains to show the reverse
implication. Let µ ∈ M+ (K) be a measure satisfying µ∗ (K \ ChH (K)) = 0 and let
f ∈ Kc (H) be fixed. By Theorem 3.24, {x ∈ K : f (x) < f ∗ (x)} is disjoint from
ChH (K). Since µ({x ∈ K : f (x) < f ∗ (x)}) = 0, by assumption, Corollary 3.59
concludes the proof.

Theorem 3.81 (Bishop–de Leeuw). For any point x ∈ K, there exists a measure
µ ∈ Mx (H) such that µ(A) = 1 for every K-analytic set A ⊃ ChH (K).

Proof. Given x ∈ K, Theorem 3.65 provides a maximal measure µ ∈ Mx (H). By

Theorem 3.79(c), the proof is complete.

Example 3.82. There exist a function space H on a compact space K and a maximal
measure on K carried by a compact set disjoint from ChH (K).

Proof. Let K := [0, 1]×{−1, 0, 1} be equipped with the topology defined as follows:
points of [0, 1] × {−1, 1} are open (hence [0, 1] × {−1, 1} is discrete), and the base
of neighborhoods of (x, 0) ∈ [0, 1] × {0} are of type (U × {−1, 0, 1}) \ F , where
U ⊂ [0, 1] is a Euclidean neighborhood of x, and F is finite. If f is a continuous
function on this compact space K, we notice that, for each δ > 0, the set

{x ∈ [0, 1] : |f (x, 0) − f (x, 1)| + |f (x, 0) − f (x, −1)| > δ} (3.5)

is finite. We define a function space H as

1
H := {f ∈ C(K) : f (x, 0) = (f (x, −1) + f (x, 1)), x ∈ [0, 1]}.
2
Fix x ∈ [0, 1]. Then the function c(x,1) − c(x,−1) shows that {(x, −1), (x, 1)} is
a subset of ChH (K). Further, the function (t, j) 7→ |t − x|, (t, j) ∈ K, yields that
the only µ ∈ M(x,0) (H) with µ({(x, 0)}) = 0 equals 21 (ε(x,−1) + ε(x,1) ). Thus
ChH (K) = K \ ([0, 1] × {0}) and for each (x, 0) ∈ K, there exists a unique measure
µ ∈ M(x,0) (H) with µ({(x, 0)}) = 0.

Claim. If f ∈ Kc (H) and δ > 0, then {x ∈ [0, 1] : f ∗ (x, 0) − f (x, 0) > δ} is finite.

Proof of the claim. Let f ∈ Kc (H) and δ > 0 be given. If x ∈ [0, 1], by Lemma 3.21,
there exists a measure µ ∈ M(x,0) (H) such that f ∗ (x, 0) = µ(f ). Since f is H-
convex, µ(f ) ≤ ν(f ) ≤ f ∗ (x, 0) for any ν ∈ Mx (H) with µ ≺ ν. Hence we may
assume that µ is maximal. By Proposition 3.66, µ({(x, 0)}) = 0. As shown above,
µ = 21 (ε(x,−1) + ε(x,1) ). Thus

1
f ∗ (x, 0) = (f (x, −1) + f (x, 1)), x ∈ [0, 1].
2
By (3.5), the proof of the claim is finished.
84 3 Choquet theory of function spaces

Now let µ ∈ M+ ([0, 1] × {0}) be a continuous measure. By the claim,

µ({x ∈ [0, 1] : f ∗ (x, 0) − f (x, 0) > 0}) = 0.

Thus by Corollary 3.59, µ is maximal. On the other hand, µ is carried by the compact
set [0, 1] × {0}, which is disjoint from ChH (K).

Example 3.83. There exists a function space H on a compact space K and a measure
on K carried by any Baire set containing ChH (K) which is not maximal.

Proof. Let H be the function space from Example 3.47. Then ChH (K) = K \ {d∞ }
and εd∞ is not a maximal measure. On the other hand, if A ⊃ ChH (K) is a Baire set,
then A = K.
Indeed, any Baire set in K is Lindelöf (see Theorem A.111(i) and (d)) and hence
K \ {d∞ } is not a Baire set. Otherwise, as an open set it would be an Fσ set, which
it obviously is not.
Hence εd∞ (A) = 1 for each Baire set A containing ChH (K).

3.9 Minimum principles

In the preceding sections, we already met several minimum principles. Recall Bauer’s
convex minimum principle in 2.24 or the minimum principle for lower semicontinu-
ous H-concave functions in Theorem 3.16.

Definition 3.84 (Minimum principles). Let H be a function space on a compact space

K. We say that a function f on K satisfies the minimum principle if f ≥ 0 on K
provided f ≥ 0 on ChH (K), and f satisfies the strict minimum principle if f > 0 on
K whenever f > 0 on ChH (K).

Theorem 3.85 (Minimum principle for S usc (H)). Let f ∈ S usc (H) be an upper se-
micontinuous H-concave function. Then f satisfies the minimum principle.

Proof. Since f is upper semicontinuous, f ≥ 0 on ChH (K). Pick x ∈ K. By

the Choquet–Bishop–de Leeuw theorem 3.81, there exists a maximal measure µ in
Mx (H) carried by ChH (K). Hence
Z Z
f (x) ≥ f dµ = f dµ ≥ 0.
K ChH (K)

Theorem 3.86 (Minimum principle for Baire H-concave functions). Let f be a Baire
H-concave function. Then f satisfies the minimum principle.
 3.9 Minimum principles 85

Proof. Assume that f ≥ 0 on ChH (K) and f (x) < 0 for some x ∈ K. The set
F := {y ∈ K : f (y) ≤ f (x)}
is a nonempty Baire subset of K, disjoint from ChH (K). Let µ ∈ Mx (H) be a max-
imal measure. By the Choquet–Bishop–de Leeuw theorem 3.81, µ(F ) = 0. Hence
Z Z
f (x) ≥ µ(f ) = f dµ > f (x) dµ(y) = f (x),
K\F K\F

which is a contradiction.
Proposition 3.87 (Strict minimum principles). Let f be a lower bounded H-concave
function on K. If f is lower or upper semicontinuous, or if f is a Baire function on
K, then f satisfies the strict minimum principle.
Proof. Let f ∈ S lsc (H), f > 0 on ChH (K). By Theorem 3.16, f ≥ 0 on K. If Z :=
{x ∈ K : f (x) = 0}, then Z is a closed H-extremal set. Since Z ∩ ChH (K) = ∅, it
follows from Proposition 3.15 that Z = ∅.
Assume now that f ∈ S(H) is a Baire function. The set Z := {x ∈ K : f (x) = 0}
is a Baire set disjoint from ChH (K). If Z contains a point x, choose a maximal
measure µ ∈ Mx (H). Then
Z
0 = f (x) ≥ µ(f ) = f dµ > 0,
K\Z

a contradiction.
Finally, let f ∈ S usc (H) be upper semicontinuous, and let f (x) = 0 for some
x ∈ K. By Proposition 3.48, there exists a sequence {fn } in S c (H) such that fn ≥
fn+1 ≥ f for each n ∈ N and fn (x) → 0. If h := inf {fn : n ∈ N}, then h is a Baire
H-concave function such that h > 0 on ChH (K). By the strict minimum principle
for H-concave Baire functions which we have just proved, h > 0 on K. However,
h(x) = 0, a contradiction that finishes the proof.
Proposition 3.88 (Minimum principle for semicontinuous functions). Assume that H
is a function space on a compact space K and f , g are bounded functions on K such
that f , −g are H-convex, f ≤ g on ChH (K) and f, g are semicontinuous. Then
f ≤ g on K.
Proof. Assume, for example, that both functions are upper semicontinuous. We fix
x ∈ K and ε > 0 and find a continuous H-concave function g 0 on K such that g ≤ g 0
and g 0 (x) ≤ g(x) + ε (see Proposition 3.48). Then g 0 − f ≥ 0 on ChH (K) and thus
g 0 − f ≥ 0 on K by Theorem 3.16. Hence
f (x) ≤ g 0 (x) ≤ g(x) + ε.
Since ε is arbitrary, the proof is complete.
The remaining cases can be dealt with by a similar argument.
86 3 Choquet theory of function spaces

3.10 Orderings and dilations

Proposition 3.89. Let F1 , F2 be closed sets in K such that F2 ⊃ ChH (K) and µ ∈
M1 (F1 ), ν ∈ M1 (F2 ). Let

M := {(εx , λ) ∈ M1 (F1 ) × M1 (F2 ) : εx ≺ λ}.

Then M is closed and the following assertions are equivalent:

(i) µ ≺ ν,
(ii) there exists Λ ∈ M1 (M ) such that (µ, ν) is the barycenter of Λ.

Proof. For the proof (i) =⇒ (ii), we show that

(µ, ν) ∈ co M.

Assume that this is not the case. Then we use the Hahn–Banach theorem to find
continuous functions f1 ∈ C(F1 ), f2 ∈ C(F2 ) and c ∈ R such that

µ(f1 ) + ν(f2 ) > c > εz (f1 ) + λ(f2 ), (εz , λ) ∈ M.

The assumption µ ≺ ν yields ν(F2f2∗ ) ≤ µ(F2f2∗ ).

We fix x ∈ F1 . By Lemma 3.21,

sup{εx (f1 ) + λ(f2 ) : λ ∈ M1 (F2 ), εx ≺ λ}

= f1 (x) + sup{λ(f2 ) : λ ∈ Mx (H) ∩ M1 (F2 )} = f1 (x) + F2f2∗ (x).

Hence
µ(f1 + F2f2∗ ) ≥ µ(f1 ) + ν(F2f2∗ ) ≥ µ(f1 ) + ν(f2 )
> c ≥ sup{εz (f1 ) + λ(f2 ) : (εz , λ) ∈ M }
≥ f1 (x) + F2f2∗ (x).
Thus
µ(f1 + F2f2∗ ) > c ≥ sup (f1 (x) + Ff2∗ (x)).
x∈F1

Since µ is a probability measure, this is impossible.

Hence (µ, ν) ∈ co M , which yields the desired measure Λ ∈ M1 (M ) in view of
Proposition 2.39.
For the proof of the converse implication, let Λ ∈ M1 (M ) represent (µ, ν). Then
for each f ∈ Kc (H),
Z Z
µ(f ) = εx (f ) dΛ(εx , λ) ≤ λ(f ) dΛ(εx , λ) = ν(f ).
M M

This concludes the proof.

 3.10 Orderings and dilations 87

Proposition 3.90. Let P := M1 (K) × M1 (K) and Λ ∈ M1 (P ) satisfy r(Λ) =

(µ1 , µ2 ). Then, for any bounded universally measurable functions f1 , f2 on K, the
function
(λ1 , λ2 ) 7→ λ1 (f1 ) + λ2 (f2 ), (λ1 , λ2 ) ∈ P,
is universally measurable on P , and
Z
µ1 (f1 ) + µ2 (f2 ) = (λ1 (f1 ) + λ2 (f2 )) dΛ(λ1 , λ2 ). (3.6)
P

Proof. Let us first notice that (3.6) is clear for f1 , f2 ∈ C(K). To extend this formula
to universally measurable functions, we will first consider characteristic functions.
So, let A be the family of all universally measurable sets A ⊂ K such that (3.6) holds
for pairs of functions (cA , 0) and (0, cA ).
Step 1. We show that the family A contains all Borel subsets of K.
Clearly, K ∈ A. If G ⊂ K is open, Proposition A.50 yields

cG = sup{ϕ ∈ C(K) : 0 ≤ ϕ ≤ cG }.

By Theorem A.84,

ω(G) = sup{ω(ϕ) : ϕ ∈ C(K), 0 ≤ ϕ ≤ cG }, ω ∈ M1 (K).

Thus the functions

(λ1 , λ2 ) 7→ λ1 (G), (λ1 , λ2 ) 7→ λ2 (G), (λ1 , λ2 ) ∈ P,

are suprema of up-directed families of continuous functions. Hence we may use The-
orem A.84 again for the measure Λ to obtain validity of (3.6) for the pairs (cG , 0) and
(0, cG ). Hence A contains all open subsets of K.
Obviously K ∈ A and K \A ∈ A whenever A ∈ A. Since A is closed with respect
to the formation of unions of two pairwise disjoint elements of A, and the Lebesgue
monotone convergence theorem implies that the countable union of an increasing se-
quence of sets from A also belongs to A, we see that A is a Dynkin system. Since
A contains all open subsets of K, the Dynkin lemma A.68 yields that A contains any
Borel subset of K.
Step 2. To show that any universally measurable subset of K belongs to A, let A
be such a set.
We write

A = H ∪ N, H is an Fσ set, µ1 (N ) = µ2 (N ) = 0, H ∩ N = ∅.

Since we know that H ∈ A, to finish the argument we need to prove that the functions

(λ1 , λ2 ) 7→ λ1 (N ), (λ1 , λ2 ) 7→ λ2 (N ), (λ1 , λ2 ) ∈ P,

equal zero Λ-almost everywhere.

88 3 Choquet theory of function spaces

We find a decreasing sequence {Gn } of open subsets of K such that N ⊂ Gn and

(µ1 + µ2 )(Gn ) → 0. For a rational number q ∈ (0, 1) and n ∈ N, let

Nq := {(λ1 , λ2 ) ∈ P : λ1 (N ) ≥ q}
∪ {(λ1 , λ2 ) ∈ P : λ2 (N ) ≥ q}

and
Nqn :={(λ1 , λ2 ) ∈ P : λ1 (Gn ) ≥ q}
∪ {(λ1 , λ2 ) ∈ P : λ2 (Gn ) ≥ q}.
Since the sets Gn belong to A, for any n ∈ N and q ∈ (0, 1) ∩ Q, we get
Z Z
n 1
Λ(Nq ) = 1 dΛ(λ1 , λ2 ) ≤ (λ1 (Gn ) + λ2 (Gn )) dΛ(λ1 , λ2 )
Nqn q P
1
= (µ1 + µ2 )(Gn ).
q
Since Nq ⊂ Nqn , n ∈ N, the choice of the sets Gn yields that Nq is Λ-measurable and
Λ(Nq ) = 0.
Thus
Λ ({(λ1 , λ2 ) ∈ P : λ1 (N ) + λ2 (N ) > 0})
[
= Λ(Nq ) = 0,
q∈Q∩(0,1)

which is the desired conclusion.

Step 3. Since A contains all universally measurable subsets of K, (3.6) holds for
any pair of bounded universally measurable functions on K, by a standard approxi-
mation argument. This finishes the proof.

Definition 3.91 (µ-dilations and dilations). If µ ∈ M+ (K) is given, a mapping T =

{Tx }x∈K : K → M1 (K) is called a µ-dilation, if
• x 7→ T (f ), x ∈ K, is µ-measurable for any bounded universally measurable
x
function f on K,
•for each h ∈ H, µ({x ∈ K : h(x) 6= Tx (h)}) = 0.
If f is universally measurable, we define a function T f by

T f (x) = Tx (f ).

By the conditions above, the formula

Z
(T µ)(f ) = T f dµ, f ∈ C(K),
K

defines a measure T µ ∈ M+ (K).

 3.10 Orderings and dilations 89

A mapping T = {Tx }x∈K : K → M1 (K) is termed a dilation, if

• x 7→ T (f ), x ∈ K, is Borel for any f ∈ C(K),
x
• Tx ∈ Mx (H), x ∈ K.
Hence T is a particular example of a kernel as defined in Subsection A.3.D.
As above, we use the notation T f : x 7→ Tx (f ) if f is universally measurable. We
can extend the mapping T to a mapping from M(K) to M(K) by the formula
Z
(T ν)(f ) = T f dν, f ∈ C(K), ν ∈ M(K).
K

Before stating our nextS theorem, we will recall and introduce some notation. Re-
member that M(H) := x∈K Mx (H) (cf. Proposition 3.37) and r : M(H) → K is
the H-barycenter mapping (cf. Definition 3.39). Let P := M1 (K) × M1 (K). We
will also consider the barycenter mapping rP : M(P ) → P , here the subscript P
serves only for easier distinguishing which barycenter mapping we are just operating
with.
We denote by πi : K × K → K the i-the projection, i = 1, 2. Then they induce
mappings
(πi )] : M1 (K × K) → M1 (K), i = 1, 2.
Analogously, let pi : P → M1 (K) be the i-th projection, i = 1, 2. As above, we
obtain mappings

(pi )] : M1 (P ) → M1 (M1 (K)), i = 1, 2.

If L is a compact set and F ⊂ L is closed, we write µ ∈ M1 (F ) ⊂ M1 (L) if

µ ∈ M1 (L) is carried by F and we want to emphasize that we consider µ both as an
element of M1 (F ) and M1 (L).

Theorem 3.92. Let µ, ν be probability measures on K and

M := {(εx , λ) ∈ P : εx ≺ λ, x ∈ K}.

Then the following assertions are equivalent:

(i) µ ≺ ν,
(ii) there exists Ω ∈ M1 (M ) ⊂ M1 (P ) such that (µ, ν) = rP (Ω),
(iii) there exists λ ∈ M1 (K × K) such that
• (π1 )] λ = µ, (π2 )] λ = ν,
R R
A×K h ◦ π1 dλ = A×K h ◦ π2 dλ, whenever A ⊂ K is universally mea-
•

surable and h ∈ H,
(iv) there exists a µ-dilation such that T µ = ν,
(v) there exists Λ ∈ M1 (M(H)) such that
90 3 Choquet theory of function spaces
R
• ν(f ) = M(H) λ(f ) dΛ(λ), for any bounded universally measurable func-
tion f on K,
• r] Λ = µ,
(vi) whenever µ = ni=1 µi withP µi ∈ M+ (K), there exist measures νi ∈ M+ (K),
P
i = 1, . . . , n, such that ν = ni=1 νi and µi − νi ∈ H⊥ .
If, moreover, K is metrizable, then (i) is equivalent with the following assertion:
(iv’) there exists a dilation T such that T µ = ν.
Proof. We already know from Proposition 3.89 that (i) ⇐⇒ (ii). We will prove (i)
=⇒ (iii) =⇒ (iv) =⇒ (i), (ii) =⇒ (v) =⇒ (i), (ii) =⇒ (vi) =⇒ (i) and (ii)
=⇒ (iv’) =⇒ (i) in the case when K is metrizable.
For the proof of (i) =⇒ (iii), assume that µ ≺ ν. For any functions f, g : K → R,
we denote by f ⊗ g : K × K → R,

f ⊗ g : (x, y) 7→ f (x)g(y), (x, y) ∈ K × K.

If f is a function on K × K and x ∈ K, we write fx for the function y 7→ f (x, y),

y ∈ K. Analogously define f y , y ∈ K.
We define a subspace V ⊂ C(K × K) by

V := {f ⊗ 1 + 1 ⊗ g : f, g ∈ C(K)}

and a linear functional ρ : V → R by

ρ : f ⊗ 1 + 1 ⊗ g 7→ µ(f ) + ν(g), f, g ∈ C(K).

We define σ : C(K × K) → R by
Z ∗
σ(f ) := (fx )∗ (x) dµ(x), f ∈ C(K × K).
K
R∗
( is the upper integral, see Definition A.69). Then σ is a sublinear functional on
C(K × K) satisfying
σ(f ) ≤ 0 for f ≤ 0. (3.7)
Further, ρ ≤ σ on V . Indeed, if f, g ∈ C(K) are given, we have

(f ⊗ 1 + 1 ⊗ g)∗x (x) = f (x) + g ∗ (x), x ∈ K,

and µ(g ∗ ) ≥ ν(g ∗ ) (see Proposition 3.56 and Lemma 3.18). Thus
Z ∗
σ(f ⊗1 + 1 ⊗ g) = ((f ⊗ 1 + 1 ⊗ g)x )∗ (x) dµ(x)
K
Z
= (f (x) + g ∗ (x)) dµ(x) ≥ µ(f ) + ν(g ∗ )
K
≥ µ(f ) + ν(g) = ρ(f ⊗ 1 + 1 ⊗ g).
 3.10 Orderings and dilations 91

By the Hahn–Banach theorem, there exists a functional λ ∈ (C(K × K))∗ such that
λ = ρ on V and λ ≤ σ on C(K × K). By (3.7), λ is a Radon measure on K × K.
If k ∈ S c (H) and g ∈ C(K) positive are given, then
Z ∗
λ(g ⊗ k) ≤ σ(g ⊗ k) = ((g ⊗ k)x )∗ (x) dµ(x)
K
Z Z
= g(x)k ∗ (x) dµ(x) = g(x)k(x) dµ(x) = λ(gk ⊗ 1).
K K
This gives
λ(gh ⊗ 1) = λ(g ⊗ h), g ∈ C(K), h ∈ H. (3.8)
(If g is not positive, let c ≥ 0 be such that g + c is positive, and apply (3.8) to
(g + c) − c.)
We claim that λ ∈ M+ (K ×K) possesses all the required properties. First, λ(1) =
µ(1) = 1, and hence λ ∈ M1 (K × K). Further, for f ∈ C(K), we have
(π1 )] λ(f ) = λ(f ◦ π1 ) = λ(f ⊗ 1) = ρ(f ⊗ 1) = µ(f ),
and
(π2 )] λ(f ) = λ(f ◦ π2 ) = λ(1 ⊗ f ) = ρ(1 ⊗ f ) = ν(f ).
Finally, (3.8) and standard measure-theoretic techniques yield
Z Z
g(x)h(x) dλ(x, y) = g(x)h(y) dλ(x, y)
K×K K×K
for h ∈ H and a bounded universally measurable function g on K. By setting g = cA ,
where A ⊂ K is universally measurable, we get
Z Z
h(x) dλ(x, y) = h(y) dλ(x, y), h ∈ H.
A×K A×K

For the proof of (iii) =⇒ (iv), let λ ∈ M1 (K × K) be as in (iii). By Theo-

rem A.106, there exists a family {Tx }x∈K of Radon probability measures on K such
that Z Z Z 
f dλ = f (x, y) dTx (y) dµ(x) (3.9)
K×K K K
for every λ-integrable function f on K × K. We claim that the mapping T : x 7→ Tx ,
x ∈ K, is a µ-dilation such that T µ = ν.
To prove this, let f be a bounded universally measurable function on K. Then the
function fe := 1 ⊗ f , is λ-measurable, and so (3.9) together with the properties of λ
give
Z Z  Z
µ(T f ) = f (y) dTx (y) dµ(x) = fe(x, y) dλ(x, y)
K K K×K

= ((π2 )] λ)(f ) = ν(f ).

Hence T f is µ-measurable and T µ = ν.
92 3 Choquet theory of function spaces

To finish the proof of the implication, let h ∈ H be given. For any A ⊂ K Borel,
h := cA ⊗ h. Then e
we define e h is λ-measurable and using (iii) we obtain
Z Z Z  Z
T h dµ = eh(x, y) dTx (y) dµ(x) = h(x, y) dλ(x, y)
e
A K K K×K
Z Z
= h(y) dλ(x, y) = h(x) dλ(x, y)
A×K A×K
Z Z
= h(x) d((π1 )] λ) = h(x) dµ(x).
A A
This shows that T h = h for µ-almost all x ∈ K.
We proceed with the proof of (iv) =⇒ (i). Let T = {Tx }x∈K : K → M1 (K) be
a µ-dilation such that T µ = ν. Let f ∈ −W(H) be given; that is, f = h1 ∨ · · · ∨ hn ,
h1 , . . . , hn ∈ H. We set
A0i := {x ∈ K : f (x) = hi (x)}, i = 1, . . . , n,
(3.10)
A1 := A01 , Ai := A0i \ (A1 ∪ · · · ∪ Ai−1 ), i = 2, . . . , n.
Let N ⊂ K be a set of µ-measure zero such that T hi (x) = hi (x) for each x ∈ K \ N
and i = 1, . . . , n. Then
Z Xn Z
µ(f ) = f dµ = hi dµ
K\N i=1 Ai \N
n Z
X n Z
X
= T hi dµ ≤ T f dµ
i=1 Ai \N i=1 Ai \N
Z
≤ T f dµ = T µ(f ) = ν(f ).
K
Hence µ ≺ ν by Proposition 3.56.
For the proof of (ii) =⇒ (v), let Ω ∈ M1 (M ) ⊂ M1 (P ) satisfy rP (Ω) = (µ, ν).
We claim that the measure Λ := (p2 )] Ω satisfies our requirements.
First, we observe that p2 (M ) ⊂ M(H), so that
Λ ∈ M1 (M(H)) ⊂ M1 (M1 (K)).
Let f be a bounded universally measurable function on K. Then Proposition 3.90
yields Z Z
ν(f ) = λ(f ) dΩ(εx , λ) = λ(f ) dΛ(λ)
M M(H)
and Z Z
(r] Λ)(f ) = f (r(λ)) dΛ(λ) = f (r(λ)) dΩ(εx , λ)
M(H) M
Z
= εx (f ) dΩ(εx , λ) = µ(f ).
M
Hence r] Λ = µ.
 3.10 Orderings and dilations 93

To prove (v) =⇒ (i), let Λ ∈ M1 (M(H)) be as in (v). For each f ∈ Kc (H), we

have
Z Z
µ(f ) = r] Λ(f ) = f (r(λ)) dΛ(λ) ≤ λ(f ) dΛ(λ) = ν(f ).
M(H) M(H)

Hence µ ≺ ν.
1 1
Pn=⇒ (vi), let Ω ∈ M (M ) ⊂ M (P ) satisfy rP (Ω) = (µ, ν).
For the proof of (ii)
Suppose that µ = i=1 µi , where Radon measures µi are nontrivial. According
to the Radon–Nikodym theorem, there exist positive Borel measurable functions fi ,
i = 1,P. . . , n, such that µi (ϕ) = µ(fi ϕ) for each bounded Borel function ϕ on K.
ThenP ni=1 fi = 1 µ-almost everywhere. Without loss of generality we may assume
that ni=1 fi = 1 on K.
For each i ∈ {1, . . . , n}, we define the function gi : M → R by

gi : (εx , λ) 7→ εx (fi ), (εx , λ) ∈ M,

and the measure Ωi ∈ M1 (P ) by

gi Ω
Ωi := .
Ω(gi )

Note that, by Proposition 3.90,

Z
Ω(gi ) = gi dΩ(εx , λ) = µ(fi ) = µi (K) > 0.
M

Let (λ1i , λ2i ) ∈ P be the barycenter of Ωi , i = 1, . . . , n, and let ϕ be a bounded Borel

function on K. Then
Z Z
1 1
λi (ϕ) = εx (ϕ) dΩi (εx , λ) = εx (ϕ)gi (εx , λ) dΩ(εx , λ)
M Ω(gi ) M
Z
1 1 1
= εx (fi ϕ) dΩ(εx , λ) = µ(fi ϕ) = µi (ϕ).
Ω(gi ) M Ω(gi ) Ω(gi )

Thus
µi = Ω(gi )λ1i , i = 1, . . . , n.

We set
νi := Ω(gi )λ2i , i = 1, . . . , n.

By Proposition 3.89, λ1i ≺ λ2i , and hence

µi − νi ∈ H⊥ , i = 1, . . . , n.
94 3 Choquet theory of function spaces

Finally, for any ϕ ∈ C(K) we get (using (3.6) from Proposition 3.90)
n
X n
X Z n Z
X
νi (ϕ) = Ω(gi ) λ(ϕ) dΩi (εx , λ) = gi (εx , λ) λ(ϕ) dΩ(εx , λ)
i=1 i=1 M i=1 M

Xn Z Z n
X 
= εx (fi )λ(ϕ) dΩ(εx , λ) = εx fi λ(ϕ) dΩ(εx , λ)
i=1 M M i=1
Z
= λ(ϕ) dΩ(εx , λ) = ν(ϕ).
M

Hence ν = ni=1 νi , as required.

P
To show that (vi) =⇒ (i), let µ, ν satisfy (vi). If f = h1 ∨ · · · ∨ hn with
h1 , . . . , hn ∈ H, let the sets Ai be defined as in (3.10). We set

µi := µ|Ai , i = 1, . . . , n,

and use the assumptionP to find Radon measures νi , i = 1, . . . , n, such that µi − νi ∈

H , i = 1, . . . , n, and ni=1 νi = ν. Then
⊥

n Z
X n
X n
X n
X
µ(f ) = hi dµ = µi (hi ) = νi (hi ) ≤ νi (f ) = ν(f ).
i=1 Ai i=1 i=1 i=1

Thus µ ≺ ν, by Proposition 3.56.

We proceed by showing (ii) =⇒ (iv’). In this case, we use the Disintegration the-
orem A.107; this is the point where we use metrizability. Assume that Ω ∈ M1 (M )
and rP (Ω) = (µ, ν). We define Ψ : M → K by

Ψ(εx , λ) := x, (εx , λ) ∈ M.

Then Ψ is a continuous surjection of M onto K. We pick f ∈ C(K) and set

ϕ(λ̃, λ) := λ̃(f ), (λ̃, λ) ∈ P.

Then ϕ ∈ Ac (P ) and we have

Z Z Z
Ψ] Ω(f ) = f (Ψ(εx , λ)) dΩ(εx , λ) = εx (f ) dΩ(εx , λ) = λ̃(f ) dΩ(λ̃, λ)
M M M
Z
= ϕ(λ̃, λ) dΩ(λ̃, λ) = ϕ(µ, ν) = µ(f ).
M

This shows that µ = Ψ] Ω. According to the Disintegration theorem A.107, there

exists a mapping S = {Sx }x∈K : K → M1 (M ) ⊂ M1 (P ) such that
• the mapping x 7→ Sx (ψ), x ∈ K, is Borel for each ψ ∈ C(M ),
 3.11 Exercises 95

• spt Sx ⊂ Ψ−1 (x), x ∈ K,

R
• Ω(ψ) = K Sx (ψ) dµ(x), ψ ∈ C(M ).
We define the required mapping T = {Tx }x∈K : K → M1 (K) as

T : x 7→ p2 (rP (Sx )), x ∈ K.

Since T is a composition of S with continuous mappings, T f is Borel for each f ∈

C(K). Further, given f ∈ C(K), we set

ψ(λ̃, λ) := λ(f ), (λ̃, λ) ∈ P. (3.11)

Then ψ ∈ Ac (P ) and
Z
Sx (ψ) = ψ(λ̃, λ) dSx (λ̃, λ) = ψ(rP (Sx ))
M
= p2 (rP (Sx ))(f ) = Tx (f ), x ∈ K.

Hence
Z Z
T µ(f ) = Tx (f ) dµ(x) = Sx (ψ) dµ(x) = Ω(ψ) = ψ(rP (Ω))
K K
= ψ(µ, ν) = ν(f ).

This means T µ = ν. For each x ∈ K we have

spt Sx ⊂ Ψ−1 (x) = {εx } × Mx (H).

Since {εx } × Mx (H) is closed and convex, it follows

rP (Sx ) ∈ {εx } × Mx (H) and Tx = p2 (rP (Sx )) ∈ Mx (H).

To show that (iv’) =⇒ (i), let T = {Tx }x∈K be a dilation such that T µ = ν. Then,
for f ∈ Kc (H),
Z Z
ν(f ) = (T µ)(f ) = Tx f dµ(x) ≥ f (x) dµ(x)
K K

yields µ ≺ ν. This concludes the proof.

3.11 Exercises
Exercise 3.93 (Bauer functionals). For a measure µ ∈ M+ (K) and an upper bounded
real-valued function f on K denote

B µ (f ) := inf {µ(h) : h ∈ H, h ≥ f } .
96 3 Choquet theory of function spaces

The mapping f 7→ B µ (f ) is called a Bauer functional on `∞ (K). Of course, µ(f ) ≤

B µ (f ) and B εx (f ) = f ∗ (x) for x ∈ K.
Given µ ∈ M+ (K), we denote
n o
Mµ (H) := ν ∈ M+ (K) : ν − µ ∈ H⊥ .

Prove that Mµ (H) is a convex compact subset of M+ (K) and

B µ (f ) = sup {ν(f ) : ν ∈ Mµ (H)}

for any upper semicontinuous function f on K. The supremum is attained.

Hint. The proof is almost the same as the proof of Lemma 3.21.

Exercise 3.94. Given a measure µ ∈ M+ (K), we defined in Definition 3.17 the

functional
Qµ := inf{µ(k) : k ∈ S c (H), k ≥ f on K}.
By Lemma 3.21,

Qµ (f ) = sup ν(f ) : ν ∈ M+ (K), µ ≺ ν ,



where the supremum is attained.

Prove that, in general, B µ 6= Qµ .

Hint. Let H be the space of all affine continuous functions on the closed interval
[−1, 1]. Then S c (H) equals the set of all continuous concave functions on [−1, 1].
Show that for
1
f (x) := −|x| + 1 and µ := (ε−1 + ε1 )
2
we get
Qµ (f ) = 0 and B µ (f ) = 1.

Exercise 3.95. Let H be a function space on K and x ∈ K. Prove that Mx (H) =

Mx (Ac (H)) and ChH (K) = ChAc (H) (K).

Exercise 3.96. Prove that, for any upper bounded function f on K, the inequalities
“≥” in the families of functions in Proposition 3.25(a) may be replaced by “>”.

Hint. If F is a family of functions and f = inf{h ∈ F : h ≥ f }, then

f = inf{h + ε : h ∈ F, ε > 0}.

Now use Proposition 3.25.

 3.11 Exercises 97

Exercise 3.97. If f = g on ChH (K), then ChH (K)f ∗ = ChH (K)g ∗ .

Hint. Obviously, h ≥ f on ChH (K) if and only h ≥ g on ChH (K).

Exercise 3.98. Prove that

kFf ∗ − Fg ∗ k ≤ kf − gk`∞ (F )

for any set F ⊂ K containing ChH (K) and f, g ∈ `∞ (F ).

Hint. Pick x ∈ F . Then Ff ∗ ≤ kf k since kf k ∈ H and f ≤ kf k. Hence
F ∗
f (x) = F((f − g) + g)∗ (x) ≤ F(f − g)∗ (x) + Fg ∗ (x).

Thus
F ∗
f (x) − Fg ∗ (x) ≤ F(f − g)∗ (x) ≤ kf − gk,
and the assertion easily follows.

Exercise 3.99. Let {fα }α∈A be a down-directed net of upper semicontinuous func-
tions on K, fα & f . Prove that fα∗ & f ∗ .
Hint. It is clear that {fα∗ }α∈A is a down-directed net of functions satisfying f ∗ ≤ fα∗
for every α ∈ A. Since by Exercise 3.96

f ∗ = inf {h ∈ H : h > f } ,

it is enough to verify that for any h > f , h ∈ H, there exists α ∈ A such that fα ≤ h.
Since fα & f , we can use the upper semicontinuity of the functions {fα } and the
compactness of K to find α1 , . . . , αn ∈ A such that

fα1 ∧ · · · ∧ fαn < h.

Then fα∗ < h for every α ∈ A satisfying α ≥ αi , i = 1, . . . , n.

Exercise 3.100. Let {xα } be a net of points converging to x ∈ ChH (K). Let µα ∈
Mxα (H). Then µα → εx .
Hint. If we suppose the contrary, then there exist a measure µ 6= εx and a subnet {µβ }
so that µβ → µ. It is straightforward to verify that µ is an H-representing measure
for x. Since µ is not the Dirac measure at x, we have arrived at a contradiction with
the assumption that x ∈ ChH (K).

Exercise 3.101. Prove that a closed set F ⊂ K is H-extremal if and only if cK\F ∈
S lsc (H).
Exercise 3.102. Let X be a compact convex subset of a locally convex space and
B b (X) be the family of all bounded Borel functions on X.
98 3 Choquet theory of function spaces

(a) If f is upper semicontinuous on X, then there exists a bounded concave upper

semicontinuous function g on X such that f = g on ext X.
(b) Let f be a bounded concave upper semicontinuous functions on X. Prove that
the set {x ∈ ext X : f (x) > f∗ (x)} is meager (in the relative topology of ext X).
(c) Let g be a Borel function on X with 0 ≤ g ≤ 1 and f an upper semicontinuous
function on X such that {x ∈ ext X : f (x) − g(x) 6= 0} is meager in ext X.
Find an upper semicontinuous concave function h with 0 ≤ h ≤ 1 such that
{x ∈ ext X : g(x) − h(x) 6= 0} is meager in ext X.
(d) Let g ∈ B b (X). Prove that there exists a bounded concave upper semicontinuous
function f on X such that the set {x ∈ ext X : g(x) 6= f (x)} is meager.

Hint. For the proof of (a) use Theorem 3.24.

To verify (b), for any n ∈ N set Mn := {x ∈ ext X : f (x) − f∗ (x) ≥ 1/n}.
Each set Mn is closed, so it suffices to show that Int Mn = ∅. Suppose a contrary.
By Proposition 2.41, there exists a ∈ Ac (X), a ≤ 1/n, such that ∅ 6= {x ∈ ext X :
a(x) > 0} ⊂ Mn . Show that the compact convex set F := {x ∈ X : f (x) − f∗ (x) −
a(x) ≥ 0} contains ext X. Hence, by the Krein–Milman theorem 2.22, F = X and
f ≥ f∗ + a on X. Then f∗ ≥ f∗ + a and it follows that a ≤ 0 on X, which is an
obvious contradiction.
To verify (c), let f and g be as in (c). Then h = (0 ∨ (f ∧ 1))∗ is an upper
semicontinuous concave function with 0 ≤ h ≤ 1 that satisfies h = 0 ∨ (f ∧ 1) on
ext X. Hence {x ∈ ext X : g(x) − h(x) 6= 0} is meager in ext X.
Finally show (d). Let V be the family of all g ∈ B b (X) for which there exists
a bounded concave upper semicontinuous function f on X such that the set {x ∈
ext X : g(x) 6= f (x)} is meager in ext X. Obviously, V is closed under addition
and multiplication by positive scalars. It follows from (b) that −g ∈ V whenever
g ∈ V. If {gn } is a bounded decreasing sequence in V and fn , n ∈ N, are bounded
upper semicontinuous functions witnessing it, by (c) we can assume that all fn are
bounded by the same constants. Then the function infn∈N fn shows that limn→∞ gn is
contained in V. Hence V is closed with respect to taking monotone limits of bounded
sequences. By (a), V contains bounded upper semicontinuous functions and thus V
contains all bounded Borel functions by Proposition A.46.

Exercise 3.103. Let H be the linear span of 1, id, id3 on [−1, 1]. Prove that Kor(H)


6= C([−1, 1]). Find a continuous function on [−1, 1] which does not belong to Kor(H).

Hint. Show that ChH ([−1, 1]) = [−1, − 21 ] ∪ [ 12 , 1].

Exercise 3.104. Let H be the linear span of {1, id, ϕ} on an interval [a, b] , where ϕ
is a continuous function on [a, b]. Prove that Kor(H) = C([a, b]) if and only if ϕ is
either strictly convex or strictly concave on [a, b].
 3.11 Exercises 99

Hint. If ϕ is strictly convex and a ∈ [0, 1], then the function ϕ − h exposes a for each
affine function h supporting ϕ at a.
For the converse, set

G = {[a, b, c] ∈ [0, 1]3 : a < c < b},

Φ(a, b, c) = (b − c)ϕ(a) + (c − a)ϕ(b) − (b − a)ϕ(c).

The set G is convex, thus connected, and ϕ is continuous on G. If ϕ is neither strictly

convex, nor strictly concave, then Φ is neither strictly positive, nor strictly negative.
It follows that there exist a, b, c ∈ [0, 1] such that a < c < b and Φ(a, b, c) = 0. If we
b−c
denote λ = b−a , then λ ∈ (0, 1), c = λa + (1 − λ)b and ϕ(c) = λϕ(a) + (1 − λ)ϕ(b).
Then h(c) = λh(a)+(1−λ)h(b) for each h ∈ H and thus the measure λεa +(1−λ)εb
represents c.

Exercise 3.105 (Fejér’s theorem). Let f be a continuous 2π-periodic function on R

and let sk (f ) be the k-th partial sum of the Fourier series of f on R. Prove the
following Fejér’s theorem: If

s0 (f ) + s1 (f ) + · · · + sn−1 (f )
Tn f := ,
n
then the sequence Tn f converges uniformly to f on R.

Hint. Since the operators Tn are obviously linear and positive in view of
2
2π sin( nt

2 )
Z
1
Tn f (x) = f (x + t) dt, x ∈ [0, 2π],
2πn 0 sin( 2t )

it suffices to use the second Korovkin theorem 3.34 to show that the sequence {Tn } is
H-admissible if H equals the linear span of {1, cos, sin}.

Exercise 3.106. If  Z 1 
H := f ∈ C([0, 1]) : f (0) = f
0

and λ is Lebesgue measure on [0, 1], prove that

M(H) = co {ε0 , λ} ∪ {εx : x ∈ (0, 1]} 6= M1 ([0, 1]).

Exercise 3.107. Let X be a compact convex metrizable subset of a locally convex

space. Then there exists a continuous strictly convex function on X.

Hint. According to Proposition 2.45, we may assume that X is a norm compact con-
vex subset of `2 . Then x 7→ kxk2 , x ∈ X, is the required strictly convex function.
100 3 Choquet theory of function spaces

Exercise 3.108 (Rosenthal’s proof). In the following, supply the details of Rosenthal’s
proof of the Choquet representation theorem in the setting of metrizable compact
convex sets. More precisely, prove that given a metrizable compact convex subset
X of a locally convex space E and x ∈ X, then there exists a probability measure
µ ∈ Mx (X) such that µ is carried by extreme points of X.
Hint. Exercise 3.107 provides a strictly convex function Q on X. For n ∈ N, define
 1 1
Fn := x ∈ X : there are y, z ∈ X, 2x = y + z, (Q(y) + Q(z)) ≥ Q(x) + .
2 n
Obviously, each Fn is closed. First, prove the following assertion.
Claim. Let ρ ∈ M1 (Fn ). Then there exists a measure σ ∈ M1 (X) such that
Z Z Z Z
1
f dσ = f dρ, f ∈ E ∗ , and Q dσ ≥ Q dρ + .
X Fn X Fn n
Proof of the claim. First, the claim holds in the case when ρ = εx for some x ∈
Fn . It suffices to put σ = 21 (εy + εz ), where y, z are as in the definition of the set
Fn . The assertion then easily follows for any molecular measure. In general, use
approximation by molecular measures (cf. Proposition 2.27).

Proof of the Choquet theorem. Using the compactness of M1 (X) (cf. again Propo-
sition 2.27) show that there exists a representing measure µ ∈ Mx (X) such that
Z nZ o
Q dµ = sup Q dν : ν ∈ Mx (X) =: m.
X K

Then assume that µ(X \ ext X) > 0. Since

∞
[
X \ ext X = Fn ,
n=1

find n ∈ N so that r := µ(Fn ) > 0. By the claim, there exists a measure σ for
ρ := r1 µ|Fn . Denote
κ := rσ + µ|X\Fn
and show that κ ∈ Mx (X). Then deduce that
Z Z
r r
m≥ Q dκ ≥ Q dµ + = m + ,
X X n n
which is an obvious contradiction.

Exercise 3.109. Let H be a function space on a compact space K, g an upper semi-

continuous function on K, f ∈ S lsc (H), g ≤ f on K and ε > 0. Find a function
k ∈ S c (H) such that
g ≤ k ≤ f + ε on K.
 3.11 Exercises 101

Hint. Look at the set

F := {f − k + ε : k ∈ S c (H), k ≥ g} .

Then F is a nonempty convex set of lower semicontinuous functions on K. The proof

will be completed by showing that F contains a positive element. Let us see why this
is so. Take any nonzero positive Radon measure µ on K. By Corollary 3.25, g ∗ ≤ f
on K. Appeal to Theorem A.84 to find a function k ∈ S c (H) such that k ≥ g and
µ(k) < µ(g ∗ ) + εµ(K). Then

µ(k) < µ(g ∗ ) + εµ(K) ≤ µ(f ) + εµ(K) = µ(f + ε).

Hence µ(f − k + ε) > 0, and Lemma A.88 concludes the proof.

Exercise 3.110. If g is an upper semicontinuous function on K, f ∈ S lsc (H), and

g < f on K, then there is a function k ∈ S c (H) such that g < k < f on K.
Hint. By compactness, f − g > ε for some ε > 0. Now use Exercise 3.109.

Exercise 3.111. Prove that if f < g is replaced by f ≤ g in the hypothesis of Corol-

lary 3.49, then a function k ∈ S c (H) satisfying f ≤ k ≤ g on K need not exist.
1
Hint. For n ≥ 2, denote rn = 2n . Let K be a (metrizable) compact space on R
consisting of points
0, 1, rn , 1 − rn , 1 + rn , n ≥ 2,
and let H be the space of all continuous functions f on K satisfying
1 1
f (1 − rn ) = f (rn ) + (1 − )f (1 + rn ), n ≥ 2.
n n
Since the function f (x) = x belongs to H, the vector space H separates points of K.
Thus H is a function space on K.
Since, for any n ≥ 2, the function

1,
 x = rn ,
1
f (x) := − n−1 , x = 1 + rn ,

0 elsewhere,


exposes the points rn and 1 + rn , these points belong to the Choquet boundary
ChH (K). Also the points 0 and 1 are exposed, as the functions f (x) := x and

1,
 x ∈ [0, 21 ] ∩ K,
f (x) := 3n−12n2
, x = 1 − rn , n ≥ 2,

x − 1, x ∈ [1, 2] ∩ K,


are exposing 0 and 1, respectively.

102 3 Choquet theory of function spaces

Any measure from M1−rn (H) is carried by the set {rn , 1 − rn , 1 + rn }. Hence
the function (
1, x = 0,
f :=
0 elsewhere
is H-concave. It is clear that f is also upper semicontinuous. Let g be a lower semi-
continuous function defined as
(
1, on K ∩ [0, 12 ],
g :=
0 elsewhere.

Then it is impossible to insert a continuous H-concave function between f and g.

Indeed, if h were such a function, then h(rn ) > 0 for some rn , by the continuity of h
at the point 0. But then
1 1 1
0 = h(1 − rn ) ≥ h(rn ) + (1 − )h(1 + rn ) ≥ h(rn ) > 0.
n n n
This obvious contradiction proves the result.

Exercise 3.112. Prove that Mmax (H) is a norm closed cone in M(K).

Hint. Use Mokobodzki’s maximality test 3.58.

Exercise 3.113. Prove that the set of all probability maximal measures is a norm
closed face of M1 (K).

Hint. Use Mokobodzki’s maximality test 3.58.

Exercise 3.114. Let {fn } be a bounded sequence of continuous functions on [0, 1]

R1
such that 0 ≤ fn ≤ 1, n ∈ N, and fn → 0. Prove that 0 fn → 0 without recourse to
Lebesgue integration theory.
R1
Hint. Assume that there exists δ > 0 such that 0 fn ≥ 2δ for any n ∈ N. By
Lemma 3.74, there exist λn ≥ 0, n ∈ N, such that
∞
X ∞
X
λn = 1 and λn fn ≤ δ on [0, 1].
n=1 n=1
Pk
Let k ∈ N be such that n=1 λn > 12 . Then
Z ∞
1X Z k
1X k
X
δ≥ λn fn ≥ λn fn ≥ 2δ λn > δ.
0 n=1 0 n=1 n=1

This contradiction finishes the proof.

 3.11 Exercises 103

Exercise 3.115. Let {fn } be a bounded sequence of continuous functions on a com-

pact space K thatP pointwise converges toP0. Then, for every ε > 0, there exist λi > 0,
i = 1, . . . , n, ni=1 λi = 1, such that k ni=1 λi fi k < ε. Prove this without recourse
to Mazur’s theorem A.2.
Hint. Use the Simons lemma 3.74.

Exercise 3.116. Let {xn } be a sequence in a Banach space E that converges weakly
Then for every ε > 0 there exist λi > 0, i = 1, . . . , n, ni=1 λi = 1,
P
to x ∈ E. P
such that k ni=1 λi xi − xk < ε. Prove this without the recourse to Mazur’s lemma
(cf. W. Rudin [403], Theorem 3.13).
Hint. By the uniform boundedness principle (see Theorem 2.5 in W. Rudin [403]),
the sequence {xn } is bounded. If we view elements of E as continuous functions on
the dual unit ball BE ∗ endowed with the w∗ -topology, then the assertion follows from
Exercise 3.115.

Exercise 3.117 (Bishop–de Leeuw preordering). Let H be a function space on a com-

pact space K. Given µ, ν ∈ M+ (K), we define the Bishop–de Leeuw preordering l
by declaring that µ l ν if

µ(h2 ) ≤ ν(h2 ) and µ(h) = ν(h)

for any h ∈ H.
A measure µ ∈ M+ (K) is called l-maximal if given ν ∈ M+ (K), µ l ν, then
µ(h2 ) = ν(h2 ) for any h ∈ H.
Prove the following assertions hold.
(a) The relation l is reflexive and transitive.
(b) If µ ≺ ν, then µ l ν.
(c) For any measure µ ∈ M+ (K) there exists a l-maximal measure λ ∈ M+ (K)
such that µ l λ.
(d) Any l-maximal measure is ≺-maximal.
Hint. The verification of reflexivity and transitivity in assertion (a) is straightforward.
For the proof of (b), we just note that h2 ∈ Kc (H) for any h ∈ H, and assertion (c)
can be proved by an analogous argument to that in Theorem 3.65.
For the proof of (d), let µ be a l-maximal measure. According to Theorem 3.58,
it is enough to show that µ(f ) = µ(f ∗ ) for any f ∈ −W(H). Let ε > 0 and
f ∈ −W(H) be given; that is,

f = h1 ∨ · · · ∨ hn , h1 , . . . , hn ∈ H.

Let
H := {x ∈ K : f ∗ (x) − f (x) ≥ ε}
104 3 Choquet theory of function spaces

and, for each m ∈ N and i = 1, . . . , n,

 
1
Lm,i := x ∈ K : there exists ν ∈ Mx (H) with ν(h2i ) ≥ + h2i (x) .
m
Then each Lm,i is a closed set and
∞ [
[ n
H⊂ Lm,i .
m=1 i=1

Indeed, let x ∈ H be given. Suppose that x is not contained in ∞

S Sn
m=1 i=1 Lm,i .
By the Key lemma 3.21, there exists a measure λx ∈ Mx (H) such that λx (f ) =
f ∗ (x). Since x ∈ K \ Lm,i , we get, for each i = 1, . . . , n,
Z 2 Z 2
2 2
λx (hi ) ≤ hi (x) = hi (t) dλx (t) ≤ |hi (t)| dλx (t) ≤ λx (h2i ).
K K
Hence hi = hi (x) λx -almost everywhere. Thus the set
n
\
A := {y ∈ K : hi (y) = hi (x)}
i=1
has λx -measure 1. We define the sets Ai , i = 1, . . . , n, as in (3.10). Then
Z X n Z
∗
f (x) = λx (f ) = f (t) dλx (t) ≤ hi (t) dλx (t)
A i=1 A∩Ai
Z
≤ f (x) dλx (t) = f (x).
A
This contradicts our assumption that f ∗ (x) − f (x) ≥ ε. Thus x ∈ ∞
S Sn
m=1 i=1 Lm,i .
To conclude the proof, it is enough to show that µ(Lm,i ) = 0 for every m ∈ N and
i = 1, . . . , n. Suppose that this is not the case for some m ∈ N and some i = 1, . . . , n.
For the measure σ := µ|Lm,i find a net of molecular measures {σα }α∈A carried by
Lm,i , converging to σ and satisfying σα (1) = σ(1). According to the definition of
Lm,i , there exist Radon measures {κα }α∈A such that
σ(K)
σα l κα and κα (h2i ) ≥ + σα (h2i ).
m
Without loss of generality we may assume that κα → κ. Then σ l κ and κ(h2i ) ≥
σ(K) 2
m + σ(hi ). Hence we get µ l (µ − σ) + κ and µ 6= (µ − σ) + κ, which is a
contradiction with the l-maximality of µ.
Thus µ(H) = 0. Since ε > 0 is arbitrary, we get
∞  !
∗
[
∗ 1
µ ({x ∈ K : f (x) − f (x) > 0}) = µ x ∈ K : f (x) − f (x) ≥ = 0.
n
n=1

Hence µ(f ) = µ(f ∗ ) and µ is ≺-maximal. This concludes the proof.

 3.12 Notes and comments 105

Exercise 3.118. Prove that the preordering l need not be antisymmetric.

Hint. Let H be the space of all affine functions on K := [0, 1]. Choose a nonzero
measure µ ∈ M([0, 1]) satisfying µ(h) = 0 for any h ∈ {1, id, id2 } and decompose
µ into its positive and negative part µ+ and µ− . Then µ+ l µ− and µ− l µ+ but
µ+ 6= µ− . Thus l need not be antisymmetric.

Exercise 3.119. A ≺-maximal measure µ need not be l-maximal.

Hint. Let X ⊂ R2 be defined by
 
1 1 1 1
X := (0, 0), (0, 1), (1, 0), (1, 1), ( , −δ), ( , 1 + δ), (1 + δ, ), (−δ, ) ,
2 2 2 2
where 0 < δ < 81 . Set K := co X = co X and let H consist of all affine functions on
K. Then ext K = ChH (K) = X. Set
1

µ := ε(0,0) + ε(1,0) + ε(1,1) + ε(0,1)
4
and
1 
ν := ε( 1 ,−δ) + ε(1+δ, 1 ) + ε( 1 ,1+δ) + ε(−δ, 1 ) .
4 2 2 2 2

Then r(µ) = r(ν), ν is ≺-maximal, νlµ, but there exists h ∈ H with ν(h2 ) < µ(h2 ).
Obviously, ν is ≺-maximal because ν is carried by extreme points of K. The
verification of ν l µ can be done by a straightforward computation. Finally, if we
define
h(x, y) := x + y, (x, y) ∈ K,
3
then ν(h2 ) < 2 = µ(h2 ).

3.12 Notes and comments

Section 3.2 on Korovkin theorems follows the paper [42] by H. Bauer.
Theorem 3.24 comes from H. Bauer’s paper [38]. The “convex case” appeared in
M. Hervé [223]. As stated in [5], p. 43, the assertion is already implicitly contained
in Kadison’s memoir [256]. Further, Bauer’s theorem 3.27 is in [38] (Korollar 1,
p. 106). As concerns the metrizability of compact spaces (cf. Remark 3.44(b)), we do
not know whether the following conjecture is true.
Problem 3.120. Let K be a compact space. Are the following assertions equivalent?
(i) K is metrizable,
(ii) for any function space H on K there exists a continuous strictly H-convex func-
tion on K,
(iii) for any function space H on K, the Choquet boundary ChH (K) is a Gδ set.
106 3 Choquet theory of function spaces

In [109], G. Choquet discloses the following three sources of motivation for his in-
vestigation on integral representation in compact convex sets: study of certain capaci-
ties (alternating set functions of infinite order), R.S. Martin’s representation of positive
harmonic functions in a Euclidean domain and R. Godement’s result on positive op-
erators on Hilbert spaces. G. Choquet completed his proof on integral representation
Theorem 3.45 (the metrizable case) in July 1956. The result, examples and an applica-
tion to a new proof of the ergodic theorem were presented in G. Choquet [111]. New
proofs appeared soon afterwards (M. Hervé [223], L. H. Loomis [311], F. F. Bonsall
[75]). Theorem 3.42 was proved for the convex case by M. Hervé in [223].
The characterization of maximal measures contained in Theorem 3.58 is due to
G. Mokobodzki [347].
The Simons inequality in 3.74 and the Simons lemma in 3.75 go back to S. Simons’
paper [417]. Proof of Lemma 3.74 follows the lines of a proof given by M. Ruiz Galán
and S. Simons [404]. We use the Simons lemma 3.75 for the proof of Lemma 3.77.
Another proof of this lemma can be found in E. M. Alfsen [5], Proposition 1.4.10. (see
also Exercise 4.45). For generalizations and applications of the Simons inequality, as
well as for its simplified proofs, we refer the reader to E. Oja [367], K. Kiviso and
E. Oja [270], G. Godefroy [199] and R. Deville and C. Finet [143]. For a related
lemma by V. Pták we refer the reader to [380].
The approach proposed by E. Bishop and K. de Leeuw in [58] turned out to be
particularly important. It relies on introducing partial ordering comparing measures
by means of squares of continuous affine functions. Maximal measures, which in the
metrizable case are carried by the set of extreme points, then play a role of desired
representing measures. Using a different ordering on measures induced by all con-
tinuous convex functions, G. Choquet obtained a similar representation theorem for
nonmetrizable case in [105]. Example 3.82 is due to E. Bishop and K. de Leeuw [58].
Example 3.83 is a variant of an example due to G. Mokobodzki (see [374], Chapter 10,
Example).
The characterization given in (vi) of Theorem 3.92 was taken as the definition of the
strong ordering of measures by L. H. Loomis in [311]. The equivalence of his strong
ordering with the Choquet ordering was later established in P. Cartier, J. M. G. Fell and
P. -A. Meyer [97]. Theorem 3.92 follows their result and Theorem 1.3.6 in G. Winkler
[473] dealing with noncompact case. Conditions of Theorem 3.92 and the proof of
their equivalence follows R. D. Bourgin [82], Chapter 6, G. A. Edgar [152], [153],
J. L. Doob [144], J. Hoffmann-Jørgensen [227], H. v. Weizsäcker [462] and the paper
H. v. Weizsäcker and G. Winkler [464].
Exercise 3.102 is taken from J. D. Maitland Wright [476]. For details of Rosen-
thal’s proof of the Choquet representation theorem indicated in Exercise 3.108, see
the paper H. P. Rosenthal [397]. Exercises 3.114 and 3.115 use techniques from
S. Simons [418], Exercise 3.117 is taken from E. Bishop and K. de Leeuw [58] and
Exercise 3.119 is taken from the paper [311] by L. H. Loomis.
Chapter 4
Affine functions on compact convex sets

The preceding chapter deals with abstract function spaces on compact spaces. Here
we focus on a particular example of a function space, namely, on the space Ac (X)
of continuous affine functions on a compact convex set X, and show how classical
concepts from convex analysis fit into the general framework of function spaces. We
first establish an easy, but important, Lemma 4.3 on approximation of probability
measures on X by molecular measures with the same barycenter. Next we introduce
a notion of strongly affine functions, that is, the functions satisfying the barycentric
formula. Corollary 4.8 then identifies semicontinuous convex and affine functions
on X with semicontinuous H-convex and H-affine functions. As a consequence, we
obtain classical results on approximation of semicontinuous convex functions (see
Propositions 4.9, 4.10 and 4.12).
Next Section 4.2 characterizes strongly affine functions. The main result contained
in Theorem 4.19 shows that strongly affine functions can be characterized by means
of the Haydon condition and a Lusin type property. A list of conditions characteriz-
ing strongly affine functions is further enriched by Theorem 4.34. As a corollary of
Theorem 4.19 we get Choquet’s barycentric theorem 4.22 and Mokobodzki’s approx-
imation theorem 4.24.
Section 4.3 introduces the state space S(H) of a function space H. This provides an
efficient link between the theory of function spaces and the theory of compact convex
sets. In a series of propositions we describe basic facts that will enable us later on to
transfer properties of function spaces to the framework of compact convex sets and
vice versa. First glimpses of this kind of reasoning can be observed in a reformulation
of Goldstine’s lemma 4.33 and in Theorem 4.35.
As an application of Mokobodzki’s approximation theorem, we prove in Section 4.4
that affine Baire-one functions on the dual unit ball of a Banach space E are pointwise
limits of a sequence of elements from E. This also shows that w∗ -sequential closure
of E in its bidual is norm closed.

4.1 Affine functions and the barycentric formula

In this section we will be working in a compact convex subset X of a locally convex

space E.
108 4 Affine functions on compact convex sets

Definition 4.1 (Affine, concave and convex functions). A real-valued function f is

said to be affine on X if

f (λx + (1 − λ)y) = λf (x) + (1 − λ)f (y)

for each x, y ∈ X and for each λ ∈ (0, 1). We denote by A(X) the set of all affine
functions on X, by Ab (X) the space of all bounded affine functions on X, and by
Ac (X) the set of all continuous functions from A(X). It is obvious that Ac (X) is a
function space.
We also recall that the Choquet boundary of Ac (X) coincides with the set ext X of
all extreme points of X.
More generally, a function f is called concave if f is upper or lower finite and

f (λx + (1 − λ)y) ≥ λf (x) + (1 − λ)f (y) whenever x, y ∈ X, λ ∈ (0, 1).

The collection of all concave functions on X will be denoted by S(X). Further, let
Sc (X), Susc (X) and Slsc (X) denote the families of all continuous, upper semicon-
tinuous and lower semicontinuous concave functions on X, respectively.
A function f is convex if −f is concave. We write K(X) for the family of all
convex functions on X. The notation Kc (X), Kusc (X) and Klsc (X) should be clear.
Recall that we abbreviated Mx (Ac (X)) to Mx (X) and notice that µ ∈ Mx (X)
means exactly that x is a barycenter of µ; for short, r(µ) = x.
Analogously we write Mmax (X) and Mbnd (X) instead of Mmax (Ac (X)) and
Mbnd (Ac (X)).

Proposition 4.2. A continuous function f on X is affine if and only if f is Ac (X)-

affine. For short, Ac (X) = Ac (Ac (X)).

Proof. Obviously, Ac (X) ⊂ Ac (Ac (X)). If f is a continuous Ac (X)-affine function

and x, y ∈ X, λ ∈ (0, 1), then

λεx + (1 − λ)εy ∈ Mλx+(1−λ)y (X),

so that f (λx + (1 − λ)y) = λf (x) + (1 − λ)f (y).

By Corollary 2.28, Radon measures on compact spaces can be approximated by

molecular measures. Proposition 4.3 says that in the convex case a Radon measure µ
representing a point x can be approximated by molecular measures having the same
barycenter x.

Proposition 4.3. Let x ∈ X and µ ∈ Mx (X). Then there exists a net {µα } of
molecular measures in Mx (X) such that µα → µ.
 4.1 Affine functions and the barycentric formula 109

Proof. Let a neighborhood of µ be determined by ε > 0 and f1 , . . . , fn ∈ C(X), that

is, it consists of all Radon measures ν for which

|µ(fi ) − ν(fi )| ≤ ε, i = 1, . . . , n.

By the continuity of the functions fi , there exists a closed convex neighborhood W of

0 in E such that
|fi (y) − fi (y 0 )| ≤ ε, (4.1)
whenever i = 1, . . . , n, y, y 0 ∈ X and y − y 0 ∈ W .
By compactness, there exist points x01 , . . . , x0m ∈ X such that
m
[
X⊂ (x0j + W ).
j=1

Denote W0 := ∅, Wj := x0j + W for j = 1, . . . , m and set

Aj := X ∩ (Wj \ (W1 ∪ · · · ∪ Wj−1 )), j = 1, . . . , m.

Let J be the set of indices for which µ(Aj ) 6= 0. Let λj := µ(Aj ) for j = 1, . . . , m
and
µj := λ−1
j µ|Aj , j ∈ J.

P µj are probability Radon measures, spt µj ⊂ Wj ∩ X for j ∈ J and

Clearly,
µ = j∈J λj µj . Let xj be the barycenter of the measure µj , and observe that xj ∈
X ∩ Wj , since µj is carried by the compact convex set X ∩ Wj for every j ∈ J.
If j ∈ J and z ∈ Wj ∩ X, then

z − xj = (z − x0j ) + (x0j − xj ),

and so by (4.1)
|fi (z) − fi (xj )| ≤ 2ε, i = 1, . . . , n.
Since µj is a probability measure carried by X ∩ Wj , we obtain

|µj (fi ) − fi (xj )| ≤ ε, i = 1, . . . , n, j ∈ J. (4.2)

P
If ν := j∈J λj εxj , then ν is a molecular probability measure with the same barycen-
ter as µ. By (4.2),
X Z  X
|µ(fi ) − ν(fi )| = fi dµ − λj fi (xj ) ≤ λj |µj (fi ) − fi (xj )|
j∈J Aj j∈J

≤ 2ε, i = 1, . . . , n.

This completes the proof.

110 4 Affine functions on compact convex sets

Definition 4.4 (Barycentric formula). A function f : X → R satisfies the barycentric

formula if f is universally measurable and, given x ∈ X and µ ∈ Mx (X), µ(f )
exists and f (x) = µ(f ). Sometimes we label functions satisfying the barycentric
formula as strongly affine functions.
We denote by Abar (X) the space of all functions satisfying the barycentric formula.
Lemma 4.5 yields that any strongly affine function is bounded. Thus, a universally
measurable function f satisfies the barycentric formula if and only if f is Ac (X)-
affine.
Lemma 4.5. Any strongly affine function on X is bounded.
Proof. Let f be a strongly affine function on X. Assume that f is not bounded from
above. Then we can find points xn ∈ X such that f (xn ) ≥ 22n forP
any n ∈ N. Then
the measure µ := n=1 21n εxn belongs to Mr(µ) (X), and µ(f ) = ∞
P∞ 1
n=1 2n f (xn ) =
∞. This contradicts the requirement that µ(f ) = f (r(µ)).

Definition 4.6 (Superbarycentric formula). We say that a universally measurable func-

tion f on X satisfies the superbarycentric formula if µ(f ) exists for every µ ∈
Mx (X), x ∈ X, and f (x) ≥ µ(f ). As above, a function satisfies the superbarycen-
tric formula if and only if it is Ac (X)-concave.
A universally measurable function f on X satisfies the subbarycentric formula if
−f satisfies the superbarycentric formula.
Proposition 4.7. Let f be a semicontinuous concave function on X. Then f satisfies
the superbarycentric formula.
Proof. Let x ∈ X and µ ∈ Mx (X). Assume first that f is lower semicontinuous and
pick c < µ(f ). Let g ∈ C(X) be such that g ≤ f and c < µ(g). By Proposition 4.3,
there exists a molecular measure µ0 ∈ Mx (X) such that µ0 (g) > c. Then
c < µ0 (g) ≤ µ0 (f ) ≤ f (x).
Since c is arbitrary, µ(f ) ≤ f (x).
Assume now that f is a real-valued upper semicontinuous function. Again choose
ε > 0. There exists a function h ∈ Ac (X) such that h ≥ f and h(x) < f (x) + ε.
Indeed, the closed convex set
F := {(t, y) ∈ X × R : y ≤ f (t)}
can be separated by the Hahn–Banach theorem from the point (x, f (x) + ε). Then
µ(f ) ≤ µ(h) = h(x) < f (x) + ε,
and the conclusion follows.
An upper semicontinuous function f may attain the infinite value −∞, and then
the reasoning above is not correct; namely, the set F need not be well defined. Thus
we must use a more subtle argument. We will prove the following claim.
 4.1 Affine functions and the barycentric formula 111

Claim. Let x ∈ X and c > f (x) be given. Then there exists n ∈ N such that

c > sup {t ∈ R : (x, t) ∈ co (Fn ∪ Hn )} ,

where

Fn := {(y, t) ∈ X × R : −n ≤ t ≤ f (y)} and Hn := X × {−n}.

Proof of the claim. Note that both sets Fn and Hn are compact convex sets in E × R,
and hence

co (Fn ∪ Hn ) = λu + (1 − λ)v : u ∈ Fn , v ∈ Hn , λ ∈ [0, 1] .

Suppose that the claim does not hold. Then, for any n ∈ N, there exists tn ∈ R such
that c ≤ tn and (x, tn ) ∈ co (Fn ∪ Hn ) . Hence there exist yn , zn ∈ X, λn ∈ [0, 1],
sn ∈ R, satisfying

(x, tn ) = (λn yn + (1 − λn )zn , λn sn + (1 − λn )(−n)) and (yn , sn ) ∈ Fn .

Using compactness we find subnets {yni }, {zni } and {λni } of {yn }, {zn } and {λn },
respectively, and points y, z ∈ X and λ ∈ [0, 1] such that yni → y, zni → z and
λni → λ. Then x = λy + (1 − λ)z and, for each index i,

f (x) < c ≤ tni = λni sni + (1 − λni )(−ni ) ≤ λni f (yni ) + (1 − λni )(−ni ). (4.3)

If λ = 1, we get from (4.3) f (x) < c ≤ f (x). It does not matter whether f (x) is
finite or infinite; in both cases we obtain a contradiction.
If λ < 1, we get c ≤ −∞, which again is a contradiction with the choice of c. The
proof of the claim is thus completed.

Now, the proof of the proposition can be finished as in the case of a real-valued
upper semicontinuous functions. Let x ∈ X, µ ∈ Mx (X) and c > f (x) be given.
Find an integer n ∈ N with the property guaranteed by the claim. Then the point (x, c)
can be separated from the set co (Fn ∪ Hn ); in other words, there exists a continuous
affine function h on X such that f ≤ h and h(x) < c. Then µ(f ) ≤ µ(h) = h(x) < c,
and the proof is finished.

Proposition 4.7 asserts that a continuous (or semicontinuous) concave function f

on X is Ac (X)-concave, since f satisfies the superbarycentric formula if and only
if f ∈ S(Ac (X)). Similarly, as in Proposition 4.2, we can show that any Ac (X)-
concave function is concave.
Moreover we get that any semicontinuous affine function f on X is Ac (X)-affine,
because both f and −f are Ac (X)-concave. We bring together these observations in
the following corollary.
112 4 Affine functions on compact convex sets

Corollary 4.8. Let X be a compact convex set. Then

Slsc (X) = S lsc (Ac (X)), Susc (X) = S usc (Ac (X)),
Ausc (X) = Ausc (Ac (X)), Alsc (X) = Alsc (Ac (X)),
and Sc (X) = S c (Ac (X)).

Corollary 4.8 allows us to apply the general approximation results of Propositions

3.48 and 3.54 to get the following assertions.

Proposition 4.9. Let f be an upper semicontinuous concave function on X. If

K := {g ∈ Sc (X) : g ≥ f on X} and L := {g ∈ Sc (X) : g > f on X} ,

then K and L are down-directed families and f = inf K = inf L.

Proposition 4.10. Let f be a lower semicontinuous concave function on K. If

S := {g ∈ Sc (X) : g < f on X} and T := {g ∈ Sc (X) : g ≤ f on X} ,

then S and T are up-directed families and f = sup S = sup T.

Lemma 4.11. Let f , −g be upper semicontinuous functions on X with f < g. Then

there exists a function h ∈ (E ∗ +R)|X such that f < h < g if and only if µ(f ) < ν(g)
for any µ, ν ∈ M1 (X) satisfying r(µ) = r(ν).

Proof. The necessity of the condition is obvious. Concerning the sufficiency, let f, −g
be upper semicontinuous functions on X such that µ(f ) < ν(g) for any µ, ν ∈
M1 (X) satisfying r(µ) = r(ν). We claim that f ∗ < g∗ . Indeed, pick x ∈ X.
By Lemma 3.21, there exist measures µ, ν ∈ Mx (X) such that

f ∗ (x) = µ(f ) and g∗ (x) = ν(f ).

By the assumption, f ∗ (x) < g∗ (x).

By Lemma 3.18(a), f ∗ , −g∗ are upper semicontinuous Ac (X)-concave functions.
Using Corollary 3.49, there exist continuous Ac (X)-concave functions f1 , −g1 such
that
f ∗ < f1 < g1 < g∗ .
Let m, M ∈ R be numbers satisfying m ≤ f1 < g1 ≤ M on X. Consider the
following compact convex sets in E × R:

J1 := {(x, t) ∈ E × R : m ≤ t ≤ f1 (x)}

and
J2 := {(x, t) ∈ E × R : g1 (x) ≤ t ≤ M }.
 4.2 Barycentric theorem and strongly affine functions 113

Since J1 , J2 is a pair of disjoint sets, there exist a functional F ∈ (E × R)∗ and λ ∈ R

such that
sup F (J1 ) < λ < inf F (J2 ).
As in the proof of Lemma 2.34, there exist ϕ ∈ E ∗ and β ∈ R so that F (x, t) =
ϕ(x) + βt for any x ∈ E and t ∈ R. Then
1
h : x 7→ (λ − ϕ(x)), x ∈ X,
β
fulfils f < h < g, as needed.

Proposition 4.12. Let f be a lower semicontinuous affine function on X and

A := {g ∈ Ac (X) : g < f on X} .

Then A is up-directed and f = sup A.

Proof. Let h be a continuous function on X, h < f , and let µ, ν ∈ M1 (X) with
r(µ) = r(ν) be given. Then

µ(h) < µ(f ) = f (r(µ)) = f (r(ν)) = ν(f ),

because f is Ac (X)-affine, by Corollary 4.8. An appeal to Lemma 4.11 provides a

continuous affine function g with h < g < f . Since f = sup{h ∈ C(X) : h < f },
we get that f = sup A.
It remains to prove that A is up-directed. If g1 , g2 ∈ A are given, according to
the previous considerations, there exists g ∈ A such that g1 ∨ g2 < g < f . This
observation concludes the proof.

4.2 Barycentric theorem and strongly affine functions

If f : X → R is a function and V ⊂ X, we recall that

oscV f (x) := inf{diam f (U ∩ V ) : U is a neighborhood of x}, x ∈ V,

is the oscillation of f on V at x (see Definition A.119).

Definition 4.13 (The Haydon condition). Let f be a bounded affine function on a
compact convex set X. We say that f satisfies the Haydon condition if for any Radon
measure µ on X and for any pair of real numbers a < b, there exists a compact
convex set L such that µ(L) > 0 and L is contained either in {x ∈ X : f (x) < b} or
in {x ∈ X : f (x) > a}.
Later on, we will see that the Haydon condition is strongly related to the following
notion.
114 4 Affine functions on compact convex sets

Definition 4.14 (Convex inner measure). For a Radon measure µ on X, let the convex
inner measure µ for A ⊂ X be defined as

µ(A) := sup {µ(L) : L ⊂ A, L is compact convex} .

We note that the convex inner measure µ need not be a measure at all.

Lemma 4.15. Let µ ∈ M1 (X) and {An } be a decreasing sequence of convex subsets
of X. Then
\∞ 
µ An = lim µ(An ).
n→∞
n=1

Proof. Since µ(A) ≤ µ(B) whenever A ⊂ B, we obtain that limn→∞ µ(An ) exists
and
∞
\
µ( An ) ≤ lim µ(An ).
n→∞
n=1

For the converse, fix ε > 0. By induction, we will construct a decreasing sequence of
compact convex sets Kn ⊂ An such that

µ(Kn ) > µ(An ) − ε, n ∈ N.

First find a compact convex set K1 ⊂ A1 such that µ(K1 ) > µ(A1 ) − 2ε . If the sets
K1 , . . . , Kn−1 satisfying the required condition have been constructed, select a real
number δ such that 0 < δ < ε and

µ(Kn−1 ) > µ(An−1 ) − ε + δ.

There exists a compact convex set L ⊂ An such that µ(L) > µ(An ) − δ. If we set
Kn := L ∩ Kn−1 , we obtain the desired compact convex set. Indeed, since

µ(L \ Kn−1 ) = µ(L ∪ Kn−1 ) − µ(Kn−1 ) ≤ µ(co(L ∪ Kn−1 )) − µ(Kn−1 )

≤ µ(An−1 ) − µ(Kn−1 ) < ε − δ,

we get

µ(Kn ) = µ(Kn−1 ∩ L) = µ(L) − µ(L \ Kn−1 ) > µ(An ) − δ − (ε − δ) = µ(An ) − ε.

T∞ T∞
Since n=1 Kn is a compact convex set contained in n=1 An , we obtain
∞
\ ∞
\
µ( An ) ≥ µ( Kn ) = lim µ(Kn ) ≥ lim µ(An ) − ε.
n→∞ n→∞
n=1 n=1

Since ε > 0 is arbitrary, the proof is complete.

 4.2 Barycentric theorem and strongly affine functions 115

Lemma 4.16. Assume that a bounded affine function f on X satisfies the Haydon
condition. Then for any µ ∈ M1 (X) and any b ∈ R,

µ ({x ∈ X : f (x) ≥ b}) + µ ({x ∈ X : f (x) < b}) = 1. (4.4)

Proof. Let µ be a Radon probability measure on X. We will prove that for any pair
of real numbers a < b, the inequality

µ(A) + µ(B) ≥ 1

holds, where A := {x ∈ X : f (x) > a}, B := {x ∈ X : f (x) < b}. If this is

not true, we find compact convex sets Ln , Kn , n ∈ N, such that Ln ⊂ A, Kn ⊂ B,
µ(Ln ) → µ(A) and µ(Kn ) → µ(B). Due to the assumption,

λ := µ|X\S∞
n=1 (Ln ∪Kn )

is a nonzero Radon measure. Hence we may apply the Haydon condition in order to
obtain a compact convex set L such that λ(L) > 0 and such that L is contained either
in A or in B. Suppose that L ⊂ A. Since A is convex, co(L ∪ Ln ) is contained in A
for any n ∈ N. Thus we obtain

µ(A) ≥ µ (co(L ∪ Ln )) ≥ µ(L ∪ Ln ) = µ(Ln ) + µ(L \ Ln )

 [∞ 
≥ µ(Ln ) + µ L \ (Ln ∪ Kn ) = µ(Ln ) + λ(L).
n=1

Letting n → ∞, we get a contradiction.

In order to obtain the desired equality, it is enough to realize that
∞  
\ 1
{x ∈ X : f (x) ≥ b} = x ∈ X : f (x) > b − .
n
n=1

Thus using the monotonicity of a convex inner measure (Lemma 4.15), we obtain

µ ({x ∈ X : f (x) ≥ b}) + µ ({x ∈ X : f (x) < b}) ≥ 1.

Since the converse inequality is obvious, the proof is finished.

Definition 4.17 (Saturated sets). Let f be a real-valued function on a compact convex

set X. A subset F of X is saturated with respect to f if for any Radon measure µ on
X and any ε > 0, there exists a sequence {Kn } of compact convex sets in X such
that
 ∞
[ 
diam f (Kn ) ≤ ε for each n ∈ N and µ F \ Kn = 0.
n=1
116 4 Affine functions on compact convex sets

Lemma 4.18. Let f be a function on a compact convex set X such that X is saturated
with respect to f . Then f is universally measurable.

Proof. Let µ ∈ M1 (X) be given. We fix a sequence {εk } of strictly positive numbers
converging to 0. For each k ∈ N, we find a sequence {Knk }∞ of compact convex
n=1 S
sets in X such that diam f (Kn ) ≤ εk for each n ∈ N and µ(X \ ∞
k k
n=1 µ(Kn )) = 0.
Sn−1 k
We set An := Kn \ i=1 Ki , n ∈ N, and pick numbers an ∈ f (An ) if the set Akn is
k k k k

nonempty. We define
(
akn , if x ∈ Akn , n ∈ N,
fk (x) :=
if x ∈ X \ ∞ k
S
0, n=1 An .

Then the functions fk are µ-measurable and fk → f uniformly µ-almost everywhere

on X. Hence f is universally measurable.

Theorem 4.19. Let f be a bounded affine function on X. Then the following condi-
tions are equivalent:
(i) f satisfies the barycentric formula,
(ii) for any µ ∈ M+ (X) and any ε > 0, there exists a compact convex set L ⊂ X
such that µ(L) > µ(X) − ε and f |L is continuous,
(iii) f satisfies the Haydon condition,
(iv) X is saturated with respect to f.

Proof. (i) =⇒ (ii): Suppose that f satisfies the barycentric formula and µ is a
Radon measure on X. Clearly we may assume that µ is a probability measure. For
given ε > 0, we use Lusin’s theorem A.76 to find a compact set F ⊂ X such that
f |F is continuous and µ(F ) ≥ 1 − ε. If we define L := coF, we obtain the required
compact convex set.
Indeed, we want to prove that f |L is continuous. Let x be a point in L and {xα }α∈A
be a net of points of L converging to x. By the Milman theorem 2.43, ext L is a
subset of F. The Integral representation theorem 2.31 ensures the existence of a net of
probability measures {µα }α∈A carried by ext L with barycenters xα . Without loss of
generality, we may assume that {µα }α∈A converges to a probability measure ν. Since
the net {xα }α∈A converges to x, the measure ν represents x. Since f is continuous
on ext L and µα and ν are carried by ext L, we get µα (f ) → ν(f ). Now we apply the
assumption to obtain

f (xα ) = µα (f ) → ν(f ) = f (x),

which completes the proof.

For the proof of the implication (ii) =⇒ (iii), let a nonzero measure µ ∈ M+ (X)
and a < b be given. Using (ii), there exists a compact convex set L such that f |L is
 4.2 Barycentric theorem and strongly affine functions 117

continuous and µ(L) > 0. We select a point x ∈ spt µ|L . Without loss of generality
we may assume that f (x) < b. By the continuity of f |L we can find a closed convex
neighborhood V of x such that f < b on V ∩L. Then V ∩L satisfies our requirements.
For the proof of the implication (iii) =⇒ (iv) we will use Lemma 4.16. Let
a Radon probability measure µ on X and ε > 0 be given. Fix δ > 0. Since f is
bounded, we may suppose that 0 ≤ f < 1. Choose N ∈ N such that N1 < ε and define
Fn := {x ∈ X : n−1 n
4.16, N
P
N ≤ f < N }, n = 1, . . . , N . By Lemma P n=1 µ(Fn ) = 1.
N
Hence there exist compact convex sets Kn ⊂ Fn such that n=1 µ(Kn ) > 1 − δ.
Then
1
diam f (Kn ) ≤ diam f (Fn ) ≤ < ε.
N
If we put together all compact convex sets obtained by choosing δl = 1l , l ∈ N, we
get the required sequence.
It remains to prove (iv) =⇒ (i). Let a Radon probability measure µ on X with the
barycenter x and ε > 0 be given. By condition (iv), there exists a sequence {Kn } of
closed convex subsets of X such that
 ∞
[ 
diam f (Kn ) < ε and µ X\ Kn = 0.
n=1

Find N ∈ N such that

µ X \ (K1 ∪ · · · ∪ KN ) < ε (4.5)
and define
n−1
[ N
[
En := Kn \ Ki , n = 1, . . . , N, E0 := X \ Ki ,
i=1 i=1

λn := µ(En ), n = 0, . . . , N.

We define Radon probability measures µn , n = 0, . . . , N , by

(
1
µ|En if λn > 0,
µn := λn
εx if λn = 0.

Let xn be the barycenter of µn , n = 0, . . . , N . Then xn ∈ co En ⊂ Kn if n =

1, . . . , N satisfies λn > 0. The oscillation properties of f give

|µ0 (f ) − f (x0 )| ≤ 2kf k and |µn (f ) − f (xn )| < ε, n = 1, . . . , N. (4.6)

Obviously
N
X N
X N
X
λn = 1, λn xn = x and λn µn = µ. (4.7)
n=0 n=0 n=0
118 4 Affine functions on compact convex sets

Since f is affine, by (4.5), (4.6) and (4.7) we have

N
X  XN N
X
|f (x) − µ(f )| = f λ n xn − λn µn (f ) = λn (f (xn ) − µn (f ))
n=0 n=0 n=0
N
X
≤ λ0 |f (x0 ) − µ0 (f )| + λn |f (xn ) − µn (f )| ≤ ε(2kf k + 1).
n=1

Letting ε → 0, we conclude the proof.

Lemma 4.20. Let f be a convex real-valued function on a compact convex set X that
is lower bounded on some nonempty open subset of X. Then f is lower bounded on
X.
In particular, if f has a point of continuity, then f is lower bounded on X.
Proof. Given f as in the lemma, let U be a nonempty open subset of X such that
f ≥ C on U for some C ∈ R. Assume that f is not lower bounded on X; that is, that
there exist points xn ∈ X, n ∈ N, such that f (xn ) → −∞. Let x be a cluster point of
the sequence {xn } and let y ∈ U be chosen arbitrarily. Then there exists α ∈ (0, 1)
such that αx + (1 − α)y ∈ U . Since x is a cluster point of {xn }, for infinitely many
indices n ∈ N we have αxn + (1 − α)y ∈ U . Then for these indices we get

C ≤ f (αxn + (1 − α)y) ≤ αf (xn ) + (1 − α)f (y),

which yields a contradiction.

Theorem 4.21. Let f be an affine function on a compact convex set X such that f is
fragmented. Then f satisfies the barycentric formula.
Proof. First, we note that f is bounded by Lemma 4.20 and Theorem A.121.
We will show that X is saturated with respect to f . To this end, let µ ∈ M+ (X)
and ε > 0 be given. Let

U := {U ⊂ X : U is open and there are compact convex sets Kn ⊂ X

∞
[
(4.8)
such that µ U \ Kn = 0 and diam f (Kn ) < ε}.
n=1
S
It is not difficult to verify that V := {U : U ∈ U} ∈ U. Indeed, V is obviously
open. Due to the inner regularity of µ, there exists a sequence {Hk } of compact
sets such that µ(Hk ) % µ(V ). By a compactness argument, we can cover each Hk
by a finite family U1 , . . . , Unk of sets contained in U. For every Ui , k ∈ N and
1 ≤ i ≤ nk , we find a countable family of compact convex sets guaranteed by (4.8).
Putting together all these families, we obtain a countable family L of compact convex
sets which covers µ-almost all of V and diam f (K) < ε for each K ∈ L.
 4.2 Barycentric theorem and strongly affine functions 119

Let K be the family of all closed convex subsets of X whose complement in X

is contained in U. Let Z be the intersection of K. By the argument above, Z is the
smallest element of K. Set

Y := {x ∈ Z : oscZ f (x) ≥ ε}.

Then Y is a closed convex subset of Z. If x ∈ Z \ Y , then there exists an open

convex neighborhood U of x such that U ∩ Y = ∅ and diam f (U ∩ Z) < ε. Since
U \ Z ∈ U and U ∩ Z contains U ∩ Z, we observe that U ∈ U. Appealing again to the
properties of U, it follows that Y is a closed convex subset of Z whose complement
in X is contained in U. By the minimality of Z, we have Y = Z. There is no point of
continuity of f |Z , and, by our assumption and Theorem A.121, it follows that Z = ∅.
Hence X ∈ U and X is saturated with respect to f , which concludes the proof by
Theorem 4.19(iv).

Corollary 4.22 (Choquet’s barycentric theorem). Let f be a Baire-one affine function

on a compact convex set X. Then f is strongly affine.

Proof. By Theorem A.124 and Theorem A.121, any Baire-one function on X is frag-
mented. Thus the assertion follows from Theorem 4.21.

Corollary 4.23 (Affine B1 -minimum principle). Let f be a Baire-one affine function

on a compact convex set X. If f ≤ 0 on ext X, then f ≤ 0 on X. Moreover,

sup {|f (x)| : x ∈ X} = sup {|f (x)| : x ∈ ext X} .

Proof. Choquet’s barycentric theorem 4.22 asserts that any affine Baire-one function
is Ac (X)-affine. Thus the affine B1 -minimum principle is a particular case of Theo-
rem 3.86. The second assertion is then an immediate consequence.

Another simple but important consequence of Choquet’s barycentric theorem is the

following approximation theorem due to G. Mokobodzki (cf. M. Rogalski [392], Ap-
pendix). Notice that taking Mokobodzki’s theorem for granted, Choquet’s barycentric
theorem is its immediate consequence.

Theorem 4.24 (Mokobodzki’s approximation theorem). Let X be a compact convex

set and f be a Baire-one affine function on X. Then there exists a bounded sequence
of continuous affine functions on X pointwise converging to f on X.

Proof. Let f be a Baire-one affine function on X. By Theorem A.121, Lemma 4.20

and Theorem A.124, there are bounded sequences {fn } and {gn } such that both fn
and −gn are upper semicontinuous functions,

fn % f and gn & f.
120 4 Affine functions on compact convex sets

Fix n ∈ N. By Choquet’s barycentric theorem 4.22,

1
1

µ fn − < ν gn +
n n
for every µ, ν ∈ M1 (X) with r(µ) = r(ν). Lemma 4.11 yields the existence of a
function hn ∈ Ac (X) such that

1 1
fn − < hn < gn + .
n n
Then {hn } is a bounded sequence of continuous affine functions such that hn → f
on X.

4.3 State space and representation of affine functions

In this section we introduce a notion of the state space and present its basic properties.
It represents a natural and efficient link between function spaces and convex analysis.

Definition 4.25 (State space). Let H be a function space on a compact space K and
S(H), the state space of H, be defined as

S(H) := {ϕ ∈ H∗ : ϕ ≥ 0, ϕ(1) = 1} .

Clearly, S(H) is a w∗ -compact convex subset of the dual space H∗ .

We denote by π the quotient mapping from M(K) onto H∗ ; that is, π(µ) = µ|H ,
µ ∈ M(K). As a simple consequence of the Hahn–Banach theorem, we obtain that

S(H) = π(M1 (K)). (4.9)

Further, we define the evaluation mapping φ : K → S(H) as

φ : x 7→ φx , x ∈ K,

where
φx : h 7→ h(x), h ∈ H.
Let Φ : H → Ac (S(H)) be the mapping defined for h ∈ H as

Φ(h) : s 7→ s(h), s ∈ S(H).

Proposition 4.26. The evaluation mapping φ is a homeomorphism of K into S(H)

and the following assertions hold.
(a) S(H) = co(φ(K)),
(b) Φ(H) is dense in Ac (S(H)),
 4.3 State space and representation of affine functions 121

(c) r(φ] µ) = π(µ) for any µ ∈ M1 (K); in particular, r(φ] µ) = φ(x) for µ ∈
Mx (H),
(d) φ(ChH (K)) = ext S(H),
(e) Φ is a positive linear mapping and kΦ(h)k = khk for each h ∈ H,
(f) Φ is surjective if and only if H is closed,
(g) if Φ is surjective, then the inverse mapping is realized by

Φ−1 (F ) = F ◦ φ, F ∈ Ac (S(H)). (4.10)

Proof. Since φ is a continuous injective mapping of a compact Hausdorff space K

into S(H), it is a homeomorphism between K and φ(K).
We prove that S(H) = co(φ(K)). To this end, suppose that there exists a point
s ∈ S(H) \ co(φ(K)). By the Hahn–Banach theorem, there exists H ∈ (H ∗ , w∗ )∗
such that
H(s) < H(t) for any t ∈ co(φ(K)).
Further, there exists h ∈ H such that H(ψ) = ψ(h) for every ψ ∈ H∗ . Thus

s(h) < φ(x)(h) = h(x), x ∈ K. (4.11)

The Hahn–Banach theorem provides a Radon measure µ on K such that kµk = ksk =
1 and s(g) = µ(g) for each g ∈ H. Since µ(1) = s(1) = 1, the measure µ belongs to
M1 (K). Thus s(h) = µ(h) ∈ co h(K). But this contradicts (4.11). Thus S(H) =
co(φ(K)).
Lemma 2.34 yields (b). Indeed, Lemma 2.34 ensures that ((H ∗ , w∗ )∗ + R)|S(H)
is dense in Ac (S(H)). Hence the space Φ(H) + R is dense in Ac (S(H)). Since H
contains constant functions, Φ(H) + R = Φ(H).
For the proof of (c), let µ ∈ M1 (K) be given. By (b), it is enough to verify that

Φ(h)(r(φ] µ)) = Φ(h)(π(µ)) for any h ∈ H.

To this end, fix h ∈ H. Then

Φ(h)(r(φ] µ)) = φ] µ(Φ(h)) = µ(Φ(h) ◦ φ) = µ(h) = π(µ)(h).

We proceed with the proof of (d). Pick s ∈ ext S(H). Since S(H) = co(φ(K)),
the Milman theorem 2.43 implies that

ext S(H) ⊂ φ(K) = φ(K).

Hence s = φ(x) for some point x ∈ K. If µ ∈ M1 (K) is an H-representing measure

for the point x, then φ] µ represents φ(x). By Bauer’s characterization of extreme
points 2.40, φ] µ = εs . Hence µ = εx and x is in the Choquet boundary ChH (K).
122 4 Affine functions on compact convex sets

Conversely, let x ∈ ChH (K) be given and φ(x) = 12 (s1 + s2 ), s1 , s2 ∈ S(H).

Find Radon probability measures µi , i = 1, 2, on K with π(µi ) = si , i = 1, 2. Then
µ = 12 (µ1 + µ2 ) represents x. Hence µ1 = µ2 = εx , which implies s1 = s2 = s. This
completes the proof of (d).
Obviously, Φ is positive and linear. Further, the inequalities

kΦ(h)k = sup |Φ(h)(s)| = sup |s(h)| ≥ sup |φx (h)|

s∈S s∈S x∈K

= sup |h(x)| = khk ≥ sup |s(h)| = kΦ(h)k

x∈K s∈S

give (e).
If Φ is onto, the function space H is closed because Ac (S(H)) is a complete space
and Φ is an isometric mapping. Conversely, suppose that H is a closed space. Since
Φ(H) is a dense subspace of Ac (S(H)), H is complete and Φ is an isometry, the space
Φ(H) is closed in Ac (S(H)). Hence

Ac (S(H)) ⊂ (Φ(H)) = Φ(H).

It is straightforward to check the validity of the inversion formula (4.10), so the

proof of the proposition is finished.

Lemma 4.27. Let F be a continuous convex function on S(H) and φ : K → S(H)

be the evaluation mapping. Then F ◦ φ is an H-convex continuous function on K.

Proof. Let F ∈ Sc (S(H)), x ∈ K and µ ∈ Mx (H) be given. Then

µ(F ◦ φ) = φ] µ(F ) ≥ F (r(φ] µ)) = F (φ(x)),

because r(φ] µ) = φ(x) by Proposition 4.26(c).

Proposition 4.28. Let H be a function space on a compact space K and S(H) its
state space. Then the following assertions hold.
(a) If µ ∈ Mφ(x) (Ac (S(H))) with spt µ ⊂ φ(K), then (φ−1 )] µ ∈ Mx (H).
(b) π(M1 (F )) = co φ(F ) for any closed set F ⊂ K.
(c) If µ, ν ∈ M+ (K), then µ ≺ ν if and only if φ] µ ≺ φ] ν.
(d) A measure Λ ∈ M+ (S(H)) is Ac (S(H))-maximal if and only if Λ = φ] λ for
some H-maximal measure λ ∈ M+ (K).
(e) A measure Λ ∈ M(S(H)) is a boundary measure if and only if Λ = φ] λ for some
H-boundary measure λ ∈ M(K).
 4.3 State space and representation of affine functions 123

Proof. Assertion (a) is a direct consequence of the definitions and the density of Φ(H)
in Ac (S(H)).
For the proof of (b), if s ∈ co φ(F ), then there exists a measure µ ∈ M1 (φ(F ))
which represents s (see Proposition 2.39). By assertion (a),

π((φ−1 )] µ) = r(φ] ((φ−1 )] µ)) = r(µ) = s,

and s ∈ π(M1 (F )).

Conversely, let µ ∈ M1 (F ) be such that the point s := π(µ) does not belong to
co φ(F ). Then we may separate s and co φ(F ) by a continuous affine function on
S(H). Due to the density of Φ(H) in Ac (S(H)), we may suppose that there exists a
function h ∈ H such that

s(h) > sup{t(h) : t ∈ co φ(F )}.

Then we obtain

µ(h) = s(h) > sup t(h) ≥ sup t(h) = sup h(F ) ≥ µ(h),
t∈co φ(F ) t∈φ(F )

which is a contradiction. Hence π(M1 (F )) = co φ(F ).

To prove (c), suppose that µ, ν ∈ M+ (K) with µ ≺ ν and F ∈ Kc (S(H)) are
given. By Lemma 4.27, F ◦ φ ∈ Kc (H). Thus

φ] µ(F ) = µ(F ◦ φ) ≤ ν(F ◦ φ) = φ] µ(F ),

and hence φ] µ ≺ φ] ν.
Conversely, assume that φ] µ ≺ φ] ν. By Proposition 3.56, it is enough to show that
µ(f ) ≤ ν(f ) for any f = h1 ∨ · · · ∨ hn , where h1 , . . . , hn ∈ H. By the assumption
and the definition of the image of a measure, we get
Z Z
h1 ∨ · · · ∨ hn dµ = Φ(h1 ) ∨ · · · ∨ Φ(hn ) d(φ] µ)
K φ(K)
Z Z
≤ Φ(h1 ) ∨ · · · ∨ Φ(hn ) d(φ] ν) = h1 ∨ · · · ∨ hn dν,
φ(K) K

which is the desired conclusion.

In order to check assertion (d), pick an H-maximal measure µ in M+ (K). Let
Λ ∈ M+ (S(H)) be an Ac (S(H))-maximal measure with φ] µ ≺ Λ. Then Λ is carried
by φ(K), and thus Λ = φ] λ for some λ ∈ M+ (K). By assertion (c), µ ≺ λ. Since µ
is H-maximal, µ = λ and φ] µ is Ac (S(H))-maximal.
Conversely, let φ] µ be an Ac (S(H))-maximal measure and λ ∈ M+ (K) satisfying
µ ≺ λ. Then φ] µ ≺ φ] λ, which gives that φ] µ = φ] λ, and consequently µ = λ.
Since assertion (e) is a direct consequence of (d), the proof is finished.
124 4 Affine functions on compact convex sets

Proposition 4.29. Let H be a closed function space on a compact space K and X :=

S(H). Then the following assertions hold:
(a) X is contained in a closed hyperplane not containing 0,
(b) if (H∗ )+ denotes the set of all positive elements of H∗ , then (H∗ )+ = c≥0 cX,
S
(H∗ )+ ∩ −(H∗ )+ = {0} and H∗ = (H∗ )+ − (H∗ )+ ,
(c) for any F ∈ Ac (X) there exists a unique Fb ∈ (H∗ , w∗ )∗ such that F = Fb on X.

Proof. The first assertion (a) is obvious since X ⊂ {ϕ ∈ H∗ : ϕ(1) = 1}.

For the proof of (b) we first notice that clearly c≥0 cX ⊂ (H∗ )+ . On the other
S

hand, if ϕSis a nonzero positive functional on H and c = kϕk, then ϕ = c(c−1 ϕ), and
thus ϕ ∈ c≥0 cX. Obviously, (H∗ )+ ∩ −(H∗ )+ = {0}.
If ϕ ∈ H∗ is given, extend ϕ to a signed measure µ ∈ M(K) with µ = ϕ
on H. If we decompose µ into its positive and negative part µ+ and µ− and set
ϕ+ := µ+ |H and ϕ− := µ− |H , we obtain the desired decomposition of ϕ. Thus
H∗ = (H∗ )+ − (H∗ )+ .
For the third part of the proof, pick F ∈ Ac (X). Since H is closed, F = Φ(f ) for
some f ∈ H by Proposition 4.26(f). Setting

Fb(ϕ) := ϕ(f ), ϕ ∈ H∗ ,

we obviously obtain an extension of F . We have to show that this extension is unique.

But this easily follows from assertion (b). This concludes the proof.

Notation 4.30. We recall that τX is the topology of pointwise convergence on a set

X; see Notation A.27.

Proposition 4.31. Let X be a compact convex set in a locally convex space, E :=

Ac (X) and φ : X → S(Ac (X)) be the evaluation mapping. Then the following
assertions hold:
(a) The mapping φ is an affine homeomorphism of X onto the set S(Ac (X)) and
S(Ac (X)) ⊂ SE ∗ .
(b) For every η ∈ E ∗ there exist numbers a1 , a2 ≥ 0 and points x1 , x2 ∈ X such
that η = a1 φ(x1 ) − a2 φ(x2 ) and kηk = a1 + a2 . Moreover, a1 , a2 are uniquely
determined.
(c) φ(X) ∪ −φ(X) ⊂ SE ∗ and BE ∗ = co(φ(X) ∪ −φ(X)).
(d) For the set (E ∗ )+ of all positive elements of E ∗ we have (E ∗ )+ =
S
c≥0 cφ(X).

(e) For every affine continuous function f on X there exists a unique function fb ∈
(E ∗ , w∗ )∗ such that f = fb ◦ φ on X.
(f) The mapping id : (Ac (X), τX ) → (E, w) is a homeomorphism.
 4.3 State space and representation of affine functions 125

Proof. We already know from Proposition 4.26 that φ is a homeomorphism. A routine

argument shows that φ is affine. To check its surjectiveness, note that for any s ∈
S(Ac (X)) there exists µ ∈ M1 (X) such that π(µ) = s. Then x := r(µ) satisfies
φ(x) = s. Obviously, S(Ac (X)) ⊂ SE ∗ , which concludes the proof of (a).
For the proof of (b), let η ∈ E ∗ be given. Let µ ∈ M(X) be an extension of η with
kηk = kµk. We decompose µ into its positive and negative part as µ = a1 µ1 − a2 µ2 ,
where a1 , a2 ≥ 0 and µ1 , µ2 ∈ M1 (X). Let x1 := r(µ1 ) and x2 := r(µ2 ). Then
η(h) = a1 h(x1 ) − a2 h(x2 ) for any h ∈ Ac (X), and thus
η = a1 φ(x1 ) − a2 φ(x2 ) and kηk = kµk = a1 + a2 . (4.12)
If η = b1 φ(y1 ) − b2 φ(y2 ) is another representation of η with kηk = b1 + b2 , we
apply η to the constant function 1 to get a1 − a2 = b1 − b2 . This, along with (4.12),
yields a1 = b1 and a2 = b2 .
For the proof of (c), we note that φ(X) ∪ −φ(X) ⊂ SE ∗ . Further, SE ∗ ⊂
co(φ(X) ∪ −φ(X)) by (b). Since 0 ∈ co(φ(X) ∪ −φ(X)), BE ∗ ⊂ co(φ(X) ∪
−φ(X)). Since the reverse inclusion is obvious, the proof of (c) is complete.
Since (d) and (e) follow from Proposition 4.29(b) and (c), respectively, we proceed
to the proof of (f). The topology τX on Ac (X) is generated by functionals h 7→ h(x),
h ∈ Ac (X), where x ∈ X. On the other hand, by (b), the weak topology on Ac (X)
is generated by functionals of the form h 7→ a1 h(x1 ) − a2 h(x2 ), h ∈ Ac (X), where
a1 , a2 ≥ 0 and x1 , x2 ∈ X. It follows that these topologies coincide on Ac (X). This
finishes the proof of (f).
Proposition 4.32. Let X be a compact convex set in a locally convex space and E :=
Ac (X).
(a) For every η ∈ E ∗∗ there exists a unique fη ∈ Ab (X) such that kηk = kfη k and
η(a1 φ(x1 ) − a2 φ(x2 )) = a1 fη (x1 ) − a2 fη (x2 ), a1 , a2 ≥ 0, x1 , x2 ∈ X.
(b) The mapping η 7→ fη is an isometric isomorphism of E ∗∗ onto Ab (X) which is
a (w∗ –τX )-homeomorphism. Moreover, it preserves order (that is, η ≥ 0 if and
only if fη ≥ 0).
Proof. We start with (a). Given a functional η ∈ E ∗∗ , we define a function fη : X →
R as
fη : x 7→ η(φ(x)), x ∈ X.
Obviously, fη is affine and kfη k ≤ kηk. To prove the converse inequality, Proposi-
tion 4.31(c) gives
kηk = sup{η(a1 φ(x1 ) − a2 φ(x2 )) : a1 , a2 ≥ 0, a1 + a2 ≤ 1, x1 , x2 ∈ X}
= sup{a1 fη (x1 ) − a2 fη (x2 ) : a1 , a2 ≥ 0, a1 + a2 ≤ 1, x1 , x2 ∈ X}
≤ sup{a1 kfη k + a2 kfη k : a1 , a2 ≥ 0, a1 + a2 ≤ 1}
≤ kfη k.
126 4 Affine functions on compact convex sets

Uniqueness of fη immediately follows from Proposition 4.31(d).

For the proof of (b), we start by noticing that (a) yields that the mapping T : η 7→ fη
is an isometric mapping of (E ∗∗ , k · k) into (Ab (X), k · k). If f ∈ Ab (X) is given, the
function

η(a1 φ(x1 ) − a2 φ(x2 )) := a1 f (x1 ) − a2 f (x2 ), a1 , a2 ≥ 0, x1 , x2 ∈ X,

is in E ∗∗ (see Exercise 4.48) and f = fη . Hence T is surjective.

As in Proposition 4.31(f), for the proof that T is a (w∗ –τX )-homeomorphism, we
look at the defining functionals. By Proposition 4.31(b), the w∗ -topology on E ∗∗ is
generated by functionals η 7→ η(a1 φ(x1 ) − a2 φ(x2 )), η ∈ E ∗∗ , where a1 , a2 ≥ 0
and x1 , x2 ∈ X. The topology τX on Ab (X) is generated by functionals of the form
f 7→ f (x), f ∈ Ab (X), where x ∈ X. Hence it follows from (a) that T is a (w∗ –τX )-
homeomorphism.
Finally, the fact that the function fη is positive if and only if η is positive, follows
from the definition of the mapping T . This concludes the proof.

Theorem 4.33 (Goldstine’s lemma). If X is a compact convex set, then BAc (X) is
τX -dense in BAb (X) .

Proof. The assertion is just a reformulation of Goldstine’s lemma (see Theorem A.4).
Indeed, if E stands for the Banach space Ac (X), then the unit ball BE is w∗ -dense
in BE ∗∗ . Let ε : E → E ∗∗ be the canonical embedding and T : E ∗∗ → Ab (X) be
the mapping from Proposition 4.32(b). If I : Ac (X) → Ab (X) denotes the identity
mapping, then I = T ◦ ε. From this the assertion follows.

Theorem 4.34. For a real-valued function f on a compact convex set X, the following
assertions are equivalent:
(i) f is strongly affine,
(ii) f is bounded and for any measure µ ∈ M1 (X) there exists a sequence {fn } of
continuous affine functions on X such that kfn k ≤ kf k, n ∈ N, and fn → f
µ-almost everywhere.

Proof. To prove (i) =⇒ (ii), let f be a strongly affine function. Since f is bounded
by Lemma 4.5, we may assume without loss of generality that kf k = 1. Given a
measure µ ∈ M1 (X), Theorem 4.19 implies the existence of compact convex sets
Kn ⊂ X, n ∈ N, such that µ(Kn ) → 1 and f |Kn is continuous. For a fixed natural
number n ∈ N, consider the restriction operator R : Ab (X) → Ab (Kn ) defined as

Rf := f |Kn , f ∈ Ab (X).

By Goldstine’s lemma 4.33, BAc (X) is τX -dense in BAb (X) . Since the operator R is
(τX –τKn )-continuous, R(BAc (X) ) is τKn -dense in R(BAb (X) ). Hence we have Rf ∈
 4.4 Affine Baire-one functions on dual unit balls 127
τK
R(BAc (X) ) n . Since Rf is continuous on Kn and τKn coincides with the weak
topology on Ac (Kn ) (see Proposition 4.31(f)), Mazur’s theorem (see Theorem A.2 or
Exercise 3.116) yields
k·kAc (Kn ) k·kAc (Kn )
Rf ∈ co R(BE ) = R(BE ) .
It follows that there exists a function g ∈ BAc (X) that is uniformly close to f on Kn
as much as we wish. Applying this argument to each Kn , we construct the required
sequence {fn } in BAc (X) .
To show (ii) =⇒ (i), assume that f satisfies (ii). First we notice that the assump-
tion ensures that given finitely many measures µ1 , . . . , µk in M+ (X), we can find a
sequence {fn } of continuous affine functions on X such that kfn k ≤ kf k, n ∈ N, and
fn → f µi -almost everywhere for each i = 1, . . . , k (we just apply the assumption to
a multiple of µ1 + · · · + µk ).
Let µ ∈ M1 (X) with x = r(µ) be given. We find a sequence {fn } of continuous
affine functions on X such that kfn k ≤ kf k, n ∈ N, fn → f µ-almost everywhere
and fn (x) → f (x) (use the preceding argument for the measures µ and εx ). Then
µ(f ) = lim µ(fn ) = lim fn (x) = f (x),
n→∞ n→∞

and f is strongly affine. This concludes the proof.

Theorem 4.35. Let H be a closed function space on a metrizable compact space K.

The the set of H-exposed points is dense in ChH (K).
Proof. Let X := S(H). Since K is metrizable, H is separable, and thus X is metriz-
able as well (see Theorem A.5). Let φ : K → X and Φ : H → Ac (X) be as in
Definition 4.25. Since Φ is a positive and surjective isometry (see Proposition 4.26(e)
and (f)), it is easy to verify that φ(expH (K)) = exp X. Since φ(ChH (K)) = ext X
by Proposition 4.26(d), the conclusion follows from Corollary 2.52.

4.4 Affine Baire-one functions on dual unit balls

In what follows, we present an application of Mokobodzki’s approximation result
4.24. For this reason we need a characterization of affine functions on unit balls in
Banach spaces. If E is a Banach space, we recall that E is canonically embedded in
E ∗∗ .
The first proposition is a particular version of the Banach–Dieudonné theorem (see
Theorem A.7).
Proposition 4.36. Let E be a Banach space, BE ∗ be the closed unit ball of E ∗ equip-
ped with the w∗ -topology, and let f be a function on BE ∗ . Then f is a continuous
affine function on BE ∗ if and only if there exist x ∈ E and λ ∈ R such that f = x + λ
on BE ∗ .
128 4 Affine functions on compact convex sets

Proof. Assume that f ∈ Ac (BE ∗ ). Since (E ∗ , w∗ )∗ = E, by Lemma 2.34 there exist

xn ∈ E and λn ∈ R, n ∈ N, such that
xn + λ n → f uniformly on BE ∗ .
Since
f (0) = lim (xn (0) + λn ) = lim λn ,
n→∞ n→∞
we see that there exists limn→∞ λn and it equals f (0). Given ε > 0, there are n, k ∈
N such that
|xn (ϕ) − xk (ϕ)| < ε for all ϕ ∈ BE ∗ .
Hence ||xn − xk || ≤ ε for those n, k, and therefore there exists x := limn→∞ xn . It
follows that f = x + f (0) on BE ∗ .
Obviously, the function (x + λ)|BE∗ , where x ∈ E and λ ∈ R, is a continuous
affine function on BE ∗ .

Theorem 4.37. Let f be a function on BE ∗ , f (0) = 0. The following assertions are

equivalent:
(i) f is an affine Baire-one function on BE ∗ ,
(ii) there exists a sequence {xn } in E such that xn → f on BE ∗ ,
(iii) there exists s∗∗ in the w∗ -sequential closure of E such that f = s∗∗ on BE ∗ .
Proof. To show (i) =⇒ (ii), let f be an affine Baire-one function on BE ∗ with
f (0) = 0. By Mokobodzki’s approximation theorem 4.24, there exists a sequence
{fn } of continuous affine functions on BE ∗ such that fn → f . By Proposition 4.36,
each fn is of the form xn + λn on BE ∗ for suitable xn ∈ E and λn ∈ R. Since
f (0) = 0, we may assume that λn = 0 for each n ∈ N and (ii) follows.
We proceed with (ii) =⇒ (iii). If xn ∈ E and xn → f on BE ∗ , then f is an affine
Baire-one function on BE ∗ . It is easy to see that f is bounded (cf. Theorem A.121
and Lemma 4.20). By Exercise 4.48, there exists s∗∗ ∈ E ∗∗ such that f = s∗∗ on
BE ∗ . Hence
s∗∗ (ϕ) = f (ϕ) = lim xn (ϕ)
n→∞
for every ϕ ∈ BE ∗ . It follows thats∗∗ (ϕ) = limn→∞ xn (ϕ) even for each ϕ ∈ E ∗ ,
∗∗ ∗
and we see that s belongs to the w -sequential closure of E.
The implication (iii) =⇒ (i) is obvious.

Corollary 4.38. Let E be a Banach space. Then the w∗ -sequential closure of E is

norm closed in E ∗∗ .
Proof. By Theorem 4.37, the w∗ -sequential closure of E equals the set
M := s∗∗ ∈ E ∗∗ : s∗∗ |BE∗ is a Baire-one function ,


and the assertion follows since M is norm closed (see Proposition A.126).
 4.5 Exercises 129

4.5 Exercises
Exercise 4.39. Let f be a continuous function on a compact convex set X and x ∈ X.
Then f ∗ (x) = sup{µ(f ) : µ ∈ Mx (X), µ is molecular}.
Hint. Use Lemma 3.21 and Proposition 4.3.
Exercise 4.40. If a compact convex set X in a locally convex space E admits a strictly
convex continuous function, then X is metrizable.
Hint. In order to show that X is metrizable, it suffices to find a countable family
B ⊂ C(K) such that B separates points on X (see Lemma 10.45).
So, suppose that f is a continuous strictly convex function on X. By Corollary 4.8
and Proposition 3.55, there exist kn ∈ N, n ∈ N, and functions fn = hn1 ∨ · · · ∨ hnkn ,
hni ∈ Ac (X), i = 1, . . . , kn , such that fn < f < fn + n1 , n ∈ N. We want to show
that the family
B := {hni : i = 1, . . . , kn , n ∈ N}
separates points on X.
Assume that there are distinct x, y ∈ X such that a(x) = a(y) for each a ∈ B.
Let z := 12 (x + y). For ε > 0, find a1 , a2 ∈ B such that f (x) < a1 (x) + ε and
f (y) < a2 (y) + ε. Then
1 1
f (z) ≤ (f (x) + f (y)) ≤ (a1 (x) + a2 (y)) + ε
2 2
1
≤ (f (z) + f (z)) + ε.
2
1
Hence f (z) = 2 (f (x) + f (y)) and f is not strictly convex.
Exercise 4.41. Prove that there exists a strictly convex function f on a compact convex
set X that is not Ac (X)-strictly convex.
Hint. Consider the compact convex set M1 ([0, 1]) and a strictly convex continuous
function f on M1 ([0, 1]), 0 ≤ f ≤ 21 . If
g : µ 7→ µd ([0, 1]), µ ∈ M1 ([0, 1]),
where µd denotes the discrete part of µ, then g is a Borel (in fact, by Proposition 2.63,
of the second Baire class) affine function on M1 ([0, 1]). Show that f − g is a strictly
convex function on M1 ([0, 1]) which is not strictly Ac (M1 ([0, 1]))-convex.
By Proposition 2.27, the mapping ε : x 7→ εx is a homeomorphism of [0, 1] onto
ext M1 ([0, 1]). Let Λ := ε] λ be the image of Lebesgue measure λ by ε. By Proposi-
tion 2.54, λ is a barycenter of Λ. Moreover,
1
Λ(f − g) = Λ(f ) − Λ(g) ≤ − 1 < 0 ≤ f (λ) = f (λ) − g(λ)
2
= (f − g)(λ).
130 4 Affine functions on compact convex sets

Exercise 4.42. Let f, −g be upper semicontinuous concave functions on a compact

convex set X, with f < g. Then there exists a function h ∈ Ac (X) such that f <
h < g.
Hint. By Corollary 4.8,

µ(f ) ≤ f (r(µ)) < g(r(µ)) ≤ ν(g)

for any µ, ν ∈ M1 (X) with r(µ) = r(ν). Thus we may apply Lemma 4.11.

Exercise 4.43. Prove that f ∈ Susc (X) if and only if

f = inf {w ∈ W(Ac (X)) : w ≥ f } .

Hint. Combine Corollary 4.8, Proposition 3.25 and Corollary 3.23.

Exercise 4.44. If f is a real-valued convex function on compact convex set X, then

its lower semicontinuous regularization defined as fb(x) = f (x) ∧ lim infy→x f (y),
x ∈ X, is convex as well (see Subsection A.2.C).
Hint. Obvious from the definition.

Exercise 4.45. Let X be a compact convex set. Prove Lemma 3.77 for this particular
case without the Simons lemma 3.75.
Hint. Let {fn } be an upper bounded sequence of lower semicontinuous convex func-
tions on X satisfying lim supn→∞ fn ≤ 0 on ext X. Without loss of generality we
may assume that {fn } is a bounded sequence. Given x ∈ X and ε > 0, we find con-
tinuous affine functions hn , n ∈ N, such that hn ≤ fn and hn (x) > fn (x) − ε (use
Corollary 3.23(b) and Proposition 3.25(a)). We define a continuous affine mapping
ϕ : X → RN by
ϕ(x) = {hn (x)}n∈N , x ∈ X,
and let Y := ϕ(X). Then Y is a metrizable compact convex set and ϕ(ext X) ⊃
ext Y (see Proposition 2.72(c)). Find a maximal measure µ ∈ Mϕ(x) (Y ) and let
h0n ∈ Ac (Y ) be such that h0n ◦ ϕ = hn , n ∈ N. Then lim supn→∞ h0n ≤ 0 on ext Y .
By Corollary 3.61 and Fatou’s lemma,

lim sup hn (x) = lim sup h0n (ϕ(x)) = lim sup µ(h0n )
n→∞ n→∞ n→∞

≤ µ(lim sup fn ) ≤ 0.
n→∞

Hence
lim sup fn (x) ≤ ε + lim sup hn (x) ≤ ε.
n→∞ n→∞
This concludes the proof.
 4.5 Exercises 131

Exercise 4.46 (Mokobodzki). Let f be a real-valued lower bounded concave function

on a compact convex set X. Then f is upper bounded on X.

Hint. Without loss of generality we can suppose that f ≥ 0 on X. We suppose that f

is not upper bounded and we will deduce a contradiction. There are xn ∈ K, n ∈ N,
so that f (xn ) > 2n . Let
∞
X 1

x := r j
εxj
2
j=1

and
∞ ∞
X X 1
2−j ,


sn := yn := r j
εxj , n ∈ N.
sn 2
j=n+1 j=n+1

Then
n
X 1
x= x j + s n yn . (4.13)
2j
j=1

Indeed, for any h ∈ Ac (X) we have

∞ n
X 1
X 1
h(x) = ε x (h) = h(xj ) + sn h(yn ).
2j j 2j
j=1 j=1

As functions from Ac (X) separate points of X, we have equality (4.13). Since x is a

convex combination of points x1 , . . . , xn , yn , we get
n
X 1
f (x) ≥ f (xj ) + sn f (yn ) ≥ n.
2j
j=1

Hence f (x) = ∞, which is obviously a contradiction.

Exercise 4.47. Prove that there exists a function f on a compact convex set X sat-
isfying the barycentric formula such that f |F has no point of continuity for some
nonempty closed F ⊂ X.

Hint. Take X := M1 ([0, 1]) and f (µ) = µ(g), µ ∈ X, where g is a bounded

Borel function on [0, 1] with no point of continuity on [0, 1]. To prove the barycentric
formula, start with a continuous function and then use transfinite induction along with
the Lebesgue dominated convergence theorem.

Exercise 4.48. Let X be a convex subset of a vector space E and f : X → R be an

affine function on X. Assume that
• either 0 ∈ X and f (0) = 0,
• or, there exists ϕ : E → R linear such that X ⊂ {x ∈ E : ϕ(x) = 1}.
132 4 Affine functions on compact convex sets

Then f has a unique linear extension on span X.

Hint. If 0 ∈ X and f (0) = 0, then
span X = {a1 x1 − a2 x2 : a1 , a2 ≥ 0, x1 , x2 ∈ X}
and the required extension is defined by
fb(a1 x1 − a2 x2 ) := a1 f (x1 ) − a2 f (x2 ) a1 , a2 ≥ 0, x1 , x2 ∈ X.
Since f is affine, fb is a well-defined unique linear extension of f .
If the second assumption is satisfied, then X ∩ −X = ∅ and f has a unique affine
extension on co(X ∪ −X) given by
fb(ax − (1 − a)y) := af (x) − (1 − a)f (y), a ∈ [0, 1], x, y ∈ X.
Now the extension to span X can be defined as above.

Exercise 4.49. Let X be a compact convex set and A ⊂ Ac (X) be a vector space
containing the constant functions and separating points of X. Then A is dense in
Ac (X).
Hint. By the Hahn–Banach theorem it is enough to show that ϕ = 0 whenever ϕ ∈
(Ac (X))∗ satisfies ϕ = 0 on A. By Proposition 4.31(b) there exist numbers a1 , a2 ≥ 0
and x1 , x2 ∈ X so that ϕ(f ) = a1 f (x1 ) − a2 f (x2 ), f ∈ Ac (X). By the assumption,
0 = ϕ(1) = a1 − a2 . Hence f (x1 ) = f (x2 ) for each f ∈ A. Since A separates points
of X, x1 = x2 and ϕ = 0.

Exercise 4.50. Let X be a compact convex set and A ⊂ Ac (X) be convex. Prove that
τ
f ∈ Ac (X) is in the norm closure of A if and only if f ∈ A X .
Hint. This follows from Theorem A.2 and Proposition 4.31(f).

Exercise 4.51. Let H be a function space on a compact space K and let {1, f1 , . . . , fd }
be a basis of H. Let ψ : K → Rd be defined as
ψ(x) = (f1 (x), . . . , fd (x)), x ∈ K.
Prove that S(H) is affinely homeomorphic to co ψ(K).
Hint. Let ϕ : S(H) → Rd be defined by
ϕ(s) := (s(f1 ), . . . , s(fd )), s ∈ S(H).
Then ϕ is a homeomorphism of S(H) into Rd such that ϕ ◦ φ = ψ on K. By
Proposition 4.26(a),
ϕ(S(H)) = ϕ(co φ(K)) = co(ϕ ◦ φ(K)) = co ψ(K).
Since co ψ(K) = co ψ(K) by Corollary 2.8, S(H) is affinely homeomorphic to
co ψ(K).
 4.6 Notes and comments 133

Exercise 4.52. Find a compact convex set X and a point x ∈ X such that face x is not
a face.

Hint. Let K := {−1} ∪ [0, 1] ∪ {2} and

1 1
H := {f ∈ C(K) : f ( ) = (f (−1) + f (2))}.
2 2

Let X := S(H) and π : M1 (K) → X be the quotient mapping from Proposi-

tion 4.26. Let s := π(λ), where λ is Lebesgue measure on [0, 1].
Consider the face λ in M1 ([0, 1]) ⊂ M1 (K). Then

π(face λ) = face s. (4.14)

Indeed, the inclusion face s ⊂ π(face λ) follows from the fact that π −1 (face s) is a
face containing λ (see Proposition 2.72).
For the converse inclusion, let t ∈ face s be given. Then there exist α ∈ (0, 1] and
t0 ∈ X such that s = αt + (1 − α)t0 . Let µ, µ0 ∈ M1 (K) satisfy π(µ) = t and
π(µ0 ) = t0 . We set A := {−1, 12 , 2} and find a sequence {fn } of functions from H
such that 0 ≤ fn ≤ 1, n ∈ N, and fn → cA . Then the equality

λ(fn ) = αµ(fn ) + (1 − α)µ0 (fn )

yields 0 = αµ(A). Hence µ ∈ M1 ([0, 1]).

We claim that αµ ≤ λ. To verify this, let a positive function f ∈ C([0, 1]) be given.
We find a positive function g ∈ H such that f = g on [0, 1]. Then

λ(f ) = s(g) ≥ αt(g) = αµ(f ).

Hence µ ∈ face λ by Exercise 2.127(a) and t ∈ π(face λ). This proves (4.14).
By (4.14), Proposition A.40 and Exercise 2.127(b),

face s = π(face λ) = π(face λ) = π(M1 ([0, 1])).

Hence φ 1 ∈ face s, φ 1 = 21 (φ−1 + φ2 ) and φ−1 , φ2 are not contained in face s. Thus
2 2
face s is not a face.

4.6 Notes and comments

Basic properties of affine functions on compact convex sets are well known and can
be found for example in E. M. Alfsen [5] and L. Asimow and A. J. Ellis [24]. The
proof of Lemma 4.3 is taken from E. M. Alfsen [5], Proposition I.2.3, Lemma 4.5 is a
variant of U. Krause [282], Satz 2.1.
134 4 Affine functions on compact convex sets

Section 4.2 follows mainly the paper R. Haydon [220]. Choquet’s barycentric the-
orem 4.22 is proved by G. Choquet in [106] (see also E. M. Alfsen [5], Theorem I.2.6,
or R. R. Phelps [374]). A slightly simplified proof can be found in J. Lukeš, J. Malý,
I. Netuka, M. Smrčka and J. Spurný [319]. G. Choquet himself also showed that the
barycentric formula is no longer valid for affine functions of the second Baire class
(see Proposition 2.63). Theorem 4.24 due to G. Mokobodzki can be found in M. Ro-
galski [392].
Results on the state space contained in Section 4.3 are standard; they are variants
of results in E. M. Alfsen [5], Chapter 2, §1 and L. Asimow and A. J. Ellis [24],
Chapter 2. Theorem 4.34 is taken from S. Teleman [449].
Section 4.4 is a well-known application of G. Mokobodzki’s theorem 4.24; it can
be found for example in S. A. Argyros, G. Godefroy and H. P. Rosenthal [19] and
E. Odell and H. P. Rosenthal [366].
Exercise 4.40 is proved in M. Hervé [223]. Exercise 4.45 is the classical way of
proving Lemma 3.77, see E. M. Alfsen [5], Proposition I.4.10. In A. Goullet de Rugy
[200], Exercise 4.46 is ascribed to G. Mokobodzki.
Chapter 5
Perfect classes of functions and representation of
affine functions

The aim of this chapter is to introduce a hierarchy of Borel sets in topological spaces,
show its relation to inductive generation of Baire and Borel functions, and apply these
facts to get a link between topological properties of function spaces and compact
convex sets.
The first part is devoted to an abstract generation of classes of sets and functions
from a given family of sets. It turns out that a suitable starting point for this procedure
is an algebra of sets, because then the standard properties of Borel sets hold (see
Proposition 5.4) as well as the characterization of Baire classes of functions via level
sets (see Theorem 5.9).
The next section employs an abstract procedure for creating classes of Baire and
Borel sets in topological spaces. The main result is Theorem 5.16, showing that Borel
classes are “quotient” with respect to perfect mappings. The key ingredient of the
proof is elementary Lemma 5.15.
Abstract results obtained so far are applied in Section 5.3 to get a characterization
of Baire and Borel mappings via their measurability (see Corollary 5.22). As another
consequence we get Theorem 5.23 characterizing Baire-one functions on compact
spaces. The nice behavior of our Borel classes with respect to perfect mappings is
pointed out by Theorem 5.26, which is a result widely used throughout the book.
The next section begins to describe the interplay between topological results and
properties of functions on compact convex sets. To emphasize crucial properties of
affine functions, we introduce in Definition 5.28 a notion of “affinely perfect func-
tions”. Theorem 5.31 and Corollary 5.32 show to what extent the behavior of an
affine function is determined by its properties on the closure of extreme points and
Theorem 5.33 provides examples of affinely perfect classes.
The last section is crucial for the transfer of properties of function spaces to the
context of compact convex sets. A precise description of this transfer is contained in
Theorem 5.40 and Corollary 5.41.
First we recall several definitions.

Definition 5.1 (Sublattices and algebras of sets). If X is a set and F is a family of

its subsets, then F is a sublattice if ∅, X ∈ F and F is closed with respect to finite
unions and finite intersections. The family F is an algebra if F is a sublattice closed
with respect to complements. If A is a family of sets in a set X, we write Aσ (or, Aδ )
for all countable unions (or, intersections, respectively) of sets from A. If f : X → Y
136 5 Perfect classes of functions and representation of affine functions

is a mapping from X to a topological space Y , we say that f is F-measurable, if

f −1 (U ) ∈ F for each open U ⊂ Y .

5.1 Generation of sets and functions

Definition 5.2 (Abstract Borel classes of sets). If F is a family of sets in a set X, we
define Borel classes generated by F as follows: Let Σ1 (F) := F, Π1 (F) := {X \ F :
F ∈ F}, and for each countable ordinal α ∈ (1, ω1 ), let
[ 
Σα (F) := Πβ (F)
σ
β<α

and [ 
Πα (F) := Σβ (F) .
δ
β<α

Elements of the family Σα (F) are termed the sets of abstract additive class α and
elements of the family Πα (F) are called the sets of abstract multiplicative class α.
The sets in ∆α (F) = Σα (F) ∩ Πα (F) are the sets of abstract ambiguous class α.

Remark 5.3. The definition and notation of abstract Borel classes is chosen in such
a way that it coincides with the definition of Borel sets in metrizable spaces; see
Definition A.113, Proposition 5.14 or Section 11.B of [262].

Proposition 5.4. Let F be an algebra of sets in a set X. Then the following assertions
hold:
(a) Σα (F) ∪ Πα (F) ⊂ ∆β (F), 0 < α < β < ω1 ,
(b) a set A ⊂ X is in Σα (F) if and only if X \ A ∈ Πα (F), α ∈ (0, ω1 ),
(c) the family Σα (F) is stable with respect to countable unions and finite intersec-
tions, Πα (F) is stable with respect to finite unions and countable intersections
and ∆α (F) is an algebra, α ∈ (1, ω1 ),
S S
(d) α<ω1 Σα (F) = α<ω1 Πα (F) is the σ-algebra generated by F,
(e) Σα (F) = (∆α (F))σ , α ∈ (1, ω1 ),
(f) for each α ∈ (0, ω1 ), Σα (F) has the generalized reduction property; that is, if
An ∈ Σα (F), n ∈ N, then pairwise disjoint sets A0n ∈ Σα (F), n ∈ N,
there existS
such that An ⊂ An and n=1 An = ∞
0
S∞ 0
n=1 An ,
(g) if α ∈ (0, ω1 ) and A ∈ ∆α+1 (F), then there exists a sequence {An } of sets such
that An ∈ ∆α (F), n ∈ N, and cA = limn→∞ cAn ,
(h) if α ∈ (1, ω1 ) is a limit ordinal
S and A ∈ ∆α+1 (F), then there exists a sequence
{An } of sets such that An ∈ β<α ∆β (F), n ∈ N, and cA = limn→∞ cAn .
 5.1 Generation of sets and functions 137

Proof. Assertions (a), (b) and (c) follow by a straightforward transfinite induction, (d)
follows from (a) and (c), and (e) follows from (a).
For the proof of (f), let An ∈ Σα (F), n ∈ N, be given. If α = 1, we use the fact
that F Sis an algebra to get the required sets A0n , n ∈ N. Otherwise, using (e), we write
An = ∞ k=1 Ank , where Ank ∈ ∆α (F). We enumerate the family {Ank : n, k ∈ N}
0
as {Bj } and define

B1 := B10 , Bj := Bj0 \ (B10 ∪ · · · ∪ Bj−1

0
), j ≥ 2.

Then the sets Bj are contained in ∆α (F). We set

[
A01 := {Bj : Bj ⊂ A1 } and
[
A0n := {Bj : Bj ⊂ An , Bj * A01 ∪ · · · ∪ A0n−1 }, n ≥ 2.

Then A0n ⊂ An and A0n ∈SΣα (F), n ∈ N. Moreover, {A0n : n ∈ N} is a disjoint

family whose union equals ∞ n=1 An .
ToSverify (g), let A ∈ ∆ α+1 (F) for some α ∈ (0, ω1 ) be given. By definition,
A= ∞
T∞
n=1 nB = n=1 nC , where Bn ∈ Πα (F), Cn ∈ Σα (F), n ∈ N. We fix n ∈ N
and use (f) for the pair {X \ Bn , Cn } to find a set An ∈ ∆α (F) such that

Bn ⊂ An ⊂ Cn .

Then limn→∞ cAn = cA , as required.

ForSthe proof ofT(h), let α be a countable limit ordinal and A ∈ ∆α+1 (F). We write
A= ∞ n=1 Bn =
∞
n=1 Cn , where Bn ∈ Πα (F), Cn ∈ Σα (F), n ∈ N. By (a), there
exist ordinals αnk < α and sets Bnk , Cnk ∈ ∆αnk (F), k ∈ N, such that
∞
\ ∞
[
Bn = Bnk and Cn = Cnk , n, k ∈ N.
k=1 k=1

Without loss of generality we may assume that the sequences {Bn }, {Cnk }∞ k=1 are
increasing and the sequences {Cn }, {Bnk }∞
k=1 are decreasing. Then the sets
n
[ p
\
An = (Bpn ∩ Cjn ), n ∈ N,
p=1 j=1

are contained in ∆αn (F) for some αn < α and limn→∞ cAn = cA .
Indeed, let x ∈ A be given. First we show that x is contained in An for all n ∈ N
sufficiently large. To this end, let w ∈ N be chosen in such a way that x ∈ Bw . Then
x ∈ Bwp for all p ∈ N. Let r ∈ N be such that

x ∈ Cml for each m = 1, . . . , w and l > r.

138 5 Perfect classes of functions and representation of affine functions

Then
w
\
x ∈ Bwn ∩ Cjn , if n > r.
j=1

Hence for all n > r + w we get

n
[ p
\
x∈ (Bpn ∩ Cjn ).
p=1 j=1

S∞Conversely, let x ∈/ A be given. We find q ∈ N such that x ∈ / Cq . Then x ∈ /

n=1 C qn . Let s ∈ N be such that x ∈
/ Bmk for any m = 1, . . . , q and k > s. Let
/ m
T
n > s be arbitrary. For any m ∈ N, x ∈ / Bmn if m = 1, . . . , q, or x ∈ j=1 Cjn if
m > q. In both cases,
n
[ p
\
x∈
/ (Bpn ∩ Cjn ) = An .
p=1 j=1

This concludes the proof.

Definition 5.5 (Abstract Baire classes of mappings). Let Φ be a family of mappings

from a set X to a topological space Y . We define abstract Baire classes generated by
Φ inductively as follows: Let Φ0 := Φ and for each countable S ordinal α ∈ (0, ω1 ),
let Φα be the family of all pointwise limits of sequences from β<α Φβ .

Remark 5.6. Later on (see Theorem 5.9 and Definition 5.18), it will be sometimes
convenient to denote the starting family of the inductive definition by Φ1 . More pre-
cisely, we start from a family
S denoted by Φ1 and then Φα consists of all pointwise
limits of sequences from 1≤β<α Φβ , α ∈ (1, ω1 ). The purpose of this convention
is that we want to start the generation of mappings between topological spaces from
“Baire-one” mappings.

Lemma 5.7. Let F be an algebra of sets in a set X, α ∈ (0, ω1 ) and f : X → Y be a

Σα+1 (F)-measurable mapping from X to a precompact metric space (Y, ρ). Then, for
every ε > 0, there exist a partition {A1 , . . . , An } of X consisting of sets in ∆α+1 (F)
and points y1 , . . . , yn ∈ Y such that the function

g(x) = yi , x ∈ Ai , i = 1, . . . , n.

is Σα+1 (F)-measurable and satisfies ρ(f (x), g(x)) < ε, x ∈ X.

Proof. Let f : X → Y be a Σα+1 (F)-measurable mapping and ε > S 0. Since Y is

precompact, we may find a finite set {y1 , . . . , yn } ⊂ Y , so that Y ⊂ ni=1 U (yi , ε).
Then {f −1 (U (yi , ε)) : i = 1, . . . , n} is a cover of X consisting of sets in Σα+1 (F).
 5.1 Generation of sets and functions 139

Using Lemma 5.4(f), we can find a partition {A1 , . . . , An } of X consisting of sets in

∆α+1 (F) so that Ai ⊂ f −1 (U (yi , ε)), i = 1, . . . , n. Then the function
g(x) = yi , x ∈ Ai , i = 1, . . . , n,
is Σα+1 (F)-measurable and satisfies ρ(f (x), g(x)) < ε, x ∈ X.

The proof of Theorem 5.9 below closely follows the proof of Theorem 24.3 in
[262]; however, we include the following lemma.
Lemma 5.8. Let F be an algebra of sets in a set X and let 0 < ε < ε0 . Let f, g :
X → Y be mappings from a set X to a separable metric space (Y, ρ) such that
ρ(f (x), g(x)) < ε, x ∈ X. Let fn , gn : X → Y , n ∈ N, be Σγn (F)-measurable
mappings such that fn → f , gn → g and γn ∈ (1, ω1 ).
Then there exist Σγn (F)-measurable mappings hn : X → Y , n ∈ N, so that
hn → g and ρ(fn (x), hn (x)) < ε0 for each x ∈ X and n ∈ N.
Proof. Given the objects as in the lemma, for n ∈ N we set
A1n := {x ∈ X : ρ(fn (x), gn (x)) < ε0 }, A2n := {x ∈ X : ρ(fn (x), gn (x)) > ε}.
By the separability of the space Y we get that the sets A1n , A2n are in Σγn (F).
Indeed, we select countably many open sets Uk , Vk , k ∈ N, in Y such that
∞
[
(Uk × Vk ) = {(y1 , y2 ) ∈ Y × Y : ρ(y1 , y2 ) < ε0 }.
k=1

Hence
∞
[
A1n = (fn−1 (Uk ) ∩ gn−1 (Vk ))
k=1

is contained in Σγn (F). We similarly argue for the set A2n .

Thus we may use Proposition 5.4(f) to find disjoint sets Bn1 , Bn2 ∈ Σγn (F) such
that
Bn1 ⊂ A1n , Bn2 ⊂ A2n , and Bn1 ∪ Bn2 = X, n ∈ N.
By setting (
gn on Bn1 ,
hn := n ∈ N,
fn on Bn2 ,
we get Σγn (F)-measurable mappings satisfying our requirements.

Theorem 5.9. Let F be an algebra of sets in a set X and let Y be a separable metriz-
able space. Let Φ1 stand for the family of all Σ2 (F)-measurable mappings from X to
Y and, for α ∈ (1, ω1 ), let Φα be defined from Φ1 as in Definition 5.5.
Then, for each α ∈ (0, ω1 ) and f : X → Y , the following assertions are equiva-
lent:
140 5 Perfect classes of functions and representation of affine functions

(i) f ∈ Φα ,
(ii) f is Σα+1 (F)-measurable.

Proof. We prove (i) =⇒ (ii) by transfinite induction. If α = 1, the assertion holds

by the definition of Φ1 . We assume its validity for all β < α, where α ∈ (1, ω1 ). If
f ∈ Φα , then f = limn→∞ fn , where fn ∈ ΦSαn for some αn < α, n ∈ N. Given an
open set U ⊂ Y , we write U = ∞ ∞
S
m=1 Um = m=1 Um , where the sets Um are open.
Then
[∞ [∞ \ ∞
f −1 (U ) = fk−1 (Um )
m=1 n=1 k=n

and the sets fk−1 (Um ) ∈ Παk +1 (F) by the inductive assumption. Thus f −1 (U ) ∈
Σα+1 (F).
For the proof of (ii) =⇒ (i) we use transfinite induction again. The case α = 1
follows from the definition. Assume that α ∈ (1, ω1 ) and the assertion holds for all
β < α. Let f : X → Y be a Σα+1 (F)-measurable function.
We assume first that f : X → Y has only finitely many values; that is, there
exist pairwise disjoint sets Ai ⊂ X and points yi ∈ Y , i = 1, . . . , n, such that
Ai ∈ ∆α+1 (F) and f = yi on Ai , i = 1, . . . , n.
Assume first that α is isolated, that is, α = α0 + 1 for some α0 ∈ [1, ω1 ). According
to Proposition 5.4(g), there exist sequences {Aki }∞ k=1 of sets in ∆α (F), i = 1, . . . , n,
such that cAk → cAi . We may assume that {Ak1 , . . . , Akn } is a disjoint family for each
i
k ∈ N. (Otherwise we would take B1k = Ak1 and Bjk = Akj \ (Ak1 ∪ · · · ∪ Akj−1 ),
j = 2, . . . , n.)
Then
fk (x) = yi , x ∈ Aki , i = 1, . . . , n, k ∈ N,

are Σα (F)-measurable mappings that converge pointwise to f . By the inductive as-

sumption, the mappings fk are contained in Φα0 , and so f ∈ Φα .
Assume that α is limit. In this case we use Proposition 5.4(h) and find sequences
{Aki }∞
k=1 of sets in ∆αk (F), i = 1, . . . , n, where αk < α for every k ∈ N, such that
cAk → cAi , i = 1, . . . , n. The rest of the argument is analogous to that above.
i
Assume now that f : X → Y is an arbitrary Σα+1 (F)-measurable mapping. Since
Y is separable and metrizable, we can fix on Y a compatible metric ρ such that (Y, ρ)
is precompact. Hence we may find finite sets Y k := {y1k , . . . , ynk k } ⊂ Y , k ∈ N, so
that Y k ⊂ Y k+1 and Y ⊂ ni=1 U (yik , 2−k ).
S k

We fix k ∈ N. Then {f (U (yik , 2−k )) : i = 1, . . . , nk } is a cover of X consisting

−1

of sets in Σα+1 (F). Using Proposition 5.4(f) we find a partition {Aki : i = 1, . . . , nk }

of X consisting of sets in ∆α+1 (F) so that Aki ⊂ f −1 (U (yik , 2−k )), i = 1, . . . , nk .
Then the function
f k (x) = yi , x ∈ Aki , i = 1, . . . , nk ,
 5.1 Generation of sets and functions 141

is Σα+1 (F)-measurable. According to the reasoning above, we may find mappings

fnk ∈ Φαnk so that fnk → f k as n → ∞ and αnk < α. By implication (i) =⇒ (ii),

fnk ∈ Σαnk +1 (F), n, k ∈ N. (5.1)

If x ∈ X, from ρ(f k (x), f (x)) < 2−k it follows that ρ(f k (x), f k+1 (x)) < 2−k+1 .
Now we employ Lemma 5.8 to replace {fnk } by {hkn } in such a way that
• h1 = f 1 , n ∈ N,
n n
ρ(hkn (x), hk+1 −k+2 , x ∈ X, n, k ∈ N,
n (x)) < 2
•

• hkn is Σγnk +1 (F)-measurable for some γnk < α, n, k ∈ N,

• hkn → f k , k ∈ N.
To do this, we proceed inductively. First we set

h1n := fn1 , n ∈ N,

and having hjn : X → Y defined for all n ∈ N and j = 1, . . . , k − 1, we use

Lemma 5.8 to get mappings hkn : X → Y , n ∈ N, so that
−(k−1)+2
ρ(hk−1 k
n (x), hn (x)) < 2 , x ∈ X, n ∈ N,

and hkn is Σγnk +1 (F)-measurable, where γnk = max{γn(k−1) , αnk }, n ∈ N.

Having done this, we set

hk (x) := hkk (x), x ∈ X, k ∈ N.

Then the mappings hk are Σγkk +1 (F)-measurable, where γkk < α, and hk → f . By
the inductive assumption, hk ∈ Φγkk , k ∈ N. Hence f ∈ Φα , as required.

Theorem 5.10. Let F be an algebra of sets in a set X and let Φ1 stand for the family
of all Σ2 (F)-measurable functions from X to R and, for α ∈ (1, ω1 ), let Φα be the
abstract Baire class defined from Φ1 . Let α ∈ (0, ω1 ).
Then Φα is a vector space containing constant functions that is closed with respect
to uniform convergence, finite minima, multiplications and inversions (if defined).
Proof. Let α ∈ (0, ω1 ) be given. By Theorem 5.9, it is enough to show that the family
M of all Σα+1 (F)-measurable functions on X possesses all the required properties.
Obviously, M contains constant functions. Further, if f, g are Σα+1 (F)-measur-
able functions on X, the mapping ψ : X → R2 defined as

ψ(x) = (f (x), g(x)), x ∈ X,

is Σα+1 (F)-measurable. (This follows from the fact that any open set in R2 is a
countable union of open rectangles.) If ϕ : R2 → R is any of the following mappings

(a, b) 7→ ab, (a, b) 7→ a + b, (a, b) 7→ a ∨ b,

142 5 Perfect classes of functions and representation of affine functions

then ϕ is continuous. Hence ϕ ◦ ψ is Σα+1 (F)-measurable, and thus M is stable with

respect to addition, multiplication and finite minima. Using the mappings
1
t 7→ ct, t ∈ R, t 7→ , t ∈ R \ {0},
t
we get that cf ∈ M provided f ∈ M and c ∈ R, and f1 ∈ M provided f ∈ M and
f does not attain 0 on X.
Let {fn } be a sequence of functions in M that converges uniformly to f . Without
loss of generality we may assume that supx∈X |f (x) − fn (x)| < n1 , n ∈ N. Then, for
any c ∈ R, we get
∞ [
∞
[ 1
{x ∈ X : f (x) > c} = {x ∈ X : fn (x) > c + }.
k
k=1 n=k

Thus f is Σα+1 (F)-measurable and the proof is complete.

5.2 Baire and Borel sets

Notation 5.11. If X is a topological space, we write G(X) for the sublattice of all
open subsets of X.
We recall the following notions from Subsection A.2.B. A subset A of X is called
a zero set if A = f −1 ({0}) for a continuous real-valued function f on X. It is clear
that such a function f can be chosen with values in [0, 1].
We recall that a subset A of a topological space X is Fσ if A can be written as a
countable union of closed sets. The complement of an Fσ set is called a Gδ set.
Lemma 5.12. Let F be a sublattice of sets in a set X. Then the algebra generated by
F consists of all finite disjoint unions of differences of sets from F.
Proof. Let B denote the family of all finite disjoint unions of differences of sets from
F and let A S be the algebra generated by F. Obviously, B ⊂ A.
Let B := ni=1 (Fi \Hi ), where the sets Fi , Hi are contained in F and {Fi \Hi : i =
1, . . . , n} is a disjoint family. Since F is a sublattice, we may assume that Hi ⊂ Fi
for each i = 1, . . . , n. Then
 
\n [ \ [
X \ B = (Hi ∪ (X \ Fi )) =  Hi \ Fi  ,
i=1 I⊂{1,...,n} i∈I i∈{1,...,n}\I

where the union on the right-hand side is disjoint. Indeed, let I, J ⊂ {1, . . . , n} be
distinct sets. Assume that j ∈ I \ J. If
   
\ [ \ [
x ∈  Hi \ Fi  ∩  Hi \ Fi  ,
i∈I i∈{1,...,n}\I i∈J i∈{1,...,n}\J
 5.2 Baire and Borel sets 143

then [
x ∈ Hj ⊂ Fj and x∈
/ Fi .
i∈{1,...,n}\J

Hence x ∈ / Fj , a contradiction. Thus X \ B ∈ B and B is stable with respect to

complements.
Obviously, B is stable with respect to finite unions of disjoint sets.
Let {Fi \ Hi : i ∈ I} and {Gj \ Vj : j ∈ J} be disjoint finite families and
Fi , Hi , Gj , Vj ∈ F. Then
[ [ [
(Fi \ Hi ) ∩ (Gj \ Vj ) = (Fi \ Hi ) ∩ (Gj \ Vj )
i∈I j∈J (i,j)∈I×J
[
= (Fi ∩ Gj ) \ (Hi ∪ Vj ),
(i,j)∈I×J

where the last set is a finite disjoint union of differences of sets from F. Thus inter-
section of any pair of sets from B is again in B, and, consequently, B is stable with
respect to finite intersections.
Thus B is an algebra and A ⊂ B.

Definition 5.13 (Baire and Borel sets). We consider the following families of subsets
of X.
(a) The algebra Bas(X) generated by zero sets. By Lemma 5.12,
n
[
Bas(X) = (Fi \ Hi ) : Fi , Hi is a zero set in X, n ∈ N .
i=1

(b) The algebra Bos(X) generated by closed subsets of X. As above,

n
[
Bos(X) = (Fi \ Hi ) : Fi , Hi closed in X, n ∈ N .
i=1

(c) If we start the Borel hierarchy as defined in Section 5.1 from the sublattice G(X)
of all open subsets of X, for metrizable spaces we get the standard Borel classes
Σ0α (X) and Π0α (X) as defined in Definition A.113. We denote as Σ0α (G(X)) and
Π0α (G(X)) the families obtained by this procedure. We show below its relation to the
families defined in (a), (b). We just mention that a set A belongs to Σ02 (G(X)) if and
only if A = F ∪ G, where F is Fσ and G is open.
For both families (a) and (b) above we consider the abstract Borel classes defined in
Section 5.1 and call them the sets of additive, or multiplicative, Borel class α and the
sets of additive, or multiplicative, Baire class α for α < ω1 , respectively.
144 5 Perfect classes of functions and representation of affine functions

Lemma 5.14. Let X be a topological space. Then the following assertions hold.
(a) Σα (Bas(X)) ⊂ Σα (Bos(X)), α ∈ (0, ω1 ).
S
(b) The family
S α<ω1 Σα (Bas(X)) is the σ-algebra of all Baire sets in X and the
family α<ω1 Σα (Bos(X)) is the σ-algebra of all Borel sets in X.
(c) If A is a subset of a normal space, then A ∈ ∆2 (Bas(X)) if and only if A is both
Fσ and Gδ .
(d) If X is metrizable, then
(d1) Σα (Bas(X)) = Σα (Bos(X)), α ∈ (0, ω1 ),
(d2) Σα (Bos(X)) = Σ0α (G(X)) = Σ0α (X), α ∈ (1, ω1 ).

Proof. Assertion (a) follows from the fact that Bas(X) ⊂ Bos(X) and (b) is obvious.
For the proof of (c), notice that any set in ∆S2 (Bas(X)) T
is both Fσ and Gδ in any
topological space. If X is normal and A = ∞ n=1 Fn = ∞
n=1 Gn , where Fn ⊂ X
closed, Gn ⊂ X open, n ∈ N, then there exist continuous functions fn : X → [0, 1]
so that (
1 on Fn ,
fn = n ∈ N.
0 on X \ Gn ,
Then fn → cA , and hence
∞ \
∞ n ∞ ∞
[ 1o \ [ n 1o
A= x ∈ X : fn (x) ≥ = x ∈ X : fn (x) >
2 2
k=1 n=k k=1 n=k

is in ∆2 (Bas(X)).
Assertions (d1) and (d2) follow from the fact that any closed subset of a metrizable
space is a zero set. This concludes the proof.

Lemma 5.15. Let X, Y be compact topological spaces and Φ : Y → 2X be a map-

ping such that Φ(y) is nonempty compact for every y ∈ Y and

Φ−1 (F ) = {y ∈ Y : Φ(y) ∩ F 6= ∅}

is closed in Y for each closed set F in X. Let {Fn } be a sequence of closed subsets
of X.
Then there exists a mapping φ : Y → X such that
(a) φ(y) ∈ Φ(y) for every y ∈ Y ,
(b) φ−1 (Fn ) ∩ φ−1 (X \ Fn ) = ∅ for each n ∈ N, and
(c) φ−1 (Fn ) ∈ Bos(Y ) for each n ∈ N.

Proof. Set F0 := X. We will use induction to construct a sequence {Φn }n≥0 of

mappings from Y into X such that, for every n ≥ 0,
 5.2 Baire and Borel sets 145

(d) Φn (y) is a nonempty compact set for each y ∈ Y ,

(e) Φn+1 (y) ⊂ Φn (y) ⊂ Φ0 (y) for each y ∈ Y ,
(f) (Φn )−1 (F ) ∈ Bos(Y ) for every closed set F ⊂ X,
(g) (Φn )−1 (Fn ) ∩ (Φn )−1 (X \ Fn ) = ∅.
By the assumptions on Φ, we fulfill all the conditions needed for Φ0 by setting Φ0 :=
Φ.
Suppose that Φk satisfying the required conditions have been constructed for all
k ≤ n. Set A := (Φn )−1 (Fn+1 ). Condition (f) ensures that A ∈ Bos(Y ). Let Φn+1
be defined as (
Φn (y) ∩ Fn+1 , y ∈ A,
Φn+1 (y) :=
Φn (y), y ∈ Y \ A.
Conditions (d), (e) and (g) are obviously satisfied. For a closed subset F of X we
have

(Φn+1 )−1 (F ) = {y ∈ Y : Φn (y) ∩ Fn+1 ∩ F 6= ∅} ∩ A ∪


{y ∈ Y : Φn (y) ∩ F 6= ∅} ∩ (Y \ A) ,
which yields that condition (f) holds. Thus the construction is complete.
Set
\∞
φ(y)
b := Φn (y), y ∈ Y.
n=0

Since {Φn (y)} is a decreasing sequence of nonempty compact subsets of X, φ(y)

b is
a nonempty compact set contained in Φ(y) for every y ∈ Y . Let φ : Y → X be some
selection for φ.
b
Since

φ−1 (Fn ) ⊂ (Φn )−1 (Fn ) and φ−1 (X \ Fn ) ⊂ (Φn )−1 (X \ Fn ),

condition (b) is satisfied and φ−1 (Fn ) = (Φn )−1 (Fn ). Thus (c) follows from condi-
tion (f).

Theorem 5.16. Let ϕ : X → Y be a continuous mapping of a compact space X onto

a compact space Y , B ⊂ Y and α ∈ (0, ω1 ). Then ϕ−1 (B) ∈ Σα (Bos(X)) if and
only if B ∈ Σα (Bos(Y )).

Proof. If B ∈ Σα (Bos(Y )), then ϕ−1 (B) ∈ Σα (Bos(X)) by the continuity of ϕ.

Conversely, let A := ϕ−1 (B) be contained in Σα (Bos(X)). It follows by a straight-
forward transfinite induction argument that it is possible to find a countable family F
in Bos(X) such that A ∈ Σα (F). By Lemma 5.12, any set in F can be written as
a finite union of differences of closed sets. We enumerate all these closed sets as a
single sequence {Fn } and use Lemma 5.15 to get a mapping φ : Y → X such that
φ(y) ∈ ϕ−1 (y), y ∈ Y , and φ−1 (Fn ) ∈ Bos(Y ) for each n ∈ N. (We recall that ϕ(F )
146 5 Perfect classes of functions and representation of affine functions

is a closed set in Y for each closed F ⊂ X and hence the assumptions of Lemma 5.15
are satisfied.)
Since B = φ−1 (A),

B ∈ Σα ({φ−1 (F ) : F ∈ F}) ⊂ Σα (Bos(Y )).

This concludes the proof.

Theorem 5.17. Let A be a Baire subset of a compact space X and α ∈ (0, ω1 ). Then
A ∈ Σα (Bas(X)) if and only if A ∈ Σα (Bos(X)).

Proof. Assume that A is a Baire subset of a compact space X and α ∈ (0, ω1 ).

Obviously, we need to prove that A ∈ Σα (Bas(X)) provided A ∈ Σα (Bos(X)).
Since A is a Baire set, we can find a countable family {fn : n ∈ N} of continuous
functions on X with values in [0, 1] such that A belongs to the σ-algebra generated by
{fn−1 ((0, 1]) : n ∈ N} (see Proposition A.48). We define a mapping ϕ : X → [0, 1]N
as
ϕ(x) = {fn (x)}n∈N , x ∈ X.
Then ϕ is a continuous mapping of X onto a compact metrizable space Y := ϕ(X).
Further, ϕ−1 (ϕ(A)) = A. By Theorem 5.16, ϕ(A) ∈ Σα (Bos(Y )). Since Y
is a metrizable space, Σα (Bos(Y )) = Σα (Bas(Y )). Hence A = ϕ−1 (ϕ(A)) ∈
Σα (Bas(X)). This concludes the proof.

5.3 Baire and Borel mappings

Definition 5.18 (Baire and Borel measurable mappings and functions). Let us consi-
der the following classes of mappings from X to a topological space Y :
(a) Let Baf1 (X, Y ) be the family of all Σ2 (Bas(X))-measurable mappings from X
to Y and for α ∈ (1, ω1 ), let Bafα (X,
S Y ) := (Baf1 (X, Y ))α (see Section 5.1 and Re-
mark 5.6). We call the elements of α<ω1 Bafα (X, Y ) Baire measurable mappings.
(b) Let Bof1 (X, Y ) be the family of all Σ2 (Bos(X))-measurable mappings from X
to Y and for α S ∈ (1, ω1 ), as above we set Bofα (X, Y ) := (Bof1 (X, Y ))α . We call
the elements of α<ω1 Bofα (X, Y ) Borel measurable mappings.
S
Obviously,
S α<ω1 Bafα (X, Y ) is the family of all Baire measurable mappings and
α<ω1 Bof α (X, Y ) is the family of all Borel measurable mappings as defined in Def-
inition A.44.
In the case when Y = R we speak about Baire and Borel measurable functions.

The following theorem justifies the term “measurability” in the definition above.

Theorem 5.19. Let f be a mapping from a topological space X to a separable metriz-

able space Y and α ∈ (0, ω1 ). Then the following assertions hold:
 5.3 Baire and Borel mappings 147

(a) f ∈ Bafα (X, Y ) if and only if f is Σα+1 (Bas(X))-measurable.

(b) f ∈ Bofα (X, Y ) if and only if f is Σα+1 (Bos(X))-measurable.

Proof. This follows from Theorem 5.9.

Definition 5.20 (Baire mappings). Let α ∈ (0, ω1 ). A mapping f : X → Y between

topological spaces X and Y is said to be of Baire class α if f ∈ (C(X, Y ))α , where
C(X, Y ) denotes the set of all continuous mappings from X to Y .
We write B α (X, Y ) for the family of all mappings of Baire class α. If Y = R, we
simply write B α (X) and speak about functions of Baire class α.

Theorem 5.21. Let X be a compact space, Y be a separable metrizable space and

f : X → Y be a function such that f −1 (U ) is a Baire subset of X for every open
U ⊂ Y . Then the following assertions hold:
(a) There exists β ∈ (0, ω1 ) such that f is Σβ+1 (Bas(X))-measurable.
(b) For α ∈ (0, ω1 ), f ∈ Bafα (X, Y ) if and only if f ∈ Bofα (X, Y ).

Proof. Let f : X → Y be a function as in the theorem and let {Un : n ∈ N} be a

base of open sets in Y . If αn ∈ (0, ω1 ) are chosen in such a way that f −1 (Un ) ∈
Σαn (Bas(X)), n ∈ N, then f is Σα+1 (Bas(X))-measurable, where α = sup{αn :
n ∈ N}.
By Theorem 5.17, the function f is Σα+1 (Bas(X))-measurable if and only if f is
Σα+1 (Bos(X)))-measurable. Thus Theorem 5.19 concludes the proof.

Corollary 5.22 (Lebesgue–Hausdorff). Let f : X → R be a function on a compact

space X such that f −1 (U ) is a Baire subset of X for every open U ⊂ R. Let α ∈
(0, ω1 ). Then there exists β ∈ (0, ω1 ) such that f is Σβ+1 (Bas(X))-measurable and
the following assertions are equivalent:
(i) f ∈ Bafα (X, R),
(ii) f ∈ Bofα (X, R),
(iii) f ∈ B α (X).

Proof. By Theorem 5.21, f is Σβ+1 (Bas(X))-measurable for some β ∈ (0, ω1 ) and

assertions (i)–(ii) are equivalent. If α = 1 and f : X → R is a Σ2 (Bas(X))-
measurable function, Theorem A.124 yields that f ∈ B 1 (X). Thus f ∈ Bafα (X, Y )
if and only if f ∈ B α (X, Y ) for any α ∈ [1, ω1 ), by Theorems 5.19 and 5.9.

Theorem 5.23. Let f : X → R be a function on a compact space X such that

f −1 (U ) is a Baire subset of X for every open U ⊂ R. Then the following assertions
are equivalent:
(i) f ∈ Baf1 (X, R),
(ii) f has the point of continuity property,
148 5 Perfect classes of functions and representation of affine functions

(iii) f is fragmented,

(iv) the set {x ∈ F : f |F discontinuous at x} is meager in F for each F ⊂ X,

(v) f ∈ B 1 (X).

Proof. It follows from Theorem A.121 that (i) =⇒ (ii) ⇐⇒ (iii) ⇐⇒ (iv). By
Theorem A.124, (i) ⇐⇒ (v). To finish the proof we show that (iii) =⇒ (v). Since
f −1 (U ) is a Baire set in X for each U ⊂ R open, Corollary 5.22 gives that f ∈
B α (X) for some α < ω1 . It is easy to see that there exists a family Φ := {fn :
n ∈ N} of continuous functions on X such that f ∈ Φα (see Definition 5.5 and cf.
Proposition A.48). If ϕ : X → RN is defined as

ϕ(x) = {fn (x)}n∈N , x ∈ X,

then Y := ϕ(X) is a metrizable compact space. We can define a function g : Y → R

by
g(y) := f (x), x ∈ ϕ−1 (y), y ∈ Y,

and get a function satisfying f = g ◦ ϕ.

We aim to prove that g is fragmented. Let H ⊂ Y be a given closed set and ε > 0.
Using Proposition A.38 we find a minimal closed F ⊂ X such that ϕ(F ) = H. Let
U ⊂ F be a relatively open set such that diam f (U ) < ε. Then

V := H \ ϕ(F \ U )

is a nonempty relatively open set in H such that diam g(V ) < ε. Hence g is frag-
mented.
By Theorem A.127, g is a Baire-one function on Y , and thus f is a Baire-one
function on X. This finishes the proof.

Theorem 5.24. Let f : X → R be a Baire function on a compact space X. Then the

following assertions are equivalent:
(i) f is a limit of an increasing sequence of continuous functions,

(ii) f is lower semicontinuous.

Proof. For the proof of the nontrivial implication (ii) =⇒ (i), notice that A :=
f −1 ((c, ∞)) is an open Baire set in X for each c ∈ R. Since any Baire subset of a
compact space is Lindelöf, A is a cozero set. By Proposition A.53, f is a limit of an
increasing sequence of continuous functions.
 5.4 Perfect classes of functions 149

5.4 Perfect classes of functions

The aim of this section is to capture topological properties of functions on compact
spaces that are invariant with respect to compositions with perfect mappings. If C
denotes a class of functions and X is a topological space, we write C(X) for the set
of all functions on X that belong to C.
Definition 5.25 (Perfect classes of functions). We say that a class C of functions is
perfect if, given X, Y compact spaces and ϕ : X → Y continuous, then f ◦ϕ ∈ C(X)
if and only if f ∈ C(Y ).
Theorem 5.26. Let X, Y be compact spaces and ϕ : X → Y be a continuous surjec-
tion. Let g : Y → R and denote f := g ◦ ϕ. Then
(a) f is the limit of an increasing sequence of continuous functions on X if and only
if g is the limit of an increasing sequence of continuous functions on Y ,
(b) f is lower semicontinuous if and only if g is lower semicontinuous,
(c) f ∈ B α (X) if and only if g ∈ B α (Y ), α ∈ (0, ω1 ),
(d) f ∈ Bofα (X) if and only if g ∈ Bofα (Y ), α ∈ (0, ω1 ),
(e) f is universally measurable if and only if g is universally measurable.
Proof. The “if” parts of the statements of the theorem follow from the continuity of
the mapping ϕ.
Assertions (a) and (b) follow from the characterization via level sets (see Defini-
tion A.49 and Proposition A.53) and from the fact that ϕ maps closed sets in X to
closed sets in Y .
For the proof of (c), we need to show that g ∈ B α (Y ) provided f ∈ B α (X). Com-
bining Corollary 5.22 with Theorem 5.19 yields that we need to show that g −1 (U ) ∈
Σα+1 (Bas(Y )) for any U ⊂ R open. By Theorem 5.16,

g −1 (U ) = ϕ(f −1 (U )) ∈ Σα+1 (Bos(Y )).

Since both the sets

g −1 (U ) = ϕ(f −1 (U )) and Y \ g −1 (U ) = ϕ(f −1 (R \ U ))

are continuous images of Baire sets in a compact space, they are K-analytic (see
Theorem A.111(a)) and hence g −1 (U ) is a Baire set by the separation principle (see
Theorem A.112). By Theorem 5.17, g −1 (U ) ∈ Σα+1 (Bas(Y )).
The proof of (d) follows the same line of argument as the proof of (c); in fact, it is
enough to use Theorem 5.16 together with Theorem 5.19.
It remains to prove the last assertion. Similarly to the previous paragraph, we need
to prove that A ⊂ Y is universally measurable if ϕ−1 (A) is universally measurable
in X. Let ν be a probability measure on Y . Since the mapping ϕ] : M1 (X) →
150 5 Perfect classes of functions and representation of affine functions

M1 (Y ) is surjective, we can find a measure µ ∈ M1 (X) such that ν = ϕ] µ (see

Theorem A.94). Since B := ϕ−1 (A) is µ-measurable, we can write B as a disjoint
union of an Fσ set H and a µ-null set N . If we enlarge H by ϕ−1 (ϕ(H)), we may
suppose that
N = ϕ−1 (ϕ(N )) and H = ϕ−1 (ϕ(H)). (5.2)
We find an Fσ set F ⊂ X disjoint from N such that µ(F ) = 1. By virtue of (5.2),
ϕ(N ) ∩ ϕ(F ) = ∅. Hence

ν(ϕ(F )) = ϕ] µ(ϕ(F )) = µ(ϕ−1 (ϕ(F ))) ≥ µ(F ) = 1.

Thus ν(ϕ(N )) = 0 and A is a disjoint union of an Fσ set ϕ(H) and ν-null set ϕ(N ).
Hence A is ν-measurable and the proof is finished.

Corollary 5.27. The following classes of functions on topological spaces are perfect:
(a) increasing limits of continuous functions,
(b) lower semicontinuous and upper semicontinuous functions,
(c) Baire functions of class α and Baire functions,
(d) Borel measurable functions of class α and Borel functions,
(e) universally measurable functions.

5.5 Affinely perfect classes of functions

Definition 5.28 (Affinely perfect classes). If C is a class of functions on compact
convex sets, we say that C is affinely perfect if the following assertions hold for any
compact convex set X:
(AP1) for any affine continuous mapping ϕ : X → Y of X onto a compact convex
set Y , a function f on Y satisfies f ◦ ϕ ∈ C(X) if and only if f ∈ C(Y ),
(AP2) Ac (X) ⊂ C(X) ⊂ Abar (X) and C(X) is a subspace of Abar (X),
(AP3) for any f ∈ C(X), the function fb: M1 (ext X) → R defined as

fb(µ) = µ(f ), µ ∈ M1 (ext X),

belongs to C(M1 (ext X)),

(AP4) C(X) satisfies the minimum principle; that is, if f is a function from C(X)
such that f ≥ 0 on ext X, then f ≥ 0 on X.

Proposition 5.29. Let ϕ : X → Y be an affine continuous mapping of a compact

convex set X onto a compact convex set Y . Let g be a function on Y .
Then g ∈ Abar (Y ) if and only if g ◦ ϕ ∈ Abar (X).
 5.5 Affinely perfect classes of functions 151

Proof. Let µ ∈ M1 (X). Proposition A.92 yields that for every bounded universally
measurable function h on Y we have
(ϕ] µ)(h) = µ(h ◦ ϕ). (5.3)
We observe that r(ϕ] µ) = ϕ(r(µ)). Indeed, for any h ∈ Ac (Y ) we get
h(r(ϕ] µ)) = (ϕ] µ)(h) = µ(h ◦ ϕ) = (h ◦ ϕ)(r(µ)) = h(ϕ(r(µ))).
Assume now that g ∈ Abar (Y ). Then, for any µ ∈ M1 (X), we obtain
µ(g ◦ ϕ) = (ϕ] µ)(g) = g(r(ϕ] µ)) = (g ◦ ϕ)(r(µ)).
Thus g ◦ ϕ ∈ Abar (X).
Conversely, let g ◦ ϕ be in Abar (X). By Theorem 5.26(e), the function g is univer-
sally measurable on Y . It remains to prove the validity of the barycentric formula for
g.
To this end, let ν be a probability measure on Y . We find a probability measure
µ ∈ M1 (X) with ϕ] µ = ν.
By the assumption, the function f := g ◦ ϕ satisfies the barycentric formula on X.
Then (5.3) gives
ν(g) = (ϕ] µ)(g) = µ(g ◦ ϕ) = µ(f ) = f (r(µ)) = g(ϕ(r(µ))) = g(r(ν)),
which concludes the proof.

Proposition 5.30. Let f be a bounded universally measurable function on a compact

space K. Then the function If : M1 (K) → R defined by
If (µ) := µ(f ), µ ∈ M1 (K),
is universally measurable on M1 (K) and satisfies the barycentric formula.
Moreover, if f belongs to any class listed in Corollary 5.27, then If belongs to the
same class.
Proof. Given a bounded universally measurable function on K, the function
fe(λ1 , λ2 ) = λ1 (f ), (λ1 , λ2 ) ∈ M1 (K) × M1 (K),
is universally measurable on M1 (K) × M1 (K) by Proposition 3.90. If Λ is a
probability measure on M1 (K) with the barycenter µ, we define a measure Λ e ∈
1 1 1
M (M (K) × M (K)) as Λ = Λ ⊗ Λ. Then r(Λ) = (µ, µ) and, by Proposi-
e e
tion 3.90,
Z
If (µ) = µ(f ) = fe(µ, µ) = fe(λ1 , λ2 ) dΛ(λ
e 1 , λ2 )
M1 (K)×M1 (K)
Z
= λ1 (f ) dΛ(λ1 ) = Λ(If ).
M1 (K)
152 5 Perfect classes of functions and representation of affine functions

Hence If satisfies the barycentric formula on M1 (K).

Concerning the second part of the statement, we notice that the assertion for classes
(a) and (c) of Corollary 5.27 follows from the Lebesgue dominated convergence the-
orem, (b) follows from Theorem A.85(b) and (e) was proved above.
To prove (d), we first show that the function If is Σ2 (Bos(M1 (K)))-measurable
whenever f is Σ2 (Bos(K))-measurable. Let F, H be closed subsets of K. Then
IcF \H = I(cF ) − I(cF ∩H ) is Σ2 (Bos(M1 (K)))-measurable by Theorem A.85(b)
and Theorem 5.10.
If A ∈ Bos(K), by Lemma 5.12 we can write A = ni=1 (Fi \ Hi ), where Hi ⊂ Fi ,
S
the sets Hi and Fi are closed, and the family {Fi \ Hi : i = 1, . . . , n} is disjoint. Then
n
X
IcA = IcFi \Hi
i=1

is Σ2 (Bos(M1 (K)))-measurable. S
If A ∈ ∆2 (Bos(K)), then A = ∞ n=1 An , where A1 ⊂ A2 ⊂ · · · and An ∈
Bos(K), n ∈ N. Then, for c ∈ R, the set
∞
[
{µ ∈ M1 (K) : IcA (µ) > c} = {µ ∈ M1 (K) : µ(An ) > c}
n=1

belongs to Σ2 (Bos(M1 (K))). Since IcK\A = 1 − IcA and K \ A ∈ Σ2 (Bos(K)),

we get that the set

{µ ∈ M1 (K) : IcA (µ) < c} = {µ ∈ M1 (K) : IcK\A (µ) > 1 − c}

is in Σ2 (Bos(M1 (K))) by the argument above. Hence IcA is Σ2 (Bos(M1 (K)))-

measurable.
Again, by Theorem 5.10, we get that If is Σ2 (Bos(M1 (K)))-measurable for every
n
X
f= ai cAi , (5.4)
i=1

where n ∈ N, a1 , . . . , an ∈ R, and A1 , . . . , An ∈ ∆2 (Bos(K)) are pairwise disjoint.

If f is an arbitrary bounded Σ2 (Bos(K))-measurable function, using Lemma 5.7 we
find functions {fn } of type (5.4) that converge uniformly to f . Then {Ifn } converges
uniformly to If and thus If is Σ2 (Bos(M1 (K)))-measurable by Theorem 5.10.
Thus we have proved the desired assertion for functions in Bof1 (X, R). The proof
for the remaining classes now follows from Theorem 5.19 using transfinite induction.
This concludes the proof.

Theorem 5.31. Let H be a function space on a compact space K and f be a bounded

function on K such that f |ChH K is universally measurable on ChH K.
 5.5 Affinely perfect classes of functions 153

(a) If for any x ∈ K and µ ∈ M1 (ChH K) ∩ Mx (H), µ(f ) = f (x), then f is

H-affine on K.
(b) If moreover, for any boundary measure µ ∈ H⊥ , µ(f ) = 0, then ν(f ) = 0 for
any ν ∈ H⊥ .
(c) If, in addition to (a), the function f belongs to a class listed in Corollary 5.27, if
f |ChH K belongs to this class.

Proof. Let r : M1 (ChH K) → K be the barycentric mapping (see Section 3.3). Then
r is a surjective continuous mapping. The function

F : µ 7→ µ(f |ChH K ), µ ∈ M1 (ChH K),

satisfies the barycentric formula on M1 (ChH K) due to Proposition 5.30. Pick x ∈ K

and µ ∈ M1 (ChH K) ∩ Mx (H). By the assumption we have

F (µ) = µ(f |ChH K ) = µ(f ) = f (x).

Thus F = f ◦ r. By virtue of Theorem 5.26(e), f is universally measurable on K.

To show that f is H-affine, choose x ∈ K and µ ∈ Mx (H). Let ν ∈ M+ (K) be
an H-maximal measure such that µ ≺ ν (see Theorem 3.65). Then ν ∈ M1 (ChH K)
(see Theorem 3.81). In Proposition 3.89, we set F1 := K and F2 := ChH K and

M := {(εx , λ) ∈ M1 (K) × M1 (ChH K) : εx ≺ λ},

and find Λ ∈ M1 (M ) such that (µ, ν) ∈ M1 (K) × M1 (K) is the barycenter of Λ.

By Proposition 3.90 and the hypotheses,
Z Z
µ(f ) = εx (f ) dΛ(εx , λ) = λ(f ) dΛ(εx , λ) = ν(f ) = f (x).
M M

Hence f is H-affine, concluding the proof of (a).

For the proof of (b), let ν = ν1 − ν2 with ν1 , ν2 ∈ M1 (K) be a measure in H⊥ .
We find H-maximal measures µ1 , µ2 such that νi ≺ µi , i = 1, 2. By the argument
above, µi (f ) = νi (f ), i = 1, 2. The assumption yields

ν1 (f ) = µ1 (f ) = µ2 (f ) = ν2 (f ),

finishing the proof of (b).

The last assertion (c) follows from Theorem 5.26, Proposition 5.30 and the fact that
F = f ◦ r.

Corollary 5.32. Let X be a compact convex set in a locally convex space and f be a
bounded function on X such that, for any µ ∈ M1 (ext X), f is µ-measurable and
µ(f ) = f (r(µ)). Then f satisfies the barycentric formula on X.
Moreover, such a function f belongs to a class listed in Corollary 5.27 if f |ext X
belongs to this class.
154 5 Perfect classes of functions and representation of affine functions

Proof. If f satisfies the assumptions, then f is universally measurable on ext X =

ChAc (X) (X) and we can apply Theorem 5.31.

Theorem 5.33. The classes of strongly affine Baire-α functions and the class of
strongly affine Baire functions are affinely perfect.
Proof. The property (AP1) follows from Proposition 5.29, (AP2) is obvious, (AP3)
follows from Proposition 5.30 and (AP4) from Theorem 3.86.

Remarks 5.34. (a) We recall that a function f on a topological space X has the Baire
property if f is measurable with respect to the σ-algebra of the sets with the Baire
property. A function f on a topological space X has the restricted Baire property if,
for any closed F ⊂ X, f |F has the Baire property. A set A ⊂ X is perfectly meager
if A ∩ P is meager in P for every perfect P ⊂ X.
To see that neither class of functions is perfect, we recall an example of W. Sier-
pinski who constructed in Théorème of [416] a perfectly meager set A ⊂ [0, 1] and
a continuous function ϕ : [0, 1] → [0, 1] such that ϕ−1 (A) does not have the Baire
property. Hence the characteristic function cA has the restricted Baire property and
cA ◦ ϕ does not have even the Baire property.
(b) Later on we will present several examples of classes of functions that are not
affinely perfect, see Exercise 9.59, Subsections 12.3.B and 12.3.C.

5.6 Representation of H-affine functions

Definition 5.35 (Classes of H-affine functions). If f is a bounded universally measur-
able function on a compact space K, we recall that it can be considered as an element
of (C(K))∗∗ via the identification µ 7→ µ(f ), µ ∈ M(K).
If H is a function space on K and H⊥ ⊂ M(K) is its annihilator, U(K) ∩ H⊥⊥
is the space of all bounded universally measurable functions f such that µ(f ) = 0 for
each µ ∈ H⊥ .
For any countable ordinal α and a family of functions H ⊂ C(K), we define
the functions of H-affine class α similarly as in Definition 5.5 but we consider only
bounded sequences. More precisely, we set H0,b := H and having Hβ,b defined for
all β < α for some α ∈ (0, ω1 ), we letSHα,b to be the space of all pointwise limits of
bounded sequences of functions from β<α Hβ,b .
If we take H to be the space C(K) of all continuous functions on K, (C(K))α,b is
the usual space B bα (K) of all bounded Baire-α functions on K (see Section 5.3).
Lemma 5.36. For a compact convex set X and α ∈ [0, ω1 ), (Ac (X))α,b = (Ac (X))α .
Proof. Given a compact convex set X, denote E := Ac (X). By Proposition 4.32,
any bounded affine function on X can be viewed as an element of E ∗∗ and the τX -
topology coincides with the w∗ -topology. Hence any pointwise convergent sequence
 5.6 Representation of H-affine functions 155

{fn } of bounded affine functions on X is bounded by the uniform boundedness prin-

ciple (see [403], Theorem 2.5). This concludes the proof.

Definition 5.37 (Classes of affine functions). If X is a compact convex set and α ∈

[0, ω1 ), we write Aα (X) for the space (Ac (X))α and call it the functions of affine
class α.
If X is a symmetric compact convex set, we say that f is odd on X if f (−x) =
−f (x), x ∈ X. We write Aodd (X) for the space of all odd affine functions on X.

We note that an affine function f on a symmetric compact convex set is odd if and
only if f (0) = 0.

Definition 5.38 (Embedding of abstract H-affine functions). If H is a function space

on a compact space K, let X stand for the dual unit ball BH∗ endowed with the w∗ -
topology and let π : BM(K) → X be the restriction mapping. Let φ : K → X be the
evaluation mapping; that is, φ(x)(h) = h(x), h ∈ H, x ∈ K.
We define I : U(K) ∩ H⊥⊥ → A(X) as

If (s) = µ(f ), µ ∈ π −1 (s).

We remark that φ(x) = π(εx ), x ∈ K, and φ is a homeomorphism of K into BH∗ .

Further, I is an extension of the canonical embedding of H into H∗∗ .
In order to obtain properties of I needed for our purposes, we have to establish
several lemmas.

Lemma 5.39. Let F1 , F2 be closed convex subsets of a compact convex set X such that
co(F1 ∪ F2 ) = X. Let f be an affine function on X. Then the following assertions
hold.
(a) The function f is universally measurable (or of any class listed in Corollary 5.27,
respectively) on X if and only if f is universally measurable (or of any class listed
in Corollary 5.27, respectively) on F1 ∪ F2 .
(b) The function f belongs to Abar (X) if and only if f |F1 ∈ Abar (F1 ) and f |F2 ∈
Abar (F2 ).

Proof. We set Y := F1 × F2 × [0, 1] and define a continuous surjection ϕ : Y → X

by
ϕ(x1 , x2 , λ) = λx1 + (1 − λ)x2 .
Let fb : Y → R be defined as

fb(x1 , x2 , λ) = λf (x1 ) + (1 − λ)f (x2 ), (x1 , x2 , λ) ∈ Y.

Then fb inherits topological properties of f |F1 ∪F2 and fb = f ◦ ϕ. Thus Corollary 5.27
yields (a).
156 5 Perfect classes of functions and representation of affine functions

For the proof of the nontrivial part of (b), let f be an affine function on X such that
f |Fi ∈ Abar (Fi ), i = 1, 2. By (a), f is universally measurable on X.
Let x ∈ X and µ ∈ M1 (ext X) with r(µ) = x be given. Since X ⊂ co(F1 ∪ F2 ),
the Milman theorem 2.43 yields ext X ⊂ F1 ∪ F2 . We set

a1 := µ(F1 ) and a2 := µ(F2 \ F1 ).

