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PhyslibAlpha.Mathematics.Order.PositiveDual.RieszKantorovich

The Riesz–Kantorovich formula

i. Overview

An ordered real vector space has the Riesz decomposition when a nonnegative element below a sum of two nonnegative elements splits into pieces below the summands. Vector lattices have it. Then any two positive functionals have a least upper bound, given by the Riesz–Kantorovich formula `(φ ⊔ ψ) f = sup {φ g + ψ (f - g) | 0 ≤ g ≤ f}`: the positive functionals form a lattice.

In a lattice of positive functionals, a positive functional below a sum splits into pieces below the summands, and finite families with the same sum have common refinements.

ii. Key results

- `HasRieszDecomposition E` : the Riesz decomposition. - `PositiveLinearMap.isLUB_rkSup` : the Riesz–Kantorovich formula gives the least upper bound. - `HasLatticeDualCone E` : the positive functionals form a lattice. - `HasRieszDecomposition.hasLatticeDualCone` : the Riesz decomposition makes the positive functionals a lattice. - `VectorLattice.hasLatticeDualCone` : the positive functionals on a vector lattice form a lattice. - `HasLatticeDualCone.exists_refinement` : positive functionals refine. - `PositiveLinearMap.HasRefinement` : finite families with the same sum have a common refinement.

iii. Table of contents

  • A. The Riesz–Kantorovich supremum
  • B. The lattice dual cone
  • C. Riesz decomposition of positive functionals
  • D. Finite refinement of positive functionals

iv. References

  • C. D. Aliprantis and O. Burkinshaw, *Positive Operators*, Springer, 2006, ch. 1.
  • E. M. Alfsen, *Compact Convex Sets and Boundary Integrals*, Springer, 1971, ch. II.

A. The Riesz–Kantorovich supremum

B. The lattice dual cone

C. Riesz decomposition of positive functionals

D. Finite refinement of positive functionals

21 declarations

definition

Riesz decomposition property for an ordered group EE

For an ordered additive commutative group EE, the Riesz decomposition property states that for any elements f1,f2,g∈Ef_1, f_2, g \in E such that 0≤f10 \le f_1, 0≤f20 \le f_2, and 0≤g≤f1+f20 \le g \le f_1 + f_2, there exist g1,g2∈Eg_1, g_2 \in E such that g=g1+g2g = g_1 + g_2 with 0≤g1≤f10 \le g_1 \le f_1 and 0≤g2≤f20 \le g_2 \le f_2.

theorem

Vector Lattices Have the Riesz Decomposition Property

Let EE be a lattice-ordered group (or a vector lattice). For any elements f1,f2,g∈Ef_1, f_2, g \in E such that 0≤f10 \le f_1, 0≤f20 \le f_2, and 0≤g≤f1+f20 \le g \le f_1 + f_2, there exist g1,g2∈Eg_1, g_2 \in E such that g=g1+g2g = g_1 + g_2 with 0≤g1≤f10 \le g_1 \le f_1 and 0≤g2≤f20 \le g_2 \le f_2.

definition

Riesz–Kantorovich supremum (ϕ⊔ψ)(f)(\phi \sqcup \psi)(f)

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. For any element f∈Ef \in E, this definition calculates the Riesz–Kantorovich supremum as sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f} \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \} This value represents the best split of ff between the functionals ϕ\phi and ψ\psi.

theorem

The set {ϕ(g)+ψ(f−g)∣0≤g≤f}\{\phi(g) + \psi(f - g) \mid 0 \le g \le f\} is bounded above

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. For any f∈Ef \in E, the set {ϕ(g)+ψ(f−g)∣0≤g≤f}\{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \} is bounded above in R\mathbb{R}.

theorem

ϕ(g)+ψ(f−g)≤(ϕ⊔ψ)(f)\phi(g) + \psi(f - g) \le (\phi \sqcup \psi)(f)

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. For any elements f,g∈Ef, g \in E such that 0≤g≤f0 \le g \le f, the sum ϕ(g)+ψ(f−g)\phi(g) + \psi(f - g) is less than or equal to the Riesz–Kantorovich supremum (ϕ⊔ψ)(f)(\phi \sqcup \psi)(f), which is defined as sup⁡{ϕ(g′)+ψ(f−g′)∣0≤g′≤f}\sup \{ \phi(g') + \psi(f - g') \mid 0 \le g' \le f \}.

