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211-'° Proof. Let h(u) be a positive decreasing continuous convex function defined on the interval [0,+0o) such that h(0) < po and lim h(u) = 0. U- M
Let N(u) = uP°-h(u).
Let p be a finite atomless measure. By Theorem 3.4.3 for any p, 0
T
- a sup i
8
M = P (ta: i=1
Atxi11)> g
Proof. Without loss of generality we may assume that
= 1. n
If
Ixtl2 > ',we shall use the Paley-Zygmund inequality t=1
m
>2Pa({a:
ri (a)xi
8})
i=1
>
2 Po({a:
ii(a)xt i= 1 \
a (I
Ixt12)112}
t=1
1
2 3 (1-1612> If
IxtI2 < a we shall use the Tchebyscheff inequality (Lemma ti=1
3.6.13). By simple calculation we obtain n
f f (,.i-r"i (a))xi 2dP2 A
i=1 n
E i=1 n
f
.1
I() -r"t(a))xtl2dPA n
n
_
.1; IxxI2-2 i=1
_
,' )1tIxid2 t=1
.y (1-,I;)Ixt12< 4 t=1
n ,1
O
ft(a)dPA+ f Ixtj2 i=1
Locally Pseudoconvex and Locally Bounded Spaces
141
In the calcution we have used the fact that rt are independent random
I_
variables and formula (3.6.5).
Now P,t
({a:
g
)
(At-, (a))x$
= Px ({a:
I_
e also in this case.
Proof of Theorem 3.6.12 (modified proof given by Ryll-Nardzewski and Woyczynski (1975). Let M be a bounded measure. Thus, by definition, the set
K= {x: x=
E{M(Ag), et equal either -1 or+ 1, t=1
At e E, At disjoint sets}
is bounded. We have to show that the set n
K1 = {x: x = JAM(At), 122 < 1, At c- E, At disjoint} t=1
is also bounded. M(Ag) E L°(Q,E,µ). We shall write M(At) = f (t). Let S2 = {-1, +1 }N, let P be a measure with the property described in Lemma 3.6.16, and let rt be a sequence of independent random variables described in that lemma. Thus by Lemma 3.6.16
lt(a)f(t) 8 tit
t=1
I)
8
(3.6.6)
Chapter 3
142
for all t. By the arguments given in : Example 1.3.5 we may assume that
it(Q) 8c}.
t=1
Suppose that p(TT) > 0. Let p ,(A) = p(Ar Tc)/u(TT). Of course pe(TT) = 1. For the product measure pe X P we have by (3.6.6) n
n
:I(a)J(t)
ll(t,a):
8
.YJ At.r(t) i=1,
i=1
Then, by the Fubini theorem, n
max
uc
E,=±1
n
8 1
Si Ytt(t )
({ t e Tc: l
.if{(t)
{=1
and, by the definition of TT, max
E/=±1
tft(t)
pe ({ t e TT :
l
Hence, by the definition of pc, n
max p ({t e T:
E,=f1
max It
e1=f1
8
Ill
c({te l
e o{(t)
> c})
t=1
Ye{ft(t)
t e Tc:
> c }) > 111
l=1 n
1 P(Tc) 8
l
T: ti=1
Atft(t) > 8c}).
(3.6.7)
1
Let
U, = {x: u({t:
Ix(t)J
> c}) < c}
be a basis of neighbourhoods of zero in L°(Q, E, p). Since the set K is
bounded, then for each c > 0 there is an s > 0 such that sKC Uc. Thus, by (3.6.7), sK1 C U. The arbitrariness of c implies that the set K1 is bounded.
Locally Pseudoconvex and Locally Bounded Spaces
143
Now we shall define integration with respect to an L'-bounded measure of scalar valued functions. Let (X, II II) be an F-space. Let M be an L00-
bounded measure taking its values in X. Let f be a scalar valued function. Let M.(f) = sup { I f gdM 11: g being simple measurable n
functions, IgI < IfI}. PROPOSITION 3.6.17 (Turpin, 1975). M (f) has the following properties. (3.6.8.i) If I.f1I Isg(t)I for t E A. The arbitra-
riness of a and s imply (3.6.8.iv).
(3.6.8.v). To begin with, we shall assume that f1 and f2 are simple. Let g(t) be an arbitrary simple measurable function such that Ig(t)I < If1(t)+f2(t)I Let g{(t)If+(t)l
(
gi(t) = J Ifi(t)I+If2(t)I
if 1.f1(t)I+If2(t)I
0, i = 1,2.
if 1f1(t)I+If2(t)I = 0.
10
The functions g1(t) and g2(t) are simple and
g(t) = 91(t)+92(t)Hence
II f gdM < f g1dM n
n
f g2 dM
n
M' (fi)+M' (f2)
The arbitrariness of g implies
M' (f1+f2) < M' (A)+M' (f2) Suppose now that f1 andf2 are not simple. Then there are two sequences of simple mesurable functions { f1,n) and { f2 ) tending almost every-
where to j1 and f2 and such that Ift,nl < Ifi I, i = 1,2. Therefore, by (3.6.8.iv), M ( f 1 + f 2 ) < liminf M (f1, n+f2, n) 00
li m sup M' (f1, n+f2, n) n-ico
< supM' (fi,n)+supM . (f2, n) n
< M ' (fi)+M' (f2) Let
B(f) = I f gdM: g simple measurable functions, a
ISI < 1f1}
Locally Pseudoconvex and Locally Bounded Spaces
145
PROPOSITION 3.6.18. The set B(f) is bounded if and only if
limM (tf) = 0.
(3.6.9)
Proof. If the set B(f) is bounded, then
limM (tf) = lim (sup{IIxII: x e B(tf)}) t- o
t- o
= lim(sup{IIxII: xe tB(f)}) = 0.
(3.6.10)
t->o
Conversely, if (3.6.9) holds, then by (3.6.10) the set B(f) is bounded. Let X denote the set of those f for which B(f) is bounded. By (3.6.8.v)
and (3.6.9), M (f) is an F-pseudonorm on X. We shall now use the standard procedure. We take the quotient space X/(f: M (f) = 0). In this quotient space M- (f) induces an F-norm. We shall take completion
of the set induced by simple functions. The space obtained in this way will be denoted by Ll(Q,E, M). Since, for each simple function g,
f gdM
n
M49).
We can extend the integration of simple functions to a linear continuous operator mapping L1(Q,E, M) into X.
3.7. INTEGRATION WITH RESPECT TO AN INDEPENDENT RANDOM MEASURE
Let (Q0,E0,P) be a probability space. Let Q be another set and let E be a a-algebra of subsets of 0. We shall consider a vector valued measure M(A), A E E, whose values are real random variables, i.e. belong to X = L°(Q0 E0 P). We say that M(A) is an independent random measure if, for any disjoint system of sets {Al, ..., A..}, the random variables M(At) e X, i = 1,2, ..., n are independent.
We recall that a vector measure M is called non-atomic if, for each A E Q such that M(A) # 0, there is a subset A0 C A such that M(A°)
: M(A).
Chapter 3
146
Let X(w) be a random variable, i.e. X(w) E L°(Q°iE°, P). By Fx(t) we denote
Fx(t) = P({w: X(w) < t}). The function Fx(t) is non-decreasing, lim
t-
Fx(t) = 0, limFx(t) = 1. CO
It is called the distribution of the random variable X(w).
Let Q = [0, 1], and let X be the algebra of Borel sets. We say that a random measure M is homogeneous if for any congruent sets Al A2 C
C [0,1] (i.e. such that there is an a such that a+A1 = A2 (mod 1)) the random variables M(A1) and M(A2) have identical distribution. It is not difficult to show that, if M is a homogeneous independent random measure, then for each n we can represent M(A) as a sum M(A) = M(A1)+ ... +M(An), where the random variables M(At), i = 1, 2, ..., n, are independent and have the same distribution (Prekopa, 1956). Let X(w) be a random variable. The function +00
fx(t) = f eiesdF(s).
(3.7.3)
is called the characteristic function of the random variable X(w). If the random variables X1, ..., Xn are independent, then
fxl+ ... +X. (t) = fxl(t) .... fxn(t).
(3.7.4)
Directly from the definition of the characteristic function
fax(t) =fx(at)
(3.7.5)
We say that a random variable X(w) is infinitely divisible if for each positive integer n there is a random variable Xn such that X = Xn-{- ... +Xn, (3.7.6) in other words, by (3.7.4). .1x = (fx'.)n
(3.7.7)
If X is an infinite-divisible random variable, then its characteristic function fx can be represented in the form 00
fx(t) = exp (it+
itX I+X2 ](eitx_i_j) dG(x),, X2
(3.7.8)
Locally Pseudoconvex and Locally Bounded Spaces
147
where y is a real constant, G(x) is a non-decreasing bounded function and we assume that at x = 0 the function under integration is equal to -t2/2. This is called the Levy-Kchintchin formula (see for example Petrov (1975)).
If X is a symmetric random variable (which means that X and -X have this same distribution), by (3.7.8) we trivially obtain Co
fX(t) = exp
f (costu-1)
1 u u2
dG(u).
(3.7.9)
0
Of course, without loss of generality we may assume that G(0) = 0. Suppose that M(A) is a non-atomic independent random measure with symmetric values. Then by (3.7.9) 00
fM(A)(t) = exp
f (cos to-1)
1
u'o2 dGA(u).
(3.7.10)
0
For an arbitrary real number a we obtain by (3.7.5) and (3.7.10) AM(A) = exp
f(cos to-1)
z
1 zu dGA(u).
0
u
(3.7.11)
Let A,A, e X be two disjoint sets. By (3.7.4)
f
00
fM(Al u A2)(t) = exp
J+2
(cos to-1)
2
dGA1+A2(u).
(3.7.12)
0
Formulae (3.7.11) and (3.7.12) imply that for a simple real-valued function h (s) f fh(s)dM(t) = exp(- f TM(th(s))ds), n D
(3.7.13)
where W
TM(x)
= I(1 -cosxu) i+u2 u
dGM(u).
0
In the sequel we assume 92 = [0, 1]. Now se shall prove some technical lemmas.
(3.7.14)
Chapter 3
148
Let UM(x) =
min I x2,
J
Z I (1+u2)dGM(u)
(3.7.15)
0
and 00
G(3)
J
Y'M(X) =
u
du
for x > 0,
for x =0
0
(3.7.16)
.
It is easy to see that the two functions UM(x) and VIM (x) are equal to 0 at 0, continuous and increasing. LEMMA 3.7.1. For all x > 0, a > 0, there are positive numbers cl(a) and c2 such that
max TM(v) < cl(a) UM(x)
(3.7.17)
0_ 0 there is an index N such that k+m
LI EaXn
< e
n=k
for k > N, m > 0 and en taking the value either 0 or 1.
Chapter 3
154
Let K be such a positive integer that, for n > K, p(n) > N. Then for
arbitrary r > K and s > 0 r+a
4
Eixi < E,
xy(n) II = I n=r
(3.8.2)
1=p
where
p = inf {p(n): r < n < r+s}, g = sup {p(n): r < n < r+s}, if i = p(n) (r < n < r+s), 11 Et
= to
otherwise.
The arbitrariness of E implies that the series E xv(n) is convergent. n=1 00
Suppose now that the series
xn is not unconditionally convergent. n=1
This means that there are a positive number S and a sequence {En}, E taking the value either 1 or 0 and a sequence of indices {rk} such that rk+1
LI Enxn > a.
n=rk+1
Now we shall define a permutation p(n). Let m be the number of
those s., n = rk+l ,..., rk+1, which are equal to 1. Let p(rk+v) = n(v), where n (v) is such an index that En(v) is a v-th Ej equal to 1, rk < i < rk+1r
0 < v < m. The remaining indices rk < n < rk+1 we order arbitrarily. Then rk+m
I xp(n) n=rk
rk+1 Enxn>b.
n=rk+1
This implies that the series
xP(n) is not convergent. n=1 00
A measure M induced by a series E xn is L'-bounded if and only if n=1 00
for each bounded sequence of scalars {an} the series
anxn is con-
vergent. The series with this property will be called bounded multiplier convergent.
Locally Pseudoconvex and Locally Bounded Spaces
155
THEOREM 3.8.3 (Rolewicz and Ryll-Nardzewski, 1967). There exist an 00
F-space (X, II I I) and an uncoditionally convergent series
xn of elements n=1
of X which is not bounded multiplier convergent.
The proof is based on the following lemmas. LEMMA 3.8.4. Let X be a k-dimensional real space. There exists an open symmetric starlike set A in X which contains all points pl, ..., pak of the type (e1, ..., sk), where E{ equals I or 0 or -1, such that the set
Ak-1 = A+ ... +A (k-1)-fold
does not contain the unit cube
C = {(a1i ..., ak): Ia{I < 1, i = 1,2, ..., k}.
Proof. Let Ao be the union of all line intervals connecting the point 0 with the points p, ...,per. Obviously the set Ak-1 is (k-1)-dimensional. Therefore there is a positive number a such that the set (Ao+A8)k-1, where A. denotes the ball of radius E (in the Euclidean sense), has a volume less than 1. Thus the set A = Ao+Ae has the required property. LEMMA 3.8.5. There is a k-dimensional F-space (X, II
II)
such that
i = 1,2,..., 3k and there is a point p of the cube C such that IlplI > k-1. IIp{II < 1,
Proof. We construct a norm II II in X in the way described in the proof
of Theorem 1.1.1, putting U(1) = A. Since pi e A = U(1), IIptJI < 1. Furthermore, since Ak-1 = U(k- 1) does not contain the cube C, there is a point p e C such that p e U(k-1). This implies that IIpII > k-1. Proof of Theorem 3.8.3. We denote by (Xk, II IIk) the 2k dimensional space constructed in Lemma 3.8.4. Let IIxIIk = 2k IIxIIk
Let X be the space of all sequences a = {a...} such that 00
IIIaIII = I II(as--+1, ..., k=1
O, for each n we can find an index k(n) such that 2nk(n) > z. We shall choose a k(n) such that k(n) 2-1/E }, then
p(E) > p(Do)-r Let t e E. Formula (3.10.5) implies IS
f I ri(s) xt(t)I$ds < C2. At
i=1
Chapter 3
170
Thus
f I Ixi(t)j2 -2 f ( I Re(xi(t)xj(t))ri(s) rj(s)) ds < C2. At i=1
At
(3.10.6)
1 n,_1 such that
f lxn.(t)J dfu IIxII' IIeII'
the norm IIxII is stronger than the norm IIxII
Now we shall identify x e X with a continuous linear operator Lz mapping X into itself by formula Lzy = xy. Observe that the norm operator IIL=II of the operator Lz is equal to IIxII Thus we can consider (X, II II) as a subspace of the space (B(X), II II). If {xn} tends to x in the space (X, II II'), then, by the continuity of multiplication, Lz. tends to Lz in (X, 11 11). Thus the norms II II and II II' are equivalent. Let X be an algebra. An element x e X is called invertible if there is an element x-1 e X, called inverse to x, such that
xx-1=x 1x=e.
(3.11.8)
It is easy to verify that x-1 is uniquely determined (provided it exists) = x. and that (x-1)-1
PROPOSITION 3.11.2. Let (X, II II) be a complete locally bounded algebra.
Let x be an invertible element in X. Then there is a neighbourhood of zero U such that, for y e U, the element x-y is invertible. Proof. Without loss of generality we may assume that II is p-homogeneous and submultiplicative (see Theorem 3.11.1). We can write II
OD
(x-
y)-1
(x-1y)n,
= x1(e-x1y)_1 = x-1 n=o
where the series is convergent provided IIeII < x-1 1 II
II
Let X be an algebra. A set MC X, {0} M = X is called ideal if it is a linear subset of X and for all x e X, xMC M. Let X be an F-algebra, by the continuity of multiplication we conclude that for any ideal M its closure M is also an ideal provided that M -,/= X. We say that an ideal M C X is maximal, if for any ideal M1 such that M C M, we have M = M1.
Chapter 3
176
PROPOSITION 3.11.3. Let X be a complete locally bounded algebra. Then every maximal ideal is closed.
Proof. Let M be a maximal ideal in X. By Proposition 3.11.2, e 0 M. Thus M is an ideal. Since M is maximal and M C M, M = M. PROPOSITION 3.11.4. Let X be a complete locally bounded algebra over complexes. The function (x-Ae)-1 is analytic on its domain.
Proof. Let Ao belong to the domain of the function (x-Ae)-1. This means that the element x-Aoe is invertible. Let y = (A-Ao)e. Then (x-Aoe)-y = x-Ae. Therefore (x-Ae)-1
=
((x-Aoe)-y)-1
_ (x-Aoe)-1' (x-Aoe)-'a(A-A0)'' , n=1
where the series on the right is convergent provided IA-Ao' < JK(x-Aoe)-11h-1
Thus (x-Ae)-1 is analytic. Proposition 3.11.4 implies an extension of the theorem of Mazur and Gelfand (Mazur, 1938; Gelfand, 1941). THEOREM 3.11.5 (Zelazko, 1960). Let X be a complete locally bounded field over complex numbers. Then X = {A e: A being a complex number}.
Proof. Suppose that there is an x E X which is not of the form Ae, i.e. x Ae for all A. Since X is a field (x-Ae)-1 is well defined on the whole complex plane. By Proposition 3.11.4 it is an analytic function. Observe that
lim (x-Ae)-1 = 0. A OD
Thus, by the Liouville theorem (Theorem 3.5.4), (x-Ae)-1 = 0 and we obtain a contradiction. Let X be a complete locally bounded algebra over the complex numbers. Let f be a linear functional defined on X (not necessarily continuous). We say that the functional f is a multiplicative-linear functional if
f(xy) = f(x)f(y).
(3.11.9)
Locally Pseudoconvex and Locally Bounded Spaces
177
There is a one-to-one correspondence between multiplicative-linear functionals and maximal ideals. Namely, for a given multiplicative-linear functional f the set
M,={x: f(x)=0} is an ideal. It is a maximal ideal since it has codimension 1. Since X is locally bounded, it is closed by Proposition 3.11.3. Thus the functional f is continuous. Thus we have proved PROPOSITION 3.11.6 (2elazko, 1960). In complete locally bounded algebras all multiplicative-linear functionals are continuous.
