Question #82223

Show that p(x)=lim(€n) where x=(€n) belongs to l(infinity) defines a sublinear functional on l(infinity)

Expert's answer

Answer to the question 82223, Math / Functional Analysis

>> Show that p(x)=lim(xn)p(x)=lim(x_{n}) where x=(xn)x=(x_{n}) belongs to l()l(\infty) defines a sublinear functional on l()l(\infty)

As I understood, x=(x1,x2,)lx=(x_{1},x_{2},\ldots)\in l_{\infty}, p(x)=limnxnp(x)=\lim\limits_{n\to\infty}x_{n}. The functional p(x)p(x) is defined on the set of all converging sequences and it is linear on the set. It is not defined for divergent sequences. So, strictly speaking the formula defines functional only on linear subspace of ll_{\infty} of all converging sequences.

But the functional can be extended from linear subspace of ll_{\infty} of all converging sequences to the entire ll_{\infty}.

As sublinear extension could be easily written out. We can take the functional p(x)=lim supnxn\overline{p}(x)=\limsup\limits_{n\to\infty}x_{n}. It is obvious that for converging sequence ss the equality p(x)=p(x)\overline{p}(x)=p(x) holds. Also it is easy to see that for positive tt holds lim supntxn=tlim supnxn\limsup\limits_{n\to\infty}tx_{n}=t\limsup\limits_{n\to\infty}x_{n}, lim supn(xn+yn)lim supnxn+lim supnyn\limsup\limits_{n\to\infty}(x_{n}+y_{n})\leq\limsup\limits_{n\to\infty}x_{n}+\limsup\limits_{n\to\infty}y_{n}. I. e. p\overline{p} is sublinear extension of pp.

Moreover, by Hahn-Banach theorem there exists a linear extension.

A formulation of Hahn-Banach theorem: p(x)p(x) is a sublinear functional defined on linear space VV, UU is linear subspace of VV, l(x)l(x) is a linear functional defined on UU, l(x)p(x)l(x)\leq p(x) for all xUx\in U, then there exists a linear extension l\overline{l} of ll, i.e. l(x)=l(x)\overline{l}(x)=l(x) for xUx\in U, l\overline{l} is linear, l\overline{l} is defined on VV, l(x)p(x)\overline{l}(x)\leq p(x) for all xVx\in V.

As p(x)p(x) we can take xl\|x\|_{l_{\infty}} (every norm is sublinear functional as positive homogeneity and triangle inequality holds), i. e. by the definition of norm and the definition of sublinear functional. Also as p(x)p(x) we can take p(x)=lim supnxn\overline{p}(x)=\limsup\limits_{n\to\infty}x_{n}. It is sublinear, and by definition the inequality p(x)p(x)p(x)\leq\overline{p}(x) holds.


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