Obviously, we may assume that a1 , a2 > 0. We define

µ1 := a−1
1 µ|F1 and µ2 := a−1
2 µ|F2 \F1 .

Then r(µi ) ∈ Fi , i = 1, 2,

a1 + a2 = 1 and a1 r(µ1 ) + a2 r(µ2 ) = x.

By the hypotheses,

µ(f ) = a1 µ1 (f ) + a2 µ2 (f ) = a1 f (r(µ1 )) + a2 f (r(µ2 )) = f (x).

Thus f satisfies the barycentric formula with respect to any measure carried by ext X.
By Corollary 5.32, f ∈ Abar (X). This concludes the proof.

Theorem 5.40. Let H be a function space on a compact space K and X = BH∗ .

Then the mapping I has the following properties:
(a) I is an isometric isomorphism of U(K) ∩ H⊥⊥ onto Abar (X) ∩ Aodd (X),
(b) I −1 (F ) = F ◦ φ, F ∈ Abar (X) ∩ Aodd (X),
(c) I(U(K) ∩ H⊥⊥ ) = U(X) ∩ Abar (X) ∩ Aodd (X),
(d) I(C(K) ∩ H⊥⊥ ) = C(X) ∩ Abar (X) ∩ Aodd (X), whenever C is any class of
functions listed in Corollary 5.27,
(e) if {fn } ⊂ U(K) is a bounded sequence pointwise converging to f , then Ifn →
If ,
(f) I(Hα,b ) = Aodd (X) ∩ Aα (X), α ∈ [0, ω1 ).
Proof. Obviously, I is linear and I(U(K)∩H⊥⊥ ) ⊂ Aodd (X). Further, the equalities
kIf k = sup |If (s)| = sup |If (π(µ))| = sup |µ(f )|
s∈X µ∈BM(K) µ∈BM(K)

= sup |f (x)| = kf k
x∈K

imply that I is an isometry.

Let Ib : U b (K) → U b (BM(K) ) be defined as

If
b (µ) = µ(f ), µ ∈ BM(K) .

First we check that Ib maps U b (K) into U b (BM(K) ).

 5.6 Representation of H-affine functions 157

If f ∈ U b (K), then Proposition 5.30 yields that If

b | 1
M (K) is universally measur-
able and satisfies the barycentric formula. Let C be any class of functions listed in
b | 1 1
Corollary 5.27. By Proposition 5.30, If M (K) ∈ C(M (K)) if f ∈ C(K).
By symmetry, If b | 1 satisfies analogous properties. Since
−M (K)

BM(K) = co(M1 (K) ∪ −M1 (K)),

b ∈ Abar (BM(K) ) and If
Lemma 5.39 yields that If b ∈ C(BM(K) ) if f ∈ C(K).
Since
b (µ) = If (π(µ)), µ ∈ BM(K) ,
If (5.5)
Corollary 5.27 implies inclusions “⊂” in (a), (c) and (d).
For the proof of (b), let F ∈ Abar (X) ∩ Aodd (X) be given and let f := F ◦ φ. Then
f inherits all topological properties from F because φ is a homeomorphism.
We pick a measure µ ∈ H⊥ . Without loss of generality we may assume that µ =
µ1 − µ2 , µ1 , µ2 ∈ M1 (K). Then r(φ] µi ) = π(µi ), i = 1, 2 (see Proposition 4.26(c)).
Then

µi (f ) = µi (F ◦ φ) = φ] µi (F ) = F (r(φ] µi )) = F (π(µi )), i = 1, 2. (5.6)

Since π(µ1 ) = π(µ2 ), µ(f ) = 0 and f ∈ H⊥⊥ .

Further, given s ∈ X, we select a measure µ ∈ π −1 (s). Let µ = aµ1 − (1 − a)µ2 ,
a ∈ [0, 1], µ1 , µ2 ∈ M1 (K). Since F is affine, by (5.6) we obtain

If (s) = µ(f ) = a1 µ1 (f ) − a2 µ2 (f )
= a1 F (π(µ1 )) − a2 F (π(µ2 )) = F (π(µ))
= F (s).

Thus I −1 (F ) = F ◦ φ and we get the inclusions “⊃” in (a), (c) and (d).
Using the Lebesgue dominated convergence theorem, we get (e).
By transfinite induction and (e), I(Hα,b ) = Aodd (X) ∩ Aα (X) for α ∈ [0, ω1 ),
which finishes the proof.

Corollary 5.41. Let H be a function space on a compact space K and X = S(H).

Given f ∈ U(K) ∩ H⊥⊥ , let If denote the function

s 7→ µ(f ), µ ∈ π −1 (s), s ∈ X.

Then I is an isometric isomorphism between U(K) ∩ H⊥⊥ and Abar (X) such that
I = Φ on H and I preserves natural order of functions. Its inverse is given by

I −1 F = F ◦ φ, F ∈ Abar (X). (5.7)

Further, for any class of functions C listed in Corollary 5.27, If ∈ C(X) if and
only if f ∈ C(K).
158 5 Perfect classes of functions and representation of affine functions

Proposition 5.42. Let H be a function space on a compact space K. Then the follow-
ing assertions hold:
(a) U(K) ∩ H⊥⊥ ∩ B 1 (K) = H1,b ,
(b) If f ∈ U(K) ∩ H⊥⊥ is lower semicontinuous, then f = sup{h ∈ H : h < f }
and this family is up-directed.

Proof. Let X be the state space of H, Φ : H → Ac (X) be the isometry into and I be
as in Corollary 5.41.
For the proof of (a) we notice that If ∈ B 1 (X) ∩ Abar (X). By Theorem 4.24,
If ∈ A1 (X); that is, there exists a bounded sequence {hn } ⊂ Ac (X) pointwise
converging to If . Since Φ(H) is dense in Ac (X), we may assume that hn ∈ Φ(H),
n ∈ N. Then Φ−1 hn → f , and f ∈ H1 .
Similarly we verify (b). Indeed, If is lower semicontinuous and affine provided
f ∈ H⊥⊥ is lower semicontinuous. By Proposition 4.12,

If = sup{h ∈ Ac (X) : h < If },

where this family is up-directed. Thus the set {h ∈ H : h < f } is up-directed as well
and its supremum equals f .

Lemma 5.43. Let H be a function space on a compact space K. If f, −g are upper

semicontinuous bounded functions on K, then the following assertions are equivalent:
(i) there exists h ∈ H with f < h < g,
(ii) µ(f ) < ν(g) for any pair of measures µ, ν ∈ M1 (K) with µ − ν ∈ H⊥ .

Proof. The implication (i) =⇒ (ii) is obvious. To show the converse implication, let
f, −g be upper semicontinuous functions on K satisfying (ii). Then f < g. Define
functions F and G on the state space X := S(H) as follows:
(
f ◦ φ−1 on φ(K),
F :=
min f (K) on S(H) \ φ(K),

and (
g ◦ φ−1 on φ(K),
G :=
max g(K) on S(H) \ φ(K).
Then F , −G are upper semicontinuous functions on X with F < G. Let µ1 , µ2 ∈
M1 (X) with r(µ1 ) = r(µ2 ) be given. Let νi ∈ M+ (X) be maximal such that

µi |X\φ(K) ≺ νi , i = 1, 2.

Then
λi := µi |φ(K) + νi , i = 1, 2,
 5.7 Exercises 159

are measures in M1 (φ(K)) and satisfy r(λ1 ) = r(λ2 ). By Proposition 4.26(c),

(φ−1 )] λ1 − (φ−1 )] λ2 ∈ H⊥ .

By the assumption,

µ1 (F ) ≤ λ1 (F ) = λ1 (f ◦ φ−1 ) = ((φ−1 )] λ1 )(f )

< ((φ−1 )] λ2 )(g) = λ2 (g ◦ φ−1 ) = λ2 (G) ≤ µ2 (G).
Lemma 4.11 provides a function

H ∈ ((H∗ , w∗ )∗ + R) |X = Φ(H)|X

such that F < H < G. Then h := H ◦ φ ∈ H and f < h < g.

5.7 Exercises
Exercise 5.44. For every α ∈ (1, ω1 ) there exists a Baire subset A of a normal space
Xα such that A is of additive Borel class 1 and A is not of additive Baire class α + 1.
Hint. If  denotes the Euclidean topology of the real line R, let A ⊂ R be a set in
Πα (Bas(R, )) \ Σα (Bas(R, )) (see [262], Theorem 22.4). Let τ be the topology on
R such that its open sets are of the form U ∪ V , where U is -open and V is any subset
of R \ A. It is easy to see that (R, τ ) is a Hausdorff regular space. It is even a normal
space.
Indeed, let U be an open cover of (R, τ ). Since (A, τ ) = (A, ), we can find a
countable open family U 1 ⊂ U covering A. Then

V = U 1 ∪ {{x} : x ∈ R \ A}

is a σ-discrete refinement of U, and thus (R, τ ) is paracompact (see Theorem 5.1.12

in [169]). Since any paracompact space is normal (see Theorem 5.1.5 in [169]), the
claim follows.
Further, since τ is finer that , A is a Baire subset of (R, τ ). The set A is also
τ -closed.
We claim that A ∈ / Σα (Bas(R, τ )). To see this, we notice that for any τ -open
V ⊂ R there exists an -open set W ⊂ R such that V ∩ A = W ∩ A and W ⊂ V .
Thus it follows that if A were in Σβ (Bas(R, τ )) for some β < α, then A would be in
Σβ (Bas(R, )), which is not the case.

Exercise 5.45. There exists a normal space X such that for each α ∈ (1, ω1 ) there
exists a Baire set A ⊂ X such that A ∈ Σ1 (Bos(X)) \ Σα+1 (Bas(X)).
Hint. For every α ∈ (1, ω1 ), we construct Xα as in Exercise 5.44. Then the topolog-
ical sum of these spaces is the space with the required properties.
160 5 Perfect classes of functions and representation of affine functions

Exercise 5.46. Let X be a normal space and F1 , . . . , Fn be its closed subsets. Then
βX βX βX
F1 ∩ · · · ∩ Fn = F1 ∩ · · · ∩ Fn .
βX
Hint. First we show the following claim: If F1 , F2 ⊂ X are closed and F1 ∩
βX
F2 6= ∅, then F1 ∩ F2 6= ∅.
To show this assume that F1 ∩ F2 = ∅. By Tietze’s theorem A.26, there exists a
bounded continuous function f on X such that f = 0 on F1 and f = 1 on F2 . Let
fb ∈ C(βX) be the continuous extension of f . Then
βX βX
F1 ⊂ {x ∈ βX : fb(x) = 0} and F2 ⊂ {x ∈ βX : fb(x) = 1},
βX βX
and thus F1 ∩ F2 = ∅, a contradiction. This proves the claim.
βX βX
Now let F1 , F2 ⊂ X be closed with x ∈ F1 ∩ F2 . Let U 3 x be an open set.
Then
βX βX
βX βX
x ∈ F1 ∩ (X ∩ U ) ∩ F2 ∩ (X ∩ U ) .
By the claim,
βX
F1 ∩ F2 ∩ (X ∩ U ) 6= ∅.
βX
Since U is arbitrary, x ∈ F1 ∩ F2 .
βX
By induction we prove the assertion for finitely many sets in X. If x ∈ F1 ∩
βX
· · · ∩ Fn+1 , where F1 , . . . , Fn+1 are closed in X, then
βX βX
x ∈ F1 ∩ · · · ∩ Fn ∩ Fn+1 ,

and thus
βX
x ∈ F1 ∩ · · · ∩ Fn+1 .

Exercise 5.47. Let (NN , ) denote the space NN endowed with the usual product topol-
ogy and let X = NN ∪ {p} equipped with the following topology τ : the points of NN
are discrete and a base of neighborhoods of the point p is formed by the sets

{p} ∪ (NN \ F ), F ⊂ NN is closed and discrete in (NN , ).

Prove the following assertions:

(a) X is a regular space.
(b) If ϕ : NN → 2X is defined as ϕ(σ) = {σ, p}, σ ∈ NN , then ϕ is a usco mapping
with ϕ(NN ) = X (see Section A.4).
(c) X is a normal space.
(d) X is a Kσδ subset of βX (that is, X = ∞
T S∞
n=1 k=1 Knk for some compact sets
Knk in βX), and thus it is a K-analytic subset of βX.
 5.7 Exercises 161

(e) An infinite set K ⊂ X is compact if and only if K = F ∪{p}, where F ⊂ (NN , )

is relatively compact.
(f) X is not σ-compact in βX.
(g) X ∈ Bos(βX) and X is not a Baire subset of βX.
Hint. Assertions (a) and (b) are easy to verify. Since X is the image of a Lindelöf
space under a usco mapping, X is Lindelöf (see Proposition A.108). Since any regular
Lindelöf space is normal (see Theorem 3.8.2 in [169]), (c) follows.
To verify (d), let

Us := {σ ∈ NN : σ||s| = s}, s ∈ N<N ,

and
Is = ϕ(Us ) = {σ ∈ NN : σ||s| = s} ∪ {p}, s ∈ N<N .
If s, t ∈ N<N are different sequences of length n, then Exercise 5.46 yields
βX βX βX
Is ∩ It = Is ∩ It = {p}. (5.8)

We claim that
∞ [
\ βX
X= Is . (5.9)
n=1 |s|=n

Indeed, let x ∈ βX \ X be contained in the right-hand side of (5.9). For each n ∈ N

βX
we select sn ∈ Nn such that x ∈ Isn . By (5.8), there exists σ ∈ NN such that
n
σ|n = s .
βX βX
Let U 3 x and V ⊃ ϕ(σ) be open sets in βX such that U ∩V = ∅. By the
upper semicontinuity of ϕ there exists n ∈ N such that ϕ(Uσ|n ) ⊂ V ∩ X. Then
βX βX βX
ϕ(Uσ|n ) = Iσ|n ⊂V .
βX
But this contradicts the fact that x ∈ Isn . Hence (5.9) holds and X is Kσδ set in
βX. By Theorem A.111(a), X is K-analytic.
For the proof of (e), let F ⊂ (NN , ) be relatively compact. If U ⊂ X is an open
set containing p, then X \ U intersects F in a finite set. Hence F ∪ {p} is compact in
X.
Conversely, let K ⊂ X be an infinite compact set. Obviously, p ∈ K and K \ {p}
contains no closed discrete set in (NN , ) (otherwise K would not be τ -compact).
Hence K \ {p} is relatively compact in (NN , ).
Since (NN , ) is not σ-compact, (f) follows from (e).
Finally, X is a union of a discrete set and a singleton, and thus X ∈ Bos(βX).
Assume thatS X is a Baire subset of βX. By Theorem 5.17, X ∈ Σ1 (Bas(βX)), and
thus X = ∞ n=1 Kn for some compact sets Kn ⊂ βX, n ∈ N. But this is impossible
by (f).
162 5 Perfect classes of functions and representation of affine functions

Exercise 5.48. Let X be a completely regular space and α ∈ (1, ω1 ). Prove that the
following assertions are equivalent:
(i) X ∈ Σα (Bos(cX)) for any compactification cX of X,
(ii) X ∈ Σα (Bos(cX)) for some compactification cX of X,
(iii) X ∈ Σα (Bos(βX)) for the Čech–Stone compactification βX of X.

Hint. Obviously, (i) =⇒ (ii). If X ∈ Σα (Bos(cX)) for some compactification cX

of X, let ϕ : βX → cX be the mapping with ϕ−1 (cX \ X) = βX \ X (use
Theorem A.37). By the continuity of ϕ, X ∈ Σα (Bos(βX)). Thus (ii) =⇒ (iii).
If X ∈ Σα (Bos(βX)) and cX is a compactification of X, then there exists a map-
ping ϕ : βX → cX such that ϕ−1 (cX \ X) = βX \ X (use Theorem A.37). By
Theorem 5.16, X ∈ Σα (Bos(cX)). Hence (iii) =⇒ (i).

Exercise 5.49. Let X be a completely regular space and α ∈ (0, ω1 ). Prove that the
following assertions are equivalent:
(i) X ∈ Σα (Bas(cX)) for any compactification cX of X,
(ii) X ∈ Σα (Bas(cX)) for some compactification cX of X,
(iii) X ∈ Σα (Bas(βX)) for the Čech–Stone compactification βX of X.

Hint. Follow the proof of Exercise 5.48 along with Theorem 5.26(c).

Exercise 5.50. We recall that a compact space K is scattered if every subset of K has
an isolated point. Verify the following assertions:
(a) A compact space is scattered if and only if every closed subset of K has an iso-
lated point.
(b) A continuous image of a scattered compact space is scattered.
(c) If K is not scattered, then there exists a perfect subset P ⊂ K and a continuous
surjection ϕ : P → {0, 1}N .
(d) If K is a metrizable compact scattered space, then it is countable.

Hint. The verification of (a) is easy. If ϕ : K → L is a continuous surjection of a

compact scattered space K onto a compact space L, let H ⊂ L be a closed set. By
Proposition A.38, there exists a minimal closed set F ⊂ K such that ϕ(F ) = H. Let
x ∈ F be an isolated point. Then H \ ϕ(F \ {x}) is a nonempty open set. Thus ϕ(x)
is an isolated point of H. This proves (b).
To verify (c), let a closed set F ⊂ K have no isolated points. Inductively we
construct relatively open sets Us ⊂ F , s ∈ {0, 1}<N (here {0, 1}<N denotes the set of
all finite sequences of digits 0 and 1, see Section A.4 for the notation used here), such
that
 5.7 Exercises 163

• Us∧ 0 ∪ Us∧ 1 ⊂ Us , s ∈ {0, 1}N ,

• Us∧ 0 ∩ Us∧ 1 = ∅, s ∈ {0, 1}N .
This is possible in view of the fact that F has no isolated point.
Let
∞ [
\ [ \ ∞
H := Us = Uσ|n .
n=1 |s|=n σ∈{0,1}N n=1
T∞
By the compactness of F , n=1 Uσ|n 6= ∅ for each σ ∈ {0, 1}N . We define ϕ : H →
{0, 1}N by the formula
∞
\
ϕ(x) := σ for x ∈ Uσ|n , σ ∈ {0, 1}N .
n=1

Then ϕ is a continuous surjection of H onto {0, 1}N . Let P ⊂ H be a minimal closed

set with ϕ(P ) = {0, 1}N (see Proposition A.38). Then P is perfect.
Indeed, if x were an isolated point of P ,

{0, 1}N \ ϕ(P \ {x})

would be an isolated point of {0, 1}N , a contradiction.

Assertion (d) is a classical fact. If K is a metrizable uncountable compact space,
let U be the union of all open countable sets in K. Since K is metrizable, we can
choose countably many open sets whose union is U . Thus K \ U is an uncountable
closed set whose any relatively open subset is uncountable. In particular, K \ U has
no isolated points. Hence K is not scattered.

Exercise 5.51. Prove that a compact space K is scattered if and only if every f ∈
C(K) has countable range.

Hint. This follows from (b) and (d) of Exercise 5.50.

Exercise 5.52. Any scattered compact space K has a base consisting of clopen sets.

Hint. Let x, y ∈ K be distinct points. We find a continuous function f : K → [0, 1]

such that f (x) = 0 and f (y) = 1. By Exercise 5.51, f (K) is a countable set. Hence
there exists r ∈ (0, 1) \ f (K). Then

{z ∈ K : f (z) < r} = {z ∈ K : f (z) ≤ r}

and
{z ∈ K : f (z) > r} = {z ∈ K : f (z) ≥ r}
are clopen sets separating x and y. From this the assertion follows.
164 5 Perfect classes of functions and representation of affine functions

Exercise 5.53. Let F be a closed subset of a compact space K. If B ⊂ F is a Baire

set in F , then there exists a Baire set A ⊂ K such that A ∩ F = B.

Hint. If B ⊂ F is a zero set, by Tietze’s theorem there exists a zero set A ⊂ K with
A ∩ F = B. If F denote the family of all Baire sets in F that are traces of Baire
sets in K, it is easy to verify that F is a σ-algebra. Hence F contains all Baire sets in
F.

Exercise 5.54. Prove that for a compact space K the following assertions are equiva-
lent:
(i) K is not scattered,
(ii) for any α < ω1 there exists a Baire set A ∈
/ Σα (Bas(K)).

Hint. Assume that K is scattered and A ⊂ K is a Baire set. Using Proposition A.48
we find a countable family {fn : n ∈ N} of continuous functions such that A is
contained in the σ-algebra generated by {fn−1 ((0, 1]) : n ∈ N}. Then ϕ : K → RN
defined as
ϕ(x) := {fn (x)}n∈N , x ∈ K,
is a continuous surjection of K on a metrizable compact space ϕ(K). By Exer-
cise 5.50(b), (d), ϕ(K) is a countable compact space. Since A = ϕ−1 (ϕ(A)) and

ϕ(A) ∈ Σ02 (ϕ(K)) = Σ2 (Bas(ϕ(K))),

A ∈ Σ2 (Bas(K)). Hence any Baire set in K is contained in Σ2 (Bas(K)).

Assume now that K is not scattered. By Exercise 5.50(c), we can find a closed
set P ⊂ K and a continuous surjection ϕ : P → {0, 1}N . By Theorem 22.4 of
[262], for any α < ω1 we can find a Borel set B ⊂ {0, 1}N that is not contained in
Σ0α ({0, 1}N ). By Theorem 5.16, ϕ−1 (B) ∈
/ Σα (Bas(P )). If A ⊂ K is a Baire subset
−1
satisfying A ∩ P = ϕ (B) (see Exercise 5.53), then A ∈ / Σα (Bas(K)).

Exercise 5.55. If K is a compact space that is not scattered, then for any α < ω1 there
exists a Borel set A ∈
/ Σα (Bos(K)).

Hint. If K is not scattered and α < ω1 , Exercise 5.54 provides a Baire set A ⊂ K not
contained in Σα (Bas(K)). By Theorem 5.17, A is not contained in Σα (Bos(K)).

Exercise 5.56. Let f : X → R be a function on a normal space X. Prove that the

following assertions are equivalent:
(i) f is Baire-one,
(ii) there exist functions fn : X → R, n ∈ N, such that fn → f and osc fn (x) ≤ n1 ,
x ∈ K, n ∈ N.
 5.7 Exercises 165

Hint. If f : X → R, then u(x) := f (x)∨lim supy→x f (y), x ∈ X, is upper semicon-

tinuous on X, and l(y) := f (x) ∧ lim infy→x f (y), x ∈ X, is lower semicontinuous
on X. If osc f ≤ δ, u − δ < l + δ. Since X is normal, there exists a continuous
function g with u − δ < g < l + δ. Now it is easy to construct continuous functions
gn pointwise converging to f .

Exercise 5.57. Prove the following variant of the Kuratowski–Ryll-Nardzewski se-

lection theorem: If X, Y are metrizable separable spaces, Φ : Y → 2X is an usco
mapping (see Section A.4), then there exists φ ∈ Bof1 (Y, X) such that φ(y) ∈ Φ(y)
for y ∈ Y .

Hint. If {Un : n ∈ N} is a countable base of open sets in X, we consider a se-

quence {Fn } of closed sets in X, where Fn := Un , n ∈ N. We construct inductively
multivalued mappings Φn : Y → 2X , n ≥ 0, as follows: Let

Φ0 (y) := Φ(y), y ∈ Y.

If Φn has been defined for n ≥ 0, let

(
Φn (y) ∩ Fn+1 , y ∈ Φ−1 (Fn+1 ),
Φn+1 (y) :=
Φn (y), y∈/ Φ−1 (Fn+1 ).

As in the proof of Lemma 5.15 we get a decreasing sequence {Φn }∞

n=0 of mappings
with nonempty compact values such that

(Φn )−1 (F ) ∈ Bos(Y ), F ⊂ X closed, n ≥ 0.

Let
∞
\
φ(y) := Φn (y), y ∈ Y.
n=0

Then φ(y) is a singleton.

Indeed, if x1 , x2 ∈ φ(y), let n ≥ 0 be such that x1 ∈ Fn+1 and x2 ∈
/ Fn+1 . Since

x1 ∈ φ(y) ⊂ Φn (y),

Φn (y) ∩ Fn+1 6= ∅. Hence Φn+1 (y) ⊂ Fn+1 , and thus x2 ∈ / Φn+1 (y). Since
φ(y) ⊂ Φn+1 (y), we get a contradiction.
Further, φ(y) ⊂ Φ(y) for each y ∈ Y . This follows from the first step of the
construction.
Finally, since
φ−1 (Fn+1 ) = (Φn )−1 (Fn+1 ) ∈ Bos(Y ),
and any open set in X is a countable union of elements from {Fn : n ∈ N}, φ is
Σ2 (Bos(Y ))-measurable mapping. In other words, φ ∈ Bof1 (X, Y ).
166 5 Perfect classes of functions and representation of affine functions

Exercise 5.58. Let E be a Banach space and X := BE ∗ with the w∗ -topology. We set
E0 := E ⊂ E ∗∗ and inductively define
[
Eα := {x∗∗ |X : x∗∗ is a w∗ -limit of a sequence from Eβ }, α ∈ (0, ω1 ).
β<α

Prove that Aα (X) = Eα + R.

Hint. The case α = 0 is settled by Proposition 4.36. For higher ordinals use transfinite
induction.

5.8 Notes and comments

The theory of Borel sets is a deeply studied topic, in particular, in separable metrizable
spaces. Since it is not the main theme of our book, we refer the reader to the following
books and papers and to the references therein. The following sources R. Baire [29],
K. Kuratowski [285], F. Hausdorff [217], Z. Frolı́k [187], S. M. Srivastava [434] and
A. S. Kechris [262] provide detailed surveys of results in separable metrizable spaces
and A. H. Stone [439], R. W. Hansell [207], [206], P. Holický and J. Pelant [235] and
P. Holický [231] of results in nonseparable metrizable spaces. The question of how to
develop a satisfactory theory of Borel classes in general topological spaces has been
studied less extensively (see for example D. Mauldin [335], Z. Frolı́k [186], P. Holický
[229], [230], R. W. Hansell [209], [210], M. Raja [381], [382] and P. Holický and
J. Spurný [236]).
The results of Section 5.1 are rather standard and our exposition follows the book
by A. S. Kechris [262] and the paper J. Spurný [421]. The idea of generating Borel
classes from algebras of sets is due to P. Holický. The key Lemma 5.15 is from
P. Holický and J. Spurný [236], where a more general version for resolvable sets is
proved. Theorem 5.16 can be also found in [236], its metrizable predecessor is in
J. Saint Raymond [406]. Theorem 5.17 is proved in C. A. Rogers and J. E. Jayne
[394], Theorem 5.9.13.
It is a natural question whether the results of Theorem 5.17 can be proved for more
general spaces than just compact ones. A natural candidate is the class of K-analytic
spaces. In particular, we do not know an answer to the following question.
Problem 5.59. Let A be a subset of a K-analytic space X such that A is a Baire
subset of X and A ∈ Σ1 (Bos(X)). Does A have to be in Σ1 (Bas(X))?
Theorem 5.19 and Corollary 5.22 are classical, see for example K. Kuratowski
[285] and A. S. Kechris [262]. Theorem 5.23 is based upon results of G. Koumoullis
[280].
The results of Section 5.4 are immediate consequences of the previous ones, hence
they can be found in aforementioned P. Holický and J. Spurný [236], J. Saint Raymond
[406] and C. A. Rogers and J. E. Jayne [394].
 5.8 Notes and comments 167

Theorem 5.31 is a generalization of J. Saint Raymond [406], Corollaire 8, to non-

metrizable compact spaces. Section 5.6 follows the papers by J. Spurný [425] and
[420]. Affine classes are very strongly related to the so-called Baire classes of Ba-
nach spaces; we refer the reader to S. A. Argyros, G. Godefroy and H. P. Rosenthal
[19] and the references therein.
Exercise 5.44 uses the examples from E. A. Michael [343] and S. Willard [471],
Exercise 5.47 is taken from M. Talagrand [444] (see also C. A. Rogers and J. E. Jayne
[394], Section 5.2). Exercises 5.48 and 5.49 can be found in P. Holický and J. Spurný
[236].
There are many descriptive properties that are “absolute” in the sense that a com-
pletely regular space X has a property (P) in its Čech–Stone compactification if and
only if X has (P) in every Y containing X. Čech completeness serves as a classical
example, that is, X is a Gδ subset of its Čech–Stone compactification if and only
if X is a Gδ subset of every completely regular space Y containing X (see [169],
Section 3.9). For more involved examples of this phenomenon, see J. E. Jayne [246],
Theorem 8, P. Holický [229], Theorem 3, [230], Theorem 2, R. W. Hansell [209],
Theorem 5.3 and Theorem 6.14(d), or M. M. Choban [103], Sections 5 and 6. The
same can be proved, for example, for a K-analytic space (see C. A. Rogers and J. E.
Jayne [394], Theorem 5.8.8); for a space obtainable as a result of the Souslin opera-
tion applied to Borel sets in its Čech–Stone compactification (so-called Čech analytic
spaces, see D. H. Fremlin [184] and P. Holický and J. Spurný [236], Theorem 5); for
a space obtainable as a result of the Souslin operation applied to resolvable sets in its
Čech–Stone compactification (such spaces are called scattered-K-analytic spaces in
R. W. Hansell [209], Theorem 5.3 and Theorem 6.14(d), and [236], Theorem 5, al-
most K-descriptive in P. Holický [229], Theorem 3, and cover-analytic in I. Namioka
and R. Pol [353], §2); for a space of some resolvable class in its Čech–Stone com-
pactification (see P. Holický and J. Spurný [236], Theorem 5).
Exercises 5.50, 5.51 and 5.52 are rather standard; we refer the reader, for example,
to [173], pp. 398–400. Exercise 5.54 can be found in P. R. Meyer [340], Exercise 5.55
is taken from J. Spurný [421] and Exercise 5.57 is a particular version of a selection
theorem by K. Kuratowski and C. Ryll-Nardzewski [287].
Chapter 6
Simplicial function spaces

This chapter is devoted to a presentation of results on simplicial function spaces and

Choquet simplices. We recall that, given a function space H on a compact space K
and x ∈ K, there exists an H-maximal measure H-representing x (see Section 3.6).
If this measure is uniquely determined for every x ∈ K, H is called a simplicial
function space. We explicitly wish to emphasize that this condition and the condition
that the state space S(H) is a Choquet simplex are not equivalent (see Remark 6.2).
The first useful characterization of simplicial function spaces is Theorem 6.5, fol-
lowed by the Edwards in-between theorem 6.6. The mapping assigning to each x a
unique H-maximal H-representing measure turns out to be a dilation as defined in
Definition 3.91 (see Theorem 6.8). The rest of the section presents basic facts on this
mapping.
Next we turn our attention to the characterization of simplicial function spaces by
means of lattice properties of the ordered Banach space Ac (H). This is contained
in Theorem 6.16, Theorem 6.18 and Theorem 6.20. The important Theorem 6.25
classifies simplicial spaces as a particular example of L1 -preduals.
Section 6.4 deals with the solvability of the so-called weak Dirichlet problem in
simplicial spaces and shows that any point of the Choquet boundary of such a space
is Ac (H)-exposed. The question of an affine extension of a function defined on the
set of extreme points is studied in Section 6.5. Theorem 6.31 provides a necessary
and sufficient condition for a function to be extendable to a function of affine class α.
A particular case is then a result of E. M. Alfsen on continuous affine extensions (see
Theorem 6.32). Theorem 6.35 shows how extension results can be formulated in an
abstract way using the concept of affinely perfect classes.
Special classes of simplicial function spaces are studied in Section 6.6. The first ex-
ample is the class of Bauer simplicial spaces; they are characterized in Theorem 6.37
and the subclass of Markov simplicial spaces is described in Theorem 6.42. A more
general class of spaces are spaces with Lindelöf Choquet boundaries. Some of their
features are described in Theorem 6.45 and Theorem 6.46. Simplicial spaces on
metrizable compact spaces with boundaries of type Fσ are investigated in Subsec-
tion 6.6.D, where Theorem 6.49 provides an analogue of Theorem 6.37 for these
spaces. The Daugavet property of simplicial spaces is presented in Theorem 6.53.
The convex counterpart of simplicial function spaces, namely Choquet simplices,
is studied in Section 6.8. Theorem 6.54 provides a basic link between simplices and
simplicial function spaces. Prime simplices are characterized in Theorem 6.60, Bauer
 6.1 Basic properties of simplicial spaces 169

simplices by means of their facial structure are described in Theorem 6.69. Fakhoury’s
characterization of simplices is contained in Theorem 6.70.
We conclude the chapter with a simple result in Section 6.9 on restrictions of func-
tion spaces.
As usually, H will stand for a function space on a compact space K.

6.1 Basic properties of simplicial spaces

Definition 6.1 (Simplicial function spaces and simplices). A function space H on a
compact space K is called simplicial if for each x ∈ K there exists a unique maximal
measure δx ∈ Mx (H). In the convex case when H = Ac (X) we say simply that X
is a Choquet simplex or briefly a simplex. (Section 6.8 below is devoted to a study of
Choquet simplices.)
Remark 6.2. We point out that a function space H might be simplicial and yet the state
space S(H) need not be a simplex (see Exercise 6.79). In a paper [44] by H. Bauer,
the spaces H whose state space is a simplex are called simplicial, whereas spaces sat-
isfying Definition 6.1 are called weakly simplicial. By Theorem 6.54, H is simplicial
if and only if S(Ac (H)) is a simplex.
Lemma 6.3. Let H be a function space on K.
(a) If H is simplicial, x ∈ K and µ ∈ Mx (H), then µ ≺ δx . In particular, εx ≺ δx .
(b) The function space H is simplicial if and only if Ac (H) is simplicial.
Proof. (a) Let µ ∈ Mx (H). By Theorem 3.65, there exists a maximal measure λ
such that µ ≺ λ. Using Proposition 3.20 we get λ ∈ Mx (H). As H is simplicial,
λ = δx . Hence µ ≺ δx .
For the proof of (b) notice that H-maximal measures coincide with Ac (H)-maxi-
mal measures (see Proposition 3.67). This concludes the proof.

Lemma 6.4. If H is simplicial, then f ∗ (x) = δx (f ) for any x ∈ K and f ∈ Kusc (H).
Proof. Let f ∈ Kusc (H) and x ∈ K be given. Key Lemma 3.21 provides a measure
µ ∈ Mx (H) so that µ(f ) = f ∗ (x). By Lemma 6.3(a), µ ≺ δx . Hence
f ∗ (x) = µ(f ) ≤ δx (f ) ≤ f ∗ (x),
which concludes the proof.

Theorem 6.5. The following assertions are equivalent:

(i) H is simplicial,
(ii) f ∗ is H-affine for any f ∈ −W(H),
(iii) f ∗ is H-affine for any f ∈ Kc (H),
(iv) f ∗ is H-affine for any f ∈ Kusc (H).
170 6 Simplicial function spaces

Proof. For the proof of (i) =⇒ (iv), let f ∈ Kusc (H) be given. We fix x ∈ K and
µ ∈ Mx (H). By Lemma 6.3(a), µ ≺ δx . Using Lemma 3.18(b), Lemma 6.4, and
Lemma 3.18(a) we get

µ(f ∗ ) = inf{µ(k) : k ∈ S c (H), k ≥ f } ≥ inf{δx (k) : k ∈ S c (H), k ≥ f }

= δx (f ∗ ) ≥ δx (f ) = f ∗ (x) ≥ µ(f ∗ ).

Hence f ∗ is H-affine.
Obviously, (iv) =⇒ (iii) =⇒ (ii). To close the chain of implications, assume
that (ii) holds. Let x ∈ K and µ, ν ∈ Mx (H) be maximal measures. Then, for each
f ∈ −W(H), Theorem 3.58 yields

µ(f ) = µ(f ∗ ) = f ∗ (x) = ν(f ∗ ) = ν(f ).

By Lemma 3.11(c), µ = ν, as required. This concludes the proof.

Theorem 6.6 (Edwards in-between theorem). If H is a function space on a compact

space K, then the following assertions are equivalent:
(i) H is simplicial,
(ii) for any pair s, t, where s ∈ Kc (H), t ∈ S c (H), s ≤ t on K, there exists
h ∈ Ac (H) with s ≤ h ≤ t on K,
(iii) for any pair s, t, where s ∈ Kusc (H), t ∈ S lsc (H), s ≤ t on K, there exists
h ∈ Ac (H) with s ≤ h ≤ t on K.
Proof. (i) =⇒ (iii): Assume that H is simplicial, s ∈ Kusc (H), t ∈ S lsc (H) and
s ≤ t on K. With the aid of Proposition 3.53, find s0 ∈ Kc (H), t0 ∈ S c (H) in such a
way that s ≤ s0 ≤ t0 ≤ t on K. We see that there is no loss of generality in assuming
that s, −t ∈ Kc (H). Given ε > 0, denote

F := {f − g + ε : s ≤ f ≤ g ≤ t, f, −g ∈ Kc (H)} .

In order to find a strictly positive element of F, we employ Lemma A.88. To this

end, choose a nonzero measure µ ∈ M+ (K). Using Theorem A.84 we get a function
k ∈ S c (H) such that

s∗ ≤ k and µ(k − s∗ ) < εµ(K).

Since the cone S c (H) is min-stable, by Proposition 3.53 there exists a function g ∈
S c (H) such that s∗ ≤ g ≤ k ∧ t. By Theorem 6.5, s∗ is an H-affine function. Now,
by an analogous reasoning, there exists f ∈ Kc (H) such that s∗ ≤ f ≤ g ≤ t. Then

µ(g − f ) ≤ µ(g − s∗ ) < εµ(K),

and therefore
µ(f − g + ε) = εµ(K) + µ(f − g) > 0.
 6.1 Basic properties of simplicial spaces 171

With this in hand, it is now possible to construct sequences {fn } in Kc (H) and {gn }
in S c (H) so that

1
s ≤ fn ≤ fn+1 ≤ gn+1 ≤ gn ≤ t and 0 < gn − fn <
2n
for each n ∈ N. Both sequences converge uniformly on K to an H-affine function h
satisfying s ≤ h ≤ t.
Since obviously (iii) =⇒ (ii), all that remains to be proved is that (ii) =⇒ (i).
Pick x ∈ K and consider maximal measures µ, ν ∈ Mx (H). If f ∈ Kc (H), then by
assumption (ii), it follows that the set {h ∈ Ac (H) : h ≥ f } is down-directed. Hence,
using Proposition 3.25(a) and Theorem A.84,

µ(f ∗ ) = µ(inf {h ∈ Ac (H) : h ≥ f }) = inf {µ(h) : h ∈ Ac (H), h ≥ f }

= inf {h(x) : h ∈ Ac (H), h ≥ f } = f ∗ (x).

Mokobodzki’s maximality test 3.58 now yields

µ(f ) = µ(f ∗ ) = f ∗ (x) = ν(f ∗ ) = ν(f ).

Since the space Kc (H)−Kc (H) is uniformly dense in C(K), it follows that µ = ν.

Definition 6.7 (Abstract Dirichlet problem). Let H be a simplicial function space on

a compact space K. For any bounded universally measurable function f on K, we
define Z
T f : x 7→ f dδx , x ∈ K.
K

If f is defined only on a universally measurable subset A of K, we consider f to be

defined by 0 on K \ A, and define T f as above. The function T f is an (abstract)
solution of the Dirichlet problem for the function f .

We show in Theorem 6.8 that the mapping x 7→ δx is a kernel as defined in Sub-

section A.3.D; furthermore, it is a dilation as defined in Section 3.10.

Theorem 6.8. Let H be simplicial. Then the following assertions hold.

(a) If f ∈ C(K) and ε > 0, then there exist functions u, v ∈ Kc (H) so that
kT (u − v) − T f k < ε. Hence, there exist sequences {fn }, {gn } of bounded
upper semicontinuous functions on K so that the sequence {fn − gn } converges
uniformly to T f . In particular, if K is metrizable, T f is a Baire-one function.
(b) T f is a Borel function for any bounded Baire function f on K.
(c) T f ∈ (Ac (H))⊥⊥ , hence T f is H-affine, for any bounded Baire function f on
K.
172 6 Simplicial function spaces

Proof. For the proof of (a), let f ∈ C(K) be given. By Proposition 3.11(c), there
exist sequences {fn }, {gn } of H-convex continuous functions such that fn − gn → f
uniformly. Then T (fn −gn ) → T f uniformly, and so Lemma 6.4 concludes the proof
of (a) (note that semicontinuous functions on metrizable spaces are Baire-one and
Baire-one functions are stable with respect to uniform convergence, see Section A.5).
To verify (b), let B consist of all bounded Baire functions f on K, for which T f
is Borel. It is easy to check that B is vector space that is stable with respect to tak-
ing pointwise limits of bounded sequences. Since C(K) ⊂ B by (a), B contains all
bounded Baire functions by Proposition A.47.
For the proof of (c), we fix f ∈ Kc (H). Let µ, ν ∈ M+ (K) satisfy µ − ν ∈
(Ac (H))⊥ . By Theorem 6.6, the family inf{h ∈ Ac (H) : h ≥ f } is down-directed.
Using Proposition 3.25(a) and Theorem A.84,

µ(f ∗ ) = inf{µ(h) : h ∈ Ac (H), h ≥ f }

= inf{ν(h) : h ∈ Ac (H), h ≥ f } = ν(f ∗ ).

Hence f ∗ = T f (see Lemma 6.4) is contained in (Ac (H))⊥⊥ .

Let f ∈ C(K) and ε > 0 be given. We use (a) to get functions u, v ∈ Kc (H) so that
kT (u − v) − T f k < ε. It follows from the argument above that T f ∈ (Ac (H))⊥⊥ .
Now we finish the proof as above to conclude that T f ∈ (Ac (H))⊥⊥ for any bounded
Baire function on K.

Proposition 6.9. Let H be a function space on a compact space K. Then the following
conditions are equivalent:
(i) H is simplicial,
(ii) if µ, ν ∈ Mmax (H) with µ − ν ∈ (Ac (H))⊥ , then µ = ν,
(iii) (Ac (H))⊥ ∩ Mbnd (H) = {0}.

Proof. (i) =⇒ (ii): Let H be simplicial and µ and ν maximal measures on K,

µ − ν ∈ (Ac (H))⊥ . Using Theorem 6.8(c) along with Lemma 6.4 and Theorem 3.58,
we get

µ(f ) = µ(f ∗ ) = µ(T f ) = ν(T f ) = ν(f ∗ ) = ν(f ), f ∈ Kc (H).

By Proposition 3.11(c), µ = ν.
Obviously, (ii) =⇒ (iii). Assuming (iii), let x ∈ K and µ, ν ∈ Mx (H) be
maximal. Since µ − ν ∈ (Ac (H))⊥ , µ = ν by the assumption. Hence (iii) =⇒ (i).

Remark 6.10. Example 3.2(b) shows that a closed function space H can be simplicial
even though H⊥ ∩ Mbnd (H) 6= {0}.
 6.1 Basic properties of simplicial spaces 173

Theorem 6.11. Let H be simplicial and T : K → M1 (K) be the dilation defined

as T : x 7→ δx , x ∈ K, and T µ defined as in Definition 3.91. Then the following
assertions hold:
(a) For any µ ∈ M+ (K),
(a1) T µ ∈ M+ (K),
(a2) kT µk = kµk,
(a3) T µ is H-maximal,
(a4) µ ≺ T µ.
(b) T µ is a boundary measure for any µ ∈ M(K).
(c) T εx = δx , x ∈ K.

Proof. (a): If µ ∈ M+ (K) and f ≥ 0 is continuous on K, then

Z
T µ(f ) = µ(T f ) = δx (f )dµ(x) ≥ 0
K

yields that T µ is a positive measure on K. Further,

kµk = µ(1) = µ(T 1) = T µ(1) = kT µk

gives (a2). If f is an H-convex continuous function, then the equalities

Z Z
T µ(f ) = δx (f )dµ(x) = δx (f ∗ )dµ(x) = T µ(f ∗ )
K K

imply that T µ is H-maximal (see Theorem 3.58). Finally, for such a function f ∈
Kc (H) we get
Z Z
µ(f ) = f (x)dµ(x) ≤ δx (f )dµ(x) = T µ(f ).
K K

Hence µ ≺ T µ. This concludes the proof of (a).

Since (b) follows from (a3), we proceed to the proof of (c). We fix x ∈ K and
notice that
T εx (f ) = εx (T f ) = T f (x) = δx (f ), f ∈ C(K).
Hence (c) follows.

Corollary 6.12. Let H be a simplicial function space and f be a bounded universally

measurable function such that δx (f ) = f (x) for each x ∈ K. Then f ∈ (Ac (H))⊥⊥ ,
and thus f ∈ A(H).
In particular, any bounded function in A(H) is contained in (Ac (H))⊥⊥ .
174 6 Simplicial function spaces

Proof. Let f be a universally measurable bounded function satisfying the assumption

and let µ ∈ (Ac (H))⊥ . Obviously, T µ ∈ (Ac (H))⊥ , and since T µ is a boundary
measure by Theorem 6.11(b), T µ = 0 by Proposition 6.9. Hence
Z Z
0 = T µ(f ) = δx (f ) dµ(x) = f (x) dµ(x) = µ(f ).
K K

Thus f ∈ (Ac (H))⊥⊥ .

We use Example 3.82 as a starting point for a general construction leading to var-
ious examples of simplicial function spaces. In particular, we get that the space con-
structed in Example 3.82 is a simplicial function space.

Definition 6.13 (Stacey function spaces). Let L be a compact space, B ⊂ L, {Lb :

b ∈ B} be a family of σ-compact locally compact spaces and µb ∈ M1 (Lb ), b ∈ B,
be probability Radon measures such that no µb is a Dirac measure. We define a set K
as the discrete union of L and the spaces Lb , b ∈ B, and endow it with the following
topology: A point x ∈ Lb , b ∈ B, has a neighborhood of sets consisting of all sets
U ⊂ Lb open in Lb , a point x ∈ L has a neighborhood of sets of the form
[ [
U∪ Lb ∪ (Lb \ Fb ),
b∈(B∩U )\B
b b∈B∩U
b

where Bb ⊂ B is finite, U ⊂ L is an open neighborhood of x in L and Fb ⊂ Lb ,

b ∈ B,
b are compact in Lb .
The space
H := {f ∈ C(K) : f (b) = µb (f ), b ∈ B}
a Stacey function space. Notice that K is a compact space and H is a well-defined
function space.

Lemma 6.14. Let H be a Stacey function space on a compact space K. Then H is

simplicial, H = Ac (H), ChH (K) = K \ B and δb = µb for every b ∈ B.

Proof. For a point x in some Lb and a relatively compact open set U ⊂ Lb containing
x, let fb : Lb → [0, 1] be a continuous function such that fb (x) = 0 and fb = 1 on
Lb \ U . Then the function
(
fb on Lb ,
fU :=
1 on K \ Lb ,

belongs to H, and thus shows that the support of any measure H-representing x is
contained in U . Hence Mx (H) = {εx } and K \ L ⊂ ChH (K).
 6.1 Basic properties of simplicial spaces 175

We fix x ∈ L \ B. For any open neighborhood U ⊂ L of x, we find a function

g ∈ C(L) such that f (x) = 0 and f = 1 on L \ U . Then the function
(
g(t), t ∈ L,
f (t) := (6.1)
g(b), t ∈ Lb ,

belongs to H,Sand shows that the support of any measure H-representing x is con-
tained in U ∪ b∈B∩U Lb . Hence L \ B ⊂ ChH (K). Obviously, B ⊂ K \ ChH (K)
and hence ChH (K) = K \ B.
Let b ∈ B be arbitrary. Similar functions as in (6.1) show that any measure µ ∈
Mb (H) is carried by {b} ∪ Lb . Let µ ∈ Mb (H) satisfy µ({b}) = 0. Let g1 : Lb →
[0, 1] be a continuous function with compact support and ε > 0. We find a continuous
function g2 : {b} ∪ Lb → [0, 1] such that |g2 (b) − µb (g1 )| < ε and and g1 = g2 on the
support of g1 . Then the function
(
g2 (x), x ∈ {b} ∪ Lb ,
f (x) :=
g2 (b), x ∈ K \ ({b} ∪ Lb ),

belongs to H. Thus
µb (f ) = f (b) = µ(f ).

Since g1 and ε > 0 are arbitrary, µb = µ. Hence,

Mb (H) = co({εb , µb }). (6.2)

By (6.2), H is simplicial, H = Ac (H) and δb = µb , b ∈ B. This concludes the

proof.

Example 6.15. There exists a simplicial function space on a compact space K and a
bounded Borel function f on K such that T f is not universally measurable.

Proof. Let L := [0, 1], B ⊂ L be a Lebesgue nonmeasurable set, Lb := {0, 1} and

µb := 21 (ε0 + ε1 ), b ∈ B. Let H be the Stacey function space on the compact space
K constructed in Definition 6.13. By Lemma 6.14, H is simplicial and ChH (K) =
K \ B.
Let f := cL . Then f is Borel, but

T f |L = cL\B .

Hence T f is not universally measurable.

176 6 Simplicial function spaces

6.2 Characterizations of simplicial spaces

For this section, recall that if f, g are functions from a function space H, then f ∨ g
denotes the pointwise supremum of f and g and that H endowed with the pointwise
ordering is an ordered vector space (Example A.19(a)).
Theorem 6.16 (Riesz interpolation property). For a function space H on a compact
space K, the following assertions are equivalent:
(i) H is simplicial,
(ii) for any pair f ≤ g, f, −g ∈ Kc (H), there is h ∈ Ac (H) such that f ≤ h ≤ g,
(iii) for any pair f < g, f, −g ∈ Kc (H), there is h ∈ Ac (H) such that f < h < g,
(iv) for any pair f ≤ g, −f, g ∈ W(Ac (H)), there is h ∈ Ac (H) such that f ≤
h ≤ g,
(v) for any pair f < g, −f, g ∈ W(Ac (H)), there is h ∈ Ac (H) such that f <
h < g,
(vi) for any quadruple, f1 , f2 , g1 , g2 ∈ Ac (H), f1 ∨f2 ≤ g1 ∧g2 , there is h ∈ Ac (H)
such that f1 ∨ f2 ≤ h ≤ g1 ∧ g2 ,
(vii) for any quadruple, f1 , f2 , g1 , g2 ∈ Ac (H), f1 ∨f2 < g1 ∧g2 , there is h ∈ Ac (H)
such that f1 ∨ f2 < h < g1 ∧ g2 .
Proof. The equivalence (i) ⇐⇒ (ii) is just the Edwards in-between theorem (see
Theorem 6.6). The implications (ii) =⇒ (iv) =⇒ (vi) and (iii) =⇒ (v) =⇒ (vii)
are obvious.
For the proof of (vi) =⇒ (vii), we select f1 , f2 , g1 , g2 ∈ Ac (H) so that f1 ∨ f2 <
g1 ∧g2 . By the compactness of K, there exists ε > 0 such that f1 ∨f2 +ε ≤ g1 ∧g2 −ε.
Then assumption (vi) yields the existence of a function h ∈ Ac (H) satisfying

f1 ∨ f2 < f1 ∨ f2 + ε ≤ h ≤ g1 ∧ g2 − ε < g1 ∧ g2 .

To prove (vii) =⇒ (v), pick f1 , . . . , fm ∈ Ac (H) and g1 , . . . , gn ∈ Ac (H) such

that
f1 ∨ · · · ∨ fm < g1 ∧ · · · ∧ gn .
We use assumption (vii) and find a function h1 ∈ Ac (H) with f1 ∨ f2 < h1 < g1 ∧ g2 .
Inductively choose functions h2 , . . . , hm−1 ∈ Ac (H) satisfying

fl+1 ∨ hl−1 < hl < g1 ∧ g2 , 2 ≤ l ≤ m − 1.

Then the function bh1 := hm−1 fulfills f1 ∨ · · · ∨ fm < b

h1 < g1 ∧ g2 . Thus f1 ∨ · · · ∨
fm < h1 ∧ g3 . Use the previous construction to find a function b
b h2 ∈ Ac (H) with
f1 ∨ · · · ∨ fm < h2 < h1 ∧ g3 . After (n − 1)-th step of this construction we arrive at
b b
hn−1 ∈ Ac (H) satisfying
the desired function h := b

f1 ∨ · · · ∨ fm < h < g1 ∧ · · · ∧ gn .
 6.2 Characterizations of simplicial spaces 177

For the proof of (v) =⇒ (iii), let f, −g ∈ Kc (H) with f < g be given. Find ε > 0
g ∈ W(Ac (H))
so that f + ε < g − ε. By Proposition 3.55, there exist functions fb, −b
with
f − ε ≤ fb ≤ f and g ≤ gb ≤ g + ε.

An appeal to (v) provides a function h ∈ Ac (H) satisfying

f ≤ fb + ε < h < gb − ε ≤ g,

which is the desired function.

To finish the proof we verify condition (iii) of Theorem 6.5 provided that (iii) holds.
Let f ∈ Kc (H) be given. By Exercise 3.96,

f ∗ = inf{h ∈ Ac (H) : h > f }.

Since the latter family is down-directed by our assumption, we can employ Theo-
rem A.84 and deduce that f ∗ is H-affine. Hence (iii) =⇒ (i), which concludes the
proof.

Remark 6.17. The conditions from Theorem 6.16(vi) and (vii) express that the space
Ac (H) has the Riesz interpolation property and the weak Riesz interpolation property,
respectively.

Theorem 6.18 (Riesz decomposition property). For a function space H on a compact

space K, the following assertions are equivalent:
(i) H is a simplicial function space,
(ii) for any positive functions f , g1 , g2 ∈ Ac (H) with f ≤ g1 +g2 there exist positive
functions h1 , h2 ∈ Ac (H) such that h1 + h2 = f and h1 ≤ g1 , h2 ≤ g2 .

Proof. By Proposition A.11 we know that condition (ii) is equivalent to condition (vi)
of Theorem 6.16.

Remark 6.19. If the function space Ac (H) satisfies the requirements of Theorem
6.18(ii), we say that Ac (H) has the Riesz decomposition property.

Theorem 6.20 (Finite binary intersection property). Let H be a function space on a

compact space K. Then the following assertions are equivalent:
(i) H is simplicial,
(ii) if n ∈ N and {Bi }ni=1 is a family ofTclosed balls in Ac (H) satisfying Bi ∩Bj 6= ∅
whenever i, j ∈ {1, . . . , n}, then ni=1 Bi 6= ∅.
178 6 Simplicial function spaces

Proof. Assume that H is a simplicial function space and {B(hi , ri )}ni=1 is a finite
family of closed balls in Ac (H) with centers hi and radii ri , i = 1, . . . , n, such that
B(hi , ri ) ∩ B(hj , rj ) 6= ∅, i, j = 1, . . . , n. Then the functions fi = hi − ri and
gi = hi + ri , i = 1, . . . , n, satisfy

f1 ∨ · · · ∨ fn ≤ g1 ∧ · · · ∧ gn .

By Theorem 6.16, there exists a function h ∈ Ac (H) so that

f1 ∨ · · · ∨ fn ≤ h ≤ g1 ∧ · · · ∧ gn .

Then h ∈ ni=1 B(hi , ri ), concluding the proof of (i) =⇒ (ii).

T

For the proof of (ii) =⇒ (i), let f, g1 , g2 ∈ Ac (H) be positive functions such that
f ≤ g1 + g2 . Without loss of generality we may assume that g1 + g2 ≤ 1 on K. Then
the closed balls

B1 := B(1, 1), B2 := B(g1 − 1, 1), B3 := B(f − 1, 1), B4 := B(1 + f − g2 , 1),

satisfy Bi ∩ Bj 6= ∅, i, j ∈ {1, . . . , 4}.

Indeed, it is straightforward to verify that

0 ∈ B1 ∩ B2 ∩ B3 , f ∈ B1 ∩ B3 ∩ B4 and g1 ∈ B2 ∩ B4 .

By the assumption, there exists f1 ∈ 4i=1 Bi . We set f2 := f − f1 .

T

Then f1 ≥ 0 (because f1 ∈ B1 ), f1 ≤ g1 (because f1 ∈ B2 ), f2 ≥ 0 (because

f1 ∈ B3 , and so f1 ≤ f ), and f2 ≤ g2 (because f1 ∈ B4 , and so f1 ≥ f − g2 ). By
Theorem 6.18, H is simplicial.

Remark 6.21. If the function space Ac (H) satisfies the requirements of Theorem
6.20(ii), we say that Ac (H) has the finite binary intersection property.

Corollary 6.22. Let Hi be a function space on a compact space Ki , i = 1, 2, and let

the spaces Ac (H1 ) and Ac (H2 ) be isometrically isomorphic. Then H1 is simplicial if
and only if H2 is simplicial.

Proof. The proof follows from Theorem 6.20, because the finite binary intersection
property of a Banach space is preserved by an isometric isomorphism.

6.3 Simplicial spaces as L1 -preduals

Lemma 6.23. Let L ∈ H∗ be a nonzero functional on H. Then there exists a boundary
measure µ so that kµk = kLk and µ(h) = L(h) for any h ∈ H.
Moreover, if L is positive, the measure µ can be taken to be positive.
 6.3 Simplicial spaces as L1 -preduals 179

Proof. Let ν ∈ M(K) be a measure corresponding to a Hahn–Banach extension of L

to C(K), kνk = kLk 6= 0. If ν = ν + − ν − is the decomposition of ν into its positive
and negative part, let µ1 , µ2 be maximal measures such that ν + ≺ µ1 and ν − ≺ µ2 . If
we set µ := µ1 − µ2 , then µ is a boundary measure and ν − µ ∈ H⊥ . If µ = µ+ − µ−
is the decomposition of µ into the positive and negative part, we get

kµk = µ+ (K) + µ− (K) ≤ µ1 (K) + µ2 (K)

= ν + (K) + ν − (K) = kνk.

On the other hand,

kνk = kLk = sup |L(h)|

h∈BH

= sup |ν(h)| = sup |µ(h)| ≤ kµk.

h∈BH h∈BH

Hence kµk = kνk.

If L is positive, then kLk = L(1). If µ ∈ Mbnd (H) is the measure obtained by the
argument above, we have

kµk ≥ µ(1) = L(1) = kLk = kµk.

It follows that µ is a positive measure.

Proposition 6.24. Let H be a simplicial function space on a compact space K. Then

there exists an order preserving isometry R : Mbnd (H) → (Ac (H))∗ . In particular,
(Ac (H))∗ is a lattice.

Proof. Let R : Mbnd (H) → (Ac (H))∗ be the restriction mapping. By Proposi-
tion 6.9, R is injective. Using Lemma 6.23 applied to Ac (H) and Proposition 3.67,
we infer that R is a surjective isometry. It is easy to check that Rµ is a positive func-
tional on Ac (H) if and only if µ ∈ Mbnd (H) is a positive measure (use Lemma 6.23).
Hence R preserves order, which concludes the proof.

Theorem 6.25. Let H be a simplicial function space on a compact space K. Then

(Ac (H))∗ is order isometric to a space L1 (X, Σ, σ) for a suitable measure space
(X, Σ, σ).

Proof. By Proposition 6.24 it is enough to show that Mbnd (H) is order isometric to
L1 (X, Σ, σ) for a suitable measure space (X, Σ, σ). We use throughout the proof the
identification of Radon measures on K with finite measures defined on Borel sets that
are inner regular with respect to compact sets (see Proposition A.73).
Using Zorn’s lemma, we find a set {µi : i ∈ I} of pairwise singular probability
measures in Mmax (H) that is maximal with respect to inclusion. For each i ∈ I we
consider the measure space (K, Σi , σi ), where Σi denotes the σ-algebra of Borel sets
180 6 Simplicial function spaces

in K and σi is the restriction of µi to Σi . Let (X, Σ, σ) be the disjoint union of the

spaces (K, Σi , σi ), i ∈ I.
(More precisely, let X be the disjoint union of spaces Ki , i ∈ I, where each Ki
P Σ consists of all sets A ⊂ X satisfying A ∩ Ki ∈ Σi for each i ∈ I
equals K. Further,
and let σ(A) = i∈I σi (A ∩ Ki ) for any A ∈ Σ.)
To construct an order isometry T : Mbnd (H) → L1 (X, Σ, σ), let ν ∈ Mbnd (H) be
arbitrary. For any i ∈ I, let νi denote the absolutely continuous part of the restriction
of ν to the σ-algebra of Borel sets with respect to σi and let hi ∈ L1 (K, Σi , σi ) be
a Borel function that is the Radon–Nikodym derivative of νi with respect to σi . We
define T ν ∈ L1 (X, Σ, σ) as

(T ν)|Ki := hi , i ∈ I.

Since the measures νi , i ∈ I, are pairwise singular,

Z XZ X
|T ν| dσ = |hi | dµi = |νi |(K) ≤ |ν|(K). (6.3)
X i∈I K i∈I

Thus the function T ν is indeed in L1 (X, Σ, σ) and kT νk ≤ kνk.

Conversely, P that kνk ≤ kT νk. By (6.3) it is enough to show that
we need to show
ν = i∈I νi . Let λ := ν − i∈I νi and λ+ , λ− be the positive and negative part of
P
λ, respectively. Assume that λ+ 6= 0. Since λ ⊥ µi for any i ∈ I, (λ+ (K))−1 λ+ is
a probability measure contradictingPthe maximality of {µi : i ∈ I}. Analogously we
can show that λ− = 0. Thus ν = i∈I νi and T is an isometry.
To check that T is surjective, let h ∈ L1 (X, Σ, σ) be given. Then ν := i∈I hσi
P
is in M(K) and T ν = h.
If ν ∈ Mbnd (H) is positive, each νi is positive as well, and thus T ν is a positive
function on X. This finishes the proof.

6.4 The weak Dirichlet problem and Ac (H)-exposed

points
Definition 6.26 (The weak Dirichlet problem). We say that the weak Dirichlet prob-
lem for a function space H on a compact space K is solvable if for every compact set
D ⊂ ChH (K) and every f ∈ C(D) there is a “solution” h ∈ Ac (H) such that

h=f on D and khk = kf k.

The solution h of the weak Dirichlet problem for f , if it exists, is by no means

uniquely determined.
Theorem 6.27. If a function space H on a compact space K is simplicial, then the
weak Dirichlet problem for H is solvable.
 6.4 The weak Dirichlet problem and Ac (H)-exposed points 181

If, moreover, K is metrizable, then H is simplicial if and only if the weak Dirichlet
problem for H is solvable.
Proof. The proof of the first part of the theorem is an immediate consequence of the
Edwards in-between theorem 6.6. Indeed, assume that H is simplicial, D ⊂ ChH (K)
compact and f ∈ C(D). Set
( (
min f (D), x ∈ K \ D, max f (D), x ∈ K \ D,
s(x) := t(x) :=
f (x), x ∈ D, f (x), x ∈ D.

Then s ∈ Kusc (H), t ∈ S lsc (H), s ≤ t on K, so by the Edwards in-between theo-

rem 6.6 there exists h ∈ Ac (H) such that s ≤ h ≤ t on K and the proof is complete.
Assume now that H is a function space on a metrizable compact space K and
x ∈ K. If µ and ν are maximal measures from Mx (H), our aim is to show that
µ = ν. Select f ∈ C(K). Now if ε > 0, then Corollary 3.61 and the regularity of
measures µ and ν yield the existence of a compact set D ⊂ ChH (K) with

(µ + ν)(K \ D) < ε.

Since the weak Dirichlet problem for H is solvable, there exists h ∈ Ac (H) such that

h=f on D and khk = kf k.

Then
|µ(f ) − ν(f )| ≤ |µ(f ) − h(x)| + |h(x) − ν(g)|
= |µ(f ) − µ(h)| + |ν(h) − ν(f )|
Z Z Z
≤ |f − h| dµ + |h − f | dν = |f − h| d(µ + ν)
K K K
Z
= |f − h| d(µ + ν) ≤ 2kf kε.
K\D

As ε > 0 is arbitrary, we have µ(f ) = ν(f ), as needed.

Theorem 6.28. Let H be a simplicial function space on a metrizable compact set K.

Then any point of the Choquet boundary ChH (K) is Ac (H)-exposed.
Proof. Let x ∈ ChH (K). For y ∈ ChH (K)\{x}, let hy ∈ Ac (H) denote the solution
of the weak Dirichlet problem for the set {x, y} such that

0 ≤ hy ≤ 1, hy (x) = 0, hy (y) = 1.

In view of Theorem 6.27, such a solution exists. Then

[
ChH (K) \ {x} ⊂ {t ∈ K : hy (t) > 0} .
y∈ChH (K)\{x}
182 6 Simplicial function spaces

Since ChH (K) \ {x} is Lindelöf, there are yn ∈ ChH (K), n ∈ N, such that
∞
[
ChH (K) \ {x} ⊂ {t ∈ K : hyn (t) > 0} .
n=1

Set
∞
X 1
h := hy .
2n n
n=1

Then h ∈ Ac (H),
h ≥ 0 on K and h(x) = 0. It remains to show that h > 0 on
K \ {x}. Let z ∈ K satisfy h(z) = 0. Since h > 0 on ChH (K) \ {x} and the
maximal measure δz at z is carried by ChH (K), it follows that spt δz ⊂ {x}. Thus
z = x.

Remark 6.29. There is a more general theorem even in a nonmetrizable case: If H is

a simplicial function space on a compact space K, then any Gδ point of the Choquet
boundary ChH (K) is Ac (H)-exposed, cf. Exercise 8.75.
In general, there is no hope to have an “exposing function” from H. Consult exam-
ples of Exercises 6.76 and 6.77.

6.5 The Dirichlet problem for a single function

If K is a topological space, we recall that B bα (K) is the space of all bounded functions
of Baire class α on K (see Definition 5.20).

Definition 6.30 (Envelopes defined by non-continuous functions). Let H be a function

space on a compact space K and α ∈ [0, ω1 ). For a bounded function f defined at
least on the set ChH (K), we set
ChH (K) ∗,α
f := inf{h ∈ A(H) ∩ B bα (K) : h ≥ f on ChH (K)} and
ChH (K)
f∗,α := −ChH (K)(−f )∗,α .

We remark that ChH (K)f∗,α ≤ ChH (K)f ∗,α due to the Minimum principle 3.86.

Theorem 6.31. Let α ∈ [0, ω1 ), f be a bounded function on ChH (K) and let g :=
ChH (K)f ∗,α . Then the following assertions are equivalent:

(i) The function f satisfies

(i1) ChH (K)f ∗,α = ChH (K)f∗,α on ChH (K),
(i2) g ∈ Bbα (ChH (K)),
(i3) if µ1 , µ2 ∈ Mx (H) are maximal measures for x ∈ K \ ChH (K), then
µ1 (g) = µ2 (g).
 6.5 The Dirichlet problem for a single function 183

(ii) There exists a unique function h ∈ A(H)∩B bα (K) such that h = f on ChH (K).
(iii) There exists a function h ∈ A(H) ∩ B bα (K) such that h = f on ChH (K).
Proof. Let a bounded function f on ChH (K) be given. To start the proof we notice
that (ii) =⇒ (iii) is obvious. For the proof of (iii) =⇒ (i), let h ∈ B bα (K) ∩ A(H)
h ∈ B bα (K) ∩ A(H) be any function such that f ≤ b
extend f . Let b h on ChH (K). By
the Minimum principle 3.86, h ≤ h on K. Hence h ≤
b Ch H (K) ∗,α
f . Analogously we
obtain ChH (K)f∗,α ≤ h.
On the other hand,
h ≤ ChH (K)f∗,α ≤ ChH (K)f ∗,α ≤ h

by the definition. Hence h = ChH (K)f ∗,α = ChH (K)f∗,α on ChH (K) and property (i1)
follows.
Since (i2) and (i3) are obvious, the proof of (iii) =⇒ (i) is finished.
To close the chain of implications, we have to verify that (i) =⇒ (ii). It follows
from the Minimum principle 3.86 that the extension is unique, provided it exists. Let
f and g be as in (i). We denote Z := ChH (K).
Step 1: For any z ∈ Z and µ ∈ Mz (H) ∩ M1 (Z), we have µ(g) = g(z).
Indeed, let z ∈ Z and µ ∈ Mz (H) ∩ M1 (Z) be given. Then
 
µ(g) = µ inf{h ∈ A(H) ∩ B bα (K) : h ≥ f on ChH (K)}

≤ inf{µ(h) : h ∈ A(H) ∩ B bα (K)), h ≥ f on ChH (K)}

= inf{h(z) : h ∈ A(H) ∩ B bα (K), h ≥ f on ChH (K)}
= ChH (K)f ∗,α (z) = g(z).
Similarly we deduce that µ(g) ≥ g(z). This finishes the proof of Step 1.
Step 2: If µ, ν ∈ M1 (Z) satisfy µ ≺ ν, then µ(g) = ν(g).
Let µ ≺ ν be probability measures on K carried by Z. We denote
M := {(εx , λ) ∈ M1 (Z) × M1 (Z) : εx ≺ λ}.
By Proposition 3.89, there exists Λ ∈ M1 (M ) such that
Z
µ(f1 ) + ν(f2 ) = (εx (f1 ) + λ(f2 )) dΛ(εx , λ), f1 , f2 ∈ C(Z). (6.4)
M
By Proposition 3.90, formula (6.4) holds for any bounded universally measurable
functions on Z. Hence we can apply (6.4) along with Step 1 to pairs (g, 0) and (0, g)
consecutively to get
Z Z
µ(g) = εx (g) dΛ(εx , λ) = λ(g) dΛ(εx , λ) = ν(g).
M M
This concludes the proof of Step 2.
184 6 Simplicial function spaces

Step 3: If µ1 , µ2 ∈ Mx (H) ∩ M1 (Z) for some x ∈ K, then µ1 (g) = µ2 (g).

For i = 1, 2, let νi be a maximal measure such that µi ≺ νi . Combining Step 2 and
Step 1 with assumption (i3), we get

µ1 (g) = ν1 (g) = ν2 (g) = µ2 (g).

This finishes the proof of Step 3.

Now we can define a desired extension h : K → R as

h(x) := µ(g), µ ∈ M1 (Z) ∩ Mx (H), x ∈ K.

It follows from Step 3 that h is well defined. Obviously, h = f on ChH (K). Finally,
Theorem 5.31 yields that h ∈ B bα (K) ∩ A(H). This finishes the proof.

Theorem 6.32. Let f be a bounded function on ChH (K) and let g := ChH (K)f ∗ . Then
the following assertions are equivalent:
(i) The function f satisfies
(i1) ChH (K)f ∗ = ChH (K)f∗ on ChH (K),
(i3) µ(g) = 0 for any boundary measure µ ∈ H⊥ .
(ii) There exists a unique function h ∈ H such that h = f on ChH (K).
(iii) There exists a function h ∈ H such that h = f on ChH (K).

Proof. The proof follows from Theorem 6.31 once we realize that (i1) implies the
continuity of g on ChH (K). Hence we can find a function h ∈ Ac (H) extending g.
To finish the proof we have to verify that h ∈ H. Since µ(f ) = 0 for any boundary
µ ∈ H⊥ , Theorem 5.31 gives h ∈ H⊥⊥ . Hence h ∈ H by the Hahn–Banach theorem.
This concludes the proof.

We recall that H1,b stands for the space of all functions of H-affine class 1 (see
Definition 5.35).

Theorem 6.33. Let f be a bounded function on ChH (K) and let g := ChH (K)f ∗,1 .

Then the following assertions are equivalent:

(i) The function f satisfies
(i1) ChH (K)f ∗,1 = ChH (K)f∗,1 on ChH (K),
(i2) g ∈ Bb1 (ChH (K)),
(i3) µ(g) = 0 for any boundary measure µ ∈ H⊥ .
(ii) There exists a unique function h ∈ H1,b such that h = f on ChH (K).
(iii) There exists a function h ∈ H1,b such that h = f on ChH (K).
 6.6 Special classes of simplicial spaces 185

Proof. The proof again follows from Theorem 6.31. The only fact we need to verify
is that the obtained extension h is contained in H1,b . We already know that h ∈
B b1 (K) ∩ A(H). Using assumption (i3) we get from Theorem 5.31(b) that h ∈ H⊥⊥ .
It follows from Proposition 5.42(a) that h ∈ H1,b . This concludes the proof.

Remark 6.34. Inspection of the previous proofs shows that the whole procedure can
be done for any affinely perfect class C of functions on compact convex sets (see
Section 5.5). We define envelopes similarly to above, namely, for a bounded function
f defined at least on the set ext X, we set
ext X ∗,C
f := inf{h ∈ C(X) : h ≥ f on ext X} and
ext X
f∗,C := −ext X(−f )∗,C .
Thus we obtain the following result.
Theorem 6.35. Let X be a compact convex set, C be an affinely perfect class of func-
tions, f be a bounded function on ext X and let g := ext Xf ∗,C . Then the following
assertions are equivalent:
(i) The function f satisfies
(i1) ext Xf ∗,C = ext Xf∗,C on ext X,
(i2) the function µ 7→ µ(g), µ ∈ M1 (ext X), is contained in C(M1 (ext X)),
(i3) µ(g) = 0 for any boundary measure µ ∈ A(X)⊥ .
(ii) There exists a unique function h ∈ C(X) such that h = f on ext X.
(iii) There exists a function h ∈ C(X) such that h = f on ext X.

6.6 Special classes of simplicial spaces

6.6.A Bauer simplicial spaces
Definition 6.36 (Bauer simplicial spaces and simplices). A simplicial function space
H on K with a closed Choquet boundary ChH (K) is called a Bauer simplicial space.
A Bauer simplex X is a Choquet simplex whose set of extreme points is closed.
There are plenty of conditions saying that a compact convex set X is a Bauer sim-
plex. In the following proposition we collect some of them for the case of general
function spaces.
Theorem 6.37. Let H be a function space on a compact space K. Then the following
conditions are equivalent:
(i) H is a Bauer simplicial space,
(ii) for any x ∈ K there exists a unique representing measure µ ∈ Mx (H) such
that µ is carried by ChH (K),
186 6 Simplicial function spaces

(iii) H is a simplicial space and the mapping x 7→ δx , x ∈ K, from K to M1 (K) is

continuous,
(iv) given a function f ∈ Kc (H), the function f ∗ is continuous and H-affine on K,
(v) for any function f ∈ C(ChH (K)) there exists a function h ∈ Ac (H) such that
f = h on ChH (K),
(vi) for any f ∈ C(ChH (K)) there exists a function h ∈ Ac (H) such that f = h on
ChH (K),
(vii) for any bounded continuous function f on ChH (K) there exists a function h ∈
Ac (H) such that f = h on ChH (K),
(viii) the space Ac (H) is a lattice in its natural ordering.

Proof. For the proof that (i) =⇒ (ii), suppose that x ∈ K and µ ∈ Mx (H) with
spt µ ⊂ ChH (K) are given. If f ∈ C(K), then by Bauer’s characterization of the
Choquet boundary 3.24,

{x ∈ K : f (x) < f ∗ (x)} ⊂ K \ ChH (K) = K \ ChH (K).

Hence
µ {x ∈ K : f (x) < f ∗ (x)} ≤ µ K \ ChH (K)) = 0.

By Corollary 3.59, µ is maximal, and therefore µ = δx .

Suppose that (ii) holds. Since any maximal measure is carried by ChH (K) by
Proposition 3.64, (ii) implies that H is a simplicial space. Let {xα }α∈A be a net in K,
xα → x. We show that δx is the only cluster point of {δxα }α∈A . We lose no generality
by supposing that δxα → ν. As spt δxα ⊂ ChH (K), we have spt ν ⊂ ChH (K). Since
ν ∈ Mx (H) by Proposition 3.40, it follows from (ii) that ν = δx , which proves that
(ii) =⇒ (iii).
Let f ∈ Kc (H). Theorem 6.5 along with Lemma 6.4 assures that f ∗ is an H-affine
function and that f ∗ (x) = δx (f ) for any x ∈ K. Since the mapping x 7→ δx is
continuous, f ∗ is continuous. This shows that (iii) =⇒ (iv).
For the proof (iv) =⇒ (v), suppose that f is a continuous function on ChH (K).
By Tietze’s theorem extend f continuously to the whole of K. We know from Theo-
rem 6.5 that H is simplicial. Hence for each ε > 0, Theorem 6.8(a) provides functions
f1 , f2 ∈ Kc (H) so that
kT f − (T f1 − T f2 )k ≤ ε
(for the definition of T see Definition 6.7). Since T (Kc (H)) ⊂ C(K) by our as-
sumption, T f , as a uniform limit of continuous functions, is continuous as well. By
Theorem 6.8(c), T f is H-affine. Since f = T f on ChH K and both functions are
continuous, f = T f on ChH K.
Suppose that (v) holds. It is enough to show that ChH (K) = ChH (K). Assume, in
order to obtain a contradiction, that there is x ∈ ChH (K) \ ChH (K). Using Bauer’s
 6.6 Special classes of simplicial spaces 187

characterization of the Choquet boundary 3.24, we find a function f ∈ Kc (H) for

which f (x) < f ∗ (x). By the assumption, there is h ∈ Ac (H) such that h = f on
ChH (K). Since h − f ≥ 0 on ChH (K), the minimum principle for S c (H) (see Theo-
rem 3.85) yields h−f ≥ 0 on K. Since h ≥ f on K, it follows from Proposition 3.25
that h = h∗ ≥ f ∗ . Hence

h(x) = f (x) < f ∗ (x) ≤ h(x).

This obvious contradiction yields the required conclusion, and therefore (v) =⇒
(vi).
Obviously, (vi) =⇒ (vii).
Suppose that (vii) holds and select h1 , h2 ∈ Ac (H). By (vii), there is h ∈ Ac (H)
such that h = h1 ∨ h2 on ChH (K). If k ∈ Ac (H), k ≥ h1 ∨ h2 on K, then k ≥ h on
ChH (K). Using the Minimum principle 3.85 again, we get k ≥ h on K. We see that
every pair of elements of Ac (H) has a least upper bound, in other words, Ac (H) is a
lattice in its natural ordering, hence (viii) holds.
The proof will be completed once it is shown that (viii) =⇒ (i). To this end, let
h1 , . . . , hn ∈ Ac (H) and let h ∈ Ac (H) be their least upper bound in Ac (H). By
Proposition 3.25(a), h = (h1 ∨ · · · ∨ hn )∗ . We see that the function (h1 ∨ · · · ∨ hn )∗
is H-affine, and thus Theorem 6.5 yields that H is simplicial.
It remains to prove that the Choquet boundary ChH (K) is closed. Assume that
x ∈ ChH (K) \ ChH (K). With the aid of Bauer’s characterization of ChH (K) (see
Theorem 3.24) we can find functions h1 , . . . , hn ∈ Ac (H) such that f := h1 ∨· · ·∨hn
satisfies f (x) < f ∗ (x).
As above, f ∗ ∈ Ac (H) is the least upper bound of h1 , . . . , hn in Ac (H) and f ∗ = f
on ChH (K). The continuity of f and f ∗ yields the equality f (x) = f ∗ (x), which is
an obvious contradiction.

Proposition 6.38. The set M1 (K) of all probability Radon measures on a compact
space K is a Bauer simplex.
Proof. We use condition (vi) of Theorem 6.37 as a characterization of Bauer sim-
plices. So assume that F ∈ C(ext M1 (K)) = C({εx : x ∈ K}) is given. We set

H := µ(F ◦ ϕ), µ ∈ M1 (K),

where ϕ : x 7→ εx is the homeomorphic mapping of K onto ext M1 (K) (cf. Propo-

sition 2.27). Then H ∈ Ac (M1 (K)) by Proposition 5.30, and also H = F on
ext M1 (K). This concludes the proof.

Proposition 6.39. Let X be a Bauer simplex. Then there exists a compact space K
such that X is affinely homeomorphic to M1 (K).
Proof. Choose K as ext X and consider the mapping x 7→ δx , x ∈ K, where δx is
the unique maximal measure representing x.
188 6 Simplicial function spaces

6.6.B Markov simplicial spaces

Recall that a function space H on a compact space K is simplicial if and only if

(Ac (H))⊥ ∩ Mbnd (H) = {0}

(see Proposition 6.9), and that simplicial function spaces H having a closed Choquet
boundary ChH (K) were labeled as Bauer simplicial spaces. The equivalence (i) ⇐⇒
(v) of Theorem 6.37 says that H is a Bauer simplicial space if and only if

Ac (H)|ChH (K) = C(ChH (K)).

In this subsection we will examine function spaces for which

H|ChH (K) = C(ChH (K)).

Before this we recall the notion of a Markov operator.

Definition 6.40 (Markov operators and projections). Let K be a compact space. A

Markov operator T on K is a bounded linear operator on C(K) with T (1) = 1 =
kT k. It is easy to check that any Markov operator on K is positive (see the proof of
Theorem 2.31). If, moreover, T 2 = T , the operator T is called a Markov projection
on K.
If T is a Markov operator on K and

HT := {f ∈ C(K) : T f = f } ,

then HT is a function space on K provided it separates points of K. It is obvious that

T f ∈ HT whenever T is a Markov projection and f ∈ C(K).
Let T be a Markov operator on K. Given x ∈ K, the functional

Φ : f 7→ T f (x), f ∈ C(K),

is a positive linear functional on C(K). By the Riesz representation theorem A.72

there exists a unique Radon measure µTx on K such that
Z
T f (x) = f dµTx for any f ∈ C(K).
K

Obviously, µTx ∈ Mx (HT ) for every x ∈ K.

Lemma 6.41. Let T be a Markov projection on K such that the space HT separates
points of K. Then
ChHT (K) = x ∈ K : µTx = εx .


In particular, the Choquet boundary ChHT (K) is closed.

 6.6 Special classes of simplicial spaces 189

Proof. Pick x ∈ K. If x ∈ ChHT (K), then Mx (HT ) = {εx }, hence µTx = εx .

Assume now that x ∈ K \ ChHT (K). Then there exists s ∈ Kc (HT ) such that
s(x) < s∗ (x) (see Theorem 3.24). Then T s ∈ HT and T s ≥ s. It follows that
s(x) < s∗ (x) = inf {h(x) : h ∈ HT , h ≥ s} ≤ T s(x) = µTx (s),
and therefore εx 6= µTx . Since
\
ChHT (K) = {x ∈ K : T f (x) = f (x)} ,
f ∈C(K)

the set ChHT (K) is closed.

Theorem 6.42. Let H be a function space on K. The following assertions are equiv-
alent:
(i) there exists a Markov projection on K such that H = HT ,
(ii) H is a Bauer simplicial space and H = Ac (H),
(iii) H|ChH (K) = C(ChH (K)).

Proof. If (i) holds and f ∈ C(ChH (K)) = C(ChHT (K)) = C(ChHT (K)) is given,
there exists g ∈ C(K) such that g = f on ChH (K). Then T g ∈ HT = H and
T g = g = f on ChH (K), so (i) =⇒ (iii).
Suppose now that (iii) holds. According to (i) ⇐⇒ (v) of Theorem 6.37, H
is a Bauer simplicial space. It remains to show that H = Ac (H). To this end, let
f ∈ Ac (H). There exists a function h ∈ H so that h = f on ChH (K). Since
h − f ∈ Ac (H), the Minimum principle 3.85 yields the equality h = f on K. Hence,
f ∈ H. This shows that (iii) =⇒ (ii).
Finally, suppose that H is as in (ii). Given x ∈ K, let δx be the unique maximal
measure in Mx (H). By Theorem 6.37, the mapping x 7→ δx is continuous, hence the
function T f defined as T f (x) = δx (f ), x ∈ K, is continuous for each f ∈ C(K).
Since T f is an H-affine function (cf. Theorem 6.8(c)), T is a Markov projection on
K. To show that H = HT , let h ∈ H. Then T h(x) = δx (h) = h(x) for each x ∈ K.
Thus, H ⊂ HT .
Conversely, pick g ∈ HT . Since the function T g is in Ac (H), we get as above
g = T g ∈ Ac (H) = H which shows that HT ⊂ H. This proves that (ii) =⇒ (i) and
finishes the proof.

Definition 6.43 (Markov simplicial spaces). Function spaces for which one of the
equivalent conditions of Theorem 6.42 holds are labeled as Markov simplicial spaces.
Corollary 6.44. If H is a Markov simplicial space on K, then the function space H is
closed and H⊥ ∩ Mbnd (H) = {0}.
Proof. The assertion easily follows from the facts that H = Ac (H) and that Ac (H)
is closed (see Proposition 3.11(a)).
190 6 Simplicial function spaces

6.6.C Simplicial spaces with Lindelöf boundaries

We obtained that the solution T f of the Dirichlet problem for a continuous function
f on K is a pointwise limit of a sequence of H-affine continuous functions on K
provided K is metrizable (see Definition 6.7 and Theorem 6.8(a)). We are able to
extend this result to a general simplicial function space H, if we suppose that ChH (K)
is a Lindelöf topological space. The precise statement is provided by Theorem 6.45.

Theorem 6.45. Let H be a simplicial function space on a compact space K such that
ChH (K) is Lindelöf.
(a) Let a bounded function f ∈ Kusc (H) be a pointwise limit of a decreasing se-
quence of continuous functions. Then f ∗ is a pointwise limit of a decreasing
sequence of continuous H-affine functions.
(b) Any function f ∈ C b (ChH (K)) can be extended to a Baire-one H-affine function
on K. Moreover, this extension is unique.

Proof. Let f ∈ Kusc (H) be as in the statement of the theorem. Due to the Edwards in-
between theorem (Theorem 6.6), the set {h ∈ Ac (H) : h ≥ f } is down-directed and
its pointwise infimum is f ∗ (see Corollary 3.25(a)). For x ∈ ChH (K), f ∗ (x) = f (x)
and so, by Lemma A.54, there is a decreasing bounded sequence {fn } of continuous
H-affine functions converging pointwise to f on ChH (K).
The set B := {x ∈ K : fn (x) → f (x)} is a Baire set containing ChH (K), and
therefore carries any maximal measure on K by Theorem 3.79(a). Hence, for all
y ∈ K,
Z Z
∗
f (y) = f (x) dδy (x) = lim fn (x) dδy (x) = lim fn (y).
B n→∞ B n→∞

Thus the sequence {fn } decreases to f ∗ on K and the first part of the proof is finished.
Let f be a bounded continuous function on ChH (K). We extend f to an upper
semicontinuous function g on X := ChH (K) by the formula

 lim sup f (y), x ∈ X \ ChH (K),
g(x) := y→x,y∈ChH (K)
f (x), x ∈ ChH (K).


By Lemma 3.18(d),
X ∗
g (x) = g(x) = f (x), x ∈ ChH (K).

By Lemma 3.21 and Theorem 3.24,

f (x) = inf{h(x) : h ∈ S c (H), h ≥ g on X}, x ∈ ChH (K).

 6.6 Special classes of simplicial spaces 191

Since the latter set is down-directed, it follows from Lemma A.54 that there exist
a decreasing sequence of continuous H-concave functions {gn } and an increasing
sequence of continuous H-convex functions {hn } such that

hn % f and gn & f on ChH (K).

We have hn ≤ gn and so, by Theorem 6.6, for each n ∈ N, there is a continuous

H-affine function fn with hn ≤ fn ≤ gn .
Then {fn } is a bounded sequence from Ac (H) pointwise converging on ChH (K)
to f , and thus, by Corollary 3.76(a), it converges pointwise on K. Hence the function

h := lim fn
n→∞

is the required extension of f to a Baire-one H-affine function on K. The uniqueness

of the extension follows from the Minimum principle 3.86.

Theorem 6.46. The following assertions are equivalent:

(i) H is simplicial and T (C(K)) ⊂ (Ac (H))1,b ,
(ii) H is simplicial and T (C(K)) ⊂ B 1 (K),
(iii) H is simplicial and T f is a Baire function for each f ∈ C(K),
(iv) f ∗ is an H-affine Baire function for any continuous H-convex function f on K,
(v) F := α<ω1 (Ac (H))α,b is a lattice in the natural ordering.
S

Proof. We start the proof by noticing that the implications (i) =⇒ (ii) =⇒ (iii) are
obvious. To check (iii) =⇒ (iv), let f be a continuous H-convex function on K. By
Theorem 6.5, f ∗ is H-affine. By Lemma 6.4, f ∗ = T f , hence by the hypothesis, T f
is a Baire function.
To verify (iv) =⇒ (i), notice that H is simplicial by Theorem 6.5. Since Kc (H) −
Kc (H) is uniformly dense in C(K), T (Kc (H)) ⊂ B 1 (K) and the space of Baire-one
functions is closed with respect to the uniform convergence (see Proposition A.126),
we have T (C(K)) ⊂ B 1 (K). By Theorem 6.8(c), T (C(K)) ⊂ (Ac (H))⊥⊥ . By
Proposition 5.42(a), T (C(K)) ⊂ (Ac (H))1,b .
We proceed with the proof by showing (iii) =⇒ (v). We notice that a straight-
forward transfinite induction gives that T f is in F for any bounded Baire function f
on K. Given functions f1 , f2 ∈ F, the function T (f1 ∨ f2 ) ≥ f1 ∨ f2 by the Mini-
mum principle 3.86 and T (f1 ∨ f2 ) = f1 ∨ f2 on ChH (K). Again by the Minimum
principle 3.86, T (f1 ∨ f2 ) is the supremum of f1 ∨ f2 in the natural ordering.
We conclude the proof by showing (v) =⇒ (iii). Let f ∈ −W(H) be given, that
is, f = h1 ∨ · · · ∨ hn , h1 , . . . , hn ∈ H. By the assumption, there exists a function
h ∈ F such that h is the supremum of h1 , . . . , hn in the natural ordering. If g ∈ H is
a function with g ≥ f , then h ≤ g. Hence h ≤ f ∗ .
192 6 Simplicial function spaces

On the other hand, given x ∈ K, we find µ ∈ Mx (H) such that µ(f ) = f ∗ (x)
(see Lemma 3.21). Then
f ∗ (x) = µ(f ) ≤ µ(h) = h(x).
Hence f ∗ = h is H-affine and H is simplicial by virtue of Theorem 6.5. Thus we have
proved that f ∗ = T f is a Baire function for each f ∈ −W(H). Again we use the
density of W(H)−W(H) to conclude that T f is a Baire function for each f ∈ C(K).
This concludes the proof.

Remark 6.47. A function space satisfying condition (i) of Theorem 6.46 are some-
times termed analytic simplicial spaces or Lion simplicial spaces. By Theorem 6.45,
any simplicial function space with a Lindelöf Choquet boundary is Lion. Exam-
ple 6.48 below shows that there exists a Lion simplicial space such that its Choquet
boundary is not Lindelöf.
Example 6.48. There exists a Lion simplicial space such that ChH (K) is not Lindelöf.
Proof. Let L := [0, 1], B := L, Lb := {0, 1} and µb := 21 (ε0 + ε1 ) for b ∈ B, and
let H be the Stacey simplicial function space on the compact space K from Defini-
tion 6.13. Then ChH (K) is not Lindelöf, because it is an uncountable discrete space.
On the other hand, let f ∈ Kc (H) be given. For any δ > 0, the set
{x ∈ L : f ∗ (x) − f (x) > δ}
is finite. Hence it follows that the sets
{x ∈ L : f ∗ (x) − f (x) > c} and {x ∈ L : f ∗ (x) − f (x) ≥ c}
are finite for each c ∈ R. Since the points of K are Gδ , the function f ∗ − f is
Baire-one by Theorem A.124. Hence f ∗ is Baire-one as well. By Theorem 6.8(a),
T (C(K)) ⊂ B 1 (K), and thus H is Lion by Theorem 6.46.

6.6.D Simplicial spaces with boundaries of type Fσ

We know that (in a simplicial case) the Dirichlet problem on the Choquet boundary
is solvable for every continuous function on it exactly when this boundary is closed.
More precisely, Theorem 6.37 yields that H is a simplicial space with closed Choquet
boundary ChH (K) (Bauer simplicial space) if and only if given a bounded continuous
function f on ChH (K) there is a continuous H-affine function h such that h = f on
ChH (K).
We now consider the question, under what conditions every bounded Baire-one
function on ChH (K) can be extended to a bounded Baire-one H-affine function on
K. To this end, we need an analogue of envelopes defined similarly as in Section 6.5.
For a function f on K we define
f ∗,1 := inf{h ∈ A(H) ∩ B b1 (K) : h ≥ f } and f∗,1 := −(−f )∗,1 .
 6.6 Special classes of simplicial spaces 193

Theorem 6.49. Let H be a function space on a metrizable compact space K. Con-

sider the following assertions:
(i) H is simplicial and ChH (K) is an Fσ set,
(ii) for any bounded Baire-one function f on ChH (K) there exists a bounded H-
affine Baire-one function h such that f = h on ChH (K),
(iii) for any bounded Baire-one function f on K there exists a bounded H-affine
Baire-one function h such that f = h on ChH (K),
(iv) H is simplicial and T f ∈ B 1 (K) for any f ∈ B b1 (K),
(v) f ∗,1 is an H-affine Baire-one function for every bounded H-convex function
f ∈ B 1 (K),
(vi) A(H) ∩ B b1 (K) is a lattice in the natural ordering.
Then assertions (i)–(v) are equivalent and (v) =⇒ (vi).

Proof. For the proof of the implication (i) =⇒ (ii), suppose S∞ that H is simplicial
and ChH (K) is an Fσ set. Thus we can write ChH (K) = n=1 Fn where {Fn } is
an increasing sequence of compact sets. Let f be a bounded Baire-one function on
ChH (K) and {fn } be a sequence of continuous functions on ChH (K) converging
pointwise to f . We may assume that kf k, kfn k are all bounded by a positive number
M . By Theorem 6.27, there exists a sequence {hn } of H-affine continuous functions
on K such that hn = fn on Fn and khn k = kfn k.
The proof will be completed by showing that the sequence {hn } converges point-
wise to the function h := T f . Then T f is Baire-one and H-affine by the Lebesgue
dominated convergence theorem. Notice that the definition is meaningful since maxi-
mal measures are carried by ChH (K) due to Theorem 3.81. R
For a fixed point x ∈ K and ε > 0 we find n0 ∈ N such that ChH (K) |f −fn | dδx <
ε and δx (Fn ) > 1 − ε for all n ≥ n0 . Then, for n ≥ n0 , we have
Z
|T f (x) − hn (x)| = (f − hn ) dδx
K
Z Z
≤ |f − fn | dδx + 2M dδx
Fn0 K\Fn0

≤ ε + ε2M,

which proves the required statement and concludes the proof of (i) =⇒ (ii).
Since the implication (ii) =⇒ (iii) is obvious, we proceed to the proof of (iii)
=⇒ (iv). Let H be a function space on a compact space K satisfying condition
(iii). First we verify that H is simplicial. Indeed, for a given continuous H-convex
function f on K we find an H-affine Baire-one function h with h = f on ChH (K).
194 6 Simplicial function spaces

By Theorem 3.86, h ≥ f on K. For a given x ∈ K, Lemma 3.21 yields the existence

of a measure µ ∈ Mx (H) such that µ(f ) = f ∗ (x). Then
f ∗ (x) = µ(f ) ≤ µ(h) = h(x).
On the other hand, let g ∈ H satisfy g ≥ f . Then g ≥ h on ChH (K), and thus
g ≥ h on K, which again follows from Theorem 3.86. Hence
h(x) ≤ inf{g(x) : g ∈ H, g ≥ f } = f ∗ (x).
Thus f ∗ = h is H-affine for every H-convex continuous function f and H is a sim-
plicial function space by Theorem 6.5.
It remains to check that T f is a Baire-one function on K for every f ∈ B b1 (K).
If f is a bounded Baire-one function on K, let h be an H-affine Baire one function
on K with f = h on ChH (K). Then h = T f on ChH (K) and the application of
Theorem 3.86 yields that h = T f on K. Thus T f is a Baire-one function as required.
The next step will be a proof of the implication (iv) =⇒ (v). Let f be an H-convex
Baire-one function on K. By condition (iv), T f is an H-affine Baire-one function.
Moreover, T f = f on ChH (K) and T f ≥ f on K by the Minimum principle 3.86.
Thus T f ≥ f ∗,1 .
On the other hand, given an H-affine Baire-one function h with h ≥ f , the min-
imum principle laid down in Theorem 3.86 gives h ≥ T f . Thus T f ≤ f ∗,1 and
f ∗,1 = T f is an H-affine Baire-one function.
In order to prove (v) =⇒ (vi), let f and g be H-affine Baire-one functions. Since
h = (f ∨ g)∗,1 is an H-affine Baire-one function, h is obviously the least upper bound
for the pair f and g in A(H) ∩ B b1 (K). Thus A(H) ∩ B b1 (K) is a lattice in its natural
ordering.
It remains to prove the implication (v) =⇒ (i). First we check that H is simplicial.
Let f ∈ Kc (H) be given. Then f ∗,1 ≤ f ∗ by the definition. On the other hand, given
x ∈ K, let µ ∈ Mx (H) satisfy µ(f ) = f ∗ (x). Then
f ∗ (x) = µ(f ) ≤ inf{µ(h) : h ∈ A(H) ∩ B b1 (K), h ≥ f } = f ∗,1 (x).
Hence f ∗ = f ∗,1 is H-affine and H is simplicial by Theorem 6.5.
Assume that ChH (K) is not an Fσ set in K. We fix on K a compatible metric ρ.
Since ChH (K) is a Gδ subset of a compact metrizable space, Theorem A.115 yields
the existence of a homeomorphic copy C ⊂ K of the Cantor set {0, 1}N such that
C ∩ ChH (K) = C \ ChH (K) = C and C \ ChH (K) is countable.
We enumerate C \ ChH (K) as {qn : n ∈ N} and, using regularity of Radon measures,
we find compact sets Kn ⊂ ChH (K), n ∈ N, such that δqn (Kn ) > 1 − n1 , n ∈ N (see
Proposition 3.80). Then there is no Fσ set F ⊂ K satisfying
∞
[
C\ Kn ⊂ F ⊂ K \ {qn : n ∈ N}.
n=1
 6.6 Special classes of simplicial spaces 195

(Indeed, otherwise the set C ∩ ChH (K) would be an Fσ set, which is absurd.)
Another use of Theorem A.115 provides a homeomorphic copy D ⊂ C \ ∞
S
n=1 Kn
of the Cantor set {0, 1}N such that

D ∩ {qn : n ∈ N} = D ∩ ChH (K) = D.

Then cD is a Baire-one function on K and

T cD (x) = 1, x ∈ D \ ChH (K),

1
T cD (x) ≤ , x = qn , n ∈ N.
n
Hence T cD has no point of continuity on D, and thus it is not a Baire-one function
(see Theorem A.127). This concludes the proof.

Remark 6.50. We remark that only the proof of (v) =⇒ (i) in the preceding theorem
used the assumption of metrizability of K.

Example 6.51. There exists a simplicial space H on a metrizable space K such that
B b1 (K) ∩ A(H) is a lattice in the natural ordering but ChH (K) is not an Fσ set.

Proof. We take a suitable Stacey simplicial function space from Definition 6.13. Na-
mely, we take L := [0, 1] and B := Q ∩ [0, 1] and K as in Definition 6.13. We
enumerate B as {qn : n ∈ N} and take Lqn := {0, 1} with µqn := n1 ε0 + (1 − n1 )ε1 ,
n ∈ N.
By Lemma 6.14, H is simplicial and ChH (K) = K \ B. Hence ChH (K) is not an
Fσ set. Further we know from Lemma 6.14 that δqn = µqn . For brevity we write qn+
for the point 1 in Lqn and qn− for the point 0 in Lqn .
In order to check that A(H)∩B b1 (K) is a lattice in the natural ordering, it is enough
to prove that T (f ∨g) is a Baire-one function for every pair f and g of H-affine Baire-
one functions. Let f and g be such functions with values in [0, 1] and set h := f ∨ g.
We claim that
2
|h(qn+ ) − h(qn )| ≤ for every n ∈ N. (6.5)
n
Indeed, for a fixed n ∈ N we have

1 1
|f (qn+ ) − f (qn )| = |f (qn+ ) −f (qn− ) − (1 − )f (qn+ )|
n n
1 2
≤ |f (qn+ ) − f (qn− )| ≤ .
n n

By the same argument, |g(qn+ ) − g(qn )| ≤ n2 . We need to check this inequality for the
function h. The only nontrivial case is when h(qn+ ) = f (qn+ ) and h(qn ) = g(qn ) (or
196 6 Simplicial function spaces

vice versa). Then

h(qn+ ) = f (qn+ ) = f (qn+ ) − f (qn ) + f (qn )
≤ f (qn+ ) − f (qn ) + g(qn )
2 2
≤ + g(qn ) = + h(qn ),
n n
and
h(qn ) = g(qn ) = g(qn ) − g(qn+ ) + g(qn+ )
≤ g(qn ) − g(qn+ ) + f (qn+ )
2 2
≤ + f (qn+ ) = + h(qn+ ).
n n
Combining these inequalities together we get (6.5).
Applying inequality (6.5) we obtain
1 1
|T h(qn ) − h(qn )| = | h(qn− ) + (1 − )h(qn+ ) − h(qn )|
n n
1
= | (h(qn− ) − h(qn+ )) + h(qn+ ) − h(qn )|
n
2 2 4
≤ + = .
n n n
Hence the set

{x ∈ K : |T h(x) − h(x)| ≥ ε} = {qn ∈ [0, 1] : |T h(qn ) − h(qn )| ≥ ε, n ∈ N}

is finite for every ε > 0. By Lemma A.128, T h is a Baire-one function and the space
A(H) ∩ B b1 (K) is a lattice in the natural ordering.

6.7 The Daugavet property of simplicial spaces

In 1963, I. K. Daugavet in [131] showed that any compact operator S on the Banach
space C([0, 1]) satisfies the identity

kI + Sk = 1 + kSk. (6.6)

(Here, I stands for the identity operator.) Afterwards, Banach spaces and operators
satisfying the equality (6.6) were studied. A Banach space E satisfying (6.6) for any
compact operator S on E is said to satisfy the Daugavet property, or, for short, the
Daugavet space. Among other properties, it was shown that a Banach space satisfies
the equality (6.6) for any compact operator S if and only if the equality (6.6) is satis-
fied for the class of all rank-one operators, and that the space C(K) has the Daugavet
property if and only if the compact space K has no isolated points (see, for example,
V. M. Kadets, R. V. Shvidkoy, G. G. Sirotkin and D. Werner [255]).
 6.7 The Daugavet property of simplicial spaces 197

Definition 6.52 (The Daugavet property). A Banach space E has the Daugavet prop-
erty if
kI + F k = 1 + kF k

for each rank-one operator F on E.

Theorem 6.53. Let H be a simplicial function space on a compact space K such that
ChH (K) has no isolated points. Then Ac (H) has the Daugavet property.

Proof. Let a rank-one operator F : Ac (H) → Ac (H) be given. There exists a func-
tional ϕ ∈ Ac (H)∗ and a function h0 ∈ Ac (H) such that

F (h) = ϕ(h)h0 , h ∈ Ac (H).

Using Lemma 6.23 we find a boundary measure µ ∈ M(K) such that

kµk = kϕk and µ = ϕ on Ac (H).

Fix ε > 0. By Theorem 3.85, there exists a point y0 ∈ ChH (K) (= ChAc (H) (K) by
Exercise 3.95) such that h0 (y0 ) = kh0 k. Let W be an open neighborhood of y0 such
that h0 > kh0 k − ε on W . Since ChH (K) has no isolated points, there exists a point
x0 ∈ W ∩ ChH (K) and an open neighborhood U of x0 such that |µ|(U ) < ε. Let f
be a continuous function on K such that kf k = 1 and µ(f ) > kµk − ε. According to
Tietze’s theorem, there exists a continuous function g on K such that

kgk = 1, g=f on K \ U and g(x0 ) = 1.

Then µ(g) > kµk − 2ε. Since µ is a boundary measure, µ(g) = µ(g ∗ ). For the
positive part µ+ of µ we find by Theorem A.84 a continuous H-concave function k +
such that
g ≤ k+ ≤ 1 and µ+ (k + ) − µ+ (g ∗ ) < ε.

Similarly we choose a continuous H-concave function k − such that

g ≤ k− ≤ 1 and µ− (k − ) − µ− (g ∗ ) < ε.

Then k := k + ∧ k − is a continuous H-concave function satisfying |µ(k) − µ(g ∗ )| <

2ε, kkk ≤ 1 and k(x0 ) = g ∗ (x0 ) = g(x0 ) = 1. Another use of Theorem A.84 along
with Theorem 6.6 provides a function h ∈ Ac (H) such that

−1 ≤ h ≤ k, |µ(h) − µ(k)| < ε and |h(x0 ) − k(x0 )| < ε

198 6 Simplicial function spaces

(recall that k∗ (x0 ) = k(x0 ) by Theorem 3.24). Combining all the estimates together
we get

(I + F )(h)(x0 ) = h(x0 ) + µ(h)h0 (x0 )

≥ k(x0 ) − ε + (µ(k) − ε)(kh0 k − ε)
≥ 1 − ε + (µ(g ∗ ) − 3ε)(kh0 k − ε)
= 1 − ε + (µ(g) − 3ε)(kh0 k − ε)
≥ 1 − ε + (kµk − 5ε)(kh0 k − ε)
= 1 + kµkkh0 k − ε(kµk − 5kh0 k − 1 − 5ε).

Since ε > 0 is arbitrary, this shows that kI + F k = 1 + kµkkh0 k = 1 + kF k, finishing

the proof.

6.8 Choquet simplices

6.8.A Simplicial function spaces and the classical definition of Choquet
simplices
We recall that a compact convex set X is a simplex if the function space Ac (X) is
a simplicial function space on X. Theorem 6.54 shows how the simpliciality of a
function space is related to properties of the state space of Ac (H).

Theorem 6.54. For a function space H, the following assertions are equivalent.
(i) H is simplicial.
(ii) The ordered Banach space Ac (H)∗ is a vector lattice.
(iii) The compact convex set S(Ac (H)) is a simplex.

Proof. We start the proof by noticing that (i) =⇒ (ii) due to Theorem 6.18 and
Theorem A.24.
The next step is showing that (ii) =⇒ (iii). Let X := S(Ac (H)). We want to prove
that Ac (X) is simplicial, which means, by virtue of Theorem 6.5 and Corollary 4.8, to
check that f ∗ is affine for any continuous convex function f on X. Since f ∗ is always
concave, we need to check its convexity.
To this end, let s := α1 s1 + α2 s2 be a nontrivial convex combination of points
s1 , s2 ∈ X. We fix ε > 0 P and use Lemma 3.21 along with Proposition 4.3 to find
a convex combination s = nj=1 βj tj , t1 , . . . , tn ∈ X, β1 , . . . , βn strictly positive,
such that
Xn
βj f (tj ) > f ∗ (s) − ε.
j=1
 6.8 Choquet simplices 199

Using Proposition A.11, we find positive functionals u0ij ∈ (Ac (H)∗ , i = 1, 2,

j = 1, . . . , n, so that
n
X
αi si = u0ij , i = 1, 2, and βj tj = u01j + u02j , j = 1, . . . , n.
j=1

Let γij ≥ 0 and uij ∈ X satisfy u0ij = γij uij , i = 1, 2, j = 1, . . . , n. Then we get
the following convex combinations
n
X γij
si = uij , i = 1, 2, and
αi
j=1
γ1j γ2j
tj = u1j + u2j , j = 1, . . . , n.
βj βj
We use the convexity of f , concavity of f ∗ and preceding equalities to get
n
∗
X γ1j γ2j
f (s) − ε < βj f ( u1j + u2j )
βj βj
j=1
n
X
≤ γ1j f (u1j ) + γ2j f (u2j )
j=1
n n
X γ1j X γ2j
= α1 f (u1j ) + α2 f (u2j )
α1 α2
j=1 j=1
n n
X γ1j X γ2j
≤ α1 f ∗ (u1j ) + α2 f ∗ (u2j )
α1 α2
j=1 j=1

≤ α1 f ∗ (s1 ) + α2 f ∗ (s2 ).
Since ε is arbitrary, f ∗ (s) = α1 f ∗ (s1 ) + α2 f ∗ (s2 ), and f ∗ is affine.
Now we verify (iii) =⇒ (i). Let φ : K → X be the embedding from Defini-
tion 4.25. Given a point x ∈ K, let µ, ν ∈ Mx (Ac (H)) be Ac (H)-maximal mea-
sures. Then φ] µ and φ] ν are maximal measures on X (see Proposition 4.28(d)) that
represent the point φ(x) (use Proposition 4.26(c)). Hence φ] µ = φ] ν, and µ = ν.
Thus Ac (H) is simplicial. By Lemma 6.3(b), H is simplicial.

Remark 6.55. We remark that the original definition of Choquet simplices is different
from ours. We recall that X is affinely homeomorphic to the state space S(Ac (X)),
which is contained in the dual space E = (Ac (X))∗ . This identification is called
a regular embedding of X (see p. 82 in E. M. Alfsen [5]). A regularly embedded
compact convex set X is called a simplex in Chapter II, §3 of [5] if E is a vector
lattice with the ordering given by the cone E + . Thus from Theorem 6.54 we get the
following classical definition of Choquet simplices.
200 6 Simplicial function spaces

Theorem 6.56. Let X be a compact convex set that is regularly embedded in the
locally convex space E = (Ac (X))∗ . Then X is a Choquet simplex if and only if E is
a vector lattice.

6.8.B Prime function spaces and prime compact convex sets

Definition 6.57 (Antilattices). We recall that a closed function space H with its natural
order is an example of an ordered Banach space (see Example A.19(a)). It is called an
antilattice if whenever f, g ∈ H and the infimum f f g exists in H then either f ≤ g
or g ≥ f .

Definition 6.58 (Exposed and relatively exposed sets). A set F in a compact convex
set X is called relatively exposed if for any x ∈ X \ F there exists f ∈ Ac (X) so that
f ≥ 0 on X, f = 0 on F and f (x) > 0 (cf. Definition 8.47).
A set F ⊂ X is said to be exposed if there is a positive function f ∈ Ac (X) such
that f (x) = 0 if and only if x ∈ F .

We remark that any exposed set is relatively exposed and any relatively exposed set
is a closed face (cf. Proposition 8.48).

Definition 6.59 (Prime compact convex sets). A compact convex set X is said to
be prime if whenever F and G are closed relatively exposed faces of X such that
co(F ∪ G) = X, then either F = X or G = X.

Theorem 6.60. A compact convex set X is prime if and only if the function space
Ac (X) is an antilattice.

Proof. Assume that Ac (X) is an antilattice and X = co(F ∪ G) where F and G

are proper closed relatively exposed faces. We find nonzero positive continuous affine
functions f and g so that f = 0 on F and g = 0 on G. Due to Minimum principle 3.85,
the infimum f f g exists and equals 0. Since Ac (X) is an antilattice, either f ≤ g
or g ≤ f . We have arrived at the conclusion that either f = 0 or g = 0 which is a
contradiction with our choice of f and g.
Conversely, suppose that X is a prime compact convex set and f, g ∈ Ac (X) are
such that f f g exists in Ac (X). It follows from the definition of the lower envelope
that f f g = (f f g)∗ . By Theorem 3.24, f f g = f ∧ g on ext X. If we set

F := {x ∈ X : (f f g)(x) = f (x)} and G := {x ∈ X : (f f g)(x) = g(x)},

we obtain two exposed faces satisfying ext X ⊂ F ∪ G. Thus X = co(F ∪ G).

Since X is supposed to be prime, either X = F or X = G. The former equality
yields f ≤ g, the latter one implies g ≤ f . Thus we have verified that Ac (X) is an
antilattice and the proof is finished.
 6.8 Choquet simplices 201

Lemma 6.61. Let X be a simplex and F ⊂ X be a closed Gδ face of X. Then F is

exposed.
Proof. Let F be a closed Gδ face of X. For any x ∈ X \F we find a continuous affine
function fx so that sup fx (F ) ≤ 0 < fx (x). Since X \ FSis a Lindelöf space, we can
∞
select countably many points {xn }∞ n=1 so that X \ F ⊂ n=1 {y ∈ X : fxn (y) > 0}.
Set
∞
X 1 hn
hn := fxn ∨ 0, n ∈ N, and h := .
2n khn k
n=1
Then h is a continuous convex function on X such that h = 0 on F and h > 0 on
X \ F . If we define g := cX\F , we obtain a lower semicontinuous concave function
with h ≤ g. Using Theorem 6.6 we obtain an affine continuous function f ∈ Ac (X)
so that h ≤ f ≤ g. Obviously f exposes F , which concludes the proof.
The previous Lemma 6.61 shows that the following definition of prime simplices is
a particular case of the general definition of prime compact convex sets.
Definition 6.62 (Prime simplices). A simplex X is said to be prime if given closed Gδ
faces F and G in X with X = co(F ∪ G), then either F = X or G = X.
Definition 6.63 (Prime simplicial spaces). A simplicial function space H is prime if
Ac (H) is an antilattice.
Proposition 6.64. Let H be a simplicial space. The following assertions are equiva-
lent:
(i) H is prime,
(ii) the simplex X := S(Ac (H)) is prime.
Proof. Let Φ : Ac (H) → Ac (X) be the surjective isometric isomorphism from Def-
inition 4.25. By Corollary 5.41, Φ preserves order of functions and hence for any
f, g ∈ Ac (H), f f g exists if and only if Φ(f ) f Φ(g) exists. Thus the conclusion
follows from Theorem 6.60.
Lemma 6.65. Let H be a simplicial space. If there exists a point x ∈ ChH (K) such
that ChH (K) ⊂ spt δx , then H is prime.
Proof. Suppose that for given f, g ∈ Ac (H) there exists f f g ∈ Ac (H). It follows
from the definition of the lower envelope that f fg = (f ∧g)∗ . Thus f fg = f ∧g on
ChH (K), by Theorem 3.24. By continuity, this equality also holds for every point in
ChH (K). In particular, (f fg)(x) = (f ∧g)(x). Let us assume that (f ∧g)(x) = f (x).
From the equalities
Z Z
(f ∧ g) dδx = (f f g) dδx = (f f g)(x)
ChH (K) ChH (K)
Z
= (f ∧ g)(x) = f (x) = f dδx
ChH (K)
202 6 Simplicial function spaces

we get that f = f ∧ g almost everywhere with respect to δx . Since ChH (K) ⊂ spt δx ,
the equality f = f ∧ g holds on ChH (K). In other words, f ≤ g on ChH (K). The
Minimum principle 3.85 yields the desired conclusion that f ≤ g on K.

Lemma 6.66. Let X be a compact convex set such that ext X = X. Then X is prime.

Proof. Suppose that for functions f, g ∈ Ac (X) there exists f f g in Ac (X). As in

the previous proof we have f f g = (f ∧ g)∗ . Since (f ∧ g)∗ = f ∧ g on X and ext X
is dense in X, we obtain that f ∧ g = f f g on X. We claim that this is possible only
if either f ≤ g or g ≤ f .
Indeed, suppose that this is not the case, that is, we can find points x, y ∈ X so that
f (x) < g(x) and f (y) > g(y). Then it is obvious that f ∧ g = f f g cannot be affine
on the segment joining x and y. This contradiction finishes the proof.

Example 6.67. There exists a simplicial function space H on a compact space K such
that ChH (K) = K and H is not prime.

Proof. Let K := [0, 1] ∪ {2} ∪ {3} and H := {f ∈ C(K) : f (0) = 21 (f (2) + f (3))}.
Then H = Ac (H), H is simplicial and ChH (K) = K \ {0}. Nevertheless, H is not
an antilattice.
Indeed, if (
x(1 − x) x ∈ [0, 1],
f (x) :=
0 otherwise,
and (
1
4x x ∈ [0, 1],
g(x) :=
0 otherwise,

then f, g ∈ Ac (H) and f ∧ g ∈ Ac (H) as well and neither f ≤ g nor g ≤ f . Thus

f f g exists although ChH (K) is dense in K.

6.8.C Characterization of Bauer simplices by faces

In this subsection we present another characterization of Bauer simplices by means of
faces.
We recall that a compact convex set X is a Bauer simplex if X is a simplex whose
set of extreme points is closed (see Definition 6.36), and that δx denotes the unique
maximal measure in Mx (X).

Lemma 6.68. Let X be a simplex and H ⊂ ext X. Then co H is a face of X.

Pnco H is convex, it is enough to show that co H is extremal. So assume

Proof. Since
that x := j=1 λj hj = αy + (1 − α)z, where hj ∈ H, λj ≥ 0, j = 1, . . . , n,
 6.8 Choquet simplices 203
Pn
= 1, α ∈ (0, 1) and y, z ∈ X. Then nj=1 λj εhj ∈ Mx (X) is maximal by
P
j=1 λj
Corollary 3.59 and αδy + (1 − α)δz ∈ Mx (X). Hence
n
X
λj εhj = αδy + (1 − α)δz ,
j=1

which yields y, z ∈ co H.

Theorem 6.69. Let X be a simplex. The following assertions are equivalent:

(i) X is a Bauer simplex,
(ii) F is a face for any face F ⊂ X.

Proof. For the proof of (i) =⇒ (ii), let X be a Bauer simplex and F ⊂ X be a
face. Since F is convex, we only have to show that F is extremal, that is, our aim
is to prove that spt δx ⊂ F for every x ∈ F (see Exercise 6.82). First, suppose that
x ∈ F and that δx is not carried by F . Let V be a closed convex neighborhood not
intersecting F such that δx (V ) > 0. If δx (V ) = 1, then x ∈ V and thus V ∩ F 6= ∅,
which is impossible. Setting c := δx (V ) ∈ (0, 1), we have

δx = cδx |V + (1 − c)δx |X\V ,

hence
x = cr(δx |V ) + (1 − c)r(δx |X\V ).

Since F is a face, r(δx |V ) ∈ F and thus r(δx |V ) ∈ V ∩ F , which is a contradiction.

Assuming that x ∈ F , there exists a net {xα } in F such that xα → x. By (iii) of
Theorem 6.37, δxα → δx . Since spt δxα ⊂ F , we get spt δx ⊂ F .
To show that (ii) =⇒ (i), assume that there exists x ∈ ext X \ ext X. There
exist y, z ∈ X, y 6= x, such that 2x = y + z. The Hahn–Banach theorem asserts
the existence of f ∈ E ∗ and c ∈ R such that f (y) < c < f (x). Denote H :=
ext X ∩ {t ∈ X : f (t) ≥ c}. According to Lemma 6.68, co H is a face. On the
other hand, co H is not a face. Indeed, co H is not extremal since x ∈ H ⊂ co H and
y∈/ co H.

6.8.D Fakhoury’s theorem

Theorem 6.70. Let X be a compact convex set. Then the following conditions are
equivalent:
(i) X is a simplex,
(ii) there exists an affine mapping T : X → M1 (X) such that T (x) ∈ Mx (X).
204 6 Simplicial function spaces

Proof. If X is a simplex, it is enough to check that the mapping x 7→ δx is affine. Let

x and y be points of X and α ∈ [0, 1]. It suffices to verify that

δαx+(1−α)y (f ) = αδx (f ) + (1 − α)δy (f )

for any f ∈ Kc (X). By Corollary 4.8 and Lemma 6.4, the previous equality can be
rewritten as
f ∗ (αx + (1 − α)y) = αf ∗ (x) + (1 − α)f ∗ (y),
which holds because the function f ∗ is affine by Theorem 6.5.
For the proof of the reverse implication, let T be an affine mapping provided by
condition (ii). We write Tx for the measure T (x). We need to prove that f ∗ is affine
for any f ∈ Kc (X). Since T is assumed to be affine, it is enough to verify that
Tx (f ) = f ∗ (x) for any f ∈ Kc (X) and x ∈ X.
Let f and x be as above and ε > 0. By Lemma 3.22 and Proposition 4.3, there
∗
Pn a molecular measure µ ∈ Mx (X) such
exists Pnthat µ(f ) ≥ fP(x)n
− ε. Then µ =
i=1 αi εxi where xi ∈ X, αi > 0 such that i=1 αi = 1 and i=1 αi xi = x. Since
f is convex and T is affine, Proposition 3.20(b) gives
n
X n
X
∗
f (x) − ε ≤ µ(f ) = αi εxi (f ) ≤ αi Txi (f )
i=1 i=1

= TPni=1 αi xi (f ) = Tx (f ) ≤ f ∗ (x).

As ε is arbitrary, Tx (f ) = f ∗ (x). This concludes the proof.

6.9 Restriction of function spaces

Definition 6.71 (Restricted function space). Let H be a function space on a compact
space K and L ⊂ K be a closed subset. Then G := {h|L : h ∈ H} is the restricted
function space.

Proposition 6.72. The following assertions hold:

(a) If µ, ν ∈ M+ (L), then µ ≺H ν if and only if µ ≺G ν.
(b) Mx (G) = Mx (H) ∩ M1 (L) for any x ∈ L.
(c) ChH (K) ∩ L ⊂ ChG (L).
(d) If L ⊃ ChH (K), then G-maximal measures coincide with H-maximal measures
and ChG (L) = ChH (K).

Proof. For the proof of (a), we notice that for µ, ν ∈ M+ (L), µ ≺H ν if and only
µ(f ) ≤ ν(f ) for each f ∈ −W(H) (see Proposition 3.56), and this is the case if and
only if µ(f ) ≤ ν(f ) for any f ∈ −W(G). Further, (b) and (c) are obvious.
 6.10 Exercises 205

Assume that L ⊃ ChH (K). Let µ ∈ M+ (K) be an H-maximal measure. Then µ

is carried by L (see Proposition 3.64). Let ν ∈ M+ (L) be a G-maximal measure with
µ ≺G ν. Then µ ≺H ν, and thus µ = ν is G-maximal.
Conversely, let µ ∈ M+ (L) be a G-maximal measure. If ν ∈ M+ (K) is H-
maximal measure with µ ≺H ν, then ν ∈ M+ (L). For any function f ∈ −W(H),
we have
µ(f |L ) = µ(f ) ≤ ν(f ) = ν(f |L ).
Thus µ(g) ≤ ν(g) for any function g ∈ −W(G). By Proposition 3.56, µ ≺G ν.
Hence µ = ν is H-maximal.
Since x ∈ ChH (K) if and only if εx is H-maximal, the second part of (d) follows
from the previous argument.

6.10 Exercises
Exercise 6.73. Let H be a simplicial space and x ∈ K. Prove that δx ∈ ext(Mx (H)).

Hint. By Exercise 3.113, H-maximal probability measures form a face F in M1 (K).

Since Mx (H) ∩ F = {δx }, the assertion follows.

Exercise 6.74. Let X be a simplex in Rd . Prove that X has at most d + 1 extreme

points and they are affinely independent.

Hint. If {x0 , . . . , xd+1 } ⊂ ext X are distinct points,

P they are affinely Pd+1dependent.
Hence there exist numbers a0 , . . . , ad+1 such that d+1 i=0 a i = 0 and i=0 ai xi = 0
(see Definition 2.2). We assume that a0 , . . . , an ≥ 0 and an+1 , . . . , ad+1 < 0. Then
n
X d+1
X
0 < c := ai = −ai ,
i=0 i=n+1

and
n
X d+1
X
x := c−1 ai xi = −c−1 ai xi .
i=0 i=n+1

Hence x has two different maximal representing measures, a contradiction.

Analogously we get that the extreme points of X are affinely independent.

Exercise 6.75. Let X be a compact convex set in Rd . Prove that X is a simplex if and
only if X is an n-simplex for some n ≤ d (see Definition 2.2).

Hint. If X is an n-simplex with vertices {x0 , . . . , xn }, then ext X = {x0 , . . . , xn }

Pn 2.10 and any point x ∈ X is expressed by a unique convex combination
by Lemma
x = i=0 λi xi (the points {x0 , . . . , xn } are affinely independent).
206 6 Simplicial function spaces

Conversely, let X be a simplex. By Exercise 6.74, ext X = {x0 , . . . , xn } for some

n ≤ d and the set of extreme points consists of affinely independent points. Hence X
is an n-simplex by Definition 2.2.

Exercise 6.76. Let

H := {f ∈ C([0, 1]) : there is af > 0 such that f is constant on [0, af ]} .

Since the function space H is dense in C([0, 1]), we have

ChH ([0, 1]) = ChH ([0, 1]) = ChC([0,1]) ([0, 1]) = [0, 1].

It follows that H is simplicial and {0} ∈ ChH ([0, 1]). Nevertheless, {0} is not H-
exposed.

Exercise 6.77. Let X be the convex hull of two sets

(x, y) ∈ R2 : (x + 1)2 + y 2 = 1 (x, y) ∈ R2 : (x − 1)2 + y 2 = 1

 
and

and let K be the boundary of X. If H consists of restrictions of all affine functions on

R2 to K, then H is a closed function space on K. Prove that

ChH (K) = {(x, y) ∈ K : x ≤ −1 or x ≥ 1}

and that a function f ∈ C(K) belongs to Ac (H) if and only if f is affine on each
segment contained in K. Further show that H is simplicial and that the point (1, 1) is
Ac (H)-exposed but it is not H-exposed.

Hint. In order to show that the point (1, 1) is Ac (H)-exposed, consider, for example,
the function
(x, y) 7→ | − x − y + 2| + |1 − y|, (x, y) ∈ K.

Exercise 6.78. Let H be a closed function space on a compact space K possessing

the weak Riesz interpolation property. Then Ac (H) = H.

Hint. If f ∈ Ac (H) and ε > 0, for any x ∈ K we use Corollary 3.23(a) and
Proposition 3.25(a) to find a function hx ∈ H such that f < hx and hx (x) <
f (x) + ε. A simple compactness argument yields the existence of finitely many func-
tions h1 , . . . , hn ∈ H such that

f < h1 ∧ · · · ∧ hn < f + ε.

Analogously, we find functions g1 , . . . , gm ∈ H with

f > g1 ∨ · · · ∨ gm > f − ε.
 6.10 Exercises 207

By the weak Riesz interpolation property, there exists a function h ∈ H such that

g1 ∨ · · · ∨ gm < h < f1 ∧ · · · ∧ fn .

Hence kf − hk < 2ε, which gives f ∈ H = H.

Exercise 6.79. Find an example of a simplicial function space whose state space is
not a simplex.

Hint. Consider the function space H := P 2 ([0, 1]) from Example 3.2(b). Then
ChH ([0, 1]) = [0, 1] (see Example 3.5(b)), and thus H is simplicial. On the other
hand, if ψ : [0, 1] → R2 is defined by

ψ(t) = (t, t2 ), t ∈ [0, 1],

S(H) is affinely homeomorphic to co ψ([0, 1]) (use Exercise 4.51). Hence S(H) is
not a simplex.

Exercise 6.80. Let X be a compact convex set, µ, ν ∈ M+ (X), µ ≺ ν. Prove that

spt µ ⊂ co spt ν.

Hint. If z ∈ spt µ \ co spt ν,
find a continuous affine function f on X such that
f (z) = −1 and inf f co spt ν ≥ 0. If k := f ∧ 0, then k is continuous concave on
X, k = 0 on spt ν and ν(k) ≤ µ(k) < 0.

Exercise 6.81. Let F be a closed extremal subset of a compact convex set X, µ, ν ∈

M+ (X), µ ≺ ν. If spt µ ⊂ F , then spt ν ⊂ F .

Hint. The characteristic function cX\F is concave (cf. Proposition 2.68) and lower
semicontinuous. By Proposition 3.56, ν(cX\F ) ≤ µ(cX\F ).

Exercise 6.82. Let F be a closed convex subset of a compact convex set X. Prove
that F is extremal if and only if spt ν ⊂ F for any x ∈ F and any maximal measure
ν ∈ Mx (X).

Hint. If F is a closed convex extremal set, it carries any maximal measure with
barycenter in F by Proposition 2.69. Conversely, let x ∈ F and µ ∈ Mx (X).
Let ν ∈ M1 (X) be maximal with µ ≺ ν. Then ν ∈ Mx (X). By Exercise 6.80,
spt µ ⊂ co spt ν ⊂ F . Hence spt µ ⊂ F and F is extremal.

Exercise 6.83. Let F be a closed face in a compact convex set X. Prove that Ac (F )-
maximal measures coincide with Ac (X)-maximal measures carried by F .
208 6 Simplicial function spaces

Hint. Let µ ∈ M1 (F ) be Ac (X)-maximal and ν ∈ M1 (F ) satisfy µ ≺Ac (F ) ν. Then

µ ≺Ac (X) ν and thus µ = ν.
If µ ∈ M1 (F ) is Ac (F )-maximal and ν ∈ M1 (X) with µ ≺Ac (X) ν, then ν
is carried by F due to Exercise 6.81. If f is a positive convex function on F , the
function g := f on F and 0 on X \ F is upper semicontinuous and convex on X. By
Proposition 3.56,
µ(f ) = µ(g) ≤ ν(g) = ν(f ).
Hence µ ≺Ac (F ) ν, and thus µ = ν. It follows that µ is Ac (X)-maximal.

Exercise 6.84. Let X be a simplex and H a closed extremal subset of X. Then co H

is a closed face of X (cf. Proposition 8.31 and Lemma 6.68).
Hint. By Exercise 6.82, we only have to show that spt δx ⊂ co H for any x ∈ co H.
Fix x ∈ co H. Using Proposition 2.39 find a measure µ ∈ Mx (X) carried by H.
Then µ ≺ δx . In view of Exercise 6.81, we get spt δx ⊂ H.

Exercise 6.85. Let X be a simplex and F ⊂ X be a closed face. Prove that F is a

simplex.
Hint. This follows from Exercise 6.83.

S
6.86. Let X be a simplex and {Fα } a family of closed faces of X. Then

Exercise
co Fα is a face of X.
Hint. Similar to the proof of Lemma 6.68.

Exercise 6.87. Let X be a compact convex subset of a locally convex space.

(a) If X is metrizable and F is a face of X, then F = co(F ∩ ext X). In particular,
F ∩ ext X 6= ∅.
(b) Prove that there exists a simplex X and x ∈ X such that face x ∩ ext X = ∅.
Hint. For the proof of (a), let x ∈ F . By Theorem 3.45, there exists µ ∈ Mx (X)
carried by ext X. Since, by Remark 2.70(a), µ is carried by F , we see that µ is carried
by F ∩ ext X. Hence, x ∈ co(F ∩ ext X). It follows that F ⊂ co(F ∩ ext X), and
therefore F ⊂ co(F ∩ ext X) ⊂ F .
To verify (b), we use the existence of a simplex X and a maximal measure µ ∈
M1 (X) such that µ is carried by a compact set K disjoint from ext X. (The construc-
tion of X is based on the state space of the function space H of Example 3.82. In fact,
the state space X of S(H) is a simplex by Lemma 6.14 and Theorem 6.54.) By Exer-
cise 2.116, co K ∩ ext X = ∅. Let x be the barycenter of µ. Then x ∈ co K (Propo-
sition 2.39). We have face x ∩ ext X = ∅. Indeed, choose y ∈ face x. By Proposi-
tion 2.66, there exist z ∈ X and λ ∈ [0, 1) such that x = λz + (1 − λ)y. Let νy and νz
be maximal measures representing points y and z, respectively. Then λνz + (1 − λ)νy
is a maximal measure representing x. Since X is a simplex, µ = λνz + (1 − λ)νy ,
and therefore spt νy ⊂ co K. Hence y ∈ co K.
 6.10 Exercises 209

Exercise 6.88. Verify the details of the following example to provide an example of a
face in a simplex whose closure is not a face.
Hint. Let 
P := {xn } ∈ c0 : xn ≥ 0 for all n ∈ N
and
Q := {n−1 en : n ∈ N}


and X := co {−e1 } ∪ Q ,
where en are the standard unit vectors in c0 . Show that X is a simplex and

ext X = {−e1 } ∪ Q.

Let F := co Q. Then F is a face of X by Lemma 6.68. Since P is a closed convex

subset of c0 and F ⊂ P , we have F ⊂ P . On the other hand, F is not a face since
0 ∈ F and 0 = 12 (−e1 ) + 12 e1 .

Exercise 6.89. Prove that there exist metrizable Bauer simplices X, Y and affine con-
tinuous surjections ϕ : X → Y and ψ : Y → X such that X, Y are not affinely
homeomorphic.
Hint. Let K := [0, 1]. There exist continuous surjections f : K → K 2 and g : K 2 →
K. Let X := M1 (K) and Y := M1 (K 2 ). Then f] is an affine surjection of X onto
Y and g] is an affine surjection of Y onto X.
The sets X and Y are metrizable Bauer simplices (Proposition 6.38). If we assume
that X and Y are affinely homeomorphic, the sets ext X and ext Y are homeomorphic.
Then, by Proposition 2.27, K and K 2 are homeomorphic, a contradiction.

Exercise 6.90. Let X be a simplex and Y := {s ∈ (Ab (X))∗ : s ≥ 0, s(1) = 1} be

endowed with the w∗ -topology Let φ : X → Y be the evaluation embedding, that is,
φ(x)(f ) = f (x), f ∈ Ab (X), x ∈ X. Prove the following assertions.
(a) The ordered Banach space Ab (X) is a lattice.
(b) The set φ(X) is dense in Y .
(c) The set Y is a Bauer simplex.
Hint. For the proof of (a) use Theorem A.24. More precisely, since X is a simplex,
Ac (X) has the Riesz decomposition property and

(Ac (X))∗ = ((Ac (X))∗ )+ − ((Ac (X))∗ )+ ,

(Ac (X))∗ is a lattice by Theorem A.24. By Proposition A.17 and Theorem A.24,
(Ac (X))∗∗ is a lattice (we remark that (Ac (X))∗∗ can be identified with Ab (X) by
Proposition 4.32, and thus satisfies the condition

(Ac (X))∗∗ = ((Ac (X))∗∗ )+ − ((Ac (X))∗∗ )+ .)

Hence Ab (X) is a lattice.

210 6 Simplicial function spaces

To show (b), notice that Ab (X) can be identified with Ac (Y ) via the canonical
embedding of Ab (X) into (Ab (X))∗∗ . Thus assuming the existence of s ∈ Y \ φ(X),
we can find a function f ∈ Ab (X) such that s(f ) > sup f (X). Without loss of
generality we may suppose that f is positive. Then

s(f ) ≤ kf k = sup f (X),

a contradiction.
The last assertion (c) follows now from (a) and Theorem 6.37. Indeed, Ac (Y ), as
well as Ab (X), is a lattice, and thus (viii) of Theorem 6.37 applies.

Exercise 6.91. Let X be a compact convex set, A ⊂ Ac (X) be a subspace containing

constant functions and F ⊂ A be a τX -dense in A. Let

S := {s ∈ A∗ : s ≥ 0, ksk = 1}

and ϕ : X → RF be defined as

ϕ(x) = {f (x)}f ∈F , x ∈ X.

Let Y := ϕ(X). Prove the following assertions:

(a) The set Y is a compact convex set.
(b) If g ∈ Ac (Y ), then g ◦ ϕ ∈ A.
(c) For any f ∈ A there exists g ∈ Ac (Y ) such that f = g ◦ ϕ.
(d) If T : Ac (Y ) → A is defined as g 7→ g ◦ ϕ, then T is a positive isometric
isomorphism of Ac (Y ) onto A and T 1 = 1.
(e) The sets Y and S are affinely homeomorphic.
(f) If A has the weak Riesz interpolation property, then so does Ac (Y ) and Y is a
simplex.
(g) If A is a lattice, then so is Ac (Y ) and Y is a Bauer simplex.

Hint. Obviously, Y is a compact convex set. Let g ∈ Ac (Y ) be given and assume

that g ◦ ϕ ∈/ A. By the Hahn–Banach theorem and Proposition 4.31(b) there exist
x1 , x2 ∈ X and a1 , a2 ∈ R positive such that a1 f (x1 ) − a2 f (x2 ) = 0 for all f ∈ A
and a1 g(ϕ(x1 )) 6= a2 g(ϕ(x2 )). Since 1 ∈ A, a1 = a2 . By the definition of ϕ,
ϕ(x1 ) = ϕ(x2 ), which is a contradiction. This proves (b).
Let f ∈ A be given. Since F is τX -dense in A, f is constant on every ϕ−1 (y), y ∈
Y . Hence there exists a function g : Y → R such that f = g ◦ ϕ. By Theorem 5.33,
g ∈ Ac (Y ) and (c) follows.
If T is defined as in (d), then T is obviously a positive isometric isomorphism of
c
A (Y ) into A. By (c), T is surjective.
 6.10 Exercises 211

For the proof of (e), let T ∗ : (A)∗ → (Ac (Y ))∗ be the dual operator of T from
(d). Then T ∗ is an affine homeomorphism of S onto S(Ac (Y )), and thus S is affinely
homeomorphic to Y by Proposition 4.31(a).
If A has the weak Riesz interpolation property, then so does A. Since T from
(d) preserves order, Ac (Y ) possesses the weak Riesz interpolation property as well.
Consequently, Y is a simplex by Theorem 6.16.
Analogously we get that Ac (Y ) is a lattice provided A is. In this case, Y is a Bauer
simplex by Theorem 6.37.

Exercise 6.92 (The ESP property). A function space H on K has the equal support
property, for short ESP, if for any x ∈ K and any two maximal measures µ1 , µ2 ∈
Mx (H) representing the point x we have spt µ1 = spt µ2 .
It is clear that any simplicial function space has the ESP. There are examples of
function spaces having the ESP without being simplicial. Construct a compact convex
set X with ext X closed such that X is not a simplex and X has the ESP.

Hint. Let µ be any nonzero signed Radon measure on [0, 1] such that

µ([0, 1]) = 0, kµ+ k = kµ− k = 1 and spt µ+ = spt µ− = [0, 1].

Consider the set

H := {f ∈ C([0, 1]) : µ(f ) = 0}
which is, obviously, a linear subspace of C([0, 1]). Then

H⊥ = {µ ∈ M([0, 1]) : ν = αµ for some α ∈ R}.

The space H separates points of [0, 1]: Given x, y ∈ [0, 1], assume that h(x) = h(y)
for any h ∈ H. Then εx −εy ∈ H⊥ and, consequently, εx −εy = αµ for some α ∈ R.
Since spt µ+ = spt µ− = [0, 1], we get x = y.
We see that H is a (closed) function space. Moreover, ChH ([0, 1]) = [0, 1]. To
show this, select any x ∈ [0, 1] and ν ∈ Mx (H). Then ν − εx ∈ H⊥ , so that
ν − εx = αµ for some α ∈ R. Hence ν = εx , and therefore x ∈ ChH ([0, 1]).
Let X be the state space of H. Since s := π(µ+ ) = π(µ− ) ∈ X and

r(φ] µ+ ) = π(µ+ ) = π(µ− ) = r(φ] µ− )

by Proposition 4.28(a), we see that the point s has two different representing measures
φ] µ+ and φ] µ− carried by ChH ([0, 1]) (hence maximal by Corollary 3.61). Therefore,
X is not a simplex.
On the other hand, X has the ESP property: Suppose that Λ1 and Λ2 are maximal
probability measures on X representing a point x ∈ X. By Proposition 4.28(d), there
exist H-maximal measures λ1 , λ2 ∈ M1 ([0, 1]) such that Λ1 = φ] λ1 and Λ2 = φ] λ2 .
Then λ1 −λ2 ∈ H⊥ . Hence, there exists α ∈ R such that λ1 −λ2 = αµ = αµ+ −αµ− .
212 6 Simplicial function spaces

We may assume that α > 0. Since λ1 ≥ αµ+ , we have α ≤ 1. Then either λ1 = µ+

and λ2 = µ− (in the case α = 1), or there exists η ∈ M1 ([0, 1]) such that λ1 =
αµ+ + (1 − α)η. In this case, [0, 1] = spt µ+ ⊂ spt λ1 ⊂ [0, 1]. Analogously, we get
spt λ2 = [0, 1]. In either case, spt λ1 = spt λ2 , and therefore spt Λ1 = spt Λ2 .
Notice that Λ1 is maximal and spt Λ1 = spt φ] µ+ = φ([0, 1]) = φ ChH ([0, 1]) =

ext X.

Exercise 6.93. Let X be a compact convex set as given by Exercise 6.92. Recall that
X is a metrizable set with ext X closed such that X is not a simplex and such that
X has the ESP property. Prove that there exists x ∈ X such that, if F is a compact
convex set, x ∈ F ⊂ X and ext F ⊂ ext X, then F is not a simplex. (Compare with
Remark 2.14.)

Hint. Keep the notation of Exercise 6.92. Let x := π(µ+ ) and let F ⊂ X be a
compact convex set containing x such that ext F ⊂ ext X. There exists Λ ∈ Mx (F )
carried by ext F . Since Λ is carried by (a closed set) ext X, it is maximal. Hence,
spt Λ = ext X (see the hint of Exercise 6.92). It follows that ext F ⊃ ext X, and
therefore F = X.

Example 6.94. Let K = [0, 1] ∪ {2} and

 Z 1 Z 1 
H := f ∈ C(K) : f (2) = 2tf (t) dt = 2(1 − t)f (t) dt .
0 0

Prove that
(a) ChH (K) = [0, 1], Ac (H) = H and H is not simplicial,
(b) H has the ESP,
(c) the state space S(H) has not the ESP.

Hint. Assertion (a) is easy to verify and (b) follows by a similar argument as to that
in Exercise 6.92. The only difference is that

H⊥ = span{ε2 − 2tλ, ε2 − 2(1 − t)λ}

(here λ denotes Lebesgue measure on [0, 1]).

To verify (c), let
s := π(c[ 1 ,1] 2(2t − 1)λ)
2

and

µ1 := φ] (c[ 1 ,1] 2(2t − 1)λ), µ2 := φ] (c[0, 1 ] (1 − 2t)λ + c[ 1 ,1] (2t − 1)λ).

2 2 2

Then µi is a maximal measure on S(H) and represents s, i = 1, 2. Hence S(H) has

not ESP.
 6.11 Notes and comments 213

Exercise 6.95. If T is a rank-one operator on a Banach space E, then kI + T k =

1 + kT k if and only if kI + αT k = 1 + αkT k for each α ≥ 0.

Hint. If kI + T k = 1 + kT k, then

1 + αkT k = (1 + kT k) − (1 − α)kT k = kI + T k − (1 − α)kT k

≤ kI + T − (1 − α)T k = kI + αT k ≤ 1 + αkT k.

The reverse implication is obvious.

6.11 Notes and comments

The basic facts on simplicial spaces can be found in many sources; we mention for
example E. M. Alfsen [5], Chapter 1, §5, G. Choquet [108], Chapter 6, H. Bauer
[37] and [38], N. Boboc and A. Cornea [73], J. Bliedtner and W. Hansen [66] or
M. Rogalski [393], [391]. Theorem 6.5 can be found in papers by G. Choquet and
P. -A. Meyer [106], [105], [113], [339]. Theorem 6.6 is due to D. A. Edwards [155]
(see also [157]) and Theorem 6.8 follows the same argument as E. M. Alfsen [5],
Proposition II.3.14. Example 6.15 follows the classical example from E. Bishop and
K. de Leeuw [58]. This example was generalized in P. J. Stacey [436]. The question of
constructing function spaces with given Choquet boundaries was studied by E. Briem
[93] and A. Clausing and G. Mägerl [120].
We also mention that simplicial spaces are called weakly simplicial in H. Bauer
[44], whereas spaces H with S(Ac (H)) being a simplex are called simplicial there
(see Remark 6.2).
Characterizations of simplicial spaces in Section 6.2 can be found in J. Linden-
strauss [304] and Z. Semadeni [412], see also E. M. Alfsen [5], Corollary II.3.11.
Section 6.3 follows J. Lindenstrauss [304] and Z. Semadeni [412]. Theorem 6.27
can be found in G. Choquet [108], Theorem 28.6; see also E. M. Alfsen [5], Theo-
rem II.3.12. Proposition II.3.17 of [5] provides an example of a nonmetrizable com-
pact convex set X, that is not a simplex, and yet every continuous function defined
on a compact subset of ext X can be extended to an affine continuous function with
preservation of norm. Theorem 6.28 can be found, for example, in E. M. Alfsen [5]
as Corollary II.5.20; we follow the reasoning of J. Bliedtner and W. Hansen [62].
The results of Section 6.5 for continuous functions (see Theorem 6.32) were proved
by E. M. Alfsen [4]. The proof of this theorem can be also found in [5], Theorem II.4.5
and its several predecessors in E. M. Alfsen [2], E. G. Effros [163], Theorem 2.4 and
A. J. Lazar [292], Theorem 2.2. We also refer the reader to J. B. Bednar [48], N. Boboc
and Gh. Bucur [67] and J. N. McDonald [337] for results on continuous affine exten-
sions in the setting of function spaces. The generalization for Baire functions is due
to J. Spurný [426] and [423].
214 6 Simplicial function spaces

Subsection 6.6.A follows the paper by H. Bauer [38], see also E. M. Alfsen [5],
Theorem II.4.1.
The definition of a Markov simplex appeared in a paper [419] by R. Sine.
Theorem 6.45 is taken from F. Jellett [250] (see also H. Fakhoury [175]), Theo-
rem 6.46 from M. Rogalski [392] and A. Goullet de Rugy, C. Schol-Cancelier and
B. Taylor-MacGibbon [201]. We mention the following problem on the converse im-
plication in Theorem 6.45.
Problem 6.96. Let X be a compact convex set such that any f ∈ C b (ext X) has an
affine Baire-one extension. Is then ext X a Lindelöf space?
Subsection 6.6.D follows the papers by J. Spurný [424] and [427]. The easy impli-
cation of Theorem 6.49 can be found in M. Rogalski [392] and F. Jellett [250]. The
case of nonmetrizable spaces was solved in the paper J. Spurný and O. Kalenda [432]
by proving the following theorem.
For a compact convex set X, the following assertions are equivalent:
• X is a simplex and ext X is a Lindelöf resolvable set,

• any bounded Baire-one function on ext X has an affine Baire-one extension.

The proof uses a result on extension of Baire-one functions from the set of extreme
points proved in O. Kalenda and J. Spurný [259]. We mention here a problem posed
in [259].
Problem 6.97. Let X be a compact convex set with ext X Lindelöf. Is then ext X
hereditarily Baire?
It follows from these results and Theorem 6.37 that the question of extending con-
tinuous and Baire-one functions from the set of extreme points is determined by a
topological quality of the set of extreme points. The following result from J. Spurný
[431] shows that this is no longer true for functions of higher Baire classes.
There exist metrizable simplices X1 , X2 and a homeomorphism ϕ : ext X1 →
ext X2 such that
• ϕ(ext X ) = ext X ,
1 2
• there exists a bounded Baire-two function on ext X1 that cannot be extended to a
Baire-two affine function on X1 ,
• if α ∈ [2, ω1 ), any bounded Baire-α function on ext X2 can be extended to a
function of affine class α on X2 .
For the Daugavet property and its relatives, it is possible to consult a survey paper
by D. Werner [466]; in particular, see Example (e) on p. 79.
Prime simplices were introduced in E. G. Effros and J. L. Kazdan [165] and we
follow in Subsection 6.8.B their paper. In [1], E. M. Alfsen proved that in Bauer
simplices, closures of faces are faces. Prime compact convex sets were also investi-
gated in C. H. Chu [117]. The characterization of Bauer simplices in Theorem 6.69
 6.11 Notes and comments 215

was given by E. Størmer in [440] (see also A. K. Roy [399] and [400]). Note that
E. StørmerSin [440] proved that a compact convex set X is a Bauer simplex if and
only if co( α Fα ) is a closed split face of X whenever {Fα } is any family of closed
split faces of X (Størmer’s axiom). Theorem 6.70 is from H. Fakhoury [174]
The example of Exercise 6.77 is taken from Bauer’s paper [44]. It represents a
slight modification of an earlier Bauer’s example from [38] and is attributed to S. Pa-
padopoulou. Exercise 6.88 is due to M. Kraus. Exercise 6.90 is taken from C. H. Chu
and B. Cohen [119] and P. Harmond and Å. Lima [215], Example 3.3(b).
The ESP property in Exercise 6.92 was introduced by I. Feinberg in his thesis
(cf. J. N. McDonald [336]). In the same paper, J. N. McDonald investigated the ESP
property and constructed an example of the simplex which fails the ESP property
(Exercise 6.92 follows this example; see also J. N. McDonald [338]). Exercises 6.80
and 6.81 can also be found in [336]. S. Alpay proved in [12] that if X is a compact
convex set and x ∈ X, then all maximal measures on X with barycenter x have the
same support if and only if x ∈ ext(co spt µ) whenever µ is a maximal measure on X
with barycenter x. The ESP property is also studied in M. W. Grossman [204].
Note that J. Köhn [274] localized the notion of a simplex in the convex setting and
gave several statements that a point has a unique maximal representing measure. We
also refer the reader to C. Cho-Ho [118] for similar results. Examples and a study of
points of simpliciality in the context of function spaces is presented in the paper [27]
by M. Bačák.
Chapter 7
Choquet theory of function cones

The notion of a function cone generalizes the concept of a function space. Even
though we focus mainly on function spaces, the Choquet theory of function cones is an
indispensable tool for us, since later on we investigate typical function cones arising
in potential theory. Another motivation is the selection theorem from Section 11.5 and
a description of boundary measures contained in Section 8.5. Since the basic results
of the Choquet theory of function cones very often use the same techniques as their
analogues from the theory of function spaces, we present them in Sections 7.1– 7.6 in
a brief but, we hope, comprehensible way.
We point out that Theorem 7.27 provides a measure on the Choquet boundary in-
duced by a maximal measure. This concept will be strengthened considerably in
Chapter 9. Other results not encountered before are Theorem 7.38 and Theorem 7.40,
which clear up the relation between simplicial function cones and function spaces
generated by them.
An important concept of ordered compact convex sets is studied in Section 7.5.
Main facts are summarized in Theorem 7.54 and an application of Theorem 7.27
is presented in Theorem 7.55. We show in Theorem 7.58 how an ordered compact
convex set can be recovered from the set of maximal elements by a method imitating
the Krein–Milman theorem. The Douglas characterization of simplicial measures is
given in Theorem 7.60.

7.1 Function cones

Definition 7.1 (Function cones). Let K be a compact space and S a convex cone of
continuous functions on K. We call S a function cone if S contains the constant
functions and separates points of K.
A function cone S is called min-stable if

W(S) = {s1 ∧ · · · ∧ sn : s1 , . . . , sn ∈ S, n ∈ N} = S.

In this section, S is a function cone on a compact space K 6= ∅.

Examples 7.2. (a) Any function space can serve as an example of a function cone.
(b) Let H be a function space on a compact space K. Then W(H) is a function cone
on K. Also the family S c (H) of all continuous H-concave functions is an example of
a function cone.
 7.1 Function cones 217

(c) If S is a function cone on a compact space K, then W(S) is a function cone. If F

is a closed subset of K, then S|F is a function cone as well.
(d) Let U be a bounded open subset of Rd . Then the family

S(U ) := s ∈ C(U ) : s is superharmonic on U
is a function cone.
Definition 7.3 (S-representing measures, ChS (K) and expS (K)). For a point x ∈ K
we denote by Mx (S) the set of all S-representing measures for x; more precisely,
Mx (S) := {µ ∈ M+ (K) : s(x) ≥ µ(s) for all s ∈ S}.
We remark that Mx (S) ⊂ M1 (K) because S contains constant functions.
We define the Choquet boundary ChS (K) of S as
ChS (K) := {x ∈ K : Mx (S) = {εx }}
and the set of S-exposed points as
expS (K) := {x ∈ K : there exists s ∈ S with s(x) < s(y) for all y ∈ K \ {x}}.
Definition 7.4 (S-convex, concave and affine functions). We define the system A(S)
of all S-affine functions to be the family of all universally measurable functions f :
K → [−∞, ∞] such that µ(f ) exists for every µ ∈ Mx (S), x ∈ K, and
Z
f (x) = f dµ for each x ∈ K and µ ∈ Mx (S).
K

Further, letAc (S) be the family of all continuous S-affine functions on K.

Similarly, we say that a universally measurable function f : K → [−∞, ∞] is S-
convex if µ(f ) exists for every µ ∈ Mx (S), x ∈ K, and f (x) ≤ µ(f ). A function f
is S-concave if −f is S-convex. We denote by Kc (S), Kusc (S) and Klsc (S) the family
of all continuous, upper semicontinuous, and lower semicontinuous S-convex func-
tions, respectively. We write S c (S), S usc (S) and S lsc (S) for the analogous families
of S-concave functions.
Definition 7.5 (Choquet ordering, S-maximal and S-boundary measures). Let S be
a function cone on a compact space K. We define an ordering ≺S on M+ (K) by
setting
µ ≺S ν if µ(s) ≤ ν(s) for each s ∈ Kc (S).
Sometimes we write ≺ instead of ≺S .
A measure µ ∈ M+ (K) is S-maximal (briefly maximal), if it is maximal with
respect to the partial order ≺S . A measure µ ∈ M(K) is S-boundary (briefly bound-
ary), if |µ| is S-maximal.
The set of all S-maximal measures on K is denoted by Mmax (S), the set of all
S-boundary measures is denoted by Mbnd (S).
218 7 Choquet theory of function cones

Proposition 7.6. The following assertions hold:

(a) expS (K) ⊂ ChS (K),
(b) S ⊂ W(S) ⊂ S c (S),
(c) W(S), S c (S), S usc (S), S lsc (S) are min-stable convex cones and, consequently,
W(S) and S c (S) are function cones,
(d) Mx (S) = Mx (W(S)) = Mx (S c (S)) for any x ∈ K,
(e) S c (S) = S c (W(S)) = S c (S c (S)),
(f) ChS (K) = ChW(S) (K) = ChS c (S) (K),
(g) for µ, ν ∈ M+ (K), µ ≺S ν if and only if µ ≺W(S) ν and this is the case if and
only if µ ≺S c (S) ν,
(h) the space W(S) − W(S) is dense in C(K).

Proof. Assertions (a) and (b) are obvious, the first part of (c) follows by the same
argument as in Proposition 3.11(b) and the second part from (b). Assertion (d) follows
from the definition, (e), (f) are consequences of (d) and (g) follows from (e). Finally,
(h) follows from the lattice version of the Stone–Weierstrass theorem contained in
Proposition A.31.

Definition 7.7 (Envelopes and sublinear functionals). Given f : K → [−∞, ∞] and

a measure µ ∈ M+ (K), we define

Qµ (f ) := inf{µ(s) : s ∈ S c (S), s ≥ f }.

If µ = εx for x ∈ K, we write f ∗ (x) instead of Qεx (f ) and define f∗ (x) :=

−(−f )∗ (x).

Lemma 7.8. Let µ ∈ M+ (K) and f be an upper bounded function on K. Then

(a) f ∗ is an upper semicontinuous S-concave function,
(b) Qµ (f ) = µ(f ∗ ),
(c) if f is bounded, then −kf k ≤ f∗ ≤ f ∗ ≤ kf k,
(d) g 7→ Qµ (g) is a sublinear functional on `∞ (K).

Proof. Assertion (a) is obvious, (b) follows from Theorem A.84, (c) holds because S
contains constant functions and (d) follows by a straightforward verification.

The following observation shows that if we consider a function space H as a func-

tion cone, our new objects defined for H so far in Section 7.1 coincide with those
defined for H in Section 3.1.

Proposition 7.9. Let H be a function space on a compact space K. If we consider H

as a function cone S, then
 7.1 Function cones 219

• Mx (H) = Mx (S), S c (S) = S c (H), ≺H coincides with ≺S , expS (K) =

expH (K),
• S-maximal measures coincide with H-maximal measures,
• ChS (K) = ChH (K).

Hint. The proof follows easily from the definitions.

Lemma 7.10 (Key lemma). Let µ ∈ M+ (K) and f be an upper semicontinuous

function on K. Then there exists a measure ν ∈ M+ (K) such that µ ≺ ν and
Qµ (f ) = ν(f ).
In particular, for any x ∈ K there exists a measure ν ∈ Mx (S) such that f ∗ (x) =
ν(f ).

Proof. Given µ ∈ M+ (K), we assume first that f ∈ C(K). We define a functional

ϕ : span{f } → R as
ϕ(tf ) = tQµ (f ), t ∈ R,
and a sublinear functional p : C(K) → R as

p : g 7→ Qµ (g), g ∈ C(K).

Since ϕ ≤ p on span{f }, the Hahn–Banach theorem provides a linear functional ν on

C(K) such that ν(f ) = Qµ (f ) and ν ≤ p on C(K). Since ν(g) ≤ p(g) ≤ 0 whenever
g ∈ C(K) is negative, ν ∈ M+ (K). Let s ∈ S c (S). Then

ν(s) ≤ p(s) = Qµ (s) ≤ µ(s).

Hence µ ≺ ν and the proof is finished in the case of a continuous function.

Now let f be an upper semicontinuous function. We define a down-directed family

G := {g ∈ C(K) : g ≥ f }

and use the first part of the proof to find a measure νg ∈ M+ (K) such that µ ≺ νg
and νg (g) = Qµ (g), g ∈ G. Given h ∈ G, let

Mh := {νg : g ∈ G, g ≤ h}.

Since Mh ⊂ {λ ∈ M+ (K) : kλk = kµk} and the family {Mh : h ∈ G} has T the finite
intersection property, a compactness argument yields the existence of ν ∈ {M h :
h ∈ G}. Then µ ≺ ν and
 
inf λ(h) : λ ∈ Mh = inf λ(h) : λ ∈ M h ≤ ν(h)

for each h ∈ G.
220 7 Choquet theory of function cones

Hence
Qµ (f ) ≤ inf {Qµ (g) : g ∈ G} = inf {νg (g) : g ∈ G}
≤ inf {inf {νg (h) : g ∈ G, g ≤ h} : h ∈ G}
≤ inf {ν(h) : h ∈ G}
= ν(f )
≤ inf {ν(k) : k ∈ S c (S), k ≥ f }
≤ inf {µ(k) : k ∈ S c (S), k ≥ f }
= Qµ (f ),
which yields the required equality.
The second part of the assertion follows by taking µ = εx and observing that
ν ∈ Mx (S) provided εx ≺ ν.

Proposition 7.11. Let f be an upper bounded function on K. Then

(a) f ∗ = f if and only if f ∈ S usc (S),
(b) we have
f ∗ = inf {g ∈ S : g ≥ f }
= inf {g ∈ W(S) : g ≥ f }
= inf {g ∈ S c (S) : g ≥ f }
= inf {g ∈ S usc (S) : g ≥ f } ,
(c) if f is upper semicontinuous, then

f ∗ = inf{k ∈ S lsc (S) : k ≥ g}.

Proof. Let f be an upper bounded function on K. If f ∈ S usc (S) and x ∈ K, let µ ∈

Mx (S) be chosen such that f ∗ (x) = µ(f ). Then f ∗ (x) = µ(f ) ≤ f (x) ≤ f ∗ (x).
Since the converse implication follows from Lemma 7.8(a), assertion (a) is proved.
For the proof of (b) we first show that

inf{s(x) : s ∈ S, s ≥ g} = max{µ(g) : µ ∈ Mx (S)}, x ∈ K, g ∈ C(K). (7.1)

The inequality “≥” being obvious, we proceed with the proof of “≤”. Let x ∈ K and
g ∈ C(K) be fixed. The formula

p : h 7→ inf{s(x) : s ∈ S, s ≥ h}, h ∈ C(K),

defines a sublinear functional on C(K). Analogously as in the proof of Lemma 7.10

we find a measure µ ∈ M+ (K) such that p(g) = µ(g) and µ ≤ p on C(K). Then

µ(s) ≤ p(s) ≤ s(x), s ∈ S,

and thus µ ∈ Mx (S). Hence (7.1) follows.

 7.1 Function cones 221

Let s ∈ S c (S) be arbitrary. By (7.1),

p(s) = s(x), x ∈ K.

Hence
inf{g ∈ S : g ≥ f } = inf{g ∈ S c (S) : g ≥ f }. (7.2)
Further,
inf{g ∈ S c (S) : g ≥ f } = inf{g ∈ S usc (S) : g ≥ f } (7.3)
by (a).
Combining (7.2) and (7.3) we get

f ∗ = inf{g ∈ S c (S) : g ≥ f }
= inf{g ∈ S usc (S) : g ≥ f }
≤ inf{g ∈ W(S) : g ≥ f }
≤ inf{g ∈ S : g ≥ f }
= inf{g ∈ S c (S) : g ≥ f }.

To verify (c), let f be upper semicontinuous and s ∈ S lsc (S). Let x ∈ K and
µ ∈ Mx (S) be such that f ∗ (x) = µ(f ). Then

f ∗ (x) = µ(f ) ≤ µ(s) ≤ s(x),

which yields “≤” in (c). The reverse inequality being obvious, the proof is finished.

Proposition 7.12. Let µ ∈ M+ (K).

(a) If ν ∈ M+ (K) satisfies µ ≺ ν, then kµk = kνk.
(b) If x is a point of K, then εx ≺ µ if and only if µ ∈ Mx (S).

Proof. Assertion (a) follows from inequalities µ(1) ≤ ν(1) and µ(−1) ≤ ν(−1). To
show (b), εx ≺ µ clearly implies µ ∈ Mx (S). Conversely, if µ ∈ Mx (S), s ∈ S c (S)
and ε > 0, let t ∈ S be such that s ≤ t and t(x) < s(x) + ε (use Proposition 7.11(a),
(b)). Then
µ(s) ≤ µ(t) ≤ t(x) ≤ s(x) + ε.
Hence εx ≺ µ, and the proof is complete.

Proposition 7.13. (a) If f ∈ S usc (S) and g is lower semicontinuous with f < g, then
there exists s ∈ W(S) such that f < s < g.
(b) If f ∈ S usc (S), then f = inf{g ∈ S c (S) : g > f } and this family is down-
directed.
222 7 Choquet theory of function cones

(c) If f ∈ S lsc (S) and g is upper semicontinuous with g < f , then there exists
s ∈ W(S) such that g < s < f .
(d) If f ∈ S lsc (S), then f = sup{g ∈ S c (S) : g < f } and this family is up-directed.
(e) W(S) is dense in S c (S).

Proof. To show (a), let f < g as in (a) be given. For any x ∈ K we use Proposi-
tion 7.11(a),(b) to find a function sx ∈ S such that f < s and f (x) < sx (x) < g(x).
By the semicontinuity of f and g there exists an open set Ux 3 x such that f < sx < g
on Ux . By the compactness of K, we can select finitely many points x1 , . . . , xn such
that f < sx1 ∧ · · · ∧ sxn < g. Hence s := sx1 ∧ · · · ∧ sxn is the required function.
Since (b) follows immediately from Proposition 7.11(a),(b) and Proposition 7.6(c),
we proceed to the proof of (c). Let f ∈ S lsc (S) and upper semicontinuous g with
g < f be given. For a fixed x ∈ K, let µ ∈ Mx (S) be such that g ∗ (x) = µ(g) (use
Lemma 7.10). Then
g ∗ (x) = µ(g) < µ(f ) ≤ f (x).
Hence g ∗ < f , and we may use (a) to find a function s ∈ W(S) with g ∗ < s < f .
Since
f = sup{g ∈ C(K) : g < f }
(see Proposition A.50(ii)), assertion (d) follows from (c).
Finally, let f ∈ S c (S) be given. Combining (a) with (b) we see that f = inf{s ∈
W(S) : s > f } and the latter family is down-directed. By Dini’s theorem, for any
ε > 0 there exists s ∈ W(S) such that f < s < f + ε. This concludes the proof.

7.2 Maximal measures

In this section, S is a function cone on a compact space K 6= ∅.

Definition 7.14 (S-extremal sets). A universally measurable set F ⊂ K is called S-

extremal if any measure representing a point in F is carried by F .

Theorem 7.15. (a) The family of all closed S-extremal sets is stable with respect to
finite unions and arbitrary intersections.
(b) A closed set F ⊂ K is S-extremal if and only if cK\F ∈ S lsc (S).
(c) If f ∈ S lsc (S), then F := {x ∈ K : f (x) = min f (K)} is S-extremal.
(d) A point x ∈ K is in ChS (K) if and only if the set {x} is S-extremal.
(e) Any nonempty closed S-extremal set intersects ChS (K); in particular, ChS (K)
is nonempty.
(f) If f ∈ S lsc (S) is positive on ChS (K), then f ≥ 0 on K.
 7.2 Maximal measures 223

Proof. The proof of (a) is analogous to the proof of Proposition 3.14 and (b), (c)
and (d) follows by a straightforward verification (cf. Lemma 3.13). To show (e) we
use Zorn’s lemma again (cf. Proposition 3.15 and Theorem 2.22). Given a closed S-
extremal set F , we consider the family Z of all nonempty closed S-extremal sets con-
tained in F endowed with the partial ordering given by the reverse inclusion. Zorn’s
lemma provides a maximal element H ∈ Z. If x1 , x2 ∈ H are distinct points, let
s ∈ S be such that s(x1 ) 6= s(x2 ). Then it is easy to see that

{z ∈ H : s(z) = min s(H)}

is a closed S-extremal set strictly smaller than H, a contradiction with the maximality
of H. Hence H is a singleton, say H = {x}, and thus x ∈ ChS (K) by (d). This
proves (e).
Finally, let f ∈ S lsc (S) be positive on ChS (K). Then F := {x ∈ K : f (x) =
min f (K)} is a closed S-extremal set, and thus F ∩ ChS (K) is nonempty by (e).
Hence f ≥ 0 on K, which concludes the proof.

Proposition 7.16. For measures µ, ν ∈ M+ (K), the following assertions are equiv-
alent:
(i) µ ≺ ν,
(ii) ν(s) ≤ µ(s) for all s ∈ W(S),
(iii) ν(s) ≤ µ(s) for all s ∈ S lsc (S),
(iv) ν(s) ≤ µ(s) for all s ∈ S usc (S).

Proof. Obviously, (i) =⇒ (ii), (iii) =⇒ (i), (iv) =⇒ (i). Proposition 7.13(b),(d)
yields (i) =⇒ (iii) and (i) =⇒ (iv). Finally, Proposition 7.13(e) yields (ii) =⇒ (i).
This concludes the proof.

Corollary 7.17. Let S be a min-stable function cone on a compact space K and µ, ν ∈

M+ (K). Then µ ≺ ν if and only if ν(s) ≤ µ(s) for each s ∈ S.

Proof. Since S = W(S) by the assumption, the proof follows from Proposition 7.16.

Theorem 7.18. For every measure µ ∈ M+ (K) there exists a maximal measure λ
such that µ ≺ λ.

Proof. It suffices to follow step by step the proof of Theorem 3.65.

Theorem 7.19. For a measure µ ∈ M+ (K), the following assertions are equivalent:
(i) µ is maximal,
(ii) µ(f ) = µ(f ∗ ) for any f ∈ −W(S),
(iii) µ(f ) = µ(f ∗ ) for any f ∈ Kc (S),
224 7 Choquet theory of function cones

(iv) µ(f ) = µ(f ∗ ) for any f ∈ Kusc (S),

(v) µ(f ) = µ(f ∗ ) for any upper semicontinuous function f on K.

Proof. Obviously, (v) =⇒ (iv) =⇒ (iii) =⇒ (ii). To verify (i) =⇒ (v), let f
be an upper semicontinuous function. Using Lemma 7.10 we find ν ∈ M+ (K) such
that µ ≺ ν and Qµ (f ) = ν(f ). Since µ is maximal, µ = ν. Hence

µ(f ) = ν(f ) = Qµ (f ) = µ(f ∗ )

by Lemma 7.8(b).
For the proof of (ii) =⇒ (i), let ν ∈ M+ (K) satisfy µ ≺ ν. For any f ∈ −W(S)
we get, using Theorem A.84, that

µ(f ) = µ(f ∗ ) = inf{µ(s) : s ∈ S c (S), s ≥ f }

≥ inf{ν(s) : s ∈ S c (S), s ≥ f }
= ν(f ∗ ) ≥ ν(f ).

Since µ(f ) ≤ ν(f ), µ(f ) = ν(f ). Thus µ = ν on W(S) − W(S), which yields
µ = ν by Proposition 7.6(h).

Lemma 7.20. If x ∈ K, then εx is maximal if and only if x ∈ ChS (K).

Proof. The assertion follows from Proposition 7.12(b).

Theorem 7.21. For a point x ∈ K, the following assertions are equivalent:

(i) x ∈ ChS (K),
(ii) f (x) = f ∗ (x) for any f ∈ −W(S),
(iii) f (x) = f ∗ (x) for any f ∈ Kc (S),
(iv) f (x) = f ∗ (x) for any f ∈ Kusc (S),
(v) f (x) = f ∗ (x) for any upper semicontinuous function f on K.

Proof. It suffices to combine Lemma 7.20 and Theorem 7.19.

7.3 Representation theorem

In this section, S is a function cone on a compact space K 6= ∅.

Lemma 7.22. Let {fn } be an upper bounded sequence of lower semicontinuous S-

convex functions on K such that lim supn→∞ fn ≤ 0 on ChS (K). Then we have
lim supn→∞ fn ≤ 0 on K.
 7.3 Representation theorem 225

Proof. Let {fn } be as in the lemma. By taking functions −1 ∨ fn if necessary we

may assume that {fn } is a sequence bounded by a constant C. For a fixed x ∈ K and
ε > 0 we use Proposition 7.11(b) to find functions kn ∈ Kc (S) such that kn ≤ fn
and kn (x) ≥ fn (x) − ε. Without loss of generality we may assume that sup{kkn k :
n ∈ N} ≤ C. By Theorem 7.15(c)(e), each function in coσ ({kn : n ∈ N}), as an
S-convex continuous function, attains its maximum on ChS (K). Since

lim sup kn ≤ lim sup fn ≤ 0 on ChS (K),

n→∞ n→∞

the Simons lemma 3.75 yields

lim sup fn (x) ≤ ε + lim sup kn (x) ≤ ε.

n→∞ n→∞

Since ε > 0 is arbitrary, the proof is finished.

Lemma 7.23. Let µ be a maximal measure on K and F ⊂ K \ ChS (K) be a compact

Gδ set. Then µ(F ) = 0.
Proof. Given a maximal measure µ ∈ M+ (K) and a compact Gδ set F ⊂ K \
ChS (K), we find a sequence {fn } of continuous functions such that 0 ≤ fn ≤ 1,
n ∈ N, and fn → cF . Then {(fn )∗ } is a bounded sequence of S-convex lower semi-
continuous functions such that lim supn→∞ (fn )∗ ≤ 0 on ChS (K). By Lemma 7.22,
lim supn→∞ (fn )∗ ≤ 0 on K. Thus Theorem 7.19 and Fatou’s lemma yield

0 ≤ µ(F ) = lim µ(fn ) = lim µ((fn )∗ )

n→∞ n→∞

≤ lim sup µ((fn )∗ ) ≤ µ(lim sup(fn )∗ ) ≤ 0.

n→∞ n→∞

This concludes the proof.

Theorem 7.24. Let µ ∈ M+ (K) be a maximal measure on K. Then

(a) µ(B) = 0 for every Baire set B disjoint from ChS (K),
(b) µ∗ (K \ L) = 0 for every Lindelöf set L ⊃ ChS (K) (here µ∗ denotes the inner
measure induced by µ, see Definition A.62),
(c) µ(K \ A) = 0 for every K-analytic set A ⊃ ChS (K).
Proof. The proof follows from Lemma 7.23 as Theorem 3.79 follows from Lemma
3.78.

Corollary 7.25. Let S be a function cone on a compact space K. Then for every
x ∈ K there exists µ ∈ Mx (S) such that µ(B) = 1 for any K-analytic set containing
ChS (K).
Proof. Combine Theorem 7.18 with Theorem 7.24(c).
226 7 Choquet theory of function cones

Theorem 7.26. Let S be a function cone on a metrizable compact space K. Then the
following assertions hold:
(a) ChS (K) is of type Gδ .
(b) A measure µ ∈ M+ (K) is maximal if and only if µ(K \ ChS (K)) = 0.
(c) For any x ∈ K there exists µ ∈ Mx (S) such that µ(K \ ChS (K)) = 0.
Proof. We select a dense set {kn : n ∈ N} in Kc (S). To show (a), we verify that
∞
\
ChS (K) = {x ∈ K : kn∗ (x) = kn (x)}. (7.4)
n=1

Indeed, the inclusion “⊂” follows from Theorem 7.21. Conversely, if x is contained
in the right-hand side of (7.4), f ∗ (x) = f (x) for any f ∈ Kc (S) due to the density
of {kn : n ∈ N} and Lemma 7.8(c). Thus Theorem 7.21 again implies x ∈ ChS (K).
Now (7.4) yields assertion (a).
To verify (b), we first notice that any measure µ ∈ M+ (K) satisfying µ(K \
ChS (K)) = 0 is maximal due to Theorem 7.19 and Theorem 7.21. Conversely, any
maximal measure µ ∈ M+ (K) satisfies µ(f ) = µ(f ∗ ) for all f ∈ Kc (S), and thus
ChS (K), being the intersection of countably many sets {x ∈ K : kn∗ (x) = kn (x)},
n ∈ N, is of full measure µ.
The last assertion (c) follows from Theorem 7.18 and (b).

Theorem 7.27. Let S be a function cone on a compact space K. Let Σ := {A ∩

ChS (K) : A ⊂ K is a Baire set} and µ ∈ M+ (K) be maximal. Then there exists a
measure µ0 on the σ-algebra Σ such that
(a) f |ChS (K) is µ0 -measurable for any Baire function f on K,
(b) Rf |ChS (K) is µ0 -integrable for any µ-integrable Baire function f on K and µ(f ) =
0
ChS (K) f (t) dµ (t).

Proof. Given a maximal measure µ ∈ M+ (K) and A0 ∈ Σ, we define

µ0 (A0 ) := µ(A), A ⊂ K is a Baire set with A ∩ ChS (K) = A0 .

It follows from Theorem 7.24 that the value µ0 (A0 ) does not depend on the choice of
A. It is easy to verify that µ0 is a measure on the σ-algebra Σ.
If f is a Baire function on K, let f 0 := f |ChS (K) . Given an open set U ⊂ R,

{x ∈ ChS (K) : f (x) ∈ U } = ChS (K) ∩ {x ∈ K : f (x) ∈ U }

shows that (f 0 )−1 (U ) ∈ Σ, and thus f 0 is µ0 -measurable.

If, moreover, f is µ-integrable, we define Ft := {x ∈ K : f (x) ≥ t} for any
t ∈ R. Then
µ0 (Ft ∩ ChS (K)) = µ(Ft ),
 7.4 Simplicial cones 227

and we get from Fubini’s theorem that

Z Z
µ(f ) = f (x) dµ(x) = µ(Ft ) dt
K R
Z Z
0
= µ (Ft ∩ ChS (K)) dt = f (x) dµ0 (x).
R ChS (K)

This concludes the proof.

7.4 Simplicial cones

In this section, S is a function cone on a compact space K 6= ∅.
Definition 7.28 (Simplicial function cones). A function cone S on a compact space
K is called simplicial if for each x ∈ K there exists a unique maximal measure
δx ∈ Mx (S).
Lemma 7.29. Let S be a function cone on a compact space K.
(a) If S is simplicial, x ∈ K and µ ∈ Mx (S), then µ ≺ δx . In particular, εx ≺ δx .
(b) The function cone S is simplicial if and only if W(S) is simplicial and this is the
case if and only if S c (S) is simplicial.
(c) If S is simplicial, then f ∗ (x) = δx (f ) for any x ∈ K and f ∈ Kusc (S).
Proof. To show (a), let µ ∈ Mx (S). By Theorem 7.18, there exists a maximal
measure λ such that µ ≺ λ. Using Proposition 7.12(b) we get λ ∈ Mx (S). Since S
is simplicial, λ = δx . Hence µ ≺ δx .
For the proof of (b), we note that the notions of S-maximal, W(S)-maximal and
S c (S)-maximal measures coincide (see Proposition 7.6(g)) and that representing mea-
sures are the same for all these cones (see Proposition 7.6(d)).
If S is simplicial, f ∈ Kusc (S) and x ∈ K are given, we use Lemma 7.10 to find a
measure µ ∈ Mx (S) so that µ(f ) = f ∗ (x). By (a), µ ≺ δx . Using Proposition 7.16
we get
f ∗ (x) = µ(f ) ≤ δx (f ) ≤ inf{δx (s) : s ∈ S c (S), s ≥ f }
≤ inf{s(x) : s ∈ S c (S), s ≥ f } = f ∗ (x),
which concludes the proof.

Theorem 7.30. The following assertions are equivalent:

(i) S is simplicial,
(ii) f ∗ is S-affine for any f ∈ −W(S),
(iii) f ∗ is S-affine for any f ∈ Kc (S),
(iv) f ∗ is S-affine for any f ∈ Kusc (S).
228 7 Choquet theory of function cones

Proof. Obviously, (iv) =⇒ (iii) =⇒ (ii).

For the proof of (i) =⇒ (iv), let f ∈ Kusc (S) be given. Let x ∈ K and µ ∈
Mx (S) be given. By Lemma 7.29(a), µ ≺ δx . Using Lemma 7.29(c) we get

µ(f ∗ ) = inf{µ(k) : k ∈ S c (S), k ≥ f } ≥ inf{δx (k) : k ∈ S c (S), k ≥ f }

= δx (f ∗ ) ≥ δx (f ) = f ∗ (x).

By Proposition 7.8(a), µ(f ∗ ) ≤ f ∗ (x). Hence f ∗ is S-affine.

Let us assume that (ii) holds, let x ∈ K and µ, ν ∈ Mx (S) be maximal measures.
Then, for each f ∈ −W(S), Theorem 7.19 yields

µ(f ) = µ(f ∗ ) = f ∗ (x) = ν(f ∗ ) = ν(f ).

By Proposition 7.6(h), µ = ν as required. This concludes the proof.

Theorem 7.31 (In-between theorem). The following assertions are equivalent:

(i) S is simplicial,
(ii) for any s, −t ∈ Kc (S) with s < t there exists h ∈ Ac (S) such that s ≤ h ≤ t,
(iii) for any s, −t ∈ Kusc (S) with s ≤ t there exists h ∈ Ac (S) such that s ≤ h ≤ t,
(iv) for any s, −t ∈ Kusc (S) with s < t there exists h ∈ Ac (S) such that s < h < t.

Proof. Clearly, (iii) =⇒ (ii).

To show (i) =⇒ (iv), assume that S is simplicial and s, t are as in (iv). Given
ε > 0, denote

F := {f − g + ε : s < f < g < t, f, −g ∈ Kc (S)} .

We want to use Lemma A.88 in order to find a strictly positive function in F. To this
end, choose a nonzero measure µ ∈ M+ (K). By Theorem A.84 and Lemma 7.8(b)
there exists a function k ∈ S c (S) such that

s∗ < k and µ(k − s∗ ) < εµ(K).

Using Proposition 7.13(a) we find a function g ∈ S c (S) such that

s∗ < g < k ∧ t.

By Theorem 7.30, s∗ is an S-affine function. Proposition 7.13(c) yields the exis-

tence of a function f ∈ Kc (S) such that

s∗ < f < g.

