Day: June 17, 2016

Posted in Analysis and Optimization, Reading-writing

Representation of a linear functional

Posted on by hpdung

We review results of Haviland and Riesz on the reperesentation of a linear functional.

Definition 1 Let {X} be a subset of {\mathbb{R}^n} and {C(X)} be algebra of continuous functions on {X}. A positive linear functional on {C(X)} is a linear functional {L} with {L(f) \ge 0} for all {f \in C(X)} such that {f(a) \ge 0, \forall a \in X}.

We recall Haviland’s result in \cite{Marshall2} (also see \cite{Ha1, Ha2}), with {\mathbb{R}[x_1, \dots, x_n]} denotes the ring of real multivariable polynomials:

Theorem 2 (Haviland) For a linear functional {L: \mathbb{R}[x_1, \dots, x_n]} and closed set {K} in {\mathbb{R}^n}, the following are equivalent:

  1. {L} comes from a Borel measure on {K}, i.e., {\exists} a Borel measure {\mu} on {K} such that, {\forall f \in \mathbb{R}[x_1, \dots, x_n], L(f) = \int f d\mu.}
  2. {L(f) \ge 0} holds for all {f \in \mathbb{R}[x_1, \dots, x_n]} such that {f \ge 0} on {K}.

In Haviland’s theorem, a positive linear functional extended from ring of real multivariable polynomials to larger subalgebra and this theorem can be derived as a consequence of the following Riesz Representation Theorem (see \cite[p. 77]{KS}):

Theorem 3 (Riesz Representation Theorem) Let {X} be a locally compact Hausdorff space and let {L: C_c(X) \rightarrow \mathbb{R}} be a positive linear functional. Then there exists a unique Borel measure {\mu} on {X} such that

\displaystyle L(f) = \int f d\mu, \forall f \in C_c(X).

{C_c(X)} is the algebra of continuous functions with compact support.