theorem

∀g∈[0,f],ϕ(g)+ψ(f−g)≤r  ⟹  (ϕ⊔ψ)(f)≤r\forall g \in [0, f], \phi(g) + \psi(f - g) \le r \implies (\phi \sqcup \psi)(f) \le r

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. For any element f∈Ef \in E such that 0≤f0 \le f and any r∈Rr \in \mathbb{R}, if ϕ(g)+ψ(f−g)≤r\phi(g) + \psi(f - g) \le r for all g∈Eg \in E satisfying 0≤g≤f0 \le g \le f, then the Riesz–Kantorovich supremum satisfies (ϕ⊔ψ)(f)≤r(\phi \sqcup \psi)(f) \le r.

theorem

The Riesz–Kantorovich supremum (ϕ⊔ψ)(f)(\phi \sqcup \psi)(f) is non-negative for f≥0f \ge 0

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. For any element f∈Ef \in E such that f≥0f \ge 0, the Riesz–Kantorovich supremum, defined as (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f}(\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \}, is non-negative, i.e., (ϕ⊔ψ)(f)≥0(\phi \sqcup \psi)(f) \ge 0.

theorem

Superadditivity of the Riesz–Kantorovich Supremum: (ϕ⊔ψ)(f1)+(ϕ⊔ψ)(f2)≤(ϕ⊔ψ)(f1+f2)(\phi \sqcup \psi)(f_1) + (\phi \sqcup \psi)(f_2) \le (\phi \sqcup \psi)(f_1 + f_2)

Let EE be an ordered real vector space and let ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R} be positive linear maps. Let the Riesz–Kantorovich supremum be defined as (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f} (\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \} For any non-negative elements f1,f2∈Ef_1, f_2 \in E, it holds that (ϕ⊔ψ)(f1)+(ϕ⊔ψ)(f2)≤(ϕ⊔ψ)(f1+f2) (\phi \sqcup \psi)(f_1) + (\phi \sqcup \psi)(f_2) \le (\phi \sqcup \psi)(f_1 + f_2)

theorem

Additivity of the Riesz–Kantorovich Supremum on the Positive Cone

Let EE be an ordered real vector space that satisfies the Riesz decomposition property. Let ϕ\phi and ψ\psi be positive linear maps from EE to R\mathbb{R}. For any f1,f2∈Ef_1, f_2 \in E such that 0≤f10 \le f_1 and 0≤f20 \le f_2, the Riesz–Kantorovich supremum, defined by (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f}(\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \}, is additive on the positive cone: (ϕ⊔ψ)(f1+f2)=(ϕ⊔ψ)(f1)+(ϕ⊔ψ)(f2) (\phi \sqcup \psi)(f_1 + f_2) = (\phi \sqcup \psi)(f_1) + (\phi \sqcup \psi)(f_2)

theorem

(ϕ⊔ψ)(c⋅f)=c⋅(ϕ⊔ψ)(f)(\phi \sqcup \psi)(c \cdot f) = c \cdot (\phi \sqcup \psi)(f) for c>0c > 0 and f≥0f \ge 0

Let EE be an ordered real vector space where scalar multiplication by positive reals is monotonic. Let ϕ,ψ:E→R\phi, \psi : E \to \mathbb{R} be positive linear maps. For any positive real number c>0c > 0 and any non-negative element f∈Ef \in E (f≥0f \ge 0), the Riesz–Kantorovich supremum (ϕ⊔ψ)(\phi \sqcup \psi) satisfies the following homogeneity property: (ϕ⊔ψ)(c⋅f)=c⋅(ϕ⊔ψ)(f) (\phi \sqcup \psi)(c \cdot f) = c \cdot (\phi \sqcup \psi)(f) where the Riesz–Kantorovich supremum is defined as (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f}(\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \}.

definition

Riesz–Kantorovich supremum ϕ⊔ψ\phi \sqcup \psi as a positive linear map

Let EE be an ordered real vector space satisfying the Riesz decomposition property. Given two positive linear functionals ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R}, the Riesz–Kantorovich supremum ϕ⊔ψ\phi \sqcup \psi is the positive linear functional on EE defined on the positive cone by the formula: (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f} (\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \} for all f≥0f \ge 0. The definition extends this mapping from the positive cone to the entire space EE to form a complete positive linear functional.