Then
µ(g − f ) ≤ µ(g − s∗ ) < µ(k − s∗ ) < εµ(K),
 7.4 Simplicial cones 229

and thus
µ(f − g + ε) = εµ(K) + µ(f − g) > 0.
This proves the existence of a strictly positive element in F and thus we are able to
find a pair of functions f, −g ∈ Kc (S) such that s < f < g < t and g − f < ε.
Now we construct inductively functions fn , −gn ∈ Kc (S), n ∈ N, such that
• s < f < f
n n+1 < gn+1 < gn < t,
• gn − fn < 2−n .
Both sequences {fn } and {gn } converge uniformly to an S-affine continuous function
h satisfying s < h < t.
To verify (iv) =⇒ (iii), let s, −t ∈ Kc (S) satisfy s ≤ t. We inductively construct
a sequence {hn }∞ n=0 of S-affine functions such that
• s − 1 < h < t + 1,
0
• (hn−1 − 2−n ) ∨ (s − 2−n ) < hn < (hn−1 + 2−n ) ∧ (t + 2−n ), n ∈ N.
To start the construction, we use (iv) to find h0 ∈ Ac (S) with s − 1 < h0 < t + 1.
Assume that we have constructed functions h0 , . . . , hn−1 . From
s − 2−(n−1) < hn−1 < t + 2−(n−1)
we get
(hn−1 − 2−n ) ∨ (s − 2−n ) < (hn−1 + 2−n ) ∧ (t + 2−n ).
By Lemma 7.29(c),
((hn−1 − 2−n ) ∨ (s − 2−n ))∗ < ((hn−1 + 2−n ) ∧ (t + 2−n ))∗ .
Moreover, both functions are S-affine by Theorem 7.30. Hence we can use (iv) again
to find a function hn ∈ Ac (S) satisfying
(hn−1 − 2−n ) ∨ (s − 2−n ) < hn < (hn−1 + 2−n ) ∧ (t + 2−n ).
This completes the construction.
It is obvious that {hn } is a Cauchy sequence converging to h ∈ Ac (S) that satisfies
s ≤ h ≤ t.
To finish the proof we have to verify (ii) =⇒ (i). Pick x ∈ K and consider a
maximal measure µ ∈ Mx (S). If f ∈ Kc (S), it follows from (ii) that
f ∗ = inf{h ∈ Ac (S) : h ≥ f }
and the latter family is down-directed. Hence
µ(f ∗ ) = inf{µ(h) : h ∈ Ac (S), h ≥ f }
= inf{h(x) : h ∈ Ac (S), h ≥ f }
= f ∗ (x).
Thus f ∗ is S-affine, which concludes the proof by Theorem 7.30.
230 7 Choquet theory of function cones

Corollary 7.32. If S is a simplicial function cone and f ∈ Kc (S), then

f ∗ = inf{h ∈ Ac (S) : h ≥ f }

and this family is down-directed.

Hence f ∗ ∈ (Ac (S))⊥⊥ .

Proof. The first part follows from Theorem 7.31(iii) and the second part is an imme-
diate consequence of the first one.

Definition 7.33 (Kernel T ). Let S be a simplicial function cone on a compact space

K. For any bounded universally measurable function f on K, we define a function
T f as Z
T f : x 7→ f dδx , x ∈ K.
K
If f is defined only on a universally measurable subset A of K, we consider f to be
defined by 0 on K \ A, and define T f as above.

We show in Theorem 7.34 below that the mapping T : x 7→ δx is a kernel as defined

in Subsection A.3.D.

Theorem 7.34. Let S be simplicial. Then the following assertions hold:

(a) If f ∈ C(K) and ε > 0, then there exist functions u, v ∈ Kc (S) so that kT (u −
v) − T f k < ε. Hence, there exist sequences {fn }, {gn } of bounded upper semi-
continuous functions on K such that the sequence {fn − gn } converges uniformly
to T f . In particular, if K is metrizable, T f is a Baire-one function.
(b) T f is a Borel function for any bounded Baire function f on K.
(c) T f ∈ (Ac (S))⊥⊥ , and hence T f is Ac (S)-affine, for any bounded Baire function
f on K.

Proof. The proof is identical with the proof of Theorem 6.8; we only have to use
Lemma 7.29(c) and Corollary 7.32.

Proposition 7.35. The following conditions are equivalent:

(i) S is simplicial,
(ii) (Ac (S))⊥ ∩ Mbnd (S) = {0}.

Proof. The implication (i) =⇒ (ii) follows from Corollary 7.32 and (ii) =⇒ (i) is
obvious.

Theorem 7.36. Let S be a simplicial cone and T : K → M1 (K) be the kernel from
Definition 7.33. Then the following assertions hold:
(a) For any µ ∈ M+ (K),
 7.4 Simplicial cones 231

(a1) T µ ∈ M+ (K),
(a2) kT µk = kµk,
(a3) T µ is S-maximal,
(a4) µ ≺ T µ.
(b) T µ is a boundary measure for any µ ∈ M(K).
(c) T εx = δx , x ∈ K.

Proof. The proof is identical to the proof of Theorem 6.11.

Corollary 7.37. Let S be simplicial and f be a bounded universally measurable func-

tion on K such that δx (f ) = f (x) for each x ∈ K. Then f ∈ (Ac (S))⊥⊥ .
In particular, any bounded function in A(S) belongs to (Ac (S))⊥⊥ .

Proof. Follow the proof of Corollary 6.12.

Theorem 7.38. Suppose that H := Ac (S) separates points of K.

(a) Then H is a closed function space, Mx (S) ⊂ Mx (H) for x ∈ K, S c (H) ⊂
S c (S), Mbnd (H) ⊂ Mbnd (S), ChH (K) ⊂ ChS (K) and Ac (H) = H.
(b) If S is moreover simplicial, then H is simplicial, Mbnd (S) = Mbnd (H) and
ChS (K) = ChH (K).

Proof. We start the proof of (a) by noticing that H is indeed a closed function space.
Inclusion Mx (S) ⊂ Mx (H) follows by the definition, inclusions S c (H) ⊂ S c (S),
Mbnd (H) ⊂ Mbnd (S) and ChH (K) ⊂ ChS (K) are its consequences and Ac (H) =
H follows from Theorem 3.27.
Now assume that S is simplicial. Let s, −t ∈ Kc (H) with s ≤ t be given. Since
K (H) ⊂ Kc (S), Theorem 7.31 yields the existence of a function h ∈ H such that
c

s ≤ h ≤ t. By Theorem 6.6, H is simplicial.

Let µ ∈ M+ (K) be an S-maximal measure and let ν ∈ M+ (K) satisfy µ ≺H ν.
Then µ − ν ∈ H⊥ . For any f ∈ Kc (H) ⊂ Kc (S) we get from Theorem 7.19 and
Corollary 7.32 that

µ(f ) = inf{µ(h) : h ∈ H, h ≥ f } = inf{ν(h) : h ∈ H, h ≥ f } = ν(f ).

Hence µ = ν and µ is H-maximal. Thus Mbnd (S) ⊂ Mbnd (H), which gives
Mbnd (S) = Mbnd (H) by (a). Since the equality ChS (K) = ChH (K) is then an
immediate consequence, the proof is complete.

Lemma 7.39. If f ∈ Kusc (S) and g ∈ S usc (S) with f ≤ g on ChS (K), then f ≤ g
on K.
232 7 Choquet theory of function cones

Proof. Given x ∈ K and ε > 0, Proposition 7.13(b) provides a function g 0 ∈ S c (S)

such that g < g 0 and g 0 (x) ≤ g(x) + ε. Then g 0 − f ∈ S lsc (S) and g 0 − f ≥ 0 on
ChS (K). By Theorem 7.15(f), g 0 − f ≥ 0 on K. In particular,

0 ≤ g 0 (x) − f (x) ≤ g(x) − f (x) + ε.

Since ε is arbitrary, the assertion follows.

Theorem 7.40. Suppose that Ac (S) separates points of K. If Ac (S) is simplicial and
ChAc (S) (K) = ChS (K), then S is simplicial.

Proof. Let H stand for the space Ac (S). The aim of the proof is to show that any S-
maximal measure is H-maximal. To this end, let f ∈ Kc (H) ⊂ Kc (S) be given. We
temporarily write f ∗,H and f ∗,S for the respective envelopes. We claim that f ∗,H =
f ∗,S on K.
Indeed, f ∗,H = f on ChH (K) by Theorem 3.24 and f ∗,S = f on ChS (K) by
Theorem 7.21. Since H is simplicial, f ∗,H is H-affine (see Theorem 6.5) and thus
also S-affine. Since f ∗,S ∈ S usc (S) and f ∗,H = f ∗,S on ChS (K), Lemma 7.39
yields f ∗,H ≤ f ∗,S on K. Since f ∗,H ≥ f ∗,S by the definitions and Theorem 7.38(a),
the claim is proved.
Let µ ∈ Mmax (S) and f ∈ Kc (H) be given. Then µ(f ) = µ(f ∗,S ) by Theo-
rem 7.19, and thus µ(f ) = µ(f ∗,H ) by the previous step. Theorem 3.58 gives that µ
is H-maximal.
Since Mx (S) ⊂ Mx (H) for all x ∈ K, the simpliciality of S follows.

7.5 Ordered compact convex sets and simplicial measures

Definition 7.41 (Ordered compact convex set). Let E be a locally convex space pro-
vided with a partial ordering ≤ given by a closed convex cone E + ⊂ E that is proper
(that is, E + ∩ −E + = {0}). A compact convex set X ⊂ E with the ordering inher-
ited from E is called an ordered compact convex set. A real-valued function l on X
is called isotone if l(x) ≤ l(y) whenever x ≤ y, x, y ∈ X. We denote by Lc (X) the
convex cone of all continuous isotone affine functions on X.

Proposition 7.42. Let X be an ordered compact convex set and x, y ∈ X. Then x ≤ y

if and only if l(x) ≤ l(y) for each l ∈ Lc (X).
In particular, Lc (X) separates points of X.

Proof. The first part is nothing else than Lemma A.20. If x, y ∈ X are distinct points,
we may assume that x  y. By the first part, f (y) < f (x) for a suitable f ∈ Lc (X).
This concludes the proof.
 7.5 Ordered compact convex sets and simplicial measures 233

Example 7.43. Let H be a function space on a compact space K. Consider the locally
convex space M(K) ordered by the cone

{µ ∈ M(K) : µ(f ) ≥ 0 for all f ∈ Kc (H)}.

Then the ordering induced by this cone on M+ (K) is nothing else than the Choquet
ordering ≺H .
The sets M1 (K), Mx (H) where x ∈ K, Mµ (H) := {ν ∈ M+ (K) : µ − ν ∈
H⊥ } and {ν ∈ M+ (K) : µ ≺ ν ∈ H⊥ } where µ ∈ M+ (K) are ordered compact
convex sets.
In these examples, the cone of affine isotone continuous functions coincides with
the set of all H-convex continuous functions on K, where we view C(K) as a subspace
of (M(K))∗ .

Notation 7.44 (Maximal elements). If X is an ordered compact convex set, the set of
all points of X, which are maximal in the given ordering, is denoted by Xmax .

Proposition 7.45. Let X be an ordered compact convex set. Then the following as-
sertions hold:
(a) For every point x ∈ X, there exists a maximal element z ∈ X so that x ≤ z.
(b) The set Xmax is an extremal subset of X and ext Xmax = Xmax ∩ ext X.
(c) If Xmax is convex, it is a face of X.

Proof. If x ∈ X is given, let F := {y ∈ X : x ≤ y}. This is a partially ordered set

and we need to show that any chain in F has an upper bound. But this easily follows
from the compactness of X. Indeed, if R ⊂ F is a chain, find a subnet J ⊂ R and a
point y0 ∈ X such that J converges to y0 . Fix y ∈ R. Let l ∈ Lc (X) and ε > 0. Find
y1 ∈ J so that y ≤ y1 and |l(y1 ) − l(y0 )| ≤ ε. Then l(y0 ) ≥ l(y1 ) − ε ≥ l(y) − ε.
Since ε is arbitrary, l(y) ≤ l(y0 ) and thus y ≤ y0 due to Proposition 7.42.
Since we have verified that any chain in F has an upper bound, Zorn’s lemma
concludes the proof of (a).
Concerning (b), let z ∈ Xmax and x, y ∈ X with z = 21 (x + y) be given. Our aim is
to show that x, y ∈ Xmax . If not, let y0 be a point of X distinct from y and satisfying
y ≤ y0 . Then z ≤ 21 (x + y0 ) and z 6= 21 (x + y0 ), which contradicts maximality
of z. Thus Xmax is an extremal subset of X. The second part of (b) follows from
Proposition 2.64.
Finally, (c) follows from (b).

Definition 7.46 (Hereditary upwards sets). A subset F of an ordered compact convex

set X is said to be hereditary upwards if x ∈ F , y ∈ X and x ≤ y implies that y ∈ F .

We remark that X itself is hereditary upwards.

234 7 Choquet theory of function cones

Proposition 7.47. If F is a nonempty closed face which is hereditary upwards, then

F ∩ ext Xmax 6= ∅. In particular, ext Xmax is nonempty if X 6= ∅.

Proof. Let the collection

F := {H ⊂ F : H is a nonempty hereditary upwards closed face }

T inclusion. Then F is nonempty since F ∈ F. If

be partially ordered by the reverse
R ⊂ F is a chain, then M := R is also a nonempty hereditary upwards closed face
contained in F . Thus F has a maximal element H by Zorn’s lemma. If we suppose
that H contains two distinct points x and y, we can find a continuous isotone affine
function l in X such that l(x) 6= l(y), say l(x) < l(y). Then

N := {z ∈ H : l(z) = max l(H)}

is a hereditary upwards closed face properly contained in H, which contradicts maxi-

mality of H.
Thus H is a singleton, say H = {z}. Since H is a face, z is an extreme point of X.
Moreover, z is maximal because H is hereditary upwards. Thus z ∈ ext Xmax ∩ F as
required.

Proposition 7.48. Let ϕ : X → Y be a continuous affine surjection of an ordered

compact convex set X onto an ordered compact convex set Y such that ϕ(x1 ) ≤ ϕ(x2 )
whenever x1 ≤ x2 are elements of X. Then ϕ(Xmax ) ⊃ Ymax .

Proof. Given y ∈ Ymax , we select x ∈ ϕ−1 (y). Using Proposition 7.45(a) we find
z ∈ Xmax with x ≤ z. Since ϕ−1 (y) is hereditary upwards due to the assumption on
ϕ, z ∈ ϕ−1 (y), and the proof is complete.

Proposition 7.49. Let ϕ : X → Y be a continuous affine surjection of a compact

convex set X onto a compact convex set Y . Then ϕ] (Mmax (X)) ⊃ Mmax (Y ).

Proof. If ϕ is as in the hypothesis, ϕ] : M1 (X) → M1 (Y ) satisfies the assumptions

of Proposition 7.48 (here M1 (X) and M1 (Y ) are ordered compact convex sets when
considered with the Choquet ordering). Hence any Ac (Y )-maximal measure ν ∈
M1 (Y ) is the image of some measure µ ∈ Mmax (X) ∩ M1 (X), and the assertion
follows.

In the sequel we apply results of previous sections on function cones. It will be

more convenient to work with the function cone −Lc (X) instead of Lc (X).

Proposition 7.50. Let X be an ordered compact convex set. Then −Lc (X) is a closed
function cone.

Proof. A straightforward verification using Proposition 7.42.

 7.5 Ordered compact convex sets and simplicial measures 235

Definition 7.51 (Monotone envelopes). If X is an ordered compact convex set, we

define a monotone envelope of a function f on X by

fe(x) := inf{l(x) : l ≥ f, −l ∈ Lc (X)}, x ∈ X.

Example 7.52. If X = M1 (K) as in Example 7.43 with ordering determined by

some function space H on K, then the family of continuous isotone affine functions
on X consists of functions of the form µ 7→ µ(f ), where f is an H-convex continuous
function on K.
If F ∈ Ac (X), then F (µ) = µ(f ), µ ∈ M1 (K), for some continuous function f
on K. Then
Fe(µ) = inf{L(µ) : L ≥ F, −L ∈ Lc (X)}
= inf{µ(l) : l ≥ f, l ∈ S c (H)} = µ(f ∗ ).

Lemma 7.53. Let X be an ordered compact convex set and f be a function on X.

Then fe(x) = Qεx (f ), x ∈ X, where Qεx (f ) is the functional from Definition 7.7 if
the role of S is played by the cone −Lc (X).

Proof. The proof follows from Proposition 7.11(b).

Theorem 7.54. Let X be an ordered compact convex set and −Lc (X) be considered
as a function cone on X. Then the following assertions hold:
(a) If µ, ν ∈ M1 (X) satisfy µ ≺−Lc (X) ν, then r(µ) ≤ r(ν).
(b) The function −fe is isotone for any f ∈ C(X).
(c) A point x is in Xmax if and only if fe(x) = f (x) for any f ∈ Ac (X).
(d) Ch−Lc (X) (X) = ext Xmax .
(e) For every x ∈ X there exists a −Lc (X)-maximal measure µ ∈ Mx (−Lc (X)).

Proof. Given µ, ν as in (a), let l ∈ Lc (X) be arbitrary. Then

l(r(µ)) = µ(l) ≤ ν(l) = l(r(ν)).

By Proposition 7.42, r(µ) ≤ r(ν).

Assertion (b) is easy to verify because the supremum of a family of isotone func-
tions is again an isotone function.
To verify (c), let x ∈ Xmax be given. For any f ∈ Ac (X), there exists a measure
µ ∈ Mx (−Lc (X)) such that fe(x) = µ(f ) (see Lemma 7.10). Then εx ≺−Lc (X) µ
(see Proposition 7.12(b)) and thus x ≤ r(µ) by (a). Hence x = r(µ) due to the
maximality of x. This yields

fe(x) = µ(f ) = f (r(µ)) = f (x).

236 7 Choquet theory of function cones

Conversely, let x ∈ X \ Xmax be given. It means that there exists y ∈ X such that
x < y. Using Proposition 7.42, we find f ∈ Lc (X) such that f (x) < f (y). Then

f (x) < f (y) ≤ fe(y) ≤ fe(x)

(the last inequality holds due to (b)). This proves (c).

To show (d), assume first that x ∈ ext Xmax . Given an arbitrary function f ∈ C(X)
and ε > 0, let h ∈ Ac (X) be such that f ≤ h and h(x) < f (x)+ε (use Theorem 3.24
and Proposition 3.25 for the function space Ac (X)). By (c), e h(x) = h(x), and thus
c
there exists a function l ∈ −L (X) such that h ≤ l and l(x) < h(x) + ε. Thus
f ≤ l and l(x) ≤ f (x) + 2ε, which gives fe(x) = f (x). By Theorem 7.21, x ∈
Ch−Lc (X) (X).
Conversely, assume that x ∈ Ch−Lc (X) (X). If y ∈ X satisfies x ≤ y, then
εx ≺−Lc (X) εy . Since x ∈ Ch−Lc (X) (X), x = y and thus x ∈ Xmax .
Let µ ∈ Mx (X) be arbitrary. Then εx ≺Ac (X) µ by Corollary 3.26. Since
W(−Lc (X)) ⊂ W(Ac (X)), εx ≺−Lc (X) µ (use Proposition 3.56 and Proposi-
tion 7.16). Hence µ = εx and x ∈ ext X, by Theorem 2.40. Thus

x ∈ Xmax ∩ ext X = ext Xmax

by Proposition 7.45(b).
Since (e) is a consequence of Theorem 7.18, the proof is complete.

Theorem 7.55. Let X be an ordered compact convex set and −Lc (X) be considered
as a function cone on X. If

Σ := {A ∩ ext Xmax : A ⊂ X is a Baire set},

then for every x ∈ Xmax there exists a measure µ0 on the σ-algebra Σ such that
Z
f (x) = f (t) dµ0 (t), f ∈ Ac (X).
ext Xmax

Proof. Given the objects as in the hypothesis, let µ ∈ Mx (−Lc (X)) be a −Lc (X)-
maximal measure (use Theorem 7.18) and let µ0 be the induced measure on Σ given
by Theorem 7.27. Since εx ≺−Lc (X) µ, x ≤ r(µ) by Theorem 7.54(a). Since x is a
maximal element of X, x = r(µ). Hence Theorem 7.27 gives
Z Z
f (t) dµ0 (t) = f (t) dµ0 (t)
ext Xmax Ch−Lc (X)

= µ(f ) = f (r(µ)) = f (x)

for any f ∈ Ac (X).

 7.5 Ordered compact convex sets and simplicial measures 237

Definition 7.56 (Weak topology generated by monotone envelopes). Let X be an or-

dered compact convex set in a locally convex space E. Assume that, for every h ∈ E ∗ ,
the monotone envelope h| X is the restriction of some linear functional ϕh : E → R.
g
Let D := span(E ∪ {ϕh : h ∈ E ∗ }). We denote by τ the locally convex topology
∗

on E generated by D.
Example 7.57. If X is any of the ordered compact convex sets from Example 7.43,
then D is the linear span of functions of the form

µ 7→ µ(f ), µ ∈ M(K), f ∈ C(K) ∪ {g ∗ : g ∈ C(K)}.

Theorem 7.58. Let X 6= ∅ be an ordered compact convex set such that the topology τ
from Definition 7.56 is well defined. Then Xmax is convex and Xmax = coτ ext Xmax .
Proof. It follows from Theorem 7.54(c) that
\ \
Xmax = {x ∈ X : h|
g X (x) = h(x)} = {x ∈ X : ϕh (x) = h(x)}.
h∈E ∗ h∈E ∗

Thus Xmax is convex and it is a closed set in the topology τ . Hence we have Xmax ⊃
coτ ext Xmax . We know from Proposition 7.47 that ext Xmax is a nonempty set. As-
sume that z ∈ Xmax \ coτ ext Xmax .
By the Hahn–Banach separation argument, there exists a function f ∈ D such that

f (z) > sup f (ext Xmax ).

Then f = h0 + ni=1 ci ϕhi , where h0 , . . . , hn ∈ E ∗ , c1 , . . . , cn ∈ R and ϕhi are

P

i |X on X. Thus
linear functionals on E such that ϕhi = hg
n
X
f = h0 + i |X
ci hg
i=1
Pn
on X. By Theorem 7.54(c), f = h0 + i=1 ci hi on Xmax . Thus
n
X
h := h0 + ci hi
i=1

is a function from E ∗ such that

h(z) > sup h(ext Xmax ).

^
Since z ∈ Xmax , −h| X (z) = −h(z) by Theorem 7.54(c). Hence there exists an
isotone function l ∈ Lc (X) so that

l≤h and l(z) > sup h(ext Xmax ).

238 7 Choquet theory of function cones

Then
F := {x ∈ X : l(x) = max l(X)}
is a nonempty closed face which is hereditary upwards. By Proposition 7.47, F inter-
sects ext Xmax , say at a point y. Then

l(z) > sup h(ext Xmax ) ≥ sup l(ext Xmax )

≥ l(y) = max l(X) ≥ l(z).

This contradiction finishes the proof.

Definition 7.59 (Simplicial measures). Let H be a function space on a compact space

K. For µ ∈ M+ (K), let Mµ (H) := {ν ∈ M+ (K) : ν − µ ∈ H⊥ }. A measure
ν ∈ Mµ (H) is called simplicial if ν is an extreme point of Mµ (H).
We remark that Mµ (H) is an ordered compact convex set by Example 7.43.

If x ∈ K, then Mεx (H) is nothing else than Mx (H).

Theorem 7.60 (Douglas). Let H be a function space on a compact space K and

µ ∈ M+ (K). A measure ν ∈ Mµ (H) is simplicial if and only if the space H is
dense in L1 (ν).

Proof. Notice that H is a subspace of L1 (ν) and that H is dense in L1 (ν) if and only
if
F ∈ (L1 (ν))∗ : F (h) = 0 for all h ∈ H = {0} .


If H is not dense in L1 (ν), then there exists f ∈ L∞ (ν) such that kf kL∞ (ν) = 1 and
Z
hf dν = 0 for all h ∈ H.
K

Define ν1 and ν2 by setting

ν1 := (1 − f )ν and ν2 := (1 + f )ν.

Then ν1 , ν2 ∈ M+ (K) and

Z Z Z
ν1 (h) = (1 − f )h dν = h dν = (1 + f )h dν = ν2 (h)
K K K

for any h ∈ H. Hence ν1 , ν2 ∈ Mµ (H). Since

ν1 + ν2
ν= and ν1 6= ν 6= ν2 ,
2
the measure ν is not simplicial.
 7.5 Ordered compact convex sets and simplicial measures 239

For the converse, assume that H is dense in L1 (ν) and that ν ∈ Mµ (H) satisfies
ν = ν1 +ν
2
2
where ν1 , ν2 ∈ Mµ (H). Since 0 ≤ ν1 ≤ 2ν and 0 ≤ ν2 ≤ 2ν, the Radon–
Nikodym theorem yields positive functions f1 , f2 ∈ L∞ (ν) such that f1 + f2 = 2
ν-almost everywhere and νj = fj ν for j = 1, 2. For any h ∈ H we have
Z Z
f1 h dν = ν1 (h) = µ(h) = ν2 (h) = f2 h dν.
K K

Since H is dense in L1 (ν), the same equalities hold for any h ∈ L1 (ν). We see that
f1 = f2 = 1 ν-almost everywhere. Therefore ν = ν1 = ν2 .

Theorem 7.61. Let H be a function space on a compact space K, µ ∈ M+ (K) and

X := Mµ (H) be the ordered compact convex set from Definition 7.59. Let τ be the
locally convex topology on M(K) induced by the family D from Example 7.57. Then
(a) ν ∈ Xmax if and only if ν ∈ X is H-maximal,
(b) Xmax is a face of X,
(c) ext Xmax = Xmax ∩ ext X,
(d) Xmax = coτ ext Xmax ,
(e) for any H-maximal measure ν ∈ X there exists a measure Ω0 defined on the
σ-algebra
Σ := {A ∩ ext Xmax : A ⊂ X is a Baire set}
such that Z
λ(f ) dΩ0 (λ) = ν(f ), f ∈ C(K).
ext Xmax

Proof. If ν ∈ Xmax and λ ∈ M+ (K) with ν ≺H λ, then λ ∈ X and thus ν = λ.

Hence ν is H-maximal. Obviously, any H-maximal measure ν ∈ X is in Xmax . This
proves (a).
Assertions (b), (c) and (d) follow from Theorem 7.58 and Proposition 7.45; (e) is a
consequence of Theorem 7.55.

Theorem 7.62. Let H be a function space on a compact space K. Then for any
x ∈ K and f ∈ Kc (H) there exists a simplicial measure µ ∈ Mx (H) such that
µ(f ) = f ∗ (x).

Proof. Let X denote the ordered compact convex set Mx (H). Then

F := {µ ∈ X : µ(f ) = f ∗ (x)}

is a closed hereditary upwards face of X. Moreover, it is nonempty by Lemma 3.21.

Hence F ∩ ext Xmax 6= ∅ by Proposition 7.47, which finishes the proof.
240 7 Choquet theory of function cones

7.6 Exercises
Exercise 7.63. Let X be a compact convex set and S := Sc (X) (see Definition 4.1).
Prove that
• ≺ c +
A (X) coincides with ≺S on M (X),
• S-maximal measures coincide with Ac (X)-maximal measures,

• Ch (X) = ext X, M (S) = M (X) for x ∈ X.

S x x

Hint. Since W(S) = S and S is closed, S c (S) = S by Proposition 7.13(e). Hence

S c (S) = S = S c (Ac (X)). Thus ≺S coincides with ≺Ac (X) . This implies Mx (X) =
Mx (S) for x ∈ X and coincidence of S-maximal and Ac (X)-maximal measures.
Exercise 7.64. Consider the function cone S := {f ∈ C([0, 1]) : f is increasing}.
Prove that
• S is closed and min-stable, M (S) = {µ ∈ M1 ([0, 1]) : spt µ ⊂ [0, x]} for
x
x ∈ [0, 1], ChS ([0, 1]) = {0},
• Ac (S) is not a function space.

Hint. A straightforward verification.

Exercise 7.65. Find an example of a function cone S on a compact space K such that
Ac (S) is a function space and ChAc (S) (K) 6= ChS (K).
Hint. For n ∈ N, consider the following objects in R2 :
In := [−2, −1] × {n−1 }, Jn := [1, 1 + n−1 ] × {n−1 },
xn := (0, n−1 ), yn := ((2n)−1 , n−1 ),
I := [−2, −1] × {0}, x := (0, 0), z := (1, 0).
Let µn be one-dimensional Lebesgue measure on In and νn be one-dimensional
Lebesgue measure on Jn normalized in such a way that it is a probability measure.
Let
∞
[
K := I ∪ {x} ∪ {z} ∪ (In ∪ Jn ∪ {xn } ∪ {yn })
n=1
and
S := {f ∈ C(K) : f (xn ) ≥ (1 − n−1 )f (yn ) + n−1 µn (f ),
f (xn ) ≥ (1 − n−1 )f (yn ) + n−1 νn (f ), n ∈ N}.
Then S is a closed min-stable function cone on a compact space K and S c (S) = S.
Further, the function 
0
 at z,
f = n−1 on Jn , n ∈ N,

1 otherwise,


shows that z ∈ ChS (K).

 7.6 Exercises 241

Further,
Ac (S) = {f ∈ C(K) : f (xn ) = (1 − n−1 )f (yn ) + n−1 µn (f ),
f (xn ) = (1 − n−1 )f (yn ) + n−1 νn (f ), n ∈ N}.
/ ChAc (S) (K). Indeed, for any function f ∈ Ac (S) and
is a function space and z ∈
n ∈ N we have
(1 − n−1 )f (yn ) + n−1 µn (f ) = (1 − n−1 )f (yn ) + n−1 νn (f ).
Hence
µn (f ) = νn (f ), n ∈ N,
which in turn yields Z
f (t) dt = f (z).
I
This concludes the proof.
Exercise 7.66. Find an example of an ordered compact convex set X such that Xmax
is not convex.
Hint. Consider E := R2 ordered by the cone E + = {(x, y) ∈ E : x ≥ 0, y ≥ 0},
and let X := {(x, y) ∈ E : x2 + y 2 ≤ 1}. Then
Xmax = {(x, y) ∈ X : x ≥ 0, y ≥ 0, x2 + y 2 = 1}
is not convex.
Exercise 7.67. If X is an ordered compact convex set, x ∈ Xmax and µ ∈ Mx (X),
then µ(fe) = µ(f ) for any f ∈ Ac (X).
Hint. Given f ∈ Ac (X), −fe is upper semicontinuous and concave. Using Corol-
lary 4.8 and Theorem 7.54(c), we get
f (x) = µ(f ) ≤ µ(fe) ≤ fe(x) = f (x).

Exercise 7.68. If X is a metrizable ordered compact convex set, then Xmax is a mea-
sure extremal subset of X.
Hint. Let {fn : n ∈ N} be a dense countable subset in BAc (X) . From Lemma 7.8(c)
and Theorem 7.54(c) we deduce that
∞
\
Xmax = {x ∈ X : fe(x) = f (x)}.
n=1

Thus Xmax is a Gδ set in X.

If x ∈ Xmax and µ ∈ Mx (X), Exercise 7.67 yields µ(fe) = µ(f ). Thus we get
µ(Xmax ) = 1 and Xmax is measure extremal.
242 7 Choquet theory of function cones

Exercise 7.69. Let X be a metrizable compact convex set and f be a bounded uni-
versally measurable function on X such that, for any maximal µ ∈ M1 (X), µ(f ) =
f (r(µ)). Prove that f is strongly affine.
Hint. Given a measure µ ∈ Mx (X), let ν ∈ M1 (X) be maximal with µ ≺ ν. Then
ν ∈ Mx (X) as well. We consider Y := M1 (X) as an ordered compact convex set
and let πi : Y × Y → Y be the projections, i = 1, 2. Let

M := {(εx , λ) ∈ Y × Y : εx ≺ λ}.

By Theorem 3.92(ii), there exists Ω ∈ M1 (M ) such that Ω represents the point

(µ, ν) ∈ Y × Y . Then (π2 )] Ω represents ν ∈ Ymax , and thus Exercise 7.68 gives that

((π2 )] Ω)(Ymax ) = 1.

By assumption, ν(f ) = f (x). We apply Proposition 3.90 and the assumption to the
pairs (f, 0) and (0, f ) to get
Z Z
µ(f ) = λ1 (f ) dΩ(λ1 , λ2 ) = λ1 (f ) dΩ(λ1 , λ2 )
M M ∩(Y ×Ymax )
Z
= λ1 (f ) dΩ(λ1 , λ2 )
{(εx ,λ)∈Y ×Y :εx ≺λ,λ∈Ymax }
Z
= λ2 (f ) dΩ(λ1 , λ2 )
{(εx ,λ)∈Y ×Y :εx ≺λ,λ∈Ymax }
Z
= λ2 (f ) dΩ(λ1 , λ2 )
M
= ν(f ) = f (x).

This concludes the proof.

Exercise 7.70. Find an example of a function space H on a compact space K and an

ordered compact convex set X ⊂ M(K) such that Xmax is a convex set that is strictly
smaller then co ext Xmax .
Hint. Let H be a function space on a compact space K such that there exists x ∈
ChH (K) \ ChH (K). If X := M1 (K), then

Xmax = M1 (K) ∩ Mmax (H), ext Xmax = {εy : y ∈ ChH (K)}.

Hence εx ∈ co ext Xmax \ Xmax .

Exercise 7.71. Find an example of a function space H on a compact space K and an

ordered compact convex set X ⊂ M(K) such that cok·k ext Xmax is strictly smaller
then Xmax .
 7.7 Notes and comments 243

Hint. Let K := [0, 1], H := C(K) and X := M1 (K). Then

Xmax = M1 (K), ext Xmax = {εx : x ∈ K}

and cok·k ext Xmax consists of discrete probability measures on K. Hence Xmax 6=
cok·k ext Xmax .

7.7 Notes and comments

In the literature, there are various treatises of Choquet theory of function cones in a
diverse level of generality. Let us mention, for example, cones of lower semicontinu-
ous functions, cones on locally compact spaces, weakly complete cones, well-capped
cones, or cones of potentials. The reader can find material concerning Choquet’s
theory of convex cones in several books such as E. M. Alfsen [5], R. Becker [47],
J. Bliedtner and W. Hansen [66], N. Boboc and Gh. Bucur [70], G. Choquet [108],
D. Sibony [415], and in papers written by many authors. We mention here J. Bliedt-
ner and W. Hansen [62], N. Boboc and Gh. Bucur [68], N. Boboc and A. Cornea [73],
D. A. Edwards [157], G. Mokobodzki [347], G. Mokobodzki and D. Sibony [348].
We incorporated many ideas from these sources in Sections 7.1 – 7.4.
Section 7.5 follows E. M. Alfsen [5] (see also E. M. Alfsen and C. F. Skau [11]).
The characterization of simplicial measures in Theorem 7.60 is in R. G. Douglas [147]
(see also N. Boboc and Gh. Bucur [69]). Recall that the Minkowski–Carathéodory
theorem 2.12 states that every point of a compact convex subset of Rd is a convex
combination of its at most d + 1 affinely independent extreme points. For a proof
based on properties of simplicial measures, see [5], Corollary I.6.13.

Problem 7.72. We do not know whether the assertion of Exercise 7.69 holds without
the metrizability assumption.
Chapter 8
Choquet-like sets

The aim of this chapter is to transfer the concept of faces of compact convex sets to
the framework of general function spaces. The most important examples are P -sets
and M -sets, which are analogues of parallel and split faces.
We start by recalling in Theorems 8.5 and 8.7 measure theoretic characterizations
of split and parallel faces that guide us to the general definition. In order to be able to
handle “faces” in function spaces as in the framework of compact convex sets, we need
several analogues of classical tools from convex analysis. This task is accomplished in
Section 8.2, where we define H-convex and H-extremal sets and prove results imitat-
ing the Krein–Milman theorem, the Milman theorem and the Hahn–Banach separation
theorem (see Corollary 8.19, Corollary 8.20 and Proposition 8.23).
In Section 8.3, we present analogues of faces in function spaces termed Choquet
sets. Particular examples of P -sets and M -sets are defined there and their basic char-
acterizations are proved (see Theorem 8.39 and Theorem 8.44). An important result
due to C. J. K. Batty on characterization of H-maximal measures is given in Theo-
rem 8.32. H-exposed sets are investigated in Section 8.4.
The next section provides preparatory results on boundary measures that are nec-
essary in Section 8.6. The central result of this chapter is Theorem 8.60 and its con-
sequences contained in Theorem 8.62 and Corollary 8.63. They provide characteriza-
tion of simplicial function spaces by means of Choquet sets. In the context of compact
convex sets we get a characterization of simplices by means of split and parallel faces.
Throughout this chapter, we frequently use the notation and results from Sec-
tion 4.3. Hence H is a function space on a compact space K, φ is the evaluation
mapping from K to the state space S(H) and X denotes a compact convex subset of
a locally convex space.

8.1 Split and parallel faces

In the developing of Choquet’s theory we would like to find a counterpart of the
notions of split and parallel faces studied in the convex setting. In Theorems 8.5
and 8.7 we present without proofs known characterizations of these faces fitted to our
purposes.

Definition 8.1 (Complementary sets). Let F ⊂ X. The union of all faces of X disjoint
from F is called the complementary set of F and it is denoted by F 0 .
 8.1 Split and parallel faces 245

A complementary set F 0 is always an extremal set, and it is a face if and only if it

is convex. Moreover, x ∈ F 0 if and only if F ∩ face x = ∅.

Proposition 8.2. If F is a closed face of a compact convex set X, then

F = {x ∈ X : (cF )∗ (x) = 1} and F 0 = {x ∈ X : (cF )∗ (x) = 0} .

Every x ∈ X can be written as a convex combination

x = λy + (1 − λ)z, (8.1)

where y ∈ F , z ∈ F 0 and the “barycentric coefficient” λ = (cF )∗ (x) ∈ [0, 1].

Proof. See [5], Proposition II.6.5.

Remarks 8.3. (a) Since (cF )∗ is an upper semicontinuous function, the complemen-
tary set F 0 of a closed face F is a Gδ set.
(b) Notice that
{x ∈ X : cF (x) = c∗F (x)} ⊂ F ∪ F 0 .
In general, the decomposition x = λy + (1 − λ)z in (8.1) is not unique. The question
of uniqueness of the decomposition leads to notions of parallel and split faces and is
investigated next.

Definition 8.4 (Split faces). A face F of X is said to be a split face if its complemen-
tary set F 0 is convex and if any point in x ∈ X \ (F ∪ F 0 ) can be uniquely represented
as a convex combination

x = λy + (1 − λ)z, y ∈ F, z ∈ F 0 and λ ∈ (0, 1).

The following theorem provides a measure theoretic characterization of split faces.

Theorem 8.5. The following statements about a closed face F of X are equivalent:
(i) F is a split face,
(ii) µ|F ∈ (Ac (X))⊥ for any boundary measure µ ∈ (Ac (X))⊥ .

Proof. See E. M. Alfsen [5], Theorem II.6.12.

Definition 8.6 (Parallel faces). A face F is called parallel if its complementary set F 0
is convex, X = co(F ∪ F 0 ), and if for every point x ∈ X \ (F ∪ F 0 ) the barycentric
coefficient λ in the convex combination

x = λy + (1 − λ)z, where y ∈ F, z ∈ F 0 , λ ∈ (0, 1),

is uniquely determined.
246 8 Choquet-like sets

As in the case of split faces we have the following measure theoretic characteriza-
tion of parallel faces.
Theorem 8.7. The following statements about a closed face F of X are equivalent:
(i) F is a parallel face,
(ii) µ(F ) = 0 for any boundary measure µ ∈ (Ac (X))⊥ .
Proof. See B. Hirsberg [226], Theorem 2.12 or L. Asimow and A. J. Ellis [24], The-
orem 2.10.10.

8.2 H-extremal and H-convex sets

Definition 8.8 (H-extremal sets). We recall that a universally measurable subset F
of K is H-extremal if, given x ∈ F and µ ∈ Mx (H), then µ is carried by F (see
Definition 3.12).
Example 8.9. Any universally measurable subset of the Choquet boundary ChH (K)
is H-extremal. This follows from the fact that Mx (H) = {εx } for any x ∈ ChH (K).
Lemma 8.10. A universally measurable set B ⊂ K is H-extremal if and only if its
characteristic function cB is H-convex, and B is an H-extremal closed set if and only
if cB is upper semicontinuous and H-convex.
Moreover, if H is a measure extremal subset of the state space S(H), then φ−1 (H ∩
φ(K)) is H-extremal in K.
Proof. The former assertion follows immediately from the definitions.
If H ⊂ S(H) is measure extremal and µ is a representing measure for x ∈ F :=
φ−1 (H ∩ φ(K)), then φ] µ represents φ(x) ∈ H. Since H is measure extremal, φ] µ
is carried by H. Therefore, µ is carried by F .

Examples 8.11. (a) If F is an H-extremal subset of K, then φ(F ) need not be an

extremal subset of S(H). Consider the following example: Let λ1 and λ2 denote the
restrictions of Lebesgue measure on [0, 1] and [3, 4], respectively. If

K := [0, 1] ∪ {2} ∪ [3, 4]

and  
1
H := f ∈ C(K) : f (2) = (λ1 (f ) + λ2 (f )) ,
2
then K is an H-extremal set. On the other hand, sj = π(λj ), j = 1, 2, are elements
of S(H),
1
φ(2) = (s1 + s2 ) ∈ φ(K),
2
while s1 and s2 do not belong to φ(K) since φ(K) = {π(εx ) : x ∈ K}.
 8.2 H-extremal and H-convex sets 247

(b) Example 8.29 illustrates the fact that there is an H-extremal set H in K such that
co φ(H) is not an extremal subset of S(H).

If F is a closed face of a compact convex set X, then the complementary set F 0 of

F equals to {x ∈ X : (cF )∗ (x) = 0} (see Proposition 8.2).

Definition 8.12 (Complementary sets). If H is a function space on a compact space

K, we associate to each subset F of K its complementary set F 0 by

F 0 := {x ∈ K : (cF )∗ (x) = 0} .

Since (cF )∗ is an upper semicontinuous function, the complementary set F 0 is a Gδ

set. Notice that
{x ∈ K : cF (x) = (cF )∗ (x)} ⊂ F ∪ F 0 .

Lemma 8.13. Let F be a closed subset of K. Then any maximal measure on K is

carried by F ∪ F 0 .

Proof. According to Corollary 3.58, µ(cF ) = µ (cF )∗ . Since

K \ (F ∪ F 0 ) ⊂ {x ∈ K : cF (x) < (cF )∗ (x)} ,

it follows that µ is carried by F ∪ F 0 .

Definition 8.14 (H-convex sets). We say that a universally measurable set B ⊂ K is

H-convex if x ∈ B whenever x ∈ K and µ ∈ Mx (H) satisfies µ(K \ B) = 0.

Definition 8.15 (closed H-convex hull). Let F be a subset of K. The closed H-convex
hull of F is the set
\
coH F := {C : C ⊃ F, C is closed and H-convex} .

Obviously, coH F is a closed H-convex set. Conversely, if F is a closed H-convex

set, then coH F = F . Also, it is easy to verify that coH F = coH F .

Lemma 8.16. Let F ⊂ K. Then we have:

(a) The set F is H-convex or H-extremal if and only if it is Ac (H)-convex or Ac (H)-
extremal, respectively.
c (H)
(b) coH F = coA F.

Proof. The assertions follow directly from the definitions.

T
Proposition 8.17. Let {Fi : i ∈ I} be a family of H-convex sets. If i∈I Fi is univer-
sally measurable, it is H-convex as well.

Proof. The proof follows by a straightforward verification.

248 8 Choquet-like sets

Proposition 8.18. Let F be a subset of K. Then

coH F = {x ∈ X : |h(x)| ≤ sup |h|(F ) for all h ∈ H}


= x ∈ X : there is µ ∈ Mx (H) such that spt µ ⊂ F .
Proof. Denote by

Fe := {x ∈ X : |h(x)| ≤ sup |h|(F ) for all h ∈ H}

and 
Fb := x ∈ X : there is µ ∈ Mx (H) such that spt µ ⊂ F .
The set Fe is closed and contains F . Moreover, Fe is H-convex. Indeed, given x ∈ K
and µ ∈ Mx (H) such that spt µ ⊂ Fe, we have
Z Z
|h(x)| = |µ(h)| = h dµ ≤ |h| dµ ≤ sup {|h(t)| : t ∈ F }
Fe Fe

for every h ∈ H. Hence x ∈ Fe. It follows that coH F ⊂ Fe.

Assume that x ∈ Fe. Define

Tx : f 7→ hf (x) for f ∈ H|F ,

where hf is any extension of f to a function from H. The functional Tx is well

defined, because if h1 and h2 are functions from H such that h1 |F = h2 |F = f ,
then h1 − h2 = 0 on F . Since x ∈ Fe, we get h1 (x) = h2 (x). Moreover, Tx is
positive on H|F and kTx k = 1. By the Hahn–Banach theorem, there exists a Radon
measure µ ∈ M1 (K) such that spt µ ⊂ F and µ(f ) = Tx (f ) for any f ∈ H. Since
µ(h) = Tx (h) = h(x) for any h ∈ H, we have µ ∈ Mx (H), and therefore x ∈ Fb.
We have shown that Fe ⊂ Fb.
The next step is to show that Fb ⊂ coH F . To this end, assume that C ⊃ F is a
closed H-convex set. Pick x ∈ Fb. There exists a measure µ ∈ Mx (H) such that
spt µ ⊂ F ⊂ C. Hence from the H-convexity of C, it follows that x ∈ C. We can
conclude that Fb ⊂ coH F .
Since coH F = coH F (see Definition 8.15), from foregoing we get

coH F ⊂ Fe ⊂ Fb ⊂ coH F = coH F,

which established the assertion and finishes the proof.

Corollary 8.19 (Krein–Milman type theorem). For any function space H on K, K =

coH (ChH (K)).
Proof. Given x ∈ K, let µx be a maximal measure in Mx (H). Since maximal mea-
sures are carried by ChH (K) (see Proposition 3.64), x ∈ coH (ChH (K)) by Proposi-
tion 8.18. Hence K = coH (ChH (K)) = coH (ChH (K)).
 8.2 H-extremal and H-convex sets 249

Corollary 8.20 (Milman type theorem). Let F be a subset of K such that K = coH F .
Then ChH (K) ⊂ F .

Proof. Take x ∈ ChH (K). Since x ∈ coH F , by Proposition 8.18 there exists µ ∈
Mx (H) such that spt µ ⊂ F . Since x ∈ ChH (K), µ = εx , which implies that
x ∈ F.

Remarks 8.21. (a) Let F be a subset of a compact convex set X and H = Ac (X).
Then coH F is nothing else than the closed convex hull of F .
(b) It is not true that, for a Borel subset F of a compact convex set X and H = Ac (X),

coH F = {x ∈ X : there is µ ∈ Mx (H) such that µ(X \ F ) = 0} .

Consider the compact convex set X := M1 ([0, 1]) and F := {εx : x ∈ S} where
S is a countable dense subset of [0, 1]. Then co F = X while for any measure Λ ∈
M1 (X) representing Lebesgue measure λ ∈ X we have Λ(F ) = 0.

Proposition 8.22. A closed set F ⊂ K is H-convex if and only if

F = φ−1 (co φ(F ) ∩ φ(K)).

Proof. Let F be a closed H-convex set and let x be in K such that φ(x) ∈ co φ(F ).
By Proposition 4.28(b), there exists a measure µ ∈ M1 (φ(F )) representing the point
φ(x). Then (φ−1 )] µ ∈ Mx (H) and spt µ ⊂ F . Thus x ∈ coH F = F .
Conversely, let F = φ−1 (co F ∩ φ(K)) and let µ be a measure representing a point
x ∈ K such that spt µ ⊂ F . Then spt φ] µ ⊂ φ(F ), and hence φ(x) ∈ co φ(F ). Due
to the assumption, φ(x) ∈ φ(F ).

Proposition 8.23 (Hahn–Banach type theorem). If F is a nonempty subset of K and

x∈/ coH F , then there exists h ∈ H such that h(x) > max h(F ).

Proof. This readily follows from Proposition 8.18.

Proposition 8.24. If µ and ν are positive measures on K, µ ≺ ν, then spt µ ⊂

coH spt ν.

Proof. Let µ ≺ ν and x ∈ spt µ \ coH spt ν. By Proposition 8.23, there exists a
function h ∈ H such that h(x) > max h(coH spt ν). By adding a suitable constant,
we may assume that max h(coH spt ν) = 0. Then h ∨ 0 is a continuous H-convex
function and
µ(h ∨ 0) > 0 ≥ ν(h ∨ 0)
which contradicts the assumption µ ≺ ν.

Lemma 8.25. Let F be a closed set in K. Then F ∩ ChH (K) = (coH F ) ∩ ChH (K).
250 8 Choquet-like sets

Proof. The inclusion “⊂” being obvious, we need to verify the reverse one. Let
x ∈ (coH F ) ∩ ChH (K) be given. By Proposition 8.18 there exists a measure
µ ∈ Mx (H) ∩ M1 (F ). Since x ∈ ChH (K), µ = εx and x ∈ F , which completes
the proof.

Lemma 8.26. Let µ be a boundary measure and F a closed subset of K. Then

|µ|(coH F \ F ) = 0.
In particular, if F is a closed subset of ChH (K), then F = (coH F ) ∩ ChH (K).

Proof. Let L be a compact subset of coH F \ F . Given ε > 0, there exists a compact
set M ⊂ K \ coH F such that

|µ|(M ) > |µ|(K \ coH F ) − ε.

Let g ∈ C(K) be such that 0 ≤ g ≤ 1 on K,

g=1 on L and g=0 on F ∪ M.

Then g∗ = 0 on coH F (see Proposition 8.18) and (obviously) on M . Since µ is a

boundary measure, using Corollary 3.58 we get
Z Z Z
|µ|(L) ≤ |µ|(g) = g∗ d|µ| + g∗ d|µ| + g∗ d|µ|
coH F K\(M ∪coH F ) M
H
≤ |µ|(K \ (M ∪ co F )) < ε.

As ε > 0 is arbitrary, |µ|(L) = 0. Hence, |µ|(coH F \ F ) = 0.

The second assertion follows immediately from Lemma 8.25.

8.3 Choquet sets, M -sets and P -sets

Definition 8.27 (Choquet sets). A universally measurable subset F of K is a Choquet
set if F is both H-extremal and H-convex.

Hence, a closed set F is a Choquet set if and only if the following two conditions
are satisfied:
(a) given x ∈ F and µ ∈ Mx (H), then spt µ ⊂ F ,
(b) if x ∈ K \ F and µ ∈ Mx (H), then spt µ is not contained in F .

Example 8.28 (Convex case). Let X be a compact convex subset of a locally convex
space. A closed set F ⊂ X is a Choquet set if and only if F is a closed face of X.
This assertion follows by the fact that a closed set F in X is convex or extremal if and
only if F is Ac (X)-convex or Ac (X)-extremal, respectively.
 8.3 Choquet sets, M -sets and P -sets 251

Example 8.29 (State space). Let H be a closed face of S(H). Then the set F :=
φ−1 (H ∩ φ(K)) is a closed Choquet set. Indeed, F is H-convex due to Proposi-
tion 8.22 and H-extremal by Lemma 8.10.
The converse implication is false in general. Let K := [0, 1] ∪ [3, 4]. Denote by λ1
and λ2 restrictions of Lebesgue measure on [0, 1] and [3, 4], respectively. Let

H := {f ∈ C(K) : λ1 (f ) = λ2 (f )}.

Then F := [0, 1] is a Choquet set but the set H := co φ(F ) is not Ac (S(H))-extremal
in S(H). Indeed, the state s := π(λ1 ) belongs to H, the measure φ] λ2 represents s
and (φ] λ2 )(H) = 0.

Proposition 8.30. (a) If F is a closed H-extremal set, then F ⊂ coH (F ∩ ChH (K)).
(b) For any closed Choquet set F ⊂ K we have F = coH (F ∩ ChH (K)).
(c) The family of closed Choquet sets is stable with respect to arbitrary intersections.

Proof. For the proof of (a), let F be a closed H-extremal set and let x ∈ F be given.
First, we show that
h(x) ≤ sup h(F ∩ ChH (K)) (8.2)
holds for any strictly positive h ∈ H. Let h ∈ H be a strictly positive function. Then
f := hcF is an upper semicontinuous H-convex function, and hence it attains its
maximum at some point y ∈ ChH (K) (see Lemma 3.13 and Proposition 3.15). Since
h is strictly positive, y ∈ F ∩ ChH (K), and (8.2) follows.
If h ∈ H is arbitrary, we apply the previous argument to h + c for a suitable c ∈ R
to obtain (8.2) for any h ∈ H. Given h ∈ H, (8.2) applied to h and −h yields
|h(x)| ≤ sup |h|(F ∩ ChH (K)). By Proposition 8.18, x ∈ coH (F ∩ ChH (K)).
To verify (b), we first notice that obviously F ⊃ coH (F ∩ ChH (K)). Since the
reverse inclusion follows by (a), the proof of (b) is complete.
By combining Propositions 3.14 and 8.17 we get (c).

Proposition 8.31. If H is a simplicial function space, then coH F is a Choquet set for
any compact F ⊂ ChH (K).

Proof. If F is a compact subset of ChH (K), coH F is obviously an H-convex set.

To show its H-extremality, by Proposition 8.24 it is enough to show δx is carried
by coH F for any x ∈ coH F . For such a point x we find ν ∈ Mx (H) ∩ M1 (F )
(see Proposition 8.18). Since ν is carried by ChH (K), it is H-maximal (use Corol-
lary 3.59), and thus ν = δx . Hence δx ∈ M1 (coH F ) and the proof is finished.
S
Theorem 8.32. For any x ∈ K, let Fx (H) := ν∈Mx (H) spt ν. For a measure µ ∈
M+ (K) the following assertions are equivalent:
(i) µ is maximal,
252 8 Choquet-like sets

(ii) there exists a set S ⊂ C(K) separating points of K such that each function in S
is constant on Fx (H) for µ-almost all x ∈ K,
(iii) any continuous function on K is constant on Fx (H) for µ-almost all x ∈ K.

Proof. We start the proof by showing (i) =⇒ (ii). Let µ be a maximal measure and
let h ∈ H be arbitrary. Then µ((h2 )∗ ) = µ(h2 ) by Theorem 3.58, and thus (h2 )∗ = h2
on a set A ⊂ K with µ(K \ A) = 0. Let x ∈ A be arbitrary and ν ∈ Mx (H). Then,
by the Hölder inequality,

ν(h2 ) ≤ (h2 )∗ (x) = h2 (x) = (ν(h))2 ≤ ν(h2 ).

Thus Z Z Z
2 2
(h − h(x)) dν = h dν − 2h(x) h dν + h2 (x) = 0.
K K K
Hence h = h(x) on spt ν, and h is constant on Fx (H). Thus we can take H to be the
required family S of continuous functions.
For the proof of (ii) =⇒ (iii), let S ⊂ C(K) be as in (ii). Then the family

F := {f ∈ C(K) : f is constant on Fx (H) for µ-almost all x}

is a closed linear space stable with respect to pointwise multiplication and maxima.
Since S ⊂ F, F = C(K) by the Stone–Weierstrass theorem.
Assume now that (iii) holds. Given a function f ∈ C(K), let x ∈ K be a point such
that f is constant on Fx (H). We find a measure ν ∈ Mx (H) such that ν(f ) = f ∗ (x)
(see Lemma 3.21). Since x ∈ Fx (H) and spt ν ⊂ Fx (H), f = f (x) on Fx (H). Thus

f ∗ (x) = ν(f ) = f (x).

Thus f (x) = f ∗ (x) for µ-almost all x ∈ K, and thus µ(f ) = µ(f ∗ ). By Theo-
rem 3.58, µ is maximal.

Definition 8.33 (Conditions (M) and (P)). We say that a closed set F ⊂ K satisfies
condition (M) if

(M) µ|F ∈ H⊥ for any µ ∈ H⊥ ∩ Mbnd (H),

and condition (P) if

(P) µ(F ) = 0 for any µ ∈ H⊥ ∩ Mbnd (H).

Proposition 8.34. Let F ⊂ K be a closed set. Then F satisfies condition (M) or (P)
if and only if the set coH F satisfies (M) or (P), respectively.

Proof. If µ ∈ H⊥ ∩ Mbnd (H) is given, Lemma 8.26 asserts that µ|F = µ|coH F , from
which the assertion readily follows.
 8.3 Choquet sets, M -sets and P -sets 253

Example 8.35 (State space). If a closed set F satisfies (M), then φ(F ) satisfies (M)
in the state space as well. Indeed, given µ ∈ Ac (S(H))⊥ ∩ Mbnd (S(H)), we have
(φ−1 )] µ ∈ H⊥ ∩ Mbnd (H) which yields (φ−1 )] µ|F ∈ H⊥ . Then µ|φ(F ) ∈
Ac (S(H))⊥ .
Similarly, we see that φ(F ) satisfies (P) provided F satisfies (P).
Definition 8.36 (P-sets). We say that a set F is a P -set if F is a closed Choquet set
satisfying condition (P).
Example 8.37 (Convex case). If F is a closed face in a compact convex set X, then
F is a P -set if and only if F is a parallel face. This follows from a measure theoretic
characterization of parallel faces stated in Theorem 8.7.
Proposition 8.38 (State space). The following assertions hold:
(a) If H is a closed parallel face of S(H), then the set F := φ−1 (H ∩ φ(K)) is a
P -set.
(b) If F is a P -set, then co φ(F ) is a parallel face of S(H).
Proof. (a) We already know from Example 8.29 that F is a Choquet set. Let µ ∈
H⊥ ∩ Mbnd (H) be given. Then φ] µ ∈ Ac (S(H))⊥ ∩ Mbnd (S(H)). Thus we get

µ(F ) = (φ] µ)(H) = 0,

which verifies condition (P) for F .

(b) By Example 8.35, the set φ(F ) satisfies condition (P). By Proposition 8.34,
co φ(F ) satisfies (P) as well. We have to check that co φ(F ) is extremal.
Let a maximal measure Λ ∈ M1 (S(H)) and s ∈ co φ(F ) with r(Λ) = s be given.
By Proposition 4.28(d), Λ = φ(λ) for some H-maximal measure λ on K. By Propo-
sition 4.28(b), there exists ν ∈ M1 (F ) such that π(ν) = s. Let µ be an H-maximal
measure with ν ≺ µ. Since F is a Choquet set, cF is an upper semicontinuous H-
convex function and thus (see Proposition 3.56)

1 = ν(F ) = ν(cF ) ≤ µ(cF ) = µ(F ).

Thus µ is carried by F likewise. Then π(µ) = π(ν) = s = π(λ), in other words,

µ − λ ∈ H⊥ . Hence condition (P) implies 1 = µ(F ) = λ(F ), and thus Λ is carried
by φ(F ), and therefore also by co φ(F ).
Let now Λ ∈ M1 (S(H)) with the barycenter in co φ(F ) be given arbitrarily. We
find an Ac (S(H))-maximal measure Ω with Λ ≺ Ω. Then Ω is carried by co φ(F ) by
the considerations above. By Proposition 8.24,

spt Λ ⊂ co spt Ω ⊂ co φ(F ),

which gives the desired conclusion that co φ(F ) is extremal and consequently a face.
Hence, it is a parallel face by Example 8.37.
254 8 Choquet-like sets

Theorem 8.39. Let F be a closed H-convex subset of K. Then the following asser-
tions are equivalent:
(i) F is a P -set,
(ii) µ(c∗F ) = ν(c∗F ) for any probability measures µ and ν with µ − ν ∈ H⊥ ,
(iii) the set {h ∈ H : h > cF } is down-directed,
(iv) the function c∗F belongs to H⊥⊥ ,
(v) there exists a parallel face H ∈ S(H) such that F = φ−1 (H ∩ φ(K)).
Proof. The equivalence (i) ⇐⇒ (v) follows from Proposition 8.38 and Proposition
8.22.
Assume now that F is a P -set and choose µ, ν ∈ M1 (K) such that µ − ν ∈ H⊥ .
Lemma 3.21 provides a measure µ0 ∈ M1 (K) so that µ ≺ µ0 and Qµ (cF ) = µ0 (cF ).
Let µm be a maximal measure satisfying µ0 ≺ µm . Since F is a closed Choquet set,
cF is upper semicontinuous and H-convex, and thus µ0 (cF ) ≤ µm (cF ). Let ν m be a
maximal measure with ν ≺ ν m . Then µm − ν m ∈ H⊥ .
Then, using Lemma 3.18, Proposition 3.56, Theorem 3.58, and condition (P) we
get
µ(c∗F ) = Qµ (cF ) = µ0 (cF )
≤ µm (cF ) = µm (F ) = ν m (F )
= ν m (cF ) = ν m (c∗F ) ≤ ν(c∗F ).
By interchanging µ with ν we get that µ(c∗F ) = ν(c∗F ). Hence, (i) =⇒ (ii).
Suppose next that (ii) holds and that h1 , h2 ∈ H, h1 > cF , h2 > cF . Then
cF < h1 ∧ h2 . Let µ, ν ∈ M1 (K) with µ − ν ∈ H⊥ be given. Since
∗

µ(c∗F ) = ν(c∗F ) < ν(h1 ∧ h2 ),

the assumptions of Lemma 5.43 are satisfied. Hence there exists h ∈ H such that
cF ≤ c∗F < h < h1 ∧ h2 .
Statement (ii) therefore implies (iii).
Further, suppose that (iii) holds. Pick µ ∈ H⊥ , µ = µ1 − µ2 where µ1 and µ2 are
positive. Using Exercise 3.96 and Theorem A.84 we get
µ1 (c∗F ) = µ1 (inf {h ∈ H : h ≥ cF }) = µ1 (inf {h ∈ H : h > cF })
= inf {µ1 (h) : h ∈ H, h > cF } = inf {µ2 (h) : h ∈ H, h > cF }
= · · · = µ2 (c∗F ).
Thus µ(c∗F ) = 0 as needed.
Finally, let (iv) hold. For a boundary measure µ ∈ H⊥ we get from Theorem 3.58
µ(cF ) = µ(c∗F ) = 0.
Thus, µ(F ) = 0, which proves (iv) =⇒ (i).
 8.3 Choquet sets, M -sets and P -sets 255

Definition 8.40 (M-sets). A set F ⊂ K is said to be an M -set if F is a closed Choquet

set satisfying condition (M).
Example 8.41 (Convex case). Let X be a compact convex subset of a locally convex
space. Then it follows from Theorem 8.5 that a closed face F ⊂ X is an M -set if and
only if F is a split face of X.
Proposition 8.42 (State space). The following assertions hold:
(a) If H is a closed split face of S(H), then the set F := φ−1 (H ∩φ(K)) is an M -set.
(b) If F is an M -set, then co φ(F ) is a closed split face of S(H).
Proof. To show (a) we first notice that F is a Choquet set by Example 8.29. If µ ∈
Mbnd (H) ∩ H⊥ , then

φ] µ ∈ Mbnd (S(H)) ∩ (Ac (S(H)))⊥ .

Thus (φ] µ)|H belongs to (Ac (S(H)))⊥ , which yields µ|F ∈ H⊥ .

To verify (b), we use Proposition 8.38(b) to get that co φ(F ) is a (parallel) face. By
Example 8.35, φ(F ) possesses condition (M), and thus co φ(F ) has condition (M) by
Proposition 8.34. Hence co φ(F ) is a split face by Theorem 8.5.

Lemma 8.43. Let F ⊂ K be an M -set, f an upper semicontinuous H-convex function

on K, g ∈ H and f0 , g0 ∈ H|F . If

f <g and f |F ≤ f0 < g0 ≤ g|F ,

then there is h ∈ H such that

f <h<g and f0 < h|F < g0 .

Proof. We define the following functions

( (
f0 on F, g0 on F,
fe := and ge :=
f on K \ F, g on K \ F.

The functions fe and −e

g are upper semicontinuous and H-convex.
Let µ and ν be probability measures on K, µ − ν ∈ H⊥ . There are maximal
measures µm and ν m such that µ ≺ µm and ν ≺ ν m . Then µm − ν m ∈ H⊥ . Let G
be the complementary set of F . Since, by Lemma 8.13, any maximal measure on K
is carried by F ∪ G, we have

µm = µm |F + µm |G and ν m = ν m |F + ν m |G .

By condition (M),
µm |F − ν m |F ∈ H⊥ .
256 8 Choquet-like sets

It follows that
µm |G − ν m |G ∈ H⊥ .
Then
µ(fe) ≤ µm (fe) = µm |F (f0 ) + µm |G (f ) = ν m |F (f0 ) + ν m |G (f )
< ν m |F (g0 ) + ν m |G (g) = ν m (e
g ) ≤ ν(e
g ).

Using Lemma 5.43 we can find a function h ∈ H such that fe < h < ge. This function
possesses all the required properties.

Theorem 8.44. Let F be a closed H-convex subset of K. Then the following asser-
tions are equivalent:
(i) F is an M -set,
(ii) µ((f cF )∗ ) = ν((f cF )∗ ) for any measures µ, ν with µ−ν ∈ H⊥ and any f ∈ H
satisfying f |F ≥ 0,
(iii) the set {h ∈ H : h > f cF } is down-directed for any f ∈ H satisfying f |F ≥ 0,
(iv) for any f ∈ H satisfying f |F ≥ 0, we have (f cF )∗ ∈ H⊥⊥ ,
(v) there exists a closed split face H ∈ S(H) such that F = φ−1 (H ∩ φ(K)).
Proof. As in the proof of Theorem 8.39 we notice that (i) ⇐⇒ (v) by Proposi-
tion 8.42 and Proposition 8.22. For the proof of (i) =⇒ (ii), let f ∈ H with
f |F ≥ 0 be given and let µ, ν ∈ M1 (K) satisfy µ − ν ∈ H⊥ . We proceed sim-
ilarly as in Theorem 8.39. Lemma 3.21 provides a measure µ0 ∈ M1 (K) so that
Qµ (f cF ) = µ0 (f cF ) and µ ≺ µ0 . Let µm be a maximal measure satisfying µ0 ≺ µm .
Since F is a closed Choquet set, f cF is upper semicontinuous and H-convex, and
thus µ0 (f cF ) ≤ µm (f cF ). Let ν m be a maximal measure with ν ≺ ν m .
Then, using Lemma 3.18, Proposition 3.56 and Theorem 3.58, we get

µ((f cF )∗ ) = Qµ (f cF ) = µ0 (f cF )
≤ µm (f cF ) = ν m (f cF )
= ν m ((f cF )∗ ) ≤ ν((f cF )∗ ).

By interchanging µ with ν we get that µ((f cF )∗ ) = ν((f cF )∗ ). Hence, (i) =⇒ (ii).

Assume now that f ∈ H satisfy f |F ≥ 0 and h1 , h2 ∈ H be such that f cF <
h1 ∧ h2 . Again we verify that

µ((f cF )∗ ) = ν((f cF )∗ ) < ν(h1 ∧ h2 ),

whenever µ − ν ∈ H⊥ . An application of Lemma 5.43 yields the existence of a

function h ∈ H with f cF < h < h1 ∧ h2 .
The proof of (iii) =⇒ (iv) follows again from Theorem A.84 and (iv) =⇒ (i) is
straightforward. Thus the proof is finished.
 8.4 H-exposed sets 257

Definition 8.45 (Archimedean sets). A closed set F is called Archimedean if for each
g ∈ H with g ≥ 0 on F there exists a function h ∈ H+ such that h = g on F and
h ≥ g on K.
Proposition 8.46. Let H be a closed function space on a compact space K. Then any
M -set is Archimedean.
Proof. Let F ⊂ K be an M -set, g ∈ H, g ≥ 0 on F . By Lemma 8.43, there is
h1 ∈ H such that

g ∨ 0 < h1 on K and g < h1 < g + 2−1 on F.

Again, using Lemma 8.43, there exists h2 ∈ H such that

(g ∨ 0 ∨ (h1 − 2−1 )) < h2 < h1 on K and g < h2 < g + 2−2 on F.

This can be done by setting in Lemma 8.43

f := (g ∨ 0 ∨ (h1 − 2−1 )), g := h1 , f0 := g|F and g0 := (g + ε1 )|F ,

where ε1 > 0 is so small that ε1 < 2−1 and g + ε1 < h1 on F .

By induction, we find a sequence {hn } from H+ such that, for n ≥ 2,

(g ∨ 0 ∨ (hn−1 − 2−n+1 )) < hn < hn−1 on K and g < hn < g + 2−n on F.

Since khn − hn−1 k < 2−n , there is a positive function h ∈ H such that hn → h
uniformly on K. Obviously, h = g on F and h ≥ g on K.

8.4 H-exposed sets

We recall that a point x ∈ K is said to be an H-exposed point if there exists a function
f ∈ H which attains a strict minimum (or a strict maximum) at x. It is easy to see
that each H-exposed point belongs to the Choquet boundary (see Proposition 3.7).
Definition 8.47 (H-exposed sets). A set F ⊂ K is called H-exposed if there is a
function h ∈ H such that

h=0 on F and h>0 on K \ F.

A set F is relatively H-exposed if for each x ∈ K \ F there is a function hx ∈ H+

such that
hx = 0 on F and hx (x) > 0.
Proposition 8.48. A set F is relatively H-exposed if and only if F is the intersection
of H-exposed sets. Furthermore, any relatively H-exposed set F is a closed Choquet
set.
258 8 Choquet-like sets

Proof. Assume that F is relatively H-exposed. Then

\
F = {t ∈ K : hx (t) = 0} ,
x∈K\F

where, for any x ∈ K \ F , hx is a function from H+ such that hx (x) > 0 and hx = 0
on F . Conversely, any intersection of H-exposed sets is relatively H-exposed.
Since any H-exposed set is clearly closed, a relatively H-exposed set F (being an
intersection of H-exposed sets) is itself closed.
Let µ ∈ M1 (F ) be a measure representing x ∈ K. If x ∈ / F , then there exists a
function hx ∈ H+ with hx (x) > 0 and hx = 0 on F . Then

0 = µ(hx ) = hx (x) > 0,

which is a contradiction. Thus F is H-convex.

Let x ∈ F and µ ∈ Mx (H) be given. If µ(K \F ) > 0, we find a point y ∈ spt µ\F
and hy ∈ H+ such that hy = 0 on F and hy (y) > 0. Then the inequalities
Z Z
0 = hy (x) = hy (t) dµ(t) ≥ hy (t) dµ(t) > 0
spt µ spt µ∩{z∈K:hy (z)>0}

lead to a contradiction. Thus F is H-extremal.

Proposition 8.49. Any H-convex Archimedean set is relatively H-exposed.

Proof. If F ⊂ K is an H-convex Archimedean set, pick x ∈ K \ F . The function
f := cF − 1 is upper semicontinuous. By Lemma 3.21, there exists a Radon measure
ν ∈ Mx (H) so that f ∗ (x) = ν(f ). Since F is H-convex and x ∈ / F , we see that ν
is not carried by F . Hence ν(f ) < 0, and therefore f ∗ (x) < 0. The definition of f ∗
yields a function g ∈ H such that g ≥ 0 on F and g(x) < 0. Since F is supposed
to be Archimedean, there is h ∈ H+ such that h = g on F and h ≥ g on K. If
u := h − g, then u ∈ H is positive, u = 0 on F and u(x) > 0.

Corollary 8.50. Let H be a closed function space on a compact space K. Then any
M -set is relatively H-exposed.
Proof. This follows immediately from Propositions 8.46 and 8.49.

Summary. Let H be a closed function space. If we summarize results on various

Choquet like sets, we get the following sequence of implications for a closed H-
convex set F :
F is an M -set =⇒ F is Archimedean =⇒ F is relatively H-exposed
=⇒ F is a Choquet set .
 8.5 Weak topology on boundary measures 259

8.5 Weak topology on boundary measures

Definition 8.51 (Ordered set of measures). Given a function space H on a compact
space K, let

M := {(µ, ν) ∈ M+ (K) × M+ (K) : kµk ≤ 1, kνk ≤ 1, µ − ν ∈ H⊥ }.

We define a partial ordering ≺ on M: (µ1 , ν1 ) ≺ (µ2 , ν2 ) if µ1 ≺H µ2 and ν1 ≺H ν2 .

Then M is an ordered compact convex set (see Definition 7.41). (The cone E + ⊂
M(K) × M(K) required by Definition 7.41 consists of all pairs (µ, ν) ∈ M(K) ×
M(K) satisfying µ(f ) ≥ 0 and ν(f ) ≥ 0 whenever f ∈ Kc (H).)
It can be easily observed that (µ, ν) is maximal in M if and only if both µ and ν
are H-maximal measures.
If Mmax denotes the set of all ≺-maximal elements of M, then Mmax is a convex
and extremal subset of M, that is, Mmax is a face of M. By Proposition 7.47, the set
ext Mmax is nonempty.

Lemma 8.52. If (µ, ν) ∈ ext Mmax , then either µ = ν or kµ − νk = 2.

Proof. Suppose that (µ, ν) ∈ ext Mmax is a pair of nontrivial measures. First we
realize that µ, ν ∈ M1 (K). Indeed, since (µ, ν) ∈ M, then µ(K) = ν(K) ≤ 1.
Suppose that 0 < µ(K) = ν(K) < 1. Then
 
µ ν
(µ, ν) = µ(K) , + (1 − µ(K))(0, 0),
µ(K) µ(K)

which contradicts the extremality of (µ, ν).

Assume that µ 6= ν and kµ − νk < 2. Let µ − ν = η + − η − be the decomposition
of µ − ν into the positive and negative part. Then kη + k = kη − k and

2 > kµ − νk = kη + k + kη − k = 2kη + k.

Set λ := ν − η − = µ − η + . Since 1 = kη + k + kλk and kη + k < 1, λ is a nontrivial

measure. It follows from the equality

η−
 +   
+ η λ λ
(µ, ν) = kη k , + kλk , ,
kη + k kη + k kλk kλk

that the pair (µ, ν) cannot be an extreme point of Mmax .

Notation 8.53. We denote

H⊥ ⊥
2 := H ∩ {µ ∈ M(K) : kµk ≤ 2}

and notice that H⊥ ⊥

2 ∩ Mbnd (H) 6= {0} if and only if H ∩ Mbnd (H) 6= {0}.
260 8 Choquet-like sets

Lemma 8.54. If H⊥2 ∩ Mbnd (H) 6= {0}, then

 
ext H⊥ 2 ∩ M bnd (H) = {µ − ν : (µ, ν) ∈ ext Mmax , kµ − νk = 2}.

Proof. Let η = η + − η − ∈ ext(H⊥ + −

2 ∩ Mbnd (H)) be given (η and η is the positive
and negative part of η, respectively). Then kη + k = kη − k and

2 = kηk = kη + k + kη − k.

It easily follows that (η + , η − ) ∈ ext Mmax . Indeed, if

(η + , η − ) = α(µ1 , µ2 ) + (1 − α)(ν1 , ν2 )

for some α ∈ (0, 1) and (µ1 , µ2 ), (ν1 , ν2 ) ∈ Mmax , then

η = α(µ1 − µ2 ) + (1 − α)(ν1 − ν2 ).

Thus µ1 − µ2 = ν1 − ν2 = ν. Since µ1 , ν1 ≤ ν + , µ2 , ν2 ≤ ν − and all these measures

are probability, µ1 = ν + = ν1 and µ2 = ν − = ν2 . Thus (η + , η − ) ∈ ext Mmax .
Conversely, let (µ, ν) ∈ ext Mmax with kµ − νk = 2 be given. Then η := µ − ν ∈
H⊥ . Since η + ≤ µ, η − ≤ ν and all these measures are probability, we have η + = µ,
η − = ν. If η = αη1 + (1 − α)η2 for some α ∈ (0, 1) and η1 , η2 ∈ H⊥ 2 ∩ Mbnd (H),
then 2 = kη1 k = kη2 k = kηk and

kη1+ k = kη1− k = kη2+ k = kη2− k = 1.

Since
µ − ν = η = α(η1+ − η1− ) + (1 − α)(η2+ − η2− )
= αη1+ + (1 − α)η2+ − (αη1− + (1 − α)η2− ),
we get
µ ≤ αη1+ + (1 − α)η2+ and η ≤ αη1− + (1 − α)η2− .
Since all these measures are probability,

(µ, ν) = α(η1+ , η1− ) + (1 − α)(η2+ , η2− ).

Since (µ, ν) ∈ ext Mmax , we get η1+ = η2+ and η1− = η2− . Thus η1 = η2 , and hence

µ − ν ∈ ext(H⊥
2 ∩ Mbnd (H)).

This finishes the proof.

Lemma 8.55. If H⊥ ⊥
2 ∩ Mbnd (H) 6= {0}, then ext(H2 ∩ Mbnd (H)) 6= ∅.
 8.5 Weak topology on boundary measures 261

Proof. By Lemma 8.52 and Lemma 8.54 it suffices to show that the set

A := {(µ, ν) ∈ ext Mmax : µ 6= ν}

is nonempty.
Let D be the linear span of functionals on M(K) × M(K) of the form

(µ, ν) 7→ µ(f ) + ν(g), f, g ∈ C(K),

and
(µ, ν) 7→ µ(f ∗ ) + ν(g ∗ ), f, g ∈ C(K).
Consider the locally convex topology σ on M(K) × M(K) generated by functionals
from D. It follows from Theorem 7.58 that

Mmax = coσ ext Mmax .

Now the proof of the lemma follows easily. If the set A were empty, then every
pair (µ, ν) ∈ Mmax would satisfy µ = ν. But our hypothesis assures that there is
a nonzero measure µ ∈ H⊥ +
2 ∩ Mbnd (H). Then its positive and negative parts µ ,
− + − + −
µ satisfy (µ , µ ) ∈ Mmax and µ 6= µ , a contradiction. This concludes the
proof.

Definition 8.56 (Weak topology generated by upper envelopes). Let D be the linear
span of the family C(K)∪{f ∗ : f ∈ C(K)} in the space of all bounded Borel functions
on K. We denote by τ the (locally convex) topology on M(K) generated by the
functionals
µ 7→ µ(f ), f ∈ D.

Theorem 8.57. Let H be a function space on K. Then

 
H⊥ 2 ∩ M bnd (H) = coτ
ext H ⊥
2 ∩ M bnd (H) .

Proof. By Theorem 3.68

\
H⊥ ⊥
2 ∩ Mbnd (H) = H ∩ {µ ∈ M(K) : kµk ≤ 2, µ(f ∗ − f ) = 0} ,
f ∈C(K)

and thus the set H⊥

2 ∩ Mbnd (H) is τ -closed.
Suppose that H⊥ ⊥
2 ∩ Mbnd (H) 6= {0}. Then ext(H2 ∩ Mbnd (H)) 6= ∅ by Lemma
8.55. Assume that there exists

η ∈ H⊥ τ ⊥
2 ∩ Mbnd (H) \ co (ext(H2 ∩ Mbnd (H)).
262 8 Choquet-like sets

Then there exists f ∈ D so that

n o
η(f ) > s := sup µ(f ) : µ ∈ ext(H⊥
2 ∩ Mbnd (H))

= sup {(µ − ν)(f ) : (µ, ν) ∈ ext Mmax , µ 6= ν} ,

where the latter equality follows by Lemma 8.54 and Lemma 8.52. Since (µ, ν) ∈
ext Mmax if and only if (ν, µ) ∈ ext Mmax , it follows that s ≥ 0.
By the definition of τ there are continuous functions f0 , . . . , fn on K such that
n
X
f = f0 + fi∗ .
i=1
Pn
Set g := f0 + i=1 fi and let η + and η − be the positive and the negative part of η.
Since η is a boundary measure, we obtain

s < η(f ) = η(g) = η + (g) + η − (−g) = η + (g∗ ) + η − ((−g)∗ ).

An appeal to Lemma 3.18(b) provides a continuous H-convex functions k1 and k2

such that
k1 ≤ g, k2 ≤ −g and η + (k1 ) + η − (k2 ) > s. (8.3)
If M denotes the set from Definition 8.51, let

F := {(µ, ν) ∈ M : µ(k1 ) + ν(k2 ) = sup{λ1 (k1 ) + λ2 (k2 ) : (λ1 , λ2 ) ∈ M}} .

Then F is a nonempty closed face in M which is hereditary upwards, that is, if

(µ, ν) ∈ F , (b
µ, νb) ∈ M and (µ, ν) ≺ (b µ, νb) ∈ F . By Proposition 7.47,
µ, νb), then (b
there exists (µ, ν) ∈ ext Mmax ∩ F . If µ = ν, then

0 ≤ s < µ(k1 ) + µ(k2 ) ≤ µ(g) + µ(−g) = 0,

which is impossible. Thus µ 6= ν and µ − ν ∈ ext(H⊥

2 ∩ Mbnd (H)) by Lemma 8.54.
By (8.3) we get µ(k1 ) ≤ µ(g) and ν(k2 ) ≤ ν(−g). Then

s ≥ µ(f ) − ν(f ) = µ(g) − ν(g) ≥ µ(k1 ) + ν(k2 ) ≥ η + (k1 ) + η − (k2 ) > s

yields a contradiction, and the proof is complete.

8.6 Characterizations of simpliciality by Choquet sets

Lemma 8.58. Let µ be a boundary measure on K and F be a P -set. Then
Z 
|µ(F )| ≤ sup h dµ : h ∈ H and khk ≤ 2 .
K
 8.6 Characterizations of simpliciality by Choquet sets 263

Proof. Let F be a P -set. Then

c∗F = inf{h ∈ H : cF < h < 2}.
Indeed,
c∗F = inf{h ∈ H : cF ≤ h} = inf{h ∈ H : cF < h}.
The latter set is down-directed by Theorem 8.39. Thus for any h ∈ H with cF < h
we can find g ∈ H with cF < g < h ∧ 2.
Pick ε > 0. An appeal to Theorem A.84 provides a function h ∈ H so that
cF < h < 2 and |µ|(c∗F ) − |µ|(h) < ε. Then
|µ(F )| = |µ(cF )| = |µ(c∗F )| ≤ |µ(c∗F − h)| + |µ(h)|
≤ |µ|(c∗F − h) + |µ(h)| ≤ |µ(h)| + ε
Z 
≤ sup h dµ : h ∈ H and khk ≤ 2 + ε.
K
As ε is arbitrary, we get the assertion.
Lemma 8.59. Let H be a closed function space on a compact space K. Assume that
any H-exposed set satisfies condition (P). If µ ∈ Mbnd (H) satisfies µ(F ) = 0 for any
H-exposed set F , then µ ∈ H⊥ .
6 0 for some h ∈ H and define a
Proof. For a contradiction, we suppose µ(h) =
continuous functional on H as
Z
L(h) := h dµ, h ∈ H.
K
Since L 6= 0, we may assume that kLk = 1. By the Bishop–Phelps theorem A.8, there
are sequences {Ln } in H∗ and {hn } in H so that kLn − Lk → 0, kLn k = Ln (hn )
and khn k = 1 for each n ∈ N.
Set
Fn+ := {x ∈ K : hn (x) = 1} and Fn− := {x ∈ K : hn (x) = −1}.
Let {µn } be a sequence given by Lemma 6.23, that is, for any n ∈ N we have kµn k =
kLn k and µn (h) = Ln (h) for any h ∈ H.
Fix now n ∈ N. Since khn k = 1 and kµn k = kLn k = Ln (hn ) = µn (hn ), we
obtain
spt µ+
n ⊂ Fn
+
and spt µ− n ⊂ Fn .
−

As each set Fn+ is H-exposed, it satisfies condition (P), and so by Lemma 8.58 we
have
Z
+ +
|µ(Fn ) − µn (Fn )| ≤ sup h d(µ − µn )
{h∈H:khk≤2} K

= sup |(L − Ln )(h)| = 2 kL − Ln k.

{h∈H:khk≤2}
264 8 Choquet-like sets

Thus |µ(Fn+ ) − µn (Fn+ )| → 0. Since Fn+ is an H-exposed set, µ(Fn+ ) = 0 due to the
assumption. Recall that spt µ+ + − +
n ⊂ Fn and spt µn ∩ Fn = ∅. Hence,

−
kµ+ + + + + + +
n k = µn (Fn ) = µn (Fn ) − µn (Fn ) = µn (Fn )
= µ(Fn+ ) + µn (Fn+ ) − µ(Fn+ ) ≤ |µn (Fn+ ) − µ(Fn+ )|,

from which it follows that kµ+n k → 0.

Similarly we obtain kµ−n k → 0. Therefore

−
1 = kLk = lim kLn k = lim kµn k = lim kµ+


n→∞ n→∞ n k + kµn k = 0,
n→∞

which is a contradiction. Thus µ ∈ H⊥ as required.

Theorem 8.60. Let H be a closed function space on a compact space K. Then the
following assertions are equivalent:
(i) H⊥ ∩ Mbnd (H) = {0},
(ii) any closed Choquet subset of K is an M -set,
(iii) any closed Choquet subset of K is a P -set,
(iv) any H-exposed subset of K is a P -set.

Proof. The implications (i) =⇒ (ii) =⇒ (iii) =⇒ (iv) are obvious. It remains to
prove that (iv) =⇒ (i).
By Theorem 8.57 it is enough to show that there are no nonzero measures in
ext(H⊥ ⊥
2 ∩ Mbnd (H)). Suppose that µ is a nonzero element of ext(H2 ∩ Mbnd (H)).
Let µ = µ+ − µ− be the decomposition of µ into the positive and negative part.
Since spt µ+ cannot be a singleton, we can find a Borel subset B of K so that
µ+ (K) 6= µ+ (B) 6= 0. Set

µ+ (B) −
λ1 := µ+ |B − µ and λ2 := µ − λ1 .
µ− (K)

Then kµk = kλ1 k + kλ2 k and both λ1 , λ2 are nontrivial boundary measures. If
λ1 ∈ H⊥ , then both λ1 and λ2 are contained in H⊥
2 ∩ Mbnd (H) and µ is a nontrivial
convex combination of suitable multiples of λ1 and λ2 . Since this contradicts the
/ H⊥ . Set
extremality of µ, we have λ1 ∈
Z
L(h) := h dλ1 , h ∈ H.
K

Since L is a nonzero functional on H, an appeal to the Bishop–Phelps theorem pro-

vides a sequence {Ln } of nonzero functionals in H∗ and functions hn ∈ H such
that
kLn − Lk → 0, kLk = kLn k = Ln (hn ) and khn k = 1.
 8.6 Characterizations of simpliciality by Choquet sets 265

Put

Fn+ := {x ∈ K : hn (x) = 1} and Fn− := {x ∈ K : hn (x) = −1}.

Let {µn } be a sequence of boundary measures corresponding to Ln as in Lemma 6.23,

in particular kµn k = kLn k for each n ∈ N. Let µ+ −
n and µn be the positive and
negative part of µn . As in the proof of Lemma 8.59 we get

spt µ+ +
n ⊂ Fn and spt µ− −
n ⊂ Fn .

Claim 1. There exists n0 ∈ N so that spt µ * Fn+ for any n ≥ n0 .

Proof of Claim 1. Suppose the contrary. Hence there exists an increasing sequence
{nk } in N so that spt µ ⊂ Fn+k . As in the proof of Lemma 8.59 we obtain that

|µ− − − − −
nk (Fnk ) − λ1 (Fnk )| = |µnk (Fnk ) − λ1 (Fnk )| → 0.

Since we assume that spt µ ⊂ Fn+k , we have spt λ1 ⊂ Fn+k as well. Thus we get

lim kµ−
nk k = 0.
k→∞

With this fact in hand, from the equalities

−
0 = L(1) = lim Lnk (1) = lim µ+


nk (1) − µnk (1)
k→∞ k→∞

= lim µ+
nk (1) = lim kµnk k = lim kLnk k = kLk
k→∞ k→∞ k→∞

we obtain an obvious contradiction. Thus the proof of Claim 1 is finished.

Similarly we deduce that spt µ * Fn− for all but finitely many n ∈ N.

Claim 2. For all but finitely many n ∈ N, we have µ|Fn+ ∪Fn− = 0.

Proof of Claim 2. Let n0 be an integer provided by Claim 1, n ≥ n0 and let F be an

H-exposed set. Since F ∩ Fn+ is also H-exposed, by using the assumption we get

µ|Fn+ (F ) = µ(F ∩ Fn+ ) = 0.

By Lemma 8.59, we have µ|Fn+ ∈ H⊥ . Suppose that µ|Fn+ 6= 0. By Claim 1, µ is

a nontrivial convex combination of suitable multiples of measures µ|Fn+ and µ|K\Fn+ ,
which contradicts the extremality of µ. Similarly we obtain that µ|Fn− = 0. Hence
µ|Fn+ ∪Fn− = 0 and the Claim 2 is proved.
266 8 Choquet-like sets

Thus it follows that λ1 |Fn+ ∪Fn− = 0. According to Lemma 8.58, we get

n Z o
|µn (Fn+ ) − λ1 (Fn+ )| ≤ sup h d(µn − λ1 ) : h ∈ H, khk ≤ 2
K
≤ 2kL − Ln k.

As in the proof of Lemma 8.59 we obtain

−
µ+ + + + + +
n (Fn ) = µn (Fn ) − µn (Fn ) = µn (Fn )
≤ λ1 (Fn+ ) + |µn (Fn+ ) − λ1 (Fn+ )|.

Since λ1 (Fn+ ) = 0, we get

lim kµ+ + +
n k = lim µn (Fn ) = 0.
n→∞ n→∞

Similarly it can be deduced that lim kµ−

n k = 0. Putting this together we have

−
kLk = lim kLn k = lim kµn k = lim kµ+


n→∞ n→∞ n→∞ n k + kµn k = 0,

which contradicts the hypothesis L 6= 0 and finishes the proof.

Remark 8.61. Before proceeding, we have a need of a short note. Given a function
space H on K, the space Ac (H) of all continuous H-affine functions on K can be
considerable larger than H. Although a lot of objects determined by H and by Ac (H)
coincide (for example, representing measures, boundary measures, Choquet sets), this
coincidence is no longer valid for M -sets, P -sets and exposed sets. In order to obtain
next Theorem 8.62 in a full generality, we must specify whether we think over M -
sets and P -sets with respect to H or with respect to Ac (H). In order to avoid an
inaccuracy, we point out that conditions (iii)–(v) of the next theorem are laid down
for the function space Ac (H). More precisely, for example, condition (iv) means that
any closed Choquet set F ⊂ K satisfies µ(F ) = 0 for any measure µ ∈ (Ac (H))⊥ ∩
Mbnd (H).

With these preliminaries out of the way, we may state the main result of this chapter.

Theorem 8.62. Let H be a function space on a compact space K. Then the following
assertions are equivalent:
(i) H is simplicial,
(ii) (Ac (H))⊥ ∩ Mbnd (H) = {0} ,
(iii) any closed Choquet subset of K is an M -set with respect to Ac (H),
(iv) any closed Choquet subset of K is a P -set with respect to Ac (H),
(v) any Ac (H)-exposed subset of K is a P -set with respect to Ac (H).
 8.6 Characterizations of simpliciality by Choquet sets 267

Proof. We already know from Theorem 8.60 that assertions (ii)–(v) are equivalent
(note that the space Ac (H) is closed). Since (i) ⇐⇒ (ii) by Proposition 6.9, the proof
is finished.

Corollary 8.63. For a compact convex set X the following assertions are equivalent:
(i) X is a simplex,
(ii) any closed face of X is a split face,
(iii) any closed face of X is a parallel face,
(iv) any exposed subset of X is a parallel face.
Proof. This follows from Theorem 8.62, if we use the characterization of split and
parallel faces from Example 8.41 and Example 8.37.

Corollary 8.64. Let H be a simplicial function space. Then closed Choquet sets co-
incide with relatively Ac (H)-exposed sets.
Proof. If F is a closed Choquet set, then by Theorem 8.62, F is an M -set with respect
to Ac (H). Corollary 8.50 asserts that F is relatively Ac (H)-exposed.
The converse implication follows by Proposition 8.48 and the observation that a set
F is a Choquet set with respect to H if and only if F is a Choquet set with respect to
Ac (H) (in virtue of the equality Mx (H) = Mx (Ac (H)) for any x ∈ K).

Corollary 8.65. Let H be a Markov simplicial function space on a compact space K.

Then the class of relatively H-exposed sets coincides with the class of closed Choquet
sets.
Proof. Since we have H = Ac (H) by Theorem 6.42, the assertion follows from
Corollary 8.64.

There are simplicial function spaces where supports of maximal measures are big
enough. In this case we are able to give a better characterization of both closed Cho-
quet sets and M -sets.
Proposition 8.66. Let H be a simplicial function space so that spt δx = ChH (K) for
any x ∈ K \ ChH (K). Then a closed set F ⊂ K is Choquet if and only if either
F = K or F is a proper subset of ChH (K).
Proof. Assume first that F is a Choquet set which is not a proper subset of ChH (K).
We show that ChH (K) ⊂ F . If z ∈ F \ ChH (K), then spt δz = ChH (K) by the
assumption. Since F is an H-extremal set, we have spt δz ⊂ F . Hence ChH (K) ⊂ F .
By Corollary 8.19,
K = coH (ChH (K)) ⊂ coH F = F.
Conversely, assume that F is a closed proper subset of ChH (K). By Example 8.9,
F is H-extremal. We now wish to show that F is H-convex. To this end, fix z ∈ K
268 8 Choquet-like sets

and µ ∈ Mz (H) satisfying spt µ ⊂ F . Our aim is to show that z ∈ F . Since

spt µ ⊂ F ⊂ ChH (K), we see that µ is a maximal measure. Because H is a simplicial
space, µ = δz . Since F is a proper subset of ChH (K), z ∈ ChH (K) according to the
assumption. Hence µ = εz , and therefore z ∈ F .

Proposition 8.67. Let H be a simplicial space such that H = Ac (H) and spt δx =
ChH (K) for any x ∈ K \ ChH (K). Then a closed set F ⊂ K is an M -set if and only
if either F is a proper subset of ChH (K) or equals K.

Proof. If F is an M -set, then either F equals K or F is a proper subset of ChH (K)

by Proposition 8.66.
Conversely, if a closed set F is a proper subset of ChH (K), then F is a Choquet set
by Proposition 8.66. By Theorem 8.62, F is an M -set with respect to Ac (H) = H.
This finishes the proof.

8.7 Exercises
Exercise 8.68. Let F ⊂ K be a closed H-extremal set and µ a Radon measure carried
by F . If ν is a Radon measure, µ ≺ ν, then ν is carried by F as well.

Hint. We may assume that µ is a probability measure on K. Since cF ∈ Kusc (H), an

appeal to Proposition 3.56 reveals that

1 ≥ ν(F ) = ν(cF ) ≥ µ(cF ) = 1.

Hence ν is carried by F .

Exercise 8.69. Let F ⊂ K and let µ be a Radon measure carried by the complemen-
tary set F 0 . If ν is a Radon measure such that µ ≺ ν, then ν is carried by F 0 .

Hint. Since the function c∗F is upper semicontinuous and H-concave, we have by
Proposition 3.56
0 ≤ ν(c∗F ) ≤ µ(c∗F ) = 0.
It follows that ν(c∗F ) = 0, which yields the conclusion that ν is carried by F 0 .

Exercise 8.70. If F ⊂ K, then c∗F = cco

∗
HF .

Hint. Obviously, c∗F ≤ c∗coH F . If h ∈ H, h ≥ cF , then h ≥ ccoH F according to

Proposition 8.18. Hence, c∗F ≥ cco
∗
HF .

Exercise 8.71. Let F be a P -set. Then c∗F ∈ H if and only if the complementary set
F 0 is closed.
 8.7 Exercises 269

Hint. Clearly, if c∗F ∈ H, then the complementary set F 0 is closed since c∗F is contin-
uous and F 0 = {x ∈ K : c∗F (x) = 0}.
Conversely, suppose that F 0 is closed. Choose ε > 0. By (i) =⇒ (iii) of Theo-
rem 8.39 and Dini’s theorem, there exists a function h ∈ H so that h > cF and

h<1+ε on F, h < ε on F 0 .

Now, for any x ∈ K, find a maximal measure µx ∈ Mx (H). Then µx is carried by

F ∪ F 0 by Lemma 8.13 and we have

0 < h(x) − c∗F (x) ≤ µx (h) − µx (cF )

Z
= (h(t) − cF (t)) dµx (t) < ε.
F ∪F 0

Therefore, kh − c∗F k < ε, proving the reverse implication.

Exercise 8.72. Find an example of a compact set F ⊂ ext X such that co F is not a
face.
Hint. Consider the unit square in R2 .

Exercise 8.73. Let H be a closed function space. If F is a P -set for which its com-
plementary set F 0 is closed, then F is Archimedean.
Hint. Let g ∈ H, g ≥ 0 on F . Consider the function u := 1 − c∗F . Then u ∈ H by
Exercise 8.71, 0 ≤ u ≤ 1, and

u=1 on F 0 and u=0 on F.

There is α > 0 so that

αu ≥ − min g(K) on F 0 .
Set h := g + αu. Then h ∈ H, h ≥ g on K and h = g on F . Further, u ≥ 0 on
F ∪ F 0 . Given x ∈ K, let µ ∈ Mx (H) be maximal. By Lemma 8.13,
Z Z
u(x) = u dµ = u dµ ≥ 0.
K F ∪F 0

Hence u ∈ H+ , which proves that the set F is Archimedean.

Exercise 8.74. Clearly, any H-exposed set F is a Gδ subset of K. Prove the following
converse assertions.
(a) Let H be a closed function space. Then any relatively H-exposed Gδ set F is
H-exposed.
(b) Relatively H-exposed sets are H-exposed provided the compact space K is
metrizable.
270 8 Choquet-like sets

Hint. Since F is relatively H-exposed, for any x ∈ K \ F we can find a function

hx ∈ H+ so that hx = 0 on F and hx (x) > 0. Since the complement K \ F is a
Lindelöf space, we may find a countable set {xn : n ∈ N} ⊂ K \ F such that
∞
[
K \F ⊂ {z ∈ K : hxn (z) > 0}.
n=1

Then the function

∞
X 1
h := hx
2n khxn k n
n=1
exposes the set F .
The second part follows from the fact that closed subsets of metrizable spaces are
Gδ .

Exercise 8.75. Let H be a simplicial function space on a compact space K. Prove

that any Gδ point x ∈ ChH (K) is Ac (H)-exposed (cf. also Exercise 8.74).
Hint. You can imitate the proof of Lemma 6.61 for the case of function spaces.
A different reasoning could be as follows: By Proposition 8.31, {x} is a (closed)
Choquet set. By Theorem 8.62, {x} is an M -set with respect to Ac (H). By Corol-
lary 8.50, {x} is relatively Ac (H)-relatively exposed. Finally, use Exercise 8.74.

Exercise 8.76. Let X be a compact convex set, E := Ac (X) and φ : X → S(Ac (X))
be the evaluation mapping. Prove that φ(X) is a parallel face of BE ∗ .
Hint. It is easy to show that φ(X) and −φ(X) are closed faces. By Proposition
4.31(c), BE ∗ = co(φ(X) ∪ −φ(X)). Hence, φ(X) and −φ(X) are complementary
faces. They are parallel by Proposition 4.31(b).

Exercise 8.77 (Weak peak points). If X is a compact convex set, x ∈ X is called

a weak peak point, if for any ε > 0 and any neighborhood U of x there exists h ∈
Ac (X) such that khk ≤ 1, |h(x)| > 1 − ε and |h(y)| < ε for each y ∈ ext X \ U .
(a) Prove that any weak peak point of X is an extreme point.
(b) Prove that any weak peak point of X is a split face.
(c) If ext X is a closed set and {x} is a parallel face, x is a weak peak point.
Hint. To show (a), let x be a weak peak point and µ ∈ Mx (X) be a maximal measure.
If U 3 x is an arbitrary closed neighborhood of x and ε > 0, let h be a function
guaranteed by the assumption. Since µ is carried by ext X and |h| ≤ ε on ext X \ U ,
we get Z Z
1 − ε < |µ(h)| ≤ |h| dµ + |h| dµ ≤ µ(U ) + ε.
U ext X\U

Thus µ is carried by {x}, in other words, x is an extreme point.

 8.7 Exercises 271

To verify (b), we use Theorem 8.5. Let µ ∈ (Ac (X))⊥ be a boundary measure of
norm 1 and assume that µ = cεx + ν, where c 6= 0 and |ν|({x}) = 0. We select
ε ∈ (0, 1) such that |c|(1 − ε) − 2ε > 0 and a closed neighborhood U of x with
|ν|(U ) < ε. Let h ∈ Ac (X) be chosen for U and ε. Then |h| ≤ ε on ext X \ U , and
hence Z Z Z
|h| d|ν| = |h| d|ν| + |h| d|ν| ≤ ε + ε.
X U ext X\U

Thus
0 = |µ(h)| ≥ |cεx |(h) − |ν|(|h|) ≥ |c|(1 − ε) − 2ε > 0,
a contradiction.
For the proof of (c), let {x} be a parallel face, ext X closed and U 3 x along with
ε > 0 be given. We choose η > 0 with (1 + η)−1 > 1 − ε.
By Theorem 8.39, (c{x} )∗ is an affine function, the family

{h ∈ Ac (X) : h > c{x} }

is down-directed and its infimum equals (c{x} )∗ .

Thus also the family

{h ∈ Ac (X) : 1 + η > h > c{x} }

is down-directed and its infimum equals (c{x} )∗ . Since (c{x} )∗ = 0 on ext X \ {x}
and ext X is a closed set, Dini’s theorem yields the existence of a function h ∈ Ac (X)
such that c{x} < h < 1 + η and h < η on ext X \ U . Then (1 + η)−1 h is the sought
function witnessing that x is a weak peak point.

Exercise 8.78. Find an example of an extreme point of a simplex that is not a weak
peak point.

Hint. Consider an extreme point x of the Poulsen simplex S (see Definition 12.56).
Let x0 ∈ S be arbitrary and y = 13 x + 23 x0 . If U is a closed convex neighborhood of
x not containing y, then there is no h ∈ Ac (S) such that khk ≤ 1, h(x) > 1 − 71 and
|h| < 17 on ext S \ U .
Indeed, assume that h is such a function. Since x0 ∈ / U and ext S is dense in S,
h(x0 ) ≤ 71 . Then
1 2 4
h(y) = h(x) + h(x0 ) ≥ .
3 3 21
Let {xn } be a sequence in ext S converging to y. Since all but finitely many points xn
are in X \ U , h(y) ≤ 71 . Thus we get a contradiction.

Exercise 8.79. Let X ⊂ Rd be a compact convex set such that {x} is a split face for
each x ∈ ext X. Prove that X is a simplex.
272 8 Choquet-like sets

Pnthat convex combinations of extreme points of X are

Hint. First we show Punique.
n
To
this end, let x = i=1 ai xi , where ai arePstrictly positive numbers with i=1 ai = 1
and xi are extreme points of X. If a := ni=2 ai ,

n
X
x = a1 x1 + a a−1 ai xi .
i=2

Since {x1 } is a split face and ni=2 a−1 ai xi is contained in the complementary face
P
{x1 }0 , there is only one possibility how to decompose x as a convex combination of
x1 and an element from {x1 }0 . Proceeding inductively we get that for any x ∈ X there
is only one possibility how to write it as a convex combination of extreme points.
Further we show that X has at most d + 1 extreme points. Assume that this is
not the case and {x0 , . . . , xd+1 } are distinct extreme points of X. Then they are not
affinely
Pd+1 independent, and thus there exist nonzero real numbers a0 , . . . , ad+1 with
Pd+1
i=0 ai = 0 such that i=0 ai xi = 0. We assume that a0 , . . . , aj are positive and
aj+1 , . . . , ad+1 are negative. If a := ji=0 ai , then
P

j
X d+1
X
a−1 ai xi = a−1 ai xi
i=0 i=j+1

are different convex combinations of extreme points expressing the same point. Hence
we have arrived to a contradiction with the first part of the proof.
Combining both parts together we get that ext X is finite and any x ∈ X can be
written uniquely as a convex combination of ext X. Thus X is a simplex.

Exercise 8.80. Find an example of a compact convex set X such that each extreme
point of X is a weak peak point and X is not a simplex.

Hint. Consider the compact space K := [0, 1] ∪ [2, 3] and the function space

n Z 1 Z 3 o
H := f ∈ C(K) : f (t) dt = f (t) dt ,
0 2

and let X := S(H). We denote by λ1 and λ2 Lebesgue measure on [0, 1] and [2, 3], re-
spectively. The set X is not a simplex since the point π(λ1 ) has two different measures
carried by ext X = φ(ChH (K)), namely φ] λ1 and φ] λ2 (here we use the notation and
results from Section 4.3).
On the other hand, if x ∈ K, ε > 0 and an open set U 3 x are given, it is not
difficult to construct a function f ∈ H such that f (x) = 0, 0 ≤ f ≤ 1 and f > 1 − ε
on K \ U . Hence any extreme point of X is a weak peak point.
 8.8 Notes and comments 273

8.8 Notes and comments

The presentation in this chapter closely follows the paper [322] by J. Lukeš, T. Mocek,
M. Smrčka and J. Spurný; however, the method of the proof of Theorem 8.62 is
analogous to the techniques used in the convex setting.
The notion of a split face was introduced by E. M. Alfsen and T. B. Andersen in [6]
and independently by F. Perdrizet in [370] and [371]. The measure theoretic charac-
terization of split faces in Theorem 8.5 can be found in E. M. Alfsen and T. B. Ander-
sen [7] (see also Theorem II.6.12 in E. M. Alfsen [5] and Theorem 2.10.9 in L. Asi-
mow and A. J. Ellis [24]). The idea of parallel faces appears in B. Hirsberg’s pa-
per [226]. Conditions (M) and (P) appeared under the labels (A.1) and (A.2); see, for
example, a paper by E. M. Alfsen and B. Hirsberg [8].
Theorem 8.32 is contained in C. J. K. Batty [32], the characterization of P -sets is in
[226], Theorem 2.12 or in Theorem 2.10.10 of [24]. Lemma 8.43 is an easier variant
of Theorem II.6.15 in [5] and Theorem 2.10.5 in [24] (see also E. M. Alfsen and
T. B. Andersen [6] and E.G. Effros [162]). Theorems 8.44 and Proposition 8.46 are
variants of Theorem II.6.18 and Corollary II.6.16 in [5] for general function spaces.
E. Størmer introduced the concept of an Archimedean face in [440] in the convex
setting. In [3], E. M. Alfsen gave a characterization of Archimedean faces which
suggested our definition in the framework of function spaces. Proposition 8.49 can
be found as Proposition II.5.17 in [5]. We do not know the answer to the following
question.

Problem 8.81. Let H be a closed function space on a compact space K and F ⊂ K

be a P -set. Is F Archimedean?

Section 8.5 is based upon E. Briem’s paper [92]. The central Section 8.6 combines
some techniques of A. J. Ellis and A. K. Roy [167] (see also Theorem 3.2.5 in [24]),
E. Briem [94] and E. G. Effros [163], [164]. We also mention another characterization
of simplices given by C. J. K Batty [33] which reads as follows:
A compact convex set X is a simplex if and only if there exists C > 0 such that,
whenever F ⊂ X is a closed extremal set, each positive f ∈ Ac (coF ) has a positive
extension g ∈ Ac (X) with kgk ≤ Ckf k.
Corollary 8.64 is a slightly more general version of Theorem 2.5 in R. E. Atalla
[25], where it is proved that for Markov simplicial function spaces (see Definition
6.43) the class of relatively H-exposed sets coincides with the class of closed Choquet
sets.
Exercises 8.77 and 8.78 are taken from C. H. Chu and B. Cohen [119].
Chapter 9
Topologies on boundaries

In this chapter we further explore families of H-extremal and Choquet sets and show
that they generate compact topologies on Choquet boundaries. The fact that these
topologies are typically non Hausdorff turns out to be a minor inconvenience. The first
section introduces the topologies σext and σmax generated by closed H-extremal and
H-maximally extremal sets. Theorem 9.10 shows that these topologies are Hausdorff
if and only if the Choquet boundary is closed.
Theorem 9.12 provides a key tool for introducing measures on Choquet boundaries
induced by maximal measures. This procedure is clarified by Theorem 9.19 which
shows that the induced measures are regular in some sense. As a consequence we
get that a bounded H-affine Baire function satisfies the barycentric calculus with re-
spect to the induced measures (see Corollary 9.20). Next we characterize functions
continuous with respect to the topologies σext (see Theorem 9.25) and σmax (see The-
orem 9.29).
Section 9.4 is devoted to a study of H-strongly universally measurable functions.
The main result, Theorem 9.36, proves that upper semicontinuous affine functions on
compact convex sets are measurable with respect to the completion of the induced
measure from Theorem 9.19 and that they satisfy the barycentric calculus with re-
spect to these measures. As a consequence we obtain that H-strongly universally
measurable functions satisfy the barycentric calculus with respect to these measures
(see Theorem 9.38).
The last section describes properties of the so-called facial topology generated by
M -sets. It turns out in Theorem 9.48 that facially continuous functions on Choquet
boundaries can be identified with the center of H (see Definition 9.46). In the case of
prime simplicial function spaces, there are no nonconstant facially continuous func-
tions (see Corollary 9.50).

9.1 Topologies generated by extremal sets

In the sequel, H is a function
S space on a compact space K 6= ∅. We recall from
Section 3.3 that M(H) = x∈K Mx (H) and r : M(H) → K is the barycentric
mapping.

Definition 9.1. Let M be a subset of M(H). We say that a universally measurable

set F ⊂ K is M-extremal, if µ(K \ F ) = 0 whenever µ ∈ M and r(µ) ∈ F .
 9.1 Topologies generated by extremal sets 275

Examples 9.2. (a) If M = {εx : x ∈ K}, then any universally measurable subset is
M-extremal.
(b) If M = M(H), then M-extremal sets are exactly H-extremal sets (see Defini-
tion 3.12).
(c) If M = M(H) ∩ Mmax (H), we get the family of H-maximally extremal sets.
Proposition 9.3. If M ⊂ M(H), then the family of all closed M-extremal sets is
stable with respect to arbitrary intersections and finite unions.
Proof. The proof follows by an easy verification from the definitions.

Proposition 9.4. The following assertions hold:

(a) If F is a closed H-convex set, then F is H-extremal if and only if F is H-
maximally extremal, and this is the case if and only if F is a closed Choquet
set.
(b) Any closed H-extremal or H-maximally extremal set intersects ChH (K).
Proof. We start the proof by noticing that a closed H-convex set F is H-extremal if
and only if F is a closed Choquet set, by definition. To finish the proof we have to
check that F is H-extremal provided it is H-maximally extremal. Let x ∈ F and
µ ∈ Mx (H) be given. We find an H-maximal measure ν with µ ≺ ν and use the
assumption to infer that ν ∈ M1 (F ). Since F is H-convex, Proposition 8.24 yields
spt µ ⊂ coH spt ν ⊂ F.
This concludes the proof of (a).
For the proof of (b), let F be a closed set in K. If F is an H-extremal set, the
assertion is proved in Proposition 3.15. If F is an H-maximally extremal set, we
consider the family
F := {H ⊂ F : H is nonempty closed H-maximally extremal}.
By compactness, there exists a minimal element (with respect to inclusion) H ∈ F.
If H is not a singleton, we find a function h ∈ H that is nonconstant on H. Then
H 0 := {x ∈ H : h(x) = max h(H)} is easily seen to be an H-maximally extremal
set. But this contradicts the minimality of H.
Hence H = {x} is a singleton, and this is the case if and only if x ∈ ChH (K).
This concludes the proof.

Definition 9.5 (Topologies generated by M-extremal sets). If M is a subset of the set

M(H), we define the following family of sets in ChH (K) as
{F ∩ ChH (K) : F is closed and M-extremal}. (9.1)
It follows from Proposition 9.3 that the family (9.1) is the collection of closed sets for
a topology on ChH (K). We denote this topology as τM .
276 9 Topologies on boundaries

Examples 9.6. (a) If M = {εx : x ∈ K}, then the topology τM is the original
topology on ChH (K).
(b) If M = M(H), we denote the resulting topology as σext .
(c) If M = M(H) ∩ Mmax (H), we write σmax for the resulting topology.

Proposition 9.7. Both σext and σmax are compact topologies on ChH (K) such that
one-point subsets of ChH (K) are closed.

Proof. Let M stand for M(H) or M(H) ∩ Mmax (H) and let σ stand for σext or
σmax . Since any point of ChH (K) is M-extremal, it is a σ-closed set. To check
the compactness of (ChH (K), σ), let {Hi : i ∈ I} be a family of σ-closed sets
in ChH (K) having the finite intersection property. Let Fi , i ∈ I, be closed M-
extremal sets with Hi = Fi ∩ ChHT(K), i ∈ I. Then {Fi } has the finite intersection
property as well, and hence F := i∈I Fi is a nonempty closed M-extremal set (see
Proposition 9.3). Thus
\ \

Hi = Fi ∩ ChH (K) = F ∩ ChH (K)
i∈I i∈I

is nonempty by Proposition 9.4. Hence ChH (K) is compact in σ as required.

Proposition 9.8. Let L be a closed H-maximally extremal set and G := {h|L : h ∈

H} be the restricted function space. Then the following assertions hold:
(a) if µ ∈ M+ (L), then µ is G-maximal if and only if it is H-maximal,
(b) ChG (L) = ChH (K) ∩ L,
(c) if H is simplicial, then G is simplicial.

Proof. For the proof of (a), let µ ∈ M+ (L) be an H-maximal measure. If ν ∈

M+ (L) with µ ≺G ν, then µ ≺H ν by Proposition 6.72. Hence µ = ν and µ is
G-maximal.
Conversely, let µ be a G-maximal measure on L. We pick an arbitrary f ∈ Kc (H)
and denote by (f |L )∗,G the upper envelope of f |L with respect to G.
For any x ∈ L we find a measure ν1 ∈ Mx (H) such that f ∗ (x) = ν1 (f ) (see
Lemma 3.21). If ν2 is an H-maximal measure with ν1 ≺H ν2 , then

f ∗ (x) = ν1 (f ) ≤ ν2 (f ) ≤ f ∗ (x).

Since L is H-maximally extremal, ν2 is carried by L. Hence f ∗ (x) = ν2 (f ) ≤

(f |L )∗,G (x). Obviously, (f |L )∗,G (x) ≤ f ∗ (x) for x ∈ L, and thus

µ(f ) = µ((f |L )∗,G ) = µ(f ∗ ).

Hence µ is H-maximal by Theorem 3.58.

 9.1 Topologies generated by extremal sets 277

To verify (b), let x ∈ ChG (L). Then εx is G-maximal, and thus H-maximal by
(a). It follows that x ∈ ChH (K). Since the reverse inclusion follows from Proposi-
tion 6.72(c), assertion (b) is proved.
Since (c) follows immediately from (a), the proof is finished.

Proposition 9.9. A set H ⊂ ChH (K) is σmax -closed if and only if H is relatively
closed in ChH (K) and H is H-maximally extremal.

Proof. Let H be a subset of ChH (K). If H is relatively closed and H is H-maximally

extremal, then H ∩ ChH (K) = H and H is σmax -closed by definition.
Assume that H is σmax -closed and let F ⊂ K be an H-maximally extremal set
such that H = F ∩ ChH (K). Let x ∈ H and an H-maximal measure µ ∈ Mx (H)
be arbitrary. We consider the restricted function space G := {h|F : h ∈ H}. Since
µ ∈ M1 (F ), µ is G-maximal by Proposition 9.8(a). By Proposition 3.64 and Propo-
sition 9.8(b), µ is carried by

ChG F = ChH (K) ∩ F = H.

Hence H is H-maximally extremal, which finishes the proof.

Theorem 9.10. The following assertions are equivalent:

(i) ChH (K) is closed,
(ii) σext is Hausdorff,
(iii) σmax is Hausdorff,
(iv) σext coincides with the original topology,
(v) σmax coincides with the original topology.

Proof. Let τ stand for the original topology on ChH (K). Obviously we have

σext ⊂ σmax ⊂ τ. (9.2)

We prove (i) =⇒ (iv) =⇒ (ii) =⇒ (iii) =⇒ (i) and (iv) =⇒ (v) =⇒ (iii).
If ChH (K) is closed, any τ -closed subset of ChH (K) is H-extremal and hence
σext -closed. Hence τ = σext , and thus (i) =⇒ (iv). Obviously, (iv) =⇒ (ii) and (ii)
=⇒ (iii) because of (9.2).
To verify (iii) =⇒ (i), assume that there exists x ∈ ChH (K) \ ChH (K). Let F
be the smallest closed H-maximally extremal set containing x (such a set exists by
virtue of Proposition 9.3). Then H := F ∩ ChH (K) is σmax -closed and nonempty by
Proposition 9.4(b). Moreover, H contains two different points, say x1 , x2 . We claim
that they cannot be separated by disjoint σext -open sets.
Indeed, assume that U1 , U2 are such sets. Let Fi , i = 1, 2, be closed H-maximally
extremal sets such that ChH (K) \ Ui = Fi , i = 1, 2. Then ChH (K) ⊂ F1 ∪ F2 .
We suppose that x ∈ F1 . By the minimality of F , F ⊂ F1 and thus x1 ∈ / F.
278 9 Topologies on boundaries

Analogously, x ∈ F2 implies x2 ∈ / F . In both cases we get a contradiction. Hence

σmax is not Hausdorff and (iii) =⇒ (i).
If σext = τ , then σext = σmax by (9.2). Hence (iv) =⇒ (v). Obviously, (v) =⇒
(iii), which finishes the proof.

Example 9.11. There exists a compact convex set X such that σext is strictly weaker
than σmax .
Proof. Let x0 , x2 , x2 be distinct points in [0, 1]. We identify (x0 , 0) and (x2 , 0) in
[0, 1]×[0, 21 ] and let K := p([0, 1]×[0, 12 ]), where p is the quotient mapping. We write
ω0 for the point p(x0 , 0) and identify K \ {ω0 } with [0, 1] × [0, 21 ] \ {(x0 , 0), (x2 , 0)}.
Let
H := {f ∈ C(K) : f (ω0 ) = tf (x1 , t) + (1 − t)f (x2 , t), t ∈ (0, 12 ],
Z
f (x1 , 0) + f (ω0 ) = 4 f (x, t) dx dt}.
K
Then H is a closed function space on K whose Choquet boundary equals K \ {ω0 }.
Let X stand for the state space of H and let φ : K → X be the homeomorphic
embedding from Definition 4.25. Let

H := {t(x1 , t) + (1 − t)(x2 , t) : t ∈ (0, 12 ]} and F := φ({ω0 } ∪ H).

Since any H-maximal measure representing ω0 is carried by H, using Proposition 9.9

we get that F is an Ac (X)-maximally extremal set and hence φ(H) is a σmax -closed
subset of X.
We show that φ(H) is not a σext -closed set in ext X. To this end, let C be a closed
extremal subset of X containing φ(ω0 ). Since C is a union of closed faces by Propo-
sition 2.69, there exists a closed face D ⊂ C containing φ(ω0 ). Since

φ(ω0 ) = tφ(x1 , t) + (1 − t)φ(x2 , t), t ∈ (0, 21 ],

C contains both φ(x1 , t) and φ(x2 , t) for each t ∈ (0, 12 ]. Since D is a face, we get
1
(φ(x1 , t) + φ(x2 , t)) ∈ D, t ∈ (0, 21 ],
2
as well. Thus 12 (φ(x1 , 0) + φ(ω0 )) ∈ D because D is closed. If µ = p] (2λ), where
λ is Lebesgue measure on [0, 1] × [0, 21 ], then 21 (φ(x1 , 0) + φ(ω0 )) is the barycenter
of φ] µ. Thus D, and consequently C, contains the support of φ] µ. Hence C ⊃ φ(K)
and F is not σext -closed.

9.2 Induced measures on Choquet boundaries

Theorem 9.12. Let H be a function space on a compact space K such that H =
Ac (H). Let {µn } be a sequence of H-maximal measures, {An } be a sequence of
 9.2 Induced measures on Choquet boundaries 279

Baire subsets of K and F ⊂ C(K) be a norm separable set. Then there exist a
metrizable compact space K 0 , a function space H0 on K 0 , a family F 0 ⊂ C(K 0 ), and
a continuous surjection ϕ : K → K 0 such that
(a) h ◦ ϕ ∈ H for every h ∈ H0 ,
(b) ϕ] µn is H0 -maximal, n ∈ N,
(c) ϕ(An ) is a Baire subset of K 0 and ϕ−1 (ϕ(An )) = An , n ∈ N,
(d) for every f ∈ F there exists f 0 ∈ F 0 so that f = f 0 ◦ ϕ.
Moreover, if H is simplicial, H0 can be chosen to be simplicial as well and then
Ac (H0 ) = H0 .

Proof. Given the objects as in the hypotheses, we find a dense countable subset D of
F. Next we select a countable family F 1 ⊂ C(K) such that each An is contained in
the σ-algebra generated by {f −1 (U ) : U ⊂ R open, f ∈ F 1 } (see Proposition A.48).
Without loss of generality we may assume that 1 ∈ F 1 . For each function f ∈ D ∪F 1
we find a countable family Hf ⊂ H such that f ∈ W(Hf ) − W(Hf ). Let
[
F 2 := Hf .
f ∈D∪F 1

Now we inductively construct countable families F k ⊂ H, k ≥ 3, as follows. Assume

that F k has been constructed for some k ≥ 2. Using Theorem 3.58, Proposition 3.25
and Theorem A.84 we construct a family F k+1 in such a way that
(e) F k ⊂ F k+1 ,
Pm
(f) i=1 qi fi ∈ F k+1 whenever m ∈ N, q1 , . . . , qm ∈ Q and f1 , . . . , fm ∈ F k ,
(g) for each function f ∈ −W(F k ), any measure µn and ε > 0, there exists a
function g ∈ W(F k+1 ) such that f ≤ g and µn (g − f ) < ε.
Finally, we define
∞
[
F ∞ := Fk
k=2

and ϕ : K → RN as
x 7→ {f (x)}f ∈F ∞ .
Then K 0 := ϕ(K) is a metrizable compact space and for any function f ∈ F ∞ there
exists a function gf ∈ C(K 0 ) such that f = gf ◦ ϕ. Let

H0 := {gf : f ∈ F ∞ }.

It follows from (f), that F ∞ is a linear space, hence H0 is a linear space as well.
Obviously, it contains constant functions and separates points of K 0 , so it is a function
space. Since F ∞ ⊂ H, h ◦ ϕ ∈ H for every h ∈ H0 , and (a) therefore holds.
280 9 Topologies on boundaries

In the next step we show that ϕ] µn is H0 -maximal for every n ∈ N. Let n ∈ N

be fixed and g ∈ −W(H0 ) be arbitrary. For a fixed ε > 0, we can find a function
f ∈ −W(F ∞ ) such that kf − g ◦ ϕk < ε. By (g), there exists f 0 ∈ W(F ∞ ) such
that f ≤ f 0 and µn (f 0 − f ) < ε. Let g 0 ∈ W(H0 ) satisfy g 0 ◦ ϕ = f 0 . Then g ≤ g 0
and
(ϕ] µn )(g) = µn (g ◦ ϕ) ≥ µn (f ) − ε
≥ µn (f 0 ) − 2ε = µn (g 0 ◦ ϕ) − 2ε
= (ϕ] µn )(g 0 ) − 2ε ≥ (ϕ] µn )(g ∗ ) − 2ε.

Hence ϕ] µn is H0 -maximal.
To verify (c) and (d), we notice that, by the construction, any function from D ∪ F 1
is contained in the closure of the family {g ◦ ϕ : g ∈ W(H0 ) − W(H0 )}. Hence any
function from D ∪ F 1 can be expressed as g ◦ ϕ for a suitable function g ∈ C(K 0 ).
From this observation the existence of the required family F 0 ⊂ C(K 0 ) as well as (c)
and (d) follow.
Moreover, if H is simplicial, we adjust the construction of the families F k , k ≥ 3,
in the following way. We moreover assure in the inductive step that the family F k+1
possesses the following property:
(h) for each f1 , −f2 ∈ −W(F k ) with f1 ≤ f2 there exists f ∈ F k+1 with f1 ≤ f ≤
f2 .
Then the resulting family F ∞ , and consequently H0 , possesses the weak Riesz in-
terpolation property, which yields that H0 is simplicial and that Ac (H0 ) = H0 (see
Theorem 6.16 and Exercise 6.78). This concludes the proof.

Lemma 9.13. Let (K, H), (K 0 , H0 ) be function spaces and let ϕ : K → K 0 be a

continuous surjection satisfying h0 ◦ ϕ ∈ H for any h0 ∈ H0 . Then ϕ−1 (F 0 ) is H-
extremal for any H0 -extremal set F 0 ⊂ K 0 . In particular, ChH0 (K 0 ) ⊂ ϕ(ChH (K)).

Proof. Set F := ϕ−1 (F 0 ), where F 0 ⊂ K 0 is a universally measurable H0 -extremal

set. Then F is universally measurable as well. Let x ∈ F and µ ∈ Mx (H) be given.
Then ϕ] µ ∈ Mϕ(x) (H0 ), and hence (ϕ] µ)(K 0 \ F 0 ) = 0. Thus µ(K \ F ) = 0.

Proposition 9.14. Let µ ∈ M+ (K) be a maximal measure. Then

(a) for any Baire set B ⊂ K,

µ(B) = sup{µ(F ) : F ⊂ B is Gδ , closed and H-extremal},

(b) for any G ⊂ K of type Gδ ,

µ(G) = sup{µ(F ) : F ⊂ B is Gδ , closed and H-extremal}.

 9.2 Induced measures on Choquet boundaries 281

Proof. Given a maximal measure µ ∈ M+ (K), a Baire set B ⊂ K and ε > 0, let
(K 0 , H0 ) and ϕ : K → K 0 be constructed as in Theorem 9.12. Then ϕ] µ, as an
H0 -maximal measure on a metrizable compact space K 0 , satisfies

(ϕ] µ)(ϕ(B)) = (ϕ] µ)(ϕ(B) ∩ ChH0 (K 0 )).

Using the regularity of ϕ] µ, we find a compact set F 0 ⊂ ϕ(B) ∩ ChH0 (K 0 ) such that

(ϕ] µ)(ϕ(B)) ≤ (ϕ] µ)(F 0 ) + ε.

By Example 8.9, F 0 is H0 -extremal. Then F := ϕ−1 (F 0 ) is H-extremal (see Lemma

9.13), of type Gδ and

µ(F ) = (ϕ] µ)(F 0 ) ≥ (ϕ] µ)(ϕ(B)) − ε = µ(B) − ε.

This finishes the proof of (a).

Let G ⊂ K be a Gδ set, say G = ∞
T
n=1 Gn , where the sets Gn are open in K.
If F is a closed subset of an open set U ⊂ K, we can find a closed Gδ set F 0 with
F ⊂ F 0 ⊂ U . Hence it follows from (a) that

µ(Gn ) = sup{µ(F ) : F ⊂ B is Gδ , closed and H-extremal}, n ∈ N.

For ε > 0 we find closed H-extremal sets Fn ⊂ Gn of type Gδ such that µ(Gn \Fn ) ≤
ε2−n . Then F := ∞
T
n=1 n is a closed H-extremal set of type Gδ with F ⊂ G, and
F
∞
[
µ(G \ F ) ≤ µ( (Gn \ Fn )) ≤ ε.
n=1

This concludes the proof.

Notation 9.15. Let Σ stand for the σ-algebra generated by the family consisting of all
Baire sets and closed H-extremal sets, and let Σ0 := {A ∩ ChH (K) : A ∈ Σ}.

Proposition 9.16. For any A ∈ Σ and any maximal measure µ ∈ M+ (K),

µ(A) = sup{µ(F ) : F ⊂ A closed H-extremal}

(9.3)
= sup{µ(F ) : F closed H-extremal, F ∩ ChH (K) ⊂ A}.

Proof. We define µ1 , µ2 : Σ → [0, ∞) as

µ1 (A) := sup{µ(F ) : F ⊂ A closed H-extremal},

µ2 (A) := sup{µ(F ) : F closed H-extremal, F ∩ ChH (K) ⊂ A},

for any A ∈ Σ. Obviously, µ1 ≤ µ and µ1 ≤ µ2 on Σ.

282 9 Topologies on boundaries

Let
T := {A ∈ Σ : µ1 (A) = µ(A), µ1 (K \ A) = µ(K \ A)}.
It follows from Proposition 9.14(a) that T contains all Baire sets. Further, any closed
H-extremal set is in T , by Proposition 9.14(b).
We show that T is an σ-algebra. Clearly, T is closed with respect to complements.
Let {An } be a sequence of sets in T and let A := ∞
S
n=1 An . For ε > 0 we find k ∈ N
such that µ(A \ kn=1 An ) < ε. For each n ∈ N we select closed H-extremal sets
S
Fn , Fn0 ⊂ K such that
Fn ⊂ An , Fn0 ⊂ K \ An and µ(An \ Fn ) + µ(K \ (An ∪ Fn0 )) < ε2−n .
Then
k
[ ∞
\
F := Fn and F 0 := Fn0
n=1 n=1
are closed H-extremal sets. Further, F ⊂ A, F0 ⊂ K \ A and
µ(A \ F ) + µ(K \ (A ∪ F 0 )) < 2ε + ε.
Hence A ∈ T , and T is a σ-algebra.
It follows that Σ = T , which proves the first equality in (9.3). To prove the second
equality, we have
µ2 (A) ≥ µ1 (A) = µ(A), A ∈ Σ. (9.4)
Let A ∈ Σ and F, F 0 be closed H-extremal set with
F ∩ ChH (K) ⊂ A and F 0 ∩ ChH (K) ⊂ K \ A.
We claim that F ∩ F 0 = ∅.
Indeed, assume that x ∈ F ∩ F 0 . Consider the function space G := {h|F ∩F 0 : h ∈
H}. Let λ be a G-maximal measure in Mx (G). By Propositions 3.64 and 9.8(b), λ is
carried by
ChG (F ∩ F 0 ) = ChH (K) ∩ F ∩ F 0 = ∅,
which is impossible. Hence F ∩ F 0 = ∅.
Given A ∈ Σ, let F be a closed H-extremal set with F ∩ ChH (K) ⊂ A. We fix
ε > 0 and find a closed H-extremal set F 0 ⊂ K \ A such that
µ(K \ A) − µ(F 0 ) < ε.
By the argument above, F ∩ F 0 = ∅. Thus
µ(F ) ≤ µ(K \ F 0 ) = µ(K) − µ(F 0 )
≤ µ(K) − µ(K \ A) + ε = µ(A) + ε.
Hence µ2 (A) ≤ µ(A) for each A ∈ Σ, which, in conjunction with (9.4), completes
the proof.
 9.2 Induced measures on Choquet boundaries 283

Corollary 9.17. If µ is maximal and A ∈ Σ disjoint from ChH (K), then µ(A) = 0.

Proof. This follows from (9.3) and Proposition 9.4(b).

Proposition 9.18. Let a measure µ ∈ M+ (K) satisfy

µ(A) = sup{µ(F ) : F ⊂ A is Gδ closed and H-extremal}, A ⊂ K Baire.

Then µ is H-maximal.

Proof. We verify condition (b) of Theorem 8.32; more precisely, we show that any
function
S h ∈ H is constant on Fx (H) for µ-almost all x ∈ K (we recall that Fx (H) =
ν∈Mx (H) spt ν). Let h ∈ H be arbitrary and let [a, b] be a closed interval in R.
BySthe assumption, there exist closed H-extremal sets Fn ⊂ h−1 ([a, b]) such that
∞ ∞
µ( n=1 Fn ) = µ(h−1 ([a, b])). For a point x ∈ n=1 Fn and ν ∈ Mx (H),
S

∞
[
spt ν ⊂ Fn ⊂ h−1 ([a, b]).
n=1

Hence, Fx (H) ⊂ h−1 ([a, b]) for µ-almost all x ∈ h−1 ([a, b]).
Thus there exists a set K 0 ⊂ K satisfying
• µ(K \ K 0 ) = 0,
• if x ∈ K 0 and [a, b] is a closed interval with rational endpoints such that x ∈
h−1 ([a, b]), then Fx (H) ⊂ h−1 ([a, b]).
It follows that, for any x ∈ K 0 , the function h is constant on Fx (H). Thus µ is
maximal.

Theorem 9.19. If µ ∈ M+ (K) is a maximal measure, then there exists a measure µ0

on (ChH (K), Σ0 ) such that

µ0 (A ∩ ChH (K)) = µ(A), A ∈ Σ. (9.5)

Moreover,

µ0 (A) = sup{µ0 (F ) : F ⊂ A is σext -closed}, A ∈ Σ0 ,

and

µ0 (F ) = inf{µ0 (B ∩ ChH (K)) : B ∩ ChH (K) ⊃ F, B is Baire in K},

for any σext -closed set F ⊂ ChH (K).

284 9 Topologies on boundaries

Proof. If µ is a maximal measure on K, it follows from Corollary 9.17 that µ0 de-

fined by (9.5) is a well-defined measure on Σ0 . Moreover, for A ∈ Σ we have, by
Proposition 9.16,

µ0 (A ∩ ChH (K)) = µ(A)

= sup{µ(F ) : F closed H-extremal, F ∩ ChH (K) ⊂ A ∩ ChH (K)}
= sup{µ0 (F 0 ) : F 0 σext -closed, F 0 ⊂ A ∩ ChH (K)}.

For a closed H-extremal set F ⊂ K,

µ0 (F ∩ ChH (K)) = µ(F ) = inf{µ(B) : B Baire, F ⊂ B}

≥ inf{µ0 (B ∩ ChH (K)) : B Baire, F ∩ ChH (K) ⊂ B ∩ ChH (K)}
≥ µ0 (F ∩ ChH (K)).

This proves the assertion.

Corollary 9.20. Let µ ∈ Mx (H) be a maximal measure and f be a bounded Baire

H-affine function. If µ0Ris the measure from Theorem 9.19, then f |ChH (K) is µ0 -
measurable and f (x) = ChH (K) f (t) dµ0 (t).

Proof. Given µ ∈ Mx (H) and f as in the corollary, we assume that 0 ≤ f ≤ 1. For

any t ∈ R, the set Ft := {y ∈ K : f (y) ≥ t} is a Baire set and

µ0 (Ft ∩ ChH (K)) = µ(Ft )

by Theorem 9.19.
Hence we get from Fubini’s theorem that
Z Z 1
f (x) = f (y) dµ(y) = µ(Ft ) dt
K 0
Z 1 Z
0
= µ (Ft ∩ ChH (K))) dt = f (y) dµ0 (y).
0 ChH (K)

This concludes the proof.

9.3 Functions continuous in σext and σmax topologies

Notation 9.21. We write τext for the topology on K whose closed sets are closed H-
extremal subsets of K and τmax for the topology on K whose closed sets are precisely
closed H-maximally extremal sets.

Then σext = τext |ChH (K) and σmax = τmax |ChH (K) .
 9.3 Functions continuous in σext and σmax topologies 285

Lemma 9.22. Let f : ChH (K) → [0, 1] be a σext -upper semicontinuous function.
Then there exist a closed H-extremal set K 0 ⊃ ChH (K) and a τext -upper semicontin-
uous function g : K 0 → [0, 1] that extends f .

Proof. Let f : ChH (K) → [0, 1] be σext -upper semicontinuous. We fix n ∈ N and
find closed H-extremal sets Fin , i = 0, . . . , 2n − 1, such that

Fin ∩ ChH (K) = {x ∈ ChH (K) : f (x) ≥ i2−n }, i = 0, . . . , 2n − 1.

S2n −1
Let Kn := i=0 Fin and

gn (x) := sup (i + 1)2−n cFin (x), x ∈ Kn .

i=0,...,2n −1

Then Kn ⊃ ChH (K) is a closed H-extremal set and gn , as a finite supremum of

τext -upper semicontinuous functions, is τext -upper semicontinuous.
By this procedure we get τext -upper semicontinuous functions gn defined on closed
H-extremal −n
0
T∞ sets Kn ⊃ ChH (K) such that f ≤ gn ≤ f + 2 on ChH (K). By setting
K := n=1 Kn we get a closed H-extremal set containing ChH (K).
Then
g(x) := inf gn (x), x ∈ K 0 ,
n∈N

is a τext -upper semicontinuous function extending f .

Lemma 9.23. Let K 0 be a closed H-extremal set containing ChH (K) and g : K 0 → R
a τext -upper semicontinuous function such that g = 0 on ChH (K). Then g ≤ 0 on
K 0 and there exists a closed H-extremal set K 00 ⊂ K 0 containing ChH (K) such that
g = 0 on K 00 .

Proof. Assume that sup g(K 0 ) > 0. Since g is upper semicontinuous, g attains its
maximum on K 0 . Then there exists a closed H-extremal set F ⊂ K such that

F ∩ K 0 = {y ∈ K 0 : g(y) = max g(K 0 )}.

Since K 0 is H-extremal, F ∩ K 0 is a nonempty closed H-extremal set disjoint from

ChH (K), a contradiction with Proposition 3.15.
For the proof of the second part, let Fn ⊂ K be closed H-extremal sets such that

g −1 ([−n−1 , ∞)) = Fn ∩ K 0 , n ∈ N.

Then F := ∞ 00
T
n=1 Fn is a closed H-extremal set containing ChH (K), and thus K :=
0
K ∩ F is the required set.

Proposition 9.24. Let K 0 ⊃ ChH (K) be a closed H-extremal set and g : K 0 → R be

a τext -continuous function. Then
286 9 Topologies on boundaries

(a) for every x ∈ K 0 and µ ∈ Mx (H), g = g(x) µ-almost everywhere on K 0 ,

(b) for every continuous function h : R → R, every x ∈ K 0 and µ ∈ Mx (H), we
have Z Z
h(g(x)) = h(g(y)) dµ(y) = h(g(y)) dµ0 (y),
K ChH (K)

where µ0 is the induced measure from Theorem 9.19.

Proof. Let g : K 0 → R be a τext -continuous function on a closed H-extremal set

K 0 ⊃ ChH (K). For any closed set H ⊂ R, g −1 (H) is a closed H-extremal set. Thus
if x ∈ K 0 and µ ∈ Mx (H), then µ is carried by {y ∈ K 0 : g(y) = g(x)}. In other
words, g = g(x) µ-almost everywhere. This shows (a).
If h : R → R is a continuous function, x ∈ K 0 and µ ∈ Mx (H), then F :=
{y ∈ K 0 : g(y) = g(x)} is a closed H-extremal set of µ-measure 1. Thus µ0 (F ∩
ChH (K)) = µ(F ) and
Z Z Z
h(g(y)) dµ(y) = h(g(y)) dµ(y) = h(g(y)) dµ0 (y)
K F F ∩ChH (K)
Z
= h(g(x)) dµ0 (y) = h(g(x)).
F ∩ChH (K)

This completes the proof.

Theorem 9.25. Let f : ChH (K) → R. Then the following assertions are equivalent:
(i) f is σext -continuous.
(ii) there exist a closed H-extremal set K 0 ⊃ ChH (K) and a τext -continuous func-
tion g : K 0 → R extending f .

Proof. Let f : ChH (K) → R be σext -continuous. By the compactness of ChH (K)
in σext , f is bounded. Using Lemma 9.22, we find closed H-extremal sets K1 , K2
containing ChH (K), a τext -lower semicontinuous function g1 : K1 → R and a τext -
upper semicontinuous function g2 : K2 → R that extend f .
Then K1 ∩ K2 is a closed H-extremal set containing ChH (K). By Lemma 9.23,
there exists a closed H-extremal set K 0 ⊂ K1 ∩ K2 containing ChH (K) such that
g1 = g2 on K 0 . Then g := g1 |K 0 is the sought extension. This proves (i) =⇒ (ii).
Conversely, if g : K 0 → R is a τext -continuous function on a closed H-extremal set
0
K containing ChH (K), then f := g|ChH (K) is σext -continuous. Indeed,

f −1 (H) = g −1 (H) ∩ ChH (K)

is σext -closed for any closed H ⊂ R. Hence (ii) =⇒ (i).

Lemma 9.26. Let f : ChH (K) → [0, 1] be a σmax -upper continuous function. Then
there exists a τmax -upper semicontinuous function g : ChH (K) → [0, 1] extending f .
 9.3 Functions continuous in σext and σmax topologies 287

Proof. The proof is similar to that of Lemma 9.22. Let f : ChH (K) → [0, 1] be
σmax -upper semicontinuous function. We fix n ∈ N and define

Fin := {x ∈ ChH (K) : f (x) ≥ i2−n }, i = 0, . . . , 2n − 1.

By Proposition 9.9, each Fin is an H-maximally extremal set. We define gn : ChH (K)
→ [0, 1] as
gn := sup (i + 1)2−n cFin .
i=0,...,2n −1

Then gn , as a supremum of finitely many τmax -upper semicontinuous functions, is

τmax -upper semicontinuous as well.
By this procedure we get a sequence {gn } of τmax -upper semicontinuous functions
on ChH (K) such that f ≤ gn ≤ f + 2−n on ChH (K).
Hence
g(x) := inf gn (x), x ∈ ChH (K),
n∈N

is a τmax -upper semicontinuous function extending f .

Lemma 9.27. Let g : ChH (K) → [0, ∞) be a τmax -upper semicontinuous function
such that g = 0 on ChH (K). Then g = 0 on ChH (K).
Proof. Let g : ChH (K) → [0, ∞) be τmax -upper semicontinuous and assume that
g(x) > δ > 0 at some point x ∈ ChH (K). Then

{y ∈ ChH (K) : g(y) ≥ δ}

is a nonempty closed H-maximally extremal set that does not intersect ChH (K), a
contradiction with Proposition 9.4(b). Since g ≥ 0 by upper semicontinuity, the proof
is finished.

Proposition 9.28. Let g : ChH (K) → R be a τmax -continuous function. Then

(a) for every x ∈ ChH (K) and µ ∈ Mx (H) ∩ Mmax (H), g = g(x) µ-almost
everywhere on ChH (K),
(b) for every continuous function h : R → R, every x ∈ ChH (K) and µ ∈ Mx (H) ∩
Mmax (H), we have Z
h(g(x)) = h(g(y)) dµ(y).
K

Proof. Let g : ChH (K) → R be a τmax -continuous function and H be a closed set
in R. Then g −1 (H) is a closed H-maximally extremal set. If x ∈ ChH (K) and
µ ∈ Mx (H) ∩ Mmax (H), then µ is carried by

{y ∈ ChH (K) : g(y) = g(x)}.

Hence g = g(x) µ-almost everywhere. This shows (a).

288 9 Topologies on boundaries

If h : R → R is a continuous function, x ∈ ChH (K) and µ ∈ Mx (H)∩Mmax (H),

then F := {y ∈ ChH (K) : g(y) = g(x)} is a closed H-maximally extremal set of
µ-measure 1. Thus
Z Z
h(g(y)) dµ(y) = h(g(y)) dµ(y) = h(g(x)).
K F

The proof is complete.

Theorem 9.29. Let f : ChH (K) → R. Then the following assertions are equivalent:
(i) f is σmax -continuous,
(ii) there exists a continuous function g : ChH (K) → R extending f such that
for every x ∈ ChH (K) and µ ∈ Mx (H) ∩ Mmax (H), g = g(x) µ-almost
everywhere.
R
Moreover, if g is the extension of f , then h(g(x)) = K h(g(y)) dµ(y) for each x ∈
ChH (K), µ ∈ Mx (H) ∩ Mmax (H) and h : R → R continuous.

Proof. To show (i) =⇒ (ii), let f : ChH (K) → R be a σmax -continuous function.
Since ChH (K) is σmax -compact, f is bounded. By Lemma 9.26, there exist bounded
functions g1 , g2 : ChH (K) → R such that
• g1 = f = g2 on ChH (K),
• g1 , −g2 are τmax -lower semicontinuous.
Since τmax is weaker than the original topology, g1 , −g2 are lower semicontinuous.
Hence g1 ≤ g2 on ChH (K). By Lemma 9.27, g := g1 = g2 on ChH (K) is a τmax -con-
tinuous extension of f . By Proposition 9.28, g possesses the property required in (ii).
Conversely, let g : ChH (K) → R be as in (ii). We show that F := g −1 ([a, b])
is H-maximally extremal for each closed interval [a, b] ⊂ R. For x ∈ F and µ ∈
Mx (H) ∩ Mmax (H), µ is carried by the set {y ∈ ChH (K) : g(y) = g(x)}. Hence µ
is carried by F and F is H-maximally extremal. Thus g|ChH (K) is σmax -continuous.
The last part of theorem follows from the fact that a function g satisfying condition
(ii) is τmax -continuous, and hence Proposition 9.28 applies.

9.4 Strongly universally measurable functions

Definition 9.30. If H is a function space on a compact space K, a function f on K is
called H-strongly universally measurable, if for each µ ∈ M1 (K) and ε > 0 there
exist bounded lower semicontinuous functions g, −h in H⊥⊥ such that h ≤ f ≤ g
and µ(g) − µ(h) < ε.
If X is a compact convex set, we call Ac (X)-strongly universally measurable func-
tions just strongly universally measurable.
 9.4 Strongly universally measurable functions 289

Proposition 9.31. Any H-strongly universally measurable function is in H⊥⊥ and any
bounded semicontinuous function from H⊥⊥ is H-strongly universally measurable.
Proof. If f is H-strongly universally measurable, then f is obviously universally mea-
surable and bounded. Given µ, ν ∈ M1 (K) with µ − ν ∈ H⊥ and ε > 0, let g, h be
as in Definition 9.30. Then the inequalities

µ(f ) ≤ µ(g) ≤ µ(h) + ε = ν(h) + ε ≤ ν(f ) + ε and

µ(f ) ≥ µ(h) ≥ µ(g) − ε = ν(g) − ε ≥ ν(f ) − ε

show that f ∈ H⊥⊥ .

Let f be a bounded lower semicontinuous function contained in H⊥⊥ . By Propo-
sition 5.42(b), f is the supremum of an up-directed family of functions from H that
are smaller than f . Hence for any measure µ ∈ M1 (K) and ε > 0, we can find h ≤ f
in H such that µ(f − h) < ε. Thus f is H-strongly universally measurable.

Proposition 9.32. Let X be a compact convex set. Then a function f on X is strongly

universally measurable if and only if for each x ∈ X and ε > 0 there exist lower
semicontinuous affine functions g, −h such that h ≤ f ≤ g and g(x) − h(x) < ε.
In particular, f is strongly affine.
Proof. Necessity of the condition is obvious. To show sufficiency, let f satisfy the
condition and µ ∈ M1 (X) and ε > 0 be given. Let g, −h be lower semicontinuous
affine functions such that h ≤ f ≤ g and g(r(µ)) − h(r(µ)) < ε. By Proposition 4.7
and Lemma 4.5, both g and h are strongly affine and hence bounded. Thus both
functions are in Ac (X)⊥⊥ . Finally,

µ(g) − µ(h) = g(r(µ)) − h(r(µ)) < ε,

as required.
From the considerations above it also follows that µ(f ) = f (r(µ)), and f is
strongly affine.

Proposition 9.33. Let H be a function space on a compact space K, X := S(H)

and I be the mapping from Corollary 5.41. Then a function f on K is H-strongly
universally measurable if and only if If is strongly universally measurable on X.
Proof. If f is H-strongly universally measurable, s ∈ X and ε > 0, let µ ∈ M1 (K)
be such that π(µ) = s (see Definition 4.25). Let g, h be functions given by Defini-
tion 9.30. Then Ig, −Ih are lower semicontinuous affine functions by Corollary 5.41,
Ig ≤ If ≤ Ih and by Definition 5.38

Ih(s) − Ig(s) = µ(g) − µ(h) < ε.

Hence If is strongly universally measurable by Proposition 9.32.

290 9 Topologies on boundaries

Conversely, let If be strongly universally measurable. Given µ ∈ M1 (K) and

ε > 0, let g, −h be lower semicontinuous affine functions on X such that f ≤ If ≤ g
and g(π(µ)) − h(π(µ)) < ε. Then I −1 g, I −1 h are lower semicontinuous functions in
H⊥⊥ by Corollary 5.41, I −1 g ≤ f ≤ I −1 h and

µ(I −1 g) − µ(I −1 h) = g(π(µ)) − h(π(µ)) < ε.

This concludes the proof.

Notation 9.34 (Completion of induced measures). If µ is an H-maximal measure,

let µ0 be the induced measure on (ChH (K), Σ0 ) from Theorem 9.19. We denote by
(ChH (K), Σ00 , µ00 )) the completion of the measure space (ChH (K), Σ0 , µ0 ).

Lemma 9.35. Let h1 , h2 be bounded affine functions on a compact convex set X with
h1 ≤ h2 . Let Γ := {(x, t) ∈ X × R : h1 (x) ≤ t ≤ h2 (x)} and let π : X × R → X
be the projection.
(a) We have

ext Γ = {(x, h1 (x)) : x ∈ ext X} ∪ {(x, h2 (x)) : x ∈ ext X}.

(b) If h1 , −h2 are lower semicontinuous, then for each x ∈ X, µ ∈ Mx (X) and
t ∈ [h1 (x), h2 (x)] there exists ν ∈ M1 (Γ) such that π] ν = µ and ν ∈ M(x,t) (Γ).
(c) If h1 , −h2 are lower semicontinuous, then for each x ∈ X, a maximal measure
µ ∈ Mx (X) and t ∈ [h1 (x), h2 (x)] there exists a maximal measure ν ∈ M1 (Γ)
such that π] ν = µ and ν ∈ M(x,t) (Γ).

Proof. Assertion (a) follows by a straightforward verification. To show (b), let µ ∈

Mx (X) be given. We assume first that h1 , h2 are continuous. Then the graph

gr hi := {(x, hi (x)) : x ∈ X}, i = 1, 2,

is a compact convex set such that π : gr hi → X is an affine homeomorphism. Hence

there exist measures νi ∈ M1 (gr hi ), i = 1, 2, such that π] νi = µ and r(νi ) =
(x, hi (x)), i = 1, 2. Let α ∈ [0, 1] be such that t = αh1 (x) + (1 − α)h2 (x). Then

ν := αν1 + (1 − α)ν2 ∈ M1 (Γ)

satisfies π] ν = µ and (x, t) is the barycenter of ν.

Assume now that h1 , −h2 are lower semicontinuous. By Proposition 4.12, h1
is a supremum of a bounded up-directed family F 1 of affine continuous functions.
Similarly, h2 = inf F 2 for a bounded down-directed family F 2 ⊂ Ac (X). For each
f1 ∈ F 1 , f2 ∈ F 2 , let

Γf1 ,f2 := {(x, t) ∈ X × R : f1 (x) ≤ t ≤ f2 (x)}.

 9.4 Strongly universally measurable functions 291

Then Γ ⊂ Γf1 ,f2 and thus we may use the first part to deduce that
µ ∈ π] (M(x,t) (Γf1 ,f2 )).
Since \
Γ= {Γf1 ,f2 : f1 ∈ F 1 , f2 ∈ F 2 }
and the latter family is down-directed,
\
M(x,t) (Γ) = {M(x,t) (Γf1 ,f2 ) : f1 ∈ F 1 , f2 ∈ F 2 }
and the latter family is down-directed as well.
By compactness and the continuity of π] , Proposition A.40 yields
\
π] (M(x,t) (Γ)) = {π] (M(x,t) (Γf1 ,f2 )) : f1 ∈ F 1 , f2 ∈ F 2 },
and thus
µ ∈ π] (M(x,t) (Γ)).
To verify (c), let µ ∈ Mx (X) be a maximal measure. Using (b) we find λ ∈
M(x,t) (Γ) with π] λ = µ. Let ν ∈ M1 (Γ) be a maximal measure with λ ≺ ν. Then
ν ∈ M(x,t) (Γ) and µ ≺ π] ν.
Indeed, if k is a continuous convex function on X, k ◦ π is a continuous convex
function on Γ. Hence
µ(k) = π] λ(k) = λ(k ◦ π) ≤ ν(k ◦ π) = π] ν(k).
Since µ is maximal, π] ν = µ. This finishes the proof.

Theorem 9.36. Let f be a lower semicontinuous affine function on a compact con-

vex set X. If µ ∈ M1 (X) is a maximal measure, let µ00 denote the measure from
Notation 9.34.
Then f |ext X is µ00 -measurable and f (r(µ)) = ext X f (t) dµ00 (t).
R

Proof. Since f is bounded (see Proposition 4.7 and Lemma 4.5), we may assume that
f is a lower semicontinuous function on X with 0 ≤ f < 1. Let
Γ := {(x, t) ∈ X × R : f (x) ≤ t ≤ 1}.
Using Lemma 9.35(c), we find a maximal measure ν ∈ M1 (Γ) such that
π] ν = µ and r(ν) = (x, f (x)).
We claim that the set gr f is a Gδ face of Γ and gr 1 = {(x, 1) : x ∈ X} is a closed
face of Γ. To verify this, we first notice that both sets are obviously faces of Γ and
gr 1 is closed. Since
∞ n
\ 1o
gr f = (x, t) ∈ Γ : f (x) ≤ t < f (x) +
n
n=1
292 9 Topologies on boundaries

and the sets on the right-hand side are open in Γ by the lower semicontinuity of f ,
gr f is of type Gδ in Γ.
Further, ν(gr f ) = 1. To see this, we consider a positive continuous affine function
F on Γ defined as
F (x, t) := t − f (x), (x, t) ∈ Γ.
Then Z
0 = F (x, f (x)) = F (r(ν)) = F (y, s) dν(y, s).
Γ
Hence F = 0 ν-almost everywhere, and thus

ν(gr f ) = 1. (9.6)

Let a ∈ R be arbitrary. We denote

E := {y ∈ X : f (y) ≤ a}, E 0 := E ∩ ext X,

F := {y ∈ X : f (y) > a}, F 0 := F ∩ ext X.

Our aim is to prove that both E 0 and F 0 are µ00 -measurable. Let (µ0 )∗ and (µ0 )∗ denote
the outer and inner measure on ext X induced by µ0 , respectively.
We first notice that Proposition 9.14(b) and Theorem 9.19 applied to the open set
F give

µ(F ) = sup{µ(D) : D ⊂ F is closed, Baire and H-extremal}

= sup{µ0 (D ∩ ext X) : D ⊂ F is closed, Baire and H-extremal} (9.7)
≤ (µ0 )∗ (F 0 ).

The most important step of the proof is the following claim.

Claim. We have µ(E) ≤ (µ0 )∗ (E 0 ).

Proof of the claim. Obviously we may assume that 0 ≤ a < 1. Since gr f is a Gδ set
in Γ, Proposition 9.14 yields the existence of a closed extremal set D1 ⊂ Γ such that

D1 ⊂ gr f and ν(D1 ) > 1 − ε.

Let
G := {(x, t) ∈ Γ : t ≤ a}, G0 := G ∩ ext Γ.
Then
G0 = G ∩ ext gr f
and
E = π(G), E 0 = π(G0 ).
 9.4 Strongly universally measurable functions 293

Since G is a closed Gδ set, Theorem 9.19 provides a closed extremal set D2 ⊂ Γ such
that

D2 ∩ ext Γ ⊂ G ∩ ext Γ = G0 and ν(D2 ) = ν 0 (D2 ∩ ext Γ) > ν 0 (G0 ) − ε.

Then
D := D1 ∩ D2
is a closed extremal set in Γ contained in gr f such that

ν(D) > ν(G) − 2ε. (9.8)

Since π : gr f → X is an affine bijection, π(D) is an extremal set in X. Moreover,

it is closed by the continuity of π. From (9.8) we get

µ(π(D)) = ν(π −1 (π(D))) = ν(π −1 (π(D)) ∩ gr f )

= ν(D) > ν 0 (G0 ) − 2ε.

Since π(D) ∩ ext X ⊂ E 0 , we get

(µ0 )∗ (E 0 ) ≥ µ0 (π(D) ∩ ext X) = µ(π(D)) > ν 0 (G0 ) − 2ε. (9.9)

Since G is a Baire set, we get

ν 0 (G0 ) = ν(G) ≤ ν(π −1 (π(G)))

= ν(π −1 (π(G)) ∩ gr f )
= ν(G ∩ gr f ) ≤ ν(G).

This implies
µ(E) = ν(π −1 (E)) = ν(π −1 (π(G))) = ν 0 (G0 ). (9.10)
From (9.9) and (9.10) we get

(µ0 )∗ (E 0 ) ≥ ν 0 (G0 ) − 2ε = µ(E) − 2ε.

Hence
(µ0 )∗ (E 0 ) ≥ µ(E)
as required.

It follows from the claim that the set F 0 is µ00 -measurable. Indeed, the claim, along
with (9.7), yields

(µ0 )∗ (F 0 ) = 1 − (µ0 )∗ (E 0 ) ≤ 1 − µ(E) = µ(F ) ≤ (µ0 )∗ (F 0 ),

which implies µ00 -measurability of F 0 . Moreover, µ00 (F 0 ) = µ(F ).

294 9 Topologies on boundaries

Thus f is µ00 -measurable and to finish the proof we need to verify the barycentric
formula. To this end, let
Fa := {y ∈ X : f (y) > a}, Fa0 := Fa ∩ ext X, a ∈ R.
By the first part of the proof,
µ00 (Fa0 ) = µ(Fa ), a ∈ R.
Since µ(f ) = f (x) by Proposition 4.7, Fubini’s theorem gives
Z Z 1
f (x) = f (y) dµ(y) = µ(Fa ) da
X 0
Z 1 Z
= µ00 (Fa0 ) da = f (y) dµ00 (y).
0 ext X
This concludes the proof.

Lemma 9.37. Let H be a function space on a compact space K, X := S(H) be

its state space and φ : K → X be the evaluation mapping as in Definition 4.25.
For a measure µ ∈ Mmax (H), let µ00 be the induced measure on ChH (K) as in
Notation 9.34. Similarly, let (φ] µ)00 be the induced measure on ext X. We write
Σ00 (ChH (K)) or Σ00 (ext X) for the respective σ-algebras. If φ0 : ChH (K) → ext X
denotes the restriction of φ, then
• φ0 : (Ch (K), Σ00 (Ch (K))) → (ext X, Σ00 (ext X)) is measurable; that is,
H H
(φ0 )−1 (A) ∈ Σ00 (ChH (K)) for any A ∈ Σ00 (ext X),
• (φ µ)00 = (φ0 ) µ00 .
] ]

Proof. Given the objects as in the statement of the lemma, let Σ(K) and Σ0 (ChH (K))
stand for the σ-algebras from Notation 9.15, where K indicates their relevance to the
space K. Analogously, we write Σ(X) and Σ0 (ext X) for the respective σ-algebras on
X. Now (ChH (K), Σ00 (ChH (K)), µ00 ) denotes the completion of the measure space
(ChH (K), Σ0 (ChH (K), µ0 )), and (ext X, Σ00 (ext X), (φ] µ)00 ) denotes the completion
of (ext X, Σ0 (ext X), (φ] µ)0 ).
First we notice that
(φ0 )−1 (A ∩ ext X) = φ−1 (A) ∩ ChH (K), A ⊂ X. (9.11)
Clearly, φ−1 (A) is a Baire set in K for any Baire set A ⊂ X and φ−1 (A) is a closed
H-extremal set for any closed extremal set A ⊂ X (see Lemma 8.10). By (9.11),
(φ0 )−1 (A0 ) ∈ Σ0 (ChH (K)), A ∈ Σ0 (ext X).
From this it follows that
φ0 : (ChH (K), Σ0 (ChH (K))) → (ext X, Σ0 (ext X))
is measurable.
 9.4 Strongly universally measurable functions 295

Further, for any A ∈ Σ(X), we get from Theorem 9.19 and (9.11) that

(φ] µ)00 (A ∩ ext X) = (φ] µ)(A) = µ(φ−1 (A))

= µ00 (φ−1 (A) ∩ ChH (K))
= µ00 ((φ0 )−1 (A ∩ ext X))
= ((φ0 )] µ00 )(A ∩ ext X).
Hence
((φ0 )] µ00 )(A) = (φ] µ)00 (A), A ∈ Σ0 (ext X). (9.12)
It follows from (9.12) that, for any N ∈ Σ00 (ext X) with (φ] µ)00 (N ) = 0,

(φ0 )−1 (N ) ∈ Σ00 (ChH (K)) and µ00 ((φ0 )−1 (N )) = 0.

Hence
((φ0 )] µ00 )(A) = (φ] µ)00 (A), A ∈ Σ00 (ext X),
which is nothing else than the desired result

(φ0 )] µ00 = (φ] µ)00 .

This concludes the proof.

Theorem 9.38. Let H be a function space on a compact space K and f be an H-

strongly universally measurable function. If µ ∈ Mmax (H) and µ00 is the measure
from Notation 9.34, the function f |ChH (K) is µ00 -measurable and
Z
µ(f ) = f (y) dµ00 (y).
ChH (K)

In particular, if µ H-represents a point x ∈ K, then

Z
f (x) = f (y) dµ00 (y).
ChH (K)

Proof. Let f be as in the hypotheses and µ ∈ M1 (K) be maximal. Let X := S(H)

be the state space of H and let I be the mapping from Corollary 5.41.
First we show that If |ext X is (φ] µ)00 -measurable (here (φ] µ)00 is the measure on
ext X given by Notation 9.34). By Proposition 9.33, If is strongly universally mea-
surable. Hence, there exist lower semicontinuous affine functions gn , −hn on X,
n ∈ N, such that

hn ≤ If ≤ gn and (φ] µ)(gn − hn ) < n−1 .

We define
an := h1 ∨ · · · ∨ hn , bn := g1 ∧ · · · ∧ gn , n ∈ N.
296 9 Topologies on boundaries

Then
sup an ≤ f ≤ inf bn ,
n∈N n∈N

and by Theorem 9.36 we can write

Z
0≤ ( inf bn (y) − sup an (y)) d(φ] µ)00 (y)
ext X n∈N n∈N
Z
= lim (bn (y) − an (y)) d(φ] µ)00 (y)
n→∞ ext X

≤ lim sup(φ] µ)(gn − hn )

n→∞

= 0.

Hence If |ext X is (φ] µ)00 -measurable and

hn (r(φ] µ)) = (φ] µ)00 (hn |ext X ) ≤ (φ] µ)00 (If |ext X )
≤ (φ] µ)00 (gn |ext X ) = gn (r(φ] µ)), n ∈ N,

gives
(φ] µ)00 (If |ext X ) = If (r(φ] µ)) = µ(f ).
Let φ0 : ChH (K) → ext X be the restriction of φ. By the first part of the proof, If
is (φ] µ)00 -measurable. Lemma 9.37 yields

(φ] µ)00 = (φ0 )] µ00 ,

and thus the function If |ext X is (φ0 )] µ00 -measurable. Hence

Z
µ(f ) = If (r(φ] µ)) = If (s) d(φ] µ)00 (s)
ext X
Z Z
0 00
= If (s) d((φ )] µ )(s) = If (φ0 (y)) dµ00 (y)
ext X ChH (K)
Z
= f (y) dµ00 (y),
ChH (K)

which is the desired conclusion.

Since the particular assertion obviously follows from the general one, the proof is
finished.

9.5 Facial topology generated by M -sets

This section studies properties of the topology generated by M -sets (see Defini-
tion 8.40).
 9.5 Facial topology generated by M -sets 297

Proposition 9.39. The family of all M -sets is closed with respect to taking arbitrary
intersections and H-convex hulls of finite unions.

Proof. Let F be a family of M -sets and F := F ∈F F . Given µ ∈ H⊥ ∩ Mbnd (H)

T
and h ∈ H positive,
T let F 0 stand for the family of all intersections of finite families in
F. Then F = F ∈F 0 F and

(µ|F )(h) = µ( inf 0 cF h) = inf 0 (µ|F )(h)

F ∈F F ∈F

by Theorem A.84. Hence it is enough to show that F possesses condition (M) when
F is finite. By a simple induction, it follows that we need to verify that F1 ∩ F2
satisfies condition (M) whenever both F1 and F2 do. But this is obvious, because
µ|F1 ∈ H⊥ ∩ Mbnd (H) and hence

µ|F1 ∩F2 (h) = (µ|F1 )|F2 (h) = 0.

Let F1 , F2 be M -sets and let F := coH (F1 ∪ F2 ). We first verify that F satisfies
condition (M). To this end, let µ ∈ H⊥ ∩ Mbnd (H) and h ∈ H be given. Then

µ|F1 ∪F2 (h) = µ|F1 (h) + µ|F2 (h) − µ|F1 ∩F2 (h) = 0,

because F1 ∩ F2 is an M -set. Hence F = coH (F1 ∪ F2 ) satisfies condition (M) by

Proposition 8.34.
To finish the proof, we have to verify that F is H-extremal. To this end, let
x ∈ F and µ ∈ Mx (H) be given. By Proposition 8.18, there exists a measure
µ1 ∈ Mx (H) ∩ M1 (F1 ∪ F2 ). Let µ2 be an H-maximal measure with µ1 ≺ µ2 .
Since F1 ∪ F2 is H-extremal (see Proposition 9.3), cF1 ∪F2 is H-convex and hence, by
Proposition 3.56,
1 = µ1 (F1 ∪ F2 ) ≤ µ2 (F1 ∪ F2 ).
Hence µ2 is carried by F1 ∪ F2 as well.
Let ν be an H-maximal measure with µ ≺ ν. Then µ2 − ν ∈ H⊥ ∩ Mbnd (H), and
thus
(µ2 − ν)|F1 ∪F2 (1) = 0.
In other words,
1 = µ2 (F1 ∪ F2 ) = ν(F1 ∪ F2 ).
Hence ν is carried by F1 ∪ F2 . Finally, from Proposition 8.24 we get

spt µ ⊂ coH spt ν ⊂ F.

This finishes the proof.

298 9 Topologies on boundaries

Definition 9.40 (Facial topology). It follows from Propositions 9.39 and 8.30(b) that
the family
{F ∩ ChH (K) : F is an M -set}
defines the family of closed sets for a topology on ChH (K). We call it the facial
topology and denote it σfac .

In general, the topology σfac is not Hausdorff.

Proposition 9.41. The topology σfac is compact.

Proof. Let {Fi }i∈I be a family of M -sets such that {Fi ∩ ChH (K)}i∈I has the finite
intersectionTproperty. Then {Fi }i∈I has the finite intersection property as well, and
thus F := i∈I Fi is a nonempty M -set (see Proposition 9.39). Since F ∩ChH (K) 6=
∅ (see Proposition 9.4(b)), we get
\
(Fi ∩ ChH (K)) = F ∩ ChH (K) 6= ∅.
i∈I

This concludes the proof.

Theorem 9.42. Let f : ChH (K) → R be a bounded σfac -upper semicontinuous func-
tion and a ∈ H be a positive function. Then there exists a unique upper semicontinu-
ous function h ∈ H⊥⊥ such that

h(x) = a(x)f (x), x ∈ ChH (K).

Moreover, if we denote g := f · a|ChH (K) , then h = ChH (K)g ∗ .

Proof. Assume first that f is as in the hypothesis and f (ChH (K)) ⊂ [0, 1]. We fix
n ∈ N and find for i = 0, . . . , n an M -set Fi ⊂ K such that

i
{x ∈ ChH (K) : f (x) ≥ } = Fi ∩ ChH (K).
n

By Theorem 8.44, fi := ( na · cFi )∗ ∈ H⊥⊥ , i = 0, . . . , n. Moreover,

(
1
na on Fi ∩ ChH (K),
fi =
0 on ChH (K) \ Fi .

Thus the function

n
X
hn := fi
i=0

is upper semicontinuous, belongs to H⊥⊥ and satisfies g ≤ hn ≤ g + 1

n on ChH (K).
 9.5 Facial topology generated by M -sets 299

Thus we can construct a sequence {hn } of upper semicontinuous functions in H⊥⊥

that converges to g uniformly on ChH (K). By the minimum principle of Propo-
sition 3.88, the sequence {hn } converges uniformly on K. Then its limit h is the
required function.
If f (ChH (K)) is contained in an interval [−m, m] for some m > 0, we can apply
the argument above to the function 2m 1
(f + m) to get a function h0 satisfying h0 =
1 0
2m (f +m)·a|ChH (K) on ChH (K). Then the function h := 2mh −ma is the required
one.
Since the question of uniqueness is settled again by Proposition 3.88, we proceed
to the last assertion. If u ∈ H satisfies u ≥ g on ChH (K), then u ≥ h on K
by Proposition 3.88. Hence h ≤ ChH (K)g ∗ . On the other hand, ChH (K)g ∗ ≤ h by
Proposition 3.25(a). This concludes the proof.

Theorem 9.43. Let f : ChH (K) → R be a σfac -continuous function and a ∈ H. Then
there exists a unique h ∈ H such that

h(x) = a(x)f (x), x ∈ ChH (K).

Proof. Given f and a as in the theorem, we first notice that f is bounded by Proposi-
tion 9.41. Let m > 0 satisfy a(K) ⊂ [−m, m]. By Theorem 9.42, there exist upper
semicontinuous functions h1 , h2 ∈ H⊥⊥ such that

h1 (x) = f (x)(a(x) + m), and h2 (x) = −f (x), x ∈ ChH (K).

Then h := h1 +mh2 is upper semicontinuous, h ∈ H⊥⊥ and h = af on ChH (K). As

in the proof of Theorem 9.42 we obtain that h = ChH (K)g ∗ , where g := f · a|ChH (K) .
Analogously we get that ChH (K)g∗ is a lower semicontinuous function in H⊥⊥ . By
the minimum principle of Proposition 3.88, we get that
ChH (K) ∗
g = ChH (K)g∗ on K.

Thus h is the sought function. Since the uniqueness follows trivially from the mini-
mum principle, the proof is finished.

Corollary 9.44. Let f : ChH (K) → R be a σfac -continuous function. Then there
exists a unique h ∈ H such that h = f on ChH (K).

Proof. The assertion follows from Theorem 9.43 by setting a := 1.

Theorem 9.45. The following assertions are equivalent:

(i) the topology σfac coincides with the original topology on ChH (K),
(ii) the topology σfac is Hausdorff,
(iii) H is a Markov simplicial space.
300 9 Topologies on boundaries

Proof. We start by proving (ii) =⇒ (iii). First we show that ChH (K) is a closed
set. Assume that there exists x ∈ ChH (K) \ ChH (K). Let F be the smallest M -set
containing x (see Proposition 9.39). Since x ∈ / ChH (K), F intersects ChH (K) in at
least two distinct points, say x1 and x2 (see Proposition 3.15 and Proposition 8.30(b)).
For i = 1, 2, let Ui be disjoint σfac -open sets containing xi , respectively. By the
definition of σfac , there exist M -sets Fi such that

ChH (K) \ Ui = Fi ∩ ChH (K), i = 1, 2.

Since U1 ∩ U2 = ∅, then

x ∈ ChH (K) ⊂ F1 ∪ F2 = F1 ∪ F2 .

Assume, for example, that x ∈ F1 . Then F ⊂ F1 , and thus x1 ∈ / F , a contradiction.

Analogously we get a contradiction in the case x ∈ F2 . Hence the points x1 and x2
cannot be separated, and σfac is not Hausdorff. Hence ChH (K) is closed.
Now we know that σfac is a Hausdorff weaker topology then the original compact
topology, and thus it coincides with it. Hence any continuous function on ChH (K) is
σfac -continuous as well. Thus Corollary 9.44 yields that any continuous function on
ChH (K) can be extended to a function from H. By Theorem 6.42, H is a Markov
simplicial space.
Assume now that H is a Markov simplicial space and H ⊂ ChH (K) is relatively
closed in the original topology. Since ChH (K) is closed, it is a closed set in K.
By Proposition 8.31 and Theorem 8.62, F := coH H is an M -set with respect to
H = Ac (H). Further, H = F ∩ ChH (K) by Lemma 8.25, and thus H is σfac -closed
as needed.
Since the proof of the remaining implication (i) =⇒ (ii) is obvious, the proof is
finished.

Definition 9.46 (Center of H). We say that a function f ∈ H belongs to the center of
H, if for every a ∈ H there exists h ∈ H such that

h(x) = f (x)a(x), x ∈ ChH (K).

We write Z(H) for the center of H.

Proposition 9.47. If H is a closed function space, then the center Z(H) is a com-
mutative Banach algebra and a vector lattice, where the multiplication and lattice
operations are considered pointwise on ChH (K).

Proof. First we notice that Z(H) is a linear subspace of H containing constant func-
tions.
Step 1. Next we show that Z(H) is closed in H. Let {fn } be a sequence of
functions from Z(H) uniformly convergent to f ∈ H. For any a ∈ H and n ∈ N,
 9.5 Facial topology generated by M -sets 301

there exists a function hn ∈ H such that hn = fn a on ChH (K). By the minimum

principle of Theorem 3.16, {hn } is uniformly convergent on K, say to a function
h ∈ H. Then h = f a on ChH (K).
Step 2. Further we show that Z(H) is an algebra. Let f1 , f2 be functions in Z(H).
By the definition of the center, there exists a function h ∈ H such that

h = f1 f2 on ChH (K).

We claim that h ∈ Z(H) as well. Indeed, for a given a ∈ H we can find h1 ∈ H such
that h1 = f2 a on ChH (K). Further we find h2 ∈ H with h2 = f1 h1 on ChH (K).
Then

h2 (x) = f1 (x)h1 (x) = f1 (x)f2 (x)a(x) = h(x)a(x), x ∈ ChH (K).

Hence h ∈ Z(H).
Step 3. If f ∈ Z(H), then f = (kf k + f ) − kf k and thus Z(H) = (Z(H))+ −
(Z(H))+ .
We show that for any f ∈ Z(H) there exists h ∈ Z(H) such that h = f ∨ 0 on
ChH (K). To this end, let {pn } be a sequence of polynomials on R that converges to
the function t 7→ t∨0, t ∈ R, uniformly on f (K). By the second step of the proof, we
find functions hn ∈ Z(H), n ∈ N, satisfying hn = pn ◦ f on ChH (K). Again by the
minimum principle, we deduce that {hn } converges uniformly on K to an element
h ∈ Z(H). It easily follows that h = f ∨ 0 on ChH (K). Proposition A.15 yields that
Z(H) is a vector lattice, which completes the proof.

Theorem 9.48. The mapping R : Z(H) → C(ChH (K), σfac ) defined as the restric-
tion to ChH (K) is an isometric isomorphism preserving multiplication and lattice
operations.
Proof. We first show that h|ChH (K) is σfac -continuous for each h ∈ Z(H). Since
Z(H) is a linear space, to this end it is enough to show that the set

H := {x ∈ ChH (K) : h(x) ≥ α}

is σfac -closed for any h ∈ Z(H) with h(K) ⊂ [0, 1] and α ∈ [0, 1].
For any n ∈ N we use the algebraic structure of Z(H) to find a function hn ∈
Z(H) such that

hn (x) = (((1 − α) + h(x)) ∧ 1)n , x ∈ ChH (K).

By the minimum principle, the sequence {hn } decreases to an upper semicontinuous

function h ∈ H⊥⊥ . Moreover,
(
1, x ∈ H,
h(x) = (9.13)
0, x ∈ ChH (K) \ H.
302 9 Topologies on boundaries

We set F := {x ∈ K : h(x) = 1}. Obviously, F is a closed Choquet set and

F ∩ ChH (K) = H.
We need to verify that F is an M -set. To this end, let a positive function a ∈ H and
µ ∈ H⊥ ∩ Mbnd (H) be given. We notice that (9.13) yields, using Proposition 3.25(a),
that
h = c∗F . (9.14)
By the definition of the center, for any n ∈ N we can find a function fn ∈ H
such that fn = hn a on ChH (K). As in the proof of Theorem 9.42 we infer that
fn = ChH (K)(hn a)∗ .
By Lemma 8.13, µ is carried by F ∪ F 0 , where F 0 = {x ∈ K : c∗F = 0}. By (9.14)
and Theorem 3.58,
0 = lim µ(fn ) = lim µ(ChH (K)(hn a)∗ )
n→∞ n→∞

= lim µ(hn a) = µ(ha)

n→∞
Z Z
∗
= µ(acF ) = a · 1 dµ + a · 0 dµ
F F0
= µ(acF ).
Hence µ|F ∈ H⊥ as needed, and F is an M -set. This shows that h|ChH (K) is σfac -
continuous.
It is clear from the minimum principle that R is injective and by Theorem 9.43 we
know that it is surjective. Since multiplication and lattice operation are pointwise on
ChH (K), we get that R respects both multiplication and lattice operations. Finally, it
is an isometry from the minimum principle again. This concludes the proof.
Proposition 9.49. Let H be a simplicial function space and let σfac denote the topol-
ogy on ChH (K) generated by M -sets with respect to Ac (H). Then the following
assertions are equivalent:
(i) H is prime,
(ii) for any pair of nonempty σfac -open sets U1 , U2 ⊂ ChH (K), U1 ∩ U2 6= ∅.
Proof. Assume that H is prime and U1 , U2 are nonempty disjoint σfac -open sets in
ChH (K). By the definition of σfac we find M -sets F1 , F2 with respect to Ac (H) such
that Ui = ChH (K) \ Fi , i = 1, 2. We pick xi ∈ Ui and use Corollary 8.50 to find
positive functions hi ∈ Ac (H) such that hi (Fi ) = 0 and hi (xi ) = 1, i = 1, 2. Since
h1 ∧ h2 = 0 on ChH (K), the function 0 is the greatest lower bound of h1 ∧ h2 and
differs from both h1 and h2 . Hence Ac (H) is not an antilattice.
For the proof of (ii) =⇒ (i), let h1 , h2 ∈ Ac (H) be such that h1 ∧ h2 admits the
greatest lower bound h ∈ Ac (H) which differs from both h1 and h2 . It follows from
Proposition 3.25 that h = (h1 ∧ h2 )∗ . Then
Fi := {x ∈ K : h(x) = hi (x)}, i = 1, 2,
 9.6 Exercises 303

are closed Choquet sets with ChH (K) ⊂ F1 ∪ F2 . Since H is simplicial, they are
M -sets with respect to Ac (H) (see Theorem 8.62). Then

Ui := ChH (K) \ Fi , i = 1, 2,

are σfac -open disjoint sets in ChH (K). Since neither F1 nor F2 covers ChH (K) (oth-
erwise h = h1 or h = h2 ), the sets U1 , U2 are nonempty. This concludes the proof.

Corollary 9.50. Let H be a prime simplicial space. Then the center of Ac (H) consists
of constant functions.

Proof. The assertion follows from Proposition 9.49 and Theorem 9.48.

9.6 Exercises
Exercise 9.51. Let X be a compact convex set, X 0 a minimal closed extremal set
containing ext X and g : X 0 → R τext -continuous. Prove that g is constant on any
segment and on any face contained in X 0 .

