Tag: Riesz Representation Theorem

Representation of a linear functional

On By hpdungIn Analysis and Optimization, Reading-writingLeave a comment

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.

Riesz Representation Theorem – 1

On By hpdungIn Analysis and Optimization, Reading-writingLeave a comment

This paragraph we follow the book of Rudin [1]. On linear functionals, there is special relationship between integration and linear functionals. In {L^1(\mu)}, a vector space, for any positive measure {\mu}, the mapping

\displaystyle f \mapsto \int_X f d\mu.

example, let {C([0,1])} be the set of all continuous functions on the unit interval {I = [0,1]}. Then

\displaystyle \Lambda f = \int_0^1 f(x)dx \quad \ (f \in C([0,1])),

has two properties:

  • {\Lambda(f + g) = \int_0^1[f(x) + g(x)]dx = \int_0^1f(x)dx + \int_0^1g(x)dx = \Lambda(f) + \Lambda(g)}.
  • {\Lambda(c.f) =\int_0^1cf(x)dx = c\int_0^1f(x)dx= c.\Lambda(f)}.

so it is a linear functional on {C([0,1])}. Moreover, this is a positive linear functional: if {f \ge 0} then {\Lambda(f) \ge 0}.

Consider a segment {(a,b) \subset I} and the class of all {f \in C(I)} with {0 \le f(x) \le 1, \forall x \in I} and {f(x) = 0, \forall x \notin (a,b)} or support of {f} is {(a,b) \subset I}. So we get {\Lambda(f) = \int_a^b f(x)dx \le \int_a^bdx = b-a}. It is important that the length of {(a,b)} related to the values of the functional {\Lambda}.

There is an important theorem of F. Riesz, this illustrates to above event

Theorem 1 (F. Riesz) Let X be a closed subset of \mathbb{R}. Then every positive linear functional {\Lambda} on {C(X)} there corresponds a finite positive Borel measure {\mu} on {X} such that

\displaystyle \Lambda(f) = \int_X fd\mu \quad \ (f \in C(X)).

References

[1] W. Rudin, Real and Complex analysis, Mc.Graw-Hill, 1970.