APPENDIX A.
A.1. TOPOLOGY. Point set topology is the abstract study of convergence and
‘approximation. It took quite some time before mathematicians settled on the defi-
nition of topology whieh is used today.
Definition A.1.1. A topology on a set X is @ collection r of subsets of X’, which
has the following properties:
@) 0 and X belong to 7;
(ii) 7 is closed under arbitrary unions;
(ii) + is closed under finite intersections.
‘A nonempty set X equipped with a topology 7 is called a topological space and.
is denoted by (X,7) (or simply by X when no confusion is possible). The elements
of the family + ate called (open sets) and the complement of an open set is called
closed . A set that is both open and closed is called clopen.
Example A.1.2. (a) If X is any set, the collection of all subsets of X is a topology
on X, This topology is known as the discrete topology. (b) The indiserete topalogy
(or trivial topology) on a set X consists of only X and 0. They are also the only
closed sets. (c) Let X be a set and 7, the collection of all subsets U of X such
that X \U is either finite or equal to X. Then ty is a topology called the finite
‘complement topology.
Definition A.1.3. Let 7,7 be two topologies on a set X. If 7, C 7, then we say
‘zis finer (stronger) than ‘1, or that 7) is coarser (or weaker) than 72.
Remark A.i.4. Two topologies need not be comparable. The intersection of a fam-
ily of topologies on a set X is again a topology on X. However, the union of a
collection of topologies need not, be # topology.
Definition A.1.5. Given a set X, a pseudometric for X is a function d : X x X +
Ry, such that
(i) d(z,2) =0 for all x € X;
(ii)d(x, y) = d(y, 2) for all z,y € X (symmetry);
(ili) d(x,y) < d(z, 2) + d{(2,y) for all z,y,2 € X (triangle inequality).
If in addition (iv) d{z,y) = 0 implies x = y, then d is called a metric. The pair
(X,d) is called a (pseudo)- metric space.
Example A. On BY, the classical Euclidean metric is defined by d(z,y) =
lle = oll = (2h, Cen — ve)?)'? for alt 2 = (an)Ry and y in BN
Definition A.1.7. A base for a topology 7 is any collection 8 C 7, such that
U=U[V € B: V CU) for every U € r. Equivalently, i/ is a base of r if for every
= € X and open set U containing z, we can find a basic open set V € B such that
2€V CU. A neighborhood of a point z is an open vet U” such that 2 € UC A
‘The collection of all neighborhoods of a point z is called the filter of neighborhoods
of x and is denoted by A(z). oy NULTIVALUED ANALYSIS, THBORY
Example A.1.8. For any (pseudo-) metric space (X,d), for any 2 € X,r > 0 the
collection of all sets B(z,r) = {y € X : d(z,y) a is a neighborhood base at x in the sense that for any U € W(z), there
is r > Osuch that 2 € B(z,r) CU. For example, for any € R the set of intervals
(—d,e4d) n= 1,2,. is suaghbrnol Bene ot
Definition A.1.9. If (X,7) is a topological space and ¥ © X, then (UN : U € 7}
is a topology on Y, known as the relative topology
Example A.1.10. The natural topology for Ris the Euclidean topology, ie. the
motric topology generated by che Euclidean metric. The natural topology for Z is
the discrete topology. This is the relative Euclidean topology on Z.
Definition A.1.11. A point z is an accumulation point (cluster point or iimit
point) of a set A, if for each © N(x} we have (U\ {2}) 4 #0, ie. every
neighborhood of 2 meets A at a point other than 2.
Remark A.t.12. A set is closed if it contains all its accumulation points. In partic-
ular, a set with no accumulation points is closed.
Definition A.1.13. The interior of a sot A is tho sot of all points # ¢ A, for which
there is an open set U such that x €U C A. Equivalently, the interior of is the
union of all open subsets of A. We denote the intericr of A by A oz int. Similarly,
the closure of A is the set AUA’, where A’ is the set of all its accumulation points
(derived set). Equivalently, the closure of A is the intersection of all closed sets C
such that A CC. The closure of A is denoted by d of ela
Remark A.1.14. IE 7,7» are topologies on X, then 71 C 7 if and only if A* C A™
for all A CX, In particular, 71 = 7» if and only if A™ = A” for all AC X. Ina
metric space (Xd), € A, if and only if d(x, A) = infla(z,a) :@€ A]
Definition A.1.15. A subset D of a topological space X is dense (in X)if D = X,
A set A is nowhere dense if its closure has an empty interior. A topological space
X is said to be separable if it includes a countable dense subset.
Remark A.1.16. Note that a set is dense if and only if it meets every open set. This
means that every point in the space X can be approximated arbitrarily by points
in the dense subset
Definition A.1.17. A collection £ of subsets of a topological space (X,) is called
a subase of r, if £C r and the collection of all finite intersections of elements in
is a base of 7.
‘The general definition of topology allows us to speak about convergence in an
abstract setting,
Definition A.1.18. Given a topological space (X,7), we say that tq converges to
2, written tq “> 2 a8 n> 00, if for every U € N(z) we can find an m such that
Zn €U for all n> m,
Unfortunately, sequences are inadequate to describe the continuity of functions
and to have a complete convergence theory in arbitrary topological spaces. This
leads to the introduction of nets (generalized sequences). A net is like a sequene
except that instead of being indexed by the integers, the index set, can be ruck larger. Two important special cases for indexing nets include indexing the net by
the family of neighborhoods of a point and indexing the net by the class of all finite
subsets of a set.
Definition A.1.19. A directed set is a partially ordered set C (i.e. a set C far-
nished with a relation < which ig transitive and antisyzmetric) such that for any
a, €C, there is ay € C such that a 2, if
for every U € A(z) there is ap € C such that _ € U for all a > ao. In particular,
sequences are nets,
Example A.1.20. Sequences are not enough. Let X = 0,1} and r be the family
of subsets of [0,1] whose complements are at most countable. This is a topology
on X. Let A= (0,1). Then A = X since {1} is not open. But we note that
no sequence {zm}n21 © (0,1) can converge to 1 since the complement of the ser
{2n}no1 i8 an open set containing 1
‘As for sequences we have subsequences, for nets we can define subnets.
Definition A.1.21. A net {yp}oep is a subnet of a not {Za}occ if there is a
fanction @ : D+ C that satisfies
(a) yp = top) for every 6 € Ds
(b) for each ao € C, there is y € D such that 9 > By implies ao < $(8).
Remark A.1.99, Bvidently, every subsequence is a subnet.
Example A.1.23. Let yma = 1? + 2mn +n? +1 and Zn =n? +1. Consider the
function ¢ : Nx N-+ N defined by d(m,n) = m+n. It is clear that {¥mjn} is a
subnet but not a subsequence of {zn}
Proposition A.1.24. For any topological space (X,r) we have
(a) For any ACX, A is the set of all c € A such that there is a net {za} of A
with xq + 2.
(2) CCX is closed if and only if for every net xq x in X with zq € C, we have
reC.
(co) U CX is open if and only if € U and net xq ~ x, there is some ay such that
24 €U for all a > a
(d) If X is metrizable (i.e. the topology results from a metric), nets can be replaced
by sequences in (a), (b) and (c).
Remark A.1.25. Nets,
One of the most important ni
function.
in gencral, have the same arithmetic as sequences.
ns in topology is the notion of continuity of
Definition A.1.26. Let (X,71) and (¥, rz) be two topological spaces and f : X —+
Y. We say that f is continuous if f-"(U) € m (ie. J-*(t2) © ni for every U € 7).
The notion of continuity is local, so we can say that f is continuous at x if
I-\(U) EN(a) for all U E N(f(zx)).
Remark A.1.27. In the context of metric spaces the above definition reduces to the
usual (¢,6)-definition, ie. given € X and any ¢ > 0, we ean find 6(c,2) >0 such
that dx (x,y) <6 implies dy(f(x), f(y}) <¢. 08 MULTIVALUED ANALYSIS: THEORY
Proposition A.1.28. Let X,Y be topological spaces and f 1X ~» Y. Then the
Jollowing statements are equivalent.
(a) f is continuous;
(b) f is continuous at every € Xj
(©) JC) is a closed subset of X for any closed CC Y.;
(a) f* (nt a) ¢ int f-"(A) for uny ACY;
(e) f(D) ¢ FD) for any Dc X;
© F-'(U) is open in X for every subbasic element U of Y.
__ Also, f is continuous at 2 iff f(zo) + f(z) for any not xq ~+ 2. In the case of
valued functions we can extend the notion of continuity as follows:
Definition A.1.29. A function f : X +H = RU {00} on a topological space X
is Jower semicontinuous if the set {2 € X ; f(x) < A} is closed for every A € B; is
upper semicontinuous if —f is lower semicontinuous.
Evidently f is continuous iff it is both lower and upper semicontimaous.
