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Convex series

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In mathematics, particularly in functional analysis and convex analysis, a convex series is a series of the form i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} where x 1 , x 2 , {\displaystyle x_{1},x_{2},\ldots } are all elements of a topological vector space X {\displaystyle X} , and all r 1 , r 2 , {\displaystyle r_{1},r_{2},\ldots } are non-negative real numbers that sum to 1 {\displaystyle 1} (that is, such that i = 1 r i = 1 {\displaystyle \sum _{i=1}^{\infty }r_{i}=1} ).

Types of Convex series

Suppose that S {\displaystyle S} is a subset of X {\displaystyle X} and i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is a convex series in X . {\displaystyle X.}

  • If all x 1 , x 2 , {\displaystyle x_{1},x_{2},\ldots } belong to S {\displaystyle S} then the convex series i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is called a convex series with elements of S {\displaystyle S} .
  • If the set { x 1 , x 2 , } {\displaystyle \left\{x_{1},x_{2},\ldots \right\}} is a (von Neumann) bounded set then the series called a b-convex series.
  • The convex series i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is said to be a convergent series if the sequence of partial sums ( i = 1 n r i x i ) n = 1 {\displaystyle \left(\sum _{i=1}^{n}r_{i}x_{i}\right)_{n=1}^{\infty }} converges in X {\displaystyle X} to some element of X , {\displaystyle X,} which is called the sum of the convex series.
  • The convex series is called Cauchy if i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is a Cauchy series, which by definition means that the sequence of partial sums ( i = 1 n r i x i ) n = 1 {\displaystyle \left(\sum _{i=1}^{n}r_{i}x_{i}\right)_{n=1}^{\infty }} is a Cauchy sequence.

Types of subsets

Convex series allow for the definition of special types of subsets that are well-behaved and useful with very good stability properties.

If S {\displaystyle S} is a subset of a topological vector space X {\displaystyle X} then S {\displaystyle S} is said to be a:

  • cs-closed set if any convergent convex series with elements of S {\displaystyle S} has its (each) sum in S . {\displaystyle S.}
    • In this definition, X {\displaystyle X} is not required to be Hausdorff, in which case the sum may not be unique. In any such case we require that every sum belong to S . {\displaystyle S.}
  • lower cs-closed set or a lcs-closed set if there exists a Fréchet space Y {\displaystyle Y} such that S {\displaystyle S} is equal to the projection onto X {\displaystyle X} (via the canonical projection) of some cs-closed subset B {\displaystyle B} of X × Y {\displaystyle X\times Y} Every cs-closed set is lower cs-closed and every lower cs-closed set is lower ideally convex and convex (the converses are not true in general).
  • ideally convex set if any convergent b-series with elements of S {\displaystyle S} has its sum in S . {\displaystyle S.}
  • lower ideally convex set or a li-convex set if there exists a Fréchet space Y {\displaystyle Y} such that S {\displaystyle S} is equal to the projection onto X {\displaystyle X} (via the canonical projection) of some ideally convex subset B {\displaystyle B} of X × Y . {\displaystyle X\times Y.} Every ideally convex set is lower ideally convex. Every lower ideally convex set is convex but the converse is in general not true.
  • cs-complete set if any Cauchy convex series with elements of S {\displaystyle S} is convergent and its sum is in S . {\displaystyle S.}
  • bcs-complete set if any Cauchy b-convex series with elements of S {\displaystyle S} is convergent and its sum is in S . {\displaystyle S.}

The empty set is convex, ideally convex, bcs-complete, cs-complete, and cs-closed.