Hint. Let x, y ∈ X 0 be distinct points such that the segment [x, y] ⊂ X 0 and g(x) <
g(y). Then
1
F1 := {z ∈ X 0 : g(z) ≤ (g(x) + g(y))}
2
and
1
F2 := {z ∈ X 0 : g(z) ≥ (g(x) + g(y))}
2
are closed extremal subsets of X with X 0 ⊂ F1 ∪ F2 . On the other hand, if z =
1
2 (x + y), then it follows from the extremality of F1 and F2 that z ∈/ F1 ∪ F2 . This
contradiction shows that g is constant on the segment joining points x and y.
If F ⊂ X 0 is a face, then g is constant on any segment contained in F . Hence g is
constant on F .

Exercise 9.52. Let H be a function space on a compact space K, K 0 a minimal closed

H-extremal set containing ChH (K) and g : K 0 → R τext -continuous. Prove that g
need not be constant on every closed Choquet set contained in K 0 .

Hint. Consider H := C(K) on a compact space K (see Example 3.2(a)). Then any
continuous function on K is τext -continuous and any closed set F ⊂ K is a closed
Choquet set.

Exercise 9.53. Let Σ0 be the σ-algebra on ChH (K) generated by the family

{F ∩ ChH (K) : F is Baire or a closed H-maximally extremal set}.

304 9 Topologies on boundaries

Prove that any maximal measure µ induces a measure µ0 on Σ0 such that

µ0 (A) = sup{µ0 (F ) : F ⊂ A is σmax -closed}, A ∈ Σ0 ,

µ0 (F ) = inf{µ0 (B ∩ ChH (K)) : B ∩ ChH (K) ⊃ F, B is Baire in K},
F is a σmax -closed subset of ChH (K).

Hint. Imitate the proof of Proposition 9.16 and Theorem 9.19.

Exercise 9.54. Let Σ0 and µ0 be as in the previous Exercise 9.53. Let f : ChH (K) →
R be σmax -continuous and g : ChH (K) → R be the extension provided by Theo-
rem 9.29. Let h : R → R be continuous, x ∈ ChH (K) and µ ∈ Mx (H) ∩ Mmax (H).
Prove that Z
h(g(x)) = h(f (y)) dµ0 (y).
ChH (K)

Hint. By Proposition 9.28, g = g(x) µ-almost everywhere and by the proof of Theo-
rem 9.29, g is τmax -continuous. Hence f is µ0 -measurable and

F := {y ∈ ChH (K) : g(y) = g(x)}

is a τmax -closed set which carries µ. Thus µ0 (F ∩ ChH (K)) = µ(F ) = 1 and
Z Z
h(f (y)) dµ0 (y) = h(f (y)) dµ0 (y)
ChH (K) F ∩ChH (K)
Z
= h(g(x)) dµ0 (y)
F ∩ChH (K)

= h(g(x)).

Exercise 9.55. Prove that any H-strongly affine function satisfies the minimum prin-
ciple.

Hint. Use either Theorem 9.38 or the definition along with the Minimum princi-
ple 3.16.

Exercise 9.56. Let φ0 : ChH (K) → ext S(H) be the mapping from Lemma 9.37.
Prove that
(a) φ0 : (ChH (K), σext ) → (ext S(H), σext ) is continuous,
(b) φ0 : (ChH (K), σmax ) → (ext S(H), σmax ) is a homeomorphism,
(c) φ0 : (ChH (K), σext ) → (ext S(H), σext ) need not be a homeomorphism.
 9.6 Exercises 305

Hint. For the σext -continuity of φ0 use Lemma 8.10. To show that φ0 is a home-
omorphism with respect to σmax -topologies, it is enough to show that F ⊂ K is
H-maximally extremal if and only if φ(F ) is S(H)-maximally extremal. But this
easily follows from the facts that µ ∈ M+ (K) is H-maximal if and only if φ] µ is
Ac (S(H))-maximal (see Proposition 4.28(d)) and that Ac (S(H))-maximal measures
on S(H) are carried by φ(K) (see Proposition 3.64).
To find an example required by (c), consider the following compact space K ⊂ R2 .
Let
In := [−2, −1] × {n−1 }, Jn := [1, 2] × {n−1 }, n ∈ N,
I0 := [−2, −1] × {0}, J0 := [1, 2] × {0},
I−1 := [−2, −1] × {−1},
and let µn , n ∈ N ∪ {0, −1} and νn , n ∈ N ∪ {0}, be copies of one-dimensional
Lebesgue measure on the sets In and Jn , respectively. Let z := (1, 1) ∈ R2 . We
define [ [
K := In ∪ Jn
n∈N∪{0,−1} n∈N∪{0}

and n 1 1
H := f ∈ C(K) : f (z) = µn (f ) + (1 − )νn (f ), n ∈ N,
n n
o
µ0 (f ) = µ−1 (f ) .
Then H is a function space on K and it can be easily seen that ChH (K) = K \ {z}.
We claim that K \ I−1 is H-extremal.
To this end, we consider functions hn defined as

on I−1 ∪ I0 ∪ ∞
 S
1
 k=n Ik ,
−1
S∞
hn := −(k − 1) on k=n Jk , n ≥ 2.

0 otherwise,


Then {hn } is a bounded sequence of functions from H converging pointwise to the

function cI0 ∪I−1 . If µ ∈ Mz (H), then

0 = hn (z) = µ(hn ) → µ(I0 ∪ I−1 ).

Hence µ is carried by K \ I−1 as needed.

Thus
F := ChH (K) ∩ (K \ I−1 )
is a σext -closed set. We show that φ0 (F ) is not σext -closed set in ext S(H).
To this end, let φ : K → S(H) be the evaluation mapping and let H ⊂ S(H) be a
closed Ac (S(H))-extremal set in S(H) such that

φ0 (F ) ⊂ H ∩ ext S(H).
306 9 Topologies on boundaries

Then φ(z) ∪ φ(I0 ) ⊂ H. Let π : M1 (K) → S(H) be the restriction mapping and
denote
sn := π(µn ), n ∈ N ∪ {0, −1}, tn := π(νn ), n ∈ N.
Then
1 1
sn + (1 − )tn , n ∈ N,
φ(z) =
n n
and thus sn , tn ∈ H, n ∈ N. Since H is closed, s0 ∈ H as well. We get that
the measure φ] µ−1 ∈ Ms0 (S(H)), and hence its support is contained in H (see
Proposition 2.86). Thus
φ(I−1 ) ⊂ H ∩ ext(S(H)).
Hence φ0 (F ) is strictly smaller than ext(S(H)) ∩ H for any closed extremal set H in
S(H) satisfying φ0 (F ) ⊂ ext(S(H)) ∩ H.

Exercise 9.57. Let H be a function space on a compact space K, µ ∈ M+ (K) be a

maximal measure and (ChH (K), Σ00 , µ00 ) be the measure space from Notation 9.34.
Let f : ChH (K) → R be a µ00 -measurable function. Prove that for any ε > 0 there
exists a σext -closed set F ⊂ ChH (K) such that µ00 (ChH (K) \ F ) < ε and f |F is
σext -continuous.
Hint. Let {Un : n ∈ N} be a countable base of open sets in R. Given ε > 0, using
Theorem 9.19, we find σext -closed sets

Fn ⊂ f −1 (Un ) and Hn ⊂ f −1 (R \ Un ), n ∈ N,

such that

µ00 (f −1 (Un ) \ Fn ) + µ00 (f −1 (R \ Un ) \ Hn ) < 2−n ε, n ∈ N.

Then
∞
\
F := (Fn ∪ Hn )
n=1

is a σext -closed set such that µ00 (ChH (K) \ F ) < ε and f |F is σext -continuous.

Exercise 9.58. Find a compact convex set X, a maximal measure µ ∈ M1 (X) and a
strongly affine function f on X such that f |ext X is not µ00 -measurable.
Hint. Let H be the function space from Example 3.82, X := S(H) be the state
space of H and let f := c[0,1]×{1} − c[0,1]×{−1} . Let λ be Lebesgue measure on
[0, 1] × {0} and λ00 be the induced measure on ChH (K) from Notation 9.34. Since H
is simplicial, H = Ac (H) (see Lemma 6.14 and its proof) and f is Borel, f ∈ H⊥⊥
(see Corollary 6.12). Thus If is a strongly affine function on X (see Corollary 5.41).
By Lemma 9.37, (φ] λ)00 = (φ0 )] λ00 . Further,

If (φ(x)) = f (x), x ∈ ChH (K),

 9.6 Exercises 307

and hence (φ] λ)00 -measurability of If |ext X implies λ00 -measurability of f |ChH (K) .
Thus it suffices to show that f |ChH (K) is not λ00 -measurable. Since Σ00 is the com-
pletion of Σ0 with respect to the measure λ0 , we know from Theorem 9.19 that

λ00 (A) = sup{λ00 (F ) : F ⊂ A is σext -closed}, A ∈ Σ00 .

Thus to disprove that f |ChH (K) is µ00 -measurable it is enough to show that λ00 (F ) = 0
for any σext -closed set F ⊂ [0, 1] × {1} (and analogously for [0, 1] × {−1}). If F is
such a set, then there exists a closed H-extremal set H ⊂ K such that

H ∩ ChH (K) = F.

If F is infinite, it is easy to realize that H intersects [0, 1] × {−1} as well. Hence F

is finite and H = F . But then λ00 (F ) = λ(H) = 0.

Exercise 9.59. Prove that the class of strongly universally measurable functions is not
affinely perfect. More precisely, find compact convex sets X, Y , an affine continuous
surjection π : X → Y and a function f : Y → R such that f ◦π is strongly universally
measurable and f is not strongly universally measurable.

Hint. Consider the function space H from Example 3.82 and set Y := S(H), X :=
M1 (K). Let π : M1 (K) → S(H) be the restriction mapping and let f and λ be as
in Exercise 9.58. If I is the mapping from Corollary 5.41, the function If |ext Y is not
(φ] λ)00 -measurable. The function g : X → R defined as g(µ) = µ(f ), µ ∈ X, is
strongly universally measurable on X.
Indeed, given ε > 0 and ν ∈ X, let h1 , −h2 be upper semicontinuous bounded
functions on K such that h1 ≤ f ≤ h2 and ν(h2 ) − ν(h1 ) < ε. Then the functions
hi (µ) := µ(hi ), µ ∈ X, i = 1, 2, witness that g is strongly universally measurable.
b
Finally, the formula
If (π(µ)) = g(µ), µ ∈ X,

shows that If is the desired function.

Exercise 9.60 (Semiextremal sets). If X is a compact convex set X, a set F ⊂ X is

semiextremal if X \ F is convex. Prove the following assertions.
(a) Any extremal set is semiextremal.
(b) Semiextremal sets are stable with respect to unions and intersections of down-
directed families.
(c) An intersection of an extremal and a semiextremal set is semiextremal.
(d) A closed nonempty semiextremal set intersects ext X.
308 9 Topologies on boundaries

Hint. Assertions (a), (b) and (c) are easy from the definitions. To prove (d), let F be
a closed semiextremal set. We consider the family

F := {F ∩ H : H closed extremal, F ∩ H 6= ∅}

ordered by reverse inclusion. An application of Zorn’s lemma yields the existence of

a minimal set in F. Hence we may assume that F has the property that

any closed extremal set intersecting F contains F . (9.15)

Take any point x ∈ F and a maximal measure µ ∈ Mx (X). Then µ(F ) > 0
(otherwise x ∈ X \ F by Proposition 2.76). Thus there exists a maximal measure ν
carried by F . If ν = εy for some y ∈ X, y is an extreme point contained in F and the
proof is finished.
Now consider the case when ν is not a Dirac measure. Then we can find a pair of
disjoint Baire sets A1 , A2 ⊂ K such that ν(Ai ) > 0, i = 1, 2. Using Proposition 9.14
we find closed extremal sets Fi ⊂ Ai such that ν(Fi ) > 0, i = 1, 2. In particular, the
sets Fi intersect F . It follows from Proposition 2.69 that there exists a pair of closed
faces Hi ⊂ X such that

∅ 6= Hi ∩ F ⊂ Fi ∩ F, i = 1, 2.

But this contradicts (9.15).

9.7 Notes and comments

Our presentation of topologies on Choquet boundaries follows mainly papers of S. Te-
leman and C. J. K. Batty (see [449], [450], [453], [452], [451], [34] and [35]). We also
refer the reader to the paper of M. Rogalski [393].
The general concept of M-extremal sets is explicitly defined in [35] in order to
cover simultaneously notions of the Choquet and maximal topology. Proposition 9.9
and Example 9.11 can be found in [35], Theorem 9.10 in N. Boboc and Gh. Bucur
[68]. The factorization theorem 9.12 appears as Theorem 1 in [451], properties of
induced measures described in Section 9.2 are presented in [450], [35] and [34]. Re-
sults of Section 9.3 on functions continuous with respect to the topologies σext and
σmax are taken from papers S. Teleman [455] and C. J. K. Batty [35]. The exposition
in Section 9.4 follows the paper of S. Teleman [454].
The results of Section 9.5 are classical and can be found in Chapter II, §6 and 7 in
E. M. Alfsen [5] and in L. Asimow and A. J. Ellis [24], Chapter 3, Section 1. We only
transferred the techniques into the framework of function spaces. The motivation for
the introduction of facial topology came from the theory of C ∗ -algebras. Since we
do not pursue this topic in our treatise, we refer the reader to [5] and [24] for the
references related to this area.
 9.7 Notes and comments 309

Theorem 9.42 is attributed in [5] to T. Bai Andersen, an independently found proof

is contained in a paper W. Wils [472] (see also T. B. Andersen and H. R. Atkinson
[16] for a related result on σfac -continuous mappings with values in Banach algebras).
Theorems 9.43, 9.45 and Corollary 9.44 are in E. M. Alfsen and T. Bai Andersen [6],
Theorem 9.48 and Corollary 9.50 can be found as Corollary II.7.11 and Observa-
tion II.7.16 in [5] (see also Theorem 3 in E. Briem’s paper [91]).
We refer the reader to papers [197], [196] and [195] of A. Gleit for topological
properties of the topology σfac . Results on extending Borel affine functions on analytic
split faces can be found in P. J. Stacey [435].
Exercise 9.51 is Théorème 2 in S. Teleman [455], Exercise 9.53 is a particular
case of Theorem 3.2 in C. J. K. Batty [35] and Exercise 9.54 is Théorème 3 in [455].
Exercise 9.57 can be found as Theorem 7 in S. Teleman [450]. Assertion (d) of Ex-
ercise 9.60 is proved in J. D. Pryce [378] by geometric methods; we present it as a
consequence of the results on induced measures on extreme points.
Chapter 10
Deeper results on function spaces and compact
convex sets

The goal of this chapter is to present several important results on function spaces and
compact convex sets. The first section is devoted to boundaries and to applications of
this notion in Banach spaces. The first result is Theorem 10.2, proving the existence of
the smallest closed boundary (so-called Shilov boundary) under a rather mild condi-
tion. Theorem 10.3 recalls the classical fact that the closure of the Choquet boundary
is the Shilov boundary for a function space.
Next we prove several results on James’ boundaries which is a concept particularly
useful in the theory of Banach spaces. We present an approach based upon the no-
tion of I-envelopes of sets in duals of Banach spaces. This leads us to Theorem 10.7
by V. Fonf and J. Lindenstrauss, which opens a way for the proof of Rode’s result
on norm separability of dual spaces (see Theorem 10.8). As a consequence of the
Simons lemma, we prove James’ theorem characterizing weakly compact sets in sep-
arable Banach spaces (see Theorem 10.9). Then we present Grothendieck’s result on
angelicity of spaces of continuous functions on compact spaces when they are en-
dowed with the pointwise topology. As its application we show Khurana’s proof of a
theorem by J. Bourgain and M. Talagrand on angelicity of bounded sets in a Banach
space with respect to the weak topology generated by extreme points of the dual unit
ball (see Theorem 10.12).
The next section contains the proof of Lazar’s generalization of the Banach–Stone
theorem (see Theorems 10.17 and 10.18).
Then we turn our attention to results on automatic boundedness and continuity of
affine functions. First we need several important auxiliary facts on the Cantor set, such
as the 0–1 laws of Theorem 10.24. The main tool needed later is Theorem 10.26 on
countable additivity of finitely additive measures on the Cantor set. Then we present
Christensen’s results on strongly linearly independent sequences in locally convex
spaces and functionals on L∞ (µ) (see Theorems 10.30 and 10.32). Results on auto-
matic boundedness of affine and convex functions on compact convex sets are proved
in Theorems 10.31 and 10.37.
Haydon’s characterization of Banach spaces not containing `1 by means of strongly
affine functions is contained in Theorem 10.42.
Metrizability of compact convex sets is investigated in Section 10.5. The first result
in Theorem 10.51 shows that a compact convex set X is metrizable provided it has
 10.1 Boundaries 311

a boundary with a countable network. Theorem 10.56 collects several topological

conditions on extreme points that are equivalent to metrizability of X.
Next we study continuous affine images of compact convex set. First we inves-
tigate under what conditions a continuous affine surjection induces a mapping pre-
serving maximal measures (see Theorem 10.57 and 10.59), and then we apply the
results to get a variant of the Stone–Weierstrass theorem for function spaces (see The-
orem 10.60). The second part of this section presents results on openness of affine
continuous surjections (see Theorem 10.66). As a corollary, we get that a continuous
mapping ϕ of a compact space K onto a compact space L is open if and only if the
induced mapping ϕ] : M1 (K) → M1 (L) is open (see Corollary 10.67).
The aim of Section 10.7 is the proof of three topological results on Choquet bound-
aries. The first one asserts that any Choquet boundary is a Baire space (see The-
orem 10.68), the second one constructs a metrizable simplex whose set of extreme
points is a prescribed Polish space (see Theorem 10.70) and the last one shows that
the set of extreme points is a Borel set of low complexity provided it is K-countably
determined.
Analogues of Theorems 4.21 and 4.24 for fragmented convex functions are proved
in Theorems 10.75 and 10.77.
Finally, we characterize stable compact convex sets (see Theorem 10.86) and func-
tion spaces for which the barycentric mapping is open (see Theorem 10.88).

10.1 Boundaries
10.1.A Shilov boundary
Definition 10.1 (Shilov sets). Let K be a nonempty compact space and F be a non-
empty family of lower semicontinuous functions on K. A closed set S ⊂ K is called
a Shilov set for F if for every u ∈ F there exists x ∈ S such that
u(x) = inf u(K).
If there exists a Shilov set, which is contained in any other Shilov set, it is called
the Shilov boundary.
Obviously, K is a Shilov set for F. Notice that if F contains the constants and
u + c ∈ F whenever u ∈ F and c ∈ R, S is a Shilov set if and only if for every u ∈ F
with u ≥ 0 on S we have u ≥ 0 on K.
Consider the following simple example of the space K := {x1 , x2 , x3 } with the
discrete topology. We identify functions on K with vectors in R3 and denote
F := {(1, 0, 0), (0, 1, 0), (0, 0, 1)} .
Then every two-point subset of K is a Shilov set for F. Consequently, there exists no
smallest Shilov set for F.
312 10 Deeper results on function spaces and compact convex sets

The existence of a smallest Shilov set is guaranteed under additional assumptions

imposed on F. It is worth mentioning that this is the case when a minimum principle
like in Theorem 3.16 holds. Then the Shilov boundary is simply the closure of the
Choquet boundary.
In this section, however, we provide a direct proof of the existence of a Shilov
boundary.

Theorem 10.2. Let K be a nonempty compact space, F be a family of lower semicon-

tinuous functions and S ⊂ F be a convex cone of continuous functions containing the
constant functions and separating points of K such that u + s ∈ F whenever u ∈ F
and s ∈ S. Then there exists the Shilov boundary for F.

Proof. A moment’s reflection shows that we may suppose that both F and S are min-
stable (otherwise we would consider a new family W(F) and a new convex cone
W(S) formed by finite minima of elements of F and S, respectively).

Claim. The system of Shilov sets is closed with respect to finite intersections.

Proof of the claim. Let S and T be Shilov sets. Suppose that u ∈ F and u ≥ 0 on
S ∩ T . Fix ε > 0 and define

U := {x ∈ K : u(x) + ε > 0} .

Then U is an open set containing S ∩ T . In order to show that S ∩ T is a Shilov set,

it is sufficient to prove that v := u + ε ≥ 0 on K.
Since L := S \ U and T are disjoint compact sets, there are open sets V and W
such that
L ⊂ V, T ⊂ W and V ∩ W = ∅.
Obviously,
D := {s − t : s, t ∈ S}
is a vector lattice of continuous functions on K containing constant functions and
separating points of K. By the Stone–Weierstrass theorem A.30, there exists g ∈ D
such that
g ≥ 1 on V and g ≤ −1 on W .
Since g + = g ∨0 ∈ D, there exist s, t ∈ D such that s−t = g + . We may suppose that
s ≥ 0 and v + s ≥ 0 on K, because S contains positive constants. Choose a ∈ (0, 1)
such that (1 − a)s ≤ 1 on K. Then

s − t ≥ 1 ≥ (1 − a)s on V,

hence t ≤ as on V , and obviously s = t on W . Let

B := {b ∈ [0, ∞) : v + bs ≥ 0 on K} .
 10.1 Boundaries 313

Fix b ∈ B. Then
0 ≤ v + bs = v + bt on W

and since T ⊂ W is a Shilov set, we have 0 ≤ v + bt on K. In particular,

0 ≤ v + bt ≤ v + bas on V.

Since v ≥ 0 on U and s ≥ 0 on K, we have

0 ≤ v + bas on U ∪ V ⊃ S.

By the assumption, S is a Shilov set, and thus we have 0 ≤ v + bas on K. We

conclude that b ∈ B implies ba ∈ B. Since 1 ∈ B, we get a ∈ B and by iteration
an ∈ B, hence
0 ≤ v + an s on K

for every n ∈ N. Since a ∈ (0, 1), we get v ≥ 0 on K. This establishes the claim.

Define now
Σ := {S ⊂ K : S is a Shilov set for F}

and denote
\
S0 := {S : S ∈ Σ}.

We claim that S0 is a Shilov set. Choose u ∈ F, u ≥ 0 on S0 , fix ε > 0 and define,

as above, the open set

U := {x ∈ K : u(x) + ε > 0} .

Since U ⊃ S0 and Σ is closed with respect to finite intersections, there exists T0 ∈ Σ

with T0 ⊂ U . It follows that u + ε ≥ 0 on T0 . We conclude that u + ε ≥ 0 on K
whenever ε > 0, thus u ≥ 0 on K. Consequently S0 is the smallest Shilov set for F,
finishing the proof.

Theorem 10.3. If H is a function space on a compact space K, then ChH K is the

Shilov boundary for H.

Proof. By Theorem 10.2, there exists the Shilov boundary S for H. By the Minimum
principle 3.16, ChH (K) is a Shilov set for H. To show its minimality, assume that
there exists x ∈ ChH (K) \ S. Then x ∈ / coH S (see Proposition 8.18), and thus there
exists a function h ∈ H such that h(x) > max h(S) (see Proposition 8.23). But this
contradicts the fact that S is a Shilov set.
314 10 Deeper results on function spaces and compact convex sets

10.1.B Boundaries in Banach spaces

Throughout this subsection, E denotes a Banach space.

Definition 10.4 (I-envelope). If E is a Banach space and B ⊂ E ∗ is a set, we define

its I-envelope as
\n ∞ ∞ o
∗
[ [
cok·k cow (Bn ) : Bn ⊂ B, B =


I-env(B) := Bn .
n=1 n=1

Lemma 10.5. If B ⊂ E∗ is a set, then

\n ∞ ∞ o
∗
[ [
cok·k cow (Bn ) : B1 ⊂ B2 ⊂ · · · ⊂ B, B =


I-env(B) = Bn .
n=1 n=1

Proof. Let x∗ ∈
/ I-env(B), that is, there exist d > 0 and sets Bn ⊂ B, n ∈ N, such
that
∞
!
w∗
[
∗
B(x , d) ∩ co co Bn = ∅.
n=1
By replacing the sets Bn by Bn ∩ kB SE , n, k ∗∈ N, if necessary, we may assume that
∗

the sets Bn are bounded. Since co( nk=1 cow (Bk )) is a w∗ -compact convex set for
each n ∈ N, the set
n ∞
! !
w∗ w∗ w∗
[ [
co (B1 ∪ · · · ∪ Bn ) ⊂ co co Bk ⊂ co co Bn
k=1 n=1

does not intersect B(x∗ , d). Hence the sequence {B1 ∪ · · · ∪ Bn }∞

n=1 witnesses that
∞ ∞
∗
\ [ [
x∗ ∈ cok·k cow (Bn ) : B1 ⊂ B2 ⊂ · · · ⊂ B, B =


/ Bn .
n=1 n=1

This concludes the proof.

Proposition 10.6. For x∗ ∈ E ∗ and B ⊂ E ∗ , the following assertions are equivalent:

(i) x∗ is not contained in I-env(B),
(ii) there exists a sequence {xn } in BE such that

inf x∗ (xn ) > sup lim sup b∗ (xn ).

n∈N b∗ ∈B n→∞

Proof. For the proof of (ii) =⇒ (i), let x∗ and {xn } be as in (ii). We find c1 , c2 ∈ R
satisfying
inf x∗ (xn ) > c1 > c2 > sup lim sup b∗ (xn ).
n∈N b∗ ∈B n→∞
 10.1 Boundaries 315

By setting
∞
\
Bn := {b∗ ∈ E ∗ : b∗ (xk ) ≤ c2 }, n ∈ N,
k=n

of w∗ -closed convex sets satisfying B = ∞

S
we get an increasing sequence
∗
n=1 Bn ∩B.
Hence n=1 cow Bn = ∞
S∞
x∗ to this
S
n=1 B n and, moreover, the norm distance of
union is greater than c1 − c2 .
Indeed, assume the existence of b∗ in some Bn with kx∗ − b∗ k ≤ c1 − c2 . Then,
for k ≥ n, we have

x∗ (xk ) ≤ kx∗ − b∗ k + b∗ (xk ) ≤ c1 − c2 + c2 = c1 ,

a contradiction.
Hence x∗ is not contained in the norm closure of the convex hull of ∞
S
n=1 Bn , and
∗
therefore x ∈ / I-env(B).
For the proof of the converse implication (i) =⇒ (ii), assume that x∗ ∈
/ I-env(B).
Without loss of generality we may assume that x∗ = 0. By the assumption and
Lemma 10.5, there exist d > 0 and an increasing sequence {Bn } such that
∞ ∞
!
∗
[ [
B= Bn and B(0, d) ∩ co cow Bn = ∅.
n=1 n=1

By the Hahn–Banach separation theorem there exist elements xn ∈ E so that

sup b∗ (xn ) < inf∗ b∗ (xn ), n ∈ N.

b∗ ∈B(0,d) b∗ ∈cow Bn

Without loss of generality we may assume that all points xn are of norm 1. Hence

0 = x∗ (xn ) < d = sup b∗ (xn ) < inf ∗

b∗ (xn ), n ∈ N.
b∗ ∈B(0,d) b∗ ∈cow Bn

Thus {xn } is the sought sequence.

Theorem 10.7. Let B be a subset of a w∗ -compact convex set X ⊂ E ∗ such that each
element x ∈ E attains its maximum on X at some point of B. Then X = I-env(B).
Proof. Assume that there exists x∗ ∈ X \ I-env(B). By Proposition 10.6, there exist
a sequence {xn } in BE and c1 , c2 ∈ R such that

inf x∗ (xn ) > c1 > c2 > sup lim sup b∗ (xn ).

n∈N b∗ ∈B n→∞

P Simons inequality 3.74, there exists a sequence {λn } of positive numbers such
By the
that ∞ n=1 λn = 1 and
X∞
sup y ∗


λn xn < c2 .
y ∗ ∈X n=1
316 10 Deeper results on function spaces and compact convex sets

On the other hand,

∞
X  ∞
X 
∗ ∗
c1 < x λn xn ≤ sup y λ n xn ,
n=1 y ∗ ∈X n=1

a contradiction. Hence the assertion follows.

Theorem 10.8. Let B be a norm separable subset of a w∗ -compact convex set X in

E ∗ such that each element of E attains its maximum on X at some point of B. Then
X is norm separable as well.
Proof. Let B ⊂ X be as in the hypothesis. ∗ : n ∈ N} ⊂ B be a norm
S∞ Let {bn
dense subset and let ε > 0. Since B ⊂ n=1 B(b∗n , ε) and closed balls in E ∗ are
w∗ -compact and convex, Theorem 10.7 yields
∞
[
X ⊂ cok·k B(b∗n , ε) .

n=1

Hence the closed convex hull of {b∗n : n ∈ N} is norm dense in X, from which the
theorem follows.

Theorem 10.9 (James’ theorem for separable spaces). Let B ⊂ E be a closed con-
vex subset of a separable Banach space E such that each element of E ∗ attains its
supremum on B. Then B is weakly compact.
Proof. If B is as in the hypothesis, we first notice that B is bounded since it is weakly
bounded (see the uniform boundedness principle, Theorem 3.15 in [173]) and weakly
w∗
closed by the Mazur theorem A.2. Thus we need to show that B ⊂ E ∗∗ is a subset
w∗
of E. Indeed, if this is the case, B is a w∗ -compact subset of E considered as a
w w∗
subset of E ∗∗ , and thus B = B = B is weakly compact.
w∗
To this end, let ϕ ∈ B be given. By Theorem A.7, it is enough to show that ϕ
is w∗ -continuous on BE ∗ . Since E is separable, it suffices to check the w∗ -sequential
continuity of ϕ|BE∗ . Let {x∗n } be a sequence in BE ∗ w∗ -converging to 0.
Assume that {ϕ(x∗n )} does not converge to 0. Without loss of generality we may
assume that there exists c > 0 such that ϕ(x∗n ) > c for all n ∈ N. If we consider
w∗ w∗
points of E ∗ as functions on B , the assumption ensures that B ⊂ B is a boundary
for E ∗ . Hence B is a boundary for any x∗ ∈ coσ {x∗n : n ∈ N}. Since x∗n (b) → 0 for
each b ∈ B, Corollary 3.74 gives

0 = sup lim sup x∗n (b) = sup lim sup ψ(x∗n ) ≥ lim sup ϕ(x∗n ) ≥ c,
b∈B n→∞ w∗ n→∞ n→∞
ψ∈B

a contradiction.
Thus ϕ(x∗n ) → 0, which is the desired conclusion.
 10.1 Boundaries 317

Definition 10.10 (Relatively countably compact and angelic spaces). We recall that
a subset A of a topological space X is relatively countably compact if any sequence
{xn } of elements of A has a cluster point in X.
A topological space X is angelic if each relatively countably compact set A ⊂ X
is relatively compact and any point x ∈ A can be obtained as a limit of a sequence of
points from A.

Theorem 10.11. If X is a compact space, then (C(X), τX ) is angelic.

Proof. Let A ⊂ C(X) be a relatively τX -countably compact set.

Step 1: The set A is relatively τX -compact. It follows from the assumption that
{f (x) : f ∈ A} is a bounded subset of R for every x ∈ X. By the Tychonoff
theorem, we need to show that the τX -closure of A in RX is contained in C(X). To
τ
achieve this, assume that g ∈ A X is not continuous, say at a point x0 ∈ X. Then
there exists ε > 0 such that for each open neighborhood U of x0 there exists y ∈ U so
that |g(x0 )−g(y)| ≥ ε. We construct inductively points xn ∈ X, open neighborhoods
Un of x0 and functions fn ∈ A, n ∈ N, such that, for each n ∈ N,
(a) |g(xn ) − g(x0 )| ≥ ε,
(b) |fn (xi ) − g(xi )| ≤ 2−n , i = 0, . . . , n,
(c) xi ∈ Un , i ≥ n + 1,
(d) Un+1 ⊂ Un and diam fn (Un ) ≤ 2−n .
To start the construction, let x1 ∈ X be a point such that |g(x1 ) − g(x0 )| ≥ ε and let
f1 ∈ A satisfy |f1 (xi ) − g(xi )| < 2−1 , i = 0, 1. We find a neighborhood U1 of x0
such that diam f1 (U1 ) ≤ 2−1 . This finishes the first step of the induction.
Assume that the construction has been completed up to the n-th stage. We find
xn+1 ∈ Un such that |g(xn+1 ) − g(x0 )| ≥ ε. Let fn+1 ∈ A be chosen in such a way
that |fn+1 (xi ) − g(xi )| ≤ 2−(n+1) for i = 0, . . . , n + 1. Let Un+1 be a neighborhood
of x0 such that Un+1 ⊂ Un and diam fn+1 (Un+1 ) ≤ 2−(n+1) . This concludes the
construction.
Let f be a τX -cluster point of {fn } and x be a cluster point of {xn }. For any
i ∈ N, property (b) gives f (xi ) = g(xi ), and hence |f (xi ) − g(x0 )| ≥ ε by (a). By
the continuity of f , |f (x) − g(x0 )| ≥ ε. It follows from property (c) that, for a fixed
n ∈ N, x ∈ Un . By (d), |fn (x) − fn (x0 )| ≤ 2−n , and thus f (x) = f (x0 ). But by (b)
again, f (x0 ) = g(x0 ). Hence we have arrived at a contradiction, because

g(x0 ) = f (x0 ) = f (x) 6= g(x0 ).

τ
This concludes the first step of the proof. Let now g ∈ A X be given.
Step 2: There exists a sequence {fn } in A pointwise converging to g.
To find a desired sequence, we construct countable sets Y ⊂ X and B ⊂ A such
that
318 10 Deeper results on function spaces and compact convex sets

(e) for any I ⊂ B ∪ {g} finite, ε > 0 and x ∈ X there exists y ∈ Y such that
|f (y) − f (x)| ≤ ε for each f ∈ I,
(f) for any I ⊂ Y finite and ε > 0 there exists f ∈ B such that |f (x) − g(x)| ≤ ε
for every x ∈ I.
The construction will be done inductively. First we notice that, for any finite set
I ⊂ C(X), the set {(f (x))f ∈I : x ∈ X} is a separable subset of RI considered
with the supremum norm. Hence there exists a countable set YI ⊂ X such that
{(f (y))f ∈I : y ∈ Y } is dense in {(f (x))f ∈I : x ∈ X}. If I ⊂ X is finite, we can
choose a sequence {fj(I) } from A pointwise converging to g on I. Let BI consists of
the elements of the sequence {fj(I) }.
We set inductively

[n n−1
[ o [n n−1
[ o
Yn := YI : I ⊂ {g} ∪ Bi and Bn := BI : I ⊂ Yi , n ∈ N.
i=1 i=1
S∞ S∞
At the end of the construction we set Y := n=1 Yn and B := n=1 Bn . Then the
requirements (e) and (f) are satisfied.
By (f), there exists a sequence {fj } of functions from A pointwise converging to g
on Y . We claim that fj (y) → g(y) for all y ∈ X.
Assume that this is not the case. Then there exist y ∈ X and ε > 0 such that the
set {j ∈ N : |fj (y) − g(y)| ≥ ε} is infinite. For I = {f1 , . . . , fm , g} we use (e) to
find ym ∈ Y satisfying

|u(ym ) − u(y)| < 2−m , u ∈ I. (10.1)

Let x be a cluster point of {ym : m ∈ N} and h be a τX -cluster point of {fj : j ∈ N}.

For each ym , fj (ym ) → g(ym ), and hence h(ym ) = g(ym ). By continuity, h(x) =
g(x). Further, for each fi we have from (10.1) that fi (x) = fi (y), and thus h(x) =
h(y). Also by (10.1), g(x) = g(y). Finally we notice that |g(y) − h(y)| ≥ ε. Putting
all these information together, we get

g(y) = g(x) = h(x) = h(y) 6= g(y),

a contradiction.
Hence fj → g as required, and the proof is finished.

Theorem 10.12. Let X be a compact convex set. Then (BAc (X) , τext X ) is an angelic
space. In particular, any norm bounded relatively τext X -countably compact set A is
relatively τX -compact.

Proof. Let A ⊂ BAc (X) be relatively τext X -countably compact. Since (C(X), τX )
is an angelic space, to conclude that A is relatively τX -compact it suffices to show
that any sequence {fn } in A has a τX -cluster point. We select a τext X -cluster point
 10.1 Boundaries 319

f0 of {fn } and show that f0 is also a τX -cluster point of {fn }. First we notice that
kf0 k ≤ 1 by the minimum principle of Corollary 2.24.
If we assume a contrary, after omitting finitely many elements from {fn } we may
assume that there exist x1 , . . . , xk ∈ X and ε > 0 such that

{fn : n ∈ N} ∩ {g ∈ C(X) : |f0 (xi ) − g(xi )| < ε, i = 1, . . . , k} = ∅. (10.2)

We define ϕ : X → RN as ϕ(x) := {fn (x)}∞ n=0 , x ∈ X, and set Y := ϕ(X). Then

Y is a metrizable compact convex set and there exist functions gn ∈ Ac (Y ) such
that fn = gn ◦ ϕ, n ≥ 0 (namely, the coordinate functions). For i = 1, . . . , k, let
yi := ϕ(xi ) and let νi ∈ Myi (Y ) be a maximal measure. By Theorem 3.79 there
exists a compact set K ⊂ ext Y such that νi (K) > 1 − 4ε , i = 1, . . . , k.
Pick y ∈ K. Then the set F := ϕ−1 (y) is a face of X (see Proposition 2.72),
and thus ext F = F ∩ ext X by Proposition 2.64(b). Further, all functions fn are
constant on F . It follows that if g is a continuous affine function on X contained in
τext X τF
{fn : n ∈ N} , then g|F ∈ {fn |F : n ∈ N} .
Thus the set {fn |ϕ−1 (K) : n ∈ N} is relatively τϕ−1 (K) -countably compact. By The-
orem 10.11, there exists a subsequence {fnk } of {fn } so that fnk → f0 on ϕ−1 (K).
By the Lebesgue dominated convergence theorem there exists k0 ∈ N such that
Z Z
ε
gnk0 (t) dνi (t) − g0 (t) dνi (t) < , i = 1, . . . , k.
K K 2

Then for i = 1, . . . , k,
Z Z
|fnk0 (xi ) − f0 (xi )| = gnk0 (t) dνi (t) − g0 (t) dνi (t)
ext Y ext Y
Z Z
≤ gnk0 (t) dνi (t) − g0 (t) dνi (t)
K K
Z
+ |gnk0 (t) − g0 (t)| dνi (t)
ext Y \K
ε ε
< + 2 = ε.
2 4
But this contradicts (10.2) and shows that A is relatively τX -compact.
τ
Thus A X is τX -compact, and hence also τext X -compact; in particular τext X -closed.
Thus
τ τ τ
A ext X ⊂ A X ⊂ A ext X .
τ τ
It follows that the identity mapping id : (A ext X , τX ) → (A ext X , τext X ), as a continu-
ous injective mapping, is a homeomorphism. Since the topology τX is angelic, τext X
τ
is angelic on A ext X , which concludes the proof.
320 10 Deeper results on function spaces and compact convex sets

Corollary 10.13. Let E be a Banach space and A be a norm bounded relatively

σ(E, ext BE ∗ )-countably compact set. Then A is relatively weakly compact.

Proof. Let A be a norm bounded relatively σ(E, ext BE ∗ )-countably compact set in
a Banach space E. Then A can be viewed as a relatively τext BE∗ -countably compact
subset of the space Ac (BE ∗ ) (here BE ∗ is endowed with the w∗ -topology). Moreover,
the weak topology coincide with the topology τBE∗ (see Proposition 4.31(f)). Hence
the assertion follows from Theorem 10.12.

10.2 Isometries of spaces of affine continuous functions

Theorem 10.14. Let X, Y be compact convex sets and T : Ac (X) → Ac (Y ) be a
positive isometry. Then X is affinely homeomorphic to Y .

Proof. If T is as in the hypothesis, the dual operator T ∗ : (Ac (Y ))∗ → (Ac (X))∗ is
a positive isometry as well and, moreover, it is a (w∗ –w∗ )-homeomorphism. Hence
T ∗ is an affine homeomorphism of S(Ac (Y )) to S(Ac (X)). To see its surjectivity, let
s ∈ S(Ac (X)) be arbitrary. Then t : g 7→ s(T −1 g), g ∈ Ac (Y ), is in S(Ac (Y )) and
T ∗ t = s.
Using the identification of X with S(Ac (X)) and Y with S(Ac (Y ) (see Proposi-
tion 4.31(a)) we finish the proof.

Lemma 10.15. Let X1 , X2 be compact convex sets and, for i = 1, 2, let Fi be closed
faces of Xi such that
• Fi is a split face of Xi ,
• the complementary face Fi0 is closed.
Let ϕ : F1 ∪ F10 → F2 ∪ F20 be a continuous mapping that is affine on F1 and F10 and
maps F1 to F2 and F10 to F20 .
Then there exists a unique continuous affine mapping ψ : X1 → X2 extending ϕ.
Moreover, if ϕ is injective or surjective, then ψ is injective or surjective, respectively.

Proof. Given x ∈ X1 , let ψ(x) be defined as follows. Let x = αx1 + (1 − α)x2 be the
unique decomposition of x with α ∈ [0, 1] and x1 ∈ F1 , x01 ∈ F10 (see Definition 8.4).
We set
ψ(x) := αϕ(x1 ) + (1 − α)ϕ(x2 ).
It is a matter of routine verification that ψ : X1 → X2 is a well-defined affine map-
ping.
To show its continuity, pick g ∈ Ac (X2 ). Then g ◦ ψ is an affine function that
is continuous on F1 ∪ F10 . By Lemma 5.39, g ◦ ψ is continuous on X1 . Hence ψ
is continuous with respect to the weak topology on X2 . Since X2 is compact, ψ is
continuous.
 10.2 Isometries of spaces of affine continuous functions 321

Assume that ϕ is injective on F1 ∪ F10 and let ψ(x) = ψ(y) for some x, y ∈ X1 .
Choose α, β ∈ [0, 1], x1 , y1 ∈ F1 and x2 , y2 ∈ F10 such that

x = αx1 + (1 − α)x2 and y = βy1 + (1 − β)y2 .

Then
αϕ(x1 ) + (1 − α)ϕ(x2 ) = βϕ(y1 ) + (1 − β)ϕ(y2 ).
Since F2 is a split face, this decomposition yields α = β and ϕ(xi ) = ϕ(yi ), i = 1, 2.
Hence xi = yi , i = 1, 2, and x = y.
If ϕ is surjective, then X2 = co(F2 ∪ F20 ) gives ψ(X1 ) = X2 .

Lemma 10.16. Let X, Y be compact convex set and T : Ac (X) → Ac (Y ) be an

isometric isomorphism. Then the sets

F1 := {y ∈ Y : T 1(y) = 1} and F2 := {y ∈ Y : T 1(y) = −1}

are closed faces such that F1 is parallel and F2 is its complementary face.

Proof. Since kT 1k = 1, both F1 , F2 are closed faces. We use the identifications from
Proposition 4.31, namely, that span X = Ac (X)∗ and span Y = Ac (Y )∗ . Then T ∗
is an isometry, and thus T ∗ maps extreme points of BAc (Y )∗ onto ext BAc (X)∗ . Hence
for any y ∈ ext Y there exists x ∈ ext X such that T ∗ y = x or T ∗ y = −x. Then
either

T 1(y) = T ∗ y(1) = x(1) = 1 or T 1(y) = T ∗ y(1) = (−x)(1) = −1.

Hence
Y = co ext Y = co(F1 ∪ F2 ).
From this it follows that F10 = F2 (see Exercise 10.93).
Let y = αy1 + (1 − α)y2 for yi ∈ Fi , i = 1, 2, and α ∈ [0, 1]. Then

T 1(y) = T ∗ y(1) = αT ∗ (y1 )1 + (1 − α)T ∗ (y2 )1 = α − (1 − α) = 2α − 1.

Hence the coefficient α is unique and F1 is a parallel face.

Theorem 10.17. Let X, Y be compact convex sets with the following property:
• if F1 , F2 are closed faces such that F1 is parallel and F2 = F10 , then F1 is a split
face.
Let T : Ac (X) → Ac (Y ) be an isometric isomorphism. Then there exists an affine
homeomorphism ϕ : Y → X and a function h ∈ Ac (Y ) such that

T f (y) = h(y)f (ϕ(y)), f ∈ Ac (X), y ∈ ext Y. (10.3)

322 10 Deeper results on function spaces and compact convex sets

Proof. If T : Ac (X) → Ac (Y ) is an isometry, we define

G1 := {y ∈ Y : T 1(y) = 1}, G2 := {y ∈ Y : T 1(y) = −1}

and

F1 := {x ∈ X : T −1 1(x) = 1}, F2 := {x ∈ X : T −1 1(x) = −1}.

By Lemma 10.16, G1 is a closed parallel face of Y such that the closed face G2 is its
complementary face. Similarly, F1 is a closed parallel face of X such that F2 = F10 .
By the assumption, both F1 and G1 are split faces.
We use the identification of span X with Ac (X)∗ and span Y with Ac (Y )∗ (see
Proposition 4.31). We claim that T ∗ (G1 ) = F1 and T ∗ (G2 ) = −F2 .
Indeed, for any y ∈ G1 we see from

T ∗ y(1) = T 1(y) = 1,

that T ∗ y is a positive element of norm 1 in Ac (X)∗ and thus it belongs to X. More-

over,
(T −1 1)(T ∗ y) = ((T −1 )∗ T ∗ y)(1) = 1.
Thus T ∗ y ∈ F1 .
If x ∈ F1 is given, the equalities

((T −1 )∗ x)(1) = T −1 1(x) = 1

yield that (T −1 )∗ x ∈ Y . Further,

T 1((T −1 )∗ x) = ((T −1 )∗ x)(T 1) = (T ∗ (T −1 )∗ x)(1) = 1.

Hence (T −1 )∗ x ∈ G1 and T ∗ (G1 ) = F1 . Similarly we obtain T ∗ (G2 ) = −F2 .

Let φ : G1 ∪ G2 → F1 ∪ F2 be defined as
(
T ∗ y, y ∈ G1 ,
φ(y) := ∗
−T y, y ∈ G2 .

Then φ is continuous, injective, surjective and affine on both G1 and G2 . Using

Lemma 10.15 we find an affine homeomorphism ϕ : Y → X extending φ.
We set h := T 1 and show the validity of (10.3). Pick f ∈ Ac (X) and y ∈ ext Y . If
y ∈ G1 , ϕ(y) = φ(y) ∈ F1 , and thus

T f (y) = T ∗ y(f ) = f (φ(y)) = T 1(y)f (φ(y)).

Similarly, for y ∈ G2 we get

T f (y) = T ∗ y(f ) = −f (φ(y)) = T 1(y)f (φ(y)).

Thus T f (y) = h(y)f (ϕ(y)) for all y ∈ ext Y , and the proof is complete.
 10.3 Baire measurability and boundedness of affine functions 323

Theorem 10.18. Let X, Y be simplices and T : Ac (X) → Ac (Y ) be an isometric

isomorphism. Then X is affinely homeomorphic to Y .

Proof. The proof follows from Theorem 10.17 and Corollary 8.63.

Corollary 10.19 (Banach–Stone). Let K, L be compact spaces and T : C(K) →

C(L) be an isometric isomorphism. Then K is homeomorphic to L.

Proof. If T is as in the hypothesis, it induces an isometry between Ac (M1 (K)) and

Ac (M1 (L)). Since both sets M1 (K) and M1 (L) are Bauer simplices (see Proposi-
tion 6.38), Theorem 10.18 yields that they are affinely homeomorphic. Hence their
sets of extreme points are homeomorphic and Proposition 2.27 finishes the proof.

10.3 Baire measurability and boundedness of affine

functions
10.3.A The Cantor set and its properties
We recall the following notation from Section A.4. We write N<N for the set of all
finite sequences of natural numbers, NN for infinite sequences of natural numbers and
|s| for length of s ∈ N<N . Given n ∈ N, if σ ∈ NN or σ ∈ N<N with n ≤ |σ|, then
we write σ|n = (σ1 , . . . , σn ).
For s ∈ N<N and n ∈ N, we denote s∧ n = (s1 , . . . , s|s| , n). For a pair of sequences
s, t ∈ N<N , we write s ⊂ t if |s| ≤ |t| and t||s| = s.
Let {0, 1}N stand for the Cantor set endowed with the usual product topology and
let {0, 1}<N denote the set of all finite sequences of digits 0 and 1. We adopt the
same notation as above for sequences in {0, 1}N or in {0, 1}<N . As it is well known,
{0, 1}N , as a product of countable many copies of the group {0, 1}, is a compact
group. The standard basis of open sets in {0, 1}N consists of the sets of the form

Us := {σ ∈ {0, 1}N : σ||s| = s}, s ∈ {0, 1}<N .

Further, {0, 1}N can be as a set identified with the family of all subsets of N as
follows. A set A ⊂ N is mapped to its characteristic function cA ∈ {0, 1}N . Thus the
group operation + on {0, 1}N is nothing else than the symmetric difference of sets.
Further, the mapping

σ 7→ N \ σ (= σ + 1), σ ∈ {0, 1}N ,

is a homeomorphism of {0, 1}N onto itself. As usually, −σ is the inversion of an

element σ ∈ {0, 1}N (of course, −σ = σ).
NThe compact group {0, 1}N possesses a unique Haar measure λ, namely λ =
∞
n=1 λn is the Radon product measure (see Definition A.95), where each λn is a
324 10 Deeper results on function spaces and compact convex sets

copy of the measure on {0, 1} assigning to both {0} and {1} measure 12 . We point
out the fact that λ, as a Haar measure, is invariant with respect to the operation +.
Further,
λ(Us ) = 2−|s| , s ∈ {0, 1}<N .
Lemma 10.20. The following mappings from {0, 1}N × {0, 1}N → {0, 1}N defined as

(σ, τ ) 7→ σ \ τ, (σ, τ ) 7→ σ ∩ τ, (σ, τ ) 7→ σ, (σ, τ ) 7→ N \ σ,

are open continuous surjections.

Proof. The proof follows by a straightforward verification.

Lemma 10.21. The following assertions hold:

(a) If Q ⊂ {0, 1}N is dense countable and A ⊂ {0, 1}N is comeager, then

{σ ∈ A : (σ + Q) ∩ A dense in {0, 1}N }

is comeager in {0, 1}N .

(b) If Q ⊂ {0, 1}N is dense countable, f : {0, 1}N → R has the Baire property and
f (σ + τ ) = f (σ), σ ∈ {0, 1}N , τ ∈ Q, then there exists a comeager B ⊂ {0, 1}N
such that f is constant on B.
Proof. For the proof of (a), we notice that τ + A is comeager in {0, 1}N for every
τ ∈ Q, and hence \
B := A ∩ (A − τ )
τ ∈Q

is a comeager set as well.

We claim that (σ + Q) ∩ A is dense for each σ ∈ B. Indeed, let σ ∈ B and
V ⊂ {0, 1}N open be given. Since Q is dense, V − Q = {0, 1}N , and thus there exist
v ∈ V and τ ∈ Q such that v − τ = σ. Hence

v = σ + τ ∈ (σ + Q) ∩ A ∩ V.

It follows that (σ + Q) ∩ A intersects any open set, and (a) is proved.

To prove (b), let f : {0, 1}N → R be as in the hypothesis. Since f has the Baire
property, we can find a comeager set A ⊂ {0, 1}N such that f |A is continuous (see
Proposition A.61). Using (a) we find σ ∈ {0, 1}N such that (σ + Q) ∩ A is dense in
{0, 1}N , and hence also in A. Since f is continuous on A and f (σ + τ ) = f (σ) for
each τ ∈ Q, f is constant on A. This concludes the proof.

Definition 10.22 (Q-invariance and tail sets). We say that a function f : {0, 1}N → R
is Q-invariant, if f (σ) = f (τ ) whenever σ differs from τ at finitely many coordinates,
σ, τ ∈ {0, 1}N .
A set A ⊂ {0, 1}N is a tail set if cA is Q-invariant.
 10.3 Baire measurability and boundedness of affine functions 325

Corollary 10.23. Let f : {0, 1}N → R have the Baire property and be Q-invariant.
Then f is constant on a comeager subset of {0, 1}N .

Proof. The proof follows from Lemma 10.21(b), because the set Q := {σ ∈ {0, 1}N :
σ has finite support} is a countable dense set.

Theorem 10.24 (0–1 laws). Let A ⊂ {0, 1}N be a tail set.

(a) If A has the Baire property, then A is either meager or comeager.
(b) If A is λ-measurable, then λ(A) is either 0 or 1.

Proof. For the proof of (a), we notice that f := cA is Q-invariant because A is a tail
set. By Corollary 10.23, f is constant on a comeager set. From this the assertion
follows.
For the proof of (b), assume that A is a λ-measurable tail set. We set

A := {B ⊂ {0, 1}N : B is λ-measurable and λ(A ∩ B) = λ(A)λ(B)}

and show Qthat A contains all λ-measurable

Qn sets. Let B ⊂ {0, 1} be of the form
N
∞
B =Q F × k=n+1 {0, 1}, where F ⊂ Q k=1 {0, 1}. Since A is a tail set, we0 can write
A = nk=1 {0, 1} × A0 , where A0 ⊂ ∞ k=n+1 {0, 1}. Then A ∩ B = F × A . We write
0
λ for the measure on {0, 1} assigning to each element 21 and compute
n
O ∞
O
λ0 (F ) · λ0 (A0 )



λ(A ∩ B) =
k=1 k=n+1
n
O ∞
O n
O ∞
O
0 0 0
λ0 (A0 )





= λ (F ) · λ ({0, 1}) · λ ({0, 1}) ·
k=1 k=n+1 k=1 k=n+1

= λ(B)λ(A).

Since any Qλ-measurable set B ⊂ {0,Q1}N can be approximated by the sets of the
form F × ∞ k=n+1 {0, 1}, where F ⊂
n
k=1 {0, 1} (see Proposition A.98), we get the
required conclusion.
Now, since A ∈ A, we obtain λ(A) = λ(A)λ(A), which concludes the proof.

Definition 10.25 (Finitely additive and countably additive functions). A function µ :

{0, 1}N → R is called finitely additive if µ is a finitely additive measure on N, when
we view {0, 1}N as the family of all subsets of N. If µ is a countably additive measure
on N, we say that µ is countably additive.

Theorem 10.26. Let µ : {0, 1}N → R be finitely additive and have the Baire property
in the restricted sense. Then µ is a continuous function and countably additive.
326 10 Deeper results on function spaces and compact convex sets

Proof. We divide the proof in several steps. Let Q stand for the set {σ ∈ {0, 1}N :
σ has finite support}.
Step 1: The function µ|Q is uniformly continuous; that is, for every ε > 0 there
exists k ∈ N such that |µ(α) − µ(β)| < ε whenever α|k = β|k , α, β ∈ Q.
For the proof, we use the Baire property of µ to find a comeager set A ⊂ {0, 1}N
such that f |A is continuous. Since
\
A∩ (A − τ )
τ ∈Q

is comeager, we can find σ0 ∈ A such that σ0 + τ ∈ A for every τ ∈ Q.

Let α, β ∈ Q be arbitrary. We set
α0 := α ∩ (N \ β) ∩ (N \ σ0 ), α1 := α ∩ (N \ β) ∩ σ0 ,
β0 := β ∩ (N \ α) ∩ (N \ σ0 ), β1 := β ∩ (N \ α) ∩ σ0 .
Then a straightforward verification yields
µ(α) − µ(β) = µ(α \ β) − µ(β \ α)
= µ(σ0 + α0 ) − µ(σ0 + α1 ) − µ(σ0 + β0 ) + µ(σ0 + β1 ).
Since σ0 + αi and σ0 + βi , i = 0, 1, are contained in A and µ|A is continuous at σ0 ,
the claim follows.
Indeed, for a given ε > 0 we find k ∈ N such that |µ(σ) − µ(σ0 )| < ε for σ ∈ A
with σ|k = σ0 |k . Then, for α, β ∈ Q satisfying α|k = β|k , we have
αi |k = βi |k = 0|k , i = 0, 1,
and thus
(σ0 + αi )|k = (σ0 + βi )|k = σ0 |k , i = 0, 1.
Hence |µ(α) − µ(β)| < 4ε.
Let now ν : {0, 1}N → R be the continuous extension of µ|Q .
Step 2: The function ν is countably additive.
First we show that ν is finitely additive. Let σ, τ ∈ {0, 1}N have disjoint supports.
We set σj := (σ(1), . . . , σ(j), 0, . . . ) and τj := (τ (1), . . . , τ (j), 0, . . . ), j ∈ N. Then
ν(σ + τ ) = lim µ(σj + τj ) = lim µ(σj ) + µ(τj ) = ν(σ) + ν(τ ),
j→∞ j→∞

and ν is finitely additive.

If {σn } are elements of {0, 1}N with pairwise disjoint supports, from the continuity
of ν we get
∞
X j
X j
X ∞
X



ν σn = lim ν σn = lim ν(σn ) = ν(σn ),
j→∞ j→∞
n=1 n=1 n=1 n=1

and ν is countably additive.

 10.3 Baire measurability and boundedness of affine functions 327

We finish the proof by showing µ = ν on {0, 1}N . Fix σ0 ∈ {0, 1}N and let N ⊂ N
be the support of σ0 . We identify

{0, 1}N = {σ ∈ {0, 1}N : σ has support in N }.

We have to verify that µ(σ0 ) = ν(σ0 ). To this end we prove the following assertion.
Step 3: We have µ = ν on {0, 1}N .
Let ω := µ − ν. According to the assumption, ω is a finitely additive function with
the Baire property in the restricted sense on {0, 1}N that equals 0 on Q ∩ {0, 1}N .
Hence ω is a Q-invariant function on {0, 1}N , and thus there exist a comeager set A ⊂
{0, 1}N and a ∈ R such that ω = a on A (see Lemma 10.21(b)). By Lemma 10.20,
the set

B := {(σ, τ ) ∈ {0, 1}N × {0, 1}N : σ, N \ σ, σ \ τ, σ ∩ τ ∈ A}

is comeager in {0, 1}N × {0, 1}N . In particular, we can pick a point (σ, τ ) ∈ B. Then

a = ω(σ) = ω(σ \ τ ) + ω(σ ∩ τ ) = 2a

yields a = 0. Hence

ω(σ0 ) = ω(N \ σ) + ω(σ) = 2a = 0,

which is the desired conclusion.

Definition 10.27 (Filters and ultrafilters). If X is a set, a system F of subsets of X is

called a filter, if
• A1 ∩ A2 ∈ F whenever A1 , A2 ∈ F,
• ∅∈
/ F,
• A2 ∈ F whenever A1 ∈ F and A1 ⊂ A2 .
A filter F is called an ultrafilter (or a maximal filter) if for every filter F 0 containing
F we have F = F 0 . T
An ultrafilter U is called a free ultrafilter if U = ∅.

It follows from Zorn’s lemma that every filter is contained in an ultrafilter and it is
easy to see that there are free ultrafilters on N.

Lemma 10.28. There exists an element f ∈ (`∞ )∗ whose restriction to (B`∞ , w∗ ) is

not universally measurable.

Proof. Consider the Cantor set {0, 1}N as a subset of (B`∞ , w∗ ) and let λ stand for the
Haar measure on {0, 1}N . We select a free ultrafilter U on N and define f : `∞ → R
as f (x) := limU x, x ∈ `∞ (equivalently, f (x) = x b(U), where x b is the continuous
extension of x to the Čech–Stone compactification of N).
328 10 Deeper results on function spaces and compact convex sets

In particular, for σ ∈ {0, 1}N we have

(
1, σ ∈ U,
f (σ) =
0, σ∈/ U.

Since f = cU on {0, 1}N , λ-measurability of f implies λ-measurability of U. Hence

it suffices to show that U considered as a subset of {0, 1}N is not λ-measurable. To
this end we notice that U is a tail set, that is, if σ differs from τ at finitely many
coordinates, then σ ∈ U if and only if τ ∈ U. So if we assume that U is λ-measurable,
Theorem 10.24 yields
λ(U) ∈ {0, 1}.
We consider now the mapping ϕ : {0, 1}N → {0, 1}N defined as

ϕ(σ) := 1 − σ, σ ∈ {0, 1}N ,

(equivalently, σ is mapped to its complement in N). Then ϕ is a homeomorphism of

{0, 1}N onto itself and λ is ϕ-invariant, that is ϕ] λ = λ. It follows from the properties
of ultrafilters that

ϕ(U) ∪ U = {0, 1}N and ϕ(U) ∩ U = ∅.

Hence λ(U) = 21 , a contradiction. This concludes the proof.

10.3.B Automatic boundedness of affine and convex functions

Definition 10.29 (Strong linear independency). A sequence {xn } in a locally convex
1
Pn independent if the following condition holds: if λ ∈ `
space is strongly linearly
satisfies w-limn→∞ i=1 λi xi = 0, then λ = 0.
Theorem 10.30. Let {xn } be a linearly independent sequence in a locally convex
space E that converges weakly to 0. Then there exists a partition of N into sets N1 , N2
such that both sequences {xn }n∈N1 and {xn }n∈N2 are strongly linearly independent.
Proof. Let {xn } be as in the hypothesis. We select a countable set {un : n ∈ N} of
finitely supported elements in c0 that is dense in c0 . Let

Q := {σ ∈ {0, 1}N : σ is finitely supported}.

For σ ∈ {0, 1}N \ Q, we assign a sequence {pσ (k)}, where pσ (k) is the position of
the k-th 1 in σ.
For each n ∈ N, we define
n
Mn := σ ∈ {0, 1}N \ Q : there exists x∗ ∈ E ∗ such that for each k ∈ N
1o
we have |un (k) − x∗ (xpσ (k) )| ≤ .
n
 10.3 Baire measurability and boundedness of affine functions 329

Claim. Every set Mn is dense and open in {0, 1}N \ Q.

Proof of the claim. First we check that each Mn is open in {0, 1}N \ Q. We pick
σ ∈ Mn and find x∗ ∈ E ∗ such that for each k ∈ N we have |un (k)−x∗ (xpσ (k) )| ≤ n1 .
We find an index j0 ∈ N such that
• un (j) = 0 for j ≥ j0 ,
• |x∗ (xj )| ≤ 1
n for j ≥ j0 .
Let U be the open set in {0, 1}N \ Q consisting of all elements of {0, 1}N \ Q that
coincide with σ on the first pσ (j0 ) coordinates.
Let τ ∈ {0, 1}N \ Q be such a sequence. Let k ∈ N be given. If k ≤ j0 , then
pσ (k) = pτ (k) and thus

1
|un (k) − x∗ (xpτ (k) )| = |un (k) − x∗ (xpσ (k) )| ≤ .
n
If k > j0 , un (k) = 0 and pτ (k) ≥ k > j0 . Hence

1
|un (k) − x∗ (xpτ (k) )| = |x∗ (xpτ (k) )| ≤ .
n
Thus the chosen set U is contained in Mn .
Next we prove that Mn is dense in {0, 1}N \ Q. Let σ ∈ {0, 1}N \ Q be given and
let U be a neighborhood of σ consisting of all elements τ ∈ {0, 1}N \ Q that coincide
with σ on the first m coordinates. We may assume that m is so large that un (k) = 0
for k ≥ m.
We claim that there exists x∗ ∈ E ∗ such that

un (k) = x∗ (xpσ (k) ), k = 1, . . . , m. (10.4)

Indeed, if this is not the case, then the mapping ϕ : E ∗ → Rm defined as

ϕ(x∗ ) := (x∗ (xpσ (1) ), . . . , x∗ (xpσ (m) )), x∗ ∈ E ∗ ,

satisfies ϕ(E ∗ ) 6= Rm . Hence there exist real numbers c1 , . . . , cm such that

m
X n
X 
0= ci x∗ (xpσ (i) ) = x∗ ci xpσ (i) , x∗ ∈ E ∗ .
i=1 i=1
Pn
Since E ∗ separates points of E, i=1 ci xpσ (i) = 0, which contradicts the linear inde-
pendence of the sequence {xn }.
Let x∗ ∈ E ∗ satisfy (10.4). We find m0 > m such that
• m0 > pσ (m),
• |x∗ (xj )| ≤ 1
n for j ≥ m0 .
330 10 Deeper results on function spaces and compact convex sets

Let τ ∈ {0, 1}N \ Q be defined as follows:


σ(j),
 j = 1, . . . , pσ (m),
τ (j) := 0, j = pσ (m) + 1, . . . , m0 ,

1, j > m0 .


Then τ ∈ U ∩ Mn . Indeed, let k ∈ N be given. If k ≤ m, then pτ (k) = pσ (k), and

thus by (10.4)
|un (k) − x∗ (xpτ (k) )| = |un (k) − x∗ (xpσ (k) )| = 0.
If k > m, then pτ (k) > m0 ≥ pσ (m), and hence
1
|un (k) − x∗ (xpτ (k) )| = |x∗ (xpτ (k) )| ≤ .
n
Thus τ ∈ Mn , as needed.
Having observed that the sets Mn are dense and open, we can set
∞
\
M := Mn
n=1

to get a comeager set in {0, 1}N \ Q. Since σ 7→ N \ σ, σ ∈ {0, 1}N , is a homeomor-

phism of {0, 1}N onto itself and {0, 1}N \ Q is comeager in {0, 1}N , the set
N := M ∩ {N \ σ : σ ∈ M }
is comeager in {0, 1}N , in particular it is nonempty.
Let σ ∈ N . Then both σ and N \ σ are contained in M , and these two sets yield
the required partition of N. Indeed, let us show that, for example, {xpσ (j) } is strongly
linearly independent. We define a subspace of c0 as
U := {{x∗ (xpσ (k) )}∞ ∗ ∗
k=1 : x ∈ E }.

Since σ ∈ M , the space U is dense in c0 . Let now λ ∈ `1 satisfy

j
X
w- lim λi xpσ (i) = 0.
j→∞
i=1

This means
j
X
lim λi x∗ (xpσ (i) ) = 0, x∗ ∈ E ∗ ,
j→∞
i=1
or equivalently,
∞
X
λi ui = 0, u ∈ U.
i=1
Since U is norm dense in c0 and (c0 )∗ = `1 , λ = 0. This concludes the proof.
 10.3 Baire measurability and boundedness of affine functions 331

Theorem 10.31. Let f be an affine function on a compact convex subset X of a locally

convex space that has the Baire property in the restricted sense. Then f is bounded
on X.
Proof. Assume that f is not bounded. We translate the set X if necessary to achieve
that 0 ∈ X and assume that f (0) = 0.
Inductively we find a sequence {xn } in X such that xn+1 ∈
/ span{x1 , . . . , xn } and
2n
|f (xn )| ≥ 2 . (This is possible because f is bounded on F ∩ X for every finite-
dimensional subspace F of E.)
Set
xn
x0n := , n ∈ N.
n
Since X is a bounded subset of E, x∗ (x0n ) → 0 for each x∗ ∈ E ∗ (see W. Rudin
[403, Theorem 1.15 and Theorem 1.30]). By Theorem 10.30, we can find a subse-
quence {ynk } of {x0n } that is strongly independent.
We relabel the sequence {ynk } as {yk }.
Claim. The following assertions hold:
(a) the mapping ϕ : {0, 1}N → X defined as
X
ϕ(σ) := σk 2−nk yk , σ ∈ {0, 1}N ,
k∈N

is a well-defined homeomorphism,
(b) the function h : {0, 1}N → R defined as

h(σ) := f (ϕ(σ)), σ ∈ {0, 1}N ,

has the Baire property in the restricted sense on {0, 1}N .

Proof of the claim. For the proof of (a), we notice that ϕ isP
a well-defined mapping
and ϕ({0, 1}N ) ⊂ X. Indeed, if σ ∈ {0, 1}N \ {0} and λ = k∈N σk 2−nk , then
X σk
2−nk yk
λ
k∈N

is a well-defined point contained in X (see Theorem 2.29). Hence,

!
X σk
−nk
ϕ(σ) = λ 2 yk + (1 − λ)0
λ
k∈N

is well defined and contained in X as well.

Further, for σ, τ ∈ {0, 1}N and x∗ ∈ E ∗ , we get
∞
X
|x∗ (ϕ(σ)) − x∗ (ϕ(τ ))| ≤ sup |x∗ (x)| 2−nk ,
x∈X k=m
332 10 Deeper results on function spaces and compact convex sets

where m ∈ N is the least index such that σm 6= τm . Thus x∗ ◦ϕ is continuous for each
x∗ ∈ E ∗ which gives that ϕ : {0, 1}N → X is continuous with respect to the weak
topology of E. Since the weak topology of E coincides with the original topology on
the compact set X, ϕ is continuous.
Further, we check the injectivity of ϕ. Let σ, τ ∈ {0, 1}N satisfy ϕ(σ) = ϕ(τ ), that
is, X X
σk 2−nk yk = τk 2−nk yk . (10.5)
k∈N k∈N
Since the sequence {yk } is strongly independent, (10.5) yields that σ = τ . Hence, ϕ
is injective and thus a homeomorphism.
For the proof of (b), we have to verify that h has the Baire property on each compact
set K ⊂ {0, 1}N . But this is obvious, since ϕ : K → X is a homeomorphic mapping.
This concludes the proof of the claim.

Now we are ready to finish the proof of Theorem 10.31.

If x ∈ X and λ < 1, then
f (λx) = f (λx + (1 − λ)0) = λf (x) + (1 − λ)f (0) = λf (x).
Thus, for x, y ∈ X with x + y ∈ X, f (x + y) = 2f ( x+y
2 ) and consequently
x + y

f (x + y) = 2f
2
1 1

=2 f (x) + f (y)
2 2
= f (x) + f (y).

Hence, if σ, τ ∈ {0, 1}N have disjoint supports, we get

h(σ + τ ) = f (ϕ(σ + τ )) = f (ϕ(σ) + ϕ(τ )) = f (ϕ(σ)) + f (ϕ(τ )).
Thus, the function h is finitely additive on {0, 1}N .
By the claim, h has the Baire property in the restricted sense on {0, 1}N . By The-
orem 10.26, the function h is countably additive. If ek = (0, . . . , 0, 1, 0, . . . ) denotes
the element in {0, 1}N with digit 1 at k-th coordinate, k ∈ N, from the countable
additivity of h we get
X∞
|h(ek )| < ∞.
k=1
On the other hand,
2nk
|h(ek )| = 2−nk |f (yk )| = 2−nk |f (n−1
k xnk )| ≥ , k ∈ N.
nk
Thus, the series ∞
P
k=1 h(ek ) cannot be absolutely convergent. This contradiction
finishes the proof.
 10.3 Baire measurability and boundedness of affine functions 333

Theorem 10.32. Let E = L1 (µ) for a σ-finite measure µ on a measurable space

(X, Σ, µ) and let f be a linear functional on E ∗ (identified with L∞ (µ)) that has the
Baire property in the restricted sense on RBE ∗ with respect to the w∗ -topology. Then
there exists h ∈ L1 (µ) such that f (g) = X g(t)h(t) dµ(t), g ∈ L∞ (µ).

Proof. Let f : E ∗ → R be as in the hypothesis. For a set A ∈ Σ, we set ν(A) :=

f (cA ). Then ν is a finitely additive signed measure on Σ. We want to prove that ν is
countably additive. To this end, let {An : nS ∈ N} be a countable family of pairwise
∞ P∞
disjoint sets in Σ. Our aim is to show that ν( n=1 An ) = n=1 ν(An ).
Let M := {n ∈ N : µ(An ) > 0}. Then ν(An ) = 0 for every n ∈ N \ M and

cSn∈N An = cSn∈M An µ-almost everywhere.

Thus
∞
[ [



ν An = f (cSn∈N An ) = f (cSn∈M An ) = ν An and
n=1 n∈M
X X
ν(An ) = ν(An ).
n∈N n∈M

Hence we may assume that all the sets An are of strictly positive measure.
Then the mapping ϕ : {0, 1}N → BE ∗ defined as
∞
X
ϕ : σ 7→ σn cAn , σ ∈ {0, 1}N ,
n=1

is injective and continuous with respect to the w∗ -topology of BE ∗ .

Thus h(σ) = f (ϕ(σ)), σ ∈ {0, 1}N , is finitely additive and has the Baire property
in the restricted sense on {0, 1}N . By Theorem 10.26, h is countably additive. Thus
[
X
X X
ν An = h en = f (cAn ) = ν(An ).
n∈N n∈N n∈N n∈N

Since ν is absolutely continuous with respect to µ, the

R Radon–Nikodym theorem
provides a function h ∈ L1 (µ) such that ν(A) = A h dµ, A ∈ Σ. By Theo-
rem 10.31, f is bounded on BE ∗ and thus continuous on E ∗ with respect to the norm
topology.
R Hence we can use the standard approximation techniques to deduce that
f (g) = X gh dµ, g ∈ L∞ (µ). This concludes the proof.

The Banach space `1 is also endowed with a natural order, precisely x ≤ y, x, y ∈

`1 ,if x(n) ≤ y(n) for each n ∈ N. We recall that en is the n-th standard unit vector
in `1 .
334 10 Deeper results on function spaces and compact convex sets

Notation 10.33 (Positive cone of `1 ). Let P stand for the positive cone in `1 , that is,
P := {x ∈ `1 : x ≥ 0}.
Apart from its usual norm topology, we consider on P a finer topology τ whose basis
of neighborhoods for x ∈ P consists of the sets of the form
V (x, ε) := {y ∈ P : y ≥ x, ky − xk ≤ ε}.
Lemma 10.34. The cone P is a Baire space in the topology τ .
Proof. Let {Vn } be a sequence of dense open sets in (P, τ ), and let V0 be a given
nonempty τ -open set. Inductively we find points xn ∈ P and εn ∈ (0, 2−n ), n ≥ 0,
such that V (x0 , ε0 ) ⊂ V0 and
V (xn+1 , εn+1 ) ⊂ Vn+1 ∩ V (xn , εn ), n ≥ 0.
Then the sequence {xn } satisfies xn ≤ xn+1 , n ≥ 0, and kxn − xn+1 k ≤ 2−n . It
follows that the sequence {xn } converges to some x ∈ P . Since {xn } is increasing,
∞
\
x ∈ V0 ∩ Vn ,
n=1

which concludes the proof.

Lemma 10.35. Let f : (P, τ ) → R be a sublinear function with the Baire property.
Then infn∈N f (en ) > −∞.
Proof. Since the function f has the Baire property with respect to the Baire topol-
ogy τ , there exists a τ -meager set M ⊂ P such that f |P \M is τ -continuous (see
Lemma 10.34 and Proposition A.61). We pick x ∈ P \ M and find ε > 0 such that
|f (y) − f (x)| < 1 whenever y ∈ V (x, ε) \ M .
Let z ∈ P with kzk ≤ 1 be arbitrary. Since the mapping ϕ : P → P defined as
ε
ϕ(y) := y + z, y ∈ P,
2
is a homeomorphism of (P, τ ) onto (ϕ(P ), τ ), the set ϕ−1 (M ) is τ -meager.
Since a nonempty open set in a Baire space is a Baire space again, we may select
y ∈ V (x, 12 ε) \ (M ∪ ϕ−1 (M )). Then
ε
y + z ∈ V (x, ε) \ M,
2
and hence
ε
|f (y) − f (x)| < 1 and |f (y + z) − f (x)| ≤ 1.
2
By sublinearity,
ε ε
−2 ≤ f (y + z) − f (y) ≤ f (z).
2 2
Hence f (z) ≥ − ε . Since z with kzk ≤ 1 is arbitrary, we get f (en ) ≥ − 4ε , n ∈ N.
4
 10.4 Embedding of `1 335

Lemma 10.36. Let f : X → R be a convex Borel function, where X := {λ ∈ P :

kλk = 1} considered with the norm topology. Then f is lower bounded.

Proof. Given f as in the hypothesis, we extend it on the whole P by setting

(
0, x = 0,
g(x) := x x ∈ P.
kxkf ( kxk ), x 6= 0,

x
Since the mapping x 7→ (kxk, kxk ) is a homeomorphism of P \{0} onto (0, ∞)×{λ ∈
P : kλk = 1}, the function g is Borel on P . Moreover, g is sublinear. Hence the
assertion follows from Lemma 10.35.

Theorem 10.37. Let f be a Borel convex function on a compact convex set X. Then
f is lower bounded.

Proof. Let f : X → R be as in the hypothesis. If we assume that f is not lower

bounded, then there exist points xn ∈ X, n ∈ N, such that f (xn ) ≤ −n. Let
Y := {λ ∈ P : kλk = 1} be considered with the w∗ -topology and ϕ : Y → X be
defined as
X∞
ϕ(λ) := λn xn , λ ∈ Y.
n=1

Then f ◦ ϕ is a convex Borel function on Y that is not lower bounded, a contradiction

with Lemma 10.36. This concludes the proof.

10.4 Embedding of `1
Definition 10.38. If X is a set and {fn } a bounded sequence in `∞ (X), we say that
{fn } is equivalent to `1 -basis (with constant C) if there exists C > 0 such that

n
X n
X
ci fi `∞ (X)
≥C |ci |
i=1 i=1

for every finite sequence {ci }ni=1 of real numbers.

Lemma 10.39. If {fn } is equivalent to `1 -basis, then span{fn : n ∈ N} is isomorphic

to `1 via the mapping T : span{fn : n ∈ N} → `1 satisfying T fn = en (here {en } is
the canonical basis of `1 ).

Proof. The proof follows by a straightforward verification.

336 10 Deeper results on function spaces and compact convex sets

Lemma 10.40. Let X be a set, α < β and {fn } be a bounded sequence of functions
on X that satisfies the following condition: for every pair M, N of finite disjoint sets
in N there exists x ∈ X satisfying
\ \
x∈ {y ∈ X : fi (y) < α} ∩ {y ∈ X : fi (y) > β}.
i∈M i∈N

Then {fn } is equivalent to `1 -basis with constant 21 (β − α).

Proof. Let c1 , . . . , cn be real numbers. Assume first that (α + β) ni=1 ci ≥ 0. We

P
set M := {i : ci ≥ 0} and N := {i : ci < 0} and find x ∈ X such that

fi (x) > β, i ∈ M,
fi (x) < α, i ∈ N.

Then
n
X X X
ci fi (x) = ci fi (x) + ci fi (x)
i=1 i∈M i∈N
X X
≥β ci + α ci
i∈M i∈N
n n
β+αX β−αX
= ci + |ci |
2 2
i=1 i=1
n
β−α X
≥ |ci |.
2
i=1

Hence
n n n
X X β−αX
ci fi `∞ (X)
≥ ci fi (x) ≥ |ci |.
2
i=1 i=1 i=1
Pn
If (α + β) i=1 ci < 0, we use the previous estimate for the numbers −ci . In both
cases we get
n n
X β−αX
ci fi `∞ (X)
≥ |ci |,
2
i=1 i=1

which concludes the proof.

Lemma 10.41. Let E be a Banach space, K ⊂ E ∗ bounded, f ∈ BE ∗∗ and α <

β. Assume that for every w∗ -open set U ⊂ E ∗ intersecting K there exist x∗ , y ∗ ∈
∗
cow (U ∩ K) so that f (x∗ ) > β and f (y ∗ ) < α. Then E contains an isomorphic
copy of `1 .
 10.4 Embedding of `1 337

Proof. Let K be as in the hypothesis. We construct inductively points xn ∈ BE ,

n ∈ N, so that
\ \
K∩ {z ∗ ∈ K : z ∗ (xn ) > β} ∩ {z ∗ ∈ K : z ∗ (xn ) < α} 6= ∅ (10.6)
n∈M n∈N

for any pair M, N of disjoint nonempty finite subsets of N.

∗
In the first step, we find x∗ , y ∗ ∈ cow K such that f (x∗ ) > β and f (y ∗ ) < α. Let
x1 ∈ BE approximates f pointwise on x∗ , y ∗ ; precisely we need that x∗ (x1 ) > β and
y ∗ (x1 ) < α.
∗
Since x∗ , y ∗ ∈ cow K, both sets

{z ∗ ∈ K : z ∗ (x1 ) > β} and {z ∗ ∈ K : z ∗ (x1 ) < α}

are nonempty.
Assume now that the construction has been completed up to the n-th stage, that is,
we have x1 , . . . , xn ∈ BE such that the set
\ \
UM,N := {z ∗ ∈ K : z ∗ (xi ) > β} ∩ {z ∗ ∈ K : z ∗ (xi ) < α}
i∈M i∈N

intersects K for each pair of disjoint nonempty finite sets M, N in {1, . . . , n}.
∗
For every such pair we select a point zM,N ∈ K ∩ UM,N and use the assumption
w∗
∗ ∗
to find xM,N , yM,N ∈ co (K ∩ UM,N ) such that f (x∗M,N ) > β and f (yM,N ∗ ) < α.
We find xn+1 ∈ BE satisfying

x∗M,N (xn+1 ) > β ∗

and yM,N (xn+1 ) < α.

Then
K ∩ UM,N ∩ {z ∗ ∈ K : z ∗ (xn+1 ) > β} 6= ∅ and
K ∩ UM,N ∩ {z ∗ ∈ K : z ∗ (xn+1 ) < α} 6= ∅.
It follows that
\ \
K∩ {z ∗ ∈ K : z ∗ (xi ) > β} ∩ {z ∗ ∈ K : z ∗ (xi ) < α} 6= ∅
i∈M i∈N

for each pair of disjoint nonempty subsets of {1, . . . , n + 1}. This finishes the con-
struction.
By (10.6), {xn |K } satisfies the assumptions of Lemma 10.40. If C > 0 satisfies
K ⊂ CBE ∗ , for any numbers c1 , . . . , cn we get
n n n
X X  β−αX
C ci xi E
≥ ci xi |K ≥ |ci |.
`∞ (K) 2
i=1 i=1 i=1
338 10 Deeper results on function spaces and compact convex sets

Thus
n n
β−αX X
|ci | ≤ ci xi E
,
2C
i=1 i=1

which shows that the sequence {xn } is equivalent to `1 -basis and the proof is finished.

Theorem 10.42. For a Banach space E the following assertions are equivalent:
(i) E does not contain an isomorphic copy of `1 ,
(ii) f |BE∗ is universally measurable for any f ∈ E ∗∗ ,
(iii) for any f ∈ BE ∗∗ and µ ∈ M1 (BE ∗ ) there exists a sequence {xn } in BE such
that xn → f on BE ∗ µ-almost everywhere,
(iv) f |BE∗ satisfies the barycentric formula for any f ∈ E ∗∗ .

Proof. For the proof of (i) =⇒ (iv), let f be an element of E ∗∗ . For a measure
µ ∈ M1 (BE ∗ ) given, pick any numbers β > α. We set K := spt µ and find β 0 > α0
such that [α0 , β 0 ] ⊂ (α, β). By Lemma 10.41, there exists a w∗ -open set U intersecting
K such that
∗
cow (U ∩ K) ⊂ {z ∗ ∈ K : f (z ∗ ) ≥ α0 } ⊂ {z ∗ ∈ K : f (z ∗ ) > α} or
w∗ ∗ ∗ 0 ∗ ∗
co (U ∩ K) ⊂ {z ∈ K : f (z ) ≤ β } ⊂ {z ∈ K : f (z ) < β}.

In both cases we get a w∗ -compact convex set L with strictly positive measure such
that either f > α on L or f < β on L. Hence f satisfies the Haydon condition
(Definition 4.13) and, by Theorem 4.19, f is strongly affine on BE ∗ .
For the proof of (iv) =⇒ (iii) use Theorem 4.34. Since the implication (iii)
=⇒ (ii) is obvious, we proceed to the last implication (ii) =⇒ (i). Assume that
T : `1 → E is an isomorphic embedding satisfying kT −1 k ≤ 1. Then the dual
operator T ∗ : E ∗ → `∞ is surjective and T ∗ (BE ∗ ) ⊃ B`∞ .
Let g ∈ (`∞ )∗ be an element whose restriction to B`∞ is not universally measurable
(see Lemma 10.28). Then f := g ◦ T ∗ is in E ∗∗ and it is not universally measurable
by Corollary 5.27. This concludes the proof.

10.5 Metrizability of compact convex sets

In this section we will need notions and facts contained in Section A.4 and Subsec-
tion A.2.A.

Definition 10.43 (Networks of topological spaces and distinguishable sets). For a

topological space X, a family N of subsets of X is a network if for any open set
U ⊂ X we have [
U = {N ∈ N : N ⊂ U }.
 10.5 Metrizability of compact convex sets 339

A subset A of a completely regular space X is called distinguishable in X if there

exists a separable metric space M and a continuous mapping f : X → M such that
A = f −1 (f (A)).
A completely regular space X is called distinguishable if X is distinguishable in
its Čech–Stone compactification.
Lemma 10.44. Let X be a completely regular space and ∆ := {(x, x) : x ∈ X} ⊂
X × X be the diagonal of X × X. Consider the following assertions:
(i) (X × X) \ ∆ is Lindelöf,
(ii) there exists a countable family of continuous functions on X separating points
of X,
(iii) ∆ is a Gδ set in X × X,
Then (i) =⇒ (ii) =⇒ (iii).
Proof. Let X and ∆ be as in the statement and assume (i). For each x, y ∈ X, x 6= y,
let fx,y be a continuous function on X such that fx,y (x) 6= fx,y (y). Then
−1 −1
{fx,y (U ) × fx,y (V ) : (x, y) ∈ (X × X) \ ∆, U, V ⊂ R disjoint and open}

is a family of open subsets of (X ×X)\∆ that covers (X ×X)\∆. By the assumption,

there exist countably many pairs (xn , yn ) ∈ (X × X) \ ∆ and open sets Un , Vn ⊂ R,
n ∈ N, such that Un ∩ Vn = ∅ and
∞
[
fx−1 (Un ) × fx−1


(X × X) \ ∆ ⊂ n ,yn n ,yn
(Vn ) .
n=1

Then the family {fxn ,yn : n ∈ N} separates points of X. This proves (i) =⇒ (ii).
For the proof of (ii) =⇒ (iii), let {fn : n ∈ N} be a countable family of continuous
functions on X separating points of X. Then
[
(X × X) \ ∆ = {fn−1 (U ) × fn−1 (V ) :
U, V ⊂ R are disjoint closed intervals with rational endpoints}
is an Fσ set. Thus ∆ is Gδ and the proof is complete.

Lemma 10.45. Let X be a compact space and ∆ = {(x, x) : x ∈ X} ⊂ X × X be

the diagonal of X × X. Then the following assertions are equivalent.
(i) X is metrizable,
(ii) (X × X) \ ∆ is Lindelöf,
(iii) there exists a countable family of continuous functions on X separating points
of X,
(iv) ∆ is a Gδ set in X × X.
340 10 Deeper results on function spaces and compact convex sets

Proof. Obviously, (i) =⇒ (ii). By Lemma 10.44, (ii) =⇒ (iii) =⇒ (iv).

Assume that ∆ is a Gδ subset of X × X. Then (X × X) \ ∆, as an Fσ subset of the
Lindelöf space X × X, is Lindelöf. By Lemma 10.44, there exists a countable family
{fn : n ∈ N} in C(X) separating points of X. We assume that kfn k ≤ 1, n ∈ N, and
define
∞
X 1
ρ(x, y) := |fn (x) − fn (y)|, x, y ∈ X.
2n
n=1

Then ρ is a continuous metric on X × X and thus ρ generates a weaker topology on

X than the original one. By Proposition A.28, these topologies coincide.

Lemma 10.46. Let X be a completely regular space.

(a) A set A ⊂ X is distinguishable in X if and only if there exists a countable family
{fn : n ∈ N} of continuous functions on X such that for every x ∈ A, y ∈ X \ A
there exists n ∈ N such that fn (x) 6= fn (y).
(b) The family of all distinguishable subsets of X is a σ-algebra.
(c) The space X is distinguishable if and only if X is distinguishable in some compact
space.
(d) If X is distinguishable, then X is K-countably determined.
(e) If X is compact and A ⊂ X Baire, then A is distinguishable in X.

Proof. For the proof of (a), let f : X → M be a continuous mapping to a metric

separable space M such that A = f −1 (f (A)). Let {gn : n ∈ N} be a countable family
of continuous functions separating points of M . Then the family {gn ◦ f : n ∈ N}
satisfies our requirement.
Conversely, let {fn : n ∈ N} be as in (a). Then f : X → RN defined as f (x) =
{fn (x)}, x ∈ X, is the required mapping with M = f (X).
As the verification of (b) is routine, we proceed to the proof of (c).
Y
Assume that X is distinguishable in a compact space Y . By replacing Y with X
if necessary we may assume that Y is a compactification of X.
Let M be a separable metric space and f : Y → M be a continuous mapping
such that X = f −1 (f (X)). Let βX be the Čech–Stone compactification of X and g :
βX → Y be the continuous mapping which equals identity on X (see Theorem A.36).
It is easy to verify that g ◦ f : βX → M distinguishes X in βX.
To check (d), assume that X is distinguishable in βX. Let M be a separable metric
space and f : βX → M be continuous such that X = f −1 (f (X)). Since f (βX) is
compact, X = ϕ(f (X)), where ϕ : f (βX) → 2βX is defined as

ϕ(y) := f −1 (y), y ∈ βX.

Obviously, ϕ is a usco mapping. Hence X is K-countably determined.

 10.5 Metrizability of compact convex sets 341

Finally, let A be a Baire subset of a compact space X. Let fn ∈ C(X), n ∈ N,

be such that A is contained in the σ-algebra generated by {fn−1 (U ) : U ⊂ R open}
(see Proposition A.48). Then {fn : n ∈ N} separates A from X \ A and A is
distinguishable in X.

Lemma 10.47. Let X, Y be completely regular spaces and ϕ : X → 2Y be a usco

mapping. Then
(a) graph of ϕ (that is, gr ϕ := {(x, y) ∈ X × Y : y ∈ ϕ(x)}) is a closed subset of
X ×Y,
(b) the projection πX : gr ϕ → X is a perfect mapping,
(c) the mapping ψ : X → 2X×Y , x 7→ {x} × ϕ(x), is a usco mapping of X onto
gr ϕ.

Proof. For the proof of (a), let (x0 , y0 ) be a point of (X × Y ) \ gr ϕ. As ϕ(x0 ) is

compact, we can find a neighborhood V of y0 such that V ∩ ϕ(x0 ) = ∅. By the upper
semicontinuity of ϕ,
U := {x ∈ X : ϕ(x) ⊂ Y \ V }
is an open subset of X and x0 ∈ U . Thus U × V is an open neighborhood of (x0 , y0 )
disjoint from gr ϕ.
−1
To verify (b) we first notice that πX is continuous and πX (x) = {x} × ϕ(x) is
compact in X × Y for each x ∈ X. Let F ⊂ gr ϕ be a closed set. Then U :=
(X × Y ) \ F is an open subset of X × Y .
−1 −1
Let x ∈ X satisfy πX (x) ⊂ U . By the compactness of πX (x), there exist open
sets G1 ⊂ X and G2 ⊂ Y such that
−1
πX (x) ⊂ G1 × G2 ⊂ U.

Since
−1
{x ∈ X : πX (x) ⊂ G1 × G2 } = {x ∈ X : ϕ(x) ⊂ G2 } ∩ G1
is an open subset of X,
−1
πX (F ) = πX ((X × Y ) \ U ) = X \ {x ∈ X : πX (x) ⊂ U }

is a closed set in X. Hence πX is perfect.

As (c) is an immediate consequence of (b), the proof is finished.

Lemma 10.48. Let X be a regular space. Then

(a) {N : N ∈ N } is a network for each network N ,
(b) X is determined if and only if X admits a countable network.
342 10 Deeper results on function spaces and compact convex sets

Proof. Let N be a network for a regular space X. Since for each x ∈ X and open set
U containing x there exists an open set V such that x ∈ V ⊂ V ⊂ U , assertion (a)
follows.
For the proof of (b), we start with the assumption that X is determined. Let
f : Y → X be a continuous surjection from a separable metric space Y . If B is
a countable base of open sets in Y , then it easily follows that

{f (B) : B ∈ B}

is a countable network for X.

Assume now that X has a countable network N = {Mn : n ∈ N}. Let {0, 1}N be
the Cantor set identified with the family of all subsets of N as in Subsection 10.3.A.
We set \ \
Nσ := Mi ∩ Mic , σ ∈ {0, 1}N .
i∈σ i∈σ
/

We claim that Nσ is either empty or a singleton for each σ ∈ {0, 1}N . Indeed, let
σ ∈ {0, 1}N and x, y ∈ X be distinct points. We find a neighborhood V of x such
that y ∈
/ V and n ∈ N such that x ∈ Mn ⊂ V . Then, x ∈ / Nσ if σn = 0, whereas
y∈/ Nσ if σn = 1. Hence Nσ cannot contain both points x, y. We set

Y := {σ ∈ {0, 1}N : Nσ 6= ∅}.

and define f : Y → X as the mapping determined by the property f (σ) ∈ Nσ .

Obviously, Y is a separable metric space and f is onto. To finish the proof we have to
verify the continuity of f .
Let σ ∈ Y and an open neighborhood U of f (σ) be given. We find an index n ∈ N
such that
f (σ) ∈ Mn ⊂ U.
Then the set
U := {τ ∈ {0, 1}N : τn = 1}
is a neighborhood of σ and f (U ) ⊂ V . Thus f is continuous at σ and the proof is
complete.

Lemma 10.49. A determined compact space is metrizable.

Proof. Let X be a determined compact space. By Lemma 10.48, there exists a count-
able network N for X consisting of closed sets. For any pair N, N 0 ∈ N of disjoint
sets we choose a continuous function f(N,N 0 ) ∈ C(X) such that
(
0 on N,
f(N,N 0 ) =
1 on N 0 .
 10.5 Metrizability of compact convex sets 343

Then
{f(N,N 0 ) : N, N 0 ∈ N , N ∩ N 0 = ∅}
is a countable family of continuous functions separating points of X. Thus X is
metrizable by Lemma 10.45.

Definition 10.50 (Hausdorff metric). Let X be a compact space with a compatible

metric ρ that is bounded by 1. For a pair of sets A, B ⊂ X, let

δ(A, B) := sup{dist(x, B) : x ∈ A}.

Let K(X) denote the family of all compact subsets of X endowed with the following
metric:

0
 if A = B = ∅,
dH (A, B) = 1 if exactly one of A, B is empty,

δ(A, B) ∨ δ(B, A) if both A, B are nonempty.


By Chapter II, Section 4.F in A.S. Kechris [262], dH is a metric on K(X) that turns
it into a compact metric space. Moreover, it is compatible with the so-called Vietoris
topology.

Theorem 10.51. Let X be a compact convex set X with a determined boundary B.

Then X is metrizable.

Proof. Let N be a countable network of B (see Lemma 10.48) and let ε ∈ (0, 1) be
fixed. For each finite family F ⊂ N , we set

AF := {f ∈ BAc (X) : diam f (F ) ≤ ε, F ∈ F}.

Let K([−1, 1]) denote the space of all compact subsets of [−1, 1] endowed with the
Hausdorff metric dH (see Definition 10.50) and, for n ∈ N, let (K([−1, 1]))n be
the product space of n copies of K([−1, 1]) with the maximum metric. If F =
{F1 , . . . , Fn }, we define a mapping ϕF : AF → (K([−1, 1]))n as

ϕF (f ) = (f (F1 ), . . . , f (Fn )), f ∈ AF .

Since (K([−1, 1]))n is a compact metric space, ϕF (AF ) is its separable subspace.
We select a countable set DF ⊂ AF such that ϕF (DF ) is dense in ϕF (AF ).
Let [
D := {DF : F ⊂ N finite}.
Step 1: For each f ∈ BAc (X) there exists a sequence {fn } of functions from D
such that
lim sup |fn (x) − f (x)| ≤ 2ε, x ∈ B.
n→∞
344 10 Deeper results on function spaces and compact convex sets

Given a function f ∈ BAc (X) , we find a finite open cover U of X such that
diam f (U ) ≤ ε for each U ∈ U. We set

N 0 := {N ∈ N : there exists U ∈ U such that N ⊂ U }.

Let {F1 , F2 , . . . } be an enumeration of N 0 .

We notice that diam f (Fi ) ≤ ε for each i ∈ N. By setting

F n := {F1 , . . . , Fn }, n ∈ N,

we get f ∈ AF n for each n ∈ N. Thus for each n ∈ N we may use density of DF n in

ϕF n (AF n ) to choose a function fn ∈ DF n such that

dH (f (Fi ), fn (Fi )) < ε, i = 1, . . . , n. (10.7)

Let x ∈ B be an arbitrary point. We find a natural number n ∈ N such that x ∈ Fn .

Let k ∈ N with n ≤ k be given. By (10.7) and the definition of the Hausdorff metric
on K([−1, 1]), there exists y ∈ Fn such that |f (x) − fk (y)| < ε. Since diameters of
f (Fn ) and fk (Fn ) are smaller or equal than ε,

|fk (x) − f (x)| ≤ |fk (x) − fk (y)| + |fk (y) − f (x)| ≤ 2ε.

Hence lim supn→∞ |fn (x) − f (x)| ≤ 2ε for each x ∈ B, concluding the proof.
Step 2: For each f ∈ BAc (X) there existP
a sequence {fn } of functions from D and
a sequence {λn } of positive numbers with ∞ n=1 λn = 1 such that
∞
X
λn |fn (x) − f (x)| ≤ 3ε, x ∈ X.
n=1

Given f ∈ BAc (X) , by Step 1 there exists a sequence {fn } in D such that

−2ε ≤ lim inf(fn (x) − f (x)) ≤ lim sup(fn (x) − f (x)) ≤ 2ε, x ∈ B.
n→∞ n→∞

Corollary 3.75 yields

−2ε ≤ lim inf(fn (x) − f (x)) ≤ lim sup(fn (x) − f (x)) ≤ 2ε, x ∈ X.
n→∞ n→∞

In other words,
lim sup |fn (x) − f (x)| ≤ 2ε, x ∈ X.
n→∞
A usePof the Simons inequality 3.74 provides a sequence {λn } of positive numbers
with ∞ n=1 λn = 1 such that
∞
X
λn |fn (x) − f (x)| ≤ 3ε, x ∈ X.
n=1
 10.5 Metrizability of compact convex sets 345

Step 3: For each f ∈ BAc (X) there Pnexist a finite family {f1 , . . . , fn } ⊂ D and a
positive numbers {c1 , . . . , cn } with k=1 ck = 1 such that
n
X
ck |fk (x) − f (x)| ≤ 6ε, x ∈ X.
k=1

If f ∈ BAc (X) , let {fk } and {λk } be as in Step 2. We find n ∈ N such that
λ := ∞ −1 < 1 + ε and set
P
k=n λk satisfies (1 − λ)

ck := (1 − λ)−1 λk , k = 1, . . . , n.

Then
n
X n
X
ck |fk (x) − f (x)| = (1 − λ)−1 λk |fk (x) − f (x)| ≤ 3ε(1 + ε) ≤ 6ε, x ∈ X,
k=1 k=1

and Step 3 is proved.

It follows that for every ε ∈ (0, 1) there exists a countable family Dε ⊂ BAc (X)
such that
BAc (X) ⊂ co Dε + 6εBAc (X) .
This shows that BAc (X) is separable. Since Ac (X) separates points of X, X is metriz-
able by Lemma 10.45 and the proof is finished.

Lemma 10.52. Let X be completely regular space such that

• a countable set of continuous functions separates points of X, and

• X is distinguishable.
Then X is separable metrizable.
Proof. Let {gn : n ∈ N} be a family of continuous functions on βX that distinguishes
X in βX. Let {fn : n ∈ N} be a family of continuous functions on X that separates
points of X. We may assume that all functions fn are bounded. We extend the
functions fn (and denote them likewise) to the whole βX.
Let B be a countable base of open sets in R and let

U := {fn−1 (B) : B ∈ B} ∪ {gn−1 (B) : B ∈ B}.

We claim that {U ∩ X : U ∈ U} is a subbase of the topology of X.

Indeed, let V ⊂ βX be an open neighborhood of x ∈ X. For each y ∈ βX
we select sets Uy , Uy0 ∈ U such that x ∈ Uy , y ∈ Uy0 and Uy ∩ Uy0 = ∅. By the
compactness of βX \ V there exist y1 , . . . , yn in βX \ V such that
n
[
βX \ V ⊂ Uy0 i .
i=1
346 10 Deeper results on function spaces and compact convex sets

Thus
n
\
x∈ Uyi ⊂ V,
i=1

and {U ∩ X : U ∈ U} is a subbase of X.
As any regular space with a countable base is metrizable (see R. Engelking [169],
Theorem 4.4.7) and clearly separable, the proof is finished.

Lemma 10.53. Let X be completely regular space. Then the following assertions are
equivalent.

(i) X is determined,

(ii) X is K-countably determined and admits a countable set of continuous func-

tions separating points of X.

Proof. Assume first that X is determined, that is, there exist a separable metric space
M and a continuous surjective mapping f : M → X. Then f ×f : M ×M → X ×X
defined as
f (m, n) := (f (m), f (n)), (m, n) ∈ M × M,

is a continuous surjection. Thus

(X × X) \ ∆ = (f × f ) (f × f )−1 ((X × X) \ ∆) ,

as a continuous image of a Lindelöf space, is Lindelöf. By Lemma 10.44, X admits a

countable family of continuous functions separating points of X.
Conversely, let {fn : n ∈ N} be a family of continuous functions separating points
of X and let ϕ : M → 2X be a usco mapping of a separable metric space M onto X.
Let πM : M ×X → M and πX : M ×X → X denotes the canonical projections. We
select a countable family {gn : n ∈ N} of continuous functions on M that separates
points of M .
Then the family

{gn ◦ πM : n ∈ N} ∪ {fn ◦ πX : n ∈ N} (10.8)

separates points of gr ϕ.
 10.5 Metrizability of compact convex sets 347

We claim that gr ϕ is distinguishable in β(gr ϕ). Indeed, we find a metric compact-

ification M
c of M and let
bM : β(gr ϕ) → M
π c

be the continuous extension of πM . To finish the reasoning of the claim we have to

prove that
πM )−1 (b
gr ϕ = (b πM (gr ϕ)). (10.9)
By Lemma 10.47(b), πM : gr ϕ → M is a perfect mapping. By Theorem A.37,

bM (β(gr ϕ) \ gr ϕ) ⊂ M
π c \ M.

Hence (10.9) follows.

Thus (10.8) along with (10.9) allows to use Lemma 10.52 and conclude that gr ϕ is
a separable metrizable space. Hence X = πX (gr ϕ) is determined.

Lemma 10.54. Let F be a countable family of bounded continuous functions on a

topological space X. Then there exists a norm separable subspace G ⊂ C b (X) so
that F ⊂ G, G contains constant functions and G is a lattice (with respect to the
pointwise ordering).

Proof. Given F as in the statement of the lemma, we may assume without loss of gen-
erality that 1 ∈ F. Then G := W(span F) − W(span F) is the desired space (recall
that W(H) is the smallest min-stable cone generated by H; see Definition 3.10).

Lemma 10.55. Let ϕ : X → Y be a continuous affine surjection of a compact convex

set X onto a compact convex set Y . Let F 1 ⊂ C b (ext X) and G ⊂ Kc (Y ) satisfy the
following property: for every f ∈ F 1 there exist bounded sequences {un }, {vn } in G
such that

sup{(un ◦ ϕ)|ext X : n ∈ N} = f = inf{(−vn ◦ ϕ)|ext X : n ∈ N}.

Then there exists a family F 2 ⊂ C b (ext Y ) so that f1 ∈ F 1 if and only if there exists
f2 ∈ F 2 satisfying f1 = f2 ◦ ϕ on ϕ−1 (ext Y ) ∩ ext X.

Proof. Given F 1 and G as in the hypothesis, for each f1 ∈ F 1 we find sequences

{un }, {vn } according to the assumption and set

f2 (y) := sup un (y), y ∈ ext Y.

n∈N

Since ext Y ⊂ ϕ(ext X) and

sup un (ϕ(x)) = inf −vn (ϕ(x)), x ∈ ext X,

n∈N n∈N
348 10 Deeper results on function spaces and compact convex sets

the function f2 satisfies

f2 = sup un |ext Y = inf −vn |ext Y .

n∈N n∈N

Thus f2 is both upper and lower semicontinuous, and hence continuous on ext Y .
Obviously, f2 is bounded.
If x ∈ ext X ∩ ϕ−1 (ext Y ), then

f2 (ϕ(x)) = sup un (ϕ(x)) = f1 (x).

n∈N

Hence F 2 consisting of all such functions constructed for each f1 ∈ F 1 is the required
family.

Theorem 10.56. Let X be a compact convex set. Then the following assertions are
equivalent.
(i) X admits a continuous strictly convex function,
(ii) ext X is a Baire subset of X,
(iii) ext X is distinguishable in X,
(iv) ext X is K-countably determined and countably many continuous functions on
ext X separate points,
(v) ext X is Lindelöf and countable many continuous functions on ext X separate
points,
(vi) X is metrizable.

Proof. We will prove (i) ⇐⇒ (vi) =⇒ (ii) =⇒ (iii) =⇒ (iv) =⇒ (v) =⇒ (iii)
and (iv) =⇒ (vi).
For the proof of (i) =⇒ (vi), let f be a strictly convex continuous function on X.
Then ϕ : X × X → [0, ∞) defined as
1 x + y

ϕ(x, y) := (f (x) + f (y)) − f , (x, y) ∈ X × X,
2 2
is a positive continuous function and
∞ n
\ 1o
∆= (x, y) ∈ X × X : ϕ(x, y) < .
n
n=1

Hence ∆ is a Gδ subset of X × X and X is metrizable by Lemma 10.45.

The implication (vi) =⇒ (i) follows from Theorem 3.42. Further, (vi) =⇒ (ii)
follows from Theorem 3.42 and Proposition 3.43.
If ext X is a Baire subset of X, then ext X is distinguishable in X by Lemma
10.46(e). Hence (ii) =⇒ (iii).
 10.5 Metrizability of compact convex sets 349

Assume now that (iii) is satisfied. By Lemma 10.46, ext X is a K-countably deter-
mined space. Define ϕ : X × X → X by the formula
1
ϕ(x, y) := (x + y), (x, y) ∈ X × X.
2
It is easy to see that both

ϕ−1 (ext X) and ext X × ext X

are distinguishable in X × X. By Lemma 10.46(b),

(ext X × ext X) \ ∆ = (ext X × ext X) ∩ ((X × X) \ ϕ−1 (ext X))

is a distinguishable set in X × X. It follows from Lemma 10.46(d) and Theo-

rem A.111(e) that
(ext X × ext X) \ ∆
is Lindelöf. By Lemma 10.44, ext X admits a countable family of continuous func-
tions separating points of ext X. Thus (iv) holds.
For the proof of (iv) =⇒ (v), we just use Theorem A.111(e) to conclude that
ext X is Lindelöf.
To close the chain of implications we have to prove (v) =⇒ (iii). To this end,
assume that ext X is Lindelöf and F 1 is a countable family of continuous functions
on ext X that separates points of ext X. Obviously, we may assume that all functions
in F 1 are bounded. Using Lemma 10.54 we enlarge F 1 (if necessary) to get a norm
separable subspace of C b (ext X) that contains constant functions and is a lattice with
respect to the pointwise ordering.
Let F 2 ⊂ F 1 be a countable norm dense set in F 1 . Given f ∈ F 2 , ext X f ∗ = f on
ext X by Corollary 3.23(c). Since ext X is Lindelöf, for each f ∈ F 2 , according to
Lemma A.54, there exist bounded sequences {fk }, {gk } in Kc (X) such that

sup fk |ext X = f = inf (−gk |ext X ).

k∈N k∈N

Let G 1 consist of the elements of all these sequences for f running through F 2 .

Claim. For every x1 ∈ ext X and x2 ∈ X \ ext X there exists g ∈ G 1 so that g(x1 ) 6=
g(x2 ).

Proof of the claim. We assume that g(x1 ) = g(x2 ) for each g ∈ G 1 . We find a Baire
set A ⊂ X with x1 ∈ A ⊂ X \ {x2 } and a maximal measure µ ∈ Mx2 (X). We use
Theorem 9.12, for maximal measures εx1 , µ, a Baire set A and a family G 1 , to get a
continuous affine surjection ϕ : X → Y of X onto a metrizable compact convex set
Y and a set G 2 ⊂ C(Y ) such that
(a) ϕ] εx1 and ϕ] µ are maximal on Y ,
350 10 Deeper results on function spaces and compact convex sets

(b) ϕ−1 (ϕ(A)) = A,

(c) for each g1 ∈ G 1 there exists g2 ∈ G 2 such that g1 = g2 ◦ ϕ.
We denote yi := ϕ(xi ), i = 1, 2. By (b), y1 6= y2 and by (a), y1 ∈ ext Y . We claim
that families F 1 , G 2 satisfy the assumptions of Lemma 10.55.
Indeed, if f ∈ F 2 , we get the required sequences from the choice of G 1 and prop-
erty (c). Since F 2 is norm dense in F 1 , the claim easily follows.
Thus we may use Lemma 10.55 to get a family F 3 ⊂ C b (ext Y ) so that f1 ∈ F 1 if
and only if there exists f3 ∈ F 3 satisfying f1 = f3 ◦ ϕ on ϕ−1 (ext Y ) ∩ ext X. Since
F 1 separates points of ext X, F 3 separates points of ext Y . Further, F 3 is a subspace
of C b (ext Y ) that contains constant functions and is, moreover, a lattice.
We define
B := {f ∈ C b (ext Y ) : ϕ] µ(f ) = f (y1 )}.
Then F 3 ⊂ B.
To see this, let f3 ∈ F 3 be given. We find f1 ∈ F 1 so that f1 = f3 ◦ ϕ on
−1
ϕ (ext Y ) ∩ ext X. By the definition of G 1 , there exists a bounded sequence {un }
in G 1 such that supn∈N un = f1 on ext X. Using (c), we select a sequence {b
un } in G 2
with un = u bn ◦ ϕ, n ∈ N. Then
(ϕ] µ)(f3 ) ≥ (ϕ] µ)(sup u
bn ) ≥ sup (ϕ] µ)(b
un )
n∈N n∈N

= sup µ(un ) ≥ sup un (x2 )

n∈N n∈N

= sup un (x1 ) = f1 (x1 )

n∈N

= f3 (y1 ).
Analogously we get (ϕ] µ)(f3 ) ≤ f3 (y1 ).
Since ϕ] µ is maximal, it is carried by ext Y . HenceSwe may find an increasing
sequence {Kn } of compact sets in ext Y such that (ϕ] µ)( ∞n=1 Kn ) = 1 and y1 ∈ K1 .
Now we may use the Stone–Weierstrass theorem for the restriction of B to each Kn
to conclude that B = C b (ext Y ).
Indeed, let f ∈ C b (ext Y ) and ε > 0 be given. We find Kn so that (ϕ] µ)(Kn ) >
1 − ε and a function g ∈ F 3 so that
sup |f (y) − g(y)| < ε.
y∈Kn

Since F 3 is a lattice containing constant functions, we may assume that kgk ≤ kf k.

Then
Z
|(ϕ] µ)(f ) − f (y1 )| ≤ |f (t) − g(t)| d(ϕ] µ)(t)
Kn

+ 2kf k(ϕ] µ)(ext Y \ Kn ) + |(ϕ] µ)(g) − g(y1 )| + |g(y1 ) − f (y1 )|

≤ ε(2 + 2kf k).
 10.6 Continuous affine images 351

Thus ϕ] µ = εy1 . But this is impossible, because ϕ] µ ∈ My2 (Y ) and y1 6= y2 .

This concludes the proof of the claim.

The claim yields that ext X is distinguishable in ext X by means of functions from
G 1 . This concludes the proof of (v) =⇒ (iii).
To finish the proof we verify (iv) =⇒ (vi). If (iv) holds, Lemma 10.52 yields that
ext X is a separable metrizable space. By Theorem 10.51, X is metrizable.

10.6 Continuous affine images

In this section we study the following problem.
Let ϕ : X → Y be a continuous affine mapping of a compact convex set X to a
compact convex set Y .
• If ϕ(ext X) ⊂ ext Y , does it imply that ϕ (M1 1
] max (X)) ⊂ Mmax (Y )?
• If ϕ(ext X) ⊂ ext Y and ϕ is injective on ext X, does it imply that ϕ] is injective
on M1max (X)?

Theorem 10.57. Let ϕ : X → Y be a continuous affine mapping of a compact convex

set X to a compact convex set Y and let ext Y be a Lindelöf space.
(a) Then the following assertions are equivalent:
(i) ϕ(ext X) ⊂ ext Y ,
(ii) ϕ] (M1max (X)) ⊂ M1max (Y ).
(b) Further, the following assertions are equivalent:
(i’) ϕ(ext X) ⊂ ext Y and ϕ is injective on ext X,
(ii’) ϕ] (M1max (X)) ⊂ M1max (Y ) and ϕ] is injective on M1max (X).

Proof. We first notice that the implications (ii) =⇒ (i) and (ii’) =⇒ (i’) are
obvious. We start the proof of the converse implications by showing (i) =⇒ (ii). To
this end, let µ ∈ M1max (X) be given. We fix an arbitrary closed set F ⊂ Y \ ext Y .
Since ext Y is Lindelöf, there exists a countable family of cozero sets {Un : n ∈ N}
in Y such that
∞
[
ext Y ⊂ Un ⊂ Y \ F.
n=1
S∞
Then G := ϕ−1 ( n=1 Un ) is an Fσ set. By the assumptions, ext X ⊂ G and hence
µ(G) = 1. Thus
∞
[

(ϕ] µ) Un = µ(G) = 1,
n=1

and hence µ(F ) = 0.

Thus (ϕ] µ)∗ (Y \ ext Y ) = 0, and ϕ] µ ∈ M1max (Y ) by virtue of Proposition 3.80.
352 10 Deeper results on function spaces and compact convex sets

We proceed with the proof of (i’) =⇒ (ii’). We start by proving

ϕ(X \ ext X) ⊂ Y \ ext Y. (10.10)

Indeed, given y ∈ ext Y ∩ ϕ(X), the set ϕ−1 (y) is a closed face. Since

ϕ−1 (y) = co(ext ϕ−1 (y)) = co(ϕ−1 (y) ∩ ext X),

the assumption yields that ϕ−1 (y) is a singleton. Hence (10.10) follows.
Let µ ∈ M1max (X) be given. For any set F ⊂ X \ ext X, (10.10) gives

ϕ(F ) ⊂ Y \ ext Y.

This along with Proposition 3.80 and the first part of the proof yields

(ϕ] µ)(ϕ(F )) = 0, F ⊂ X \ ext X, F closed.

Hence

µ(F ) ≤ µ(ϕ−1 (ϕ(F ))) = (ϕ] µ)(ϕ(F )) = 0, F ⊂ X \ ext X, F closed,

and thus
µ(ϕ−1 (ϕ(F ))) = µ(F ), F ⊂ X, F closed. (10.11)
If µ, ν ∈ M1max (X) are measures with ϕ] µ = ϕ] ν, then (10.11) yields

µ(F ) = µ(ϕ−1 (ϕ(F ))) = (ϕ] µ)(ϕ(F ))

= (ϕ] ν)(ϕ(F )) = ν(ϕ−1 (ϕ(F ))) = ν(F )

for any closed F ⊂ X. Hence µ = ν and ϕ] is injective on M1max (X).

Remark 10.58. It can be easily verified that the mapping ϕ : X → Y is a homeomor-

phism of ext X onto ϕ(ext X) if ϕ(ext X) ⊂ ext Y and ϕ is injective on ext X.
Indeed, since

ϕ(ext X) ⊂ ext Y and ϕ(X \ ext X) ⊂ Y \ ext Y,

it is not difficult to realize that ϕ(F ∩ ext X) = ϕ(F ) ∩ ext Y for any F ⊂ X. Hence
ϕ : ext X → ext Y is a closed mapping (that is, ϕ maps closed sets to closed sets),
and thus a homeomorphism on ext X.
Hence we obtain that ext X is a Lindelöf space if ext Y is Lindelöf and ϕ is a
surjective mapping with the properties as above.
Theorem 10.59. Let ϕ : X → Y be a continuous affine mapping of a compact convex
set X to a simplex Y .
(a) Then the following assertions are equivalent:
 10.6 Continuous affine images 353

(i) ϕ(ext X) ⊂ ext Y ,

(ii) ϕ] (M1max (X)) ⊂ M1max (Y ),
(iii) ϕ(F ) is a face for each closed face F ⊂ X,
(iv) ϕ(F ) is a closed extremal set for each closed extremal F ⊂ X.
(b) Further, the following assertions are equivalent:
(i’) ϕ(ext X) ⊂ ext Y and ϕ is injective on ext X,
(ii’) ϕ] (M1max (X)) ⊂ M1max (Y ) and ϕ] is injective on M1max (X),
(iii’) ϕ is a homeomorphism onto ϕ(X).

Proof. For the proof of (a), we first verify (i) =⇒ (ii). To this end, let µ be a maximal
probability measure on X. To show that ϕ] µ is maximal on Y , we use Mokobodzki’s
maximality test 3.58.
Let g be a continuous convex function on Y . Since Y is a simplex, g ∗ is an affine
function (see Theorem 6.5). By the assumption ,

g ∗ ◦ ϕ = (g ◦ ϕ)∗ on ext X.

By Proposition 3.88, g ∗ ◦ ϕ ≤ (g ◦ ϕ)∗ on X.

On the other hand, given x ∈ X, there exists a measure λ ∈ Mx (X) such that
λ(g ◦ ϕ) = (g ◦ ϕ)∗ (x) (see Lemma 3.22). Then ϕ] λ ∈ Mϕ(x) (Y ) and

(g ◦ ϕ)∗ (x) = λ(g ◦ ϕ) = (ϕ] λ)(g) ≤ g ∗ (ϕ(x)).

Hence g ∗ ◦ ϕ = (g ◦ ϕ)∗ on X.
Thus the equality

(ϕ] µ)(g) = µ(g ◦ ϕ) = µ((g ◦ ϕ)∗ ) = µ(g ∗ ◦ ϕ) = (ϕ] µ)(g ∗ )

shows that ϕ] µ is a maximal measure on Y .

We proceed with the proof by showing (ii) =⇒ (iii). Let F ⊂ X be a closed face.
Since ϕ(F ) is obviously convex, we need to check its extremality.
Let ν ∈ M1max (Y ) satisfy r(ν) ∈ ϕ(F ). We find a point x ∈ F with ϕ(x) = r(ν)
and select a measure µ ∈ M1max (X) such that r(µ) = x. Since F is a closed face,
µ ∈ M1 (F ). Then ϕ] µ is carried by ϕ(F ) and by the assumption, ϕ] µ is maximal.
Since
r(ϕ] µ) = ϕ(r(µ)) = r(ν)
and Y is a simplex, ϕ] µ = ν. Hence ν ∈ M1 (ϕ(F )).
Since a closed set is extremal if and only if it is a union of closed faces (see Propo-
sition 2.69), we get (iii) =⇒ (iv).
We proceed with the proof of (iv) =⇒ (i). But this is immediate, because a set
{x} is extremal if and only if x ∈ ext X. This concludes the proof of (a).
354 10 Deeper results on function spaces and compact convex sets

We start the proof of (b) by showing (i’) =⇒ (iii’). We know from (a) that ϕ(X)
is a face of Y and hence a simplex. Since ext ϕ(X) = ϕ(X) ∩ ext Y , we may assume
from now on that ϕ is a surjective mapping onto a simplex Y . By the assumption,

ϕ(ext X) = ext Y and ϕ is injective on ext X.

Step 1: For any f ∈ Ac (X), the function

g(y) := inf{f (x) : x ∈ ϕ−1 (y)}, y ∈ Y,

is lower semicontinuous and affine.

It is easy to verify that g is lower semicontinuous and convex. Assume that g is not
affine, that is, that there exist y1 , y2 ∈ Y , λ ∈ (0, 1) and ε > 0 such that

λg(y1 ) + (1 − λ)g(y2 ) − g(λy1 + (1 − λ)y2 ) > ε > 0.

By Proposition 4.9, we can find functions h1 , h2 ∈ Ac (Y ) so that h(yi ) − hi (yi ) < 31 ε

and hi < g, i = 1, 2. Let h := h1 ∨ h2 and y := λy1 + (1 − λ)y2 .
Since Y is a simplex, h∗ is affine (see Theorem 6.5) and hence the function f −
h ◦ ϕ is lower semicontinuous affine and f − h∗ ◦ ϕ > 0 on ext X (since h < g and
∗

h∗ = h on ext Y ). By the Minimum principle 2.24, f − h∗ ◦ ϕ > 0 on X.

On the other hand,
1
h∗ (y) > λh1 (y1 ) + (1 − λ)h2 (y2 ) > λg(y1 ) + (1 − λ)g(y2 ) − ε > g(y).
3
Thus there exists x ∈ ϕ−1 (y) such that f (x) < h∗ (y). Hence

f (x) − h∗ (ϕ(x)) < 0,

a contradiction.
Step 2: The mapping ϕ is injective.
Suppose that there exists a point y ∈ Y such that the fiber ϕ−1 (y) contains two
different points, say x1 and x2 . Let f ∈ Ac (X) satisfy f (x1 ) > f (x2 ). Let g :
Y → R be defined as above and let h := g ◦ ϕ − f . By the first step, h is upper
semicontinuous and affine. Further, h = 0 on ext X by the assumption. By the
Minimum principles 2.24 and 3.85, h = 0 on X. But h(x1 ) < 0, a contradiction.
This finishes the proof of injectivity of ϕ, and thus ϕ is a homeomorphism.
Since the remaining implications are obvious, the proof is finished.

Theorem 10.60. Let F ⊂ H be function spaces on a compact space K, F be simpli-

cial and Ac (H) = H. Then the following assertions are equivalent:
(i) Ac (F) = H,
(ii) ChF (K) = ChH (K).
 10.6 Continuous affine images 355

Proof. If Ac (F) = H, Exercise 3.95 yields

ChF (K) = ChAc (F ) (K) = ChH (K).

Hence (i) =⇒ (ii).

To prove (ii) =⇒ (i), suppose that ChF (K) = ChH (K). We know that Ac (F) ⊂
A (H) = H. Let φ1 : K → S(H) and φ2 : K → S(Ac (F)) be the homeomor-
c

phic embedding from Definition 4.25. If ϕ : S(H) → S(Ac (F)) is the restriction
mapping, then
φ2 = ϕ ◦ φ1 . (10.12)
By the assumption and Proposition 4.26(d),

ϕ(ext S(H)) = ext S(Ac (F))

and ϕ is injective on ext S(H) by (10.12). Since S(Ac (F)) is a simplex (see Theo-
rem 6.54), Theorem 10.59(b) implies that ϕ is a surjective homeomorphism. Hence
Ac (F) = H, which finishes the proof.

Notation 10.61. Let ϕ : X → Y be a continuous affine surjection of a compact

convex set X onto a compact convex set Y . If f ∈ C(X), we denote as fϕ the
function on Y defined as

fϕ (y) := sup{f (x) : x ∈ ϕ−1 (y)}, y ∈ Y.

Lemma 10.62. Let ϕ be a continuous affine surjection of a compact convex set X

onto a compact convex set Y and let f ∈ Ac (X). Then the following assertions hold:
(a) fϕ ◦ ϕ ≥ f and fϕ is upper semicontinuous and concave.
(b) fϕ = inf{h ∈ Ac (Y ) : h ◦ ϕ ≥ f }.

Proof. Assertion (a) follows easily from the definition (see the proof of Theorem
10.59). To show (b), let h ∈ Ac (Y ) satisfy h ◦ ϕ ≥ f . Then

fϕ (y) = max f (ϕ−1 (y)) ≤ h(y), y ∈ Y.

Conversely, let y ∈ Y be fixed. Let p : Ac (X) → R be defined as

p(g) = inf{h(y) : h ◦ ϕ ≥ g}, g ∈ Ac (X).

Then p is a sublinear functional on Ac (X) such that p(h ◦ ϕ) = h(y), h ∈ Ac (Y ).

By the Hahn–Banach theorem we can find a linear functional s on Ac (X) such that
s(f ) = p(f ) and s ≤ p on Ac (X). If g ∈ Ac (X) is negative, then s(g) ≤ p(g) ≤ 0.
Further, s(1) ≤ p(1) and s(−1) ≤ p(−1). Since p(1) = 1, s(1) = p(1) = 1. Thus
356 10 Deeper results on function spaces and compact convex sets

s is a positive continuous functional on Ac (X), and hence there exists x ∈ X with

s(g) = g(x), g ∈ Ac (X) (see Proposition 4.31(a)). For any h ∈ Ac (Y ),
h(ϕ(x)) = s(h ◦ ϕ) ≤ p(h ◦ ϕ) = h(y).
By using −h instead of h we get h(ϕ(x)) = h(y), and thus y = ϕ(x). Hence
fϕ (y) ≥ f (x) = s(f ) = p(f ),
and the proof is finished.

Lemma 10.63. Let ϕ be a continuous affine surjection of a compact convex set X

onto a compact convex set Y . Then the following conditions are equivalent:
(i) ϕ is open (that is, ϕ maps open sets to open sets),
(ii) fϕ is continuous on Y for any f ∈ Ac (X),
(iii) for any f1 , . . . , fd ∈ Ac (X), the set U := ϕ({x ∈ X : f1 (x) > 0, . . . , fd (x) >
0} is open in Y .
Proof. Let ϕ be open and f ∈ Ac (X). For given y ∈ Y and c < fϕ (y) we find
x ∈ ϕ−1 (y) with f (x) > c. Then
W := ϕ({z ∈ X : f (z) > c})
is an open set in Y containing y and fϕ > c on W . Thus fϕ is lower semicontinuous.
By Lemma 10.62(a), fϕ is continuous. This proves (i) =⇒ (ii).
To show (ii) =⇒ (iii), we set
V := {t ∈ Rd : ti > 0 for all i = 1, . . . , d},
d
X
S := λ ∈ Rd : λi ≥ 0 for all i = 1, . . . , d,

λi = 1 ,
i=1
d −1
Cy := {(f1 (x), . . . , fd (x)) ∈ R : x ∈ ϕ (y)}, y ∈ Y.
By the definition, y ∈ U if and only if Cy ∩ V 6= ∅. If y ∈ / U , a separation argument
shows that there exists λ ∈ Rd such that λ · t ≤ 0 for t ∈ Cy and λ · t > 0 for t ∈ V .
We observe that λ is nontrivial and λi ≥ 0 for all i = 1, . . . , d, so that we may assume
that λ ∈ S. It follows that
[
Y \U = {y ∈ Y : sup λ · t ≤ 0}
λ∈S t∈Cy

[ d
X

= y∈Y: sup λi fi (x) ≤ 0
λ∈S x∈ϕ−1 (y) i=1

[ d
X

= y∈Y: λi fi ϕ
(y) ≤ 0 .
λ∈S i=1
 10.6 Continuous affine images 357

Hence Y \ U is a projection on the first coordinate of the set

d
X


C := (y, λ) ∈ Y × S : λi fi ϕ (y) ≤ 0 .
i=1

By the assumption, fϕ is continuous on Y for each f ∈ Ac (X). Since kfϕ − gϕ k ≤

kf − gk, the mapping (f, y) 7→ fϕ (y) is continuous on Ac (X) × Y . Hence C is
compact and, consequently, U is open.
For the proof of (iii) =⇒ (i) we notice that the sets

{x ∈ X : f1 (x) > 0, . . . , fd (x) > 0}, f1 , . . . , fd ∈ Ac (X), d ∈ N,

form a base of the topology of X.

Lemma 10.64. If X is a Bauer simplex, then the sets of the form {x ∈ ext X : f (x) >
a}, f ∈ Ac (X), a ∈ R, form a base of open sets in ext X.

Proof. If X is a Bauer simplex, ext X is a compact set. Thus the sets ni=1 {x ∈
T
ext X : fi (x) > 0}, where n ∈ N and the functions fi are continuous on ext X, form
a base of the topology of ext X. Given functions f1 , . . . , fn in Ac (X), let f ∈ Ac (X)
be such that f1 ∧ · · · ∧ fn = f on ext X (see Theorem 6.37). Then
n
\
{x ∈ ext X : fi (x) > 0} = {x ∈ ext X : f (x) > 0},
i=1

which concludes the proof.

Lemma 10.65. Let X be a compact convex set, Y be a simplex and ϕ : X → Y

be a continuous affine surjective mapping satisfying ϕ(ext X) = ext Y . Then fϕ is
strongly affine on Y for any f ∈ Ac (X).

Proof. Given a function f ∈ Ac (X) and y ∈ Y , let δy be the unique maximal measure
in My (Y ). Let x ∈ ϕ−1 (y) be such that f (x) = fϕ (y) and let µx ∈ Mx (X) be
a maximal measure. By Theorem 10.59(a), ϕ] µx is a maximal measure on Y and
represents y. Hence δy = ϕ] µx and

fϕ (y) = f (x) = µx (f )
≤ µx (fϕ ◦ ϕ) = (ϕ] µx )(fϕ ) = δy (fϕ ).

Since fϕ is upper semicontinuous and concave by Lemma 10.62(a), Corollary 4.8

gives fϕ (y) ≥ δy (f ) for any y ∈ Y . Hence δy (f ) = fϕ (y) for y ∈ Y . By Corol-
lary 6.12, fϕ is strongly affine.
358 10 Deeper results on function spaces and compact convex sets

Theorem 10.66. Let X, Y be Bauer simplices and ϕ : X → Y be a continuous affine

surjective mapping satisfying ϕ(ext X) = ext Y . Then the following assertions are
equivalent:
(i) ϕ is open,
(ii) ϕ : ext X → ext Y is open,
(iii) fϕ |ext Y is continuous on ext Y for every f ∈ Ac (X).

Proof. We start the proof by noticing that Lemma 10.65 yields that fϕ is strongly
affine function for each f ∈ Ac (X). Since ext Y is a closed set, Corollary 5.32 gives
that fϕ is continuous on X if and only if fϕ |ext X is continuous on ext X. Hence (i)
⇐⇒ (iii) by Lemma 10.63.
Further, for any f ∈ Ac (X) and a ∈ R we have

{y ∈ ext Y : fϕ (y) > a} = ϕ({x ∈ ext X : f (x) > a}). (10.13)

Indeed, if fϕ (y) > a for some y ∈ ext Y , then max f (ϕ−1 (y)) > a. Since ϕ−1 (y) is
a closed face in X (see Proposition 2.72(b)), there exists

x ∈ ext ϕ−1 (y) = ϕ−1 (y) ∩ ext X

such that f (x) = max f (ϕ−1 (y)) (cf. Proposition 2.64(b)). Hence y ∈ ϕ({x ∈
ext X : f (x) > a}). Since the reverse inclusion “⊃” is obvious, (10.13) follows.
Thus (10.13) yields that fϕ |ext Y ∈ C(ext Y ) provided ϕ is open on ext X and
f ∈ Ac (X). Conversely, if each fϕ |ext Y is continuous on ext Y , then ϕ is open on
ext X due to Lemma 10.64. Hence (ii) ⇐⇒ (iii), which concludes the proof.

Corollary 10.67. Let K, L be compact spaces and ϕ : K → L be a continuous

surjection. Then ϕ is open if and only if ϕ] : M1 (K) → M1 (L) is open.

Proof. Given ϕ : K → L as in the hypothesis, the mapping ϕ] : M1 (K) → M1 (L)

is a continuous affine surjection of the Bauer simplex M1 (K) onto the Bauer simplex
M1 (L) (see Proposition 6.38) satisfying the assumptions of Theorem 10.66. If we
identify K and L with ext M1 (K) and ext M1 (L), respectively, then ϕ] = ϕ on
ext M1 (K). Hence Theorem 10.66 yields the conclusion.

10.7 Several topological results on Choquet boundaries

10.7.A The Choquet boundary as a Baire space
Theorem 10.68. Let S be a function cone of continuous functions on a compact space
K. Then ChS (K) is a Baire space.
 10.7 Several topological results on Choquet boundaries 359

Proof. Let {Vn } be a sequence of open

T∞sets in K such that each Vn ∩ChS (K) is dense
in ChS (K). We need to show that n=1 Vn ∩ ChS (K) is dense in ChS (K). To this
end, let V0 be an open set intersecting ChS (K).
We select a point x0 ∈ V0 ∩ChS (K) and use Proposition 7.11(b) and Theorem 7.21
for the lower semicontinuous function cV0 to find f0 ∈ −S such that f0 (x0 ) > 0 and
{x ∈ K : f0 (x) ≥ 0} ⊂ V0 .
Inductively we construct functions fn ∈ −S and points xn ∈ ChS (K), n ∈ N,
such that
• f
n+1 < fn ,
• fn (xn ) > 0,
• {x ∈ K : fn (x) ≥ 0} ⊂ Vn .
Assume that the construction has been completed up to the n-th stage. By the
inductive assumption and density of Vn+1 ∩ ChS (K) in ChS (K), there exists

xn+1 ∈ {x ∈ K : fn (x) > 0} ∩ Vn+1 ∩ ChS (K).

We apply Proposition 7.11(b) along with Theorem 7.21 to the function cVn+1 ∧ fn to
find a function fn+1 ∈ −S with fn+1 (xn+1 ) > 0 and fn+1 < fn .
This completes the construction. Let now f := infn∈N fn . Since the sequence
{fn } is decreasing, f is an upper semicontinuous S-convex function. Moreover, by a
compactness argument,
∞
\
{x ∈ K : f (x) ≥ 0} = {x ∈ K : fn (x) ≥ 0} 6= ∅.
n=0

By the Minimum principle 7.15(f), f attains its maximum at some point y ∈ ChS (K).
Hence fn (y) ≥ 0, n ≥ 0, and thus
∞
\
y ∈ V0 ∩ Vn ∩ ChS (K).
n=1

This finishes the proof.

10.7.B Polish spaces as Choquet boundaries

Lemma 10.69. Let Y be a compact metric space and U be its open subset. Then for
every ε > 0 there exists a family {gk : k ∈ N} of positive continuous functions on Y
such that
P∞
(a) k=1 gk = cU ,
(b) limk→∞ diam spt gk = 0,
(c) diam spt gk < ε, k ∈ N.
360 10 Deeper results on function spaces and compact convex sets

Proof. Given an open set U in a compact metric space Y , we find a countable open
cover V = {Vk : k ∈ N} of U such that
• diam V < ε, k ∈ N,
k
• limk→∞ diam Vk = 0,
• dist(Vk , Y \ U ) > 0.
To achieve this, we find compact sets Fn , n ∈ N, such that U = ∞
S
n=1 Fn . For each
n ∈ N we find a finite open cover of Fn consisting of sets of diameter less than 21n ε
that have positive distance from Y \ U . By enumerating all these families into a single
sequence we get the required family V.
We use Theorem 5.1.9 in [169] to find a family {gn : n ∈ N} of positive continuous
functions on U such that
P∞
n=1 gn = cU ,
•

• for every n ∈ N there exists kn ∈ N such that {x ∈ U : gn (x) > 0} ⊂ Vkn ,

• the family W := {gn−1 ((0, 1]) : n ∈ N} is locally finite, that is, for each x ∈ U
there exists a neighborhood intersecting only finitely many sets of W.
Due to the properties of the cover {Vk : k ∈ N} we can extend functions gn by 0
outside U and get continuous functions on Y . We finish the proof by realizing that
{gn : n ∈ N} satisfies the requirements. To verify the only non-obvious property (b),
we show that, for each k ∈ N, Vk intersects only finitely many sets from W.
Since W is locally finite, for each x ∈ Vk we can find an open neighborhood Ux of
x intersecting only finitely many sets from W. By the compactness of Vk , we choose
finitely many points x1 , . . . , xj in Vk such that Vk ⊂ Ux1 ∪ · · · ∪ Uxj . Hence Vk
intersects only finitely many elements of W.
From this the property (b) follows and the proof is finished.

Theorem 10.70. Let P be a Polish space. Then there exists a metrizable simplex X
such that P is homeomorphic to ext X.
Proof. Let P be a Polish space and Y be its metric compactification. We fix a com-
patible metric ρ on TY . By [169], Theorem 4.3.24, P is a Gδ subset of Y , and hence
we may write P = ∞ n=0 Gn , where Y = G0 ⊃ G1 ⊃ · · · are open subsets of Y . For
each n ≥ 0 we use Lemma 10.69 to find continuous functions {hnk }∞ k=1 on Y and a
sequence of strictly positive numbers {βnk }∞
k=1 converging to 0 such that
P∞ n
• h
k=1 k = cGn ,
• diam spt hkn ≤ 2−n βkn , k ∈ N.
We set
pnk := hnk cY \Gn+1 , k ∈ N, n ≥ 0.
Then
∞ X
X ∞
hnk = cY \P .
n=0 k=1
 10.7 Several topological results on Choquet boundaries 361

We take into consideration only nonzero functions pnk and inductively find points
xnk , ykn ∈ spt hnk ∩ P such that the family {xnk , ykn : k ∈ N, n ≥ 0} consists of pair-
wise distinct elements. We remark that this is possible because spt hnk ∩ P is infinite,
whenever pnk 6= 0. We define a mapping γ : M(Y ) → M(Y ) as
∞ X
∞ Z
X
1
γ(µ) := µ − pnk dµ (εxn + εykn ). (10.14)
Y 2 k
n=0 k=1

We define a subspace M of M(Y ) as

M := {γ(µ) : µ ∈ M(Y \ P )}.

Claim 1. The space M is closed (in the w∗ -topology).

Proof of Claim 1. It is enough to show that the unit ball BM is compact (see Theo-
rem A.7). Since BM is metrizable, it suffices to check the sequential compactness of
BM .
To this end, let {µi } be a sequence of measures in M(Y \P ) such that the sequence
{γ(µi )} is contained in BM . We have to extract a w∗ -convergent subsequence whose
limit is in BM . To this end, we use an estimate kµi k ≤ kγ(µi )k, the compactness of
BM (Y \Gn+1 ) , n ≥ 0, and the diagonal method to find a subsequence (denoted again
as {γ(µi )}) such that the sequence {µi |Y \Gn+1 }∞ i=1 converges to a measure ν
n ∈

M(Y \ Gn+1 ), n ≥ 0. We set

∞
X
ν := ν n |Gn \Gn+1 .
n=0
P∞ P∞
We notice that ν = n=0 k=1 pnk ν n .
Further, kνk ≤ 1. To show this, we first observe that
∞ X
X ∞ Z ∞ X
X ∞ Z
f pnk dµi ≤ |f |pnk d|µi | ≤ kµi k ≤ 1, i ∈ N,
n=0 k=1 Y n=0 k=1 Y

and

pnk µi = hnk cY \Gn+1 µi = hnk µi |Y \Gn+1 → hnk ν n = pnk ν n , k ∈ N, n ≥ 0.

Hence, for every f ∈ BC(Y ) , we obtain

∞
X ∞ X
X ∞ Z
|ν(f )| = (ν n |Gn \Gn+1 )(f ) = f hnk dν n ≤ 1.
n=0 n=0 k=1 Y
P∞
(HerePwe use the following fact: If limi→∞ cji = cj and j=1 |cji | ≤ 1 for i ∈ N,
then ∞ j=1 |cj | ≤ 1.)
362 10 Deeper results on function spaces and compact convex sets

Next we verify that γ(µi ) → γ(ν). To this end, we fix f ∈ C(Y ). For each
λ ∈ M(Y \ P ) we denote
Z
1
αkn (λ) := pnk (f − (f (xnk ) + f (ykn )) dλ, k ∈ N, n ≥ 0.
Y 2
Then
∞ ∞ Z
1 XX
pnk dλ (f (xnk ) + f (ykn ))


γ(λ)(f ) = λ(f ) −
2 Y
n=0 k=1
∞ X ∞ Z ∞ ∞ Z
X 1 XX
= pnk dλ − ( pnk dλ)(f (xnk ) + f (ykn ))
Y 2 Y
n=0 k=1 n=0 k=1
X∞ X ∞
= αkn (λ).
n=0 k=1

Let ε > 0 be given. We find δ > 0 such that |f (x) − f (y)| < ε provided ρ(x, y) <
δ. Next we find N ∈ N such that 2−N < 21 δ and K ∈ N satisfying βkn < δ,
n = 1, . . . , N , k ≥ K.
Let A ⊂ N × N consists of all pairs (n, k), where n > N or n = 1, . . . , N and
k > K. Then for any λ ∈ M(Y \ P ), the condition on diameters of the supports hnk
yields
Z N X
X K X
f dγ(λ) − αkn (λ) ≤ |αkn (λ)|
Y n=0 k=1 (n,k)∈A
Z X
≤ε pkn d|λ| ≤ εkλk.
Y (n,k)∈A

For fixed n ≥ 0, k ∈ N,
Z
1
lim αkn (µi ) = lim pnk (f − (f (xnk ) + f (ykn ))) dµi
i→∞ i→∞ Y 2
Z
1
= pnk (f − (f (xnk ) + f (ykn ))) dν n
Y 2
Z
1
= pnk (f − (f (xnk ) + f (ykn ))) dν = αkn (ν).
Y 2
Thus αk (µi ) → αk (ν) and since the series ∞
n n
P P∞ n
n=0 k=1 |αk (λ)| converges uniformly
on BM(Y \P ) , an elementary limit procedure gives
Z ∞ X
X ∞ ∞ X
X ∞ Z
lim f dγ(µi ) = lim αkn (µi ) = αkn (ν) = f dγ(ν).
i→∞ Y i→∞ Y
n=0 k=1 n=0 k=1

This concludes the proof of Claim 1.

 10.7 Several topological results on Choquet boundaries 363

We proceed with the proof of the theorem by denoting π : M(Y ) → M(Y )/M the
canonical quotient mapping and by setting X := π(M1 (Y )). Let ε : Y → M1 (Y )
denote the mapping assigning to each x ∈ Y the Dirac measure εx , and let ϕ := π ◦ ε.
We notice the following fact.
Claim 2. If x ∈ P , y ∈ Y and π(εx ) = π(εy ), then x = y.
Proof of Claim 2. Assume that y ∈ Y \ {x} satisfies π(εy ) = π(εx ). Then εy − εx ∈
M , that is, there exists λ ∈ M(Y \ P ) such that
∞ ∞ Z
1 XX
1
εy − εx = γ(λ) = λ − pnk dλ (εxnk + εykn ).
2 Y 2
n=0 k=1

1
But the right-hand side has mass at most 2 at each point of P , a contradiction.

It follows that ϕ : P → X is a homeomorphic embedding. Indeed, ϕ is injective

by Claim 2 and, obviously, ϕ is continuous. Let F ⊂ Y be a closed set. Then for any
x ∈ P and y ∈ F with ϕ(x) = ϕ(y), Claim 2 yields x = y. Hence

ϕ(P ∩ F ) = ϕ(F ) ∩ ϕ(P ),

and ϕ maps closed sets in P to closed sets in X. Hence ϕ is a homeomorphism.

Claim 3. We have ext X ⊂ ϕ(P ).
Proof of Claim 3. Let s ∈ ext X be given. Then π −1 (s) ∩ ext M1 (Y ) 6= ∅ by Propo-
sition 2.72. Hence there exists x ∈ Y such that s = ϕ(x) (see Proposition 2.27).
Assume that x ∈/ P , that is, x ∈ Gn \ Gn+1 for some n ≥ 0. Denote
∞ X
∞ Z
X
1
λ := pnk dεx (εxn + εykn ).
Y 2 k
n=0 k=1

Then λ ∈ M1 (P ) and γ(εx ) = εx − λ. Hence

∞ X
∞ ∞ X
∞
!
1 X X
π(εx ) = π(λ) = pnk (x)π(εxnk ) + pnk (x)π(εykn ) .
2
n=0 k=1 n=0 k=1

Since s is extreme, this implies

∞ X
X ∞ ∞ X
X ∞
pnk (x)π(εxnk ) = pnk (x)π(εykn ),
n=0 k=1 n=0 k=1

in other words,
∞ X
X ∞
pnk (x)(εxnk − εykn ) ∈ M. (10.15)
n=0 k=1
364 10 Deeper results on function spaces and compact convex sets

Since this measure does not charge Y \ P , (10.15) holds only in case
∞ X
X ∞
pnk (x)(εxnk − εykn ) = 0.
n=0 k=1

As all points xnk , ykn , where pnk is nonzero, are different, this is impossible. Hence
x ∈ P and Claim 3 is proved.

To show that X is a simplex we verify the following fact.

Claim 4. If Λ ∈ (Ac (X))⊥ satisfies |Λ|(X \ ϕ(P )) = 0, then Λ = 0.

Proof of Claim 4. To verify this, let Λ be as in the hypothesis. We find λ ∈ M(Y )

with |λ|(Y \ P ) = 0 such that Λ = ϕ] λ and pick a continuous function g on Y such
that g ∈ M⊥ . Then

G(s) := µ(g), s ∈ X, µ ∈ π −1 (s),

is an affine continuous function on X (see Corollary 5.27). Thus

0 = Λ(G) = (ϕ] λ)(G) = λ(G ◦ ϕ) = λ(g).

Hence λ ∈ (M⊥ )⊥ = M . Since λ is carried by P , we get λ = 0, and consequently

Λ = 0.

Hence X is a simplex by Proposition 6.9. To finish the proof we verify the follow-
ing fact.

Claim 5. We have ϕ(P ) ⊂ ext X.

To verify this, assume that ϕ(x) ∈

/ ext X for some x ∈ P . Then there exists a
measure µ ∈ M1 (X) carried by ϕ(P ) that represents ϕ(x) and is different from
εϕ(x) . Then
εϕ(x) − µ ∈ (Ac (X))⊥
and |εϕ(x) − µ|(X \ ϕ(P )) = 0. Thus µ = εϕ(x) by Claim 4. This contradiction
concludes the proof.

10.7.C K-countably determined boundaries

Theorem 10.71. Let X be a compact convex set such that ext X is K-countably deter-
mined. Then ext X ∈ Π2 (Bos(X)); that is, ext X can be written as ∞
T
n=1 (Fn ∪ Vn ),
where Fn ⊂ X are closed and Vn ⊂ X open.
 10.8 Convex Baire-one functions 365

Proof. If ext X is K-countably determined, there exists a countable family {Kn : n ∈

N} of compact sets in X such that for each x ∈ X \ ext X, y ∈ ext X, there exists
n ∈ N withSy ∈ Kn ⊂ X \ {x} (see Theorem A.111(e)). For each F ⊂ N finite we
set AF := n∈F Kn and
 1
BF := x ∈ X : exists µ ∈ Mx (X) such that µ(AF ) ≥ .
2
Since AF is closed and the barycentric mapping is continuous, BF is closed as well.
Further, AF ⊂ BF .
We claim that \
ext X = AF ∪ (X \ BF ).
F ⊂N,F finite

To this end, choose x ∈ ext X. If x ∈ BF for some finite F ⊂ N, then there exists
µ ∈ Mx (X) with µ(AF ) ≥ 21 . Since µ = εx , x ∈ AF . Hence x ∈ AF ∪ (X \ BF )
for every F ⊂ N finite.
Conversely, let x ∈
/ ext X. We choose a maximal measure µ ∈ Mx (X). By the
property of the family {Kn : n ∈ N}, there exists a set N ⊂ N such that
[
ext X ⊂ Kn ⊂ X \ {x}.
n∈N
S
Since µ( n∈N Kn ) = 1 (see Theorem 3.81), there exists a finite set F ⊂ N so that
µ(AF ) ≥ 21 . Since x ∈
/ AF , we get x ∈ BF \ AF and thus x ∈
/ AF ∪ (X \ BF ). This
concludes the proof.

10.8 Convex Baire-one functions

We recall that a function f on a topological space X is fragmented if for any F ⊂ X
and ε > 0 there exists a nonempty open set U ⊂ X such that diam f (U ∩ F ) < ε.
Lemma 10.72. If f is a fragmented convex function on a compact convex set X, then
f is lower bounded.
Proof. Assume that there exist points xn ∈ X, n ∈ N, such that f (xn ) → −∞. We
consider
S := {λ ∈ `1 : λ ≥ 0, kλk = 1}
with the w∗ -topology. Then S is a compact convex set and the mapping ϕ : S → X
defined as
X ∞ 
ϕ(λ) := r λn εxn , λ = {λn } ∈ S,
n=1
is continuous and affine. Hence f ◦ ϕ is convex and fragmented on S. By Theo-
rem A.127, f ◦ ϕ is a Baire-one function on S. Thus Theorem 10.37 yields that f ◦ ϕ
366 10 Deeper results on function spaces and compact convex sets

is lower bounded. But f ◦ ϕ(en ) = f (xn ) → −∞, a contradiction (here {en } is the
usual basis of `1 ).

Lemma 10.73. Let f be a fragmented convex function on a compact convex set X and
µ ∈ M+ (X) be a measure on X with kµk > 0. Then for every ε > 0 there exists a
measure ν ∈ M+ (X) such that ν ≤ µ, kνk > 0 and ν(f ) ≥ kνk(f (r( kνk
ν
)) − ε).

Proof. Let µ ∈ M+ (X) and ε > 0 be given. Set Y := co spt µ. By the assump-
tion, there exists an open nonempty set U ⊂ Y so that diam f (U ) ≤ ε. Without
loss of generality we may assume that inf f (U ) = 0 and sup f (U ) ≤ ε. By com-
bining the Krein–Milman and Milman theorems 2.22 and 2.43, we get distinct points
∈ spt µ ∩ ext Y and coefficients λ1 , . . . , λn ∈ (0, 1) so that ni=1 λi = 1
P
y1 , . . . , ynP
and y := ni=1 λi yi ∈ U . We find a closed convex neighborhood V ⊂ U of y and
disjoint open neighborhoods Ui of yi , i = 1, . . . , n, such that
n
X
λi z i ∈ V whenever zi ∈ Ui . (10.16)
i=1

Then µ(Ui ) > 0, i = 1, . . . , n. We set

µ|Ui
µi := , i = 1, . . . , n.
µ(Ui )

By convexity of f and (10.16),

n
X n
X 
λi f (zi ) ≥ f λi zi ≥ 0, zi ∈ Ui , i = 1, . . . , n. (10.17)
i=1 i=1

Integrating (10.17) with respect to the probability measure µ1 ⊗ · · · ⊗ µn we obtain

n
X
λi µi (f ) ≥ 0.
i=1

Let ν̃ := ni=1 λi µi and z be the barycenter of ν̃. From (10.16) we easily obtain that
P
z ∈ V . Thus
ν̃(f ) ≥ 0 ≥ sup f (U ) − ε ≥ f (z) − ε.
We look for ν in the form ν = cν̃ with c > 0. To satisfy the requirement ν ≤ µ, we
choose c ≤ min{µ(U1 ), . . . , µ(Un )}. Then the measure ν = cν̃ has all the required
properties.

LemmaP∞ 10.74. Let f be a fragmented

P∞ convex function on a compact convex set X.
Then n=1 λn f (x Pn ) ≥ f ( n=1 λn xn ) whenever numbers λn are positive, points
xn are in X and ∞ n=1 λn = 1.
 10.8 Convex Baire-one functions 367

Proof. Let P be the positive cone of `1 and S be its base, that is, P = {λ ∈ `1 :
λ ≥ 0} and S = {λ ∈ P : kλk = 1} considered with the norm topology (see Nota-
tion 10.33). Without loss of generality we may assume that f ≥ 0 (see Lemma 10.72).
Let λ0 ∈ S be given. We set

αn := λ0n f (xn ), n ∈ N.

Then {αn } ∈ P .
We define g : P → R as
(
0, λ = 0,
g(λ) :=
kλkf ( ∞ λn
P
n=1 kλk xn ), λ 6= 0.

Since
∞
X λn
λ 7→ xn
kλk
n=1

is a continuous mapping of P \ {0} to X, g is a fragmented function on P \ {0}.

Consequently, it is fragmented on P and thus g is a Baire-one function on P by
Theorem A.127 (we recall that (P, k · k) is a complete metric space). Moreover, it is
a sublinear function on P by the convexity of f .
Let ϕ : {0, 1}N → R be defined as

ϕ(σ) = g(σλ0 ), σ ∈ {0, 1}N .

(Here σλ0 is the sequence {σn λ0n }.) Since σ 7→ σλ0 is continuous on {0, 1}N , ϕ is a
Baire-one function on {0, 1}N .
Set
X∞
 N
A := σ ∈ {0, 1} : ϕ(σ) ≤ σn αn .
n=1
P∞
Since the mapping σ 7→ n=1 σn αn is continuous on {0, 1}N and ϕ is Baire-one, A
is a Gδ set (see Theorem A.124). If σ ∈ {0, 1}N is finitely supported, say by a finite
set J ⊂ N, then
X ∞

X 0 X X
ϕ(σ) = g λ0n en ≤ λn g(en ) = λ0n f (xn ) = σn αn .
n∈J n∈J n∈J n=1

Hence σ ∈ A and thus A is dense.

The mapping σ 7→ N \ σ is a homeomorphism of {0, 1}N onto itself (see Subsec-
tion 10.3.A). Hence {N \ σ : σ ∈ A} is a dense Gδ set in {0, 1}N and we can find
σ ∈ {0, 1}N such that both σ and N \ σ are in A. Then

λ0 = σλ0 + (N \ σ)λ0 ,
368 10 Deeper results on function spaces and compact convex sets

and thus
ϕ(1) = g(λ0 ) ≤ g(σλ0 ) + g((N \ σ)λ0 )
= ϕ(σ) + ϕ(N \ σ)
∞
X ∞
X ∞
X
≤ σn αn + (1 − σn )αn = αn .
n=1 n=1 n=1

In other words,
∞
X ∞
X
0
λ0n xn λ0n f (xn ).


g(λ ) = f ≤
n=1 n=1

This finishes the proof.

Theorem 10.75. Let f be a fragmented convex function on a compact convex set X.

Then f is lower bounded and satisfies the subbarycentric formula.

Proof. Let f be a function satisfying our assumptions. Then f is lower bounded by

Lemma 10.72 and universally measurable by Proposition A.118 and Theorem A.121.
Let µ ∈ M1 (X) and ε > 0 be given. We are going to construct a transfinite sequence
{µα }0≤α≤ω1 of positive measures on X which satisfies
• µ0 = µ,
• µα+1 ≤ µα and either kµα+1 k < kµα k or µα = 0,
R
X f d(µα − µα+1 ) ≥ kµα − µα+1 k(f (xα ) − ε), where xα is the barycenter of
•
µα −µα+1
kµα −µα+1 k ,
P
• µα = β<α (µβ − µβ+1 ) for α limit.
If α is an ordinal number and µα > 0, we use Lemma 10.73 to µα and obtain a
measure να such that 0 < να ≤ µα . By setting µα+1 := µα − να we finish the
inductive step for an isolated ordinal number.
If α is a limit ordinal number and µβ have been defined for every β < α, we define
µα ∈ M+ (X) by setting µα (g) := limβ<α µβ (g), g ∈ C(X). (It is not difficult to
check that the right-hand side limit actually exists.) This finishes the construction.
Let γ be the first ordinal number, for which µγ = 0. Since {kµα k}α<γ strictly
decreases, γ is in fact a countable ordinal number. Thus we have
X
µ= (µα − µα+1 ),
α<γ
X
1 = kµk = kµα − µα+1 k.
α<γ
 10.8 Convex Baire-one functions 369

Hence Z XZ
f dµ = f d(µα − µα+1 )
X α<γ X
X
≥ kµα − µα+1 k(f (xα ) − ε)
α<γ
!
X
= kµα − µα+1 kf (xα ) −ε
α<γ

and X
r(µ) = kµα − µα+1 kxα .
α<γ

Lemma 10.74 gives

Z X
f dµ ≥ kµα − µα+1 kf (yα ) − ε ≥ f (r(µ)) − ε.
X α<γ

As ε is arbitrary, µ(f ) ≥ f (r(µ)) which is the desired conclusion.

Corollary 10.76 (Convex B1 -maximum principle). Let f be a Baire-one convex func-

tion on a compact convex set X. If f ≤ 0 on ext X, then f ≤ 0 on X.

Proof. Since any Baire-one function is fragmented by Theorems A.124 and A.121,
the preceding Theorem 10.75 asserts that any convex Baire-one function is Ac (X)-
convex. Thus B1 -maximum principle is a particular case of Theorem 3.86.

Theorem 10.77. Let f be a Baire-one convex function on a compact convex set X.

Then there exists a lower bounded sequence {fn } of continuous convex functions on
X which converges to f .

Proof. Since f is lower bounded, we can find lower bounded sequences {un } and
{−ln } of upper semicontinuous functions such that un < f < ln , un % f and
ln & f (see Theorem A.124).
Let n ∈ N be fixed and x be an arbitrary point of X. Let µ ∈ Mx (Ac (X)) satisfy
µ(ln ) = (ln )∗ (x) (see Lemma 3.21). Then

(ln )∗ (x) = µ(ln ) > µ(f ) ≥ f (x) > un (x).

Hence un < (ln )∗ . We use Corollary 3.49 along with Corollary 4.8 and find a convex
continuous function fn with un < fn < ln .
Obviously, the sequence {fn } is lower bounded and converges to the function f .
370 10 Deeper results on function spaces and compact convex sets

10.9 Function spaces with continuous envelopes

10.9.A Stable compact convex sets
Definition 10.78 (Stable compact convex sets). Let X be a compact convex set. We
say that X is stable if the mapping Φ 1 : X × X → X defined as
2

x+y
Φ 1 (x, y) := , (x, y) ∈ X × X,
2 2
is open.

Lemma 10.79. For a compact convex set X the following assertions are equivalent:
(i) f ∗ is continuous for every f ∈ Kc (X),
(ii) ext Xf ∗ is continuous for every f ∈ Kc (X).

Proof. If f ∈ Kc (X), then h ∈ Ac (X) satisfies h ≥ f on X if and only if h ≥ f on

ext X. Hence

f ∗ = inf{h ∈ Ac (X) : h ≥ f } = inf{h ∈ Ac (X) : h ≥ f on ext X} = ext Xf ∗ .

From this the conclusion follows.

Lemma 10.80. Let X be a compact convex set such that f ∗ is continuous for every
f ∈ Kc (X). Then
(a) ext X is a closed set, and
(b) ext Xf ∗ is continuous on X for every f ∈ C(ext X).

Proof. By Theorem 3.24,

ext X = {x ∈ X : f ∗ (x) = f (x) for any f ∈ Kc (X)}.

Thus ext X is closed due to our assumption and (a) is proved.

To show (b), let f ∈ C(ext X) be given and let ε > 0. Since ext Xf∗ = f on ext X
(use Lemma 3.21), a compactness argument provides a function k ∈ Kc (X) such that
f − ε < k < f on ext X. By Lemma 3.18(c),

kext Xf ∗ − ext Xk ∗ k ≤ kf − k|ext X kC(ext X) < ε.

Hence ext Xf ∗ , as a uniform limit of continuous functions, is continuous as well.

Lemma 10.81. Let r : Mmax (X) ∩ M1 (X) → X be an open mapping. Then ext X
is a closed set.
 10.9 Function spaces with continuous envelopes 371

Proof. Since the set D := {εx : x ∈ X} is a closed subset of M1 (X), the set
Mmax (X) ∩ M1 (X) \ D is an open set in Mmax (X) ∩ M1 (X). Since the mapping
r is open, the set

X \ ext X = r Mmax (X) ∩ M1 (X) \ D

is also open.

Lemma 10.82. Let ϕ be a mapping of a topological space X onto a topological space

Y . Let Z ⊂ X be such that Z ∩ ϕ−1 (y) is dense in ϕ−1 (y) for every y ∈ Y . Then ϕ
is open if and only if ϕ|Z is open.

Proof. It is enough to show that, for an open set U ⊂ X,

ϕ(U ) = ϕ(U ∩ Z).

Let y ∈ ϕ(U ) be given. We find x ∈ U with ϕ(x) = y. By the assumption there

exists z ∈ Z ∩ U ∩ ϕ−1 (y). Then ϕ(z) = y and z ∈ Z ∩ U . Hence y ∈ ϕ(Z ∩ U ).

Lemma 10.83. Let λ be a Radon measure on a compact space K and let f be a λ-

measurable function on K such that −1 ≤ f ≤ 1 λ-almost everywhere and λ(f ) = 0.
Then there exists a sequence {fk } in C(K) such that −1 ≤ fk ≤ 1, λ(fk ) = 0 for
any k ∈ N, and fk → f λ-almost everywhere.

Proof. Let {gn } be a sequence in C(K) such that −1 ≤ gn ≤ 1, n ∈ N, and gn → f

λ-almost everywhere (use Lusin’s theorem A.76). If λ(gn ) ≥ 0, choose αn > 0 such
that hn := gn ∧ αn satisfies λ(hn ) = 0. If λ(gn ) < 0, choose βn < 0 such that
hn := gn ∨ βn satisfies λ(hn ) = 0. Then

λ(|gn − hn |) = |λ(gn − hn )| = |λ(gn )| → |λ(f )| = 0.

Hence gn − hn → 0 in L1 (λ). Therefore, there exists a subsequence {gnk − hnk }

converging to zero λ-almost everywhere (see W. Rudin [402], Theorem 3.12). Set
fk := hnk , k ∈ N. Since gnk → f λ-almost everywhere, we get fk → f λ-almost
everywhere.

Theorem 10.84. Let K be a compact space. Then the space M1 (K) is a stable convex
set.
Consequently, any Bauer simplex is a stable convex set.

Proof. Our aim is to prove that the mapping ϕ : M1 (K) × M1 (K) → M1 (K)
defined as
µ+ν
ϕ(µ, ν) := , (µ, ν) ∈ M1 (K) × M1 (K),
2
372 10 Deeper results on function spaces and compact convex sets

is open. Let
n dµ dν o
M := (µ, ν) ∈ M1 (K) × M1 (K) : , are continuous .
d(µ + ν) d(µ + ν)

If we show that M ∩ ϕ−1 (λ) is dense in ϕ−1 (λ) for any λ ∈ M1 (K), we can test by
Lemma 10.82 the openness of ϕ just on the set M.
To check this property, let λ ∈ M1 (K) be given. Let µ, ν ∈ M1 (K) be such that
λ = µ+ν dµ
2 . Let f = d(µ+ν) . Then

1
0≤f ≤1 λ-almost everywhere and λ(f ) = .
2

Lemma 10.83 provides a sequence {fn } of continuous functions on K so that, for

every n ∈ N,

1
0 ≤ fn ≤ 1, λ(fn ) = and fn → f λ-almost everywhere.
2
Set
µn := fn 2λ and νn := (1 − fn )2λ.
Then (µn , νn ) ∈ M, λ = µn +ν 2
n
and µn → µ, νn → ν. Thus the assumption of
Lemma 10.82 is satisfied for ϕ.
Let (µ, ν) ∈ M be given and let {λi } be a net in M1 (K) converging to λ := µ+ν
2 .
µi +νi
It is enough to find measures (µi , νi ) ∈ M so that λi = 2 and µi → µ, νi → ν.
Since (µ, ν) ∈ M, there exist continuous positive functions f, g on K such that

µ = f λ, ν = gλ and f + g = 2.

We set µi := f λi and νi := gλi . Then µi + νi = 2λi and µi → µ, νi → ν. The

reasoning is finished if we set
( µi
kµi k , kµi k ≥ 1,
µi := νi
µi + νi − kνi k , kµi k < 1,

and ( µi
µi + νi − kµi k , kµi k ≥ 1,
νi := νi
kνi k , kµi k < 1.

If X is a Bauer simplex, then ext X is closed and X is affinely homeomorphic to

M1 (ext X) by Proposition 6.39. Hence, X is a stable set according to the first part of
the proof.
 10.9 Function spaces with continuous envelopes 373

Lemma 10.85. Let X be a compact convex set, x, y, z ∈ X and λ ∈ (0, 1) such

that x = λy + (1 − λ)z. Assume that co(U ∪ V ) is a neighborhood of x for any
neighborhoods U 3 y and V 3 z. If U and V are neighborhoods of y and z,
respectively, then λU + (1 − λ)V is a neighborhood of x.
Proof. Assume that there exist open sets U 3 y and V 3 z such that λU + (1 − λ)V
is not a neighborhood of x. Then we can find a net {xi }i∈I converging to x such that
xi ∈/ λU + (1 − λ)V for all i ∈ I.
If U 0 , V 0 are arbitrary open neighborhoods of y and z, respectively, by the hypothe-
sis there exists i0 ∈ I such that xi ∈ co(U 0 ∪ V 0 ) for all i0 ≤ i. Using this observation
and varying U 0 and V 0 we easily construct a subnet {xj }j∈J of {xi }i∈I , nets {yj }j∈J ,
{zj }j∈J in X and a net {λj }j∈J in [0, 1] such that xj = λj yj + (1 − λj )zj , yj → y
and zj → z. Then λj → λ.
We modify the points yj , zj in the following way: If λj > λ, we set
λj − λ 1 − λj
zj0 := yj + zj , yj0 := yj ,
1−λ 1−λ
in the case λj ≤ λ, let
λj λ − λj
yj0 := yj + zj , zj0 := zj .
λ λ
Then
xj = λyj0 + (1 − λ)zj0 , yj0 → y and zj0 → z.
For large indices j ∈ J, yj0 ∈ U and zj0 ∈ V . This contradicts our assumption
xj ∈
/ λU + (1 − λ)V .

Theorem 10.86. Let X be a compact convex set. Then the following conditions are
equivalent:
(i) X is stable,
(ii) Φλ : (x, y) 7→ λx + (1 − λ)y is an open mapping from X × X onto X for any
λ ∈ [0, 1],
(iii) Φ : (x, y, λ) 7→ λx + (1 − λy) is an open mapping from X × X × [0, 1] onto
X,
(iv) Int C is convex for every convex set C ⊂ X,
(v) co G is open for any open set G ⊂ X,
(vi) r : M1 (X) → X is open,
(vii) r : Mmax (X) ∩ M1 (X) → X is open,
(viii) f ∗ is continuous for any f ∈ C(X),
(ix) f ∗ is continuous for any f ∈ Kc (X),
(x) ext Xf ∗ is continuous for any f ∈ Kc (X).
374 10 Deeper results on function spaces and compact convex sets

Proof. We show (i) =⇒ (ii) =⇒ (iii) =⇒ (iv) =⇒ (v) =⇒ (i), (ii) =⇒ (viii)
=⇒ (ix) =⇒ (vii) =⇒ (i), (viii) ⇐⇒ (vi) and (ix) ⇐⇒ (x).
(i) =⇒ (ii): If Φ 1 is open, Φλ is open for any dyadic rational number λ ∈
2
[0, 1]. Let λ ∈ [0, 1] and y, z ∈ X be given. Set x := λy + (1 − λ)z. Given open
neighborhoods U and V of y and z, respectively, we find a dyadic rational number
α ∈ [0, 1] and a point z 0 ∈ V with x = αy + (1 − α)z 0 . Then

co(U ∪ V ) ⊃ αU + (1 − α)V,

where the set on the right-hand side is an open neighborhood of x, because Φα is

open. Thus co(U ∪ V ) is a neighborhood of x, which allows to use Lemma 10.85 to
infer that λU + (1 − λ)V is a neighborhood of x.
(ii) =⇒ (iii): The proof follows from the equality
[
Φ(U × V × I) = λU + (1 − λV ),
λ∈I

where U, V are open sets in X and I is an open set in [0, 1].

(iii) =⇒ (iv): Let C be a convex set in X and x, y ∈ Int C, λ ∈ [0, 1] be given.
Then
λx + (1 − λ)y ∈ Φ(Int C × Int C × [0, 1]).
Since the set on the right-hand side is open by (iii) and contained in C, we get that
λx + (1 − λy) ∈ Int C.
(iv) =⇒ (v): If G is an open set in X, then G ⊂ Int(co G) and thus by (iv) we get

co G ⊂ Int(co G).

Thus co G is open.
(v) =⇒ (i): Let x = y+z 2 , x, y, z ∈ X, and U , V be convex neighborhoods of
y, z, respectively. By (v), co(U ∪ V ) is a neighborhood of x, and thus Lemma 10.85
gives (i).
(ii) =⇒ (viii): By induction it follows that for any n-tuple (λ1 , . . . , λn ) of num-
bers in [0, 1] with λ1 + · · · + λn = 1, the mapping

Φ(λ1 ,...,λn ) : X n → X, (x1 , . . . , xn ) 7→ λ1 x1 + · · · + λn xn ,

is open.
Indeed, assuming the validity of the assertion for n − 1, let (λ1 , . . . , λn ) with λ1 +
Pn−1
· · · + λn = 1 be given. If λ := i=1 λi and Φλ : X × X → X be given as
Φλ (x, y) = λx + (1 − λ)y, then

Φ(λ1 ,...,λn ) (x1 , . . . , xn ) = Φλ (Φ(λ−1 λ1 ,...,λ−1 λn−1 ) (x1 , . . . , xn−1 ), xn ).

It follows that Φ(λ1 ,...,λn ) is open.

 10.9 Function spaces with continuous envelopes 375

Let f ∈ C(X) be given. Pick x ∈ X and ε > 0. By Lemma 3.21 and Proposition
∗ ε
Pn measure µ ∈ Mx (X) such that µ(f ) > f (x) − 2 . We
4.3, there exists a molecular
writePµ in the form µ = i=1 λi εxi , where x1 , . . . , xn ∈ X, λi are positive numbers
and ni=1 λi = 1. For each i = 1, . . . , n we find an open neighborhood Ui of xi such
that |f (y) − f (xi )| < 2ε for every y ∈ Ui . Due to the previous considerations,
V := Φ(λ1 ,...,λn ) (U1 × · · · × Un )
containing x. We pick y ∈ V and find points yi ∈ Ui , i = 1, . . . , n,
is an open set P
such that y = ni=1 λi yi . Then
n
X n
X
f ∗ (y) ≥ λi f ∗ (yi ) ≥ λi f ∗ (yi )
i=1 i=1
Xn n
X
= λi f (xi ) + λi (f (yi ) − f (xi ))
i=1 i=1
n
εX
≥ µ(f ) − λi
2
i=1

≥ f ∗ (x) − ε.
Thus f ∗ is lower semicontinuous on X. Since f ∗ is always upper semicontinuous, the
proof of the implication is finished.
(vi) ⇐⇒ (viii): We use Lemma 10.63. Let F be a continuous affine function on
M1 (X). Then there exists a function f ∈ C(X) such that µ(f ) = F (µ), µ ∈
M1 (X). Hence we get
Fr (x) = sup{µ(f ) : r(µ) = x, µ ∈ M1 (X)} = f ∗ (x), x ∈ X.
Now the equivalence (vi) ⇐⇒ (vii) is precisely the equivalence (i) ⇐⇒ (ii) in Lemma
10.63.
The implication (viii) =⇒ (ix) is obvious and (ix) ⇐⇒ (x) holds by Lemma 10.79.
The next step is the proof of (ix) =⇒ (vii). By Lemma 10.80(a), the set ext X is
closed. Thus maximal measures are precisely those measures which are carried by
ext X (see Proposition 3.80), in other words Mmax (X) ∩ M1 (X) = M1 (ext X). We
will use Lemma 10.63 again. If F is a continuous affine function on M1 (ext X), there
exists a continuous function f on ext X such that µ(f ) = F (µ), µ ∈ M1 (ext X).
Lemma 3.22 yields
Fr (x) = sup{µ(f ) : r(µ) = x, µ ∈ M1 (ext X)}
= ext Xf ∗ (x), x ∈ X.

The function ext Xf ∗ is continuous on X by Lemma 10.80(b). Now Lemma 10.63

concludes the proof of the implication.
376 10 Deeper results on function spaces and compact convex sets

(vii) =⇒ (v): By Lemma 10.81, ext X is closed and hence Mmax (X)∩M1 (X) =
M1 (ext X). By Theorem 10.84, the set M1 (ext X) is stable. Thus, M1 (ext X)
satisfies condition (v). Now, we are ready to verify (v) for X: Indeed, if G ⊂ X is
open, then co(r−1 (G)) is open and (vii) implies that
co G = r(co(r−1 (G)))
is open as well.

10.9.B CE-function spaces

Definition 10.87 (Continuous envelopes). A function space H on a compact space K
is called a CE-function space if f ∗ is continuous for every f ∈ C(K). Recall that in
Section 3.3 we defined
[
M(H) := Mx (H) : x ∈ K
and the H-barycenter mapping r : Mx (H) → K that assigns x to a measure µ ∈
Mx (H).
Theorem 10.88. Let H be a function space on a compact space K. Then the H-
barycenter mapping r : M(H) → K is open if and only if H is a CE-function space.
Proof. The proof follows the argument of Lemma 10.63. Suppose that the H-bary-
center mapping r : M(H) → K is open. Since, given f ∈ C(K),
r({µ ∈ M(H) : µ(f ) > 0}) = {x ∈ K : f ∗ (x) > 0} ,
we obtain that the set {x ∈ K : f ∗ (x) > 0} is open for every f ∈ C(K). For a ∈ R,
the equality
{x ∈ K : f ∗ (x) > a} = {x ∈ K : (f − a)∗ (x) > 0}
yields that f ∗ is lower semicontinuous for every f ∈ C(K). Since f ∗ is always upper
semicontinuous, the upper envelope f ∗ is continuous for every f ∈ C(K).
For the proof of the converse implication, assume that f ∗ is continuous for every
f ∈ C(K). It is sufficient to show that, given f1 , . . . , fd ∈ C(K) and
U := {µ ∈ M(H) : µ(f1 ) > 0, . . . , µ(fd ) > 0} ,
the set K \ r(U ) is closed.
Set
n o
V : = (t1 , . . . , td ) ∈ Rd : t1 > 0, . . . , td > 0 ,
n d
X o
S : = (t1 , . . . , td ) ∈ Rd : t1 ≥ 0, . . . , td ≥ 0, ti = 1 ,
i=1
n o
C(x) : = (µ(f1 ), . . . , µ(fd )) ∈ Rd : µ ∈ Mx (H) , x ∈ K.
 10.9 Function spaces with continuous envelopes 377

Then x ∈ / r(U ) if and only if C(x) ∩ V = ∅.

For every x ∈ K, the set C(x), as a continuous affine image of a compact convex
set Mx (H), is convex and compact in Rd . Since V is a cone, the Hahn–Banach
separation theorem yields that the intersection V ∩ C(x) is empty if and only if there
exists s ∈ S such that

sup {s · c : c ∈ C(x)} ≤ 0 ≤ inf {s · t : t ∈ V } .

Hence Lemma 3.21 gives

[ d
X
K \ r(U ) = x∈K: sup si µ(fi ) ≤ 0
s∈S µ∈Mx (H) i=1

[ d
X

= x∈K: sup µ si fi ≤ 0
s∈S µ∈Mx (H) i=1
d
[ X
∗
= x∈K: si fi (x) ≤ 0 .
s∈S i=1

Thus
d
 X
∗

K \ r(U ) = πK (x, s) ∈ K × S : si fi (x) ≤ 0 ,
i=1

where πK : K × S → K denotes the projection onto K.

By the assumption and Lemma 3.18(c), the mapping (x, f ) 7→ f ∗ (x) is continuous
on K × C(K). Hence
d
X
∗
(x, s) 7→ si fi (x)
i=1

is continuous on K × S. Thus

d
X
∗
{(x, s) ∈ K × S : si fi (x) ≤ 0}
i=1

is a compact set in K × S and K \ r(U ) is closed, which finishes the proof.

378 10 Deeper results on function spaces and compact convex sets

10.10 Exercises
Exercise 10.89. Find a boundary of a compact convex set disjoint from the set of
extreme points.
Hint. Take an uncountable set Γ and let X be the unit ball of `∞ (Γ) endowed with
the w∗ -topology. Then ext X = {x ∈ X : |x(γ)| = 1, γ ∈ Γ}. If we set
B := {x ∈ X : |x(γ)| ∈ {0, 1}, x with countable support},
then B is a boundary disjoint from ext X (use Proposition 4.36).

Exercise 10.90. Let X be a compact subset of an infinite-dimensional Banach space

E. Prove that there exists a sequence {xn } of linearly independent vectors in E
converging to 0 such that X ⊂ co{xn : n ∈ N}.
Hint. We first propose the following observation. If E1 , E2 are subspaces of E with
E1 ∩ E2 = {0} and E2 = span{e1 , . . . , ek } where {e1 , . . . , ek } are linearly indepen-
dent vectors, then the vectors a1 + e1 , . . . , ak + ek are linearly independent for any
a1 , . . . , ak ∈ E1 .
To construct the required sequence {xn }, we find inductively sets Kn and Fn as
follows. Let K1 := X and F̃1 ⊂ X be a finite 2−2 -net for K1 . If E1 := span F̃1 , let E2
be a subspace of E such that its dimension equals cardinality of F̃1 and E2 ∩E1 = {0}.
We select a basis {e1 , . . . , ek } of E2 and form the set F1 in such a way that the i-the
element of F1 is a little perturbation of i-the element of F̃1 in the direction of ei ,
i = 1, . . . , k, so that F1 is still a 2−2 -net for K1 and consists of linearly independent
vectors.
Assuming that the construction has been completed for n ∈ N, let Kn+1 := (Kn −
Fn ) ∩ 2−2n UE (here UE is the open unit ball of E). Then for any element x ∈ Kn
there exists y ∈ Kn+1 and z ∈ Fn such that y = x − z. We choose a finite 2−2(n+1) -
net F̃n+1 for Kn+1 . If now E1 := span{F1 ∪ · · · ∪ Fn ∪ F̃n+1 }, let E2 be a subspace of
E such that its dimension equals cardinality of F̃n+1 and E2 ∩ E1 = {0}. We produce
Fn+1 from F̃n+1 as in the first step of the construction to achieve that F1 ∪ · · · ∪ Fn+1
consists of linearly independent vectors, Fn+1 is a 2−2(n+1) -net for Kn+1 and Fn+1 ⊂
2−2n UE .
If x ∈ K1 is arbitrary, we can find x2 ∈ K2 and y1 ∈ F1 such that x2 = x − y1 .
Then we find x3 ∈ K3 and y2 ∈ F2 such that x3 = x2 − y2 , hence x = x3 + y1 + y2 .
By proceeding with this construction we get points xn ∈ Kn , n ≥ 2, and yn ∈ Fn ,
n ∈ N, such that
x = xn+1 + y1 + · · · + yn , n ∈ N.
Since xn+1 ∈ Kn+1 ⊂ 2−2(n+1) BE , we get
∞
X ∞
X
x= yn = 2−n (2n yn ).
n=1 n=1
 10.10 Exercises 379

The required sequence {xn } is obtained by putting the elements of 2F1 , 22 F2 , 23 F3 , . . .

into a single sequence.

Exercise 10.91. Let {xn } be a strongly linearly independent sequence of vectors in a

Banach space E that converges to 0. Prove that X := co{xn : n ∈ N} is a Bauer
simplex with ext X = {0} ∪ {xn : n ∈ N}.

Hint. By Theorem 2.43,

ext X ⊂ {xn : n ∈ N} = {0} ∪ {xn : n ∈ N}.