Let M be a maximal ideal in the algebra X. Then X/M is a complete locally bounded field. Therefore it is isomorphic to the field of complex numbers (see Theorem 3.11.5) and this isomorphism induces the required multiplicative-linear functional. A locally bounded algebra X is called semisimple if
{x: F(x) = 0 for all multiplicative linear functionals} = {0}. If a complete locally bounded algebra X over complex numbers is semisimple, then x e X is invertible if and only if F(x) # 0 for all multiplicative-linear functionals F. Indeed, x is invertible if and only if x does not belong to any maximal ideal. In the case of complete locally
bounded algebras this implies that F(x) # 0 for all multiplicative functionals. Now we shall present an application of locally bounded algebras to
the theory of analytic functions. For this purpose we shall present the following example of a locally bounded algebra. Example 3.11.7
Let N(u) be a non-decreasing continuous function, defined for u >' 0,
such that N(u) = 0 if and only if u = 0. We shall assume that for sufficiently small v, u
N(u+v) < N(u)+N(v)
(3.11.10)
and there is a C > 0 such that for sufficiently small u, v
N(uv) < CN(u)N(v)
(3.11.11)
Chapter 3
178
and there is a p > 0 such that N(u) = N0(up), (3.11.12) where No is a convex function in a neighbourhood of zero. Let X = N(1) be the space of all sequences x = {xo, x,, ... } such that OD
N(IxnI) < +oo.
IIXII = PN(X)
n=o
The space (X, II II) is an F-space (see Proposition 1.5.1). By Theorem
3.4.3 it is locally bounded. Now we shall introduce multiplication in X by convolution, i.e. if x = {xn}, y = {y.} then we define n
x.y = { k=0 xkyn-k J. ((
By (3.11.10) and (3.11.11) we conclude that for sufficiently small x and y (3.11.13)
IIxYII < C IIxIIIIYII
Formula (3.11.13) implies that the multiplication is continuous. Thus X is a complete locally bounded algebra.
Now we shall give examples of functions satisfying conditions (3.11.10)-(3.11.12). The simplest are functions N(u) = up, 0 < p < 1. There are also other more complicated functions. For example 0 for u = 0, N(u) _ -up logu for 0 < u < e-2/p 2p le-2 for e-2/p < U. We shall show that N(u) satisfies (3.10.10)-(3.10.12) By the definition, N(O) = 0. The function N(u) is continuous at point 0 since lim N(u) = 0,
and at point
a-2/p since
N(e-21)
= 2p-1e-2. In the interval (0, a-2/p)
it is continuous as an elementary function. The function N(u) is non-decreasing. Indeed, on the interval (0, a-2/p)
dN
_
du
because logu < -2/p.
-pup-, logu-up-'
= -up-1(P logu+1) > 0,
Locally Pseudoconvex and Locally Bounded Spaces
179
Now we shall calculate the second derivative d2N
=
(p-1)uP-2(Plogu+1)-puP-2
du2
= -uP-2(p(p-l)logu+2p-1) = -Up-2((p-1)(plogu+l)+1) < 0 for 0 < u < e-21P. Thus N(u) is concave on the interval (0, a-2/P). Now formula (3.11.11) will be shown. Suppose we are given u, v 0 < u, v < e-2/P. Then (uv)Pjloguvj = (uv)Pllogu+logvl < uPjlogujvPjlogvJ,
because Ilogu, logvl > 2/p > 2. Let N0(x) = -x2logx. It is easy to see that if x = u'12, then (3.11.14)
NO(uP/2) = 2 N(u).
We shall show that No is convex in a neighbourhod of zero. Indeed, dNo
dx
=
dx2 -
-2xlogx-x,
-21ogx-2-1 = -2logx-3
and the second derivative is greater than 0 on the interval (0, a-312). Therefore the function No is convex in a neighbourhood of 0 and (3.11.12) holds. Example 3.11.8 Let N be as in Example 3.11.7. By N±(1) we shall denote the space of all
sequences of complex numbers x = {xn}, n = ..., -2,-1,0,1,2, ... such that co
1lxii = PN(x)
N(I xnl) < +oo.
(3.11.15)
n=-ao
In a similar way as in Example 3.11.7 we can show that (N±(1), 11
11) is
Chapter 3
180
a complete locally bounded space. We introduce multiplication a by the convolution +W
xy =
{k=-aoI
xn-kYk
In a similar way as in Example 3.11.7 we can show that N±(1) is a complete locally bounded algebra.
By NF we shall denote the algebra of measurable periodic functions, with period 2n, such that the coefficients of the Fourier expansions
x(t)
n=-
xneint
belong to the space N±(1). The operations of addition and multiplication are determined as pointwise addition and multiplication. It is easy to see that the pointwise multiplication of functions in NF
induces the convolution multiplication in the space N±(1). Thus the space NF can be regarded as a complete locally bounded algebra with topology defined by the norm (3.11.15). We shall show that each multiplicative linear functional defined on algebra N. is of the form
F(x) = x(to) (3.11.16) Indeed, let z = eit. The element z is invertible in N. We shall show that IF(z)J = 1. Suppose that IF(z)l > 1. Then there is a, 0 < a < 1 such that IF(az)l = 1. Since Fis multiplicative, it follows that IF(anzn)I = 1. On the other hand, a"zn tends to 0 and this is a contradiction since each multiplicative-linear functional in NF is continuous. If IF(z)I < 1, then JF(z 1)I > 1 and we can repeat the preceding considerations. Thus IF(z)J = 1 and F(z) = eti' for a certain to, 0 < to < 27r. Since F is a multiplicative linear functional, we obtain for every polynomial n
P(z)
i=k
a{zt
(here n, k are integers not necessarily positive),
F(p(z)) = p(F(z)) = P(e'°).
Locally Pseudoconvex and Locally Bounded Spaces
181
The polynomials are dense in algebra NF and hence the functional F is of the form (3.11.16). This implies THEOREM 3.11.9. Let N be a function satisfying the condition described in Example 3.11.7. Let x(t) be a measurable periodic function, with period 2n, such that the coefficients {xn} of the Fourier expansion
x(t) = L xnein6 ri=-ao
form a sequence belonging to the space N±(1). If x(t) :i-1: 0 for all t, then the function 11x(t) can also be expanded in a Fourier series 1
x(t)
yneint n=-00
such that {yn} e N±(1).
For N(u) = u this is the classical result of Wiener. For N(u) = uP, 0 < p < 1 it was proved by 2elazko (1960). Let X be a locally bounded complete algebra over complex numbers. Let x e X. By the spectrum a(x) of x we mean the set of such complex numbers A, that (x-)e) is not invertible. By Proposition 3.11.2, the set of such complex numbers 2 that (x-2e) is invertible is open. Moreover, if A > IIxII, the element (x-1e) is also invertible. This implies that the set a(x) is bounded and closed. Hence it is compact. Let 20 e u(x). Then by the definition of a spectrum, the element (x-toe) is not invertible. Then there is a multiplicative linear functional F such that F(x-2oe) = 0, i.e. F(x) = 20. Conversely, if 20 0 a(x), then, for each multiplicative linear functional F, F(x) 2o. Thus o(x) = {F(x): F runs over all multiplicative functionals}. Let O(.1) be an analytic function defined on a domain U containing
the spectrum a(x). Let Tc U be an oriented closed smooth curve containing a (x) inside the domain surrounded by T. We shall define O(x)
2ni
f t(2)(x-)e)-ld2.
r
Chapter 3
182
The integral on the right exists since r o a(x) = 0. It is easy to verify that, for any multiplicative linear functional F,
F(O(x)) = O(F(x)).
(3.11.17)
Applying (3.11.17) to the algebra NF, we obtain THEOREM 3.11.10. Let x (t) e NF . Let 0 (A) be an analytic functions de-
fined on an open set U containing
a(x) _ {z: z = x(t), 0 < t < 27c}. Then the function l(x(t)) also belongs to NF. For N(u) = u we obtain the classical theorem of Levi. For N(u) = uP, 0 < p < 1, Theorem 3.11.10 was proved by 2elazko (1960). Let N satisfy all the conditions described in Example 3.11.7. By NH we denote the space of all analytic functions x(z) defined on the open unit disc D such that the coefficients {xn}, n = 0, 1, ... of the power expansion co
x(z) = f xnzn n=o
form a sequence {xn} belonging to N(1). There is a one-to-one corespond-
ence between pointwise multiplication in NH and the convolution in N(1). Thus we can identify NH with N(l). Now we shall show that every multiplicative linear functional F de-
fined on NH is of the form F(x) = x(zo), Izol < 1. To begin with we shall show this for x(z) = z. Suppose that F(z) = a, Ial > 1. Then F(z/a) = 1. Therefore F(a-nzn) = 1. On the other hand, a-nzn-* 0, and this leads to a contradiction with the continuity of F.
Observe that N(l) C 1. Therefore each function x(z) a NH can be extended to a continuous function defined on the closed unit disc D. Thus we have THEOREM 3.11.11. Let x(z) a NH. Let 0 be an analytic function defined on an open set U containing x(D). Then O(x(z)) a NH.
Locally Pseudoconvex and Locally Bounded Spaces
183
Theorems 3.11.10 and 3.11.11 can be extended to the case of many variables in the following way THEOREM 3.11.12 (Gramsch, 1967; Przeworska-Rolewicz and Rolewicz,
1966). Let x1, ..., xn e N. (or NH). Let 0(z1, ..., zn) be an analytic function of n variables defined on an open set U containing the set
a(x) _ {(xl(t), ...,xn(t)): 0 < t < 2n} a(x) _ {xl(z), ..., xn(z)): I z I < 1}). Then the function 1(x1, ..., x,) belongs to N. (or respectively, to NH).
We shall not give here an exact proof. The idea is the following. Replacing the Cauchy integral formula by the Weyl integral formula, we can define analytic functions of many variables on complete locally bounded algebras.
3.12. LAW OF LARGE NUMBERS IN LOCALLY BOUNDED SPACES
Let (Q, X, P) be a probability space. Let (X, 11 11) be a locally bounded space. Let the norm 11 11 be p-homogeneous. As in the scalar case,
a measurable function X(t) with values in X will be called a random variable. We say' that two random variables X (t), Y(t) are identically distributed if, for any open set A C X
P({t: X(t) e A}) = P({t: Y(t) E A}).
A random variable X(t) is called symmetric if X(t) and -X(t) are identically distributed. Random variables Xl(t ), ..., Xn(t) are called independent if, for arbitrary open sets Al, ..., An
P({t: X{(t) a At, i = 1, ..., n}) _
P({t: XX(t) e At}).
A sequence of random variables {XX(t)} is called a sequence of independent random variables if, for each system of indices n1, ..., nx, the random variables Xnl(t), ..., Xnt(t) are independent.
Chapter 3
184
THEOREM 3.12.1 (Sundaresan and Woyczynski, 1980). Let X be a locally bounded space. Let II II be a p-homogeneous norm determining the topology in X. Let {XX(t)} be a sequence of independent, symmetric, identically distributed random variables. Then
E(IIXIII) = f IIX1(t)IIdP < +oo
(3.12.1)
a
if and only if
X1(t)+ ... + Xn(t) n1IP
0
(3.12.2)
almost everywhere.
Proof. Necessity. To begin with we shall show it under an additional hypothesis that X1 takes only a countable number of values x1, x2, .. . Since X. are identically distributed, all X. admit values x1, ... For each positive integer m we shall define new random variables X k(t)
Xk(t)
if Xk(t) = x1i ..., xm,
0
elsewhere.
By Rk(t) we shall denote Xk(t)-Xk(t). For each fixed m, {IIXk II} constitutes a sequence of independent identically distributed symmetric random variables taking real values. Moreover, E(IIXi II) < E(IIXIII) < +oo.
(3.12.3)
The random variables {Xk } takes values in a finite-dimensional space. Thus we can use the strong law of large numbers for the one-dimensional case (see for example Petrov, 1975, Theorem IX.3.17). Let an = n11P. Then
ak-2 = nL=Jk
n-2IP nL=Jk
= 0(n-2P+I) = O(n an 2).
(3.12.4)
Having (3.12.3) and (3.12.4), we can use the strong law of large numbers
by coordinates (here we use the fact that Xx takes values in a finite dimensional space).
Locally Pseudoconvex and Locally Bounded Spaces
185
Thus
n-11P(Xi + ...
(3.12.5)
-->O
almost everywhere. At the same time, IIRn II is a sequence of independent identically
distributed real random variables with finite expectation, so that, by the classical strong law of large numbers, IIRi II+ ... +II Rn II -*E (IIR1 II) n
(3.12.6)
almost everywhere. Since IIRI II tends pointwise to 0 as m tends to infinity
and IIRmJI < IIX1II, by the Lebesgue dominated convergence theorem E(IIRi II) tends to 0.
The set Slo of those t for which (3.12.5) and (3.12.6) converge at t is of full measure, i.e. P(Q0) = P(Q) = 1 Let e > 0. Choose an m > 0 such that E(IIR II)
0 (positive homogeneity). Let Xo be a subspace of the space X. Let fo(x) be a linear functional defined on X0 such that
fo(X) < p(X) Then there is a linear functional f(x) defined on the whole space X such that
f(x)=fo(x)
for xeXo
f(x) , A is applied instead of c < B.
Hence f is not a maximal element of A and we obtain a contradiction.
COROLLARY 4.1.2. Let X be a real F*-space. Let U be an open convex set in the space X different from X. Then there is a non-trivial continuous linear functional in X.
Proof. Without loss of generality we can assume that 0 e U. Since U is different from the whole space X, there is an element xo such that
Existence of Continuous Linear Functionals and Operators IIxoIIu
191
0. Let X0 be the space spanned by x0. Let fo be a functional
defined on the space X, in the following way : lo(x) = fo(axo) = allxoIJu. Obviously, fo(x) < IIxIIv for x e X0. By Theorem 4.1.1 we can extend the functional fo to a linear functional
f(x) defined on the whole space X and satisfying the condition f(x) < IIxIIu for x e X. Therefore, the functional f(x) is continuous. COROLLARY 4.1.3. Let X be a complex F*-space. Let us suppose that there is an open convex subset U C X different from the whole space X. Then there is in the space X non-trivial functional, continuous and linear (with respect to complex numbers).
Proof. Obviously, the space X can also be regarded as a linear space over reals. Therefore, by Corollary 4.1.2. there exists a non-trivial functional g(x), continuous and linear (with respect to reals).
Let f(x) = g(x)-ig(ix). Obviously, f(x) is a non-trivial functional, continuous and linear (with respect to reals). We shall show that f(x) is also linear with respect to complex numbers. Indeed, let z = a+ ib ; then
f((a+ib)x) = g((a+ib)x)-ig(i(a+ib)x) = ag(x)+bg(ix)-iag(ix)+ibg(x) = (a+ib)(g(x)-ig(ix)) = (a+ib)f(x). 0 there is a continuous linear functional f such that f(xo) is different from 0. Proof. Since the space X is locally convex, there is a convex neighbourhood of zero U such that x0 0 U. Then, of course, Ilx0 # 0. The rest of the proof follows the same line as the proof of Corollaries 4.1.2 and THEOREM 4.1.4. Let X be a B,-space. Then for any xo
4.1.3.
THEOREM 4.1.5 (Bohnenblust and Sobczyk, 1938). Let X be a normed space and let Y be a subspace of the space X. Let fo(x) be a continuous
linear functional defined on Y. Then there is an extension f(x) of the functional fo(x) to the whole space X such that 11f 11 = IIf 1.
Proof. In the real case the theorem is a trivial consequence of Theorem
Chapter 4
192
4.1.1. Indeed, if we put p(x) = IlfolIlIxll, then there is an extension f such that f(x) Ilfoll
Let us now consider the complex case. We shall define two linear real valued functionals11 and f2 on Y by the equality
fo(x) =fi(x)+if2(x) Of course, IIf ll < Ilfoll and IIf2II < Ilfoll. Moreover, for x e Y,
f1(iX)+if2(iX) =fo(iX) = ifo(X) = ifi(x)-f2(x). ,(ix). Therefore fo(x) = fi(x)-if,(ix). Hence f2(x) = Let Fi(x) be a real-valued norm preserving extension fl(x) to the whole space X. Of course, by definition, IIFIII = Ilfill Letf(x) = Fi(x)-iF,(ix).
The functional f(x) is a continuous functional linear with respect to complex numbers (compare Corollary 4.1.3). Since F, is an extension off,, f is an extension of the functional fo. To complete the proof it is enough to show that I f II < Ilfoll
Let x be an arbitrary element of X. Let O = argf(x). Then If(x)I = If(e-iex)I = IF1(e-i1x)I < IIFiiflleiexII < Ilfi II IIxII < IIfthI IIxII Hence IIxII < Ilfoll.
COROLLARY 4.1.6. Let X be a normed space. Then
IIxII = sup
If(X) I
111111
where the supremum is taken over all continuous linear functionals f e X*. Proof. Let x0 be an arbitrary element of X. Let Xo be the space spanned
by x0, i.e. the space of all elements of the type axo. Let us put fo(x) = a I IxoII for x e Xo. The functional fo is of norm one. Basing ourselves on Theorem 4.1.5, we can extend it to a continuous linear function Fo of norm one. Then II xoll = fo(xo) = Fo(xo). Hence
sup I f(xo) I < I Ixol I = Fo(xo) 111111
< IUII41 sup f(xo)
Existence of Continuous Linear Functionals and Operators
193
Duren, Romberg and Shields (1969) gave an example of an F-space
X with a total family of continuous linear functionals such that X possesses a subspace N such that the quotient space X/N has trivial dual. Shapiro (1969) showed that 12', 0 < p < 1, also contain such subspaces N. Kalton (1978) showed that every separable non-locally convex F-space has this property. 4.2. EXISTENCE AND NON-EXISTENCE OF CONTINUOUS LINEAR FUNCTIONALS
THEOREM 4.2.1 (Rolewicz, 1959). Let
lim inf N(t) > 0. t t->ao Then in the space N(L(Q,E,u)) there are non-trivial continuous linear functionals. Proof. Corollaries 4.1.2 and 4.1.3 imply that it is enough to show that. in the space N(L(Q,E,p)) there is an open convex set U different from
the whole space. Let E e E, where µ(E) = a, 0 < a 0, there are a positive constant a and a positive number t-aoo
t
T such that, for t > T, N(t) > at. Let U be a convex hull of the set {x: pN(x) < 11. The set U is an open convex set. We shall show that it is different from the whole space N(L(S2,E,µ)). Let x1, ... , x.,, be arbitrary elements such that pN(xt) < 1, i = 1, 2, ..., n
Let Bs = {s: Ixs(s)l > T}. Let xi(s)
for s e BB,
elsewhere
I0
Let X0, =
X1'+ ... +x;,
o
n
and
and
x;' = xs-x;.