Conditions (Hx) and (Hwx)

If X {\displaystyle X} and Y {\displaystyle Y} are topological vector spaces, A {\displaystyle A} is a subset of X × Y , {\displaystyle X\times Y,} and x X {\displaystyle x\in X} then A {\displaystyle A} is said to satisfy:

  • Condition (Hx): Whenever i = 1 r i ( x i , y i ) {\displaystyle \sum _{i=1}^{\infty }r_{i}(x_{i},y_{i})} is a convex series with elements of A {\displaystyle A} such that i = 1 r i y i {\displaystyle \sum _{i=1}^{\infty }r_{i}y_{i}} is convergent in Y {\displaystyle Y} with sum y {\displaystyle y} and i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is Cauchy, then i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is convergent in X {\displaystyle X} and its sum x {\displaystyle x} is such that ( x , y ) A . {\displaystyle (x,y)\in A.}
  • Condition (Hwx): Whenever i = 1 r i ( x i , y i ) {\displaystyle \sum _{i=1}^{\infty }r_{i}(x_{i},y_{i})} is a b-convex series with elements of A {\displaystyle A} such that i = 1 r i y i {\displaystyle \sum _{i=1}^{\infty }r_{i}y_{i}} is convergent in Y {\displaystyle Y} with sum y {\displaystyle y} and i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is Cauchy, then i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is convergent in X {\displaystyle X} and its sum x {\displaystyle x} is such that ( x , y ) A . {\displaystyle (x,y)\in A.}
    • If X is locally convex then the statement "and i = 1 r i x i {\displaystyle \sum _{i=1}^{\infty }r_{i}x_{i}} is Cauchy" may be removed from the definition of condition (Hwx).

Multifunctions

The following notation and notions are used, where R : X Y {\displaystyle {\mathcal {R}}:X\rightrightarrows Y} and S : Y Z {\displaystyle {\mathcal {S}}:Y\rightrightarrows Z} are multifunctions and S X {\displaystyle S\subseteq X} is a non-empty subset of a topological vector space X : {\displaystyle X:}

  • The graph of a multifunction of R {\displaystyle {\mathcal {R}}} is the set gr R := { ( x , y ) X × Y : y R ( x ) } . {\displaystyle \operatorname {gr} {\mathcal {R}}:=\{(x,y)\in X\times Y:y\in {\mathcal {R}}(x)\}.}
  • R {\displaystyle {\mathcal {R}}} is closed (respectively, cs-closed, lower cs-closed, convex, ideally convex, lower ideally convex, cs-complete, bcs-complete) if the same is true of the graph of R {\displaystyle {\mathcal {R}}} in X × Y . {\displaystyle X\times Y.}
    • The multifunction R {\displaystyle {\mathcal {R}}} is convex if and only if for all x 0 , x 1 X {\displaystyle x_{0},x_{1}\in X} and all r [ 0 , 1 ] , {\displaystyle r\in ,} r R ( x 0 ) + ( 1 r ) R ( x 1 ) R ( r x 0 + ( 1 r ) x 1 ) . {\displaystyle r{\mathcal {R}}\left(x_{0}\right)+(1-r){\mathcal {R}}\left(x_{1}\right)\subseteq {\mathcal {R}}\left(rx_{0}+(1-r)x_{1}\right).}
  • The inverse of a multifunction R {\displaystyle {\mathcal {R}}} is the multifunction R 1 : Y X {\displaystyle {\mathcal {R}}^{-1}:Y\rightrightarrows X} defined by R 1 ( y ) := { x X : y R ( x ) } . {\displaystyle {\mathcal {R}}^{-1}(y):=\left\{x\in X:y\in {\mathcal {R}}(x)\right\}.} For any subset B Y , {\displaystyle B\subseteq Y,} R 1 ( B ) := y B R 1 ( y ) . {\displaystyle {\mathcal {R}}^{-1}(B):=\cup _{y\in B}{\mathcal {R}}^{-1}(y).}
  • The domain of a multifunction R {\displaystyle {\mathcal {R}}} is Dom R := { x X : R ( x ) } . {\displaystyle \operatorname {Dom} {\mathcal {R}}:=\left\{x\in X:{\mathcal {R}}(x)\neq \emptyset \right\}.}
  • The image of a multifunction R {\displaystyle {\mathcal {R}}} is Im R := x X R ( x ) . {\displaystyle \operatorname {Im} {\mathcal {R}}:=\cup _{x\in X}{\mathcal {R}}(x).} For any subset A X , {\displaystyle A\subseteq X,} R ( A ) := x A R ( x ) . {\displaystyle {\mathcal {R}}(A):=\cup _{x\in A}{\mathcal {R}}(x).}
  • The composition S R : X Z {\displaystyle {\mathcal {S}}\circ {\mathcal {R}}:X\rightrightarrows Z} is defined by ( S R ) ( x ) := y R ( x ) S ( y ) {\displaystyle \left({\mathcal {S}}\circ {\mathcal {R}}\right)(x):=\cup _{y\in {\mathcal {R}}(x)}{\mathcal {S}}(y)} for each x X . {\displaystyle x\in X.}