Assume that an , bn , n = 0, 1, . . . , are positive numbers such that

∞
X ∞
X
a0 + an = b0 + bn = 1
n=1 n=1

and
∞
X ∞
X
a0 0 + an xn = b0 0 + bn xn .
n=1 n=1
P∞
Then n=1 (an −bn )xn = 0, and thus the strong linear independency yields an = bn ,
n ∈ N. Consequently, a0 = b0 . From this we get that X is a simplex and ext X =
{0} ∪ {xn : n ∈ N}. Hence X is a Bauer simplex.

Exercise 10.92. Let X be a compact convex subset of a Banach space E. Prove that
there exist compact convex Bauer simplices X1 , X2 in E such that X ⊂ co(X1 ∪X2 ).

Hint. If X is in Rd , the assertion is trivial because then we can find a d-simplex

S ⊂ Rd with X ⊂ S. Otherwise we use Exercise 10.90 to find a linearly inde-
pendent sequence {xn } in E tending to 0 such that X ⊂ co{xn : n ∈ N}. Using
Theorem 10.30 we find a partition N1 , N2 of N into two disjoint infinite sets such
that the sequences {xn }n∈N1 and {xn }n∈N2 are strongly linearly independent. By
Exercise 10.91, the sets

Xi := co{xn : n ∈ Ni }, i = 1, 2,

are Bauer simplices and, clearly, X ⊂ co(X1 ∪ X2 ).

Exercise 10.93. Let F1 , F2 be nonempty disjoint faces of a compact convex set X

such that X = co(F1 ∪ F2 ). Then F2 is the complementary face of F1 .

Hint. Let F ⊂ X be a face disjoint from F1 and let x ∈ F \ F2 . Then there exist
α ∈ (0, 1) and xi ∈ Fi , i = 1, 2, such that x = αx1 + (1 − α)x2 . Then x1 , x2 ∈ F , a
contradiction with F ∩ F1 = ∅.
380 10 Deeper results on function spaces and compact convex sets

Exercise 10.94. Let X, Y be compact convex sets and ϕ : ext X → Y be a mapping.

Prove that the following conditions are equivalent:
b : X → Y of ϕ.
(i) There exists a unique continuous affine extension ϕ
b : X → Y of ϕ.
(ii) There exists a continuous affine extension ϕ
c
(iii) For every g ∈ A (Y ), the function g ◦ ϕ satisfies conditions (i1) and (i3) of
Theorem 6.32.
Hint. Obviously, (i) =⇒ (ii). If ϕ b : X → Y is a continuous affine extension of ϕ,
g◦ϕ b is a continuous affine extension of g ◦ ϕ. Hence (i1) and (i3) of Theorem 6.32
are satisfied for g ◦ ϕ by Theorem 6.32. Hence (ii) =⇒ (iii).
Assume that (iii) holds. By Theorem 6.32, for any g ∈ Ac (Y ) there exists a unique
extension g[ ◦ ϕ ∈ Ac (X) of g ◦ ϕ.
Let T : Ac (Y ) → Ac (X) be defined as
g 7→ g[
◦ ϕ, g ∈ Ac (Y ).
By the Minimum principle 2.24, T is a linear positive mapping such that T 1 = 1.
Let φ1 : X → S(Ac (X)) and φ2 : Y → S(Ac (Y )) be the affine homeomorphisms
given by Proposition 4.31. Then the dual operator T ∗ maps S(Ac (X)) to S(Ac (Y ))
and thus we may define
ϕ(x)
b := (φ2 )−1 (T ∗ (φ1 (x))), x ∈ X.
Then ϕ
b is a continuous affine mapping extending ϕ.
Indeed, we get from
g(ϕ(x))
b = (T ∗ φ1 (x))(g) = T g(x) = g[
◦ ϕ(x), g ∈ Ac (Y ),
that
g(ϕ(x))
b ◦ ϕ(x) = g(ϕ(x)),
= g[ g ∈ Ac (Y ), x ∈ ext X.
Hence ϕ b is an extension of ϕ.
To finish the proof we have to verify the uniqueness of ϕ.
b Let ψ be another con-
tinuous affine extension of ϕ. Then for any g ∈ Ac (Y ), g ◦ ψ ∈ Ac (X) and extends
g ◦ ϕ. By the minimum principle, g ◦ ψ = g ◦ ϕ. b Hence g ◦ ψ = g ◦ ϕ b for every
g ∈ Ac (Y ), and thus ψ = ϕ.b
Exercise 10.95. Let Σ be a σ-algebra on a set X and νn : Σ → R, n ∈ N, be signed
measures on Σ. Assume that ν(A) := limn→∞ νn (A) exists for every A ∈ Σ. Prove
that ν is countably additive on Σ.
Hint. Obviously, ν is finitely additive on Σ. Let Ai , i ∈ N, be disjoint sets from Σ.
For n ∈ N, let fn : {0, 1}N → R be defined as
[

fn (σ) = νn Ai , σ ∈ {0, 1}N .
i∈spt σ

Then each fn is countably additive and continuous on {0, 1}N .

 10.10 Exercises 381

Indeed, the countable additivity follows from the fact that νn is countably additive.
To show its S∞continuity, let σ k → σ in {0, 1}N and ε > 0 be given. Let i0 ∈ N be such
that |νn |( i=i0 Ai ) < ε. Since σ k → σ on each coordinate, there exists k0 ∈ N such
that σ k |i0 = σ|i0 for each k ≥ k0 . Let N := {1, . . . , i0 }. For k ≥ k0 we have

|fn (σ k ) − fn (σ)| ≤ |fn (σ k cN ) − fn (σcN )| + |fn (σ k cN\N )| + |fn (σcN\N )|

∞
[ ∞
[



≤ |νn | Ai + |νn | Ai ≤ 2ε.
i=i0 i=i0

Hence fn is continuous.
If [

f (σ) := ν Ai , σ ∈ {0, 1}N ,
i∈spt σ

then f is finitely additive and it is a pointwise limit of the sequence {fn }. Hence f
has the Baire property in the restricted sense (see Subsection A.2.D) and thus f is
continuous and countably additive by Theorem 10.26. Hence ν is countably additive.

Exercise 10.96. Prove that a compact convex set X with ext X countable is metriz-
able.

Hint. Since any countable space has a countable network, the assertion follows from
Lemma 10.48 and Theorem 10.51.

Exercise 10.97. There exists a continuous affine surjection ϕ of a simplex X onto a

compact convex set Y and a measure µ ∈ M1max (X) such that
• ϕ(ext X) = ext Y and ϕ is injective on ext X,
• / M1max (Y ).
ϕ] µ ∈

Hint. Let H1 be the function space on the compact space K1 from Example 3.82 and
let K2 be the quotient of K1 where all points of [0, 1] × {0} are identified with the
point (0, 0) (see [169], Section 2.4). We write q : K1 → K2 for the quotient mapping
and take

H2 := {f ∈ C(K2 ) : 2f (0, 0) = f (t, −1) + f (t, 1), t ∈ [0, 1]}.

Let X, Y be the state space of H1 , H2 , respectively, and φ1 , φ2 be the respective

embeddings. Then ext X = φ1 (K1 \([0, 1]×{0})) and ext Y = φ2 (K2 \{(0, 0)}). We
denote by ϕ : X → Y the restriction of the adjoint operator to the operator h 7→ h ◦ q,
h ∈ H2 . Then X is a simplex and φ] λ ∈ M1 (X) is maximal for any continuous
measure λ ∈ M1 ([0, 1] × {0}), even though φ] λ is carried by a compact set disjoint
from ext X. (We recall that λ is continuous if λ({x}) = 0 for each x ∈ X.)
382 10 Deeper results on function spaces and compact convex sets

Then ϕ(ext X) = ext Y and ϕ is even injective on ext X. On the other hand, if λ is
any continuous probability measure on φ1 ([0, 1] × {0}), then λ is maximal on X, yet
the measure ϕ] λ equals the Dirac measure at the point φ2 (0, 0), and hence ϕ] λ is not
maximal.

Exercise 10.98. There exists a continuous affine surjection ϕ of a metrizable simplex

X onto a compact convex set Y such that
• ϕ is injective on ext X,

• ϕ] (M1max (X)) ⊂ M1max (Y ) and ϕ] is injective on M1max (X),

• ϕ is not injective on X.
Hint. Let K1 = {x1 , x2 , x3 , y1 , y2 , y3 } with the discrete topology and K2 be the quo-
tient of K1 , if we identify y2 with x2 . Again, we denote by q : K1 → K2 the quotient
mapping. Let
H1 := {f ∈ C(K1 ) : 2f (x2 ) = f (x1 ) + f (x3 ), 2f (y2 ) = f (y1 ) + f (y3 )} and
H2 := {f ∈ C(K2 ) : f (x1 ) + f (x3 ) = 2f (x2 ) = f (y1 ) + f (y3 )}.
We take X, Y , φ1 , φ2 and ϕ : X → Y as above. Then X is a simplex, ext X =
φ1 (K1 \ {x2 , y2 }), ext Y = φ2 (K2 \ {x2 }), ϕ : ext X → ext Y is a bijection, yet ϕ
is not injective on X. Obviously, ϕ] maps injectively maximal measures to maximal
measures.

Exercise 10.99. There exists a continuous affine surjection ϕ of a simplex X onto a

compact convex set Y such that
• ϕ is injective on ext X,

• ϕ] (M1max (X)) ⊂ M1max (Y ),

• ϕ] is not injective on M1max (X).
Hint. Let K1 = [0, 1] ∪ [2, 3] × {−1, 0, 1} endowed again with the “porcupine” topol-
ogy as in Exercise 10.97 and let K2 be the quotient of K1 after identifying points
(t + 2, 0) with (t, 0), t ∈ [0, 1]. Let

H1 := {f ∈ C(K1 ) : 2f (t + i, 0) = f (t + i, −1) + f (t + i, 1), t ∈ [0, 1], i = 0, 2},

and

H2 := {f ∈ C(K2 ) : 2f (t, 0) = f (t + i, −1) + f (t + i, 1), t ∈ [0, 1], i = 0, 2},

and let X, Y , φ1 , φ2 and ϕ be as above.

Then

ext X = φ1 (K1 \ (([0, 1] ∪ [2, 3]) × {0})), ext Y = φ2 (K2 \ ([0, 1] × {0})),

and ϕ maps injectively ext X onto ext Y .

 10.10 Exercises 383

We claim that ϕ] (M1max (X)) ⊂ M1max (Y ). Indeed, a probability measure λ is

maximal on X if and only if λ = (φ1 )] µ for some measure µ ∈ M1 (K1 ) whose
restriction to [0, 1] ∪ [2, 3] × {0} is continuous. Similarly, any maximal probability
measure on Y is of the form (φ2 )] µ for some measure µ ∈ M1 (K2 ) whose restriction
to [0, 1] × {0} is continuous. From these observations the claim follows.
Finally, if we take Lebesgue measure λ1 on [0, 1] × {0} and Lebesgue measure λ2
on [2, 3] × {0}, then
ϕ] ((φ1 )] λ1 ) = ϕ] ((φ1 )] λ2 ).
Hence ϕ] is not injective on M1max (X).

Exercise 10.100. Let X be a compact convex set and r : M1 (X) → X be the

barycentric mapping. If f ∈ C(X) is understood as an affine continuous function
on M1 (X) via the formula µ 7→ µ(f ), µ ∈ M1 (X), show that fr = f ∗ (here fr is
the function defined in Notation 10.61).

Hint. Use Lemma 3.22.

Exercise 10.101. If H is a Bauer simplicial space on K, then H is a CE-function

space.

Hint. The assertion follows immediately from Proposition 6.37.

Exercise 10.102. If H is a CE-function space on a compact space K, prove that

ChH (K) is closed.

Hint. Let x ∈ K \ ChH (K). By Theorem 3.24, there is f ∈ C(K) such that f (x) <
f ∗ (x). Then U := {y ∈ K : f ∗ (y) − f (y) > 0} is an open neighborhood of x and
U ∩ ChH (K) = ∅.

Exercise 10.103. Let H be a CE-function space on K. Prove that ChH (K) f ∗ is con-
tinuous for every f ∈ C(ChH (K)).

Hint. Imitate the proof of Lemma 10.80.

Exercise 10.104. Let K, L be compact spaces and ϕ : K → L be a continuous

surjection. Prove that ϕ is open if and only if

fϕ (y) := sup{f (x) : x ∈ ϕ−1 (y)}, y ∈ L,

is continuous on L for each f ∈ C(K).

Hint. For necessity use the proof of Lemma 10.63. For sufficiency, asssume that ϕ is
not open. Then there exist an open set U ⊂ K and x ∈ U such that ϕ(x) is not in the
interior of ϕ(U ). Let f ∈ C(K) be positive such that f (x) > 0 and f = 0 on K \ U .
Then the function fϕ is not continuous at ϕ(x).
384 10 Deeper results on function spaces and compact convex sets

10.11 Notes and comments

The idea of the proof of Theorem 10.2 goes back to R. Wittmann [474], where a more
general result on the existence of a carrier in the sense of potential theory is estab-
lished. A remarkable feature of the proof is that neither the Hahn–Banach theorem
nor Bauer’s minimum principle are involved, thus Zorn’s lemma is not needed.
A more general result than that of Theorem 10.2 is proved in H. Bauer [38]. A
different approach yielding a very general existence result of the Shilov boundary
containing results previously obtained can be found in R. Wittmann [475]. The rela-
tion to the Choquet boundary is studied there in detail. Wittmann’s method is based
on the notion of so-called Shilov points. We also refer the reader to H. S. Bear [46].
The idea of I-envelopes can be traced to Section 5 in V. P. Fonf, J. Lindenstrauss
and R. R. Phelps [179]. It was elaborated in V. P. Fonf and J. Lindenstrauss [178]
where Theorem 10.7 is proved. Proposition 10.6 is taken from a paper by O. Kalenda
[258] that along with [257] is devoted to a systematic study of I-envelopes. The
notion of I-envelopes points to the following problem.
Problem 10.105. Let E be a Banach space. Does there exist a topology τ (or even a
locally convex topology τ ) on E ∗ such that I-env(A) = coτ (A) for any A ⊂ E ∗ ?
It is not difficult to realize that I-env(A) is just the norm closed convex hull of A
in the case when E ∗ is separable. Also, if E does not contain `1 , then it is not difficult
to realize the existence of a desired locally convex topology on E ∗ . But in general the
problem seems to be open.
Theorem 10.8 is a consequence of a theorem by G. Rodé contained in [390]. For
the case of extreme points it was proved by R. Haydon [220]. We refer the reader to
papers by G. Godefroy [198] and [199] for more information related to this theorem.
Theorem 10.9 is a particular version of R. C. James’ theorem characterizing weakly
compact sets in Banach spaces (see [244] and [243]). The presented proof follows the
same arguments as the proof of Theorem 3.55 in [173].
The notion of angelicity is due to D. H. Fremlin; it is explicitly defined, for exam-
ple, in J. Bourgain, D. H. Fremlin and M. Talagrand [80], Definition 3A or in B. Cas-
cales and G. Godefroy [98]. Theorem 10.11 is a simpler variant of Theorem 462B
in [183]; it follows the paper by J. D. Pryce [379]. Theorem 10.12 was proved by
J. Bourgain and M. Talagrand in [81]; a different proof, which we follow, appeared in
S. S. Khurana [268].
Theorem 10.12 provides a positive answer in a particular case to the so-called
Boundary problem formulated by G. Godefroy in [198].
Let E be a Banach space and B ⊂ BE ∗ be a boundary of E, that is, any element
x ∈ E attains its norm on B. Is it true that any bounded σ(E, B)-compact set A in
E is also weakly compact?
Positive answers were known for many particular cases: A is convex (see Proposi-
tion 5.1(β) in M. De Wilde [136] and also Corollary 1 on p. 100 in K. Floret [176]);
 10.11 Notes and comments 385

B is w∗ -relatively sequentially compact in E ∗ (see B. Cascales and G. Vera [101],

Corollary C); E = C(K), the space of continuous functions on a compact space K
(see B. Cascales and G. Godefroy [98], Theorem 5); E = `1 (Γ) for a set Γ (see
B. Cascales and R. Shvydkoy [100], Theorem 4.9]); E does not contain a subspace
isomorphic to `1 ([0, 1]) (see B. Cascales, G. Manjabacas and G. Vera [99], Theorem
D); E is an L1 -predual, (see J. Spurný [422], Theorem 1.1).
This problem was solved in full generality by H. Pfitzner [373]. In the same paper
he also proves that BE is angelic in the topology σ(E, B) for any boundary B ⊂ BE ∗ .
For unbounded sets, an example constructed by W. Moors and E. Reznichenko
[350], Section 4 (see also Section 4 in [422]) shows that the angelicity need not hold
even for the topology σ(E, ext BE ∗ ). Several results on boundary topologies in L1 -
preduals can be found in W. B. Moors and J. Spurný [351].
Theorem 10.18 is proved in a paper A. J. Lazar [292] as a more general version of
the classical Banach–Stone theorem (see for example Theorem 3.43 in [173]). The
more precise description of isometries of spaces of affine continuous functions on
simplices contained in Theorem 10.17 is given in the paper by T. S. S. R. K. Rao [385]
and A. Curnock, J. Howroyd and N. C. Wong [128]. A. J. Ellis and W. S. So presented
in [168] an example attributed to J. T. Chan showing that Theorem 10.18 does not
hold for general compact convex set.
An interesting question is whether a pair K1 , K2 of compact spaces is homeomor-
phic if the spaces C(K1 ) and C(K2 ) are isomorphic. It has turned out, as shown
in a paper by A. Amir [14], that this is the case if there exists an isomorphism
T : C(K1 ) → C(K2 ) such that kT k · kT −1 k < 2. H. B. Cohen showed in [122]
that the bound 2 is the best possible. The case of C(K) spaces was further generalized
for spaces of affine continuous functions on compact convex sets by C. H. Chu and
H. B. Cohen [119]. They proved the following result:
Let X, Y be compact convex sets such that their extreme points are weak peak
points and let T : Ac (X) → Ac (Y ) be an isomorphism with kT k · kT −1 k < 2. If
• X, Y are metrizable, or

• ext X, ext Y are closed sets,

then ext X is homeomorphic to ext Y .

Another result of [119] is the following theorem:
Let X, Y be simplices such that their extreme points are weak peak points and let
T : Ac (X) → Ac (Y ) be an isomorphism with kT k · kT −1 k < 2. Then ext X is
homeomorphic to ext Y .
An example constructed in H. U. Hess [224] shows that the assumption on extreme
points cannot be omitted.
It seems to be an open problem whether the following assertion holds.
Problem 10.106. Let X, Y be compact convex sets such that their extreme points are
weak peak points and let T : Ac (X) → Ac (Y ) be an isomorphism with kT k·kT −1 k <
2. Is it true that ext X is homeomorphic to ext Y ?
386 10 Deeper results on function spaces and compact convex sets

The results of Section 10.3 are based mainly upon papers by J. P. R. Christensen.
Theorem 10.24(a) appears in [114], part (b) is standard and we include it just for a
comparison (see, for example, Proposition 272O in [181]). The first version of Theo-
rem 10.26 can be found in [114]; we follow the improved variant of [116], Chapter 5,
and [456], Theorem 2.3.13.
Theorem 10.30 and Exercise 10.92 are taken from J. P. R. Christensen [115]. Theo-
rems 10.31 and 10.37 on automatic boundedness can be found in J. Spurný [430] and
J. Saint Raymond [407]. Theorem 10.32 can be found in J. P. R. Christensen [116],
Theorem 5.8, and [114], Theorem 4. A result related to Theorem 10.32 is due to
M. Talagrand who proved in [442] that an affine function f : [0, 1]N → R measurable
with respect to the sets with the Baire property is continuous. (We note that [0, 1]N is
affinely homeomorphic to (B`∞ , w∗ ).)
We do not know the answer to the following problem.

Problem 10.107. Let f : X → R be an affine function on a compact convex set X

that has the Baire property. Is f necessarily bounded?

Section 10.4 follows the paper [220] by R. Haydon. We refer the reader to S. A.
Argyros, G. Godefroy and H. P. Rosenthal [19] for information on spaces not contain-
ing `1 .
Section 10.5 contains results of several authors. Theorem 10.51 can be found in
[350] with a slightly different proof; for the case of extreme points it was proved
by H. H. Corson [127] and a different proof was given by R. Haydon [219]. The
main Theorem 10.56 is an amalgamation of results from papers by M. Hervé [223],
B. MacGibbon [333], J. E. Jayne [247] (see also [394], Section 5.10), G. Debs [141]
and E. A. Reznichenko [387]. We remark that our proof of the result from [141] is
different since it does not use the α-favorability of the set of extreme points of a
compact convex set.
We refer the reader to a paper by E. A. Reznichenko [387] where the following
result (among others) was proved:
Let X be a compact convex set such that
• X is a simplex, or
• ext X is a Lindelöf space.
Then w(X) = w(ext X) = nw(ext X).
(We recall that w(Y ) and nw(Y ) are the weight and network weight, respectively,
of a topological space Y .) It is an open problem whether the conclusion of this theo-
rem holds without additional assumptions on the set X.

Problem 10.108. Let X be a compact convex set. Is it true that w(X) = w(ext X) =
nw(ext X)?

We also mention the following problem from B. MacGibbon [333].

 10.11 Notes and comments 387

Problem 10.109. Does there exist a nonmetrizable perfectly normal compact convex
set?

(We recall that a topological space is perfectly normal if it is normal and every open
set is of type Fσ .)
Descriptive structure of extreme and exposed points of convex sets was studied by
many authors, we refer the reader to H. H. Corson [126], G. Choquet, H. H. Corson
and V. Klee [112], J. E. Jayne and C. A. Rogers [248], P. Holický and V. Komı́nek
[233], P. Holický and M. Laczkovich [234] or P. Holický and T. Keleti [232].
The problem of transferring properties of a boundary of a compact convex set to
the whole set is investigated in O. Kalenda and J. Spurný [260].
Theorem 10.57 is from M. Kačena and J. Spurný [254]. It was stated in a more
general version without a proof in S. Teleman [455]. However, Example 10.97 from
C. J. K. Batty [32] shows that the result may fail in general. Theorem 10.59 and The-
orem 10.60 are from D. A. Edwards and G. F. Vincent-Smith [161]; our proofs also
use methods of E. A. Reznichenko [387]. An improvement can be found in D. A. Ed-
wards [158], see also G. F. Vincent-Smith [461], A. de la Pradelle [134] and [135].
Theorem 10.66 and Corollary 10.67 are taken from J. Vesterstrøm [460].
Theorem 10.68 for the set of extreme points of a compact convex set is attributed
in [5] to G. Choquet (unpublished result). The general result for Choquet boundaries
is proved in D. A. Edwards [156] (see also Theorem I.5.13 in [5]). It can be found in
G. Choquet [108], Theorem 27.9, that the set of extreme points of a compact convex
set is even α-favorable.
The result of Subsection 10.7.B can be found in G. Choquet [108], Theorem 29.9,
and in R. Haydon [218]. Our exposition follows the paper [218] (see also [24], Sec-
tion 3.6). P. R. Andeneas showed in [15] that every completely metrizable locally
separable space is homeomorphic to ext X for a suitable simplex X. A related result
is due to A. J. Lazar [294], who proved that any uncountable Polish space is home-
omorphic to the set of extreme points of a closed convex body in `2 . A construction
of simplices with a prescribed set of extreme points can be also found in P. J. Stacey
[436]. A related result is due to D. Bensimon [51] and it reads as follows:
Let M be a complete metric space of zero covering dimension. Then there exists a
standard Choquet simplex X such that M is homeomorphic to ext X.
Theorem 10.71 is taken from M. Talagrand [445]. We mention here another result
of M. Talagrand [448]:
There exists a simplex X such that
• ext X is K-analytic,
• ext X is not contained in the smallest family of subsets of ext X containing com-
pact sets and closed with respect to countable unions and intersections,
• ext X is of type Kσδ in β(ext X),
388 10 Deeper results on function spaces and compact convex sets

• there exist an open set U ⊂ ext X and a point ω ∈ ext X such that ext X =
U ∪ {ω},
• ext X \ ext X is discrete.
Section 10.8 follows the paper J. Saint Raymond [408].
Subsection 10.9.A is taken from papers A. Clausing and S. Papadapoulou [121],
S. Papadopoulou [369] and [368] and R. C. O’Brien [365]. We also refer the reader
to G. Debs [138] and [140], Å. Lima [302], A. Clausing and G. Mägerl [120] and
H. Höllein [237]. The results of Subsection 10.9.B follow the paper J. Vesterstrøm
[460].
Exercise 10.90 is rather standard; we refer the reader to Lemma in J. P. R. Chris-
tensen [115] and H. H. Schaefer [409]. Exercise 10.92 is from [115]. Exercise 10.94
can be found in E. M. Alfsen [4], [2] and A. J. Lazar [292]. Exercise 10.95 is a
scalar version of the Hahn–Vitali–Saks theorem (see, for example, N. Dunford and
J. T. Schwartz [150], pp. 158–159). Examples of Exercises 10.97–10.99 are taken
from [254].
Chapter 11
Continuous and measurable selectors

This chapter is devoted to continuous and Borel measurable selectors of multivalued

mappings defined on compact convex sets.
We start with the proof of the Lazar selection theorem 11.6 which is an affine ana-
logue of the Michael selection theorem. Theorems 11.8 and 11.9 provide its further
variants. First applications to affine retractions and extenders are contained in Theo-
rem 11.13. Characterizations of separability of (Ac (X))∗ for the case of a simplex X
is given in Theorem 11.14, the Michael selection theorem for compact spaces and the
Dugundji theorem are presented as Theorems 11.17 and 11.18. Extension of Baire-α
functions from compact subsets of extreme points is investigated in Theorem 11.23
as well as an application on extension of Baire-α functions from compact subsets
of completely regular spaces. The last application shows that the mapping T from
Definition 6.7 can be pointwise approximated by continuous mappings (see Theo-
rem 11.27).
The next section presents a general selection theorem and several of its applica-
tions. We start in Subsection 11.5.A with basic facts on measurability of multivalued
mappings. The main selection result is contained in Theorem 11.35. Next, Subsec-
tion 11.5.C collects several applications of this result. Perhaps the most notable is
Talagrand’s result on the existence of a Borel measurable mapping on a metrizable
compact convex set X, that assigns to a point x ∈ X a maximal and simplicial mea-
sure m(x) representing x (see Theorem 11.41).

11.1 The Lazar selection theorem

Definition 11.1 (Affine mappings). A multivalued mapping ϕ : X → 2E from a
convex set X to a vector space E is called affine if ϕ(x) is convex and
αϕ(x) + (1 − α)ϕ(y) ⊂ ϕ(αx + (1 − α)y) whenever x, y ∈ X, α ∈ [0, 1].
Definition 11.2 (Semicontinuous mappings). A multivalued mapping ϕ : X → 2Y
between topological spaces X and Y is termed lower semicontinuous if
ϕ−1 (U ) := {x ∈ X : ϕ(x) ∩ U 6= ∅}
is open in X for each open set U ⊂ Y . It is called upper semicontinuous if
ϕ−1 (U ) := {x ∈ X : ϕ(x) ⊂ U }
is open in X for each open set U ⊂ Y .
390 11 Continuous and measurable selectors

d
Lemma 11.3. Let ϕ : X → 2R be a lower semicontinuous nonempty valued affine
mapping on a simplex X and let U ⊂ Rd be a neighborhood of 0. Then there exists a
continuous affine mapping h : X → Rd such that h(x) ∈ ϕ(x) + U for every x ∈ X.

Proof. We proceed by induction on the dimension. If d = 1, let ϕ : X → 2R and

U ⊂ R be as in the hypothesis. We find an open symmetric interval V ⊂ R such that
2V ⊂ U . Let

g1 (x) := inf(ϕ(x) + V ), x∈X and g2 (x) := sup(ϕ(x) + V ), x ∈ X.

Since ϕ is lower semicontinuous and affine, g2 , −g1 are lower semicontinuous con-
cave functions with g1 ≤ g2 . By the Edwards in-between theorem 6.6 there exists a
continuous affine function h : X → R such that g1 ≤ h ≤ g2 . By the choice of V ,
h(x) ∈ ϕ(x) + U for every x ∈ X.
d+1
Assume that the assertion holds for Rd . Let ϕ : X → 2R be a lower semi-
continuous affine mapping and U be a neighborhood of 0. Let p and q be canonical
projections of Rd+1 onto R and Rd , respectively. Let Up and Uq be open symmetric
neighborhoods of 0 in R and Rd , respectively, such that Up × Uq ⊂ U .
As p◦ϕ : X → 2R is lower semicontinuous and affine, we may apply the preceding
argument to get a continuous affine function k : X → R such that

k(x) ∈ (p ◦ ϕ)(x) + Up , x ∈ X. (11.1)

d+1
Then the mapping from X to 2R defined as

p−1 (k(x) + Up ), x ∈ X,

is affine and lower semicontinuous. Moreover,

ψ(x) := p−1 (k(x) + Up ) ∩ ϕ(x), x ∈ X, (11.2)

d+1
is a nonempty valued mapping from X to 2R .
We claim that ψ is affine and lower semicontinuous. Since the intersection of a pair
of affine mappings is again affine, we proceed to the lower semicontinuity of ψ.
Let V ⊂ Rd+1 be an open nonempty set. Given a point x ∈ ψ−1 (V ), we find
t ∈ ψ(x) ∩ V . Let W be an open ball around t such that

W ⊂ p−1 (k(x) + Up ).

Since the function k is continuous, we can find an open neighborhood G1 of x such

that
W ⊂ p−1 (k(y) + Up )
for each y ∈ G1 . As ϕ is lower semicontinuous and x ∈ ϕ−1 (W ), there exists an
open set G2 containing x such that G2 ⊂ ϕ−1 (W ).
 11.1 The Lazar selection theorem 391

We claim that G1 ∩ G2 ⊂ ψ−1 (V ). Indeed, if y ∈ G1 ∩ G2 , there is a point

s ∈ ϕ(y) ∩ W . Since y ∈ G1 , s ∈ p−1 (k(y) + Up ). Then

s ∈ p−1 (k(y) + Up ) ∩ ϕ(y) ∩ W ⊂ ψ(y) ∩ V,

proving the claim.

d
Obviously, the mapping q ◦ ψ : X → 2R is also affine and lower semicontinuous.
By the induction hypothesis, there exists an affine mapping l : X → Rd such that

l(x) ∈ (q ◦ ψ)(x) + Uq , x ∈ X. (11.3)

To finish the proof it is enough to verify that the mapping

h : x 7→ (k(x), l(x)), x ∈ X,

is the desired one. Obviously, h is continuous and affine. Let x ∈ X be given. By

(11.3), l(x) = q(t) + uq for some t ∈ ψ(x) and uq ∈ Uq . As t ∈ ψ(x), p(t) =
k(x) + up for some up ∈ Up . Thus

(k(x), l(x)) = (p(t), q(t)) + (−up , uq ) = t + (−up , uq ) ∈ ϕ(x) + U.

This finishes the inductive step as well as the proof.

Lemma 11.4. Lex ϕ : X → 2E be an affine lower semicontinuous nonempty valued

mapping from a simplex X to a locally convex space E and let U ⊂ E be a neigh-
borhood of 0. Then there exists a continuous affine mapping h : X → E such that
h(x) ∈ ϕ(x) + U for every x ∈ X.
Proof. Let ϕ : X → 2E and U ⊂ E be as in the hypothesis. We may assume that U
is an open convex balanced neighborhood of 0 in E. Since ϕ is lower semicontinuous,
the family
 1  n 1o
Gy := ϕ−1 y − U = x ∈ X : y ∈ ϕ(x) + , y ∈ E,
2 2
is an open covering of X. We choose y1 , . . . , yd such that
d
[
X⊂ G yi . (11.4)
i=1

By setting
d
n
d
X 1 o
ψ(x) := λ = (λ1 , . . . , λn ) ∈ R : λi yi ∈ ϕ(x) + U , x ∈ X,
2
i=1

we get an affine lower semicontinuous mapping with nonempty values.

392 11 Continuous and measurable selectors

Indeed, (11.4) yields that ψ is nonempty valued, and, obviously, ψ is affine. Its
lower semicontinuity follows from the observation that
d
n X 1  o
ψ(x) = λ ∈ Rd : ϕ(x) ∩ λi yi − U 6= ∅ .
2
i=1

Let W ⊂ Rd be an open convex balanced neighborhood of 0 such that di=1 wi yi ∈

P
1
4 U whenever w = (w1 , . . . , wd ) ∈ W . Lemma 11.3 provides an affine continuous
mapping h0 : X → Rd such that

h0 (x) = (h1 (x), . . . , hd (x)) ∈ ψ(x) + W, x ∈ X.

Then the mapping h : X → E defined as

d
X
h(x) := hi (x)yi , x ∈ X,
i=1

is the desired continuous affine mapping.

Indeed, given x ∈ X, let λ ∈ ψ(x) and w ∈ W be such that h0 (x) = λ + w. Then
d d d
X X X 1 1
hi (x)yi = λ i yi + wi yi ∈ ϕ(x) + U + U ⊂ ϕ(x) + U.
2 4
i=1 i=1 i=1

This finishes the proof.

Lemma 11.5. Let X be a simplex, E be a locally convex space, ϕ : X → 2E be

a lower semicontinuous affine multivalued mapping, h : X → E be a continuous
mapping and U ⊂ E be a convex balanced neighborhood of 0. Then

ψ(x) := ϕ(x) ∩ (h(x) + U ), x ∈ X,

is a lower semicontinuous affine mapping provided ψ(x) is nonempty for each x ∈ X.

Proof. Let V be an open subset of E and x ∈ ψ−1 (V ). We choose t ∈ ϕ(x) ∩
(h(x) + U ) ∩ V . Let u ∈ U be such that t = h(x) + u. We find a balanced open
convex neighborhood W of 0 such that t + W ⊂ V and u + 2W ⊂ U . Let G1 , G2 be
open neighborhoods of x such that

G1 ⊂ ϕ−1 (t + W ) and h(y) − h(x) ∈ W for y ∈ G2 .

Let y ∈ G1 ∩ G2 . We pick s ∈ ϕ(y) ∩ (t + W ) and let w ∈ W satisfy s = t + w.

Then
s = t + w = h(y) + u + w + h(x) − h(y)
∈ h(y) + u + w + W ⊂ h(y) + u + 2W
⊂ h(y) + U
 11.1 The Lazar selection theorem 393

and
s ∈ ϕ(y) ∩ (t + W ) ⊂ ϕ(y) ∩ V.
Hence
s ∈ ϕ(y) ∩ (h(y) + U ) ∩ V
and
G1 ∩ G2 ⊂ ψ−1 (V ).
This concludes the proof.

Theorem 11.6 (Lazar). Let ϕ : X → 2E be a lower semicontinuous affine mapping

from a simplex X to a Fréchet space E with nonempty closed values. Then there exists
a continuous affine mapping h : X → E such that h(x) ∈ ϕ(x) for each x ∈ X.
Proof. Given ϕ : X → 2E , let ρ be a translation invariant complete metric on E.
We select a decreasing sequence {Un } of open convex balanced neighborhoods of 0
such that they form a base of neighborhoods of 0. We take p0n to be the Minkowski
functional of the set Un and define pn := p01 + · · · + p0n . Then {pn } is an increasing
sequence of pseudonorms on E that determines its topology. Moreover, if {yn } is a
sequence in E which is Cauchy in every pseudonorm pn , it is convergent.
For y ∈ E and r > 0 we set Un (y, r) := {z ∈ E : pn (y − z) < r}.
By Lemma 11.4, there exists a continuous affine mapping h1 : X → E such that

h1 (x) ∈ ϕ(x) + U1 (0, 2−1 ), x ∈ X.

We inductively find continuous affine mappings hn : X → E such that

hn+1 (x) ∈ ϕ(x) ∩ (hn (x) + Un (0, 2−n ) + Un (0, 2−n−1 ), x ∈ X,

for each n ∈ N.
For the inductive step, suppose that the mappings hk have been found for k =
1, . . . , n. Then we apply Lemma 11.4 to

ϕ(x) ∩ (hn (x) + Un (0, 2−n )), x ∈ X,

to get the desired mapping hn+1 (here we use Lemma 11.5).

The completeness of E guarantees that the sequence {hn } converges uniformly to
a function h : X → E. Since ϕ has closed values, h(x) ∈ ϕ(x) for each x ∈ X and
the proof is complete.

Theorem 11.7. Let X be a compact convex set. Then the following assertions are
equivalent.
(i) X is a simplex,
(ii) any lower semicontinuous affine mapping ϕ : X → 2E with nonempty closed
convex values in a Fréchet space E admits a continuous affine selection.
394 11 Continuous and measurable selectors

Proof. By Theorem 11.6, (i) =⇒ (ii). Conversely, assuming (ii), let f, −g ∈ C(X)
be convex functions such that f ≤ g. Then ϕ : X → 2R defined as

ϕ(x) := [f (x), g(x)], x ∈ X,

is an affine lower semicontinuous function. According to the assumption, there exists

a continuous affine function h ∈ Ac (X) such that f ≤ h ≤ g. By Theorem 6.6 and
Theorem 6.56, X is a simplex.

Theorem 11.8. Let F be a closed face of a simplex X, ϕ : X → 2E be an affine lower

semicontinuous mapping to a Fréchet space E with nonempty closed convex values
and f : F → E be a continuous affine mapping with f (x) ∈ ϕ(x), x ∈ F . Then
there exists a continuous affine selection g : X → E from ϕ such that g = f on F .
Proof. Given the objects as in the hypotheses, let ψ : X → 2E be defined as
(
f (x), x ∈ F,
ψ(x) :=
ϕ(x), x ∈ X \ F.

A routine verification shows that ψ is a lower semicontinuous affine mapping and thus
admits a continuous affine selection g. Obviously, g satisfies the required conditions.

Corollary 11.9. Let ϕ : X → 2K be a lower semicontinuous affine mapping from a

simplex X to a metrizable compact convex set K. Then ϕ admits a continuous affine
selection.
Proof. By Proposition 2.45, we may assume that K is a compact convex subset of `2 .
The conclusion now follows from Theorem 11.6.

11.2 Applications of the Lazar selection theorem

Lemma 11.10. Let H be a function space on a compact space K and let F be a
metrizable subset of K. Then coH F is metrizable as well.
Proof. If F is metrizable, M1 (F ) is metrizable as well. By Proposition 8.18, the
barycentric mapping from Proposition 3.37

r : M1 (F ) ∩ M(H) → coH F

is surjective. Since a continuous image of a compact metrizable space is metrizable

(see Lemma A.34), the proof is complete.

Lemma 11.11. Let H be a simplicial function space on a compact space K. Let

F ⊂ ChH (K) be a compact set and let C = coH F . Then
 11.2 Applications of the Lazar selection theorem 395

(a) δx (F ) = 1 for each x ∈ C,

(b) C is a Choquet set,
(c) the mapping x 7→ δx , x ∈ C, is continuous.
Proof. Let F be as in the hypothesis and x ∈ C. By Proposition 8.18, there exists
a measure µ ∈ Mx (H) carried by F . Then µ is H-maximal and µ = δx as H is
simplicial.
Since (b) follows from Proposition 8.31, we proceed to (c). Let {xα } be a net of
points in C converging to x and assume that δxα 9 δx . By passing to a subnet if
necessary we may assume that δxα → µ where µ 6= δx . Then µ ∈ Mx (H) and,
moreover, µ is maximal (see Corollary 3.60). By the simpliciality of H, µ = δx , a
contradiction. This concludes the proof.

Definition 11.12 (Retractions and extenders). If F is a subset of a topological space

K, a continuous mapping ρ : K → F is a retraction if ρ(x) = x for x ∈ F . The set
F is called a retract.
Let F be a subset of compact space K and H be a subspace of C(K). Let G :=
{h|F : h ∈ H}. A mapping
L:G→H
is a called an extender if L is a linear operator, and for each f ∈ H,
• Lf = f on F ,

• (Lf )(K) ⊂ co f (F ).

Theorem 11.13. Let X be a simplex.

(a) If F is a closed metrizable face of X, then there exists an affine retraction ρ :
X → F (that is, ρ : X → F is a continuous affine mapping such that ρ(x) = x,
x ∈ F ).
(b) If F is a closed metrizable face of X, then there exists an extender L : Ac (F ) →
Ac (X).
(c) Let K ⊂ ext X be a metrizable compact set. Then there exists an extender L :
C(K) → Ac (X).
Proof. For the proof of (a), let ϕ : X → 2F be defined as
(
x, x ∈ F,
ϕ(x) :=
F, x ∈ X \ F.
Then ϕ satisfies the assumptions of Corollary 11.9 and thus ϕ admits a continuous
affine selector. This selector is the required affine retraction of X onto F .
Assertion (b) immediately follows from (a), since the mapping
h 7→ h ◦ ρ, h ∈ Ac (F ),
is the required extender.
396 11 Continuous and measurable selectors

For the proof of (c) we notice that F = co K is a closed metrizable face such that
δx (K) = 1 for each x ∈ F and the mapping x 7→ δx , x ∈ F , is continuous (see
Lemma 11.10 and Lemma 11.11). If ρ : X → F is a continuous affine retraction, the
operator
Lf (x) := δρ(x) (f ), x ∈ X, f ∈ C(K),
is the required extender. This concludes the proof.

Theorem 11.14. For a metrizable simplex X, the following assertions are equivalent:
(i) ext X is uncountable,
(ii) Ac (X) contains an isometric copy of C({0, 1}N ),
(iii) Ac (X) contains an isometric copy of `1 ,
(iv) (Ac (X))∗ is nonseparable.

Proof. Assume that ext X is uncountable. Since ext X is a Polish space (see Proposi-
tion 3.43), ext X contains a homeomorphic copy C of {0, 1}N . By Theorem 11.13(c),
there exists an extender L : C(C) → Ac (X). Hence L(C(C)) is an isometric copy of
C({0, 1}N ) contained in Ac (X). Thus (i) =⇒ (ii).
Since C({0, 1}N ) contains an isometric copy of any separable Banach space (see
[173], proof of Theorem 5.17), (ii) =⇒ (iii). Obviously, (iii) =⇒ (iv). Finally,
assume that ext X is countable. Then Mbnd (X) is isometric to `1 (ext X) and the
mapping π : Mbnd (X) → (Ac (X))∗ defined as π(µ) := µ|(Ac (X))∗ is easily seen to
be an isometry (use Proposition 6.9). Hence (Ac (X))∗ is separable, which proves (iv)
=⇒ (i).

Theorem 11.15. Let H be a simplicial function space on a compact space K. Let

F ⊂ K be a metrizable Choquet set and A := {h|F : h ∈ Ac (H)}. Then there exists
an extender L : A → Ac (H).

Proof. Assume that F is a Choquet set in K, X := S(Ac (H)) and φ : K → X is the

embedding from Section 4.3.
By Theorem 8.62, F is a P -set with respect to the function space Ac (H). As F is
a Choquet set in K with respect to Ac (H) (see Lemma 8.16), by Theorem 8.39 there
exists a closed face H ⊂ X such that

φ(F ) = H ∩ φ(K).

By Proposition 4.26(c) and Proposition 2.64,

φ(F ) = H ∩ φ(K) ⊃ H ∩ ext X = ext H. (11.5)

By the Milman theorem 2.43, co φ(F ) = H. By Lemma 11.10, H is metrizable.

 11.2 Applications of the Lazar selection theorem 397

It follows from (11.5) that, if b h2 ∈ Ac (X) satisfy b

h1 , b h1 = b
h2 on φ(F ), then b
h1 =
h2 on H. Thus for any function h ∈ A there exists a unique function E1 h ∈ A (H)
b c

such that E1 h ◦ φ = h on F . Then E1 is a linear positive operator of norm 1.

Since X is a simplex (see Theorem 6.54), Theorem 11.13 provides an extender
E2 : Ac (H) → Ac (X). Then L : A → Ac (H) defined as

Lh = (E2 ◦ E1 )(h) ◦ φ, h ∈ A,

is the required extender. This concludes the proof.

Theorem 11.16. Let H be a simplicial function space on a compact space K. Let

F ⊂ ChH (K) be a metrizable compact set. Then there exists an extender L : C(F ) →
Ac (H).
Proof. Let X denote the simplex S(Ac (H)) and φ : K → X be the embedding from
Section 4.3. If F ⊂ ChH (K) is a compact metrizable set, we use Theorem 11.13(c)
to obtain an extender E : φ(F ) → Ac (X). Then

Lf (x) := E(f ◦ φ−1 )(φ(x)), x ∈ K, f ∈ C(F ),

is an extender from C(F ) into Ac (H).

Theorem 11.17 (The Michael selection theorem). Let ϕ : K → 2E be a lower semi-

continuous mapping from a compact space K to a Fréchet space E such that ϕ has
nonempty closed convex values. Then ϕ admits a continuous selection.
b : M1 (K) → 2E be defined as
Proof. Given ϕ : K → 2E as above, let ϕ
(
ϕ(x), µ = εx , x ∈ K,
ϕ(µ)
b :=
E otherwise.

It is straightforward to verify that ϕ

b is a lower semicontinuous affine mapping with
nonempty closed convex values. Theorem 11.6 provides an affine continuous selec-
tion fb : M1 (K) → E for ϕ. b Then

f (x) := fb(εx ), x ∈ K,

is a continuous selection for ϕ.

Theorem 11.18 (Dugundji). Let Y be a metrizable compact subset of a completely

regular space X and f : Y → E be a continuous mapping to a locally convex space
E. Assume that co f (Y ) is a compact subset of E (this is automatically satisfied if E
is a Fréchet space).
Then there exists a continuous mapping F : X → E such that F = f on Y and
F (x) ⊂ co f (Y ), x ∈ X.
398 11 Continuous and measurable selectors

Proof. If X is as in the theorem, we consider its Čech–Stone compactification βX.

Then F := M1 (Y ) is a metrizable closed face of M1 (βX). Moreover, the function
fb: F → E defined as Z
µ 7→ f (y) dµ(y), µ ∈ F,
Y

is continuous (we consider the Pettis integral). We remark that fb is well defined by
the assumption on co f (Y ).
By Corollary 11.13, there exists a continuous affine retraction r : M1 (βX) → F .
Then
F (x) := fb(r(εx )), x ∈ βX,

is a continuous extension of f with the required properties. This concludes the proof.

Theorem 11.19 (Borsuk–Dugundji). Let X be a completely regular space and Y its

metrizable compact subset. Then there exists a linear extender L : C(Y ) → C b (X).

Proof. We consider the Čech–Stone compactification βX of X and let H := C(βX).

Then H = Ac (H) and ChH (βX) = βX. Thus the extender from Theorem 11.16 is
the desired one.

11.3 The weak Dirichlet problem for Baire functions

Let H be a function space on a compact space K. We recall the inductive definition
of functions of H-affine classes from Section 5.6.
For any countable ordinal α and a family of functions H we define H0,b := H and
having Hβ,b , β < α, already defined for an ordinal number α ∈ (0, ω1 ), we define
H
Sα,b to be the space of all pointwise limits of bounded sequences of functions from
β<α Hβ,b .
We assume in Lemmas 11.20–11.22 that X is a simplex.

Lemma 11.20. Let H := {fn : n ∈ N} be a bounded family of continuous affine

functions on a closed face F ⊂ X. Then there exists a family A = {hn : n ∈ N} ⊂
Ac (X) and a mapping r : X → F such that r(x) = x on F and hn (x) = fn (r(x))
for all n ∈ N and all x ∈ X.

Proof. Let H be as in the hypothesis. Without loss of generality we may assume that
fn (F ) ⊂ [0, 1] for all n ∈ N. We consider a mapping ϕ : F → [0, 1]N (the space
[0, 1]N is considered with the pointwise topology) defined as

x 7→ {fn (x)}n∈N , x ∈ F.
 11.3 The weak Dirichlet problem for Baire functions 399

Then ϕ is continuous and affine on F . We define a multivalued mapping Φ : X →

N
2[0,1] as (
ϕ(x), x ∈ F,
Φ(x) :=
ϕ(F ), x ∈ X \ F.
Then Φ has nonempty convex compact values and Φ is affine. (Here we use the
assumption that F is a face.) Since Φ = ϕ on the closed set F and Φ = ϕ(F ) on the
complement of F , it is easy to verify that Φ is even lower semicontinuous.
By Theorem 11.6, there exists an affine continuous mapping ψ : X → [0, 1]N such
that ψ(x) ∈ Φ(x) for all x ∈ X.
Set hn := πn ◦ ψ, n ∈ N, where πn : [0, 1]N → R is the projection to the n-th
coordinate. Clearly, each hn is a continuous affine function on X.
Since ψ = ϕ on F , hn |F = fn |F for all n ∈ N. If x ∈ / F , ψ(x) = ϕ(y) for some
y ∈ F . If we denote this y as r(x) and set r(x) := x on F , we obtain the desired
mapping r, which concludes the proof.

Lemma 11.21. Let H, F , A and r be as in Lemma 11.20. Then, for every f ∈ Hα,b ,
there exists a function h ∈ Aα,b such that h(x) = f (r(x)) for all x ∈ X.

Proof. If α = 0, that is, f = fn for some n ∈ N, take h := hn .

Suppose that the lemma has been verified for all β < α where α ∈ (0, ω1 ). Pick
f ∈ Hα,b . Then there exist functions fn ∈ Hαn ,b , n ∈ N, where αn < α, such that
{fn } is bounded and fn → f on F . By the induction hypothesis, for every n ∈ N we
are able to select hn ∈ Aαn ,b such that hn (x) = fn (r(x)) for every x ∈ X. Since
fn (r(x)) → f (r(x)), the function h := limn→∞ hn is well defined, h ∈ Aα,b and
h(x) = f (r(x)) for all x ∈ X. This finishes the proof.

Lemma 11.22. Let F be a bounded family of continuous functions on a compact set

K ⊂ ext X nad let T be the operator from Definition 6.7. Set F := co K.
(a) The family H := {T f |F : f ∈ F} consists of continuous affine functions on F .
(b) If f ∈ F α,b , then T f |F ∈ Hα,b .

Proof. Assertion (a) follows from Lemma 11.11 and (b) can be obtained by a straight-
forward use of transfinite induction.

Theorem 11.23. Let X be a simplex and K ⊂ ext X be compact. Then for any
bounded function f on K of Baire class α there exists a function h ∈ Aα (X) such
that h = f on K and h(X) ⊂ co f (K).

Proof. By setting F := co K we obtain a closed face in X (see Lemma 11.11). Given

a function f ∈ B bα (K), we find a countable family F := {fn : n ∈ N} ⊂ C(K) such
that f ∈ F α,b and fn (K) ⊂ co f (K) for every n ∈ N (for the existence of such a set
use transfinite induction).
400 11 Continuous and measurable selectors

Define gn := T fn |F , n ∈ N. By Lemma 11.22(b), the family H := {gn : n ∈ N}

consists of continuous affine functions on F . Moreover, the values of every function
in H are contained in co f (K). Lemma 11.20 provides a family A = {hn : n ∈ N}
of continuous affine functions on X and a mapping r : X → F such that r(x) = x
on F and hn (x) = gn (r(x)) for each x ∈ X and n ∈ N. Since T f |F ∈ Hα,b due to
Lemma 11.22(b), an application of Lemma 11.21 finishes the proof.

Theorem 11.24. Let H be a simplicial function space on a compact space K and

F ⊂ ChH (K) be compact. Then for every f ∈ B bα (F ) there exists a function h ∈
(Ac (H))α,b such that f = h on K and h(K) ⊂ co f (F ).
Proof. Let X denote the simplex S(Ac (H)) and φ : K → X be the embedding from
Section 4.3. Given f ∈ B bα (F ), Theorem 11.23 provides a function h ∈ Aα (X) such
that h = f ◦ φ−1 on F and h(X) ⊂ co f (F ).
Then h ◦ φ ∈ (Ac (H))α,b and h = f on F . This finishes the proof.

Corollary 11.25. Let K be a compact subset of a completely regular space X. Then

for every bounded function f on K of Baire class α there exists a bounded function h
on X of Baire class α such that f = h on K and h(X) ⊂ co f (K).
Proof. We consider the Čech–Stone compactification βX of X and let H := C(βX).
Then H = Ac (H) is simplicial and ChH (βX) = βX. By Theorem 11.24, any
function f ∈ B bα (F ) can be extended to a function h ∈ Hα,b = B bα (βX) such that
h(βX) ⊂ co f (F ). This concludes the proof.

11.4 Pointwise approximation of maximal measures

Let H be a simplicial function space on a metrizable compact space K and X be
the state space S(Ac (H)). By Theorem 6.54, X is a simplex. Let π be the quotient
mapping from Definition 4.25.
Theorem 11.26. There exists a sequence {γn } of continuous affine mappings, γn :
X → M1 (K), such that π(γn (s)) → s for every s ∈ X.
Proof. Let {hk : k ∈ N} be a dense subset of Ac (H). For any n ∈ N we define a
mapping ϕn on S(Ac (H)) whose values are subsets of M1 (K) as
n n
\ 1o
ϕn (s) := µ ∈ M1 (K) : |µ(hk ) − s(hk )| < , s ∈ X.
n
k=1

By (4.9), for each s ∈ X there exists µ ∈ M1 (K) such that π(µ) = s, and then
µ ∈ ϕn (s). Hence all maps ϕn have nonempty values. It is straightforward to verify
that ϕn is affine, and so also ϕn is affine. (Here ϕn is the mapping which assigns to
each s ∈ X the closure of ϕn (s) in M1 (K).)
 11.4 Pointwise approximation of maximal measures 401

We show that ϕn and ϕn are lower semicontinuous. To this end, let n ∈ N and let
V be an open subset of M1 (K). If

s ∈ (ϕn )−1 (V ) = {s ∈ X : ϕn (s) ∩ V 6= ∅},

then there exists a measure µ ∈ V such that

1
|µ(hk ) − s(hk )| <
n
for any k = 1, . . . , n. There exists an open neighborhood U of s such that for any
t ∈ U and k = 1, . . . , n we have

1
|µ(hk ) − t(hk )| < .
n
Hence µ ∈ ϕn (t) and we see that the set (ϕn )−1 (V ) is open. Since

{s ∈ X : ϕn (s) ∩ V 6= ∅} = {s ∈ X : ϕn (s) ∩ V 6= ∅},

the mapping ϕn is also lower semicontinuous. By Theorem 11.9, for any n ∈ N there
exists a continuous affine mapping γn : X → M1 (K) such that γn (s) ∈ ϕn (s) for
any s ∈ X. If s ∈ X, then obviously γn (s)(hk ) → s(hk ) for each k ∈ N. Since the
set {hk : k ∈ N} is dense in Ac (H), it immediately follows that γn (s)(h) → s(h) for
any h ∈ Ac (H). This verifies that π(γn (s)) → s.

Theorem 11.27. There exists a sequence of positive linear continuous operators Tn :

C(K) → Ac (H) such that Tn (f )(x) → δx (f ) for any f ∈ C(K) and any x ∈ K.

Proof. As in Section 4.3, let φ be the evaluation mapping from K into X. We may
apply Theorem 11.26 to obtain a sequence of continuous affine mappings γn : X →
M1 (K) such that π(γn (s)) → s for each s ∈ X. If n ∈ N and f ∈ C(K), set

τn (f )(s) := γn (s)(f ), s ∈ X,
Tn f (x) := τn (f )(φ(x)), x ∈ K.

Obviously, {Tn } is a sequence of positive linear continuous operators on C(K) with

values in C(K). By (4.10), Tn f ∈ Ac (H) for each f ∈ C(K). Fix x ∈ ChH (K). We
claim that
γn (φx ) → εx . (11.6)
Otherwise we would have γnk (φx ) → µ 6= εx for a subsequence, in view of the
compactness of M1 (K). Then we would obtain

π(µ) = lim π(γnk (φx )) = φx .

k→∞
402 11 Continuous and measurable selectors

Since εx is the only H-representing measure for x, it would follow that µ = εx . This
contradiction proves (11.6). Given f ∈ C(K), we see that, for any x ∈ ChH (K),

Tn f (x) = τn (f )(φx ) = γn (φx )(f ) → εx (f ) = f (x).

Now, let x ∈ K be arbitrary. Since in metrizable case maximal measures are car-
ried by ChH (K) (see Theorem 3.79), the Lebesgue dominated convergence theorem
assures that
Z Z
Tn f (x) = Tn f (y)dδx (y) → f (y)dδx (y) = δx (f )
ChH (K) ChH (K)

for any f ∈ C(K), which finishes the proof of the theorem.

11.5 Measurable selectors

11.5.A Multivalued mappings
Definition 11.28 (Measurable mappings). Let S be a family of sets in a set X and
ϕ : X → 2Y be a mapping from X to a topological space Y . We say that ϕ is
S -lower semimeasurable if

ϕ−1 (U ) := {x ∈ X : ϕ(x) ∩ U 6= ∅} ∈ S

for each open U ⊂ Y .

If
ϕ−1 (U ) := {x ∈ X : ϕ(x) ⊂ U } ∈ S
for each open U ⊂ Y , ϕ is called S -upper semimeasurable.
The mapping ϕ is S -measurable if ϕ is both S -upper and S -lower measurable
and S -semimeasurable if ϕ is S -upper measurable or S -lower measurable.

In the sequel we use the notation from Definition 5.2 for a family S of sets in a set
X.

Lemma 11.29. Let S be an algebra and let ϕ : X → 2Y be a mapping from X to a

metrizable space Y .
(a) If ϕ is S -upper semimeasurable, then ϕ is Σ2 (S )-lower semimeasurable.
(b) If ϕ is S -lower semimeasurable and has compact values, then ϕ is Σ2 (S )-upper
semimeasurable.
(c) If ϕ1 , . . . , ϕn : X → 2Y are S -lower measurable and Y is separable, then the
n
mapping ψ(x) := ϕ1 (x) × · · · × ϕn (x), x ∈ X, from X to 2Y , is Σ2 (S )-lower
semimeasurable.
 11.5 Measurable selectors 403

ϕ : X → 2Y be
Proof. We select a compatible metric on Y . For the proof of (a), let S
S -upper measurable and let U ⊂ Y be an open set. We write U = ∞ n=1 Fn , where
Fn ⊂ Y are closed. Then
∞
[
ϕ−1 (U ) = {x ∈ X : ϕ(x) ∩ Fn 6= ∅}
n=1
[∞
X \ ϕ−1 (Y \ Fn )


=
n=1

is in Σ2 (S ).
To verify (b), let ϕ : X → 2Y be S -lower semimeasurable with compact values
and let U ⊂ Y be an open set. Again, we write U = ∞
S
F
n=1 n , where
n 1o
Fn := y ∈ U : dist(y, Y \ Fn ) ≥ , n ∈ N.
n
If K ⊂ Y is compact, then K ⊂ U if and only if K ⊂ Fn for some n ∈ N. Hence
∞
[ ∞
[
ϕ−1 (U ) = ϕ−1 (Fn ) = (X \ ϕ−1 (Y \ Fn )) ,
n=1 n=1

and ϕ is Σ2 (S )-upper semimeasurable.

To verify (c), we first notice that, by the separability of Y , it is enough to check that
ψ−1 (U ) ∈ Σ2 (S ) for any set of the form U = U1 × · · · × Un , where U1 , . . . , Un are
open in Y . But this is immediate, because
n
\
ψ−1 (U ) = {x ∈ X : ϕi (x) ∩ Ui 6= ∅} ∈ S .
i=1

This concludes the proof.

Lemma 11.30. Let Y be a metrizable separable space, S be an algebra and ϕn :

X → 2Y , n ∈ N, be Σ2 (S )-upper semimeasurable mappings with closed values
such that ϕ1 has compact values. Then
∞
\
ϕ(x) := ϕn (x), x ∈ X,
n=1

is a Σ2 (S )-upper semimeasurable mapping.

Proof. We select a compatible metric on Y and a countable base B of open sets in Y
that is stable with respect to finite unions. We fix an open set U ⊂ Y . Then
[
(ϕ1 ∩ ϕ2 )−1 (U ) = (ϕ−1 −1
1 (V ∪ U ) ∩ ϕ2 (Int(Y \ V ) ∪ U )). (11.7)
V ⊂Y open
404 11 Continuous and measurable selectors

To verify this, let ϕ1 (x) ∩ ϕ2 (x) ⊂ U . Since ϕ1 (x) \ U is compact,

dist(ϕ1 (x) \ U, ϕ2 (x) \ U ) > 0.

Let V ⊂ Y be an open set such that ϕ1 (x) \ U ⊂ V and dist(V , ϕ2 (x) \ U ) > 0.
Then
ϕ1 (x) ⊂ V ∪ U and ϕ2 (x) ⊂ Int(Y \ V ) ∪ U.

Hence we get “⊂” in (11.7). Since “⊃” is obvious, (11.7) follows.

If ϕ1 (x) ⊂ V ∪ U for an open set V ⊂ Y , then by the compactness of ϕ1 (x) \ U
there exists a set B ∈ B such that B ⊂ V and ϕ1 (x) ⊂ B ∪ U . If ϕ2 (x) ⊂
Int(Y \ V ) ∪ U , then ϕ2 (x) ⊂ Int(Y \ B) ∪ U .
Thus
[
(ϕ1 ∩ ϕ2 )−1 (U ) = (ϕ−1 −1
1 (B ∪ U ) ∩ ϕ2 (Int(Y \ B) ∪ U ))
B∈B

is in Σ2 (S ). It follows that ϕ1 ∩ ϕ2 is Σ2 (S )-upper semimeasurable. By induction

we prove that ϕ1 ∩ · · · ∩ ϕn is Σ2 (S )-upper semimeasurable, n ∈ N.
Given an open set U ⊂ Y , using a compactness argument, we obtain that
[
ϕ−1 (U ) = (ϕ1 ∩ · · · ∩ ϕn )−1 (U )
n∈N

is in Σ2 (S ). Hence ϕ is Σ2 (S )-upper semimeasurable.

Lemma 11.31 (Reduction lemma). If S is an algebra and {An : n ∈ N} is a cover of

X consisting of sets from Σ2 (S ), then there exists a disjoint partition {Bn : n ∈ N}
of X consisting of sets from Σ2 (S ) such that Bn ⊂ An , n ∈ N.

Proof. The proof is analogous to that of Lemma 5.4(f). Let An = ∞

S
k=1 Ank , where
Ank ∈ S , n, k ∈ N. We enumerate the family {Ank : n, k ∈ N} as {Bj0 } and define

B1 := B10 , Bj := Bj0 \ (B10 ∪ · · · ∪ Bj−1

0
), j ≥ 2.

Then the sets Bj are in S . We set

[
A01 := {Bj : Bj ⊂ A1 } and
[
A0n := {Bj : Bj ⊂ An , Bj * A01 ∪ · · · ∪ A0n−1 }, n ≥ 2.

Then A0n ⊂ An and A0n ∈ SΣ2 (S ), n ∈ N. Moreover, {A0n : n ∈ N} is a disjoint

family whose union equals ∞
n=1 An .
 11.5 Measurable selectors 405

Lemma 11.32. Let (Y, ρ) be a separable metric space, S be an algebra in X and

ϕ : X → 2Y be a Σ2 (S )-upper semimeasurable mapping with compact values. Then

{x ∈ X : diam ϕ(x) < ε} ∈ Σ2 (S )

for each ε > 0.

Proof. We select a countable base B of open sets in Y that is stable with respect to
finite unions. We claim that
[
{x ∈ X : diam ϕ(x) < ε} = ϕ−1 (B). (11.8)
B∈B,diam B<ε

Indeed, if diam ϕ(x) < ε, we pick an open set V ⊃ ϕ(x) with diam V < ε. Since
B is stable with respect to finite unions, by the compactness of ϕ(x) we find B ∈ B
such that ϕ(x) ⊂ B ⊂ V .
Since the reverse inclusion is obvious, (11.8) holds. Using Σ2 (S )-upper semimea-
surability of ϕ we conclude the proof.

Lemma 11.33. Assume that S is an algebra and ϕ : X → 2Y is a Σ2 (S )-upper

semimeasurable mapping with closed values, where Y is a metrizable compact convex
set. Then
ψ(x) := co ϕ(x), x ∈ X,
is a Σ2 (S )-upper semimeasurable mapping.

Proof. We start the proof by choosing a countable dense set {fn : n ∈ N} in Ac (Y ).

For each n ∈ N we define

ψn (x) := {y ∈ Y : fn (y) ≤ max fn (ϕ(x))}, x ∈ X.

Then each ψn is a Σ2 (S )-upper semimeasurable mapping from X to 2Y .

Indeed, if U ⊂ Y is an open set, we denote α := min fn (Y \ U ). Then

ψn (x) ⊂ U ⇐⇒ Y \ U ⊂ Y \ ψn (x)
⇐⇒ α > max fn (ϕ(x))
⇐⇒ ϕ(x) ⊂ fn−1 ((−∞, α)).

Hence ψn−1 (U ) ∈ Σ2 (S ).
It follows from the Hahn–Banach theorem and density of {fn : n ∈ N} in Ac (Y )
that
\∞
ψ(x) = ψn (x), x ∈ X.
n=1

By Lemma 11.30, ψ is Σ2 (S )-upper semimeasurable.

406 11 Continuous and measurable selectors

11.5.B Selection theorem

Let Y be a topological space and S ⊂ C(Y ) be a convex cone that separates points of
Y and contains constant functions. Then for any compact K ⊂ Y , S K := {s|K : s ∈
S} is a function cone of continuous functions as defined in Chapter 7.
Lemma 11.34. Let Y be a separable metrizable space and S ⊂ C(Y ) be a set. Then
S is separable in the topology of the uniform convergence on compact subsets of Y .
Proof. We fix a countable base {Vn : n ∈ N} of Y that is closed with respect to finite
unions. For any n, m ∈ N with Vn ∩ Vm = ∅ we select a continuous function fn,m
on Y such that (
0 on Vm ,
fn,m =
1 on Vn .
Let B consist of all products of finitely many just constructed functions and let
n
X
A := qi fi : qi ∈ Q, fi ∈ B, n ∈ N .
i=1

Then for any compact set K ⊂ Y , {f |K : f ∈ A} is dense in C(K) by the Stone–

Weierstrass theorem A.29.
We enumerate A as {gq : q ∈ N} and for any n, p, q ∈ N we find a function
fnpq ∈ S such that
1
sup |fnpq (x) − gq (x)| < ,
x∈Vn p
provided it exists. Otherwise we set fnpq := 0.
We claim that the family {fnpq : n, p, q ∈ N} is dense in S in the topology of
uniform convergence on compact sets. Indeed, let K ⊂ Y be compact, f ∈ S be
arbitrary and ε > 0. We find p ∈ N with p2 < ε and select q ∈ N such that kf −
gq kC(K) < p1 . Since the base {Vn : n ∈ N} is stable with respect to finite unions, an
easy compactness argument provides n ∈ N such that supx∈Vn |f (x) − gq (x)| < p1 .
Let fnpq ∈ S be the function chosen for the triple (n, p, q). Then
2
kf − fnpq kC(K) ≤ sup |f (x) − fnpq (x)| < < ε.
x∈Vn p
This concludes the proof.

Theorem 11.35. Let S be an algebra of sets in a set X, Y be a separable metrizable

space and S ⊂ C(Y ) be a convex cone that separates points of Y and contains
constant functions. Let ϕ : X → 2Y be a Σ2 (S )-measurable mapping with nonempty
compact values. Then there exists a Σ2 (S )-measurable function f : X → Y such
that
f (x) ∈ ChS|ϕ(x) (ϕ(x)), x ∈ X.
 11.5 Measurable selectors 407

Proof. We fix a compatible metric on Y . Using Lemma 11.34, we select a countable

set Q := {vj : j ∈ N} ⊂ S that is dense in S in the topology of uniform convergence
on compact sets. Let v0 ∈ S be an arbitrary strictly negative function on Y . We set
Tj := {y ∈ Y : vj ≤ 0} and Sj := {y ∈ Y : vj < 0}, j ≥ 0.
By induction, we construct mappings αn : X → N ∪ {0}, n ≥ 0, such that
(a) αn is Σ2 (S )-measurable, n ≥ 0,
(b) ϕ(x) ∩ Sαn (x) 6= ∅, x ∈ X and n ≥ 0,
(c) vαn (x) > vαn−1 (x) on ϕ(x), x ∈ X and n ∈ N,
(d) diam(ϕ(x) ∩ Tαn (x) ) < n1 , x ∈ X and n ∈ N.
We start the construction by setting α0 (x) := 0, x ∈ X. Then the required property
(a) is obvious and (b) is satisfied by the choice of v0 .
Assume now that the construction has been completed for all k = 0, . . . , n − 1 for
some n ∈ N.
For each j ≥ 0 we define

Aj := x ∈ X : ϕ(x) ∩ Sj 6= ∅ ,

Bj := x ∈ X : vαn−1 (x) < vj on ϕ(x) ,
 1
Cj := x ∈ X : diam(ϕ(x) ∩ Tj ) < .
n
It follows from Lemma 11.30 and Lemma 11.32 that both Aj and Cj are in Σ2 (S ).
Further, the set
[
Bj = ({x ∈ X : αn−1 (x) = m} ∩ {x ∈ X : vj − vm > 0 on ϕ(x)})
m≥0
[  
−1
= αn−1 (m) ∩ {x ∈ X : ϕ(x) ⊂ (vj − vm )−1 ((0, ∞))}
m≥0

is in Σ2 (S ) by the induction hypothesis and Σ2 (S )-upper semimeasurability of ϕ.

Hence
Dj := Aj ∩ Bj ∩ Cj ∈ Σ2 (S ), j ≥ 0.
We claim that X = ∞
S
j=0 Dj . Indeed, let x ∈ X be arbitrary. We denote u :=
vαn−1 (x) and use the induction hypothesis to realize that
ϕ(x) ∩ {y ∈ Y : u(y) < 0} 6= ∅.
By the Minimum principle 7.15(f) there exists y0 ∈ ChS|ϕ(x) (ϕ(x)) such that u(y0 ) <
1
0. We pick r ∈ (0, 2n ) such that U (y0 , r) ⊂ {y ∈ Y : u(y) < 0} and find a con-
tinuous function g on Y with g(y0 ) = u(y0 ) whose support is contained in U (y0 , r).
Then for f := u ∨ g we get from Theorem 7.21 and Proposition 7.11(b)
f (y0 ) = inf{s(y0 ) : s ∈ S, s > f on ϕ(x)}.
408 11 Continuous and measurable selectors

Since Q is dense in S with respect to the topology of uniform convergence on compact

sets, we can find j ≥ 0 such that

vj (y0 ) < 0 and vj > f on ϕ(x). (11.9)

It follows that
ϕ(x) ∩ Tj ⊂ ϕ(x) ∩ spt g ⊂ U (y0 , r). (11.10)
By (11.9) and (11.10), we get that x ∈ Dj as required.
Using Lemma 11.31 we obtain a countable partition {Ej : j ≥ 0} of X consisting
of sets from Σ2 (S ) such that Ej ⊂ Dj , j ≥ 0. We define αn : X → N ∪ {0} as

αn (x) := m, x ∈ Em .

Since αn is constant on each set from the partition {Ej : j ≥ 0}, αn is Σ2 (S )-

measurable. It follows from the inclusions Ej ⊂ Dj , j ≥ 0, that αn satisfies all the
required conditions (b), (c), (d). This finishes the construction.
We set ϕn (x) := Tαn (x) , x ∈ X, and use (b), (c) and (d) to deduce that
∞
\
f (x) := ϕ(x) ∩ ϕn (x), x ∈ X,
n=1

is a well-defined (single-valued) mapping from X to Y .

Further, for x ∈ X we denote y := f (x) and show that y ∈ ChS|ϕ(x) (ϕ(x)). By
(c), the function
v(z) := sup vαn (x) (z), z ∈ ϕ(x),
n∈N

is
T∞ a lower semicontinuous S|ϕ(x) -concave function. Further, since {y} = ϕ(x) ∩
n=1 Tαn (x) , we get

v(y) ≤ 0 and v > 0 on ϕ(x) \ {y}.

By Theorem 7.15(c), {y} is S|ϕ(x) -extremal, and thus y ∈ ChS|ϕ(x) (ϕ(x)).

Since each mapping αn is Σ2 (S )-measurable, the mappings x 7→ ϕn (x), x ∈
X, are Σ2 (S )-upper semimeasurable. By Lemma 11.30, x 7→ f (x), x ∈ X, is
Σ2 (S )-upper semimeasurable. Since f is single-valued, it is Σ2 (S )-measurable.
This finishes the proof.

Corollary 11.36. Let S be an algebra of sets in a set X, Y be a separable metrizable

space and S ⊂ C(Y ) be a convex cone that separates points of Y and contains con-
stant functions. Let ϕ : X → 2Y be an S -semimeasurable mapping with nonempty
compact values. Then there exists a Σ2 (S )-measurable function f : X → Y such
that
f (x) ∈ ChS|ϕ(x) (ϕ(x)), x ∈ X. (11.11)
 11.5 Measurable selectors 409

In particular, if X is a metrizable space and ϕ : X → 2Y with nonempty compact

values is upper or lower semicontinuous, then there exists a mapping f ∈ Baf1 (X, Y )
satisfying (11.11) (see Definition 5.18).

Proof. The first part follows from Lemma 11.29 and Theorem 11.35.
If ϕ is upper or lower semicontinuous, then ϕ is Σ2 (Bas(X))-measurable, where
Bas(X) is the algebra from Definition 5.13. An application of the first part yields a
Σ2 (Bas(X))-measurable selection f satisfying (11.11). But this means that f is in
Baf1 (X, Y ).

11.5.C Applications of the selection theorem

We recall that, given a family of functions F, W(F) denotes the min-stable cone
generated by F (see Definition 3.10).

Theorem 11.37. Let E be a metrizable separable locally convex space and S be an

algebra of sets in a set X. Let ϕ : X → 2E be a Σ2 (S )-semimeasurable map-
ping with nonempty compact convex values. Then there exists a Σ2 (S )-measurable
mapping f : X → E such that

f (x) ∈ ext ϕ(x), x ∈ X.

Proof. We apply Corollary 11.36 to the separable metrizable space E and the cone
S := W({x∗ + c : x∗ ∈ E ∗ , c ∈ R}). Then ChS|ϕ(x) (ϕ(x)) = ext ϕ(x) (see
Proposition 7.6(c) and Exercise 7.63) and hence the assertion follows.

Theorem 11.38. Let E be a separable metrizable locally convex space and S be

∗ ∗
an algebra of sets in a set X. Let ϕ : X → 2(E ,w ) be an S -lower semimeasur-
able mapping with nonempty convex w∗ -compact values. Then there exists a Σ2 (S )-
measurable mapping f : X → (E ∗ , w∗ ) such that

f (x) ∈ ext ϕ(x), x ∈ X.

Proof. Let {Un } be a basis of neighborhoods of 0 in E and let Yn be the polar of Un ,

that is,
Yn := {x∗ ∈ E ∗ : |x∗ (x)| ≤ 1 for each x ∈ Un }, n ∈ N.
We set (
ϕ−1 (Y1 ), n = 1,
Xn := −1 −1
ϕ (Yn ) \ ϕ (Yn−1 ), n ≥ 2.
Then {Xn : n ∈ N} is a partition of X consisting of sets from S and ϕ|Xn :
∗
Xn → 2(Yn ,w ) is an S -lower semimeasurable mapping for each n ∈ N. For each
n ∈ N, (Yn , w∗ ) is a compact metrizable space and we can apply Corollary 11.36 to
410 11 Continuous and measurable selectors

the cone W({x∗ + c : x∗ ∈ E ∗ , c ∈ R}) to obtain a Σ2 (S )-measurable selection

fn : Xn → (Yn , w∗ ) such that fn (x) ∈ ext ϕ(x), x ∈ X. Then the mapping

f (x) := fn (x), x ∈ Xn , n ∈ N,

is the desired selection. This concludes the proof.

Definition 11.39 (Convex cone S on M+ (X)). If E is a locally convex space, we

consider the convex cone

S := W({x∗ + c : x∗ ∈ E ∗ , c ∈ R})

on E. If X is a compact convex set in E, any function s ∈ W({x∗ + c : x∗ ∈ E ∗ , c ∈

R}) can be regarded as a continuous function on M+ (X) via the identification with
µ 7→ µ(s), µ ∈ M+ (X). Hence we can view S as a convex cone of continuous func-
tions on M+ (X) that separates points of M+ (X) and contains constant functions.

If X ⊂ E is a compact convex set and x ∈ X, then the set Mx (X) of all probabil-
ity Radon measures on X representing x is a compact convex set (in the w∗ -topology).
Moreover, it is an ordered compact convex set (see Section 7.5) and the cone S|Mx (X)
is dense in the cone −Lc (Mx (X)) (here Lc (Mx (X)) is the cone of all continuous
affine isotone functions on Mx (X); see Definition 7.41). Hence by Theorem 7.54(d),

ChS|Mx (X) (Mx (X)) = Ch−Lc (Mx (X)) (Mx (X)) = ext((Mx (X))max ).

(Here (Mx (X))max is the set of all maximal elements in Mx (X).) Hence µ ∈
ext(Mx (X))max is both a maximal and an extreme point of Mx (X) (see Theo-
rem 7.61).

Theorem 11.40. Let S be an algebra in a set X and K be a metrizable compact

convex subset of a locally convex space E. Let ϕ : X → 2K be an S -upper
semimeasurable mapping with nonempty compact convex values and f : X → K
be an S -measurable mapping with f (x) ∈ ϕ(x) for x ∈ X.
Then there exists a Σ3 (S )-measurable mapping m : X → M1 (K) such that



m(x) ∈ ext Mf (x) (ϕ(x)) max , x ∈ X.

Proof. We recall that r : M1 (K) → K is the barycentric mapping. Let S be the cone
on M+ (X) as above.
1
We define a multivalued mapping M : X → 2M (K) as

M (x) := Mf (x) (ϕ(x)), x ∈ X.

We claim that M is a Σ2 (S )-upper semimeasurable mapping.

 11.5 Measurable selectors 411

Indeed, we notice that

M (x) = M1 (ϕ(x)) ∩ r−1 (f (x)), x ∈ X,
and the mappings
M1 (x) := M1 (ϕ(x)), M2 (x) := r−1 (f (x)), x ∈ X,
are Σ2 (S )-upper semimeasurable. To verify this, let ε : K → M1 (K) be the home-
omorphic embedding assigning to y ∈ K the Dirac measure εy at y. Then, by Corol-
lary 2.28,
M1 (x) = co{εy : y ∈ ϕ(x)} = co(ε(ϕ(x)), x ∈ X.
Thus by Lemma 11.33, M1 is Σ2 (S )-upper semimeasurable.
Concerning M2 , its Σ2 (S )-upper semimeasurability follows from the following
equality
(M2 )−1 (F ) = f −1 (r(F )) ∈ Σ2 (S )
valid for any closed set F ⊂ M1 (K) (we recall that F , and consequently r(F ),
is a compact set). Hence Lemma 11.29 and Lemma 11.30 imply the Σ2 (S )-upper
semimeasurability of M .
Since ∆3 (S ) is an algebra of sets and
Σ2 (∆3 (S )) = Σ3 (S )
by Proposition 5.4(e), Corollary 11.36 provides a Σ3 (S )-measurable selector m :
X → M1 (K) such that



m(x) ∈ ChS|M (x) (M (x)) = ext Mf (x) (ϕ(x)) max , x ∈ X.
The proof is complete.

Theorem 11.41. Let X be a metrizable compact convex set. Then there exists a map-
ping m ∈ Baf1 (X, M1 (X)) such that
m(x) ∈ ext((Mx (X))max ), x ∈ X.
Proof. We use Corollary 11.36, where Y = M1 (X), S is the convex cone from
Definition 11.39 and ϕ : X → 2Y assigns to x ∈ X the set Mx (X). The role of
the algebra S is played by the algebra Bas(X) generated by closed sets in X (see
Definition 5.13). If r : Y → X is the barycentric mapping and F ⊂ Y is a closed set,
ϕ−1 (F ) = r(F )
is closed in X. Hence ϕ is a Bas(X)-lower semimeasurable mapping. By Corol-
lary 11.36, there exists a Σ2 (Bas(X))-measurable function m : X → Y such that
m(x) ∈ ChS|ϕ(x) (ϕ(x)) = ext((Mx (X))max ), x ∈ X.
Hence m is the required mapping by Theorem 5.19.
412 11 Continuous and measurable selectors

11.6 Exercises
Exercise 11.42. Let K be the one-point compactification of an uncountable discrete
set A and X := M1 (K). Then ext X is uncountable and Ac (X) does not contain `1 .

Hint. Since ext X = {εx : x ∈ K}, ext X is uncountable. Further, Ac (X) is iso-
metric to C(K) and C(K) is isomorphic to c0 (A) (we recall that c0 (A) denotes the
space of all continuous functions on the discrete space A that vanish at infinity, see
Subsection A.3.B). Thus it suffices to show that c0 (A) does not contain `1 . Let
S : `1 → c0 (A) be an isomorphism and let B ⊂ A be countable such that it contains
supports of all vectors Sen , n ∈ N (here {en : n ∈ N} denotes the usual basis in `1 ).
Then any vector in S(`1 ) is supported by B, and thus S(`1 ) is an isomorphic copy of
`1 in c0 , which is impossible.

Exercise 11.43. Let βN be the Čech–Stone compactification of N and F := βN \ N.

Prove that there exists no bounded linear operator E : C(F ) → C(βN) such that
Ef = f on F for each f ∈ C(F ).

Hint. Assume that E is such an operator and let

P f := f − E(f |F ), f ∈ C(βN).

If we identify `∞ with C(βN) and c0 with {f ∈ C(βN) : f = 0 on F }, then P is

a bounded linear projection of `∞ onto c0 . But such a projection does not exist (see
Theorem 5.15 in [173]).

Exercise 11.44. Let X be a simplex such that ext X is countable. Then X is metriz-
able and every strongly affine function is in A1 (X).

Hint. By Exercise 10.96, X is metrizable. If f is a strongly affine function on X, it

is bounded by Lemma 4.5 and f |ext X is a Baire-one function due to Theorem A.124.
If h ∈ A1 (X) is an extension of f |ext X provided by Theorem 6.49, f = h by the
minimum principle (all maximal measures are carried by ext X).

Exercise 11.45. Let X be a metrizable simplex such S

that ext X is uncountable. Then
for any α < ω1 there exists a function f ∈ Aα (X) \ β<α Aβ (X).

Hint. Since ext X is an uncountable Polish space (see Proposition 3.43 and Theo-
rem A.114), it contains a compact perfect subset F ⊂ ext X (see Corollary 6.5 of
[262]). Using Theorem 22.4 in [262] we find a bounded function f ∈ B bα (F ) that
is not of any lower Baire class. Let h ∈ Aα (X) be an extension provided by Theo-
rem 11.23. Then h is not of any lower affine class.

Exercise 11.46. If H is a simplicial function space on metrizable compact space K,

α ∈ (0, ω0 ) and f ∈ B bα (K), then T f ∈ (Ac (H))α+1,b (see Definitions 6.7 and 5.35).
 11.6 Exercises 413

Hint. If f is continuous on K, T f ∈ (Ac (H))⊥⊥ ∩ B b1 (K) by Theorem 6.8. By

Proposition 5.42, T f ∈ (Ac (H))1,b . The assertion for all finite ordinals now follows
by induction.

Exercise 11.47. If H is a simplicial function space on a metrizable compact space K,

α ∈ [ω0 , ω1 ) and f ∈ B bα (K), then T f ∈ (Ac (H))α,b .

Hint. If f ∈ B bω0 (K), then there exists a bounded sequence {fn } converging to f such
that fn ∈ B bαn (K), where each αn < ω0 . By Exercise 11.46, T fn ∈ (Ac (H))αn +1,b .
Since T fn → T f , we get T f ∈ (Ac (H))ω0 ,b .
Now the assertion follows by transfinite induction.

Exercise 11.48. If H is a simplicial function space on a compact space K, α ∈ [0, ω1 )

and f ∈ B bα (K), then

T f ∈ (Ac (H))α+1,b , α < ω0 ,

c
T f ∈ (A (H))α,b , α ≥ ω0 .

Hint. If f ∈ B bα (K) is given, we find a bounded countable family F of continuous

functions on K such that f ∈ F α,b (use transfinite induction). We apply Theorem 9.12
to the function space Ac (H) and obtain a metrizable compact space K 0 , a function
space H0 on K 0 , F 0 ⊂ C(K 0 ) and a continuous surjection ϕ : K → K 0 such that
• h0 ◦ ϕ ∈ Ac (H) for any h0 ∈ H0 ,
• for every g ∈ F there exists g 0 ∈ F 0 such that g = g 0 ◦ ϕ,
• H0 is simplicial and Ac (H0 ) = H0 .
It follows that there exists a function f 0 : K 0 → R such that f = f 0 ◦ ϕ. By
Theorem 5.26(c), f 0 ∈ B bα (K 0 ). Using Exercises 11.46 and 11.47 we get that

T f 0 ∈ (Ac (H0 ))β,b = (H0 )β,b ,

where β is either α + 1 (if α is finite) or α (if α ≥ ω0 ). Since h0 ◦ ϕ ∈ Ac (H) for any

h0 ∈ H0 , the assertion follows.

Exercise 11.49. Let X be a simplex and α ∈ [0, ω1 ). Then

Abar (X) ∩ B α (X) ⊂ Aα+1 (X), α < ω0 ,

Abar (X) ∩ B α (X) = Aα (X), α ≥ ω0 .

Hint. If f ∈ Abar (X), then T f = f . Hence the assertion follows from Exercise 11.48
(we recall that Ac (Ac (X)) = Ac (X), see Proposition 4.2).
414 11 Continuous and measurable selectors

Exercise 11.50. Let X be a compact space, {fn } be a bounded increasing sequence

of continuous functions and f := limn→∞ fn be discontinuous. Then there exists a
subsequence {fnk } such that gk := fnk+1 − fnk , k ∈ N, form a sequence equivalent
to the standard basis of c0 (that is, there exists C > 0 such that for every real numbers
c1 , . . . , cn we have
n
X
C −1 k(c1 , . . . , cn )k∞ ≤ ck gk ≤ Ck(c1 , . . . , cn )k∞ ).
k=1

Hint. Without loss of generality we may assume that 0 < f1 ≤ · · · ≤ fn ≤ · · · ≤ 1.

Let x ∈ X and c, η > 0 be such that

f (x) < c < c + η < lim sup f (y).

y→x

Let εk > 0, k ∈ N, be chosen such that ∞ 1

P
k=1 εk < 12 η.
Inductively we find points xk ∈ X, indices nk ∈ N and neighborhoods Uk 3 x
such that, for k ∈ N,
(a) nk+1 > nk ,
(b) Uk+1 ⊂ Uk ,
(c) x1 = x and xk+1 ∈ Uk ,
(d) diam fnk (Uk ) < εk ,
(e) fnk+1 (xk+1 ) > c + η,
(f) fnk (z) > f (z) − εk for z ∈ {x1 , x2 , . . . , xk }.
We start the construction by setting x1 := x and finding n1 ∈ N such that fn1
satisfies (f) for z = x1 . Then we select a neighborhood U1 3 x with (d).
Assume that the construction has been completed up to the k-th stage. Let xk+1 ∈
Uk be chosen in such a way that f (xk+1 ) > c + η. Then we find nk+1 > nk such that
(e) and fnk+1 (z) > f (z)−εk+1 for z ∈ {x1 , x2 , . . . , xk+1 } are satisfied. We finish the
construction by finding a neighborhood Uk+1 of x with (b) and diam fnk+1 (Uk+1 ) <
εk+1 .
Fix i ∈ N. If k < i, then (d) gives

fnk+1 (xi+1 ) − fnk (xi+1 )

≤ |fnk+1 (xi+1 ) − fnk+1 (x)| + |fnk+1 (x) − fnk (x)| + |fnk (x) − fnk (xi+1 )|
< εk+1 + εk + εk .
(11.12)
For k > i, (f) yields

fnk+1 (xi+1 ) − fnk (xi+1 ) ≤ f (xi+1 ) − fnk (xi+1 ) < εk . (11.13)

 11.6 Exercises 415

For k = i we have by (e) and (d)

fni+1 (xi+1 ) − fni (xi+1 ) > c + η − (fni (x) + fni (xi+1 ) − fni (x))
(11.14)
> c + η − c − εi = η − ε i .

We claim that gk := fnk+1 − fnk , k ∈ N, form a sequence equivalent to the standard

basis of c0 . To see this, let c1 , . . . , cn be real numbers and let i ∈ {1, . . . , n} be an
index such that |ci | = k(c1 , . . . , cn )k∞ . Then, for any x ∈ X,
n
X n
X
ck gk (x) ≤ |ck |(fnk+1 (x) − fnk (x))
k=1 k=1
n
X
≤ |ci | (fnk+1 (x) − fnk (x)) ≤ |ci |(f (x) − f1 (x))
k=1

≤ k(c1 , . . . , cn )k∞ .

Hence
n
X
ck gk ≤ k(c1 , . . . , cn )k∞ .
k=1

To show the estimate from below, assume that |ci | = ci . Then (11.12), (11.13) and
(11.14) give
n
X
ck (fnk+1 (xi+1 ) − fnk (xi+1 ))
k=1
X
≥ ci (fni+1 (xi+1 ) − fni (xi+1 )) − |ci | (fnk+1 (xi+1 ) − fnk (xi+1 ))
k∈{1,...,n}\{i}
 X 
≥ ci η − εi − (εk+1 + 2εk )
k∈N\{i}
 ∞
X 
≥ ci η − 3εk
k=1
3
≥ ci η.
4
Hence
n
X 3
ck gk ≥ ηk(c1 , . . . , cn )k∞
4
k=1

in this case.
416 11 Continuous and measurable selectors

If i ∈ {1, . . . , n} is such that −ci = k(c1 , . . . , cn )k∞ , then we apply the inequali-
ties above to (−c1 , . . . , −cn ) and get
n n
X X 3 3
ck gk = (−ck )gk ≥ ηk(−c1 , . . . , −cn )k∞ = ηk(c1 , . . . , cn )k∞ .
4 4
k=1 k=1

Exercise 11.51. Let X be a metrizable compact convex set and f be an affine lower
semicontinuous function on X that is not continuous. Then there exists a sequence
{gn } of functions in Ac (X) that is equivalent to the standard basis of c0 .

Hint. Without loss of generality we may assume that 0 < f ≤ 1 (see Lemma 4.20).
By Proposition 4.12, Proposition A.53 and Lemma A.54 there exists an increasing
sequence {fn } of affine continuous functions converging to f . By Exercise 11.50
we can extract a subsequence {fnk } such that gk = fnk+1 − fnk form a sequence
equivalent to the standard basis of c0 .

Exercise 11.52. Prove that the space c of convergent sequences endowed with the
sup-norm is isomorphic to c0 .

Hint. Consider the operator T : c → c0 which maps

(x1 , x2 , . . . ) 7→ ( lim xn , x1 − lim xn , x2 − lim xn , . . . ), (x1 , x2 , . . . ) ∈ c.

n→∞ n→∞ n→∞

Exercise 11.53. Let X be an infinite-dimensional metrizable simplex. Then Ac (X)

contains an isomorphic copy of c0 .

Hint. Assume first that ext X is closed. Then ext X contains infinitely many distinct
points xn , n ∈ N, and x such that xn → x. Let F := {x} ∪ {xn : n ∈ N}. Then C(F )
is isometric to the space c of convergent sequences which is isomorphic to c0 (see
Exercise 11.52). By Theorem 11.13(c) there exists an extender L : C(F ) → Ac (X).
Then T (C(F )) is isomorphic to c0 .
If ext X is not closed, there exists a concave continuous function f such that f∗
is not continuous (see Theorem 6.37). Then f∗ is an affine (see Theorem 6.5) lower
semicontinuous function that is not continuous. Hence Exercise 11.51 finishes the
argument.

11.7 Notes and comments

The main selection Theorem 11.6, as well as its consequences Theorems 11.7, 11.8
and Corollary 11.9, is proved in A. J. Lazar [293]. Our proof follows the papers
 11.7 Notes and comments 417

Ch. Léger [299] and A. J. Lazar and J. Lindenstrauss [296], where a selection theorem
for L1 -preduals is proved.
Theorems 11.13, 11.15 and 11.16 are from A. J. Lazar [293]. Theorem 11.14
is a particular version of A. J. Lazar and J. Lindenstrauss [296], Theorem 2.3, and
E. H. Lacey and P. D. Morris [291], Theorem 1.1. Theorem 11.17 is an affine version
on simplices of the Michael selection theorem (see E. Michael [341] and [342]). The-
orem 11.18 can be found in J. Dugundji [149] who proved there the following result
by topological methods:
If A is a closed subset of a metrizable space X and f : A → E is a continuous
mapping to a locally convex space E, then there exists a continuous mapping F :
X → E extending f such that F (X) ⊂ co f (A).
R. Arens showed in [17] that X can be replaced by a paracompact space if E is a
Banach space.
Theorem 11.19 is a variant of results from J. Dugundji [149] and K. Borsuk [77].
An application to potential theory is given in J. Lukeš and J. Kolář [276] and
D. Werner [465] (see also P. Harmand, D. Werner and W. Werner [216], Chapter II,
pp. 96–98).
Section 11.3 follows the paper J. Spurný [428] and the results of Section 11.4 can
be found in J. Lukeš, J. Malý, I. Netuka, M. Smrčka and J. Spurný [319].
Section 11.5 follows ideas from an unpublished paper by G. Debs [137] (see also
[139]). Theorem 11.41 is proved in M. Talagrand [443]. The existence of a Borel
measurable selection assigning to a point x of a compact convex set X a maximal
measure µ ∈ Mx (X) was established by M. Rao [384].
If X is a simplex, the mapping x 7→ δx has the property that T f (x) := δx (f ),
x ∈ X, is Borel for every f ∈ C(X) (see Theorem 6.8). We do not know the answer
to the following question.
Problem 11.54. Let X be a compact convex set. Does there exist a mapping x 7→ µx ,
x ∈ X such that µx ∈ Mx (X) is maximal and x 7→ µx (f ) is Borel for each f ∈
C(X)?
The question of the existence of Borel measurable selectors is a widely investi-
gated area; we refer the reader for example to K. Kuratowski and A. Maitra [286],
K. Kuratowski and C. Ryll-Nardzewski [287], Ch. Castaign and M. Valadier [102],
D. H. Fremlin [180], R. W. Hansell [207] and [208], J. Kaniewski and R. Pol [261]
and J. Spurný and M. Zelený [433].
Exercises 11.48 and 11.49 are proved in M. Capon [96]. The paper by M. Kačena
and J. Spurný [253] shows that there exists a metrizable simplex X such that
T (B bα (X)) \ B bα (X) 6= ∅ for every α ∈ [0, ω0 ). If U is a bounded open set in Rd and
H(U ) is the function space from Definition 13.26, Theorem 1.3 of [253] shows that
the shift of classes ceases to exist for H(U ) at the second stage.
Exercise 11.49 prompts a question whether the shift of finite classes is essential.
This problem was answered in J. Spurný [420] by the following result.
418 11 Continuous and measurable selectors

There exist a metrizable simplex X and a strongly affine function f : X → R of

the second Baire class that is not of the second affine class.

Problem 11.55. Given n ≥ 3, does there exist a metrizable simplex X and a strongly
affine function f ∈ B n (X) that is not of affine class n?

Exercise 11.50 is a very particular version of techniques described in H. P. Rosen-

thal [398]; we also refer the reader to S. A. Argyros, G. Godefroy and H. P. Rosenthal
[19].
Chapter 12

Constructions of function spaces

The goal of this chapter is to present methods of how to construct new function spaces
from given ones. More precisely, we will deal with products of function spaces and
inverse limits of function spaces. The key feature of both of these constructions is that
they preserve simpliciality.

We begin with products of function spaces, so after the basic definitions and auxil-
iary results we come to the results describing Choquet boundaries and maximal mea-
sures of products of function spaces (see Theorem 12.10 and 12.13). In order to show
that the product preserves simpliciality, we need to prove in Subsection 12.1.C several
technical results on peaked partitions of unity and approximations in product spaces.
These results are essential for the proof of Theorem 12.21, showing that the product
of simplicial spaces is simplicial. This method also opens a way for a construction of
tensor products of compact convex sets which we indicate in Exercises 12.85–12.87.

Inverse limits of function spaces and compact convex sets are studied in Subsec-
tions 12.2.B and 12.2.C. Again, the principal results are the preservation of sim-
pliciality (see Theorem 12.34), its consequence to compact convex simplices (see
Corollary 12.35) and a description of the Choquet boundary of the inverse limit (see
Theorem 12.36).

The general results are applied in the framework of compact convex sets to get in
Theorem 12.40 and Corollary 12.42 that Ac (X) is an L∞,1+ε -space provided X is
a simplex. Perhaps the most important result is Theorem 12.45 that asserts that any
metrizable simplex is the inverse limit of a suitable sequence of finite-dimensional
simplices. A much simpler method yields that any simplex is the inverse limit of a
system of metrizable simplices (see Theorem 12.47).

A fundamental object in the theory of metrizable simplices is the Poulsen simplex.

Its construction and properties are presented in Subsection 12.3.A. Theorem 12.60
summarizes its remarkable properties.

Further we show in Subsection 12.3.B the existence of a nonmetrizable simplex

and a strongly affine function on it that is not determined by its values on the set of
extreme points. Finally, a striking example due to M. Talagrand on functions of the
second affine class is constructed in Subsection 12.3.C.
420 12 Constructions of function spaces

12.1 Products of function spaces

12.1.A Definitions and basic properties
Q
If {Ei }i∈I is a family of topological spaces, i∈I Ei denotes their cartesian
Q product
with
Q the usual product topology. Q If J ⊂ I, the natural
Q projection of i∈I Ei onto
i∈J E i is denoted as πJ . If A ⊂ i∈I Ei and z ∈ i∈I\J Ei , then
n Y o
πJz (A) := x ∈ Ei : (x, z) ∈ A .
i∈J
Q Q
If f : i∈I Ei → R is a function and y ∈ i∈I\J Ei , we define

πJy (f )(x) := f (x, y),

Y
x∈ Ei .
i∈J
Q Q
In case f (x, y1 ) = f (x, y2 ) for any x ∈ i∈J Ei and y1 , y2 ∈ i∈I\J Ei , we write
πJ (f ) instead of πJy (f ). If J = {j}, we write πj (f ) insteadN of π{j}Q (f ).
If fi : Ei → R are functions, i = 1, . . . , n, we write ni=1 fi : ni=1 Ei → R for
the function
n n
!
O Y
fi (x1 , . . . , xn ) := f1 (x1 ) · · · fn (xn ), (x1 , . . . , xn ) ∈ Ei .
i=1 i=1

Definition 12.1 (Products of function Qspaces). Let Hi be a function space on a com-

pact
J space K i , i ∈ I. We set K := i∈I Ki and define the algebraic tensor product
i∈I H i as the linear span of the set
( )
O
hi ⊗ c i∈I\J Ki : J ⊂ I finite, hi ∈ Hi for i ∈ J .
Q

i∈J
N
The multiaffine product i∈I Hi is defined as
n o
Hi := f ∈ C(K) : πjy (f ) ∈ Hj for any j ∈ I, y ∈
O Y
Ki .
i∈I i∈I\{j}
S
We recall that {Jγ }γ∈Γ is a partition of a set I if γ∈Γ Jγ = I and Jα ∩ Jβ = ∅
Q α, β ∈ Γ. If {Ki }i∈I are compact spaces
for distinct Q and {Jγ }γ∈Γ is a partition of
Q
I, then i∈I Ki is naturally homeomorphic to γ∈Γ ( i∈Jγ Ki ). This provides an
Q Q Q
identification of C( i∈I Ki ) with C( γ∈Γ ( i∈Jγ Ki )).
Proposition 12.2. Let Hi be a function space on a compact space Ki , i ∈ I. Let
{Jγ }γ∈Γ be a partition of I. Then the following assertions hold:
J N
(a) i∈I Hi ⊂ i∈I Hi ,
 12.1 Products of function spaces 421
J J J
(b) i∈I Hi = γ∈Γ ( i∈Jγ Hi ),
N N N
(c) i∈I Hi = γ∈Γ ( i∈Jγ Hi ).

Proof. The proof follows by a straightforward verification.

Unless stated otherwise, Hi are N

function spaces on compact spaces Ki , i ∈ I, and
H denotes the multiaffine product i∈I Hi .

Notation 12.3. If J ⊂ I, we write HJ for the space of functions from H that depends
only on coordinates from J; precisely,

HJ := {h ∈ H : x, y ∈ K, πJ (x) = πJ (y) =⇒ h(x) = h(y)}.

The space Hf of functions depending on finitely many coordinates is defined as

Hf := {h ∈ H : exists J ⊂ I finite such that h ∈ HJ }.

Q
The function space πJ (H) on i∈J Ki is defined as
n Y
o
πJ (H) := f ∈ C Ki : f ⊗ cQi∈I\J Ki ∈ H .
i∈J

Proposition 12.4. The following assertions hold:

(a) if I1 ⊂ I2 ⊂ I and h ∈ HI1 , then h ∈ HI2 ,
N
(b) πJ (H) = i∈J Hi ,
(c) if h ∈ HJ , then h = πJ (h) ⊗ cQi∈I\J Ki ,
(d) if µ ∈ M+ (K) and h ∈ HJ , then µ(h) = ((πJ )] µ)(πJ (h)),
(e) Hf is dense in H.

Proof. We start the proof by noticing that assertions (a)–(c) are easy to verify from
the definitions. If µ ∈ M+ (K) and h ∈ HJ , then

((πJ )] µ)(πJ (h)) = µ(πJ (h) ◦ πJ ) = µ(πJ (h) ⊗ cQi∈I\J Ki ) = µ(h).

This proves (d).

For the proof of (e), let h ∈ H and ε > 0 be given. By the compactness of K we
can select a finite open cover {V1 , . . . , Vm } of K consisting of standard open basic
sets such that diam h(Vi ) < ε, i = 1, . . . , m. We set

J := {i ∈ I : there exists l ∈ {1, . . . , m} such that πi (Vl ) 6= Ki }

and select y ∈ i∈I\J Ki . We define h0 : K → R as

Q

h0 (x) := h(πJ (x), y), x ∈ K.

422 12 Constructions of function spaces

Then h0 ∈ Hf . If z ∈ K is given, we find Vl containing z. Then (πJ (z), y) ∈ Vl as

well, and thus
|h0 (z) − h(z)| = |h(πJ (z), y) − h(z)| < ε.
Thus Hf is dense in H.

Lemma 12.5. Let Hi be a function space on a compact space Ki , i = 1, 2. Then

Ac (H1 ) Ac (H2 ) ⊂ Ac (H1 ⊗ H2 ).
Proof. Let ai ∈ Ac (Hi ), i = 1, 2. We show that a1 ⊗ a2 ∈ Ac (H1 ⊗ H2 ).
We assume first that both functions a1 , a2 are positive, and fix (x1 , x2 ) ∈ K1 × K2
and ε > 0. We find δ > 0 such that

δ(a1 (x1 ) + a2 (x2 ) + δ) < ε,

and choose functions hi ∈ Hi , i = 1, 2, such that, for i = 1, 2, we have

ai ≤ hi and hi (xi ) < ai (xi ) + δ.

(This is possible by Corollary 3.23(a).)

Then h1 ⊗ h2 ∈ H1 ⊗ H2 , and
a1 (x1 )a2 (x2 ) ≤ h1 (x1 )h2 (x2 ) < (a1 (x1 ) + δ)(a2 (x2 ) + δ)
= a1 (x1 )a2 (x2 ) + δ(a1 (x1 ) + a2 (x2 ) + δ)
< a1 (x1 )a2 (x2 ) + ε.
Hence (a1 ⊗ a2 )∗ = a1 ⊗ a2 .
Let now a1 be positive and a2 be arbitrary. Obviously, (a1 ⊗ c)∗ = a1 ⊗ c for any
c ∈ R. Using the first step we get
a1 ⊗ a2 ≤ (a1 ⊗ a2 )∗ = (a1 ⊗ (a2 + ka2 k − ka2 k))∗
= (a1 ⊗ (a2 + ka2 k) − a1 ⊗ ka2 k)∗
≤ (a1 ⊗ (a2 + ka2 k))∗ + (a1 ⊗ (−ka2 k))∗
= a1 ⊗ (a2 + ka2 k) + (a1 ⊗ (−ka2 k))
= a1 ⊗ a2 .
For the lower envelope we have

(a1 ⊗ a2 )∗ = −(a1 ⊗ (−a2 ))∗ = −(a1 ⊗ (−a2 )) = a1 ⊗ a2 .

Hence a1 ⊗ a2 ∈ Ac (H1 ⊗ H2 ).
Finally, let a1 , a2 be arbitrary. Then

a1 ⊗ a2 = (a1 + ka1 k) ⊗ a2 − ka1 k ⊗ a2 ∈ Ac (H1 ⊗ H2 ).

This concludes the proof.

 12.1 Products of function spaces 423

Proposition 12.6. The following assertions hold:

(a) If x ∈ K, µ ∈ Mx (H) and J ⊂ I, then (πJ )] µ ∈ MπJ (x) (πJ (H)).
In particular, (πi )] µ ∈ Mxi (Hi ), i ∈ I.
N
(b) If x = (xi )i∈I ∈ K and µi ∈ Mxi (Hi ), then i∈I µi ∈ Mx (H).
(c) Ac (H) ⊂ i∈I Ac (Hi ).
N

(d) H = Ac (H) if and only if Hi = Ac (Hi ) for every i ∈ I.

Proof. To verify (a), let x ∈ K, J ⊂ I and µ ∈ Mx (H) be given. For h ∈ πJ (H),

we set h0 := h ⊗ cQi∈I\J Ki . Then h0 ∈ H, and hence

((πJ )] µ)(h) = µ(h ◦ πJ ) = µ(h0 ) = h0 (x) = h(πJ (x)).

N
To prove (b), let µi ∈ Mxi (Hi ) for i ∈ I and h ∈ H. We denote µ := i∈I µi .
We first handle the case I = {1, . . . , n}. Then
Z Z
µ(h) = ··· h(y1 , . . . , yn ) dµn (yn ) · · · dµ1 (y1 ).
K1 Kn

Since the function yn 7→ h(y1 , . . . , yn ) is in Hn ,

Z n−1
Y
h(y1 , . . . , yn ) dµn (yn ) = h(y1 , . . . , yn−1 , xn ), (y1 , . . . , yn−1 ) ∈ Ki .
Kn i=1

Proceeding by induction, µ(h) = h(x1 , . . . , xn ).

If I is an arbitrary index set, J ⊂ I is finite and g ∈ HJ , then by the previous part
and Proposition 12.4(b),(d),
O
µ(g) = ((πJ )] µ)(πJ (g)) = ( µi )(πJ (g)) = πJ (g)(πJ (x)) = g(x).
i∈J

Since Hf is dense in H (see Proposition 12.4(e)), µ ∈ MxQ (H).

For the proof of (c), let h ∈ Ac (H), j ∈ I and y ∈ i∈I\{j} Ki be given. We
have to show that πjy (h) ∈ AcN (Hj ). For any xj ∈ Kj and µj ∈ Mxj (Hj ), we set
µ := µj ⊗ εy . Since µ = µj ⊗ i∈I\{j} εyi , we get µ ∈ M(xj ,y) (H) by the previous
part. Hence
πjy (h) = h(xj , y) = µ(h) = (µj ⊗ εy )(h)
Z Z
= Q h(s, t) d(µj ⊗ εy )(s, t)
Kj i∈I\{j} Ki
Z
= h(s, y) dµj (s) = µj (πjy (h)).
Kj

Ac (Hi ).
N
Thus h ∈ i∈I
424 12 Constructions of function spaces

To show (d), let Hi = Ac (Hi ) for each i ∈ I. Then by (c),

O O
H ⊂ Ac (H) ⊂ Ac (Hi ) = Hi = H.
i∈I i∈I

Conversely, let H = Ac (H) and j ∈ I beQgiven. We pick a function fj ∈ Ac (Hj )

and show that fj ∈ Hj . We set K 0 := i∈I\{j} Ki and f := fj ⊗ cK 0 . Then
f ∈ Ac (H).
Indeed, for x ∈ K and µ ∈ Mx (H) we get (πj )] µ ∈ Mxj (Hj ) by (a). Thus

f (x) = fj (xj ) = ((πj )] µ)(fj ) = µ(fj ◦ πj ) = µ(f ).

Hence f ∈ Ac (H) = H and fj = πj (f ) ∈ Hj . This concludes the proof.

12.1.B Maximal measures and extremal sets

In this section, Hi is a function space on aNcompact space Ki , i ∈ I (or i = 1, 2,
H is the multiaffine product i∈I Hi , we denote by K the underlying
respectively). IfQ
compact space i∈I Ki . If H is a function Sspace on a compact space K and x ∈ K,
as in Theorem 8.32 we denote Fx (H) := ν∈Mx (H) spt ν.

Lemma 12.7. Let Hi be a function space on a compact space Ki , i = 1, 2, and

let ϕ : K1 → K2 be a continuous mapping such that Fϕ(x) (H2 ) ⊂ ϕ(Fx (H1 ))
for each x ∈ ChH1 (K1 ). Then ϕ] µ is H2 -maximal for any H1 -maximal measure
µ ∈ M+ (K1 ).

Proof. Let µ ∈ M+ (K1 ) be H1 -maximal. Then µ is carried by ChH1 (K1 ) by Propo-

sition 3.64. For any function g ∈ C(K2 ) we know by Theorem 8.32 that g ◦ ϕ is
constant on Fx (H1 ) for µ-almost all x ∈ K1 . Hence there exists an Fσ set A ⊂ K1
such that µ(K \ A) = 0 and g is constant on ϕ(Fx (H1 )) for all x ∈ A. By the
assumption, g is constant on Fϕ(x) (H2 ) for all x ∈ A. Then (ϕ] µ)(K2 \ ϕ(A)) = 0
and g is constant on Fy (H2 ) for each y ∈ ϕ(A). Hence ϕ] µ is H2 -maximal by
Theorem 8.32.
N
Proposition
Q 12.8. Let H = i∈I Hi . Let x = (xi )i∈I ∈ K. Then Fx (H) =
F
i∈I xi (H i ).

Proof. Let µ ∈ Fx (H) be given. By Lemma 12.6(a), (πi )] µ ∈ Mxi (Hi ) for any
i ∈ I. By Lemma A.100(a),

πi (spt µ) = spt(πi )] µ ⊂ Fxi (Hi ), i ∈ I.

Q Q
Thus spt µ ⊂ i∈I Fxi (Hi ), which gives Fx (H) ⊂ i∈I Fxi (Hi ).
 12.1 Products of function spaces 425
N
Conversely, let µi ∈ Mxi (Hi ) for i ∈ I. Then i∈I µi ∈ Mx (H) by Proposi-
tion 12.6(b), and thus Lemma A.100(b) yields
Y O
spt µi = spt( µi ) ⊂ Fx (H).
i∈I i∈I
Q
Hence Fxi (Hi ) ⊂ Fx (H), which finishes the proof.
i∈I
N N
Proposition 12.9. Let J ⊂ I, H = i∈I Hi and G := i∈J Hi .
(a) Let E ⊂ K be a closed H-extremal set and y ∈ i∈I\J Ki . Then πJy (E) is either
Q
empty or G-extremal.
(b) If E ⊂ K is a closed H-extremal set, then πJ (E) is G-extremal.
Q
(c) If Ei ⊂ Ki are closed Hi -extremal, i ∈ I, then i∈I Ei is a closed H-extremal
set.
Proof. For the proof of (a), assume that πJy (E) is a nonempty set that is not G-
extremal. Then there exist x ∈ πJy (E) and µ ∈ Mx (G) such that spt µ is not
contained in πJy (E). We claim that the measure µ ⊗ εy ∈ M(x,y) (H). Indeed, by
Propositions 12.6(b) and 12.2(c),
O
O

µ ⊗ εy ∈ M(x,y) G ⊗ Hi = M(x,y) Hi .
i∈I\J i∈I

Hence µ ⊗ εy is a measure H-representing (x, y) ∈ E, but µ ⊗ εy is not carried by

E. Hence we have arrived at a contradiction with the H-extremality of E.
Q To show (b), let x ∈ πJ (E) and µ ∈ My x (G) be given. Then there exists y ∈
i∈I\J Ki such that (x, y) ∈ E. By (a), πJ (E) is G-extremal, and hence spt µ ⊂
y
πJ (E) ⊂ πJ (E).
We start the proof of (c) by showing the assertion for the case I = {1, 2}. Let
Ei ⊂ Ki be closed Hi -extremal sets, i = 1, 2, and E := E1 × E2 . Let (x1 , x2 ) ∈ E
and µ ∈ M(x1 ,x2 ) (H1 ⊗ H2 ). Since

K \ E = ((K1 \ E1 ) × K2 ) ∪ (K1 × (K2 \ E2 )),

we get
µ(K \ E) ≤ µ((K1 \ E1 ) × K2 ) + µ(K1 × (K2 \ E2 ))
= ((π1 )] µ)(K1 \ E1 ) + ((π2 )] )(K2 \ E2 ).
By Proposition 12.6(a), (πi )] µ ∈ Mxi (Hi ) and thus ((πi )] µ)(KQ
i \ Ei ) = 0,
Ni = 1, 2.
Hence µ(K \E) = 0 and E is H1 ⊗H2 -extremal. By induction, i∈I Ei is i∈I Hi -
extremal provided I is finite. Q
Let now I be an arbitrary set and E := i∈I Ei . Assume that µ(K \ E) > 0
for some x ∈ E and µ ∈ Mx (H). We find f ∈ C(K) such that f = 0 on E and
µ(f ) > 0. Let ε > 0 be arbitrary.
426 12 Constructions of function spaces
Q
By Proposition 12.4(e), there exist a finite set J ⊂ I and g ∈ C( i∈J Ki ) such
that, for K 0 := i∈I\J Ki , we have
Q

kf − g ⊗ cK 0 kC(K) < ε.
Then (πJ )] µ ∈ MπJ (x) (πJ (H)) and, by the
Q first part of the argument, πJ (x) is
contained in the πJ (H)-extremal set EJ := i∈J QEi . Hence spt(πJ )] µ ⊂ Ej .
Further, |g| < ε on EJ . Indeed, we pick t ∈ i∈I\J Ei . Then for any s ∈ EJ ,
(s, t) ∈ E. Hence
|g(s)| = |(g ⊗ cK 0 )(s, t) − f (s, t)| < ε.
Using this we obtain
Z
|µ(g ⊗ cK 0 )| = |((πJ )] µ)(g)| ≤ |g| d((πJ )] µ) < ε.
EJ

Finally,
0 < |µ(f )| ≤ |µ(f − g ⊗ cK 0 )| + |µ(g ⊗ cK 0 )| < 2ε.
Since ε is arbitrary, we get a contradiction.
N Q
Theorem 12.10. Let H = i∈I Hi . Then ChH (K) = i∈I ChHi (Ki ).
Proof. The assertion follows from Proposition 12.9, because we have the following
chain of equivalences for x = (xi )i∈I ∈ K:
x ∈ ChH (K) ⇐⇒ {x} is H-extremal
⇐⇒ {xi } is Hi -extremal for each i ∈ I
⇐⇒ xi ∈ ChHi (Ki ) for each i ∈ I.

N N
Proposition 12.11. Let J ⊂ I, H = i∈I Hi and G := i∈J Hi .
(a) If µ ∈ M+ (K) is H-maximal, then (πJ )] µ is G-maximal.
(b) If µ, ν ∈ M+ (K) with µ ≺H ν, then (πJ )] µ ≺G (πJ )] ν.
Proof. Lemma 12.7 yields that for a verification of (a) it is enough to show that
FπJ (x) (G) ⊂ πJ (Fx (H)) for any x ∈ K. But this follows from Proposition 12.8,
which gives
Y Y

FπJ (x) (G) = Fxi (Hi ) = πJ Fxi (Hi ) = πJ (Fx (H)).
i∈J i∈I

To prove (b), let µ, ν ∈ M+ (K) be given. We write K 0 := i∈I\J Ki . For an

Q
arbitrary f ∈ −W(G), the function f ⊗ cK 0 is contained in −W(H). Hence
((πJ )] µ)(f ) = µ(f ⊗ cK 0 ) ≤ ν(f ⊗ cK 0 ) = ((πJ )] ν)(f ).
Hence (πJ )] µ ≺G (πJ )] ν by Proposition 3.56.
 12.1 Products of function spaces 427

Proposition 12.12. Let H := H1 H2 and µ ∈ M+ (K1 × K2 ). If (πi )] µ is Hi -

N
maximal, i = 1, 2, then µ is H-maximal.
In particular, if µi ∈ M+ (Ki ) is Hi -maximal, i = 1, 2, then µ1 ⊗µ2 is H-maximal.
Proof. Let h ∈ H be arbitrary. We define T : K1 → C(K2 ) by assigning x1 7→
π2x1 (h). Then T (K1 ), as a compact subset of the Banach space C(K2 ), is norm sep-
arable. Let {hn : n ∈ N} ⊂ T (K1 ) be a dense countable set. Since (π2 )] µ is
H2 -maximal, Theorem 8.32 yields that the set

Fn := {x2 ∈ K2 : hn = hn (x2 ) on Fx2 (H2 )}

T
satisfies ((π2 )] µ)(K2 \ Fn ) = 0 for each n ∈ N. Then the set E2 := n∈N Fn is
of full (π2 )] µ-measure and each hn is constant on Fx2 (H2 ) for every x2 ∈ E. Since
{hn : n ∈ N} is dense in T (K1 ), we get

h(x1 , y) = h(x1 , x2 ), (x1 , x2 ) ∈ K1 × E2 , y ∈ Fx2 (H2 ). (12.1)

Analogously we find a set E1 ⊂ K1 such that ((π1 )] µ)(K1 \ E1 ) = 0 and

h(y, x2 ) = h(x1 , x2 ), (x1 , x2 ) ∈ E1 × K2 , y ∈ Fx1 (H1 ). (12.2)

Combining (12.1) and (12.2) we get

h(x1 , x2 ) = h(y1 , y2 ), (x1 , x2 ) ∈ E1 × E2 , y1 ∈ Fx1 (H1 ), y2 ∈ Fx2 (H2 ).

Since
µ(K \ (E1 × E2 )) ≤ µ((K1 \ E1 ) × K2 ) + µ(K1 × (K2 \ E2 ))
= ((π1 )] µ)(K1 \ E1 ) + ((π2 )] µ)(K2 \ E2 ) = 0,
we get that h is constant on

F(x1 ,x2 ) (H) = Fx1 (H1 ) × Fx2 (H2 )

for µ-almost all (x1 , x2 ) ∈ K1 ×K2 (here we use Proposition 12.8). By Theorem 8.32,
µ is H-maximal. This concludes the proof.
N +
Theorem 12.13. Let H := i∈I Hi and µ ∈ M (K). If (πi )] µ is Hi -maximal,
i ∈ I, then µ is H-maximal.
In particular, if µi ∈ M1 (Ki ) are Hi -maximal measures, i ∈ I, then i∈I µi is
N
H-maximal.
Proof. Let µ ∈ M+ (K) be as in the hypothesis.
Step 1. We first prove the assertion by induction for finite index sets I. Assume
that it holds for all finite sets with n elements and let I = J ∪ {i0 }, where J has n
elements. For each i ∈ J,

(πi )] ((πJ )] µ) = (πi )] µ

428 12 Constructions of function spaces
N
is Hi -maximal. ByNthe inductive hypothesis, (πJ )] µ is i∈J Hi -maximal. By Propo-
sition 12.12, µ is i∈J Hi ⊗ Hi0 -maximal. In other words, µ is H-maximal.
Step 2. Let I be an arbitrary index set. We select an H-maximal measure ν with
µ ≺H ν. By Proposition 12.11, for any finite set J ⊂ I, we have

(πJ )] µ ≺πJ (H) (πJ )] ν.

Since (πi )] ((πJ )] µ) = (πi )] µ for i ∈ J, the first part of the proof yields that (πJ )] µ
is πJ (H)-maximal. Hence (πJ )] µ = (πJ )] ν.
We get that
µ(E) = ((πJ )] µ)(E) = ((πJ )] ν)(E) = ν(E)
Q
for any set E := i∈I Ei , where Ei ⊂ Ki is Borel, i ∈ I, and Ei 6= Ki only for
indices in a finite set J. Hence, by Proposition A.99, µ = ν. We conclude that µ is
H-maximal.

12.1.C Partitions of unity and approximation in products of function

spaces
Theorem 12.14. Let H be a simplicial space on a compact space K and −f, g be
lower semicontinuous H-concave functions on K such that f ≤ g. Let F ⊂ K be a
closed H-extremal set, h ∈ C(F ) satisfy f |F ≤ h ≤ g|F and

h(x) = µ(h), x ∈ F, µ ∈ Mx (H).

Then there exists a function a ∈ Ac (H) such that f ≤ a ≤ g and a = h on F .

Proof. By setting
( (
0 h on F, 0 h on F,
f := and g :=
f on K \ F, g on K \ F,

we obtain functions f 0 ∈ Kusc (H) and g 0 ∈ S lsc (H) with f 0 ≤ g 0 . By the Edwards
in-between theorem 6.6 there exists a function a ∈ Ac (H) such that f 0 ≤ a ≤ g 0 .
Then a satisfies the required properties.

Definition 12.15 (Partition and peaked partition of unity). PA family {h1 , . . . , hn } of

positive functions in H is called a partition of unity if ni=1 hi = 1. If moreover
khi k = 1, i = 1, . . . , n, then {h1 , . . . , hn } is called a peaked partition of unity.
Lemma 12.16. Assume that H is a simplicial function space on a compact space
K, {f1 , . . . , fn }, {g1 , . . . , gn } are families of functions in Ac (H) and x1 , . . . , xp are
pairwise distinct points in ChH (K). Let φ1 , . . . , φm be functions on ChH (K) and
{αij : i = 1, . . . , n, j = 1, . . . , m} and {βjl : j = 1, . . . , m, l = 1, . . . , p} be
families of real numbers such that
 12.1 Products of function spaces 429
Pm
(a) fi |ChH (K) ≤ j=1 αij φj ≤ gi |ChH (K) , i = 1, . . . , n,
(b) φj (xl ) = βjl , j = 1, . . . , m, l = 1, . . . , p.
Then there exists a family {ψ1 , . . . , ψm } of functions in Ac (H) such that
(c) fi ≤ m
P
j=1 αij ψj ≤ gi on K, i = 1, . . . , n,

(d) ψj (xl ) = βjl , j = 1, . . . , m, l = 1, . . . , p.

Proof. We proceed by induction on m.

Step 1. Assume that m = 1 and we are given

fi |ChH (K) ≤ αi1 φ1 ≤ gi |ChH (K) , i = 1, . . . , n,

(12.3)
φ1 (xl ) = β1l , l = 1, . . . , p.

Without loss of generality we may assume that all numbers αi1 ≥ 0 (if αi1 < 0 for
some i = 1, . . . , n, we would consider −gi |ChH (K) ≤ (−αi1 )φ1 ≤ −fi |ChH (K) for
this index i in (12.3)).
We set
n 1 o
A1 := fi : i ∈ {1, . . . , n} with αi1 6= 0 ,
αi1
n 1 o
B 1 := gi : i ∈ {1, . . . , n} with αi1 6= 0 .
αi1
By (12.3) and the Minimum principle 3.16, any function from A1 is on K smaller
than any function from B 1 . We set
(
max{f : f ∈ A1 } if A1 =
6 ∅,
a1 :=
min{β1l : l = 1, . . . , p} if A1 = ∅,
(
min{g : g ∈ B 1 } if B 1 =
6 ∅,
b1 :=
max{β1l : l = 1, . . . , p} if B 1 = ∅.

Then −a1 , b1 are continuous H-concave functions satisfying

a1 ≤ b1 and a1 (xl ) ≤ β1l ≤ b1 (xl ), l = 1, . . . , p.

Using Theorem 12.14, we find a function ψ1 ∈ Ac (H) such that a1 ≤ ψ1 ≤ b1

and ψ1 (xl ) = β1l , l = 1, . . . , p. Obviously, fi ≤ αi1 ψ1 ≤ gi whenever αi1 6= 0.
Otherwise fi |ChH (K) ≤ 0 ≤ gi |ChH (K) , and thus

fi ≤ αi1 ψ1 ≤ gi

again by the Minimum principle 3.16. This finishes the first step of the proof.
430 12 Constructions of function spaces

Step 2. Assume now that the assertion holds for m − 1 and we have given functions
{φ1 , . . . , φm } satisfying the assumptions (a) and (b). We rewrite (a) as
m−1
X m−1
X
fi |ChH (K) − αij φj ≤ αim φm ≤ gi |ChH (K) − αij φj , i = 1, . . . , n.
j=1 j=1

As in the first step we may assume that αim ≥ 0 for every i = 1, . . . , n. Then we
obtain for i ∈ {1, . . . , n} with αim 6= 0,
m−1
X αij m−1
X αij
1 1
fi |ChH (K) − φj ≤ φm ≤ gi |ChH (K) − φj . (12.4)
αim αim αim αim
j=1 j=1

Hence for any r, s with αrm 6= 0 6= αsm we obtain

m−1
X αrj m−1
X αsj
1 1
fr |ChH (K) − φj ≤ gs |ChH (K) − φj . (12.5)
αrm αrm αsm αsm
j=1 j=1

By interchanging r with s we get from (12.5) that

m−1
X  αrj 
1 1 αsj 1 1
fr − gs ≤ − φj ≤ gr − fs (12.6)
αrm αsm αrm αsm αrm αsm
j=1

on ChH (K). For αim = 0 we get for the functions {φ1 , . . . , φm−1 }
m−1
X
fi |ChH (K) ≤ αij φj ≤ gi |ChH (K) . (12.7)
j=1

We apply the induction hypothesis to (12.6) and (12.7), where we consider the
families
 1 1  1 1
fr − gs ∪ {fi }, gr − fs ∪ {gi },
αrm αsm αrm αsm
where r, s are such that αrm 6= 0 6= αsm and i satisfies αim = 0. It yields the
existence of a family {ψ1 , . . . , ψm−1 } ⊂ Ac (H) such that

ψj (xl ) = βjl , j = 1, . . . , m − 1, l = 1, . . . , p, (12.8)

m−1
X αrj m−1
X αsj
1 1
fr − ψj ≤ gs − ψj , αrm 6= 0 6= αsm , (12.9)
αrm αrm αsm αsm
j=1 j=1
m−1
X
fi ≤ αij ψj ≤ gi , αim = 0. (12.10)
i=1
 12.1 Products of function spaces 431

We set
 m−1
X αij 
1
Am := fi − ψj : i ∈ {1, . . . , n} with αim 6= 0 ,
αim αim
j=1
 m−1
X αij 
1
B m := gi − ψj : i ∈ {1, . . . , n} with αim 6= 0 .
αim αim
j=1

By (12.9), any function from Am is smaller than any function from B m . Again we
define (
max{f : f ∈ Am } if Am =
6 ∅,
am :=
min{βml : l = 1, . . . , p} if Am = ∅,
(
min{g : g ∈ B m } if B m =
6 ∅,
bm :=
max{βml : l = 1, . . . , p} if B m = ∅.
Then −am , bm are continuous H-concave functions such that am ≤ bm and am (xl ) ≤
βml ≤ bm (xl ), l = 1, . . . , p (here we use (b), (12.4) and (12.8)). Using Theo-
rem 12.14, we get a function ψm ∈ Ac (H) such that
am ≤ ψm ≤ bm and ψm (xl ) = βml , l = 1, . . . , p. (12.11)
Then {ψ1 , . . . , ψm } is the required family of functions (for αim 6= 0 we get (c) from
(12.11) and the definition of Am , B m , for αim = 0 we obtain (c) from (12.10)). This
concludes the proof.

Proposition 12.17. Let H be a simplicial function space on a compact space K,

{f1 , . . . , fn } ⊂ Ac (H) and ε > 0. Assume that φ1 , . . . , φm are positive functions
on ChH (K), {x1 , . . . , xm } is a family of distinct points in ChH (K) and {αij : i =
1, . . . , n, j = 1, . . . , m} is a family of real numbers such that
Pm
(a) j=1 φj = 1 on ChH (K),
(b) for j, k = 1, . . . , m, we have
(
1, j = k,
φj (xk ) =
0, j 6= k,
Pm
(c) |fi (x) − j=1 αij φj (x)| ≤ ε for x ∈ ChH (K) and i = 1, . . . , n.
Then there exists a partition of unity {ψ1 , . . . , ψm } in Ac (H) such that
(d) for j, k = 1, . . . , m, we have
(
1, j = k,
ψj (xk ) =
0, j 6= k,
Pm
(e) |fi (x) − j=1 αij ψj (x)| ≤ ε for x ∈ K and i = 1, . . . , n.
432 12 Constructions of function spaces

Proof. Using (a) and (c) we get for any i = 1, . . . , n

m
X
fi − ε − αim ≤ αij φj − αim
j=1
m
X m
X
= αij φj − αim φj
j=1 j=1
m−1
X
= (αij − αim )φj
j=1

≤ fi + ε − αim

on ChH (K). Positive functions φ1 , . . . , φm−1 satisfy

(f) fi −ε−αim ≤ m−1
P
j=1 (αij −αim )φj ≤ fi −αim +ε on ChH (K) for i = 1, . . . , n,
Pm−1
(g) 0 ≤ j=1 φj ≤ 1,
(h) 0 ≤ φj ≤ 1, j = 1, . . . , m − 1,
(i) for j = 1, . . . , m − 1, l = 1, . . . , m, we have
(
1, j = l,
φj (xl ) =
0, j=6 l.

Using Lemma 12.16 we find functions ψ1 , . . . , ψm−1 in Ac (H) such that (f)–(i) hold
with φj replaced by ψj (in Lemma 12.16, we consider families

{fi − αim − ε}ni=1 ∪ {0} ∪ {0}m−1

j=1 , {fi − αim + ε}ni=1 ∪ {1} ∪ {1}m−1
j=1

and n + m inequalities given by (f), (g) and (h)).

We denote the properties of the functions ψj as (f∗ )–(i∗ ). We set

m−1
X
ψm := 1 − ψj .
j=1

It follows from (g∗ ) and (h∗ ) that ψj ≥ 0, j = 1, . . . , m, and thus {ψ1 , . . . , ψm } is a

partition of unity. From (i∗ ) and
m−1
(
X 1, m = l,
ψm (xl ) = 1 − ψj (xl ) =
j=1
0, m 6= l,

we obtain (d). Finally, by rewriting (f∗ ) we get (e). This concludes the proof.
 12.1 Products of function spaces 433

Proposition 12.18. Let Hi be a function space on a compact space Ki , i = 1, 2, and

let H1 be simplicial. Assume that {f1 , . . . , fn } is a family in Ac (H1 ) ⊗ H2 and ε > 0.
Then there exist a partition of unity {ψ1 , . . . , ψm } in Ac (H1 ), {x1 , . . . , xm } ⊂
ChH1 (K1 ) and {gij : i = 1, . . . , n, j = 1, . . . , m} ⊂ H2 such that
(a) for 1 ≤ j, l ≤ m we have
(
1, j = l,
ψj (xl ) =
0, j 6= l,
Pm
(b) kfi − j=1 ψj ⊗ gij k < ε for i = 1, . . . , n.
Proof. Let (H2 )n stand for the cartesian product of n copies of H2 endowed with the
maximum norm, that is,

kgk∞ = max kg(i)kH2 , g = (g(1), . . . , g(n)) ∈ (H2 )n .

i=1,...,n

Let pi : (H2 )n → H2 , i = 1, . . . , n, be the projection on the i-th coordinate. Let

f : K1 → (H2 )n be a continuous mapping defined as

f (x) := (π2x (f1 ), . . . , π2x (fn )), x ∈ K1 .

(The mapping f is continuous by Proposition A.35.)

For each g ∈ (H2 )n we set
 ε
Ug := x ∈ K1 : kg − f (x)k∞ < , (12.12)
3
and choose g1 , . . . , gp ∈ (H2 )n such that
p
[
K1 ⊂ Ugj .
j=1

Let
Vgj := Ugj ∩ ChH1 (K1 ), j = 1, . . . , p.
We set V 0 := ∅ and inductively define families V j , j = 1, . . . , p, as follows. Let
(
V j−1 ∪ {Vgj } if V j−1 ∪ {Vgj +1 , . . . , Vgp } does not cover ChH1 (K1 ),
V j :=
V j−1 otherwise.

After relabeling we can assume that V p = {Vg1 , . . . , Vgm } for some m ∈ {1, . . . , p}.
The family V p is an open cover of ChH1 (K1 ) such that for any l = 1, . . . , m there
exists [
x l ∈ V gl \ Vgj .
j∈{1,...,m}\{l}
434 12 Constructions of function spaces

We denote
ε

C := {g1 , . . . , gp } − co{g1 , . . . , gm } and D := C + U 0, .
3
For any i = 1, . . . , n, the set pi (C) is a compact subset of H2 . By Theorem A.32
and the compactness of K2 , there exist points {ξi1 , . . . , ξiqi } in K2 and their open
neighborhoods {Wi1 , . . . , Wiqi } such that
qi
[ ε
K2 ⊂ Wir and diam h(Wir ) < , r = 1, . . . , qi , h ∈ pi (C).
3
r=1

For any h ∈ pi (C) we find yh ∈ K2 and r ∈ {1, . . . , qi } such that yh ∈ Wir and
|h(yh )| = khk. Hence
ε
khk − < max |h(ξir )| ≤ khk, h ∈ pi (C).
3 r=1,...,qi
Since pi (D) ⊂ pi (C) + U (0, 3ε ), we obtain

2ε
khk − < max |h(ξir )| ≤ khk, h ∈ pi (D). (12.13)
3 r=1,...,qi

We define functionals Γir : (H2 )n → R, i = 1, . . . , n, r = 1, . . . , qi , as

Γir (g) := g(i)(ξir ), g = (g(1), . . . , g(n)) ∈ (H2 )n .

Then equations (12.13) can be rewritten as

2ε
khk∞ − < max |Γir (h)| ≤ khk∞ , h ∈ D. (12.14)
3 i=1,...,n
r=1,...,qi

We define functions φj (x) on ChH1 (K1 ) as

(
1, j = min{l : x ∈ Vgl , l = 1, . . . , m},
φj (x) := j = 1, . . . , m.
0, j 6= min{l : x ∈ Vgl , l = 1, . . . , m},

Then
m
(
X 1, j = l,
φj ≥ 0, φj = 1, φj (xl ) = j, l = 1, . . . , m.
j=1
0, j 6= l,

Further, for each x ∈ ChH1 (K1 ), there exists a unique index jk such that φjk (x) 6= 0.
Hence, from (12.12) we get
ε
kf (x) − gjk k∞ < .
3
 12.1 Products of function spaces 435

This can be rewritten as

m
X ε
f (x) − φj (x)gj ∞
< , x ∈ ChH1 (K1 ). (12.15)
3
j=1

Since {Vg1 , . . . , Vgm } is a cover of ChH1 (K1 ), we see from (12.12) that
ε
f (x) ∈ {g1 , . . . , gm } + U (0, ), x ∈ ChH1 (K1 ).
3
Pm
Further j=1 φj (x)gj ∈ co{g1 , . . . , gm }, and thus
m
X
f (x) − φj (x)gj ∈ D.
j=1

Using (12.14) and (12.15) we obtain

 
m
X m
X
Γir (f (x)) − φj (x)Γir (gj ) = Γir f (x) − φj (x)gj 
j=1 j=1
m (12.16)
X ε
≤ f (x) − φj (x)gj ∞
< ,
3
j=1

i = 1, . . . , n, r = 1, . . . , qi , x ∈ ChH1 (K1 ).
We apply Proposition 12.17 to the family of functions

{Γir ◦ f : i = 1, . . . , n, r = 1, . . . , qi } ⊂ Ac (H1 )

and to the family of numbers

{Γir (gj ) : i = 1, . . . , n, r = 1, . . . , qi , j = 1, . . . , m},

and get a partition of unity {ψ1 , . . . , ψm } ⊂ Ac (H1 ) such that

m
X ε
Γir (f (x)) − ψj (x)Γir (gj ) ≤ ,
3 (12.17)
j=1

i = 1, . . . , n, r = 1, . . . , qi , x ∈ ChH1 (K1 ),
(
1, j = l,
ψj (xl ) = j, l = 1, . . . , m. (12.18)
0, j= 6 l,

Since {Ug1 , . . . , Ugp } is a cover of K1 , from (12.12) we infer

ε

f (x) ∈ {g1 , . . . , gp } + U 0, , x ∈ K1 .
3
436 12 Constructions of function spaces
Pm
Since j=1 ψj (x)gj ∈ co{g1 , . . . , gm } for each x ∈ K1 , we obtain
m
X
f (x) − ψj (x)gj ∈ D, x ∈ K1 .
j=1

From (12.14) and (12.17) we get

 
m m
X 2ε X
kf (x) − ψj (x)gj k∞ − < max Γir f (x) − ψj (x)gj 
3 i=1,...,n
j=1 r=1,...,qi j=1

m
X
= max Γir (f (x)) − ψj (x)Γir (gj )
i=1,...,n
r=1,...,qi j=1
ε
≤ , x ∈ K1 .
3
Hence
m
X
f (x) − ψj (x)gj ∞
< ε, x ∈ K1 . (12.19)
j=1

To obtain the required family of functions {gij : i = 1, . . . , n, j = 1, . . . , m} in H2 ,

we define
gij := pi (gj ), i = 1, . . . , n, j = 1, . . . , m.
Property (a) then follows from (12.18) and (b) from (12.19). This finishes the proof.

12.1.D Products of simplicial spaces

Proposition 12.19. Let Hi be function spaces on compact spaces Ki , i = 1, 2, and
let H1 be simplicial. Then

Ac (H1 ⊗ H2 ) = Ac (H1 ) ⊗ Ac (H2 ).

Proof. It follows from Proposition 12.18 that any function in Ac (H1 ) ⊗ Ac (H2 ) can
be uniformly approximated by functions from Ac (H1 ) Ac (H2 ). Using this fact, by
Lemma 12.5 and Proposition 12.6(c) we obtain

Ac (H1 ) ⊗ Ac (H2 ) ⊂ Ac (H1 ) Ac (H2 ) ⊂ Ac (H1 ⊗ H2 )

= Ac (H1 ⊗ H2 ) ⊂ Ac (H1 ) ⊗ Ac (H2 ),
which finishes the proof.

Theorem 12.20. Let Hi be simplicial function spaces on compact spaces Ki , i = 1, 2.

Then H1 ⊗ H2 is simplicial.
 12.1 Products of function spaces 437

Proof. Let H := H1 ⊗ H2 . We show that Ac (H) has the weak Riesz interpolation
property (see Theorem 6.16). To this end, let a, b, c, d be functions from Ac (H) such
that a ∨ b < c ∧ d. We choose ε > 0 such that c ∧ d − a ∨ b > ε. Since Ac (H) ⊂
Ac (H1 ) ⊗ Ac (H2 ) by Proposition 12.6(c), we may use Proposition 12.18 to find a
partition of unity {ψ1 , . . . , ψm } ⊂ Ac (H1 ), points x1 , . . . , xm in ChH1 (K1 ) and a
family of functions {aj , bj , cj , dj : j = 1, . . . , m} ⊂ Ac (H2 ) such that
(
1, j = l,
ψj (xl ) = j, l = 1, . . . , m, (12.20)
0, j 6= l,

and for the functions

m
X m
X
a0 := ψj ⊗ aj , b0 := ψj ⊗ bj ,
j=1 j=1
m m
(12.21)
X X
0 0
c := ψj ⊗ cj , d := ψj ⊗ dj
j=1 j=1

we have
a ∨ b < a0 ∨ b0 < c0 ∧ d0 < c ∧ d. (12.22)
Then also
π2x (a0 ) ∨ π2x (b0 ) < π2x (c0 ) ∧ π2x (d0 ), x ∈ K1 . (12.23)
For any j = 1, . . . , m we obtain from (12.20) and (12.21) that
x x x x
π2 j (a0 ) = aj , π2 j (b0 ) = bj , π2 j (c0 ) = cj , π2 j (d0 ) = dj .

From (12.23) it follows that

aj ∨ bj < cj ∧ dj , j = 1, . . . , m.

Since Ac (H2 ) has the weak Riesz interpolation property (see Theorem 6.16), there
exists a function hj ∈ Ac (H2 ) with

aj ∨ bj < hj < cj ∧ dj , j = 1, . . . , m. (12.24)

Then the function

m
X
h := ψj ⊗ hj
j=1

belongs to Ac (H1 ) ⊗ Ac (H2 ) = Ac (H) (see Proposition 12.19). Since the functions
ψj are positive, (12.24) and (12.22) yield

a ∨ b < h < c ∧ d.

This concludes the proof.

438 12 Constructions of function spaces

Theorem 12.21. Let Hi be simplicial function spaces on compact spaces Ki , i ∈ I.

Then
N
(a) i∈I Hi is simplicial,
(b) Ac (H) = i∈I Ac (Hi ),
N
N Q
(c) δx = i∈I δxi for x = (xi )i∈I ∈ i∈I Ki .
Proof. Step 1. First we verify by induction that (a) and (b) hold for a finite set I.
From Proposition 12.19 and Theorem 12.20, we know their validity in case I has two
elements.
Assume now that they hold for any index set containing n indices, and let I =
J ∪ {i0 }, where J has n elements. Using induction hypothesis, Propositions 12.2(c)
and 12.19, we get that the space
O O
Hi = H i ⊗ H i0
i∈I i∈J

is simplicial, and
O O

Ac (H) = Ac H i ⊗ H i 0 = Ac Hi ⊗ Ac (Hi0 )

i∈J i∈J
O O
= Ac (Hi ) ⊗ Ac (Hi0 ) = Ac (Hi ).
i∈J i∈I
N
NStep 2.c Let now Ic be an arbitrary index set and H := i∈I Hi . We first show that
i∈I A (Hi ) = A (H). Let J ⊂ I be finite and
!
O
h∈ Ac (Hi )
i∈I J

(that is, h depends only on coordinates from J). By the first part of the proof,
O O

πJ (h) ∈ Ac (Hi ) = Ac Hi .
i∈J i∈J

Using Lemma 12.5, Propositions 12.4(c) and 12.2(c) we get

 
O O
h = πJ (h) ⊗ cQi∈I\J Ki ∈ Ac  Hi ⊗ Hi  = Ac (H).
i∈J i∈I\J

By Proposition 12.4(e), ( i∈I Ac (Hi ))f is dense in i∈I Ac (Hi ). It follows that
N N

!f
O O
c
A (Hi ) = c
A (Hi ) ⊂ Ac (H) = Ac (H).
i∈I i∈I
 12.1 Products of function spaces 439

Since the second inclusion follows from Proposition 12.6(c), we get the required
c N c
equality A (H) = i∈I A (Hi ).
Let a, b, c, d ∈ Ac (H). Then a, b, c, d ∈ c
N
i∈I A (Hi ), and therefore Proposi-
tion 12.4(e) yields the existence of a finite set J ⊂ I and functions
!
O
0 0 0 0 c
a ,b ,c ,d ∈ A (Hi )
i∈I J

such that
a ∨ b < a0 ∨ b0 < c0 ∧ d0 < c ∧ d.
Then
πJ (a0 ) ∨ πJ (b0 ) < πJ (c0 ) ∧ πJ (d0 ).
N
Since i∈J Hi is simplicial, there exists a function
O
O
h0 ∈ Ac Hi = Ac (Hi )
i∈J i∈J

such that
πJ (a0 ) ∨ πJ (b0 ) < h0 < πJ (c0 ) ∧ πJ (d0 ).
Then the function
h := h0 ⊗ cQi∈I\J Ki
Ac (Hi ) = Ac (H) and satisfies
N
belongs to i∈I

a ∨ b < h < c ∧ d.

This finishes the proof of (a) and (b). Q

To verify (c), let x = (xi )Ni∈I be a point in i∈I Ki . By Proposition 12.6(b) and
Theorem 12.13, the measure i∈I δxi is H-maximal and H-represents x. Since H is
simplicial, O
δx = δ xi
i∈I

as needed. This concludes the proof.

Theorem
N 12.22. Let Hi be function spaces on compact spaces Ki , i ∈ I, such that
i∈I Hi is simplicial. Then Hi is simplicial for each i ∈ I.

fix j ∈ I and choose aj , bj , cj , dj ∈ Ac (Hj ) such that aj ∨ bj < cj ∧ dj .

Proof. We Q
0
Let K := i∈I\{j} Ki . Then the functions

a := aj ⊗ cK 0 , b := bj ⊗ cK 0 , c := cj ⊗ cK 0 , d := dj ⊗ cK 0

are in Ac (H) (see Lemma 12.5), and a ∨ b < c ∧ d.

440 12 Constructions of function spaces

By the simpliciality of Ac (H) we find a function h ∈ Ac (H) with a∨b < h < c∧d.
We select an arbitrary y ∈ K 0 . Proposition 12.6(c) yields πjy (h) ∈ Ac (Hj ). Then

aj ∨ bj < πjy (h) < cj ∧ dj ,

and Ac (Hj ) has the weak Riesz interpolation property. Hence Hj is simplicial by
Theorem 6.16.

12.2 Inverse limits of function spaces

12.2.A Admissible mappings
Definition 12.23 (Admissible mapping). Let Hi be a function space on a compact
space Ki , i = 1, 2, and let ϕ : K1 → K2 be a continuous surjective mapping. It is
said to be an admissible mapping of (K1 , H1 ) to (K2 , H2 ), if h2 ◦ ϕ ∈ H1 for any
h2 ∈ H2 .

If ϕ : (K1 , H1 ) → (K2 , H2 ) is an admissible mapping, H2 is naturally isometri-

cally embedded in H1 via the mapping h2 7→ h2 ◦ ϕ. If S(Hi ) denote the respective
state spaces of Hi , i = 1, 2, then the restriction mapping ψ : S(H1 ) → S(H2 ) is a
continuous affine mapping. By the Hahn–Banach theorem, it is surjective. Another
way of describing ψ is by the formula

ψ(s1 )(h2 ) = s1 (h2 ◦ ϕ), h2 ∈ H2 , s1 ∈ S(H1 ).

If φi : Ki → S(Hi ) denote the respective homeomorphic embedding of Ki into

S(Hi ), i = 1, 2, we obtain that

φ2 ◦ ϕ = ψ ◦ φ1 . (12.25)

Proposition 12.24. Let ϕ : (K1 , H1 ) → (K2 , H2 ) be an admissible mapping. Then

the following assertions hold.
(a) If µ ∈ Mx (H1 ) for x ∈ K1 , then ϕ] µ ∈ Mϕ(x) (H2 ).
(b) If g is a continuous H2 -convex function, then g ◦ ϕ is H1 -convex.
(c) If µ ≺H1 ν for µ, ν ∈ M+ (K1 ), then ϕ] µ ≺H2 ϕ] ν.
(d) ϕ(ChH1 (K1 )) ⊃ ChH2 (K2 ).
(e) ϕ] (Mmax (H1 )) ⊃ Mmax (H2 ).

Proof. To check (a), let x ∈ K1 and µ ∈ Mx (H1 ) be given. Then

ϕ] µ(h2 ) = µ(h2 ◦ ϕ) = h2 (ϕ(x)), h ∈ H2 ,

and thus ϕ] µ ∈ Mϕ(x) (H2 ).

 12.2 Inverse limits of function spaces 441

By an analogous straightforward argument we get (b). For the proof of (c), let
µ ≺H1 ν for µ, ν ∈ M+ (K1 ) be given. For any g ∈ Kc (H2 ), we obtain

ϕ] µ(g) = µ(g ◦ ϕ) ≤ ν(g ◦ ϕ) = ϕ] ν(g).

Hence ϕ] µ ≺H2 ϕ] ν as required.

Now let ψ : S(H1 ) → S(H2 ) be the restriction mapping. By Proposition 2.72(c),

ψ(ext S(H1 )) ⊃ ext S(H2 ).

In view of (12.25) and Proposition 4.26(d),

ChH2 (K2 ) = φ−1 −1

2 (ext S(H2 )) ⊂ φ2 (ψ(φ1 (ChH1 (K1 )))) = ϕ(ChH1 (K1 )).

Analogously we proceed with the proof of (e). By Proposition 7.49,

ψ(Mmax (S(H1 ))) ⊃ Mmax (S(H2 )).

Since µ ∈ M+ (Ki ) is Hi -maximal if and only if (φi )] µ is Ac (S(Hi ))-maximal,

i = 1, 2, (see Proposition 4.28(d)) and

ψ] ◦ (φ1 )] = (φ2 )] ◦ ϕ] ,

we conclude that ϕ] (Mmax (H1 )) ⊃ Mmax (H2 ).

Proposition 12.25. Let ϕ : (K1 , H1 ) → (K2 , H2 ) be an admissible mapping and let

H2 be simplicial. Then the following assertions are equivalent:
(i) ϕ(ChH1 (K1 )) = ChH2 (K2 ),
(ii) (g ◦ ϕ)∗ = g ∗ ◦ ϕ for any continuous H2 -convex function g on K2 ,
(iii) ϕ] (Mmax (K1 )) = Mmax (K2 ).

Proof. We start by showing (i) =⇒ (ii). Let g ∈ Kc (H2 ) be given. Proposi-

tion 12.24(a) and Lemma 3.22 imply (g ◦ ϕ)∗ ≤ g ∗ ◦ ϕ. On the other hand, g ∗ is
H2 -affine by Theorem 6.5, and hence g ∗ ◦ ϕ is H1 -affine (use Proposition 12.24(a)).
By the assumption, g ∗ ◦ ϕ = (g ◦ ϕ)∗ on ChH1 (K1 ), and hence the minimum principle
of Proposition 3.88 gives g ∗ ◦ ϕ ≤ (g ◦ ϕ)∗ on K1 . Hence g ∗ ◦ ϕ = (g ◦ ϕ)∗ .
To show (ii) =⇒ (iii), let µ ∈ Mmax (H1 ) be given. For any g ∈ Kc (H2 ),

ϕ] µ(g) = µ(g ◦ ϕ) = µ((g ◦ ϕ)∗ ) = µ(g ∗ ◦ ϕ) = ϕ] µ(g ∗ ),

and ϕ] µ is H2 -maximal by Theorem 3.58.

Finally, (iii) =⇒ (i) is obvious.
442 12 Constructions of function spaces

12.2.B Construction of inverse limits

Definition 12.26 (Inverse system and limit of function spaces). We assume that I is
an up-directed set. Let (Ki , Hi ) be a function space, i ∈ I. We say that ((Ki , Hi ),
pij )i,j∈I is an inverse system of function spaces if
• pij : (Kj , Hj ) → (Ki , Hi ) is an admissible mapping, i ≤ j,
• pii is identity, i ∈ I,
• pij ◦ pjk = pik , i ≤ j ≤ k.
If I = N, we say that the system is an inverse sequence.
Let K := lim Ki be the inverse limit of the system (Ki , pij )i,j∈I , that is
←
 Y 
K= (xi )i∈I ∈ Ki : pij (xj ) = xi , i ≤ j, i, j ∈ I
i∈I

and let πi : K → Ki be the i-th projection.

The inverse limit lim((Ki , Hi ), pij )i,j∈I of this inverse system is the function space
←−
(K, H), where [
H := {h ◦ πi |K : h ∈ Hi }.
i∈I

If every Ki is nonempty, it follows from Theorem 3.2.13 in [169] that K is a

nonempty compact space because each pij is surjective. Further, every πi is surjective
and pij ◦ πj = πi , i ≤ j.

Definition 12.27 (Inverse system of compact convex sets). Let I be an up-directed set
and (Xi , pij )i,j∈I be a system of compact convex sets and mappings such that
• pij : Xj → Xi is a continuous affine surjection, i ≤ j,
• pii is identity, i ∈ I,
• pij ◦ pjk = pik , i ≤ j ≤ k.
Then ((Xi , Ac (Xi )), pij )i,j∈I is an inverse system of function spaces as defined in
Definition 12.26. We call it an inverse family of compact convex sets and the compact
convex set X := lim(Xi , pij )i,j∈I is its inverse limit. Sometimes we write briefly
←−
X = lim Xi .
←
Further, πi : X → Xi is an affine continuous surjection for each i ∈ I.

Proposition 12.28. Let ((Ki , Hi ), pij )i,j∈I be an inverse system of function spaces
and (K, H) := lim((Ki , Hi ), pij )i,j∈I be its inverse limit. Then
←−
(a) H is a well-defined function space,
(b) every πi : (K, H) → (Ki , Hi ) is an admissible mapping.
 12.2 Inverse limits of function spaces 443

Proof. To show that H is a function space, we first notice that H contains constant
functions. If x, y ∈ K differs at a coordinate i ∈ I, let h ∈ Hi be such that h(xi ) 6=
h(yi ). Then h ◦ πi ∈ H separates the points x and y. Let f ◦ πi , g ◦ πj ∈ H, where
i, j ∈ I, f ∈ Hi and g ∈ Hj . We select k ∈ I such that i, j ≤ k. Then

f ◦ πi + g ◦ πj = f ◦ pik ◦ πk + g ◦ pjk ◦ πk ∈ H,

because f ◦ pik , g ◦ pjk ∈ Hk and Hk is a vector space. An analogous verification

shows that cf ∈ H whenever c ∈ R and f ∈ H. Thus H is a vector space.
Since (b) follows by the definition, the proof is finished.

Proposition 12.29. If ((Ki , Hi ), pij )i,j∈I is an inverse system of function spaces and
(K, H) is its inverse limit, we consider the family (S(Hi ), ψij )i,j∈I , where ψij :
S(Hj ) → S(Hi ) are the restriction mappings.
(a) The family (S(Hi ), ψij )i,j∈I is an inverse system of compact convex sets.
(b) S(H) is affinely homeomorphic to lim S(Hi ).
←−

Proof. The system (S(Hi ), ψij )i,j∈I is inverse by a straightforward verification. For
the proof of (b), let X := lim S(Hi ) be the limit of the system (S(Hi ), ψij )i,j∈I . Let
←
Φ : H → Ac (S(H)) be the mapping from Definition 4.25, that is,

Φ(s)(h) = s(h), s ∈ S(H), h ∈ H.

We define the required affine homeomorphism ϕ : X → S(H) as

ϕ(s)(h ◦ πj ) = sj (h), s = (si )i∈I ∈ X, h ∈ Hj for some j ∈ I.

Obviously, ϕ is a well-defined affine continuous mapping.

We show that ϕ is injective. Let s, t ∈ X be distinct points, that is, they differ at a
coordinate j ∈ I. Let h ∈ Hj be such that sj (h) 6= tj (h). Then

ϕ(s)(h ◦ πj ) = sj (h) 6= tj (h) = ϕ(t)(h ◦ πj ),

and ϕ(s) 6= ϕ(t).

In order to prove surjectivity of ϕ it suffices to show that ϕ(X) ⊃ ext S(H) (use the
Krein–Milman theorem 2.22). Assume that this is not the case and hence there exists
t ∈ ext S(H) \ ϕ(X). Using Proposition 2.41 and density of Φ(H) in Ac (S(H)) (see
Proposition 4.26(b)) we find a function h ∈ H such that Φ(h) > 0 on ϕ(X) and
Φ(h)(t) < 0. Let h = h0 ◦ πj for some h0 ∈ Hj and j ∈ J. Then

0 ≤ Φ(h)(ϕ(s)) = sj (h0 ), s ∈ X.

Hence sj (h0 ) ≥ 0 for each sj ∈ S(Hj ). It follows that h0 , and consequently h, is

a positive function. Since Φ preserves order (see Proposition 4.26(e)), Φ(h) ≥ 0,
which is a contradiction. This concludes the proof.
444 12 Constructions of function spaces

Proposition 12.30. Let (Xi , pij )i,j∈I be an inverse system of compact convex sets
and let X := lim Xi be its limit. Let (X, H) be the inverse limit of the family
←
((Xi , Ac (Xi )), pij )i,j∈I , where every (Xi , Ac (Xi )) is regarded as a function space.
Then
(a) H = Ac (X),
(b) S(H) is affinely homeomorphic to X.
Proof. Given the objects as in the hypothesis, we notice that H = {f ◦ πi : f ∈
Ac (Xi ), i ∈ I} is contained in Ac (X). By Proposition 12.28(a), H contains constants
and separates points of X. Thus Exercise 4.49 yields H = Ac (X) and (a) holds.
By Proposition 4.31(a), X is affinely homeomorphic to
S(Ac (X)) = S(H) = S(H).
This concludes the proof.

Theorem 12.31. Let ((Ki , Hi ), pij )i,j∈I be an inverse system of function spaces and
(K, H) be its inverse limit. Let µ ∈ M1 (lim Ki ) be a measure such that (πi )] µ is
←
Hi -maximal for any i ∈ I. Then µ is H-maximal.
Proof. Let K := lim Ki and let ν ∈ M1 (K) satisfy µ ≺H ν. Proposition 12.28(b)
←
and Proposition 12.24(c) yield (πi )] µ ≺Hi (πi )] ν for each i ∈ I. Since (πi )] µ is
Hi -maximal, (πi )] ν = (πi )] µ. Thus Lemma A.103 yields
ν = lim(πi )] ν = lim(πi )] µ = µ.
← ←

This concludes the proof.

Proposition 12.32. Let ((Ki , Hi ), pij )i,j∈I be an inverse system of function spaces
and (K, H) be its inverse limit.
(a) Let x = (xi )i∈I ∈ K and µ ∈ M1 (K). Then µ ∈ Mx (H) if and only if
((πi )] µ, pij )i,j∈I is an inverse system of measures (see Definition A.101) with
(πi )] µ ∈ Mxi (Hi ) for i ∈ I.
(b) Let x = (xi )i∈I ∈ K and let (µi , pij )i,j∈I be an inverse system of measures with
µi ∈ Mxi (Hi ). Then µ := lim µi is an H-representing measure for x.
←−

Proof. For the proof of (a), we first assume that µ ∈ Mx (H). Propositions 12.28(b)
and 12.24(a) yield that (πi )] µ ∈ Mxi (Hi ) for any i ∈ I. Lemma A.103 implies that
((πi )] µ, (pij )] )i,j∈I is an inverse system.
Conversely, let ((πi )] µ, pij )i,j∈I be an inverse system of measures with (πi )] µ ∈
Mxi (Hi ) for i ∈ I. Let h ∈ Hj for some j ∈ I. Then
µ(h ◦ πj ) = ((πj )] µ)(h) = h(xj ) = (h ◦ πj )(x).
Thus µ ∈ Mx (H).
 12.2 Inverse limits of function spaces 445

To check (b), Definition A.101 provides a measure µ ∈ M1 (K) such that (πi )] µ =
µi , i ∈ I. By (a), µ ∈ Mx (H), and we are done.

12.2.C Inverse limits of simplicial function spaces

We again consider an inverse system ((Ki , Hi ), pij )i,j∈I and its inverse limit (K, H).
Proposition 12.33. If every Hi is simplicial, then i∈I {h◦πi : h ∈ Ac (Hi )} is dense
S
in Ac (H).
Proof. Let a ∈ Ac (H) and ε > 0. By Corollary 3.23 and an easy compactness
argument, there exist functions −f, g ∈ W(H) such that
a − ε < f ≤ a ≤ g < a + ε.
We write
f = (f1 ◦ πi1 ) ∨ · · · ∨ (fn ◦ πin ), fk ∈ Hik , ik ∈ I, k = 1, . . . , n,
g = (g1 ◦ πj1 ) ∧ · · · ∧ (gm ◦ πjm ), gk ∈ Hjk , jk ∈ I, k = 1, . . . , m.
Let i ∈ I be greater than all the indices i1 , . . . , in , j1 , . . . , jm . Then
(f1 ◦ pi1 i ) ∨ · · · ∨ (fn ◦ pin i ) ≤ (g1 ◦ pj1 i ) ∧ · · · ∧ (gm ◦ pjm i ),
and the former function belongs to Kc (Hi ), the latter to S c (Hi ). Using the simpli-
ciality of Ac (Hi ), we find a function h ∈ Ac (Hi ) such that
(f1 ◦ pi1 i ) ∨ · · · ∨ (fn ◦ pin i ) ≤ h ≤ (g1 ◦ pj1 i ) ∧ · · · ∧ (gm ◦ pjm i ).
Then
a − ε < f ≤ h ◦ πi ≤ g < a + ε.
Since πi is an admissible mapping, Proposition 12.24(b) yields h ◦ πi ∈ Ac (H). This
concludes the proof.

Theorem 12.34. If every Hi is simplicial, then H is simplicial.

Proof. We show that Ac (H) has the weak Riesz interpolation property. Assume that
a1 , . . . , a4 ∈ Ac (H) satisfy a1 ∨ a2 < a3 ∧ a4 . By Proposition 12.33 we may assume
that ak = bk ◦ πik , k = 1, . . . , 4, where ik ∈ I and bk ∈ Ac (Hik ). Let i ∈ I be
greater than indices i1 , . . . , i4 . As above we employ the simpliciality of Hi to find a
function h ∈ Ac (Hi ) such that
(b1 ◦ pi1 i ) ∨ (b2 ◦ pi2 i ) < h < (b3 ◦ pi3 i ) ∧ (b4 ◦ pi4 i ).
Then h ◦ πi ∈ Ac (H) (use Proposition 12.24(b)) and
a1 ∨ a2 < h ◦ πi < a3 ∧ a4 .
This finishes the proof.
446 12 Constructions of function spaces

Corollary 12.35. Let (Xi , pij )i,j∈I be an inverse family of Choquet simplices. Then
its inverse limit is a Choquet simplex.

Proof. Let X := lim Xi be the inverse limit and let (X, H) be the inverse limit of
←
the family ((Xi , Ac (Xi )), pij )i,j∈I whose elements are regarded as function spaces.
By Theorem 12.34, H is a simplicial function space. Proposition 12.30 yields H =
Ac (X), and thus Ac (X) is simplicial as well. But this means exactly that X is a
simplex.

Theorem 12.36. Let x = (xi )i∈I be a point of K.

(a) If xi ∈ ChHi (Ki ) for every i ∈ I, then x ∈ ChH (K).
(b) Assume that each Hi is simplicial and pij (ChHj (Kj )) ⊂ ChHi (Ki ), i ≤ j. Then
x ∈ ChH (K) if and only if xi ∈ ChHi (Ki ) for every i ∈ I.

Proof. For the proof of (a), let x ∈ K satisfy xi ∈ ChHi (Ki ) for each i ∈ I. Let
µ ∈ Mx (H) be given. By Proposition 12.32, ((πi )] µ, pij )i,j∈I is an inverse system
of measures with (πi )] µ ∈ Mxi (Hi ) for i ∈ I. Then (πi )] µ = εxi for each i ∈ I and
Lemma A.103 gives
µ = lim(πi )] µ = lim εxi = εx .
← ←

Hence x ∈ ChH (K).

To verify (b), let x ∈ ChH (K) be given and let the assumption of (b) be satisfied.
We fix i ∈ I, and select a function f ∈ Kc (Hi ) along with ε > 0. Since x ∈ ChH (K),
there exists h ∈ H such that f ◦ πi < h and

(f ◦ πi )(x) < h(x) < (f ◦ πi )(x) + ε.

Without loss of generality we may assume that h = g ◦πj for some h ∈ Hj and j ≥ i.
Then
(f ◦ pij )(xj ) = (f ◦ pij ◦ πj )(x) = (f ◦ πi )(x)
< (h ◦ πj )(x) < (f ◦ pij )(xj ) + ε
gives
(f ◦ pij )(xj ) < h(xj ) < (f ◦ pij )(xj ) + ε.
This along with Proposition 12.25 yields

(f ∗ ◦ pij )(xj ) = (f ◦ pij )∗ (xj ) < h(xj ) < (f ◦ pij )(xj ) + ε.

Hence
f ∗ (xi ) < f (xi ) + ε.
Since ε > 0 is arbitrary, f ∗ (xi ) = f (xi ) for any f ∈ Kc (Hi ). By Theorem 3.24,
xi ∈ ChHi (Ki ).
 12.2 Inverse limits of function spaces 447

12.2.D Structure of simplices

Definition 12.37 (Admissible basis of `∞ ∞ n
n ). We recall that `n is the space R consid-
ered with the supremum norm and pointwise ordering (that is, x ≤ y if and only if
y −x has positive coordinates). Let {e1 , . . . , en } be the canonical basis of `∞ n . A basis
{a1 , . . . , an } of `∞
n is called admissible if a i = T ei , i = 1, . . . , n, for some isometry
T : `∞n → ` ∞ . An admissible basis is positive if the operator T above is positive.
n

Lemma 12.38. (a) Let {a1 , . . . , an } be an admissible basis of `∞ n . Then there exists a
permutation π : {1, . . . , n} → {1, . . . , n} and signs i ∈ {−1, 1}, i = 1, . . . , n,
such that ai = i eπ(i) , i = 1, . . . , n.
If, moreover, {a1 , . . . , an } is positive, all signs i are positive.
(b) Let m > n, T : `∞ ∞
n → `m be an isometry and let {u1 , . . . , un } be an admissible
∞
basis of `n . Then there exist an admissible basis

{v1 , . . . , vm } ⊂ `∞
m

and a family of numbers

{ai,j : i = 1, . . . , n, j = n + 1, . . . , m}

such that
T ui = vi + m
P
j=n+1 ai,j vj , i = 1, . . . , n,
•
Pn
i=1 |ai,j | ≤ 1, j = n + 1, . . . , m.
•

Further, for each k = n + 1, . . . , m, the space

Fk := span{T u1 , . . . , T un , vn+1 , . . . , vk }

is isometric to `∞
k .
(c) If T in (b) is positive and {u1 , . . . , un } is an admissible positive basis, all num-
bers ai,j , i = 1, . . . , n, j = n + 1, . . . , m, and the basis {v1 , . . . , vm } can be
chosen to be positive.
(d) Let F ⊂ `∞ ∞
m be a subspace isometric to `n , n < m. Then there exist subspaces
Fn+1 , . . . , Fm−1 of `∞ ∞
m such that F ⊂ Fn+1 ⊂ · · · ⊂ Fm−1 ⊂ `m and Fi is
∞
isometric to `i , i = n + 1, . . . , m − 1.
Proof. For the proof of (a), let ai := T ei , i = 1, . . . , n, for some isometry T : `∞
n →
`∞
n . Let e stand for the vector (1, 1, . . . , 1) ∈ `∞ . Since e ∈ ext B ∞ , T e ∈ B ∞ , and
n `n `n
thus there exist signs i ∈ {−1, 1}, i = 1, . . . , n, such that

T e = (1 , . . . , n ).

Let S : `∞ ∞
n → `n be the isometry that maps ei to i ei , i = 1, . . . , n. Then ST is a
positive isometry of `∞
n onto itself.
448 12 Constructions of function spaces

Since
e = ST (e1 + · · · + en ), kST ei k = 1, and ST ei ≥ 0, i = 1, . . . , n,
it follows that ST ei = eπ(i) , i = 1, . . . , n, for some permutation π : {1, . . . , n} →
{1, . . . , n}. Hence T ei = i eπ(i) as needed.
For the proof of (b), let T : `∞ ∞
n → `m be an isometry and {u1 , . . . , un } be an
∞
admissible basis of `n . We write T ui in coordinates with respect to the canonical
basis {e1 , . . . , em } of `∞
m as

T ui = (ci,1 , . . . , ci,m ), i = 1, . . . , n.
For any choice of signs 1 , . . . , n we have
n
X n
X n
X



1= T i ui = i ci,1 , . . . , i ci,m .
i=1 i=1 i=1

Hence ni=1 |ci,j | ≤ 1 for each j = 1, . . . , m.

P
For any i = 1, . . . , n, we can find an index π(i) ∈ {1, . . . , m} and i ∈ {−1, 1}
such that i ci,π(i) = 1. Hence cl,π(i) = 0 for all l ∈ {1, . . . , n}\{i}. Let S : `∞ ∞
m → `m
be the isometry that maps eπ(i) to i ei , i = 1, . . . , n, and the remaining vectors onto
{en+1 , . . . , em }. P
Then S defines the required admissible basis {v1 , . . . , vm }. We
write T ui = vi + m j=n+1 ai,j vj , i = 1, . . . , n.
Let k ∈ {n + 1, . . . , m} be fixed. It is easy to observe that the basis
 Xk X k 
T u1 − a1,j vj , . . . , T un − an,j vj , vn+1 , . . . , vk
j=n+1 j=n+1

is isometric to the usual basis (e1 , . . . , ek ) of `∞

k and spans Fk . This concludes the
proof of (b).
To verify (c), we follow the proof of (b) and notice that T ui are positive vectors.
Hence the same argument as in (b) provides the required positive basis {v1 , . . . , vm }
and numbers ai,j , i = 1, . . . , n and j = n + 1, . . . , m.
To prove (d), let F ⊂ `∞ ∞
m be isometric to `n for some n < m. We find an ad-
∞
missible basis {v1 , . . . , vm } of `m from (b). Now, the spaces Fn+1 , . . . , Fm from (b)
satisfy our requirements. This finishes the proof.
Lemma 12.39. Let X be a compact convex set.
(a) Let {e1 , . . . , en } be the canonical basis of `∞ c
n , {f1 , . . . , fn } ⊂ A (X) be a
peaked partition of unity and let E be the linear span of {f1 , . . . , fn }. Then
the mapping T : E → `∞ n defined as
n
X
(a1 , . . . , an ) ∈ `∞


T ai fi := (a1 , . . . , an ), n ,
i=1

is a positive isometry satisfying T fi = ei , i = 1, . . . , n.

 12.2 Inverse limits of function spaces 449

Further, the mapping ϕ : X → Rn defined as

ϕ(x) := (f1 (x), . . . , fn (x)), x ∈ X,

is an affine continuous surjection onto the (n − 1)-simplex co{e1 , . . . , en }.

(b) Let E ⊂ Ac (X) be isometric to `∞ n and 1 ∈ E. Then there exist a positive
isometry T : E → `∞ n and a peaked partition of unity {f1 , . . . , fn } ⊂ Ac (X)
such that E = span{f1 , . . . , fn } and T fi = ei , i = 1, . . . , n.
(c) Let {e1 , . . . , ep } ⊂ Ac (X) be a peaked partition of unity and Ep be the linear
span of {e1 , . . . , ep }. If Ep+r ⊃ Ep is a subspace of Ac (X) isometric to `∞
p+r ,
then there exist positive numbers

{a1,m , . . . , am,m }, m = p, . . . , p + r − 1,

and peaked partitions of unity

{e1,m , . . . , em,m } ⊂ Ep+r , m = p + 1, . . . , p + r,

such that
• ei = ei,p+1 + ai,p ep+1,p+1 , i = 1, . . . , p,
• ei,m = ei,m+1 + ai,m em+1,m+1 , i = 1, . . . , m, m = p + 1, . . . , p + r − 1,
Pm
i=1 ai,m = 1, m = p, . . . , p + r − 1.
•

Proof. For the proof of (a), let T and {f1 , . . . , fn } be as in the hypothesis. We find
points {x1 , . . . , xn } such that fi (xi ) = 1, i = 1, . . . , n. Obviously, T is positive. For
a given (a1 , . . . , an ) ∈ `∞
n , let i0 be an index satisfying |ai0 | = k(a1 , . . . , an )k. Then

n
X n
X
ai fi (x) ≤ |ai0 | fi (x) = k(a1 , . . . , an )k, x ∈ X.
i=1 i=1

On the other hand,

n
X
ai fi (xi0 ) = ai0 ,
i=1
and hence T is an isometry. Obviously, T ei = fi for each i = 1, . . . , n.
Further, ϕ(xi ) = ei , i = 1, . . . , n. For any x ∈ X,
n
X
ϕ(x) = fi (x)ϕ(xi ),
i=1

and thus ϕ(X) ⊂ co{e1 , . . . , en }. This proves (a).

To verify (b), let T : E → `∞ n be an isometry. Since 1 is an extreme point of BE ,
each coordinate of T 1 equals either 1 or −1. By composing T with an isometry of `∞n
450 12 Constructions of function spaces

onto `∞
n if necessary we may assume that T 1 = (1, . . . , 1) =: e. Then T is positive
and the functions fi := T −1 ei , i = 1, . . . , n, form the required partition of unity.
Indeed,
X n n

X
1 = T −1 (e) = T −1 ei = fi ,
i=1 i=1

and all functions fi are positive.

To prove (c), let Ep ⊂ Ep+r be given. Let T : Ep → `∞ p be a positive isometry
given by (a). Using (b), we find a positive isometry S : Ep+r → `∞ p+r . Let I : Ep →
Ep+r denote the inclusion. Then SIT −1 ∞ ∞
: `p → `p+r is an isometry into. Using
Lemma 12.38(d) we find a space Fp+1 ⊂ `∞ ∞
p+r isometric with `p+1 such that

SIT −1 (`∞ ∞
p ) ⊂ Fp+1 ⊂ `p+r .

Let J : Fp+1 → `∞ p+1 be a positive isometry. Since the set {T e1 , . . . , T ep } is the

∞
canonical basis of `p , using Lemma 12.38(c) we can find a positive admissible basis
{v1 , . . . , vp+1 } of `∞
p+1 and positive numbers {a1 , . . . , ap } such that

JSIei = vi + ai vp+1 , i = 1, . . . , p, (12.26)

and pi=1 ai ≤ 1.
P
Let E := (JS)−1 (`∞ ∞
p+1 ) and V : E → `p+1 denote the restriction of JS. Since
1 ∈ E and V is a positive isometry, V 1 = (1, . . . , 1) ∈ `∞
p+1 . We set

ei,p+1 := V −1 vi , i = 1, . . . , p + 1, and ai,p := ai , i = 1, . . . , p.

Then {e1,p+1 , . . . , ep+1,p+1 } is a peaked partition of unity in Ep+r . Indeed, all the
functions are obviously positive and have norm one. Since
p+1
X
V 1 = (1, . . . , 1) = vi ,
i=1

we obtain
p+1
X
1= ei,p+1 .
i=1
Pp
We claim that i=1 ai,p = 1. Indeed, from (12.26) we get

ei = ei,p+1 + ai,p ep+1,p+1 , i = 1, . . . , p.

Hence
p
X p
X 
1= ei,p+1 + ep+1,p+1 ai,p .
i=1 i=1
 12.2 Inverse limits of function spaces 451

If x ∈ X is a point where ep+1,p+1 (x) = 1, we obtain

p
X
1= ai,p .
i=1

Now the rest of the argument follows by an application of the this procedure to
the family {e1,m , . . . , em,m } for all m = p + 1, . . . , p + r − 1. This concludes the
proof.

Theorem 12.40. Let X be a simplex and E ⊂ Ac (X) be a finite-dimensional space

isometric to `∞ c
n . Let {f1 , . . . , fk } ⊂ A (X) and ε > 0. Then there exist m ∈ N and
a finite-dimensional subspace F ⊃ E of Ac (X) such that F is isometric to `∞ m and
dist(fi , F ) < ε, i = 1, . . . , k.

Proof. Given the objects as in the theorem, we first notice that without loss of gen-
erality we may assume that k = 1. Let f ∈ Ac (X), ε > 0 and E be given. Using
the continuity of f and the compactness of X we can find a partition {U1 , . . . , Um }
of ext X consisting of nonempty sets such that diam f (Uj ) < ε, j = 1, . . . , m. We
select points xj ∈ Uj and set φj := cUj , αj := f (xj ), j = 1, . . . , m. Then
m
X
f (x) − αj φj (x) ≤ ε, x ∈ ext X.
j=1

By Lemma 12.17, there exists a peaked partition of unity {ψ1 , . . . , ψm } in Ac (X)

such that
Xm
f (x) − αj ψj (x) ≤ ε, x ∈ X.
j=1

Then F := span{ψ1 , . . . , ψm } satisfies the required conditions by Lemma 12.39(a).

Definition 12.41 (L∞ -spaces). We recall that a Banach space E is termed an L∞,λ -
space if for any finite-dimensional space A ⊂ E there exists a finite-dimensional
subspace F ⊃ A of E whose Banach–Mazur distance from some `∞ n is smaller or
equal than λ where n = dim F (that is, for every ε > 0 there exists an isomorphism
T : F → `∞ n such that kT kkT
−1 k < λ + ε).

Corollary 12.42. If X is a simplex, then Ac (X) is an L∞,1+ε -space for every ε > 0.

Proof. Let E ⊂ Ac (X) be a space of dimension n ∈ N and ε > 0. We choose

ε0 ∈ (0, n) such that
n
ε0 < ε.
n − ε0
452 12 Constructions of function spaces

Using Theorem 5.6(i) of [173], we find a basis {e1 , . . . , en } of E consisting of unit

vectors and functionals {e∗1 , . . . , e∗n } ⊂ (Ac (X))∗ of norm 1 such that
(
∗ 1, i = j,
ei (ej ) = 1 ≤ i, j ≤ n.
0, i 6= j,

Using Theorem 12.40 we find a finite-dimensional space F 0 ⊂ Ac (X) isometric to `∞ m

0
for some m ∈ N such that dist(ei , F 0 ) < nε2 , i = 1, . . . , n. We select {f1 , . . . , fn } ⊂
0
F 0 such that dist(ei , fi ) < nε2 , i = 1, . . . , n, and set G := span{f1 , . . . , fn }. If
S : E → G is defined as
X n  Xn
S ci ei := ci fi , c1 , . . . , cn ∈ R,
i=1 i=1

then S is an isomorphism satisfying

n n n
X ε0 X ∗ ε0 X
ke − Sek ≤ |ci |kei − fi k ≤ |e i (e)| ≤ kek, e= ci ei ∈ E.
n2 n
i=1 i=1 i=1

It follows that
1
kS −1 k ≤ ε0
. (12.27)
1− n
Since G has dimension n, Theorem 5.6(ii) in [173] yields the existence of a projec-
tion P : F 0 → G with kP k ≤ n. We set H := ker P and

F := E ⊕ H.

Then F contains E and the operator T : F → F 0 defined as

T f := Se + h, f = e + h ∈ E ⊕ H,

satisfies by (12.27)
ε0
kf k − kT f k ≤ kf − T f k = kSe − ek ≤ kek
n
ε0 −1 ε0 1
≤ kS kkSek ≤ ε0
kP (Se + h)k
n n1− n
n
≤ ε0 kT f k.
n − ε0
By our choice of ε0 , kf k − kT f k ≤ εkT f k and thus

kT k ≤ (1 − ε)−1 and kT −1 k ≤ 1 + ε.

This finishes the proof.

 12.2 Inverse limits of function spaces 453

Remark 12.43. It is known that a Banach space E is an L∞,1+ε -space for every ε > 0
if and only if E ∗ is isometric to L1 (X, Σ, µ) for a suitable measure space (X, Σ, µ)
(see p. 59 in [251]). Hence Corollary 12.42 provides another proof of Theorem 6.25.

Lemma 12.44. Let E ⊂ Ac (X) be isometric to `∞

n and let 1 ∈ E. Then the set

Sn := {e∗ ∈ E ∗ : e∗ ≥ 0, e∗ (1) = 1}

is affinely homeomorphic to an (n − 1)-simplex.

