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单词 ProofOfKreinMilmanTheorem
释义

proof of Krein-Milman theorem


The proof is consist of three steps for good understanding.We will show initially that the set of extreme pointsPlanetmathPlanetmath of K,Ex(K) is non-empty, Ex(K).We consider that 𝒜={AK:AK,extreme}.
Step1
The family set 𝒜 ordered by has a minimal element, in other words there exist A𝒜such as B𝒜,BA we have that B=A.
Proof1
We consider A<BBA,A,B𝒜. The ordering relation < is a partially relationon 𝒜. We must show that A is maximal element for 𝒜.We apply Zorn’s lemma.We suppose that

𝒞={Ai:iI}

is a chain of 𝒜.Witout loss ofgenerality we take A=iIAi and then A. 𝒞 has the property of finite intersectionsMathworldPlanetmathand it is consist of closed sets. So we have that iIAi. It is easy to see that A𝒜.Also AAi, for any iI, so we have that A>Ai, for any iI.
Step2
Every minimal element of 𝒜 is a set which has only one point.
Proof2
We suppose that there exist a minimal element A of 𝒜 which has at least two points,x,yA. There exist x*X* such as x*(x)x*(y), witout loss ofgenerality we have that x*(x)<x*(y). A is compact set (closed subset of the compact K). Also thereexist α such that α=supzAx*(z) and B={zA:x*(z)=α}.It is obvious that B is an extreme subset of A, B is an extreme subset of K,B𝒜.xB since B𝒜 and BA that contradicts to the fact that A is minimalPlanetmathPlanetmath extreme subset of 𝒜.
From the above two steps we have that Ex(K).
Step3
K=c¯o(Ex(K)) where c¯o(Ex(K)) denotes the closed convex hullMathworldPlanetmath of extreme points of K.
Proof3
Let L=c¯o(Ex(K)). Then L is closed subset of K, therefore it is compact, and convex clearly by the definition.We suppose that LK. Then there exist xK-L. Let use Hahn-Banach theoremMathworldPlanetmath(geometric form).There exist x*X* such as supwLx*(w)<x*(x). Let α=sup{x*(y):yK}, B={yK:x*(y)=α}. SimilarMathworldPlanetmathPlanetmath toStep2 B is extreme subset of K. B is compact and from step1 and step2 we have that Ex(B). It is true thatEx(B)Ex(K)L. Now let yEx(B) then x*(y)=α and if yLx*(y)<x*(x)α. That is a contradictionMathworldPlanetmathPlanetmath.

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