proof of Krein-Milman theorem
The proof is consist of three steps for good understanding.We will show initially that the set of extreme points of , is non-empty, .We consider that extreme.
Step1
The family set ordered by has a minimal element, in other words there exist such as we have that .
Proof1
We consider . The ordering relation is a partially relationon . We must show that is maximal element for .We apply Zorn’s lemma.We suppose that
is a chain of .Witout loss ofgenerality we take and then . has the property of finite intersectionsand it is consist of closed sets. So we have that . It is easy to see that .Also , for any , so we have that , for any .
Step2
Every minimal element of is a set which has only one point.
Proof2
We suppose that there exist a minimal element of which has at least two points,. There exist such as , witout loss ofgenerality we have that . is compact set (closed subset of the compact ). Also thereexist such that and .It is obvious that is an extreme subset of , is an extreme subset of ,. since and that contradicts to the fact that is minimal extreme subset of .
From the above two steps we have that .
Step3
where denotes the closed convex hull of extreme points of .
Proof3
Let . Then is closed subset of , therefore it is compact, and convex clearly by the definition.We suppose that . Then there exist . Let use Hahn-Banach theorem(geometric form).There exist such as . Let , . Similar
toStep2 is extreme subset of . is compact and from step1 and step2 we have that . It is true that. Now let then and if . That is a contradiction
.