Proof. We start the proof by using Lemma 12.39(b) to find a peaked partition of unity
{f1 , . . . , fn } ⊂ Ac (X) such that E = span{f1 , . . . , fn }. Let ψ : Sn → Rn be
defined as
ψ(e∗ ) := (e∗ (f1 ), . . . , e∗ (fn )), e∗ ∈ Sn .
Then ψ is an affine homeomorphism of Sn to Rn . By Lemma 12.39(a) it is enough to
show that ψ(Sn ) = ϕ(X) (ϕ is defined as in Lemma 12.39(a)). Let φ : X → Sn be
the evaluation mapping defined as φ(x)(f ) := f (x), f ∈ E, x ∈ X.
Obviously, for any e∗ ∈ Sn , ψ(e∗ ) has positive coordinates whose sum equals
1, hence ψ(Sn ) ⊂ ϕ(X). Conversely, if xi is a point of X with fi (xi ) = 1, then
ψ(φ(xi )) = ei . Hence ψ(Sn ) ⊃ ext ϕ(X), and the conclusion follows.

Theorem 12.45. Let X be a metrizable simplex. Then the following assertions hold.
(a) There exists an increasing family {En } of finite-dimensional subspaces of Ac (X)
∞
such that E1 = span{1}, En is isometric to `∞ c
S
n and A (X) = n=1 En .
(b) There exists an inverse sequence (Xn , pnm )n,m∈N such that each Xn is an (n−1)-
simplex and X = lim Xn .
←

Proof. For the proof of (a), let {fk : k ∈ N} be a dense subset of BAc (X) . We induc-
tively use Theorem 12.40 to find an increasing sequence {nk } of natural numbers and
spaces Enk ⊂ Ac (X) such that
• n = 1 and E
1 n1 = span{1},
• Enk is isometric to `∞
nk , k ∈ N,
• Enk ⊂ Enk+1 , k ∈ N,
• dist(fi , Enk ) < 2−k , i = 1, . . . , k, k ∈ N.
By Lemma 12.39(a),(c), for each k ∈ N we can find spaces

Enk ⊂ Enk +1 ⊂ · · · ⊂ Enk+1 −1 ⊂ Enk+1

such that each Ej is isometric to `∞j , j = nk + 1, . . . , nk+1 − 1. Hence the proof of

(a) is finished.
To verify (b), let {En } be subspaces given by (a). We set Xn := Sn , n ∈ N, where
Sn is the compact convex set from Lemma 12.44, and define pnm : Xm → Xn ,
454 12 Constructions of function spaces

n ≤ m, to be the restriction. By Lemma 12.44, the system (Xn , pnm )n,m∈N is an

inverse sequence of (n − 1)-simplices. It is a routine verification to show that the
mapping ψ : S(Ac (X)) → lim Xn defined as
←

ψ(s) := (s|En )n∈N , s ∈ S(Ac (X)),

is an affine homeomorphism. Since X is affinely homeomorphic to S(Ac (X)) (see

Proposition 4.31), we are done.

Corollary 12.46. For any metrizable simplex X,Sthere exists an increasing sequence
{Fn } of finite-dimensional faces of X such that ∞
n=1 Fn is dense in X.

Proof. Let {En } be a sequence of spaces in Ac (X) isometric to `∞ n such that E1 =

c
span{1} and their union is dense in A (X) (see Theorem 12.45). Let n ∈ N be fixed.
By Lemma 12.39 there exists a peaked partition of unity {f1 , . . . , fn } such that En
is its linear span and T : E → `∞n defined as T fi := ei , i = 1, . . . , n, is a positive
isometry. Let xi ∈ X be points such that

fi (xi ) = 1, i = 1, . . . , n.

Without loss of generality we may assume that all points xi are extreme. Then the set

Fn := co{x1 , . . . , xn }

is a finite-dimensional face of X.
We claim that {Fn } is the required sequence. Indeed, set F := ∞
S
n=1 Fn and
assume the existence of
∞
[
x∈X\ Fn .
n=1
Using the Hahn–Banach theorem we find a function f ∈ Ac (X) and δ > 0 such that
0 < f < 1 and

m < m + δ < f (x), where m := max f (F ).

Pn
Let n ∈ N and g ∈ En be such that 0 < g < 1 and kf − gk < 41 δ. If g = i=1 ai fi
for some numbers a1 , . . . , an , then

k(a1 , . . . , an )k`∞
n
= kgk. (12.28)

Since
1
g ≤ δ + m on F,
4
for any i = 1, . . . , n we get
1
0 ≤ ai = g(xi ) ≤ m + δ.
4
 12.3 Several examples 455

By (12.28), kgk ≤ m + 41 δ. Hence

1 1
m + δ < f (x) ≤ δ + g(x) ≤ m + δ,
4 2
a contradiction. This finishes the proof.

Theorem 12.47. Every simplex is the inverse limit of an inverse system of metrizable
simplices.

Proof. If X is a simplex, let E denote the family of all norm separable closed sub-
spaces of Ac (X) that contain 1 and possess the weak Riesz interpolation property.
By Theorem 9.12, this family is up-directed, that is, for any E1 , E2 ∈ E there exists
E ∈ E with E1 ∪ E2 ⊂ E. Moreover, {E : E ∈ E} is dense in Ac (X).
S

For any E ∈ E, let

XE := {e∗ ∈ E ∗ : e∗ ≥ 0, e∗ (1) = 1}.

For any E, F ∈ E with E ⊂ F , let pE,F : XF → XE be the restriction mapping.

Since each E ∈ E possesses the weak Riesz interpolation property, (XE , pE,F )E,F ∈E
is an inverse system of metrizable simplices (as in Exercise 6.91). To finish the proof
it is enough to realize that the mapping ψ : S(Ac (X)) → lim XE defined as
←

ψ(s) := (s|E )E∈E , s ∈ S(Ac (X)),

is an affine homeomorphism.

12.3 Several examples

12.3.A The Poulsen simplex
Lemma 12.48. Let X be a simplex in a locally convex space E and z ∈ E \ span X.
Then co(X ∪ {z}) is a simplex and ext co(X ∪ {z}) = ext X ∪ {z}.

Proof. We start the proof by noticing that z is an extreme point of co(X ∪ {z}).
Further, any point x in co(X ∪{z}) can be uniquely decomposed as x = αy+(1−α)z
for some y ∈ X and α ∈ [0, 1]. Hence there exists a unique maximal measure
µ ∈ Mx (co(X ∪ {z})), namely µ = αδy + (1 − α)εz , where δy is the unique
maximal measure for y on X. Thus co(X ∪ {z}) is a simplex and ext co(X ∪ {z}) =
ext X ∪ {z}.

Lemma 12.49. Let X be a simplex in a Banach space E. Then there exists a simplex
Y ⊂ E ⊕ `2 such that X is a closed face of Y and ext Y is dense in Y .
456 12 Constructions of function spaces

Proof. Let X be a simplex in a Banach space E and let {en : n ∈ N} be the canonical
basis of `2 . We identify x ∈ E with (x, 0) ∈ E ⊕ `2 and y ∈ `2 with (0, y) ∈ E ⊕ `2 .
Let En := span{ek : k = 1, . . . , n} ⊂ `2 and let πn : E ⊕ `2 → E ⊕ En be the
projection.
Let Y0 := X. We construct inductively simplices Yn ⊂ E ⊕ `2 , points zn ∈ E ⊕ `2
and εn > 0, n ∈ N, such that
(a) Yn = co(Yn−1 ∪ {zn }), n ∈ N,
(b) Yn ⊂ E ⊕ En , n ∈ N,
(c) ext Yn ⊂ ext Ym , n ≤ m,
(d) πn (Ym ) = Yn and kπn (x) − xk ≤ 2−n+1 , x ∈ Ym , n ≤ m,
(e) for each k ∈ N there exists n ≥ k such that dist(y, ext Yn ) < εk , y ∈ Yk , and
εn+1 < 21 εk ,
(f) εn+1 ≤ εn , n ∈ N.
To start the construction, we choose y1 ∈ Y0 and set

ε1 := 2−1 ,
z1 := y1 + 2−1 e1 ,
Y1 := co(Y0 ∪ {z1 }).

Assume now that the construction has been completed up to the n–th stage. We denote

Mn (ε) := {x ∈ Yn : dist(x, {z1 , . . . , zn }) ≥ ε}, ε > 0.

Now we distinguish two cases. If Mn (εn ) 6= ∅, we choose yn+1 ∈ Mn (εn ) and set
εn+1 = εn . Otherwise we find εn+1 ∈ (0, 12 εn ) such that Mn (εn+1 ) 6= ∅ and choose
yn+1 ∈ Mn (εn+1 ). In both cases we set

zn+1 := yn+1 + 2−n−1 en+1 ,

Yn+1 := co(Yn ∪ {zn+1 }).

This finishes the construction. Properties (a)–(d) are obviously satisfied. Given k ∈ N,
we find m ≥ k such that 2−m+3 < εk and notice that by (d) and the construction,

kπm (zj ) − πm (zi )k ≥ εj − 2−m+2 , m ≤ i < j.

By the compactness of Ym we observe that infi,j≥m kπm (zj ) − πm (zi )k = 0, and thus
there must exist j ∈ N with εj < εk . Hence we find n ≥ k such that the (n + 1)-th
step of the construction follows the second case, which verifies property (e).
Let Y := ∞
S
n=1 Yn . Then Y is convex and compact (it follows from (d)).
 12.3 Several examples 457

Further, ext Yn ⊂ ext Y . Indeed, let x ∈ ext Yn equal αy1 + (1 − α)y2 for some
y1 , y2 ∈ Y . Then

x = απm (y1 ) + (1 − α)πm (y2 ), n ≤ m,

and thus πm (y1 ) = πm (y2 ) = x for each m ≥ n. Hence y1 = y2 = x.

Thus ext Y is dense in Y by (e). It also follows from (d) that ∞
S
n=1 {f ◦ πn : f ∈
Ac (Yn )} is dense in Ac (Y ). Since each space in this union has the Riesz interpolation
property, Ac (Y ) has the weak Riesz interpolation property and hence Y is a simplex
(see Theorem 6.16). Since X is obviously a face of Y , the proof is finished.

Corollary 12.50. There exists a simplex X ⊂ `2 such that ext X is dense in X.

Proof. An immediate consequence of Theorem 12.49.

Lemma 12.51. Le ϕ : X → Y be a continuous affine surjection of a compact convex

set onto an n-simplex Y . Then ϕ is open.

Proof. Let {e0 , . . . , en } be affinely independent vectors in some space Rd and ϕ :

X → co{e0 , . . . , en } be a continuous affine surjection. Let U ⊂ X be a closed
neighborhood of x ∈ X and let y = ϕ(x). For each ei we find xi ∈ X such that
ϕ(xi ) = ei . Let α ∈ (0, 1) be such that αx + (1 − α)xi ∈ U , i = 0, . . . , n. Then

V := co{αy + (1 − α)ei : i = 0, . . . , n}

is a neighborhood of y contained in ϕ(U ). Hence ϕ is open.

Lemma 12.52. Let F be a closed face of a metrizable simplex X and {e1 , . . . , en } ⊂

Ac (X) be a peaked partition of unity such that each ei attains its maximum on F .
Then there exists an affine continuous retraction g : X → F such that ei = ei ◦ g,
i = 1, . . . , n.

Proof. Let {x1 , . . . , xn } ⊂ F be such that ei (xi ) = 1, i = 1, . . . , n. Let π : X →

co{x1 , . . . , xn } be defined as
n
X
π(x) := ei (x)xi , x ∈ X.
i=1

Then ei = ei ◦ π for all i = 1, . . . , n.

We define ϕ : X → 2F by the formula

ϕ(x) := π −1 (π(x)) ∩ F, x ∈ X.
458 12 Constructions of function spaces

Then ϕ is an affine mapping with nonempty closed convex values. Since the set
co{x1 , . . . , xn } is an (n − 1)-simplex (see Lemma 6.68 and Exercise 6.85), the map-
ping π : F → co{x1 , . . . , xn } is open by Lemma 12.51. Hence for any open set
U ⊂ X,

{x ∈ X : ϕ(x) ∩ U 6= ∅} = {x ∈ X : π −1 (π(x)) ∩ F ∩ U 6= ∅} = π −1 (π(F ∩ U )),

and thus ϕ is lower semicontinuous. If f (x) = x for x ∈ F , then f is a continuous

affine mapping with f (x) ∈ ϕ(x), x ∈ F . By Theorem 11.8, there exists a continuous
affine selection g : X → F such that g(x) = x on F . Then π ◦ g = π and hence

ei ◦ g = ei ◦ π ◦ g = ei ◦ π = ei , i = 1, . . . , n.

This concludes the proof.

Lemma 12.53. Let F be a closed proper face of a metrizable simplex X with ext X =
X. Let {e1 , . . . , en } ⊂ Ac (X) be a peaked partition of unity, {f1 , . . . , fn+1 } ⊂
Ac (F ) be a partition of unity, and let {a1 , . . . , an } be a set of positive numbers such
that
ei |F = fi + ai fn+1 , i = 1, . . . , n.
Then, for each ε > 0, there exists a peaked partition of unity {g1 , . . . , gn+1 } ⊂
Ac (X) such that
• g |
i F = fi , i = 1, . . . , n + 1,
• kei − (gi + ai gn+1 )k < ε, i = 1, . . . , n.
Proof. Let xi ∈ ext X be such that ei (xi ) = 1, i = 1, . . . , n. We find a point
yn+1 ∈ ext X \ F such that
n
X

ei (yn+1 ) − ei aj xj < ε, i = 1, . . . , n. (12.29)
j=1

This is possible because ext X \ F is dense in X (see Lemma 2.90). For j = 1, . . . , n

we set yj := xj if xj ∈
/ F , otherwise we find yj ∈ ext X \ F such that

|ei (xj ) − ei (yj )| < ε, i = 1, . . . , n. (12.30)

Let
H := co(F ∪ {y1 , . . . , yn+1 }).
Then H is a closed face of X and by Lemma 12.52 there exists a continuous affine
retraction ϕ : X → H such that ei ◦ ϕ = ei , i = 1, . . . , n. For i = 1, . . . , n + 1 we
find gei ∈ Ac (H) defined by conditions gei = fi on F and
(
0, i 6= j,
gei (yj ) = j = 1, . . . , n + 1,
1, i = j,
 12.3 Several examples 459

(use Theorem 6.6), and define

gi := gei ◦ ϕ, i = 1, . . . , n.

Then {g1 , . . . , gn+1 } is a peaked partition of unity and gi = fi on F .

Since ei ◦ ϕ = ei and gi ◦ ϕ = gi , we get

kei − (gi + ai gn+1 )k = kei ◦ ϕ − (gi ◦ ϕ + ai gn+1 ◦ ϕ)k

= max |ei (yj ) − (gi + ai gn+1 )(yj )| < ε.
j=1,...,n+1

(Use (12.30) for j = 1, . . . , n and (12.29) for j = n + 1.) This finishes the proof.

Theorem 12.54. Let X1 , X2 be metrizable simplices with ext Xi = Xi , i = 1, 2.

Let Hi ⊂ Xi be a proper closed face, i = 1, 2, and let ϕ : H2 → H1 be an affine
homeomorphism. Then ϕ can be extended to an affine homeomorphism of X2 onto
X1 .
Proof. Let {xn : n ∈ N} and {yn : n ∈ N} be dense subsets in the unit spheres of
Ac (X1 ) and Ac (X2 ), respectively, such that x1 = y1 = 1. We construct inductively
peaked partitions of unity

{ej1,m , . . . , ejm,m } ⊂ Ac (X1 ), j

{f1,m j
, . . . , fm,m } ⊂ Ac (X2 ), m ≤ j, m ∈ N,

and sets of positive numbers

{a1,m , . . . , am,m }, m ∈ N,

such that
Pm
(1) i=1 ai,m = 1, m ∈ N,

(2) eji,m = eji,m+1 + ai,m ejm+1,m+1 ,

m ∈ N, 1 ≤ i ≤ m, j ≥ m + 1,
j j j
fi,m = fi,m+1 + ai,m fm+1,m+1 ,

(3) eji,m (ϕ(t)) = fi,m

j
(t), t ∈ H2 , m ∈ N, 1 ≤ i ≤ m, j ≥ m,

(4) keji,m − ej+1 −j

i,m k < 2 ,
m ∈ N, 1 ≤ i ≤ m, j ≥ m.
j j+1
kfi,m − fi,m k < 2−j ,

(5) If Em := span{em m
1,m , . . . , em,m }, then for each n ∈ N there exists m ∈ N such
that
dist(xk , Em ) < 2−n , 1 ≤ k ≤ n.
460 12 Constructions of function spaces

m , . . . , f m }, then for each n ∈ N there exists m ∈ N such

(6) If Fm := span{f1,m m,m
that
dist(yk , Fm ) < 2−n , 1 ≤ k ≤ n.

We start the construction by setting {e11,1 } := {1} and {f1,1 1 } := {1}.

Assume that {ej1,m , . . . , ejm,m } and {f1,m

j j
, . . . , fm,m } have been constructed for
1 ≤ m ≤ j ≤ p such that (1), (3), (4) hold for m ≤ j ≤ p, (2) holds for m + 1 ≤
j ≤ p, and (5) and (6) hold for some n ∈ N. By Theorem 12.40, there exists a
finite-dimensional space Ep+r ⊂ Ac (X1 ) isometric to `∞ p+r such that Ep ⊂ Ep+r and

dist(xk , Ep+r ) < 2−n−1 , 1 ≤ k ≤ n + 1.

By Lemma 12.39, there exist sets of positive numbers

{a1,m , . . . , am,m }, p ≤ m ≤ p + r − 1,

and peaked partitions of unity

{g1,m , . . . , gm,m } ⊂ Ep+r , p + 1 ≤ m ≤ p + r,

such that
Pm
i=1 ai,m = 1, p ≤ m ≤ p + r − 1,
•

p
• ei,p = gi,p+1 + ai,p gp+1,p+1 , 1 ≤ i ≤ p,
• gi,m = gi,m+1 + ai,m gm+1,m+1 , 1 ≤ i ≤ m, p + 1 ≤ m ≤ p + r − 1.
For every 1 ≤ m ≤ p + r, p + 1 ≤ j ≤ p + r and 1 ≤ i ≤ m we set
(
epi,m , 1 ≤ m ≤ p,
eji,m :=
gi,m , p + 1 ≤ m ≤ p + r.

Then (1), (2) and (4) hold for the constructed functions eji,m and (5) holds for n + 1.
We now transfer the constructed objects to Ac (X2 ). Since

{ep+1 p+1
1,p+1 ◦ ϕ, . . . , ep+1,p+1 ◦ ϕ}

is a partition of unity on H2 and

p
fi,p (t) = epi,p (ϕ(t)) = gi,p+1 (ϕ(t)) + ai,p gp+1,p+1 (ϕ(t))
= ep+1 p+1
i,p+1 (ϕ(t)) + ai,p ep+1,p+1 (ϕ(t)), t ∈ H2 , 1 ≤ i ≤ p,

Lemma 12.53 provides for any ε > 0 a peaked partition of unity {h1,p+1 , . . . ,
hp+1,p+1 } ⊂ Ac (X2 ) such that
• hi,p+1 (t) = ep+1
i,p+1 (ϕ(t)), t ∈ H2 , 1 ≤ i ≤ p + 1,
 12.3 Several examples 461

p
• kfi,p − (hi,p+1 + ai,p hp+1,p+1 )k < ε, 1 ≤ i ≤ p.
We take ε < 2−2(p+1) and define
p+1
fi,p+1 := hi,p+1 , 1 ≤ i ≤ p + 1,
p+1 p+1 p+1
fi,p := fi,p+1 + ai,p fp+1,p+1 , 1 ≤ i ≤ p,
..
.
p+1 p+1 p+1
fi,l := fi,l+1 + ai,l fl+1,l+1 , 1 ≤ i ≤ l,
..
.
p+1 p+1 p+1
f1,1 := f1,2 + a1,1 f2,2 .

Then
p+1 p
kfi,k − fi,k k < 2−p , 1 ≤ k ≤ p, 1 ≤ i ≤ k.
Similarly we construct
m m m m m
{f1,m , . . . , fm,m }, . . . , {f1,2 , f2,2 }, {f1,1 }, p + 2 ≤ m ≤ p + r.

Then (4) holds for j ≤ p + r − 1.

We interchange the roles of Ac (X1 ) and Ac (X2 ), that is, we find by Theorem 12.40
a space Fp+r+s ⊂ Ac (X2 ) isometric to `∞ p+r+s such that Fp+r ⊂ Fp+r+s and

dist(yk , Fp+r+s ) < 2−(n+1) , 1 ≤ k ≤ n + 1.

j
Now we proceed with the construction as above and find vectors fi,m and then eji,m .
Then (1)–(4) hold for relevant indices and (6) for n + 1. This completes the inductive
construction.
We set

ei,m := lim eji,m , j

fi,m := lim fi,m , 1 ≤ i ≤ m, m ∈ N.
j→∞ j→∞

It follows from (4), (5) and (6) that

span{ei,m : 1 ≤ i ≤ m, m ∈ N} and span{fi,m : 1 ≤ i ≤ m, m ∈ N}

are dense in Ac (X1 ) and Ac (X2 ), respectively. Further, by (2),

ei,m = ei,m+1 + ai,m em+1,m+1 ,

m ∈ N, 1 ≤ i ≤ m, (12.31)
fi,m = fi,m+1 + ai,m fm+1,m+1 ,

and by (3)
ei,m (ϕ(t)) = fi,m (t), t ∈ H2 , m ∈ N, 1 ≤ i ≤ m. (12.32)
462 12 Constructions of function spaces

Hence
{e1,m , . . . , em,m } and {f1,m , . . . , fm,m }, m ∈ N,
are peaked partitions of unity, in particular, they are linearly independent.
It follows from (12.31) that the equalities

T ei,m = fi,m , 1 ≤ i ≤ m, m ∈ N,

define an isometry T : Ac (X1 ) → Ac (X2 ). Since ej1,1 = 1 and f1,1 j

= 1 for each
j ∈ N, we have e1,1 = 1 and f1,1 = 1, and thus T 1 = 1. Hence T is positive. Let
φi : Xi → S(Ac (Xi )) be the affine homeomorphism from Proposition 4.31, i = 1, 2.
As in the proof of Theorem 10.14, the adjoint operator T ∗ : (Ac (X2 )∗ →(Ac (X1 ))∗
defines an affine homeomorphism of S(Ac (X2 )) onto S(Ac (X1 )). Since

T e(t) = e(ϕ(t)), t ∈ H2 , e ∈ Ac (X1 ),

the mapping
φ−1 ∗
1 ◦ T ◦ φ2

is an affine homeomorphism of X2 onto X1 that extends ϕ. This finishes the proof.

Corollary 12.55. Let X1 , X2 be metrizable simplices with ext Xi = Xi , i = 1, 2.

Then X1 is affinely homeomorphic to X2 .

Proof. We pick points xi ∈ ext Xi , i = 1, 2. Then the faces Fi := {xi }, i = 1, 2, are

affinely homeomorphic and thus the conclusion follows from Theorem 12.54.

Definition 12.56. (Poulsen simplex) A metrizable simplex, whose set of extreme

points is dense, is called the Poulsen simplex.

Lemma 12.57. Let F be a closed face of a simplex X and x1 , x2 be distinct points

in the complementary face F 0 . Then there exists a positive function f ∈ Ac (X) such
that f = 0 on F and f (x1 ) 6= f (x2 ).

Proof. Given the objects as in the hypothesis, we find a function g ∈ Ac (X) such that
0 ≤ g < 21 and δ := g(x1 ) − g(x2 ) > 0. Then

k := cF ∨ g

is a convex upper semicontinuous function. We claim that k ∗ = k = g on F 0 .

Indeed, let z ∈ F 0 be arbitrary. We find a measure ν ∈ Mz (X) such that ν(k) =
∗
k (z) (see Lemma 3.21). We find a maximal measure µ with ν ≺ µ and observe,
using Proposition 3.56, that

k ∗ (z) = ν(k) ≤ µ(k) ≤ k ∗ (z).

 12.3 Several examples 463

Since µ is maximal, Lemma 8.13 and Theorem 8.39 yield µ(F 0 ) = 1. Hence
Z
∗
k (z) = µ(k) = k(t) dµ(t) = µ(g) = g(z).
F0

We select a function h ∈ Ac (X) such that k ≤ h and h(xi ) < g(xi ) + 12 δ, i = 1, 2.

By Theorem 6.6, there exists a function a ∈ Ac (X) such that

k ≤ a ≤ 1 ∧ h.

Then the function

f := 1 − a
satisfies our requirements.

Proposition 12.58. Let F be a closed face of a simplex X and let A := {f ∈ Ac (X) :

0 ≤ f ≤ 1, f |F = 0}. Let ϕ : X → RA be defined as ϕ(x) := (f (x))f ∈A , x ∈ X,
and let Y := ϕ(X).
(a) The set Y is a simplex and ϕ(F ) is an extreme point of Y .
(b) The mapping ϕ|F 0 is injective and ϕ(F 0 ) is the complementary face of ϕ(F ).
(c) If X is the Poulsen simplex, then Y is the Poulsen simplex.

Proof. For f ∈ A, let πf : Y → R be the restriction on the coordinate determined by

f . Then πf ∈ Ac (Y ). It follows that for any function f ∈ Ac (X) constant on F there
exists a function g ∈ Ac (Y ) such that f = g ◦ ϕ.
For the proof of (a) we notice that ϕ(F ) = 0 is an extreme point of Y . Indeed, if
αϕ(x)+(1−α)ϕ(y) = 0 for some x, y ∈ X and α ∈ (0, 1), then f (αx+(1−α)y) =
0 for each f ∈ A, and thus αx + (1 − α)y ∈ F (use Corollary 8.64). Hence x, y ∈ F
and ϕ(x) = ϕ(y) = 0.
Further, let g1 , −g2 ∈ Kc (Y ) be such that 0 ≤ g1 ≤ g2 ≤ 1. By Theorem 6.6, there
exists a function f ∈ A such that

g1 ◦ ϕ ≤ f ≤ g2 ◦ ϕ on X.

Then g1 ≤ πf ≤ g2 and Y is a simplex by Theorem 6.6.

To verify (b), we notice that ϕ is injective on F 0 by Lemma 12.57. The second
assertion requires to show that

(ϕ(F ))0 = ϕ(F 0 ).

In other words, we need to prove that

c∗ϕ(F ) (t) = 0 ⇐⇒ t ∈ ϕ(F 0 ), t ∈ Y.

464 12 Constructions of function spaces

Assume first that c∗ϕ(F ) (t) = 0, that is, t ∈ (ϕ(F ))0 . Let x ∈ X be such that ϕ(x) = t.
For any ε > 0 there exists a function g ∈ Ac (Y ) such that g ≥ cϕ(F ) and g(t) < ε.
Thus f := g ◦ ϕ ∈ Ac (X) satisfies f ≥ cF and f (x) < ε. Hence c∗F (x) = 0 and
x ∈ F 0 . Thus t ∈ ϕ(F 0 ).
Conversely, let x ∈ F 0 be given. For any ε > 0 we use Theorem 6.6 to find a
function f ∈ Ac (X) such that f = 1 on F and f (x) < ε. For the function g ∈ Ac (Y )
satisfying f = g ◦ ϕ we get g ≥ cϕ(F ) and g(ϕ(x)) < ε. Thus

c∗ϕ(F ) (ϕ(x)) = 0

and ϕ(x) ∈ (ϕ(F ))0 .

Finally, let X be the Poulsen simplex. Since ϕ : F 0 → ϕ(F 0 ) is an affine bijection
and (ϕ(F ))0 = ϕ(F 0 ),

ϕ(ext X ∩ F 0 ) = ϕ(ext F 0 ) = ext ϕ(F 0 ) = ext Y ∩ (ϕ(F ))0 .

Further, F as a closed proper face of X has empty interior (see Lemma 2.90), and
thus
ext X ∩ F 0 = ext F 0
is dense in X. Hence ext ϕ(F 0 ) is dense in Y and Y is the Poulsen simplex. This
finishes the proof.

Theorem 12.59. Let Fi , i = 1, 2, be closed faces of the Poulsen simplex and let Fi0 be
their complementary faces, i = 1, 2. Then F10 is affinely homeomorphic to F20 .

Proof. For each i = 1, 2, let ϕi : Xi → Yi be as in Proposition 12.58. Then the

singletons {yi } := ϕi (Fi ), i = 1, 2, are obviously affinely homeomorphic, and thus
by Theorem 12.54 there exists an affine homeomorphism ϕ : Y1 → Y2 sending ϕ1 (F1 )
onto ϕ2 (F2 ). By Proposition 12.58,

ϕ(ϕ1 (F10 )) = ϕ({y1 }0 ) = {y2 }0 = ϕ2 (F20 ).

Thus ϕ−1 0 0
2 ◦ ϕ ◦ ϕ1 is an affine homeomorphism of F1 onto F2 .

Theorem 12.60 (Properties of the Poulsen simplex). Let S stand for the Poulsen sim-
plex.
(a) Any metrizable simplex is affinely homeomorphic to a face of S.
(b) Let X be a metrizable simplex with the following properties:
• Any metrizable simplex is affinely homeomorphic to a face of X.
• If F1 , F2 are faces of X with dim F1 = dim F2 < ∞, then there exists an
affine homeomorphism ϕ of X onto itself such that ϕ(F1 ) = F2 .
Then X is affinely homeomorphic to S.
 12.3 Several examples 465

(c) If K ⊂ ext S is a compact set, then its interior (relative to ext S) is empty.
(d) Every Polish space is homeomorphic to a closed subset of ext S.
(e) If K1 , K2 are homeomorphic compact subsets of ext S, then there exists an affine
homeomorphism ϕ of S onto itself such that ϕ(K1 ) = K2 .
(f) The set ext S is arcwise connected (that is, for any points x1 , x2 ∈ ext S there
exists a homeomorphic copy of [0, 1] contained in ext S that joins x1 with x2 ).

Proof. To prove (a), let X be a metrizable simplex. By Proposition 2.45 we may as-
sume that X is a norm compact subset of `2 . By Lemma 12.49, there exists a compact
simplex Y ⊂ `2 ⊕ `2 such that X is a closed face of Y . Due to Corollary 12.55, Y is
affinely homeomorphic to S.
To verify (b), let X possess the prescribed property. By the assumption, X contains
a face X0 affinely homeomorphic to the Poulsen simplex S. If F ⊂ X is an arbitrary
finite-dimensional closed face, there exist a closed face of the same dimension F0 ⊂
X0 and an affine homeomorphism ϕ : X → X such that ϕ(F ) = F0 . Then

ϕ(F ) = F0 ⊂ ext X0 ⊂ ext X.

Hence F ⊂ ext X. Since finite-dimensional faces are dense in X by Corollary 12.46,

X = ext X. Thus X is affinely homeomorphic to S by Corollary 12.55.
To show (c), let K ⊂ ext S be a compact set. Assume that its interior relative to
ext S is nonempty, that is, that there exists an open set U ⊂ S intersecting K such that
U ∩ ext S ⊂ K. Since ext S is dense in S, U ∩ ext S is dense in U . Thus F := co K is
a face in S (see Exercise 6.84) that is proper (any point in ext S \ K belongs to S \ F ).
Since F contains U , we obtain a contradiction with Lemma 2.90.
If P is a Polish space (a separable completely metrizable topological space), then
there exists a metrizable simplex X such that ext X is homeomorphic to P (see The-
orem 10.70). By (a), X can be realized as a closed face of S, which proves (d).
If ϕ : K1 → K2 is a homeomorphism between compact subsets of ext S, we can ex-
tend it to an affine homeomorphism ψ : co K1 → co K2 . Indeed, co Ki , i = 1, 2, are
closed faces with closed sets of extreme points, hence they are Bauer simplices (see
Lemma 11.11). By Proposition 6.39, co Ki is affinely homeomorphic to M1 (Ki ),
i = 1, 2, and the claim follows. Theorem 12.54 thus implies assertion (e).
To prove (f), let x1 , x2 ∈ ext S be distinct points. By (d), ext S contains a homeo-
morphic copy l of [0, 1] joining a pair of points y1 , y2 ∈ ext S. By (e) we can find an
affine homeomorphism ϕ : S → S such that ϕ(yi ) = xi , i = 1, 2. Hence ϕ(l) is a
simple arc joining x1 and x2 .

12.3.B A big simplicial space

Construction 12.61. Let H1 be a simplicial function space on a compact space K1
such that H1 = Ac (H1 ). Let K2 be the compact space constructed from K1 as in
466 12 Constructions of function spaces

Definition 6.13, where B = ChH1 (K1 ), Lb = [0, 1] and µb is Lebesgue measure on

[0, 1] for each b ∈ B. If t ∈ [0, 1], we write (b, t) for a point in Lb .
We consider the space K1 as a subset of K2 . Let p : K2 → K1 be the natural
projection, that is,
(
y, y ∈ K1 ,
p(y) =
x, y ∈ Lx for some x ∈ B.

Let

H2 := {f ∈ C(K2 ) : f |K1 ∈ H1 , f (x) = µx (f ) for x ∈ ChH1 (K1 )}.

Then H1 can be considered to be a subspace of H2 if we identify f ∈ H1 with

f ◦ p ∈ H2 .
Lemma 12.62. Let (K1 , H1 ) be a simplicial function space satisfying H1 = Ac (H1 )
and let (H2 , K2 ) be as in Construction 12.61.
(a) Then H2 is a function space on the compact space K2 with H2 = Ac (H2 ) and
ChH2 (K2 ) = K2 \ K1 .
(b) The mapping p : K2 → K1 is admissible and p(ChH2 (K2 )) = ChH1 (K1 ).
(c) If µ ∈ M1 (K2 ) is such that p] µ is continuous, then µ(K2 \ K1 ) = 0.
(d) If µ ∈ M1 (K1 ) is H1 -maximal and continuous, then it is H2 -maximal.
(e) The function space H2 is simplicial.
(f) For any x ∈ K1 , the unique H2 -maximal measure H-representing x is continu-
ous.
Proof. We start the proof of (a) by noticing that K2 is a (Hausdorff) compact space
and H2 is a function space. Indeed, 1 ∈ H2 , the space H2 separates points of K1 and
any pair of points in K2 \ K1 not contained in the same Lb . Given x ∈ ChH1 (K1 ), let
R1
g ∈ C([0, 1]) be a monotone function satisfying 0 g = 0. Then
(
g on Lx ,
h :=
0 otherwise,

is in H2 and separates points of Lx .

If f ∈ Ac (H2 ) is given, f |K1 ∈ Ac (H1 ) = H1 and f (x) = µx (f ) for any x ∈
ChH1 (K1 ). Thus f ∈ H2 .
Obviously, any point of K1 has an H2 -representing measure distinct from the Dirac
measure, and thus ChH2 (K2 ) ⊂ K2 \ K1 . On the other hand, it is easy to construct an
H2 -exposing function for any point in K2 \ K1 . Hence ChH2 (K2 ) = K2 \ K1 .
Since (b) is obvious, we proceed to the proof of (c). Let µ ∈ M1 (K2 ) be such
that p] µ is continuous on K1 . Assume that µ(K2 \ K1 ) > 0. Since K2 \ K1 is a
 12.3 Several examples 467

disjoint union of open sets Lx , x ∈ ChH1 (K1 ), there exists x ∈ ChH1 (K1 ) such that
µ(Lx ) > 0. Then
p] µ({x}) = µ(Lx ) > 0,
a contradiction with the assumption.
To prove (d), let µ ∈ M1 (K1 ) be H1 -maximal and continuous. Let ν ∈ M1 (K2 )
be any measure with µ ≺H2 ν. By (b) and Proposition 12.24(c), µ ≺H1 p] ν. Since
µ is H1 -maximal, µ = p] ν. By the continuity of µ and (c), ν is carried by K1 , and
hence µ = ν.
1
P∞is to prove (e). Let µ ∈ M (K1 ) be a discrete H1 -maximal
The next step P∞ measure,
that is, µ = n=1 an εxn , where the numbers an are strictly positive,P∞ n=1 an = 1
and xn are distinct points in ChH1 (K1 ). We claim that ν := n=1 an µxn is the
unique H2 -maximal measure with µ − ν ∈ H⊥ 2 .
To see this, let ν 0 ∈ M1 (K2 ) be an H2 -maximal measure with µ − ν 0 ∈ H⊥ 2 . Then
p] ν 0 − µ ∈ H ⊥1 and p] ν 0 is H -maximal (see Proposition 12.25). Thus p ν 0 = µ by
1 ]
Proposition 6.9. From this and from the fact that ν 0 does not charge anyPpoint in K1
(by Construction 12.61 and H2 -maximality of ν 0 ), we obtain that ν 0 = ∞ n=1 an λxn
for some probability measures λxn on Lxn . Fix n ∈ N. If g ∈ C([0, 1]) is a continuous
R1
function with 0 g = 0, then
(
g on Lxn ,
h :=
0 otherwise,
is in H2 and ν 0 (h) = µ(h) = 0. Hence λxn is a multiple of µxn . Since they are both
probability measures, λxn = µxn . Thus ν 0 = ν.
It follows that any point x ∈ K1 has a unique H2 -maximal measure H2 -repre-
senting x. Indeed, let δx bePthe unique H1 -maximal measure H1 -representing x. We
decompose δx = (δx )c + P∞ n=1 an εxn , where (δx )c is the continuous part of δx , the
numbers an are positive, ∞ n=1 an ≤ 1 and the points xn are distinct elements of
ChH1 (K1 ) (see Proposition A.78). Then we get that
∞
X
δ := (δx )c + a n µ xn
n=1
is the unique H2 -maximal measure H2 -representing x.
To see this, let µ be an H2 -maximal measure with µ − δ ∈ H⊥
2 . Then p] µ is
H1 -maximal and p] µ − δx ∈ H⊥ 1 . Thus
∞
X
(δx )c + an εxn = p] µ = µ|K1 + p] (µK2 \K1 ).
n=1
By (c), p] (µ|K2 \K1 ) is discrete. Hence µ|K1 = (δx )c . Since
∞
X
an µxn − µ|K2 \K1 ∈ H⊥
2,
n=1
468 12 Constructions of function spaces

it follows that
∞
X
an εxn − µ|K2 \K1 ∈ H⊥
2.
n=1
P∞
Hence µ|K2 \K1 = n=1 an µxn by the preceding argument. Thus µ = δ.
Hence H2 is simplicial, which finishes the proof of (e).
Finally, given x ∈ K1 , we repeat the argument from the proof of (e) to deduce that
the unique H2 -maximal measure H2 -representing x is continuous. This concludes the
proof.

Construction 12.63. We inductively construct simplicial function spaces (Hα , Kα )

together with admissible mappings pβα : (Kα , Hα ) → (Kβ , Hβ ) and homeomorphic
embeddings iβα : Kβ → Kα for all ordinals β ≤ α ≤ ω1 .
Let K0 := {0} and H0 := C(K0 ).
Suppose that α ∈ (0, ω1 ) and (Kβ , Hβ ) along with the respective mappings have
been constructed for all β < α. If α is an isolated ordinal, say α = γ + 1, we use
Construction 12.61 for the space (Kγ , Hγ ) to get (Kα , Hα ). Let pγα be the mapping
p : Kα → Kγ from Construction 12.61 and iγα : Kγ → Kα be the identity mapping.
Further we set

pβα := pβγ ◦ pγα and iβα := iγα ◦ iβγ , β < α,

and pαα be the identity.

If α is a limit ordinal, let (Kα , G α ) be the inverse limit of ((Kβ , Hβ ), pβγ )β,γ<α .
We set (Kα , Hα ) := (Kα , G α ) (the closure is meant to be in C(Kα )). If πβ : Kα →
Kβ , β < α, is the projection, we define

pβα := πβ , β < α.

For any β < α, let iβα : Kβ → Kα be the natural homeomorphic embedding, that is,

iβα (x) = (p0β (x), p1β (x), . . . , x, iβ,β+1 (x), . . . ), x ∈ Kβ .

Finally, let iαα be the identity mapping.

For any α < ω1 , we denote by πα the mapping pαω1 : Kω1 → Kα and by iα :
Kα → Kω1 the embedding iαω1 .

Lemma 12.64. Let (K, H) := (Kω1 , Hω1 ). Then the following assertions hold.
(a) The function space Hα is simplicial and Hα = Ac (Hα ), α ∈ [0, ω1 ].
(b) If x ∈ iα (Kα ), α < ω1 , then its unique H-maximal measure is carried by
iα+1 (Kα+1 ).
(c) For any continuous measure µ ∈ M1 (K), there exists ordinal α < ω1 such that
µ(iα (Kα )) = 1.
 12.3 Several examples 469
S
(d) ChH (K) = K \ α<ω1 iα (Kα ).

(e) The function (

0, x ∈ ChH (K),
f (x) :=
1, x ∈ K \ ChH (K),

is universally measurable and belongs to H⊥⊥ .

Proof. We begin by proving (a) by transfinite induction. Obviously, (K0 , H0 ) is a

simplicial function space and Ac (H0 ) = H0 . Assume that (a) has been verified for
all β < α for some α ≤ ω1 . If α is isolated, say α = γ + 1, then Hα is simplicial and
Ac (Hα ) = Hα by Lemma 12.62.
If α is limit, then Hα is simplicial by Theorem 12.34. Further, from Proposi-
tion 12.33 we get
[
Hα = G α = {h ◦ πβ : h ∈ Hβ }
β<α
[
= {h ◦ πβ : h ∈ Ac (Hβ )} = Ac (G α )
β<α

= Ac (Hα )

(here G α = lim((Kβ , Hβ ), pβγ )β,γ<α ).

←
To show (b), let α < ω1 and x ∈ Kα be given. By Construction 12.61 and
Lemma 12.62, x has a unique Hα+1 -maximal measure µ ∈ Mx (Hα+1 ), and it is
continuous. We claim that µ is Hβ -maximal for each β ∈ (α, ω1 ]. To see this, we use
transfinite induction again. We already know the claim for β = α + 1. If β = γ + 1
and the claim holds for γ, Lemma 12.62(d) yields that µ is Hβ -maximal.
If β is limit and the claim holds for all γ ∈ (α, β), we consider µ as a measure on
each Kγ , γ ∈ (α, β]. Then µ, as a measure on Kβ , is the inverse limit of the system
(µ, pστ )σ,τ ∈(α,β) , By Theorem 12.31, µ is G β -maximal, and thus also Hβ -maximal.
Thus µ is an H-maximal measure H-representing x ∈ iα (Kα ) and it is carried by
iα+1 (Kα+1 ).
To verify (c), let µ ∈ M1 (K) be a continuous measure. We use Lemma A.104 to
find ordinals αn < ω1 , n ∈ N, such that ((πβ )] µ)({x}) < n1 for each β > αn and
each x ∈ Kβ .
Let α := supn∈N αn . Then (πα )] µ is continuous on Kα . By transfinite induction
and Lemma 12.62(c),

((πγ )] µ)(iγα (Kα )) = 1, γ ∈ (α, ω1 ].

Thus µ(iα (Kα )) = 1 as needed.

470 12 Constructions of function spaces
S
To show (d), we first notice that α<ω1 iα (Kα ) S⊂ K \ ChH (K) by Construc-
tion 12.64. On the other hand, given x ∈ K \ α<ω1 iα (Kα ), it follows from
Lemma 12.62(a) that

πα+1 (x) ∈ Kα+1 \ Kα = ChHα+1 (Kα+1 ), α < ω1 .

Hence we get from Theorem 12.36(a) that x ∈ ChH (K).

Finally we prove (e). Let µ ∈ M1 (K) be arbitrary. We decompose µ = µc + µd
to its continuous and discrete part. By (c) we can find α < ω1 such that µc is carried
by iα (Kα ). Hence ChH (K) is µc -measurable. Obviously, ChH (K) is µd -measurable
and thus also µ-measurable. Thus ChH (K) is a universally measurable set.
Further, for any x ∈ K and the unique H-maximal measure δx ∈ Mx (H) we have
δx (f ) = f (x). Indeed, this is obvious for x ∈ ChH (K), and for x ∈ K \ChH (K) this
follows from (b). By Corollary 6.12 and (a), f ∈ H⊥⊥ . This finishes the proof.

Theorem 12.65. There exists a nonzero strongly affine function g on a Choquet sim-
plex such that g = 0 on ext X.
Consequently, the class of strongly affine functions is not an affinely perfect class
(see Section 5.5).

Proof. Consider the function space (K, H) from Construction 12.63 and the function
f from Lemma 12.64(e). Then X := S(H) is a simplex (see Theorem 6.54) and
ext X = φ(ChH (K)) (φ is the embedding from Definition 4.25). If I is the mapping
from Corollary 5.41, g := If is a nonzero strongly affine function on X that equals
zero on ext X. This concludes the proof.

12.3.C Functions of affine classes and Talagrand’s example

Definition 12.66. A Banach space E is said to have the Schur property if every se-
quence weakly converging to 0 converges to 0 in norm.

Lemma 12.67. If a Banach space E has the Schur property and {xn } is a weakly
Cauchy sequence in E (that is, {x∗ (xn )} is Cauchy for each x∗ ∈ E ∗ ), then it is a
norm Cauchy sequence.

Proof. Let {xn } be a weakly Cauchy sequence in E. Assuming that it is not norm
Cauchy, we can find ε > 0 and an increasing sequence {nk } of natural numbers such
that kxnk+1 − xnk k > ε for k ∈ N. Then yk := xnk+1 − xnk , k ∈ N, form a sequence
converging weakly to 0. By the Schur property, kyk k → 0, which is a contradiction.
This finishes the proof.

If X is a compact convex set, we recall that Aα (X) is the space of functions of

affine class α (see Definition 5.37).
 12.3 Several examples 471

Corollary 12.68. Let E be a Banach space with the Schur property and X := BE ∗
be considered with the w∗ -topology. Then Aα (X) = Ac (X) for each α < ω1 .

Proof. It follows from Theorem A.7 (see also Proposition 4.36) that any continuous
affine function on X is of the form x + c, where x ∈ E and c ∈ R. Hence if f is
any function in A1 (X), then there exist sequences {xn } in E and {cn } in R such that
f (x∗ ) = limn→∞ xn (x∗ ) + cn , x∗ ∈ X. Then cn → f (0) and {xn } is a weakly
Cauchy sequence. Hence, by Lemma 12.67, {xn } converges in norm S to an element
x ∈ E. Thus f = x + f (0) and f ∈ Ac (X). It follows that α<ω1 Aα (X) =
Ac (X).

Construction 12.69. We construct Banach spaces E1 , E2 and E as follows. Let

I := {(n, p) ∈ N × N : p ≤ n},

and (
1, i = (n, p),
en,p (i) := (n, p) ∈ I.
0, i ∈ I \ {(n, p)},
Let F := span{en,p : (n, p) ∈ I}. For (n, p) ∈ I, let e∗n,p : F → R be the linear
functional defined by
(
∗ 1, (n0 , p0 ) = (n, p),
en,p (en0 ,p0 ) :=
0, (n0 , p0 ) 6= (n, p).

We define a norm k · k1 on F by
∞
X
kyk1 := sup |e∗n,p (y)|, y ∈ F.
n=1 1≤p≤n

Let Σ stand for the set of all increasing sequences of natural numbers (that is,
σ(n) ≤ σ(m) if n ≤ m). For each σ ∈ Σ we define a linear functional gσ : F → R
by setting (
1, σ(n) ≤ p,
gσ (en,p ) := (n, p) ∈ I,
0, σ(n) > p,
and let
kyk2 := sup{|gσ (y)| : σ ∈ Σ}, y ∈ F.
Finally,
kyk := kyk1 ∨ kyk2 , y ∈ F.
Let E1 , E2 , E be the completions of F with respect to norms k · k1 , k · k2 and k · k,
respectively. The mapping
y 7→ (y, y), y ∈ E,
472 12 Constructions of function spaces

extends to an isometry from E to E1 × E2 endowed with the norm k(y1 , y2 )k :=

ky1 k1 ∨ ky2 k2 . We will identify E with its image under this mapping and write G for
the space E1 × E2 .

Lemma 12.70. Let fn,p := (0, en,p ), (n, p) ∈ I, be considered as elements of G. For
any x∗ ∈ G∗ , the limit limp→∞ limn→∞ x∗ (fn,p ) exists.

Proof. We first show that the set S := {gσ : σ ∈ Σ} is w∗ -compact in E2∗ . To this
end, let σ j ∈ Σ, j ∈ N, be such that {gσj } w∗ -converges to g ∈ E2∗ . Then g ∈ BE2∗
and g(en,p ) ∈ {0, 1}, (n, p) ∈ I. For n ∈ N, we set
(
min{p : p ≤ n, g(en,p ) = 1}, if such p exists,
σ(n) :=
n+1 otherwise.

Then σ ∈ Σ and {gσj } is a sequence w∗ -converging to gσ .

Further, for every p ∈ N and σ ∈ Σ,

1, lim σ(n) ≤ p,
lim gσ (en,p ) = n→∞
n→∞ 0, lim σ(n) > p.
n→∞

Hence the following limit

lim lim gσ (en,p )
p→∞ n→∞

exists for each σ ∈ Σ.

∗ (that is, kyk = sup{|s(y)| : s ∈ S} for each
Since S is a 1-norming subset of BE2 2
y ∈ E2 ), the Hahn–Banach theorem yields
∗
BE2∗ = cow (S ∪ −S).

w∗
By the Milman theorem 2.43 and the w∗ -compactness of S, ext BE2∗ ⊂ S ∪ −S.
It follows from Theorem 2.31 and the Lebesgue dominated convergence theorem that
limp→∞ limn→∞ x∗ (en,p ) exists for each x∗ ∈ E2∗ . Hence limp→∞ limn→∞ x∗ (fn,p )
exists for each x∗ ∈ G∗ , which concludes the proof.

Definition 12.71 (Definition of x∗∗ ∈ E ∗∗ ). By Lemma 12.70, the following formula

x∗∗ (x∗ ) := lim lim x∗ (fn,p ), x∗ ∈ G∗ ,

p→∞ n→∞

defines an element in G∗∗ .

 12.3 Several examples 473

Lemma 12.72. The element x∗∗ is not contained in G.

Proof. It is enough to show that x∗∗ is not w∗ -continuous on BG∗ . As in the proof of
Lemma 12.70 we obtain that

1, lim σ(n) < ∞,
x∗∗ (0, gσ ) = n→∞
0, lim σ(n) = ∞.
n→∞

Since the set

{(0, gσ ) : lim σ(n) < ∞}
n→∞

isw∗ -dense in {(0, gσ ) : σ ∈ Σ} (notice that gσ∧n → gσ in the w∗ -topology for any
σ ∈ Σ), x∗∗ is not w∗ -continuous.

We recall that E is a subspace of G and thus E ∗∗ can be identified with E ⊥⊥ ⊂ G∗∗

via Proposition A.6.

Lemma 12.73. The functional x∗∗ is contained in E ∗∗ .

Proof. By Proposition A.6, we need to show that x∗∗ belongs to E ⊥⊥ . Since

x∗∗ (x∗ ) = lim lim x∗ (fn,p ), x∗ ∈ G∗ ,

p→∞ n→∞

by an elementary observation we get

k k
1X 1X ∗
x∗∗ (x∗ ) = lim ( lim x∗ (fn,p )) = lim lim x (fn,p ), x∗ ∈ G∗ .
k→∞ k n→∞ k→∞ n→∞ k
p=1 p=1

Let gn,p := (en,p , en,p ), (n, p) ∈ I. We fix n, k ∈ N with k ≤ n and set

k k
1X 1X
fbn,k := fn,p , gbn,k := gn,p .
k k
p=1 p=1

Then
x∗ (fbn,k ) = x∗ (b
gn,k ), x∗ ∈ E2∗ ,
x∗ (fbn,k ) = 0, x∗ ∈ E1∗ ,
k
1 ∗ X 1
|x∗ (b en,p ≤ kx∗ kE1∗ , x∗ ∈ E1∗ .


gn,k )| ≤ x
k k
p=1

Since G∗ = E1∗ × E2∗ with the norm k(x∗1 , x∗2 )k = kx∗1 kE1∗ + kx∗2 kE2∗ , we get

1
kfbn,k − gbn,k k ≤ .
k
474 12 Constructions of function spaces

Hence for any x∗ ∈ E ⊥ and k ∈ N,

1
| lim x∗ (fbn,k )| ≤ lim sup |x∗ (fbn,k − gbn,k )| ≤ .
n→∞ n→∞ k
Thus
x∗∗ (x∗ ) = lim lim x∗ (fbn,k ) = 0, x∗ ∈ E ⊥ ,
k→∞ n→∞

and x∗∗ ∈ E ⊥⊥ . This finishes the proof.

Definition 12.74. Let π : BG∗ → BE ∗ denote the restriction mapping. It follows

from Lemma 12.73 that we can define y ∗∗ : BE ∗ → R as

y ∗∗ (y ∗ ) = x∗∗ (x∗ ), x∗ ∈ π −1 (y ∗ ), y ∗ ∈ BE ∗ .

Lemma 12.75. The function y ∗∗ is a discontinuous strongly affine function of the sec-
ond Baire class on BE ∗ .
Proof. Since x∗∗ : BG∗ → R is a strongly affine Baire-two function and π : BG∗ →
BE ∗ is a perfect mapping, y ∗∗ inherits both these properties by Corollary 5.27 and
Proposition 5.29. If y ∗∗ were continuous, x∗∗ would be continuous on BG∗ , and thus
x∗∗ would be in G. But this contradicts Lemma 12.72.

Lemma 12.76. The Banach space E has the Schur property.

Proof. Assume that there exists a sequence {yj } in E weakly converging to 0 with
kyj k = 1. We want to arrive at a contradiction.
Step 1. Without loss of generality we may assume that there exists a strictly increas-
ing sequence 1 = k1 < k2 < k3 < · · · of natural numbers such that

yj ∈ span{en,p : kj ≤ n < kj+1 , p ≤ n}, j ∈ N.

To achieve this additional condition, we choose ηj > 0, j ∈ N, with ∞

P
j=1 ηj < 1
and inductively perturb vectors yj as follows. In the first step we approximate y1 by
y10 ∈ F such that ky1 − y10 k < η1 . Let k1 = 1 and k2 be such that y10 ∈ span{en,p :
1 ≤ n < k2 , p ≤ n}.
Assuming that y10 , . . . , yj0 and k1 < · · · < kj have been already constructed, we use
the pointwise convergence of {ym } to 0 and find m > j such that
kj n
X X
|e∗n,p (ym )| < ηj+1 .
n=1 p=1

0
We find an element yj+1 ∈ F and kj+1 > kj such that
0
yj+1 ∈ span{en,p : kj ≤ n < kj+1 }
0
and kyj+1 − ym k < ηj+1 .
 12.3 Several examples 475

After finishing this construction, we get the required sequence by normalizing the
vectors yj0 , j ∈ N, and denoting them again as {yj }.
Step 2. Assume that kyj k1 → 0.
Then kyj k2 → 1, without loss of generality kyj k2 > 2−1 for all j ∈ N. For each
j ∈ N we find σ j ∈ Σ such that

gσj (yj ) > 2−1 . (12.33)

We may assume that each σ j satisfies

σ j (n) ≤ n + 1, n ∈ N, (12.34)

(otherwise we would replace σ j by τ j (n) := σ j (n) ∧ (n + 1), n ∈ N).

Since kyj k1 → 0, for a fixed index r ∈ N we have
∞ X
X r ∞
X
lim |e∗n,p (yj )| ≤ lim r sup |e∗n,p (yj )| ≤ lim rkyj k1 = 0.
j→∞ j→∞ j→∞
n=r p=1 n=r 1≤p≤r

Hence we may achieve by choosing another subsequence (still denoted as {yj }) that

kj
∞ X
X 1
|e∗n,p (yj 0 )| < , j ∈ N, j 0 ≥ j. (12.35)
4
n=kj p=1

We define a sequence σ ∈ Σ as follows:

σ(n) := σ j (n) ∨ kj , where j is such that kj ≤ n < kj+1 .

By (12.34), σ is an increasing sequence. Using Step 1, for any j ∈ N we obtain

kj+1 −1 kj −1
X X
gσ (yj ) = gσj (yj ) − e∗n,p (yj ).
n=kj p=σ j (n)

By combining (12.33) and (12.35), we obtain

1
gσ (yj ) ≥ , j ∈ N.
4
Since gσ ∈ E ∗ , this is a contradiction with the requirement that {yj } weakly converge
to 0.
Step 3. Assume that there exists c > 0 such that kyj k1 > c for infinitely many
indices j. We will prove that {yj } contains a subsequence that is equivalent to `1 -
basis (see Definition 10.38), which will yield a contradiction due to Theorem A.9.
476 12 Constructions of function spaces

Without loss of generality, let kyj k1 > c for all j ∈ N. Let c1 , . . . , cm be real
numbers. Since
m
X 
e∗n,p cj yj = e∗n,p ci yi ,


ki ≤ n < ki+1 ,
j=1

we obtain
m
X m
X ∞
X m
X
e∗n,p


cj yj ≥ cj yj 1
= sup cj yj
j=1 j=1 n=1 1≤p≤n j=1

X−1
m kj+1
X
= sup |e∗n,p (cj yj )|
j=1 n=kj 1≤p≤n

m kj+1 −1
X X
= |cj | sup |e∗n,p (yj )|
j=1 n=kj 1≤p≤n
m
X
≥c |cj |.
j=1

This means that {yj } is equivalent to `1 -basis, which concludes the proof.

Theorem 12.77. There exists a metrizable compact convex set X and a strongly affine
function f ∈ B 2 (X) such that
S
• f ∈
/ α<ω1 Aα (X),
• Ac (X) =
S
α<ω1 Aα (X).

Proof. Let E be the Banach space from Construction 12.69 and let X := BE ∗ be
endowed with the w∗ -topology. By Lemma 12.76 and Corollary 12.68, Ac (X) =
∗∗ be the function from Definition 12.74. By Lemma 12.75, y ∗∗
S
α<ω1 Aα (X). Let y
is a strongly affine function contained in B 2 (X) that is not continuous. This finishes
the proof.

S 12.78. The construction leading to Theorem 12.77 shows that neither A2 (X)
Remark
nor α<ω1 Aα (X) is an affinely perfect class of functions. Indeed, the mapping π :
BG∗ → ∗∗ ∗∗ ∗∗
S BE is an affine continuous surjection, x = y ◦ π, x ∈ A2 (BG ) and
∗ ∗
∗∗
y ∈ / α<ω1 Aα (BE ∗ ).
 12.4 Exercises 477

12.4 Exercises
N
Exercise 12.79. Let (Ki , Hi ), i ∈ I, be Bauer simplicial spaces. Prove that i∈I Hi
is a Bauer simplicial space.
Hint. Use Theorem 12.10 and Theorem 12.21.

Exercise 12.80. If H1 , H2 are function spaces on compact spaces K1 and K2 , respec-

tively, and xi ∈ Ki for i = 1, 2, Proposition 12.6(b) shows that

co{µ1 ⊗ µ2 : µi ∈ Mxi (Hi ), i = 1, 2} ⊂ M(x1 ,x2 ) (H1 ⊗ H2 ).

Find an example where the inclusion is strict.

Hint. For i = 1, 2, consider Ki := {ri , si , ti } and Hi := {f ∈ C(Ki ) : 2f (si ) =
f (ri ) + f (ti )}. Then Msi (Hi ) = co{εsi , 21 (εri + εti )}, i = 1, 2. Let K := K1 × K2 ,
H := H1 ⊗ H2 and
1 1 1 1
C := co{εs1 ⊗ εs2 , εs1 ⊗ (εr2 + εt2 ), (εr1 + εt1 ) ⊗ εs2 , (εr1 + εt1 ) ⊗ (εr2 + εt2 )}.
2 2 2 2
Then
C = co{µ1 ⊗ µ2 : µi ∈ Mxi (Hi ), i = 1, 2}
and the measure ε(s1 ,t2 ) ε(r1 ,r2 ) ε(t1 ,r2 )
µ := + +
2 4 4
is contained in M(s1 ,s2 ) (H). But it is not in C, because if this was the case, at least
one of the points (s1 , s2 ), (s1 , r2 ), (r1 , s2 ), (r1 , t2 ) would be charged by µ.
Q
Exercise 12.81. Let Xi , i ∈ I, be compact convex sets, X := i∈I Xi be their
product and πi : X → Xi be the projections. Prove the following assertions:
Q
(a) If Fi ∈ Xi , i ∈ I, are extremal sets, then i∈I Fi is extremal in X.
(b) If F ⊂ X is extremal, then each πi (F ) is extremal.
Q
(c) ext X = i∈I ext Xi .
Q
Hint. If Fi , i ∈ I, are extremal and F = i∈I Fi , let λx + (1 − λ)y ∈ F , where
x = (xi )i∈I , y = (yi )i∈I and λ ∈ (0, 1). For each i ∈ I, λxi + (1 − λ)yi ∈ Fi and
thus xi , yi ∈ Fi . Hence x, y ∈ F and (a) holds.
Let F ⊂ X be extremal and λxj + (1 − λ)yj ∈ πj (F ) for some j ∈ I and
xj , yj ∈ Xj . Let z = (zi )i∈I be such that zj = λxj + (1 − λ)yj . If x, y ∈ X are
defined as ( (
zi , i 6= j, zi , i 6= j,
xi = yi =
xj , i = j, yj , i = j,
then λx + (1 − λ)y = z. Hence x, y ∈ F and xj , yj ∈ πj (F ).
Finally, (c) follows from (a) and (b).
478 12 Constructions of function spaces

Exercise 12.82. Let X := ni=1 Xi , where X1 , . . . , Xn are compact

Q
Q convex sets, and
let F ⊂ X. Prove that the set F is a face if and only if F = i∈I πi (F ) and each
πi (F ) is a face.

Hint. We have to prove that F = ni=1 πi (F ) provided F ⊂ X is a face (the re-

Q
maining assertions follow from Exercise 12.81). Assume first that I = {1, 2} and let
(x1 , x2 ) ∈ π1 (F ) × π2 (F ) be given. Then there exist points y1 ∈ X1 , y2 ∈ X2 such
that (y1 , x2 ), (x1 , y2 ) ∈ F . Then

1 1
((x1 , x2 ) + (y1 , y2 )) = ((x1 , y2 ) + (y1 , x2 )) ∈ F,
2 2
Q
and thus (x1 , x2 ) ∈ F . By induction it follows that F = i∈I πi (F ) whenever I is
finite.

Exercise 12.83. Find compact convex sets X1 , X2 and an extremal set F ⊂ X1 × X2

such that F 6= π1 (F ) × π2 (F ).

Hint. Consider X1 = X2 = [0, 1] and F = {(0, 0), (1, 1)}.

Q
Exercise 12.84. Let Xi , i ∈ I, be compact convex sets, X := i∈I Xi be their
product and πi : XQ → Xi the projections. If F ⊂ X is closed, prove that F is a face
if and only if F = i∈I πi (F ) and each πi (F ) is a closed face.
Q
Hint. We have to verify thatQ F = i∈I πi (F ). We know from Exercises 12.81
and 12.82 that π J (F ) = i∈J π i (F ) for any J ⊂ I finite. Given x = (xi )i∈I ∈
J ∈ F such that π (x) = π (y J ). Then
Q
π
i∈I i (F ), for any J ⊂ I finite we find y J J
J
the net {y }J⊂I finite consists of elements from F and converges to x. Since F is
closed, x ∈ F .

N of ccompact convex sets). Let Xi , i ∈ I, be com-

Exercise 12.85 (Tensor products
pact convex sets and let S( i∈I A (Xi )) be the
N statec space of the product space
c (X ) (see Definition 12.1). We call S(
N
i∈I A i N i∈I A (Xi )) the tensor product of
Xi , i ∈ I, and denoteQit as i∈I Xi .
If x = (xi )i∈I ∈ i∈I Xi , let ⊗i∈I xi := φ(x) where
Y O
φ: Xi → S( Ac (Xi ))
i∈I i∈I
Q N
is the embedding from Definition 4.25. We write b : i∈I Xi → i∈I Xi for the
mapping (xi )i∈I 7→ ⊗i∈I xi .
Prove the following assertions:
(a) The mapping b is a homeomorphic multiaffine mapping (that is, the mapping
Qj 7→ b((yi )i∈I\{j} × xj ) is affine on Xj for each j ∈ I and (yi )i∈I\{j} ∈
x
i∈I\{j} Xi ).
 12.4 Exercises 479
Q N
(b) co(b( i∈I Xi )) = i∈I Xi .
N Q
(c) ext i∈I Xi = b( i∈I ext Xi ).
Q
(d) If T : i∈I Xi → Z is a continuous multiaffine mapping to aNcompact convex set
Z, then there exists a unique continuous affine mapping S : i∈I Xi → Z such
that S ◦ b = T .
Hint. The mapping b Q is continuous since φ is continuous. It is easy to see that it is
multiaffine. If x, y ∈ i∈I Xi differs at a coordinate j ∈ I and fj ∈ Ac (Xj ) sepa-
rates xj and yj , then f := fj ⊗ cQi∈I\{j} Xi is contained in i∈I Ac (Xi ), and thus
N

f separates b(x) and b(y). Hence b is injective, and, consequently, it is a homeomor-

phism. This proves (a). Q
NFromc Proposition 4.26(a) we get assertion (b). If X := i∈I Xi and H :=
i∈I A (X i ), then by Theorem 12.10,
Y Y
ext Xi = ChAc (Xi ) (Xi ) = ChH (X).
i∈I i∈I

Hence, by Proposition 4.26(d),

O Y

ext Xi = b(ChH (X)) = b ext Xi .
i∈I i∈I
Q
To show (d), let T : i∈I Xi → Z be a continuousN multiaffine mapping to a
compact convex set Z. We define a mapping ϕ : ext i∈I Xi → Z as
O
ϕ(s) = T (b−1 (s)), s ∈ ext Xi
i∈I

(the definition is correct by (c)).

c
Q end, let g ∈ A (Z)
We verify the requirements of (iii) in Exercise 10.94. To this
be given. Then N g ◦ T is a continuous multiaffine function on i∈I Xi , and thus there
exists f N∈ Ac ( i∈I Xi ) such that f ◦ b = g ◦ T . (This follows from the fact that
g ◦ T ∈ i∈I Ac (Xi ).) Then
O
g ◦ ϕ = f on ext Xi .
i∈I

Hence both (i1) and (i3) of Theorem 6.32

N are satisfied and Exercise 10.94 provides a
Q affine continuous extension S : i∈I Xi → Z extending ϕ. Hence S ◦ b = T
unique
on i∈I ext Xi .
T on i∈I Xi . To this end, let g ∈ Ac (Z) be arbitrary. As
Q
We claim that S ◦ b =
above, we find f ∈ Ac ( i∈I Xi ) such that f ◦ b = g ◦ T . Then
N

O
g ◦ S = f on ext Xi .
i∈I
480 12 Constructions of function spaces
N
Since both functions are continuous and affine, g ◦ S = f on i∈I Xi . Hence
Y
g(T (x)) = f (b(x)) = g(S(b(x))), x ∈ Xi .
i∈I
Q
It follows that T (x) = S(b(x)) for any x ∈ i∈I Xi .
Q
Exercise 12.86.NKeeping the notation from Exercise 12.85, let X := i∈I Xi . Prove
that Ac (X) ⊂ i∈I Ac (Xi ).

Hint. Since any affine function on X is multiaffine, the assertion follows.

Exercise 12.87. We keep the notation from Exercise 12.85. Prove the following as-
sertions:
N
(a) The set i∈I Xi is a simplex if and only if all sets Xi are simplices.
N
(b) Assume that every set Xi is a simplex. Prove that the tensor product i∈I Xi
is a unique compact convex set Y (up to an affine homeomorphism) with the
following properties:
Q
i∈I Xi → Y such that
• There exists a continuous multiaffine mapping m :
Q
Y = co m( i∈I Xi ).

Q every compact convex set Z and a continuous multiaffine mapping T :

For
•

i∈I Xi → Z there exists a continuous affine mapping S : Y → Z such

that S ◦ m = T .

Hint. If each Xi is a simplex, H := i∈I Ac (Xi ) is a simplicial function space by

N
Theorem 12.21(a). Further,
O O
Ac (H) = Ac (Ac (Xi )) = Ac (Xi ) = H,
i∈I i∈I

and thus S(H) = S(Ac (H)) is a simplex by Theorem 6.54.

c (X ) and X :=
N Q
N Conversely, let H denote the function space i∈I A i i∈I Xi . If
i∈I Xi is a simplex and j ∈ I is fixed, choose xi ∈ ext Xi for i ∈ I \ {j}. Then

F := Xj × (xi )i∈I\{j}

is a face of X (seeN Exercise 12.84) that is affinely homeomorphic to Xj . Then b(F )

is a closed face of i∈I Xi .
Indeed, b(FN ) is obviously closed and convex. To check the extremality of b(F ),
1
let µ ∈ M ( i∈I Xi ) be carried by b(X) and represent b(x) for x ∈ F . Then
ν := (b−1 )] µ is an H-representing measure for x (see Proposition 4.28(a)). Since
Ac (X) ⊂ H by Exercise 12.86, ν is an Ac (X)-representing measure for x. Hence ν
is carried by F because F is a faceNof X and consequently µ is carried by b(F ). By
Exercise 6.82, b(F ) is extremal in i∈I Xi .
 12.4 Exercises 481

Now, we use Exercise 6.85 to get that b(F ) is a simplex. Since b is an affine
homeomorphism on F , the set F , and consequently Xj , is a simplex.
N Q
To verify (b), denote Z := i∈I Xi and X := i∈I Xi . Let Y be a compact con-
vex set for which there exists a multiaffine mapping m : X → Y with the properties
We notice that m is injective by the second property of Y . We claim that
listed in (b).Q
ext Y ⊂ m( i∈I ext Xi ).
Indeed, since Y = co Qm(X), ext Y ⊂ m(X) by Theorem 2.43. Now it is easy to
verify that ext Y ⊂ m( i∈I ext Xi ).
Consider the multiaffine mapping b : X → Z from Exercise 12.85. By the as-
sumption there exists a continuous affine mapping S : Y → Z such that S ◦ m = b.
Then Y Y




S(ext Y ) ⊂ S m ext Xi = b ext Xi = ext Z
i∈I i∈I

by Exercise 12.85(c). Since b is injective, S is injective on ext Y as well.

Further,

S(Y ) ⊃ S(co m(X)) = co S(m(X)) = co b(X) ⊃ ext Z.

Hence S(Y ) ⊃ Z and thus S(ext Y ) = ext Z (see Proposition 2.72).

Since Z is a simplex by (a), Theorem 10.59(b) yields that ϕ is an affine homeomor-
phism.

Exercise 12.88. Let E1 , E2 be sets and g : E1 × E2 → R. Prove that the following

assertions are equivalent:
(i) g depends on at most one coordinate (that is, g = g1 ⊗ cE2 for g1 : E → R or
g = cE1 ⊗ g2 for g2 : E2 → R),
(ii) (g ∨ λ)(x1 , x2 ) + (g ∨ λ)(y1 , y2 ) = (g ∨ λ)(x1 , y2 ) + (g ∨ λ)(y1 , x2 ) for all
x1 , y1 ∈ E1 , x2 , y2 ∈ E2 and λ ∈ R.

Hint. If g depends on at most one coordinate, then it clearly satisfies the condition in
(ii).
Conversely, assuming that (ii) holds for g, let x1 , y1 ∈ E1 , x2 , y2 ∈ E2 be fixed.
Using (ii) we get

g(x1 , x2 ) + g(y1 , y2 ) = g(x1 , y2 ) + g(y1 , x2 ). (12.36)

Using the assumption again with λ := g(x1 , y2 ) ∨ g(y1 , x2 ) we obtain

g(x1 , x2 ) ∨ g(y1 , y2 ) ≤ g(x1 , y2 ) ∨ g(y1 , x2 ).

By symmetry,
g(x1 , y2 ) ∨ g(y1 , x2 ) ≤ g(x1 , x2 ) ∨ g(y1 , y2 ).
482 12 Constructions of function spaces

Therefore, in view of (12.36), we have

{g(x1 , x2 ), g(y1 , y2 )} = {g(x1 , y2 ), g(y1 , x2 )}. (12.37)

Suppose that there exists x2 ∈ E2 such that x 7→ g(x, x2 ) is not constant on E1 .

We fix an arbitrary element x1 ∈ E1 and take y1 ∈ E1 with g(x1 , x2 ) 6= g(y1 , x2 ).
It follows from (12.37) that g(x1 , x2 ) = g(x1 , y2 ) for all y2 ∈ E2 . Thus g does not
depend on the second coordinate.

Exercise 12.89. Let F be an affinely independent set in a vector space E and g : F →

R. Then there exists an affine function h : E → R such that h = g on F .

Hint. First define h on the affine span of F and then extend it to E.

Exercise 12.90. If X is a compact convex set and A ⊂ Ac (X), we denote by s(A)

the set of all f ∈ A with the following property: given λ ∈ R and a finite subset
F ⊂ ext X, there exists an affine function h : X → R such that h = f ∨ λ on F .
Let X1 , X2 be compact convex sets. We identify Ac (X1 ) with the subspace {f ⊗
cX2 : f ∈ Ac (X1 )} of Ac (X1 × X2 ). Analogously we consider Ac (X2 ) as a subspace
of Ac (X1 × X2 ).
Let A ⊂ Ac (X1 × X2 ). Prove that s(A) ⊂ Ac (X1 ) ∪ Ac (X2 ).

Hint. Let Ei := ext Xi , i = 1, 2. We claim that, for each f ∈ s(A), the function
g := f |E1 ×E2 satisfies (ii) of Exercise 12.88.
Indeed, for fixed xi , yi ∈ Ei , i = 1, 2, and λ ∈ R we take an affine function
h : X1 × X2 → R with

h(z) = g(z) ∨ λ, z ∈ {(x1 , x2 ), (y1 , y2 ), (x1 , y2 ), (y1 , x2 )}.

Then
1 1
(h(x1 , x2 ) + h(y1 , y2 )) = (h(x1 , y2 ) + h(y1 , x2 )),
2 2
and so the claim is proved.
It follows from Exercise 12.88 that g depends on at most one variable. Since f is
affine and continuous, an application of the Krein–Milman theorem 2.22 yields the
assertion.
Q
Exercise 12.91. Let Xi , i ∈ I, be compact spaces and X := i∈I Xi . If f : X → R
is continuous and separately constant, then it is constant.

Hint. Assume that f ∈ C(X) is a separately constant function that is nonconstant.

Let x, y ∈ X and ε > 0 be such that |f (x)−fQ(y)| > ε. We
Q find a basic neighborhood
U of y such that diam f (U ) < ε. Let U = j∈J Uj × i∈I\J Xi , where J ⊂ I is
 12.4 Exercises 483

finite and Uj ⊂ Xj are open, j ∈ J. If J = {j1 , . . . , jm }, let xk ∈ X, 1 ≤ k ≤ m,

be defined as
x1 := (yj1 ) × (xi )i∈I\{j1 } ,
x2 := (yj1 , yj2 ) × (xi )i∈I\{j1 ,j2 } ,
..
.
xm−1 := (yj1 , . . . , yjm−1 ) × (xi )i∈I\{j1 ,...,jm−1 } ,
xm := (yj1 , . . . , yjm ) × (xi )i∈I\{j1 ,...,jm } .
By the assumption,

f (x) = f (x1 ) = f (x2 ) = · · · = f (xm ).

Since xm ∈ U , |f (x) − f (y)| < ε, which is a contradiction.

Exercise 12.92. If X is a compact convex set, we denote by V(X) the family of all
linear subspaces A ⊂ Ac (X) with s(A) = A that contain a nonconstant function and
are maximal with respect to inclusion. If Xi , i ∈ I,Qare compact convex sets, we
consider the spaces Ac (Xi ), i ∈ I, as subspaces of Ac ( i∈I Xi ) as in Exercise 12.90.
If Xi , i ∈ I, are compact convex sets with ext Xi affinely independent, then
Y

V Xi = {Ac (Xi ) : i ∈ I}.
i∈I
Q
Hint. We denote X := i∈I Xi . Given A ∈ V(X), let f ∈ A be a nonconstant
function. Exercise 12.91 provides a coordinateQj ∈ I such that f is nonconstant with
respect to the coordinate j. We denote Y := i∈I\{j} Xi and apply Exercise 12.90
to Xj and Y to get f ∈ Ac (Xj ). It follows also from Exercise 12.90 that any other
function g ∈ A is also contained in Ac (Xj ). Indeed, if g ∈ A \ Ac (Xj ), then g ∈
Ac (Y ) by Exercise 12.90, but

/ Ac (Xj ) ∪ Ac (Y ).
f +g ∈

Hence A ⊂ Ac (Xj ). Since A is maximal with respect to inclusion and Ac (Xj )

satisfies s(Ac (Xj )) = Ac (Xj ) by Exercise 12.89, A = Ac (Xj ).
Conversely, any Ac (Xj ) is an element of V(X). Indeed, any Ac (Xj ) is a linear
subspace containing a nonconstant function that satisfies s(Ac (Xj )) = Ac (Xj ) by
Exercise 12.89. IfQA ⊂ Ac (X) contains Ac (Xj ) and possesses the same properties,
we denote Y := i∈I\{j} Xi and pick an arbitrary nonconstant function g ∈ A. If
g∈/ Ac (Xj ), we apply Exercise 12.90 to Xj and Y to get g ∈ Ac (Y ). Then we select
a nonconstant function f ∈ Ac (Xj ) and observe that

/ Ac (Xj ) ∪ Ac (Y ),
f +g ∈

which is a contradiction. Hence A = Ac (Xj ) and the assertion follows.

484 12 Constructions of function spaces

Exercise 12.93. Find a metrizable compact convex set X such that ext X is a closed
affinely independent set and X is not a simplex.
Hint. Consider K := [0, 1] ∪ {2} and
 Z 1 Z 1 
H := f ∈ C(K) : f (2) = 2tf (t) dt = 2(1 − t)f (t) dt .
0 0

If X is the state space S(H) of H and φ : K → X is the evaluation mapping, then X

is not a simplex because the point φ(2) has two different measures carried by φ(K).
Further, ext X = φ(ChH (K)) is closed. On the other hand, given a finite set F ⊂ K,
it is not difficult to find a function f ∈ H that has at points of F prescribed values. It
follows that ext X is an affinely independent set.

Exercise 12.94. Let Xi , i ∈ I, and Yj , j ∈ J, be compact

Q convex sets Qwhose sets
of extreme points are affinely independent. Let X = i∈I Xi , Y = j∈J Yj and
ϕ : X → Y be an affine homeomorphism. Then there exist a bijection b : I → J and
affine homeomorphisms ϕi : Xi → Yb(i) , i ∈ I, such that

ϕ((xi )i∈I ) = (ϕi (xi ))i∈I , x ∈ X.

Hint. Let T : Ac (Y ) → Ac (X) be the positive isometric isomorphism given by the

mapping ϕ, that is, T g = g ◦ ϕ, g ∈ Ac (Y ). Then T provides a bijection between
V(Y ) and V(X). By Exercise 12.92, any element of V(X) or V(Y ) can be uniquely
identified with some Ac (Xi ) or Ac (Yj ), respectively.
For i ∈ I, let b(i) ∈ J be the unique index such that T (Ac (Yb(i) )) = Ac (Xi ). By
the reasoning above, b : I → J is indeed a bijection and T : Ac (Yb(i) ) → Ac (Xi )
is a positive isometric isomorphism. Hence there exists an affine homeomorphism
ϕi : Xi → Yb(i) such that

(g ⊗ cQj∈J\{b(i)} Yj ) ◦ ϕ = (g ◦ ϕi ) ⊗ cQk∈I\{i} Xk , g ∈ Ac (Yb(i) ).

Then, for any g ∈ Ac (Yb(i) ), we have

g((ϕ(x))b(i) ) = (g ⊗ cQj∈J\{b(i)} Yj )(ϕ(x))

= ((g ◦ ϕi ) ⊗ cQk∈I\{i} Xk )(x)
= g(ϕi (xi )).
Hence
(ϕ(x))b(i) = ϕi (xi ) for any i ∈ I,
and thus
ϕ((xi )i∈I ) = (ϕi (xi ))i∈I , (xi )i∈I ∈ X.
This concludes the argument.
 12.4 Exercises 485

Exercise 12.95. There exist compact convex sets X1 , X2 , Y1 , Y2 such that X1 × X2 is

affinely homeomorphic to Y1 × Y2 and neither X1 nor X2 is affinely homeomorphic
to Y1 or Y2 .

Hint. Consider X1 = [0, 1], X2 = [0, 1]3 , Y1 = [0, 1]2 , Y2 = [0, 1]2 .

Exercise 12.96. Let (KiS

, pij )i,j∈I be an inverse system of compact spaces and let
K = lim Ki . Prove that i∈I {f ◦ πi : f ∈ C(Ki )} is dense in C(K).
←

Hint. This follows, for S

example, from the lattice version of the Stone–Weierstrass
theorem A.30. Indeed, i∈I {f ◦ πi : f ∈ C(Ki )} is a vector space and a lattice
containing constant functions and separating points of K.

Exercise 12.97. Let {Xi }i∈I be a down-directed

T family of nonempty simplices in a
locally convex space E. Prove that i∈I Xi is a simplex as well.
T
Hint. Since {Xi }i∈I is down-directed, X := i∈I Xi is a nonempty compact convex
set. Let f1 , f2 , g1 , g2 ∈ Ac (X) be such that f1 ∨ f2 < g1 ∧ g2 on X. By Lemma 2.34
we may assume that these functions are defined on the whole space E. An easy
compactness argument provides an index i ∈ I such that f1 ∨ f2 < g1 ∧ g2 on
Xi . Using Theorem 6.16 we find a function h ∈ Ac (Xi ) such that f1 ∨ f2 < h <
g1 ∧ g2 on Xi . Then the same inequalities hold on X, and thus X is a simplex by
Theorem 6.16.

S increasing sequence {Xn } of simplices in a locally convex

Exercise 12.98. Find an
space such that X := ∞ n=1 Xn is compact and not a simplex.

Hint. Consider K := [−1, 1] and the function space

 Z 0 Z 1 
H := f ∈ C(K) : f = f (0) = f .
−1 0

Let X := S(H) and π : M(K) → H∗ be as in Definition 4.25. Then X is not a

simplex (see Theorem 6.54). Let Kn := K \ (−n−1 , n−1 ) and Xn := π(M1 (Kn )),
n ∈ N (here M1 (Kn ) is considered as a subset of M(K)). Since {h|Kn : h ∈ H} =
C(Kn ) for each n ∈ N, π is injective on M1 (Kn ), and thus Xn is a Bauer simplex.
To finish the proof it is enough to show that ∞
S
n=1 Xn is dense in X. Given s ∈ X,
let µ ∈ M1 (K) be such that π(µ) = s. Find measures µn ∈ M1 (Kn ), n ∈ N, such
that µn → µ. Then π(µn ) → π(µ), as needed.

Exercise 12.99. Find an example of an inverse sequence {(Kn , Hn ), pnm } of non-

simplicial function spaces such that its limit lim Hn is simplicial.
←
486 12 Constructions of function spaces

Hint. Consider a sequence {qn } of distinct real numbers converging to 0. For n ∈ N,

let Kn := {0} ∪ {qn , −qn : n ∈ N} and
Hn := {f ∈ C(Kn ) : 2f (0) = f (−qi ) + f (qi ), i ≥ n}.
Let pnm : Km → Kn be the identity mapping. Then ChHn (Kn ) = Kn \ {0}, Hn are
not simplicial and {(Kn , Hn ), pnm )} is an inverse sequence. If (K, H) is the limit of
this sequence, it is easy to verify that ChH (K) = K and thus H is simplicial.
Exercise 12.100. Find an example of an inverse sequence {(Kn , Hn ), pnm } of func-
tion spaces with pnm (ChHm (Km )) = ChHn (Kn ) and points xn ∈ Kn \ ChHn (Kn )
such that (xn )n∈N is in the Choquet boundary of lim Hn . Thus Theorem 12.36(b)
←
does not hold without the assumption of simpliciality.
Hint. Consider the inverse sequence from Exercise 12.99 and the point (0, 0, 0, . . . ).

12.5 Notes and comments

Products and inverse limits of compact convex sets were considered by many authors.
The techniques and results of Subsections 12.1.A, 12.1.B, 12.1.D, 12.2.A, 12.2.B and
12.2.C appeared in C. J. K. Batty [32], E. Behrends and G. Wittstock [49], E. B. Davies
and G. F. Vincent-Smith [132], M. W. Grossman [202] and [203], A. Hulanicki and
R. R. Phelps [241], F. Jellett [249], A. J. Lazar [292], I. Namioka and R. R. Phelps
[352], G. Winkler [473], Z. Semadeni [414]. We follow the exposition of the paper
M. Kačena [252].
Lemma 12.7 is proved in C. J. K. Batty [32], Corollary 3. Theorem 12.10 can be
found in E. B. Davies and G. F. Vincent-Smith [132], A. J. Lazar [292], M. W. Gross-
man [203] and M. Kačena [252] as Theorem 3.42.
Theorem 12.13 was proved in E. Behrends and G. Wittstock [49] for simplices; its
general form is from C. J. K Batty [32]. We would like to mention a question related
to Theorem 12.21(b); namely, whether the assertion holds without simpliciality.
Problem 12.101. Is it true that Ac ( i∈I Hi ) = i∈I Ac (Hi )?
N N

Subsection 12.1.C follows the paper by A. J. Lazar [293]. The results of Subsec-
tion 12.1.D can be found in E.B. Davies and G. F. Vincent-Smith [132] and A. J. Lazar
[293]. Theorem 12.34 is in F. Jellett [249] and E. B. Davies and G. F. Vincent-Smith
[132], Theorem 12.36 appears in E. B. Davies and G. F. Vincent-Smith [132], F. Jellett
[249] and M. W. Grossman [203].
Subsection 12.2.D follows the techniques of the paper A. J. Lazar and J. Linden-
strauss [296], where they provided an isometric classification of L1 -preduals (see also
J. Lindenstrauss and D. E. Wulbert [308], A. J. Lazar and J. Lindenstrauss [295] and
M. Zippin [479]). Lemma 12.38 is from E. A. Michael and A. Pelczynski [344]),
Corollary 12.46 is mentioned in J. Lindenstrauss, G. Olsen and Y. Sternfeld [307].
 12.5 Notes and comments 487

The Poulsen simplex was constructed in E. T. Poulsen [376]. Its properties were
proved in J. Lindenstrauss, G. Olsen and Y. Sternfeld [307] using an idea of W. Lusky
who showed in [326] the uniqueness of the Gurari space (a separable L1 -predual that
contains an isometric copy of every other separable L1 -predual). Besides the proper-
ties of the Poulsen simplex S showed in Subsection 12.3.A, we mention the fact that
ext S is homeomorphic to `2 (see [307], Theorem 3.1). We also refer the reader to the
survey paper by W. Lusky [328] (see also [327]).
The construction of simplices with a dense set of extreme points can be also done in
a nonseparable setting as W. Lusky in [329] showed. He proved that for any simplex
X there exists a simplex S of the same density as X with dense set of extreme points
such that X is affinely homeomorphic to a face of S. Moreover, there is an affine
retraction of S onto X. In [330] he proved that Poulsen-like simplices of higher
densities are not unique, precisely, for every cardinal κ ≥ ℵ0 there exist simplices
S1 , S2 of density κ such that they have dense set of extreme points and they are not
affinely homeomorphic.
The representation of metrizable simplices by means of inverse limits can be re-
worded in terms of representing matrices. Let X := lim Xn , where {Xn } are
←
(n − 1)-simplices. For each n ∈ N, let ϕn : Xn → Xn−1 be the affine sur-
jection pn,n−1 . Inductively we choose vertices e1 , . . . , en of Xn that are mapped
PnXn−1 . The remaining vertex en+1 of Xn is mapped onto a point
onto vertices of
ϕn (en+1 ) = i=1 ai,n ϕn (ei ), where a1,n , . . . , an,n are coefficients of the convex
combination. The matrix
 
a1,1 a1,2 a1,3 . . .
 0 a2,2 a2,3 . . .
A= 0
 
 0 a3,3 . . . 
.. .. .. ..
. . . .

is the representing matrix of X and X can be recovered from A. Representing ma-

trices were presented in A. J. Lazar and J. Lindenstrauss [296] for a classification of
L1 -preduals. The question of characterizing spaces via representing matrices is not
yet fully resolved. A characterization of the Poulsen simplex is proved in J. Linden-
strauss, G. Olsen and Y. Sternfeld [307] and a characterization of Bauer simplices,
as well as some other results, are in Y. Sternfeld [438]. A characterization of Bauer
simplices with the set of extreme points being extremally disconnected can be found
in A. J. Lazar and J. Lindenstrauss [296], Theorem 5.1, and Y. Sternfeld [438], Theo-
rem 4.1 (see also A. B. Hansen and Y. Sternfeld [211].)
It follows from the mentioned results that L1 -preduals are very close to the space
c
A (X) on a simplex X. It is proved in A. J. Lazar and J. Lindenstrauss [296], The-
orem 5.5, that any separable L1 -predual is 1-complemented in Ac (X) for a suitable
metrizable simplex X. W. Lusky [331] proved this assertion without the assumption
of separability.
488 12 Constructions of function spaces

The question of “how far” are spaces of affine continuous functions on simplices
from C(K) spaces was studied in Y. Benyamini and J. Lindenstrauss [52], where
they constructed a metrizable simplex X such that Ac (X) is not complemented in
any C(K) space. A result due to W. Lusky [332] asserts that any separable complex
L1 -predual is 1-complemented in a suitable C ∗ -algebra. The question of comple-
mentability of the space H(U ) is studied in J. Spurný [429]; nevertheless, the follow-
ing problem seems to be open.
Problem 12.102. Does there exist a bounded open set U ⊂ Rd such that H(U ) is not
complemented in any C(K) space?
A paper by M. Bačák and J. Spurný [28] shows that the question of comple-
mentability of the space Ac (X) on a simplex X cannot be determined by topological
properties of ext X.
It was proved in M. Zippin [479] that any separable L1 -predual E contains a 1-
complemented isometric copy of c0 . If E has nonseparable dual, then it contains an
isometric copy of C({0, 1}N ) (see A. J. Lazar and J. Lindenstrauss [296]). A paper by
I. Gasparis [192] provides a unified approach to both of these results.
A result of D. A. Edwards [159] says that any metrizable simplex is affinely home-
omorphic to the intersection of a decreasing sequence of Bauer simplices. Unfortu-
nately, the proof has a slight gap which is filled in D. A. Edwards, O. Kalenda and
J. Spurný [160].
Subsection 12.3.B follows the paper by M. Talagrand [446], we only changed the
incorrect Lemma 3 in [446]. (Following the notation of [446], take L := [0, 1] and let
A be the space of affine functions on L. If we construct L0 and A0 as in [446], then
Ac (A0 ) = A0 and any measure carried by L0 \ L is A0 -maximal. Hence the point 21
has many A0 -maximal representing measures and thus A0 does not satisfy the Riesz
interpolation property.) The following problem on strongly affine functions seems to
be open.
Problem 12.103. Let f be a Borel strongly affine function on a compact convex set X
such that f = 0 on ext X. Is f = 0 on X?
We do not know the answer even for functions of the first Borel class (see Sec-
tion 5.3).
Problem 12.104. Let f be a strongly affine function on a compact convex set X such
that f ∈ Bof1 (X, R) and f = 0 on ext X. Is f = 0 on X?
Subsection 12.3.C is taken from M. Talagrand [447].
Exercises 12.80, 12.99 and 12.100 are from M. Kačena [252]. Exercises 12.85,
12.86 and 12.87 can be found in E. Behrends [50] and E. Behrends and G. Wittstock
[49] (see also Z. Semadeni [413]). Exercises 12.88–12.95 originate from the problem
posed in Z. Lipecki [309] and are contained in Z. Lipecki, V. Losert and J. Spurný
[310]. The result of Exercise 12.97 can be found in V. Borovikov [76].
Chapter 13
Function spaces in potential theory and the
Dirichlet problem

One of the most important motivations for the theory of function spaces comes from
potential theory. A typical task of potential theory is to find a harmonic function h
on a bounded open set U ⊂ Rd which continuously extends the given boundary data
f ∈ C(∂U ). This is the Dirichlet problem. Its reformulation in terms of function
spaces is to extend f ∈ C(∂U ) to g ∈ H(U ), where H(U ) is the function space of
all g ∈ C(U ) which are harmonic on U . If U is regular, then there exists a (unique)
continuous extension operator F : C(∂U ) → H(U ). For other than regular sets the
matter is more subtle and leads to interesting developments of potential theory. Here
the methods of Choquet’s integral representation theory find numerous applications.
It is also inspiring to observe the parallel between behavior of classes of harmonic
(superharmonic) functions and classes of affine (concave) functions.
Since basic properties of harmonic functions like minimum principles or conver-
gence properties are also shared by other PDE’s, it is possible to study parallel “po-
tential theories” associated with these equations. It seems quite natural that starting
from 1950’s several unifying axiomatic theories were developed.
The Laplace equation can be investigated by methods which can be generalized to
other elliptic equations and also the studies of the heat equation (and other parabolic
equations) yield foundations for thoughts in spirit of potential theory. We want to
present some results in a generality involving the parabolic potential theory. For this
purpose we give an essential part of our exposition in the general framework of har-
monic spaces, not to double our effort in listing definitions and results. On the other
hand, we believe that without serious difficulties, a reader can follow the “Laplace
equation line” reading the phrase “Y is a Bauer harmonic space” as “Y is a bounded
reference domain in R2 or Rd with d ≥ 3” and interpreting all the notions classically
(in the sense which the adjective “classical” relates to the Laplace equation).
Already the theory of function spaces, one of the major themes of our book, can
serve as some kind of axiomatic approach to potential theory. For application of func-
tion spaces to potential theory, it is specific that not a single function space, but a
whole family of function spaces is considered (namely, the family of spaces H(U )
where U runs through the system of all relatively open subsets of Y ). In correspon-
dence with the tradition of harmonic spaces, as a primitive notion we use the sheaf of
“function spaces” on open sets rather than on their closures.
490 13 Function spaces in potential theory and the Dirichlet problem

Now, we describe briefly the contents of this chapter. In Section 13.1, the Dirich-
let problem, one of the central subject of potential theory, is treated. Solution of the
Dirichlet problem is defined by means of balayage on the complement of the set in
question. This enables us to give a sense to Dirichlet problem for non-open domains.
The characterization of regular boundary points, Theorem 13.5, relates boundary be-
havior of the solutions with thinness. Balayage on the essential base of the comple-
ment gives in Subsection 13.1.A rise to another type of solution, which may be, for
instance, for parabolic potential theory different. In Section 13.2, basic geometric,
potential theoretic as well as topological properties of the set of regular points are
summarized with a special emphasis on classical and parabolic potential theories. We
show the characterization of regular points in terms of barriers (Proposition 13.16),
present examples of regular and irregular behavior for the Laplace equation (Exam-
ples 13.18) and for the heat equation (Examples 13.25). We discuss Borel type of the
set of regular points (Theorem 13.19 and Proposition 13.21) and use Evans’ potential
in Lemma 13.22 to prepare a tool for solution methods (Theorem 13.23).
In Section 13.3, function spaces and function cones related to harmonic and super-
harmonic functions are studied. In order to cover various important situations at one
stroke, relatively compact open sets usually considered are replaced by much more
general relatively compact coanalytic sets. An interplay between functional analysis
and potential theory is illustrated by the characterization of the Choquet boundary
and maximal representing measures of function spaces and function cones studied.
We treat the classical Laplace case and the version for Bauer harmonic spaces sepa-
rately. The “Laplace line” culminates in Theorems 13.33–13.35, whereas the abstract
counterpart, applicable to parabolic potential theory, is Theorem 13.41. In Theorem
13.50 we show that H(U )-concavity forces continuity on U , which illustrates that
there is a surprising difference between superharmonicity and H(U )-concavity. The-
orem 13.55 shows that separation properties in convex analysis cannot be extrapolated
to potential theory.
In Section 13.4, various solution methods for the Dirichlet problem are described.
The Perron–Wiener–Brelot method defined by means hyperharmonic upper functions
is recalled in Subsection 13.4.A, in particular, we present Brelot’s resolutivity theorem
13.61. Cornea’s method based on the notion of controlled convergence (not discussed
in a book form before) is treated in Subsection 13.4.B. In Theorem 13.80 we show
that C-resolutivity of continuous functions implies C-resolutivity of resolutive (in
PWB sense) functions. In the context of classical potential theory it makes it possible
to produce the Perron–Wiener–Brelot solution of the generalized Dirichlet problem
using harmonic upper functions only. The method brings a new perspective for under-
standing resolutive functions. Various versions of the Wiener type solution are studied
in Subsection 13.4.C. The classical Wiener result is described in Theorem 13.85 in
combination with Proposition 13.86. The Wiener method has its limitations, Bauer’s
example (Example 13.87) shows the failure of regular exhaustions in parabolic po-
 13.1 Balayage and the Dirichlet problem 491

tential theory. Fortunately, some variants of the Wiener method are available also for
the general case. Existence of fine regular exhaustion is shown in Corollary 13.96. In
Subsection 13.4.E, a partial differential equations approach to the Dirichlet problem,
based on weak solutions in Sobolev spaces, is explained and its relation to Perron–
Wiener–Brelot solution is shown. Theorem 13.99 shows an existence and uniqueness
of the solution of the Dirichlet problem with continuous boundary data treated in the
sense of traces.
Special different solution methods known for construction of a solution of the
Dirichlet problem lead to the following important question: What is a reasonable
generalization of the classical Dirichlet problem and to what extent it is uniquely de-
termined? This uniqueness question, not previously treated in standard textbooks
devoted to potential theory, has to do with an operator extension approach to the
Dirichlet problem using the notion of a Keldysh operator. The clue to the solution
of the problem when there is exactly one Keldysh operator is shown to be intimately
connected with the Choquet theory. This approach opens a way to understanding why
uniqueness holds for Laplace equation case (or for other elliptic situations) and does
not hold for the parabolic potential theory. Our presentation in Section 13.5 starts with
the fundamental Keldysh lemma on exposing function (Proposition 13.103). Then,
abstract tools in lattice setting are developed in Subsection 13.5.A. The uniqueness
result for the Laplace equation is Theorem 13.115 in Subsection 13.5.B. Theorem
13.128, which clarifies the situation in harmonic spaces, is presented in Subsection
13.5.C.
Throughout this chapter, Y will be the “entire space” on which our potential-theo-
retic thoughts will be developed. This may be the Euclidean space Rd , d ≥ 3, for the
Laplace equation, or a bounded open subset of R2 for the two-dimensional Laplace
equation (actually, what we need is the existence of the Green function on Y ). For
application to the heat equation, Y will be the space Rd+1 . Finally, Y may be a general
Bauer harmonic space. We always alert (mostly at the beginning of a subsection) if
the corresponding exposition concerns only a specific potential theory (for example,
the Laplace equation).
Our exposition follows terminology, notation and material presented in Appendix,
Sections A.6–A.8.

13.1 Balayage and the Dirichlet problem

Let U be a relatively compact open set of a Bauer harmonic space Y , f ∈ C(∂U ) and
h ∈ H (U ) (this means, h is harmonic in U ). We say that h is a classical solution of
the Dirichlet problem (on U ) with boundary data f if

lim h(x) = f (z).

x→z, x∈U
492 13 Function spaces in potential theory and the Dirichlet problem

Recall that a set U ⊂ Y is called regular if U is relatively compact, open, ∂U 6= ∅,

for each f ∈ C(∂U ) the Dirichlet problem with boundary data f has a unique classical
solution Hf , and the solution operator f 7→ Hf is positive (this means, f ≥ 0 on ∂U
implies that Hf ≥ 0 on U ). The classical solution defines a kernel

x 7→ µU
x, x ∈ U,

where µU
x is defined by

µU
x (f ) = Hf (x), f ∈ C(∂U ).

The balayage theory offers a possibility to generalize the Dirichlet problem to other
c
than regular sets. Namely, by Corollary A.193, µVx = εVx if V is regular and x ∈ V .
V c
However, the kernel x 7→ εx is well defined not only for irregular open set, but even
for sets not being open at all.

Definition 13.1 (Solution of the Dirichlet problem). Given a relatively compact set U
in Y , we abbreviate
Uc
µUx := εx , x ∈ U.
We omit the superscript U if the set U is fixed.
Suppose that U ⊂ Y is a relatively compact nonempty set. From Theorem A.198
we know that ∂U 6= ∅. Let f : ∂U → R be a function. If the function
Z
x 7→ f dµx , x ∈ U,
∂U

is well defined and finite, it is called the solution of the Dirichlet problem on U with
boundary data f and denoted by Hf . If the set U on which we solve the Dirichlet
problem is not clear from the context, we use the notation H U f . Notice that the
measure µx is a probability measure carried by ∂U according to Theorem A.198.
Since the solution is defined by means of a positive kernel, the operator H is positive.
Note that for p ∈ P we have
c c
b U = RU
Hp = R on U.
p p

The first equality is just the result of our definitions whereas the second one follows
from Theorem A.195.
If the set U is open, then the solution Hf of the Dirichlet problem is harmonic
whenever it is well defined. We will prove it later (Theorem 13.66; see also H. Bauer
[40], Korollar 4.2.1). For the time being, we only note that Hf is harmonic whenever
f ∈ C(∂U ); namely, this follows directly from the density of P − P in C(∂U ).
The next proposition shows that Hf coincides with the classical solution of the
Dirichlet problem whenever the latter exists, even if U is irregular.
 13.1 Balayage and the Dirichlet problem 493

Proposition 13.2. Let U ⊂ Y be relatively compact and open and h ∈ H(U ). Then
h = Hh on U .

Proof. Fix x ∈ U . Let {Vn } be an exhaustion of U by an increasing sequence of open

sets, this means that V n ⊂ U and Vn % U . We may assume that x ∈ V1 . Since h
Vc
is harmonic, εxn (h) = h(x) by Theorem A.194. Now, by Corollary A.200, we have
Vc c Uc
εx n → εU x and thus also εx (h) = h(x).

Proposition 13.3. Let U ⊂ Y be relatively compact and open and p ∈ P. Then Hp

is the greatest harmonic minorant of p in U .
∗
Proof. Obviously Hp is a harmonic minorant of p. If u ∈ H + (Y ) and u ≥ p on
U c , then by the minimum principle (Theorem A.160), u majorizes each harmonic
minorant of p in U . Thus, Hp = R bpU c |U is the greatest harmonic minorant of p in
U.

Definition 13.4 (Regular and irregular points). Let U ⊂ Y be relatively compact. A

point z ∈ ∂U is termed a regular boundary point of U if

lim Hf (x) = f (z) for each f ∈ C(∂U ).

x→z, x∈U

Clearly, a point z is regular if and only if µx → εz as x → z, x ∈ U . We denote by

∂ reg U the set of all regular points for U . Points from ∂ irr U := ∂U \ ∂ reg U are called
irregular.
If U is compact, then regular points in the sense of our definition are called stable
points.
Obviously, a relatively compact open set U is regular if and only if each point of
∂U is regular.

Theorem 13.5. Let U ⊂ Y be relatively compact. Then ∂ reg U = U ∩ b(U c ).

Proof. If z ∈ U ∩ b(U c ), then for each p ∈ P we have

bU c (z) ≤ lim inf R

p(z) = R bU c (x) ≤ lim inf R
bU c (x) = lim inf Hp(x)
p x→z p p
x→z, x∈U x→z, x∈U

≤ lim sup Hp(x) ≤ p(z).

x→z, x∈U

Using the density of P − P in C(U ) (Proposition A.169) we obtain that z is regular.

Conversely, if z ∈ U \ b(U c ), then there exists p ∈ P such that RbU c (z) < p(z) and
p
thus
c
lim inf Hp(x) = lim inf RpU (x) = R bpU c (z) < p(z).
x→z, x∈U x→z, x∈U
494 13 Function spaces in potential theory and the Dirichlet problem

Here, the first equality follows form Theorem A.195, for the second equality we used
(A.6) in Definition A.190, and the fact that p is continuous and thus
c
lim RpU (x) = lim p(x) = p(z).
x→z, x∈U
/ x→z, x∈U
/

Remark 13.6. It follows from Theorem 13.5 and Remark A.204 that the concept of a
regular point is local. This means that, given z ∈ ∂U and U 0 ⊂ Y relatively compact
such that U ∩ V = U 0 ∩ V for some neighborhood V of z, then z is regular for U if
and only if z is regular for U 0 .

Remark 13.7. For examples and further properties of regularity we refer to Section
13.2.

13.1.A Essential solution of the generalized Dirichlet problem

In this subsection, U will be a relatively compact subset of a Bauer harmonic space
Y . Let us note that the development of this subsection is redundant for the theory
of the Laplace equation, since the base operator and the essential base operators then
coincide (cf. Definition A.220).
If U is open and irregular, then the operator H associates with every f ∈ C(∂U ) a
function Hf ∈ H (U ), but the property

lim Hf (x) = f (z), z ∈ ∂U,

x→z, x∈U

can be violated. Therefore certain doubts may occur whether H is the only reasonable
choice of a solution operator. The generalized Dirichlet problem asks for a positive
linear solution operator A such that Af is the classical solution whenever the classical
solution is available. This leaves at least theoretically some freedom how to choose
Af if f does not admit a classical solution.
The function space H(U ) yields a relevant model for the study of the Dirichlet
problem. If H(U ) is simplicial (compare with Chapter 6), then the kernel δx given by
the maximal representing measures is another candidate for a canonical solution op-
erator. In order to show that H(U ) is simplicial, we will use another representation of
this solution operator, namely that of Definition 13.8. The promised role of the forth-
coming operator D in connection with the simpliciality of H(U ) and its representing
measures will be clarified in Section 13.3.

Definition 13.8 (Essential solution, essential regularity). For any f ∈ C(∂U ) we de-
fine Df as Z
c
Df (x) = f dεxβ(U ) , x ∈ U.
∂U
 13.1 Balayage and the Dirichlet problem 495

This solution of the generalized Dirichlet problem is characterized by the property

c
Dp(x) = BpU (x), x ∈ U, p ∈ P.

We call Df the essential solution of the Dirichlet problem on U with boundary data
f . We call a point z ∈ ∂U essentially regular if

lim Df (x) = f (z), f ∈ C(∂U ).

x→z, x∈U

The set of all essentially regular boundary points for U is denoted by ∂ess U . Since,
for every p ∈ P, Dp ≤ Hp ≤ p, we have ∂ess U ⊂ ∂ reg U .

Lemma 13.9. Let f ∈ C(U ) and z ∈ U . If

lim Df (x) = f (z), (13.1)

x→z,x∈U

β(U c )
then f (z) = εz (f ).

Proof. Denote W = (β(U c ))c . Then W c = β(U c ). By Lemma A.224, U is finely

dense in W . If the limit (13.1) exists, it must coincide with the fine limit. By Propo-
sition A.209, the function
c
x 7→ εWx (f ), x∈W
β(U c )
is finely continuous and thus its fine limit at z must be εz (f ).

Proposition 13.10. Let U ⊂ Y be relatively compact. Then ∂ess U = U ∩ β(U c ).

Proof. In view of Proposition A.169 (the density of P − P in C(∂U )), z ∈ ∂U is

essentially regular if and only if

lim Dp(x) = p(z), p ∈ P. (13.2)

x→z, x∈U

If z ∈ β(U c ) = b(β(U c )), then

c c
bpβ(U ) (z) = lim inf Rpβ(U ) (x),
p(z) = R p ∈ P,
x→z

and thus (13.2) holds and z is essentially regular. Conversely, if z is essentially regu-
lar, then from (13.2) and Lemma 13.9 we infer that
bβ(U c ) (z) = B U c (z),
p(z) = R p ∈ P,
p p

and thus z ∈ b(β(U c )) = β(U c ).

Remark 13.11. As in Remark 13.6, we obtain from Proposition 13.10 and Remark
A.222 that the concept of an essentially regular point is local.
496 13 Function spaces in potential theory and the Dirichlet problem

13.2 Boundary behavior of solutions

Throughout this section, U will be a relatively compact open subset of a Bauer har-
monic space Y .
Definition 13.12 (Regular sequences). Let z ∈ ∂U . A sequence {xn } of points of U
converging to z is called regular (for U ) if µU
xn → εz . Obviously, a point z ∈ ∂U is
regular if and only if each sequence {xn } of points of U converging to z is regular.
Definition 13.13 (Barrier). Let z ∈ ∂U . A function s ∈ S + (U ) is called a barrier at
z if
lim s(x) = 0,
x→z, x∈U

whereas
lim inf s(x) > 0 for each y ∈ ∂U \ {z}. (13.3)
x→y, x∈U

Similarly, let {xn } be a sequence of points of U converging to z ∈ ∂U . We say that a

function s ∈ S + (U ) is a barrier for {xn } if

lim s(xn ) = 0
n→∞

and (13.3) holds.

Lemma 13.14. Let {xn } be a sequence of points of U converging to z ∈ ∂U . If there
exists a barrier for {xn }, then {xn } is regular.
Proof. Let s be a barrier for {xn }. Let p ∈ P and ε > 0. We find a relatively
compact neighborhood V of z such that p > p(z) − ε on V and a constant α > 0 such
that
p(z)
lim inf s(x) > , y ∈ ∂U \ V.
x→y, x∈U α
∗
Let u ∈ H + (Y ) satisfy u ≥ p on U c . If y ∈ ∂U ∩ V , then

lim inf (αs(x) + u(x)) ≥ 0 + u(y) ≥ p(y) ≥ p(z) − ε,

x→y, x∈U

whereas for y ∈ ∂U \ V we have

lim inf (αs(x) + u(x)) ≥ p(z) + 0.

x→y, x∈U

Then by the minimum principle (Theorem A.160), u + αs ≥ p(z) − ε, and passing to

infimum over u (and using Theorem A.195) we obtain
bpU c (xn ) = lim inf RpU c (xn ) ≥ lim inf(p(z) − αs(xn ) − ε) = p(z) − ε.
lim inf R
n→∞ n→∞ n→∞

Using the density of P − P in C(U ) (Proposition A.169) we obtain that {xn } is

regular.
 13.2 Boundary behavior of solutions 497

Remark 13.15. The converse to Lemma 13.14 is also true, see Exercise 13.132.

Proposition 13.16. Let U ⊂ Y be a relatively compact open set. Then z ∈ ∂U is

regular if and only if there is a barrier at z.

Proof. Let s be a barrier for z. Then s is a barrier for each sequence {xn } of points
of U converging to z. By Lemma 13.14, each such a sequence {xn } is regular. Hence
z is regular.
Conversely, let z ∈ ∂U be a regular point. We pick a potential p ∈ P such that
p < p on V for each regular set V . (Recall that pV denotes the Poisson modification.
V

For the existence of such a potential, see Proposition A.206.) Let {Vn } be a sequence
of regular sets such that z ∈
/ Vn and
∞
[
U \ {z} ⊂ Vn .
n=1

If we denote qn := pVn , we obtain that qn ∈ P, qn ≤ p, qn (z) = p(z) and qn < p on

Vn . Set
∞
bU c ).
X
s := 2−n (p − Rqn
n=1

Then each function p − R Uc

bq is positive and superharmonic on U . Since p(z) = qn (z),
n
p, qn are continuous and z is regular, we have

lim bqU c (x)) = 0,

(p(x) − R lim s(x) = 0.
n
x→z, x∈U x→z, x∈U

The passage to the sum is obvious because of uniform convergence. If y ∈ ∂U \ {z},

we find n ∈ N such that y ∈ Vn and obtain

bU c (x)) ≥ 2−n (p(y) − qn (y)) > 0.

lim inf s(x) ≥ 2−n lim inf (p(x) − R qn
x→y, x∈U x→y, x∈U

Remark 13.17. If a function s ∈ H(U ) exposes z, then s|U is obviously a barrier at z.

It is considerably more difficult to construct H(U )-exposing functions than barriers.
For their existence, we use rather a general tool, see Proposition 13.103.
The concept of barrier is mostly considered in a weaker form, see for example
H. Bauer [40], §4.3.

13.2.A Regular points for the Laplace equation

In this subsection, we deal with potential theory of the Laplace equation. We consider
a bounded open set U in Rd . We already know that balls are regular sets; this we
498 13 Function spaces in potential theory and the Dirichlet problem

needed to verify that the regularity axiom of Bauer’s axiomatic theory holds for the
Laplace equation.
The famous Wiener criterion gives a necessary and sufficient condition for the reg-
ularity of a point z ∈ ∂U , namely, if d ≥ 3, z is regular if and only if
∞
X
αn cap(An \ U ) = ∞.
n=1

Here α > 1,

An := {x ∈ Rd : αn ≤ |x − z|2−d ≤ αn+1 }, n ∈ N,

and cap denotes the Newtonian capacity (see [21], Theorem 7.7.2). A similar condi-
tion holds also for d = 2, see [21], Section 7.7.
It follows that the problem of regularity reduces to the task how to measure the
capacity of a set. Since the notion of capacity is not too easy to handle (and we do not
plan to present it here), let us list also some geometric criteria giving conditions for
regularity. These are less sharp but more transparent.
Examples 13.18. (a) If z ∈ ∂U and there is a closed ball B ⊂ U c such that z ∈ ∂B,
then z ∈ ∂ reg U ([21], Theorem 6.6.12).
(b) If d = 2, z ∈ ∂U and z is an endpoint of a line-segment contained in U c , then
z ∈ ∂ reg U ([21], Theorem 6.6.15(i)).
(c) Cone criterion. If d ≥ 3, z ∈ ∂U , C is a closed cone with vertex z, P is a (d − 1)-
dimensional hyperplane containing the axis of C and C ∩ P ∩ B(z, r) ⊂ U c for some
r > 0, then z ∈ ∂ reg U ([21], Theorem 6.6.15(ii)).
(d) Punctured ball. This is the simplest example of an irregular set. If U := U (0, 1) \
{0},
f = 0 on S(0, 1) and f (0) = 1,
then there exists no h ∈ H(U ) such that h|∂U = f . Indeed, according to the minimum
principle (Theorem A.160) every such function h would satisfy

h ≤ εN , ε>0

(N is the fundamental harmonic function, see Definition A.137), and passing to infi-
mum we would obtain that h ≤ 0 in U .
(e) Lebesgue spine. For the so-called Lebesgue spine
q
− 1
n o
L := {0} ∪ (x1 , x2 , x3 ) ∈ R3 : x1 > 0, x22 + x23 ≤ e x1 ,

the origin is not a regular set of U := U (0, 1) \ L. Notice that both U and U c are
connected and that ∂ reg U is not closed. Details can be found in [21], pp. 186–187.
 13.2 Boundary behavior of solutions 499

Theorem 13.19. The set of all regular points for U is a Gδ set and the set of all
irregular points is polar.

Proof. The set of all regular points is ∂U ∩ b(U c ) and thus it is polar by the Kellogg
property (Theorem A.215) and Gδ by Corollary A.207. See also [21], Corollary 6.8.4
and Theorem 6.6.8.

Lemma 13.20. There exists a sequence {Bj }∞ j=0 of pairwise disjoint closed balls in
R such that all balls Bj are included in U (0, 31 ),
d

∞
[ ∞
[
Bj \ Bj = {0} (13.4)
j=0 j=0

and 0 is an irregular point of

∞
[
1
U := U (0, 3) \ Bj . (13.5)
j=0

Proof. The property (13.4) is satisfied by a collection of pairwise disjoint balls if the
sequence of centers converges to the origin. Now, we may assume that Y = U (0, 23 ).
We denote
V := U (0, 13 ),
p(x) := 4
9 − |x|2 , x ∈ Y,
q := p ∧ 31 .
Then p, q ∈ P, p = q on V c and p(0) = 49 = q(0) + 91 . Consider a sequence {zk } of
points of V such that zk → 0, and a sequence {ck } of strictly positive real numbers
such that
∞
X
1
v(0) < 9, where v(y) := ck N (y − zk ), y ∈ V.
k=1

We set Bj := B(zj , rj ) where rj > 0 are chosen small enough to guarantee that
B(zj , rj ) ⊂ V , B(zj , rj ) are mutually disjoint, and v ≥ p on B(zj , rj ) (this is
possible to achieve as v(y) ≥ ck N (y −zk )). Let U be defined by (13.5). The function
c
u := v + q is hyperharmonic on Y and majorizes p on Y \ U , so that RpU ≤ u on U .
We have
Z
RbpU c (0) ≤ lim inf u(y) ≤ lim inf − u(x) dx ≤ u(0) < p(0),
y→0 r→0+ B(0,r)

and thus 0 is not a regular point for U .

500 13 Function spaces in potential theory and the Dirichlet problem

Proposition 13.21. There exists a bounded open set U ⊂ Rd (d ≥ 2) for which the
set ∂ reg U of regular points is not an Fσ set.
Proof. Let {Bj }∞ d
j=0 be a sequence of pairwise disjoint closed balls in R such that all
1
balls Bj are included in U (0, 3 ),
∞
[ ∞
[
Bj \ Bj = {0}
j=0 j=0

and 0 is an irregular point of U (0, 31 ) \ ∞ ∗ ∞

S
j=0 Bj (Lemma 13.20). Further, let {Bj }j=0
be a sequence of pairwise disjoint closed balls in B0 such that
∞
[ ∞
[
Bj∗ \ Bj∗ = ∂B0∗ .
j=1 j=1

Set
∞
[ ∞
[
F := Bj ∪ Bj∗ ∪ {0},
j=1 j=0

U := {Bj : j ≥ 1} ∪ {Bj∗ : j ≥ 1}.

Then F is a compact set. By induction we will construct a sequence {Ki } of compact
sets, a sequence {Hi } of closed balls, a sequence {zi } of points and a sequence {V i }
of families of closed balls. We set K1 = F , H1 = B0∗ , z1 = 0 and V 1 = U. Let
us suppose that these objects have been constructed for i < k. We select one of the
largest balls in U k−1 ; this will be Ck . Consider a similarity Φk : Rd → Rd which
maps B(0, 13 ) onto Ck . By setting

Kk := (Kk−1 \ Ck ) ∪ Φk (F ),
Hk := Φk (B0∗ ),
zk := Φk ({0}),
V k := (V k−1 \ {Ck }) ∪ {Φk (B) : B ∈ U}
we finish the construction.
We observe that {Kk } forms a decreasing family of compact sets and its intersec-
tion denoted by K is then a compact set. Further, given a number r > 0, each family
V k contains only a finite number of balls of radius exceeding r. Thus, each ball which
once occurs in V k will be in one of the next steps replaced by an isometric copy of
F . However, the balls Hk do not fall into the families V k and remain in Fk for ever.
We set U := U (0, 31 ) \ K. The points zk are all irregular for U , whereas all boundary
points of the balls Hk are regular for U by the cone criterion (Example 13.18(c)). We
observe that both regular points and irregular points are dense in ∂K and thus ∂reg U
cannot be Fσ .
 13.2 Boundary behavior of solutions 501

Now, we will study “negligibility” of irregular points. To this end, we need some
preliminaries concerning polar sets.
Lemma 13.22 (Evans). Let K ⊂ Rd be a compact polar set. Then there exists a
Radon measure µ on K such that N µ = ∞ on K.
Proof. Using a simple scaling argument we may assume that K is contained in an
open ball V of diameter less than 1. This assumption is made in order to avoid prob-
lems with negative values of the logarithmic kernel in the two-dimensional case: now
we can be sure that there exists α > 0 such that N (x − y) ≥ α for x, y ∈ V .
Since K is polar, by Proposition A.214 there exists a Radon measure ν carried by
V such that N ν
= ∞ on K. With each z ∈ V \ K we associate the ball Uz :=
U z, 12 dist(z, K) . Choose zk ∈ V \ K such that {V ∩ Uzk : k ∈ N} is a locally
finite covering of V \ K, and yk ∈ K such that
S |zk − yk | = dist(zk , K). Find pairwise
disjoint Borel sets Ek ⊂ V ∩ Uzk such that ∞ k=1 Ek = V \ K.
If z ∈ Ek and x ∈ K, then
|zk − yk | ≤ |zk − x| ≤ |zk − z| + |z − x| ≤ 21 |zk − yk | + |z − x|,
and thus
|zk − yk | ≤ 2|z − x|.
We obtain
|x − yk | ≤ |x − z| + |z − zk | + |zk − yk | ≤ |x − z| + 32 |zk − yk | ≤ 4|x − z|,
and thus, for a suitable constant C ≥ 1,
N (x − z) ≤ CN (x − yk ), x ∈ K, z ∈ Ek . (13.6)
Indeed, (13.6) is clear for d ≥ 3, in the two-dimensional case we estimate
 log 4 
N (x − z) ≤ log 4 + N (x − yk ) ≤ + 1 N (x − yk ).
α
In addition, we can choose the constant C so that
Z
N (x − z) dν(z) ≤ C, x ∈ K. (13.7)
Vc

We define the measure µ as

∞
X
µ := ν|K + ν(Ek )εyk .
k=1

Then spt µ ⊂ K and

∞
X
µ(K) = ν(K) + ν(Ek ) = ν(K) + ν(U \ K) = ν(U ) < ∞,
k=1
502 13 Function spaces in potential theory and the Dirichlet problem

so that µ is a Radon measure. Let x ∈ K. Then by (13.6) and (13.7),

Z
∞= N (x − z) dν(z)
Rd
Z Z ∞ Z
X
= N (x − z) dν(z) + N (x − z) dν(z) + N (x − z) dν(z)
Vc K k=1 Ek
Z ∞
X
≤C +C N (x − z) dν(z) + C ν(Ek )N (x − yk )
K k=1
Z
=C +C N (x − z) dµ(z) = C(1 + N µ(x)).
K

This concludes the proof.

Theorem 13.23. There exists a positive harmonic function k on U such that

limx→z k(x) = ∞ whenever z ∈ ∂ irr U .

Proof. Using a simple scaling argument we may suppose that U is contained in an

open ball V of diameter less than 1.
S∞ 13.19, there exists a sequence {Kn } of compact polar sets such that
By Theorem
∂ irr U = n=1 Kn . By the Evans lemma 13.22, there exist Radon measures µn on Kn
such that N µn = ∞ on Kn and, since diamP U is small, N µn ≥ 0 on U . We may
suppose that µn (Rd ) ≤ 2−n . Define µ := ∞ n=1 µn . Then µ is a Radon measure
carried by ∂U . Putting k := N µ on U , we have k ∈ H + (U ). If z ∈ ∂ irr U , then
z ∈ Kn for a suitable n ∈ N. Since N µn is lower semicontinuous, N µn (x) → ∞ as
x → z. Hence k(x) → ∞ as x → z.

Theorem 13.24. Let u be a lower bounded hyperharmonic function on U . If

lim inf u(x) ≥ 0 whenever z ∈ ∂ reg U,

x→z

then u ≥ 0 on U .
In particular, if h is a bounded harmonic function on U for which limx→z h(x) = 0
for each z ∈ ∂ reg U , then h = 0 on U .

Proof. Let ε > 0 and let k be the function from Theorem 13.23. Then

lim (u + εk)(x) ≥ 0
x→z, x∈U

whenever z ∈ ∂U . It follows from Theorem A.160 that u + εk ≥ 0 on U , hence

u ≥ 0 on U .
 13.2 Boundary behavior of solutions 503

13.2.B Regular points for the heat equation

Similarly to the case of the Laplace equation, a necessary and sufficient condition for
regularity analogous to the Wiener criterion is known for the heat equation. We will
discuss it briefly in notes to this chapter. In Examples 13.18 we listed some criteria
of regularity for the Laplace equation. Now, we are going to mention some particular
criteria for the heat equation. We will tacitly use the barrier criterion of Proposition
13.16.

Examples 13.25. (a) Let V ⊂ Rd be a bounded open set, T > 0 and U := V ×(0, T ).
Suppose that ξ ∈ ∂V and τ ∈ (0, T ). We will show that (ξ, τ ) is regular for the heat
equation if and only if ξ is regular for the Laplace equation.
Let Y := U (0, R) be a ball in Rd containing V . We consider the harmonic structure
of the Laplace equation on Y and the harmonic structure of the heat equation on Y ×R.
Then p(x) = R2 − |x|2 is a potential on Y (see Example A.180). Set q := R bV c .
p p
Denote also ψ(t) := 1 + |t − τ |2 − 1, t ∈ R.
Suppose first that ξ is regular for the Laplace equation. Then q is continuous at ξ,
q ≤ p and q(ξ) = p(ξ). Set

s(x, t) = p(x) − q(x) + 12 |x − ξ|2 + ψ(t), (x, t) ∈ U . (13.8)

We see that ∆s = −d in U and ∂s ∂t ≥ −1. Thus s|U is a barrier at (ξ, τ ) and (ξ, τ )
is therefore regular for U . (If V is regular for the Laplace equation, then s is S(U )-
exposing at (ξ, τ ).)
If ξ is irregular for the Laplace equation, then q(ξ) < p(ξ) (otherwise p(x)−q(x)+
∗ ∗
|x−ξ|2 would be a barrier for V ). Consider the operator T : H + (Y ) → H + (Y ×R)
defined as T u(x, t) = u(x)et . Then T p is a heat potential on Y ×R (for the reasoning
∗
compare with Subsection A.8.E and Example A.180). Let u ∈ H + (Y ), u ≥ p
on Y \ V . Then T u ≥ T p on (Y × R) \ U . It follows that R bU c ≤ T q. Since
Tp
T q(ξ, τ ) < T p(ξ, τ ), we see that (ξ, τ ) is not regular for the heat equation.
(b) Let U be as above. Then each point (ξ, 0) ∈ V × {0} is a regular boundary point
for the heat equation on U . The function

|x − ξ|2
u : (x, t) 7→ + t, (x, t) ∈ U ,
2d
is H(U )-exposing.
(c) On the other hand, it is not difficult to show that no point of V × {T } is regular.
Indeed, from the Harnack type inequality (Proposition A.151) we easily infer that
there cannot exist a barrier at such a boundary point.
(d) Let V the unit ball in Rd . There exists a strictly positive continuous function η
which attains a strict maximum at 0 such that the point (0, η(0)) is not heat-regular
504 13 Function spaces in potential theory and the Dirichlet problem

for the set

{(x, t) ∈ Rd+1 : x ∈ V, 0 < t < η(x)},
see E. G. Effros and J. L. Kazdan [165].


(e) Let V , U be as in (a), W = V × (−1, 0)∪(0, 1) and ξ ∈ V . A similar reasoning
as in (c) shows that (ξ, 0) is not regular. On the other hand, if u is as in (b) for t > 0
and u = 1 for t < 0, then u is a barrier for each sequence {(xn , tn )} of points of
U converging to (ξ, 0). Hence such sequences converging to (ξ, 0) “from above” are
regular.

13.3 Function spaces and cones in potential theory

Throughout this section, U will be a relatively compact subset of a Bauer harmonic
space Y . For typical applications, U is open or compact.
Definition 13.26. If U is open, recall that H(U ) denotes the function space of all
functions continuous on U which are harmonic on U . Define also S(U ) as the convex
cone of all continuous functions on U which are superharmonic on U .
Definition 13.27. Now, we drop the assumption of openness. Suppose that U is as
declared at the beginning of the section and A ⊃ U . We say that h : A → R is har-
monically extendable on U if there exist an open set W ⊃ U and a harmonic function
h̃ on W such that h = h̃ on U . Similarly we define superharmonic extendability.
We define H0 (U ) as the function space of all functions continuous on U which
are harmonically extendable on U ; also we define S0 (U ) as the convex cone of all
continuous functions on U which are superharmonically extendable on U .
Now (U is still not necessarily open), we define H(U ) := H0 (U ), S(U ) := S0 (U ).
For U open, this gives obviously the same class of functions as in Definition 13.26.
Lemma 13.28. We have
[
H0 (U ) = {H(V )|U : V open, V ⊃ U }

and [
S0 (U ) = {S(V )|U : V open, V ⊃ U }.

Proof. The inequality “⊃” being obvious, let h ∈ H0 (U ). We find an open set W ⊃
U and a harmonic function h̃ on W such that h = h̃ on U . We use Tietze’s theorem
to construct a continuous extension f ∈ C(Y ) of h, this means that h = f |U . We find
positive functions u, w ∈ C(Y ) such that

U = {x ∈ Y : u(x) = 0} and W = {x ∈ Y : w(x) > 0}.

Let
V := {x ∈ W : u(x) + |h̃(x) − f (x)| < w(x)}.
 13.3 Function spaces and cones in potential theory 505

We observe that U ⊂ V and

V ⊂ {x ∈ Y : u(x)≤w(x)}
⊂ {x ∈ Y : u(x)=0} ∪ {x ∈ Y : w(x)>0}
= U ∪ W.

Set (
h̃ on V ∩ W,
g :=
h on V \ W.
Since g = h̃ on V , the function g is obviously harmonic on V . Now we want to prove
continuity on V . Since both functions h̃ and h are continuous and coincide on U , we
have h̃ = h on W ∩ U . Thus g = h on U = (U ∩ W ) ∪ (U \ W ).
The equality g = h̃ on V ∩ W shows the continuity of g at all points of V ∩ W and
the continuity of h shows the continuity of g at all points of V \ W . Let z ∈ V ∩ ∂W .
Then z ∈ U ,
lim g(x) = lim h(x) = h(z) = g(z),
x→z, x∈U x→z, x∈U

and
|g(z) − lim g(x)| = |f (z) − lim h̃(x)| ≤ lim sup |h̃(x) − f (x)|
x→z, x∈W x→z, x∈W ∩V x→z, x∈W ∩V

≤ lim w(x) = 0.
x→z

This shows the continuity of g at z.

The assertion concerning S0 (U ) is proved similarly.

Remark 13.29. In literature, if U is finely open, S(U ) is defined as the function space
of all functions continuous on U which are finely superharmonic on U . These two
definitions are equivalent, see Exercise 13.155. Similar remark applies to the function
space H(U ).
Proposition 13.30. Suppose that U is open. Then Ac (S(U )) = Ac (H(U )) = H(U ).
Proof. Obviously, H(U ) ⊂ Ac (H(U )) ⊂ Ac (S(U )). If h ∈ Ac (S(U )), then h ∈
C(U ). Let V ⊂ U be a regular open set with V ⊂ U and µVx be the harmonic
measure, x ∈ V . Then µVx ∈ Mx (S(U )) and thus H V h = h on V . It follows that h
is harmonic on V , and V being arbitrary, h is harmonic on U , so that h ∈ H(U ).

13.3.A Function spaces and cones: Laplace equation

From now, we need to consider the case of Laplace equation and the general case
separately. The reason is that our exposition for the Laplace equation is more self-
contained. Throughout this subsection, we will deal with the Laplace equation and a
506 13 Function spaces in potential theory and the Dirichlet problem

bounded coanalytic subset U of Rd . This assumption makes it possible to approximate

balayage on U c by balayage on compact subsets of U c (cf. Theorem A.197).
Our main objective is to characterize the Choquet boundary of H(U ) and S(U )
and to show that both H(U ) and S(U ) are simplicial. We will also characterize the
maximal measures. In order to realize this project, we need to evoke some deeper
facts from potential theory. This is done in the course of the proof of the next lemma.
Lemma 13.31. Let p ∈ P. Then there exists a sequence {pn } of potentials from P
bpU c . In particular, pn % p on ∂ reg U .
such that pn |U ∈ H0 (U ) and pn % R

Proof. Denote u = R bU c .
p
Step 1. First, we suppose that U is open. By Theorem A.179, there exists a measure
µ ∈ M(Y ) such that u is the Green potential Gµ. By Theorems A.181 and A.196,
the measure µ is carried by U c . We use the Lusin theorem to find a sequence {Kn }
of compact subsets of U c such that
 ∞
[ 
µ Y \ Kn = 0
n=1

and each (Gµ)|Kn is continuous. We denote µn := µ|Kn . Since µ − µn is a positive

measure and
(Gµ)|Kn = (Gµn )|Kn + (G(µ − µn ))|Kn ,
a continuous function is written as a sum of two lower semicontinuous functions, so
we see that also (Gµn )|Kn is continuous. By the Evans–Vasilesco continuity prin-
ciple (Theorem A.184), the functions pn := Gµn are continuous potentials. By the
Lebesgue monotone convergence theorem, pn % p. Using Theorem A.181 again, we
observe that pn are harmonic on U . This completes the proof for U open.
Step 2. Now, we assume that U is coanalytic. Then by Theorem A.197 there exists
an increasing sequence {Lk } of compact subsets of U c such that
bpLk .
u = sup R
k∈N

bLk = Gνk . Applying

There exist measures νk such that each νk is carried by Lk and R p
∞
the argument used in Step 1 to Lk , we find a sequence {Lk,m }m=1 of compact subsets
of Lk such that
c
bpLk = sup Gνk,m ,
R where νk,m = νk |Lk,m ,
m∈N

and the potentials Gνk,m are continuous.

Now, we select k1 and m1 , for example k1 = m1 = 1, and set p1,1 = 12 Gνk1 ,m1 .
Then p1,1 < 32 u and thus (by the continuity of Gνk1 ,m1 and the compactness of
L1 ) we can find k2 > k1 and m2 > m1 such that 23 Gνk2 ,m2 > p1,1 on L1 and set
 13.3 Function spaces and cones in potential theory 507

pi,2 = 23 Gνki ,m2 , i = 1, 2. Since νk1 ,m1 has support in L1 , by the comparison princi-
ple (Proposition A.182) we have p2,2 ≥ p1,1 on Y . At the n-th step we find kn > kn−1
and mn > mn−1 such that
n
n+1 Gνkn ,mn ≥ p1,n−1 ∨ · · · ∨ pn−1,n−1 (13.9)
on Ln−1 and observe by Proposition A.182 that (13.9) holds in fact on Y . We set
n
pi,n = n+1 Gνki ,mn , i = 1, . . . , n. The final sequence will be {pn } with pn := pn,n ,
n ∈ N. This sequence is obviously increasing. Since for each i ∈ N we have
bpLki ,
u ≥ sup pn ≥ sup pi,n = R
n∈N n∈N

it follows that supn∈N pn = u.

bU c (x) and thus pn (x) % u(x) =
Now, if x ∈ ∂ reg U = U ∩ b(U c ), then p(x) = R p
p(x).

Lemma 13.32. We have

ChH(U ) (U ) ⊂ ChS(U ) (U ) ⊂ ∂ reg U.

Proof. Since H(U ) ⊂ S(U ) ∩ −S(U ), we have ChH(U ) (U ) ⊂ ChS(U ) (U ).

/ b(U c ). We find p ∈ P such that
Let z ∈ ∂ irr U , so that by Theorem 13.5, z ∈
c
RbpU (z) < p(z).
Let s ∈ −S0 (U ), s < p. Then using Lemma 13.28 we find a relatively compact
open set W ⊂ Y containing U and t ∈ −S(W ) such that t ≤ p on W and t = s on
U . If u ∈ S + (Y ), u ≥ p on U c , then u ≥ t on ∂W and by the minimum principle
c
(Theorem A.160) we have u ≥ t on W . It follows that RpU ≥ t on W and passing to
the lower semicontinuous regularization we observe that R bpU c ≥ t on W .
Hence
bU c (z) < p(z),
sup{s(z) : s ∈ −S(U ), s ≤ p} ≤ Rp

and by Theorem 3.24, z ∈

/ ChS(U ) (U ).

Theorem 13.33. The convex cone S(U ) is simplicial. For any z ∈ U , the measure
c
εzU is the unique maximal S(U )-representing measure for z. In particular,
ChS(U ) (U ) = ∂ reg U. (13.10)

Proof. Given z ∈ U , let µ ∈ Mz (S(U )) be a maximal measure. By Theorem 7.26,

µ is carried by the Choquet boundary ChS(U ) (U ). Let p ∈ P. Then by Lemma 13.31
there exists a sequence {pn } of potentials from P such that pn % R bpU c and each
pn |U belongs to H(U ). From Lemma 13.32 we infer that pn → p on U ∩ b(U c ) ⊃
ChS(U ) (U ). We obtain
bpU c (z) = εU
µ(p) = µ(sup pn ) = sup µ(pn ) = sup pn (z) = R
c
z (p).
n∈N n∈N n∈N
508 13 Function spaces in potential theory and the Dirichlet problem

c
By the density of P − P in C(U ) (Proposition A.169) we obtain that µ = εUz . Thus,
U c
S(U ) is simplicial and εz is the unique representing measure for z.
Now, if z ∈ ∂ reg U and µ ∈ Mx (S(U )) is a maximal representing measure, then
c
µ = εU z = εz , thus z ∈ ChS(U ) (U ). Hence ∂ reg U ⊂ ChS(U ) (U ), which together
with Lemma 13.32 proves (13.10).

Theorem 13.34. We have Ac (H(U )) = H(U ) = S(U ) ∩ −S(U ).

Proof. Obviously H(U ) ⊂ S(U )∩−S(U ). Suppose that h ∈ S(U )∩−S(U ). Choose
ε > 0. Then there exist an open set W ⊃ U and functions s ∈ S(W ), t ∈ −S(W ),
such that |s − h| < ε and |t − h| < ε on U . Let

V = {x ∈ W : |s(x) − t(x)| < 2ε}.

Then V is an open set containing U and |s − t| ≤ ε on V . Using the simpliciality

of S(V ) and Theorem 7.31 we find f ∈ Ac (S(V )) such that t − ε ≤ f ≤ s + ε on
V . By Proposition 13.30, Ac (S(V )) = H(V ), and hence f ∈ H0 (U ). It follows that
h ∈ H(U ). The equality Ac (H(U )) = H(U ) follows from Bauer’s theorem 3.27.

Theorem 13.35. The function space H(U ) is simplicial. For any z ∈ U , the measure
c
εzU is the unique maximal H(U )-representing measure for z. In particular,

ChH(U ) (U ) = ∂ reg U.

Proof. Once we know that H(U ) = Ac (S(U )) (Theorem 13.34), this follows from
analogous assertions for the cone S(U ) (Theorem 13.33) by Theorem 7.38. (Alterna-
tively, we can proceed as in the proof of Theorem 13.33.)

Remark 13.36. By Theorems 13.35 and 13.33, the maximal representing measures
for H(U ) and S(U ) coincide. This is no longer true for representing measures that
are not maximal. For x ∈ U , the inclusion Mx (S(U )) ⊂ Mx (H(U )) is obvious. We
are going to show that

Mx (H(U )) \ Mx (S(U )) 6= ∅,

if U is a ball and x is its center. We will consider the case d ≥ 3 only; for d = 2, we
can produce a similar example using the logarithmic kernel. Let U := U (0, 1) and
y = ( 12 , 0, . . . , 0). Then
Z Z
h(0) = − h dx ≥ 2−d − h dy = 2−d h(y)
U U (y, 21 )

for every h ∈ H+ (U ) (this is a weak version of the Harnack inequality, for a version
with the sharp constant see [21], Theorem 1.4.1). Define

s(x) := |x − y|2−d ∧ 22d , x ∈ U.

 13.3 Function spaces and cones in potential theory 509

Then s ∈ S(U ), s(y) = 22d and s(0) = 2d−2 . According to Key lemma 3.21, there is
a measure µ ∈ M0 (H(U )) such that

µ(s) = s∗ (0) = inf {h(0) : h ∈ H(U ), h ≥ s} .

We note that
s∗ (0) ≥ 2−d s(y) = 2d > s(0),
from which it follows that
µ(s) = s∗ (0) > s(0).
Hence µ ∈
/ M0 (S(U )).

Theorem 13.37. Suppose that f ∈ C(U ) and Hf = f on U . Then

(a) f is H(U )-affine,
(b) f ∈ H(U ).
c
Proof. Set H̃f (x) := εU x (f ), x ∈ U . Then by assumptions, H̃f = f in U . If
/ b(U c ) and thus x ∈ b(U ). This means that x is in the fine
x ∈ ∂ irr U , then x ∈
closure of U and by the fine continuity of both functions (Proposition A.209) we see
that H̃f (x) = f (x). If x ∈ ∂ reg U , then simply H̃f (x) = εx (f ) = f (x). It follows
c
that H̃f = f in U . Since the measures εU x are the maximal H(U )-representing
measures for x ∈ U , we obtain assertion (a) from Corollary 6.12. Then, (b) follows
from Theorem 13.34.

Proposition 13.38. Assume that U is open. If f ∈ C(∂U ), then

Hf = sup{t|U : t ∈ −S(U ), t|∂U ≤ f }.

Proof. Fix f ∈ C(∂U ) and extend f to U by setting f := ∞ on U . The set {−t|U :

t ∈ −S(U ), t ≤ f } is a saturated family, and hence by Theorem A.165

g := sup{t ∈ −S(U ) : t ≤ f }

is harmonic on U . Now

f (z) = sup{h(z) : h ∈ H(U ), h ≤ f }, z ∈ ChH(U ) (U ),

by Theorem 3.24(v), and hence f = g on ChH(U ) (U ). Let u := g − Hf . Since

ChH(U ) (U ) = ∂ reg U by Theorem 13.35 and g is lower semicontinuous, we have

lim inf u(x) ≥ g(z) − f (z) = 0, z ∈ ∂ reg U,

x→z

and from Theorem 13.24 we infer that g ≥ Hf on U . The converse inequality is

obvious.
510 13 Function spaces in potential theory and the Dirichlet problem

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

harmonic spaces
In this subsection, Y will be again a general Bauer harmonic space and U be its
relatively compact coanalytic subset. In this generality, the Choquet theory of H(U )
leads to the concept of essential solution. Our exposition is based on deep theorems
by J. Bliedtner and W. Hansen which we took over without proofs. (See Theorem
A.208 and the part in Appendix concerning essential base and essential balayage.)

Lemma 13.39. Let p ∈ P. Then

c
bpβ(U c ) = sup{q ∈ P : q ≤ p, q| ∈ H0 (U )}.
BpU = R U

In addition, there exists a sequence {pn } of potentials from P such that pn |U ∈

c
H0 (U ) and pn % BpU . In particular, pn % p on ∂ess U .

Proof. Recall that by Proposition 13.10, ∂ess U = U ∩ β(U c ). By Theorem A.227

c
BpU = sup{BpK : K compact, K ⊂ U c }.

Let K ⊂ U c be compact. Then b(β(K)) = β(K). By Theorem A.208 and Proposi-

tion A.226,

BpK = Rpβ(K) = sup{q ∈ P : q ≤ p, Rqβ(K) = q} = sup{q ∈ P : q ≤ p, BqK = q}.

β(K)
If q ∈ P and q = BqK = Rq , then q is harmonic on K c ⊃ U (Theorem A.196)
and thus
c c
BpU ≤ sup{q ∈ P : q ≤ BpU , q|U ∈ H0 (U )}.
It remains to prove that the supremum can be achieved by an increasing sequence. For
this we need that the family
c
Q = {q ∈ P : q ≤ BpU , q|U ∈ H0 (U )}

is up-directed and that there is a countable subset of Q with the same supremum. The
latter fact follows from Lemma A.55, we will prove the former one. Let s, t ∈ Q, we
want to show that there is q ∈ Q such that s ∨ t ≤ q. There exist open sets V, W ⊃ U
such that s is harmonic on V and t is harmonic on W . Then g := s ∨ t is subharmonic
on V ∩ W and the rest follows from Lemma A.171.

Lemma 13.40. We have

ChH(U ) (U ) ⊂ ChS(U ) (U ) ⊂ ∂ess U.

 13.3 Function spaces and cones in potential theory 511

Proof. Since H(U ) ⊂ S(U ) ∩ −S(U ), we have ChH(U ) (U ) ⊂ ChS(U ) (U ). Hence

we need to show that ChS(U ) (U ) ⊂ ∂ess U . Let z ∈ U \ ∂ess U and p ∈ P be such that
c
BpU (z) < p(z). Let s ∈ −S0 (U ) satisfy s < p. Then using the definition of S0 (U )
and Tietze’s theorem we find g ∈ C(Y ) and an open set W ⊂ Y such that g ≤ p,
g = s on U and s is subharmonic on W . By Lemma A.171, there exists q ∈ P such
that q|W ∈ H(W ) and
g ≤ q ≤ p.
By Lemma 13.39,
c
g(z) ≤ q(z) ≤ BpU (z) < p(z).
Hence
sup{s(z) : s ∈ −S(U ), s ≤ p} < p(z)
and z ∈
/ ChS(U ) (U ) by Theorem 3.24.

Theorem 13.41. The function space H(U ) and the convex cone S(U ) are simplicial
β(U c )
and H(U ) = S(U ) ∩ −S(U ). For any z ∈ U , the measure εz is the unique
H(U )-maximal H(U )-representing measure and the unique S(U )-maximal S(U )-
representing measure for z. In particular,

ChH(U ) (U ) = ChS(U ) (U ) = ∂ess U. (13.11)

Proof. The proof is almost the same as that of Theorems 13.33, 13.34 and and 13.35.
Given z ∈ U , let µ ∈ Mz (S(U )) be a maximal measure. By Theorem 7.26, µ is
carried by the Choquet boundary ChS(U ) (U ). Let p ∈ P. Then by Lemma 13.39
c
there exists a sequence {pn } of potentials from P such that pn % BpU and each
pn |U belongs to H(U ). Using Lemma 13.40 we see that pn → p on U ∩ β(U c ) ⊃
ChS(U ) (U ). We obtain
c c
µ(p) = µ(sup pn ) = sup µ(pn ) = sup pn (z) = BpU (z) = εzβ(U ) (p).
n∈N n∈N n∈N

β(U c )
By the density of P − P in C(U ) (Proposition A.169) we obtain that µ = εz .
β(U c )
Thus, S(U ) is simplicial and εz is the unique S(U )-maximal representing mea-
sure for z. It follows that
c)
ChS(U ) (U ) = {z ∈ U : εβ(U
z = εz } = ∂ess U.

As in the proof of Theorems 13.34 and 13.35 we show that H(U ) = S(U ) ∩ −S(U )
and that the maximal representing measures and Choquet boundaries (when we com-
pare H(U ) with S(U )) are the same.
512 13 Function spaces in potential theory and the Dirichlet problem

Theorem 13.42. Suppose that f ∈ C(U ) and Df = f on U . Then

(a) f is H(U )-affine,
(b) f ∈ H(U ).
Proof. By the continuity of f we have

lim Df (x) = f (z), z ∈ U.

x→z,x∈U

By Lemma 13.9,
c
f (z) = εzβ(U ) (f ), z ∈ U.
Then we obtain assertion (a) from Corollary 6.12 and (b) follows from Bauer’s theo-
rem 3.27 (we use the fact that H(U ) = S(U ) ∩ −S(U )).

Remark 13.43. Recall that in potential theory of the Laplace equation, the Choquet
boundary coincides with ∂ reg U = U ∩ b(U c ). (Even for an arbitrary set A we have
β(A) = b(A).) This is no longer true in potential theory of the heat equation as we
will see from Example 13.45. But even if ChH(U ) (U ) = ∂ reg U , the harmonic measure
µU U
(x,t) and the maximal measure δ(x,t) may differ (and the example is even simpler),
this we will see in the following Example 13.44.
Example 13.44. Let  
U := (0, 1) × (0, 1) ∪ (1, 2) .
For each (x, t) ∈ U ,
c
µU U
(x,t) = ε(x,t) ,
and
U β(U c )
δ(x,t) = ε(x,t) .
In this example, since horizontal segments are totally thin (see Example A.218),

β(U c ) = b(U c ) = V c with V := (0, 1) × (0, 2]

and
c c
µU U V U
(x,t) = ε(x,t) 6= ε(x,t) = δ(x,t) , t > 1.
To demonstrate the difference, consider f ∈ C(∂U ) such that f > 0 on (0, 1) × {1}
and f = 0 elsewhere. By Examples 13.25(e), Hf (x, t) > 0 for t > 1 close to 1.
Using the Harnack-type inequality (Proposition A.151; together with a scaling and
translating argument), we easily infer that Hf > 0 on (0, 1) × (1, 2). Thus

µU
(x,t) ((0, 1) × {1}) > 0, (x, t) ∈ (0, 1) × (1, 2),

whereas by Theorem A.198

c
εV(x,t) ((0, 1) × {1}) = 0, (x, t) ∈ (0, 1) × (1, 2).
 13.3 Function spaces and cones in potential theory 513

Example 13.45. Let Y = R1+1 be considered with the structure of the heat equation,
 n 1 o
U := (0, 1) × (0, 1) \ 1 − : n ∈ N and V := (0, 1) × (0, 1).
n
Then

ChH(U ) (U ) = ∂V \ (0, 1) × {1} while ∂ reg U = ∂V.
Indeed, let [α] denote the integer part of a real number α. Given ξ ∈ (0, 1), set

|x − ξ|2 1
u(x, t) := +t−1+  1  1, (x, t) ∈ U.
2 1−t − 2

Then u is a barrier at (ξ, 1), and thus (ξ, 1) is regular. On the other hand, using
Example A.218 we infer that β(U c ) ⊂ b(b(U c )) ⊂ b(V c ) = V c \ (0, 1) × {1}).

13.3.C Continuity properties of H(U )-concave functions

Throughout this subsection, U is a bounded open subset of Rd , d ≥ 2, considered
with the structure of the Laplace equation. In this subsection, continuity properties of
H(U )-concave functions are investigated. Recall that a function s : U → [−∞, ∞]
is called H(U )-concave if for every x ∈ U and every µ ∈ Mx (H(U )), the integral
µ(s) exists and µ(s) ≤ s(x).
The following examples show that H(U )-concave (even H(U )-affine) functions
are not necessarily continuous on U .

Examples 13.46. (a) Let U be an open unit ball in Rd and f a bounded discontinuous
Borel function on ∂U . Define
c
h : x 7→ εU
x (f ), x ∈ U.

Then h is H(U )-affine, but not continuous at the points of ∂U where f is discontinu-
ous.
(b) If a set U is not regular, H(U )-affine functions may be discontinuous on U even
for continuous boundary data. Consider, for example, U as the set obtained by remov-
ing the Lebesgue spine (see Example 13.18(e)) with cusp at 0 from the open unit ball
in Rd , d ≥ 3. Define
Z
c
h(x) := |y| dεU
x (y), x ∈ U.
∂U

As before, h is H(U )-affine. Since all points in ∂U \ {0} are regular, there exists a
sequence {xn } in U tending to 0 such that limn→∞ h(xn ) = 0. Since the probability
c
measure εU 0 does not charge 0, it is clear that h(0) > 0. We see that already the
restriction of h to U ∪ {0} is not continuous.
514 13 Function spaces in potential theory and the Dirichlet problem

Lemma 13.47. Let H be a function space on a compact space K, x, y ∈ K, µ ∈

Mx (H), ν ∈ My (H), and c > 0 such that µ ≤ cν. Then s(x) ≤ cs(y) whenever s
is a positive H-concave function on K.
Proof. If we define
1 1

σ := εx + ν − µ ,
c c
then σ is a positive measure by assumption and, obviously, σ ∈ My (H). Hence
σ(s) ≤ s(y), and therefore s(x) ≤ cσ(s) ≤ cs(y).

Proposition 13.48. Let c > 0 and x, y ∈ U such that h(x) ≤ ch(y) for every h ∈
H + (U ). Then s(x) ≤ cs(y) for every H(U )-concave function s ≥ 0.
Moreover, if U is connected, then, for every compact subset K of U and every
x0 ∈ U , there exists c > 0 such that s ≤ cs(x0 ) on K for every H(U )-concave
function s ≥ 0.
In particular, every lower bounded H(U )-concave function which is finite at some
point of U is locally bounded on U .
c
Proof. Recall that the space H(U ) is simplicial and that, for every z ∈ U , εU
z is a
unique measure from Mz (H(U )) carried by ChH(U ) (U ) (see Theorem 13.35). Fix
f ∈ C(∂U ), 0 ≤ f ≤ 1, η > 0, and a compact set L ⊂ ChH(U ) (U ) such that
c Uc
εU


x + εy (U \ L) < η.

By Theorems 6.27 and 13.35, there exists h ∈ H(U ), 0 ≤ h ≤ 1, such that h = f on

L. Then c Uc
εUx (f ) ≤ εx (h) + η = h(x) + η ≤ ch(y) + η
c c
= cεU U
y (h) + η ≤ cεy (f ) + (c + 1)η,
c c
hence εU U
x ≤ cεy . The first part now follows from Lemma 13.47.
The second part follows easily from D. H. Armitage and S. J. Gardiner [21], Corol-
lary 1.4.4.
For the final part, we note that, for every H(U )-concave function s, the positive
function s − inf s(U ) is also H(U )-concave.

Example 13.49. Let U be the open unit ball in Rd , d ≥ 3. There exists a positive
function s ∈ S(U ) which is not H(U )-concave. Choose y ∈ U \ {0} and find c > 0
such that
h(0) ≤ ch(y), h ∈ H + (U ).
Set t(x) := |x|2−d − 1 for x ∈ Rd . Define
s : x 7→ (c + 1)t(y) ∧ t(x), x ∈ Rd .
Then s(0) = (c + 1)t(y) = (c + 1)s(y). By Proposition 13.48 we know that s is not
H(U )-concave.
 13.3 Function spaces and cones in potential theory 515

Theorem 13.50. Assume that U is connected. Then every locally lower bounded set
F of H(U )-concave functions, which is upper bounded at some point of U , is locally
bounded and locally equicontinuous on U .

Proof. Assume that the set F is upper bounded at x0 ∈ U . Choose a compact set K
in U containing x0 . It is easy to find an open connected set V containing K such that
V ⊂ U . By adding a suitable constant, we may assume that s|V ≥ 0 for every s ∈ F.
Then, by Proposition 13.48, F is bounded on K, say by a constant a. Fix η > 0. It
follows from D. H. Armitage and S. J. Gardiner [21], Lemma 1.5.6, that there exists
δ > 0 such that
c c
εVx ≤ (1 + η)εVy , x, y ∈ K, |x − y| < δ.

By Proposition 13.48, for every s ∈ F and for all x, y ∈ K satisfying |x − y| < δ,

s(x) ≤ (1 + η)s(y) ≤ s(y) + ηa.

Corollary 13.51. Let U be bounded open connected set and s be a locally lower
bounded H(U )-concave function, which is finite at some point of U . Then s is con-
tinuous on U .

13.3.D Separation by functions from H(U )

Throughout this subsection, U is again a bounded open subset of Rd , d ≥ 2, consid-
ered with the structure of the Laplace equation.
In view of the similarity with convex and concave functions on a compact convex
set in Rd , the following question is quite natural: Given functions u and v on U :=
U (0, 1) ⊂ Rd , d ≥ 2, such that u is H(U )-concave, v is H(U )-convex and u ≤ v,
does there exist a function h ∈ H(U ) satisfying u ≤ h ≤ v? We will show that, in
contrast to the convex setting, the answer is negative.
Define
ϕ : t 7→ (1 − t)/(1 + t)d−1 , t ∈ [0, 1].
The function ϕ is decreasing and convex on [0, 1].
Given z ∈ ∂U , for the Poisson kernel with pole z we write Pz instead of P0,1 (·, z),
so that
Pz (x) = 1 − |x|2 |x − z|d , x ∈ U.



We start with several lemmas.

Lemma 13.52. Let h ∈ H + (U ) and h(0) = 1. Then h(x) ≥ ϕ(|x|) for every x ∈ U .
Moreover, if y ∈ U , y 6= 0, and h(y) = ϕ(|y|), then h = P−y/|y| .
516 13 Function spaces in potential theory and the Dirichlet problem

Proof. By the Riesz–Herglotz theorem (see D. H. Armitage and S. J. Gardiner [21],

Theorem 1.3.8, or Theorem 14.18 below), there exists µ ∈ M1 (∂U ) such that
Z
h(x) = Pz (x) dµ(z), x ∈ U.
∂U

Let x ∈ U \ {0} and z ∈ ∂U . We have

|x − z| ≤ |x| + 1 = x + x/|x|

and the equality holds if and only if z = −x/|x|. Hence

1 − |x|2
Pz (x) ≥ P−x/|x| (x) = = ϕ(|x|),
(1 + |x|)d

and therefore h(x) ≥ ϕ(|x|). Obviously, h(0) = ϕ(0). Also, for x 6= 0, Pz (x) =
ϕ(|x|) holds if and only if z = −x/|x|.
Suppose now that y ∈ U , y 6= 0, and h(y) = ϕ(|y|). Then
Z


Pz (y) − ϕ(|y|) dµ(z) = h(y) − ϕ(|y|) = 0.
∂U

Since Pz (y) − ϕ(|y|) > 0 for z ∈ ∂U \ {−y/|y|}, we get µ = ε−y/|y| .

For z ∈ ∂U and r ∈ (0, 1) we set

hz,r : x 7→ Pz (rx), x ∈ U,

and we define
U := {hz,r : z ∈ ∂U, r ∈ (0, 1)}.

Lemma 13.53. Let u := inf U. Then u is an H(U )-concave function and u(x) =
ϕ(|x|) for every x ∈ U .

Proof. Let x ∈ U . We have

1 − r2 |x|2
hx,r (x) = Pz (rx) ≥ P−x/|x| (rx) =
(1 + r|x|)d

for every z ∈ ∂U and rR ∈ (0, 1). Hence u(x) = ϕ(|x|).
It follows that u ∈ C(U )
and, obviously, u(x) ≥ u dν whenever ν ∈ Mx H(U ) .

For y ∈ U , y 6= 0, put


1 − ϕ(|y|) |x − y|
vy : x 7→ ϕ(|y|) + , x ∈ U.
|y|
 13.4 Dirichlet problem: solution methods 517

Lemma 13.54. Let y ∈ U \ {0}. The function vy is continuous and convex on U (in
particular, vy is an H(U )-convex function), u ≤ vy on U , vy (0) = 1 and u(y) =
vy (y).

Proof. Define
1

w : x 7→ 1 − 1 − ϕ(|y|) |x|, x ∈ U.
|y|

It is easy to see that w ≤ vy on U . If |y| ≤ |x| ≤ 1, then u(x) = ϕ(|x|) ≤ ϕ(|y|) ≤

vy (x) since ϕ is decreasing. If |x| ≤ |y|, then u(x) = ϕ(|x|) ≤ w(x) ≤ vy (x) since
ϕ is convex, w(0) = u(0) and w(y) = u(y).

Theorem 13.55. There exists a family U ⊂ H(U ) such that u := inf U is continuous
on U and there exists a continuous convex function v on U such that u ≤ v and the
inequalities u ≤ h ≤ v hold for no function h ∈ H(U ).

Proof. The theorem is a consequence of previous Lemmas 13.52, 13.53 and 13.54.

Corollary 13.56. There exist an H(U )-concave function u and an H(U )-convex func-
tion v on U such that u ≤ v on U but u and v cannot be separated by a function from
H(U ).

13.4 Dirichlet problem: solution methods

Throughout this section, U will be a relatively compact open subset of Y .
We consider various methods how to solve the Dirichlet problem. In fact, some of
these methods at least look “constructive”, whereas other are only verification meth-
ods. Namely, given boundary data f ∈ C(∂U ) and a harmonic function h ∈ H (U ),
these methods give criteria how to recognize when h = Hf .
We must say that neither “constructive methods”, like balayage or Perron method,
give hint how to solve the generalized Dirichlet problem in practice, because the task
to find infimum of an infinite system of function is far from indicating a numerical
algorithm.
Fortunately, the issue of computational methods for the Laplace equation is well
understood and there is a rich list of literature on this topic, which we do not pursue
to extend.
In spirit of the philosophy of potential theory, we remain being interested in subtle
qualitative questions connected with irregularities, for which the variety of theoretical
solution methods may help to find an appropriate approach.
518 13 Function spaces in potential theory and the Dirichlet problem

13.4.A PWB solution of the Dirichlet problem

Definition 13.57 (Upper and lower solutions, resolutive function). For an extended
real-valued function f on ∂U , we denote
∗
U (f ) := {u ∈ H (U ) : u is bounded below on U and
lim inf u(x) ≥ f (z) for each z ∈ ∂U }.
x→z

Functions from the family U (f ) are called upper functions to f while functions from
−U (−f ) are labelled as lower functions to f .
We define the upper solution Hf and the lower solution Hf by

Hf := inf {u : u ∈ U (f )} and Hf := −H(−f ).

According to the minimum principle for hyperharmonic functions A.160, Hf ≤ Hf

on U . We say that f is resolutive if Hf = Hf on U and Hf is finite.
It is clear that the operator H is sublinear, so that the class R(U ) of all real-valued
resolutive functions is a linear space.
If f is resolutive, it is customary to label the common value Hf = Hf as Hf . As
we show later in Theorem 13.61, this is consistent with our earlier Definition 13.1.

Proposition 13.58. Suppose that f1 , f2 , f are extended real-valued functions on ∂U

and f = f1 + f2 on the set of all points where this sum makes sense. If f1 , f2 are
resolutive, then f is resolutive and Hf = Hf1 + Hf2 .

Proof. Let ui be upper functions to fi , i = 1, 2, and u := u1 + u2 . Choose z ∈ ∂U .

If f (z) = f1 (z) + f2 (z), then obviously

f (z) ≤ lim inf u(x). (13.12)

x→z, x∈U

Otherwise one of the functions fi , say f1 , satisfies fi (z) = ∞. Then

lim inf u1 (x) = ∞.

x→z, x∈U

Since u2 is lower bounded, (13.12) holds. It follows that u is an upper function to f .

The rest is obvious.

Proposition
P∞ 13.59. Let {fk } be a sequence of positive resolutive functions and f :=
f
k=1 k . Then
∞
X X ∞


Hf = Hf = Hfk = Hfk .
k=1 k=1
 13.4 Dirichlet problem: solution methods 519
P∞
Proof. If we choose uk ∈ U (fk ), k ∈ N, then k=1 uk ∈ U (f ), so that
∞
X
Hf ≤ Hfk .
k=1

On the other hand, for each n ∈ N,

n
X n
X 
Hfk ≤ H fk ≤ Hf.
k=1 k=1

Theorem 13.60 (Wiener). Every continuous function f on ∂U is resolutive and the

common value of Hf and Hf is Hf (in the sense of Definition 13.1).
∗
Proof. Let p ∈ P and consider u ∈ H + (Y ) such that u ≥ p on U c . Then obviously
c
u|U ∈ U (p) and thus Hp ≤ RpU = Hp on U . On the other hand, Hp is a lower
function to p, so that Hp ≤ Hp. It follows that p is resolutive. Now the result follows
from the density of P − P in C(∂U ) (Proposition A.169).

Theorem 13.61 (Brelot). For any extended real-valued function f on ∂U and x ∈ U

we have Z ∗
Hf (x) = f dµx . (13.13)
∂U
If an extended real-valued function f on ∂U is resolutive, then f is µx -integrable for
every x ∈ U and the common value of Hf and Hf is Hf (in the sense of Definition
13.1).
Conversely, if f is µx -integrable for every x from a dense subset of U , then f is
resolutive.

Proof. First, we claim that Hg = Hg = Hg if g is lower semicontinuous. Then g

P that we may assume that g ≥ 0 and in this case we have the
is lower bounded, so
representation g = ∞ j=1 gj , where gj ≥ 0 are continuous functions (use Proposition
A.53). By Theorem 13.60, the functions gj are resolutive and Hgj = Hgj . Thus by
Proposition 13.59,
X∞
Hg = Hg = Hgj .
j=1

Since
∞
X
Hgj = Hg
j=1

by the Lebesgue monotone convergence theorem, this verifies the claim for lower
semicontinuous functions.
520 13 Function spaces in potential theory and the Dirichlet problem

Now, suppose that f is an extended real-valued function f on ∂U and x ∈ U . If

u ∈ U (f ), set
g(z) := lim inf u(y), z ∈ ∂U.
y→z

Then g is lower semicontinuous, u ∈ U (g) and g ≥ f . Hence

Z ∗ Z
f dµx ≤ g dµx = Hg(x) = Hg(x) ≤ u(x).
∂U ∂U

Passing to infimum over u we obtain

Z ∗
f dµx ≤ Hf (x).
∂U

Conversely, let g ≥ f is lower semicontinuous. Then

Z
Hf (x) ≤ Hg(x) = g dµx ,
∂U

and passing to the infimum over all lower semicontinuous majorants we obtain
Z ∗
Hf (x) ≤ f dµx
∂U

(see Lemma A.90). This verifies (13.13).

It is easy to deduce that resolutivity of f implies its µx -integrability, x ∈ U , and
the coincidence Hf = Hf = Hf .
Suppose now that f is µx -integrable for every x from a dense subset of U . We find
a sequence {xn } forming a dense subset of U and a sequence {αn } of strictly positive
numbers such that f is µxn -integrable for each n ∈ N and
∞
X
αn µxn (|f |) < ∞.
n=1

Set
∞
X
µ := α n µ xn .
n=1
Then f is µ-integrable. First, if f is lower semicontinuous, then as above, Hf =
limj→∞ Hfj where fj ∈ C(∂U ), j ∈ N, and fj % f . Since the limit Hf is finite
on a dense set, by Doob’s convergence axiom, Hf is harmonic on U . Now, let f be
an arbitrary µ-integrable function. By Lemma A.90, there exist decreasing sequences
{gj } and {kj } of µ-integrable lower semicontinuous functions on ∂U such that −kj ≤
f ≤ gj on ∂U , j ∈ N, and

µ(gj − f ) & 0, µ(kj + f ) & 0.

 13.4 Dirichlet problem: solution methods 521

We use the above reasoning to verify that for each j ∈ N, the functions gj and kj are
resolutive and Hgj and Hkj are harmonic functions. Since

−Hkj ≤ Hf ≤ Hf ≤ Hgj , (13.14)

using Doob’s convergence axiom again we obtain that the functions

v := lim (−Hkj ) and u := lim Hgj

j→∞ j→∞

are harmonic. We observe that µ(u) = µ(v), and thus u = v on a dense set. From the
continuity of both u and v and (13.14) we deduce that v = Hf = Hf = u. Thus f
is resolutive and the common value of Hf and Hf is Hf .

Corollary 13.62. If R(U ) is equipped with the pointwise order, then it is a vector
lattice and lattice supremum in R(U ) coincides with the pointwise supremum.

Proof. This follows from the characterization of R(U ) in terms of an intersection of

L1 -spaces.

Definition 13.63 (Negligible set). We say that M ⊂ ∂U is negligible if µx (M ) = 0

for each x ∈ U .

Proposition 13.64. A set M ⊂ ∂U is negligible if and only if there exists a dense set
S ⊂ U such that µx (M ) = 0 for each x ∈ S.

Proof. Suppose that S ⊂ U is dense and µx (M ) = 0 for each x ∈ S. Let f = cM .

Then Hf (x) = 0 for each x ∈ S. Since U (f ) forms a saturated family, by Theorem
A.165, Hf is harmonic in U . Thus, in view of Theorem 13.61, Hf = Hf = 0 in U .
It follows that M is negligible. The converse implication is obvious.

Lemma 13.65. Let f : ∂U → R be a resolutive function. Then there exist lower

semicontinuous resolutive functions u and v on ∂U and a negligible set N ⊂ ∂U
such that f = u − v on ∂U \ N and Hu, Hv are harmonic.

Proof. We find a sequence {xn } of points of U and a sequence {αn } of strictly posi-
tive numbers such that {xn : n ∈ N} is dense in U and
∞
X
αn µxn (|f |) < ∞.
n=1

Set
∞
X
µ := α n µ xn .
n=1
522 13 Function spaces in potential theory and the Dirichlet problem

Then f is µ-integrable. Hence there exists a sequence {fj } of continuous functions

on ∂U such that
X∞
µ(|fj − f |) < ∞.
j=1
P∞
It follows that the sum j=1 fj converges absolutely to f in each of the spaces
L1 (µxn ), n ∈ N. Then

∞
X ∞
X
f (y) = fj+ (y) − fj− (y) ∈ R
j=1 j=1

holds for each y ∈ ∂U \ N , where the exceptional set N is µxn -null for each n ∈ N.
By Proposition 13.64, N is negligible. Using the Lebesgue monotone convergence
theorem we obtain
∞
X ∞
X ∞ ∞

X X
fj+ − H fj− = Hfj+ − Hfj− .


Hf = H
j=1 j=1 j=1 j=1

Now, the functions ∞

P + P∞ −
j=1 Hfj and j=1 Hfj are harmonic by Doob’s convergence
axiom, as they are finite on {xn : n ∈ N}.

Theorem 13.66. Let U ⊂ Y be relatively compact and open and f : ∂U → R be a

resolutive function. Then Hf is harmonic in U .

Proof. Let u, v be as in Lemma 13.65. Then Hf = Hu − Hv and thus Hf is

harmonic.

Remark 13.67. It may look that the harmonicity of Hf or even Hf follows easily
from considering U (f ) as a saturated family. However, this approach works only
if it is clear that U (f ) contains a superharmonic function. The situation is more
transparent for the Laplace equation. Then we may assume that U is connected. If
Hf is finite at one point, then there exists an upper function finite at this point and
this upper function is already superharmonic.

Definition 13.68 (PWB solution). If f is resolutive, then it follows from Theorem

13.61 that the common value of Hf and Hf is Hf which is a harmonic function
on U (see Theorem 13.66). The procedure, how we obtained the solution, is called
the Perron–Wiener–Brelot method of solving the Dirichlet problem and the solution
obtained this way is called the Perron–Wiener–Brelot solution, for short the PWB
solution, of the Dirichlet problem on U with boundary data f .
 13.4 Dirichlet problem: solution methods 523

13.4.B Cornea’s approach to the Dirichlet problem

Throughout this section, Y will be again a Bauer harmonic space and U ⊂ Y a
relatively compact open set.
Cornea’s approach yields a new method for setting and solving the Dirichlet prob-
lem by means of the so-called controlled convergence. It leads to the notion of reso-
lutivity in Cornea’s sense, which actually turns out to be equivalent to the resolutivity
introduced in Definition 13.57.
Recall that the Perron–Wiener–Brelot solution h of the Dirichlet problem for a
given boundary data f is based on the approximation of h by hyperharmonic functions
from above and by hypoharmonic functions from below. However, for the Laplace
equation it is possible to forget hyperharmonic and hypoharmonic functions in both
PWB method and Cornea’s methods and to consider only harmonic upper and lower
functions (see Theorem 13.81).
Definition 13.69 (Controlled convergence). Let f be an extended real-valued function
on ∂U , h and k be real-valued functions on U and k ≥ 0.
We will say that h converges to f controlled by k, if for every z ∈ ∂U and every
ε > 0 the following inequalities hold:
∞ 6= lim sup(h(x) − εk(x)) ≤ f (z) ≤ lim inf(h(x) + εk(x)) 6= −∞.
x→z x→z

Definition 13.70 (c-resolutive and C-resolutive functions, Cornea’s solutions of the

Dirichlet problem). An extended real-valued function f on ∂U is called resolutive in
Cornea’s sense (for short c-resolutive) if there are functions h ∈ H (U ) and k ∈
S + (U ) such that h converges to f controlled by k. The function h is then said to be a
c-solution for f . We say that f is harmonically resolutive in Cornea’s sense (for short
C-resolutive) if the control function k can be taken to be harmonic. The function h is
then called a C-solution for f .
We say that the set U is C-resolutive if each f ∈ C(∂U ) is C-resolutive. Note
that in Theorem 13.74 below we will prove that for each c-resolutive (and the more
C-resolutive) function f , the c-solution coincides with Hf . So, we will tacitly use
this fact after proving Theorem 13.74.
Remark 13.71. Suppose that h converges to f controlled by k. Consider the sets
Gα := {x ∈ U : k(x) > α}.
Then the sets Gα “potential-theoretically disappear” as α → ∞. However, for each
fixed α we easily obtain
lim h(x) = f (z), z ∈ ∂U ∩ U \ Gα . (13.15)
x→z, x∈U \Gα

In this sense the c-solution generalizes the classical solution of the Dirichlet prob-
lem. Under the name “quasisolutions”, a general treatment of solutions of Dirichlet
problem based on the limiting process as in (13.15) is developed in [320].
524 13 Function spaces in potential theory and the Dirichlet problem

Lemma 13.72. Let f be a resolutive function on ∂U . Then there exists a superhar-

monic upper function to f .
Proof. We may assume that f ≥ 0. Let {xn } be a sequence of points of U such that
{xn : n ∈ N} is dense in U . Set fn = f ∧ n, n ≥ 0, and gn = fn − fn−1 for n ∈ N.
Then gn are bounded and resolutive (see Corollary 13.62). Thus, for each n ∈ N there
n ∈ U (gn ) such that un (xj ) − Hgn (xj ) < 2
−j for each
exists a bounded function Pu∞ ∗ +
j = 1, . . . , n. Set u := n=1 un . Then u ∈ H (U ). Fix n ∈ N and z ∈ ∂U . Then
u1 + · · · + un is an upper function to fn := g1 + · · · + gn and thus

fn (z) ≤ lim inf(u1 (x) + · · · + un (x)) ≤ lim inf u(x).

x→z x→z

Letting n → ∞ we obtain f (z) on the left-hand side. Thus, u is an upper function to

f . Given j ∈ N, we have
X X X
ui (xj ) < Hgi (xj ) + 2−i ≤ Hf (xj ) + 1,
i>j i>j i>j

and thus X X
u(xj ) ≤ ui (xj ) + ui (xj ) < ∞.
i≤j i>j

Thus, u is finite on a dense set, so that u is superharmonic.

Proposition 13.73. Let f be a resolutive function on ∂U , kn ∈ U (f ), qn ∈ U (−f )

be such that each of the functions
∞
X ∞
X
k := (kn − Hf ) and q := (qn + Hf )
n=1 n=1

is finite on a dense subset of U . Then Hf converges to f controlled by k + q.

Proof. Obviously, k + q is a positive superharmonic function. Put h := Hf and fix
z ∈ ∂U , ε > 0 and n ∈ N such that εn ≥ 1. Then
n n
1X 1X
h + ε(k + q) ≥ h + εk ≥ h + (kj − h) = kj .
n n
j=1 j=1

It follows that
n n
1 X 1X
lim inf(h(x) + ε(k(x) + q(x))) ≥ lim inf kj (x) ≥ lim inf kj (x).
x→z n x→z n x→z
j=1 j=1

Since kj ∈ U (f ), the last sum is different from −∞ and

lim inf kj (x) ≥ f (z), j = 1, . . . , n.

x→z
 13.4 Dirichlet problem: solution methods 525

We conclude that

f (z) ≤ lim inf(h(x) + ε(k(x) + q(x))) 6= −∞.

x→z

The proof for lim sup is analogous and the assertion is proved.

Theorem 13.74. Let f be an extended real-valued function on ∂U and h ∈ H (U ).

Then the following assertions are equivalent:
(i) f is resolutive and h = Hf ,
(ii) there exists s ∈ S + (U ) such that h converges to f controlled by s (so that f is
c-resolutive).
Proof. (i) =⇒ (ii): Suppose that f is resolutive and h = Hf . By Lemma 13.72, there
exist u ∈ U (f ) ∩ S (U ) and v ∈ U (−f ) ∩ S (U ). Denote

Z := {x ∈ U : u(x) + v(x) = ∞}.

Then U \ Z is dense in U . Let {xn } be a sequence of points in U \ Z such that

{xn : n ∈ N} is dense in U . Since U (f ) is min-stable, we easily find sequences
{kn } of functions from U (f ) and {qn } of functions from U (−f ) such that kn ≤ u,
qn ≤ v, kn (xj ) < h(xj ) + 2−n and qn (xj ) < −h(xj ) + 2−n for each n ∈ N and
jP= 1, . . . , n. From Proposition 13.73 we obtain that h converges to f controlled by
∞
n=1 (kn + hn ).
(ii) =⇒ (i): Let s be as in (ii) and V be a regular set with V ⊂ U . Then sV is
harmonic on V , h + εsV ∈ U (f ) and −h + εsV ∈ U (−f ) for each ε > 0. It follows
that h = Hf = Hf on V and h is harmonic on V . Since regular sets form a base
of the topology on U , by Sheaf axiom of Definition A.156, h is harmonic. Thus f is
resolutive and h = Hf .

Theorem 13.75. Let f be a resolutive function. Then the inequalities

lim inf Hf (x) ≤ f (z) ≤ lim sup Hf (x)

x→z x→z

hold for every z ∈ ∂U except for a negligible set.

Proof. By Theorem 13.74, there exists k ∈ S + (U ) such that Hf converges to f
controlled by k. Put
n o
N := z ∈ ∂U : lim inf k(x) = ∞ .
x→z

Then N is a Borel set and for its characteristic function cN we obviously have δk ∈
U (cN ) whenever δ > 0. This shows that N is a negligible set. Fix z ∈ ∂U \ N . Then
we have for every ε > 0

f (z) ≤ lim inf(Hf (x) + εk(x)) ≤ lim sup Hf (x) + ε lim inf k(x).
x→z x→z x→z
526 13 Function spaces in potential theory and the Dirichlet problem

Since lim infx→z k(x) < ∞, we have proved the inequality

f (z) ≤ lim sup Hf (x).

x→z

Replacing f by −f completes the proof.

Corollary 13.76. If R(U ) is the class of all real-valued resolutive functions on ∂U ,

then f 7→ Hf , f ∈ R(U ), is an “injective” mapping in the following sense: If
Hf = Hg, then the set {z ∈ ∂U : f (z) 6= g(z)} is negligible.

Proof. It follows immediately from Theorem 13.75.

Lemma 13.77. Let fj be extended real-valued functions on ∂U , hj and kj be har-

monic functions on U , kj ≥ 0, j = 1, 2. Let hj converge to f controlled by kj , j =
1, 2. Let f be an extended real-valued function on ∂U such that f (z) = f1 (z) + f2 (z)
at any point z ∈ ∂U at which the sum f1 (z)+f2 (z) is well defined. Then h := h1 +h2
converges to f controlled by k = k1 + k2 . Further, if λ ∈ R, λh1 converges to λf1
controlled by k1 .

Proof. Let ε > 0 and z ∈ ∂U . Then we easily obtain

∞ 6= lim sup(h(x) − εk(x)) ≤ f (z) ≤ lim inf(h(x) + εk(x)) 6= −∞ (13.16)

x→z x→z

if the sum f1 (z) + f2 (z) is well defined. If f1 (z) = −∞ and f2 (z) = ∞, then

lim sup(h(x) − εk(x)) ≤ −∞ + lim sup(h2 (x) − εk2 (x)) = −∞

x→z x→z

and
lim inf(h(x) + εk(x)) ≥ lim inf(h1 (x) + εk1 (x)) + ∞ = ∞.
x→z x→z

The case f1 (z) = ∞ and f2 (z) = −∞ is analogous. We have obtained (13.16) for
each z ∈ ∂U , and thus h converges to f controlled by k. Since the last part is obvious,
the proof is complete.

