Extending linear functionals dominated by a convex (or sublinear) function
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Problem 18.26 from Royden H.L., Fitzpatrick P.M. "Real Analysis" [RoFi23]More problems in Section 18.2 "The Hahn-Banach Theorem"
Let be a vector space. A subset of is called a cone provided that and whenever belong to and . Define a partial order in by defining to mean . A linear functional on is said to be positive (with respect to the cone ) provided that on . Let be any subspace of with the property that for each there is a with . Suppose is a linear functional on that is positive with respect to the cone . Show that may be extended to a linear functional on that is positive with respect to .
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Origin: Stated according to the original source
Problem C.1 from Pollard D. "A User's Guide to Measure Theoretic Probability" [Pol02]More problems in Appendix C "Convexity"
Let be the convex function, taking values in , defined by
Let denote the linear function defined on the -axis by for all . Show that has no extension to a linear functional on for which everywhere, even though along the -axis.
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Origin: Stated according to the original source
References
[RoFi23] Royden H.L., Fitzpatrick P.M. Real Analysis. 5th ed., Pearson, 2023.
[Pol02] Pollard D. A User's Guide to Measure Theoretic Probability. Cambridge University Press, 2002.