Proposition A-1.80. it és not hard to sce that f is lower semicontinuous iff
epif = fz.) € X xR: f(z) < 2) is closed. So, we infer that the pointwise
supromum of a family of lower semicontinuous functions is lower semicontinuous.
In addition, f i lower semicontinuons if liming f(za) > f(z) if za +2 in X.
Compact sets play a central role in analysis and are the most well-behaved mem-
bers of the family of objects studied by analysis.
Definition A.1.31. A subset K of a topological space is compact if every open
cover of K contains a finite subcover. Namely, K is compact iff for every faraily
{Ui 24 € 1} of open sets with KC UcrU,, we can find a finite eubfamily (U4, }2,
such that K C Uz_,Uy,. A subset of a topological space is called relatively compact
if ts closure is compact.
Remark 4.1.92, The Heine-Borel theorem says that in RY a set is compact iff
it closed and bounded. Unfortunately, this result is false in more general metric
spaces
Proposition A.1.83. Given « topological space X, the following ore equivalent,
(a) X ts compact;
(b) X has the finite intersection property, ie. every family of closed sets of X with
the finite interscetion property has nonempty intersection. (Recall that a family
of sets has the finite intersection property if every finite subfamily has nonempty
intersection);
(c) cuery net in X has a limit point or equinalenty, has a convergent subnet.
For analysts the most important form of compactness is the following,
Definition A.1.34. A topological space is called sequentially compact if each se-
quence in it has a convergent subsequence.
Remark A.1.35. In general compactness and sequential compactness are distinct
concepts. However, they are equivalent for metric spaces.
Definition A.1-36. A topological space X is said to be second countable if it has
a countable base; first countable if it has a countable neighborhood-base at each
point. APPENDIX ws
Remark A.1.7. Second countability implies first countability, while first countabil-
ity allows the use of sequences instead of nets in order to check various topological
properties. Semimetric spaces are first countable but not necessarily second count-
able, A second countable apace is separable but the converse is not true. For
semimetric spaces the two notions are equivalent. Another related notion is the
following.
Definition A.1.38. A topological space X is a Lindelaf space if every open cover
has a countable subcover.
Remark A.1.99. Every second countable space is hereditatily Lindel ie. has the
property that every subspace is again Lindel6f . More generally, we can say that
the Lindelaf property is F-hereditary (i.e. every closed closed C of a Lindel&f space
X is also a Lindel6f space). For semimetric spaces, separability, second countability
and Lindelif property are all equivalent. Finally, second countability is hereditary
and compactness is F-hereditary.
‘The following result is fundamental in many applied fields such as optimal contro!
and calculus of variations, and is known as the Weierstrass’ theorer
‘Theorem A.1.40. An R-valued lower semicontinuous function on a compact set
attains a minimum and the nonempty set of all minimizers is compact
Proposition A.1.41. A continuous image of a compact (Lindelof ) space is com-
pact (Lindelaf ).
Recall that for analysts the interesting topological spaces are at least, Hausdortf,
le. for any distinct points 2,y € X, there are open seis U € A(z) and V € A'(y}
such that UV = 9. Note that a pseudometric space (X,d) is Hauadorf iff d is «
metric.
Proposition A.1.42. A one-to-one and continuous function f from a compact
space X to a Hausdorff space Y is a homeomorphism (onto), ie. f is onto and
£7* is continuous.
‘There are other separation properties in addition to the Hausdorff property. In
what follows, we will say that two nonempty sets are separated by open sets, if they
are included in disjoint open sets (respectively); they are separated by continuous
functions, if there is a continuous function taking values in (0, 1] which is identical
to 0 on one set and 1 on the other. Clearly, separation by continuous functions
implies separation by open sets.
Definition A.1.43. A Hausdorff topological space is
(@) regular if every point x € X and closed set C with x ¢ C can be separated by
open sets;
(b) completely regular if such z and © can be separated by continuous functions;
() normal if every pair of disjoint closed sets can be separated by open sets.
Remark A.1.44. These separation properties ate denoted by a symbol like Ty, where
Tis the initial of Trennung, the German word for separation. So, a Hausdorff space
is T, space, a regular space is a Ts space, a completely regular space (also known as
Tichonov space) is a Tyy space and finally, a normal space is a Ty space. Evidently,
Ta > Toy = Ts Ts. Note that 72,75 and Ts, properties are hereditary and
Ty is F-hereditary (Le. every closed subspace of the space is normal). Finally, it 306 MULTIVALUED ANALYSIS. THEORY
is easy to see that X is regular iff for every open set LF and point 2 € U there iy
V €N(2) such that V CU {ie. a topological space X is reguler iff the set of closed
neighborhoods of any point is a local base at that point). Also, X is normal iff for
each closed set C and open set U 2 C, there is an open set V with CV CV CU.
‘The next three theorems illustrate the importance of normal spaces in analysis.
Theorem A.1.45. (Urysohn's lemma). A Heusdorff topological space X is normal
Aff for each pir of disjoint closed sets A and C,, there is a continuous function
#:X + [0,1] with fig =0 and fio =1
‘Theorem A.1.46. (Tietze extension theorem). A Hausdorff topological space X
is normal iff for every closed set © CX and continuous real function f on C, f
has an continuous extension j on X. Moreover, ff] 2 in w(F) iff
F(a) > F(z) for all f € F. This topology is Hausdorff if # is a separating, family,
ice. for any x,y € X with 2 4 y, there is f € F such that f(2) # {@). KY = 3,
it is easy to see that a subbase for w(X, 7) can be found by taking all sets of the
form U(f,2,¢) =v X= f(y) ~ f(a] <¢h, where fe F, ze X and e > 0.
Proposition A.1.52. If F is e family of R-valued functions on a set X and
AC X, then w(A, Fla) is the relative topology on A induced by w(X,F), ie.
w(4, Fla) = W(X, FDA
Proposition A.1.53. The weak topology generated by a sequence of maps from
X to u semimetrizable space is semimetrizable. The weak topology generated by
i APPENDIX a7
4 sequence of maps to metrizable spaces is metrizable iff the sequence of maps is
separating.
"The notion of the weak topology leads in a natural way to the concept of the
product topology. So, let (1,7) er be a family of topological spaces and let
X = [ier Xi denote its Cartesian product. A typical element € X may be
denoted by (2Jser or simply by (:). For each i € I, the projection py: X > X,
is defined by pi(z) = 14
Definition A.1.54. The product topology r, denoted by + = [yey 7s is the weak
topology on X generated by {p;}ier. Namely, ris the weakest topology on X that
makes each projection py continuous.
Remark 4.1.55. A base for the product topology consists of all sets of the form
U = [Meer Ue where U, € 7 and U; = X, for all but finitely many i's. Th is clear
that a net {(29)ser} in X satisties (x?) 5 (xi) if a? 7 xy in X, for all F€ T.
Example A.1.56. Let A be asct and X a Hausdorff topological space. Then each
member of X is a function from A to X. Let {fg}gez be a net of such functions.
Then fo f in the product topology iff fg -> f pointwise, namely, fa(a) ~» f(a)
for all a € A. This is true because pa(f) = f(a) for each a € A.
Proposition A.1.57. A countable product of semimetric (metric) spaces is semnim-
etrizable (metrizable). Any product of compact spaces is compact (ichonoff).
Proposition A.1.58. (a) Each projection of a product onto one of its factors is a
‘continuous open map; (b) Any product of closed sete is closed; (c) Ror any topoleg-
ical space X and A\C CX, Ax C =AXxC, where the latter closure is tuken in
the product topology.
In example A.1.56 in connection with the product topology, we introduced the
notion of pointwise convergence of a net of functions. Next for R-valued functions,
wwe will introduce a stronger mode of functional convergence.
Definition A.1.59. A net {f.}aes © R* converges uniformly to a function f €
RX, if for each € > 0 there exists some ao (depending on ¢ only) such that |fa() —
J(2)| < efor all a > ag and x € X.
Remark A.1.60. Clearly, uniform convergence implies pointwise convergence but
the converse is not true.
‘Theorem A.1.61. The uniform limit of a net of continuous R-valued functions is
continuous
‘Theorem A.1.62. (Dini). Jf a net of continuous R-valued functions on a compact
space converges monotonically pointwise to a continuous function, then the net
converges uniformly.
Remark A.1.69. In Dini’s theorem both the compactness of the domain and the
continuity of the limit function are needed, To see this, consider 2” | 0 on (0,1)
‘but:not uniformly, in this case (0,1) is not compact; while on {0, 1] which is compact,
2" | x1) but not uniformly, in this case the limit function is not continuous.
