M. Riesz extension theorem

The M. Riesz extension theorem is a theorem in mathematics, proved by Marcel Riesz ^[1] during his study of the problem of moments.^[2]

Formulation

Let E be a real vector space, F ⊂ E a vector subspace, and let K ⊂ E be a convex cone.

A linear functional φ: F → R is called K-positive, if it takes only non-negative values on the cone K:

\phi (x)\geq 0\quad {\text{for}}\quad x\in F\cap K.

A linear functional ψ: E → R is called a K-positive extension of φ, if it is identical to φ in the domain of φ, and also returns a value of at least 0 for all points in the cone K:

\psi |_{F}=\phi \quad {\text{and}}\quad \psi (x)\geq 0\quad {\text{for}}\quad x\in K.

In general, a K-positive linear functional on F cannot be extended to a $K$ -positive linear functional on E. Already in two dimensions one obtains a counterexample taking K to be the upper halfplane with the open negative x-axis removed. If F is the x-axis, then the positive functional φ(x, 0) = x can not be extended to a positive functional on the plane.

However, the extension exists under the additional assumption that for every y ∈ E there exists x∈F such that y − x ∈K; in other words, if E = K + F.

Proof

By transfinite induction it is sufficient to consider the case dim E/F = 1.

Choose y ∈ E\F. Set

\psi |_{F}=\phi ,\quad \psi (y)=\sup \left\{\phi (x)\,\mid \,x\in F,\,y-x\in K\right\},

and extend ψ to E by linearity. Let us show that ψ is K-positive.

Every point z in K is a positive linear multiple of either x + y or x − y for some x ∈ F. In the first case, z = a(y + x), therefore y− (−x) = z/a is in K with −x in F . Hence

\psi (y)\geq \psi (-x)=-\psi (x),

therefore ψ(z) ≥ 0. In the second case, z = a(x − y), therefore y = x − z/a. Let x₁ ∈ F be such that z₁ = y − x₁ ∈ K and ψ(x₁) ≥ ψ(y) − ε. Then

\psi (x)-\psi (x_{1})=\psi (x-x_{1})=\psi (z_{1}+z/a)=\phi (z_{1}+z/a)\geq 0~,

therefore ψ(z) ≥ −a ε. Since this is true for arbitrary ε > 0, we obtain ψ(z) ≥ 0.

Corollary: Krein's extension theorem

Let E be a real linear space, and let K ⊂ E be a convex cone. Let x ∈ E\(−K) be such that R x + K = E. Then there exists a K-positive linear functional φ: E → R such that φ(x) > 0.

Connection to the Hahn–Banach theorem

Main article: Hahn–Banach theorem

The Hahn–Banach theorem can be deduced from the M. Riesz extension theorem.

Let V be a linear space, and let N be a sublinear function on V. Let φ be a functional on a subspace U ⊂ V that is dominated by N:

\phi (x)\leq N(x),\quad x\in U.

The Hahn–Banach theorem asserts that φ can be extended to a linear functional on V that is dominated by N.

To derive this from the M. Riesz extension theorem, define a convex cone K ⊂ R×V by

K=\left\{(a,x)\,\mid \,N(x)\leq a\right\}.

Define a functional φ₁ on R×U by

\phi _{1}(a,x)=a-\phi (x).

One can see that φ₁ is K-positive, and that K + (R × U) = R × V. Therefore φ₁ can be extended to a K-positive functional ψ₁ on R×V. Then

\psi (x)=-\psi _{1}(0,x)

is the desired extension of φ. Indeed, if ψ(x) > N(x), we have: (N(x), x) ∈ K, whereas

\psi _{1}(N(x),x)=N(x)-\psi (x)<0,

leading to a contradiction.

Notes

References

Castillo, Reńe E. (2005), "A note on Krein's theorem" (PDF), Lecturas Matematicas, 26
Riesz, M. (1923), "Sur le problème des moments. III.", Arkiv för Matematik, Astronomi och Fysik (in French), 17 (16), JFM 49.0195.01
Akhiezer, N.I. (1965), The classical moment problem and some related questions in analysis, New York: Hafner Publishing Co., MR 0184042

Functional analysis

Set / subset types	Absolutely convex Absorbing Balanced Bounded Convex Radial Star-shaped Symmetric Linear cone (subset) Convex cone (subset)

TVS types	Banach Barrelled Bornological Brauner F-space Finite-dimensional Fréchet (tame) Hilbert LF-space Locally convex Mackey Montel Nuclear Normed (norm) Quasinormed Reflexive Riesz Smith Stereotype Webbed Topological tensor product (of Hilbert spaces)

Mapping topologies	Dual Dual space Operator Ultraweak Weak (operator) Mackey Strong (polar operator) Ultrastrong Uniform convergence

Linear operators	Adjoint Bilinear (form) Bounded / Unbounded Closed Continuous / Discontinuous Compact Fredholm Hilbert–Schmidt Functionals (positive) Normal Nuclear Self-adjoint Strictly singular Trace class Transpose Unitary

Set operations	Algebraic interior (core) Interior Minkowski addition Polar

Operator theory	Banach algebras C-algebras Spectrum (C-algebra radius) Spectral theory (of ODEs Spectral theorem) Polar decomposition Singular value decomposition

Theorems	Banach–Alaoglu Banach–Saks Banach–Mazur Bessel's inequality Cauchy–Schwarz inequality Closed range Closed graph Eberlein–Šmulian Freudenthal spectral Gelfand–Mazur Goldstine Hahn–Banach (hyperplane separation) Kakutani fixed-point Lomonosov's invariant subspace Mackey–Arens Mazur's lemma M. Riesz extension Open mapping Parseval's identity Schauder fixed-point

Analysis	Bochner space Differentiation in Fréchet spaces Derivatives (Fréchet Gâteaux functional holomorphic) Integrals (Bochner Dunford Gelfand–Pettis regulated weak) Functional calculus (Borel continuous holomorphic) Inverse function theorem (Nash–Moser theorem) Vector measure Weakly measurable function

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