... xo" = xi + n
Since Ixa'(s)I < T(i = 1,2,..., n), Ix"(s)I 0. Since the functions f with this property are dense in Lq, by continuity arguments we find that (4.6.9) holds for all functions belonging to Lq.
Existence of Continuous Linear Functionals and Operators
213
Let C be a one-dimensional subspace of the space LP, 0
LP/C be the quotient map associating with each x E LP the coset containing x. Of course by the definition of the quotient space IIp0fIl, = inf {Ilf--allP: a being scalar} where II II denotes the quotient norm. Since there is no danger of confusion, we shall denote II Ii; also by II IIP
The space LP/c, 0 < p < 1 is not isomorphic to the space LP (see Kalton and Peck, 1979); nevertheless, it embeds into LP, as follows from
LEMMA 4.6.3. There is a linear operator S : LP-*LP, 0 < p < 1, such that IIpofIIP < IIS(f)IIP < 2IIpoflIP
(4.6.11)
Proof. By the classical results of measure theory the space LP is isometric to the space LP([0,1] x [0, 1]). We define S : LP->.LP([0,1] x [0, 1]) by Sfl(x.y)
=f(x)-f(y)
Then
ii
i
IISf1IP = f f If(x)-fly) IPdxdy> f IlpofIIPdy = Ilpofllp 0
0
0
On the other hand, IISfIIP I Z(n,n+l) given by
Tnf
- {f(t-n) 0
for n < t Z/M.a=1
p:
Thus
IIpfiI = inf Ilf--gll, pM
Chapter 4
216
where we denote the norm in the quotient space induced dy the norm II
II also byll
II.
Note that if f e Z(n, n+ 1), then Ilpfll = infllf-aenll = minll.f-aenHH. aeR
aER
LEMMA 4.6.5. Suppose that f e Z(0,n) and 11f 11 1. Then there exists a linear operator A: Z(n,n+l)->Z(0,n) such that A(en) =f and IIAII < 1. Proof. Suppose that f = ho+...+ hn_1, where hi c- Z(i,i+l), i = 0, 1, ... .... n-1. Since IIf II = 1 implies A (f) = 1, we have n-1
1 = IIAII = A(f) _
i=0
[hilp'
By Lemma 4.6.2 there exist linear operators Fi : Z(n, n+ 1)-ieZ(i, i+ 1) such that [Fi(f)] < [hi][f] and F{en = hi, i = 0,1, ...,
n-1.
Let A = Fo+...+ Fn-1. Then, of course, Aen =f
If g e Z(n,n+l) and III = 1 = A(g), then n-1
A(Ag) _
n-1
[hi]PI < 1.
[Fi(g)]P` < i=0
i=0
This implies that IIAII < 1.
Now let {B,b}, n = 0, 1, ..., be a partitioning of the set N of non-negative integers into infinite disjoint subsets with the property that
n < minB.. For each n, let {yk: k e Bn} be a dense subset of the set (f. f e Uo+... + Un, IIf I I = 1}, with the property that yk = en infinitely often. By Lemma 4.6.5 we can find operators Ak: 7,(k, k+1)-+Z(0, k) with IIAkII c+e
for xe conv E(K).
(5.5.7)
K1= {x e K: Rex*(x) = inf Rex*(y)}.
(5.5.8)
Let yew
Chapter 5
240
Since the set K is compact, the set K1 is not empty. By a similar argument
to that used in the proof of Proposition 5.5.1, we can show that K1 is an extreme set. By formula (5.5.7) the set K1 is disjoint with the set E(K). This leads to a contradiction, because, by Proposition 5.5.1, K1 contains an extremal point. COROLLARY 5.5.3. If a set K is compact, then
cony K = cony E(K), COROLLARY 5.5.4. For every compact convex set K,
K = conv E(K). PROPOSITION 5.5.5. Let X be a locally convex topological space. Let Q be a compact set in X such that the set conv Q is also compact. Then the extreme points of the set conv Q belong to Q. Proof. Let p be an extreme point of the set conv Q. Suppose that p does not belong to the set Q. The set Q is closed. Therefore, there is a neigh-
bourhood of zero U such that the sets p+ U and Q are disjoint. Let V be a convex neighbourhood of zero such that
V-V C U. Then the sets p+ V and Q+ V are disjoint. This implies that p e Q+ V. The family {q+ V: q e Q} is a cover of the set Q. Since the set Q is compact, there exists a finite system of neighbourhoods of type qi+ V, n
i = 1,2, ..., n, covering Q, QC U (qi+V). i=1
Let
Ki = conv ((qi+V) n Q). The sets Ki are compact and convex ; therefore
conv(K1 u ... u Kn) = conv (K1 u ... U Kn) = conv Q. Hence n
patki, at i=1
n
0, i=1
at=1, kiaKi.
Since p is an extreme point of conv Q, all at except one are equal to 0.
Weak Topologies in Banach Spaces
241
This means that there is such an index i that
peKi C Q+V, which leads to a contradiction. REMARK 5.5.6. In the previous considerations the assumption that the space X is locally convex can be replaced by the assumption that there is a total family of linear continuous functionals I' defined on X. Indeed, the identity mapping of X equipped with the original topology into X
equipped with the F-topology is continuous. Thus it maps compact sets onto compact sets. Therefore, considering all the results given before in the space X equipped with the T-topology we obtain the validity of the remark.
5.6. EXISTENCE OF A CONVEX COMPACT SET WITHOUT EXTREME POINTS
Roberts (1976, 1977) constructed an F-space (X,
II
II) and a convex
compact set A C X, such that A does not have extreme points. The fundamental role in the construction of the example play a notion of needle points (Roberts, 1976). Let (X, II). be an F-space. We say that a point x0 e X, x0 0, is a needle point if for each E > 0, there is a finite set FC X such that II
x0 e cony F,
(5.6.1)
sup {MMxjI : x e F} < e,
(5.6.2)
cony {0, F} e cony {0, xo}+B8i
(5.6.3)
where, as usual, we denote by BE the ball of radius e, Be = {x: IIxii < E}.
A point xo is called an approximative needle point if, for each E > 0, there is a finite set F such that (5.6.2) and (5.6.3) hold, and moreover xo a conyF+B8.
(5.6.4)
Since E is arbitrary, it is easy to observe that xo is a needle point if and only if it is an approximative needle point. Let E denote the set of all needle points. The set Eu {0} is closed.
Chapter 5
242
From the definition of needle points and the properties of continuous linear operators we obtain PROPOSITION 5.6.1. Let X, Y be two F-spaces. Let T be a continuous linear operator mapping X into Y. If x0 e X is a needle point and T(x0) # 0, then T(xo) is a needle point.
x0
We say that an F-space (X, II ID is a needle point space if each x0 e X, 0 is a needle point.
The construction of the example is carried out in two steps. In the first step we shall show that in each needle point space there is a convex compact set without extreme points, in the second step we shall show
that a large class of spaces (in particular, spaces LP, 0 < p < 1) are needle point spaces. THEOREM 5.6.2 (Roberts, 1976). Let (X, II ID be a needle point F-space. Then there is a convex compact set E C X without extreme points.
Proof. Without loss of generality we may assume that the norm II II is non-decreasing, i.e. that IItxUI is non-decreasing for t > 0 and all x e X. Let {En} be sequence of positive numbers such that co
fEn < X00.
(5.6.5)
n=o
Let xo # 0 be an arbitrary point of the space X. We write E0 = conv({0,xo}). Since X is a needle point space, there is a finite set F = El = {x', ..., x,} such that (5.6.1)-(5.6.3) holds for e = e0. For each x;, i = 1, ..., n1, we can find a finite set F; such that
x; a conv({0} u F;),
(5.6.6)1
sup {IIxJI : x e Fl} < nl ,
(5.6.7)1
1
conv ({0} u F;) C conv {0, xi }+BB, .
(5.6.8)1
?it
Observe that (5.6.8)1 implies
conv({0} u E2) C conv({0} u EI)+Be,,
(5.6.9)1
Weak Topologies in Banach Spaces
243
where n,
E2=
F. 1
M
(5.6.10)1
The set E2 is finite, and thus we can repeat our construction. Finally, we obtain a family of finite sets E. such that for each x e En we have x e conv ({0} u En+1),
(5.6.6)19
sup {IIxjI : x e En} < sn,
(5.6.7)19
conv({O} u E,,+1) C conv({O} v En)+BE,.
(5.6.9)19
Let OD
Ko = conv (U En u {0}). n=0
The set Ko is compact, since it is closed and, for each s > 0, there is a finite s-net in Ko. Indeed, take no such that Co
En<E. n=n, no
By (5.6.9),, the set U E. constitute an s-net in the set Ko. 19=0
Observe that no x
0 can be an extremal point of Ko, since 0 is the Co
unique point of accumulation of the set U En, and, by construction, n=o
no x e En is an extremal point of Ko. Thus the set KO-Ko does not have extremal points.
Now we shall construct a needle point space. Let N(u) be a positive, concave, increasing function defined on the interval [0,+oo) such that N(0) = 0 and lim N(u) = 0. n-o
u
(in particular, N(u) could be uP, 0 < p < 1).
Let Q _ [0,1]' be a countable product of the interval [0, 1] with the measure µ as the product Lebesgue measure. Let E be a o-algebra induced
Chapter 5
244
by the Lebesgue mesurable sets in the interval by the process of taking product. 1
Take now any function f(t) e L°°[0,1] such that f f(t)dt = 1. We 0
shall associate with the function f a function S{(f) defined on [0,1]' by the formula
Si(f)It = f(tt), where t = {tn}. Observe that the norm of SS(f) in the space N(L(Q,E,/t)) is equal to 1
i = 1, 2, ...
IIS{(f)II = f N(f(t))dt,
(5.6.11)
0
Of course SS(f) can be treated as an independent random variable. Thus, using the classical formula n
E2
n
(Xi-E(X{)) _
E2(X{- E(Xi)) n
we find that, for at >, 0 such that Y at = 1, i=1
n
n
f [ Y at(Si(f)-1)12d/t = Y f
a
t=1 n
i=1
n
aYat f (SI(f)-1)2dp i=1
n
= a f (f(t)-1)2dt,
(5.6.12)
0
where
a = max {a1, ..., an} . By the Schwartz inequality we have n
n 2
f I atS(ft)-1 d/t < f S'at(Si(f)-1)2d/t. fd
i=1
i=1
(5.6.13)
Weak Topologies in Banach Spaces
245
The function N(u) is concave, hence the following inequality results directly from the definition (compare the Jensen inequality for convex functions) n
n
N(' aiui) > i=1
aiN(ui).
(5.6.14)
i=1
As an intermediate consequence of formula (5.6.14), we infer that for each ge N(L(SQ,2,u))r)L(SQ,E,p), we have
IIg! 0 such that a, + ... + an = 1 we have sup
2: at Si(f)
(5.6.17)
a
and
sup L,, aiSi(f) < a.
(5.6.18)
ag 0 1
there are a non-negative function f e L°°[0,1] such that f N(jf(t)I)dt < a 0 1
and f f(t) dt = 1 and a number a, 0 < a < b, such that the interval [a, b] 0
is a 6-divergent zone for the function f.
Proof. In view of the properties of the function N it is easy to to find
Chapter 5
246
a function f e L°°[0,1] such that f f(t)dt = 1 and 0 1
f N(If(t)I )dt < m-.
(5.6.19)
0
where m > 1/b. Take a1, ..., an such that a1+ ... +an < 1 and at > b, i = 1,2, ..., n. Thus n < m and, by (5.6.11) and the triangle inequality, we obtain m
1
fatSi(f) <m f N(I f(t)I)dt < 6. i=1
(5.6.20)
0
For chosen f, by (5.6.16) there is an a such that (5.6.18) holds.
El
PROPOSITION 5.6.4 (Roberts, 1976). A function equal to 1 everywhere is a needle point in the space N(L(S2,E,u)).
Proof. Let e be an arbitrary positive number. Let a positive integer k be chosen so that N(1/k) < e/3. Let 6 = E/3k. By Lemma 5.6.3 we can 1
choose functions f1i ..., fk r- L`°[0,1] such that fi(t) > 0, f f (t)dt = 1, 0 1
f N(I f (t)I)dt < 6 i = 1,2, ..., k and fi have disjoint 6-divergent zones 0
[ai, bi].
Let k ti=1
By (5.6.16) there is an n such that 1/n < min ai and 1-i S for z, z' c- Z, z 4 z'. Let K. = {x: jlxii < 1/n}, and let us write briefly [x],, = [x]gn. Since the set Z is uncountable, there is a constant M1 such that the set
Z1 = Z n {x e X: [x]1 < M1} is also uncountable. Then there is a constant M2 such that the set Z2 = Z1 n {x e X: [x]2 < M2} is uncountable. Repeating this argumentation, we can find by induction a sequence
of uncountable sets {Z,,} and a sequence of positive numbers {Mn} such that the set Z,, is a subset of the set Z,,-1 and sup [x]{ < Mn for
i=1,2,...,n.
XeZn
Chapter 6
254
Let us choose a sequence {z.} such that zn a Zn and z{ Then
zk for i * k.
sup [zn]k < max (Mk, [z,lk, ... , [4-1]0
6 for i k. This implies that the set {Z-n} is not compact. Therefore, X is not a Montel space. The following question has arised : is it sufficient for separability if we assume that each bounded set is separable? The answer is negative. Basing on the continuum hypothesis Dieudonne (1955) gave an example of a non-separable B, -space in which each bounded set is separable.
For F-spaces such an example was given by Bessaga and Rolewicz (1962). For Bo-spaces it was given by Ryll-Nardzewski.
PROPOSITION 6.2.6 (Ryll-Nardzewski, 1962). There is a non-separable Bo space in which all bounded sets are separable. Proof. Let S denote the class of all sequences of positive numbers. We
introduce in S the following relation of order 3. We write that {fn} 3 {gn} if fn < gn for sufficiently large n. A subclass S, of class S is called limited if there is a sequence {hn} e S such that { f n} 3 {hn } for all sequences {fn} e S. Let us order class S in a transfinite sequence { f;} of type co, (here we make use of the continuum hypothesis). Now we define another sequence of type co, as follows : {gn} is the first sequence (in the previous
order) which is greater in the sense of relation 3 than all {fn} for a < 8. It is easy to see that no non-countable subclass of this sequence is limited. Let us consider the space X of all transfinite sequences {xa} (a < (0,) of real numbers such that x,, vanishes except for a countable number of indices and 1J{x9}IJn = f gn jxBj < -boo,
n = 1, 2, ...
B<ml
Let us introduce a topology in the space X by the sequence of pseudonorms jj{x,,}IIn. The space X with this topology is a Bo*-space. We shall
Montel and Schwartz Spaces
255
show that the space X is complete. Let {x'n} be a fundamental sequence of elements of the space X. Let
A = la:
xa =P4- 0 for certain n}.
The definition of the space X implies that the set A is countable. Therefore, the subspace Xo spanned by the elements {xQ}, {xQ}, ... is of the type L1(am,n) Thus it is complete. Therefore, the sequence {xa} has the limit {xa} e X0 C K.
To complete the proof it is enough to show that each bounded set Z C X is separable. If the set Z is bounded, then there is a sequence of positive numbers {M16} such that sup II{xa}J1n < Mn, (z
n = 1, 2, ...
Z
Let k be a positive integer. By Ik we denote the set of all such indices that there is an x = {xa} e Z and such anindex /3 such that [xp] > 1/k. Then we have
1
k gn < jj{xa}Ijn < Mn. Hence, for /3 e Ik, we have {gn} - {Mn} and a,
by the property of the class {g,6,} the set Ik is countable. Let I = U It. k=1
Then the set I is, of course, also countable. Let y be the smallest ordinal greater than all the terms of the set I. Then from the definition of the set I it follows that if {xa} e Z, then .x5 = 0 for 6 > y. Thus the set Z is separable.
6.3. SCHWARTZ SPACES
Let X be an F*-space. We say that a set K is totally bounded with respect to a neighbourhood of zero U, if, for any positive e, there is a finite system CO
of points x1i ..., xn such that KC U (xc+eU). A set which is totally i=1
bounded with respect to all neighbourhoods of 0 is called totally bounded or precompact. Proposition 6.1.1 implies that if a set K is closed and totally bounded with respect to all neighbourhoods of zero, then it is compact.
Chapter 6
256
An F-space X is called a Schwartz space if, for any neighbourhood of zero U, there is a neighbourhood of zero V totally bounded with respect to U. PROPOSITION 6.3.1. Let X be a Schwartz space. Then its completion X also a Schwartz space. Proof. Let U0 be a neighbourhood of 0 in X. Let U = U0 n X. Since X is a Schwartz space, there is a neighbourhood of zero V C X such that for any e > 0 there is a system of points x1, ..., xn such that n
V C U (xi+EU). =1
Thus n
n
C U (xi+EU) c U (xt+2E U). 1=1
9=1
PROPOSITION 6.3.2. Every Schwartz F-space is a Montel space.
Proof. Let K be a closed bounded set. Let U be an arbitrary neighbourhood of zero. Since we consider a Schwartz space, there is a neigh-
bourhood of zero V totally bounded with respect to U. The set K is bounded. Then there is a positive a such that KC aV. The neighbourhood V is totally bounded with respect to U, and so there is a finite
system of points
y1,
, y,,,
U
such that Vc U yt+ a) . Let x{ = ay{. i=1
00
Then KC aV C U (xt+U). i=1
Since the set K is closed and U is arbitrary, the set K is compact (see Proposition 6.1.1).
