Bourbaki

Corollary 1

Tag 07BJ, permanent. Cite it as [Bourbaki, Tag 07BJ].

Topological Vector Spaces, II, p. 10, § 2. Convex sets

The convex envelope of a subset A of E is identical with the set of linear combinations ∑iλixi\sum_i \lambda_i x_i, where (xi)(x_i) is any finite family of points of A, the numbers λi>0, for all i\lambda_i > 0, \text{ for all } i and ∑iλi=1\sum_i \lambda_i = 1.

The dimension of the affine linear variety (A, II, § 9.3) generated by the convex set A is called the dimension of A.

Let E be a vector space. The convex envelope C, of the balanced envelope of a set A in E is called the balanced convex envelope (or the symmetric convex envelope) of A; clearly it is the smallest symmetric convex set that contains A; it is also the convex envelope of A∪(−A)A \cup (-A), since every point of the balanced envelope of A belongs to a segment with extremities a and −a where a∈Aa \in A. The set C coincides with the set of linear combinations ∑iλixi\sum_i \lambda_i x_i where xi∈Ax_i \in A and ∑i∣λi∣≤1\sum_i |\lambda_i| \leq 1; for it is clear that this set of points is convex and contains A and −A; it is sufficient to prove that it is contained in C, and for this we need consider only those linear combinations for which μ=∑i∣λi∣>0\mu = \sum_i |\lambda_i| > 0; we can then write ∑iλixi=μ⋅∑iαiyi\sum_i \lambda_i x_i = \mu \cdot \sum_i \alpha_i y_i with αi=λi/μ\alpha_i = \lambda_i/\mu and yi=xiy_i = x_i, if λi≥0\lambda_i \geq 0; and αi=−λi/μ\alpha_i = -\lambda_i/\mu; yi=−xiy_i = -x_i if λi<0\lambda_i < 0; clearly ∑iαi=1\sum_i \alpha_i = 1, and our assertion is proved.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.