PhyslibAlpha.Mathematics.MeasureTheory.PositiveFunctionalIntegral
Positive functionals are integrals
i. Overview
On a compact space `X`, a positive linear functional on continuous functions is integration against a measure. This is the Riesz–Markov–Kakutani theorem. Often the functional is only known on some continuous functions, for example on observables seen as functions on the pure states.
Here the functional `φ` is given through a linear map `T : V → C(X, ℝ)` whose range contains the constant `1`. Suppose `φ v ≥ 0` whenever `T v ≥ 0`, and `φ` equals `1` at a preimage of `1`. Then `φ` is integration of `T` against a regular probability measure. The M. Riesz extension theorem first extends `φ` positively to all continuous functions.
ii. Key results
- `ContinuousMap.instPosSMulMono` proves that scaling by a nonnegative number preserves the order of continuous functions. - `exists_positive_extension` proves that `φ` extends to a positive functional on `C(X, ℝ)`. - `exists_regular_probabilityMeasure_integral_eq` proves that `φ` is an integral.
iii. Table of contents
- A. Scaling continuous functions preserves their order
- B. Positive functionals are integrals
A. Scaling continuous functions preserves their order
B. Positive functionals are integrals
6 declarations
Non-negative Scaling Preserves Pointwise Order in
Let be a topological space and be the space of continuous real-valued functions on . For any non-negative real number (where ) and any two functions , if pointwise, then pointwise. This confirms that scaling continuous functions by a non-negative scalar preserves their pointwise ordering.
Positivity of relative to implies
Let be a vector space and be the space of continuous real-valued functions on a topological space . Suppose is a linear map and is a linear functional. If is positive with respect to (meaning that for all , implies ), then the kernel of is a subset of the kernel of , denoted as .
Linear functional on induced by
Let be a topological space and be a real vector space. Suppose is a linear map and is a linear functional such that is positive with respect to (i.e., for any , implies ). The `rangeFunctional` is the linear map defined from the subspace to that maps to . This map is well-defined because the positivity condition ensures that the kernel of is contained in the kernel of .
The induced functional on satisfies
Let be a topological space and be a real vector space. Suppose is a linear map and is a linear functional that is positive with respect to (that is, for any , implies ). Let be the linear functional on the subspace induced by . For any , the value of applied to the image is equal to .
Existence of a positive linear extension to
Let be a compact space and be a real vector space. Suppose is a linear map and is a linear functional. There exists a linear functional such that for all , and is positive, meaning that for any , if , then .
Positive linear functionals are integrals against regular probability measures
Let be a compact space and be a real vector space. Let be a linear map into the space of continuous functions on , and let be a linear functional. Suppose is positive with respect to (i.e., whenever pointwise) and there exists an element such that (the constant function) and . Then there exists a regular probability measure on such that for every , the integral of with respect to equals :