There are also Montel spaces which are not Schwartz spaces. An example will be based on PROPOSITION 6.3.3. Let am, n < a.+,,.. The space M(am, n) (or LP(am, n))
(see Example 1.3.9) is a Schwartz space if and only. if, for any m, there
Montel and Schwartz Spaces
257
is an index m' such that am,n
lim InI-o am',n
= 0,
(6.3.1)
where InI = In1I+In2I+... +Inkl. Proof. Sufficiency. Let U be an arbitrary neighbourhood of zero. Let Uo be such a neighbourhood of zero that Uo+ Uo C U. Let m be such an index that the set Um. _ {x: IIXIIr < (resp. pm(x) < m m l}
is contained in Uo. Let m' be such an index that (6.3.1) holds. Let E bean arbitrary positive number. Since (6.3.1) holds, there is a finite set A of indices such that, for n 0 A, am,n
< E.
(6.3.2)
am',n
Let L be a subspace of M(a,n,,a) (resp. L2,(a,n, n)) such that {xn} e L if and only if xn = 0 for n 0 A. The space L is finite-dimensional. Let
KL = {x e L: am,,n Ixnl < 1}. The set KL is compact. Then there is n
a finite system of points yl, ..., yn such that KL C U (yi+ UO). 4=1
Let V = {x: IIxII., < 1/m}. Let x be an arbitrary element od V. By (6.3.2) there is an xo e VnL such that x-xo e EU,,, C EUa. Since VniLCKL, we have n
/'' V C V n L+EU0 C KL+EUo C U (Y{+eUo+EUo) %=1
n
C {=1 U (Yt+EU). Thus the set V is totally bounded with respect to U. Necessity. Let us suppose that there is such an m that for all m' > m lim sup am,n = 5m > 0. InI- m
am'.n
(6.3.3)
Chapter 6
258
Let U = {x: IIXIIm < 1 (resp. pm(x) < 1)}. Let V be an arbitrary neigh-
bourhood of zero. Then there are a positive number b and an index m' such that VD {x: IIXm'II < b}. Let A be the set of such indices n that
am,n > m 2
am',n
Since (6.3.3) holds, the set A is infinite. Let yn = {yk}, where
fork=n,
b
n
fork
n. It is obvious that yn e V (n = 1, 2, ...). On the other hand, if n,n' a A, 0
1
n
n', then Ilyn-yn'll > bb.,/2 (resp. pm(yn-yn') > [bb.,/2]P). Since
the set A is finite, this implies that V is not totally bounded with respect to U. The arbitrariness of V implies the proposition. Example 6.3.4 (Slowikowski, 1957) Example of a Montel space which is not a Schwartz space. Let k, m, n1, n2 be positive integers. Let k m-n, ' . ak,m,n.,n. = nl max 1, n2
Let X denote the space of double sequences x = {xn1, n2} such that IIXIIk.m = SUp ak,m,ni,n. iXn,,n.l < + 00
with the topology determined by the pseudonorms Ilxllk,m. Xis a Be-space
of the type M(am, n). The space X is not a Schwartz space. Indeed, let us take two arbitrary pseudonorms IIXIIk,m and IIXIIk',m' Let nl > m,m'. Then li m n_*
ak,m,n"n' ak',m',ni,n,
= (n,0)k-k' >
0.
Therefore
lim SUP ak ',m
,
.n.,ns
and from Proposition 6.3.2 it follows that the space Xis not a Schwartz space.
Montel and Schwartz Spaces
259
Now we shall show that the space X is a Montel space. Let A be a bounded set in X. Since X is a space of the type M(am, ), it is enough to show that 0.
lim ak.m.n.,n, Sup InHw zee
(6.3.4)
Let us take any sequence {(nl,n2)}, such that lim Ini I+Ina I = +o-o. We have two possibilities : (1) n'-goo,
(2) nl is bounded.
Let us consider the first case. Let x = {Xnl, n2} e A and let k' > k, m' > m. Since the set A is bounded, there is a constant Mk,,m, such that ak'.m',ni,n.
Mk',m' .
Then for sufficiently large nl ak,m,nr,nr .Ixnr,nr I < Mk',,n,
(nl)k-k
-> 0.
(6.3.5)
Let us consider the second case. Let m' > in and m' > nl, k' > k Then ak,m,nl,nr IXnr,nr I
< Mk',m' (n9)m-m'
0.
Therefore, by (6.3.5) and (6.3.6) formula (6.3.4) holds. This implies that X is a Montel space.
6.4. CHARACTERIZATION OF SCHWARTZ SPACES BY A PROPERTY OF F -NORMS
In the previous section we introduced the notion of Schwartz spaces. Now we shall give a characterization of those spaces by a property of F-norms. Let Y be an arbitrary F*-space with the F-norm IIxII and let s be an arbitrary positive number. We write c(Y, e, t) = inf {IItxJI : X e Y, IIxII = e}
Chapter 6
260
if there is such an element x e Y that I lxII = e and Jr
c(Y,e,t)= 0
for t=,k 0,
fort=0,
if sup Ilxll < E. xEY
THEOREM 6.4.1 (Rolewicz, 1961). Let X be a Schwartz space. Then, for every increasing sequence of finite-dimensional subspaces {Xn} such that 00
the set X * = U Xn is dense in the whole space X, the functions c (X/X,,, e, t) n=1
are not equicontinuous at O for any e. Proof. Let us write
K, = {x e X: IlxII eo o s aZo, and we obtain a contradiction, because a4,,-->0.
Let us take a finite r1-net in K, Zi, ..., Z' . The definition of r1 implies that there are points xi e Z;, i = 1, 2, ..., n1, such that n
Al = U {x:
Ilx-x;II k. Since the set K0 is closed, the arbitrariness of e implies that the set Kis compact. Let K1={[x]: x c- KO}.
Since the set K0 is compact, the set K1 is also compact. Moreover, [xn] 00
nk
= Zk and the set U U {Zk} is dense in K. Hence K7 K1. k=1 i-1
Montel and Schwartz Spaces
267
Proposition 6.5.4 implies the following fact. Let The a continuous line-
ar operator mapping an F-space Y onto an F-space X. Then for every compact set K in X there is a compact set Ko in Y such that T(K0) = K. Indeed, let Z = {x: Tx = 0}. Then the space X is isomorphic to the quotient Y/Z and the operator T induces the operator T' mapping y e Y into the coset [y] e Y/Z. PROPOSITION 6.5.5. Let X and Y be two F-spaces. If there is a continuous linear operator T mapping Y onto X, then
M(X) C M(Y). Proof. To begin with, les us remark that if T is a linear operator, then
M(A, B, e) > M(T(A), T(B), E). Hence
M(A, B) C M(T(A), T(B)). Since the inverse image of an open set is always open and in our case, by the Banach theorem (Theorem 2.3.1), the image of an open set is open,
n) M(A, B) C B G M(T(A), B).
Bcx
BcY
On the other hand, for any compact set Kc X there is a compact set Ko C Y such that T(K0) = K. Therefore
M(X) = nn BEG M(A, B) C AcXBcX
n
BE6 M(A) B) = M(Y).
AcYBcY
COROLLARY 6.5.6. If
codimi X gp(en), such that xi e V. (i = 1, 2, ..., m.,,) and x, oo
-x 0 EnU for i
Mn
j. Let K = U U {xi }. The set K has a unique clusn=1 i=1
ter point 0. Therefore, the set Kis compact. Moreover M(K, U, En) > Mn > (p(En).
This implies that the function (p(e) does not belong to M(X). Hence
M'(X) = M'(X) J M(X). Since it is not known whether the equality M'(X) = M(X) holds in general, we shall prove for M'(X) propositions and corollaries similar to Propositions and Corollaries 6.5.1-6.5.6. PROPOSITION 6.5.14. Let X and Y be two Schwartz spaces. If the spaces X and Y are isomorphic, then
M'(X) = M'(Y). Proof. The above follows immediately from the definition of M'(X) and the fact that the image (the inverse image) of an open set under an isomorphism is an open set.
Chapter 6
272
PROPOSITION 6.5.15. Let X be an F*-space and let Y be a subspace of the space X. Then
M'(X) C M'(Y).
C
Proof. The proof is the same as the proof of Proposition 6.5.2. COROLLARY 6.5.16. If
dimjX e. On the other hand,
ai+j,nxn and ai+j,,,yn are less than
more than E' 1+
1.
Since there may exist no
2- ai, n
- numbers bk such that ai+j, nl bkl < I and
e ai+j. n
Ibk-bk,lai,n > e for k k', and systems with this number of elements exist, the proposition holds. Proposition 6.5.13 and formulas (6.5.4) and (6.3.1) imply that
M'(M(am.n)) = M(M(am.n))
If X = M(am,n) is a complex space, then q9 (E) e M(X) if and only if 4/ (E) belongs to M(X,), where X, is a real space M(am, n). Propositions 6.5.19 and Corollaries 6.5.12', 6.5.16, 6.5.18 imply PROPOSITION 6.5.20 (Pelczynski, 1957). There is no Schwartz space universal (or co-universal) for all Schwartz spaces. Proof. Since for every Schwartz space X the set M'(X) is non-empty, it is
sufficient to show that for any function f(e) there is a Schwartz space Xf such that f(e) 0 M'(Xf). Let af, = 2/k for nk_1 < n < nk, where nk = loge f(1/k)+1. Let Xf = M(am, n), where am, n = (an)'Im. By proposition 6.3.3 the space Xf is a Schwartz space. On the other hand, 1
CO
111(Ui+j,
Ui, k)
HE'
l +k
i
i+j
1
nk
JJ n=1
2nk >f I k). \
Therefore, f(e) 0 M'(Xf). Let us observe that, for any sequence {Xn} of Schwartz space, there is a Schwartz space X universal for the sequence {Xn}. Indeed, let X be the space of all sequences x = {xn}, xn a Xn with the F-norm
IIx11= n=1
1 Ilxnlln 2 n 1+I1xn11n
Chapter 6
274
where I Ix! In denotes the F-norm in X,,.It is easy to verify that X is a Schwartz-
space and that it is universal and co-universal for all spaces Xn.
6.6. DIAMETRAL DIMENSION
In this section we shall consider another definition of approximative dimension, so-called diametral approximative dimension or briefly diametral dimension (see Mityagin ; 1960, Tichomirov, 1960; Bessaga, Pelczyliski and Rolewicz, 1961, 1963). Let A, B be arbitrary sets in a linear space X. Let B be balanced. Let L be a subspace of X. We write
6(A, B, L) = inf(e > 0: L+eB > A). Let us write 6-n (A, B) = inf6(A, B, L),
where the infimum is taken over all n-dimensional subspace L. Let b(A, B) denote the class of all sequences t = (t.,,} of scalars such
that lmw
6..(A,B) =0.
The following properties of the class 5(A, B) are obvious:
if A' C A and B ) B', then b(A', B') C b(A, B) ;
(6.6.1)
S(aA, bB) = 5(A, B) for all scalars a, b different from 0.
(6.6.2)
Let X be an F-space. Let 0 denote the class of open sets and 9 the class of compact sets. Let
6(X)= U U 6(B, U). UEQQ Beg
The class 6(X) is called the diametral approximative dimension (briefly diametral dimension) of the space X. PROPOSITION 6.6.1. Let X and Y be two isomorphic F-spaces. Then
6(X) D b(Y).
Montel and Schwartz Spaces
275
Proof. The proposition immediately follows from the fact that the classes of open sets and compact sets are preserved by an isomorphism. In many cases diametral dimension is easier to calculate than approxi-
mative dimension. Unfortunately we do not know the answer to the following question : do we have 6(X) C 6(Y) is X is a subspace of an F-space Y? As we shall show later, the answer is affirmative under certain additional assumptions. PROPOSITION 6.6.2 (Mityagin, 1961). Let X and Ybe two F-spaces. Let T be
a continuous linear operator mapping X onto Y. Then
6(X) D 6(Y). Proof The definition trivially implies that, for arbitrary A, B C X and an arbitrary subspace L, 6(A, B, L) > 6(T(A), T(B), T(L)). Since dim T(L) < dim L, this implies 6 (A, B) > T(B))
and
6(A, B) D 6(T(A), T(B)).
The inverse image of an open set is an open set. For any compact set K C Y there is a compact set Ko C X such that T(K0) = K (cf. Proposition 6.5.4). Then
6(X) =AE Uf U 6(A, B) 3 U U 6(T(A), T(B)) BEO AEcf Beo AcXBcX
AcX BcX
D AEj El BEO U 6(A,B)=6(Y) AcY BcY
COROLLARY 6.6.3. If
codimjX 0, there is a finite set H such that
B C H+a'W.
(6.6.6)
REMARK 6.6.11. In Lemma 6.6.9 the hypothesis that H is finite can be replaced by the hypothesis that it is totally bounded.
Indeed, if His totally bounded, then for each a' > 0 and a neighbourhood of zero W there is a finite set Ho such that
H C H0+a' W.
(6.6.7)
Thus by (6.6.6) and (6.6.7) we obtain
B C Ho+a'W+a'W. PROPOSITION 6.6.12. Let X be an F*-space without arbitrarily short lines. Then each bounded set B such that lim 6.(B, U) = O for an arbitrary baln-. oo
anted neighbourhood of zero U is totally bounded.
Proof The proposition follows immediately from Remark 6.6.11 and Lemma 2.4.6. As an immediate consequence of Proposition 6.6.12 we obtain
PROPOSITION 6.6.13. Let X be a locally bounded space. Let B C X be a bounded set such that lim 8n(B, U) = 0 for each open balanced neighn->co
bourhood of zero U. Then the set B is totally bounded. PROPOSITION 6.6.14. Let X be an F*-space with a topology given by a sequence of F-pseudonorms {II IIn} (see Section 1.3). Suppose that for each
n there is an an > 0 such that, for all x such that IIxIIn:0, sup IItxIIn > an.
(6.6.8)
tER
Let B be a bounded set such that, for each open balanced set U, lim Sn(B, U) = 0. Then the set B is totally bounded. n_C0
Proof. Let U be an arbitrary neighbourhood of zero. Then there are n and
Chapter 6
280
a number a' > 0 such that {x: IIxIIn O
Of course,
naWm,n=naUm
a>O
a>0
(6.6.10)
Montel and Schwartz Spaces
281
and
Wm,n+1+Wm,n+1 C Wm,n
By the Kakutani construction (see Theorem 1.1.1), the sequence {Wm, n} induces an F-pseudonorm II IIm and, by (6.6.10), formula (6.6.8) holds. Of course, the topology determined by the sequence of F-pseudonorms
{II IIm} is equivalent to the original one. Therefore Proposition 6.6.14 implies the Lemma. LEMMA 6.6.17 (Turpin, 1973). Let X be an F*-space such that for each neighbourhood of zero U there is a neighbourhood of zero V with the following property :
if there are sequences {sn,;}, i = 1, 2,..., k such that sn,i > 0,
lim sn,i = +00, lim n-+
n-->ao
Sn,i-1
= oo, i = 1, 2, ... , k and
Sn,d
k
sn,;e{ a V, then lin(e1, ..., ek) C U.
(6.6.11)
4=1
Then the hypotheses of Lemma 6.6.10 hold. Proof. Let U and V satisfy condition (6.6.11). Let W be a balanced neigh-
bourhood of zero such that W+ W C V. Let L be a finite-dimensional subspace. We shall show that there is a bounded set H C L such that
W n L C H+ n aU.
(6.6.12)
a>O
Suppose that (6.6.12) does not hold. Then there is an unbounded sequence {xn} C Wn L such that, for each subsequence {yn} of the sequence {xn} and for each bounded set HC L.
{yn}tH+naU. a>0
(6.6.13)
The existence of such a sequence follows from the fact that L is finitedimensional. We shall show that (6.6.13) does not hold. Namely, we shall show that each unbounded sequence {xn} C Wn L contains a subsequence {yn} C W n L such that there is a bounded sequence {zn} such that Yn E zn+
n aU. a>O
Chapter 6
282
Since {x,,} is unbounded and the space L is finite-dimensional, we can find e, a L, e1 54 0 and a subsequence {y.} of the sequence {xn} such that yn = sn,1e1+z , where sn,1-moo and ?n -a0 and, moreover {zn} belongs to a subspace Sn,i
L1 of the space L such that el 0 L1. Either the sequence {z} is bounded or it is unbounded. In the second case we repeat our process. Finally we can choose a subsequence {yn} of the sequence {xn} which can be represented in the form k'
Yn =
1
Sn,iei+zn,
(6.6.14)
i=1
where k' < k, sn, i > 0, sn, i-*oo, Sn,i-i -aoo and {zn} is a bounded seSn, i
quence.
Since {zn} is bounded, there is a number b, 0 < b < 1, such that {b zn} C Wn L. The sequence {yn} is a subsequence of the sequence {xn} ; thus {b yn}C WnL. Therefore, by (6.6.14), k'
bfsnieiE V i=1
and, by (6.6.11), lin (e1, ..., ek) C U. This implies that lin (e1, ..., ek) C n a U and (6.6.13) does not hold. a>o
Thus we have (6.6.12) and since L is finite-dimensional the hypotheses of Lemma 6.6.10 hold. THEOREM 6.6.18 (Turpin, 1973). In the space N(L(Q, L', u)) each bounded .set B such that lim 6.(B, U) = 0 for each balanced neighbourhood of zero U is totally bounded. Proof. We shall show that the hypothesis of Lemma 6.6.17 holds. Let E be
an arbitrary positive number. Let f,i ..., fk be measurable function s. Suppose that there are sequences {s,,,i}, i = 1, ..., k such that sn,i >0,
Montel and Schwartz Spaces
sn,i-> CIO,
sn,i_i Sn, i n
283
-*oo and for all n k
PNi=1 (f Sn,ifi)
f J
n
N (i=1 f sn,Ji
d-p < E.