Definition A.1.64. A Hausdorff topological space (X,) is locally compact if ev-
cry point has a compact neighborhood. aa MULIIVALUED ANALYSIS: THEORY
Remark 4.1.65, In fact the existence of a single compact sighbothood at each
point is enough to guarantee many more. Indeed, let be a point in a locally
compact space and let U € N(2). Then there is V'e A(z) such that V CF and
Vis compact. Consequently, in a locally compact Hausdorff space each point has
a neighborhood base consisting of relative compact sets, Also, every compact ct is
locally compact and more gencraly is easily seen to be true that the intersection of
an open subset with a closed aubset of a locally compact «pace is locally compact.
Some useful properties of campact subsets in a locally compact space are given by
the following propositions.
Proposition A.1.66. Let K be a compact subset of a locally compact space X.
Then there is an open set U > K such that U compact. Given such a set U,
there is a continuous nonnegative function f on X which vanishes outside U and
flix = 1. If K is also a Gy-set, we may take f <1 on K*.
Proposition A.1.67. Let KC be a compact subset of a locally compact space X ond
{Uq} an open covering, Then there is a finite number of nonnegative continuous
functions fiy....y on X, with each f, vanishing outside a compact subset of some
Wau, such that BP, fe =1 on K
Definition A.1.68. A compactiffeation of a topelogical space X is a pair (YF),
where Y is a compact space and f is a homeomorphism from X onto a dense
subspace Xo of ¥
Remark A.1.69, It is clear from the above definition that any compactification of
compact Hausdort space ia the space itself. The simplest compactification of a
noncompact space is the one-point compactification of a noncompact locally com-
pact space. It is obtained by adjoining a point 20 to the space. This point is called
‘the point at infinity and we write X* for XU {oc}. A set UC X* is called open
if either J is an open subset of X or X*\U is a closed compact subset of X,
ie. rt = 7 U{X"\K: K CX is compact). In the next theorem we will see
that X* has properties which justify its being called the (Alexandroff) one-point
compactification of X.
‘Theorem A.1.70. X* is « compact Hausdorff space. If X is compact, then oo is
an isolated point of X°. Otherwise X is dense in X*
Example A.I.71. The one point compactifcation R* of the real line is homeo-
morphic to a circle, One such homeomorphism ia described by the atereographic
projection.
Proposition A.1.72. In a locally compact space, nonempty compact sets can be
separated from disjoint nonemply closed sets by continuons functions. In particular
every locally compact space is completely repular (see definition A.1.43()).
Definition A.1.73. A set X is said to be o-compact if tis the union of a countable
collection of compact sets
Proposition A.1.74. A second countable locally compact space X has a countable
tase of open sets with compact elasures and consequently, és o-compect
Infact, locally compact ¢-compact spaces exhibit the following stronger property
Proposition A.1.78. IX is u locally compuct o-compact space, then there exists
«sequence {Kq} of compact sets with Kn C intKngs for alln > 1 and X =
UntKn Definition A.1.76. IF = (UiJier and V = (Vj}sey are covers of a set, then we
say that Vis a refinement of U/ if for each j € J there is some # € J such that
V, Uj. A collection of eubsets {U, cr of a topological space is locally finite if
each point has @ neighborhood that meets at most finitely many Us.
Definition A.1.77. A Hausdorff topological space is paracompact if every open
cover of the space has an open locally finite refinement.
Paracompactness is closely related to partitions of unity. Partitions of unity
define moving convex combinations and as we saw in section 14 are basic tools in
producing continuous selections and fixed points.
Definition A.1.78. Let X be a Hausdorff topological space. A family {fa}acy of
continuous maps from X to (0, ] is called @ partition of unity of Y, if
(@) the support of fa's, ie. suppfa = (2 €X? fale) #0} form a locally finite
cover of ¥; and
(b) Baesfal(2) = 1 for all x € X
If (Ua}acr 1s a given open cover of X, we say that a partition of unity {fu}uer
is subordinated to {Ua}, if the support of each fg lies in the corresponding Ua
Theorem A.1.79. Let X be « paracompact space. Then for each open cover
{Wahacr of X there is a partition of unity subordinated to {U3}
Remark A.1.80. Compact Hausdorff spaces and metrizable spaces are paracompact.
‘A paracompact space is normal.
Of course, the nicest topological spaces to work with are metric spaces. For
metric spaces separability and second countability are equivalent, and separability
is a hereditary property.
Definition A.1.81. Let di, dy be semimetrics for a set X. Let 71, 72 be the induced
topologies. We say that dh is stronger than dz (or dz is weaker than dy) if ty C7
If = 72, then dy and dy are equivalent.
Remark A.1.82, If d is a semimetric, then 74; and dA 1 are bounded semimetrics
equivalent to d.
Definition A.1.83. A sequence (z,) in a metric space is said to be Cauchy if for
every € > 0 there exists some nig > 1 such that d(tq,2m) < € for all n,m > no.
Remark A.1.84. Bvery Cauchy sequence {2q) has a subsequence {yx} such that
Bu>1d(¥nstint1) < 00. Moreover, litny se littn soe Ah tq) =O.
Definition A.1.85. A metric space is complete, if every Cauchy sequence con-
verges. A motric completion of a metric space X is a pair (Y,f), where ¥ is a
complete metric space and f is an isometry from X onto a dense subspace of Y.
Proposition A.1.86. Bvery metric space has a metric completion
‘Theorem A.1.87. (Cantor) If X is a complete metric space and {Cy} is a se-
quence of monempty closed sets such that Cai © Cn and diamC, + 0 azn + co,
then Mz1Cn is @ singleton.
Definition A.1.88. A topological space X is completely metrizable (or topologi-
cally complete), if there exists a consistent metric don X, i.e. a metric d generating
the topology of X, such that (X. d) is complete. A separable topological space which
is topologically complete is called a Polish space. 200 MULTIVALUED ANALYSIS: THEORY
‘Theorem A.1.89. (Alexandroff-Mazurkiewica) A metrie space (X,d) is topologi-
cally complete iff X is a G5-set in its completion for d.
Remark 4.1.90. Qis not a Gis in B and so it is not topologically complete. On the
other hand, R\Q with the usual topology is topologically complete.
‘The concept of Baire category captures a topological notion of sparseness for
subsets of a topological space.
Definition A.1.91. A subset A of a Hausdorff topological space X is of first
(Baire) category (or meager), if it is a countable union of nowhere dense sets,
A subset of X is of second (Baire) category if it is not of first category. A Haus-
dor topological space is a Baire space, if the intersection of a sequence of dense
open sets is dense.
‘Theorem A.1.92. (Baire category theorem) A complete metrisable space is a
Baire space. Also, every locally compact regular space is a Baire space.
Remark A.1.98. The complement of a set of first category is called residual. A
dense Gy-set in a Baire spare is a Baire space. This result fails if dense is omitted.
Finally, a useful consequence of the Baire category theorem is that if X is a Baire
space and X = U%,0n with Cn closed, then intCn x 0 for some m > 1.
Theorem A.1.94. (a) The product of a countable collection of topological spaces
is topologically complete iff each factor is topologically complete. (b) The product
of a countable collection of metrizable topological spaces is separable iff cach factor
8 separable. In particular, the product of a sequence of Polish spaces is « Potisk
space.
Definition A.1.95. The set = (0, 1]” is callod the Hilbert cube.
Remark A..96. The Hilbert cube is the set of all sequences with values in (0.1)
This is a compact metric space. Morcover, it includes every separable metrizable
space in the following sense.
Theorem A.1.97. For a Hausdorff topological space X, the following are equéva-
lent.
(a) X can be embedded in the Hilbert cube;
(b) X is separable metrizable space;
(©) X 4s regular and sezond countable
What about the metrizability of the one-point compactification of a noncompact
locally compact space? The next result answers this question.
Theorem A.1.98. The one point compactification Xo. of a noncompact locally
compact Hausdorff apace X is metrizable iff X is second countable.
Definition A.1.99. Let (X, dy) and (¥,dz) be metric spaces. A function f : X >
¥ is said to be tniformly continuous, if for any given ¢ > 0 there is a 6 > 0 such
that do(f (x), f(z’) < € for all 2,2’ € X with di(z,2') <6.
Remark A.1.100. The image under a continuous function of a Cauchy sequence
need not be Cauchy. Consider for example f : (0,1) + Ry defined by f(z) = 325
and 2, = 1—+. However, if f is uniformly continuous, then the image of a Cauchy
sequence is still Cauchy.
sl APPENDIX sor
Definition A.1.101. A homeomorphisin f between metric spaces X and Y is
called a uniform homeomorphism, if both f and f~? are uniformly continuous.
Properties which are preserved by uniform homeomorphisms are called uniform
properties, while properties preserved by homeomorphisms are called topological
properties
Remark A.1.102, Roughly speaking, topology is the study of topological proper-
ties of sets. Compactness is a topological property but completeness and total
boundedness are not. They are uniform properties.