Relationships

Let X , Y ,  and  Z {\displaystyle X,Y,{\text{ and }}Z} be topological vector spaces, S X , T Y , {\displaystyle S\subseteq X,T\subseteq Y,} and A X × Y . {\displaystyle A\subseteq X\times Y.} The following implications hold:

complete {\displaystyle \implies } cs-complete {\displaystyle \implies } cs-closed {\displaystyle \implies } lower cs-closed (lcs-closed) and ideally convex.
lower cs-closed (lcs-closed) or ideally convex {\displaystyle \implies } lower ideally convex (li-convex) {\displaystyle \implies } convex.
(Hx) {\displaystyle \implies } (Hwx) {\displaystyle \implies } convex.

The converse implications do not hold in general.

If X {\displaystyle X} is complete then,

  1. S {\displaystyle S} is cs-complete (respectively, bcs-complete) if and only if S {\displaystyle S} is cs-closed (respectively, ideally convex).
  2. A {\displaystyle A} satisfies (Hx) if and only if A {\displaystyle A} is cs-closed.
  3. A {\displaystyle A} satisfies (Hwx) if and only if A {\displaystyle A} is ideally convex.

If Y {\displaystyle Y} is complete then,

  1. A {\displaystyle A} satisfies (Hx) if and only if A {\displaystyle A} is cs-complete.
  2. A {\displaystyle A} satisfies (Hwx) if and only if A {\displaystyle A} is bcs-complete.
  3. If B X × Y × Z {\displaystyle B\subseteq X\times Y\times Z} and y Y {\displaystyle y\in Y} then:
    1. B {\displaystyle B} satisfies (H(x, y)) if and only if B {\displaystyle B} satisfies (Hx).
    2. B {\displaystyle B} satisfies (Hw(x, y)) if and only if B {\displaystyle B} satisfies (Hwx).

If X {\displaystyle X} is locally convex and Pr X ( A ) {\displaystyle \operatorname {Pr} _{X}(A)} is bounded then,

  1. If A {\displaystyle A} satisfies (Hx) then Pr X ( A ) {\displaystyle \operatorname {Pr} _{X}(A)} is cs-closed.
  2. If A {\displaystyle A} satisfies (Hwx) then Pr X ( A ) {\displaystyle \operatorname {Pr} _{X}(A)} is ideally convex.

Preserved properties

Let X 0 {\displaystyle X_{0}} be a linear subspace of X . {\displaystyle X.} Let R : X Y {\displaystyle {\mathcal {R}}:X\rightrightarrows Y} and S : Y Z {\displaystyle {\mathcal {S}}:Y\rightrightarrows Z} be multifunctions.