(6.6.15)
Let k
A = U {t: f;(t)#0}. i=1
k
For each t e A, I sn,i f (t) I tends to infinity. Thus, by (6.6.15) and the Fatou lemma,
f
sup
N(u)dµ-<e,
A o Y1 X Y2 be an isomorphism. Then, by Lem-
ma 6.7.8, T1,1: X1- Y1 and T2,2: X2->Y2 are 0-operators. Then Y1 is isomorphic to X(',) and Y2 is is isomorphic to X. By formula (6.7.9) 0 = x(T) = x(Ti,l)+x(T2,2) = S1+s2 and
Now we shall apply the results given above to a certain class of locally convex spaces. Let X be a Bo-space with a topology defined by a sequence of pseudonorms {11
_
JIk}. Suppose that {en} is a basis in X such that, for each x
M
00
Ixnj 1 JenJIk are convergent for k = 1, 2, ... We
xne,,, the series n=1
n=1
shall call a basis with this property an absolute basis. We say that X e d1 (is of type d1) if there are an absolute basis {en} in
X and an index p such that for each index q there are an index r and N
Montel and Schwartz Spaces
293
= N(p, q) such that
for n > N.
IlenJIq < IlenIIr, IlenjI,
(6.7.10)
We say that X e d2 (is of type d2) if there is an absolute basis {en} in X
such that for each p there is a q such that for each r there is an N = N(p, r) such that
for n > N.
lien II q > I Ienl lp I I enllr
(6.7.11)
Example 6.7.11. Let {an} be a sequence of positive numbers tending to in-
finity. The spaces LP(a;,, ), 0
io(p) (6.7.13) On the other hand, X e d2. Take q = q(p1). Thus there is a qo such that (IIf ll;)2 < Ill{II , Illill ,,
for each q2 there is a ko(g2) such that IIekIIq, >
IIekIIq,
for k > k(q2).
IIekIIq,
(6.7.14)
Take q2 = q(p2). Of course, k(q2) depends implicitly on p. By (6.7.13) and (6.7.14) there is a constant L(p) such that Illillp
(
0 such that lim n4a+PSn(A,
U) = 0,
n-* co
then there is a sequence {xn} such that lim najIxnII = 0
n-i co
and A C I'1({x1, x2, ... }) .
Proof. Let {sn} be such a sequence of positive numbers that
lim nksn = 0, n-. co
k = 1, 2, ...
(7.1.8)
Chapter 7
302
Let
dn(P, U) = bn(P, U)+sn for every set P. Let mn = 22". We shall construct by induction a sequence of finite systems {xn, t, 1 < i < m,,} and a sequence of sets {Bn} in the following way, We put Bi = A. Suppose that the set B. is defined. Then by Lemma 7.1.10
we can choose a system of points {xn, {, 1 < i < mn} such that xn, t e rp(B,,) and B. C m l'I'p({xn,i,
..., xn,m"})+22/Pmxi/Pdm"(Bn, U)U.
(7.1.9),,
Let
Bn+1 = [B.-mnlvl p({Xn,i, ..., xn,m"})l (7.1.10),
2/pmn 2n'pdm"(Bn, U) U.
Of course, by (7.1.9), and (7.1.10)., Bn C Bn+i+mn/prp({Xn,1, ..., xn,m"}) Since bk(rp(A), U) = bk(A, U), we have, by (7.1.10),, bk(Bn+1, U) < bk(Bn+n2/9Bn, U)
22/Pn21pbk(Bn, U).
Then by induction
n-
n-1 1
I m,lpbk(A, U).
(7.1.11)
n- n-1 dk(Bn, U) < 22 P 11 m,lPdk(A, U).
(7.1.12)
bk(Bn, U) < 22 P
1
Hence i=1
Now take any positive integer r. We can represent r in the form
r = mo+...+mn-i+i, where we put mo = 0 and 0
i < m.. Let
n 2/p zr=2mn xn,i.
We shall show that A C r1({z1i z2, ...}). Let x e A. Basing ourselves on formulas (7.1.10)., we can represent x by induction in the form
X = 2 tj+...+ 2n_i to-i+Yn,
Nuclear Spaces. Theory
303
where i
2
p
t{ E 2 m i IP((X{,1, ..., Xd,mi})
and yn E B. Observe that J
2 to+...+
2n-1
to-1 E F21*1, Z2, ...})
r1({Z1, ...})
and
Yn E dmn(Bn, U)U
and by (7.1.12) n
mi/Pdmn(A,
22n/P
yn e
U)U,
i=1 n
But ]I m2 t=1
22+...+2^ = 22n+1-1
=
< 22,t+1 -
171n,
Hence 22IPmnlPdmn(A, U)U C mn/Pdmn(A, U)
yn c-
and, by (7.1.8) and the definition of Sn, yn- O. Therefore X E 1'1({z1, z2, ...}). Now we ought to investigate the converge nce of razr. By definition
r aZr = (m0+. .. +mn-1 +l )a2ninn Xn,d E (m0+ ... +mn-l f i)a2nmr2,IPI'p(B..) .
By (7.1.10).. and (7.1.12), putting k = mn_1 we obtain n-1
razr E
namn22(n-1/P)
J7
mil Pdmn
,(A, U)U
i=]
U5 C mnPldmn_,(A, U)U
and, by (7.1.8), razr tends to zero.
Cl
Proof of Theorem 7.1.4. Let X be a nuclear locally pseudoconvex space, with topology determined by a sequence ofpl-homogeneous pseudonorms II II1. Let Al = (x: IIxII1 < 1). We shall show that each Al contains an
open convex set. Observe that, by the nuclearity of the space X, for each j there is an index k such that lim nl3IP,dn(A1+k, A1)
a-.
= 0.
Chapter 7
304
Let X? = {x: IIxjI; = 0} and Xp = X/X,. The pseudonorm II Ill induces a pp-homogeneous norm on X1. Observe that
i= 1,2,...
As=At+X°,
Putting A = Ap+k+XX and U = A1, by Lemma 7.1.11 we find that there is a sequence {zn} of elements of Al such that lim n2lp'll znll i = 0 and
(7.1.13)
Al+k+X, C 1'i({zi, z2, ...})+X; .
Since II Its is pj-homogeneous by (7.1.13), there is an M > 0 such that
I7i({z1, z2, ...}) C MAi. Therefore AJ+k C M I'1({Z1, z2, ...}) C A5
and the set
IntI'1({z1iz2, ...}) is the required open convex set.
11
M The existance of non-locally convex nuclear spaces follows from PROPOSITION 7.1.12. A space 111"I (see example 6.4.7) is nuclear if and only
if lim supp logn < +oo,
(7.1.14)
is the sequence obtained from the sequence {pn} by ordering it in a non-increasing sequence. where
Proof. Let
Kr={x:Ilxli 0: t e Um} be the quasinorm with respect to Um. It is easy to verify that a series W
00
[xn]m are con-
xn absolutely convergent if and only if the series n=1
n=1
vergent for m = 1, 2, ... If X is a locally bounded space with a p-homogeneous norm IIxHI, then
a series j' xn is absolutely convergent if and only if the series 7 [xn]lIp n=1
n=1
is convergent. PROPOSITION 7.3.1. An F-space X is locally convex if and only if each absolutely convergent series is unconditionally convergent.
Proof. Necessity. Let X be a locally convex space and let {U,n} be a basis of balanced convex neighbourhoods of zero. Let us denote by IIXIIr the
xn be an absolutely convergent
pseudonorm generated by Um. Let n=1 00
series in X. Then the series 2; IIxnIIm are convergent for m = 1, 2, ... Let n=1
{en} be a sequence of numbers equal either to 1 or to -1. Then 00
00
n=1
for k tending to infinity and for m = 1, 2....
Chapter 7
316
Therefore, by definition, the series 2' xn is unconditionally convergent. n=1
Sufficiency. Let X be a non-locally convex E-space. Let { Um} be a basis
of balanced neighbourhood of zero such that U,,,,+, C z Um. Since the space X is not locally convex, there is a neighbourhood of zero V such that cony U. V (m = 1, 2, ...). This means that there are elements xm,1, , xm, n,, of Um and non-negative reals am,1, ... , am, n,, such that nm
am,t = 1
(7.3.1)
%=1
and nm
I am,ixm,i 0 V.
(7.3.2)
i=1 Go
Let us order the elements am, i xm, i in the sequence {yn}. The series
yn n=1
is absolutely convergent. Indeed, let us denote by [x]k the quasinorm with respect to the set Uk. Then for j, j' > k we have
''1 nm
[am,ixm,i]k = m=j i=1
[am,ixm,ijk
m=j %=1
< Ym=sup [x]k < j zEU,,,
2m-k
m=j
1
2j-k-1
On the other hand, formula (7.3.2) implies that the series ' yn is not n=1 unconditionally convergent. If a space X is infinite-dimensional, then unconditional convergence does not imply absolute convergence. Dvoretzky and Rogers (1958) have
shown that in each infinite-dimensional Banach space there is an unconditionally convergent series which is not absolutely convergent. This
theorem has been extended to locally bounded spaces by Dvoretzky (1963).
In general, the problem when unconditional convergence implies absolute convergence is open. For locally convex spaces such characterization is due to Grothendieck.
Nuclear Spaces. Theory
317
THEOREM 7.3.2 (Grothendieck, 1951, 1954, 1955). Let X be a Bo space. The space X is nuclear if and only if each unconditionally covergent series in X is absolutely convergent.
The proof of this theorem, the main theorem of the present section is based on several notions, lemmas and propositions. We say that a linear continuous operator T mapping a Banach space X into a Banach space Y is absolutely summing if there is a positive constant C such that, for arbitrary x1, ..., Xn E X, IIT(x#1 < C
(7.3.3)
x{
%=1
i=1
PROPOSITION 7.3.3. An operator T satisfies (7.3.3) if and only if n
`n
Eixi II T(xi)ll < C sup ei=f1 i=1 i=1
(7.3.4)
I.
Proof Necessity. Let e{ = 1. Then n
Y Xi i=1
i=1
Thus (7.3.4) implies (7.3.3). Sufficiency. Let x1, ..., xn be arbitrary elements of X. Let s,"., ..., E.' be
arbitrary numbers equal to + 1 or -1. Then putting yi = e°Xi, i = 1, .. . ..., n, and applying (7.3.3) to yi, we obtain n
i=1
n
n
IjT(xi)II =
i=1
IIT(.v )Ij < C
n
f E{xill < Csup i=1
et =±1 i=1
Eixi
.
CI
PROPOSITION 7.3.4. A linear operator T satisfies (7.3.4) if and only if n
n
.Y IIT(xi)II < C sup i=1
I If
If(xi)I i=1
(7.3.5)
Chapter 7
318 00
Proof. Sufficiency. Let y = E 8°x{ be such an element that j=1
n
1E{x{ 11 . IIYII = SU 'Sup ,=p1 ii=1
Let f' be a functional of norm one such thatf'(y) = IIYII Then n
sup
n
= IIYII =f'(Y) _
e{ x{
ei=±1 i=1
f'(E°xi) {=1
n
If'(x{)I < sup i=1
If(xi)I
IIfIX'1 i-1
Therefore (7.3.4) implies (7.3.5). Necessity. Let e° = signf(xi) for a functional f e X* of norm one. Then n
n
f(x) =
n
f(E°xi) =f(E e°xi) i=1
i=1
i=1
n
n
E°xill {=1
Y E{x{ < sup ei=f1 i=1
Therefore, (7.3.5) implies (7.3.4).
Formulae (7.3.3)-(7.3.5) give us three equivalent definitions of absolutely summing operators. The infimum of those T which satisfy (7.3.3) will be denoted by a(T). Let T be an absolutely summing operator belonging to B(X-Y). Let A e B(Y-- Z) (or A e B(Z->X)). Then the operator AT (resp. TA) is absolutely summing. PROPOSITION 7.3.5. A linear operator T mapping a Banach space X into a Banach space Y is absolutely summing if and only if it maps unconditionally convergent series into absolutely convergent series.
Proof. Let I00x be an unconditionally convergent series. Then n=1
k'
lim sup k.k'.-
e,
±1
enxn = 0.
(7.3.6)
Nuclear Spaces. Theory
319
Let T be an absolutely summing operator. Then by (7.3.4) and (7.3.6) k'
lim f IIT(xn)II = 0,
k,k'- oo ,=k
and the series Y T(xn) is absolutely convergent. n=1
On the other hand, if we suppose that an operator T e B(X--Y) is not absolutely summing, then, by definition, for any k there are elements {xk....... xk, nk} of X such that nk
sup
ei=f1 {=1
Etxk,i
(7.3.7)
and nk
(7.3.8)
II T(xk,{)II > 1. {=1
Let us order all xk,i into a sequence {yn}. Formula (7.3.7) implies that the Co
series
7 yn is unconditionally convergent. Formula (7.3.8) implies that
n-
the series Ico T(yn) is not absolutely convergent. n=1
PROPOSITION 7.3.6. Each nuclear operator is absolutely summing.
Proof. Let T e B(X- .Y) be a nuclear operator. This means that the operator T can- be written in the form
T(x) _
ingn(x)Ym n=1 m
where An > 0, C = 2' A. < +oo, gn e X*' Y. e n=1
(n = 1, 2,
Y, IIgnjj = IIYnI I = 1
.).
Let x1, ..., xN be arbitrary elements of X. Let fs, i = 1, ..., N be a continuous linear functional of norm one defined on Y such that f (T(x{))
Chapter 7
320
_ JIT(xi)Il. Then N
N
N
fi(T(Xi)) _ I fi(
JIT(xi)Il _ i=1
t=1
i=1
n=1
2ngn(xi)yn)
i=1
N
co
H2), and let Se B(H2-*H3) be Hilbert-Schmidt operators. Let {en} be an arbitrary orthonormal set in H2. Then co
co
ST(x) = f (T(x), en)S(en) = L, (x, T*(en))S(en), n=1
n=1
where T* a B(H2-->H1) denotes the operator conjugate to the operator T. The operator T* is also a Hilbert-Schmidt operator. Thus 00
IIT*(en)II IS(en)II n=1
w
(n=1IIT
*(en)1/2
IS(en)I2,1/2
_- 0,
(7.3.10)
Let
for j = 1, 2, ..., n, for j = n+1, ..., n -t-m.
laxi,i YJ =
bxi_n,2
Then, by (7.3.9) and (7.3.10) n+m
m
n
IIT(YJ)II = a
IIT(xi,2)II = 1.'
IIT(xi,l)Il+b
j=1
i=1
i=1
Moreover, n+m
g(t) = a(T) Y Ify,(x*)I J=1 n
m
= a(T)
Ifa,,,(x*)I+ i=1
I fbx,,,(x*)I i=1
n
= a(T) [a
m
Z I fx,..(x*)I +b
i=1
I ff,,.(x*)I ] = agi+bgi. i=1
Thus the set W is convex. The definition of a(T) implies that if
IIT(xi)II = 1, then
i
n
sup x*ES* ti-1
Ix*(xi)I = sup
x*eS* i=1
I fx,(x*)I >' 1
(see Proposition 7.3.4). Therefore, the set W is disjoint from the set
N = {fe C(S*): f(x*) < 11. The set N is open and convex. Therefore, there is a continuous linear functional F defined on the space C(S*) such that
F(f) > 1
forfcW
(7.3.11)
Nuclear Spaces. Theory
323
and
F(f) < 1
for f e N.
(7.3.12)
The general form of continuous linear functionals on the space of continuous functions implies that there is a regular Borel measure po defined on S* with its weak-*-topology such that
F(f) = f .f(x*)d uo(x*). S*
Since the set N contains the cone of negative functions in C(S*), by (7.3.12) the measure po is positive. Thus it is of the form po = ap, where p is a probability measure and a = IIFUI. The set N contains the unit ball in C(S*), hence, by (7.3.12), a = IIFII < 1.
Let x E X and T(x) :y 0. Then g = a(T)
1
IIT(x)I
I fx(x*)I e W. There-
fore, by (7.3.11)
f gdp > f gdpo > 1. S*
S*
Thus
IIT(x)II < a(T) f Ifx(x*)dp(x*) = a(T) f Ix*(x)I dp(x*) S*
S*
and this completes the proof. THEOREM 7.3.10 (Pietsch, 1963). Let T be an absolutely summing operator mapping a Banach space X into a Banach space Y. Then the operator T can be factorized as follows
X
T
Y
i
C(M)->H 1
I
where H is a Hilbert space, M is the unit ball S* in the conjugate space X* with its weak-*-topology, and i is the natural embedding of X into C(M).
Proof. Let p be a probability measure defined in Theorem 7.3.9 on the
Chapter 7
324
set M. Let L1(p) denote the completion of C(M) with respect to the norm IIxII = f I x(t)I dp, and let L2(p) denote the completion of C(M) with rem
spect to the norm
IIxII = [f Ix(t2)Id z]"2
if
Let C(M)_%L2(4u)->L'(p)
be natural injections and let Z be the closure of ja i(X) in the space L'(p). The theorem follows from the diagram
T
X
-* y
Z C L'(p).
i
C(M)
H = L2(p) a
Theorem 7.3.9 implies that the operator y is continuous. THEOREM 7.3.11 (Pietsch, 1963). A composition of five absolutely summing
operators is a nuclear operator. Proof. Let us consider the diagram Ti
Xl
'X3
\ /
.\ \'//
i
T3
T2 -->X2
Hl
T4 -->X4
--X6 \
- H3
-- H2 a
T5
_XB
/ J
rg
The existence of such factorization follows from Theorem 7.3.10. The
operators a, j9 are absolutely summing as compositions of absolutely summing operators with continuous operators. Therefore, by Proposition 7.3.8, the operator #a is nuclear. Thus the operator TS T4 T3 T2 Tl = jflai is nuclear.
Nuclear Spaces. Theory
325
Proof of Theorem 7.3.2. Sufficiency. Let X be a nuclear B, -space and let the topology in X be given by an increasing sequence of homogeneous pseudonorms {IIxIIr} such that the canonical mappings T{ from X,+1 into X{ are nuclear. By Proposition 7.3.6 the operators Tj are absolutely summing.
xn be an unconditionally convergent series in X. This means
Let n=1
that oD
lim sup
e,=±1 n=k
snxn
r
= 0,
i = 1, 2, ...