Proposition A.1.103. Let (X,di) and (¥,dz) be metric spaces with ¥ complete
Let f: DCX -+¥ be a uniformly continuous map. Then there exists a unique
uniformly continuous map f : D + Y such that fp = f.
Remark A.1.104. More generally, if X,¥ are Hausdorff topological spaces with ¥
regular, D is a dense subset of X, and J: D + ¥ is continuous, then f has a
continuous extension f : X + Y iff for each 2 € X and each net zq ~> 2 with
2q € D, the net {f(z4)} converges. If the extension exists, itis also unique,
Let X be a compact Hausdorff topological space and Y a metrizable space.
Let C(X,¥) be the space of continuous functions from X into ¥. Let p be a
compatible metric on Y. Then the formula d,(f,9) = suple(f(2),9(2)) : + € X]
defines a metric on C(X,¥).
Proposition A.1.105. (a) (C(X,¥),d,) is d,-complete iff Y is p- complete; (b)
if pisp2 are equivalent metrics on'Y,, then s0 are dp, dy, on C(X,¥): (c) if ¥ is
separable, then so is C(X,Y)
Remark A.1.106. O(X,¥) need not be compact even if both X,¥ are
The following diagonalization resutt is very useful in many considerations.
Proposition A.1.107. Let X be a metric space, {tmn} © X, and assume that
littea-tco littn-sco Zmn exists. Then there exist sequences n> m(n) and m -> n(vn)
such that
liza, Mim, men = ita, 2 pnten) = Li, Emin
REFERENCES: J. Dugundji: “Topology,” Allyn and Bacon, Boston, 1966; J.
Kelley: “General Topology”, Springer, New York, 1955; K. Kuratowski: “Topol-
ony”, (2 volumes), Academic Press, 1966 and 1968; J.R. Munkres: “Topology: A
first course”, Prentice Hall, New Jersey, 1975; A. Wilansky: “Topology for Analy-
sis”, John Wiley, New York, 1970; S. Willard: “General Topology”, Addison Wesley,
Mass., 1970
A.2. MEASURE THEORY.
Definition A.2.1. Let be an arbitrary set and © a collection of subsets of B.
We say that 3 is a field (algebra) if (a): 1 € B, (b): A® € ¥ for all A € 5; and (c}
UM If {An}Ma © 5. We say that Eis a o-field (o-algebra) if (c) is replaced by
(c)': UR An € Dif {An bast CE.
Remark A.2.2. Note that (b), (c) (resp.(c)") imply (My An € 3 (resp. Nz An €
). Intersection of a family of a-fields is a a-field, but the union of a-fieids may
fail to be one. If a field is closed under unions (resp. intersections) of increasing
(resp. decreasing) sequences of sets, then it is a a-field. The pair (2,5) (3 being
a o-field) is called a measurable space. oo MUUTIVALUED ANALYSIS: THEORY
Definition A.2.8, Given a Hausdorff topological space X, the Bore! o- field B(X)
of X is the o-field generated by the open subsets of X.
A weaker notion than o-fleld is Ue so-called Dyukin systeu,
Definition A.2.4. 4 class of subsets S of @ is called a Dynkin system if (a):
QE S; {b}: C\ AE S for all A,C € S with ACC; (¢): if Ay CS and Ay A,
then A €¥ (ie. S is a monotone class)
‘Theorem A.2.5. (Dynkin system theorem) Let S be a Dynkin system that in-
cludes @ family A which is closed under finite intersections. Then, a(A) C S,
where o(A) is the o-field generated by A.
Remark A.2.6, ‘The Borel o-field of 2 Hausdorff topological space X is the smallest
Dynkin system containing all the open (or closed) sets.
Definition A.2.7. (a): Let (1%, 21), (M2,B2) be measurable spaces and f :% ~+
1%. We say that f is measurable (or (2, 2)-measurable), if f—(2) © By.
(b): Let X,¥ be Hausdorff topological spaces and f : X -+ Y. We say that f is
Bore! measurable if f-"(B(¥)) € B(X)
(c): Let (9,5) be a measurable space and ¥ a Hausdorff topological space. We say
that J: ¥ is measurable it *(8(1)) ¢ E.
Remark A.£.8. If f :(04,%1) > (2,82) end By = 9(8), then f is measurable iff
FMS) CX,
Definition 4.2.9. Let (9,3) be a measurable space. A set function : D+ Ry
is a measure if (U®, Ai) = DE, u(A,) for each infinite sequence {Az} of disjoint
sets from , and j(8) = 0. If ris allowed to take negative values, then it is a signed
moasure.
Remark A.2.10. A signed measure assumes at most one of the values ~o0 and oo,
It is called finito if neither of these two values is taken.
‘Theorem A.2.11. (Hahn decomposition) Let (9,8) be a measurable space and
4: 3-+B a signed measure. Then there are disjoint subsets A*,A™ €E such that
M(A*) > 0,4(A-) £0 and Q= At U AM
‘Theorem A.2.12. (Jordan decomposition) Bvery signed measure is the difference
of two positive measures with one of them finite, ie. p= pt — po with p°(A)
suplu(B) : B € Z,B C A) and p~(A) = supl—p(B) : BEE,BC Al (or w*(A)
(AN AY) and w(A) = WADA”)
Remark A.2.19. The measures ju* and 17 are called the positive part and the
negative part respectively of jt. ‘The positive measure |u| = j* + w~ is called
the variation of 1. It ig clear that |u(A)| < |ql(A) for all Ae B. Tn fact, [ul is
the smallest of all positive measures » that satisfy |a(A)| < v(A) for all A € B
‘The total variation jl] of the signed measure js is defined by llul} = ul(P). TE
M(Q,3;R) is the collection of all finite signed measures, then (iM (M55), ll «ID
is a Banach space, Note that for every A € 3, |ul(A) = suplZp_y|u(Ce)| : Ce €
E,ULyCe = A}. Finally, we remark that jpl(A) = 0 iff p(C)
with C € BD, But in general (A) = 0 does not imply |a(A) = 0.
Proposition A.2.14. (a) For @ measure x on (91,5), An 1 A implies w(n) T
H(A) while Ag | A and (Ang) < 00 for some ng > 1 sanply (An) 4 w(A)- APPENDIX 900
(b) A finitely additive set junction jx with values in Ry is countably additive aff
HAn) £0 a8 An 40.
Definition A.2.15. Let u,v be two positive measures on a measurable space
(0,8). We say that v is absolutely continuous with respect to p, if v(A) = 0
for all A € 5 with (4) = 0. We write v « p,
Remark A.2.16. If is finite, then v < 1 iff for each € > 0, there is a 5 > 0 such
that v(A) <¢ for all A€ E with p(A) <6.
We can extend the notion of absolute continuity to the case where v is a signed
measure.
Definition A.2.17. On a measurable space (11,5), lets be a positive measure
and v a signed measure, Then vis absolutely continuous with respect to 1, written
1 & , if its variation |p| is absolutely continuous with respect to
‘Remark A.?.18. I i easy to check that a signed measure » is absolutely continuous
with respect to y iff vt < and v~ O there is a5 > O such that DP, |f(te) — f(s4)| w(A(wa)) ts Ea-measurable,
‘Theorem A.2.85. (Fubini) Let (M%, 31,1) and (2,352,422) be o-finite measure
paces and {1 xq +B is a my x p-integrable function. Then (a) f(w,-) #8
p-integrabie for jn-almost all € M1 and f(a) é8 p-integrable for jig-almost
all we € M9;
(b) L € MQ) and Fy € L?(2), where
, & Hlwr,we)dpalwe) if f(e1,-) is wa — integrable
mG . otherwise
Filwa) =
fo Fowenbvalon)# Fen) a ~ table
otherwise APPENDIX 08
(©) Sagi Lalo * Ha) = Jo, edits = Jo, lade
An atom of a measure on a a-field is a measurable set of positive measure that
can not be split into pioces of a smaller positive measure. More precisely we have:
Definition A.2.86. Let (9,¥, 1) boa measure space. A set A € B is an atom if
(A) > O and for any C © B with CC A either p(C) = 0 or w(C) = H(A). A
measure is nonatomic (or atomless) if it has no atoms. For instance, the Lebesgue
measure on RY is nonatomic.
‘An important property of nonatomic measures that has remarkable applications
in optimal control (bang-bang principle) is the following.
‘Theorem A.2.37. (Lyapunov) Let 11,..., im be finite nonatomic measures on the
measurable space (9,8). Then the set R= {(uu(A))fy : A € E} és compact conver
in",
A related result is the following theorem which says that it is always possible to
ext-a nonatomie cake fairly.
‘Theorem A.2.88. Let (11)... /4n} be nonatomic probability measures on a mea-
surable space (9,3). Then for any B, > 0 with Bf, = 1, there is « U-partition
{Aj Aah of © such that pu(Aj) = B; for all 1k, j L'(L) be defined by m(A) = ya. It is easy to check
that mis a veetor measure. ‘The range of m is the collection of indicator functions of
Borel sets. This set is not convex. For instance, the constant funetion 3x9) + 4x9
does not belong to the range R(m) of m. The range of m is closed but not compact.