  • If S {\displaystyle S} is a cs-closed (resp. ideally convex) subset of X {\displaystyle X} then X 0 S {\displaystyle X_{0}\cap S} is also a cs-closed (resp. ideally convex) subset of X 0 . {\displaystyle X_{0}.}
  • If X {\displaystyle X} is first countable then X 0 {\displaystyle X_{0}} is cs-closed (resp. cs-complete) if and only if X 0 {\displaystyle X_{0}} is closed (resp. complete); moreover, if X {\displaystyle X} is locally convex then X 0 {\displaystyle X_{0}} is closed if and only if X 0 {\displaystyle X_{0}} is ideally convex.
  • S × T {\displaystyle S\times T} is cs-closed (resp. cs-complete, ideally convex, bcs-complete) in X × Y {\displaystyle X\times Y} if and only if the same is true of both S {\displaystyle S} in X {\displaystyle X} and of T {\displaystyle T} in Y . {\displaystyle Y.}
  • The properties of being cs-closed, lower cs-closed, ideally convex, lower ideally convex, cs-complete, and bcs-complete are all preserved under isomorphisms of topological vector spaces.
  • The intersection of arbitrarily many cs-closed (resp. ideally convex) subsets of X {\displaystyle X} has the same property.
  • The Cartesian product of cs-closed (resp. ideally convex) subsets of arbitrarily many topological vector spaces has that same property (in the product space endowed with the product topology).
  • The intersection of countably many lower ideally convex (resp. lower cs-closed) subsets of X {\displaystyle X} has the same property.
  • The Cartesian product of lower ideally convex (resp. lower cs-closed) subsets of countably many topological vector spaces has that same property (in the product space endowed with the product topology).
  • Suppose X {\displaystyle X} is a Fréchet space and the A {\displaystyle A} and B {\displaystyle B} are subsets. If A {\displaystyle A} and B {\displaystyle B} are lower ideally convex (resp. lower cs-closed) then so is A + B . {\displaystyle A+B.}
  • Suppose X {\displaystyle X} is a Fréchet space and A {\displaystyle A} is a subset of X . {\displaystyle X.} If A {\displaystyle A} and R : X Y {\displaystyle {\mathcal {R}}:X\rightrightarrows Y} are lower ideally convex (resp. lower cs-closed) then so is R ( A ) . {\displaystyle {\mathcal {R}}(A).}
  • Suppose Y {\displaystyle Y} is a Fréchet space and R 2 : X Y {\displaystyle {\mathcal {R}}_{2}:X\rightrightarrows Y} is a multifunction. If R , R 2 , S {\displaystyle {\mathcal {R}},{\mathcal {R}}_{2},{\mathcal {S}}} are all lower ideally convex (resp. lower cs-closed) then so are R + R 2 : X Y {\displaystyle {\mathcal {R}}+{\mathcal {R}}_{2}:X\rightrightarrows Y} and S R : X Z . {\displaystyle {\mathcal {S}}\circ {\mathcal {R}}:X\rightrightarrows Z.}

Properties

If S {\displaystyle S} be a non-empty convex subset of a topological vector space X {\displaystyle X} then,

  1. If S {\displaystyle S} is closed or open then S {\displaystyle S} is cs-closed.
  2. If X {\displaystyle X} is Hausdorff and finite dimensional then S {\displaystyle S} is cs-closed.
  3. If X {\displaystyle X} is first countable and S {\displaystyle S} is ideally convex then int S = int ( cl S ) . {\displaystyle \operatorname {int} S=\operatorname {int} \left(\operatorname {cl} S\right).}

Let X {\displaystyle X} be a Fréchet space, Y {\displaystyle Y} be a topological vector spaces, A X × Y , {\displaystyle A\subseteq X\times Y,} and Pr Y : X × Y Y {\displaystyle \operatorname {Pr} _{Y}:X\times Y\to Y} be the canonical projection. If A {\displaystyle A} is lower ideally convex (resp. lower cs-closed) then the same is true of Pr Y ( A ) . {\displaystyle \operatorname {Pr} _{Y}(A).}

If X {\displaystyle X} is a barreled first countable space and if C X {\displaystyle C\subseteq X} then:

  1. If C {\displaystyle C} is lower ideally convex then C i = int C , {\displaystyle C^{i}=\operatorname {int} C,} where C i := aint X C {\displaystyle C^{i}:=\operatorname {aint} _{X}C} denotes the algebraic interior of C {\displaystyle C} in X . {\displaystyle X.}
  2. If C {\displaystyle C} is ideally convex then C i = int C = int ( cl C ) = ( cl C ) i . {\displaystyle C^{i}=\operatorname {int} C=\operatorname {int} \left(\operatorname {cl} C\right)=\left(\operatorname {cl} C\right)^{i}.}

See also

  • Ursescu theorem – Generalization of closed graph, open mapping, and uniform boundedness theorem

Notes

  1. Zălinescu 2002, pp. 1–23.

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