theorem

Evaluation of the Riesz–Kantorovich supremum map for f≥0f \ge 0

Let EE be an ordered real vector space satisfying the Riesz decomposition property. Let ϕ\phi and ψ\psi be positive linear functionals from EE to R\mathbb{R}. For any non-negative element f∈Ef \in E (where 0≤f0 \le f), the value of the Riesz–Kantorovich supremum functional (ϕ⊔ψ)(\phi \sqcup \psi) evaluated at ff is equal to the supremum of the values obtained by splitting ff between ϕ\phi and ψ\psi: (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f} (\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \}

theorem

The Riesz–Kantorovich Map is the Least Upper Bound of ϕ\phi and ψ\psi

Let EE be an ordered real vector space that satisfies the Riesz decomposition property. For any two positive linear functionals ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R}, the Riesz–Kantorovich supremum map ϕ⊔ψ\phi \sqcup \psi, defined for each f≥0f \ge 0 by the formula (ϕ⊔ψ)(f)=sup⁡{ϕ(g)+ψ(f−g)∣0≤g≤f}, (\phi \sqcup \psi)(f) = \sup \{ \phi(g) + \psi(f - g) \mid 0 \le g \le f \}, is the least upper bound of the set {ϕ,ψ}\{\phi, \psi\} with respect to the partial order on positive linear functionals.

definition

The positive functionals on EE form a lattice

For an ordered real vector space EE over R\mathbb{R}, the property `HasLatticeDualCone E` states that the space of positive linear functionals E→pRE \to_p \mathbb{R} forms a join-semilattice. Specifically, for any two positive linear functionals ϕ\phi and ψ\psi, there exists a positive linear functional χ\chi that is their least upper bound (supremum), denoted χ=ϕ⊔ψ\chi = \phi \sqcup \psi, with respect to the partial order where ϕ≤ψ\phi \leq \psi if ϕ(f)≤ψ(f)\phi(f) \leq \psi(f) for all f≥0f \geq 0 in EE.

theorem

The Riesz Decomposition Property implies the Positive Functionals form a Lattice

Let EE be an ordered real vector space over R\mathbb{R} that is a directed order. If EE satisfies the Riesz decomposition property—meaning that for any f1,f2,g∈Ef_1, f_2, g \in E such that 0≤f1,0≤f20 \le f_1, 0 \le f_2, and 0≤g≤f1+f20 \le g \le f_1 + f_2, there exist g1,g2∈Eg_1, g_2 \in E such that g=g1+g2g = g_1 + g_2 with 0≤g1≤f10 \le g_1 \le f_1 and 0≤g2≤f20 \le g_2 \le f_2—then the space of positive linear functionals on EE forms a lattice (i.e., for any two positive linear functionals, their least upper bound exists).

theorem

The positive linear functionals on a real vector lattice form a lattice (Riesz–Kantorovich Theorem)

Let EE be a real vector lattice (an ordered real vector space over R\mathbb{R} that is also a lattice). Then the space of positive linear functionals on EE forms a lattice. That is, for any two positive linear functionals ϕ,ψ:E→R\phi, \psi: E \to \mathbb{R}, there exists a least upper bound ϕ⊔ψ\phi \sqcup \psi with respect to the partial order where ϕ≤ψ\phi \leq \psi if and only if ϕ(f)≤ψ(f)\phi(f) \leq \psi(f) for all f≥0f \geq 0 in EE.

theorem

Riesz decomposition: θ≤α+β  ⟹  θ=θ1+θ2\theta \leq \alpha + \beta \implies \theta = \theta_1 + \theta_2 with θ1≤α\theta_1 \leq \alpha and θ2≤β\theta_2 \leq \beta

Let EE be an ordered real vector space such that the space of positive linear functionals on EE forms a lattice. For any positive linear functionals θ,α,β\theta, \alpha, \beta satisfying θ≤α+β\theta \leq \alpha + \beta, there exist positive linear functionals θ1\theta_1 and θ2\theta_2 such that θ1≤α\theta_1 \leq \alpha, θ2≤β\theta_2 \leq \beta, and θ=θ1+θ2\theta = \theta_1 + \theta_2.

theorem

Riesz refinement: splitting a sum of positive functionals ∑ψi=α+β\sum \psi_i = \alpha + \beta into families summing to α\alpha and β\beta