Since the canonical mappings Ti are absolutely summing, this implies that 00
the series S I Ixnl a- are convergent for i = 2, 3,... n=1
Necessity. Let X be a Bo space and let {IIxIr} be an increasing sequence of pseudonorms determining the topology. Theorem 7.3.11 implies that it is sufficient to show that for any pseudonorm IIxIIr there is a pseudonorm IIxIII such that the canonical embedding Xj into Xr is an absolutely summing operator. Suppose that the above does not hold. This means that there is a pseudonorm IIxIIr0 such that the canonical embedding Xr into X j, is not ab-
solutely summing for any i > i,. Then, by definition, there are elements xr, 1, ... Xi, n, such that ns
(7.3.13)
L, IIxr,lllro = 1 j =1
and
sup 11f sjx,,;
0.
(7.4.1)
n=1
Theorem 3.2.14 implies that in each locally convex space there is a sequence of homogeneous admissible pseudonorms determining a topology equivalent to the original one. PROPOSITION 7.4.1. Let X be a locally convex space with a basis {en}. If for each sequence of homogeneous pseudonorms {Ilxilm} determining a topology
Nuclear Spaces. Theory
327
equivalent to the original one for every i there is a j such that Ci,1 =
' IIenIIs < +00,
(7.4.2)
n=1 IIenII1
0
where we assume 0 = 0, then the space X is nuclear. Let {IIxlIj} be an increasing sequence of homogeneous pseudonorm :. r n;;i:'ng the topology. Without loss of generality we can assume that p.': udonorm IIxII{ are admissible. Let us take an arbitrary i. Then, by the hypothesis, there is an index j such that (7.4.2) holds. Let us denote by {f,,} the sequence of basis functionals, Let IIxII1 < 1. Since the pseudonorm IHxIl1 is admissible n
I1fn(x)enII1
Ilekm+illi Ilekm+lllf
(m = 1, 2, ...).
(7.4.6)
Nuclear Spaces. Theory
329
Let
n-1 let
an
I1en11t ,
bn
(we admit 1/0 = oo), QnzllenF?
and let A
= {x E X: I ft(x)I < at(i = 1, 2, ...)}, I ft(x)I < b{(i = 1, 2, ...)},
B = {x e X:
where {fn} are the basis functionals with respect to the basis {en}. If x e X and IIxik{ < 2, then jIfn(x)enjJ{ < 1 (i = 1, 2,...) because the pseudonorm IjxI!i is admissible. Therefore, 2 Bi C A. On the other hand, B C B5, because for x e B M
Go
00
j xII9 < f II.fn(x)enJI9 = I Ifn(x)I JIenjI1 < I b,I je, jj n=1
n=1
n=1
= 1. n=1 Therefore,
6n(Bj,(2)&) > 6.(B, A).
(7.4.7)
By (7.4.6)
sn-1(B A) = bk' akn
=
1 (-on-'Q'
Ilek 1k IIek.11j
Thus (7.4.5) imply limns IIekAII{ = 0
n-ao
Ileknl!J
Therefore, (7.4.2) holds.
0
We say that a basis {en} of an F-space X is unconditional if the series of
expansions with respect to this basis are unconditionally convergent. A basis {en} of an F-space X is called absolute if the series of expansions
Chapter 7
330
are absolutely convergent. Proposition 7.3.1 implies that in locally con-
vex spaces each absolute basis is also unconditional. Theorem 7.4.3 implies
THEOREM 7.4.4 (Dynin and Mityagin, 1960). If X is a nuclear B0-space, then each basis {en} in X is absolute. Proof. Let {IIxIIs} be an increasing sequence of admissible pseudonorms determining the topology. By Theorem 7.4.3, for each i there is a j such that (7.4.2) holds. Therefore W
00
Ilfn(x)enJI n=1
Ifn(x) I IIenII1 n=1
11e.11{
IIenII1
w
sup jIfn(x)enII1
IIenII{
n=1
< 2IIxIIjCC,t
CJ
11e.11?
COROLLARY 7.4.5 (Dynin and Mityagin, 1960). In a nuclear Bo-space X all bases are unconditional.
It is not known what situation there is in non-locally convex spaces. There is an interesting question : does Theorem 7.4.4 and Corollary 7.4.5 characterize nuclear B,-spaces ? Pelczyliski and Singer (1964) have proved that in each Banach space with a basis there is a non-unconditional basis. Wojtynski (1969) has proved that if, in a Bo space X, the topology is given by a sequence of Hilbertian pseudonorms and each basis in X is unconditional, then the space X is nuclear. In the same paper it is shown that if in a Bo-space X all bases are absolute, then the space X is nuclear. Let X be a nuclear Bo-space with a basis {en}. The basis functionals corresponding to {en} are denoted by {fn}. Let {IIxJIm} be a sequence of pseudonorms determining the topology in X. Let us assign to each element x e X a sequence {fn(x)}. Since {en} is a basis, we have, by Theorem 2.6.1. lim I.fn(x) I IIenJ Im = 0,
m = 1, 2, ... ,
Nuclear Spaces. Theory
331
i.e. {fn(x)} e M(am,n), where am,n = IIenIlm (compare Example 1.3.9). Moreover, the operator T(x) = {fn(x)} is a continuous operator mapping X into M(am,n) (see Theorem 2.6.1). Now we shall show that T(X) = M(am, n). To do this it is sufficient to prove that if {tn} e M(am, n) then 0
the series f tnen is convergent in X. The space X is nuclear, therefore, n=1
for each index m there is an index r such that a
W
=
Cm,r =
Ilenlim
G n-1
< b oo
IIenIIr
(see Theorem 7.4.3). Hence Iltnenllm = n=1
Iltnll IIenIIr n=1
II enII m
IIenIIr
V8 ) U8}1 and an(U8+1, Ut) < bn(V8j Vt).
(7.5.5)
Nuclear Spaces. Theory
335
Thus, by (7.5.4), (7.5.6) Ilenll8+1
I Jnll8
Take t > s, then by (7.5.3) V8 ] U8+1) Ut) V, and an(Vt, VS) < Sn(Ut, Us+1).
7.5.7)
Thus, by (7.5.4), II.fnIls
IIenIls+1
JI.fnIJg
JlenIIt
(7.5.8)
Therefore, by (7.5.6) and (7.5.8), IIen t
_
IIenhI8+1
Ilfn11t C ins for all t, s, n = 1, 2, ... This implies that rn = sup Illnllt < -f-so.
(7 5 9)
(7.5.10)
Thus, by (7.5.9), IlenIIt < IIrnfnIIi < IIenIkt+i.
(7.5.11)
Therefore the bases {en} and {r,, fn}e ar equivalent. We say that two bases {en} and {fn} are quasi-equivalent (see Dragilev, 1960) if there is a permutation o of positive integers such that the bases {en} and f f.(,,)} are semi-equivalent. THEOREM 7.5.2 (Crone and Robinson, 1975). Let X be a nuclear Bo-space
with a regular basis {en}. Then each basis {fn} in X is quasi-equivalent to {en}.
The proof of the theorem is based on several notions and lemmas and propositions. LEMMA 7.5.3 (Kondakov, 1983), Let X = L'(am,n) Assume that IIXIIm < 2m
(7.5.12)
Chapter 7
336
Suppose that for an element f e X there is a functional f' c- X* such that
f'(f) = 1 and (7.5.13)
supllf'II,'n+2IlfIlm+1 = C < +00, m
where II IIm denotes the norm of the functionals induced by the pseudonorm II
IIm
Then there are 2 > 0 and an index i such that le{Ilm < 2Ilf llm+1 < Cile{IIm+2,
in = 1, 2, ...
(7.5.14)
where {en} denotes the standard basis in L1(am,n)
Proof To begin with, we shall show the first inequality. Let {en} denote the basis functionals corresponding to the basis {en}. Then co
00
Ien(f)ISUP
len(f)Illenllm
11
n=1 m=1
n=1
00
00 f lIen(f)enllm
IIfIIm
n=1
IIfIIm+1
m=1
W
Ilenllm
00
m=1 IIfIIm+1
_
0, a sequence of indices {n8} and a subsequence {II Ilp} of the sequence
of standard norms such that Ilen.llp < asllfsllp+l
Ilen.IIP+2,
where {e} denotes the standard basis in L1(am, n).
(7.5.17)
Nuclear Spaces. Theory
337
Proof. Let
am,n = 22" sup ai,n 1 0, there is a pseudonorm II Ilm1 such that allxllm < Ilxll,ni. Thus for each index r there is an index m(r) such that IIfB (x)fsllr < Ilxllm(r)
(7.5.19)
IIfs Ilm(r)Ilfsllr < 1.
(7.5.20)
and
Then there is a sequence of pseudonorms determining a topology such that (7.5.13) holds for f = f8 and C = 1. PROPOSITION 7.5.5 (Dragilev, 1965). Let X be a nuclear Bo space with a regular basis {en}. Let {fn} be an arbitrary basis in X. Then {fn} can be reorderd in such a way that it becomes a regular basis.
Proof. By Proposition 7.4.7 and 7.4.8 the space X is isomorphic to the space L}(Ilenll m. Thus, by Proposition 7.5.4, for each s there are as and n8 such that (7.5.17) holds. Now we shall show that in the sequence {ns} each index can be repeated
only a finite number of times. Indeed, suppose that e,, = en,, = en,s = ... Then the space X0 spanned by { fs,, fs,, fs,, ... } is isomorphic to the
space 1. It leads to a contradiction, since X is nuclear and it does not contain any infinite-dimensional Banach space. Hence we can find a permutation o of positive integers such that the sequence n0(8). is non-decreasing. Now we shall introduce new pseudonorms in X W
Ilxllo,p = Yas lllf8 (x)Ilpllen.IIp 8=1
{II
Since the space X is nuclear, by (7.5.17) the sequence of pseudonorms 110,p} determines a topology equivalent to the original one.
Chapter 7
338
Observe that Ilfa(s)Ilo,m Ilfa(s)I lo,m+1
__
Ilen,(,)Ilo,m
(7.5.21)
I len,(.)I lo,m+1
Since u(s) is non-decreasing and the basis {en} is regular, by (7.5.21) the basis {fa(,)} is also regular. Proof of Theorem 7.5.2. Let X be a nuclear Bo-space with a regular basis {en}. Let {fn} be an arbitrary basis in X. By Proposition 7.5.5 there is a permutation u(n) such that the basis {fa(n)} is regular. Then, by Proposition 7.5.4 {fa(n)} is semi-equivalent to {en}, and this completes the proof. Theorem 7.5.2 was first proved by Dragilev (1960) for the space of ana-
lytic functions in the unit disc. He then extended it to nuclear spaces of the types d1 and d2 with regular bases (see Dragilev, 1965). Let d1, i = 1, 2 denote the class of spaces with regular bases belonging
todi,i=1,2. PROPOSITION 7.5.6 (Zahariuta, 1973). Let X, Y be nuclear Bo spaces such that X e d1 and Y c d2. Then all bases in the product X X Yare quasi-equivalent.
Proof. Let {ef }, {en } be regular bases in X and Y. Let e2._1 = (en,0), e2n = (0, ey). In this way we obtain a basis in X X Y. Let {f..} be another basis in X x Y. By Proposition 7.5.4 there are a sequence of indices {nk} and a sequence of positive numbers {ak} and a sequence of pseudonorms {II IIv} determining a topology equivalent to the original one such that IlentIIp < Ilakfkll,+1- IlenkIIP+2.
(7.5.22)
Let
X1 = : lin{fk: en. E X} and
Y1=lin{fk: en.eY}. Let {f1,3} be a subbasis of the basis {fk} consisting of those elements which belong to X1. Let {f2,8} be a subbasis of the basis {fk} consisting of
Nuclear Spaces. Theory
339
those elements which belong to Yl. By (7.5.17), in the same way as in the proof of Proposition 7.5.5, we infer that {f1,8} and {f2,s} are regular bases in X, and in Y1. Moreover, X, E d2, Y, c- d1. By Theorem 6.7.10, this implies that there is an integer s such that X1 is isomorphic to X(') and Y, is isomorphic to Y(-8). Since we can shift s elements of the basis form X
into Y if s > 0, and conversely from Y into X if s < 0, we can assume without loss of generality that s = 0. The bases {en}, {e'} are regular; by Theorem 7.5.2 there are permutations a(s), a'(s) and sequences of positive scalars {a8}, {a} such that fl, s = a8 ex, and f2, 8 = a eY (8), which trivially implies that the bases {en} and {fn} are quasi-equivalent.
Theorem 7.5.6 for X = M(expm(n1+...+nk)) and Y=M(exp-
1
M
(n1+...+nk) was proved by Dragilev (1970) and Zahariuta (1970). Zahariuta (1975) proved Theorem 7.5.2 for another important class of spaces. Let {a,,n}, {b1,n}, {a2,n}, {b2in} be four sequences of real numbers tending to infinity. We shall assume that there is a positive number c such that c-la{,n < ai,2n < ca{,n,
i = 1, 2,
c-lbt,n < bi,2n < cbi,n,
i = 1, 2.
Let n = (n1,n2). We shall consider two spaces, X =
and Y = M(azn, b2-1n'). Zahariuta (1975) showed that if the diametral dimensions of the spaces X and Yare equal, 6(X) = 6(Y), then the spaces X and Y are isomorphic and, what is more, that there is a permutation of indices o such that {fn} is equivalent to {e,()}, where {en} and {fn} are standard bases in X and respectively in Y. As a consequence of this fact, it is possible to obtain the following results, arrived at independently by Djakov (1974) and Zahariuta (1974).
Let X = M (exp (- m nl +mn2)) and Y = M (exp(- m nl"+mn2'.)) Then the spaces X and Y are isomorphic if and only if 1
1
1
1
pq -p
f
q
Chapter 7
340
Moreover, if X and Y are isomorphic, there is a permutation o of indices such that the bases {fn}, {e0( )} are equivalent, where {en} and {fn} are standard bases in X and Y respectively.
There are also other classes of spaces in which all absolute bases are quasi-similar. Let H be a Hilbert space and let A be a self-adjoint positively defined
operator acting in H. Let (x, x)a = (Aa(x), Aa(x)),
(-oo < a < oo)
Let Ha be the completion of the domain DA of the operator A with respect to the norm IIxila = (x,x)a. The system of spaces {Ha} (-co < a < -boo) is called a Hilbert scale (Krein, 1960; Mityagin, 1961). Let Hb = n Ha with the topology induced by the pseudonorms Ilxlia a{/m
m,k 2 (an )-1
">{/m
Nuclear Spaces. Theory
343
Now Lemma 7.6.3 implies that there is a P = 9 (a, k) such that
n2ktngk,n ": f ItnI2 < 1} k2+i,
sup{'
n>1m
>
and so sup{
an,gk,nllp: m=k2+i} lli Thus
sup m
mk I an m,k gk,n
= supllmkgmlla < +oo. M
n> I/m
Proof of Theorem 7.6.1. By Lemma 7.6.4 there are functionals Q' c, ,,} sat-
isfying (7.6.5). Let T be an operator mapping X into a defined in the following way :
T(x) = {{fi,n(x)}, {f2,n(x)}, {fs,n(x)}, ...}, where {fa,n(x)} E L2(nm).
Then II7'(x)lla,k =
LU n=1
[,.y (nklfa,n(x)I)2,1/2 = n=1
1/2
n (nk+11 fa,n(x)I )211/2 1/2
[( n2)sUp(nk+llfa,n(x) )2] n-1
/
< ]/6 Ck+1IIXIIR,
where # = i9 (a, k+ 1) and Ck+1 is given by formula (7.6.5).
Hence T(x) e o and T is a continuous linear operator mapping X into o. On the other hand, 00
IIT(x)Ila,o = [f Ifa,n(x)I2j1' = IIxIIa. n=1
Therefore, the operator T-1 is also continuous. Problem 7.6.5. Suppose that a nuclear space X does not contain the space (s). Do we have dimjX < dimjL2(nm) ?
Chapter 8
Nuclear Spaces. Examples and Applications
8.1. SPACES OF INFINITELY DIFFERENTIABLE FUNCTIONS
Let Ek be a k-dimensional real space. By Co (Ek) we denote the space of infinitely differentiable functions which are periodic with respect to each variable. For simplicity we shall assume that all those periods are equal to 27r.
We determine the topology in Co (Ek) by the sequence of the pseudonorms (8.1.1)
lIxIIn = sup Ix(n)(t)I, teEk
where n = (n1, ..., nk), nj are non-negative integers, t = (tl, ..., tk) and an,+...+nk
on,...ask
x(t)
Let us consider in Co (Ek) a sequence of inner products n
n
n
(x, y)n = f f ... f x(n)(t)y(n)(t)dtj ... dtk.
(8.1.2)
The Hilbertian pseudonorms Ilxlln = I/ (X-' x)n
define a topology equivalent to the original one. Indeed, jjxIIn < (2t)kjjxjjn.
(8.1.3)
On the other hand, there is a point to = (ti, ..., tk) such that Ix(n)(to)I
o
Let us remember that lim t±1->o
(-arctant±l) t= 2it
(8.1.21)
7G
and that n
dt x(narctant) _ I
dti x(t) i=1
Wi(t),
(8.1.22)
arctant
where wi(t), i = 1, 2, ..., n, are rational functions of t. Then by (8.1.21) and (8.1.20) we find from (8.1.20) that T is a continuous operator mapping Co [-1, 1] into cS(E). It is easy to prove by a similar argument that an operator T' defined as 79
T'(x) = x tan 2 t)
Nuclear Spaces. Examples and Applications
353
maps c5(E) into Co [- 1,1] in a continuous way and that it is the inverse operator to the operator T.
Proposition 8.1.11 can easily be extented to the case of several variables.
Let C°°(R) denote the space of all infinitely differentiable functions defined on the real line R with the topology given by the sequence of pseudonorms
IIXIIm = sup(lx(t)I+Ix'(t)I+...+Ix(n)(t)D tI 0.
(8.2.1)
By 9(µ(D) we shall denote the space of all holomorphic functions x = x(z) defined on D such that IIxlle = suplx(z)Ip(e, z) < +oo
(8.2.2)
ZED
for all e, 0 < s < 1, with the topology determined by the pseudonorms II
Ill.