‘The Borel sets An = (t € I: sin(2"nt) > 0} satisfy [Iva ~ Xanlli = } for n # mm,
50 no subsequence of {x,} converges.
However, we can have a weak (approximate) version of Lyapunov's theorem,
‘Theorem A.2.41. Let (91,3) be a measurable space, X a Banach space with the
Radon-Nikodym Property, and m : D+ X a nonatomic vector measure of bounded
variation. Then Rm) 4s conver and norm compact.
Definition A.2.42. Let (9,¥, 4) be a measure space and {fn} be a sequence of
‘measurable functions with values in @ metric space (X,d). Then (a) fy converges
almost everywhere to f, denoted by fa(w) > f(w)urae., if there exists a set NCO,
with w(N) = 0 such that fu(w) -» fd) im X for all w €2\ Ny
(b) fn converges in measure to f, denoted by fy 4 f, if limavos(w € %
A(fa(w), fw) > €} = for every € > 0;
(©) fn converges almost uniformly to f, denoted by fy “¥ f, if for any 5 > 0 there
is ACO with (A) < e such that {fn} converges uniformly to f,on M\ A.
‘We have the following result relating the above notions of convergence os MULTLVALUED ANALYSIS: THRORY
Proposition A.2.43. (a) Almost uniform convergence implies convergence almost
‘everyrahere and convergence in measure; '
(b) If 4 is finite and fa(w) + flwjp-ae., then fa 4 f;
(0) Hf 1s finite, then fa(a) + flu) ur ue. aff for every 5 >0
MURan fw € Dd falw}, {(2)) > 4}] + 0 asa oo
‘Theorem A.2.44. (Egoroff) If is finite and fal) > fulrae., then fe Bf. |
Proposition A.2.45. Bvery mensuruble B-valued fuention f on a measurable space
(0) is the limit of a sequence of simple functions sq such that |sy{.)| < |so(w)|
sree S [6nle)] S.- |fe)| for all w € 2.
‘The Lebesgue integral of a simple function 9 = Ep_,xayze, Ae € Bye € R with
respect to a measure x on ¥ ia defined by fy s(w)dulw) = Ef_yzeu4(Ax) as tong as
ce and -oe do not both appear in the sum. In case they do, the integral does net
exist, For a measurable function f : + Ry, its Lebesgue integral is defined by
[ fla)duls) = supl if s(w)du(u) : 4 is a simple function with <9 < fl
In I,
For a general measurable function f : 0+ R, we introduce f+ = max{/,0} and
7 = max{=f,U} {the postive and regative parts of f respectively) and dene [
fteranter = f rorantey— [ reordatoy
provided oo — 00 does not happen, otherwise we say that the integral does nat
exist. We say that f is yrintegrable (or simply integrable if j is understood) if
Ju f* dul) and jg f-(w)dulw) are finite. If A € ¥, we define Sa fle)dnte) =
Jo flwlxalwidulw). The set function A+ (A) = fy f(u)du(w) is a signed mea-
sure and a measure if f > 0.
‘Theorem A.2.46. (a) Let fi, far-o-) fuy---s fy be measurable functions, Mu) <
Salve) wave, for alln > 1 with fi hlwhdule) > 00 and fy tf. Then fay fnle dle) +
Jaf (w)duta); |
(8) Ifa 1 with fi, hw)dulic) < oo and fu 4 f, then fr fulwhdute) 4
Iq f(odutw).
Theorem A247. Let fi, faro-sfaro-sf are R-valued measurable functions on
B. (0) Jf fy 2 f for n 2 1 wath fe flu)dule) > 00, then fo lim falw}du(u)
Bm fo falw)an(u): “
(b) If fa S f form > 1 with fy F(Idulw) < 00, then lim fy fulw}dulw) <
Sr lime fa (w)dulu). i
The next result is one of the bread and butter theorems of analysis.
Theorem A.248. Let fi, for---:for---f,g Be Borel mensurable. Assume that
[fal Sg form > 1 with g printegrabie and fa(w) > f(w)p-a.€. Then fp falu)du(u)
+ fo fwhdulw).
Another contral theorem of analysis is the next one, known as the Radou-
Nikodym theorem.
‘Thearem A.2.49. Let be a o-finite measure and A be a signed measure on the — |
o-field 5 of subsets of © and 0 p-a.e
[4 9(w)dulie) for all Ae E. If h is another such function, then
Now we will introduce a concept which allows us to improve theorems A.2.46
and A.2.47
Definition A.2.51. Let (0,2, 4) bea finite measure space and K C L'(f). Then
wwe say that Kis uniformly integrable if lim. sco %Prew Jyiyincy fll = 0
Proposition A.2.52. K C140) is wniformily integrable iff it is L!-bounded and
for every «> 0 there is ad > 0 such thet supyey [4 [fldulse) <¢ for all AcE
with pA) <6.
Remark A.2.52. It can be proved that in the case jis nonatomic, the L!- bound
cediness is a consequence of the other (« — 6) condition.
Theorem A.2.54. Let {fn} be a uniformly integrable sequence of functions from
QR. Then _
(fg bm fadys < lim fy fudu < Tim fy, fad < fo Tim fn;
(b) Ifa f, then f is integrable and Jo fad + Jn Sau
Another useful characterization of uniform integrability i:
Vallée-Pousin theorem)
Theorem A.2.55. For K © L1(Q), the following two properties are equivalent.
(a) K is uniformly integrable;
(b) There 9G: Ry + Ry such that fms sop A! = oo and supl fy Gil fidu sf €
K] Vand (A) = linnpin(A) exists and is finite for all AcE
Then,
(a) 1 is a bounded measure;
(>) for every € > 0 there ts > 0 such that suppos Wnl(A)| S © if MA) < 0
(uniform countable additivity)
Remark A.2.58. This theorem is often called the Vitali-Habn-Saks theorem
‘Theorem A.2.59. Let (9,E,) be a finite positive measure and © > 0. ‘Then
= Unsin with some My such that AM, for ## J, and each Q; is either an
atom or w{%) <€
Remark A.2.60. This theorem is known as Saks’ theorem and says that a finite
positive measure space can have at most a countable family of disjoint atoms.
the following (De La
To conclude this second section of the appondix, let us stare some basic results
on the interplay between measure theory and topology. We start with a simple
observation, os MULTIVALUED ANALYSIS: THEORY
Lemma 4.2.61, Let X be a Hausdorff topological space and Y CX. Then
BY) ={(COY :C€B(X)}
Definition A.2.02. Tet X be a Hausdorff topological space and let Co(X) be the
space of continuous functions with compact support. The Baire o-field, denoted by
Ba(X), is the smallest o-field for which all functions in Gp(X) are measurable. Es
dently, Ba(X) is generated by the sets {z € X : $(2) > c}, where $ € Co(X),c€ R.
The Baire o-ficld is most interesting when X is a locally compact Hausdorff
space.
Proposition A.2.63. For ony locelly compact Hausdorff space X, Bu(X) is gen-
erated by the compact Ge-sets.
Remark A.2.64. Every compact Baire set is actually a compact Gs
The next proposition compares Baire and Borel sets.
ition A.2.65. Let X be a Hausdorff topological space. Then (a) Ba(X) ©
Propo:
Bix);
(b) IP X is locally compact, K is compact, U is open und K CU CX, then there
exist an open Baire set V and a compact Gs-set C such that KV EC CU;
(©) 1X is locally compact separable metrizable, then Ba(X) = B(X)
Definition A.2.66. Let X be a Hausdorff topological space and js be a finite mea~
sure on B(X). (a) wis outer regular if y(A) = inf[u(V) : V € BOX), Y is open and
ACV) for all Ae B(X);
(b) wis inner regular if (A) = suplu(C) : © € B(X),C is elosed and © C A} for
all A€ B(X)
(¢) 1. ia regular if itis both inner and outer regular.
(4) mis tight if (4) = suplaQ) : K € B(X),K is compact and K ¢ A] for all
Ac BX),
‘Theorem A.2.67. Let X be a Hausdorff topological space and jz a finite measure
on B(X). (a) pis inner regular iff it is outer regular;
(b) 2 is regular if X is metrizable;
(¢) wis tight if X te a Polish space.
Measures induced from regular measures via continuous functions are also regu-
Jar.
‘Theorem A.2.68. Let X,Y be Heusdorff topological spaces with X compact and
}:0 finite regular measure on B(X). Then pf~"(A) = w(f-'(A)) a8 also a finite
regular Borel meausure on B(Y)
REFERENCES. R. Ash, “ Real Analysis and Probability,” Academic Press,
New York, 1972; D. Cohn, “Measure Theory,” Birkhduuser, Boston, 1980; R. Dud-
ley, “Real Analysis and Probability,” Wadsworth and Brooks Cole, Pacific Grove,
CA, 1989; P. Halos, “Measure Theory,” Springer, New York, 1950; E. Hewitt-K.
