Bourbaki

Theorem 1

Tag 08KQ, permanent. Cite it as [Bourbaki, Tag 08KQ].

Integration, chapter II, § 2. Linear forms on a Riesz space

1° In order that a linear form LL on a Riesz space EE be relatively bounded, it is necessary and sufficient that it be the difference of two positive linear forms.

2° The ordered vector space Ω\Omega of relatively bounded linear forms on EE is a Riesz space that is fully lattice-ordered.

If L=U−VL = U - V, where UU and VV are positive linear forms on EE, the relation −x≤y≤x-x \leq y \leq x implies

−U(x)≤U(y)≤U(x)and−V(x)≤V(y)≤V(x), -U(x) \leq U(y) \leq U(x) \quad \text{and} \quad -V(x) \leq V(y) \leq V(x),

whence it is immediate that ∣L(y)∣≤U(x)+V(x)|L(y)| \leq U(x) + V(x); thus, LL is relatively bounded. Suppose, conversely, that LL is relatively bounded; it all comes down to proving that there exists a positive linear form NN such that N(x)≥L(x)N(x) \geq L(x) for all x≥0x \geq 0, because N−LN - L will then be a positive linear form.

Now, if a positive linear form NN has this property then, for every x≥0x \geq 0 and for 0≤y≤x0 \leq y \leq x, we have N(x)≥N(y)≥L(y)N(x) \geq N(y) \geq L(y), therefore N(x)≥sup⁡0≤y≤xL(y)N(x) \geq \sup_{0 \leq y \leq x} L(y); if we prove that the real-valued function

x↦M(x)=sup⁡0≤y≤xL(y), x \mapsto M(x) = \sup_{0 \leq y \leq x} L(y),

defined on the set PP of elements ≥0\geq 0 of EE, may be extended to a positive linear form on EE (to be denoted MM as well), we will have demonstrated the first part of the theorem and will have proved, moreover, that MM is the supremum of 00 and LL in Ω\Omega. Since M(x)≥0M(x) \geq 0 on PP, it all comes down to proving that

M(x+x′)=M(x)+M(x′) M(x + x') = M(x) + M(x')

for every pair of elements x≥0, x′≥0x \geq 0,\ x' \geq 0 of EE (No. 1, Prop. 3). By definition,

M(x)+M(x′)=sup⁡0≤y≤xL(y)+sup⁡0≤y′≤x′L(y′)=sup⁡0≤y≤x, 0≤y′≤x′L(y+y′)≤M(x+x′). M(x) + M(x') = \sup_{0 \leq y \leq x} L(y) + \sup_{0 \leq y' \leq x'} L(y') = \sup_{0 \leq y \leq x,\ 0 \leq y' \leq x'} L(y + y') \leq M(x + x').

On the other hand, for every zz such that 0≤z≤x+x′0 \leq z \leq x + x', we have x+x′=z+ux + x' = z + u with u≥0u \geq 0; by the decomposition lemma (§ 1, No. 1), there exist two elements y, y′y,\ y' such that 0≤y≤x, 0≤y′≤x′0 \leq y \leq x,\ 0 \leq y' \leq x' and such that z=y+y′, u=(x−y)+(x′−y′)z = y + y',\ u = (x - y) + (x' - y'); then

L(z)=L(y)+L(y′)≤M(x)+M(x′), L(z) = L(y) + L(y') \leq M(x) + M(x'),

therefore M(x+x′)=sup⁡0≤z≤x+x′L(z)≤M(x)+M(x′)M(x + x') = \sup_{0 \leq z \leq x + x'} L(z) \leq M(x) + M(x'), which completes the proof of the first part of the theorem. Moreover, we have thus shown that Ω\Omega is a Riesz space and that, for every relatively bounded linear form LL on EE and for every x≥0x \geq 0,

(1)

L+(x)=sup⁡0≤y≤xL(y). L^+(x) = \sup_{0 \leq y \leq x} L(y).

It remains to see that Ω\Omega is fully lattice-ordered; for this, it suffices to show that any set HH of positive linear forms, bounded above and directed for the relation ⩽\leqslant, has a supremum in Ω\Omega.

More generally, we have the following lemma:

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

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