Since ,u (s, z) is a function, non-increasing with respect toe, the topology in the space 9(µ (D) may be determined by the sequence of pseudonorms {IIxII,1,j. Hence 9(µ (D) is a B0*-space.
Nuclear Spaces. Examples and Applications
355
Let AE be a non-increasing family of open sets such that
D=UAe. O<e 0. Then the space %C,. of
entire funct ions of order p = (p1, ... , pk) is isomorphic to the space M(am, n), where n.+i n, am,,n = (n1 ... nr nr)m(nr+l ...
k
-1/m
The isomorphism T is given by the formula
T(' cnzn) = n
where k
n1
do =
(nj) P1
j =r+1
Proof. As a consequence of the calculations given in the proof of Proposition 8.2.2, we obtain k Ilznlle =
J7
nj
n1
np1+8[e(Pj+e)] P1+e.
j=1
Hence for arbitrary positive 77 for sufficiently large n k
k
n1
H7
,r_P1+e+',
IIZnlle
j=1
C
n1 njP1+e+h
j=1
This trivially implies the proposition.
O
PROPOSITION 8.2.6. Let k
it(e, z) = exp(-f Ilogizjl j=1
1P1+e),
Nuclear Spaces. Examples and Applications
361
where pi = ... = Pr = 1 and pr+1, , Pk > 1. Then the space C)C of all holomorphic functions of logarithmic order p = (pl, ..., pk) is isomorphic to the space M(am,.), where m a2,,, = exP (nt - ...
m
E nr
q.+1-1/m nr+1
...
nkqm-'IM)
P!
1), j = r+1, ..., k. The isomorphism is given by the formula
(qj denotes the number
P9
T(2 Cnzn) = {C.}. n
Proof. As a consequence of the calculations given in the proof of Proposition 8.2.3 we obtain p1+e
k
jjznIle
np
= 7=1
exp ( P9+E
P3+E )p,lP5-l+)
Hence for each positive q for sufficiently large n
H
k
p1+e-h
k
exp(njP1+e-?j-1
P1+8+*
< 11zn11e 1}. In both cases there is a real number r greater than 1 such that every x(z) e c3C (D) can be expressed by the Laurent series X(Z) n=0
`1 bn anz"+G !! Zn n=1
Chapter 8
366
for Izi > r in case (a), for (1-1/r) < IzI < 1 in case (b). It is easy to verify that the correspondence 00
x.e(xl, x2),
where x1(z) = f anzn n=o
and n-1
in case (a) and )n-1 x2(z) = N bn ( r z
LJ n=1
1- -
in case (b) is an isomorphism between BC(D) and 1WC (C) x Q! (D u Zm) in case (a) and between 1W (D) and C)C (CO) x cJC (D u Zm) in case (b).
The domain D u Zm is (m-1)-connected. Hence, repeating the preceding argumentation, we find after m steps that the space Qt (D) is isomorphic to the space QC (C) x ... x T (C) x cC (CO) x ... x T (CO), where r fold
(m-r) fold
r denotes the number of those components of C\D which are points. This trivially implies the proposition.
Zahariuta (1970) gave a full characterization of the case where the space ck(D) (D being a one-dimensional domain) is isomorphic to the space cY(C0) (or respectively to the space 9C(C)). Namely, let K be a compact set such that the set C\Kis connected. The space 9C (C\K) is isomorphic to the space 9C(Co) (resp. ck(C)) if and only if there are a disc CR with radius R containing K and a harmonic function u(x,y) defined on CR\K such that lim
u(x, y) = 0
and
Izl'+Ivl'-+R'
(resp.
lim
u(x, y) = 1
(x,v)-+(zo,vo)EK
lira
u(x, y) _ --boo).
(Z,v)-(Za,vo)EK
Zahariuta (1970) has shown also that T (D) (D being a plane domain) is isomorphic to the space 9C (C) x 9C (C0) if and only if the compact set.
Nuclear Spaces. Examples and Applications
367
K = C\D can be represented as a union of two disjoint compact sets K1, K2 such that cC (C\Kl) (resp.'3C (C\K2)) is isomorphic to W(C) (resp Cly (CO))
This implies that there are plane domains D such that oaf (D) is not isomorphic to any of the spaces 9((C), 9C (C0), 9C (C) X 9C (CO). PROPOSITION 8.3.6. For an arbitrary one-dimensional domain D
dima9C(D) < dimffl((C0).
Proof. To begin with, let us consider the case where the set C\D contains at least three points. Then the Poincare theorem implies that there is an
analytic function f(z) defined on Co such that f(C0) = D. Let U(x) = x(f(z)). It is easy to verify that the operator U is an isomorphism between H(D) and a subspace of H(C0). In the particular case where C\D = {O,1,oo} the space 9C (C) is isomorphic to the space 9C(D). Then dime 9C(C) < dime 9C(C0). Let us observe that, if C\D contains either one or two points, then, by
Proposition 8.3.5, 9C(D) is isomorphic to H(C). This completes the proof. Since 9C(C) E dl and 9C(C0) E. d2, we obtain an example of a subspace of type d, of a space of type d2 (cf. Theorem 6.7.12). By similar arguments to those used in the proofs of Propositions 8.3.5
and 8.3.6 we obtain PROPOSITION 8.3.7. For an arbitrary one-dimensional domain D
dim19C(C) < dima9C(D).
Proof. Let us suppose that a component Z of the set C\D is a point (or a continuum). Then, by a similar argument to that used in the proof of Proposition 8.3.5, we find that the space QC (D) is isomorphic to the space Rat,
9C (C) x
(D u Z) (resp. 9C (Co) x 9C (D u Z)). Therefore, dime 9((C)
< dim, `BC (D) (resp. dim, 9((C) < dim, 9C(CO) < dims 9C (D)).
In a natural way we can extend the results of Propositions 8.3.5, 8.3.6 and 8.3.7 to domains D of type
D=D,xD2X...xDk,
Chapter 8
368
where Di, i = 1, 2, ..., k are one-dimensional domains. Then we can formulate the following PROPOSITION 8.3.8. Let D1, ..., Dk be one-dimensional finite connected domains. Suppose that : 1 ° all components of the set C\Dj are points for i = 1, 2, ..., r, 2° all components of the set C\DA are continua for i = r+ 1, ..., r+p,
3° among the components of C\Dj there are points and continua for
i=r+p+1, ..,k.
LetD=D1x ...xDk. Then the space T (D) is isomorphic to the space re
7((C'x Cp-')x
(C'
X Cp-t-1)x... x
-7L(Ck-Px C'P')
Zahariuta (1974, 1975) proved that the spaces c3C(Cr x Ck-r) 0 < r < k are isomorphic to c?C (C1 x Co -1)
Thus, basing ourselves on his result, we can formulate Proposition 8.3.8 in a stronger way. Namely PROPOSITION 3.3.8'. Under the assumption of Proposition 8.3.8, if 0 < r+
+p < k then 9E (D) is isomorphic to g (C X Cr'). PROPOSITION 8.3.9. Let D = Dl x one-dimensional domains. Then
... x Dk, where Dz (i = 1, 2, ..., k) are
dimicY(D) < dimz9Y(Co). PROPOSITION 8.3.10. Let D = D1 X ... X Dk, where D¢, i = 1, one-dimensional domains. Then
..., k are
dimlA((Ck) < dima9P(D).
Let us remark that from the proof of Propositions 8.3.5 and 8.3.8 follows
PROPOSITION 8.3.11. Let D = D1 x ... x Dk, where D{ (i = 1, bounded one-dimensional domains. Then dim1Qt'(D) = dimzQ((Co).
..., k) are
Nuclear Spaces. Examples and Applications
369
Proof. Let Z' be the component of the set C\Dj which contains the point oo. Then 9l (D) is isomorphic to the space C3C (Co x 9C (Di x ... x D'), where Da = D{ v ZI, i = 1, 2, ..., k. Therefore dimj9e(D) >, diml`)f(Co). Hence Proposition 8.3.9 implies the proposition in question. PROPOSITION 8.3.12. Let D = Dl x ... x Dk and D' = Di X ... X Dk+p, where p is a positive integer and D¢ (i = 1, ..., k), D'(j = 1, ..., k+p) are one-dimensional domains. Then the space QC (D) and Q Y (D') are not isomorphic.
Proof. To begin with, let us calculate the diametral approximative dimensions of the spaces QC (Co) and QC (Ck+P). By Corollary 8.3.2, {tn} E 6(QC(Ck+')) if and only if lim tnexp(mk++y'n) = 0 (m = 1, 2, ...) and 11X00
{tn} e 6 (T (Co)) if and only if for certain m' /
limtnexpl
k= 0.
+.j/ ,
Since, for arbitrary m, j//m' tends to infinity faster than m
n
S(W(Co)) I S(C C(Ck+P)) Thus, by Propositions 8.3.9 and 8.3.10, 6
(CM
(D)) C 6 (W
(C. k))
6 (CM (Ck+P)) c g (T (D'))
Hence, by Proposition 6.5.1, the spaces QC(D) and 9C(D') are not isomorphic. Let X be a Schwartz space. Let
r(X) = supinflimsup UV
Z- o
loglogM(V, U, e) 1
loglog 8-
where U, V run over all balanced neighbourhoods of zero. The number r(X) is called a functional dimension (see Gelfand and Vilenkin, 1961, p. 127).
Chapter 8
370
Of course, if { Ut} is a countable basis of neighbourhoods of zero, then
r(X) = supinflimsup
loglogM(U{+p, Ui, E)
E-->o
loglog
1
E
Let X = 9t (Ck) (or T(Ca)). Then, by Proposition 6.5.19 and Corollary 8.3.2,
M(Us+', Us, E) _ L1 {
2
at+E
ai,n 1=1[1+2 ex-1i/n,
Ei+ji n/J)
/I
Since 2
2
exp(-a l/n) > 1 if and only if n
1
if and only if n
a sequence of inner products T
T
1
(x , y)m = lim sup (2T) f ... f X(m+itl, ..., m+itk) X Tc. T
-T
xy(m+itj,..., m+itk)dtl ... dtk. The topology determined in S() by the Hilbertian pseudonorms IIxIIm =1/(x, x)m is equivalent to the original one. Indeed, IIxIIm < IIxIIm.
Nuclear Spaces. Examples and Applications
373
On the other hand, if m' > m+3C{, i = 1, 2, ..., k, then 00
Y Ilanexp(An)zllm < supllanexp(AnZ)Ilm'
Ilxllm
0, Ti > 0 (i = 1, 2, ..., k). Then a power series x(Z)
x,aZ
n
,akZ1nt
Xn......
...
Zknk
n
represents a function x(z) e 9e,,, i.e. a function of the order p = (P1, ....'Pk) and of the type T = (r1i ..., xk) if and only if 1
limsupldnxnllnl < 1,
(8.5.4)
n- co
where k
j=1
dnj
)fli/Pi
epjTj
In the particular case of k = 1 we obtain the classical formula limsup i/Ix,yl n11P < (Tpe)11P.
(8.5.4')
Formulae (8.5.3) and (8.5.4) have been obtained in a different way by Goldberg (1959, 1961).
As a consequence of Proposition 8.2.3 and Theorem 8.5.1 we obtain the following two corollaries :
Chapter 8
380
COROLLARY 8.5.6. Let y
jC(e, z) = exp
Ilog Izj! 1P1)
.
1=1
Then a function 00
n,
n XnZ =
Z= X()
xni,...,neZl ...
Zkn
n
belongs to 19N if and only if lim Rej/Fxni = 0, where
91= pPi 1,
.1 = 1,2,...,k
(8.5.5)
and nQ = nlQ.+...+Qnk= .
(8.5.6)
COROLLARY 8.5.7. Let k
p(e,z) = exp(t1+E)IloglzljlP'). 1=1
Then an entire function X(Z)
=
XnZ
n
ni
n,,...,ns=o
n
belongs to %3C if and only if 1
limsupIdnxnl n° < 1, where nQ is determined by formula (8.5.6) and
dn=11 exp(n;'g1(P1)Q'\
i)P'1).
1
J-1
In the particular case of k = 1
limsupj lxnl
<expH r)P-1
q
p)
nu
Nuclear Spaces. Examples and Applications
381
COROLLARY 8.5.8. Let k
p(e, z) = exp (-81 9=1
II
\ 1 1IztI
)d'),
where st > 0. Then a function 00
n
(Z)
xn z =
X(Z) = n
xn....., f ni,...,nk=0
belongs to the space
if and only if.
limi4xnI = 0. where
9j =
Si
s1+
l
1
ql
= 1, 2, ..., k and n 4rQ
-{-
This is an immediate consequence of Proposition 8.2.4 and Theorem 8.5.1.
As a consequence of Proposition 8.2.5 and Theorem 8.5.1, we obtain the following two corollaries : COROLLARY 8.5.9. Let k
p(e, a) = exp(f=1
Then a function 00
x(z) =
X.
zn
=
Xn.....,nk
z1ni
nk
... Zk
m,....nk=o
n
belongs to the space QC,,, i.e. x(z) is an entire function of the minimal type,
if and only if lim
nlogn IxnI
= 0,
(8.5.7)
where
nlogn = nllognl+...+nklognk with the convention 0 1og0 = 0.
(8.5.8)
Chapter 8
382
COROLLARY 8.5.10. Let k
p(e, z) = exp(-' IzjIP,+e) i=1
/
where all pj > 0, j = 1, 2, ..., k. Then a function 00
X
(Z)
x, zn
=
nL
nk
n
belongs to the space c C,,, i.e. x(z) is a junction of the order p = (pi, ..., pk),
if and only if limsup-nlognj/jdnxnj
n
< 1,
(8.5.9)
n is defined by formula (8.5.8) and k
dn=
njnfh1f j=1
In the particular case where all pj are equal to a number p, pi >_ ... = pk = p, we obtain the classical formula nlogn'/
limsupj/Jxnj
0 there is a S > 0 such that sup IIf(x)II < e (cf. the equicontinuity of families flE1l 1, this leads to a contradiction. Therefore (9.7.2) holds and this implies that A e G(II II), i.e. G(II ID=G(II III). PROPOSITION 9.7.2 (Cowie, 1981). Let (X, II II) be a Banach space. Suppose that II II is not convex transitive. Then there is a norm II IIi equivalent to the norm II I and such that (X, II ID and (X, II IIi) are not isometric and G(II
II) C G(II D.
Proof. Take any x0 such that IIx0MI = 2. The set
U = cony ({x: IIxII < 1} u {Ax°: A e G(II ID}) is open convex and invariant under the group G(II ID. Let II III be the norm induced by the set U. Since Uis G(II ID invariant, G(II ID C G(II II). On the other hand Uis not a ball of any radius in the norm II J. Hence (X, II ID and (X, II IIi) are not isometric.
Let X = C(Q\l°) (see Example 1.3.4) be the space of all continuous function defined on a compact set Q and vanishing on a compact subset 0° with the standard norm IIxII = sup Ix(t)I
(9.7.3)
test
The set S = Sl\Q° is locally compact. Thus the spaceC(Q\Q°) can be considered as the space of continuous functions defined on a locally compact set S vanishing at infinity with the standard norm (9.7.3). For brevity, we shall denote this space C°(S).
In the space C°(S) each rotation U of the space onto itself is of the form
U(f) = a(t)f(b(t)),
(9.7.4)
where a(t) is a continuous function of modulus one and b(t) is a homeomorphism of S onto itself. Indeed, the conjugate space to the space C°(S) is the space M(S) of measures defined on Borel sets (see Example 4.3.3). The isometry U induces the isometry U* in the space M(S). Of course, U* maps the extreme points of the unit ball on extreme points. The extreme
points of the unit ball in M(S) are measures concentrated at one point multiplied by scalars of modulus one.
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417
This implies that U is of the form (9.7.4). The continuity of a(t) follows from the fact that U maps continuous functions on continuous functions. The same fact implies the continuity of b(t). Since U maps C°(S) onto C°(S), b(t) is a homeomorphism. THEOREM 9.7.3 (Wood, 1981). Let C°(S) be the space of complex-valued functions defined on a locally compact set S vanishing at infinity with the standard norm IIxII = sup Ix(t)1 £ES
The norm I 11 is convex transitive if and only if the group of homeomorphism I
F of the set S is almost transitive on S, i.e., that for each t e S, rt = {b(t): b e I'} D S. Proof. Necessity. Suppose that T is not almost transitive on S. Then there is an s° e S such that I's° does not contain S. Let U C S be an open set disjoint with Fs°. Take any f Of e C°(S) such that the support of
f is contained in U. Thus f(Fs°) = 0. Hence, by the form of isometry (9.7.4), for each g e {Af: A e G(I )}, g(s°) = 0 and by definition the norm II II is not convex transitive. Sufficiency. Take any norm 11 111 such that G(II I) C G(II II1). We shall
show that there is a c > 0 such that Ix1I = cjIxlI1 Indeed, let II' denote the norm conjugate to the norm I I1 defined on M(S). Let 83 denote the unit measures concentrated at the point s. Since a homeomorphism b(t) induces isometrics in (C°(S), II 111), it also induces isometrics in the space (M(S), I1 II') Therefore I
Ilbsll' = I1bb(s)11'
for all s e S and all homeomorphisms b c- F. Fix s e S. Take any t E S. Since the orbit Ts is dense in S, SL belongs to the closure in the weak-*-topology of {SL : t e I'S} Hence 116t1l' < sup {I16b(3)II' : b e I'} = Iios11'.
(9.7.5)
Exchanging the roles of t and s, we find that 115311' are all equal. Let c (IISeI')-1 Then
11x111 = sup {I/"(X)I : p E M(S), hull' < 1}
< c-1 sup {Ix(t)1 : t e S} = 1 IIxIl
(9.7.6)
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418
Now we shall show the converse inequality. Let p be a measure of finite
support n
p = 11 ai8t
ti
for i
tj
j.
i=1
Take g(s) e C°(S) such that IIgII = 1 and g(ti) = ai/lail. By (9.7.6) IIgl11 < 1/c. Thus n
Ilpll' '> cp(g) = cf lail. i=1
On the other hand, n
n
Ilpll'
cllpll
(9.7.8)
llxll < cllxlll,
(9.7.9)
Hence
and finally Ixii =
cllxll1.