Stromberg, “Real and Abstract Analysis,” Springer, New York, 1965; H, Reyden
“Real Analysis,” 2nd ed., MacMillan Pub. Co., New York, 1968; W. Rudin, “Real
and Complex Analysis", 2nd ed., McGraw Hill, New York, 1974) A. Weir, “General
Integration and Measure,” Cambridge University Press, Cambridge, UK, 1974. APPENDIX soo
A.3. FUNCTIONAL ANALYSIS.
Definition A.8.1. A topology r on a vector space X is called a linear topology if
the vector operations of addition and scalar multiplication are r-continuous, namely,
[z,y] + & +y from X x X into X and [A,x] + Ax from R x X into X are both
continuous. Then (Xr) is called a topological vector space (tvs for short) or linear
topological space (Its for short).
Remark A.3.2, A ws need not be a Hausdorff space. Also, it is clear from the
above definition that linear topologies are translation invariant, ie., a set U is open
Uff the translation 2+ U is open for every x € X. In particular, every neighborhood
of z is of the form 2+U, with U a neighborhood of the origin. So, the filter of
neighborhoods of the origin determines the filter of neighborhoods of any other
point by translation.
Definition A.3.3. A set A in a vector space X is
(a) convex if Ax + (1 A)y € A for all x,y € A and 9 O such that Ax € A for all 0 << do;
(c) balanced (or circled) if Ax € A for all 2 € X and [Al <1.
‘The next theorem characterizes the structure of linear topologies,
Theorem A.3.4. A topology + on a vector space X is a linear topology iff it is
translation invariant and possesses a neighborhood base By at the origin with the
{following properties (a): each U € Bo is absorbing and balanced; and (b): for every
U € Bo there erists V € By such that V+¥ CU.
Corollary A.3.5. Let X be a vector space and By ts « collection of neighborhoods
of the origin in X which satisfy (a), (b) of theorem A.8.4. Then, Bo is a neighbor-
hhood base of the origin for a wnique topology + such that (X,7) is a tus
Remark A.9.6. A linear topology 7 on X is Hausdorff iff Mues,U = {0}.
Proposition A.3.7. For any tus X and z € X, each neighborhood of = contains
4 closed neighborhood of z. In particular, the family of ali closed neighborhoods of
the origin form a base at the origin. Hence X is a regular topological space (see
remark A.i.44).
Remark A.8.8. A Hausdorff tvs is metrizable iff there is a countable neighborhood
base of the origin. In this case the topology is generated by a translation invariant
metric
Definition A.3.9. A Hausdorff topological space X is said to be locally convex if
every neighborhood of the origin includes a convex heighborhood of the origin.
Clearly the closure of a convex set is aconvex set. So, the structure theorem A.3.4
implies that in a locally convex space the convex, closed, absorbing and balanced
neighborhoods of the origin form a neighborhood base for it.
Definition A.3.10. Let X be a vector space and p: X + R. (a) p is sublinear if
it is subadditive and positively homogeneous (namely, p(x + y) < p(z) + ply) and
p(Az) = Ap(2) = Ap(a) for all z,y € X and all \ > 0); (b) pis a seminorm if it is
subadditive and satisfies p(Az) = |A\p(z) for all z € X and all \€ R, 20 MULTIVALUED ANALYSIS: THEORY
Remark A.3.41. Every seminotm is sublinear and every sublinear function satisfy-
ing p(—z) = plz) for all x € X is a seminorm, Moreover, if p is sublinear, then
pO) = 0 and ~pl-z) < plz) for all x ¢ X, and g(z) = maxlp(z),p(—2)] is a
seminorma, While, for a seminorm p, {z € X ! p(x) = 0} is a linear subspace and
p(a) > O for all x € X.
Definition A..12. A norm is a seminorm such that p(x) = 0 iff 2 = 0.
Remark A.8.13. A seminorm defines a semnimetric d via dfe,y) = p(x ~y). If pis
anoren, tea the seminetric is actually a metric
Definition A.3.14. The Minkowski functional for gauge) po of a sot CC X is
defined by
inffA > 0 - € Al, where inf = 00
Remark A.9.15, Its easy to see that p-c(t) = po(-2) on X, pa Spo if ACC,
‘and pols = 0 if C includes a subspace. Also, a function p: X'-» R is a seminorm,
iff itis the gauge of a convex, absorbing and balanced set C. Finally, a nonnegative
sublinear function is lower semicontinuous if it is the gauge of a closed convex
tot containing the origin; i is continous if it la the gauge of a closed couree
neighborhood af the origin.
Polz}
‘Theorem A.3.16. (Habn-Banach) Let X be @ vector space, M CX a Knear sub-
space, p: X > Ra sublinear functional and f : M+ ® a linear functional sat-
isfying $(2) < pla) for every 2 € M. Then there exists a (not unique in general)
linear extension f XB of f such that f(x) < p(x) for allx € X.
Locally convex topologies are precisely the linear topologies derived from families
of seminorms. More specifially, we have
‘Theorem A.3.17. A linear topology + on a vector space X is locally conver iff it
is generated by @ fomily of seminorms. In particular, a locally conver topology és
generated by nz, whure U ix a conver, balanced neighborhood of the origin
Remark A.9.18. Evidently, if (X,7) is alocally convex space, then 2q “x in X iff
pe(aq — 2} -> 0 for each i € f. Here {p,}iey is the family of seminorms generating
‘Theorem A.3.19. A locally conver space is normale iff itis locally bounded.
‘The Hahn-Banach theorem in its geometrical form leads to the separetion theo-
rems for convex sets, which have very important applications.
Definition A.3.20. Let X be a tvs. A coutinuous linear functional 2° separates
sets A and C if suplz"(a) : a € A] < inflz"(o) + ¢ We say that 2* strongly
separates sets A aud C if sup[2"(a) :4.€ A] o(y,K) = supl(zyy) =
2 € Ki] is m(¥, X)-continuous. Conversely, if is a m(¥, X)-continuous sublinenr
functional, then Ky = (x € X : (2,y) < o(y) for all y € ¥} is w(¥,X)-compact
conver and a(:) = o(-, Kg). In a Banach space X, a subset K C X és compact and
conver iff o(+, 10) is continuous on (Bj,w*), where By is the closed dual unit ball
and w* = w(X*,X) (Banach- Dieudonné theorem).
Recall that a notm is a function {J || : X + Ry such that [jz] = 0 iff x = 0,
laa = |Alliall for all -€ Bz € X, and l[z + wll < [zl] + lly for all 2, y € X. The
norm induces a metrie d via the formula d(r,y) = jl — vil. The resulting metric
topology on X is called the norm (strong) topology on X. By B, we denote the
‘open unit ball centered at the origin,
Definition 4.3.89. A Banach space is a normed space which is complete for the
‘metric induced by the norm.
Definition A.8.40. The norm of a linear operator L : X + ¥ between normed
spaces is defined by |L[l¢ = sup||[E2l|: |x|] < 1]. IE [Z|le < oo, then Lis said to
be a bounded operator. Otherwise it is said to be unbounded.
Remark 4.3.41. Recall that a linear operator L : X + ¥ between normed spaces
is bounded iff it is continuous. Moreover, it is clear from definition A.3.40 that
Zzl} < |Lljelel|. Let C(X,¥) be the vector space of linear operators from X into
Y. Then (C(X,¥),|| IIc) is a normed space which is complete iff ¥ is a Banach
space.
nel APPENDIX ots
Now we will present two hasic theorems of linear functional analysis,
‘Theorem A.3.42. (Open mapping theorem) Let X,Y be Banach spaces and L €
L(X,¥) be onto. Then, L is an open mapping. In particular, if L is one-to- one,
then it 48 a linear homeomorphism.
‘Theorem A.3.43. (Closed graph theorem) Let X,Y be Banach spaces and L :
X + bea linear operator. Then, L€ £(X,Y) (ie. L is continuous) if Gri is
closed in X XY.
Definition A.3.44. The norm dual or simply dual X* of a normed space X is the
vector space of all continuous linear functionals on X.
In the light of remark A.3.41, X* is a Banach space with the norm given by
\je"|| = supl(2*,2): [le < 1)
‘As a consequence of the Hahn-Banach theorem, we obtain the following useful
result.
Proposition A.3.45. Let X be normed space, M © X a near subspace and f
MB a continuous linear functional. Then, f can be extended continuowsly to a
linear functional on all of X without increasing its original norm,
Definition A.3.46. The dual of X*, denoted by X*, is called the second dual of
x.