Lemma 13.78. Let {fn } be an increasing sequence of real-valued C-resolutive func-

tions, fn % f . If Hf ∈ H (U ), then f is C-resolutive.

Proof. Without loss of generality we may assume that fn ≥ 0, n ∈ N, and we set

f0 := 0. Let {yj } be a sequence of points of U such that {yj : j ∈ N} is dense in U .
Put hn := Hfn , n ≥ 0 and h := limn→∞ hn = Hf . Using the diagonal method we
find an increasing sequence {ni } of natural numbers such that
∞
X
i(hni+1 (yj ) − hni (yj )) < ∞, j ∈ N.
i=1
 13.4 Dirichlet problem: solution methods 527

We relabel the sequence {hni } as {hi }. There exist functions kn ∈ H + (U ) such that
hn converges to fn controlled by kn . Choose numbers an > 0 such that
∞
X
an kn (yj ) < ∞, j ∈ N,
n=1

and put k := ∞
P P∞
n=1 an kn , g := n=1 n(hn+1 − hn ). By Doob’s convergence axiom,
k, g ∈ H + (U ). Clearly,
∞
X
h = lim hn = (hn+1 − hn ).
n→∞
n=0

We claim that h converges to f controlled by k + g. Fix z ∈ ∂U and ε > 0. Since for

every n ∈ N,
fn (z) ≤ lim inf(hn (x) + εkn (x)) 6= −∞
x→z
and obviously
hn + εkn ≤ h + ε(k + g),
we have
fn (z) ≤ lim inf(h(x) + ε(k(x) + g(x))) 6= −∞.
x→z
Hence
f (z) ≤ lim inf(h(x) + ε(k(x) + g(x))) 6= −∞.
x→z
Fix a natural number m > 1 satisfying 1 ≤ εm. Then
m−1
X ∞
X
h − ε(k + g) = (hn+1 − hn ) − εk + (hn+1 − hn )
n=0 n=m
m−1
X ∞
X
−ε n(hn+1 − hn ) − ε n(hn+1 − hn )
n=1 n=m
∞
X ∞
X
≤ hm − εk + (hn+1 − hn ) + 0 − (hn+1 − hn )
n=m n=m

= hm − εk,

which yields

lim sup(h(x) − ε(k(x) + g(x))) ≤ lim sup(hm (x) − εk(x)).

x→z x→z

Since hm converges to fm controlled by km , hence also by k, we have

∞ 6= lim sup(hm (x) − εk(x)) ≤ fm (z) ≤ f (z).

x→z
528 13 Function spaces in potential theory and the Dirichlet problem

We conclude that

∞ 6= lim sup(h(x) − ε(k(x) + g(x))) ≤ f (z).

x→z

It follows that h converges to f controlled by k + g, and hence f is C-resolutive.

Lemma 13.79. Suppose that U is C-resolutive. Let M ⊂ ∂U be a negligible set and

let f be an extended real-valued function on ∂U such that f = 0 on ∂U \ M . Then f
is C-resolutive.

Proof. Let g := ∞ on M and g := 0 on ∂U \ M . By Theorem 13.74, g is c-

resolutive and thus there exists a superharmonic function s ∈ S + (U ) such that the
function s̄(z) := lim inf s(x), z ∈ ∂U , satisfies
x→z

s̄(z) = ∞, z ∈ M.

Then s ∈ U (s̄) and thus 0 ≤ H s̄ ≤ s on U . It follows that the function s̄ is lower

semicontinuous and resolutive. Now, we find a sequence {fn } of continuous functions
such that 0 ≤ f1 ≤ f2 ≤ · · · and fn % s̄. Since U is C-resolutive, all the functions
fn are C-resolutive and by Lemma 13.78, s̄ is C-resolutive. Let h := H s̄ converges
to s̄ controlled by a harmonic function k. Then

∞ = lim inf(h(x) + k(x)) ≤ lim sup(h(x) − k(x)) + lim inf(2k(x)), z ∈ M.

x→z x→z x→z

It follows that 0 converges to g (and thus also to f ) controlled by k.

Theorem 13.80 (Cornea). Let U ⊂ Y be C-resolutive. Then an extended real-valued

function f on ∂U is C-resolutive if and only if it is resolutive.

Proof. Obviously, each C-resolutive function is resolutive. Conversely, let f be a res-

olutive function on ∂U . By Lemma 13.65, there exist lower semicontinuous resolutive
functions u and v on ∂U and a negligible set N ⊂ ∂U such that f = u − v on ∂U \ N
and Hu, Hv are harmonic. We may express functions u and v as limits of increas-
ing sequences of continuous functions. From Lemma 13.78 we infer that u and v are
C-resolutive. By Lemma 13.77 and Lemma 13.79, the function f is C-resolutive.

Now, we will study the two most important concrete harmonic spaces from the
point of view of C-resolutivity.

Theorem 13.81. Let Y be a Bauer harmonic space associated with the Laplace equa-
tion and U be a relatively compact open subset of Y . Then U is C-resolutive.
 13.4 Dirichlet problem: solution methods 529

Proof. Let f ∈ C(∂U ). Let h = Hf and k ∈ H + (U ) be a function such that

limx→z k(x) = ∞ whenever z is an irregular point of U . Such a function exists by
Theorem 13.23. For each ε > 0, we have

f (z) = lim h(x) ≤ lim inf(h(x) + εk(x)), z ∈ ∂ reg U,

x→z x→z

f (z) ≤ ∞ = lim inf(h(x) + εk(x)), z ∈ ∂ irr U.

x→z

Hence h + εk ∈ U (f ) ∩ H (U ). Similarly, −h + εk ∈ U (−f ) ∩ H (U ). Letting

ε → 0 we obtain that f is C-resolutive.

Example 13.82. Consider the heat equation in Rd+1 . Denote W = U (0, 1) × (−1, 2)
and set U = W \ {(0, 0)}. Let f ∈ C(∂U ) be given by
(
1, (x, t) = (0, 0),
f (x, t) :=
0 otherwise.

By the Harnack type inequality (Proposition A.151), there exists c > 0 such that

k(0, 1) ≥ ck(0, 0), k ∈ H (W ). (13.17)

Suppose that ũ ∈ U (f ) ∩ H (U ). Since (0, 0) is polar (Proposition A.217), there

exists s ∈ S + (W ) such that s(0, 0) = ∞. Set
(
∞, (x, t) = (0, 0),
un (x, t) := 1
ũ(x, t) + n s(x, t), (x, t) ∈ U.

By Proposition A.189, u := inf

\ un is a positive supercaloric function on W and u = ũ
on U . (In fact, we have shown how to prove that polar sets are removable for positive
supercaloric functions.) Let h be the greatest subcaloric minorant of u on W , which
is a caloric function on W (see Proposition A.166). We claim that h(x, t) = u(x, t)
for t < 0. Indeed, let −1 < τ < 0 and
(
0, t ≤ τ,
uτ (x, t) :=
u(x, t), t > τ.

Then, by Corollary A.186, uτ is supercaloric and u − uτ is a subcaloric minorant of

u. Hence
h ≥ u − uτ on W, −1 < τ < 0,
which proves the claim. Since u|U is an upper function to f , we have

h(0, 0) = lim inf h(0, t) = lim inf u(0, t) ≥ f (0, 0) = 1.

t→0− t→0−
530 13 Function spaces in potential theory and the Dirichlet problem

Then by (13.17),
ũ(0, 1) ≥ h(0, 1) ≥ ch(0, 0) ≥ c.
On the other hand, each strictly positive multiple of s|U is an upper function to f and
thus Hf = 0. This shows that Hf cannot be obtained as infimum of caloric upper
functions.

13.4.C The Wiener solution

In this subsection, U will be a relatively compact open subset of a Bauer harmonic
space Y .
The Wiener method of solution of the generalized Dirichlet problem is the method
based on inner stability of the Dirichlet problem. The issue of the Wiener solution has
two aspects:
• Convergence of the Wiener method. We will prove that the Wiener approxima-
tions converge for any exhaustion.
• Existence of special exhaustions. In general, the sets used for approximate solu-
tion are of the same type as the given set U . To have a reason to appreciate the
Wiener method, we need to show that we can find exhaustions by “better sets”,
where the Dirichlet problem is easier to solve or the solution is more canonical
(to be convinced that the solution obtained by this way is the “right solution”).

Definition 13.83 (Exhaustion). A family V of subsets of a relatively compact set W

is said to be an exhaustion of W if
(a) For each V ∈ V, V ⊂ W ,
(b) for each compact set K ⊂ W there exists V ∈ V such that K ⊂ V .
If V is an exhaustion of W , x ∈ U , and g ∈ C(W ), denote by limV ∈V H V g(x) a
number λ which has the property that for any ε > 0 there exists a compact set K
containing x such that

V ∈ V, V ⊃ K =⇒ |H V g(x) − λ| < ε.

Such a limit is clearly unique if it exists.

Definition 13.84 (Wiener solution). Given an exhaustion V of U , we say that a func-

tion h ∈ H (U ) is a Wiener solution of the Dirichlet problem on U with boundary
data f ∈ C(∂U ), if for any continuous extension g ∈ C(U ) of f we have

h(x) = lim H V g(x), x ∈ U.

V ∈V

The existence and uniqueness is treated by the following theorem.

 13.4 Dirichlet problem: solution methods 531

Theorem 13.85. Let V be an exhaustion of U , f ∈ C(∂U ) and g ∈ C(U ). Suppose

that g|∂U = f . Then for each x ∈ U ,
lim H V g(x) = Hf (x).
V ∈V

In particular, the limit always exists and depends neither on g, nor on the exhaustion.
Proof. Let p ∈ P and x ∈ U . By Theorems A.199 and A.195,
c
Hp(x) = RpU (x) = inf{RpG (x) : G open , G ⊃ U c }.
Given ε > 0, we find a closed (thus compact) set K ⊂ U such that
c
RpK (x) < Hp(x) + ε.
For any V ∈ V with K ⊂ V we then have
c c c
bpU (x) ≤ R
Hp(x) = R bpV (x) ≤ RpK (x) < Hp(x) + ε.

From the density of P − P (Proposition A.169) we obtain the result.

Proposition 13.86. For potential theory of the Laplace equation, there exists an ex-
haustion of U formed by regular sets.
Proof. The proof can be found in [21], Corollary 6.6.13. We can indicate another
approach. If K is a compact subset of U , choose a C ∞ -function F : Rd → [0, 1] so
that
F = 1 on K and F = 0 on U c
and consider the sets
Vα := {x ∈ U : F (x) > α} , α ∈ (0, 1).
By the Morse–Sard theorem (see, for example, S. Sternberg [437]) there exists β ∈
(0, 1) such that ∇F is nonvanishing at every point of ∂Vβ . Then Vβ is a regular set
by Example 13.18(c) and K ⊂ Vβ ⊂ Vβ ⊂ U .
Example 13.87 (Bauer). Now we consider the case of the heat equation. Let
U := {(x, t) ∈ R2 : 0 < x2 + t2 < 2} and K := {(x, t) ∈ R2 : x2 + t2 = 1}.
Then there does not exist a (calorically) regular set V such that K ⊂ V ⊂ V ⊂
U . Indeed, assume that such a set V exists. We find (ξ, τ ) ∈ ∂V ∩ U (0, 1) which
minimizes τ in this set. Similarly to Example 13.25(c) we obtain that (ξ, τ ) ∈ ∂ irr V .
Remark 13.88. We will see later that the Wiener construction has still a reasonable
sense in harmonic spaces, in particular for the heat equation. There exists an exhaus-
tion by sets, in which the solution of the Dirichlet problem is in some sense canonical
(finely regular sets, Proposition 13.95, or Keldysh sets, Proposition 13.129). Another
successful idea is to construct a solution using regular subsets of U by a method which
does not require to treat an exhaustion, see Exercise 13.156.
532 13 Function spaces in potential theory and the Dirichlet problem

13.4.D Fine Wiener solution

We first introduce finely regular sets as a class of not necessarily open sets for which
something like classical solution of the Dirichlet problem is still available. By means
of exhaustion of a general finely open set by finely regular sets we obtain a version
of Wiener method for finely open sets. Surprisingly, this yields a new possibility of
exhaustion also if the set U is open, but the harmonic space is “parabolic”.
Definition 13.89 (Finely regular sets). We say that a relatively compact set U ⊂ Y is
finely regular if b(U c ) = U c . In this case U is finely open and also β(U c ) = U c (see
Proposition A.221). Also notice that a relatively compact open set U is finely regular
if and only if U is regular.
Theorem 13.90. Suppose that U is finely regular and f ∈ C(∂U ). Then there exists a
unique H(U )-affine function h such that h = f on U \ U . Moreover, h = Hf on U ,
h is continuous at all points of U \ U and h is finely continuous in U .
Proof. Since H(U ) is simplicial and for each x ∈ U , the H(U )-maximal representing
β(U c ) c
measure for x is δx = εx = εU x , any H(U )-affine function h which coincides
with f on U \ U must satisfy h(x) = δx (f ) for x ∈ U . This shows the uniqueness.
Let h be given by this formula. Then h is H(U )-affine by Theorem 6.8. Taking into
account density of P −P in C(∂U ) (Proposition A.169), we observe that it is enough
to verify the remaining properties for f = p|∂U , p ∈ P.
c
Then h(x) = RpU (x) = R bpU c (x) for x ∈ U by Theorem A.195, and h(x) =
c
RpU (x) = R bU c (x) for x ∈ U \ U ⊂ b(U c ) by the very definition of b(U c ). The
p
U c
function Rp is hyperharmonic and thus finely continuous. If z ∈ U \ U , then h is
b
c
upper semicontinuous at z as h = RpU on U , whereas h is lower semicontinuous at z
c
as h = R bpU on U . This shows the continuity of h at z.

Theorem 13.91 (The Lusin–Menshov property). The fine topology τ has the follow-
ing Lusin–Menshov property: Let F be a finely closed subset of Y and K a Kσ subset
of Y disjoint from F . Then there exists a positive finely continuous and upper semi-
continuous function ϕ on Y such that ϕ = 0 on F and ϕ > 0 on K.
Proof. Let {Kn } be an increasing sequence of compact subsets of Y , ∞
S
n=1 Kn = K
and p a potential as in Proposition A.206. Using Theorems A.195 and A.205 we
obtain that b(F ) ⊂ F and RpF = R bpF < p on Y \ F . According to [66], Lemma
VI.2.5, there exists a sequence {Un } of open sets such that F ⊂ Un ⊂ Y and

bpUn ≤ RpUn ≤ RpF + 1

R on Kn .
n
Set
∞
X 1 bUn ).
ϕ := (p − Rp
2n
n=1
 13.4 Dirichlet problem: solution methods 533

Then ϕ ≥ 0 is a finely continuous and upper semicontinuous function on Y , ϕ = 0

on F . Fix x ∈ K. There exists n ∈ N such that x ∈ Kn and RpF (x) + n1 < p(x).
Hence RbpUn (x) < p(x) which yields ϕ(x) > 0.

Corollary 13.92. Let K and U be subsets of Y , K ⊂ U , K compact and U finely

open. Then there exists a Borel finely open set V such that K ⊂ V ⊂ V ⊂ U .
Proof. We know from the Lusin–Menshov property 13.91 that there exists a finely
continuous and upper semicontinuous function ϕ ≥ 0 such that

ϕ = 0 on Y \ U and ϕ > 0 on K.

Let g ≥ 0 be a continuous function on Y such that K = {x ∈ Y : g(x) = 0}. Set

V := {x ∈ Y : g(x) < ϕ(x)} .

Then V is a Borel finely open set such that

K ⊂ V ⊂ V ⊂ {x ∈ Y : g(x) ≤ ϕ(x)} ⊂ U.

This completes the proof.

Proposition 13.93. The fine interior of any compact subset of Y is a finely regular set.
Proof. Let K ⊂ Y be a compact set and U its fine interior. Then U c is the fine closure
of K c and thus
U c = K c ∪ b(K c ) ⊂ b(U c ) ⊂ U c .
This concludes the proof.

Remark 13.94. The reasoning of the previous proposition shows that the assertion
continues to hold even for finely closed sets (instead of compact ones).
The following proposition shows that the fine solution of the Dirichlet problem is
more efficient from the point of view of insertion of regular sets (recall that we ap-
preciated the possibility to construct “regular exhaustions” for the Wiener method of
Subsection 13.4.C). By Example 13.87, the possibility of ordinary regular exhaustion
fails in the case of the heat equation.
Proposition 13.95. Let U be a finely open set and K ⊂ U compact. Then there exists
a finely regular set V such that K ⊂ V ⊂ V ⊂ U .
Proof. The assertion is an immediate consequence of the Lusin–Menshov property in
Corollary 13.92: There exists a finely open set G such that K ⊂ G ⊂ G ⊂ U . Since
G is compact, the fine interior V of G is a finely regular set and

K ⊂ G ⊂ V ⊂ V ⊂ G ⊂ U.
534 13 Function spaces in potential theory and the Dirichlet problem

Corollary 13.96. Let U ⊂ Y be finely open and relatively compact. Then there exists
a finely regular exhaustion V of U and

Hf (x) = lim H V f (x), x ∈ U, f ∈ C(∂U ).

V ∈V

Proof. This is only a recapitulation of Theorem 13.85 and Proposition 13.95.

13.4.E PDE solutions in Sobolev spaces

In this subsection we will study the Dirichlet problem in the framework of the Laplace
equation. The PDE methods indicated in the Appendix (Subsection A.6.A) yield a so-
lution for Sobolev boundary data. In this subsection we show how to treat continuous
Dirichlet data.
The space W 1,2 (U )/W01,2 (U ) enables us to formulate some “new” variants of the
Dirichlet problem. For example, if our domain has a part of “inner boundary” which
is visible from two sides, we can impose distinct boundary data depending on which
side is chosen. If we want to express these data as a function on the boundary, we
must replace the topological boundary by something more complicated (mostly by
the Martin boundary or another compactification).
To have a better understanding, we would like to make some link between bound-
ary data and an element of a space like W 1,2 (U )/W01,2 (U ). The theory of Sobolev
spaces attaches boundary values or traces to Sobolev functions. This concept is well
developed if the domain is smooth or at least satisfies the Lipschitz condition.
However, now we observe a drawback: even for smooth domains, not every con-
tinuous function on the boundary is a trace of a Sobolev function. For example, if D
is the unit disc in R2 , a function f is a trace of a W 1,2 (D)-function on the boundary
of D if and only if

|f (y) − f (x)|2
ZZ
dS(x) dS(y) < ∞. (13.18)
∂D×∂D |y − x|2
(see A. Kufner, S. Fučı́k and O. John [284], Theorems 6.8.13, 6.9.2). This condition
is not implied by continuity. Indeed, it is easily seen that if fk is the real part of the
function x 7→ (x1 + ix2 )k , then the integral as in (13.18) tends to infinity as k → ∞,
although the norms of fk in the space C(∂D) remain bounded. Now it is easy to
consider a countable number of pairwise disjoint arcs Ln on ∂D and a continuous
function f ∈ C(∂D) which oscillates as n1 fkn on Ln (with kn large enough) such that
the integral (13.18) diverges.
To overcome this difficulty, a general continuous function f ∈ C(∂U ) is approx-
imated by smooth functions (for example, by mollification). More precisely, we find
a sequence {fn } of functions from C 1 (Rd ) such that fn converge uniformly on Rd
to a continuous extension of f . Each fn |U is in W 1,2 (U ) and thus we can find
hn ∈ W 1,2 (U ) as the unique harmonic function such that hn − fn |U ∈ W01,2 (U ).
 13.4 Dirichlet problem: solution methods 535

Now we observe that the operator sending boundary data from W 1,2 (U ) to the vari-
ational solution from H (U ) described in Proposition A.143 is positive (this follows
easily with the aid of testing by the negative part of the solution, cf. D. Gilbarg and
N. S. Trudinger [193], Theorem 8.1), linear and preserves constants. Thus hn con-
verge uniformly to some function h ∈ H (U ) and this h can be regarded as the
solution of the given Dirichlet problem.
We obtained the PDE solution (the abbreviation points to the theory of partial dif-
ferential equations) of the Dirichlet problem, namely “a harmonic function h which
is a limit of harmonic functions which are weak solutions of approximating Dirich-
let problems”. This description of our main achievement is somewhat cumbersome.
Therefore we want to call attention to one aspect of this approach to the Dirichlet
problem which is not so widely known. Let us emphasize that in what follows, we
will not construct a “new solution” but we will characterize the same PDE solution in
terms which allow a more elegant description. In view of Tietze’s theorem, we may
assume that our boundary data is a continuous function on U . The main new ingredi-
ent is the use of the space W01,2 (U ) + C0 (U ) where C0 (U ) is the space of continuous
functions on U vanishing on ∂U .
Lemma 13.97. Let U ⊂ Rd be a regular bounded open set and f ∈ C 1 (Rd ). If h is
the classical solution of the Dirichlet problem on U with boundary data f and u is its
solution in the sense of Proposition A.143, then h = u.
Proof. We choose ε > 0. Let {vn } be a sequence of C ∞c -functions such that vn →
u−f in W01,2 (U ) and denote wn := f +vn −ε. Then the set Vn := {x ∈ U : wn (x) >
h(x)} is open and Vn ⊂ U . Therefore h ∈ W 1,2 (Vn ) and we can use the energy-
minimizing property of h to show that
Z Z
|∇h|2 dx ≤ |∇wn |2 dx,
Vn Vn
Z 1/2 Z 1/2 Z 1/2
|∇h − ∇wn |2 dx ≤ |∇h|2 dx + |∇wn |2 dx
Vn Vn Vn
Z 1/2
≤2 |∇wn |2 dx .
Vn
It follows that Z Z
∇(wn − h)+ dx ≤ 4 |∇wn |2 dx.
U U
This means that (wn − h)+ ∈ Wc1,2 (U ).
Letting n → ∞ we obtain that
Z Z
∇(u − h − ε)+ dx ≤ 4 |∇u|2 dx.
U U

Hence (u−h−ε)+ ∈W01,2 (U ). Now, letting ε → 0 and considering also a symmetric

estimate we obtain that u − h ∈ W01,2 (U ), and thus h − f ∈ W01,2 (U ). It follows that
h is the solution in the sense of Proposition A.143 and by uniqueness, h = u.
536 13 Function spaces in potential theory and the Dirichlet problem

Lemma 13.98. Let U ⊂ Rd be a bounded open set and h ∈ W01,2 (U ) + C0 (U ) be

harmonic on U . Then h = 0.
Proof. Suppose that h = u + g where u ∈ W01,2 (U ) and g ∈ C0 (U ). Notice that u is
1,2
continuous on U and g ∈ Wloc (U ). Let {Vn } be a regular exhaustion of U . Set
(
H Vn u on Vn ,
un :=
u on U \ Vn ,
(
H Vn g on Vn ,
gn :=
g on U \ Vn .

Here we use the notation H V f for the solution of the Dirichlet problem on V with
boundary data f . For the definition of un and gn it is the classical solution, but
by Lemma 13.97 also simultaneously the solution in the sense of (A.2) in Subsec-
tion A.6.A. Now, by the energy-minimizing property, we see that {un } is bounded
in W01,2 (U ). It follows that (passing, if necessary, to a subsequence) that there exists
a weak limit u∞ of un in W01,2 (U ), which is simultaneously a strong limit in L2 (U )
(by the Rellich–Kondrachov compact embedding theorem, see, for example, [334],
Theorem 1.61) and a pointwise limit almost everywhere (at least for a suitable subse-
quence). It is easy to see that u∞ is weakly harmonic on U , thus u∞ = 0 a.e. The
functions gn converge uniformly to 0 by the minimum principle, as

sup |g|(∂Vn ) → 0.

Since obviously
h = gn + un ,
passing to the limit we conclude that h = 0.

Theorem 13.99. Let U ⊂ Rd be a bounded open set and f ∈ C(U ). Then there exists
a unique h ∈ H (U ) such that h − f ∈ W01,2 (U ) + C 0 (U ).
Proof. The uniqueness follows from Lemma 13.98. For the existence, we consider a
sequence {fn } of smooth functions on Rd such that |fn − f | < 2−n−2 on ∂U . We
write h0 = f0 = 0. For each n ∈ N we find the unique harmonic function hn on U
such that hn − fn ∈ W01,2 (U ) and decompose

hn − fn − (hn−1 − fn−1 ) = un + gn ,

where gn ∈ C ∞
c (U ) and kun kW 1,2 < 2
−n . For n ≥ 2 we have |f − f
n n−1 | < 2
−n on
0
∂U and thus also |hn −hn−1 | < 2−n P on U . Therefore we can achieve that |gn | < 2n+1
on U . We observe that the series ∞ n=1 gn is uniformly convergent to a function
P∞
g ∈ C 0 (U ), n=1 un converges in W0 (U ) to a function u ∈ W01,2 (U ), and therefore
1,2

h − f = u + g ∈ W01,2 (U ) + C 0 (U ).
 13.5 Generalized Dirichlet problem and uniqueness questions 537

Remark 13.100. From now, we can define the PDE solution as the solution obtained
in Theorem 13.99. It is an obvious feature of the space C 0 (U ) that the solution cannot
depend on values of f off ∂U .
Corollary 13.101. Let f ∈ C(∂U ). Suppose that the Dirichlet problem on U with
boundary data f admits a classical solution h. Then h is the PDE solution of this
Dirichlet problem.

13.5 Generalized Dirichlet problem and uniqueness

questions
In this section, U will be a relatively compact open subset of Y .
In Examples 13.18 we encountered sets for which the classical Dirichlet problem is
not solvable for some continuous boundary data. The existence of irregular sets leads
to a natural question of how to assign to those functions something like a solution in
a reasonable way. This is the generalized Dirichlet problem.
Keldysh operators are solution operators of the generalized Dirichlet problem.
There is no problem with the existence of Keldysh operators. The operators H and
D of Section 13.1 serve as examples. However, it is by no means clear whether
there are different Keldysh operators on U , in particular whether H = D. Notice
that the set H(U )|∂U of all “solvable functions” is, in the irregular case, a nowhere
dense subset of C(∂U ). (Of course, any proper closed subspace of a Banach space is
nowhere dense.) Therefore it may be somewhat surprising if the extension problem
has a unique solution.
We will show that the answer to the uniqueness question is “yes” in case of the
Laplace equation. On the other hand, already the operators H and D may be different
in case of the heat equation. This raises further interesting questions which we will
address as well.
Definition 13.102 (Keldysh operator). By a Keldysh operator A on U we mean a
mapping A : C(∂U ) → H (U ) satisfying the following conditions:
(a) A is linear and positive,
(b) if there is a solution h ∈ H (U ) of the classical Dirichlet problem for a function
f ∈ C(∂U ), then Af = h on U .
The following proposition serves as a key tool.
Proposition 13.103 (Keldysh lemma). Given x ∈ ChH(U ) (U ), there exists a function
h ∈ H+ (U ) such that h(y) = 0 if and only if y = x.
Proof. We know by Proposition 13.30 that H(U ) = Ac (H(U )). Combining The-
orem 6.28 with Theorem 13.41 we obtain the result immediately. For the Laplace
equation, we can use Theorem 13.35 instead of Theorem 13.41.
538 13 Function spaces in potential theory and the Dirichlet problem

13.5.A Lattice approach

In this subsection we fix a relatively compact open set U ⊂ Y and write H + =
H + (U ). Since each Keldysh operator T on U is bounded and the family of all
bounded harmonic functions is contained in H + −H + , we may use H + −H + as
the target space for T . This enables us to exploit better lattice properties of H +−H + .
Definition 13.104 (Riesz homomorphism). A vector lattice is said to be Dedekind
complete if every nonempty upper bounded set has a least upper bound.
Let E and F be ordered vector lattices. Then a mapping T : E → F is called a
Riesz homomorphism if T (f ∨ g) = T (f ) ∨ T (g) for each f, g ∈ E.
Definition 13.105 (Harmonic lattice). We consider H + −H + as an ordered vector
space equipped with the natural order. This means that the relation u ≤ v is un-
derstood pointwise, but the supremum in H + −H + can differ from the pointwise
supremum. Therefore, one has to be careful with the interpretation of the notation
f ∧ g, f ∨ g in this subsection.
Proposition 13.106. H + −H + is a Dedekind complete vector lattice.
Proof. Let ∅ 6= F ⊂ H + −H + be an upper bounded set and k be its upper bound.
We may assume that k ≥ 0. We set

G := {k − h : h ∈ F}.

Then G ⊂ H + . If u := inf G, then by Proposition A.189, u b is superharmonic.

Thus, by Proposition A.166, there exists a greatest harmonic minorant u0 of u b. Then
k − u0 ∈ H + −H + and it is the least upper bound of F. To complete the proof, we
need also to show that given u, v ∈ H + −H + , the set {u, v} is upper bounded. We
find u1 , u2 , v1 , v2 ∈ H + such that u = u1 −u2 and v = v1 −v2 . Then u1 +u2 +v1 +v2
is a common upper bound to u and v.

Theorem 13.107. (a) The operator H is a Riesz homomorphism from the vector lat-
tice R(U ) to H + −H + . The more this is a Riesz homomorphism from C(∂U ) to
H + −H + . (Recall that R(U ) is a vector lattice in view of Corollary 13.62.)
(b) If a Keldysh operator T : C(∂U ) → H + −H + is a Riesz homomorphism, then
T = H.
Proof. (a) Suppose that f, g ∈ R(U ) and h = Hf ∨ Hg. Choose u ∈ U (f ) and
v ∈ U (g). Then h + (u − Hf ) + (v − Hg) ≥ max{u, v} and hence this is an
upper function to f ∨ g. Passing to the infimum over u ∈ U (f ) and v ∈ U (g) we
obtain that H(f ∨ g) ≤ h. Conversely, the function H(f ∨ g) is a common harmonic
majorant of Hf and Hg and thus h ≤ H(f ∨ g).
(b) We will use (a) and the following uniqueness argument: Since T = H on
H(U )|∂U , then also T = H on W(H(U ))|∂U and by the Stone–Weierstrass theorem
 13.5 Generalized Dirichlet problem and uniqueness questions 539

(Theorem A.30), T = H on a dense subset of C(∂U ). Since T 1 = 1, T preserves

uniform convergence and thus T = H on C(∂U ).

Definition 13.108 (Extended Keldysh operators). A mapping T : `∞ (∂U ) → H (U )

is called an extended Keldysh operator, if T is linear, positive, and T |C(∂U ) is a
Keldysh operator.

Definition 13.109 (Envelopes). Let f ∈ `∞ (∂U ). We set

^n o
D∗ f := h|U : h ∈ H(U ), h ≥ f on ∂U ,
_n o
D∗ f := h|U : h ∈ H(U ), h ≤ f on ∂U ,
n o
f ∗ := inf h|∂U : h ∈ H(U ), h ≥ f on ∂U ,
n o
f∗ := sup h|∂U : h ∈ H(U ), h ≤ f on ∂U .

(The lattice operations are with respect to the natural order in H + −H + .)

Proposition 13.110. Let f ∈ `∞ (∂U ). Then

D∗ f = Hf ∗ , D∗ f = Hf∗ .

Proof. Let g := inf{h ∈ H(U ) : h ≥ f on ∂U }. Then g is upper semicontinuous and

thus f ∗ = g|∂U is resolutive.
If h ∈ H(U ) and h ≥ f on ∂U , then h|U = H(h|∂U ) ≥ Hf ∗ . This proves
D f ≥ Hf ∗ . The function D∗ f is the greatest harmonic minorant of g|U . If k
∗

is a harmonic minorant of g|U and h ∈ H(U ) majorizes f on ∂U , then k is a lower

function to h|∂U . Hence k is a lower function to f ∗ . We have shown that D∗ f ≤ Hf ∗ .
Since the second equality is analogous, the proof is complete.

Theorem 13.111. (a) If S is a Keldysh operator on C(∂U ), then there exists an ex-
tended Keldysh operator T : `∞ (∂U ) → H (U ) such that S = T |C(∂U ) .
(b) Let f ∈ `∞ (∂U ), h ∈ H (U ) and D∗ f ≤ h ≤ D∗ f . Then there exists an
extended Keldysh operator T on `∞ (∂U ) such that T f = h.

Proof. These are concrete applications of the abstract Hahn–Banach–Kantorovich

theorem, which can be found for instance in [245], Corollary 2.5.8 and 2.5.9.

Proposition 13.112. Let T be an extended Keldysh operator on `∞ (∂U ). Then

D∗ f ≤ T f ≤ D∗ f, f ∈ `∞ (∂U ).

Proof. This is obvious.

540 13 Function spaces in potential theory and the Dirichlet problem

Definition 13.113 (Keldysh functions). A function f ∈ `∞ (∂U ) is said to be a

Keldysh function if T1 f = T2 f for each pair T1 , T2 of extended Keldysh operators.
For f ∈ C(∂U ) this means that T1 f = T2 f for each pair T1 , T2 of Keldysh operators.
Theorem 13.114. Let f ∈ `∞ (∂U ). Then f is a Keldysh function if and only if the set
{z ∈ ∂U : f∗ (z) < f ∗ (z)} is negligible.
Proof. Denote M = {z ∈ ∂U : f∗ (z) < f ∗ (z)}. If M is negligible, then Hf∗ =
Hf ∗ , and thus by Propositions 13.110 and 13.112, each extended Keldysh operator
maps f to D∗ f = D∗ f .
Conversely, assume that M is not negligible. Then referring to Propositions 13.110
and 13.112 again, we obtain that there exists x ∈ U such that D∗ f (x) < D∗ f (x). By
Theorem 13.111, there exist extended Keldysh operators T1 and T2 such that T1 f =
D∗ f and T2 f = D∗ f . Hence f is not a Keldysh function.

13.5.B Uniqueness for the Laplace equation

In this subsection we will prove uniqueness for the generalized Dirichlet problem in
case of the Laplace equation.
We will even show that condition (a) of Definition 13.102 may be weakened to
the condition that the operator A is increasing, and hence linearity does not play an
essential role.
Theorem 13.115. There exists exactly one operator A : C(∂U ) → H (U ) satisfying
(a’) Af1 ≤ Af2 , whenever f1 , f2 ∈ C(∂U ) satisfy f1 ≤ f2 ,
(b) A(h|∂U ) = h|U , whenever h ∈ H(U ) .
Proof. We already know that the PWB solution f 7→ Hf , f ∈ C(∂U ), is an operator
satisfying (a’) and (b) (cf. Corollary 13.60).
Let A fulfil conditions (a’) and (b). Pick f ∈ C(∂U ). Our aim is to show that
Af = Hf . Since Af and Hf are bounded harmonic functions on U , in view of
Theorem 13.24 it suffices to verify that

lim Af (x) = lim Hf (x) for any z ∈ ∂ reg U.

x→z x→z

To this end, fix z ∈ ∂ reg U . Applying Theorem 13.35 and the Keldysh lemma (Proposi-
tion 13.103) we get a function h ∈ H(U ) such that h(z) = 0 and h > 0 elsewhere on
U . Let ε > 0 and let a neighborhood V of z be chosen in such a way that f ≤ ε+f (z)
on ∂U ∩ V . There exists β > 0 such that f ≤ ε + f (z) + βh on ∂U \ V . If

g(x) := ε + f (z) + βh(x) for x ∈ ∂U,

then f ≤ g on ∂U and

Ag = ε + f (z) + βh on U.
 13.5 Generalized Dirichlet problem and uniqueness questions 541

Conditions (a’) and (b) imply

Af ≤ Ag = ε + f (z) + βh on U.
Hence
lim sup Af (x) ≤ ε + f (z) + β lim h(x) = ε + f (z).
x→z x→z

An analogous reasoning yields

lim inf Af (x) ≥ f (z) − ε.
x→z

As ε > 0 is arbitrary, we conclude

lim Af (x) = f (z) = lim Hf (x),
x→z x→z

as needed.

Corollary 13.116 (Keldysh theorem). There exists exactly one Keldysh operator on
U.
Proof. Every Keldysh operator A satisfies (a’) from Theorem 13.115.

Corollary 13.117. For f ∈ C(∂U ) define

Sf (x) := inf {s ∈ S(U ) : s ≥ f on ∂U } , x ∈ U.
Then Sf = Hf for every f ∈ C(∂U ).
Proof. Given f ∈ C(∂U ), the restriction of the set
{s ∈ S(U ) : s ≥ f on ∂U }
on U forms a saturated family, and thus Sf ∈ H (U ). Obviously, the operator
A : f 7→ Sf, f ∈ C(∂U ),
satisfies (a’) and (b) from Theorem 13.115.

Remark 13.118. An independent proof was given in Proposition 13.38.

Corollary 13.119. Let U ⊂ Rd be a bounded open set and f ∈ C(U ). Then the PDE
and PWB solutions of the Dirichlet problem on U with boundary data f coincide.
Remark 13.120. In Section 13.4 we have already observed that there are several ways
how to produce the solution operator H (for example, balayage method, PWB method,
Wiener method, Cornea method). The Keldysh theorem offers the possibility to show
that all these methods lead to the same result. The corollaries above show that this tool
may be efficient. However, in some other situations, direct methods may be simpler.
Also, a result obtained via the Keldysh theorem is not valid in the full generality of
harmonic spaces.
542 13 Function spaces in potential theory and the Dirichlet problem

13.5.C Keldysh theorems in parabolic and axiomatic potential theories

In this section in general, U will be a relatively compact open subset of a Bauer
harmonic space Y . We start, however, with an example concerning the heat equation.
Example 13.121. Consider the heat equation on Rd+1 . Let U ⊂ Rd+1 be a bounded
open set and (ξ, τ ) in U . Then the set
N := {(x, t) ∈ ∂U : t > τ }
is of µU
(ξ,τ ) -measure zero. (The physical interpretation of this fact is that the solution
of the Dirichlet problem does not depend on the future.)
Indeed, if f ∈ C(∂U ) is such that f (x, t) = 0 for t ≤ τ and f (x, t) > 0 for t > τ ,
using Corollary A.186 we easily construct an upper function u to f such that u(ξ, τ ) =
0. This implies that Hf (ξ, τ ) = 0 and thus the set N = {(x, t) ∈ ∂U : f (x, t) > 0}
is negligible.
Consequently, if U ⊂ Rd × (−∞, T ), then the set
{(x, t) ∈ ∂U : t = T }
is negligible.
Example 13.122. Recall that both the PWB operator H and the essential solution
operator D are Keldysh operators on U . These operators can be really different, see
Example 13.44.
Definition 13.123 (Keldysh sets). We say that U is a Keldysh set if there is exactly
one Keldysh operator on U .
Remark 13.124. Example 13.122 shows that U can fail to be a Keldysh set.
Definition 13.125 (Keldysh measures). If A is a Keldysh operator on U and x ∈ U ,
then the mapping f 7→ Af (x), f ∈ C(∂U ), is a positive Radon measure on ∂U which
is called the associated Keldysh measure at x and denoted by αx .
Lemma 13.126. Let A be a Keldysh operator on U and αx be its associated Keldysh
β(U c ) c
measure at x ∈ U . If w ∈ W(H(U )), then εx (w) ≤ αx (w) ≤ εU
x (w).

Proof. Let w = h1 ∧ · · · ∧ hn , where h1 , . . . , hn ∈ H(U ). Then, for each j ∈

{1, . . . , n}, hj = Ahj ≥ Aw, so that w ≥ Aw on U . By the maximality of
β(U c ) β(U c ) β(U c )
εx (Theorem 13.41), εx ≺H(U ) αx , and thus εx (w) ≤ αx (w) (cf. Def-
inition 3.19). On the other hand, since
lim sup Aw(x) ≤ w(z),
x→z, x∈U

Aw is a lower function to w and we have

c
αx (w) = Aw(x) ≤ Hw(x) = εU
x (w).
 13.5 Generalized Dirichlet problem and uniqueness questions 543

Proposition 13.127. If ∂ irr U is negligible, then ∂ reg U = ∂ess U .

Proof. Let W = (β(U c ))c . Given p ∈ P, we claim that

bb(U c ) = R
R bU c . (13.19)
p p

∗
To this end, let u ∈ H + (Y ) satisfy u ≥ p on b(U c ). By Theorem 13.5, u ≥ p on
∂U ∩ b(U c ) = ∂ reg U , so that by the assumption u ≥ p holds µx -almost everywhere
for each x ∈ U . Thus
u ≥ Hu ≥ Hp = R bpU c on U.

Taking infimum with respect to u and using Theorem A.195, we obtain

bpb(U c ) = Rpb(U c ) ≥ R
R bpU c on U.

Since U is open, the converse inequality

bb(U c ) ≤ R
R bU c
p p

is obvious, so that (13.19) holds on U . By Lemma A.224, U is finely dense in W .

By Proposition A.209, it follows that (13.19) holds on W , whereas (13.19) holds on
W c ⊃ b(b(U c )). Indeed,

W c = β(U c ) = b(β(U c )) ⊂ b(b(U c )) ⊂ b(U c ),

c
hence Rbpb(U ) = p = R bpU c on W c . We have verified that (13.19) holds on Y for each
p ∈ P.
If z ∈ b(U c ) and p ∈ P, then
c c
bU (z) = R
p(z) = R bb(U ) (z),
p p

and thus z ∈ b(b(U c )). The converse inclusion is always true, so that b(U c ) =
b(b(U c )). By Proposition A.223, b(U c ) = β(U c ). Using Proposition 13.10 and
Theorem 13.5 we infer that ∂ reg U = ∂ess U .

Theorem 13.128. The following conditions are equivalent:

(i) U is a Keldysh set,
(ii) ∂U \ ∂ess U is negligible,
(iii) ∂ irr U is negligible,
(iv) D = H on C(∂U ).
544 13 Function spaces in potential theory and the Dirichlet problem

Proof. By Theorem 13.41, ∂ess U = ChH(U ) (U ).

(i) =⇒ (ii): Suppose that U is a Keldysh set. By Theorem 3.42 and Proposition
3.43, there exists a function f ∈ C(U ) such that

ChH(U ) (U ) = {x ∈ U : f∗ (x) = f ∗ (x)},

where f ∗ and f∗ are as in Definition 13.109. Since U is a Keldysh set, f is a Keldysh

function and by Theorem 13.114, the set

∂U \ ∂ess U ⊂ {x ∈ ∂U : f∗ (x) 6= f ∗ (x)}

is negligible.
(ii) =⇒ (iii): This is obvious, as ∂ess U ⊂ ∂ reg U .
(iii) =⇒ (ii): Suppose that ∂ irr U is negligible. Then by Proposition 13.127,
∂ reg U = ∂ess U , but using (iii) again we obtain that ∂U \ ∂ess U is negligible.
(ii) =⇒ (iv): We will show that all functions from C(∂U ) are Keldysh functions.
We choose f ∈ C(U ). By Theorem 3.24,

{x ∈ ∂U : f∗ (x) 6= f ∗ (x)} ⊂ ∂U \ ChH(U ) (U ) = ∂U \ ∂ess U

and this set is negligible by (ii). From Theorem 13.114 we obtain that f is a Keldysh
function.
(iv) =⇒ (i) Let A be a Keldysh operator. If (iv) holds, Lemma 13.126 yields that
Dw ≤ Aw ≤ Hw = Dw for each w ∈ W(H(U )). By the Stone–Weierstrass
theorem (Theorem A.30), A = H on C(∂U ).

Recall that for the purpose of the Wiener solution, there does not exist a regular
exhaustion in general (Example 13.87). Although not every set in parabolic potential
theory is a Keldysh set, we will see that we can take profit from the fact that, from
some point of view, there is “enough” of Keldysh sets.

Proposition 13.129. Let K be a compact subset of U . Then there exists a Keldysh set
V such that K ⊂ V ⊂ V ⊂ U .

Proof. Fix a continuous function f on Y with compact support contained in U such

that 0 ≤ f ≤ 1 and f = 1 on K. Let Us := {x ∈ Y : f (x) > s}, s ∈ (0, 1).
Obviously, Us are open sets and K ⊂ Ub ⊂ Ub ⊂ Ua ⊂ U whenever 0 < a < b < 1.
Let P 0 be a countable subset of P such that P 0 − P 0 is dense in C(U ) and S ⊂ Y
be a dense set. Consider the countable family of functions

{gp,y : p ∈ P 0 , y ∈ S},

where gp,y : (0, 1) → R is defined as

bpUsc (y),
gp,y (s) := R s ∈ (0, 1).
 13.5 Generalized Dirichlet problem and uniqueness questions 545

The functions gp,y are increasing, and thus they are continuous except for a countable
subset of (0, 1).
Fix a level b ∈ (0, 1) such that all gp,y are continuous at b. If 0 < a < b, then

(Ua )c ⊂ (Ub )c ⊂ β((Ub )c )

by Proposition A.223. It follows that

c c
bpUb (y) = gp,y (b) = sup gp,y (a) = sup R
R bpβ(Ub ) (y),
bpUac (y) ≤ R p ∈ P 0 , y ∈ S,
a<b a<b

whereas the converse inequality is always true. Set V := Ub and denote by H V and
DV the corresponding solution operators. If p ∈ P 0 , then H V p = DV p on V ∩ S
and since both functions are harmonic on V , H V p = DV p on V . From the density of
P 0 − P 0 in C(∂V ) we obtain that H V = DV . By Theorem 13.128, V is a Keldysh
set. Since K ⊂ V ⊂ V ⊂ U , the proof is complete.

Remark 13.130. J. Bliedtner and W. Hansen [66] consider Keldysh operators in a

narrower sense, namely, they require in addition Ap ≤ p|U for each p ∈ P, see
Sections VII.7 and VI.8. In the following example we will show that this condition is
not automatically satisfied by Keldysh operators.

Example 13.131. There exist a bounded open set U ⊂ R1+1 , a Keldysh operator A
on U and a function p ∈ P such that the inequality Ap ≤ p fails.

Proof. Let U := (−1, 1) × (−1, 0) ∪ (0, 1) ∪ (1, 2) , U 0 := (−1, 1) × (−1, 2).

As we know from Example A.218, U differs from U 0 only by a semipolar set. By

[66], Proposition VII.10.1, semipolar sets are “removable for continuous harmonic
functions”, and thus H(U ) = H(U 0 ) (cf. Example 13.121). Set
n o
c := sup h(0, 0) : h ∈ H(U ), h ≥ 0, inf h≤1 .
(− 12 , 21 )×{1}

Since the above considerations show that H(U )|U 0 ⊂ H (U 0 ), we have c < ∞ in
view of Proposition A.151. By Proposition A.217, there exists a positive supercaloric
function u on R1+1 such that u(0, 0) = ∞ and u(0, 1) = 1. Appealing to Proposi-
tion A.172, there exists a continuous potential p on R1+1 such that 0 ≤ p ≤ u and
p(0, 0) > 2c. Let
p∗ := inf{h ∈ H(U ) : h ≥ p on ∂U }.
Then for each h ∈ H(U ) with h ≥ p on ∂U we have h ≥ 2 on (− 12 , 12 ) × {1} by
the definition of c, as for such a h we have h(0, 0) ≥ p(0, 0) > 2c. Hence p∗ ≥ 2
on (− 21 , 12 ) × {1}. Let f be a continuous function on ∂U such that 0 ≤ f ≤ p∗
and f (0, 1) ≥ 2. By Theorem 13.111 there exists a Keldysh operator A such that
546 13 Function spaces in potential theory and the Dirichlet problem

Ap = Hp∗ . Suppose that Ap ≤ p on U . Let {tk } be a sequence of real numbers such

that tk < 2 and tk & 1. Then

Hf (0, tk ) ≤ Hp∗ (0, tk ) = Ap(0, tk ) ≤ p(0, tk ).

The barrier (
x2
2 + t − 1, t > 1,
s(x, t) =
1, t<1
shows that {(0, tk )} is a regular sequence for U (see Lemma 13.14), thus, passing to
the limit we obtain

2 ≤ f (0, 1) = lim Hf (0, tk ) ≤ lim p(0, tk ) = p(0, 1) ≤ u(0, 1) = 1.

k→∞ k→∞

This is a contradiction.

13.6 Exercises
Throughout the exercises, Y will be a Bauer harmonic space.
Exercise 13.132. Let U ⊂ Y be a relatively compact open set. Suppose that {xn } is
a sequence of points of U converging to z ∈ ∂U . If {xn } is regular, then there exists
a barrier for {xn }.
Hint. Follow the lines of the proof of Proposition 13.16.

Exercise 13.133. Let U ⊂ Y be a relatively compact open set. If z ∈ U , then there

exists a sequence {zn } of points from U such that
c c
εU U
z = lim εzn in M(U ).
n→∞

Hint. Let P0 ⊂ P be a countable set such that P0 − P0 is dense inPC(U ) and

{pk } be the sequence of all elements of P0 . We find λkP> 0 such that ∞ k=1 λk pk
∞
converges uniformly on U and is finite on Y . Then p := k=1 λk pk is a potential by
Proposition A.170. We find a sequence {zn } of points of U such that
bU c (z) = lim R
R bU c (zn ).
p p n→∞

Fix k ∈ N. Then p − λk pk is a potential and thus

 
bU c (zn ) − R
bU c (zn ) = lim sup −R
bU c


lim sup λk Rpk p p−λk pk (zn )
n→∞ n→∞
bU c
= − lim inf R bU c
n→∞ p−λk pk (zn ) ≤ −Rp−λk pk (z)

bpU c (z) − R
= λk R bpU c (z).
k
 13.6 Exercises 547

Hence, for any k ∈ N we have

 
bU c (zn ) ≤ lim R
lim sup λk R bU c (zn ) + lim sup λk R
bU c (zn ) − R
bU c (zn )
pk n→∞ p pk p
n→∞ n→∞
 
Uc Uc
bU c (z) = λk R
bU c (z).
≤Rp
b (z) − R
b (z) + λk R
pk p pk

Since the inequality

c c
bpU (zn ) ≥ R
lim inf R bpU (z)
n→∞ k k

is trivial, we obtain
bU c (zn ) = R
lim R bU c (z), k ∈ N.
n→∞ pk pk

It follows that
c c
εU U
z = lim εzn in M(U ).
n→∞

Exercise 13.134. Let U ⊂ Rd be a bounded open set. Then ∂ reg U , with respect to the
Laplace equation, is dense in ∂U .

Hint. Let z0 ∈ ∂U and r > 0. We find a point x ∈ U (z0 , r) \ U and a point z ∈ ∂U

which minimizes |y −x| over y ∈ U . Then z ∈ ∂ reg U according to Example 13.18(a).

Exercise 13.135 (Semiregular sets, points and sequences). Let U ⊂ Y be relatively

compact and open. A point z ∈ ∂U is termed semiregular if z is irregular and if there
exists a limit limx→z, x∈U Hf (x) for any f ∈ C(∂U ). A sequence {xn } of points of U
converging to z ∈ ∂U is called semiregular if z ∈ ∂ irr U and µU Uc
xn → εz . We say that
the set U is semiregular if the Perron–Wiener–Brelot solution Hf can be extended
continuously to U for any function f ∈ C(∂U ).
Prove that the set U is semiregular if and only if any point of ∂U is either regular
or semiregular.

Exercise 13.136. We use the terminology of Exercise 13.135. Let U ⊂ Y be relatively

compact and open. Let z ∈ ∂U . The following statements are equivalent:
(i) z is semiregular,
(ii) there exists f ∈ C(∂U ) such that lim supx→z, x∈U Hf (x) < f (z),
(iii) there exists a relative neighborhood of z in ∂U which is negligible,
(iv) each sequence {xn } of points of U converging to z is semiregular,
(v) each sequence {xn } of points of U converging to z violates limn→∞ µU
xn = εz .
548 13 Function spaces in potential theory and the Dirichlet problem

Hint. The implication (i) =⇒ (ii) is trivial.

(ii) =⇒ (iii): We find ε > 0 and an open neighborhood V of z such that Hf <
f (z) − 2ε on V ∩ U and f > f (z) − ε on V ∩ ∂U . Let g be a continuous function on
∂U with support in V such that 0 ≤ g ≤ ε and g(z) = ε. Then each lower function
to f is also a lower function to f − g and thus Hg = Hf − H(f − g) = 0. It follows
that {y ∈ ∂U : g(y) > 0} is negligible.
(iii) =⇒ (iv): Let V be a regular open set containing z such that V ∩ ∂U is negli-
∗
gible and set W := U ∪ V . Choose p ∈ P and set g := p(1 − cV ). If u ∈ H + (Y ) is
such that u ≥ p on W c , then u is an upper function to g on U and thus R bpW c ≥ H U g
on U . Since V ∩ ∂U is negligible, we have H U g = H U p. Since the converse in-
bU c = R
equality is easy, we obtain the equality R bW c on U , next, passing to the limes
p p
inferior, also on ∂U ∩ V . Since R bW c is continuous at z, we easily conclude that
p
µU Uc
x → εz as x → z, x ∈ U .
The implication (iv) =⇒ (v) is obvious.
(v) =⇒ (ii): Let p be as in the hint to Exercise 13.133. Suppose that (ii) is false.
Then there exists a sequence {xn } converging to z such that lim supn→∞ Hp(xn ) =
p(z). Similarly as in Exercise 13.133 we deduce that µU xn → εz , so that (v) is false.
Finally, (iv) =⇒ (i) is obvious.

Exercise 13.137. Let U ⊂ Y be a relatively compact open set. For any x ∈ U , the
harmonic measure µU x is carried by the set of all nonsemiregular points. The set of all
semiregular points is negligible and open in ∂U .
Hint. Use Exercise 13.136.

Exercise 13.138. A relatively compact open set U is semiregular if and only if ∂ irr U
is negligible and open in ∂U .
Hint. Use Exercises 13.136 and 13.135.

Exercise 13.139. Consider the Laplace equation on Rd . Let V ⊂ Rd be a regular

set and U ⊂ V be an open set such that V \ U is polar. Then U is semiregular and
the points of ∂U ∩ V are semiregular boundary points for U . Conversely, for each
semiregular set U there exists a regular set V ⊃ U such that V \ U is polar.
Hint. The first assertion follows from the fact that polar sets are negligible. For the
second one, set V = U ∪ ∂ irr U . Then U = V . From Exercises 13.134 and 13.138
we deduce that V is open. By Theorem 13.19, V \ U is polar. By Propositions A.211
and A.203(c), b(U c ) = b(V c ) ∪ b(U c \ V c ) = b(V c ). Hence, using Theorem 13.5 we
show that each boundary point of V is regular for V and thus V is regular.

Exercise 13.140. Consider the Bauer harmonic space associated with the heat equa-
tion on Rd+1 . If U ⊂ Rd+1 is a cylinder of type V × (0, T ), where V ⊂ Rd is regular
(a ball, for example), then U is semiregular. The Dirichlet problem for a cylinder is
 13.6 Exercises 549

the most typical for the heat equation. Thus, semiregular sets appear already in po-
tential theory of the Laplace equation, but for the heat equation they are of particular
interest.

Exercise 13.141. Consider potential theory of the Laplace equation on Rd . Let U ⊂

Rd be a bounded open set.
(a) If z ∈ ∂ irr U , then

lim r1−d Hd−1 (S(z, r) \ U ) = 0,

r→0+

where Hd−1 is the (d−1)-dimensional Hausdorff measure.

(b) If d = 2 and z ∈ ∂ irr U , then there are arbitrarily small circles centered at z which
are contained in U .

Hint. Consult [21], Corollary 7.2.4, Theorem 7.3.9 and Theorem 7.5.1.

Exercise 13.142. (a) For the Laplace equation: Let U ⊂ Rd be bounded and open.
Suppose that f ∈ C(∂U ) and h ∈ H (U ) is bounded. Then h = Hf if and only if for
each z ∈ ∂ reg U we have
lim h(x) = f (z).
x→z, x∈U

(b) Prove that an analogy to assertion (a) fails for the heat equation.
(c) In general Bauer harmonic spaces: Let U ⊂ Y be relatively compact and open.
Suppose that f ∈ C(∂U ) and h ∈ H (U ) is bounded. Then h = Hf if and only if for
each z ∈ ∂U and regular sequence {xn } converging to z we have

lim h(xn ) = f (z).

n→∞

Hint. (a) Use Theorem 13.23.

(b) Let U be as in Example 13.44. Consider a function f ∈ C(∂U ) such that
Hf 6= Df and h = Df .
(c) For the “if” part, consider a sequence {fk } of continuous functions which is
dense in the unit ball of C(∂U ). Choose x ∈ U and ε >P0. Find upper functions uk to
fk such that uk (x) − Hfk (x) < 2 ε. Then u := h + ∞
−k
k=1 (uk − Hfk ) is an upper
function to f . Indeed, let xn → z be such that

lim u(xn ) = L := lim inf u(x).

n→∞ x→z, x∈U

We will show that L ≥ f (z). Passing to a subsequence we may assume that there
exists a limit limn→∞ µxn in M1 (∂U ). If {xn } is regular, then

L = lim u(xn ) ≥ lim h(xn ) = f (z).

n→∞ n→∞
550 13 Function spaces in potential theory and the Dirichlet problem

Otherwise there exists τ > 0 such that the set

n o
F := g ∈ C(∂U ) : kgk < 1, lim Hg(xn ) < g(z) − τ
n→∞

is nonempty (and open). The set I of all indices k ∈ N with fk ∈ F is infinite. For
each k ∈ I we have
lim inf(uk (xn ) − Hfk (xn )) ≥ fk (z) − lim Hfk (xn ) > τ.
n→∞ n→∞

It follows that this case is also safe as

L = lim u(xn ) = ∞ > f (z).
n→∞

We have verified that u is an upper function to f and hence Hf (x) ≤ h(x) + ε.

Exercise 13.143 (Abstract Dirichlet problem). In this series of exercises we abandon

the localizable structure of the Bauer harmonic space. For the Perron-like method on
a single set U we extract what is really needed. We will show that this setting covers
also the model of concave functions on a simplex, although the decomposition of the
space to “interior part and boundary part” does not seem to be as natural there as in
potential theoretic models.
Let X be a locally compact space with a countable base and U a relatively compact
subset of X. We assume that U(U ) is a convex cone of lower finite extended real-
valued functions on U satisfying the following axioms:
Minimum principle: If u ∈ U(U ),
lim inf u(x) ≥ 0 for each z ∈ U \ U,
x→z,x∈U

then u ≥ 0 on U .
Completeness axiom: U+ (U ) is closed under countable sums.
By analogy with the classical theory of harmonic functions we define for any ex-
tended real-valued function f on ∂U the upper class U (f ) as
U (f ) := u ∈ U(U ) : u is lower bounded on U and


lim inf u(x) ≥ f (z) for any z ∈ U \ U .

x→z,x∈U

Define Hf and Hf by
Hf := inf U (f ) and Hf := −H(−f ).
By Minimum principle, Hf ≤ Hf on U .
A function f is resolutive if Hf = Hf and if this common value, which we denote
simply by Hf , is finite on U . The function Hf is called the Perron–Wiener–Brelot
solution, briefly PWB solution of the Dirichlet problem for f on U . We denote by
R(U ) the set of all real-valued resolutive functions on U .
As the first task of this series of exercises, prove the following assertions.
 13.6 Exercises 551

(a) If f1 , f2 , f are extended real-valued functions on ∂U , f1 , f2 are resolutive and

f = f1 + f2 on the set of all points where this sum makes sense, then f is resolutive
and Hf = Hf1 + Hf2 .
P∞
(b) If {fk } is a sequence of positive resolutive functions and f := k=1 fk , then
Hf = Hf .
Hint. The part (a) is easy. For (b), use the method of the proof of Theorem 13.61.

Exercise 13.144. The following models satisfy the axioms introduced in Exercise
13.143.
(a) A sample example consists of a relatively compact open subset U of a Bauer
∗
harmonic space X, on which we consider as U(U ) the convex cone H (U ) of all
hyperharmonic functions on U . See also Exercise 13.149.
(b) U is a finely open subset of a Bauer harmonic space and U(U ) the family of all
finely hyperharmonic functions, or, alternatively, the family all lower semicontinuous
finely hyperharmonic functions. For definition, see Exercise 13.152.
(c) X is a metrizable compact convex set in a locally convex space, U = X \ ext X
and U(U ) is the family of all lower semicontinuous concave functions on U , see Ex-
ercises 13.150, 13.151.
Exercise 13.145. Under the setting of Exercise 13.143, the set U is said to be resolu-
tive (with respect to U(U )) if any function from C(∂U ) is resolutive.
If U is resolutive and x ∈ U , then the Riesz representation theorem A.72 provides
a unique Radon measure µx on ∂U such that
Z
Hf (x) = f dµx for any f ∈ C(∂U ).
∂U

We label µx as the harmonic measure at x.

Let U be a resolutive set and let f be a lower semicontinuous function on ∂U .
Prove that for any x ∈ U ,
µx (f ) = Hf (x).
Hint. We may assume that f ≥ 0. Since the space X has a countable base, there exists
an increasing sequence {fn } of functions from C(∂U ) such that fn % f . Using the
Lebesgue monotone convergence theorem and Exercise 13.143(b) to the differences
fn+1 − fn we obtain
µx (f ) = lim µx (fn ) = lim Hfn (x) = Hf (x).
n→∞ n→∞

Exercise 13.146. Under the setting of Exercise 13.143, let U be a coanalytic resolutive
set (Exercise 13.145). Then the harmonic measure µx is carried by U \ U for any
x ∈ U.
552 13 Function spaces in potential theory and the Dirichlet problem

Hint. It is enough to show that µx (K) = 0 for any compact set K ⊂ U . Then the
characteristic function cK is upper semicontinuous and cK = 0 on U \ U . In light of
the preceding Exercise 13.145 we conclude that

µx (K) = µx (cK ) = −H(−cK )(x) = 0.

Exercise 13.147. Under the setting of Exercise 13.143, let U be a coanalytic resolutive
set (Exercise 13.145). Let f be an arbitrary extended real-valued function on ∂U .
Then Z ∗
Hf (x) = f dµx for any x ∈ U.
∂U

Hint. Fix f and x ∈ U . For each function u from U (f ), let u

b be defined on ∂U by

u
b(z) := lim inf u(y), z ∈ ∂U.
y→z,y∈U

Then ub is a lower semicontinuous function on ∂U and u ∈ U (b u). By Exercise

13.146, f ≤ ub holds µx -almost everywhere.
Let S denote the family of all lower semicontinuous functions s on ∂U such that
s ≥ f on U \ U . Then

inf Hs : s ∈ S ≤ inf H u b : u ∈ U (f ) ≤ inf U (f ) = Hf

 

≤ inf Hs : s ∈ S .


Having in mind Exercise 13.145, we get

Z ∗
Hf (x) = inf Hs(x) : s ∈ S = inf {µx (s) : s ∈ S } =

f dµx .
∂U

Exercise 13.148. Under the setting of Exercise 13.143, let U be a coanalytic resolutive
set (Exercise 13.145). Let N ⊂ ∂U be a negligible set (this means, analogously as in
Definition 13.63, that µx (N ) = 0 for each x ∈ U ). Let u ∈ U(U ) be lower bounded.
Suppose that
lim inf u(x) ≥ 0, z ∈ U \ (U ∪ N ).
x→z, x∈U

Then u ≥ 0 on U .

point x ∈ U . Given ε > 0, find

Hint. Pick a P P∞a sequence {un } of upper functions to
∞
cN such that n=1 un (x) < ε. Then u + P n=1 un is an upper function to 0 and thus
by Minimum principle axiom, 0 ≤ u + ∞ n=1 un , in particular u(x) > −ε.
 13.6 Exercises 553

Exercise 13.149. Let U be an open relatively compact subset of a Bauer harmonic

∗
space. Then the family H (U ) satisfies both Minimum principle and Completeness
axiom of Exercise 13.143. Moreover, the set U is resolutive (in the sense of Exercise
13.145).
∗
Hint. By Theorem A.161, the family H (U ) satisfies Completeness axiom while Min-
imum principle is guaranteed by Theorem A.160. The resolutivity follows from The-
orem 13.60.

Exercise 13.150. Let X be a compact convex set in a locally convex space and f be
a lower semicontinuous concave function on X \ ext X. If lim infy→x f (y) ≥ 0 for
every x ∈ ext X, then f ≥ 0 on X.
Hint. If 
f (x), x ∈ X \ ext X,
fb(x) :=
lim inf f (y), x ∈ ext X,
y→x

then fb is lower semicontinuous on X. Assume that m := min fb(X) < 0 and set
M := {x ∈ X : fb(x) = m}. The set M is nonempty and closed. It is also extremal.
Indeed, if λx + (1 − λ)y ∈ M , where x, y ∈ X and λ ∈ (0, 1), then fb = m on the
open segment (x, y). Hence x, y ∈ X \ ext X by the assumption. We see that fb is
concave on the closed segment [x, y], and therefore x, y ∈ M .
Since M is extremal and M ∩ ext X = ∅, we arrive at a contradiction to Proposi-
tion 2.20.

Exercise 13.151. Let X be a metrizable Choquet simplex, U = X \ ext X and U(U )

be the family of all lower semicontinuous concave function on U . Then the axioms
of Exercise 13.143 are satisfied and any bounded continuous function on ext X is
resolutive (in the sense of Exercise 13.145).
Hint. For Minimum principle see Exercise 13.150. Let f ∈ C b (ext X) and δx be the
unique maximal measure in Mx (X). Define T f : x 7→ δx (f ), x ∈ X. We show that
T f ≥ Hf . Fix x ∈ X and find a sequence {Kn } of compact subsets of ext X such
that δx (Kn ) → 1. If (
f on Kn ,
vn :=
kf k on X \ Kn ,
then vn is a lower semicontinuous concave function on X. The function un :=
(vn )∗ |X\ext X is an upper function to f and, moreover un (x) = δx (vn ) → δx (f ) =
T f (x) (see Lemma 6.4). Hence

Hf (x) = inf U (f )(x) ≤ inf{un (x) : n ∈ N} = T f (x).

Analogously, Hf (x) ≥ T f (x). Since Hf ≤ Hf , we have T f = Hf = Hf .

554 13 Function spaces in potential theory and the Dirichlet problem

Exercise 13.152. Let Y be a Bauer harmonic space and U ⊂ Y be a finely open set.
We say that a function u : U → (−∞, ∞] is finely hyperharmonic on U is for each
x ∈ U and each relatively compact finely open set V with x ∈ V ⊂ V ⊂ U we have
Z
c
u dεVx ≤ u(x)
V

(in particular, we require the integral on the left-hand side to be well defined). Let
∗ ∗
H (U ) be the set of all finely hyperharmonic functions on U and H lsc (U ) be the set
of all lower semicontinuous finely hyperharmonic functions on U . If U is relatively
∗ ∗
compact and coanalytic, then both H (U ) and H lsc (U ) satisfy the axioms of Exercise
13.143. Moreover, in both cases the set U is resolutive (in the sense of Exercise
13.145) and the PWB solution of the Dirichlet problem with continuous boundary
data f is just H U f .
Hint. Consult [320], Section 13.A.

Exercise 13.153. Let U ⊂ Y be an open set and u be a superharmonic function on U .

c
Let V be a relatively compact set such that V ⊂ U and x ∈ V . Then εVx (u) ≤ u(x).
Hint. As in the proof of Theorem A.198 we show that there exists a sequence {Vn } of
Vc c
relatively compact open subsets of Y such that x ∈ Vn ⊂ V n ⊂ U and εxn → εVx .
V c
By Theorem A.194, εxn (u) ≤ u(x). Hence we may pass to the limit and conclude
c
that εVx (u) ≤ u(x).

Exercise 13.154. Let U ⊂ W be finely open subsets of a Bauer harmonic space Y

and suppose that W \ U is semipolar. Let u be a lower semicontinuous function on
W . Suppose that u is finely continuous (in the extended sense) and u|U is finely
hyperharmonic on U (Exercise 13.152). Then u is finely hyperharmonic on W .
Hint. Consider the largest finely open set V such that u is finely hyperharmonic on
V ∩ W and prove that V c ⊂ b(V c ). Use Proposition A.223 to show that V c ⊂
β(U c ) ⊂ W c . For details we refer to [320], Theorem 12.20.

Exercise 13.155. Recall the definition of fine hyperharmonicity (Exercise 13.152).

Finely superharmonic means just finely hyperharmonic and finite on a finely dense
set. A function h is called finely harmonic if h and −h are finely superharmonic. Let
U ⊂ Y be a relatively compact finely open set. We denote by S(U e ) the family of all
functions s ∈ C(U ) which are finely superharmonic on U and by H(U e ) the family of
all functions h ∈ C(U ) which are finely harmonic on U . Prove that H(U
e ) = H(U ).
Then, using the result by J. Bliedtner and W. Hansen that

e ) = H(U
S(U e ) + P| (13.20)
U

(see [66], Proposition 9.1), prove that S(U

e ) = S(U ).
 13.7 Notes and comments 555

Hint. The inclusions S(U ) ⊂ S(U

e ) and H(U ) ⊂ H(U e ) can be obtained from Ex-
c c
ercise 13.153. Set W = (β(U )) . If h ∈ H(U ), then by Exercise 13.154, h is
e
finely harmonic on W . From Exercise 13.152 we infer that H W h = h. By Theorem
13.42, h ∈ H(U ). The inclusion S(U ) is then easy once we know the (deep) formula
(13.20).

Exercise 13.156. Let U ⊂ Y be a relatively compact open set and V be a countable

base of topology on U consisting of regular sets V with V ⊂ U . Consider a sequence
{Vn } of elements of V which repeats each set from V infinitely many times. Define
the sequence of operators Tn : C(U ) → C(U ) recursively:

T0 f = f,
c
Tn f (x) = εVx (Tn−1 f ), x ∈ U, n ∈ N.

Prove that (Tn f )|U → Hf for each f ∈ C(U ).

Hint. Use the density of P − P in C(U ). If p ∈ C(U ), then the sequence {Tn p}
decreases to the greatest harmonic minorant of p in U , which is Hp by Proposition
13.3.

Exercise 13.157. If ∂ irr U is negligible, then for any x ∈ ∂ reg U there exists a function
h ∈ H+ (U ) such that h(x) = 0 and h > 0 on U \ {x}.

Hint. This follows from Proposition 13.127, Theorem 13.41 and Proposition 13.103.

Exercise 13.158. Let U be a Keldysh set and f ∈ `∞ (∂U ). Then f is a Keldysh

function if and only if the set of all discontinuity points of f is negligible.

Hint. By Theorem 13.114, f is a Keldysh function if and only if the set M := {x ∈

∂U : f∗ (x) < f ∗ (x)} is negligible. But M contains the set Z of all discontinuity
points of f and M \ Z ⊂ ∂U \ ∂ess U . Since U is a Keldysh set, the set ∂U \ ∂ess U is
negligible (Theorem 13.128).

13.7 Notes and comments

Potential theory has a long and interesting history. We give several references where
further sources can be found: H. Bauer [41], [43], [41], M. Brelot [89], [88], [90],
I. Netuka [362]; see also commentaries in D. H. Armitage and S. J. Gardiner [21],
J. Bliedtner and W. Hansen [66], M. Brelot [87], C. Constantinescu and A. Cornea
[123], J. L. Doob [145] and L. L. Helms [222].
Balayage is one of the central concepts of potential theory. Its physical background
has to do with the phenomenon of electrostatic influence. Mathematically it appears
556 13 Function spaces in potential theory and the Dirichlet problem

in the work of C. F. Gauss (1840). Méthode du balayage was used by H. Poincaré for a
construction of the solution of the Dirichlet problem in 1890; see [375].
Ch. de la Vallée Poussin introduced the harmonic measure in [288], [289] and showed
c
that the balayage εUx (for a bounded open set U ) coincides with the harmonic measure
U
µx ; see also O. Frostman [188].
Since about 1940, balayages studied originally for measures by means of Green
potentials, was systematically investigated by M. Brelot as a kind of a dual operation
on superharmonic functions. The notions of the réduite RsA and balayage R bA were
s
introduced by M. Brelot [84]. This opened the way to a study of the Dirichlet problem
for general sets, not restricting attention only to open domains.
Balayage of measures as well as of hyperharmonic functions turns out to be one of
the most efficient tools not only in classical theory, but also in abstract potential theory,
such as the theory of harmonic spaces, of balayage spaces, H-cones etc. Readers
are referred, for instance, to H. Bauer [40], [43], J. Bliedtner and W. Hansen [66],
M. Brelot [87], N. Boboc, Gh. Bucur and A. Cornea [71], C. Constantinescu and
A. Cornea [123], J. L. Doob [145], I. Netuka [362].
The notion of a regular boundary point was introduced by H. Lebesgue [298]. A
c
characterization of regular points by means of the equality εU x = εx (Theorem 13.5)
goes back to O. Frostman [189].
Essential balayage was invented by J. Bliedtner and W. Hansen in connection with
their studies of simplicial cones in potential theory [62], [66]. Essential solution is
only our language used to make a parallel between two extreme cases of solution of
the generalized Dirichlet problem and to describe corresponding regular points. The
term “weak Dirichlet problem” is used in J. Bliedtner and W. Hansen [65] in this
connection.
The idea of a barrier goes back to H. Poincaré [375]. Explicitly this notion appears
in H. Lebesgue [298] and the relation between a barrier and regularity in Proposi-
tion 13.16 is due to G. Bouligand [78].
Example 13.18(d) of an isolated irregular boundary point is given in S. Zaremba
[478]; the striking Example 13.18(e) of the Lebesgue spine appears in H. Lebesgue
[297]. Wiener’s criterion mentioned at the beginning of Subsection 13.2.A is due to
N. Wiener [469].
O. D. Kellog [267] and F. Vasilesco [457] proved that the set of irregular points is of
capacity zero (which here means polar) for the plane case. For the Laplace equation
case (see Theorem 13.19) for R3 , the result is due to G. C. Evans [170]. For a detailed
account of the early history of regular points, see F. Vasilesco [458].
Examples of bounded open sets U for which ∂ reg U is not an Fσ set were pro-
posed by S. J. Gardiner, A. Cornea and W. Hansen in 2004 (private communication).
The construction in Proposition 13.21 seems to be new. The result of Lemma 13.22
is due to G. C. Evans [171]. A similar result to that of Theorem 13.23 appears in
M. G. Arsove [22]. A relation between regularity for the Laplace equation and the
 13.7 Notes and comments 557

heat equation (Example 13.25(a)) was established by I. Babuška and R. Výborný in

[26]. For several results on regularity for the heat equation, see E. G. Effros and
J. L. Kazdan [165], [166], C. L. Evans and R. F. Gariepy [172], W. Hansen [212] and
I. Netuka [356].
The key result of Section 13.3 is Theorem 13.41, due to J. Bliedtner and W. Hansen
[62], Theorem 3.3. Our exposition loosely follows J. Bliedtner and W. Hansen [66].
We focus our attention on a unified approach for all sets U , based on upper approx-
imation. This covers the previous parallel treatment of compact sets and open (or,
more generally, finely open) sets in the literature; on the other hand, it is more con-
crete than the dilation approach in [62] and [66]. We avoid fine potential theory tools
there. Although local potential theory of harmonic spaces is less general than the non-
local theory of balayage spaces, some statements are surprisingly more complicated in
our local setting, due to different interpretation of domains of definition of harmonic
functions. Thus, Lemma 13.28 and Theorem 13.34 seem to be new.
For potential theory of the Laplace equation, we can use specific methods to sim-
plify some arguments in the development of the theory of H(U ) and S(U ). This we
present in Subsection 13.3.A, where we largely follow I. Netuka [358], but generalize
the exposition to non-open sets. The idea of the example from Remark 13.36 is based
on I. Netuka and J. Veselý [363]. Example 13.45 is from J. Köhn and M. Sieveking
[275].
In this book, we focus our attention on cones of continuous functions. Neverthe-
less, in connection with potential theory, cones of lower semicontinuous functions
are also sometimes investigated. In [63], J. Bliedtner and W. Hansen introduce the
cone H∗ (U ) of all lower semicontinuous functions v on U , hyperharmonic on U and
satisfying
lim inf v(x) = v(z) for any z ∈ ∂U,
x→z,x∈U

and show that the Choquet boundary for H∗ (U ) is the set of all non-semiregular
boundary points of U . The cone H∗ (U ) is simplicial, but not geometrically simplicial
in general (these notions thus can really differ for cones of discontinuous functions).
Note that the cone H∗ (U ) is not convex.
Results of Subsection 13.3.C are taken from W. Hansen and I. Netuka [214], where
the topic is studied in more detail and in the framework of harmonic spaces. The
relation between the notion of H(U )-concavity and the notion of superharmonicity
(see Example 13.49) has been clarified in I. Netuka and J. Veselý [363].
In [214], W. Hansen and I. Netuka derived the following theorem for strong Brelot
spaces.

Theorem. Let U be a relatively compact open connected set and s a lower bounded
function on U that is not identically ∞ . Then the following assertions are equivalent:
(i) for every open set V with V ⊂ U , the restriction s|V belongs to the uniform
closure of W(H(V )),
558 13 Function spaces in potential theory and the Dirichlet problem

(ii) s = inf{h : h ≥ s, h harmonic on U } .

Moreover, if s is an H(U )-concave function which is finite at some point of U , then
the restriction s|U satisfies (ii).

Theorem 13.54 and its Corollary 13.55 are taken from I. Netuka [361]. It is shown
there that the separation is impossible in general even if we suppose that a strict in-
equality between H(U )-convex and H(U )-concave function is assumed. It should be
mentioned that the inequality h(x) ≥ ϕ(|x|) from Lemma 13.52 is well known; see
M. Brelot [87], p. 203.
The material of Section 13.4 summarizes several methods of solution of the Dirich-
let problem. This problem has a long and interesting history. Various methods for its
solution were discovered before 1920 but none of them applied to the case of general
domains (although nowadays we know that, for example, the balayage method is well
adapted to work for general domains). The first method requiring no limitations on
the shape of the boundary is due to O. Perron [372] and R. Remak [386].
In [468], N. Wiener defined a completely different type of solution and showed in
[470] that his solution coincides with that of Perron, thus establishing the resolutivity
of continuous functions (Theorem 13.60). The question of whether such a solution
of the generalized Dirichlet problem is the only bounded harmonic function having
preassigned values at each regular point was settled later (cf. Exercise 13.142).
A general treatment of the Perron method in the case of classical potential the-
ory is due to M. Brelot [83] who considers arbitrary boundary data and lower semi-
continuous functions. His main result, the so-called Brelot resolutivity theorem (see
Theorem 13.61), shows that resolutivity is equivalent to integrability with respect to
harmonic measures. For the case of open sets in axiomatic theories of harmonic func-
tions, Theorem 13.61 is due to H. Bauer [39].
It could be of interest to the reader to mention how M. Brelot was actually led to
the question of resolutivity. In [470], N. Wiener notes that in the simplest cases of
discontinuous boundary values, the Perron generalization of the Dirichlet problem is
still satisfactory. He continues: However, we do not need to go much further to find
an instance where the Perron generalization breaks down. For example, let G be the
interior of a circle with boundary R. Let us establish a system of polar coördinates
with the centre of G in pole. Let f (P ) be 1 for those points P of R with a θ-coördinate
rational in terms of 2π, and let f (P ) be 0 elsewhere on R. Clearly any upper function
of f is at least 1 and no lower function is greater than 0. Hence the Perron method
yields us here no unique generalization of the Dirichlet problem. M. Brelot told of
this example in 1973: All mathematicians (including himself) had shared N. Wiener’s
belief that the Perron approach had been of no good for general discontinuous bound-
ary data. This fact was frequently reproduced among specialists in potential theory
(needless to say that N. Wiener was an authority in mathematical circles). It was one
day in 1937, when M. Brelot was slowly walking to the Sorbonne to lecture on the
Dirichlet problem and he also intended to mention Wiener’s example. Thinking on
 13.7 Notes and comments 559

upper functions (which are, of course (!), at least 1), he suddenly stopped his flow of
ideas by saying to himself: Am I really able to establish this? It did not take long
time to realize that the upper solution is in fact 0, and this moment opened the way to
Brelot’s resolutivity investigations.
The exposition of Subsection 13.4.B is based on papers [124] and [125] by
A. Cornea.
In Subsection 13.4.C we present the Wiener method and consider its generaliza-
tions. It was observed by H. Bauer ([40], p. 147; cf. Example 13.87) that in the case
of potential theory of the heat equation, one cannot, in general, insert a regular set in
between a compact set and an open set. Example 13.122 is taken from J. Lukeš [314]
and Example 13.45 from the paper by J. Köhn and M. Sieveking [275].
In [190], B. Fuglede developed the so-called fine potential theory based on the no-
tion of finely harmonic functions on finely open sets. In general harmonic spaces, first
J. Bliedtner and W. Hansen [62], [64] considered cones of continuous finely superhar-
monic functions, and then J. Lukeš and J. Malý [318] proposed the foundations of
“full” fine potential theory. This has been systematically studied by J. Lukeš, J. Malý
and L. Zajı́ček in [320]. Notice that the minimum principle for Fuglede’s finely hy-
perharmonic functions is based on the so-called quasi-Lindelöf property of the fine
topology, while in the “full” setting it is based on the Lusin–Menshov property 13.91
(cf. J. Lukeš [316] and J. Lukeš and J. Malý [318]). A part of this research concerning
the fine Wiener method is presented in Subsection 13.4.D. The reader can consult a
survey paper [191] by B. Fuglede.
Solution methods of classical potential theory rely on special properties of the La-
place equation. Namely, the Poisson integral is mostly used for the solution of the
Dirichlet problem on a ball. Alternatively, the method of integral equations uses
knowledge of the fundamental solution. The theory of partial differential equations,
however, provides methods which are more flexible without extra difficulty and cover
a wide class of elliptic equations.
For example, for an equation of the form
− div A(x, ∇u) = 0, (13.21)
where A : Ω×Rd → Rd is a continuous function satisfying some structure conditions,
the existence of solutions can be proved by the following methods:
• Riesz representation theorem in Hilbert spaces if A is the identity (so that we are
again restricted to the Laplace equation);
• Lax–Milgram theorem if A is linear in the second variable;
• direct methods of the calculus of variations if (13.21) is the Euler–Lagrange equa-
tion of a functional of type
Z
Ju = F (x, ∇u) dx,
U
which is the case if A(x, ξ) = ∇ξ F (x, ξ);
560 13 Function spaces in potential theory and the Dirichlet problem

• the theory of monotone operators in the general (possibly nonlinear and non-
variational) case. (Note that Banach’s contraction principle is powerful enough
provided the structure is simple.)

All these methods lead to weak solutions of the equation (13.21). In Subsec-
tion 13.4.E, we illustrate this alternative PDE approach in the simple case of the
Laplace equation. For an introduction to more general models and more detailed
treatment of the ideas, we refer to D. Gilbarg and N. S. Trudinger [193], J. Heinonen,
T. Kilpeläinen and O. Martio [221], J. Malý and W. P. Ziemer [334]. In our presenta-
tion we show how the PDE approach to continuous Dirichlet data can be viewed; we
follow J. Malý and W. P. Ziemer [334], Section 2.3.9.
A. F. Monna emphasized in 1938 and 1939 the fact that the methods of Perron
and Wiener are only special constructions and investigated the uniqueness question
of the solution of the Dirichlet problem from the functional analysis point of view
(see [349] where relevant references and interesting comments on the subject may be
found). He asked whether an operator of the Dirichlet problem (submitted to certain
natural conditions) was uniquely determined. A similar question was investigated by
M. V. Keldysh, who proved in [263] that there is exactly one positive linear opera-
tor sending continuous functions on ∂U into harmonic functions on U such that its
value is the solution of the classical Dirichlet problem, provided it exists (see Corol-
lary 13.116).
An operator satisfying conditions (a’) and (b) from Theorem 13.115 is sometimes
called a K-operator.
In our presentation, the Keldysh lemma 13.103 is a statement from Choquet the-
ory. For the classical potential theory, in view of Theorem 13.35, it provides a “high
quality” barrier for any regular boundary point. For a characterization of all exposed
sets, see J. Lukeš, T. Mocek and I. Netuka [321]. A hard analysis proof was given
by M. V. Keldysh in [264]. This proof, based on the Wiener criterion of regular-
ity, is very involved. A proof in the same spirit for the plane case can be found in
P. C. Curtis, Jr. [129]. In fact, knowing the Keldysh lemma, the proof of the Keldysh
theorem 13.116 is very easy. This was the approach of M. V. Keldysh in [263]. How-
ever, M. Brelot observed in [86] that a weakened form of the Keldysh lemma (which
can be proved in a simpler way) is sufficient for a proof of the uniqueness of a Keldysh
operator. He also realized that linearity plays no role; see Theorem 13.115. A modi-
fication of the definition of the Keldysh operator, the so-called Ninomiya operator, is
investigated from the point of view of uniqueness by I. Netuka in [360].
The lattice approach in Subsection 13.5.A follows I. Netuka [359]. The envelopes
∗
D f and D∗ f in Definition 13.109 were considered by M. Brelot in [85]; see also
I. Netuka [357], [359], H. and U. Schirmeier [410]. Extended Keldysh operators
(Definition 13.108) are studied by I. Netuka in [357] and [359]. An elementary ap-
proach to the Keldysh theorem in classical potential theory is available in I. Netuka
[358].
 13.7 Notes and comments 561

In [314], J. Lukeš noticed that the Keldysh theorem fails for potential theory for
the heat equation; see Example 13.122 and J. Lukeš and I. Netuka [324]. The key
result saying that ∂ irr U is negligible if and only if the complement of ChH(U ) U is
negligible (Theorems 13.41 and 13.128) is a consequence of deep results of J. Bliedt-
ner and W. Hansen [62]. Results in the spirit of Theorem 13.128 are established in
H. and U. Schirmeier [410], J. Lukeš [314] and I. Netuka [357], [359]. The fact that a
Keldysh set can be inserted between a compact and an open set (Proposition 13.129)
was proved by J. Lukeš and I. Netuka [323]. Keldysh type operators satisfying addi-
tional conditions of Remark 13.130 are studied by W. Hansen in [213]. The construc-
tion from Example 13.131 seems to be new.
The so-called principal solution of the Dirichlet problem considered in J. Lukeš
[313] is a further example of a Keldysh operator. In this connection, we formulate the
following problem.

Problem 13.159. Determine the extreme points of the convex set K of all Keldysh
operators on U . (The operators H and D of Section 13.1 are extreme points of K.
What else can be said?)

Concerning the exercises, the relation between regularity and barriers was general-
ized to filters by N. Boboc, C. Constantinescu and C. Cornea [72]; Exercise 13.132
concerning regular sequences is then a special case.
The notion of a semiregular set goes back to H. Bauer [39]. Exercise 13.136 sum-
marizes results of I. Netuka [355], J. Lukeš [315], J. Lukeš and J. Malý [317] and
J. Bliedtner and W. Hansen [63]. Accumulation points of harmonic and balayaged
measures were investigated in detail in [317]. Exercise 13.133 follows Köhn and
Sieveking [275]. The behavior of the heat equation described in Exercise 13.140 mo-
tivated J. Köhn [273] to introduce an axiomatic system of potential theory built up on
the notion of semiregular set.
Exercise 13.142(c) is from J. Malý’s thesis (Prague, 1980).
Exercises 13.143–13.149 generalize classical results of M. Brelot and H. Bauer (cf.
above notes to Subsection 13.4.A) to a weak axiomatic system proposed by J. Malý in
his thesis (Prague 1980); see also J. Lukeš, J. Malý and L. Zajı́ček [320] (in particular
11.C.1).
Exercises 13.152–13.154 offer a short excursion into fine potential theory, follow-
ing [320], parts of Sections 12 and 13. Exercise 13.155 clarifies the relations between
the approximation approach and the fine approach to the introduction of function
spaces or cones. This is based on ideas from Section VII.9 of [66].
The method of Exercise 13.156 goes back to H. A. Schwarz (1870), H. Poincaré
and H. Lebesgue; cf. generalization and survey by J. Veselý [459]. Exercise 13.158 is
due to I. Netuka [357].
At the end of these notes, we add a short historical remark concerning “abstract”
harmonic spaces (cf. Section A.8). It seemed quite natural to develop an axiomatic
562 13 Function spaces in potential theory and the Dirichlet problem

system of “harmonic functions” which would unify the classical theory of harmonic
functions, the theory of caloric functions, or, more generally, solutions of some partial
differential equations, and extend classical potential theory to these axiomatics. These
theories were constructed around the 1950’s by G. Tautz, J. L. Doob, M. Brelot and
H. Bauer. In the sixties N. Boboc, C. Constantinescu and A. Cornea, in a series of
papers, built up a further more general theory, in fact, a localized version of Bauer’s
axiomatic system, culminating by the appearance of the monograph [123]. For the
purpose of our monograph, we decided to confine ourselves to a simplified version of
Bauer’s axiomatic. Among many articles on axiomatic theories, we refer the reader
to a survey paper [43] by H. Bauer.
Chapter 14
Applications

In classical analysis, there is a series of results where more complicated objects are
expressed as a mixture (or an average) of simpler ones. This chapter shows that such
simple objects are typically extreme points of an appropriate compact convex set and
the mixture is an integral representation in the spirit of the Choquet theory. Usually,
the extreme points are parametrized in a suitable way and representing measures are
carried by the set of parameters rather than by the set of extreme points itself.
The simplest example of such a representation is an expression of double stochastic
matrices by means of permutation matrices (Theorem 14.16). In this finite-dimen-
sional situation, Minkowski’s theorem 2.11 provides a sufficient tool. Using the Inte-
gral representation theorem 2.31, we present several results on representation of con-
vex functions and concave functions on a one-dimensional interval (Theorem 14.4,
Corollary 14.9, Corollary 14.12).
Positive harmonic functions on a ball in Rd admit a representation by means of
Poisson kernels (Theorem 14.18). This is the classical Riesz–Herglotz theorem. We
note that this is a very special case of the Martin type representation extensively stud-
ied in potential theory. (Space limitations do not allow us to include this elegant
part of mathematical analysis here.) In view of the relation between holomorphic
functions and harmonic functions on a disc, Theorem 14.18 also offers a represen-
tation of holomorphic functions with positive real part. Nevertheless, we included
this representation independently in Section 14.6. We believe that a reader could find
it interesting to see how methods of complex analysis lead to the direct identifica-
tion of extreme points (Theorem 14.36) without recourse to the Riesz–Herglotz the-
orem 14.18. In Section 14.5, elementary function theory combined with the Integral
representation theorem 2.31 makes it possible to obtain a representation of typically
real holomorphic functions. Extreme completely monotonic functions are identified
in Section 14.7 and the classical Bernstein theorem on representability of completely
monotonic functions as the Laplace transform of measures is proved (Theorem 14.43).
For the special case of discrete abelian groups, we present a proof of the Bochner–
Weil theorem saying that positively definite functions admit a representation by means
of characters (Theorem 14.53).
It seems to be of interest to show that an application of the Krein–Milman theo-
rem turns out to be an efficient tool in establishing results having nothing to do with
integral representation. This is illustrated in the proofs of the Lyapunov theorem on
the range of nonatomic vector measures with values in Rd (Theorem 14.58) and the
Stone–Weierstrass theorem (Theorem 14.61 and Theorem 14.62).
564 14 Applications

All the situations described above follow the same scenario: look at a suitable
convex set, prove its compactness, identify the extreme points, show that they form a
closed set. Then the Integral representation theorem does the job. A different situation
appears in Section 14.11 where a representation of invariant measures is investigated
(Theorem 14.70). The extreme points, that is, ergodic measures, do not necessarily
form a closed set and the full strength of the Choquet representation theorem 3.45 is
used.

14.1 Representation of convex functions

In this section, integral representation of convex functions will be deduced from the
Krein–Milman theorem.
Definition 14.1 (The space K). We denote by K the set of all positive convex func-
tions f on [0, 1] normalized by the condition

f (0) + f (1) = 1. (14.1)

Obviously, K is a convex subset of the locally convex space R[0,1] of real-valued

functions on [0, 1] endowed with the topology of pointwise convergence. We will
frequently use that the evaluation functional

g 7→ g(x), g ∈ R[0,1] ,

is a continuous linear functional on R[0,1] , whenever x ∈ [0, 1].

Proposition 14.2. The set K is compact.
Proof. Since F := {g ∈ R[0,1] : 0 ≤ g ≤ 1} is a compact space, we need to show
that K is a closed subset of F. The inclusion is obvious. To see that it is closed, we
observe that K is the intersection of the sets


{g ∈ F : g(0) + g(1) = 1, g λx + (1 − λ)y ≤ λg(x) + (1 − λ)g(y)}

over all x, y ∈ [0, 1] and λ ∈ (0, 1).

Now, we are going to characterize the set of extreme points of K.

To this end, for y ∈ [0, 1], define the functions ϕy and ψy on [0, 1] as follows:

ϕ1 := c{1} , ψ0 := c{0} ,

(x − y)+
ϕy : x 7→ , x ∈ [0, 1], y ∈ [0, 1),
1−y
and
(y − x)+
ψy : x 7→ , x ∈ [0, 1], y ∈ (0, 1].
y
 14.1 Representation of convex functions 565

Proposition 14.3. If E0 := {ϕy : y ∈ [0, 1]} and E1 := {ψy : y ∈ [0, 1]}, then

ext K = E0 ∪ E1 .

Proof. It is easy to verify that, for each y ∈ [0, 1], the functions ϕy and ψy are extreme
points of K. Suppose that k ∈ K \ (E0 ∪ E1 ). If we show that k = f + g for two
positive convex functions that are not a real multiples of k, then k is not an extreme
point of K. Indeed, we denote α := f (0)+f (1). Then α ∈ (0, 1), 1−α = g(0)+g(1)
and we can write k as a nontrivial convex combination
f g
h=α + (1 − α) .
α 1−α
Now, we will distinguish several cases. If k is discontinuous but not of the form ϕ1
or ψ0 , then such a decomposition is easy. If k is affine and yet not in E0 ∪ E1 , then
c := inf k > 0 and thus we can decompose as k = k(0)(1 − x) + k(1)x. From
now we assume that k is continuous and not affine. Suppose that we can find a point
a ∈ (0, 1) such that k is affine neither on [0, a] nor on [a, 1]. Let h be an affine
function supporting k at a. If h is increasing, we can write k = f + g, where f , g
are nonnegative convex, f = k on [0, a] and f = h on [a, 1]. If h is decreasing, we
interchange the role of intervals [0, a] and [a, 1]. Anyway, f is not a real multiple of
k. Now, if no such a point a as above exists, we use another rule for the choice of the
distinguished point a, namely, now a will be the supremum of all points t from (0, 1)
such that k is affine on [0, t]. Then 0 < a < 1 and k is affine both on [0, a] and [a, 1]
(but not on [0, 1]). We can use the same trick with the supporting function as above,
in addition, we will assume that h will touch k only at a. Taking into account that
k∈ / E0 ∪ E1 we observe again that the function f as above is not a real multiple of
k.

Define the mapping

Φ : [y, 0] 7→ ϕy , [y, 1] 7→ ψy , y ∈ [0, 1].

Obviously, Φ is a one-to-one continuous mappings of [0, 1] × {0, 1} onto E0 ∪ E1 .

Let f ∈ K. Applying the Krein–Milman theorem with transfer 2.33 we find a Radon
measure σ on [0, 1] × {0, 1} such that
Z Z
f (x) = ϕy (x) dσ(y, 0) + ψy (x) dσ(y, 1), x ∈ [0, 1]. (14.2)
[0,1] [0,1]

If we decompose
σ = aε0,1 + bε1,0 + µ ⊗ ε0 + ν ⊗ ε1 ,
we can summarize our achievement as follows.
566 14 Applications

Theorem 14.4. Let k be a positive convex function on [0, 1]. Then there exist a ≥ 0,
b ≥ 0 and Radon measures µ and ν on [0, 1] such that
x−ξ ξ−x
Z Z
k(x) = ac{0} (x) + bc{1} (x) + dµ(ξ) + dν(ξ)
[0,x) 1 − ξ (x,1] ξ

for any x ∈ [0, 1].

Proof. We may assume that k is normalized by k(0) + k(1) = 1, which means that
k ∈ K. Then the statement is a straightforward reformulation of (14.2).

Proposition 14.5. The set K is not a Choquet simplex. Moreover, there is a unique
maximal measure representing an element k ∈ K if and only if either k is affine on
(0, 1) or inf k = 0.
Proof. The function k can be uniquely written as a convex combination of the func-
tions ϕ1 , ψ0 and a continuous function from K. Hence we may assume that k is
continuous.
If k is (continuous) affine, the only possibility of representation is a unique combi-
nation of ϕ0 and ψ1 .
If inf k = 0, then there exist points a, b ∈ [0, 1] such that a ≤ b, k > 0 on
[0, a) ∪ (b, 1] and k = 0 on [a, b]. Then we decompose
kc(a,1] kc[0,a)
k = k(1) + k(0) ,
k(1) k(0)
which is a convex combination of monotone functions from K and this decomposition
is unique.
Hence we may assume that min k = 0 and k is monotone, say, increasing. If µ, ν
are the measures from Theorem 14.4 for the function k, then µ = 0 and thus
ξ−x
Z
k(x) = dν(ξ).
(x,1] ξ

Let η be a C 2 “test function” with support in (0, 1]. Using integration by parts and
Fubini’s theorem we obtain
Z 1 Z 1 Z ξ 0
η(ξ) η (x) 
dν(ξ) = dx dν(ξ)
0 ξ 0 0 ξ
Z 1 Z ξ
ξ − x 00 
= η (x) dx dν(ξ)
0 0 ξ
Z 1 Z
ξ − x 00 
= η (x) dν(ξ) dx
0 (x,1] ξ
Z 1
= k(x)η 00 (x) dx.
0
 14.2 Representation of concave functions 567

This shows that the expression on the left-hand side does not depend on the measure
ν, and using density of C 2 functions in C c ((0, 1]) we deduce that ν is unique.
Now, we need to show that if k is not affine and inf k > 0, then the representation is
not unique. Namely, for the representation we write first k = h + (k − h), where h is
a supporting affine function such that 0 ≤ h ≤ k on [0, 1] and h is a positive multiple
of ϕ0 or ψ1 . Then the representing measure for k − h does not charge ϕ0 and ψ1 (this
would contradict the fact that h supports k). Since there exist at least two different
supporting affine functions h1 , h2 which are distinct combinations of ϕ0 and ψ1 , the
representation of k cannot be unique.

14.2 Representation of concave functions

Definition 14.6 (The set Sp ). We denote by Sp , 1 ≤ p ≤ ∞, the set of all positive
concave functions f on (0, 1) satisfying

kf kp ≤ 1.

Define (
(1 − x)y, 0 ≤ y ≤ x ≤ 1,
G(x, y) :=
x(1 − y), 0 ≤ x ≤ y ≤ 1.

(this is in fact the Green function for the differential operator f 7→ −f 00 ).

Theorem 14.7. For 1 ≤ p ≤ ∞, Sp is a compact convex set in C (0, 1) endowed
with the topology of locally uniform convergence.

Proof. First we observe that C((0, 1)) is metrizable (see Examples 1.44 in [403]).
Therefore it is enough to consider a sequence {gk } and show that a subsequence is
convergent in Sp . It is easy to see that the original sequence is bounded and thus
the functions gk are equilipschitz on each compact subinterval of (0, 1). We exhaust
(0, 1) by a sequence of compact intervals, use the Arzèla-Ascoli theorem A.32 and the
diagonal method, and find a subsequence which converges uniformly to a function g
in C((0, 1)) on every compact subinterval of (0, 1). The function g is concave and we
can use the Lebesgue dominated convergence theorem (if p < ∞) or a trivial estimate
(if p = ∞) to conclude that kgkp ≤ 1.

Theorem 14.8. Extreme points of S1 are the zero function and the functions
nx 1 − xo
gy : x 7→ 2 min , , x ∈ (0, 1),
y 1−y

where y runs through [0, 1]. (Of course, g0 : x 7→ 2(1 − x), g1 : x 7→ 2x.)
568 14 Applications

Proof. Let y ∈ [0, 1]. To show that gy is an extreme point of S1 , suppose that gy + f ,
gy − f are in S1 for some f ∈ C((0, 1)). Then f is affine on (0, y] and [y, 1), as
−gy + (gy − f ) and −gy + (gy + f ) are concave thereon. Trivially f is continuous
and f (0+ ) = f (1− ) = 0. It follows that f is a multiple of gy , and thus also gy + f
and gy − f are multiples of gy . The restriction on norm shows that f = 0.
Conversely, let g be a nonzero extreme point of S1 . We want to prove that g = gy
for some y ∈ [0, 1]. Find the greatest interval (0, a) on which g coincides with some
multiple of x 7→ x. If none such interval exists, set a = 0. Similarly, find the greatest
interval (b, 1) on which g coincides with some multiple of x 7→ 1 − x. If none such
interval exists, set b = 1. If a = b, then it easily follows that g = ga (= gb ). Suppose
that a < b. Fix c with a < c < b. Find an affine function h such that h ≥ g and
h(c) = g(c). Set
(
g(x) − h(1)x, x ≤ c,
f0 (x) =
h(x) − h(1)x, x > c,

and (
g(x) − h(0)(1 − x), x ≥ c,
f1 (x) =
h(x) − h(0)(1 − x), x < c.
Denote Z 1
λ0 = f0 (x) dx,
0
Z 1
λ1 = f1 (x) dx.
0

Then f0 /λ0 , f1 /λ1 ∈ S1 and f0 + f1 = g. Hence

Z 1
λ0 + λ1 = g(x) dx = 1
0

and
f0 f1
g = λ0 + λ1 ,
λ0 λ1
that is, g is a convex combination of functions from S1 . Since g is an extreme point,
it follows that
f0 f1
g= = ,
λ0 λ1
in particular
xh(1)
g(x) = , x ∈ (0, c),
λ1
which contradicts the maximality of a.
 14.2 Representation of concave functions 569

Corollary 14.9. Let f be a positive concave function on (0, 1). Then there exists a
unique Radon measure µ on (0, 1) such that
Z 1
f (x) = G(x, y) dµ(y) + (1 − x)f (0+ ) + xf (1− ), x ∈ (0, 1),
0

and
Z 1 Z 1
y(1 − y) dµ(y) + f (0+ ) + f (1− ) = 2 f (x) dx.
0 0

Proof. We can assume that f is not the zero function and normalize f by kf k1 = 1.
We rewrite the extreme points
nx 1 − xo
gy (x) = 2 min , (14.3)
y 1−y

alternatively as g0 : x 7→ 2(1 − x), g1 : x 7→ 2x and

2G(·, y)
gy = , y ∈ (0, 1).
y(1 − y)

The Krein–Milman theorem with transfer 2.33 yields a probability Radon measure P
on [0, 1] such that
Z Z 1
2G(x, y)
f (x) = gy (x) dP (y) = 2(1 − x) P ({0}) + 2x P ({1}) + dP (y).
[0,1] 0 y(1 − y)

(Due to the normalization, the representing measure on ext S1 does not charge the
zero function.) By the Lebesgue dominated convergence theorem and (14.3)
Z Z
lim gy (x) dP (y) = lim gy (x) dP (y) = 0.
x→0+ (0,1) x→1− (0,1)

It follows that
2P ({0}) = f (0+ ), 2P ({1}) = f (1− ).

The measure µ with

dµ 2
(y) = (14.4)
dP y(1 − y)

has the required properties.

570 14 Applications

For the uniqueness, we pick a C 2 “test function” η with support in (0, 1). Using
integration by parts, for each y ∈ (0, 1) we have
Z 1 Z y Z 1
00 00
G(x, y)η (x) dx = x(1 − y)η (x) dx + (1 − x)yη 00 (x) dx
0 0 y
Z y
= y(1 − y)η 0 (y) − (1 − y)η 0 (x) dx
0
Z 1
− y(1 − y)η 0 (y) + yη 0 (x) dx
y

= −(1 − y)η(y) − yη(y) = −η(y).

(This calculation reflects that G is the Green function.) Hence using Fubini’s theorem
we obtain Z 1 Z 1 Z 1 
η(y) dµ(y) = − G(x, y)η 00 (x) dx dµ(y)
0 0 0
Z 1 Z 1 
=− G(x, y)η 00 (x) dµ(y) dx
0 0
Z 1
=− f (x)η 00 (x) dx.
0

This shows that the expression on the left-hand side does not depend on µ. Since
any continuous function on (0, 1) with compact support can be uniformly approxi-
mated by C 2 functions on a suitable interval [a, b] ⊂ (0, 1), the measure µ is uniquely
determined.
R1
Remark 14.10. The Green potential u(x) = 0 G(x, y) dµ(y) solves in the sense of
distributions the Dirichlet problem −u00 = µ, u(0) = u(1) = 0. Hence u0+ (0) −
u0− (1) = µ((0, 1)) and if µ is a finite measure, then u is not only concave but also
Lipschitz. Therefore to obtain the representation of general concave functions we
need to consider for µ also infinite measures (but the measure P from (14.4) is a
probability measure).

Theorem 14.11. Extreme points of S∞ are the zero function and the functions

x
a,
 0 < x < a,
ga,b (x) := 1−x
, b < x < 1,
 1−b
1, a ≤ x ≤ b,


where
0 ≤ a ≤ b ≤ 1.
 14.2 Representation of concave functions 571

Proof. Suppose that one of the function ga,b is expressed as a nontrivial convex com-
bination of some functions f0 and f1 from S∞ . Then obviously f0 = f1 = 1
on [a, b]. Further, if a > 0, then f0 (0+ ) = f1 (0+ ) = 0, and if b < 1, then
f0 (1− ) = f1 (1− ) = 0. Also, the functions f0 and f1 must be affine on (0, a] and
on [b, 1). Then there is no other choice than f0 ≡ f1 ≡ ga,b .
Conversely, let g be a nonzero extreme point of S∞ . Then obviously sup g = 1. Let
[a, b] be the greatest (possibly degenerate) interval such that g = 1 on [a, b] ∩ (0, 1),
b = 1 if g(1− ) = 1 and a = 0 if g(0+ ) = 1. Suppose that a > 0. We must show that
g = xa on (0, a]. It is not difficult to deduce from the extremality of g that g(0+ ) = 0.
Consider the function
(
g(x) − xa , 0 < x < a,
h(x) =
0, a ≤ x < 1,
Ra
and set α := 0 h.
If g−0 (a) > 0, then there exists ε > 0 such that both g + εh, g − εh belong to S .
∞
Let us consider the most difficult case g− 0 (a) = 0. By the maximality of the interval

[a, b], g cannot be affine on any left neighborhood of a. Then by Theorem 14.8, h/α
is not an extreme point of
n Z a o
S1 ((0, a)) := f concave on (0, a) : f ≥ 0, f ≤1 .
0

Thus we can express h as 21 (h0 + h1 ) where h0 and h1 are distinct functions of

αS1 ((0, a)). The integral bound guarantees that h0 and h1 are linearly independent.
We extend h0 and h1 to (0, 1) by setting hi = 0 on [a, 1), i = 0, 1.
Since h0− (a) is finite, (hi )0− (a) is finite as well for i = 0, 1. Hence we can find a
linear combination h2 of h0 and h1 such that (h2 )0− (a) = 0. By choosing a suitable
ε > 0 we can achieve that
g + εh2 ∈ S∞ ,
g − εh2 ∈ S∞ .
This finishes the proof.

Corollary 14.12. Let f be a positive concave function on (0, 1). Then there exists a
Radon measure µ on
T := {(s, t) ∈ [0, 1] × [0, 1] : s ≤ t}
such that
Z
x
f (x) = µ([0, x] × [x, 1]) + s dµ(s, t)
T ∩((x,0]×[0,1])
Z
1−x
+ 1−t dµ(s, t), x ∈ (0, 1).
T ∩([0,1]×[0,x))
572 14 Applications

Proof. For f = 0 this is trivial. Otherwise, if f is normalized by kf k∞ = 1, we can

use the Krein–Milman theorem with transfer 2.33 to find a representing measure µ on
T providing the required representation.

Theorem 14.13. Let 1 < p < ∞. Then extreme points of Sp are the zero function and
all functions f ∈ K with kf kp = 1.

Proof. Obviously, any nonzero extreme point has Lp -norm one. Conversely, let us
assume that f is a function of norm one, which is expressed as a nontrivial convex
combination of some functions f0 and f1 from Sp . Then due to the strict convexity of
the Lp -norm, the norm of f is strictly smaller than one, which is a contradiction.

Remark 14.14. The set S1 is simplex. To show that none of Sp with 1 < p < ∞ is
simplicial, consider the equality
1
2 αp x + 12 αp (1 − x) = 12 αp ,
R1 R1
where αp is chosen so that 0 (αp x)p dx = 0 (αp (1−x))p dx = 1. Then the constant
function 21 αp is represented as a convex combination of the functions αp x and 12 αp (1−
x) as well as a convex combination of the functions 1 and 0. A similar argument works
for S∞ with α∞ = 1.

14.3 Doubly stochastic matrices

Definition 14.15 (Doubly stochastic and permutation matrices). Let D be the set of
all d × d doubly stochastic matrices, that is, matrices with positive entries in which
the sum of the elements in each row and in each column is 1.
A permutation matrix is a matrix obtained by permuting the rows of the identity
matrix. It has exactly one 1 in each row and in each column, all other entries being 0.
It is obvious that D is a convex set and that the set P of permutation matrices is a
2
subset of ext D. Considering D in a natural way as a subset of Rd , D is a compact
set.

Theorem 14.16. The equality ext D = P holds and every doubly stochastic matrix is
a convex combination of permutation matrices.

Proof. Suppose first that A = (ai,j )di,j=1 is a permutation matrix. Then all entries are
0 or 1 and it easily follows that A ∈ ext D.
Conversely, consider A ∈ ext D and let the set S of all positions [i, j] such that
0 < ai,j < 1 be nonempty. We will show that there exist p, m ∈ N and sequences
{ik }∞ ∞
k=1 , {jk }k=1 of indices from {1, 2, . . . , d} such that m > 1 and the following
properties hold:
(a) [ik , jk ], [ik , jk+1 ] ∈ S for each k ∈ N,
 14.4 The Riesz–Herglotz theorem 573

(b) if k > p, then ik+m = ik and jk+m = jk ,

(c) if k > p and 1 ≤ q < m, then ik+q 6= ik and jk+q 6= jk .
Having such sequences at our disposal, we define a matrix E = (ei,j )di,j=1 by

1
 for i = ik , j = jk with k > p,
ei,j = −1 for i = ik , j = jk+1 with k > p,

0 otherwise.


The matrix E has the property that sum of its elements over each row and each column
is zero. If we take ε > 0 so small that ε ≤ ai,j ≤ 1 − ε for each [i, j] ∈ S, then both
the matrices A + εE and A − εE are doubly stochastic and thus A is not an extreme
point of D, which is a contradiction.
It remains to construct the sequences {ik }∞ ∞
k=1 , {jk }k=1 . We start with an arbitrary
[i1 , j1 ] ∈ S. There must be at least one column index j2 6= j1 such that [i1 , j2 ] ∈ S,
otherwise the sum over the i1 -th row would be ai1 ,j1 < 1. Similarly we find i2 6= i1
such that [i2 , j2 ] ∈ S.
We proceed inductively and always find jk+1 6= jk such that [ik , jk+1 ] ∈ S and
ik+1 6= ik such that [ik+1 , jk+1 ] ∈ S. We go on with the construction till we find
p ∈ N when it happens that jp or ip is chosen for the second time.
Then we continue with the construction more carefully. If this happens first with
the column index, jp = jp−m , then we set ip = ip−m 6= ip−1 . If this happens first
with the row index, ip = ip−m , then we set jp+1 = jp+1−m 6= jp . At all the next steps
we follow the rule of period m. It is clear that the sequences constructed according to
this algorithm satisfy the properties (a), (b) and (c).
Once we know the equality ext D = P, Theorem 2.11 concludes the proof.

Remark 14.17. It is easy to show that the set D is a Choquet simplex in the case d = 2
whereas it is not if d ≥ 3. Namely, the arithmetic mean of all permutation matrices
with positive determinant is the matrix with all entries n1 , as well as the arithmetic
mean of all permutation matrices with negative determinant.

14.4 The Riesz–Herglotz theorem

For ρ > 0, let U (0, ρ) denote the open ball in Rd of dimension d ≥ 2 with center 0
and radius ρ. We will write U instead of U (0, 1) and ∂U for its boundary. Denote by
H(U
e ) the convex set of all positive harmonic functions on U equal to 1 at the origin.
e ) as a subset of C(U ) endowed with the topology of locally uniform
We consider H(U
convergence. By [21], Lemma 1.5.6, H(Ue ) is a compact set.
Let S stand for the surface area measure on ∂U .
574 14 Applications

We recall that the function P := P0,1 (cf. Definition A.131)

1 − |x|2
P : (x, z) 7→ , z ∈ ∂U, x ∈ U,
|x − z|d

is called the Poisson kernel of U . Denote by Px and P z the functions

Px : y 7→ P (x, y), y ∈ ∂U,

and
P z : y 7→ P (y, z), y ∈ U.

Differentiation under the integral sign shows that the Poisson integral
Z
P µ(x) := Px dµ, x ∈ U,
∂U

is a positive harmonic function on U whenever µ is a Radon measure on ∂U . We

write σ := (S(∂U ))−1 S and P f instead of P (f σ) if f is an S-integrable function on
∂U .

Theorem 14.18 (Riesz–Herglotz). Let h ∈ H(U

e ). Then there exists a unique Radon
1
measure µ ∈ M (∂U ) such that
Z
h(x) = Px dµ, x ∈ U.
∂U

Proof. For r ∈ (0, 1) and x ∈ U (0, 1/r) let hr (x) := h(rx). Then the function hr is
harmonic on U (0, 1/r), hence hr = P hr on U by Remark A.133. If µr := hr σ, then
Z
µr (∂U ) = hr dσ = hr (0) = 1
∂U

by the mean value theorem (Theorem A.173). By the compactness of M1 (∂U ), there
exists a measure µ ∈ M1 (∂U ) and a sequence {rn } so that rn % 1 and µrn → µ.
Then, for any x ∈ U , we have
Z
h(x) = lim h(rn x) = lim Px hrn dσ = lim (P µrn )(x)
n→∞ n→∞ ∂U n→∞
Z Z
= lim Px dµrn = Px dµ = P µ(x).
n→∞ ∂U ∂U

To prove uniqueness, suppose that h = P µ = P ν for some µ, ν ∈ M1 (∂U ). Pick

 14.5 Typically real holomorphic functions 575

r ∈ (0, 1) and f ∈ C(∂U ). Then

Z Z Z
f dµr = f (z)hr (z) dσ(z) = f (z)h(rz) dσ(z)
∂U ∂U ∂U
Z Z


= f (z) Prz (y) dν(y) dσ(z)
∂U ∂U
Z Z


= f (z) Pry (z) dν(y) dσ(z)
∂U ∂U
Z Z Z


= Pry (z)f (z) dσ(z) dν(y) = P f (ry) dν(y).
∂U ∂U ∂U

Setting r = rn and letting n → ∞, we get

Z Z
P f (rn y) → f (y) and f dµrn → f dµ,
∂U ∂U
R R
from which it follows that ∂U f dµ = ∂U f dν. Hence µ = ν, finishing the proof.

Corollary 14.19. The set ext H(U

e ) of extreme points of H(U
e ) coincides with the set
z
{P : z ∈ ∂U }.
Proof. Let D := {P z : z ∈ ∂U }. If

ψ : z 7→ P z , z ∈ ∂U,

then ψ is continuous, injective and ψ(∂U ) = D. Consequently, D is compact and ψ

maps ∂U homeomorphically onto D.
It follows from the Riesz–Herglotz theorem 14.18 combined with the Milman the-
e ) ⊂ D = D. Since ext H(U
orem 2.43 that ext H(U e ) 6= ∅ by the Krein–Milman
z
theorem 2.22, P ∈ ext H(U ) for a point z ∈ ∂U . Given y ∈ ∂U , there is a linear
e
isometry T : Rd → Rd with P z = P y ◦ T . Since T preserves harmonicity, P y
necessarily belongs to ext H(U
e ), and hence

{P z : z ∈ ∂U } ⊂ ext H(U
e ),

finishing the proof.

14.5 Typically real holomorphic functions

Definition 14.20 (Typically real holomorphic functions). Let U := {z ∈ C : |z| < 1}
and A(U ) be the set of all holomorphic functions on U . A function f ∈ A(U ) is said
to be typically real, if f (z) is real if and only if z ∈ U is real. The set of all typically
real functions will be denoted by T (U ).
576 14 Applications

Here is an example of functions from T (U ). Fix t ∈ [−1, 1] and set

z
ht : z 7→ , z ∈ U.
1 + 2tz + z 2
√
Obviously ht ∈ A(U ), because 1 + 2tz + z 2 = 0 implies z = −t ± + 1 − t2 , hence
|z| = 1. If z ∈ U and ht (z) is real, we have ht (z) = ht (z), which yields the equality
z − z = |z|2 (z − z), or z = z.
The importance of functions ht is illustrated by the following result.

Theorem 14.21. Let f ∈ T (U ). Then there exist real numbers a, b and a Radon
probability measure µ on [−1, 1] such that
Z
f (z) = a + b ht (z) dµ(t), z ∈ U.
[−1,1]

We will prove this result using the Krein–Milman theorem. Define

T 0 (U ) := g ∈ T (U ) : g(0) = 0, g 0 (0) = 1 .


Clearly, T 0 (U ) is a convex subset of A(U ). If f ∈ T (U ), then f 0 (0) ∈ R, hence

there are real numbers a, b and g ∈ T 0 (U ) such that f = a + bg.
In what follows we will use the notation

U + := {z ∈ U : Im z > 0} and U − := {z ∈ U : Im z < 0} .

The following simple result will be useful.

Lemma 14.22. Let f ∈ A(U ), f (0) = 0, f 0 (0) = 1. Then f ∈ T 0 (U ) if and only if

Im z · Im f (z) > 0, z ∈ U, Im z 6= 0. (14.5)

Proof. Suppose that f ∈ T 0 (U ). Since f 0 (0) = 1, we have 1t Im f (it) → 1 for

t → 0+ . Hence there exists z0 ∈ U + such that Im f (z0 ) > 0. In fact, Im f > 0 on
U + , since otherwise Im f would have zero there, which is impossible by the definition
of a typically real function. Similarly Im f < 0 on U − and (14.5) holds. The converse
implication is obvious.

Lemma 14.23. If g ∈ T 0 (U ) and 0 < r < 1, then

r
max {|g(z)| : |z| ≤ r} ≤ .
(1 − r)2
2
Proof. Fix 0 < ρ < 1 and θ ∈ R and denote w := eiθ . Since ρ(1−w
w
)
= −2i Im(ρw),
we have
 ρ(1 − w2 )g(ρw) 
Re = 2 Im(ρw) · Im g(ρw) ≥ 0
w
 14.5 Typically real holomorphic functions 577

by Lemma 14.22. Since g 0 (0) = 1, the function

 ρ(1 − z 2 )g(ρz) 
z 7→ Re , z ∈ U \ {0} ,
z
has a harmonic extension to U and is positive on U by Proposition A.135, being
positive on ∂U . Defining

(1 − z 2 )g(z)
f (z) := , z ∈ U \ {0} ,
z
and f (0) = 1, we have f ∈ A(U ) and Re f ≥ 0. In fact, Re f > 0 on U by the strong
minimum principle for harmonic functions (see Proposition A.134). Define
1+z
ϕ(z) := , z ∈ U.
1−z
Then ϕ ∈ A(U ), ϕ(0) = 1, ϕ is injective, ϕ(U ) = (0, ∞) × R and
w−1
ϕ−1 (w) = , w ∈ ϕ(U );
w+1
cf. R. B. Burckel [95], Exercise 2.5, p. 43. The function F := ϕ−1 ◦ f has the
following properties:

F ∈ A(U ), F (0) = 0, F (U ) ⊂ U.

Consequently, |F (z)| ≤ |z| for every z ∈ U by Schwarz’s lemma (see R. B. Bur-

ckel [95], Theorem 6.1). It follows

|(1 − z 2 )g(z) − z| ≤ |z||(1 − z 2 )g(z) + z|, z ∈ U.

The left-hand side of the inequality is minorized by |1 − z 2 ||g(z)| − |z| and the right-
hand side is majorized by |z|(|1 − z 2 ||g(z)| + |z|). This yields

(1 − |z|2 )|g(z)|(1 − |z|) ≤ |1 − z 2 ||g(z)|(1 − |z|) ≤ |z|(1 + |z|)

and
|z|
|g(z)| ≤ , z ∈ U.
(1 − |z|)2
The result now follows by the maximum modulus principle; see R. B. Burckel [95],
Exercise 5.7 and Corollary 5.9, p. 127 and 128.

Now we are going to characterize the set of extreme points of T 0 (U ). To this end,
fix β > 2 and g ∈ T 0 (U ) and notice that the functions
(
(β − z −1 − z)g(z), z ∈ U \ {0} ,
f1 (z) :=
−1, z = 0,
578 14 Applications

and (
(β + z −1 + z)g(z), z ∈ U \ {0} ,
f2 (z) :=
1, z = 0,

belong to T (U ). We will show this for f1 , the proof for f2 follows the same lines.
We can suppose that g is holomorphic on a neighborhood of U , otherwise we would
consider the function g(rz)r−1 and let r → 1+ . If z is real, −1 ≤ z ≤ 1, then f1 (z)
is real, so that Im f1 (z) = 0. For z = eiθ , θ real,

Im f1 (eiθ ) = (β − 2 cos θ) Im g(eiθ ).

Since Im g(z) > 0 if Im z > 0, we have Im f1 (eiθ ) ≥ 0 for θ ∈ [−π, π], thus the
harmonic function Im f1 is positive on U + by Proposition A.135. In fact, Im f1 is
strictly positive there since g(z) 6= 0 if Im z > 0. Similarly, Im f1 < 0 on U − . This
shows that f1 ∈ T (U ).

Lemma 14.24. We have ext T 0 (U ) ⊂ {ht : t ∈ [−1, 1]}.

Proof. Suppose that g ∈ ext T 0 (U ) and t = − 41 g 00 (0). We will show that t ∈ [−1, 1]
and g = ht . Fix α > 2|t| + 2 and define

 1 (1 − (z −1 + z + 2t)g(z)), z ∈ U \ {0} ,
f (z) := α
0, z = 0.

Then f ∈ A(U ) and f 0 (0) = 0. We have

1 1 1
(g + f )(z) = + (α − 2t − − z)g(z), z ∈ U \ {0} ,
α α z
hence the preceding result (with β = α − 2t > 2) shows that the function g + f is
typically real. Similarly, g − f is typically real since α + 2t > 2. Also,

(g + f )(0) = (g − f )(0) = 0

and
(g + f )0 (0) = 1, (g − f )0 (0) = 1.

Hence g + f, g − f ∈ T 0 (U ). The assumption g ∈ ext T 0 (U ) implies that f = 0,

thus
g(z)(1 + 2tz + z 2 ) = z

for any z ∈ U \ {0}. We see that 1 + 2tz + z 2 6= 0 on U , which easily implies

t ∈ [−1, 1] and g = ht .
 14.5 Typically real holomorphic functions 579

In order to prove that any function ht , t ∈ [−1, 1], is an extreme point of T 0 (U ), we

consider the space A(U ) endowed with the topology of locally uniform convergence.
It is known that a subset of A(U ) is compact if and only if it is closed and bounded
(see W. Rudin [403], Sec. 1.45). Note that, for k ∈ N and z ∈ U , the mapping
f 7→ f (k) (z) is a continuous linear functional on A(U ).

Lemma 14.25. The set T 0 (U ) is compact.

Proof. Suppose that the sequence {gn } of functions from T 0 (U ) converges locally
uniformly on U to a function g. Obviously, g ∈ A(U ), g(0) = 0 and g 0 (0) = 1. Since
Im z · Im gn (z) ≥ 0 for z ∈ U by Lemma 14.22, we have Im gn ≥ 0, and therefore
Im g ≥ 0 on U + . Actually, since g 0 (0) = 1, Im g > 0 there by the strong minimum
principle (Proposition A.134). A similar reasoning shows that Im g < 0 on U − . We
conclude that g ∈ T 0 (U ) and T 0 (U ) is closed. By Lemma 14.23, T 0 (U ) is bounded.
We see that T 0 (U ) is compact.

Theorem 14.26. The set {ht : t ∈ [−1, 1]} is compact and is equal to ext T 0 (U ).

Proof. The mapping Φ : t 7→ ht , t ∈ [−1, 1], is obviously continuous and injective,

thus the set {ht : t ∈ [−1, 1]} is compact. We have already shown that it contains
ext T 0 (U ).
Fix s ∈ [−1, 1] and define
00 000
Fs (f ) := Re(12sf (0) + f (0)), f ∈ A(U ).

Then Fs , as a continuous linear functional on A(U ), attains by Bauer’s concave min-

imum principle 2.24 its minimum on T 0 (U ) at an extreme point. For t ∈ [−1, 1], a
simple calculation shows that
00 000
ht (0) = −4t and ht (0) = 24t2 − 6.

Hence
Fs (ht ) = 24t2 − 48st − 6 > 24s2 − 48s2 − 6 = Fs (hs ),

provided that t ∈ [−1, 1] \ {s}. It follows that hs ∈ ext T 0 (U ), and consequently

ext T 0 (U ) = {ht : t ∈ [−1, 1]}.

Proof of Theorem 14.21. We may (and do) suppose that f ∈ T0 (U ). Using the
Krein–Milman theorem with transfer 2.33 (see also Remark 2.32(c)), we obtain the
required representation
Z
f (z) = ht (z) dµ(z).
[−1,1]
580 14 Applications

14.6 Holomorphic functions with positive real part

Definition 14.27 (Holomorphic functions with positive real part). Let

U := {z ∈ C : |z| < 1}, R := {z ∈ C : Re z > 0} and T := {z ∈ C : |z| = 1}

and let A(U ) be the set of all holomorphic functions on U . Denote

P(U ) := {f ∈ A(U ) : f (0) = 1, Re f ≥ 0}.

It is known that the function

1+z
ϕ : z 7→ , z ∈ U, (14.6)
1−z
is an injective holomorphic mapping of U onto R, so that ϕ ∈ P(U ). Therefore, if
η ∈ T and
1 + ηz
hη : z 7→ , z ∈ U, (14.7)
1 − ηz
then also hη belongs to P(U ).
The importance of the functions hη is illustrated by the following result.

Theorem 14.28. Let f ∈ P(U ). Then there exists a Radon probability measure µ on
T such that Z
1 + ηz
f (z) = dµ(η), z ∈ U.
T 1 − ηz
We will prove this representation theorem using the Krein–Milman theorem with
transfer 2.33. At first, we establish several auxiliary results.

Lemma 14.29. If f ∈ P(U ) and 0 < r < 1, then

1+r
max{|f (z)| : |z| ≤ r} ≤ .
1−r
Proof. Note that the inverse of the function ϕ from (14.6) is given by

w−1
ϕ−1 (w) = , w ∈ R.
w+1
Let f ∈ P(U ). Then f (0) = 1 and Re f > 0 on U in view of the strong minimum
principle for harmonic functions (see Proposition A.134). Hence f (U ) ⊂ R. Define
F := ϕ−1 ◦ f . Then F ∈ A(U ), F(0) = 0 and F (U ) ⊂ U . By Schwarz’s lemma (see
R. B. Burckel [95], Theorem 6.1),

|F (z)| ≤ |z|, z ∈ U.
 14.6 Holomorphic functions with positive real part 581

It follows that
|f (z)| − 1 f (z) − 1
≤ ≤ |z|, z ∈ U.
|f (z)| + 1 f (z) + 1
If |z| ≤ r, then
1+r
|f (z)| ≤ .
1−r

We will consider the space A(U ) endowed with the topology of locally uniform
convergence. It is known that a subset of A(U ) is compact if and only if it is closed
and bounded (see W. Rudin [403], Sec. 1.45).

Lemma 14.30. The set P(U ) is a compact convex subset of A(U ). If

M := {hη : η ∈ T },

then the sets M and co M are compact.

Proof. The set P(U ) is obviously convex and closed. It is bounded by Lemma 14.29,
hence compact. Define
Φ : η 7→ hη , η ∈ T. (14.8)
Then Φ : T → A(U ) is an injective mapping and Φ(T ) = M . If 0 < r < 1, η, ξ ∈ T
and |z| ≤ r, then

2|z||η − ξ| 2r
|hη (z) − hξ (z)| = ≤ |η − ξ|.
|(1 − ηz)(1 − ξz)| (1 − r)2

Hence Φ is continuous and M is compact.

Since the topology of A(U ) is induced by a complete translation invariant metric,
co M is compact (see W. Rudin [403], p. 72).

Definition 14.31 (The dual space of A(U )). Let

p S be the set of all sequences {αn }∞
n=0
n
of complex numbers satisfying lim supn→∞ |αn | < 1.

Proposition 14.32. Let {αn }∞

n=0 ∈ S. For f ∈ A(U ) of the form

∞
X
f (z) := cn z n , z ∈ U, (14.9)
n=0

define
∞
X
Af := αn cn .
n=0

Then A : f 7→ Af is a continuous linear functional on A(U ).

582 14 Applications

Proof. The functional A is obviously linear. Put

p
r := lim sup n |αn |
n→∞

and define
∞
X 1
a : z 7→ αn z n , z ∈ U.
r
n=0
Fix ρ ∈ (r, 1) and define
ψ(t) := ρeit , t ∈ [0, 2π].
Then for f of the form (14.9) we have
Z ∞
1
dz X
a 1/z f (z) = αn cn = Af.
2πi ψ z
n=0

It follows that if gk ∈ A(U ) and gk → g locally uniformly on U , then gk → g

uniformly on the closure of the set ρU and Agk → Ag as k → ∞. Hence A is
continuous.

Theorem 14.33. Let A be a continuous linear functional on A(U ). Then there exists
a unique sequence {αn }∞
n=0 ∈ S such that
∞
X
Af := αn cn , (14.10)
n=0

whenever f ∈ A(U ) is as in (14.9).

Proof. Write id : z 7→ z, z ∈ C, and for n = 0, 1, . . . define αn := A(id)n . Suppose
exists a subsequence {βk }∞
that therep ∞
k=0 of {αn }n=0 such that βk 6= 0 for every k and
limk→∞ k |βk | ≥ 1. Define
∞
X
f (z) := βk−1 z k , z ∈ U.
k=0

Then f ∈ A(U ) and, by the linearity and the continuity of A,

∞
X ∞

X
Af = A (id)k βk−1 = βk βk−1 = ∞,
k=0 k=0

|αn | < 1, hence {αn }∞

p
n
which is a contradiction. We conclude that lim supn→∞ n=0
∈ S. If f is the function from (14.9) and m ∈ N, then
m
X m

X
A cn (id)n = αn cn
n=0 n=0
 14.6 Holomorphic functions with positive real part 583

and (14.10) holds by the continuity of A. Obviously, the sequence {αn }∞

n=0 is uni-
n
quely determined by A (consider f := (id) in (14.10)).

Remark 14.34. For a characterization of the dual space of the space of holomorphic
functions on a general open set in C, see D. H. Luecking and L. A. Rubel [312].

Proposition 14.35. Suppose that the functions p and q,

∞
X ∞
X
p(z) := 1 + 2 pn z n and q(z) := 1 + 2 qn z n , z ∈ U,
n=1 n=1

belong to P(U ). Define

∞
X
pq : z 7→ 1 + 2 p n qn z n , z ∈ U.
n=1

Then pq ∈ P(U ).

Proof. Obviously, pq ∈ A(U ) and pq (0) = 1. Fix z ∈ U , ρ ∈ (|z|, 1) and
define
ψ(t) := ρeit , t ∈ [0, 2π].
We have
Z Z  ∞ ∞
1 dw 1 X
n −n
 X  dw
p(z/w)q(w) = 1+2 pn z w 1+2 qm w m
2πi ψ w 2πi ψ w
n=1 m=1
Z  X ∞  dw ∞
1 X
=1+ 4 pn qn z n =1+4 pn qn z n
2πi ψ w
n=1 n=1

and
Z
1 dw
p(z/w)q(w)
2πi ψ w
Z  ∞ ∞  dw
1 X
−n
 X
= 1+2 n
pn z w 1+2 qm ρ2m w−m = 1.
2πi ψ w
n=1 m=1

We arrive at Z ∞
1 dw X
p(z/w) Re q(w) =1+2 pn qn z n . (14.11)
2πi ψ w
n=1
The integral on the left-hand side is equal to
Z 2π
1 dt
p zρ−1 e−it Re q ρeit iρeit it



2πi 0 ρe
584 14 Applications

and its real part is equal to

Z 2π
1
Re p zρ−1 e−it Re q ρeit dt ≥ 0.



(14.12)
2π 0
We conclude from (14.11) and (14.12) that
 ∞
X 
pn qn z n = Re pq (z).


0 ≤ Re 1 + 2
n=1

Theorem 14.36. The equality ext P(U ) = M holds.

Proof. We first prove that ext P(U ) ⊂ M . Recall that M is closed and co M is
compact, hence it is sufficient to show that co M = P(U ). Indeed, by the Milman
theorem 2.43, we then have ext P(U ) ⊂ M = M . Obviously, co M ⊂ P(U ). We
will show that the assumption P(U ) \Pco M 6= ∅ leads to a contradiction.
∞ n
Let g ∈ P(U ) \ co M , g(z) := n=0 dn z for z ∈ U . By the Hahn–Banach
theorem, there are a continuous linear functional B on A(U ) and β ∈ R such that

Re B(f ) > β > Re B(g) whenever f ∈ co M.

By Theorem 14.33, there exists a sequence {βn }∞

n=0 ∈ S such that for every f ∈
A(U ) of the form (14.9) we have
∞
X
Bf = βn cn .
n=0

Put
α0 := Re β0 − β and αn := βn for n ≥ 1.
Then {αn }∞
n=0 ∈ S and the equality

∞
X
Af := αn cn , f ∈ A(U ),
n=0

for f of the form (14.9) defines a continuous linear functional on A(U ). We have

Re Af > 0 > Re Ag for any f ∈ co M. (14.13)

If η ∈ T , then the function hη from (14.7) satisfies

∞
X
hη (z) = 1 + 2 ηnzn, z ∈ U,
n=1
 14.6 Holomorphic functions with positive real part 585

hence
∞
X
Re Ahη = α0 + 2 Re αn η n > 0.
n=1

Since the function η 7→ Re Ahη is strictly positive on T , the strong minimum principle
for harmonic functions of Proposition A.134 yields
∞
X
α0 + 2 Re αn z n > 0 for any z ∈ U.
n=1

In particular, α0 > 0 and the function

∞
X αn
a : z 7→ 1 + 2 zn, z ∈ U,
α0
n=1

belongs to P(U ) because Re a > 0 on U .

Recall that
X∞
1 n
g(z) = 1 + 2 2 dn z , z ∈ U.
n=1

By Proposition 14.35, the function

∞
X αn n
ag : z 7→ 1 + dn z , z ∈ U, (14.14)
α0
n=1
p
belongs to P(U ), thus Re(ag) ≥ 0 on U . Since lim supn→∞ n |αn | < 1, the
function ag can be defined by the series in (14.14) on a disc with center 0 and radius
greater than 1. Then we have Re(ag)(1) ≥ 0 and
∞ ∞
X  X αn 
Re Ag = αn dn = α0 1 + dn = α0 Re(ag)(1) ≥ 0.
α0
n=1 n=1

This contradicts to (14.13), hence we proved that ext P(U ) ⊂ M .

By the Krein–Milman theorem 2.22, ext P(U ) 6= ∅. If h ∈ ext P(U ), then h = hη
for a suitable η ∈ T . For ξ ∈ T , hξ is obtained from hη by a rotation. Therefore
hξ ∈ ext P(U ). The equality ext P(U ) = M is proved.

Proof of Theorem 14.28. Let f ∈ P(U ). Using the Krein–Milman theorem with
transfer 2.33 (see Remark 2.32(c)), we obtain the desired representation
Z
f (z) = hη (z) dµ(η).
T
586 14 Applications

Remark 14.37. If h is a positive harmonic function on U and h(0) = 1, then there

exists a uniquely determined harmonic function eh on U such that the function f :=
h+ie h is holomorphic on U and f (0) = 1. Thus Theorem 14.28 gives a representation
of normalized positive harmonic functions. More specifically,

1 − |z|2
Z  1 + ηz  Z
h(z) = Re dµ(η) = 2
dµ(η).
T 1 − ηz T |η − z|

Thus, for dimension d = 2, the Riesz–Herglotz theorem 14.18 is a consequence of

Theorem 14.28. Conversely, knowing the Riesz–Herglotz theorem, the representa-
tion from Theorem 14.28 is obvious. Nevertheless, we find interesting to explain
the way how the extreme points of P(U ) may be identified without recourse to the
Riesz–Herglotz theorem, and how the representation follows from the Krein–Milman
theorem.

14.7 Completely monotonic functions

Definition 14.38 (Completely monotonic functions). For a real-valued function f on
[0, ∞) and α > 0 denote

∆α f : x 7→ f (x + α) − f (x), x ∈ [0, ∞).

Let E := R[0,∞) be equipped with the product topology. Then E is a locally convex
space (with the pointwise convergence topology) and ∆α : E → E is a linear operator.
A real-valued function f on [0, ∞) is said to be completely monotonic if f ≥ 0 on
[0, ∞) and
(−1)n ∆αn . . . ∆α1 f ≥ 0 on [0, ∞) (14.15)
holds for all αj > 0 and n ∈ N. Let CM denote the set of all completely monotonic
functions on [0, ∞).

Example 14.39. If µ is a finite Radon measure on [0, ∞), the function

Z
F : x 7→ e−tx dµ(t), x ∈ [0, ∞),
[0,∞)

is completely monotonic. Indeed, the following computation

Z n
Y
(−1)n ∆αn . . . ∆α1 F (x) = 1 − e−tαj e−tx dµ(t) ≥ 0,


[0,∞) j=1

yields the assertion.

Lemma 14.40. Any completely monotonic function is decreasing and convex.

 14.7 Completely monotonic functions 587

Proof. The monotonicity of f follows from (14.15) for n = 1 and convexity from
(14.15) for n = 2.

Definition 14.41 (The space K). Define

K := {f ∈ E : f is completely monotonic, f (0) = 1}.

For λ ∈ [0, ∞] define the functions fλ on [0, ∞) as

(
e−λx , λ ∈ [0, ∞),
fλ (x) =
c{0} (x), λ = ∞.

Proposition 14.42. The set K is a compact convex subset of E and

ext K = {fλ : λ ∈ [0, ∞]}.

Moreover, the set ext K is closed.

Proof. Denote Λ := {fλ : λ ∈ [0, ∞]}. It is easy to check that the sum and a positive
multiple of completely monotonic functions is again in CM. Hence, K is convex.
It follows from Lemma 14.40 that 0 ≤ f ≤ 1 for any f ∈ K. Therefore,

K ⊂ [0, 1][0,∞) ⊂ E.

Since [0, 1][0,∞) is compact and K is obviously a closed subset of [0, 1][0,∞) , K is
compact.
Assume that ϕ ∈ ext K. When ϕ(z) = 1 for some z ∈ [0, ∞), taking into account
that ϕ is decreasing and convex, we see that ϕ = f0 .
So suppose that ϕ(t) < 1 for all t ∈ (0, ∞). Fix s > 0 such that ϕ(s) > 0 and
define functions
ϕ(t) − ϕ(t + s) ϕ(t + s)
hs : t 7→ and gs : t 7→ , t > 0.
1 − ϕ(s) ϕ(s)

Since hs (0) = gs (0) = 1 and the function t 7→ −∆s hs (t) = hs (s) − hs (t + s) is

completely monotonic, hs , gs ∈ K. Since


ϕ(t) = 1 − ϕ(s) hs (t) + ϕ(s)gs (t), t > 0,

ϕ ∈ ext K implies that

ϕ(t) = hs (t) = gs (t), t > 0. (14.16)

Hence,
ϕ(t)ϕ(s) = ϕ(s + t) (14.17)
588 14 Applications

for any pair s, t > 0 with ϕ(s) > 0. By a symmetry reason, (14.17) is also true if
ϕ(t) > 0. Finally, if ϕ(s) = ϕ(t) = 0, then ϕ(s + t) = 0 as well by monotonicity.
Completely monotonic functions are convex, and therefore continuous on (0, ∞).
As a continuous solution of (14.17), we get

ϕ(t) = e−λt , t > 0,

unless ϕ = 0 on (0, ∞). The exponent λ cannot be negative as completely monotonic

functions are decreasing. From the above discussion it follows that ϕ = fλ for some
λ ∈ [0, ∞], and thus ext K ⊂ Λ.
It remains to show that all functions fλ , λ ∈ [0, ∞], are extreme points of K.
Obviously, f0 , f∞ ∈ ext K, but the convex hull of {f0 , f∞ } does not equal K. Since
ext K ⊂ Λ, the Krein–Milman theorem 2.22 provides λ ∈ (0, ∞) such that fλ ∈
ext K. For a fixed b > 0, consider the mapping Tb : f (x) 7→ f (bx), x ∈ [0, ∞). Then
Tb is an affine homeomorphism of K onto K, and thus Tb carries every extreme point
of K into an extreme point of K. Hence,

Tb (fλ ) = fλb

is an extreme point of K. Since this holds for every b > 0, we see that all functions
from Λ are extreme.
As the set Λ is obviously closed in K, the set ext K is closed.

Theorem 14.43 (Bernstein). Let f be a real-valued function on [0, ∞). Then the
following assertions are equivalent:
(i) f ∈ K,
(ii) there exist a unique Radon measure µ ∈ M+ ([0, ∞)) and ω > 0 such that
kµk + ω = 1 and
Z
f (x) = e−xt dµ(t) + ωc{0} (x), x ∈ [0, ∞), (14.18)
[0,∞)

(iii) f (0) = 1, f is a C ∞ -function on (0, ∞) and

(−1)n f (n) ≥ 0 on (0, ∞) for each n ≥ 0. (14.19)

Proof. (i) =⇒ (ii): We use the Krein–Milman theorem with transfer 2.33 to obtain
the sought representation
Z
f (x) = fλ (x) dµ(λ) + ωc{0} (x), x ∈ [0, ∞).
[0,∞]

Concerning the uniqueness, let µ, µ0 and ω, ω 0 be two representations. Since x →7

−xλ 0 . Let A be
R
[0,∞) e dµ is a continuous function on [0, ∞), we obtain ω = ω
 14.8 Positive definite functions on discrete groups 589

the linear span of the functions fλ , λ ∈ [0, ∞). Then A is an algebra and by the
Stone–Weierstrass theorem A.29, A is dense in the space of all continuous functions
on [0, ∞] (here we understand [0, ∞] as the one-point compactification of [0, ∞)). It
follows that the representation (14.18) of a completely monotonic function is unique.
(ii) =⇒ (iii): This follows from the fact that the measure µ is finite and therefore
we can differentiate the integral with respect to t under the integral sign.
(iii) =⇒ (i): Let CCM be the set of all C ∞ functions on (0, ∞) satisfying
(14.19). From the mean value theorem we easily infer that each mapping f 7→ −∆α f
maps CCM into itself. By iteration we see that (−1)n ∆αn . . . ∆α1 f ∈ CCM for any
f ∈ CCM. Hence the functions satisfying (iii) are completely monotonic.

14.8 Positive definite functions on discrete groups

Definition 14.44 (Positive definite functions). Let G be a discrete abelian group (writ-
ten additively). A function f : G → C is said to be positive definite if for all natural
numbers n, all λ1 , . . . , λn ∈ C and x1 , . . . , xn ∈ G we have
n
X
λj λk f (xj − xk ) ≥ 0. (14.20)
j,k=1

The aim of this section is to show that every positive definite function admits an
integral representation in terms of very special positive definite functions, the so-
called characters defined below.
Denote by Md (G) the set of all finite linear combinations of Dirac measures on G.
So to say that µ belongs to Md (G) means that there are complex numbers λ1 , . . . , λn
and elements x1 , . . . , xn ∈ G such that
n
X
µ= λj εxj . (14.21)
j=1

e ∈ Md (G) by
With µ of the form (14.21), we associate the measure µ
n
X
µ
e := λj ε−xj .
j=1

Definition 14.45 (Convolutions). Given x, y ∈ G, we define εx ? εy := εx+y and,

by linearity, µ ? ν is defined for all µ, ν ∈ Md (G) in an obvious way. Clearly, the
convolution so defined is commutative and associative. Also, µ]?ν =µ e ? νe.
For f : G → C and µ ∈ Md (G) define µ ? f by
Z
(µ ? f )(x) := f (x − y) dµ(y), x ∈ G.
G

Given y ∈ G, we put fy := εy ? f , so that fy (x) = f (x − y) for all x ∈ G.

590 14 Applications

It is worth mentioning that for µ as in (14.21) and f : G → C, the condition

e)(f ) ≥ 0 is nothing else than (14.20).
(µ ? µ
Notice also that, for µ ∈ Md (G) and f : G → C, we have
Z Z


(µ ? µ
e) ? f (0) = f (−y) d(µ ? µ
e)(y) = f (y) d(µ ? µ
e)(y).
G G

Consequently, f is positive definite if and only if

e ? f )(0) ≥ 0
(µ ? µ

whenever µ ∈ Md (G).
Fix a positive definite function f on G, c ∈ C, x ∈ G and put µ := ε0 + cεx . Then

e (f ) = (1 + |c|2 )f (0) + cf (x) + cf (−x).

0≤ µ?µ

The choice c = 0 gives f (0) ≥ 0, the choice c = 1 and c = i yields 2f (0) + f (x) +
f (−x) ≥ 0 and 2f (0) + i(f (x) − f (−x)) ≥ 0, respectively. Thus both numbers
f (x) + f (−x) and i(f (x) − f (−x)) are real, which shows that f (−x) = f (x). If
f (x) 6= 0, the choice c = −|f (x)|/f (x) then gives |f (x)| ≤ f (0). In particular,
f (0) = 0 implies that f vanishes identically.

Definition 14.46 (Characters). A character of G is a homomorphism γ : G → T

where T denotes the (multiplicative) group of complex numbers of modulus one. In
other words, γ is a character if |γ(x)| = 1 and γ(x + y) = γ(x)γ(y) whenever
x, y ∈ G. It follows that γ(0) = 1 and 1 = γ(0) = γ(x − x) = γ(x)γ(−x), thus
γ(−x) = γ(x). If µ is of the form (14.21) and γ is a character, then
n
X n
X n
X 
(µ ? µ
e)(γ) = λj λk γ(xj − xk ) = λj γ(xj ) λk γ(xk ) ≥ 0.
j,k=1 j=1 k=1

We conclude that every character is a positive definite function on G.

Let P denote the set of all positive definite functions f on G such that f (0) = 1
and Gb be the set of all characters of G. Obviously, P is a convex set in the vector
space of complex functions on G and G b ⊂ P.
Notice first that for a positive definite function f and for ν ∈ Md (G), the function
g := ν ? νe ? f is positive definite. Indeed, for an arbitrary µ ∈ Md (G) we have

µ?µ
e?g =µ?µ
e ? ν ? νe ? f = (µ ? ν) ? (µ]
? ν) ? f,

e ? g)(0) ≥ 0.
so that (µ ? µ

Lemma 14.47. We have ext P ⊂ G.

b
 14.8 Positive definite functions on discrete groups 591

Proof. Suppose that f ∈ ext P , y ∈ G and λ ∈ C. Define ν := ε0 + λεy , κ :=

ε0 − λεy and denote
g := ν ? νe ? f, h := κ ? κ
e ? f.
Recall that g, h are positive definite functions and

g = (1 + |λ|2 )f + λfy + λf−y , h = (1 + |λ|2 )f − λfy − λf−y .

Suppose that g(0) = 0. Since |g| ≤ g(0), the function λfy + λf−y is a real multiple
of f . Similarly for the case h(0) = 0. If g(0) 6= 0 and h(0) 6= 0, we have

g(0) g h(0) h
f= 2
+ 2
1 + |λ| g(0) 1 + |λ| h(0)
g h
and g(0) ∈ P, h(0) ∈ P . We know that g(0) ≥ 0, h(0) ≥ 0 and, obviously,

g(0) + h(0) = (1 + |λ|2 )f (0) = 1 + |λ|2 .

Thus f is a convex combination of functions from P , and therefore both g and h are
real multiples of f because f ∈ ext P . The same is true for g − h.
We conclude that there exists a number a(λ) ∈ R such that

λfy + λf−y = a(λ)f.

Taking λ = 1 and λ = i we arrive at f−y = af , where a = 21 (a(1) + ia(i)). Hence

f (x + y) = af (x), x ∈ G. The choice x = 0 shows that a = f (y). We see that
f (x + y) = f (x)f (y) whenever x, y ∈ G. Pick z ∈ G. Since

1 = f (0) = f (z − z) = f (z)f (−z) = f (z)f (z) = |f (z)|2 ,

we get f ∈ G.
b

Definition 14.48 (The space S). Consider P as a subset of the topological vector space
S of complex functions on G endowed with the topology of pointwise convergence.
Obviously, for every x ∈ G, the mapping g 7→ g(x), g ∈ S, is a continuous linear
functional on S. Both P and Gb are closed subsets of {h ∈ S : |h| ≤ 1}, hence P and
Gb are compact.

Lemma 14.49. For x ∈ G define

b : γ 7→ γ(x),
x γ ∈ G.
b

Then
A := {b
x : x ∈ G}
is a dense subset of the space C(G).
b
592 14 Applications

Proof. Obviously, A is a linear subspace of C(G),

b A separates points of Gb and 1 ∈ A
b for x = 0). Further, the conjugate of every function from A belongs to A
(consider x
since γ(−x) = γ(x) for every x ∈ G and every γ ∈ G. b Since x byb = x[
+ y whenever
x, y ∈ G, A is an algebra. By the Stone–Weierstrass theorem A.29, A is a dense
subset of C(G).
b

Lemma 14.50. For ν ∈ M+ (G)

b define
Z
ν
f : x 7→ γ(x) dν(γ), x ∈ G.
G
b

Then f ν is positive definite.

b If ν ∈ M1 (G),
Proof. The assertion is obvious if ν is a molecular measure on G. b
ν
then ν is a limit of a net of molecular measures. Hence f is a pointwise limit of
positive definite functions, so f ν is positive definite.

Lemma 14.51. For every f ∈ P there exists a unique Radon measure ν ∈ M1 (G)
b
ν
such that f = f .

Proof. We know that ext P ⊂ G b (see Lemma 14.47) and that G

b is a closed subset of
P . By the Integral representation theorem 2.31, given f ∈ P , there exists a Radon
measure ν ∈ M1 (G) b such that
Z
f (x) = γ(x) dν(γ)
G
b

for each x ∈ G. The density result from Lemma 14.49 shows that ν is uniquely
determined.

Corollary 14.52. We have ext P = G.

b

Proof. Apply the result of Exercise 2.109.

Now we are in a position to state the representation theorem.

Theorem 14.53. The mapping ν 7→ f ν , ν ∈ M+ (G),

b is a bijection of M+ (G)
b onto
the set of all positive definite functions.

Proof. The assertion is an immediate consequence of Lemmas 14.50 and 14.51.

Example 14.54. Consider the additive group Z of integers, so that complex functions
on G = Z are simply complex sequences indexed by Z. Fix a character γ on Z and
1
denote z := γ(1) . Since

n
γ(n) = γ(1) and γ(−n) = γ(n)
 14.9 Range of vector measures 593

for every natural number n, we have γ(k) = z −k , k ∈ Z. Since |z| = 1, we can

b with the unit circle T. Given a complex Radon measure µ on T, we define
identify Z
the k-th Fourier coefficient of µ by
Z
µ
b(k) := z −k dµ(z), k ∈ Z.
T

Our result in the situation of the group G = Z reads as follows: A sequence {ak }∞
k=−∞
is positive definite if and only if there exists a Radon measure µ on T such that ak =
b(k) for every k ∈ Z. Thus positive definite functions on Z are exactly sequences of
µ
Fourier coefficients.

14.9 Range of vector measures

In this section we will prove the so-called Lyapunov theorem on the range of non-
atomic vector measures. The proof presented is a nice application of the Krein–
Milman theorem 2.22.
We will use the following notation: Σ will be a σ-algebra on a set X and ν a signed
measure on Σ. The symbol |ν| stands for the variation of the measure ν. Recall that
ν is said to be nonatomic, if every set M ∈ Σ such that |ν|(M ) > 0 contains a set
Q ∈ Σ with 0 < |ν|(Q) < |ν|(M ).
Lemma 14.55. Let ν be a finite measure on Σ and

P := {g ∈ L∞ (ν) : 0 ≤ g ≤ 1} .

Then P is a w∗ -compact convex subset of L∞ (ν) and

ext P = {cM : M ∈ Σ} .

Proof. Obviously, P is a convex set and cM ∈ ext P whenever M ∈ Σ. Suppose that

g ∈ P is not a characteristic function of any set of Σ. Then there exist a ∈ (0, 1) and
a set Q ∈ Σ such that ν(Q) > 0 and

a≤g ≤1−a on Q.

Define g1 := g + acQ and g2 := g − acQ . Then g1 , g2 ∈ P , g = 21 (g1 + g2 ) and

g1 6= g, hence g ∈
/ ext P .
Since g ∈ P if and only if
Z Z
0≤ f g dν ≤ f dν
X X

for every positive f ∈L1 (ν), P is a w∗ -closed subset of the closed unit ball in L∞ (ν),
where L∞ (ν) is considered as the dual of L1 (ν). Consequently, P is w∗ -compact by
the Banach–Alaoglu theorem.
594 14 Applications

Lemma 14.56. Let ν be a finite measure on Σ, fj be elements of L1 (ν), j = 1, . . . , d ,

Z Z 
T : g 7→ f1 g dν, . . . , fd g dν ∈ Rd , g ∈ L∞ (ν),
X X

and N := ker T . Then T : L∞ (ν) → Rd is w∗ -continuous. If ν is nonatomic, then

P ⊂ N + ext P .

Proof. It follows immediately from the definition of the w∗ -topology that T is w∗ -

continuous. Consequently, N is a w∗ -closed subset of L∞ (ν).
Suppose that ν is nonatomic and fix g ∈ P . Then K := P ∩ (g − N ) is a nonempty
w∗ -compact convex subset of L∞ (ν). By the Krein–Milman theorem 2.22, there
exists f ∈ ext K ⊂ K ⊂ P . We are going to show that f is the characteristic function
of a set of Σ. Then f ∈ ext P by Lemma 14.55 and g = f + h for a suitable h ∈ N ,
since f ∈ g − N . We see that g ∈ N + ext P , which will finish the proof.
So suppose that f ∈ ext K is not the characteristic function of any set of Σ. Then
there exist a ∈ (0, 1) and Q ∈ Σ such that ν(Q) > 0 and

a≤f ≤1−a on Q.

Fix a natural number n > d. Since ν is nonatomic, there is a partition of Q into

disjoint sets Q1 , . . . , Qn ∈ Σ, each of them of strictly positive measure. Denote by B
the d × n matrix with entries
Z
fj dν, j = 1, . . . , d, k = 1, . . . , n,
Qk

fix a non-trivial solution b = (b1 , . . . , bn ) ∈ Rn of the system Bx = 0 and define

n
X
h := bk cQk .
k=1

Then Z n
X Z
fj h dν = bk fj dν = 0, j = 1, . . . , d,
X k=1 Qk

hence h ∈ N . Set
ah
h0 := , g1 := f + h0 , g2 := f − h0 .
khk∞

Then g1 , g2 ∈ P and h0 ∈ N . Since, by the definition of K, f = g − g0 for a suitable

g0 ∈ N and g0 − h0 , g0 + h0 ∈ N , we have g1 , g2 ∈ g − N , so that g1 , g2 ∈ K.
Since f = 12 (g1 + g2 ) and h0 is a nonzero element of L∞ (ν), f ∈
/ ext K, which is a
contradiction.
 14.10 The Stone–Weierstrass approximation theorem 595

Corollary 14.57. If ν is nonatomic, then ext P is w∗ -dense in P .

Proof. Let V be a w∗ -neighborhood of 0 in L∞ (ν), so that there are a natural number
d and f1 , . . . , fd ∈ L1 (ν) such that
 Z 
∞
V = g ∈ L (ν) : gfj dν ≤ 1, 1 ≤ j ≤ d .
X

If N has the same meaning as in Lemma 14.56, then P ⊂ N + ext P ⊂ V + ext P ,

hence P is a subset of the w∗ -closure of ext P .

Theorem 14.58. Let µ1 , . . . , µd be nonatomic signed measures on Σ and

µ : M 7→ (µ1 (M ), . . . , µd (M )) ∈ Rd , M ∈ Σ.

Then µ(Σ) is a compact convex set in Rd .

Proof. Let ν := |µ1 | + · · · + |µd |. Then the measure ν is obviously nonatomic, and
finite by W. Rudin [402], Theorem 6.4. By the Radon–Nikodym theorem, there exist
real-valued functions fj ∈ L1 (ν) such that µj = fj ν, j = 1, . . . , d. Let, as above,

P := {g ∈ L∞ (ν) : 0 ≤ g ≤ 1} ,

T be defined as in Lemma 14.56 and N := ker T . By Lemma 14.55, µ(Σ) =

T (ext P ). Lemma 14.56 yields

T (P ) ⊂ T (N + ext P ) = T (ext P ) ⊂ T (P ).

Thus µ(Σ) = T (P ). We see that µ(Σ) is a w∗ -continuous linear image of a w∗ -

compact convex set. Hence µ(Σ) is a compact convex set in Rd .

14.10 The Stone–Weierstrass approximation theorem

The aim of this section is to show how the Krein–Milman theorem 2.22 opens a way
to a proof of the algebra version of the Stone–Weierstrass theorem. Also a lattice
version of the Stone–Weierstrass theorem can be easily deduced using the Choquet
theory.
We start with the algebra version of the Stone–Weierstrass theorem.
If K is a compact space and C(K) is a real or a complex space, we recall that A is
an algebra if it is a linear space and f g ∈ A whenever f, g ∈ A.
If C(K) is a real space, A ⊂ C(K) is said to be a lattice if A is a subspace of C(K)
and f ∨ g, f ∧ g ∈ A whenever f, g ∈ A.
Lemma 14.59. Let C(K) be a real or complex space and A ⊂ C(K) be an algebra
such that f ∈ A implies f ∈ A, 1 ∈ A and A separates points of K. If s, t are
different points of K, then there exists g ∈ A such that 0 < g < 1 and g(s) 6= g(t).
596 14 Applications

Proof. Obviously, there exists f ∈ A such that f (s) = 0 and f (t) 6= 0. Then the
function
ff
h := ,
1 + kf k2
belongs to A, 0 ≤ h < 1 and h(s) 6= h(t). Now, the function

1

g := h + 1 − sup h(K)
2
has the required properties.

Lemma 14.60. Let C(K) be a real or complex space, A ⊂ C(K) be an algebra and
n o
X := µ ∈ A⊥ : kµk ≤ 1 . (14.22)

Let µ ∈ ext X and g ∈ A be a real-valued function such that 0 < g < 1. Then g is
constant on spt µ.

Proof. The case A⊥ = {0} is trivial. Otherwise we have kµk = 1. Define

κ := gµ, ν := (1 − g)µ.

Since 0 < g < 1, g and 1 − g are in A and A is an algebra, the measures κ and ν are
nontrivial and belong to X. Notice that
 κ   ν 
µ = kκk + kνk
kκk kνk

and Z Z
kκk + kνk = g d|µ| + (1 − g) d|µ| = |µ|(K) = 1.
K K

By assumption, µ is an extreme point of X. Consequently, µ = κ/kκk, and therefore

gµ = κ = kκkµ. Thus, g = kκk µ-almost everywhere. Hence g = kκk on spt µ
because g is continuous.

Theorem 14.61 (Stone–Weierstrass). Let K be a compact space, C(K) be a real or

complex space and A ⊂ C(K) be an algebra such that A contains the constant
functions, separates points of K and such that f ∈ A implies f ∈ A. Then A is dense
in C(K).

Proof. By the Hahn–Banach theorem it is sufficient to show that A⊥ = {0}. Assume

that A⊥ 6= {0} and define X by (14.22). Obviously, X is a convex set. By Banach–
Alaoglu’s theorem, X is w∗ -compact. By the Krein–Milman theorem 2.22, there is
an extreme point µ of X. Obviously, kµk = 1. It follows from Lemmas 14.59 and
 14.11 Invariant and ergodic measures 597

14.60 that spt µ is a singleton. Then µ = λεx for a suitable x ∈ X and λ ∈ C of

modulus one. Now, µ ∈ A⊥ and 1 ∈ A implies
Z
0= 1 dµ = λεx (1) = λ 6= 0,
K
which is a contradiction. The proof is complete.

Using the Choquet theory we also present a proof of the lattice version of the Stone–
Weierstrass theorem.
Theorem 14.62 (Stone–Weierstrass). Let K be a compact space and L a linear sub-
space of the real space C(K). If L is a lattice containing the constant functions and
separating points of K, then L is dense in C(K).
Proof. Obviously, L is a function space. We will show that ChL (K) = K. To this
end, pick x ∈ K, ν ∈ Mx (L) and h ∈ L. Since the function
ϕ : t 7→ |h(t) − h(x)|, t ∈ K,
belongs to L, we get
Z Z
0 = ϕ(x) = ϕ dν = |h(t) − h(x)| dν(t).
K K
Hence
spt ν ⊂ {t ∈ K : h(t) = h(x)} .
Since L separates points of K,
\
spt ν ⊂ {t ∈ K : h(t) = h(x)} = {x} .
h∈L

Hence ν = εx , so that x ∈ ChL (K). It follows that Ac (L) = C(K) (cf. Bauer’s
characterization of the Choquet boundary 3.24 and Corollary 3.23(a)).
Select now f ∈ C(K) = Ac (L) ⊂ Kc (L) and ε > 0. By Proposition 3.55, there
exists h ∈ −W(L) = L such that f − ε ≤ h ≤ f . This implies f ∈ L and finishes
the proof.

14.11 Invariant and ergodic measures

In the preceding sections, the Krein–Milman theorem was applied in order to establish
an integral representation in various situations. Until now, in the cases considered, the
set of extreme points was closed, so that the full strength of the Choquet representation
theorem was not needed.
In the case of the present section, the set of extreme points turns out to be non-
closed in general, hence the Krein–Milman theorem does not suffice for the integral
representation theorem proved below.
598 14 Applications

Definition 14.63 (T -invariant measures and functions). Let K be a nonempty com-

pact space and T be a nonempty family of continuous maps from K to itself. A Radon
measure µ ∈ M+ (K) is called T -invariant if µ satisfies

µ(B) = µ(S −1 B) for every Borel set B ⊂ K and every S ∈ T .

In other words, for the image measure S] µ we have S] µ = µ. It is easy to see that
T -invariant measures form a convex cone.
If µ is a T -invariant measure, a Borel measurable function f on K is said to be
µ-invariant if

f =f ◦S µ-almost everywhere on K for every S ∈ T .

A Borel set B ⊂ K is called µ-invariant if

µ(B4S −1 B) = 0, S ∈T.

Hence B is µ-invariant if and only if cB is a µ-invariant function.

The following result will be useful for a description of extreme T -invariant mea-
sures.

Lemma 14.64. Let µ be a T -invariant measure on K and f be a positive Borel mea-

surable function on K. Then the measure ν := f µ is T -invariant if and only if f is
µ-invariant.

Proof. Let f be T -invariant, B ⊂ K be a Borel set and S ∈ T . Then

Z Z Z
−1
ν(S B) = f dµ = f ◦ S dµ = f d(S] µ)
S −1 B S −1 B B
Z
= f dµ = ν(B).
B

For the converse, fix S ∈ T and suppose that S] ν = ν. For a given α ∈ R, let

A := {x ∈ K : f (x) ≤ α}, A1 := S −1 A \ A and A2 := A \ S −1 A.

Then f − α > 0 on A1 , so
Z
ν(A1 ) − αµ(A1 ) = (f − α)dµ ≥ 0
A1

and the equality holds if and only if µ(A1 ) = 0. Obviously,

Z
ν(A2 ) = f dµ ≤ αµ(A2 ).
A2
 14.11 Invariant and ergodic measures 599

Note that
ν(A1 ) = ν(S −1 A) − ν(S −1 A ∩ A) = ν(A) − ν(S −1 A ∩ A) = ν(A2 )
and, similarly, µ(A1 ) = µ(A2 ). Now
ν(A1 ) ≥ αµ(A1 ) = αµ(A2 ) ≥ ν(A2 ) = ν(A1 ),
which yields ν(A1 ) − αµ(A1 ) = 0, hence
0 = µ(A1 ) = µ(A2 ). We conclude that
the sets A and S −1 A = {y ∈ K : f ◦ S (y) ≤ α} differ only by a set of µ-measure
zero.
Now we will use the following equality for real-valued functions ϕ and ψ on K:
[
{x ∈ K : ϕ(x) > ψ(x)} = {x ∈ K : ϕ(x) > r > ψ(x)}
r∈Q
[ 
= {x ∈ K : ψ(x) ≤ r} \ {x ∈ K : ϕ(x) ≤ r} .
r∈Q

Choosing ϕ = f , ψ = f ◦ S, we obtain f ≤ f ◦ S µ-almost everywhere. The choice

ϕ = f ◦ S and ψ = f gives f ≥ f ◦ S µ-almost everywhere, finishing the proof.

Lemma 14.65. If µ, ν are T -invariant measures, then µ ∧ ν is T -invariant.

Proof. Given T -invariant measures µ, ν, we can write µ ∧ ν = (f ∧ g)(µ + ν), where
f, g are positive Borel function satisfying µ = f (µ + ν) and ν = g(µ + ν). By
Lemma 14.64, both f and g are µ + ν-invariant.
Given S ∈ T , let A := {x ∈ K : f (x) < g(x)}. A straightforward verification
shows that
(µ + ν)(B4S −1 B) = 0, B is either A or K \ A.
Hence
(f ∧ g) ◦ S = f ∧ g (µ + ν)-almost everywhere
for all S ∈ T . It follows that f ∧ g is (µ + ν)-invariant and thus µ ∧ ν is T -invariant
by Lemma 14.64.

Definition 14.66 (Ergodic measures). A T -invariant measure µ ∈ M1 (K) is called

ergodic if the only µ-invariant sets B are trivial, that is, if they satisfy µ(B) = 0 or
µ(B) = 1. (Obviously, any Borel set B with µ(B) ∈ {0, 1} is µ-invariant.)
Let X denote the set of T -invariant probability measures on K considered as a
subset of M(K) endowed with the w∗ -topology.
Obviously, X is a convex set. Since
\n Z Z o
X= µ ∈ M1 (K) : f dµ − f ◦ S dµ = 0
K K

for f running through C(K) and S through T , X is a compact set.

600 14 Applications

Let us remark that X may be empty in general (see the simple Example 14.67
below). The Markov–Kakutani theorem A.3 shows that X is nonempty provided that
T is a commuting family of continuous maps. The theorem is applied as follows:
the set C is M1 (K) with the w∗ -topology, the mapping TS : C → C is for S ∈ T
defined by TS µ = S] µ, µ ∈ M1 (K), and T = {TS : S ∈ T }.

Example 14.67. Set K := {x, y} (equipped with the discrete topology) and T :=
{S1 , S2 } where

S1 (x) = S1 (y) = x and S2 (x) = S2 (y) = y.

Suppose that µ is an S1 -invariant measure. Then µ S1−1 {x} = µ(K) = 1, hence

µ({x}) = 1. We conclude that µ = εx . Similarly we deduce that µ = εy . Therefore,

the set of T -invariant measures is empty.

Proposition 14.68. Given a T -invariant probability measure µ, the following asser-

tions are equivalent:
(i) µ ∈ ext X,
(ii) µ is ergodic,
(iii) every positive Borel measurable T -invariant function on K is constant µ-almost
everywhere.

Proof. (i) =⇒ (ii): Assume that the measure µ is not ergodic. Fix a µ-invariant set
A such that 0 < µ(A) < 1. Define

−1
−1
µ1 := µ(A) µ|A and µ2 := µ(K \ A) µ|K\A .

Then µ1 , µ2 ∈ M1 (K), µ1 6= µ and

µ = µ(A)µ1 + 1 − µ(A) µ2 . (14.23)

Choose S ∈ T and a Borel set B ⊂ K. Since

(S −1 B) ∩ (A4S −1 A) = (S −1 B ∩ A)4(S −1 B ∩ S −1 A)

and µ(A4S −1 A) = 0, we have µ(S −1 B ∩ S −1 A) = µ (S −1 B) ∩ A , hence

µ|A (B) = µ(B ∩ A) = µ(S −1 (B ∩ A)) = µ(S −1 B ∩ S −1 A) = µ (S −1 B) ∩ A

= µ|A (S −1 B).

It follows that µ1 is T -invariant and, by (14.23), also µ2 is T -invariant. The equal-

ity (14.23) shows that µ ∈/ ext X, proving the implication (i) =⇒ (ii).
 14.11 Invariant and ergodic measures 601

(ii) =⇒ (iii): Assume that the measure µ is ergodic and f is a positive Borel
µ-invariant function. Then f −1 (U ) is µ-invariant for any U ⊂ R Borel, and thus
µ(f −1 (U )) ∈ {0, 1}. If {Un : n ∈ N} is a countable base of open sets in R, the set
[
L = K \ {f −1 (Un ) : µ(f −1 (Un )) = 0}

satisfies µ(L) = 0. Further, f is constant on K \ L. Indeed, if it were not true and f

attains two different values y1 , y2 ∈ R on K \ L, we could separate them by sets Un1 ,
Un2 from the base and obtain a contradiction with our choice of L.
Let (iii) hold and let µ, µ1 , µ2 ∈ X be such that µ = 12 (µ1 + µ2 ). Let fj , j = 1, 2,
be the Radon–Nikodym derivative of µj with respect to µ. By Lemma 14.64, fj is
T -invariant, hence constant µj -almost everywhere. Since µj ∈ M1 (K), fj = 1 µj -
almost everywhere, so that µ = µ1 = µ2 and µ ∈ ext X proving the implication (iii)
=⇒ (i).

Proposition 14.69. The set X is a simplex.

Proof. We consider the space span X with the order inherited from M(K). Let φ :
span X → (Ac (X))∗ be the evaluation mapping (that is, φ(µ)(F ) = F (µ), µ ∈ X,
F ∈ Ac (X)). We claim that φ preserves order, that is, φ(µ) is a positive functional if
and only if µ is a positive measure.
Any function f ∈ C(K) provides an element fb ∈ Ac (X) via the identification
fb(µ) = µ(f ), µ ∈ X. (We remark that it is easy to see from Lemma 2.34 that the
space {fb : f ∈ C(K)} is dense in Ac (X).) If µ ∈ span X is a positive measure, then
µ = cν for some c ≥ 0 and ν ∈ X. Thus φ(µ)(F ) ≥ 0 for any F ∈ Ac (X) positive.
Conversely, let φ(µ) be a positive functional on Ac (X). Then for any f ∈ C(K)
positive, fb ≥ 0 on X, and thus µ(f ) = φ(µ)(fb) ≥ 0. Hence µ is a positive measure.
It follows from Lemma 14.65, Proposition 4.31(d) and Proposition A.15 that the
ordered vector space (Ac (X))∗ is a lattice. By Theorem 6.54, X is a simplex.

Now, the Choquet theorem 3.45 shows that every T -invariant measure has a repre-
sentation as an “integral average” of ergodic measures.
Theorem 14.70. Let K be a metrizable compact convex set and X be as in Defini-
tion 14.66. For every µ ∈ X there exists a unique Radon measure m ∈ M1 (X) such
that m is carried by the set of ergodic measures and
Z
µ(f ) = ν(f ) dm(ν), f ∈ C(K). (14.24)
X

Proof. Let µ ∈ X be fixed. Since C(K) is separable, the w∗ -topology on X is metriz-

able. By the Choquet representation theorem 3.45, Propositions 14.69 and 14.68,
there exists a unique probability measure m on X carried by the set of ergodic mea-
sures such that Z
F (µ) = F (ν) dm(ν),
X
602 14 Applications

whenever F is a w∗ -continuous linear functional on M(K). Since, for a fixed f ∈

C(K), the mapping
fb : λ 7→ λ(f ), λ ∈ M(K),
is linear and w∗ -continuous on M(K), we get the assertion.

As already mentioned, the set of ergodic measures need not be closed, as the fol-
lowing example reproduced from R. R. Phelps [374] shows.
Example 14.71. Let I := [0, 1], let J be the unit circle represented as R(mod 1).
Consider K := I × J with the product topology and T consisting of the single
mapping
S : (x, y) 7→ (x, x + y), (x, y) ∈ K.
For n ∈ N denote by µn the Radon measure on K which gives mass 1/n to the n
points (1/n, k/n), 0 ≤ k ≤ n − 1. Then µn is an ergodic measure. Indeed, let
B ⊂ K be a Borel set and

Kn := (1/n, k/n) : 0 ≤ k ≤ n − 1 .

Then B is µn -invariant if and only if either B ∩ Kn = ∅ or B ∩ Kn = Kn , hence

µn is an ergodic measure. The sequence {µn } converges to the uniform distribution
µ on {0} × J (the Haar measure on J). However, µ is not ergodic since every Borel
set B ⊂ K is µ-invariant.
Remark 14.72. We indicate an instructive example of a compact convex set of T -
invariant measures which is a Bauer simplex. Let L be a compact metrizable space
and K be the product space LN . Let T be the set of all transformations of K of the
form (xj ) 7→ (xσ (j)), where σ is a permutation of N that changes only finitely many
elements. In this situation, if µ ∈ M 1 (K) is a T -invariant measure, then
N µ is ergodic,
1
if and only if there exists a measure λ ∈ M (L) such that µ = i∈N λi , where
λi = λ for all i ∈ N. (This is the result of E. Hewitt and L. J. Savage [225]; a prob-
abilistic interpretation is mentioned in V. P. Fonf, J. Lindenstrauss and R. R. Phelps
[179], p. 616.) As before, let us denote by X the compact
N convex set of T -invariant
probability measures on K. Then the mapping λ 7→ i∈N λi , λi = λ for i ∈ N, is a
homeomorphism of the compact set M1 (L) onto the set of ergodic measures, that is,
by Proposition 14.68, onto ext X. Hence X is a metrizable Bauer simplex.
Remark 14.73. However, T -invariant measures may also give rise to the Poulsen
simplex. An example of such a situation is outlined in V. P. Fonf, J. Lindenstrauss
and R. R. Phelps [179], p. 618: K is the product space {0, 1}Z and T consists of the
natural shift mapping of K. Then the compact convex set X of T -invariant probability
measures is the Poulsen simplex. We note that both examples mentioned above fit
into a general framework studied in E. Glasner and B. Weiss [194]. They proved, in
particular, for the case of a countable discrete group G and a compact metric space
 14.12 Exercises 603

K := {0, 1}G , the following dichotomy result: the set of G-invariant measures on
K is either a Bauer simplex or the Poulsen simplex. Actually, the former case occurs
if and only if G has the so-called property T of Kazhdan. For further results and
literature on simplices of invariant measures we refer to T. Downarowicz [148].

14.12 Exercises
Exercise 14.74. Let µ ∈ M1 ([0, 1]) and

x−ξ ξ−x
Z Z
1 1
k : x 7→ dµ(ξ) + dµ(ξ), x ∈ [0, 1].
2 [0,x) 1 − ξ 2 (x,1] ξ

Prove that k ∈ K (see Definition 14.1).

Hint. The proof follows by a routine verification.

Exercise 14.75. If f ∈ P(U ) and n ∈ N, then

2n!
|f (n) (z)| ≤ , z ∈ U.
(1 − |z|)n+1

Hint. The function f 7→ |f (n) (z)| is convex and continuous on A(U ). By Bauer’s
concave minimum principle (see Corollary 2.24) and Theorem 14.36,

2n!
max |f (n) (z)| : f ∈ P(U ) = max |g (n) (z)| : g ∈ M ≤
 
.
(1 − |z|)n+1

Exercise 14.76. Let W be an infinite subset of U , g ∈ A(U ), g (n) (0) 6= 0 for any
n = 0, 1, . . . . For w ∈ W define

gw : z 7→ g(wz), z ∈ U.

Then the linear hull of {gw : w ∈ W } is dense in A(U ).

Hint. Assume that there exists a nontrivial continuous linear functional A on A(U )
annihilating the linear hull of {gw : w ∈ W }. It follows from Theorem 14.33 that
there exists {αn }∞n=0 ∈ S such that (14.10) holds for f of the form (14.9). For
w ∈ W we have
∞
X g (n) (0) n n
gw (z) = w z , z ∈ U,
n!
n=0

hence
∞
X g (n) (0) n
Agw = αn w = 0. (14.25)
n!
n=0
604 14 Applications
p
n
Since lim supn→∞ |αn | < 1, the function
∞
X g (n) (0)
z 7→ wn z n
n!
n=0

is holomorphic on a neighborhood of U . By (14.25), it has an infinite number of zeros

in U . Consequently,
g (n) (0)
αn = 0 for any n = 0, 1, . . . ,
n!
which implies A = 0, a contradiction.
Exercise 14.77. Let K be a compact space and A a linear subspace of the real space
C(K). If A is an algebra, then A is a lattice .
(Hence, if moreover A contains the constant functions and separates points of K,
then the result of Theorem 14.61 is an immediate consequence of Theorem 14.62.)
Hint. Let f ∈ A, f 6= 0, and let {Pn } be a sequence of polynomials such that
Pn (0) = 0 and Pn (x)
→ |x| uniformly on [−1, 1]. It is easy to verify that the
sequence {kf kPn kff k } converges uniformly to |f | on K. Hence |f | ∈ A.

Exercise 14.78. Let K be a compact space and L a subspace of the real space C(K)
containing the constant functions. If L is a lattice, then L is an algebra.
First hint. Fix f ∈ L, f 6= 0, and prove that f 2 ∈ L. For this, put a := kf k and
denote by A the set of all functions ϕ ∈ C([−a, a]) such that ϕ ◦ f ∈ L. Then A is a
closed linear subspace of C([−a, a]), A is a lattice containing the constant functions
and separating points of [−a, a] (consider the identity function). By Theorem 14.62,
A = C([−a, a]). In particular, the function ϕ : t 7→ t2 , t ∈ [−a, a], belongs to A, thus
f 2 ∈ L.
Second hint. Fix f ∈ L, f 6= 0, and prove again that f 2 ∈ L. Put a := kf k. Given
ε > 0, there are affine functions ϕ1 , . . . , ϕn on [−a, a] such that
t2 − (ϕ1 ∨ · · · ∨ ϕn )(t) ≤ ε,
whenever t ∈ [−a, a] (a polygonal line inscribed to the graph of the function t 7→ t2
on [−a, a]). Since ϕj ◦ f ∈ L, j = 1, . . . , n, and L is obviously a lattice, f 2 is a
uniform limit of functions of L, thus f 2 ∈ L.
Exercise 14.79. Let f be a real-valued function on [0, ∞). Prove that f is completely
monotonic if and only if
n  
X n
(−1)k f (x + kδ) ≥ 0
k
k=1

for any n ≥ 0, x ∈ [0, ∞) and δ ≥ 0.

