Bourbaki

Proposition 5

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

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

— Let LL be a positive linear form on a Riesz space EE. In order that a positive linear form MM on EE belong to the band generated by LL in Ω\Omega, it is necessary and sufficient that, for every x≥0x \geq 0 in EE and every number ε>0\varepsilon > 0, there exist a number δ>0\delta > 0 such that the relations 0≤y≤x0 \leq y \leq x and L(y)≤δL(y) \leq \delta imply M(y)≤εM(y) \leq \varepsilon.

Let us first show that the condition is necessary. If M≥0M \geq 0 belongs to the band generated by LL in Ω\Omega, then (§ 1, No. 5, Cor. of Prop. 6)

M=sup⁡n(inf⁡(nL,M)). M = \sup_n \left( \inf(nL, M) \right).

If one sets

Un=M−inf⁡(nL,M), U_n = M - \inf(nL, M),

UnU_n is thus a positive linear form on EE and inf⁡nUn=0\inf_n U_n = 0 in Ω\Omega; consequently (Lemma) Un(x)U_n(x) tends to 0 as nn tends to infinity, and there exists an nn such that Un(x)≤ε/2U_n(x) \leq \varepsilon/2. Fixing such an nn, we have Un(y)≤ε/2U_n(y) \leq \varepsilon/2 for all yy such that 0≤y≤x0 \leq y \leq x, thus the relation 0≤y≤x0 \leq y \leq x implies

M(y)≤ε2+inf⁡(nL,M)(y)≤ε2+nL(y); M(y) \leq \frac{\varepsilon}{2} + \inf(nL, M)(y) \leq \frac{\varepsilon}{2} + nL(y);

if yy is such that L(y)≤ε/2nL(y) \leq \varepsilon/2n it follows that M(y)≤εM(y) \leq \varepsilon, which establishes our assertion.

Let us now show that the condition is sufficient. For every positive linear form MM on EE, one can write M=U+VM = U + V, where UU belongs to the band generated by LL in Ω\Omega and where VV is alien to LL, UU and VV being positive (§ 1, No. 5, Th. 1). If MM satisfies the condition of the statement then so does V=M−UV = M - U, since 0≤V≤M0 \leq V \leq M. From this we will deduce that V=0V = 0. For every x≥0x \geq 0 in EE and every number η>0\eta > 0, there exist two elements y≥0,z≥0y \geq 0, z \geq 0 of EE such that x=y+zx = y + z and L(y)+V(z)≤ηL(y) + V(z) \leq \eta (Prop. 4); given an arbitrary number ε>0\varepsilon > 0, choose η≤ε\eta \leq \varepsilon so that the relations 0≤u≤x0 \leq u \leq x and L(u)≤ηL(u) \leq \eta imply V(u)≤εV(u) \leq \varepsilon; with yy and zz then determined as above, we have L(y)≤ηL(y) \leq \eta, therefore V(y)≤εV(y) \leq \varepsilon and so

V(x)=V(y)+V(z)≤ε+η≤2ε; V(x) = V(y) + V(z) \leq \varepsilon + \eta \leq 2\varepsilon;

since ε\varepsilon is arbitrary, we have V(x)=0V(x) = 0 for every x≥0x \geq 0, that is, V=0V = 0.

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

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