Thus, by the Cowie proposition (Proposition
9.7.2) the norm II II is convex transitive. COROLLARY 9.7.4 (Wood, 1981). The standard norm (9.7.3) is maximal in
a space C°(S), provided the group of homeomorphisms of S onto itself is almost transitive. Example 9.7.5 (Pelczytiski and Rolewicz, 1962)
Let Q = [0,1]. Let 92o = {0} u {1}. The standard norm (9.7.3) is convex transitive in the space QQ\S20).
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419
Example 9.7.6 (Pelczyliski and Rolewicz, 1962) Let Q be a unit circle and let 90 be empty. Then the standard norm is convex transitive.
It may happen that in certain spaces C(Q\Q0) the standard norm is not convex transitive, and yet it is maximal. Kalton and Wood (1976) gave conditions ensuring that the standard norm is maximal in the space C°(S). There are two such conditions, namely the set S contains a dense subset such that each point of the subset has a neighbourhood isomorphic to an open set in an Euclidean space,
(9.7.10.i)
the set S is infinite and has a dense set of isolated points (9.7.10.ii)
If either (9.7.10.i) or (9.7.10.ii) holds, then the standard norm in the space C°(S) is maximal. In particular, the interval [0,1] satisfies (9.7.10.i) and by the result of
Kalton and Wood (1976) the standard norm is maximal in the space C,[0,1]. This is an answer to the question formulated by Pelczynski and Rolewicz (1962).
At present the only known example of a space C°(S) of continuous complex valued functions vanishing at infinity in which the standard norm is not maximal are spaces C°(S) where S has a finite number of isolated points t1, ..., tn. In those spaces the norm Ix(td)I2)1,2
Ix111= sup Ix(t)1+(V tES
t#ti
i=1
obviously has a biger group of isometries than the standard norm. There are also spaces which do not satisfy conditions (9.7.10.i) and (9.7.10.ii) and yet their standard norm is maximal. Let D be a closed unit circle on a two-dimensional Euclidean plane. Let {Sn} be a dense sequence in D. Remove form D by induction the interior of an n-blade propellor centred at sn and the missing boundaries of all the previously removed propellors. The remaining set E is a compact, connected and locally connected metric space. It clearly has no non-trivial
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420
homeomorphism since, for each n, the neighbourhoods of s are unique to that point, and so any homeomorphism must map sn on sn. Obviously, E does not satisfy either (9.7.10.1) or (9.7.10.ii). However, Wood (1981) showed that the standard norm is maximal in C,(E). Now we shall pass to investigations of spaces of real valued continuous functions. THEOREM 9.7.7 (Wood, 1981). Let S be locally compact. Let C°,(S) denote the space of all continuous real-valued functions vanishing at infinity. The
standard norm is convex transitive if and only if S is totally disconnected and the group of homeomorphisms of S is almost transitive.
Proof. Necessity. Suppose that S is not totally disconnected. Then there are s, and s2i si - s2 belonging to the same component. By the form of isometry (9.7.4) the function equal to one on that component can only be transformed into a function equal either to + 1 or to -1 constant on that component. Thus the standard norm is not convex transitive. The proof of necessity of almost transitivity of the group of homeomorphisms is precisely the same as the proof of the necessity in the proof of Theorem 9.7.4. Sufficiency. Since S is totally disconnected, for each finite system of points {ti, ..., to}, tti tj and each system of numbers {ai, ..., an}, ai _ _ 1, there is a continuous function g(t) such that jg(t) I < 1 and
g(ti)=at,
i= 1,2,...,n.
The rest of the proof follows the same line as the proof of sufficiency in Theorem 9.7.3. Example 9.7.8 (Pelczyriski and Rolewicz, 1962) Let E be the Cantor set. The standard norm (9.7.3) is convex transitive in the space C,(E) of real continuous functions defined on E.
Kalton and Wood (1976) proved that, if S is a connected manifold without boundary of dimension greater than one, then the standard norm is maximal. Of course, by Theorem 9.7.7, the standard norm is not convex transitive. It is not clear what the situation in the case of manifolds
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421
with boundaries and of manifolds of dimension one is like. For example,
it is not known whether the standard norm is maximal in the space of real valued continuous functions defined on the interval [0, 1], Cr[0,1]. There are also spaces S such that the standard norm is maximal in the space Ce(S) but it is not maximal in the space C.(S). Indeed, let E be the
compact space, described above, with trivial homeomorphism only. Wood has shown that in Cr(E) the standard norm is maximal. By the form of the rotations in C°(S), the unique isometries in Cr(E) are I and -I. On the other hand we have PROPOSITION 9.7.9 (Wood, 1981). Let (X, II II) be a real Banach space with
dimension greater than 1. Then there is a norm II
II,
in X such that the
group G(II IIl) contains isometries different from land -I.
Proof Take any x° E X and a linear continuous funclional f such that IIxoII = I = I.III and f(xo) = 1. Let The a symmetry
Tx = x-2f(x)x0. Of course, T' = I. T. I, -land it is easy to verify that T is an isometry with respect to the norm IIxII1 = max {IIxII, ITxHI}.
9.8. THE MAXIMALITY OF SYMMETRIC NORMS
Let X be a real F-space with the F-norm IIxII and with an unconditional basis {en}. The norm IIxII is called symmetric (see Singer, 1961, 1962) if, for any permutation {pn} and for an arbitrary sequence {En} of numbers equal either to 1 or to -1, the following equality holds :
ltlel+ ... +tnenll = IIe1t1ep,+ ... As follows from the definition of symmetric norms, the operator U defined by the formula
U(tte1+ ... +tnen+ ...) = e1tlep, +...
(9.8.1)
is an isometry of the space X onto itself. We shall show that if X is not isomorphic to a Hilbert space, then each isometry is of type (9.8.1).
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422
We say that a subspace Z of the space X of codimension 1 is a plane of symmetry if there is an isometry U I such that U(x) = x for x e Z. Let Z be a plane of symmetry and let V be an isometry. Then V(Z) is also a plane of symmetry. Indeed, let W = VUV-1. The operator W is an isometry different from I. Let x = V(y), y a Z. Then
W(x) = VUV-1V(y) = VU(y) = V(y) = X. If a Banach space Xhas a symmetric basis {en}, then the planes
Ai = {x: xi = 0}, Ai,i+ _ (X: xi = Xi},
Ai,i- = {X: xi = -xi}, where
x = xiel I xze2+ ... +xnen+ ... are planes of symmetry. Let us suppose that P is an arbitrary plane of symmetry. Let n be an arbitrary positive integer and let it
Xo=Pn(nAs). i=1
Let us consider the quotient space Xi = X/Xo. The space X1 is (n-f-1)-dimensional. The symmetries which have planes Ai, Ai,i,+, Ai,i,- as planes of symmetry imply that there is a basis {ek}, k = 1, 2, ..., n+1), in Xi such that the group Sn of operators of the type U(t1e1+ ... +to+l en+i) = (e1 tie,i+entoer,,,+to+1en+1) (9.8.2)
is contained in the group of isometries G. In virtue of Theorem 9.5.1 there is an ellipsoid invariant with respect to G. Since S. C G, this ellipsoid is described by the equation
a(xi+ ... +xn)+bxn+i z( 1. where x = x1ez+ ... +xn+len+1'
(9.8.3)
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423
Since the replacing of by a subgroup of the group of isometries, we can assume without loss of generality that the invariant ellipsoid has the equation
xi-f ... +X,2 +J = 1.
(9.8.4)
Now we shall prove LEMMA 9.8.1. Let Xl be an (n + 1)-dimensional real Banach space with norm IIxJ1. Let the group of isometries G contain the group Sn. If the group G is in-
finite, then the intersection of the sphere S = {x: IIxMM = 1} with the subspace X' spanned by elements ei, ... , e , is a sphere in the Euclidean sense. Proof. Since the space Xl is finite-dimensional, the group G is a compact Lee group. Thus G contains a one parameter group g(t). Obviously, there is an element xo, IIxoll = 1 such that g(t)xo defines a homeomorphism between an open interval (-e, E), e > 0, and a subset of points of S. Now we have two possibilities : (1) g(t)xo-xo 0 X (2) g(t)xo-xo e X'. Since Sn C G, we can find in the first case n locally linearly independent trajectories (in the second case (n-1)). This implies that there is a neighbourhood U of the point x0 such that for each x e U (in the second case
for x e Un X') there is an isometry A such that A(xo) = x. This implies that the group G (resp. the group G' of isometries of X' is) transitive. This implies the lemma (cf. Section 5).
0
Lemma 9.8.1 implies that the group G of isometries of the space Xl is
finite or that the quotient Xl n As are Hilbert spaces for n = 1, 2, ... The i=
second case trivially implies that the space Xis a Hilbert space. Let us now consider the first case, i.e. the case where the group of isometries G of the space Xl is finite. By (9.8.4) we can assume without loss of generality that the group G is contained in the group of orthogonal transformation of the space Xl. LEMMA 9.8.2. Let Xl be an (n+ 1)-dimensional real Banach space with the norm IIxH. Let Sn C G C G,,+1. Let P be a plane of symmetry determined by
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424
an isometry U c G. 1 hen P is either of type A' or of type Ai,3f (i, j = 1, 2, ..., n+1) provided n is greater than 71 Proof. To begin with, let us assume that the plane P does not contain the element en+,. Let PO be the plane of symmetry determined by an isometry belonging to G and such that en+, 0 PO and PO is nearest to en+, (nearest in the classical Euclidean sense). Let
PO = {X: alx,+ ... +an+lxn+ 1 =
O},
where
ai- ...
(9.8.5)
1.
0. The planes A' (i = 1, 2, ..., n) contain the Since en+1 0 P., element e,,+1. Therefore, the angle between P, and At ought to be of type it/n, because otherwise, composing symmetries with respect to PO and At, we could obtain a plane of symmetry P, nearer to en+1 than Pa. This implies that
at=cos 7rn-
i=1,2,...
Hence either at = 0 or jail > 1/2. Therefore, by (9.8.5) we have the following possibilities :
(1) aa+11 = 1,
(2) Ia.+1I = 1/j/2, there is an i, such that laill = z , (3) an+1 I = 2 , there is an i1 such that Iaii l = 3
2
(4) Ian+II = 1/1/f, there are i1 and i2 such that laill = lai2l = 2, (5) an+ll = 2, there are ii and i2 such that laill , s , jail = 2' (6) Ian+1i = 2 , there are i,, i2, i3 such that jail = ai,I = lai,l = 2, (7) an+II = 2 , there is an i, such that lai,I and at = 0 otherwise. We shall show that only cases (1) and (7) are possible. Let us take indices j1,j2,j3 such that I jkl < n, 3k - i,,, for all k and m. This is possible since n > 7. Let ai = (al, ..., an+1), where an+1 = an+1, a,k = aik and a, = 0 otherwise. The plane
P = {x: a x1+
... +an+1 xn+1 = 0}
1 Indeed, Lemma 9.8.2 holds also for n = 2,4,5,6,7. It does not hold for n = 3, but for our purpose it is sufficient to show this for sufficiently large n.
F-Norms and Isometries in F-Spaces
425
is also a plane of symmetry. It does not contain en+1, but its distance from that point is exactly the same as P0. Therefore, the angle between P° and P' ought be of the type 2ir/n, because otherwise, composing symmetries with respect to these two planes, we could find a plane P1 nearer to en+1, such that en+1o P1. The cosinus of the angle between P° and P' is equal to 3/4 in case (2), to 1/4 in cases (3), (5), (6), and to 1/2 in case (4); this eliminates cases (2), (3), (5), (6). Let us take jl = i1 and j2 zk i2 ; then the cosinus of the angle between the respective plane and P° is equal either to 3/4 or to 1/4. This eliminates case (4). Finally, only cases (1) and (7) are possible. So far we have assumed that the plane P does not contain en+1. Suppose now that en+1 E P. Let P° = P n X', where X' is the space spanned by the elements e1, ..., en. P° is a plane of symmetry in the space X', and restricting all considerations to the space X' we are able to prove our lemma. THEOREM 9.8.3. Let X be a real infinite-dimensional F-space with a basis {en} and with a symmetric norm IIxII Then either X is a Hilbert space or each isometry is of type (9.8.1. Proof. As it follows from the previous considerations, if X is not a Hilbert space, then the planes Ai, A'.2+, A'°'- are all possible planes of symmetry.
Let us denote the isometrics corresponding to At, Ai.i+, A''''- by Si, Si.i-, respectively. Let U be an arbitrary isometry. Then U(A1), U(A1''+), U(Ai''-) are planes of symmetry corresponding to the isometries USIU-1, USi.j+U-1, USi,i-U-1, respectively. Therefore, those isometrics are of type Si, Si.j+, Let us denote the class of all such isometrics by U Let A, B e 2C be such commutative isometrics that there
is one and only one isometry C e 1 such that AC = CB. Then A = Si, B = SJ, C = Si". -This implies that each isometry US' U-1 is of the type Si. Thus U is of the type (9.8.1).
We shall now consider the spaces over complexes. Let X be a complex F-space with basis {en} and norm IIxII The norm IIxII is called symmetric
if, for any permutation of positive integers pn and for any sequence of complex numbers {en}, IB"I = 1, the following holds :
Iltle1+ ... +tnen+ ...II = IIE1t1e,,+ ...
I1.
426
Chapter 9
Obviously, if the norm IIxII is symmetric, then each operator of the type (9.8.1) (where E. are complex numbers of moduli 1) is an isometry. In the same way as in the real case we define planes of symmetry. LEMMA 9.8.4. Let X. be an (n+1)-dimensional complex F-space with basis {e,, ..., en+,} and norm IIxII If the group of isometries G contains all operators of type (9.8.2) (where ej are complex numbers of moduli 1), then either G consists of operators of type (9.8.1) or G contains all orthogonal transformations which map the space generated by e,, ..., en onto itself.
Proof. Suppose that an isometry V maps an element e;, 1 < i < n, on an element x, which is not of the type e5. Without loss of generality we may assume that the first n coordinates of x, are reals. Let us now consider the real space spanned by the elements e,,..., en, x,. Applying Lemma 9.8.2, we find that the intersection of the set {x: IIxII = R} with the space spanned by e,, ..., en is a sphere. This implies the theorem. Lemma 9.8.4 implies in the same manner as in the real case the following :
THEOREM 9.8.5. Let X be an infinite-dimensional complex F-space with basis {en} and the symmetric norm IIxII If X is not a Hilbert space, then each isometry is of type (9.8.1). COROLLARY 9.8.6. The symmetric norms are maximal.
9.9 UNIVERSALITY WITH RESPECT TO ISOMETRY
We shall say that an F-space Xn with the F-norm IIxII is universal with respect to isometry for a class U of 'F-spaces if, for any F-space X E 2t, there is a subspace Y of the space X. and a linear isometry U mapping X onto Y. PROPOSITION 9.9.1. There is no F-space Xn universal with respect to isometry for all one-dimensional F-spaces.
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427
Proof. Let Xn be the real line with the following F-norm :
ItI < 1, for 1 0. On the other hand, IIenII = 11 1 I In = I does not tend to 0. There-
fore, the multiplication by scalars is not continuous, and this leads to a contradiction since X. is an F-space. All one-dimensional Banach spaces are isometric ; hence, the real line
(the complex plane in the case of complex one dimensional Banach spaces) with the usual norm Itl is universal for all one-dimensional Banach spaces with respect to isometry. Banach and Mazur (1933) proved that the space C[0,1] is universal with respect to isometry for all separable Banach spaces. As a particular case we find that C[0,1] is universal with respect to isometry for all twodimensional Banach spaces. The space C[0,1], however, is infinite-dimensional. Hence, the following problem arises. Does there exist an n-dimensional Banach space universal with respect to isometry for all two-dimensional Banach spaces ? The answer is negative. It was given for n = 3 by Grunbaum (1958) and for all positive integers n by Bessaga (1958).
Of course, it is enough to restrict ourselves to real two-dimensional Banach spaces and in the rest of this section only real Banach spaces will be considered. LEMMA 9.9.2 (Bessaga, 1958). Let Z be a bounded set in the n-dimensional real Euclidean space. Let f,, ..., fm map Z into the (n+1)-dimensional real Euclidean space. If the set
A (Z) U A (Z) U ... U fm (Z) contains an open set, then at least one of the functions fl, ..., fm is not Lipschitzian.
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428
Proof. Let M(A, s) = max {p: there are xi, i = 1, 2,..., p,
xieA,Ilxs-xjII>E} (compare Section 6.1). If the set A is n-dimensional and bounded, then by a simple calculation we find that 71
M(A,E) K1 - I
(9.9.2)
.
Let f(z) be a Lipschitzian function defined on A and let L denote the Lipschitz coefficient of the function f Then
M(A,E)x 2
conv(A) 223
P
xn --> x 2
n(X) 229
Ilxll 4 (n 1), ... , (n 6) 4 (X II II)5 X/Y 5 (md 1), ... , (md 5) 6
X* * 229 E(K) 238
(i 1), ... , (i 5) 17
M(A, B, e) 263 M(A, B) 264 M(X) 264 M'(X) 268 M;(X) 268 M(X) 270 6 (A, B, L) 274
G8 20
6n(A, B) 274
(X3(,) 31, 100
6(X) 274 a(X) 275 6'(A, B) 284 6'(X) 284 6'(X) 284 T(X) 295
X, 6
(md 5') 6 (x, y) 17
DA 36
Y) 38 Be(X B0(X) 38
B,(X - Y) 39 Y) 39 X* 38, 199 dimiX 45 E [c] 46 B (X -
dn(T) 308
a(T) 318
suppx 47
Ct,t 327
codimiX 62
DK 84 c(A) 89 c(X) 96
d; 338 H(X) 391 T(X) 391 Lin (X) 392 Aff(X) 392 Inv(G) 391
n(t) 107
G(II
c , 77 E.'\, o 81 X, 81
ID 408