 14.13 Notes and comments 605

Hint. The assertion is merely a reworded definition of completely monotonic func-

tions.

Exercise 14.80. Let X, Y be Banach spaces and T be an isometric isomorphism of X

onto Y . Then T is an extreme point of the unit ball BL(X,Y ) of the space L(X, Y ) of
bounded operators from X to Y .
Hint. The dual mapping T ∗ maps the set ext BY ∗ onto the set ext BX ∗ . Suppose that
T = 12 (T1 +T2 ) for T1 , T2 ∈ BL(X,Y ) . If f ∈ ext BY ∗ , then T ∗ f ∈ ext BX ∗ , and since
T ∗ f = 12 (T1∗ f + T2∗ f ), we have T ∗ f = T1∗ f = T2∗ f . This yields f (T1 x − T2 x) =
0 for every x ∈ X and every f ∈ ext BY ∗ . By the Krein–Milman theorem 2.22,
f (T1 x − T2 x) = 0 for every x ∈ X and every f ∈ BY ∗ , which implies T1 x = T2 x
for every x ∈ X, and therefore T1 = T2 .

14.13 Notes and comments

The exposition of Section 14.1 follows R. M. Rakestraw [383], where also the case
of uniqueness of measures µ and ν of Theorem 14.4 is discussed. For the following
integral representation result, see L. Hörmander [239], p. 24: Let f be a bounded
continuous convex function on [0, 1],
(
(x − 1)y, 0 ≤ y ≤ x ≤ 1,
G(x, y) =
x(y − 1), 0 ≤ x ≤ y ≤ 1.

Then there exists a uniquely determined Radon measure µ on (0, 1) such that
Z
f (x) = f (1) + (x − 1)f (0) + G(x, y) dµ(y), x ∈ [0, 1].
[0,1]

In fact, µ turns out to be the second distributive derivative of f . The same result
(formulated in terms of one-dimensional potential theory) can be found in J. L. Doob
[145], p. 260. A representation theorem similar to that of Theorem 14.4 is proved in
W. Blaschke und G. Pick [60] using tools of classical analysis.
The proof of main Theorem 14.16 on a representation of doubly stochastic matri-
ces was inspired by a hint to Exercise 5.15 (p. 60) in C. Berg, J. P. R. Christensen
and P. Ressel [54] where matrices are considered as chessboards. Another proof
can be based on M. Hall Jr. [205] (Theorem 5.1.9), and a similar proof is given in
K. Jacobs [242]. A still different proof is presented in A. W. Roberts and D. E. Var-
berg [388] (Sec. 63, Theorem A). The result on the representation of doubly stochas-
tic matrices goes back to G. Birkhoff [57]. The history of representation of doubly
stochastic matrices is described in the paper by S. King and R. Shiflett [269] where
related results on infinite doubly stochastic matrices and operators are reviewed. In
particular, doubly stochastic measures are considered. Let I = [0, 1] and let λ stand
606 14 Applications

for Lebesgue measure on I. Recall, that a probability measure µ defined on I × I

is said to be doubly stochastic if µ(A × I) = µ(I × A) = λ(A) whenever A ⊂ I
is a Borel set. A description of the extreme points of the convex set M of doubly
stochastic measures was independently discovered by R. G. Douglas [147] and J. Lin-
denstrauss [305]. Their result is expressed in terms of the space of functions

S := {(x, y) 7→ f (x) + g(y), (x, y) ∈ I × I : f, g ∈ L1 (λ)}

and reads as follows: A measure µ ∈ M is an extreme point of M if and only if S is a

dense subset of L1 (µ) (cf. Theorem 7.60).
The description of the set ext H(U
e ) in Corollary 14.19 without recourse to the
Riesz–Herglotz theorem was established in D. H. Armitage [20] or in J. Lukeš and
I. Netuka [325], giving an answer to the question of R. R. Phelps who asks for a
simple and elementary proof of the inclusion ext H(Ue ) ⊂ {P z : z ∈ ∂U } in [374]
(1st ed., p. 118 and 2nd ed., p. 103). The characterization of ext H(U
e ) obtained in
[325] uses standard facts from abstract analysis combined with a minimum of very
basic results on harmonic functions. In [325] the reader can also find historical notes
and comments concerning the Riesz–Herglotz theorem.
The representation theorem 14.21 for typically real function goes back to
M. S. Robertson [389]. The proof presented here is patterned after G. A. Edgar [154].
For a different approach (and a proof of uniqueness of the representation), see
G. Schober [411], Theorem 2.17.
The exposition on holomorphic functions with positive real part presented in Sec-
tion 14.6 follows the paper [279] of R. A. Kortram.
The origin of Theorem 14.43 appeared in Bernstein’s paper [55]. Several proofs
of this theorem came afterwards; see, for example, D. V. Widder [467]. But it was
G. Choquet who draws attention in [104] to the use of the Krein–Milman theorem for
the proof. Another proof following Choquet’s idea can be found in R. R. Phelps [374].
Note that there exists a closely related class of functions, namely totally monotone
functions. To derive a similar representation of totally monotone functions, G. Cho-
quet used a theory of well-capped cones; for details, see G. Choquet [108], Theo-
rem 32.6.
The Bochner type theorem 14.53 for a discrete group is treated, for instance, in
G. Choquet [107] and R. Becker [47]. The classical Bochner theorem reads as follows:
If f : R → C is a continuous positive definite function, f (0) = 1, then there exists a
unique Radon measure µ ∈ M1 (R) such that
Z
f (x) = eixy dµ(y), x ∈ R.
R

For various generalizations of the classical Bochner theorem (where the group is R),
consult G. Choquet [108], volume II, or R. R. Phelps [374], 2nd edition, pp. 103–105,
or G. B. Folland [177], pp. 76–121, where further references can be found. Note that
 14.13 Notes and comments 607

the general case usually requires an extension of the representation theorems introduc-
ing, for instance, the notion of universal cap of a cone. However, in [110], G. Choquet
gives a proof of a general Bochner–Weil theorem on abelian locally compact groups
based on a reduction to the discrete case presented here.
Theorem 14.58 was proved by A. A. Lyapunov in [300]. The idea to use the Krein–
Milman theorem for the proof of the Lyapunov convexity theorem 14.58 goes back to
J. Lindenstrauss [306]. Lemma 14.56 is taken from R. B. Holmes [238]. Let us remark
that the assertion of the Lyapunov convexity theorem holds only in finite-dimensional
spaces.
The proof of the Stone–Weierstrass theorem 14.61 follows L. de Branges [133].
For a generalization, see W. Rudin [403], Chap. 5. The proof of Theorem 14.62 was
inspired by a paper of J. Bliedtner [61].
The exposition of Section 14.11 is based on Phelps’ book [374] where a more
general situation is considered; see also the survey paper [179] by V. P. Fonf, J. Lin-
denstrauss and R. R. Phelps, or G. Choquet [108] (volumes II and III). A discussion
on various definitions of ergodic measures is contained there and uniqueness of the
representation (14.24) is established. Also, further references related to the subject
are to be found there.
The hints of Exercise 14.78 are taken from a short paper of C. Dellacherie [142];
cf. also a paper by G. Nöbeling and H. Bauer [364]. Exercise 14.80 is taken from a
paper by D. Milman [345]. In general, an operator T ∈ ext BL(X,Y ) need not be an
isometry. For a partial converse and further discussions, see N. M. Roy [401]. For a
finite-dimensional Banach space X, every extreme point of BL(X) is an isometry if
and only if X is a Hilbert space; see M. A. Navarro [354].
Chapter A
Appendix

This chapter presents a survey of notions and facts needed throughout the book. As
was already mentioned in the introduction, our key references are W. Rudin [403]
and M. Fabian, P. Habala, P. Hájek, V. Montesinos Santalucı́a, J. Pelant and V. Zi-
zler [173] for functional analysis, L. Asimow and A. J. Ellis [24] for ordered vector
spaces, D. H. Fremlin [182], [181] and [183] for measure theory, 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 and S. J. Gardiner [21] for clas-
sical potential theory and J. Bliedtner and W. Hansen [66] for abstract potential theory.
Section A.5 also uses the paper G. Koumoullis [280].

A.1 Functional analysis

A.1.A Locally convex spaces
We recall that a real linear topological space E is locally convex if there exists a base
of neighborhoods of 0 consisting of convex sets. Alternatively, E is a locally convex
space if there exists a family P of pseudonorms that generates the topology of E (see
[403], Theorem 1.36 and Theorem 1.37). A base of neighborhoods of 0 thus can be
chosen in such a way that each of its elements U is closed, convex and balanced, that
is, U is convex and λU ⊂ U for each |λ| ≤ 1. If E is a vector space and M is a set of
linear mappings of E to R that separates points of E, the locally convex topology on
E generated by M is denoted as σ(E, M ).
We recall that a locally convex space is Fréchet if its topology is induced by a
complete translation invariant metric (see Definition 1.8 in [403]).
A set A ⊂ E is bounded if, given an open set containing 0, there exists λ > 0
such that A ⊂ λU . Any compact set in E is bounded (see [403], Theorem 1.15)
and bounded sets can be characterized by the following property: whenever {xn } is a
sequence in A and λn → 0, then λn xn → 0 (see [403], Theorem 1.30).
We recall that a nonempty set C in a vector space is a convex cone if C is stable
with respect to addition and multiplication by positive scalars. It is said to be proper
if C ∩ (−C) = {0}.
The following geometric versions of the Hahn–Banach theorem are used through-
out the book.
Theorem A.1 (Geometric Hahn–Banach theorem). Let A, B be nonempty disjoint
convex sets in a locally convex space E.
 A.1 Functional analysis 609

(a) If A is open, then there exists f ∈ E ∗ and c ∈ R such that

f (a) < c ≤ f (b), a ∈ A, b ∈ B.

(b) If A is compact and B is closed, then there exists f ∈ E ∗ , c1 , c2 ∈ R such that

f (a) < c1 < c2 < f (b), a ∈ A, b ∈ B.

Proof. See [403], Theorem 3.4.

Theorem A.2 (Mazur). Let A be a convex subset of a locally convex space. Then A is
closed if and only if it is weakly closed.

Proof. See Theorem 3.12 in [403].

We also recall the following fixed point theorem.

Theorem A.3. Let X be a nonempty compact convex set in a locally convex space Y
and T be a commuting family of continuous affine mappings carrying X into itself.
Then there exists a point x ∈ X such that T x = x for every T ∈ T .

Proof. See [403], Theorem 5.23.

A.1.B Banach spaces

If E is a Banach space we recall that E is canonically isometrically embedded to its
second dual E ∗∗ via the evaluation mapping x 7→ εx defined as εx (x∗ ) = x∗ (x),
x∗ ∈ E ∗ .

Theorem A.4 (Goldstine’s lemma). The closed unit ball BE is w∗ -dense in BE ∗∗ .

Proof. See [173], Theorem 3.27.

Theorem A.5 (Banach–Alaoglu). The closed unit ball BE ∗ in E ∗ is a w∗ -compact

subset of E ∗ . It is metrizable in the w∗ -topology if and only if E is separable.

Proof. See [173], Theorem 3.21 and [173], Proposition 3.24.

If A is a subset of a Banach space E, we recall that the annihilator A⊥ is defined

as
A⊥ := {x∗ ∈ E ∗ : x∗ = 0 on A}.
Analogously, for B ⊂ E ∗ we denote

B⊥ := {x ∈ E : b(x) = 0 for each b ∈ B}.

We recall the following standard descriptions of dual spaces for subspaces.

610 A Appendix

Proposition A.6. Let F be a closed subspace of a Banach space E.

(a) For f ∗ ∈ F ∗ , let e∗ be its Hahn–Banach extension and let T f ∗ := e∗ + F ⊥ . Then
T is an isometric isomorphisms of F ∗ onto E ∗ /F ⊥ .
(b) If q : E → E/F is the quotient mapping, let T : (E/F )∗ → F ⊥ be defined as
T y ∗ := y ∗ ◦ q. Then T is an isometric isomorphism of (E/F )∗ onto F ⊥ .
(c) Let q : E ∗ → F ∗ be the restriction mapping and T : F ∗∗ → E ∗∗ be defined as
T f ∗∗ (e∗ ) = f ∗∗ (qe∗ ), e∗ ∈ E ∗ . Then T is an isometric isomorphism of F ∗∗ onto
F ⊥⊥ , which is moreover a (w∗ –w∗ )-homeomorphism.

Proof. The assertions (a) and (b) can be found as Theorem 4.9 of [403], and (c) fol-
lows from (a) and (b). The verification of the fact that T is a (w∗ –w∗ )-homeomor-
phism is straightforward.

It easily follows from the duality theory that a linear functional f on E ∗ is w∗ -

continuous if and only if f = εx for some x ∈ E. The following result shows that
the w∗ -continuity of f can be checked only on bounded subsets of E ∗ provided E is
a Banach space.

Theorem A.7 (Banach–Dieudonné). Let E be a Banach space. A convex set A ⊂ E ∗

is w∗ -closed if and only if A ∩ nBE ∗ is w∗ -closed for every n ∈ N.

Proof. See [173], Theorem 4.44.

Theorem A.8 (Bishop–Phelps). If E is a Banach space, then the set of functionals in

E ∗ that attain their norm is norm dense in E ∗ .

Proof. See [173], Theorem 3.54.

Theorem A.9 (Schur). If {xn } is a sequence in `1 weakly converging to 0, then xn →

0 in norm.

Proof. See [173], Theorem 5.19.

A.1.C Ordered Banach spaces and lattices

Definition A.10 (Ordered vector spaces). Let E be a (real) vector space and C be a
proper convex cone in E satisfying E = C − C. By setting

x≤y if and only if y − x ∈ C,

we get a partial order on E. It has the following properties

• x ≤ x for every x ∈ E,

• if x, y ∈ E, x ≤ y and y ≤ x, then x = y,
• if x, y, z ∈ E, x ≤ y and y ≤ z, then x ≤ z,
 A.1 Functional analysis 611

• if x, y ∈ E, x ≤ y, then x + z ≤ y + z for all z ∈ E,

• if x, y ∈ E, x ≤ y, then λx ≤ λy for all λ ≥ 0,
• if x, y ∈ E, x ≤ y, then −y ≤ −x.
We say that E is an ordered vector space with the positive cone E + := C.

Proposition A.11. For an ordered vector space E the following properties are equiv-
alent:
(i) (Riesz decomposition property): If b1 , b2 , a ∈ E + and 0 ≤ a ≤ b1 + b2 , then
there exist a1 , a2 ∈ E + such that a = a1 + a2 and a1 ≤ b1 , a2 ≤ b2 .
(ii) (Riesz refinement property): If a1 , a2 , b1 , b2 ∈ E + and a1 + a2 = b1 + b2 , then
there exist cij ∈ E + , i, j = 1, 2, such that

ai = ci1 + ci2 , i = 1, 2, and bj = c1j + c2j , j = 1, 2.

(iii) (Riesz interpolation property): If a1 , a2 , b1 , b2 ∈ E and ai ≤ bj for each i, j =

1, 2, then there exists c ∈ E such that ai ≤ c ≤ bj for each i, j = 1, 2.
Pn +
(i’) If 0 ≤ a ≤ P i=1 bi with b1 , . . . , bn positive, then there exist a1 , . . . , an ∈ E
n
such that a = i=1 ai and ai ≤ bi , i = 1, . . . , n.
(ii’) If ni=1 ai = m
P P
j=1 bj for a1 , . . . , an , bP Pn {cij :
1 , . . . , bm positive, then there exist
m
1 ≤ i ≤ n, 1 ≤ j ≤ m} such that ai = j=1 cij , 1 ≤ i ≤ n, and bj = i=1 cij ,
1 ≤ j ≤ m.
(iii’) If a1 , . . . , an , b1 , . . . , bm are in E and ai ≤ bj for each i = 1, . . . , n and j =
1, . . . , m, then there exists c ∈ E with ai ≤ c ≤ bj , i = 1, . . . , n, j = 1, . . . , m.

Proof. We first show by induction Pn+1the equivalences (i) ⇐⇒ (i’), (ii) ⇐⇒ (ii’) and
(iii) ⇐⇒ (iii’). Let 0 ≤ a ≤ i=1 bi for b1 , . P
. . , bn+1 positive. Then there exist
c, an+1 ∈ E with a = c+an+1 such that 0 ≤ c ≤ ni=1 bi and 0 ≤ an+1 ≤ Pbnn+1 . The
inductive assumption yields the existence of a1 , . . . , an positive with a = i=1 ai and
ai ≤ bi , i = 1, . . . , n. Hence (i) =⇒ (i’).
To show (ii) =⇒ (ii’), we first prove the assertion inductively for the case of a pair
a1 , a2 . Let a1 , a2 and b1 , . . . , bm+1 be such that a1 , a2 ≤ bj , 1 ≤ j ≤ m + 1. Using
the inductive assumption we find c0 with a1 , a2 ≤ c0 ≤ bj , 1 ≤ j ≤ m, and then we
select c such that a1 , a2 ≤ c ≤ c0 , bm+1 .
We proceed analogously in the general case a1 , . . . , an .
To verify (iii) =⇒ (iii’)P we use a similar reasoning as in the previous
Pn case.P First we
handle the case a1 + a2 = j=1 bj and then we pass to the case i=1 ai = m
m
j=1 bj .
Now we prove (i) =⇒ (ii) =⇒ (iii) =⇒ (i).
(i) =⇒ (ii): Given a1 +a2 = b1 +b2 with positive terms, we have 0 ≤ a1 ≤ b1 +b2 .
By (i) there exist c11 , c12 ∈ E + such that c11 ≤ b1 , c12 ≤ b2 and a1 = c11 + c12 . Now
it suffices to put c21 := b1 − c11 and c22 := b2 − c12 .
612 A Appendix

(ii) =⇒ (iii): If ai ≤ bj for each i, j = 1, 2, then

(b1 − a1 ) + (b2 − a2 ) = (b1 − a2 ) + (b2 − a1 )

and each member of this equality is positive. By (ii), there exist cij ∈ E + , i, j = 1, 2,
such that
b1 − a1 = c11 + c12 , b2 − a2 = c21 + c22 ,
b1 − a2 = c11 + c21 , b2 − a1 = c12 + c22 .
We set c := a1 + c12 . Then

c = a2 + c21 , b1 = c + c11 , b2 = c + c22 ,

and thus (iii) follows.

(iii) =⇒ (i): Let b1 , b2 , a ∈ E + with 0 ≤ a ≤ b1 + b2 . Then

0, a − b2 ≤ a, b1 .

Assuming (iii), there exists c ∈ E such that

0, a − b2 ≤ c ≤ a, b1 .

By setting a1 := c and a2 := a − c, we finish the proof.

Definition A.12 (Supremum and infimum). If (E, ≤) is a partially ordered set and
M a nonempty subset of E, then z is called an upper bound of M if m ≤ z for all
m ∈ M , and z is called a least upper bound of M , or supremum of M , if z is an upper
bound of M and z ≤ y for any upper bound y of M . Any subset of E has at most one
supremum. W
The supremum of M will be denoted by M . The supremum of a two-point set
{x, y} will be denoted by x ∨ y. TheVnotion of greatest lower bound or infimum is
defined in a similar way with notation M and x ∧ y.

Definition A.13 (Vector lattices). A partially ordered set (E, ≤) is called a lattice if
every two-point subset of E has a supremum and an infimum. The ordered vector
space E is called a vector lattice if it is a lattice.
Given x ∈ E, we write x+ := x ∨ 0, x− := (−x) ∨ 0 = −(x ∧ 0) and |x| :=
x ∨ (−x).

Lemma A.14. Let E be an ordered vector space and assume that a, b ∈ E are such
that a ∧ b exists. Then
(a) for any c ∈ E, (a + c) ∧ (b + c) exists and equals (a ∧ b) + c,
(b) if λ ≥ 0, then λa ∧ λb exists and equals λ(a ∧ b),
(c) (−a) ∨ (−b) exists and equals −(a ∧ b).
 A.1 Functional analysis 613

Proof. The proof follows by a straightforward verification; see also Proposition 2.5.1
in [24].

Proposition A.15. Let E be an ordered vector space. Then the following assertions
are equivalent:
(i) E is a vector lattice,
(ii) a ∧ b exists for each a, b ∈ E + ,
(iii) a ∨ 0 exists for all a ∈ E.

Proof. Obviously, (i) =⇒ (ii) and (i) =⇒ (iii). If a, b ∈ E are arbitrary, we can
find c ∈ E such that a + c, b + c ∈ E + (we recall that E = E + − E + ). Then
a ∧ b = (a + c) ∧ (b + c) − c and a ∨ b = −((−a) ∧ (−b)). Hence (ii) =⇒ (i).

Now assume (iii) and choose a, b ∈ E. By (iii), (a − b) ∨ 0 exists. Then (a − b) ∨
0 + b is the supremum a ∨ b. So (iii) =⇒ (i).

Lemma A.16. Let E be a vector lattice. Then

(a) a + b = a ∨ b + a ∧ b,
(b) a = a+ − a− ,
(c) if a = b − c for b, c positive, then b ≥ a+ , c ≥ a− ,
(d) a+ + a− = |a| = a+ ∨ a− ,
(e) a+ ∧ a− = 0.

Proof. We follow the proof of Proposition 2.5.3 in [24]. For the proof of (a),

a − (a ∨ b) = a + (−a ∧ −b) = 0 ∧ (a − b)
= 0 ∧ (a − b) + b − b = (b ∧ a) − b.

Hence (b) follows with b = 0 in (a) and (c) is obvious from the definition of a+ , a− .
Since
|a| + a = (a ∨ −a) + a = (2a) ∨ 0,
we get
|a| = 2a+ − (a+ − a− ) = a+ + a− .
Hence |a| ≥ 0 and thus

|a| = |a| ∨ 0 = (a ∨ −a) ∨ 0 = (a ∨ 0) ∨ (−a ∨ 0) = a+ ∨ a−

yields (d). Finally, (e) follows from (a) applied to a+ and a− .

Proposition A.17. If an ordered vector space E is a lattice, then it has the Riesz
decomposition property.
614 A Appendix

Proof. Let 0 ≤ a ≤ b1 + b2 with b1 , b2 ≥ 0 be given. We set a1 := a ∧ b1 and

a2 := a − a1 . Then a1 ≤ b1 . Since a − b2 ≤ a, b1 , we get a − b2 ≤ a ∧ b1 , and thus
a2 = a − a ∧ b1 ≤ b2 . Thus E has the Riesz decomposition property.

Definition A.18 (Ordered locally convex spaces and their duals). A locally convex
space E is an ordered locally convex space if E is ordered by a proper closed convex
cone E + . If E is a normed linear space or even a Banach space, we call it an ordered
normed linear space or an ordered Banach space.
A functional x∗ ∈ E ∗ is positive if x∗ (x) ≥ 0 for all x ∈ E + . If (E ∗ )+ denotes the
proper convex cone of all positive elements x∗ ∈ E ∗ , then (E ∗ , w∗ ) is also an ordered
locally convex space provided E ∗ = (E ∗ )+ − (E ∗ )+ . If E is an ordered normed
linear space, we note that (E ∗ )+ is w∗ -closed and thus norm closed. Hence E ∗ is an
ordered Banach space.

Examples A.19. (a) A function space H with the pointwise ordering serves as an
example of an ordered normed linear space. (In the case of the pointwise ordering
considered on families of functions we sometimes also use the term natural ordering.)
(b) The dual space H∗ of a function space H with the ordering defined as ϕ ≤ ψ if
ψ(h) − ϕ(h) ≥ 0 for all h ∈ H+ is an ordered Banach space.
Indeed, if ϕ ∈ H∗ is given, we extend it to a measure µ ∈ (C(K))∗ . If µ = µ+ −µ−
is the decomposition of µ into its positive and negative part, we set ϕ+ := µ+ |H and
ϕ− := µ− |H . Then ϕ+ , ϕ− are positive functionals on H and ϕ = ϕ+ − ϕ− .
(c) The spaces Ac (X) (X a compact convex set), C(K) (K a compact space), C c (X),
C 0 (X) (X a σ-compact locally compact space) and their duals are ordered Banach
spaces.

Lemma A.20. If E is an ordered locally convex space, then x ∈ E is positive if and

only if x∗ (x) ≥ 0 for all positive x∗ ∈ E ∗ .

/ E + , the Hahn–Banach theorem provides x∗ ∈ E ∗ such that x∗ (x) <

Proof. If x ∈
inf x (E ). Since E + is a convex cone, inf x∗ (E + ) = 0 and thus x∗ is positive and
∗ +

x∗ (x) < 0.

Lemma A.21. Let E be an ordered vector space. Then every additive and positively
homogeneous functional ϕ on E + can be uniquely extended to a linear functional
on E.

Proof. The proof is straightforward. Suppose that x1 − x2 = y1 − y2 , where x1 , x2 ,

y1 , y2 ∈ E + . Since x1 + y2 = y1 + x2 , we have ϕ(x1 ) + ϕ(y2 ) = ϕ(y1 ) + ϕ(x2 ),
or ϕ(x1 ) − ϕ(x2 ) = ϕ(y1 ) − ϕ(y2 ), so we can extend ϕ to E by defining ϕ(x) :=
ϕ(x1 ) − ϕ(x2 ) whenever x ∈ E, x = x1 − x2 and x1 , x2 ∈ E + . Then ϕ is obviously
additive and positive homogeneous on E. Since ϕ(−x) = −ϕ(x) for x ∈ E, ϕ is
linear.
 A.2 Topology 615

Proposition A.22. Let E be an ordered Banach space. Then there exists α > 0
such that for every x ∈ E we can find x1 , x2 ≥ 0 satisfying x = x1 − x2 and
kx1 k + kx2 k ≤ αkxk.

Proof. The proof is a variant of the proof of the open mapping theorem; see Theo-
rem 2.1.2 of [24].

Remark A.23. In all cases of ordered normed linear spaces that we encounter, the
existence of α > 0 from Proposition A.22 is easily shown.

Theorem A.24. Let E be an ordered Banach space with the Riesz decomposition
property such that E ∗ = (E ∗ )+ − (E ∗ )+ . Then E ∗ is a lattice.

Proof. Let x∗ , y ∗ ∈ E ∗ be positive. By Proposition A.15 it is enough to check that

x∗ ∧ y ∗ exists. We define

w∗ (x) := inf{x∗ (y) + y ∗ (z) : x = y + z, y, z ∈ E + }, x ∈ E+.

Then w∗ (x1 + x2 ) ≤ w∗ (x1 ) + w∗ (x2 ) for all x1 , x2 ∈ E + and w∗ (λx) = λw∗ (x)
for all x ∈ E + and λ ≥ 0. It follows from the Riesz refinement property that w∗ (x1 +
x2 ) = w∗ (x1 ) + w∗ (x2 ), x1 , x2 ∈ E + .
Using Lemma A.21 we extend w∗ to the whole space E. Then w∗ is positive on
E and we claim that w∗ is continuous.
+

Indeed, let α > 0 be the constant from Proposition A.22. Given x ∈ E, let x =
x1 − x2 , where x1 , x2 ∈ E + and kx1 k + kx2 k ≤ αkxk. Then

|w∗ (x)| ≤ w∗ (x1 ) + w∗ (x2 ) ≤ x∗ (x1 ) + y ∗ (x2 ) ≤ α(kx∗ k ∨ ky ∗ k)kxk.

If z ∗ ≤ x∗ , y ∗ , x ≥ 0 and x = x1 + x2 , x1 , x2 ≥ 0, then

z ∗ (x) = z ∗ (x1 + x2 ) ≤ x∗ (x1 ) + y ∗ (x2 ).

Hence z ∗ ≤ w∗ and w∗ = x∗ ∧ y ∗ .

A.2 Topology
We consider all topological spaces to be Hausdorff (the only exception are topologies
on extreme points considered in Chapter 9). We recall that Tychonoff spaces are
just completely regular spaces (see [169], Section 1.5). A topological space X is
metrizable if there exists a metric on X that induces the same family of open sets. A
topological space is Polish if it is separable and completely metrizable. It is Lindelöf
if any open cover has a countable subcover. We recall that a topological space X is σ-
compact if it can be written as a countable union of compact sets; it is locally compact
if any point of X has a neighborhood whose closure is compact. A topological space
616 A Appendix

X is normal if for a given pair of disjoint closed sets F1 , F2 in X there exist disjoint
open sets U1 , U2 in X such that Fi ⊂ Ui , i = 1, 2. We note that any σ-compact
locally compact or metrizable space is normal (see [169], Sections 3.3, 3.8 and 4.1).
A set A in a topological space X is perfect if A is closed and has no isolated points.

Theorem A.25 (Urysohn’s lemma). If X is a normal space and F1 , F2 ⊂ X are

nonempty disjoint closed sets, then there exists a continuous function f : X → [0, 1]
such that f = 0 on F1 and f = 1 on F2 .

Proof. See [169], Theorem 1.5.11.

Theorem A.26 (Tietze’s theorem). If X is a normal space and f is a continuous

function on a closed set F ⊂ X, then there exists a continuous function h on X such
that f = h on F and h(X) ⊂ co f (F ).

Proof. See [169], Theorem 2.1.8.

Notation A.27 (The topology of pointwise convergence). If X is a topological space

and RX is the space of all real-valued functions on X, we write τX for the topology
of pointwise convergence on X (see [169], Section 2.3, for its properties).

A.2.A Compact spaces and Čech–Stone compactification

If K is a compact space and ∼ is a closed equivalence relation on K (that is, the
classes of equivalence are closed), then there exists a unique (up to a homeomorphism)
compact space K/ ∼ and a mapping q : K → K/ ∼ such that x ∼ y if and only if
q(x) = q(y) (see [169], Theorem 3.2.11).
Given a family {Ki : i ∈ I} of compact Q spaces, by the Tychonoff theorem (see
[169], Theorem 3.2.4)
Q the product space i∈I Ki with the product topology is com-
pact. We write πi : i∈I Ki → Ki for the projection on the i-th coordinate.
We say that a relation ≤ up-directs a set I, if
• i ≤ j and j ≤ k, then i ≤ k,
• i ≤ i for any i ∈ I,
• for any i, j ∈ I there exists k ∈ I such that i ≤ k, j ≤ k.
We will need the notion of inverse limit of compact spaces. We recall that
(Ki , pij )i,j∈I is an inverse system of compact spaces Ki , i ∈ I, if I is a set up-directed
by ≤,
• pij : Kj → Ki is a continuous surjection, i, j ∈ I,
• pii is identity on Ki , i ∈ I,
• pij ◦ pjk = pik for any i ≤ j ≤ k.
 A.2 Topology 617

The set  Y
(xi )i∈I ∈ Ki : pij (xi ) = xj , j ≤ i, j, i ∈ I
i∈I
is the inverse limit of the system (Ki , pij )i,j∈I and is denoted as lim(Ki , pij )i,j∈I .
←
Sometimes we write only lim Ki .
←
By [169], Theorem 3.2.13, the inverse limit is compact and nonempty provided the
spaces Ki are nonempty. Also, the projections
πi : lim(Ki , pij )i,j∈I → Ki
←

are onto by [169], Corollary 3.2.15.

We recall several known results for compact spaces and start with the following
well-known observation.
Proposition A.28. Let (K, τ ) be a compact space and σ be a topology on K weaker
than τ . Then σ = τ .
Proof. We recall that, by our convention, all topologies are Hausdorff and thus the
assertion follows from [169], Corollary 3.1.14.

Theorem A.29 (The algebra version of the Stone–Weierstrass theorem). Let K be a

compact space and let A be a closed subalgebra of the complex or real space C(K)
that contains constant functions, is self-adjoint (that is, if f ∈ A then f ∈ A) and
separates points of K. Then A = C(K).
Proof. See Theorem 281E and Theorem 281G of [181].

Theorem A.30 (The lattice version of the Stone–Weierstrass theorem). Let K be a

compact space and let A be a closed sublattice of the real space C(K) that contains
constant functions and separates points of K. Then A = C(K).
Proof. See Theorem 281A in [181].

Proposition A.31. Let F ⊂ C(K) be a min-stable convex cone containing constant

functions and separating points of K. Then F − F is dense in C(K).
Proof. Indeed, if f1 , f2 , f3 , f4 ∈ F, then the equality
(f1 − f2 ) ∧ (f3 − f4 ) = ((f1 + f4 ) ∧ (f3 + f2 )) − (f2 + f4 )
shows that F − F is a lattice. Obviously, F − F is a vector space and F ⊂ F − F.
Hence the conclusion follows from Theorem A.30.

Theorem A.32 (Arzelà–Ascoli). If K is a compact space and F ⊂ C(K), then F is

relatively compact if and only if F is bounded and equicontinuous (that is, for each
x ∈ K and ε > 0 there exists a neighborhood U of x such that |f (y) − f (x)| < ε for
each f ∈ F and y ∈ U ).
618 A Appendix

Proof. See [169], Theorem 3.4.20.

Proposition A.33. A compact space K is metrizable if and only if C(K) is separable.

Proof. See [173], Lemma 3.23.

Lemma A.34. A continuous image of a compact metrizable space is a compact metriz-

able space.

Proof. If ϕ : K → L is a continuous mapping of a metrizable compact space K onto

L, then L is compact and C(L) is isometrically embedded in C(K) via the mapping
g 7→ g ◦ ϕ, g ∈ C(L). Thus C(L) is separable which yields metrizability of L by
Proposition A.33.

Proposition A.35. Let K1 , K2 be compact spaces. Then the mapping T : C(K1 ×

K2 ) → C(K1 , C(K2 )) defined as

(T f (x1 ))(x2 ) := f (x1 , x2 ), x1 ∈ K1 , x2 ∈ K2 ,

is an isometric isomorphism (here C(K1 , C(K2 )) denotes the space of all continuous
mappings on K1 with values in C(K2 )).

Proof. It is easy to check that T f is indeed a continuous mapping from K1 to C(K2 ).

Conversely, given a continuous mapping g : K1 → C(K2 ), the function

f (x1 , x2 ) := (g(x1 ))(x2 ), (x1 , x2 ) ∈ K1 × K2 ,

is easily seen to be a continuous function on K1 × K2 and T f = g. Since

sup{|f (x1 , x2 )| : (x1 , x2 ) ∈ K1 × K2 } = sup kT f (x1 )k = kT f k,

x1 ∈K1

the conclusion follows.

If X is a completely regular space, there exists a unique (up to a homeomorphism)

compactification βX of X such that any bounded continuous function f on X can be
extended to a continuous function on βX. The space βX is called the Čech–Stone
compactification of X (see [169], Section 3.6).

Theorem A.36. Let ϕ : X → Y be a continuous mapping of a completely regular

space X to a completely regular space Y and cY be a compactification of Y . Then
b : βX → cY extending ϕ.
there exists a unique continuous mapping ϕ

Proof. See [169], Corollary 3.6.6.

A mapping ϕ : X → Y between topological space is perfect if ϕ is continuous,

maps closed sets to closed sets and ϕ−1 (y) is compact for each y ∈ Y .
 A.2 Topology 619

Theorem A.37. Let ϕ : X → Y be a perfect mapping of a completely regular space

X to a completely regular space Y . If cY is a compactification of Y , then the exten-
b : βX → cY satisfies ϕ(βX
sion ϕ b \ X) ⊂ cY \ Y .

Proof. See [169], Theorem 3.7.16.

Proposition A.38. Let ϕ : X → Y be a continuous surjection of a compact space

X onto a compact space Y . Then there exists a minimal (with respect to inclusion)
compact set X 0 ⊂ X such that ϕ(X 0 ) = Y .

Proof. If
F := {F ⊂ X : F closed, ϕ(F ) = Y }
is ordered by inclusion (that is, F1 ≤ F2 if F1 ⊃ F2 ), then it is easy to see by Zorn’s
lemma that there exists a maximal element X 0 ∈ F.

Definition A.39 (Up and down-directed families of sets and functions). A family F
of extended real-valued functions on a set X is down-directed if for every f1 , f2 ∈ F
there exists f3 ∈ F with f3 ≤ f1 ∧ f2 . A family F of sets is down-directed if
{cF : F ∈ F} is down-directed. Analogously we define up-directed families of
functions and sets.

Proposition A.40. Let ϕ : X → Y be a perfect mapping of a completely regular

space X into a completely
T T space Y . If F is a down-directed family of closed
regular
sets in X, then ϕ( F ∈F F ) = F ∈F ϕ(F ).
T
Proof. To show the nontrivial inclusion, let y ∈ F ∈F ϕ(F ). Then

{ϕ−1 (y) ∩ F : F ∈ F}

is a down-directed family T
of nonempty compact sets, and thus their intersection con-
tains a point x. Then x ∈ F ∈F F and ϕ(x) = y.

A.2.B Baire and Borel sets

Definition A.41 (Zero and cozero sets). A subset A of a topological space is called a
zero set (or a functionally closed set) if A = f −1 (0) for some continuous function f
on X. It is said to be a cozero set (or functionally open set) if X \ A is a zero set.

Definition A.42 (Fσ and Gδ sets). A subset A of a topological space is an Fσ set if

A is a countable union of closed sets. A complement of an Fσ set is a Gδ set.

Proposition A.43. Let X be a topological space.

(a) The family of all zero sets is stable with respect to finite unions and countable
intersections.
620 A Appendix

(b) If X is normal and A ⊂ X, then A is a zero set if and only if A is a closed Gδ set.
(c) If X is metrizable, any closed set is a zero set.

Proof. For the proof of (a) see [169], p. 42, (b) can be found as Corollary 1.5.12 in
[169] and (c) follows from Corollary 4.1.12 in [169].

Definition A.44 (Baire and Borel sets). If X is a topological space, the σ-algebra
generated by all open sets is the σ-algebra of Borel sets. The σ-algebra of Baire sets
is generated by all cozero sets. Hence, in the case of a metrizable space X, these
families coincide (see Proposition A.43(c)).

Definition A.45 (Baire and Borel functions). If X, Y are topological spaces, then
f : X → Y is a Borel measurable mapping (or Borel mapping) if f −1 (U ) is Borel
for each U ⊂ Y open. If Y = R we speak about Borel functions.
We say that f is a Baire measurable mapping if f −1 (U ) is a Baire set for every
U ⊂ Y open. In the case when Y = R, it follows from Corollary 5.22 that every
Baire measurable function is of some Baire class as defined in Definition 5.20 and
thus we usually speak about Baire functions.

Proposition A.46. Let K be a compact space and let F be a vector space of bounded
functions on K satisfying
• F contains all bounded upper semicontinuous functions (see Definition A.49),

• F is closed with respect to pointwise limits of bounded monotone sequences.

Then F contains all bounded Borel functions.

Proof. Set
B := {B ⊂ K Borel : cB ∈ F}.
It follows from the assumptions that B is a Dynkin system (see Definition A.67). Since
B contains all open sets, B contains all Borel sets by Proposition A.68.
If f is an arbitrary bounded Borel function, we may assume that 0 ≤ f ≤ 1. For
n ∈ N, let An,k := {x ∈ K : k−1 k n
2n < f (x) ≤ 2n }, k = 1, . . . , 2 , and
n
X k−1
fn := cAn,k .
2n
k=1

By the first part, fn ∈ F and fn % f . Hence f ∈ F.

Proposition A.47. Let K be a compact space and let F be a vector space of bounded
functions on K satisfying
• F contains all continuous functions,

• F is closed with respect to pointwise limits of bounded monotone sequences.

Then F contains all bounded Baire functions.
 A.2 Topology 621

Proof. Similarly to above, let

B := {B ⊂ K Baire : cB ∈ F}.

Then B is a Dynkin system and it is easy to see that B contains all cozero sets. Indeed,
if U ⊂ K is a cozero set, using Tietze’s theorem we construct fn ∈ C(K), n ∈ N,
such that 0 ≤ fn ≤ 1 and fn % cU . Hence cU ∈ F and U ∈ B.
Again by Proposition A.68, B contains all Baire sets and we may finish the proof
as in Proposition A.46.

Proposition A.48. Let A be a Baire set in a normal space X. Then there exist contin-
uous functions fn , n ∈ N, on X with values in [0, 1] such that A is contained in the
σ-algebra generated by the family {fn−1 ((0, 1]) : n ∈ N}.

Proof. Let A denote the family of all Baire sets satisfying the condition. Then A
contains all cozero sets by definition and is obviously closed with respect to taking
complements and countable unions. Thus A contains all Baire sets.

A.2.C Semicontinuous functions

Definition A.49 (Semicontinuous functions). We recall that a function f : X →
(−∞, ∞] on a topological space is lower semicontinuous if {x ∈ X : f (x) > a} is
open for each a ∈ R. A function f is upper semicontinuous if −f is lower semicon-
tinuous.

We collect several characterizations of semicontinuous functions suitable for our

purposes.

Proposition A.50. For a lower bounded function f : X → (−∞, ∞] on a completely

regular space the following assertions are equivalent:
(i) f is lower semicontinuous,
(ii) f = sup{g ∈ C(X) : g ≤ f },
(iii) f (x) ≤ lim infi∈I f (xi ) for every net {xi }i∈I converging to x.

Proof. Proof of (i) ⇐⇒ (iii) is elementary and (i) ⇐⇒ (ii) follows from [169], Exer-
cise 1.7.15.

Obviously, lower semicontinuous functions on a completely regular space form a

convex cone that is closed with respect to taking minimum of finite families, suprema
of arbitrary families and the cone of real-valued lower semicontinuous functions is
closed with respect to uniform convergence (see [169], Exercise 1.7.14).
622 A Appendix

Definition A.51 (Lower semicontinuous regularization). If f : X → (−∞, ∞] is a

lower bounded function on a topological space X, its lower semicontinuous regular-
ization fb is defined as

fb(x) := f (x) ∧ lim inf f (y), x ∈ X.

y→x

It is not difficult to realize that for any completely regular space X we have fb =
sup{g ∈ C(X) : g ≤ f }.

Proposition A.52. A lower semicontinuous function on a nonempty compact space is

lower bounded and attains its infimum.

Proof. If f is lower semicontinuous on K, inf f (K) > −∞ because f > −∞ on K

and K is compact. Thus
∞
\  1
x ∈ K : f (x) ≤ inf f (K) +
n
n=1

is nonempty by the compactness of K and hence f attains its infimum.

Proposition A.53. Let f : X → (−∞, ∞] be a lower bounded function on a normal

space X. Then the following assertions are equivalent:
(i) There exists an increasing sequence {fn } of continuous function on X such that
fn % f .
(ii) The set {x ∈ X : f (x) > c} is an open Fσ set in X for each c ∈ R.

Proof. The implication (i) =⇒ (ii) is straightforward. For the proof of the converse
implication, we assume that f is positive. For any q ∈ Q∩(0, ∞), set Uq := {x ∈ X :
f (x) > q}. Using Urysohn’s lemma A.25 we find a sequence of positive continuous
functions {fn,q } such that fn,q % qcUq . Then

f = sup{fn,q : n ∈ N, q ∈ Q ∩ (0, ∞)},

and we finish the proof by creating an increasing sequence of continuous functions

from the latter family.

Lemma A.54. Let X be a Lindelöf topological space and f a pointwise limit of a

decreasing sequence {hn } of continuous functions on X. Let F be a down-directed
family of continuous functions on X such that f = inf{h ∈ F : h ≥ f }. Then there
is a decreasing sequence {fn } of functions from F which converges pointwise to f .
 A.2 Topology 623

Proof. Without loss of generality, we may assume that {hn } is a strictly decreasing
sequence.
We fix n ∈ N. For each x in X, there exist a function gx ∈ F and an open neigh-
borhood U (x) of x such that f ≤ gx and gx < hn on U (x). The Lindelöf property
ensures the existence of a countable family {U (xm )} chosen from {U (x)}x∈X which
covers X. We relabel the corresponding functions {gxm } as {gn,m }∞ m=1 . Then we
have inf{gn,m : m ∈ N} < hn .
We enumerate the functions {gn,m : n, m ∈ N} as a single sequence {gn }. Then
f = inf{gn : n ∈ N}. Since F is down-directed, we may inductively find a sequence
{fn } such that g1 = f1 and fn+1 ≤ gn+1 ∧ fn . Then {fn } has the desired properties.

Lemma A.55. Let X be a topological space with a countable base of open sets and
F be a family of lower semicontinuous functions on X. Then there exists a countable
family F 0 ⊂ F such that sup F = sup F 0 .

Proof. For a number q ∈ Q, we use the existence of a countable base to find a count-
able family F q ⊂ F such that
[ [
{x ∈ X : f (x) > q} = {x ∈ X : f (x) > q}.
f ∈F f ∈F q

Let F 0 := q∈Q F q . If x ∈ X, r ∈ R and there exists f ∈ F with f (x) > r, let

S
q ∈ Q satisfy r < q < f (x). Then a function g ∈ F q with g(x) > q witnesses that
the function sup F 0 is greater than r at the point x. Thus sup F 0 = sup F.

Theorem A.56. Let X be a normal space and f, −g be real-valued upper semicon-

tinuous functions on X such that f ≤ g. Then there exists a continuous function h on
X such that f ≤ h ≤ g.

Proof. See [169], Exercise 1.7.15.

A.2.D Baire spaces and sets with the Baire property

T∞ spaces and hereditarily Baire spaces). A topological space X

Definition A.57 (Baire
is a Baire space if n=1 Gn is dense provided Gn , n ∈ N, are dense open sets. It is
called hereditarily Baire (or strong Baire) if any closed subset of X is a Baire space.

Theorem A.58. If X is a locally compact or completely metrizable space, then X is

hereditarily Baire.

Proof. See Section 3.9 and Theorem 4.3.26 of [169].

624 A Appendix

Definition A.59 (Meager sets and sets with the Baire property). A set A ⊂ X is
meager if A can be covered by countably many nowhere dense sets. It is residual
(sometimes comeager), if X \ A is meager.
The set A is said to have the Baire property, if A is contained in the σ-algebra
generated by Borel sets and meager sets. It has the Baire property in the restricted
sense if A ∩ F has the Baire property in F for every F ⊂ X.
A function f : X → R has the Baire property (or the Baire property in the re-
stricted sense) if f −1 (U ) has the Baire property (or the Baire property in the restricted
sense) for any open set U ⊂ R.

Proposition A.60. Any Borel set has the Baire property in the restricted sense.

Proof. See §11, VI in [285].

Proposition A.61. Let f : X → R have the Baire property on a topological space X.

Then there exists a comeager set Y ⊂ X such that f |Y is continuous.

Proof. See §28, II in [285].

A.3 Measure theory

A.3.A Measure spaces
We recall that a triple (X, Σ, µ) is a measure space if Σ is a σ-algebra of sets in X and
µ : Σ → [0, ∞] is a σ-additive function. The measure µ is finite if µ(X) < ∞. (We
use the term finite instead of totally finite of Section 211 in [181] since we work in
much less complicated measure spaces.)
We write Lp (X, Σ, µ) or simply Lp (µ) for the usual Lebesgue spaces (see [181],
Chapter 24).
The measure space (X, Σ, µ) is complete if the following condition holds: if A ⊂
X, N ∈ Σ, A ⊂ N and µ(N ) = 0, then A ∈ Σ. Of course, then µ(A) = 0. If
(X, Σ, µ) is a measure space, by adding all sets with the above property we obtain the
completion (X, Σ, µ) of (X, Σ, µ) (see [181], Section 212).
If (X, Σ, µ) is a measure space and A ∈ Σ satisfies µ(X \ A) = 0, we say that µ is
carried by A.
If (X, Σ, µ) is a measure space and µ is carried by a set X 0 ∈ Σ, we consider the
measure space (X 0 , Σ0 , µ0 ), where Σ0 := {X 0 ∩ A : A ∈ Σ} and µ0 (A0 ) := µ(A),
where A ∈ Σ satisfies X 0 ∩ A = A0 . We write µ|X 0 for the measure µ0 .
Conversely, if (X 0 , Σ0 , µ0 ) is a measure space and X ⊃ X 0 , we consider the mea-
sure space (X, Σ, µ), where Σ := {A ⊂ X : X 0 ∩ A ∈ Σ0 } and µ(A) = µ0 (X 0 ∩ A)
for any A ∈ Σ. By this procedure we may consider the measure µ to be defined on
the whole set X.
 A.3 Measure theory 625

If (P) is a property of a measure space (X, Σ, µ), where no confusion can arise we
sometimes say that the measure µ has property (P).
If (X, Σ, µ) is a measure space and Y is a topological space, a mapping f : X → Y
is µ-measurable (briefly measurable) if f −1 (U ) ∈ Σ for each U ⊂ Y open.
If Σ is a σ-algebra of sets in X and µ : Σ → R is σ-additive, it is called a signed
measure (analogously we define a complex measure). Any signed measure can be
decomposed as µ = µ+ − µ− , where µ+ , µ− is the positive and negative part of µ,
respectively. Moreover, the measures µ+ , µ− are finite (see [181], Corollary 231F).
We write |µ| for the variation of µ, that is,

X∞
|µ|(A) := sup{ |µ(Ai )| : {Ai } is a partition of A}, A ∈ Σ.
n=1

Then |µ|(A) = µ+ (A) + µ− (A) for any A ∈ Σ (see Section 231 of [181]). (Similarly
we define the variation of a complex measure µ.)
S a measure space, µ is σ-finite if there exist sets Xn ∈ Σ, n ∈ N,
If (X, Σ, µ) is
such that X = n∈N Xn and µ(Xn ) < ∞.

Definition A.62 (Inner and outer measure). If (X, Σ, µ) is a measure space, it induces
an inner measure µ∗ on the family 2X of all sets in X by the formula

µ∗ (B) := sup{µ(A) : A ∈ Σ, A ⊂ B}, B ⊂ X.

The outer measure µ∗ is defined analogously. Obviously, µ is complete if and only if

any set A ⊂ X with µ∗ (A) = µ∗ (A) < ∞ is contained in Σ.

Definition A.63 (Absolutely continuous and singular measures). Suppose that

(X, Σ, µ) is a measure space and ν : Σ → (−∞, ∞] is a σ-additive function. We
say that ν is absolutely continuous with respect to µ (written as ν  µ) if ν(A) = 0
whenever A ∈ Σ and µ(A) = 0.
We say that ν is singular with respect to µ (denoted by ν ⊥ µ) if there exists a set
A ∈ Σ such that µ(A) = 0 and ν(B) = 0 whenever B ∈ Σ and B ⊂ X \ A. We refer
the reader to Section 232 of [181] for more information on this subject.

Theorem A.64 (The Radon–Nikodym theorem). Let (X, Σ, µ) be a σ-finite measure

space and ν : Σ → R be a σ-additive function. If ν is absolutely continuous with
1
R
respect to µ, then there exists a function f ∈ L (µ) such that ν(A) = A f dµ for any
A ∈ Σ.

Proof. See [181], Corollary 232F.

Proposition A.65 (Lebesgue decomposition). Let (X, Σ, µ) be a σ-finite measure

space and ν : Σ → R be σ-additive. Then ν can be uniquely expressed as ν = νac +νs
where νac  µ and νs ⊥ µ.
626 A Appendix

Proof. See [181], Proposition 232I.

Theorem
P∞ A.66. Let (X, Σ, µ) be a measure space and An ∈ Σ, n ∈ N, satisfy
n=1 µ(A n ) < ∞. Then the set {n ∈ N : x ∈ An } is finite for µ-almost all
x ∈ X.

Proof. See Lemma 273A of [181].

Definition A.67 (Dynkin system). A system D of subsets of a set X is called a Dynkin

system if X ∈ D, X \ D ∈ D for each D ∈ D and if D is closed with respect to the
formation of countable unions of pairwise disjoint elements of D.

Proposition A.68. Let D be a Dynkin system of subsets of a set X and F ⊂ D a

system which is closed with respect to finite intersections. Then D contains the σ-
algebra generated by F.

Proof. See Theorem 136B of [182].

Definition A.69 (Upper and lower integral). If (X, Σ, µ) is a measure space and f :
X → [−∞, ∞] is a function, the upper integral of f is defined as
Z ∗ Z

f dµ := inf g dµ : g is µ-integrable, f ≤ g µ-almost everywhere .
X X

The lower integral is defined analogously. We refer the reader to Proposition 133J of
[182] for more information on this subject.

A.3.B Radon measures on locally compact σ-compact spaces

Definition A.70 (Radon measures). If X is a locally compact σ-compact topological
space and Σ is a σ-algebra of sets in X, a σ-additive function µ : Σ → [0, ∞] is called
a Radon measure, if
(a) Σ contains all Borel sets in X,
(b) µ(K) < ∞ for each K ⊂ X compact,
(c) µ(A) = sup{µ(K) : K ⊂ A compact} for any A ∈ Σ,
(d) the measure space (X, Σ, µ) is complete.
(Sometimes we say that (X, Σ, µ) is a Radon measure space.)
We remark that our definition of a Radon measure coincides with [183], Defini-
tion 411H.
A signed (or complex) measure µ is Radon if the total variation |µ| of µ is a Radon
measure.

If x ∈ X, we write εx for the Dirac measure at x. Obviously, εx is a Radon

measure.
 A.3 Measure theory 627

Definition A.71 (Universally measurable sets and functions). If X is a locally com-

pact σ-compact space, a set A ⊂ X is universally measurable, if A is µ-measurable
for any Radon measure µ on X (cf. [183], Definition 434E). A mapping ϕ from X to
a topological space Y is universally measurable if ϕ−1 (U ) is universally measurable
for any U ⊂ Y open. If Y = R, we speak about universally measurable functions.
Theorem A.72 (Riesz representation theorem for positive functionals). Let X be a
locally compact σ-compact space and let C c (X) stand for the space of all real-valued
continuous functions with compact support. Let T : C c (X) → R be a positive func-
tional (that is, T f ≥ 0 whenever
R f ≥ 0). Then there exists a unique Radon measure
µ on X such that T f = X f dµ, f ∈ C c (X).
Proof. See [183], Theorem 436J.

If X is a locally compact space and f : X → R is continuous, we say that f

vanishes at infinity if for any ε > 0 there exists a compact F ⊂ X such that |f | < ε
on X \ F . Clearly, the space C 0 (X) of all continuous functions vanishing at infinity
is a Banach space when endowed with the supremum norm. It is easy to see that
C 0 (X) is an ordered Banach space that is a lattice, and thus (C 0 (X))∗ is a lattice by
Theorem A.24.
We recall that a measure ν defined on the σ-algebra of all Borel sets in a topological
space X is said to be inner regular with respect to compact sets if ν(B) = sup{ν(F ) :
F ⊂ B compact} for any B ⊂ X Borel.
The following proposition shows the relation of Radon measures with measures
defined on Borel sets.
Proposition A.73. Let X be a locally compact σ-compact space and B stand for the
σ-algebra of all Borel sets in X.
(a) If µ is a Radon measure on X, the measure ν(A) := µ(A), A ⊂ X Borel, is inner
regular with respect to compact sets and it is finite on compact sets.
(b) Conversely, if (X, B, ν) is a measure space such that ν is inner regular with re-
spect to compact sets and finite on compact sets, then there exists a unique Radon
measure space (X, Σ, µ) such that µ(B) = ν(B) for any B ∈ B.
Proof. The first assertion is obvious, the second follows from Proposition 416F in
[183].

Remark A.74 (Inner and outer regularity of Radon measures). Let X be a locally
compact σ-compact space and µ be a measure defined on Borel sets in X that is
finite on compact sets. It is not difficult to realize that µ is inner regular with respect
to compact sets if and only if it is outer regular with respect to open sets (that is,
µ(A) = inf{µ(G) : G ⊃ A open} for A ⊂ X Borel).
Indeed, let Xn ⊂ X, n ∈ N, be compact sets with X = ∞
S
n=1 Xn . If µ is inner
regular with respect to compact sets, A ⊂ X is Borel and ε > 0, let Kn ⊂ Xn \ A be
628 A Appendix

compact sets such that µ((Xn \ A) \ Kn ) < 2−n ε, n ∈ N. Let Un ⊂ X be open such
that µ(Un \ Xn ) < 2−n ε, n ∈ N. Then
∞
[
U := Un ∩ (X \ Kn )
n=1

is an open set containing A such that µ(U \ A) < 2ε.

Conversely, let µ be outer regular with respect to open sets, A ⊂ X be Borel and
ε > 0. If µ(A) = ∞ and c > 0, let n ∈ N be such that µ(A ∩ Xn ) > c. If
U ⊂ X open satisfy µ(U \ (Xn \ A)) < ε, then K := Xn \ U is compact and
µ(K) > µ(A ∩ Xn ) − ε > c − ε.
If µ(A) < ∞, we can find n ∈ N with µ(A ∩ Xn ) > µ(A) − ε and proceed as
above.
Hence it follows that the definition of Radon measures in Definition A.70 coincides
on locally compact σ-compact spaces with the definition of Radon measures from
Theorem 2.14 of [402].

Theorem A.75 (Riesz representation theorem for (C 0 (X))∗ ). Let X be a locally com-
pact σ-compact space and let C 0 (X) denote the Banach space of continuous functions
vanishing at infinity. Then for anyR T ∈ (C 0 (X))∗ there exists a unique signed Radon
measure µ on X such that T f = X f dµ, f ∈ C 0 (X).

Proof. The assertion is essentially Proposition 437I of [183] (or, by Remark A.74, we
can use Theorem 6.19 from [402]). We only explain how to get the complete measure
representing T .
Given T ∈ (C 0 (X))∗ , we use the aforementioned Proposition 437I of [183] to find
a signed measure ν defined on the σ-algebra B of all Borel sets in X such that
• if ν + and ν − are the positive and negative parts of ν, respectively, then they are
inner regular with respect to compact sets,
R
• T f = X f dν for any f ∈ C 0 (X).
Let (X, Σ+ , µ+ ) and (X, Σ− , µ− ) be the unique Radon measures extending ν + and
ν − , respectively (see Proposition A.73). Let Σ := Σ+R ∩ Σ− and µ := µ+ − µ− on Σ.
Then (X, Σ, µ) is a Radon measure space and T f = X f dµ for any f ∈ C 0 (X).

Theorem A.76 (Lusin). Let X be a locally compact σ-compact space and µ be a

Radon measure on X. Then for each µ-measurable real-valued function f and ε > 0
there exists a compact set F ⊂ X such that µ(X \ F ) < ε and f |F is continuous.

Proof. See Theorem 418J in [183].

Definition A.77 (Discrete, molecular and continuous Radon measures). A Radon

measure µ on a locally compact σ-compact space X is called discrete if there ex-
ists a set S ⊂ X such that µ(X \ S) = 0 and µ({x}) > 0 for each x ∈ S. Hence
 A.3 Measure theory 629

a finite Radon measure µ is discrete if and only if there exists a sequence of positive
numbers {λj } and points xj ∈ X such that
∞
X ∞
X
λj < ∞ and µ= λ j εxj .
j=1 j=1

Pk
A Radon measure µ is molecular if µ = j=1 λj εxj , where x1 , . . . , xk ∈ X,
Pk
λ1 , . . . , λk are positive and j=1 λj = 1.
A Radon measure µ is called continuous if µ({x}) = 0 for each x ∈ X.

Proposition A.78. Every Radon measure µ on a locally compact σ-compact space X

can be uniquely expressed in the form

µ = µd + µc ,

where µd is discrete and µc continuous.

Proof. Set S := {x ∈ X : µ({x}) > 0} (the set S is countable) and define

µd := µ|S and µc := µ|X\S

to get the desired decomposition.

Definition A.79 (Support of a Radon measure). If µ is a Radon measure on a locally

compact σ-compact space X, then its support (denoted as spt µ) is defined as
[
spt µ := X \ {G : G ⊂ X open, µ(G) = 0}.

Definition A.80 (Radon measures as a convex cone). If X is a locally compact σ-

compact space and µ1 , µ2 are Radon measures on X, µ1 + µ2 is the unique Radon
measure ν satisfying ν(f ) = µ1 (f ) + µ2 (f ) for any f ∈ C 0 (X). Hence ν(B) =
µ1 (B) + µ2 (B) for any Borel set B ⊂ X. In what follows, we consider Radon
measures as a cone.

Lemma A.81. Let µ and ν be Radon measures on a locally compact σ-compact space
X. Then spt(µ + ν) = spt µ ∪ spt ν.

Proof. If µ, ν are Radon measures on X and if G ⊂ X is an open set, then (µ +

ν)(G) = 0 if and only if µ(G) = ν(G) = 0. From this, the assertion easily follows.

Definition A.82 (Signed Radon measures as an ordered Banach space). If X is a lo-

cally compact σ-compact space, we write M(X), M+ (X), and M1 (X) for the set
of all signed, positive finite, and probability Radon measures on X, respectively. As
above, the identification of M(X) with (C 0 (X))∗ given by Theorem A.75 provides
630 A Appendix

a way to understand M(X) as a Banach space with the norm kµk = |µ|(X) for any
µ ∈ M(X) (see Proposition 437I of [183]). Then µ ∈ M(X) is a limit of a sequence
{µn } in M(X), if and only if |µ − µn |(A) → 0 for every Borel set A in X.
Further, if we define an order “≤” on M(X) by

µ≤ν if µ(A) ≤ ν(A) for any A ⊂ X Borel,

then M(X) becomes an ordered RBanach space. Moreover, the mapping T : M(X)
→ (C 0 (X))∗ given by T µ(f ) = X f dµ, f ∈ C 0 (X), is an isometric isomorphism
preserving order. (We recall that (C 0 (X))∗ is an ordered Banach space as defined
in Subsection A.1.C that is even a lattice.) Hence it follows from Theorem A.24
that M(X) is a lattice. Further, if µ ∈ M(X), then the positive part µ+ of µ is
precisely the supremum µ ∨ 0 in the ordered Banach space M(X). Hence the cone
of all positive finite Radon measures coincides with the cone of all positive elements
in (C 0 (X))∗ . There is a strong relation between the order and the norm on M(X),
namely kµk = k|µ|k, µ ∈ M(X), and kµ + νk = kµk + kνk for µ, ν ∈ M+ (X).

Remark A.83. The space C(K) of continuous functions on a compact space K, the
space C 0 (X) of continuous functions vanishing at infinity on a locally compact space
X and M(X) are examples of Banach lattices (see Section 5 in [251]).

Theorem A.84 (Lebesgue monotone convergence theorem for nets). Let µ be a Radon
measure on a compact space K and F a nonempty up-directed set of lower semicon-
tinuous functions on K. Then
Z Z 
(sup F) dµ = sup f dµ : f ∈ F .
K K

Proof. See [183], Corollary 414B.

Theorem A.85. Let X be a locally compact σ-compact space and M(X) be identified
with (C 0 (X))∗ as in Definition A.82. Consider M(X) to be endowed with the w∗ -
topology.
(a) BM(X) and M1 (X) are compact convex sets.
(b) If f is lower semicontinuous function on X, then µ 7→ µ(f ), µ ∈ M1 (X), is a
lower semicontinuous function on M1 (X).
(c) If X is metrizable, BM(X) and M1 (X) are metrizable as well.

Proof. The dual unit ball BM(X) is compact by Theorem A.5 and M1 (X) is compact
because
M1 (X) = {µ ∈ BM(X) : µ ≥ 0, µ(1) = 1}.
Further, (b) follows from Theorem A.84 and (c) from Theorem A.5 and Proposi-
tion A.33.
 A.3 Measure theory 631

Convention A.86. If X is a locally compact σ-compact space, we consider M(X)

to be endowed with the w∗ -topology. Thus all topological notions concerning Radon
measures, if not stated otherwise, are considered with respect to the w∗ -topology.
The following result enables us to consider bounded universally measurable func-
tions as elements of (C 0 (X))∗∗ .
Theorem A.87. Let X be a locally compact σ-compact space and U be the space
of all bounded universally measurable functions on X. Let U be endowed with the
supremum norm andR pointwise order. Then the mapping S : U → (C 0 (X))∗∗ de-
fined as Sf (µ) := X f dµ, µ ∈ (C 0 (X))∗ , is an isometric isomorphism of U into
(C 0 (X))∗∗ that preserves the order.
Proof. See Proposition 437I in [183].
The following lemma can be traced in [73], Lemma 1.2, and in [66], Lemma I.1.9.
Lemma A.88. Let K be a compact space K and F be a nonempty convex set of lower
semicontinuous functions on K. Then the following conditions are equivalent:
(i) there exists a function f in F such that f > 0,
(ii) for any nonzero Radon measure µ on K there exists a function f in F such that
µ(f ) > 0.
Proof. The implication (i) =⇒ (ii) is easy: If f ∈ F is a strictly positive function
and µ a nonzero Radon measure on K, we get
Z Z
f dµ ≥ min f (K) dµ = µ(K) min f (K) > 0.
K K
Conversely, denote
H := {h ∈ C(K) : there exist f ∈ F and λ ≥ 0 such that h ≤ λf }
and
G := {g ∈ C(K) : g > 0}.
Our aim is to prove that H ∩ G 6= ∅. To do this, assume that H and G are disjoint
sets in order to arrive at a contradiction. Obviously G and H are nonempty convex
sets and G is open in C(K). According to the geometric version of the Hahn–Banach
theorem A.1, there exist a nonzero linear functional Φ ∈ (C(K))∗ and α ∈ R such
that
sup Φ(H) ≤ α ≤ inf Φ(G).
Obviously, α = 0, since H and G are cones. Therefore Φ is positive. By the Riesz
representation theorem A.72, there exists a Radon measure µ ∈ M+ (K) such that
Φ(ϕ) = µ(ϕ) for any ϕ ∈ C(K). The measure µ is nontrivial. Let f ∈ F. Since
f = sup{h ∈ H : h ≤ f } and µ(h) = 0 for each h ∈ H, it follows that µ(f ) ≤ 0,
which is a contradiction. Hence the sets H and G are not disjoint and the proof is
complete.
632 A Appendix

Lemma A.89. If X is locally compact σ-compact space, µ ∈ M+ (X) and A ⊂ X is

a Baire set, then
µ(A) = sup{µ(F ) : F ⊂ A, F closed Gδ }
(A.1)
= inf{µ(U ) : U ⊃ A, U open Fσ }.
Proof. It is easy to show that the family of those Baire subsets of X that satisfy (A.1)
is a σ-algebra, and that it contains each cozero set. Hence it contains all Baire sets.

Lemma A.90. Let X be a locally compact σ-compact space and µ be a Radon mea-
sure on X. If f : X → [−∞, ∞] is a function, then
Z ∗
f dµ = inf{µ(g) : g ≥ f, g lower semicontinuous}.
X
R∗
Proof. If X f dµ = ∞, it is enough to take g = ∞. We assume that h ≥ f µ-
almost everywhere and it is µ-integrable. Let ε > 0. Using Theorem A.76, we find
an increasing S∞sequence {Kn } of compact sets in X such that h|Kn is continuous
and µ(X \ n=1 Kn ) = 0. For n ∈ N, we find open sets Gn ⊃ Kn such that
< 2−n ε. Let hn be a continuous function on X such that |hn | ≤ |h|
R
Gn \Kn |h| dµ
on X, hn = h on Kn and hn = 0 on X \ Gn .
Then g1 := supn∈N hn is a lower semicontinuous function on X such that g1 ≥ h
µ-almost everywhere. Let N be a set with µ(N ) = 0 such that h ≥ f and T∞g1 ≥ h on
X \ N . Let {Un } be a decreasing sequence
P∞ of open sets such that N ⊂ n=1 Un and
−n
µ(Un ) < ε2 , n ∈ N. Then g2 := n=1 cUn is lower semicontinuous on X and
g := g1 + g2 is a lower semicontinuous function satisfying g ≥ f . Since
Z Z Xn Z
(h1 ∨ · · · ∨ hn ) dµ ≤ h dµ + |h| dµ, n ∈ N,
X Kn i=1 Gi \Ki

we get
Z Z
µ(g) = µ(g2 ) + lim (h1 ∨ · · · ∨ hn ) dµ ≤ h dµ + 2ε.
n→∞ X X
This finishes the proof.

A.3.C Images, products and inverse limits of Radon measures

Definition A.91 (Image of a measure). Let (X, Σ, µ) be a measure space, Y be a set
and ϕ : X → Y be a mapping. Let T := {T ⊂ Y : ϕ−1 (T ) ∈ Σ} and let ν be a set
function on T defined as
ν(T ) := µ(ϕ−1 (T )), T ∈T.
Then (Y, T , ν) is a measure space and ν is called the image of the measure µ (under
the mapping ϕ). We write ϕ] µ for the measure ν.
 A.3 Measure theory 633

Proposition A.92. Let (X, Σ, µ), Y and T be as in Definition A.91. Then a T -

measurable function g on Y is ϕ] µ-integrable if and only if g ◦ ϕ is µ-integrable.
In this case, Z Z
g d(ϕ] µ) = g ◦ ϕ dµ.
Y X

Proof. See Theorem 235I of [181].

Theorem A.93. Let X, Y be locally compact σ-compact spaces and ϕ : X → Y be

continuous. If µ is a Radon measure on X, then ϕ] µ is a Radon measure on Y .

Proof. This is a special case of [183], Theorem 418I.

Theorem A.94. Let ϕ : K → L be a continuous surjection of a compact space K

onto a compact space L. Then ϕ] : M(K) → M(L) is a continuous (with respect to
the w∗ -topologies) surjection that maps M1 (K) onto M1 (L).

Proof. For the surjectivity of ϕ] , see Theorem 418L in [183]. The verification of the
w∗ -continuity is straightforward.

Definition A.95 (Product of Radon measures). If {(Ki , Σi , µi ) : i ∈ I} is a family of

compact spaces Qwith Radon probability
Q measures, Q then there exists a unique product
measure µ on i∈I Ki such that µ( i∈I Ei ) = i∈I µi (Ei ), whenever Ei are Borel
subsets of Ki such that Ei 6= Ki for finitely many indices (see Proposition 417D in
[183]).
N By Theorem 417Q in [183], µ can be uniquely extended to a Radon measure
µ
i∈I i , which we call the Radon product measure.

Theorem A.96 (Associative law). Let {(Ki , ΣN i , µi ) : i ∈ I} be a family of compact

spaces with Radon probability measures andN i∈I µi be their Radon product mea-
sure. If {Ij }j∈J is a partition of I and µj = i∈Ij µi is the Radon product measure
on K j := i∈Ij Ki , j ∈ J, then the natural bijection ϕ : i∈I Ki → j∈J K j
Q Q Q

defined as ϕ((xi )i∈I ) = ((xi )i∈Ij )j∈J identifies i∈I µi with j∈J µj .
N N

Proof. See Theorem 417J in [183].

Theorem A.97 (Fubini’s theorem). Let (K1 , Σ1 , µ1 ) and (K2 , Σ2 , µ2 ) be Radon mea-
Nspaces on compact spaces K1 and K2 , respectively. If f : K1 × K2 → R is a
sure
µ1 µ2 -integrable function, then
Z Z Z 
f (x, y) d(µ1 ⊗ µ2 )(x, y) = f (x, y) dµ2 (y) dµ1 (x)
K1 ×K2 K1 K2
Z Z 
= f (x, y) dµ1 (x) dµ2 (y).
K2 K1

Proof. See Theorem 417H in [183].

634 A Appendix
Q
Proposition A.98. Let Ki , i ∈ I, be compact spaces, K := i∈I Ki , µ be a Radon
Q on K and ε > 0. Then for any µ-measurable set A ⊂ K, there exists a set
measure
U := i∈I Ui , where Ui ⊂ Ki are open and Ui 6= Ki for only finitely many indices,
such that µ((A \ U ) ∪ (U \ A)) < ε.

Q
Proof. Let U be the family of all finite unions of sets of the form i∈I Ui , where
Q
Ui ⊂ Ki are open and Ui 6= Ki for finitely many i ∈ I. If Fb ⊂ i∈I Ki is compact
and Vb ⊃ Fb is open, we can find an element U ∈ U with Fb ⊂ U ⊂ Vb . Given A ⊂ K
µ-measurable, by regularity of µ there are F ⊂ A ⊂ V such that F is closed, V open
and µ(V \ F ) < 12 ε. By the above reasoning we choose U ∈ U such that F ⊂ U ⊂ V
and get the sought set.

Q
Proposition
Q A.99. If two Radon measures on i∈I Ki coincide on the cylinder sets
i∈I Ui , where Ui ⊂ Ki are open and Ui 6= Ki for finitely many i ∈ I, then they are
equal.

Proof. The assertion is a consequence of Proposition A.98.

Q
Lemma A.100. Let K := i∈I Ki be the product of compact spaces Ki , i ∈ I. Then

(a) spt(πj )] µ = πj (spt µ) for any µ ∈ M+ (K) and j ∈ I,

spt µi , where µi ∈ M1 (Ki ) for i ∈ I.

N Q
(b) spt i∈I µi = i∈I

Proof. For the proof of (a), let Gj := Kj \ πj (spt µ). Then

Y
0 = µ(Gj × Ki ) = ((πj )] µ)(Gj ),
i∈I\{j}

and hence spt(πj )] µ ⊂ πj (spt µ).

Conversely, let Gj := Kj \ spt(πj )] µ. Then

Y
0 = ((πj )] µ)(Gj ) = µ(Gj × Ki ),
i∈I\{j}

which yields πj (spt µ) ⊂ spt(πj )] µ.

 A.3 Measure theory 635
N Q Q
To verify (b), we notice that spt i∈I µi ⊂ i∈I spt µQ i by (a). Let x ∈ i∈I spt µi
and G be a basic open neighborhood of x, that is, G = i∈I Gi , where Gi ⊂ Ki are
open and Gi 6= Ki only for indices i in a finite set J ⊂ I. Then
Y
µ(G) = µi (Gi ) > 0.
i∈J
N
Hence µ(G) > 0 for any open set G 3 x, in other words, x ∈ spt i∈I µi .

Definition A.101 (Inverse limits of Radon measures). Let (Ki , pij )i,j∈I be an inverse
system of compact spaces and (Ki , Σi , µi )i∈I be Radon probability spaces such that
(pij )] µj = µi , i ≤ j. By Proposition 418M of [183], there exists a Radon proba-
bility measure µ on K = lim(Ki , pij )i,j∈I such that (πi )] µ = µi for each i ∈ I.
←
Lemma A.102 below shows that µ is uniquely determined.
We call the family ((Ki , Σi , µi )i∈I , (pij )i,j∈I ) the inverse system of measures and
µ the inverse limit of this system. Sometimes we write (µi , pij )i,j∈I for the inverse
system and lim µi for the inverse limit.
←

Lemma A.102. Let ((Ki , Σi , µi )i∈I , (pij )i,j∈I ) be an inverse system of Radon prob-
ability spaces. Then there is a unique Radon probability measure µ on K := lim Ki
←
such that (πi )] µ = µi for all i ∈ I.

Proof. Assume that Qµ, ν are such measures.

Q Then we can regard them as measures on
the product space i∈I Ki . Let U := i∈I Ui ∩ K, where Ui ⊂ Ki are open and the
set Ui differs from Ki for only finitely many indices i ∈ I. Let J ⊂ I be the set of
those indices. We find l ∈ I that is greater than all indices in J and define
\
Ul := p−1
jl (Uj ).
j∈J

Then Ul is an open set in Kl and U = πl−1 (Ul ). Hence

µ(U ) = µ(πl−1 (Ul )) = ((πl )] µ)(Ul )

= ((πl )] ν)(Ul ) = ν(πl−1 (Ul ))
= ν(U ).

By Proposition A.99, µ = ν.

Lemma A.103. Let (Ki , pij )i,j∈I be an inverse system of compact spaces and let µ be
a Radon probability measure on lim Ki . Then ((πi )] µ, pij )i,j∈I is an inverse system
←
of measures and µ = lim(πi )] µ.
←
636 A Appendix

Proof. To check that ((πi )] µ, pij )i,j∈I is an inverse system is easy and the fact µ =
lim µi follows from Lemma A.102.
←

Lemma A.104. Let (Ki , pij )i,j∈I be an inverse system of compact spaces and let µ be
a continuous Radon probability measure on lim Ki . Then for each δ > 0 there exists
←
i ∈ I such that ((πj )] µ)({x}) < δ for each j ≥ i and x ∈ Kj .
Proof. For each i ∈ I, let

Li := {x ∈ Ki : ((πi )] µ)({x}) ≥ δ}.

If we assume the contrary, then the set

J := {i ∈ I : Li 6= ∅}

is cofinal (that is, for every i ∈ I there exists j ∈ J such that i ≤ j). Obviously, each
set Li is finite and, moreover,

pij (Lj ) ⊂ Li , i ≤ j, i, j ∈ J.

Hence we can find x := (xi )i∈I ∈ K such that xi ∈ Li for each i ∈ J. Then
\
{x} = πi−1 (xi )
i∈J

and
δ ≤ ((πi )] µ)({xi }) = µ(π −1 (xi )), i ∈ J.
Thus µ({x}) ≥ δ, a contradiction.

A.3.D Kernels and disintegration of measures

Definition A.105 (Kernels of measures). Let X be a locally compact σ-compact space
and C 0 (X), as before, be the space of continuous functions vanishing at infinity. We
say that a mapping T : X × C 0 (X) → R is a kernel if
(a) x 7→ T (x, f ) is a Borel function for each f ∈ C 0 (X),
(b) there exists C > 0 such that f 7→ T (x, f ) is a functional on C 0 (X) of norm at
most C for all x ∈ X.
By (b), a kernel T determines for any x ∈ X a signed Radon measure Tx ∈ M(X)
such that T (x, f ) = Tx (f ) for any f ∈ C 0 (X) and |Tx |(X) ≤ C (see Theorem A.75).
Moreover, the mapping x 7→ Tx has the property that x 7→ Tx (f ) is a Borel function
for each f ∈ C 0 (X).
Conversely, if x 7→ Tx is a mapping from X to M(X) such that x 7→ Tx (f ) is a
Borel function for each f ∈ C 0 (X) and kTx k ≤ C, x ∈ X, for some C > 0, then the
mapping (x, f ) 7→ Tx (f ) is a kernel as defined above.
 A.4 Descriptive set theory 637

We can extend the domain of the mapping T to all bounded universally measurable
functions on X by defining
Z
T f (x) := f (t) dTx (t), x ∈ X.
X

We use the same letter T for the mapping assigning a bounded universally measurable
function f ∈ U(X) the function T f .
We can further consider the mapping T to be defined on the space M(X) by the
formula Z
T µ(f ) := Tx (f ) dµ(x), f ∈ C 0 (X).
X
By Theorem A.75, T µ is a well-defined signed Radon measure. Again we use the
letter T for the mapping T : M(X) → M(X).
We remark that T : M(X) → M(X) is positive if and only if T : U(X) →
`∞ (X) is positive and this is the case if and only if Tx ≥ 0 for all x ∈ X.
Theorem A.106 (Disintegration theorem). Let K, L be compact spaces and µ be a
Radon probability measure on K × L. Let π : K × L → K be the projection. Then
there exists a family {Tx }x∈K of Radon probability measures on L such that
Z Z Z 
f dµ = f (x, y) dTx (y) d((π)] µ)(x), f ∈ L1 (µ).
K×L K L

Proof. This follows from Proposition 452O in [183] applied to the projection π.

Theorem A.107 (Disintegration theorem for metrizable spaces). Let X, Y be metriz-

able compact spaces, ϕ : X → Y be a continuous mapping, µ ∈ M1 (X) and
ν = ϕ] µ. Then there exists a mapping T : y 7→ Ty , y ∈ Y , such that, for y ∈ Y ,
• T ∈ M1 (X),
y
• spt Ty ⊂ ϕ−1 (y),
• y 7→ Ty (f ) is Borel for each f ∈ C(X),
R R
X f dµ = Y Ty (f ) dν, f ∈ C(X).
•

Proof. See [79], p. 58.

A.4 Descriptive set theory

If X, Y are topological spaces, a multivalued mapping ϕ : X → 2Y is a mapping
whose
S values are subsets of Y . If A ⊂ X, its image ϕ(A) is defined as ϕ(A) :=
x∈A ϕ(x). A multivalued mapping is called upper semicontinuous if

ϕ−1 (U ) := {x ∈ X : ϕ(x) ⊂ U }
is open in X for each U ⊂ Y open.
638 A Appendix

If ϕ : X → 2Y is upper semicontinuous and has nonempty compact values, then ϕ

is sometimes called a usco mapping.

Proposition A.108. If a topological space is the image of a Lindelöf or compact space

under a usco mapping, then it is Lindelöf or compact, respectively.

Proof. See Section 2.7 of [394].

We recall that NN stands for the usual product space endowed with the pointwise
topology and N<N for the set of all finite sequences of natural numbers. If σ :=
(s1 , s2 , . . . ) ∈ NN and n ∈ N, we write σ|n for the finite sequence (s1 , . . . , sn ). The
length of a finite sequence s is denoted as |s|. A similar notation is used for {0, 1}N .

Definition A.109 (Souslin operation). If F is a family of sets in a set X, we say that

A ⊂ X is a result of the Souslin operation applied to F if there exist sets Fs ∈ F,
s ∈ N<N , such that
[ \ ∞
A= Fσ|n .
σ∈NN n=1

Definition A.110 (Descriptive classes of sets). If X is a completely regular space, a

set A ⊂ X is K-analytic, if there exists a usco mapping ϕ : NN → 2X such that
[
A = ϕ(NN ) = ϕ(σ).
σ∈NN

If ϕ can be chosen to be singlevalued, then A is analytic. If A is the complement of

an analytic set, it is coanalytic.
If there is a set S ⊂ NN and a usco mapping ϕ : S → 2X such that A = ϕ(S),
then A is called K-countably determined. If ϕ can be chosen to be singlevalued, then
A is determined.

Theorem A.111. Let X be a completely regular space and A ⊂ X.

(a) Both families of K-analytic and K-countably determined sets are stable with
respect to countable unions, countable intersections and the Souslin operation
and contain compact sets.
(b) A usco image of a K-analytic set is a K-analytic set.
(c) If A is K-analytic, then there exists a closed K-analytic set F ⊂ X × NN such
that A is the projection of F to the first coordinate.
(d) If A is K-countably determined, then it is Lindelöf.
(e) The set A is K-countably determined if and only if there exists a countable family
{Kn : n ∈ N} of compact sets in X such that for each x ∈ X \ A, y ∈ A, there
exists n ∈ N with y ∈ Kn ⊂ X \ {x}.
 A.4 Descriptive set theory 639

(f) If X is metrizable and A is K-analytic (or K-countably determined), then A is

analytic (or determined).
(g) If X is compact and A is K-analytic, then it is universally measurable and has
the Baire property in the restricted sense.
(h) If X is Polish, then any Borel set in X is analytic and any set in X is determined.
(i) If X is compact and A is a Baire set, then A is K-analytic.

Proof. For the proof of (a) and (b) see Section 2.5 of [394], (c) can be found in
Section 2.6 of [394], (d) follows from the proof of Theorem 2.7.1 in [394] and (e)
in Section 5.1, p. 96 of [394]. Assertion (f) follows from Theorem 5.5.1 and Theo-
rem 5.5.2 of [394], Section 2.9 of [394] yields (g) and (h) follows from Section 2.4 of
[394] and (a).
If X is a compact space, let F be the smallest family containing compact sets and
stable with respect to countable unions and intersections. By (a), every member of F
is K-analytic. Since every Baire subset of X is contained in F, (i) follows.

Theorem A.112 (Separation theorem). If A, B are K-analytic disjoint set in a com-

pact space X, then there exists a Baire set C ⊂ X such that A ⊂ C ⊂ X \ B.

Proof. See the proof of Theorem 3.3.1 in [394].

Definition A.113 (The Borel hierarchy in metrizable spaces). If X is a metrizable

space, let

Σ00 (X) := {U ⊂ X : U open} and Π00 (X) := {F ⊂ X : F closed}.

Inductively we define for α ∈ (0, ω1 ) the sets of additive and multiplicative class α
as
∞
[
Σ0α (X) := An : An ∈ Π0αn (X), αn < α, n ∈ N ,
n=1
\∞
Π0α (X) := An : An ∈ Σ0αn (X), αn < α, n ∈ N .


n=1

Thus Σ01 (X) are Fσ sets and Π01 (X) are Gδ sets in X. Also,
[ [
Σ0α (X) = Π0α (X)
α<ω1 α<ω1

is the σ-algebra of all Borel sets in X.

We refer the reader to Chapter II, Section 11 of [262] for more information on Borel
sets.

Theorem A.114. A subset A of a Polish space is Polish if and only if it is Gδ .

640 A Appendix

Proof. See Theorem 3.11 in [262].

Theorem A.115. Let A be an analytic subset of a Polish space X and B ⊂ X be

disjoint from A. Then either
• there exists an Fσ set F ⊂ X such that A ⊂ F ⊂ X \ B, or
• there exists a homeomorphic copy C ⊂ A ∪ B of {0, 1}N such that C ∩ B is
countable dense in C.

Proof. See Theorem 21.22 in [262].

A.5 Resolvable sets and Baire-one functions

Definition A.116 (Resolvable sets). A subset H of a topological set X is called a
resolvable set (or an H-set) if for every nonempty set A ⊂ X there exists a relatively
open set U ⊂ A such that either U ⊂ H or U ⊂ A \ H.

It follows from §12, II and V in [285] that for a resolvable set A ⊂ X there exist
an ordinal κ and an increasing transfinite sequence of open sets

∅ = U0 ⊂ U1 ⊂ U2 ⊂ · · · ⊂ Uα ⊂ · · · ⊂ Uκ = X,
S
such that {Uα : α < λ} S = Uλ for every limit ordinal λ ∈ [0, κ] and there exists
I ⊂ [0, κ) such that A = {Uα+1 \ Uα : α ∈ I}.
It is easy to see that an equivalent description of a resolvable set H is a requirement
that for every nonempty closed set A ⊂ X there exists a relatively open set U ⊂ A
such that either U ⊂ H or U ⊂ A \ H. We refer the reader to §12, VI of [285] for the
basic properties of resolvable sets.

Proposition A.117. Let X be a topological space.

(a) The family of all resolvable sets is an algebra.
(b) If f : X → Y is a continuous mapping from X to a topological space Y , then
f −1 (H) is resolvable in X for any resolvable set H ⊂ Y .
(c) Every resolvable set in X with empty interior is nowhere dense.
(d) Every resolvable set has the Baire property in the restricted sense.
(e) If A ⊂ X is resolvable, then it is a union of an open set and a nowhere dense set.
In particular, if A is dense, then it is residual.
(f) If X is metrizable, then any resolvable set A ⊂ X is both Fσ and Gδ .
(g) If X is completely metrizable, then any set, which is both Fσ and Gδ , is resolvable.
 A.5 Resolvable sets and Baire-one functions 641

Proof. The proof of (a) can be found in §12, VI of [285], (b) is easy to observe, (c)
readily follows from the definition and (d) is proved in §12, VI in [285].
If A ⊂ X is resolvable, then A \ Int A is resolvable by (a), and thus it is nowhere
dense. Thus if A is a dense resolvable set, then A contains a dense open set and A is
residual.
Assertion (f) is proved in §26, X of [285] and (g) is easy to verify. Indeed, if F ⊂ X
is a closed set, then both A and F \ A cannot be dense in F due to the Baire category
theorem. Hence the conclusion follows.

Proposition A.118. Any resolvable set in a compact space is universally measurable.

Proof. Given a resolvable set A in a compact space X, we use the equivalent descrip-
sequence {Uα }α≤κ with
tion from Definition A.116 to find an increasing transfinite S
the properties described there and I ⊂ [0, κ) such that
S A = {Uα+1 \ Uα : α ∈ I}.
If µ is a Radon measure on X, we prove thatSA ∩ β<α Uβ is µ-measurable for any
α ≤ κ. Assume first that α = γ + 1 and A ∩ β<γ Uβ is µ-measurable. Then
[ [
[

A∩ Uβ = A ∩ Uβ ∪ A ∩ (Uγ \ Uβ )
β<α β<γ β<γ
S
S assumption and the fact that A ∩ (Uγ \
is µ-measurable by the inductive β<γ Uβ ) is
either empty or equal to Uγ \ β<γ Uβ .
If α is limit, then [ [ [
A∩ Uβ = (A ∩ Uγ ).
β<α β<α γ<β
S
According to the assumption, A ∩ γ<β Uγ is µ-measurable for each β < α. Since µ
is inner regular with respect to compact sets, there exists a countable set J ⊂ α such
that [ [
µ( Uβ ) = µ( Uβ ).
β<α β∈J

Then [
B := (A ∩ Uβ )
β∈J

is µ-measurable,
[ [
[ [
B ⊂A∩ Uβ and A∩ Uβ \B ⊂ Uβ \ Uβ .
β<α β<α β<α β∈J
S

Since the latter set is of µ-measure 0, A ∩ β<α Uβ \B is of µ-measure 0, and thus
[

A = B ∪ (A ∩ Uβ ) \ B
β<α

is µ-measurable. This concludes the proof.

642 A Appendix

Definition A.119 (Oscillation of a function). Let X → R be a function on a topo-

logical space X. If F ⊂ X, we recall that oscillation oscF f : F → R is defined
as
oscF f (x) := inf{diam f (U ∩ F ) : U is neighborhood of x}.
If F = X, we write osc f (x) instead of oscX f (x).
Definition A.120 (Fragmented functions and point of continuity property). A function
f : X → R on a topological space X is called fragmented if for any ε > 0 and
nonempty (equivalently closed nonempty) set A ⊂ X there exists a relatively open
set U ⊂ A such that diam f (U ) < ε.
The function f is said to have the point of continuity property if f |F has a point of
continuity for every nonempty closed set F ⊂ X.
Theorem A.121. Let f : X → R be a function on a hereditarily Baire space X. Then
the following assertions are equivalent:
(i) f has the point of continuity property,
(ii) f is fragmented,
(iii) for every A ⊂ X, the set {x ∈ A : f |A is not continuous at x} is meager in A,
(iv) f −1 (U ) is expressible as a countable union of resolvable sets for any open U ⊂
R.
Proof. Obviously, (i) =⇒ (ii) and (iii) =⇒ (i) since X is hereditarily Baire.
To show (ii) =⇒ (iv), for a fixed integer n ∈ N we define ordinal κn and sets
{Uα,n }α≤κn as follows: Let U0,n = ∅ and U1,n be an open set in X such that
−1
S f (U1,n ) < n . If Uβ,n , β < α, are defined and α is limit, let Uα,n :=
diam
β<α Uβ,n . If α = γ + 1 and Uγ,n = X, we set κn = γ and stop the construc-
tion. Otherwise we find a nonempty open set V intersecting X \ Uβ,n such that
diam f (V ∩ (X \ Uβ,n )) < n−1 , and then define Uα,n := Uβ,n ∪ V .
Let
Un := {Uα,n : α ≤ κn }, n ∈ N.
Then, for any V ⊂ R open, we get
∞ [
[
f −1 (V ) = {Uα+1,n \ Uα,n : Uα+1,n \ Uα,n ⊂ f −1 (V ), α ≤ κn }.
n=1

Hence f −1 (V ) is a countable union of resolvable sets (by the equivalent description

in Definition A.116).
To verify (iv) =⇒ (iii), let f : X → R satisfy (iv). Without loss of generality we
may assumeSthat A = X. Let {Vn : n ∈ N} be a countable base of open sets in R. If
f −1 (Vn ) = ∞ k=1 Hk,n for some resolvable sets Hk,n ⊂ X, then
∞
[
f −1 (Vn ) \ Int f −1 (Vn ) ⊂ Hk,n \ Int Hk,n .
k=1
 A.5 Resolvable sets and Baire-one functions 643

Hence the set

∞ [
[ ∞
{x ∈ X : f discontinuous at x} ⊂ (Hk,n \ Int Hk,n )
n=1 k=1

is meager by Proposition A.117(e). This concludes the proof.

Proposition A.122. Any semicontinuous real-valued function on a compact space is

fragmented.
Proof. Obviously, any semicontinuous function satisfies (iv) of Theorem A.121, and
thus it is fragmented.

Definition A.123 (Baire-one functions). We recall that a function f : X → R on a

topological space X is Baire-one (or of the first Baire class) if f is a pointwise limit
of a sequence of continuous functions.
Theorem A.124. Let X be a normal space and f be a real-valued function on X.
Then the following conditions are equivalent:
(i) f is Baire-one,
(ii) f −1 (U ) is an Fσ set in X for every U ⊂ R open,
(iii) there exist sequences {ln }, {−un } of real-valued lower semicontinuous func-
tions such that un % f and ln & f .
Proof. For equivalence (i) ⇐⇒ (ii) see Exercise 3.A.1 of [320], (i) =⇒ (iii) =⇒
(ii) is easy. Indeed, if fn → f , then un := infk≥n fn and ln := supk≥n fn witness (i)
=⇒ (iii).
If {un }, {ln } are as in (iii), then
∞ [
[ ∞
{x ∈ X : f (x) > c} = {x ∈ X : un (x) ≥ c − k −1 },
n=1 k=1
[∞ [ ∞
{x ∈ X : f (x) < c} = {x ∈ X : ln (x) ≤ c + k −1 }
n=1 k=1

show that f −1 (U ) is an Fσ set for each U ⊂ R open.

Remark A.125. It is easy to see that sequences {ln }, {un } from Theorem A.124(iii)
can be chosen to be bounded if f is bounded.
Proposition A.126. If X is a topological space, then the family of all Baire-one func-
tions on X is a vector lattice (in the pointwise ordering), algebra (with respect to the
pointwise multiplication), contains constant functions and is closed with respect to
uniform limits. Moreover, f /g is Baire-one provided f , g are Baire-one and g(x) 6= 0
for all x ∈ X.
644 A Appendix

Proof. The stability of Baire-one functions with respect to addition, lattice operations
and pointwise multiplication easily follows from Definition A.123. Obviously, it con-
tains constant functions. If f , g are Baire-one and g(x) 6= 0 for all x ∈ X, let {fn },
{gn } be sequence of continuous functions on X with fn → f and gn → g. Then

fn gn f
→ ,
gn2 + n−1 g

and f /g is Baire-one.
If {fn } is a sequence of Baire-one functions uniformly converging to a function f ,
we extract a subsequence (denoted likewise) such that kfn+1 − fn k < 2−n . For each
n ∈ N, let {fnk }k∈N be sequences of continuous functions on X pointwise converging
to fn+1 − fn . Without loss of generality we may assume that kfnk k ≤ 2−n for each
n, k ∈ N. Then
Xn
sn := fnk , n ∈ N,
k=1

is continuous and
∞
X
lim sn = (fn+1 − fn ) = f − f1 .
n→∞
n=1

Thus f is Baire-one.

Theorem A.127. Let X be a completely metrizable space. If f is a real-valued func-

tion on X, then the following conditions are equivalent:
(i) f has the point of continuity property,
(ii) f is fragmented,
(iii) for every A ⊂ X, the set {x ∈ A : f |A is not continuous at x} is meager in A,
(iv) f −1 (U ) is an Fσ set in X for any open U ⊂ R,
(v) f is Baire-one.

Proof. Assertions (i) ⇐⇒ (ii) ⇐⇒ (iii) follow from Theorem A.121 since X is hered-
itarily Baire. The equivalence (i) ⇐⇒ (iv) follows by Proposition A.117(f) and The-
orem A.121. Finally, Theorem A.124 yields (iv) ⇐⇒ (v) since X is normal.

Lemma A.128. If f is a Baire-one function on a compact metrizable space K and

g : K → R is a function such that

{x ∈ K : |f (x) − g(x)| > ε}

is finite for every ε > 0, then g is a Baire-one function.

 A.6 The Laplace equation 645

Proof. For n ∈ N, let

(
f (x) if |f (x) − g(x)| ≤ n−1 ,
gn (x) :=
g(x) if |f (x) − g(x)| > n−1 .

Since finite sets in K are Gδ sets, gn are Baire-one functions by Theorem A.127(iv).
Since {gn } converges to g uniformly, g is Baire-one by Proposition A.126.

A.6 The Laplace equation

Definition A.129 (Harmonic functions). Let U be an open subset of Euclidean space
Rd , d ≥ 2. A real-valued function h on U is called harmonic if h is twice continuously
differentiable on U and satisfies the Laplace equation ∆h = 0 on U . Here ∆ denotes
the Laplace operator, defined as

∂2 ∂2
∆ := + · · · + .
∂x21 ∂x2d

The set of all harmonic functions on U is denoted by H (U ).

Definition A.130 (Dirichlet problem). For the theory of the Laplace equation, a prin-
cipal problem is to find a solution in an open set which attains given boundary data.
This is the so-called Dirichlet problem. Let U ⊂ Rd be a bounded open set. Given a
continuous function f on ∂U , a function h ∈ H (U ) is called a classical solution of
the Dirichlet problem (on U with boundary data f ) if h has a continuous extension to
U and this coincides with f on ∂U .

Definition A.131 (Poisson kernel and integral). For every U (x, r), the function

r2 − |y − x|2
Px,r : (y, z) 7→ rd−2 , z ∈ S(x, r), y ∈ U (x, r),
|y − z|d

is called the Poisson kernel of U (x, r). Given a function f on S(x, r), the integral
Z
Px,r f (y) := − Px,r (y, z)f (z) dS(z), y ∈ U (x, r),
S(x,r)

is called the Poisson integral of f .

Proposition A.132. Let U (x, r) be an open ball in Rd . Then for each f ∈ C(S(x, r))
there exists a unique solution of the Dirichlet problem on U (x, r) with boundary data
f and this is given by the Poisson integral Px,r f .

Proof. See [21], Theorem 1.3.3.

646 A Appendix

Remark A.133. It is an obvious consequence of the previous proposition that any

harmonic function h on a domain containing B(x, r) is its own Poisson integral. Also
we see that the operator f 7→ Px,r f is positive.

Proposition A.134 (Strong minimum principle). Let U ⊂ Rd be a connected open set

and h ∈ H (U ). If h attains its minimum at x ∈ U , then h is constant.

Proof. See [21], Theorem 1.2.4.

Proposition A.135 (Minimum principle). Let U ⊂ Rd be a bounded open set and

h ∈ C(U ). If h is harmonic on U , then

inf h(U ) ≥ inf h(∂U ).

Proof. We may assume that U is connected. Then h attains a minimum in U , and by

Proposition A.134, this necessarily occurs on ∂U . See also [21], Theorem 1.2.4.

The following Harnack’s theorem expresses a very important convergence property

of harmonic functions.

Theorem A.136. Let U be a connected open set in Rd , {hn } be an increasing se-

quence of harmonic functions and h := limn→∞ hn . Then either h = ∞ on U or h is
harmonic on U .

Proof. See [21], Corollary 1.5.4.

Definition A.137 (Logarithmic and Newtonian potentials). Logarithmic potentials in

R2 and Newtonian potentials in Rd , d ≥ 3, provide important examples of so-called
superharmonic functions (see Subsection A.8.D below).
Let σd denote the surface area of the unit sphere in Rd . For d = 2, define

 1 log 1 ,

x ∈ R2 \ {0} ,
N (x) := σ2 |x|
∞, x = 0.


This is the so-called logarithmic kernel. For d ≥ 3, define the Newtonian kernel by
1

 |x|2−d , x ∈ Rd \ {0} ,
N (x) := (d − 2)σd
∞, x = 0.


The kernel is also called the fundamental harmonic function with pole at 0. Given a
Radon measure µ in Rd satisfying
Z
|N (y)| dµ(y) < ∞,
Rd \B(0,1)
 A.6 The Laplace equation 647

we define the potential N µ by

Z
N µ(x) := N (x − y) dµ(y), x ∈ Rd .
Rd

This potential is called the logarithmic potential of µ if d = 2 and the Newtonian

potential of µ if d ≥ 3.

A.6.A Weak solutions of the Laplace equation

For the definition of weak solutions we need to introduce the spaces of competitors,
which are Sobolev spaces W 1,p . Since we are primarily interested in the Laplace
equation, we restrict ourselves to the (Hilbert space) choice p = 2.

Definition A.138 (Sobolev spaces). (See D. Gilbarg and N. S. Trudinger [193], Chap-
ter 7.) Let U ⊂ Rd be an open set. We write V ⊂⊂ U if V is a bounded open
set and V ⊂ U . The Sobolev space W 1,2 (U ) consists of all locally integrable func-
tions on U which together with their first distributional derivatives belong to L2 (U ).

1/2
The Sobolev norm of a function u ∈ W 1,2 (U ) is U (u2 + |∇u|2 ) dx
R
. The lo-
1,2 1,2
cal version of this space is denoted by Wloc (U ). More precisely, u ∈ Wloc (U ) if
u ∈ W 1,2 (V ) for each V ⊂⊂ U . We identify two Sobolev functions which differ
on a set of measure zero. A function from a Lebesgue or a Sobolev space which is
considered set-theoretically (without the convention on identification) is called a rep-
resentative. The space Wc1,2 (U ) is defined as the space of all functions u ∈ W 1,2 (U )
which can be represented as compactly supported in U . The closure of Wc1,2 (U ) in
W 1,2 (U ) is denoted by W01,2 (U ); this is the space of functions with “zero on the
boundary”. The set Cc∞ (U ) (the space of infinitely differentiable functions with com-
pact support in U ) is dense in W01,2 (U ). If two functions differ by a function from
W01,2 (U ), it has the meaning that they “coincide on the boundary”. Thus the quotient
space W 1,2 (U )/W01,2 (U ) is a natural choice for the space of boundary data for the
Dirichlet problem.

Definition A.139 (Weakly harmonic functions). We say that a function u is weakly

1,2
harmonic on U , if u ∈ Wloc (U ) and
Z
∇u · ∇v dx = 0 for each “test function” v ∈ Wc1,2 (U ).
U

In view of the following proposition, we will use the notion “weakly harmonic func-
tion” for a harmonic function modulo modifications on sets of measure zero.

Proposition A.140. Let U ⊂ Rd be an open set and u be a function on U . Then the

following assertions are equivalent:
(i) u is weakly harmonic,
648 A Appendix

(ii) there exists a harmonic function h on U such that h = u almost everywhere,

1,2
(iii) u ∈ Wloc (U ) and
Z Z
2
|∇u| dx ≤ |∇(u + v)|2 dx
V V

whenever V ⊂⊂ U and v ∈ W01,2 (V ).

Proof. For the equivalence of (i) and (iii), see J. Malý and W. P. Ziemer [334], Corol-
lary 2.100. The implication (ii) =⇒ (i) is an obvious integration by parts. For (i)
=⇒ (ii), see Remarks A.141 below.

Remarks A.141. (a) Obviously, each weakly harmonic function is a distributional

solution of the Laplace equation. By Weyl’s lemma (J. Malý and W. P. Ziemer [334],
Corollary 2.61), the converse is also true: any distributional solution of the Laplace
equation has a harmonic representative (so it is weakly harmonic).
(b) The existence methods yield weak solutions as elements of the Sobolev space. To
show some reasonable smoothness of the solutions of a partial differential equation
one sometimes must pass to quite sophisticated regularity theory. Even continuity
questions may be difficult. Fortunately, it is not so hard to show smoothness of weak
solutions of the Laplace equation. Indeed, let us consider the mean value operator
Z
Ar u(z) := − u(z + ry) dy.
U (0,1)

For a Sobolev function u, U (z, r0 ) ⊂⊂ U and 0 < r < R < r0 , we then have
Z R Z 
AR u(z) − Ar u(z) = − ∇u(z + ty) · y dy dt.
r U (0,1)

Indeed, this is clear for smooth functions and the general case follows by mollification.
Now, if u is weakly harmonic, then we test by
1
v(x) := (|x − z|2 − t2 ) ∈ W01,2 (U (z, t)), x ∈ U (z, t),
2t
and obtain
Z Z
1
− ∇u(z + ty) · y dy = − ∇u(x) · ∇v(x) dx = 0.
U (0,1) tm U (z,t)
It follows that t 7→ At u(z) is constant. If z is a Lebesgue point of u, we infer that the
mean value property holds for z, namely that Ar u(z) = u(z). Now, it is not difficult
to see that the mean value operator is smoothing: if u is locally integrable, then Ar u
is continuous (on its domain {x ∈ U : U (x, r) ⊂⊂ U }), Ar Ar u is C 1 , Ar Ar Ar u is
C 2 and so on. Hence by induction we obtain infinite smoothness of a representative of
a weakly harmonic function.
 A.7 The heat equation 649

Definition A.142 (The Dirichlet problem and the Dirichlet integral). From the point
of view of the calculus of variations, a solution of the Dirichlet problem is the func-
tion which minimizes the Dirichlet integral among all functions satisfying the bound-
ary data. Throughout the rest of this subsection we will assume that U is bounded.
To begin with, we interpret the boundary data as the elements of the quotient space
W 1,2 (U )/W01,2 (U ). In other words, we look for a solution u of
Z nZ o
|∇u(x)|2 dx = min |∇v(x)|2 dx : v ∈ W 1,2 (U ), v − u0 ∈ W01,2 (U ) (A.2)
U U

W 1,2 (U ). |∇u(x)|2 dx is called the Dirichlet integral

R
for a given u0 ∈ The integral U
or the energy of u.

Existence of a solution. The existence of a solution of (A.2) can be easily obtained

by the direct methods of the calculus of variations. The functional is continuous and
convex on a Hilbert space. Hence it is weakly lower semicontinuous. We can use its
growth at infinity to reduce the set of competitors to a bounded, thus weakly compact,
set. The existence of a minimizer is now straightforward. On the other hand, the
functional is strictly convex on the set of all competitors satisfying the boundary data,
which leads to the uniqueness. The Laplace equation is the Euler–Lagrange equation
of the Dirichlet integral. This way (cf. J. Malý and W. P. Ziemer [334], Theorem 2.96)
we obtain the following result.
Proposition A.143. Let U ⊂ Rd be a bounded open set and u0 ∈ W 1,2 (U ). Then
there exists a unique function u ∈ H (U ) such that u − u0 ∈ W01,2 (U ). This function
u is obtained as the continuous representative of the (unique) solution of problem
(A.2).

A.7 The heat equation

Throughout this section U will be an open subset of the Euclidean space Rd+1 =
Rd × R. We will usually write the points of Rd+1 as pairs (x, t) where x ∈ Rd is
the “space variable” and t ∈ R is the “time variable”. We adopt some notions and
symbols concerning potential theory to the case of the heat equation so that in this
section they have different meaning than in the treatment of the Laplace equation.
Definition A.144 (Caloric functions). A function h on U is called caloric if h is twice
differentiable with respect to x, it is a C 1 -function with respect to t and satisfies the
heat equation
∂
∩ h := ∆h − h = 0
∂t
on U . Here ∆ is the Laplacian with respect to the space variable. We denote by H (U )
the family of all caloric functions on U . Obviously, H (U ) is a linear space.
650 A Appendix

Examples A.145. Any function f which is harmonic in x and constant in t is an

example of a (“stationary”) caloric function. Further important examples are
ha : (x, t) 7→ exp a · x + |a|2 t ,


(A.3)
ga : (x, t) 7→ exp i a · x − |a|2 t ,

where a ∈ Rd . (We consider the real and imaginary parts of ga to produce real-valued
examples.) The function ga is bounded on Rd × (0, ∞). The canonical example is the
heat kernel 
 1  |x|2 
 exp − , t > 0,
u(x, t) := (4πt)d/2 4t (A.4)
t ≤ 0,

0,

which plays the role analogous to that of the Newtonian kernel. This function is
caloric outside the origin (0, 0). Convolutions with the heat kernel are used to produce
“heat potentials”, in order to solve the equation − ∩ h = µ or to solve the Cauchy
initial value problem for ∩ h = 0 on Rd × (0, ∞).
Theorem A.146. The space H + (Rd+1 ) contains positive constants and separates
points of Rd+1 .
Proof. Obviously, constants are caloric. To separate points we will use the functions
ha as in (A.3). Choose points (x, t), (x0 , t0 ) ∈ Rd+1 and a ∈ Rd with |a| = 1. If
ha (x, t) = ha (x0 , t0 ) and h−a (x, t) = h−a (x0 , t0 ), then
a · x + t = a · x0 + t0 ,
−a · x + t = −a · x0 + t0 .
Adding and subtracting these equations we obtain
t = t0 , a · x = a · x0 .
It follows that also x = x0 (otherwise we would specify a as
x0 − x
a=
|x0 − x|
to obtain a contradiction). Hence at least one of the functions ha separates the given
points.

Proposition A.147 (Strong minimum principle). Let U ⊂ Rd+1 be a connected open

set and h ∈ H (U ). If h attains its minimum at (x, t) ∈ U , then h is constant.
Proof. By [301], Theorem 2.9, the theorem is valid if h is continuous up to the
boundary of U . We deduce that h as above is constant at least on a neighborhood
of (x, t). However, by the connectedness of U this argument is enough to conclude
the proof.
 A.7 The heat equation 651

Corollary A.148 (Minimum principle). Let U ⊂ Rd+1 be a bounded open set and
h ∈ H (U ). If
lim inf h(x, y) ≥ 0 for each (ξ, τ ) ∈ ∂U,
(x,t)→(ξ,τ )

then u ≥ 0 on U .
Proof. Assume the contrary. Then the zero extension of h to the compact set U is
lower semicontinuous and hence there exists (x, t) ∈ U such that
h(x, t) = min h(U ) < 0.
From the strong minimum principle (Proposition A.147) we deduce that h is equal to
a negative constant on the connected component of (x, t) in U , which contradicts the
limes inferior assumption.

Remark A.149. In literature, the minimum principles are usually stated for the so-
called parabolic boundary. However, in this presentation we prefer an approach
which is consistent with a general potential theory and not specific to parabolic prob-
lems. This point of view is reflected also in the following treatment of the “classical”
Dirichlet problem.
Theorem A.150. Given (ξ, τ ) ∈ Rd+1 , let U be the ball
U ((ξ, τ ), r) := {(x, t) ∈ Rd+1 : |x − ξ|2 + |t − τ |2 < r2 }.
Then for each f ∈ C(∂U ) there exists a unique function h ∈ C(U ) such that h is
caloric on U and h|∂U = f . (In other words, the “caloric Dirichlet problem” with
the boundary data f is solvable.)
Proof. See [301], Theorem 3.18.

Proposition A.151 (Harnack type inequality). Let R, T > 0, r < R, 4r2 < T . Then
there exists a constant c such that
h(ξ, τ ) ≤ ch(x, t)
for each positive h ∈ H (U (0, R) × (0, T )), (x, t) ∈ U (0, r) × (T − r2 , T ) and
(ξ, τ ) ∈ U (0, 12 r) × (T − 2r2 , T − r2 ].
Proof. See [301], Corollary 7.27.

Proposition A.152. There is a constant C with the following property: If M, R > 0

and u ∈ H (U ((0, 0), 2R)) with
|u| ≤ M in U ((0, 0), 2R),
then
∂u
R2 |∇u|2 + R4 ≤ CM 2 in U ((0, 0), R).
∂t
652 A Appendix

Proof. See [301], Lemma 3.17.

Proposition A.153. A uniform limit of a sequence of caloric functions on an open set

U ⊂ Rd+1 is a caloric function.

Proof. Let hn be caloric functions on U , hn → h uniformly. To show that h is caloric,

it is enough to consider h on a ball V with V ⊂ U . Let g be the solution of the caloric
Dirichlet problem on V with boundary data h (see Theorem A.150). Then using the
minimum principle (Corollary A.148) on V to the sequence {hn − g} we show that
hn − g → 0 uniformly in V , so that h = g is caloric in V .

Theorem A.154 (Doob’s convergence property). Let {hn } be an increasing sequence

of caloric functions on U , hn % h. If h is finite on a dense subset of U , then h is
caloric.

Proof. We easily deduce from the Harnack inequality A.151 that the limit function h
is locally bounded. From Proposition A.152 we deduce that the sequence is locally
equicontinuous, so that by the Arzelà–Ascoli theorem A.32, the sequence converges
locally uniformly and the limit h is continuous. If V is a ball with V ⊂ U , then h
is caloric on V since, by Proposition A.153, H (V ) is closed under uniform conver-
gence. Hence h is caloric on U .

A.8 Axiomatic potential theory

Definition A.155 (Harmonic structure). In what follows, Y denotes a locally compact
space with a countable base in which a vector space H (U ) of continuous functions
on U is associated with any nonempty open subset U ⊂ Y . Functions from H (U )
are called harmonic functions on U . We call the pair (Y, H ) a harmonic structure.
As examples we can imagine the structure of harmonic functions as solutions of the
Laplace equation or the structure of caloric functions.
A relatively compact open set U ⊂ Y is called regular if ∂U 6= ∅ and if the
Dirichlet problem is solvable:
(a) For any function f ∈ C(∂U ) there exists a unique function Hf ∈ H (U ) such
that
lim Hf (x) = f (z) for every z ∈ ∂U.
x→z

(b) The implication

f ≥ 0 on ∂U =⇒ Hf ≥ 0 on U

holds.
 A.8 Axiomatic potential theory 653

A function u on an open set U ⊂ Y is called hyperharmonic if u is lower semicon-

tinuous and for any regular set V ⊂ V ⊂ U and any continuous function f on ∂V we
have
f ≤ u on ∂V =⇒ Hf ≤ u on V.
Hyperharmonic functions which are finite on a dense subset of U are called superhar-
∗
monic. Denote by H (U ) and S (U ) the sets of all hyperharmonic, or superharmonic,
functions on U , respectively.
A function u is hypoharmonic or subharmonic if −u is hyperharmonic or super-
harmonic, respectively.

A.8.A Bauer’s axiomatic theory

Definition A.156 (Bauer harmonic space). A harmonic structure (Y, H ) is called a
Bauer harmonic space if the following axioms are satisfied:
(a) Sheaf axiom: If V ⊂ U are nonempty open subsets of Y and h ∈ H (U ), then
h|V ∈ H (V ). If S{Uγ } is a collection of nonempty open subsets of Y and if h is a
function on U := γ Uγ , harmonic on each Uγ , then h is harmonic on U .
(b) Doob’s convergence axiom: If {hn } is a sequence of harmonic functions on an
open set U such that hn % h, then h ∈ H (U ) provided it is finite on a dense subset
of U .
(c) Base axiom: The topology of Y has a base consisting of regular sets.
(d) Positivity axiom: Constants are harmonic.
(e) Separation axiom: For any pair x, y ∈ Y , x 6= y, there exists s ∈ S + (Y ) such
that s(x) 6= s(y).

Remark A.157. Our definition is an adjustment of the notion of a “strong harmonic

space” in [40]. We have added a further simplification: our agreement that constants
are harmonic is a bit more restrictive than the original positivity axiom. In the lit-
erature, “Bauer spaces” are various variants of the original concept, the separation
axiom is mostly labelled by the adjective “strong” or by prefix “P-”, and Doob’s
convergence axiom is sometimes weakened to so-called Bauer’s convergence axiom
(see [123]). A harmonic space in which constants are harmonic is sometimes called
normal. We can use the standard texts on abstract potential theory without hesitation
because their sets of axioms are in all aspects either consistent or more general. In
particular, the following proposition is important for our references. However, we
believe that it is possible to follow the rest of this section without even knowing the
definition of the balayage space (which is quite involved). Therefore, we address the
following proposition and its proof to particularly interested readers which have the
cited literature at hand.
654 A Appendix

Proposition A.158. Each Bauer harmonic space Y in the sense of Definition A.156
satisfies the axioms of balayage spaces of [66].
Proof. According to [40], Korollar 4.2.7, any nonempty intersection of two regular
sets is again a regular set. The Doob’s convergence property is evidently stronger
than “Bauer’s convergence property”. It follows that Y is a normal Bauer space in the
sense of Section VIII.1 in [66]. By [66], Corollary 1.2, Y is a harmonic space in the
sense of [66], Section III.8. However, these harmonic spaces are balayage spaces by
definition.

Examples A.159. (a) The sheaf of harmonic functions (in the classical sense, that is,
C 2 -solutions of the Laplace equation) on an open set Y ⊂ Rd , d ≥ 1, satisfies Bauer’s
axioms (a)–(d), as shown in Section A.6. (For the base axiom, we notice that any open
ball is a regular set.) If the remaining separation axiom (e) is satisfied on Y , we say
that Y is a Greenian set. This is the case, for instance, if d ≥ 3 or Y is bounded. See
also [40], I.§2, II.§5.
(b) In the course of Section A.7 we have shown that all Bauer’s axioms are verified by
the sheaf of caloric functions on Rd+1 , see also [40], I.§2 and [66], Section V.6. We
will continue to call these functions “caloric” when dealing specifically with the heat
equation, but “harmonic” if we think of them in the context of Bauer harmonic spaces.
Terminological derivatives like “supercaloric function” (that is, superharmonic for the
heat equation) will be also used in the sequel.
(c) The backward Kolmogorov operator

∂2 ∂ ∂
2
+x −
∂x ∂y ∂t

generates a Bauer harmonic space on R3 ; for details see the paper by W. Hoh and
N. Jacob [228].
(d) For further examples of Bauer harmonic spaces and references see, for example,
H. Bauer [43], C. Constantinescu and A. Cornea [123] and [66], Chapter VIII.

A.8.B Hyperharmonic and superharmonic functions

In this subsection, Y will be a Bauer harmonic space in the sense of Definition A.156.
Hyperharmonic functions satisfy the following minimum principle.
Theorem A.160. If U is a relatively compact open set, u is a hyperharmonic function
on U and
lim inf u(x) ≥ 0 for each z ∈ ∂U,
x→z
then u ≥ 0 on U .
Proof. See [40], Korollar 1.3.7.
 A.8 Axiomatic potential theory 655

The following assertions easily follow from the definition of hyperharmonic func-
tions and the Lebesgue monotone convergence theorem A.84.
∗
Theorem A.161. The family H (U ) forms a min-stable convex cone of functions. If
∗ ∗
F ⊂ H (U ) is a nonempty up-directed set, then sup F ∈ H (U ).

Definition A.162 (Harmonic measure). Let V ⊂ Y be a regular set. For any x ∈ V ,

the mapping f 7→ Hf (x), f ∈ C(∂V ), corresponds through the Riesz representation
theorem A.72 to a unique Radon measure which is called the harmonic measure at x
and denoted by µVx .
∗
Definition A.163 (Poisson modification). Let s ∈ H (U ) and V ⊂ U be a regular set
with V ⊂ U . Then the function
(R
V
V
s (x) := ∂V s dµx , x ∈ V,
s(x), x ∈ U \ V,

is called the Poisson modification of s. By [40], Satz 2.2.2, the Poisson modification
sV is always hyperharmonic. If s is superharmonic on U , then sV is superharmonic
on U and harmonic on V (see [40], Korollar 2.3.2).
∗
Definition A.164 (Saturated families). A nonempty family F ⊂ H (U ) is called sat-
urated if F is min-stable and there exists a family V of open subsets of U which forms
a base of the topology on U and the following condition is satisfied: If V ∈ V, and
u ∈ F, then uV ∈ F.

Theorem A.165. If F is a saturated family on U containing a superharmonic function

and inf F is finite on a dense set, then inf F is harmonic.

Proof. Let V be the family of open sets as in the definition of a saturated family.
Given V ∈ V, the family

G := {u|V : u ∈ F, u is harmonic on V }

is nonempty and down-directed. By Lemma A.54, there exists a sequence {un } of

functions from F such that un are harmonic on V and un & u := inf F on V . By
Doob’s convergence axiom, u is harmonic on V . Now, we can use the sheaf axiom to
deduce that u is harmonic on U .

Proposition A.166. Let U ⊂ Y be an open set and s ∈ S + (U ). Then there exists a

greatest subharmonic minorant h of s on U , and h ∈ H (U ).

Proof. Set

F := {u ∈ S + (U ) : the set {x ∈ U : u(x) 6= s(x)} is relatively compact in U }.

656 A Appendix

Then F is min-stable. If V ⊂ U is regular with V ⊂ U , then uV ∈ F for any u ∈ F.

Hence F is a saturated family and, by Theorem A.165, h := inf F is a harmonic
minorant of s. Suppose that k ≤ s is subharmonic on U and u ∈ F. Then by the
minimum principle (Theorem A.160), u − k ≥ 0 on U , so that by passing to the
infimum we see that k ≤ h, and thus h is the greatest subharmonic minorant.

A.8.C Potentials
In this subsection, Y will be a Bauer harmonic space in the sense of Definition A.156.

Definition A.167 (Potential). A function p ∈ S + (Y ) is called a potential if h = 0 is

the only harmonic function on Y satisfying 0 ≤ h ≤ p. The family of all continuous
potentials on Y will be denoted by P.

Proposition A.168. There exists a strictly positive potential p ∈ P.

Proof. See [40], Korollar 2.7.3.

Proposition A.169. Let K ⊂ Y be a compact set. Then the set

V := {(p − q)|K : p, q ∈ P}

is uniformly dense in C(K).

Proof. This is a standard application of the Stone–Weierstrass theorem A.30, see also
[40], Satz 2.7.4, [66], Proposition I.1.2, Corollary III.6.10.

Proposition A.170. Let {pn } be a sequence of potentials and s = ∞

P
n=1 pn . If s is
superharmonic, then it is a potential.

Proof. See [66], Proposition III.6.3.

Lemma A.171. Let W ⊂ Y be an open set. Assume that p ∈ P, g ∈ C(Y ) and

g ≤ p. If g is subharmonic on W , then there exists q ∈ P such that g ≤ q ≤ p and q
is harmonic on W .

Proof. This follows from [66], Lemma VII.5.1. Note that the function

q := inf{s ∈ S + (Y ) : q ≥ f }

has the required properties.

Proposition A.172. Let u ≥ 0 be a superharmonic function on Y . Then there exists a

sequence {pk } of continuous potentials on Y such that pk % u.

Proof. See [66], Corollary III.6.10, [40], Satz 2.5.8.

 A.8 Axiomatic potential theory 657

A.8.D Superharmonic functions and Green potentials

In this subsection we deal with the Laplace equation. As in the abstract situation, we
define hyperharmonic and superharmonic functions for the Laplace equation.
Then, by virtue of specific properties of the Laplace equation, harmonic (or hyper-
harmonic) functions can be also characterized by the following so-called mean value
property.
Theorem A.173. Let U ⊂ Rd be an open set and u be a lower semicontinuous func-
tion on U . Then the following properties are equivalent:
(i) u is hyperharmonic on U ,
(ii) for each sphere S(x, r) with B(x, r) ⊂ U we have
Z
− u dS ≤ u(x),
S(x,r)

(iii) for each ball B(x, r) ⊂ U we have

Z
− u(y) dy ≤ u(x),
B(x,r

Proof. See [21], Theorem 3.2.2.

Theorem A.174 (Harnack inequality). Let U ⊂ Rd be an open set. Let z ∈ U ,

0 < 3r < R and B(z, R) ⊂ U . Then for each h ∈ H + (U )

sup h(U (z, r)) ≤ c inf h(U (z, r)), (A.5)

where  R − r d
c= .
R − 3r
Proof. If x, x0 ∈ B(z, r), then B(x, R − 3r) ⊂ B(x0 , R − r) ⊂ U , and thus
Z  R − r dZ
h(x) = − h(y) dy ≤ − h(y) dy = ch(x0 ).
B(x,R−3r) R − 3r 0
B(x ,R−r)

Corollary A.175. Let U ⊂ Rd be a connected open set and z ∈ U . Let K ⊂ U be a

compact set. Then there exists a constant c such that for each h ∈ H + (U ) we have

sup h(K) ≤ ch(z).

Proof. If x ∈ K, then x can be joined with z by a chain of balls for which the
inequality (A.5) holds, so that h(y) ≤ cx h(z) for y in a neighborhood of x. Now the
claim follows by the compactness of K.
658 A Appendix

Definition A.176 (Potential). Let Y ⊂ Rd be an open set. Recall that a function

p : Y → [0, ∞] is called a potential if p is superharmonic on Y and the only harmonic
minorant of p is 0. Let us emphasize that potentials with some adjectives may refer to
a different meaning of this notion.
In Section A.6 we introduced so-called Newtonian and logarithmic potentials. They
are examples of superharmonic functions (see [21], Corollary 3.2.10), but we must
carefully examine when we are allowed to consider them as potentials in the sense of
Definition A.167.
Newtonian potentials are potentials on Rd (but not on subdomains). However, log-
arithmic potentials typically fail to be potentials. In this subsection we study Green
potentials, which are genuine potentials in the spirit of the definition above.

Definition A.177 (Green potentials). In this text, we want to have a unified treatment
of the potential theories under consideration (namely, we mean axiomatic potential
theory covering the Laplace equation and the heat equation). We can skip the one-
dimensional Laplace equation theory because it is not very interesting. However, in
the two-dimensional case we encounter the difficulty that the entire space does not
satisfy the separation axiom A.156(e). Therefore, we are frequently forced to restrict
our attention to Greenian sets.
Recall that an open set Y ⊂ Rd is called Greenian if the cone S + (Y ) separates
points of Y . Each open set Y ⊂ Rd is Greenian if d ≥ 3; we can separate points
by the family {N a : a ∈ Y }, where N a (x) := N (x − a), x ∈ Rd . On a bounded
open set Y ⊂ R2 we can separate points by the family {N a + c : a ∈ Y }, where c is
a suitable constant. The full characterization of Greenian sets is given by Myrberg’s
theorem (see [21], Theorem 5.3.8).
Throughout Chapter 13 we deal with Dirichlet problem on a relatively compact set
U , so that we can always insert a Greenian set Y between U and Rd .
Let Y ⊂ Rd be a Greenian set. For each y ∈ Y we find the greatest harmonic
minorant hy of the function x 7→ N (x − y), x ∈ Y . (By Proposition A.166, this
is possible if, for instance, d ≥ 3 or Y is bounded. The general case follows from
Theorem 5.3.8 of [21]. Note that we have made a different choice from the equivalent
conditions for our definition of Greenian sets.) The function G : Y × Y → [0, ∞]
defined as
G(x, y) := N (x − y) − hy (x), (x, y) ∈ Y × Y,
is called the Green function for Y . Given a Radon measure µ in Y , we define the
potential Gµ by Z
Gµ(x) := G(x, y) dµ(y), x ∈ Y.
Y

This is a hyperharmonic function and it becomes actually a potential if this is su-

perharmonic ([21], Theorem 4.2.6). In this case we call Gµ the Green potential of
µ.
 A.8 Axiomatic potential theory 659

Theorem A.178 (Riesz decomposition theorem). Let s ≥ 0 be a superharmonic func-

tion on a Greenian set Y . Then there exists a measure µ on Y such that
s = h + Gµ,
where h is the greatest harmonic minorant of s on Y .
Proof. See [21], Theorem 4.4.1.

Theorem A.179. Let s ≥ 0 be a superharmonic function on a Greenian set Y . Then

the following assertions are equivalent.
(i) There exists a measure µ on Y such that s = Gµ.
(ii) The greatest harmonic minorant of s on Y is 0.
Proof. This is a direct consequence of Theorem A.178. See also [21], Corollary 4.4.7.

Example A.180. Let Y = U (0, R). If a superharmonic function s on Y satisfies

lim|x|→R s(x) = 0, then it is a potential. Indeed, by the minimum principle (Theorem
A.160), the only positive harmonic minorant h of s is the zero function. Since each
C 2 -solution s of ∆s ≤ 0 is superharmonic (see [21], Corollary 3.2.8), the function
R2 − |x|2 , x ∈ Y , is an example of a potential on Y .
Theorem A.181. Let U be an open subset of a Greenian set Y . Then Gµ is harmonic
on U if and only if µ(U ) = 0.
Proof. See [21], Corollary 4.3.9.

Proposition A.182. Let Y be a Greenian set. Let K ⊂ Y be a compact set and µ be a

measure with spt µ ⊂ K such that p := Gµ is continuous. Let s ∈ S + (Y ). If p ≤ s
on K, then p ≤ s on Y .
Proof. Here we use methods of Subsection A.8.F below. We consider an exhaustion
{Wn } of Y by relatively compact open sets, such that W n ⊂ Wn+1 , and observe
c
bpWn = 0, because this is a harmonic minorant of p. We may suppose that
that infn R
K ⊂ Wn for each n. Then p is harmonic on Y \ K. By the minimum principle
c
(Theorem A.160), s + RbpWn − p ≥ 0 on Wn+1 \ K (and thus on Y ) and letting n → ∞
we obtain p ≤ s.

Remark A.183. For a more general statement, the so-called Maria–Frostman domi-
nation principle, see [21], Theorem 5.1.11.
Theorem A.184 (Evans–Vasilesco continuity principle). Let Y be a Greenian set and
µ be a measure on Y . If the restriction of Gµ to spt µ is continuous, then Gµ is
continuous on Y .
Proof. See [21], Theorem 4.5.1.
660 A Appendix

A.8.E Superharmonic functions and potentials for the heat equation

In this subsection we deal with the heat equation in Rd+1 . We will study the su-
percaloric functions, which is the specific term for superharmonic functions with re-
spect to the heat equation.
Lemma A.185. Let s be a C 2 -function on an open set U ⊂ Rd+1 such that − ∩ s ≥ 0
on U . Then s is supercaloric on U .
Proof. Let us first assume that − ∩ s > 0. Let V be a regular set with V ⊂ U
and h is the classical solution of the heat Dirichlet problem with boundary data s. If
the function s − h attains a minimum with respect to V in a point (x, t) ∈ V , then
obviously − ∩ (s − h)(x, t) ≤ 0, which is a contradiction. It follows that s ≥ h in
each such test set V , so that s is supercaloric in U . If only − ∩ s ≥ 0, we apply the
observation above to {sn } with sn (x, t) := s(x, t) + et−n and pass to the limit.

Corollary A.186. Let Ω ⊂ Rd be an open set, ϕ be a real-valued lower semicon-

tinuous increasing function on an interval (a, b) and h ≥ 0 be a caloric function on
Ω × (a, b). Set u(x, t) := ϕ(t)h(x, t), (x, t) ∈ Ω × (a, b). Then u is supercaloric on
Ω × (a, b).
Proof. If ϕ is a C 2 -function, we can use Lemma A.185. The general case follows by
monotone approximation from below and Theorem A.161.

Lemma A.187 (Minimum principle for the Cauchy problem). Let T > 0 and u be a
lower bounded lower semicontinuous function on Rd × [0, T ), which is supercaloric
on Rd × (0, T ). If u ≥ 0 on Rd × {0}, then u ≥ 0 on Rd × (0, T ).
Proof. Consider the auxiliary supercaloric function
1
v(x, t) := 2dt + |x|2 + , (x, t) ∈ Rd × (0, T ).
T −t
Given ε > 0 and R > 0, there exists r > R such that


lim inf u(x, t) + εv(x, t) ≥ 0, (y, s) ∈ ∂(B(0, r) × (0, T )).
(x,t)→(y,s),
(x,t)∈B(0,r)×(0,T )

Hence Theorem A.160 implies that u+εv ≥ 0 on B(0, r)×(0, T ) ⊃ B(0, R)×(0, T ).
Letting ε → 0 and R → ∞ we obtain the assertion.

Lemma A.188. Let ϕ be a continuous increasing function on R with limt→−∞ ϕ(t) =

0 and p be defined by p(x, t) := ϕ(t), (x, t) ∈ Rd+1 . Then p is a potential.
Proof. By Corollary A.186, p is supercaloric. If h is a caloric minorant of p, then by
the minimum principle above (Lemma A.187), ϕ(s) − h(x, t) ≥ 0 whenever s < t
and x ∈ Rd . Hence h = 0 in Rd+1 .
 A.8 Axiomatic potential theory 661

A.8.F Balayage
This subsection is again situated in the full generality of Bauer harmonic spaces (in
the sense of Definition A.156).
∗
Proposition A.189. Let W ⊂ H + (Y ) and u := inf W. Then the lower semicontinu-
ous regularization u
b of u is hyperharmonic (in fact, this is the greatest hyperharmonic
minorant of W).

Proof. See [40], §II.1.

Definition A.190 (Balayage of functions). For an arbitrary subset A of Y and a func-

∗
tion u ∈ H + (Y ) denote by
n o
∗
RuA : x 7→ inf v(x) : v ∈ H + (Y ), v ≥ u on A , x ∈ Y,

the reduced function or réduite of u on A. Since, in general, the reduced function RuA
is not lower semicontinuous, we pass to the lower semicontinuous regularization of
the reduced function (compare with Definition A.51) and define the balayage of u on
A as its regularization RbA . The function RbA is hyperharmonic on Y by Proposition
u u
A.189 and obviously satisfies 0 ≤ R bA ≤ RA ≤ u on Y .
u u
It is useful to know that
bA (x) = lim inf RA (x),
R (A.6)
u y→x u

see [40], Korollar 2.1.3.

∗ +
bA are additive on H
The operators u 7→ RuA , u 7→ Ru (Y ) (see [66], Proposition
VI.1.1).

Definition A.191 (Balayage of Dirac measures). Let A be a subset of Y and x ∈ Y .

By [66], Proposition VI.2.1, there exists a unique Radon measure εA
x on Y such that
Z
∗
buA (x) =
R u dεA
x for any u ∈ H + (Y ).
Y

The proof of this fact relies on an abstract Choquet’s lemma; see [66], Proposition
I.1.4.
Note that the operation of balayage is not restricted to Dirac measures; this is only
a matter of simplification motivated by the fact that we do not need to sweep out more
general measures.
∗
Proposition A.192. Let V ⊂ Y be a regular set and u ∈ H + (Y ). Then uV =
c
RuV = RbuV c .

Proof. See [40], Satz 2.2.2.

662 A Appendix

c
Corollary A.193. If V ⊂ Y is a regular set and x ∈ V , then µVx = εVx .
∗
Theorem A.194. Let U ⊂ Y be a relatively compact open set, u ∈ H (Y ) and x ∈ U .
Then Z
c
u dεUx ≤ u(x).
∂U

Proof. See [40], Korollar 4.1.9.

Theorem A.195. Let p ∈ P and A ⊂ Y . Then RpA = R

bA outside A.
p

Proof. See [66], Proposition VI.2.3.

Theorem A.196. Let p ∈ P and A ⊂ Y . Then the function R

bA is harmonic outside
p
A.
bpA is harmonic outside A we notice that the functions from the
Proof. To show that R
family
∗
{u ∈ H + (Y ) : u ≥ p on A}
form a saturated family on (A)c .

Theorem A.197. Let p ∈ P and A ⊂ Y be analytic. Then

bA = sup{R
R bK : K compact, K ⊂ A}.
p p

Proof. See [66], Proposition VI.1.9. Note that in the statement of the proposition to
which we refer, the set A is supposed to be Borel. However, this assumption is used
only to conclude that it is analytic.

Theorem A.198. Let U ⊂ Y be a relatively compact nonempty set. Then ∂U 6= ∅. If

c
x ∈ U , then εU
x is a probability measure carried by ∂U .

Proof. Recall that we assume that constants are harmonic. Assume first that ∂U = ∅.
Then U is open and the function u = −1 is hyperharmonic on U . Using the minimum
principle (Theorem A.160), we arrive at a contradiction.
c
Now, in the general case, by [66], Proposition VI.2.1, εUx (Int U ) = 0. By [66],
c Vc
Proposition VI.2.2, there exists an Fσ set V ⊂ U such that x ∈ V and εUx = εx . Let
W be a relatively compact open set containing U . Using Theorem A.197 and Lemma
A.54 we can find an increasing sequence {Kj } of compact subsets of V c such that
c
bpKj
bV c = sup R bpKj ∪W
bV c = sup R


Rp and thus also Rp
j∈N j∈N

for each p from a countable subset P 0 of P with the property that P 0 − P 0 is dense
Vc c c
in C(W ). Then we deduce that εxj → εVx = εU x , where Vj = W \ Kj . By [66],
 A.8 Axiomatic potential theory 663

Vc
Proposition III.8.1, the measures εxj are carried by V j ⊂ W and thus passing to the
c Uc
limit we infer that εUx is carried by W . Varying W we conclude that εx is carried
by U .
c
Finally we will prove that εxU is a probability measure. To this end, we use Propo-
sition A.168 to find a potential p0 ∈ P such that p0 > 1 on W and set p = p0 ∧ 1.
∗
If u ∈ H + (Y ) is such that u ≥ p on U c , then the minimum principle (Theorem
c
A.160) applied to u|W shows that u ≥ 1 on W . Hence RpU ≥ 1 on W . The converse
inequality and passing from reduction to balayage are obvious, so that R bpU c = 1 on
W . It follows that
1=R bpU c (x) = εU c Uc
x (p) = εx (1),
c
so that εU
x is a probability measure.

Theorem A.199. Let p ∈ P. Then RpA = inf{RpG : G open, G ⊃ A}.

Proof. See [66], Proposition VI.1.2.

Corollary A.200. Let U ⊂ Y be a relatively compact open

S set. Suppose that {Vn }
is an increasing sequence of open sets such that U = ∞n=1 Vn . If x ∈ V1 , then
Vnc U c
εx → εx .

Proof. Let p ∈ P. By Theorems A.199 and A.195,

bU c (x) = inf{R
R bG (x) : G open, G ⊃ U c }.
p p

Given ε > 0, we find a closed (thus compact) set K ⊂ U such that

bpK c (x) < R

R bpU c (x) + ε.

For n ∈ N large enough we have K ⊂ Vn and thus also

bpVnc (x) < R

R bpU c (x) + ε.

From the density of P − P (Proposition A.169) we obtain the result.

A.8.G Thinness, base and fine topology

In this subsection, Y will be a Bauer harmonic space (see Definition A.156).

Definition A.201 (Fine topology). Let S + (Y ) be the family of all superharmonic

functions on Y . The fine topology on Y is the coarsest topology on Y finer than the
initial one which makes every function from S + (Y ) continuous.
664 A Appendix

Definition A.202 (Thin sets, base). A set A ⊂ Y is thin at a point z ∈ Y if there

exists a potential p ∈ P such that
bpA (z) < p(z).
R

This is the case exactly if εA

z 6= εz . For any A ⊂ Y we denote by b(A) the set of all
points of Y at which A is not thin and call it the base of A.

Proposition A.203. Let A, B ⊂ Y . Then

(a) Int A ⊂ b(A) ⊂ A,
(b) if A ⊂ B, then b(A) ⊂ b(B),
(c) b(A ∪ B) = b(A) ∪ b(B).

Proof. For (a) and (b) see [66], Proposition VI.4.1, (c) is in [66], Corollary VI.4.2.

Remark A.204. As an easy consequence of Proposition A.203 we obtain that the

concept of thinness is local, more precisely, if V is a neighborhood of a point z ∈ Y
and A, B ⊂ Y are such that A ∩ V = B ∩ V , then z ∈ b(A) if and only if z ∈ b(B).
Indeed, by Proposition A.203(a), z ∈ / b(V c ), and thus from Proposition A.203(c) we
obtain
z ∈ b(A) ⇐⇒ z ∈ b(A) ∪ b(V c ) ⇐⇒ z ∈ b(A ∪ V c )
⇐⇒ z ∈ b(B ∪ V c ) ⇐⇒ z ∈ b(B).
Theorem A.205 (Brelot–Cartan). If A ⊂ Y , then b(b(A)) ⊂ b(A) and the fine closure
of A is equal to A ∪ b(A).

Proof. By [66], Proposition VI.4.4, the fine closure of A is A ∪ b(A). Hence E ⊂ Y

is finely closed if and only if b(E) ⊂ E. However, by [66], Proposition VI.4.1, b(A)
is finely closed. It follows that b(b(A)) ⊂ b(A).

Proposition A.206. There exists a potential p ∈ P such that for each A ⊂ Y we

have
b(A) = {x ∈ Y : R bA (x) = p(x)}.
p

Proof. See [66], Proposition VI.4.1.

Corollary A.207. For each A ⊂ Y , b(A) is a Gδ set.

Proof. By Proposition A.206, R bpA is lower semicontinuous and thus of the first Baire
class. Hence the assertion follows from Theorem A.124. See also [66], Proposition
VI.4.1.

Theorem A.208. Let p ∈ P and A be a subset of Y such that A ⊂ b(A). Then

bpA = RpA = sup{q ∈ P : q ≤ p, RqA = q}.
R
 A.8 Axiomatic potential theory 665

Proof. For the second equality see [66], Corollary VI.4.17. Thus it follows that RpA
is lower semicontinuous, and hence the first equality holds.

Proposition A.209. Let U ⊂ Y be relatively compact and f ∈ C(∂U ). Then the

c
function x 7→ εU
x (f ) is finely continuous on U .

Proof. Using the density of P − P in C(U ) (Proposition A.169) we observe that it

is enough to prove the assertion for f = p ∈ P. However, then the function under
bU c and the fine continuity is obvious.
consideration is just Rp

A.8.H Polar and semipolar sets

In this subsection, Y will be a Bauer harmonic space (see Definition A.156).

Definition A.210 (Polar sets). In potential theory, polar sets play a role of exceptional
sets. A set A ⊂ Y is called polar if there is a superharmonic function v ≥ 0 on Y
such that A ⊂ {x ∈ Y : v(x) = ∞}. By [66], Proposition VI.5.3, the collection of
all polar sets forms a σ-ideal of subsets of Y .
We recall that a family I of subsets of a set X is a σ-ideal if it stable with respect
to countable unions and contains with its every element all its subsets.
bpA = 0 for each p ∈ P.
Proposition A.211. A set A ⊂ Y is polar if and only if R

Proof. See [66], Proposition VI.5.1.

Definition A.212 (Totally thin and semipolar sets). We say that A ⊂ Y is totally thin
if b(A) = ∅. Countable unions of totally thin sets are called semipolar sets. The
collection of all semipolar sets is a σ-ideal of subsets of Y containing all polar sets
(this is easily seen from Proposition A.211).

Theorem A.213. Any semipolar finely open set is empty.

Proof. By [66], Corollary II.4.2, Y endowed with the fine topology is a Baire space.
Now, we refer to [66], Proposition VI.5.9, to find that each semipolar set is finely
meager.

Proposition A.214. Consider the Laplace equation on Rd . Let Y be a Greenian sub-

set of Rd and M ⊂ Y be polar. If d ≥ 3, then there exists a Newtonian potential N µ
on Rd such that N µ = ∞ on M . If d = 2, then there exists a logarithmic potential
N µ on R2 such that N µ = ∞ on M .

Proof. See [21], Theorem 5.1.3.

Theorem A.215 (Kellogg property). Consider the Laplace equation on Rd . Let Y ⊂

Rd be a Greenian set and A ⊂ Y . Then A \ b(A) is polar.
666 A Appendix

Proof. See [21], Theorem 7.3.7.

Corollary A.216. Any semipolar set is polar in potential theory of the Laplace equa-
tion.

Proof. If A is totally thin, A = A \ b(A) is polar by Theorem A.215. Since polar sets
form a σ-ideal, semipolar sets are polar as well.

Proposition A.217. There exists a supercaloric function w ≥ 0 on Rd+1 such that

w(0, 0) = ∞ and w is finite on Rd \ {(0, 0)}. In particular, points are polar for the
heat equation.

Proof. Let u be the heat kernel (A.4). We find tk & 0 such that u(0, tk ) = 2k . Set
∞
X
1 ∧ 2−k u(x, t + tk ) , (x, t) ∈ Rd+1 .


w(x, t) = (A.7)
k=1

Then obviously w is supercaloric and w(0, 0) = ∞. Consider a point (x, t) 6= (0, 0).
Then limk→∞ u(x, t + tk ) = u(x, t) and thus the sum (A.7) converges. Thus, w is
finite outside the origin.

Example A.218. Consider the heat equation on Y = Rd+1 and s ∈ R. Set A = Rd ×

{s}. Let ϕ be a lower semicontinuous increasing function such that limt→−∞ ϕ(t) =
0, ϕ(s) = 1, and set p(x, t) := ϕ(t), (x, t) ∈ Rd+1 . Then p is a potential by
Lemma A.188. From Corollary A.186 and Lemma A.187 it easily follows that RpA =
cRd ×[s,∞) and by lower semicontinuous regularization we obtain R bpA = cRd ×(s,∞) .
Hence A is totally thin. On the other hand, if s ≥ 0 is a supercaloric function such that
s = ∞ on A, then the minimum principle (Lemma A.187) applied to the truncations
of s implies that s = ∞ also on Rd × (s, ∞). However, any supercaloric function is
finite on a dense set, which is a contradiction. Thus A is not polar.

Proposition A.219. If p ∈ P and A ⊂ Y , then the set {x ∈ Y : R

bA (x) 6= RA (x)} is
p p
semipolar.

Proof. See [66], Proposition VI.5.11.

Definition A.220 (Essential base). The essential base β(A) of a set A ⊂ Y is defined
as the intersection of all finely closed sets E such that A \ E is semipolar. By [66],
Proposition VI.6.1, the set β(A) itself is also finely closed and A \ β(A) is semipolar.
Note that by Theorem A.215 above, the operator β simply coincides with the base
operator b in potential theory of the Laplace equation.

Proposition A.221. Let A, B be subsets of Y . Then

β(A) ⊂ b(A), β(A ∪ B) = β(A) ∪ β(B) and β(β(A)) = b(β(A)) = β(A).

 A.8 Axiomatic potential theory 667

Proof. See [66], Proposition VI.6.1, Corollary VI.6.2.

Remark A.222. Similarly as in Remark A.204 we observe that the concept of essen-
tial base is local.

Proposition A.223. If A is finely closed, then

[
β(A) = M : M ⊂ A ∪ b(A) and M ⊂ b(M ) .

Proof. See [66], Corollary VI.6.6.

Lemma A.224. Let U ⊂ Y be relatively compact and W := (β(U c ))c . Then U is

finely dense in W .

Proof. By the definition of the essential base, W is finely open and W \U is semipolar.
If V ⊂ W is nonempty and finely open, then by Theorem A.213, V ∩ U 6= ∅. Hence
U is finely dense in W .

Definition A.225 (Essential balayage). For u ∈ S + (Y ) we define the essential bal-

ayage of u on A as

BuA := inf v ∈ S + (Y ) : v ≥ u on A except for a semipolar set .



bpβ(A) .
Proposition A.226. Let A ⊂ Y and p ∈ P. Then BpA = R

Proof. See [66], Proposition VI.6.7.

Proposition A.227. Let A ⊂ Y be analytic and p ∈ P. Then

BpA = sup{BpK : Kcompact, K ⊂ A}.

Proof. See [66], Theorem VI.6.8.

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List of symbols

Basic notation
cA characteristic function of A; p. vii
A4B symmetric difference of A and B; p. viii
Ac complement of a set A; p. viii
f ∧ g, f ∨ g pointwise infimum and supremum of functions f, g;
p. viii
f + , f − , |f | positive part, negative part, and absolute value of a
function f ; p. viii
f |A restriction of a function f to a set A; p. viii
F b, F + bounded and positive functions from F; p. viii
ω0 , ω1 the first infinite and uncountable ordinal; p. viii
Z,N, Q, R, C set of integers, natural, rational, real and complex
numbers; p. vii
RRe z, Im z real and imaginary part of a complex number; p. vii
−
RA f (y) dy integral mean value; p. viii
S(x,r) f (y) dS(y) surface integral; p. viii
∇ gradient; p. viii
W(H) min-stable cone generated by H; p. 55
N<N finite sequences of natural numbers; p. 638
σ|n restriction of a sequence σ ∈ NN ; p. 638
|s| length of a sequence s ∈ N<N ; p. 638
oscF f (x) oscillation of a function; p. 641

Topology and measure theory

A, Int A, ∂A closure, interior and boundary of A; p. viii
dist(A, B) distance of sets A, B; p. viii
diam A diameter of A; p. viii
U (x, r), B(x, r), S(x, r) open ball, closed ball and sphere centered at x of
radius r; p. viii
G(X) sublattice of open sets; p. 142
U(K) universally measurable functions on K; p. 154
ϕ−1 (A), ϕ−1 (A) lower and upper preimage; p. 389
dH Hausdorff metric; p. 343
µ?ν convolution of measures on a discrete abelian
group; p. 589
τX topology of the pointwise convergence; p. 616
696 List of symbols

(Ki , pij )i,j∈I inverse system of compact spaces; p. 616

lim(Ki , pij )i,j∈I , lim Ki inverse limit of compact spaces; p. 616
← ←
βX Čech–Stone compactification of X; p. 618
fb lower semicontinuous regularization of f ; p. 621
(X, Σ, µ) measure space; p. 624
µ|A restriction of a measure; p. 624
µ+ , µ− , |µ| positive part, negative part and variation of a mea-
sure; p. 625
µ∗ , µ∗ inner and outer measure; p. 625
ν  µ, ν ⊥ µ absolutely continuous and singular measures;
R∗ R p. 625
, ∗ upper and lower integral; p. 626
εx Dirac measure at x; p. 626
spt µ support of measure; p. 629
M(X), M+ (X), M1 (X) signed, positive, and probability Radon measures;
p. 629
ϕ
N] , ϕ] µ image of measure; p. 632
i∈I µi Radon product measure; p. 633
((Ki , Σi , µi )i∈I , (pij )i,j∈I ), inverse system of measures; p. 635
(µi , pij )i,j∈I
lim((Ki , Σi , µi )i∈I , (pij )i,j∈I ), inverse limit of measures; p. 635
←
lim µi
←
T , f 7→ T f , µ → T µ, kernel mappings; p. 636
x 7→ Tx

Functional analysis
span A, co A, co A linear span, convex and closed convex hull of A;
p. viii
ker T kernel of an operator T ; p. viii
UE , BE , SE open unit ball, closed unit ball and unit sphere of
E; p. viii
E/F quotient space; p. viii
E⊕F sum of normed linear spaces; p. viii
E∗ dual space of E; p. viii
(x, y) scalar product in a Hilbert space; p. viii
aff A affine hull of A; p. 5
H⊥⊥ double annihilator of H in (M(K))∗ ; p. 154
coσ (A) σ-convex hull of A; p. 78
f f g, f g g infimum and supremum of {f, g} in an ordered
space; p. 200
 List of symbols 697

I-env(A) I-envelope of A; p. 313

A⊥ , A⊥ annihilator of A; p. 609
E+ positive cone of an ordered vector space E; p. 610
x ∧ y, x ∨ y infimum and supremum of {x, y} in an ordered
vector space; p. 612
x+ , x− , |x| positive part, negative part and absolute value of x
in an ordered vector space; p. 612

Spaces
c0 space of sequences converging to 0; p. viii
C(X), C b (X) space of continuous and bounded continuous func-
tions on X; p. viii
`p space of p-summable sequences; p. viii
Lp (µ) space of p-integrable functions; p. viii
C n (U ), C n , C ∞ (U ), C ∞ space of n-times continuously differentiable func-
tions on U or infinitely differentiable functions on
U ; p. viii
H(U ) continuous functions on U harmonic on U ; p. 53
`∞
n Rn with the maximum norm; p. 446
H0 (U ), S0 (U ) functions continuous on U that are harmonically or
superharmonically extendable on U ; p. 504
H(U ), S(U ) function spaces on a general set U ; p. 504
T (U ) typically real functions on U ; p. 575
P(U ) holomorphic functions with positive real part;
p. 579
CM completely monotonic function; p. 586
C c (X) continuous functions with compact support; p. 627
C 0 (X) continuous functions vanishing at infinity; p. 627
1,2
W 1,2 (U ), Wloc (U ) Sobolev and local Sobolev space on U ; p. 647
C∞c infinitely differentiable functions with compact
support; p. 647

Borel sets and functions

Σα (F), Πα (F), ∆α (F) sets of abstract additive, multiplicative and ambigu-
ous class α; p. 136
Φα mappings of abstract Baire class α; p. 138
Bas(X), Bos(X) algebras generated by zero and closed sets; p. 143
Σα (Bas(X)), sets of additive and multiplicative Baire class α;
Πα (Bas(X)) p. 143
Σα (Bos(X)), sets of additive and multiplicative Borel class α;
Πα (Bos(X)) p. 143
698 List of symbols

Bafα (X, Y ), Baire and Borel measurable mappings of class α;

Bofα (X, Y ) p. 146
B α (X, Y ), B α (X) mappings and functions of Baire class α; p. 147
Σα0 (X), Πα0 (X) Borel sets of additive and multiplicative class α in
a metrizable space X; p. 639

Function spaces
Kor P Korovkin closure; p. 2
Mx (H) measures H-representing x; p. 54
ChH (K) Choquet boundary for a function space H; p. 54
expH (K) H-exposed points; p. 55
A(H), Ac (H) H-affine and H-affine continuous functions; p. 55
Kc (H), Kusc (H), Klsc (H) continuous, upper semicontinuous and lower semi-
continuous H-convex functions; p. 55
S c (H), S usc (H), S lsc (H) continuous, upper semicontinuous and lower semi-
continuous H-concave functions; p. 55
Qµ,F , Qµ sublinear functional; p. 57
Ff ∗ , f ∗ , Ff , f upper and lower envelopes of f ; p. 57
∗ ∗
≺H , ≺ Choquet ordering given by a function space H;
p. 58
M(H) H-representing measures; p. 66
r : M(H) → K H-barycenter mapping; p. 67
Mmax (H), Mbnd (H) H-maximal and H-boundary measures; p. 73
Bµ Bauer functional; p. 95
l Bishop–de Leeuw preordering; p. 103
S(H) state space of H; p. 120
φ : K → S(H) evaluation mapping; p. 120
Φ : H → Ac (S(H)) embedding of H; p. 120
Hα,b functions of H-affine class α; p. 154
δx unique maximal measure representing x; p. 169
ChH (K)f ∗,α , ChH (K)f envelopes defined by non-continuous functions;
∗,α
p. 182
HT function space associated to a Markov projection
T ; p. 188
µTx representing measure associated to a Markov pro-
jection T ; p. 188
coH A closed H-convex hull of A; p. 247
Fx (H) union of supports of measures representing x;
p. 251
H2⊥ measures in H⊥ of norm less or equal than 2; p. 259
τM topology generated by M-extremal sets; p. 275
 List of symbols 699

σext , σmax topology on ChH (K) generated by H-extremal and

H-maximally extremal sets; p. 276
τext , τmax topology on K generated by H-extremal and H-
maximally extremal sets; p. 284
σfac facial topology; p. 297
Z(H)
J N center of H; p. 300
i∈I Hi , i∈I Hi algebraic tensor product and multiaffine product of
function spaces; p. 420
πJy (f ) function determined by y; p. 420
π J (f ), πj (f ) function determined by coordinates from J; p. 420
N n
i=1 fi product of functions; p. 420
HJ functions depending on coordinates from J; p. 421
Hf functions depending on finitely many coordinates;
p. 421
πJ (H) function space determined by J; p. 421
lim((Ki , Hi ), pij )i,j∈I inverse limit of function spaces; p. 442
←−

Function cones
Mx (S) measures S-representing x; p. 217
ChS (K) Choquet boundary for a function cone S; p. 217
expS (K) S-exposed points; p. 217
A(S), Ac (S) S-affine and continuous S-affine functions; p. 217
Kc (S), Kusc (S), Klsc (S) continuous, upper semicontinuous and lower semi-
continuous S-convex functions; p. 217
S c (S), S usc (S), S lsc (S) continuous, upper semicontinuous and lower semi-
continuous S-concave functions; p. 217
≺S , ≺ Choquet ordering given by a function cone S;
p. 217
Mmax (S), Mbnd (S) S-maximal and S-boundary measures; p. 217

Convex sets
ext A extreme points of A; p. 7
Ac (X) affine continuous functions on X; p. 12
r(µ) barycenter of measure µ; p. 12
Mx (Ac (X)), Mx (X) measures representing x; p. 13
r : M1 (X) → X barycenter mapping; p. 14
exp X exposed points of X; p. 20
far X farthest points of X; p. 21
face A face generated by A; p. 27
face x face generated by x; p. 27
700 List of symbols

A(X), Ab (X) affine and affine bounded functions; p. 108

S(X) concave functions; p. 108
Sc (X), Susc (X), Slsc (X) continuous, upper semicontinuous and lower semi-
continuous concave functions; p. 108
Kc (X), Kusc (X), Klsc (X) continuous, upper semicontinuous and lower semi-
continuous convex functions; p. 108
K(X) convex functions; p. 108
Mmax (X), Mbnd (X) maximal and boundary measures; p. 108
Abar (X) strongly affine functions; p. 109
µ convex inner measure; p. 113
Aα (X) functions of affine class α; p. 155
Aodd (X) odd functions; p. 155
ext Xf ∗,C , ext Xf envelopes defined by class C; p. 184
∗,C
Lc (X) continuous affine isotone functions; p. 232
Xmax maximal elements of X; p. 233
fe monotone envelope of f ; p. 234
F0 complementary set; p. 247
lim(Xi , pij )i,j∈I , lim Xi inverse limit of compact convex sets; p. 442
←−
N ←
i∈I Xi tensor product of compact convex sets; p. 478

Potential theory
c
µUx , µx abbreviations for εUx ; p. 492
Hf solution of the Dirichlet problem; p. 492
∂ reg U , ∂ irr U regular and irregular points of U ; p. 493
∂ess U essentially regular boundary points of U ; p. 494
Df essential solution of the Dirichlet problem; p. 494
Hf, Hf upper and lower solution; p. 517
U (f ) upper functions to f ; p. 517
R(U ) resolutive functions; p. 518
H +−H + harmonic lattice; p. 538
∆ Laplace operator; p. 645
H (U ) harmonic functions on U ; p. 645
Px,r Poisson kernel; p. 645
N logarithmic or Newtonian kernel; p. 646
Nµ logarithmic or Newtonian potential of a measure µ;
p. 646
∩ heat operator; p. 649
(Y, H ) harmonic structure; p. 652
∗
H (U ), S (U ) hyperharmonic and superharmonic functions on U ;
p. 652
 List of symbols 701

µVx harmonic measure; p. 655

sV Poisson modification; p. 655
P continuous potentials; p. 656
G(x, y) Green function; p. 658
Gµ Green potential; p. 658
RuA reduced function; p. 661
buA
R balayage of a function; p. 661
εA
x balayage of εx ; p. 661
b(A) base of a set A; p. 663
β(A) essential base of a set A; p. 666
BuA essential balayage; p. 667
Index

0–1 law, 325 extremal set, 56, 246

C- maximal measure, 73
resolutive function, 523 representing measure, 54
solution, 523 strongly universally measurable
CE-function space, 376, 383 function, 288
Fσ L∞ -space, 451
face, 23 M-extremal set, 274
set, 619 P-admissible sequence, 3, 64
Gδ
T -invariant measure, 598
face, 23
S-
set, 619
affine function, 217
H-set, 640
boundary measure, 217
I-envelope, 314
K- concave function, 217
analytic set, 638 convex function, 217
countably determined set, 364, exposed point, 217
638 extremal set, 222
L1 -predual, 178, 453 maximal measure, 217
M -set, 255, 258, 266, 267, 298 representing measure, 217
P -set, 253, 266–268 `1 , 334, 335, 338, 396, 412
Q-invariant function, 324 `2 , 20, 455
Ac (H)-exposed `∞ , 327, 447
point, 180–182, 206, 270 µ-
set, 266, 267 dilation, 88
F-measurable function, 135 invariant
H- function, 598
affine function, 55
set, 598
barycenter mapping, 67
σ-
boundary measure, 73
compact space, 615
concave function, 55
convex hull, 78
convex
closed hull, 247 finite measure, 625
set, 247 ideal, 665
convex function, 55 σext -topology, 284
exposed σfac -topology, 298
point, 55, 206 σmax -topology, 284
set, 257, 267, 269 τext -topology, 284
exposing function, 55 τmax -topology, 284
704 Index

c- B
resolutive function, 523 Baire
solution, 523 function, 147, 154, 398
c0 , 414, 416 mapping, 147
n-simplex, 5, 43, 205 measurable
function, 146, 620
A mapping, 146, 620
absolutely continuous measure, 625 property, 624
abstract property in the restricted sense,
Baire classes of mappings, 138 331, 333, 624
Borel classes, 136
set, 143, 620
Dirichlet problem, 550
space, 358, 623
additive
Baire-one function, 128, 147, 164,
Baire class, 143
369, 643
Borel class, 143
balayage
admissible
essential, 667
basis of `∞
n , 447
of a Dirac measure, 661
positive, 447
of a function, 661
mapping, 440
Banach–Alaoglu, 609
affine
Banach–Dieudonné, 127, 610
combination, 5
function, 10, 108 Banach–Mazur distance, 451
hull, 5 Banach–Stone, 323
mapping, 389 barrier, 496
subspace, 5 barycenter, 12, 17
codimension, 5 mapping, 14
dimension, 5 barycentric formula, 12, 55, 110, 116,
affinely 126, 338
independent, 5 base, 664
perfect class, 150, 185, 307, 470, essential, 666
476 Bauer, 18, 61, 63
algebra, 135, 300, 595, 604, 617 functional, 95
algebraic tensor product, 420 harmonic space, 653
analytic simplex, 185, 203, 209, 210, 358,
set, 638 371, 379, 602
simplicial space, 192 simplicial space, 185, 383
angelic space, 317 Bishop–de Leeuw, 83, 103
annihilator, 609 preordering, 103
antilattice, 200 Bishop–Phelps, 610
Archimedean set, 257, 258, 269 Borel
arcwise connected set, 464 function, 620
Arzelà–Ascoli, 617 mapping, 620
 Index 705

measurable multiplicative, 143, 639

function, 146, 620 perfect, 149
mapping, 146, 620 clopen set, 163
set, 143, 620 coanalytic set, 638
Borsuk–Dugundji, 398 comeager set, 324, 624
boundary, 79 complementary set, 244, 247, 320,
Choquet, 54, 217 379
measure, 73, 108, 217 completely
parabolic, 651 monotonic function, 586
Shilov, 311 regular space, 615
bounded set, 608 completion of measure space, 290,
Brelot–Cartan, 664 624
complex measure, 625
C concave function, 10, 108, 567
caloric function, 649 condition
Cantor set, 323, 396 (M), 252
Carathéodory, 6, 8 (P), 252
Čech–Stone compactification, 160, Haydon, 113
162, 412, 618 continuous measure, 629
center, 300 controlled convergence, 523
character, 590 convex, 5
Choquet, 19, 69, 119 cone, 608
boundary, 54, 217 proper, 608
ordering, 59, 217 function, 10, 108, 335, 564
set, 250, 258, 266, 394 hull, 5
simplex, 169, 198, 266, 267, 271, inner measure, 114
272, 323, 381, 413, 416, 553, convolution, 589
566, 572, 573 Cornea, 528
class countably additive function, 325
H-affine, 154, 398, 412 cozero set, 142, 619
abstract
additive, 136 D
ambiguous, 136 Daugavet
multiplicative, 136 property, 197
affine, 155, 412, 413 space, 197
affinely perfect, 150, 185, 307, Dedekind complete vector lattice, 538
470, 476 determined set, 638
Baire dilation, 88, 173
additive, 143 Dirac measure, 626
multiplicative, 143 Dirichlet
Borel integral, 649
additive, 143, 639 problem, 492, 645, 649, 652
706 Index

abstract, 171 exposed

for a single function, 182 point, 21, 43–45
generalized, 494 set, 200, 267
weak, 180, 398 exposing function, 21
discrete measure, 628 extended Keldysh operator, 539
disintegration theorem, 637 extender, 395
distinguishable set, 338 extremal set, 10, 26
Doob’s convergence property, 652, extreme point, 7
653
doubly stochastic matrix, 572 F
Douglas, 238 face, 10, 267
down-directed family Fσ , 23
of functions, 619 Gδ , 23
of sets, 619 generated by a point, 27
Dugundji, 397 parallel, 245, 246, 267, 270, 321
Dynkin system, 626 split, 245, 267, 271, 320
facial topology, 298
E Fakhoury, 203
Edwards, 170 farthest point, 21
envelope Fejér, 99
I, 314 filter, 327
continuous, 376, 383 fine topology, 663
defined by non-continuous finely regular set, 532
functions, 182 finite binary intersection property, 177
lower, 58, 218 finitely additive function, 325
monotone, 235 formula
upper, 58, 218 barycentric, 110, 116, 126, 338
equation superbarycentric, 110
heat, 649 Fréchet space, 608
Kolmogorov, 654 fragmented function, 118, 148, 368,
Laplace, 645 642
equivalent to `1 -basis, 335 free ultrafilter, 327
ergodic measure, 599 Fubini, 633
ESP property, 211, 212 function
essential C-resolutive, 523
balayage, 667 Q-invariant, 324
base, 666 F-measurable, 135
solution, 494 H-
essentially regular point, 494 affine, 55
Evans, 501 concave, 55
Evans–Vasilesco, 659 convex, 55
exhaustion, 530 exposing, 55
 Index 707

strongly universally of perfect class, 149

measurable, 288 of the first Baire class, 147, 164,
S- 369, 643
affine, 217 positive definite, 589
concave, 217 reduced, 661
convex, 217 resolutive, 518, 550
µ-invariant, 598 semicontinuous
µ-measurable, 625 lower, 148, 621
c-resolutive, 523 upper, 621
affine, 10, 108 strictly H-convex, 67
Baire, 146, 147, 154, 182, 398, strongly
620 affine, 110, 116, 126, 242, 338
Baire-one, 128, 147, 164, 369, universally measurable, 288
643 subharmonic, 653
Borel, 146, 335, 620 supercaloric, 660
caloric, 649 superharmonic, 652
completely monotonic, 586 test, 3
concave, 10, 108, 567 typically real holomorphic, 575
convex, 10, 108, 335, 564 universally measurable, 327, 338,
countably additive, 325 627
depending on finitely many upper, 518
coordinates, 421 vanishing at infinity, 627
exposing, 21 weakly harmonic, 647
finely hyperharmonic, 554 with
finitely additive, 325 the Baire property, 154, 624
fragmented, 118, 148, 368, 642 the Baire property in the
fundamental harmonic, 646 restricted sense, 154, 624
Green, 658 the point of continuity
harmonic, 645, 652 property, 148, 642
harmonically extendable, 504 function cone, 216
holomorphic with positive real min-stable, 216
part, 580 simplicial, 227
hyperharmonic, 652 function space, 53
hypoharmonic, 653 CE, 376, 383
Keldysh, 540 inverse limit, 442
lower, 518 product, 420
odd, 155 restricted, 204
of H-affine class, 154, 398, 412 simplicial, 169, 266
of affine class, 155, 412, 413 analytic, 192
of affinely perfect class, 150, 185, Bauer, 185, 383
307, 470, 476 Lion, 192
708 Index

Markov, 189, 267, 299 support, 6

prime, 201, 303 hypoharmonic function, 653
with boundary of type Fσ , 192
with Lindelöf boundary, 190 I
Stacey, 174 image of measure, 632
weakly simplicial, 169 infimum, 612
functionally inner measure, 625
closed set, 142, 619 inverse
open set, 142, 619 limit, 442
fundamental harmonic function, 646 of compact convex sets, 442
of compact spaces, 616
G of function spaces, 442
Goldstine, 126, 609 of inverse system of measures,
Green 635
function, 658 sequence, 442
potential, 658 system
Greenian set, 654 of compact convex sets, 442
of compact spaces, 616
H of function spaces, 442
Hahn–Banach, 249, 608 of measures, 635
harmonic irregular point, 493
function, 645, 652
measure, 551, 655 J
space, 653 James, 316
structure, 652
harmonically extendable function, 504 K
Harnack, 651, 657 Keldysh
Hausdorff metric, 343 extended operator, 539
Haydon condition, 113 function, 540
heat equation, 649 operator, 537
Helly, 41 set, 542
hereditarily Baire space, 623 Kellogg, 665
hereditary upwards set, 233 kernel, 88, 173, 230, 636
holomorphic function with positive logarithmic, 646
real part, 580 Newtonian, 646
hull Poisson, 645
σ-convex, 78 Kolmogorov equation, 654
affine, 5 Korovkin, 64
closed H-convex, 247 closure, 3, 64, 98
convex, 5 theorem, 1
hyperharmonic function, 652 Krein–Milman, 11, 248
hyperplane, 5 Kuratowski–Ryll-Nardzewski, 165
 Index 709

L Borel, 146, 620

Laplace equation, 645 measurable, 146, 620
lattice, 186, 193, 195, 198, 209, 300, measurable, 402
538, 595, 604, 612, 617 multivalued, 637
Lazar, 389 of abstract Baire class, 138
Lebesgue, 630 open, 356, 358, 370, 376, 457
spine, 498 perfect, 618
Lebesgue–Hausdorff, 147 semicontinuous, 389
lemma lower, 389
Goldstine, 126, 609 upper, 389, 637
reduction, 404 semimeasurable
Simons, 80 lower, 402
Urysohn, 616 upper, 402
Lindelöf space, 615 universally measurable, 627
Lion simplicial space, 192 usco, 638
locally compact space, 615 Markov
locally convex space, 608 operator, 54, 188
ordered, 614 projection, 188
logarithmic simplicial function space, 189,
kernel, 646 267, 299
potential, 646 matrix
lower doubly stochastic, 572
envelope, 58, 218
permutation, 572
function, 518
maximal measure, 73, 108, 217
integral, 626
Mazur, 609
semicontinuous
McDonald, 211
function, 148, 621
meager set, 97, 154, 624
mapping, 389
mean value property, 657
regularization, 622
measurable mapping, 402
semimeasurable mapping, 402
measure
solution, 518
H-
Lusin, 628
boundary, 73
Lusin–Menshov, 532
maximal, 73
M representing, 54
mapping T -invariant, 598
H-barycenter, 67 S-
µ-measurable, 625 boundary, 217
admissible, 440 maximal, 217
affine, 389 representing, 217
Baire, 146, 147 σ-finite, 625
measurable, 146, 620 absolutely continuous, 625
710 Index

boundary, 73, 108, 217 Minkowski, 8

carried by a set, 624 Mokobodzki, 73, 119, 131
complete, 624 molecular measure, 629
completion, 290, 624 monotone envelope, 235
complex, 625 multiaffine product, 420
continuous, 629 multiplicative
convex inner, 114 Baire class, 143
convex set, 30, 31, 48 Borel class, 143
Dirac, 626 multivalued mapping, 637
discrete, 628
ergodic, 599 N
extremal set, 36, 241 natural ordering, 614
finite, 624 negligible set, 521
harmonic, 551, 655 network, 338
image, 632 Newtonian
inner, 625 kernel, 646
inner regular with respect to potential, 646
compact sets, 627 nonatomic measure, 593
maximal, 73, 108, 217 normal space, 159, 160, 616
molecular, 629
O
negative part, 625
odd function, 155
nonatomic, 593
open mapping, 356, 358, 370, 376,
outer, 625 457
positive part, 625 ordered
Radon, 626 Banach space, 614
product, 633 compact convex set, 232
representing, 13, 17 locally convex space, 614
signed, 625 normed linear space, 614
simplicial, 238 set of measures, 233, 259
singular, 625 vector space, 611
space, 624 ordering
Radon, 626 Choquet, 59, 217
support, 629 natural, 614
variation, 625 oscillation, 642
metrizable space, 615 outer measure, 625
Michael, 397
Milman, 20, 249 P
minimum principle, 57, 84, 119, 550, parabolic boundary, 651
646, 651, 654, 660 parallel face, 245, 246, 267, 270, 321
strict, 84 partition of unity, 428
strong, 646, 650 peaked, 428
 Index 711

peaked partition of unity, 428 of function spaces, 420

perfect projection
class, 149 Markov, 188
mapping, 618 proper convex cone, 608
set, 162, 616 property
perfectly meager set, 154 Baire, 624
permutation matrix, 572 Baire in the restricted sense, 331,
point 333, 624
Ac (H)-exposed, 180–182, 206, Daugavet, 197
270 Doob’s convergence, 652, 653
H-exposed, 55, 206 ESP, 211, 212
S-exposed, 217 finite binary intersection, 177
essentially regular, 494 Kellogg, 665
exposed, 21, 43–45 Lusin–Menshov, 532
extreme, 7 mean value, 657
farthest, 21 Riesz decomposition, 177, 611
irregular, 493 Riesz interpolation, 176, 611
regular, 493 Riesz refinement, 611
semiregular, 547 Schur, 470
stable, 54, 493 weak Riesz interpolation, 176,
weak peak, 270–272 206
Poisson
integral, 645 R
kernel, 645 Radon, 40
modification, 655 measure, 626
polar set, 665 measure space, 626
Polish space, 360, 615 product measure, 633
positive reduced function, 661
cone, 611 reduction lemma, 404
definite function, 589 regular
functional, 614 embedding, 199
potential, 656, 658 point, 493
Green, 658 sequence, 496
Poulsen simplex, 271, 462, 602 set, 652
prime relatively
set, 200 H-exposed set, 257, 258, 269
simplex, 201 countably compact space, 317
simplicial function space, 201, exposed set, 200
303 representative, 647
product representing measure, 13, 17
multiaffine, 420 residual set, 624
712 Index

resolutive H-
function, 518, 550 convex, 247
set, 551 exposed, 257, 267, 269
resolvable set, 640 extremal, 56, 246
restricted function space, 204 M-extremal, 274
retract, 395 S-extremal, 222
retraction, 395 µ-invariant, 598
Riesz, 176, 177, 611, 659 analytic, 638
decomposition property, 177, 611 Archimedean, 257, 258, 269
decomposition theorem, 659 arcwise connected, 464
interpolation property, 176, 611 Baire, 143, 620
refinement property, 611 Borel, 143, 620
representation theorem, 627, 628 bounded, 608
weak interpolation property, 176, Cantor, 323, 396
206 Choquet, 250, 258, 266, 394
Riesz–Herglotz, 574 clopen, 163
Rosenthal, 100 coanalytic, 638
comeager, 324, 624
S complementary, 244, 247, 320,
saturated 379
family, 655 cozero, 142, 619
set, 115 determined, 638
scattered space, 162, 164 distinguishable, 338
Schur, 610 exposed, 200, 267
property, 470 extremal, 10, 26
semicontinuous finely regular, 532
function, 621 functionally
mapping, 389 closed, 142, 619
semiextremal set, 307 open, 142, 619
semipolar set, 665 Greenian, 654
semiregular hereditary upwards, 233
point, 547 Keldysh, 542
sequence, 547 meager, 97, 154, 624
separation theorem, 639 measure
set convex, 30, 31, 48
Fσ , 619 extremal, 36, 241
Gδ , 619 negligible, 521
K- of abstract
analytic, 638 additive class, 136
countably determined, 364, 638 ambiguous class, 136
c
A (H)-exposed, 266, 267 multiplicative class, 136
 Index 713

ordered compact convex, 232 simplicial

perfect, 162, 616 function cone, 227
perfectly meager, 154 function space, 169, 190, 192,
polar, 665 266
prime, 200 measure, 238
regular, 652 singular measure, 625
relatively Sobolev space, 647
H-exposed, 257, 258, 269 solution
exposed, 200 lower, 518
residual, 624 of the Dirichlet problem, 492
resolutive, 551 upper, 518
resolvable, 640 Wiener, 530
saturated, 115 Souslin operation, 638
semiextremal, 307 space
semipolar, 665 L∞ , 451
Shilov, 311 σ-compact, 615
stable compact convex, 370 angelic, 317
tail, 324 Baire, 358, 623
thin, 664 Bauer harmonic, 653
totally thin, 665 completely regular, 615
universally measurable, 627 Daugavet, 197
up-directed by a relation, 616 Fréchet, 608
with the Baire property, 624 harmonic, 653
zero, 142, 619 hereditarily Baire, 623
Shilov Lindelöf, 615
boundary, 311 locally compact, 615
set, 311 locally convex, 608
signed measure, 625 measure, 624
Simons, 79, 80, 102 metrizable, 615
inequality, 79, 102, 103 normal, 159, 160, 616
lemma, 80 ordered, 611
simplex, 169, 205, 266, 267, 271, 272, Banach, 614
323, 381, 413, 416, 553, 566, normed linear, 614
572, 573 Polish, 360, 615
Bauer, 185, 203, 209, 210, 358, relatively countably compact, 317
371, 379, 602 scattered, 162, 164
Choquet, 169, 198, 266, 267, Sobolev, 647
271, 272, 323, 381, 413, 416, state, 120
566, 572, 573 strong Baire, 623
Poulsen, 271, 462, 602 Tychonoff, 615
prime, 201 split face, 245, 267, 271, 320
714 Index

stable Bauer’s characterization

compact convex set, 370 of ext X, 18
point, 54, 493 of the Choquet boundary, 61
Stacey function space, 174 Bishop–de Leeuw, 83
state space, 120 Bishop–Phelps, 610
Stone–Weierstrass, 354, 595–597, 617 Borsuk–Dugundji, 398
strict minimum principle, 84 Brelot–Cartan, 664
strictly Choquet, 69, 119
H-convex function, 67 Cornea, 528
convex function, 129 disintegration, 637
strong Douglas, 238
Baire space, 623 Dugundji, 397
minimum principle, 646, 650 Edwards, 170
strongly Evans–Vasilesco, 659
affine function, 110, 116, 126, Fakhoury, 203
242, 338 Fejér, 99
linearly independent, 328, 379 Fubini, 633
universally measurable function, Hahn–Banach, 608
288 Hahn–Banach type, 249
subharmonic function, 653 Helly, 41
sublattice, 135 Integral representation, 14
superbarycentric formula, 110
James, 316
supercaloric function, 660
Krein–Milman, 11
superharmonic function, 652
Krein–Milman type, 248
support
Kuratowski–Ryll-Nardzewski,
hyperplane, 6
165
of measure, 629
Lazar, 389
supremum, 612
Lebesgue, 630
T Lebesgue–Hausdorff, 147
tail set, 324 Lusin, 628
tensor product Mazur, 609
algebraic, 420 Michael, 397
of compact convex set, 478 Milman, 20
test function, 3 Milman type, 249
theorem Minkowski, 6, 8
0–1 law, 325 Minkowski–Carathéodory, 8
Arzelà–Ascoli, 617 Mokobodzki, 73, 119
Banach–Alaoglu, 609 Radon, 40
Banach–Dieudonné, 127, 610 Riesz decomposition, 659
Banach–Stone, 323 Riesz representation, 627, 628
Bauer, 63 Riesz–Herglotz, 574
 Index 715

Schur, 610 integral, 626

separation, 639 semicontinuous
Stone–Weierstrass, 595–597, 617 function, 621
Stone–Weierstrass for simplicial mapping, 389, 637
spaces, 354 semimeasurable mapping, 402
Tietze, 616 solution, 518
thin set, 664 Urysohn, 616
Tietze, 616 usco mapping, 638
topology
σext , 284 V
σfac , 298 variation of measure, 625
σmax , 284 vector lattice, 612
τM , 275 Dedekind complete, 538
τext , 284 Vietoris topology, 343
τmax , 284
W
facial, 298
weak
fine, 663
Dirichlet problem, 180, 398
generated by M-extremal sets,
peak point, 270–272
275
Riesz interpolation property, 176,
generated by envelopes, 237, 261
206
of pointwise convergence, 616
weakly harmonic function, 647
Vietoris, 343
weakly simplicial function space, 169
totally thin set, 665
Weierstrass, 1
Tychonoff space, 615
Wiener solution, 530
typically real holomorphic function,
575 Z
zero set, 142, 619
U
ultrafilter, 327
free, 327
universally measurable
function, 327, 338, 627
mapping, 627
set, 627
up-directed
family
of functions, 619
of sets, 619
set by a relation, 616
upper
envelope, 58, 218
function, 518