‘The space X can be embedded isumetrically in X** in natural way. Namely,
each 2 € X produces a continuous linear functional # on X° by 2(z*) = 2*(2) for
all z* € X*. Note that i(z) = @ is an isometry and identifies X with a subspace of
X**, The embedding i is called the canonical embedding.
Definition A.3.47, A Banach space X is reflexive if X** = i(X). We usually
‘write X** = X since the canonical embedding is always understood.
A third basic result of linear functional analysis is the following.
‘Theorem A.3.48, (Banach-Steinhaus) Let X be a Banach space, Y a normed
space and SC £(X,¥). Then, suplllAlle : A € 5] < co iff supll}Az|| : A € 5} < 00
for all 2 € X.
Remark A.2.49. As a consequence of this theorem, we obtain that for the dual
pair (X,X*), boundedness is duality invariant, ie. all compatible topologies on X
have the same bounded sets. Also, A € £(X,Y) iff A C(Xw, Yq), where Xu (Fo)
denotes the space X' (¥) equipped with the weak topology. Moreover, the pointwise
limit of a sequence in C(X,¥) is also an element in £(X, ¥).
Definition A.8.50. w(X,X*) is called the weak topology on X and is denoted
by a, while w(X*, X) is called the weak* topology on X* and is denoted by w*
Remark A.9.51. On X* we can define a third topology in addition to the strong
and weak" topologies. Namely, the w(X*, X**)-topology, called the weak topology
on X* and denoted by w. Let s be the norm topology, then w* C w Cs. The
inclusion w* C w is strict unless X* is reflexive, while the inclusion w Cs is strict
unless X* is finite dimensional. Similarly, for the inclusion w C s ou X. Finally,
for a normed space X the norm topology and Mackey topology m(X, X*) coincide,
The next result reminds us of the Heino-Borel theorem and justifies the intro-
duction of the w*-topology. ou MULTIVALUED ANALYSIS: THEORY
‘Theorem A.3.52, (Alaoglu) Let X be a normed space. The closed unit ball of X*
is w*-compact, Hence, a subset of X* is w*-compact iff it is w*-closed and norm
bounded.
Remark A.9.53. A word of caution, Although BF = {2" € X*: le*|| < 1) ia
w*-compact, Sj = bdBY need not. In fact, Sf” = Bj if X is infinite dimensional
This is because the norm of X* is not w*-continuous. More precisely, we have
Proposition A.8.54, If X is a normed space, then -+ jlz|| is w-lower semicon-
tinuous on X and 2* — |Ix"|| is w*-lower semicontinuous on X*
Alaoglu’s theorem explains the embedding of X into X*
‘Theorem A.3.85. Let X be a normed space. Then (a) w(X"*, X*)Ix
(b) By is w(Xe*, X")-dense in {2"* :fiz**l] <1}; and
(0) X is w(X",X" i
Among Banach spaces, in prominent position are the reflexive and separable
ones. :
‘Theorem A.3.56. For a Banach space X we have the following equivalent state-
‘ments: (a) X in reflexive; (b) the closed unit ball in X is wreeampact; and (ce) X*
is reflexive.
Remark 4.9.57, Refiexivity is F-hereditary, i. every closed linear subspace of a
reflexive Banach space is itself reflexive.
Proposition A.3.58. For a normed space X, we have the following equivalent
statements: (a) X is separable; (b) Bi is separable; and (c) Si is separabie.
Remark 4.3.59, Separatility is a hereditary property, ie. if X is separable then
so are all its subspaces. Also, if X is separable and infinite dimensional, then we =|
can find a dense and linearly independent sequence in X. This illustrates well the
difference between finite and infinite dimensional spaces. In au infinite dimensional
space we have much more freedom. Also, the dual of @ separable normed space
need not be separable, However, if X* is separable, then X is separable too.
Separability is intimately related to the metrizability of the weak topology. Re-
call that the weak and weak” topologies are not globally metrizable unless the
space is finite dimensional. However, when restricted to certain subsets, they can
be metrizable,
‘Theorem A.3.60. In a Banach space we have: (a) The w*-topology on By is,
metricable iff X is separable; |
(b) The ww-topology on By is metrizable iff X* is separable; '
(0) The weak topology of a weakly compact set of « separable Banach space is metrize =
‘able.
Remark A.8.61. For a separable Banach space X, X* is w*-separable, i.e. there is
‘a sequence in X* which is w*-dense in it; hence X* is separable in all topologies
compatible with the dual pair (X, X*),
Next we present some important results dealing with weak compactness.
‘Theorem A.3.62. (Bberlein-Smulian) For the weak topology of a Banach space
X,, compactness ond sequential compactness are equivalent
w(X,X"); APPENDIX os
‘Theorem A.3.63. (James) A nonempty w-closed bounded subset of a Banach
space is w- compact iff every continuous linear functional attains its marimum
there.
‘Theorem A.3.64, (Smulian) A conves set of a Banach apace is weakly compact iff
every decreasing sequence of nonempty closed conver subsets of it has a nonempty
intersection.
Theorem A.8.65. (Grothendieck) A weakly closed subset K of a Banach space
is weakly compact iff for any ¢ > 0 there exists a weakly compact set W such that
KCW+ch.
Definition A.3.65. Let X be a normed epace and A & X, the (closed) com.
vex hull of A, denoted by convA(eontA), is defined by convA = A[C : C >
A(closed), convex].
‘Theorem A.S.67. (Krein-Smulian} In closed conver: hull of a w-compact set is
w-compact
‘Theorem A.8.68. (Mazur) The closed convex hull of a strongly compact set is
strongly compact.
Proposition A.3.69. ina infinite dimensional normed space, we have w-int By =
4
Remark 4.3.70. Weak neighborhoods of the origin can be quite large. In fact, a
basic neighborhood U(0;24,...,r3,€) = fz € X : (af,z)| < 6k = 1,2,...4n}
contains Pf_,Kera, a linear subspace of finite codimension,
Proposition A.8.71. In a Banach space a conver set is weakly closed iff its in-
tersection with every bounded w-closed set is w-closed.
‘Theorem A.3.72. (Browder) Let X be a reflerive Banach space, CC X is bounded
and z €C™. Then there exists a sequence in C which converges weakly to x.
Definition A.3.73. Let X be a vector space and © © X. We say that 2 € C is
an extreme point of Cif z= ¥f¥ with u,v € C implies 2 = u =v. One can check
easily that this is equivalent to saying that C \ {2} is convex. The set of extreme
points of C is denoted by extC.
Proposition A.3.74. Let X be a locally convex space, CC X is compact conver
and 6: C + R is conver and upper semicontinuous. Then there exists at least one
point in extC, where @ reaches its mazimum.
Remark A.9.75. This optimization result is known as Bauer's maximum principle.
Theorem A.8.76. (Krein-Milman) Let X be a lacally conver space, K CX a
‘compact conver set and CC KC. Then, the following conditions are equivalent.
(a) BAUC = K;
(b) extK CC} and
(©) for 2* € X*, infl(z*,z) : 2 € C] = min{(e",2) : 2 © K]. In particular,
ext #0 and tomiextK = K.
Remark A.$.77. More generally, a nonempty, closed, convex, locally compact and
line-free set has an extreme point. a MUUTIVALUED ANALYSIS: THEORY
Now we will recall some basic definitions and facts pertaining to vectorial in
tegration. So, let (9,32, j) be a finite measure space and X a Banach space. As
before, a function s: “> X of the form s = Bzyzexa,, with Ae € © mutually
disjoint and zz € X, will be called a simple function
Definition A.3.78, A function f : 9+ X is measurable (or strongly measur.
able) if there is a sequence of simple functions {2,} which converges to f p-almost
everywhere; ie. for pralmost all w € £2 llsq(w) ~ f(«)|] -¥ 0 as n+ 00.
Remark A.S.79. Ttis easy to see that if f : + X is measurable, then f-(C) € 5
for every closed set (or open set ) C in X. The converse is true if X is separable.
Specifically we have:
‘Theorem A.$.80. (Pettis) A function f : 2 + X be measurable iff (a)f is u-
essentially separnbly valued, 42. there exists A € E with (4) = 0 such that
1(Q\ A) is a strongly separable subset of X; and
(b) w (2*, F(w)) ts measurable for all z* EX" fi.e., f is weakly measurable).
Corollary A.3.81. A function f : 2 -+ X is measurable iff f is the p-almost
everywhere uniformly limit of a sequence of countably valved measurable functions.
Definition A.3.82. A measurable function f : 2 -> X is said to be Bochner into-
gable if there exists a sequence of simple functions (8,} such that linay-saa If (o)~
‘n(w)|ldu(w) = 0. In this case for every A ¢ E the Bochner integral is defined by
Sa Fp = Vita soo fy Sndyy, where fi, sndys = BR. t44u(A 7 Aa).
