Extending linear functionals dominated by a convex (or sublinear) function

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Let XX be a vector space. A subset CC of XX is called a cone provided that x+y∈Cx+y \in C and λx∈C\lambda x \in C whenever x,yx, y belong to CC and λ>0\lambda > 0. Define a partial order in XX by defining x≺yx \prec y to mean y−x∈Cy-x \in C. A linear functional ff on XX is said to be positive (with respect to the cone CC) provided that f≥0f \geq 0 on CC. Let YY be any subspace of XX with the property that for each x∈Xx \in X there is a y∈Yy \in Y with x≺yx \prec y. Suppose ff is a linear functional on YY that is positive with respect to the cone C∩YC \cap Y. Show that ff may be extended to a linear functional on XX that is positive with respect to CC.

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Let ff be the convex function, taking values in R∪{∞}\mathbb {R} \cup \left\{ \infty \right\}, defined by

f(x,y)={−y1/2 for 0≤1 and x∈R∞ otherwise  f(x, y) = \begin{cases} -y^{1 / 2} & \text{ for } 0 \leq 1 \text{ and } x \in \mathbb {R} \\ \infty & \text{ otherwise } \end{cases}

Let T0T_{0} denote the linear function defined on the xx-axis by T0(x,0):=0T_{0}(x, 0): = 0 for all x∈Rx \in \mathbb {R}. Show that T0T_{0} has no extension to a linear functional on R2\mathbb {R}^{2} for which T(x,y)≤f(x,y)T(x, y) \leq f(x, y) everywhere, even though T0≤fT_{0} \leq f along the xx-axis.

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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.