Bourbaki

Corollary

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

Integration, chapter IV, § 7. Barycenters

— Let K′K' be a compact subset of KK such that KK is the closed convex envelope of K′K'. In order that x∈K′x \in K' be an extremal point of KK, it is necessary and sufficient that εx\varepsilon_x be the only positive measure on K′K', of total mass 1, having xx as barycenter.

Suppose xx is an extremal point of KK; to prove that εx\varepsilon_x is the only positive measure on K′K', of total mass 1, having xx as barycenter, it suffices, by Prop. 3, to see that the set of discrete measures ν\nu on K′K' that are positive, of total mass 1, and have xx as barycenter, reduces to εx\varepsilon_x. But such a measure ν\nu is of the form ∑i=1rλiεxi\sum_{i=1}^r \lambda_i \varepsilon_{x_i} with λi>0\lambda_i > 0 for 1≤i≤r1 \leq i \leq r and ∑i=1rλi=1\sum_{i=1}^{r} \lambda_i = 1, and the hypothesis that xx is the barycenter of ν\nu may be written x=∑i=1rλixix = \sum_{i=1}^{r} \lambda_i x_i. Since xx is extremal, this implies that xi=xx_i = x for all ii, whence ν=εx\nu = \varepsilon_x.

Conversely, let us assume that εx\varepsilon_x is the only positive measure on K′K', of total mass 1, having xx as barycenter, and let us show that xx is extremal. In the contrary case, there would exist two distinct points x′,x′′x', x'' of KK and a real number λ\lambda such that 0<λ<10 < \lambda < 1 and x=λx′+(1−λ)x′′x = \lambda x' + (1 - \lambda) x''. By Prop. 1, x′x' (resp. x′′x'') is the barycenter of a positive measure μ′\mu' (resp. μ′′\mu'') on K′K' of total mass 1. Then xx is the barycenter of λμ′+(1−λ)μ′′\lambda \mu' + (1 - \lambda) \mu''. Therefore λμ′+(1−λ)μ′′=εx\lambda \mu' + (1 - \lambda) \mu'' = \varepsilon_x. Therefore μ′\mu' and μ′′\mu'' are proportional to εx\varepsilon_x, whence x′=x′′=xx' = x'' = x, which is absurd.

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.