A concise characterization of Bochner integrable functions is given in the next,
theorem.
‘Theorem A.3.83. (Bochner) A measurable function f :-+ X is Bochner inte-
grable if Jo lIf(w)|idu(s) < 00.
‘Theorem A.3.84. Assume that f, + f and there is $ € L*(Q) such that |Ifa(w)|l <
Olw)a-a.e, Then for ench AEE
Ji foane-> [$4 in X 2800
In fact, J lIf ~ fallds +0 a8 1 co.
Additional basic facts about the Bochner integral are collected in the next propo-
sition.
Proposition A.3.85. Let { : 2 X be « Bochner integrable and m(A) = J, faye
for all AGS. Then (a) m ts a vector measure and m <1
(b) MN Sy Feel < Sy I flidis for alt A € ;
(©) m has bounded variation and |m|(A) = J. Iiflldu for all A Z;
(d) if 9: 2+ X is another Bochner integabie function such that J, fdu = J, ode
for all A € 3, then f(w) = glu) poe.
‘The next theorem exhibits a remarkable property of Bochner integral which has
no analog in the theory of Lebesgue integral.
‘Theorem A.3.86. Let X,Y be Banach spaces, L: DCX +Y a closed linear
operator and f, Lf are Bochner integrable with respect to x. Then L(f, fdy)) =
Sq Lidp for ali AcE. APPENDIX on
‘Theorem A.3.87. Let f : [0,1] + X be Bochner integrable with respect to the
Lebesgue measure. Then
ts an
lint [ "fe = Flllide = 0, tence Jing [ solide = fl)
fora. ¢€(0,1]
Remark A.9.88. In general, we have the mean value theorem for the Bochner in-
tegral gi fy Jd € mT (A) for all Bochner integrable function f : 90> X and
Ae 5 with p(A) > 0.
Definition A.8.89. Let 1
0: [[f(u)llx 0 ia the Z°-norm of f.
‘Theorem A.3.102, (Dunford-Pettis) Let K © L(M). Then the uniform integra-
bility of Kis equivalent to saying K is relatively w-compact.
Remark A.9.103. The result remains true if L*(Q) is replaced by 13(9, X) with X
reflexive.
een ee nent eneenl
Definition A.3.104. Let X be a locally compact topological space. By Go(X) we
denote the space of continuous functions which have compact support. By C-(X)
we denote the space of continuous functions f : X -+ R for which for every € > 0
there is a compact set K © X such that |f(z)| < «for all © K°MX. Such
functions are said to vanish in a neighborhood of infinity.
Remark A.8.105. Note that Co(X) © Cx(X) © C(X). If X is noncompact, then — |
C.(X) is @ proper subset of C(X). If X is compact, we have Co(X) =C.(X)=
G(X), Let Bn(X) be the space of bounded functions from X into R furnished — ;
with the supremum norm. Then C.(X) is closed in Bn(X), hence a Banach space, |
‘Co(X) is in general not closed. Its closure is C-(X). |
Definition A,9.106. Let X be a locally compact topological space. By Mi(X)
‘we denote the space of all bounded regular Borel measures. The space My(X),
furnished with the total variation norm, is a Banach space.
‘Theorem A.3.107. (Riesz-Markov) Let X be a locally compact topological space.
Then C-(X)* = Mu(X).
Remark A.3.108. The duality brackets between { € Co(X) and w © My(X) are
given by (4,4) = Sy Fu.
Next let us recall a few basic things about Hilbert spaces.
i
i
I APPENDIX os
Definition A.3.109. Let H bea vector space. A scalar product (or inner product)
on H isa bilinear form (,,) : 4x H = which is symmetric and positive definite
Ge. (2,2) > 0 for all 2 € H and OMf z = 0}. Set [i = (z,2)/?. ‘Then this is a
norm on H. If (H,|\-|)) is complete, we say that is a Hilbert space.
Remark A.3.110. A scalar product satisfies the Cauchy-Schwarts inequality: |(z,)|
< [{z,2)]"|(y,y)I"? on Hx H. Also the norm [| obeys the parallelogram law:
[SFE + EEE = M(x? +lvi?) on Hf xc 2. 4 Hilbert space is uniformly convex,
tuts reflexive.
‘Theorem A.3.111. Let H be a Hilbert space, CC H nonempty closed and convez,
andy € H. Then there existe a unique z € C such that |}y—z\| = inf|{l|y—cll sc € Cl].
Moreover, this 2 is charaterized by (y ~ 2, ~ 2) <0 for all x €C.
Remark A.S.112. Wo write z = p(y;C) and call x the projection of y on C. Note
that p(-;C) is nonexpensive, i.e. {\p(u1;C) —p(y2iC)l < lly ~yall for all ys, 92 €
Also, if X is a closed linear subspace of H, then z = p(y;C’) is characterized by
(y— 2,6) =0 for all cE C. In this case, p(-;C) € CH).
‘Theorem A.3.113. (Riesz-Frechet) Given 2" € H with H a Hilhert space, there
exists @ unique x € H such that 2*(y) = (x,y) for all y € H. In addition, |lx|
|e" llae
Remark A.9.114. Tis theorem shows that every continuous linear functional on
H can be represented by a scalar product. The map z* —+ x is an isometric
isomorphism which permits the identification of H and H". Very often we do this
‘identification but not always (see the subject of evolution triples in Volume B).
Definition A.3.115. A Hilbert base (or simply base) is a sequence {e,} © H such
that
{a) llen{| = 1 for all n > 1 and (¢m,€n)
) sparen} = He
Remark A.3.116. If H has a base, then for any 2 € H we have 2 = Da>i(2,en)en
and |lz{/? = Lnzal(z, en). Conversely if {8n} C @, then z = En>1fnen exists and
satisfies (2, €n) = Bn, and [fz||? = En>i 2.
‘Theorem A.3.117. Every separuble Hilbert space has a Hilbert base.
‘Remark A.3.118, A Banach space is a Hilbert space if tite norm satisfies the par-
allelograrm law.
Now we list some basic things about compact operators
Definition A.3.119. Let X,Y be a Banach spaces and A € £(X,¥). We say that
Ais compact if A(B)) is compact. By (X,Y) we denote the subspace of compact
‘operators from X into ¥.
Theorem A.$.120, K(X,¥) is a closed subspace of £(X,¥).
Definition A.3.121. We say that A ¢ £(X,¥) is of finite rank if dimR(A) < 00.
Remark A.3.122, Let {An} © (X,Y) be a sequence of finite rank operators, A €
L(X,Y) and A ~ Anlic > 0. Then, A © K(X,Y). The converse of this is the
celebrated approximation problem, ie. given A € K(X,Y) can we find finite rank
operators {ln} © £(X,¥) such that || — Alle ++ 0 as n> 00? This problem
was solved (negatively) by Enflo (1972). However, the answer is positive if ¥ is a
Hilbert space.
=0 for all n# m; and 20 MULTIVALUED ANALYSIS: THEORY
Proposition A.3.128. The’ composition of a compact with a linear operator ix
compact.
‘Theorem A.3.124. (Schander) IA € K(X,Y), thon AY © K(V*,X*) and con:
versely.
‘Theorem A.3.125. (Fredholm alternative) Jf 4 € K(X), we have (a) N(I — A)
is finite dimensional;
(b) RU — A) is closed and R(T ~ A) = N(I - At)
(©) NU ~ A) = {0} if RU A) = X; and
(a) dimN(I — A) = dimN (I — A)
‘Remark A.§.126. The name of this theorem comes from the resolution of the op-
erator equation x - Az =.u, Bither this equation has a unique solution for every
w€ X or the equation z — Ax = 0 has n linearly independent sokutions in which
case the inhomogeneous problein x — Ax = u is sovable iff u satisfies the n orthog-
onality conditions: u € N(I~ A*)+. Finally, condition (c) reminds us of the finite
dimensional case where a bounded linear operator is injective iff is surjective, This
is no longer true in infinite dimensions (e.g. consider the right shift in @).
Also let us recall a few basic things about lower-semicontinuous and convex
Functions,
Definition A.3.127. A function : X -+ R is said to be lower semicontinuous
at z € X (a Hausdorff topological space) if for all k R satisfying k < f(z) we
can find U € N(z) such that k < f(y) for all y € U. We say that f is lower
sernicontinuouos if it is lower semicontinuous at evory 2 € X. Also, f is said to be
upper semicontinuous at z if —f is lower semicontinuous at x.
Remark A,9.198. Evidently, f is lower semicontinuous at every = € X such that
J(2) = -00. Also if C CX is closed, then its indicator function dc is lower
Semitinuous, where do(z) = 00 if « ¢ C and do(2) = 0 otherwise.
Proposition A.3.129. Let X be a Housdorff topological space and f : X +R.
Then
(a) f is lower semicontinuouos iff La = {2 € X : f(2) You might also like
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