Let EE be an ordered real vector space such that the positive linear functionals on EE form a lattice. Let {ψi}i=0m−1\{\psi_i\}_{i=0}^{m-1} be a finite family of positive linear functionals on EE, and let α\alpha and β\beta be positive linear functionals such that their sum equals the sum of the family: ∑i=0m−1ψi=α+β\sum_{i=0}^{m-1} \psi_i = \alpha + \beta Then there exist two families of positive linear functionals {ψ1,i}i=0m−1\{\psi_{1,i}\}_{i=0}^{m-1} and {ψ2,i}i=0m−1\{\psi_{2,i}\}_{i=0}^{m-1} such that for each i∈{0,…,m−1}i \in \{0, \dots, m-1\}, the functional splits as ψi=ψ1,i+ψ2,i\psi_i = \psi_{1,i} + \psi_{2,i}, and the sums of these families satisfy: ∑i=0m−1ψ1,i=αand∑i=0m−1ψ2,i=β\sum_{i=0}^{m-1} \psi_{1,i} = \alpha \quad \text{and} \quad \sum_{i=0}^{m-1} \psi_{2,i} = \beta

definition

Finite refinement property for positive linear functionals

Let EE be an ordered real vector space. The property `HasRefinement E` states that for any two finite families of positive linear functionals {αi}i=1m\{\alpha_i\}_{i=1}^m and {βj}j=1n\{\beta_j\}_{j=1}^n on EE such that their sums are equal, i.e., ∑i=1mαi=∑j=1nβj\sum_{i=1}^m \alpha_i = \sum_{j=1}^n \beta_j, there exists a family (or "table") of positive linear functionals {γij}i=1,j=1m,n\{\gamma_{ij}\}_{i=1, j=1}^{m, n} such that: 1. The sum of each row matches the first family: ∑j=1nγij=αi\sum_{j=1}^n \gamma_{ij} = \alpha_i for all i∈{1,…,m}i \in \{1, \dots, m\}. 2. The sum of each column matches the second family: ∑i=1mγij=βj\sum_{i=1}^m \gamma_{ij} = \beta_j for all j∈{1,…,n}j \in \{1, \dots, n\}.

theorem

HasLatticeDualConeE  ⟹  HasRefinementE\text{HasLatticeDualCone} E \implies \text{HasRefinement} E

Let EE be an ordered real vector space with a directed order. If the space of positive linear functionals on EE forms a lattice (specifically, a join-semilattice, denoted by the property `HasLatticeDualCone E`), then EE satisfies the finite refinement property for positive linear functionals. This means that for any two finite families of positive linear functionals {αi}i∈I\{\alpha_i\}_{i \in I} and {βj}j∈J\{\beta_j\}_{j \in J} such that their sums are equal, i.e., ∑i∈Iαi=∑j∈Jβj,\sum_{i \in I} \alpha_i = \sum_{j \in J} \beta_j, there exists a family of positive linear functionals {γi,j}i∈I,j∈J\{\gamma_{i,j}\}_{i \in I, j \in J} such that for each i∈Ii \in I, ∑j∈Jγi,j=αi\sum_{j \in J} \gamma_{i,j} = \alpha_i, and for each j∈Jj \in J, ∑i∈Iγi,j=βj\sum_{i \in I} \gamma_{i,j} = \beta_j.

theorem

Existence of a common refinement table for sums of positive linear functionals

Let EE be an ordered real vector space that satisfies the refinement property. Suppose {αi}i∈I\{\alpha_i\}_{i \in I} and {βj}j∈K\{\beta_j\}_{j \in K} are two families of positive linear functionals on EE indexed by finite sets II and KK. If the sums of these families are equal, i.e., ∑i∈Iαi=∑j∈Kβj,\sum_{i \in I} \alpha_i = \sum_{j \in K} \beta_j, then there exists a family of positive linear functionals {γi,j}i∈I,j∈K\{\gamma_{i,j}\}_{i \in I, j \in K} such that for each i∈Ii \in I, the sum over jj is αi\alpha_i (i.e., ∑j∈Kγi,j=αi\sum_{j \in K} \gamma_{i,j} = \alpha_i), and for each j∈Kj \in K, the sum over ii is βj\beta_j (i.e., ∑i∈Iγi,j=βj\sum_{i \in I} \gamma_{i,j} = \beta_j).